def __init__(self, balance=0):
self.balance = str(balance)
# Trading history
self._tradingHistoryTree = SparseMerkleTree(
TREE_DEPTH_TRADING_HISTORY // 2, 4)
self._tradingHistoryTree.newTree(TradeHistoryLeaf().hash())
self._tradeHistoryLeafs = {}
def __init__(self, realmID):
self.realmID = int(realmID)
# Accounts
self._accountsTree = SparseMerkleTree(TREE_DEPTH_ACCOUNTS)
self._accountsTree.newTree(getDefaultAccount().hash())
self._accounts = {}
self._accounts[str(0)] = getDefaultAccount()
def __init__(self, exchangeID):
self.exchangeID = int(exchangeID)
# Accounts
self._accountsTree = SparseMerkleTree(TREE_DEPTH_ACCOUNTS // 2, 4)
self._accountsTree.newTree(getDefaultAccount().hash())
self._accounts = {}
self._accounts[str(0)] = getDefaultAccount()
def __init__(self, balance = 0, weightAMM = 0):
self.balance = str(balance)
self.weightAMM = str(weightAMM)
# Storage
self._storageTree = SparseMerkleTree(BINARY_TREE_DEPTH_STORAGE // 2, 4)
self._storageTree.newTree(StorageLeaf().hash())
self._storageLeafs = {}
def __init__(self, publicKey):
self.publicKeyX = str(publicKey.x)
self.publicKeyY = str(publicKey.y)
self.nonce = 0
# Balances
self._balancesTree = SparseMerkleTree(BINARY_TREE_DEPTH_TOKENS // 2, 4)
self._balancesTree.newTree(BalanceLeaf().hash())
self._balancesLeafs = {}
class BalanceLeaf(object):
def __init__(self, balance=0, weightAMM=0):
self.balance = str(balance)
self.weightAMM = str(weightAMM)
# Storage
self._storageTree = SparseMerkleTree(BINARY_TREE_DEPTH_STORAGE // 2, 4)
self._storageTree.newTree(StorageLeaf().hash())
self._storageLeafs = {}
#print("Empty storage tree: " + str(self._storageTree._root))
def hash(self):
#print("balance: " + self.balance)
temp = [
int(self.balance),
int(self.weightAMM),
int(self._storageTree._root)
]
#print(temp)
return poseidon(temp, poseidonParamsBalance)
def fromJSON(self, jBalance):
self.balance = jBalance["balance"]
self.weightAMM = jBalance["weightAMM"]
# Storage
storageLeafsDict = jBalance["_storageLeafs"]
for key, val in storageLeafsDict.items():
self._storageLeafs[key] = StorageLeaf(val["data"],
val["storageID"])
self._storageTree._root = jBalance["_storageTree"]["_root"]
self._storageTree._db.kv = jBalance["_storageTree"]["_db"]["kv"]
def getStorage(self, storageID):
address = int(storageID) % (2**BINARY_TREE_DEPTH_STORAGE)
# Make sure the leaf exist in our map
if not (str(address) in self._storageLeafs):
return StorageLeaf()
else:
return self._storageLeafs[str(address)]
def updateStorage(self, storageID, data):
address = int(storageID) % (2**BINARY_TREE_DEPTH_STORAGE)
# Make sure the leaf exist in our map
if not (str(address) in self._storageLeafs):
self._storageLeafs[str(address)] = StorageLeaf(0, 0)
leafBefore = copy.deepcopy(self._storageLeafs[str(address)])
rootBefore = self._storageTree._root
#print("leafBefore: " + str(leafBefore))
self._storageLeafs[str(address)].data = str(data)
self._storageLeafs[str(address)].storageID = str(storageID)
leafAfter = copy.deepcopy(self._storageLeafs[str(address)])
#print("leafAfter: " + str(leafAfter))
proof = self._storageTree.createProof(address)
self._storageTree.update(address, leafAfter.hash())
rootAfter = self._storageTree._root
return StorageUpdateData(storageID, proof, rootBefore, rootAfter,
leafBefore, leafAfter)
def __init__(self, secretKey, publicKey):
self.secretKey = str(secretKey)
self.publicKeyX = str(publicKey.x)
self.publicKeyY = str(publicKey.y)
self.nonce = 0
# Balances
self._balancesTree = SparseMerkleTree(TREE_DEPTH_TOKENS)
self._balancesTree.newTree(BalanceLeaf().hash())
self._balancesLeafs = {}
class BalanceLeaf(object):
def __init__(self, balance=0):
self.balance = str(balance)
# Trading history
self._tradingHistoryTree = SparseMerkleTree(TREE_DEPTH_TRADING_HISTORY)
self._tradingHistoryTree.newTree(TradeHistoryLeaf().hash())
self._tradeHistoryLeafs = {}
# print("Empty trading tree: " + str(self._tradingHistoryTree._root))
def hash(self):
return mimc_hash(
[int(self.balance),
int(self._tradingHistoryTree._root)], 1)
def fromJSON(self, jBalance):
self.balance = jBalance["balance"]
# Trading history
tradeHistoryLeafsDict = jBalance["_tradeHistoryLeafs"]
for key, val in tradeHistoryLeafsDict.items():
self._tradeHistoryLeafs[key] = TradeHistoryLeaf(
val["filled"], val["cancelled"], val["orderID"])
self._tradingHistoryTree._root = jBalance["_tradingHistoryTree"][
"_root"]
self._tradingHistoryTree._db.kv = jBalance["_tradingHistoryTree"][
"_db"]["kv"]
def getTradeHistory(self, orderID):
address = int(orderID) % (2**TREE_DEPTH_TRADING_HISTORY)
# Make sure the leaf exist in our map
if not (str(address) in self._tradeHistoryLeafs):
return TradeHistoryLeaf()
else:
return self._tradeHistoryLeafs[str(address)]
def updateTradeHistory(self, orderID, filled, cancelled, orderIDToStore):
address = int(orderID) % (2**TREE_DEPTH_TRADING_HISTORY)
# Make sure the leaf exist in our map
if not (str(address) in self._tradeHistoryLeafs):
self._tradeHistoryLeafs[str(address)] = TradeHistoryLeaf(0, 0, 0)
leafBefore = copy.deepcopy(self._tradeHistoryLeafs[str(address)])
rootBefore = self._tradingHistoryTree._root
#print("leafBefore: " + str(leafBefore))
self._tradeHistoryLeafs[str(address)].filled = str(filled)
self._tradeHistoryLeafs[str(address)].cancelled = cancelled
self._tradeHistoryLeafs[str(address)].orderID = int(orderIDToStore)
leafAfter = copy.deepcopy(self._tradeHistoryLeafs[str(address)])
#print("leafAfter: " + str(leafAfter))
proof = self._tradingHistoryTree.createProof(address)
self._tradingHistoryTree.update(address, leafAfter.hash())
rootAfter = self._tradingHistoryTree._root
return TradeHistoryUpdateData(address, proof, rootBefore, rootAfter,
leafBefore, leafAfter)
def resetTradeHistory(self):
# Trading history
self._tradingHistoryTree = SparseMerkleTree(TREE_DEPTH_TRADING_HISTORY)
self._tradingHistoryTree.newTree(TradeHistoryLeaf().hash())
self._tradeHistoryLeafs = {}
class State(object):
def __init__(self, exchangeID):
self.exchangeID = int(exchangeID)
# Accounts
self._accountsTree = SparseMerkleTree(TREE_DEPTH_ACCOUNTS // 2, 4)
self._accountsTree.newTree(getDefaultAccount().hash())
self._accounts = {}
self._accounts[str(0)] = getDefaultAccount()
# print("Empty accounts tree: " + str(hex(self._accountsTree._root)))
def load(self, filename):
with open(filename) as f:
data = json.load(f)
self.exchangeID = int(data["exchangeID"])
# Accounts
accountLeafsDict = data["accounts_values"]
for key, val in accountLeafsDict.items():
account = getDefaultAccount()
account.fromJSON(val)
self._accounts[key] = account
self._accountsTree._root = data["accounts_root"]
self._accountsTree._db.kv = data["accounts_tree"]
def save(self, filename):
with open(filename, "w") as file:
file.write(
json.dumps(
{
"exchangeID": self.exchangeID,
"accounts_values": self._accounts,
"accounts_root": self._accountsTree._root,
"accounts_tree": self._accountsTree._db.kv,
},
default=lambda o: o.__dict__,
sort_keys=True,
indent=4))
def calculateFees(self, amountB, feeBips, protocolFeeBips, rebateBips):
protocolFee = (amountB * protocolFeeBips) // 100000
fee = (amountB * feeBips) // 10000
rebate = (amountB * rebateBips) // 10000
return (fee, protocolFee, rebate)
def getMaxFillAmounts(self, order):
account = self.getAccount(order.accountID)
tradeHistory = account.getBalanceLeaf(order.tokenS).getTradeHistory(
int(order.orderID))
# Trade history trimming
bNew = tradeHistory.orderID < order.orderID
bTrim = not (tradeHistory.orderID <= order.orderID)
filled = 0 if bNew else int(tradeHistory.filled)
cancelledToStore = 0 if bNew else int(tradeHistory.cancelled)
cancelled = 1 if bTrim else cancelledToStore
orderIDToStore = int(order.orderID) if bNew else tradeHistory.orderID
"""
print("bNew: " + str(bNew))
print("bTrim: " + str(bTrim))
print("filled: " + str(filled))
print("cancelledToStore: " + str(cancelledToStore))
print("cancelled: " + str(cancelled))
print("orderIDToStore: " + str(orderIDToStore))
"""
# Scale the order
balanceS = int(account.getBalance(order.tokenS))
limit = int(order.amountB) if order.buy else int(order.amountS)
filledLimited = limit if limit < filled else filled
remainingBeforeCancelled = limit - filledLimited
remaining = 0 if cancelled else remainingBeforeCancelled
remainingS_buy = remaining * int(order.amountS) // int(order.amountB)
remainingS = remainingS_buy if order.buy else remaining
fillAmountS = balanceS if balanceS < remainingS else remainingS
fillAmountB = fillAmountS * int(order.amountB) // int(order.amountS)
return (Fill(fillAmountS,
fillAmountB), filled, cancelledToStore, orderIDToStore)
def match(self, takerOrder, takerFill, makerOrder, makerFill):
if takerFill.B < makerFill.S:
makerFill.S = takerFill.B
makerFill.B = takerFill.B * int(makerOrder.amountB) // int(
makerOrder.amountS)
else:
takerFill.S = makerFill.S * int(takerOrder.amountS) // int(
takerOrder.amountB)
takerFill.B = makerFill.S
spread = takerFill.S - makerFill.B
matchable = makerFill.B <= takerFill.S
return (spread, matchable)
def settleRing(self, context, ring):
#print("State update ring: ")
(fillA, filled_A, cancelledToStore_A,
orderIDToStore_A) = self.getMaxFillAmounts(ring.orderA)
(fillB, filled_B, cancelledToStore_B,
orderIDToStore_B) = self.getMaxFillAmounts(ring.orderB)
'''
print("fillA.S: " + str(fillA.S))
print("fillA.B: " + str(fillA.B))
print("fillB.S: " + str(fillB.S))
print("fillB.B: " + str(fillB.B))
print("-------------")
'''
if ring.orderA.buy:
(spread, matchable) = self.match(ring.orderA, fillA, ring.orderB,
fillB)
fillA.S = fillB.B
else:
(spread, matchable) = self.match(ring.orderB, fillB, ring.orderA,
fillA)
fillA.B = fillB.S
# Check valid
ring.orderA.checkValid(context, ring.orderA, fillA.S, fillA.B)
ring.orderB.checkValid(context, ring.orderB, fillB.S, fillB.B)
ring.valid = matchable and ring.orderA.valid and ring.orderB.valid
#print("ring.orderA.valid " + str(ring.orderA.valid))
#print("ring.orderB.valid " + str(ring.orderB.valid))
if ring.valid == False:
#print("ring.valid false: ")
fillA.S = 0
fillA.B = 0
fillB.S = 0
fillB.B = 0
# Saved in ring for tests
ring.fFillS_A = toFloat(fillA.S, Float24Encoding)
ring.fFillS_B = toFloat(fillB.S, Float24Encoding)
fillA.S = roundToFloatValue(fillA.S, Float24Encoding)
fillB.S = roundToFloatValue(fillB.S, Float24Encoding)
fillA.B = fillB.S
fillB.B = fillA.S
'''
print("fillA.S: " + str(fillA.S))
print("fillA.B: " + str(fillA.B))
print("fillB.S: " + str(fillB.S))
print("fillB.B: " + str(fillB.B))
print("spread: " + str(spread))
'''
# Copy the initial merkle root
accountsMerkleRoot = self._accountsTree._root
(fee_A, protocolFee_A,
rebate_A) = self.calculateFees(fillA.B, ring.orderA.feeBips,
context.protocolTakerFeeBips,
ring.orderA.rebateBips)
(fee_B, protocolFee_B,
rebate_B) = self.calculateFees(fillB.B, ring.orderB.feeBips,
context.protocolMakerFeeBips,
ring.orderB.rebateBips)
'''
print("fee_A: " + str(fee_A))
print("protocolFee_A: " + str(protocolFee_A))
print("rebate_A: " + str(rebate_A))
print("fee_B: " + str(fee_B))
print("protocolFee_B: " + str(protocolFee_B))
print("rebate_B: " + str(rebate_B))
'''
# Update balances A
accountA = self.getAccount(ring.orderA.accountID)
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(self.getAccount(ring.orderA.accountID))
proof = self._accountsTree.createProof(ring.orderA.accountID)
(balanceUpdateS_A,
tradeHistoryUpdate_A) = accountA.updateBalanceAndTradeHistory(
ring.orderA.tokenS, ring.orderA.orderID, -fillA.S,
filled_A + (fillA.B if ring.orderA.buy else fillA.S),
cancelledToStore_A, orderIDToStore_A)
balanceUpdateB_A = accountA.updateBalance(ring.orderA.tokenB,
fillA.B - fee_A + rebate_A)
self.updateAccountTree(ring.orderA.accountID)
accountAfter = copyAccountInfo(self.getAccount(ring.orderA.accountID))
rootAfter = self._accountsTree._root
accountUpdate_A = AccountUpdateData(ring.orderA.accountID, proof,
rootBefore, rootAfter,
accountBefore, accountAfter)
###
# Update balances B
accountB = self.getAccount(ring.orderB.accountID)
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(self.getAccount(ring.orderB.accountID))
proof = self._accountsTree.createProof(ring.orderB.accountID)
(balanceUpdateS_B,
tradeHistoryUpdate_B) = accountB.updateBalanceAndTradeHistory(
ring.orderB.tokenS, ring.orderB.orderID, -fillB.S,
filled_B + (fillB.B if ring.orderB.buy else fillB.S),
cancelledToStore_B, orderIDToStore_B)
balanceUpdateB_B = accountB.updateBalance(ring.orderB.tokenB,
fillB.B - fee_B + rebate_B)
self.updateAccountTree(ring.orderB.accountID)
accountAfter = copyAccountInfo(self.getAccount(ring.orderB.accountID))
rootAfter = self._accountsTree._root
accountUpdate_B = AccountUpdateData(ring.orderB.accountID, proof,
rootBefore, rootAfter,
accountBefore, accountAfter)
###
# Protocol fee payment
balanceUpdateA_P = self.getAccount(0).updateBalance(
ring.orderA.tokenB, protocolFee_A)
balanceUpdateB_P = self.getAccount(0).updateBalance(
ring.orderB.tokenB, protocolFee_B)
###
# Operator payment
balanceDeltaA_O = fee_A - protocolFee_A - rebate_A
balanceDeltaB_O = fee_B - protocolFee_B - rebate_B
# The Merkle tree update is done after all rings are settled
return RingSettlement(ring, accountsMerkleRoot, tradeHistoryUpdate_A,
tradeHistoryUpdate_B, balanceUpdateS_A,
balanceUpdateB_A, accountUpdate_A,
balanceUpdateS_B, balanceUpdateB_B,
accountUpdate_B, balanceUpdateA_P,
balanceUpdateB_P, balanceDeltaA_O,
balanceDeltaB_O)
def deposit(self, accountID, secretKey, publicKeyX, publicKeyY, token,
amount):
# Copy the initial merkle root
rootBefore = self._accountsTree._root
if not (str(accountID) in self._accounts):
accountBefore = copyAccountInfo(getDefaultAccount())
else:
accountBefore = copyAccountInfo(self.getAccount(accountID))
proof = self._accountsTree.createProof(accountID)
# Create the account if necessary
if not (str(accountID) in self._accounts):
self._accounts[str(accountID)] = Account(
secretKey, Point(publicKeyX, publicKeyY))
account = self.getAccount(accountID)
balanceUpdate = account.updateBalance(token, amount)
# Update keys
account.secretKey = str(secretKey)
account.publicKeyX = str(publicKeyX)
account.publicKeyY = str(publicKeyY)
self._accountsTree.update(accountID, account.hash())
accountAfter = copyAccountInfo(account)
rootAfter = self._accountsTree._root
accountUpdate = AccountUpdateData(accountID, proof, rootBefore,
rootAfter, accountBefore,
accountAfter)
return Deposit(amount, balanceUpdate, accountUpdate)
def getAccount(self, accountID):
# Make sure the leaf exist in our map
if not (str(accountID) in self._accounts):
print("Account doesn't exist: " + str(accountID))
return self._accounts[str(accountID)]
def onchainWithdraw(self, exchangeID, accountID, tokenID, amountRequested,
shutdown):
# When a withdrawal is done before the deposit (account creation) we shouldn't
# do anything. Just leave everything as it is.
if str(accountID) in self._accounts:
# Calculate amount withdrawn
balance = int(self.getAccount(accountID).getBalance(tokenID))
uAmountMin = int(amountRequested) if (
int(amountRequested) < balance) else balance
# Withdraw the complete balance in shutdown
uAmount = balance if shutdown else uAmountMin
fAmount = toFloat(uAmount, Float28Encoding)
amount = fromFloat(fAmount, Float28Encoding)
# Make sure no 'dust' remains after a withdrawal in shutdown
amountToSubtract = uAmount if shutdown else amount
# Update account
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(self.getAccount(accountID))
proof = self._accountsTree.createProof(accountID)
balanceUpdate = self.getAccount(accountID).updateBalance(
tokenID, -amountToSubtract, shutdown)
if shutdown:
self.getAccount(accountID).publicKeyX = str(0)
self.getAccount(accountID).publicKeyY = str(0)
self.getAccount(accountID).nonce = 0
self.updateAccountTree(accountID)
accountAfter = copyAccountInfo(self.getAccount(accountID))
rootAfter = self._accountsTree._root
accountUpdate = AccountUpdateData(accountID, proof, rootBefore,
rootAfter, accountBefore,
accountAfter)
###
else:
# Dummy update
fAmount = 0
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(getDefaultAccount())
proof = self._accountsTree.createProof(accountID)
balanceUpdate = getDefaultAccount().updateBalance(
tokenID, 0, shutdown)
accountAfter = copyAccountInfo(getDefaultAccount())
rootAfter = self._accountsTree._root
accountUpdate = AccountUpdateData(accountID, proof, rootBefore,
rootAfter, accountBefore,
accountAfter)
###
withdrawal = OnchainWithdrawal(amountRequested, balanceUpdate,
accountUpdate, accountID, tokenID,
fAmount)
return withdrawal
def offchainWithdraw(self, exchangeID, accountID, tokenID, amountRequested,
operatorAccountID, feeTokenID, fee, label):
feeValue = roundToFloatValue(fee, Float16Encoding)
# Update account
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(self.getAccount(accountID))
nonce = accountBefore.nonce
proof = self._accountsTree.createProof(accountID)
balanceUpdateF_A = self.getAccount(accountID).updateBalance(
feeTokenID, -feeValue)
balance = int(self.getAccount(accountID).getBalance(tokenID))
uAmountWithdrawn = int(amountRequested) if (
int(amountRequested) < balance) else balance
fAmountWithdrawn = toFloat(uAmountWithdrawn, Float28Encoding)
amountWithdrawn = fromFloat(fAmountWithdrawn, Float28Encoding)
balanceUpdateW_A = self.getAccount(accountID).updateBalance(
tokenID, -amountWithdrawn)
self.getAccount(accountID).nonce += 1
self.updateAccountTree(accountID)
accountAfter = copyAccountInfo(self.getAccount(accountID))
rootAfter = self._accountsTree._root
accountUpdate_A = AccountUpdateData(accountID, proof, rootBefore,
rootAfter, accountBefore,
accountAfter)
###
# Operator payment
# This is done after all withdrawals are processed
withdrawal = OffchainWithdrawal(exchangeID, accountID, tokenID,
amountRequested, fAmountWithdrawn,
feeTokenID, fee, label,
balanceUpdateF_A, balanceUpdateW_A,
accountUpdate_A, None, nonce)
return withdrawal
def cancelOrder(self, exchangeID, accountID, orderTokenID, orderID,
operatorAccountID, feeTokenID, fee, label):
feeValue = roundToFloatValue(fee, Float16Encoding)
# Update account
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(self.getAccount(accountID))
nonce = accountBefore.nonce
proof = self._accountsTree.createProof(accountID)
(balanceUpdateT_A,
tradeHistoryUpdate_A) = self.getAccount(accountID).cancelOrder(
orderTokenID, orderID)
balanceUpdateF_A = self.getAccount(accountID).updateBalance(
feeTokenID, -feeValue)
self.getAccount(accountID).nonce += 1
self.updateAccountTree(accountID)
accountAfter = copyAccountInfo(self.getAccount(accountID))
rootAfter = self._accountsTree._root
accountUpdate_A = AccountUpdateData(accountID, proof, rootBefore,
rootAfter, accountBefore,
accountAfter)
###
# Operator payment
# This is done after all cancellations are processed
cancellation = Cancellation(exchangeID, accountID, orderTokenID,
orderID, feeTokenID, fee, label, nonce,
tradeHistoryUpdate_A, balanceUpdateT_A,
balanceUpdateF_A, accountUpdate_A, None)
return cancellation
def createWithdrawProof(self, exchangeID, accountID, tokenID):
account = copyAccountInfo(self.getAccount(accountID))
balance = copyBalanceInfo(
self.getAccount(accountID)._balancesLeafs[str(tokenID)])
accountProof = self._accountsTree.createProof(accountID)
balanceProof = self.getAccount(accountID)._balancesTree.createProof(
tokenID)
return WithdrawProof(exchangeID, accountID, tokenID, account, balance,
self.getRoot(), accountProof, balanceProof)
def updateAccountTree(self, accountID):
self._accountsTree.update(accountID, self.getAccount(accountID).hash())
def getRoot(self):
return self._accountsTree._root
class Account(object):
def __init__(self, secretKey, publicKey):
self.secretKey = str(secretKey)
self.publicKeyX = str(publicKey.x)
self.publicKeyY = str(publicKey.y)
self.nonce = 0
# Balances
self._balancesTree = SparseMerkleTree(TREE_DEPTH_TOKENS // 2, 4)
self._balancesTree.newTree(BalanceLeaf().hash())
self._balancesLeafs = {}
#print("Empty balances tree: " + str(self._balancesTree._root))
def hash(self):
return poseidon([
int(self.publicKeyX),
int(self.publicKeyY),
int(self.nonce),
int(self._balancesTree._root)
], poseidonParamsAccount)
def fromJSON(self, jAccount):
self.secretKey = jAccount["secretKey"]
self.publicKeyX = jAccount["publicKeyX"]
self.publicKeyY = jAccount["publicKeyY"]
self.nonce = int(jAccount["nonce"])
# Balances
balancesLeafsDict = jAccount["_balancesLeafs"]
for key, val in balancesLeafsDict.items():
balanceLeaf = BalanceLeaf()
balanceLeaf.fromJSON(val)
self._balancesLeafs[key] = balanceLeaf
self._balancesTree._root = jAccount["_balancesTree"]["_root"]
self._balancesTree._db.kv = jAccount["_balancesTree"]["_db"]["kv"]
def getBalanceLeaf(self, address):
# Make sure the leaf exist in our map
if not (str(address) in self._balancesLeafs):
return BalanceLeaf()
else:
return self._balancesLeafs[str(address)]
def getBalance(self, address):
return self.getBalanceLeaf(address).balance
def updateBalance(self, tokenID, amount, shutdown=False):
# Make sure the leaf exist in our map
if not (str(tokenID) in self._balancesLeafs):
self._balancesLeafs[str(tokenID)] = BalanceLeaf()
balancesBefore = copyBalanceInfo(self._balancesLeafs[str(tokenID)])
rootBefore = self._balancesTree._root
self._balancesLeafs[str(tokenID)].balance = str(
int(self._balancesLeafs[str(tokenID)].balance) + amount)
if int(self._balancesLeafs[str(tokenID)].balance) > MAX_AMOUNT:
self._balancesLeafs[str(tokenID)].balance = str(MAX_AMOUNT)
if shutdown:
self._balancesLeafs[str(tokenID)].resetTradeHistory()
balancesAfter = copyBalanceInfo(self._balancesLeafs[str(tokenID)])
proof = self._balancesTree.createProof(tokenID)
self._balancesTree.update(tokenID,
self._balancesLeafs[str(tokenID)].hash())
rootAfter = self._balancesTree._root
return BalanceUpdateData(tokenID, proof, rootBefore, rootAfter,
balancesBefore, balancesAfter)
def updateBalanceAndTradeHistory(self, tokenID, orderID, amount, filled,
cancelledToStore, orderIDToStore):
# Make sure the leaf exist in our map
if not (str(tokenID) in self._balancesLeafs):
self._balancesLeafs[str(tokenID)] = BalanceLeaf()
balancesBefore = copyBalanceInfo(self._balancesLeafs[str(tokenID)])
rootBefore = self._balancesTree._root
# Update filled amounts
tradeHistoryUpdate = self._balancesLeafs[str(
tokenID)].updateTradeHistory(orderID, filled, cancelledToStore,
orderIDToStore)
self._balancesLeafs[str(tokenID)].balance = str(
int(self._balancesLeafs[str(tokenID)].balance) + amount)
if int(self._balancesLeafs[str(tokenID)].balance) > MAX_AMOUNT:
self._balancesLeafs[str(tokenID)].balance = str(MAX_AMOUNT)
balancesAfter = copyBalanceInfo(self._balancesLeafs[str(tokenID)])
proof = self._balancesTree.createProof(tokenID)
self._balancesTree.update(tokenID,
self._balancesLeafs[str(tokenID)].hash())
rootAfter = self._balancesTree._root
return (BalanceUpdateData(tokenID, proof, rootBefore, rootAfter,
balancesBefore,
balancesAfter), tradeHistoryUpdate)
def cancelOrder(self, tokenID, orderID):
# Make sure the leaf exist in our map
if not (str(tokenID) in self._balancesLeafs):
self._balancesLeafs[str(tokenID)] = BalanceLeaf()
balancesBefore = copyBalanceInfo(self._balancesLeafs[str(tokenID)])
rootBefore = self._balancesTree._root
# Update cancelled state
tradeHistory = self._balancesLeafs[str(tokenID)].getTradeHistory(
orderID)
filled = int(tradeHistory.filled)
if int(tradeHistory.orderID) < orderID:
filled = 0
tradeHistoryUpdate = self._balancesLeafs[str(
tokenID)].updateTradeHistory(orderID, filled, 1, orderID)
balancesAfter = copyBalanceInfo(self._balancesLeafs[str(tokenID)])
proof = self._balancesTree.createProof(tokenID)
self._balancesTree.update(tokenID,
self._balancesLeafs[str(tokenID)].hash())
rootAfter = self._balancesTree._root
return (BalanceUpdateData(tokenID, proof, rootBefore, rootAfter,
balancesBefore,
balancesAfter), tradeHistoryUpdate)
def resetTradeHistory(self):
# Trading history
self._tradingHistoryTree = SparseMerkleTree(
TREE_DEPTH_TRADING_HISTORY // 2, 4)
self._tradingHistoryTree.newTree(TradeHistoryLeaf().hash())
self._tradeHistoryLeafs = {}
class State(object):
def __init__(self, exchangeID):
self.exchangeID = int(exchangeID)
# Accounts
self._accountsTree = SparseMerkleTree(BINARY_TREE_DEPTH_ACCOUNTS // 2, 4)
self._accountsTree.newTree(getDefaultAccount().hash())
self._accounts = {}
self._accounts[str(0)] = getDefaultAccount()
self._accounts[str(1)] = getDefaultAccount()
# print("Empty accounts tree: " + str(hex(self._accountsTree._root)))
def load(self, filename):
with open(filename) as f:
data = json.load(f)
self.exchangeID = int(data["exchangeID"])
# Accounts
accountLeafsDict = data["accounts_values"]
for key, val in accountLeafsDict.items():
account = getDefaultAccount()
account.fromJSON(val)
self._accounts[key] = account
self._accountsTree._root = data["accounts_root"]
self._accountsTree._db.kv = data["accounts_tree"]
def save(self, filename):
with open(filename, "w") as file:
file.write(json.dumps(
{
"exchangeID": self.exchangeID,
"accounts_values": self._accounts,
"accounts_root": self._accountsTree._root,
"accounts_tree": self._accountsTree._db.kv,
}, default=lambda o: o.__dict__, sort_keys=True, indent=4))
def calculateFees(self, amountB, feeBips, protocolFeeBips):
protocolFee = (amountB * protocolFeeBips) // 100000
fee = (amountB * feeBips) // 10000
return (fee, protocolFee)
def getData(self, accountID, tokenID, storageID):
account = self.getAccount(accountID)
storage = account.getBalanceLeaf(tokenID).getStorage(int(storageID))
# Storage trimming
numSlots = (2 ** BINARY_TREE_DEPTH_STORAGE)
leafStorageID = storage.storageID if int(storage.storageID) > 0 else int(storageID) % numSlots
filled = int(storage.data) if (int(storageID) == int(leafStorageID)) else 0
return filled
def getMaxFill(self, order, filled, balanceLimit):
account = self.getAccount(order.accountID)
# Scale the order
balanceS = int(account.getBalance(order.tokenS)) if balanceLimit else int(order.amountS)
limit = int(order.amountB) if order.fillAmountBorS else int(order.amountS)
filledLimited = limit if limit < filled else filled
remaining = limit - filledLimited
remainingS_buy = remaining * int(order.amountS) // int(order.amountB)
remainingS = remainingS_buy if order.fillAmountBorS else remaining
fillAmountS = balanceS if balanceS < remainingS else remainingS
fillAmountB = fillAmountS * int(order.amountB) // int(order.amountS)
return Fill(fillAmountS, fillAmountB)
def match(self, takerOrder, takerFill, makerOrder, makerFill):
if takerFill.B < makerFill.S:
makerFill.S = takerFill.B
makerFill.B = takerFill.B * int(makerOrder.amountB) // int(makerOrder.amountS)
else:
takerFill.S = makerFill.S * int(takerOrder.amountS) // int(takerOrder.amountB)
takerFill.B = makerFill.S
spread = takerFill.S - makerFill.B
matchable = makerFill.B <= takerFill.S
return (spread, matchable)
def executeTransaction(self, context, txInput):
newState = GeneralObject()
newState.signatureA = None
newState.signatureB = None
# Tokens
newState.TXV_BALANCE_A_S_ADDRESS = None
newState.TXV_BALANCE_A_S_ADDRESS = None
# A
newState.TXV_ACCOUNT_A_ADDRESS = None
newState.TXV_ACCOUNT_A_OWNER = None
newState.TXV_ACCOUNT_A_PUBKEY_X = None
newState.TXV_ACCOUNT_A_PUBKEY_Y = None
newState.TXV_ACCOUNT_A_NONCE = None
newState.TXV_ACCOUNT_A_FEEBIPSAMM = None
newState.TXV_BALANCE_A_S_ADDRESS = None
newState.TXV_BALANCE_A_S_BALANCE = None
newState.TXV_BALANCE_A_S_WEIGHT = None
newState.TXV_BALANCE_A_B_BALANCE = None
newState.TXV_STORAGE_A_ADDRESS = None
newState.TXV_STORAGE_A_DATA = None
newState.TXV_STORAGE_A_STORAGEID = None
# B
newState.TXV_ACCOUNT_B_ADDRESS = None
newState.TXV_ACCOUNT_B_OWNER = None
newState.TXV_ACCOUNT_B_PUBKEY_X = None
newState.TXV_ACCOUNT_B_PUBKEY_Y = None
newState.TXV_ACCOUNT_B_NONCE = None
newState.TXV_BALANCE_B_S_ADDRESS = None
newState.TXV_BALANCE_B_S_BALANCE = None
newState.TXV_BALANCE_B_B_BALANCE = None
newState.TXV_STORAGE_B_ADDRESS = None
newState.TXV_STORAGE_B_DATA = None
newState.TXV_STORAGE_B_STORAGEID = None
# Operator
newState.balanceDeltaA_O = None
newState.balanceDeltaB_O = None
# Protocol fees
newState.balanceDeltaA_P = None
newState.balanceDeltaB_P = None
if txInput.txType == "Noop":
# Nothing to do
pass
elif txInput.txType == "SpotTrade":
ring = txInput
# Amount filled in the trade history
filled_A = self.getData(ring.orderA.accountID, ring.orderA.tokenS, ring.orderA.storageID)
filled_B = self.getData(ring.orderB.accountID, ring.orderB.tokenS, ring.orderB.storageID)
# Simple matching logic
fillA = self.getMaxFill(ring.orderA, filled_A, True)
fillB = self.getMaxFill(ring.orderB, filled_B, True)
'''
print("fillA.S: " + str(fillA.S))
print("fillA.B: " + str(fillA.B))
print("fillB.S: " + str(fillB.S))
print("fillB.B: " + str(fillB.B))
print("-------------")
'''
if ring.orderA.fillAmountBorS:
(spread, matchable) = self.match(ring.orderA, fillA, ring.orderB, fillB)
fillA.S = fillB.B
else:
(spread, matchable) = self.match(ring.orderB, fillB, ring.orderA, fillA)
fillA.B = fillB.S
# Check valid
ring.orderA.checkValid(context, ring.orderA, fillA.S, fillA.B)
ring.orderB.checkValid(context, ring.orderB, fillB.S, fillB.B)
ring.valid = matchable and ring.orderA.valid and ring.orderB.valid
#print("ring.orderA.valid " + str(ring.orderA.valid))
#print("ring.orderB.valid " + str(ring.orderB.valid))
#if ring.valid == False:
#print("ring.valid false: ")
#fillA.S = 0
#fillA.B = 0
#fillB.S = 0
#fillB.B = 0
# Saved in ring for tests
ring.fFillS_A = toFloat(fillA.S, Float24Encoding)
ring.fFillS_B = toFloat(fillB.S, Float24Encoding)
fillA.S = roundToFloatValue(fillA.S, Float24Encoding)
fillB.S = roundToFloatValue(fillB.S, Float24Encoding)
fillA.B = fillB.S
fillB.B = fillA.S
'''
print("fillA.S: " + str(fillA.S))
print("fillA.B: " + str(fillA.B))
print("fillB.S: " + str(fillB.S))
print("fillB.B: " + str(fillB.B))
print("spread: " + str(spread))
'''
(fee_A, protocolFee_A) = self.calculateFees(
fillA.B,
ring.orderA.feeBips,
context.protocolTakerFeeBips
)
(fee_B, protocolFee_B) = self.calculateFees(
fillB.B,
ring.orderB.feeBips,
context.protocolMakerFeeBips
)
'''
print("fee_A: " + str(fee_A))
print("protocolFee_A: " + str(protocolFee_A))
print("fee_B: " + str(fee_B))
print("protocolFee_B: " + str(protocolFee_B))
'''
newState.signatureA = ring.orderA.signature
newState.signatureB = ring.orderB.signature
newState.TXV_ACCOUNT_A_ADDRESS = ring.orderA.accountID
accountA = self.getAccount(ring.orderA.accountID)
newState.TXV_BALANCE_A_S_ADDRESS = ring.orderA.tokenS
newState.TXV_BALANCE_A_S_BALANCE = -fillA.S
newState.TXV_BALANCE_B_S_ADDRESS = ring.orderA.tokenB
newState.TXV_BALANCE_A_B_BALANCE = fillA.B - fee_A
newState.TXV_STORAGE_A_ADDRESS = ring.orderA.storageID
newState.TXV_STORAGE_A_DATA = filled_A + (fillA.B if ring.orderA.fillAmountBorS else fillA.S)
newState.TXV_STORAGE_A_STORAGEID = ring.orderA.storageID
newState.TXV_ACCOUNT_B_ADDRESS = ring.orderB.accountID
accountB = self.getAccount(ring.orderB.accountID)
newState.TXV_BALANCE_B_S_ADDRESS = ring.orderB.tokenS
newState.TXV_BALANCE_B_S_BALANCE = -fillB.S
newState.TXV_BALANCE_A_S_ADDRESS = ring.orderB.tokenB
newState.TXV_BALANCE_B_B_BALANCE = fillB.B - fee_B
newState.TXV_STORAGE_B_ADDRESS = ring.orderB.storageID
newState.TXV_STORAGE_B_DATA = filled_B + (fillB.B if ring.orderB.fillAmountBorS else fillB.S)
newState.TXV_STORAGE_B_STORAGEID = ring.orderB.storageID
newState.balanceDeltaA_O = fee_A - protocolFee_A
newState.balanceDeltaB_O = fee_B - protocolFee_B
newState.balanceDeltaA_P = protocolFee_A
newState.balanceDeltaB_P = protocolFee_B
elif txInput.txType == "Transfer":
storageData = self.getData(txInput.fromAccountID, txInput.tokenID, txInput.storageID)
transferAmount = roundToFloatValue(int(txInput.amount), Float24Encoding)
feeValue = roundToFloatValue(int(txInput.fee), Float16Encoding)
newState.signatureA = txInput.signature
newState.signatureB = txInput.dualSignature
newState.TXV_ACCOUNT_A_ADDRESS = txInput.fromAccountID
accountA = self.getAccount(newState.TXV_ACCOUNT_A_ADDRESS)
newState.TXV_BALANCE_A_S_ADDRESS = txInput.tokenID
newState.TXV_BALANCE_A_S_BALANCE = -transferAmount
newState.TXV_BALANCE_B_S_ADDRESS = txInput.feeTokenID
newState.TXV_BALANCE_A_B_BALANCE = -feeValue
newState.TXV_ACCOUNT_B_ADDRESS = txInput.toAccountID
accountB = self.getAccount(newState.TXV_ACCOUNT_B_ADDRESS)
newState.TXV_ACCOUNT_B_OWNER = txInput.to
newState.TXV_BALANCE_A_S_ADDRESS = txInput.tokenID
newState.TXV_BALANCE_B_B_BALANCE = transferAmount
newState.TXV_STORAGE_A_ADDRESS = txInput.storageID
newState.TXV_STORAGE_A_DATA = 1
newState.TXV_STORAGE_A_STORAGEID = txInput.storageID
if txInput.type != 0:
context.numConditionalTransactions = context.numConditionalTransactions + 1
newState.balanceDeltaA_O = feeValue
# For tests (used to set the DA data)
txInput.toNewAccount = True if accountB.owner == str(0) else False
elif txInput.txType == "Withdraw":
## calculate how much can be withdrawn
account = self.getAccount(txInput.accountID)
if int(txInput.type) == 2:
# Full balance with intrest
balanceLeaf = account.getBalanceLeaf(txInput.tokenID)
txInput.amount = str(balanceLeaf.balance)
elif int(txInput.type) == 3:
txInput.amount = str(0)
# Protocol fee withdrawals are handled a bit differently
# as the balance needs to be withdrawn from the already opened protocol pool account
isProtocolfeeWithdrawal = int(txInput.accountID) == 0
feeValue = roundToFloatValue(int(txInput.fee), Float16Encoding)
newState.signatureA = txInput.signature
newState.TXV_ACCOUNT_A_ADDRESS = 1 if isProtocolfeeWithdrawal else txInput.accountID
accountA = self.getAccount(newState.TXV_ACCOUNT_A_ADDRESS)
newState.TXV_BALANCE_A_S_ADDRESS = txInput.tokenID
newState.TXV_BALANCE_A_S_BALANCE = 0 if isProtocolfeeWithdrawal else -int(txInput.amount)
newState.TXV_BALANCE_B_S_ADDRESS = txInput.feeTokenID
newState.TXV_BALANCE_A_B_BALANCE = -feeValue
newState.TXV_STORAGE_A_ADDRESS = txInput.storageID
if int(txInput.type) == 0 or int(txInput.type) == 1:
newState.TXV_STORAGE_A_DATA = 1
newState.TXV_STORAGE_A_STORAGEID = txInput.storageID
if not isProtocolfeeWithdrawal and int(txInput.type) == 2:
newState.TXV_BALANCE_A_S_WEIGHT = 0
newState.balanceDeltaA_O = feeValue
newState.balanceDeltaB_P = -int(txInput.amount) if isProtocolfeeWithdrawal else 0
context.numConditionalTransactions = context.numConditionalTransactions + 1
elif txInput.txType == "Deposit":
newState.TXV_ACCOUNT_A_ADDRESS = txInput.accountID
newState.TXV_ACCOUNT_A_OWNER = txInput.owner
newState.TXV_BALANCE_A_S_ADDRESS = txInput.tokenID
newState.TXV_BALANCE_A_S_BALANCE = txInput.amount
context.numConditionalTransactions = context.numConditionalTransactions + 1
elif txInput.txType == "AccountUpdate":
feeValue = roundToFloatValue(int(txInput.fee), Float16Encoding)
newState.TXV_ACCOUNT_A_ADDRESS = txInput.accountID
accountA = self.getAccount(newState.TXV_ACCOUNT_A_ADDRESS)
newState.TXV_ACCOUNT_A_PUBKEY_X = txInput.publicKeyX
newState.TXV_ACCOUNT_A_PUBKEY_Y = txInput.publicKeyY
newState.TXV_ACCOUNT_A_NONCE = 1
newState.TXV_BALANCE_A_S_ADDRESS = txInput.feeTokenID
newState.TXV_BALANCE_A_S_BALANCE = -feeValue
newState.balanceDeltaB_O = feeValue
newState.signatureA = txInput.signature
if txInput.type != 0:
context.numConditionalTransactions = context.numConditionalTransactions + 1
elif txInput.txType == "AmmUpdate":
# Cache the balance for tests
account = self.getAccount(txInput.accountID)
balanceLeaf = account.getBalanceLeaf(txInput.tokenID)
txInput.balance = str(balanceLeaf.balance)
newState.TXV_ACCOUNT_A_ADDRESS = txInput.accountID
newState.TXV_BALANCE_A_S_ADDRESS = txInput.tokenID
newState.TXV_ACCOUNT_A_NONCE = 1
newState.TXV_ACCOUNT_A_FEEBIPSAMM = txInput.feeBips
newState.TXV_BALANCE_A_S_WEIGHT = txInput.tokenWeight
context.numConditionalTransactions = context.numConditionalTransactions + 1
# Tokens default values
newState.TXV_BALANCE_A_S_ADDRESS = setValue(newState.TXV_BALANCE_A_S_ADDRESS, 0)
newState.TXV_BALANCE_B_S_ADDRESS = setValue(newState.TXV_BALANCE_B_S_ADDRESS, 0)
# A default values
newState.TXV_ACCOUNT_A_ADDRESS = setValue(newState.TXV_ACCOUNT_A_ADDRESS, 1)
accountA = self.getAccount(newState.TXV_ACCOUNT_A_ADDRESS)
newState.TXV_ACCOUNT_A_OWNER = setValue(newState.TXV_ACCOUNT_A_OWNER, accountA.owner)
newState.TXV_ACCOUNT_A_PUBKEY_X = setValue(newState.TXV_ACCOUNT_A_PUBKEY_X, accountA.publicKeyX)
newState.TXV_ACCOUNT_A_PUBKEY_Y = setValue(newState.TXV_ACCOUNT_A_PUBKEY_Y, accountA.publicKeyY)
newState.TXV_ACCOUNT_A_NONCE = setValue(newState.TXV_ACCOUNT_A_NONCE, 0)
newState.TXV_ACCOUNT_A_FEEBIPSAMM = setValue(newState.TXV_ACCOUNT_A_FEEBIPSAMM, accountA.feeBipsAMM)
balanceLeafA_S = accountA.getBalanceLeaf(newState.TXV_BALANCE_A_S_ADDRESS)
newState.TXV_BALANCE_A_S_BALANCE = setValue(newState.TXV_BALANCE_A_S_BALANCE, 0)
newState.TXV_BALANCE_A_S_WEIGHT = setValue(newState.TXV_BALANCE_A_S_WEIGHT, balanceLeafA_S.weightAMM)
newState.TXV_BALANCE_A_B_BALANCE = setValue(newState.TXV_BALANCE_A_B_BALANCE, 0)
newState.TXV_STORAGE_A_ADDRESS = setValue(newState.TXV_STORAGE_A_ADDRESS, 0)
storageA = balanceLeafA_S.getStorage(newState.TXV_STORAGE_A_ADDRESS)
newState.TXV_STORAGE_A_DATA = setValue(newState.TXV_STORAGE_A_DATA, storageA.data)
newState.TXV_STORAGE_A_STORAGEID = setValue(newState.TXV_STORAGE_A_STORAGEID, storageA.storageID)
# Operator default values
newState.balanceDeltaA_O = setValue(newState.balanceDeltaA_O, 0)
newState.balanceDeltaB_O = setValue(newState.balanceDeltaB_O, 0)
# Protocol fees default values
newState.balanceDeltaA_P = setValue(newState.balanceDeltaA_P, 0)
newState.balanceDeltaB_P = setValue(newState.balanceDeltaB_P, 0)
# Copy the initial merkle root
accountsMerkleRoot = self._accountsTree._root
# Update A
accountA = self.getAccount(newState.TXV_ACCOUNT_A_ADDRESS)
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(self.getAccount(newState.TXV_ACCOUNT_A_ADDRESS))
proof = self._accountsTree.createProof(newState.TXV_ACCOUNT_A_ADDRESS)
(balanceUpdateS_A, storageUpdate_A) = accountA.updateBalanceAndStorage(
newState.TXV_BALANCE_A_S_ADDRESS,
newState.TXV_STORAGE_A_STORAGEID,
newState.TXV_STORAGE_A_DATA,
newState.TXV_BALANCE_A_S_BALANCE,
newState.TXV_BALANCE_A_S_WEIGHT
)
balanceUpdateB_A = accountA.updateBalance(
newState.TXV_BALANCE_B_S_ADDRESS,
newState.TXV_BALANCE_A_B_BALANCE
)
accountA.owner = newState.TXV_ACCOUNT_A_OWNER
accountA.publicKeyX = newState.TXV_ACCOUNT_A_PUBKEY_X
accountA.publicKeyY = newState.TXV_ACCOUNT_A_PUBKEY_Y
accountA.nonce = accountA.nonce + newState.TXV_ACCOUNT_A_NONCE
accountA.feeBipsAMM = newState.TXV_ACCOUNT_A_FEEBIPSAMM
self.updateAccountTree(newState.TXV_ACCOUNT_A_ADDRESS)
accountAfter = copyAccountInfo(self.getAccount(newState.TXV_ACCOUNT_A_ADDRESS))
rootAfter = self._accountsTree._root
accountUpdate_A = AccountUpdateData(newState.TXV_ACCOUNT_A_ADDRESS, proof, rootBefore, rootAfter, accountBefore, accountAfter)
###
# B default values
newState.TXV_ACCOUNT_B_ADDRESS = setValue(newState.TXV_ACCOUNT_B_ADDRESS, 1)
accountB = self.getAccount(newState.TXV_ACCOUNT_B_ADDRESS)
newState.TXV_ACCOUNT_B_OWNER = setValue(newState.TXV_ACCOUNT_B_OWNER, accountB.owner)
newState.TXV_ACCOUNT_B_PUBKEY_X = setValue(newState.TXV_ACCOUNT_B_PUBKEY_X, accountB.publicKeyX)
newState.TXV_ACCOUNT_B_PUBKEY_Y = setValue(newState.TXV_ACCOUNT_B_PUBKEY_Y, accountB.publicKeyY)
newState.TXV_ACCOUNT_B_NONCE = setValue(newState.TXV_ACCOUNT_B_NONCE, 0)
balanceLeafB_S = accountB.getBalanceLeaf(newState.TXV_BALANCE_B_S_ADDRESS)
newState.TXV_BALANCE_B_S_BALANCE = setValue(newState.TXV_BALANCE_B_S_BALANCE, 0)
newState.TXV_BALANCE_B_B_BALANCE = setValue(newState.TXV_BALANCE_B_B_BALANCE, 0)
newState.TXV_STORAGE_B_ADDRESS = setValue(newState.TXV_STORAGE_B_ADDRESS, 0)
storageB = balanceLeafB_S.getStorage(newState.TXV_STORAGE_B_ADDRESS)
newState.TXV_STORAGE_B_DATA = setValue(newState.TXV_STORAGE_B_DATA, storageB.data)
newState.TXV_STORAGE_B_STORAGEID = setValue(newState.TXV_STORAGE_B_STORAGEID, storageB.storageID)
# Update B
accountB = self.getAccount(newState.TXV_ACCOUNT_B_ADDRESS)
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(self.getAccount(newState.TXV_ACCOUNT_B_ADDRESS))
proof = self._accountsTree.createProof(newState.TXV_ACCOUNT_B_ADDRESS)
(balanceUpdateS_B, storageUpdate_B) = accountB.updateBalanceAndStorage(
newState.TXV_BALANCE_B_S_ADDRESS,
newState.TXV_STORAGE_B_STORAGEID,
newState.TXV_STORAGE_B_DATA,
newState.TXV_BALANCE_B_S_BALANCE
)
balanceUpdateB_B = accountB.updateBalance(
newState.TXV_BALANCE_A_S_ADDRESS,
newState.TXV_BALANCE_B_B_BALANCE
)
accountB.owner = newState.TXV_ACCOUNT_B_OWNER
accountB.publicKeyX = newState.TXV_ACCOUNT_B_PUBKEY_X
accountB.publicKeyY = newState.TXV_ACCOUNT_B_PUBKEY_Y
accountB.nonce = accountB.nonce + newState.TXV_ACCOUNT_B_NONCE
self.updateAccountTree(newState.TXV_ACCOUNT_B_ADDRESS)
accountAfter = copyAccountInfo(self.getAccount(newState.TXV_ACCOUNT_B_ADDRESS))
rootAfter = self._accountsTree._root
accountUpdate_B = AccountUpdateData(newState.TXV_ACCOUNT_B_ADDRESS, proof, rootBefore, rootAfter, accountBefore, accountAfter)
###
# Update balances Operator
accountO = self.getAccount(context.operatorAccountID)
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(self.getAccount(context.operatorAccountID))
proof = self._accountsTree.createProof(context.operatorAccountID)
balanceUpdateB_O = accountO.updateBalance(
newState.TXV_BALANCE_A_S_ADDRESS,
newState.balanceDeltaB_O
)
balanceUpdateA_O = accountO.updateBalance(
newState.TXV_BALANCE_B_S_ADDRESS,
newState.balanceDeltaA_O
)
self.updateAccountTree(context.operatorAccountID)
accountAfter = copyAccountInfo(self.getAccount(context.operatorAccountID))
rootAfter = self._accountsTree._root
accountUpdate_O = AccountUpdateData(context.operatorAccountID, proof, rootBefore, rootAfter, accountBefore, accountAfter)
###
# Protocol fee payment
balanceUpdateB_P = self.getAccount(0).updateBalance(newState.TXV_BALANCE_A_S_ADDRESS, newState.balanceDeltaB_P)
balanceUpdateA_P = self.getAccount(0).updateBalance(newState.TXV_BALANCE_B_S_ADDRESS, newState.balanceDeltaA_P)
###
witness = Witness(newState.signatureA, newState.signatureB,
accountsMerkleRoot,
storageUpdate_A, storageUpdate_B,
balanceUpdateS_A, balanceUpdateB_A, accountUpdate_A,
balanceUpdateS_B, balanceUpdateB_B, accountUpdate_B,
balanceUpdateA_O, balanceUpdateB_O, accountUpdate_O,
balanceUpdateA_P, balanceUpdateB_P)
return TxWitness(witness, txInput)
def getAccount(self, accountID):
# Make sure the leaf exist in our map
if not(str(accountID) in self._accounts):
# print("Account doesn't exist: " + str(accountID))
self._accounts[str(accountID)] = Account(0, Point(0, 0))
return self._accounts[str(accountID)]
def updateAccountTree(self, accountID):
self._accountsTree.update(accountID, self.getAccount(accountID).hash())
def getRoot(self):
return self._accountsTree._root
class Account(object):
def __init__(self, owner, publicKey):
self.owner = str(owner)
self.publicKeyX = str(publicKey.x)
self.publicKeyY = str(publicKey.y)
self.nonce = 0
self.feeBipsAMM = 0
# Balances
self._balancesTree = SparseMerkleTree(BINARY_TREE_DEPTH_TOKENS // 2, 4)
self._balancesTree.newTree(BalanceLeaf().hash())
self._balancesLeafs = {}
# print("Empty balances tree: " + str(self._balancesTree._root))
def hash(self):
return poseidon([int(self.owner), int(self.publicKeyX), int(self.publicKeyY), int(self.nonce), int(self.feeBipsAMM), int(self._balancesTree._root)], poseidonParamsAccount)
def fromJSON(self, jAccount):
self.owner = jAccount["owner"]
self.publicKeyX = jAccount["publicKeyX"]
self.publicKeyY = jAccount["publicKeyY"]
self.nonce = int(jAccount["nonce"])
self.feeBipsAMM = int(jAccount["feeBipsAMM"])
# Balances
balancesLeafsDict = jAccount["_balancesLeafs"]
for key, val in balancesLeafsDict.items():
balanceLeaf = BalanceLeaf()
balanceLeaf.fromJSON(val)
self._balancesLeafs[key] = balanceLeaf
self._balancesTree._root = jAccount["_balancesTree"]["_root"]
self._balancesTree._db.kv = jAccount["_balancesTree"]["_db"]["kv"]
def getBalanceLeaf(self, address):
# Make sure the leaf exist in our map
if not(str(address) in self._balancesLeafs):
return BalanceLeaf()
else:
return self._balancesLeafs[str(address)]
def getBalance(self, address):
return self.getBalanceLeaf(address).balance
def updateBalance(self, tokenID, deltaBalance):
# Make sure the leaf exists in our map
if not(str(tokenID) in self._balancesLeafs):
self._balancesLeafs[str(tokenID)] = BalanceLeaf()
balancesBefore = copyBalanceInfo(self._balancesLeafs[str(tokenID)])
rootBefore = self._balancesTree._root
self._balancesLeafs[str(tokenID)].balance = str(int(self._balancesLeafs[str(tokenID)].balance) + int(deltaBalance))
balancesAfter = copyBalanceInfo(self._balancesLeafs[str(tokenID)])
proof = self._balancesTree.createProof(tokenID)
self._balancesTree.update(tokenID, self._balancesLeafs[str(tokenID)].hash())
rootAfter = self._balancesTree._root
return BalanceUpdateData(tokenID, proof,
rootBefore, rootAfter,
balancesBefore, balancesAfter)
def updateBalanceAndStorage(self, tokenID, storageID, filled, delta_balance, weight = None):
# Make sure the leaf exist in our map
if not(str(tokenID) in self._balancesLeafs):
self._balancesLeafs[str(tokenID)] = BalanceLeaf()
balancesBefore = copyBalanceInfo(self._balancesLeafs[str(tokenID)])
rootBefore = self._balancesTree._root
# Update filled amounts
storageUpdate = self._balancesLeafs[str(tokenID)].updateStorage(storageID, filled)
self._balancesLeafs[str(tokenID)].balance = str(int(self._balancesLeafs[str(tokenID)].balance) + int(delta_balance))
if weight is not None:
self._balancesLeafs[str(tokenID)].weightAMM = str(weight)
#print("str(delta_balance): " + str(delta_balance))
#print("endBalance: " + self._balancesLeafs[str(tokenID)].balance)
balancesAfter = copyBalanceInfo(self._balancesLeafs[str(tokenID)])
proof = self._balancesTree.createProof(tokenID)
self._balancesTree.update(tokenID, self._balancesLeafs[str(tokenID)].hash())
rootAfter = self._balancesTree._root
return (BalanceUpdateData(tokenID, proof,
rootBefore, rootAfter,
balancesBefore, balancesAfter),
storageUpdate)
class State(object):
def __init__(self, realmID):
self.realmID = int(realmID)
# Accounts
self._accountsTree = SparseMerkleTree(TREE_DEPTH_ACCOUNTS)
self._accountsTree.newTree(getDefaultAccount().hash())
self._accounts = {}
self._accounts[str(0)] = getDefaultAccount()
# print("Empty accounts tree: " + str(hex(self._accountsTree._root)))
def load(self, filename):
with open(filename) as f:
data = json.load(f)
self.realmID = int(data["realmID"])
# Accounts
accountLeafsDict = data["accounts_values"]
for key, val in accountLeafsDict.items():
account = getDefaultAccount()
account.fromJSON(val)
self._accounts[key] = account
self._accountsTree._root = data["accounts_root"]
self._accountsTree._db.kv = data["accounts_tree"]
def save(self, filename):
with open(filename, "w") as file:
file.write(
json.dumps(
{
"realmID": self.realmID,
"accounts_values": self._accounts,
"accounts_root": self._accountsTree._root,
"accounts_tree": self._accountsTree._db.kv,
},
default=lambda o: o.__dict__,
sort_keys=True,
indent=4))
def calculateFees(self, fee, walletSplitPercentage, waiveFeePercentage):
walletFee = (fee * walletSplitPercentage) // 100
matchingFee = fee - walletFee
matchingFeeAfterWaiving = (matchingFee * waiveFeePercentage) // 100
return (walletFee, matchingFeeAfterWaiving)
def getMaxFillAmounts(self, order):
account = self.getAccount(order.accountID)
tradeHistory = account.getBalanceLeaf(order.tokenS).getTradeHistory(
int(order.orderID))
order.tradeHistoryFilled = str(tradeHistory.filled)
order.tradeHistoryCancelled = int(tradeHistory.cancelled)
order.tradeHistoryOrderID = int(tradeHistory.orderID)
order.nonce = int(account.nonce)
order.balanceS = str(account.getBalance(order.tokenS))
order.balanceB = str(account.getBalance(order.tokenB))
order.balanceF = str(account.getBalance(order.tokenF))
# Trade history trimming
bNew = tradeHistory.orderID < order.orderID
bTrim = not (tradeHistory.orderID <= order.orderID)
filled = 0 if bNew else int(tradeHistory.filled)
cancelledToStore = 0 if bNew else int(tradeHistory.cancelled)
cancelled = 1 if bTrim else cancelledToStore
orderIDToStore = int(order.orderID) if bNew else tradeHistory.orderID
"""
print("bNew: " + str(bNew))
print("bTrim: " + str(bTrim))
print("filled: " + str(filled))
print("cancelledToStore: " + str(cancelledToStore))
print("cancelled: " + str(cancelled))
print("orderIDToStore: " + str(orderIDToStore))
"""
# Scale the order
balanceS = int(account.getBalance(order.tokenS))
balanceF = int(account.getBalance(order.tokenF))
remainingS = int(order.amountS) - filled
if cancelled == 1:
remainingS = 0
fillAmountS = balanceS if (balanceS < remainingS) else remainingS
# Check how much fee needs to be paid. We limit fillAmountS to how much
# fee the order owner can pay.
fillAmountF = int(order.amountF) * fillAmountS // int(order.amountS)
if order.tokenF == order.tokenS and balanceS < fillAmountS + fillAmountF:
# Equally divide the available tokens between fillAmountS and fillAmountF
fillAmountS = balanceS * int(
order.amountS) // (int(order.amountS) + int(order.amountF))
if order.tokenF != order.tokenS and balanceF < fillAmountF:
# Scale down fillAmountS so the available fillAmountF is sufficient
fillAmountS = balanceF * int(order.amountS) // int(order.amountF)
if order.tokenF == order.tokenB and int(order.amountF) <= int(
order.amountB):
# No rebalancing (because of insufficient balanceF) is ever necessary when amountF <= amountB
fillAmountS = balanceS if (balanceS < remainingS) else remainingS
fillAmountB = (fillAmountS * int(order.amountB)) // int(order.amountS)
return (fillAmountS, fillAmountB, filled, cancelledToStore,
orderIDToStore)
def settleRing(self, context, ring):
#print("State update ring: ")
(fillAmountS_A, fillAmountB_A, filled_A, cancelledToStore_A,
orderIDToStore_A) = self.getMaxFillAmounts(ring.orderA)
(fillAmountS_B, fillAmountB_B, filled_B, cancelledToStore_B,
orderIDToStore_B) = self.getMaxFillAmounts(ring.orderB)
'''
print("fillAmountS_A: " + str(fillAmountS_A))
print("fillAmountB_A: " + str(fillAmountB_A))
print("fillAmountS_B: " + str(fillAmountS_B))
print("fillAmountB_B: " + str(fillAmountB_B))
print("-------------")
'''
if fillAmountB_A < fillAmountS_B:
fillAmountS_B = fillAmountB_A
fillAmountB_B = (fillAmountS_B * int(ring.orderB.amountB)) // int(
ring.orderB.amountS)
else:
fillAmountB_A = fillAmountS_B
fillAmountS_A = (fillAmountB_A * int(ring.orderA.amountS)) // int(
ring.orderA.amountB)
fillAmountF_A = (int(ring.orderA.amountF) * fillAmountS_A) // int(
ring.orderA.amountS)
fillAmountF_B = (int(ring.orderB.amountF) * fillAmountS_B) // int(
ring.orderB.amountS)
margin = fillAmountS_A - fillAmountB_B
# matchable
ring.valid = True
if fillAmountS_A < fillAmountB_B:
ring.valid = False
# self-trading
totalFee = fillAmountF_A + fillAmountF_B
if ring.orderA.accountID == ring.orderB.accountID and ring.orderA.tokenF == ring.orderB.tokenF and int(
ring.orderA.balanceF) < totalFee:
ring.valid = False
ring.orderA.checkValid(context, fillAmountS_A, fillAmountB_A)
ring.orderB.checkValid(context, fillAmountS_B, fillAmountB_B)
ring.valid = ring.valid and ring.orderA.valid and ring.orderB.valid
#print("ring.orderA.valid " + str(ring.orderA.valid))
#print("ring.orderB.valid " + str(ring.orderB.valid))
if ring.valid == False:
#print("ring.valid false: ")
fillAmountS_A = 0
fillAmountB_A = 0
fillAmountF_A = 0
fillAmountS_B = 0
fillAmountB_B = 0
fillAmountF_B = 0
margin = 0
ring.fillS_A = str(fillAmountS_A)
ring.fillB_A = str(fillAmountB_A)
ring.fillF_A = str(fillAmountF_A)
ring.fillS_B = str(fillAmountS_B)
ring.fillB_B = str(fillAmountB_B)
ring.fillF_B = str(fillAmountF_B)
ring.margin = str(margin)
'''
print("fillAmountS_A: " + str(fillAmountS_A))
print("fillAmountB_A: " + str(fillAmountB_A))
print("fillAmountF_A: " + str(fillAmountF_A))
print("fillAmountS_B: " + str(fillAmountS_B))
print("fillAmountB_B: " + str(fillAmountB_B))
print("fillAmountF_B: " + str(fillAmountF_B))
print("margin: " + str(margin))
'''
# Copy the initial merkle root
accountsMerkleRoot = self._accountsTree._root
(walletFee_A,
matchingFee_A) = self.calculateFees(int(ring.fillF_A),
ring.orderA.walletSplitPercentage,
ring.orderA.waiveFeePercentage)
(walletFee_B,
matchingFee_B) = self.calculateFees(int(ring.fillF_B),
ring.orderB.walletSplitPercentage,
ring.orderB.waiveFeePercentage)
# Update balances A
accountA = self.getAccount(ring.orderA.accountID)
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(self.getAccount(ring.orderA.accountID))
proof = self._accountsTree.createProof(ring.orderA.accountID)
(balanceUpdateS_A,
tradeHistoryUpdate_A) = accountA.updateBalanceAndTradeHistory(
ring.orderA.tokenS, ring.orderA.orderID, -int(ring.fillS_A),
filled_A + int(ring.fillS_A), cancelledToStore_A,
orderIDToStore_A)
balanceUpdateB_A = accountA.updateBalance(ring.orderA.tokenB,
int(ring.fillB_A))
balanceUpdateF_A = accountA.updateBalance(
ring.orderA.tokenF, -(walletFee_A + matchingFee_A))
self.updateAccountTree(ring.orderA.accountID)
accountAfter = copyAccountInfo(self.getAccount(ring.orderA.accountID))
rootAfter = self._accountsTree._root
accountUpdate_A = AccountUpdateData(ring.orderA.accountID, proof,
rootBefore, rootAfter,
accountBefore, accountAfter)
###
# Update balances B
accountB = self.getAccount(ring.orderB.accountID)
ring.orderB.balanceS = str(accountB.getBalance(ring.orderB.tokenS))
ring.orderB.balanceB = str(accountB.getBalance(ring.orderB.tokenB))
ring.orderB.balanceF = str(accountB.getBalance(ring.orderB.tokenF))
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(self.getAccount(ring.orderB.accountID))
proof = self._accountsTree.createProof(ring.orderB.accountID)
(balanceUpdateS_B,
tradeHistoryUpdate_B) = accountB.updateBalanceAndTradeHistory(
ring.orderB.tokenS, ring.orderB.orderID, -int(ring.fillS_B),
filled_B + int(ring.fillS_B), cancelledToStore_B,
orderIDToStore_B)
balanceUpdateB_B = accountB.updateBalance(ring.orderB.tokenB,
int(ring.fillB_B))
balanceUpdateF_B = accountB.updateBalance(
ring.orderB.tokenF, -(walletFee_B + matchingFee_B))
self.updateAccountTree(ring.orderB.accountID)
accountAfter = copyAccountInfo(self.getAccount(ring.orderB.accountID))
rootAfter = self._accountsTree._root
accountUpdate_B = AccountUpdateData(ring.orderB.accountID, proof,
rootBefore, rootAfter,
accountBefore, accountAfter)
###
# Update wallet A
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(
self.getAccount(ring.orderA.walletAccountID))
proof = self._accountsTree.createProof(ring.orderA.walletAccountID)
balanceUpdateA_W = self.getAccount(
ring.orderA.walletAccountID).updateBalance(ring.orderA.tokenF,
walletFee_A)
self.updateAccountTree(ring.orderA.walletAccountID)
accountAfter = copyAccountInfo(
self.getAccount(ring.orderA.walletAccountID))
rootAfter = self._accountsTree._root
accountUpdateA_W = AccountUpdateData(ring.orderA.walletAccountID,
proof, rootBefore, rootAfter,
accountBefore, accountAfter)
###
# Update wallet B
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(
self.getAccount(ring.orderB.walletAccountID))
proof = self._accountsTree.createProof(ring.orderB.walletAccountID)
balanceUpdateB_W = self.getAccount(
ring.orderB.walletAccountID).updateBalance(ring.orderB.tokenF,
walletFee_B)
self.updateAccountTree(ring.orderB.walletAccountID)
accountAfter = copyAccountInfo(
self.getAccount(ring.orderB.walletAccountID))
rootAfter = self._accountsTree._root
accountUpdateB_W = AccountUpdateData(ring.orderB.walletAccountID,
proof, rootBefore, rootAfter,
accountBefore, accountAfter)
###
# Update feeRecipient
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(
self.getAccount(ring.feeRecipientAccountID))
proof = self._accountsTree.createProof(ring.feeRecipientAccountID)
balanceUpdateA_F = self.getAccount(
ring.feeRecipientAccountID).updateBalance(ring.orderA.tokenF,
matchingFee_A)
balanceUpdateB_F = self.getAccount(
ring.feeRecipientAccountID).updateBalance(ring.orderB.tokenF,
matchingFee_B)
self.updateAccountTree(ring.feeRecipientAccountID)
accountAfter = copyAccountInfo(
self.getAccount(ring.feeRecipientAccountID))
rootAfter = self._accountsTree._root
accountUpdate_F = AccountUpdateData(ring.feeRecipientAccountID, proof,
rootBefore, rootAfter,
accountBefore, accountAfter)
# Update ringmatcher
accountM = self.getAccount(ring.minerAccountID)
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(self.getAccount(ring.minerAccountID))
proof = self._accountsTree.createProof(ring.minerAccountID)
balanceUpdateM_M = accountM.updateBalance(ring.orderA.tokenS,
int(ring.margin))
balanceUpdateO_M = accountM.updateBalance(ring.tokenID, -int(ring.fee))
accountM.nonce += 1
self.updateAccountTree(ring.minerAccountID)
accountAfter = copyAccountInfo(self.getAccount(ring.minerAccountID))
rootAfter = self._accountsTree._root
accountUpdate_M = AccountUpdateData(ring.minerAccountID, proof,
rootBefore, rootAfter,
accountBefore, accountAfter)
###
# Operator payment
balanceUpdateF_O = self.getAccount(
context.operatorAccountID).updateBalance(ring.tokenID,
int(ring.fee))
###
return RingSettlement(
ring, accountsMerkleRoot, tradeHistoryUpdate_A,
tradeHistoryUpdate_B, balanceUpdateS_A, balanceUpdateB_A,
balanceUpdateF_A, accountUpdate_A, balanceUpdateS_B,
balanceUpdateB_B, balanceUpdateF_B, accountUpdate_B,
balanceUpdateA_W, accountUpdateA_W, balanceUpdateB_W,
accountUpdateB_W, balanceUpdateA_F, balanceUpdateB_F,
accountUpdate_F, balanceUpdateM_M, balanceUpdateO_M,
accountUpdate_M, balanceUpdateF_O, walletFee_A, matchingFee_A,
walletFee_B, matchingFee_B)
def deposit(self, accountID, secretKey, publicKeyX, publicKeyY, token,
amount):
# Copy the initial merkle root
rootBefore = self._accountsTree._root
if not (str(accountID) in self._accounts):
accountBefore = copyAccountInfo(getDefaultAccount())
else:
accountBefore = copyAccountInfo(self.getAccount(accountID))
proof = self._accountsTree.createProof(accountID)
# Create the account if necessary
if not (str(accountID) in self._accounts):
self._accounts[str(accountID)] = Account(
secretKey, Point(publicKeyX, publicKeyY))
account = self.getAccount(accountID)
balanceUpdate = account.updateBalance(token, amount)
# Update keys
account.secretKey = str(secretKey)
account.publicKeyX = str(publicKeyX)
account.publicKeyY = str(publicKeyY)
self._accountsTree.update(accountID, account.hash())
accountAfter = copyAccountInfo(account)
rootAfter = self._accountsTree._root
accountUpdate = AccountUpdateData(accountID, proof, rootBefore,
rootAfter, accountBefore,
accountAfter)
return Deposit(amount, balanceUpdate, accountUpdate)
def getAccount(self, accountID):
# Make sure the leaf exist in our map
if not (str(accountID) in self._accounts):
print("Account doesn't exist: " + str(accountID))
return self._accounts[str(accountID)]
def onchainWithdraw(self, realmID, accountID, tokenID, amountRequested,
shutdown):
# When a withdrawal is done before the deposit (account creation) we shouldn't
# do anything. Just leave everything as it is.
if str(accountID) in self._accounts:
# Calculate amount withdrawn
balance = int(self.getAccount(accountID).getBalance(tokenID))
amount = int(amountRequested) if (
int(amountRequested) < balance) else balance
# Update account
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(self.getAccount(accountID))
proof = self._accountsTree.createProof(accountID)
balanceUpdate = self.getAccount(accountID).updateBalance(
tokenID, -amount, shutdown)
if shutdown:
self.getAccount(accountID).publicKeyX = str(0)
self.getAccount(accountID).publicKeyY = str(0)
self.getAccount(accountID).nonce = 0
self.updateAccountTree(accountID)
accountAfter = copyAccountInfo(self.getAccount(accountID))
rootAfter = self._accountsTree._root
accountUpdate = AccountUpdateData(accountID, proof, rootBefore,
rootAfter, accountBefore,
accountAfter)
###
else:
# Dummy update
amount = 0
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(getDefaultAccount())
proof = self._accountsTree.createProof(accountID)
balanceUpdate = getDefaultAccount().updateBalance(
tokenID, 0, shutdown)
accountAfter = copyAccountInfo(getDefaultAccount())
rootAfter = self._accountsTree._root
accountUpdate = AccountUpdateData(accountID, proof, rootBefore,
rootAfter, accountBefore,
accountAfter)
###
withdrawal = OnchainWithdrawal(amountRequested, balanceUpdate,
accountUpdate, accountID, tokenID,
amount)
return withdrawal
def offchainWithdraw(self, realmID, accountID, tokenID, amountRequested,
operatorAccountID, walletAccountID, feeTokenID, fee,
walletSplitPercentage):
feeToWallet = int(fee) * walletSplitPercentage // 100
feeToOperator = int(fee) - feeToWallet
# Update account
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(self.getAccount(accountID))
nonce = accountBefore.nonce
proof = self._accountsTree.createProof(accountID)
balanceUpdateF_A = self.getAccount(accountID).updateBalance(
feeTokenID, -fee)
balance = int(self.getAccount(accountID).getBalance(tokenID))
amountWithdrawn = int(amountRequested) if (
int(amountRequested) < balance) else balance
balanceUpdateW_A = self.getAccount(accountID).updateBalance(
tokenID, -amountWithdrawn)
self.getAccount(accountID).nonce += 1
self.updateAccountTree(accountID)
accountAfter = copyAccountInfo(self.getAccount(accountID))
rootAfter = self._accountsTree._root
accountUpdate_A = AccountUpdateData(accountID, proof, rootBefore,
rootAfter, accountBefore,
accountAfter)
###
# Update wallet
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(self.getAccount(walletAccountID))
proof = self._accountsTree.createProof(walletAccountID)
balanceUpdateF_W = self.getAccount(walletAccountID).updateBalance(
feeTokenID, feeToWallet)
self.updateAccountTree(walletAccountID)
accountAfter = copyAccountInfo(self.getAccount(walletAccountID))
rootAfter = self._accountsTree._root
accountUpdate_W = AccountUpdateData(walletAccountID, proof, rootBefore,
rootAfter, accountBefore,
accountAfter)
###
# Operator payment
balanceUpdateF_O = self.getAccount(operatorAccountID).updateBalance(
feeTokenID, feeToOperator)
account = self.getAccount(accountID)
withdrawal = OffchainWithdrawal(
realmID, accountID, tokenID, amountRequested, amountWithdrawn,
walletAccountID, feeTokenID, fee, walletSplitPercentage,
balanceUpdateF_A, balanceUpdateW_A, accountUpdate_A,
balanceUpdateF_W, accountUpdate_W, balanceUpdateF_O, nonce)
withdrawal.sign(FQ(int(account.secretKey)))
return withdrawal
def cancelOrder(self, realmID, accountID, orderTokenID, orderID,
walletAccountID, operatorAccountID, feeTokenID, fee,
walletSplitPercentage):
feeToWallet = int(fee) * walletSplitPercentage // 100
feeToOperator = int(fee) - feeToWallet
# Update account
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(self.getAccount(accountID))
nonce = accountBefore.nonce
proof = self._accountsTree.createProof(accountID)
(balanceUpdateT_A,
tradeHistoryUpdate_A) = self.getAccount(accountID).cancelOrder(
orderTokenID, orderID)
balanceUpdateF_A = self.getAccount(accountID).updateBalance(
feeTokenID, -fee)
self.getAccount(accountID).nonce += 1
self.updateAccountTree(accountID)
accountAfter = copyAccountInfo(self.getAccount(accountID))
rootAfter = self._accountsTree._root
accountUpdate_A = AccountUpdateData(accountID, proof, rootBefore,
rootAfter, accountBefore,
accountAfter)
###
# Update wallet
rootBefore = self._accountsTree._root
accountBefore = copyAccountInfo(self.getAccount(walletAccountID))
proof = self._accountsTree.createProof(walletAccountID)
balanceUpdateF_W = self.getAccount(walletAccountID).updateBalance(
feeTokenID, feeToWallet)
self.updateAccountTree(walletAccountID)
accountAfter = copyAccountInfo(self.getAccount(walletAccountID))
rootAfter = self._accountsTree._root
accountUpdate_W = AccountUpdateData(walletAccountID, proof, rootBefore,
rootAfter, accountBefore,
accountAfter)
###
# Operator payment
balanceUpdateF_O = self.getAccount(operatorAccountID).updateBalance(
feeTokenID, feeToOperator)
account = self.getAccount(accountID)
walletAccount = self.getAccount(walletAccountID)
cancellation = Cancellation(
Point(int(account.publicKeyX), int(account.publicKeyY)),
Point(int(walletAccount.publicKeyX),
int(walletAccount.publicKeyY)), realmID, accountID,
orderTokenID, orderID, walletAccountID, operatorAccountID,
feeTokenID, fee, walletSplitPercentage, nonce,
tradeHistoryUpdate_A, balanceUpdateT_A, balanceUpdateF_A,
accountUpdate_A, balanceUpdateF_W, accountUpdate_W,
balanceUpdateF_O)
cancellation.sign(FQ(int(account.secretKey)))
return cancellation
def createWithdrawProof(self, realmID, accountID, tokenID):
account = copyAccountInfo(self.getAccount(accountID))
balance = copyBalanceInfo(
self.getAccount(accountID)._balancesLeafs[str(tokenID)])
accountProof = self._accountsTree.createProof(accountID)
balanceProof = self.getAccount(accountID)._balancesTree.createProof(
tokenID)
return WithdrawProof(realmID, accountID, tokenID, account, balance,
self.getRoot(), accountProof, balanceProof)
def updateAccountTree(self, accountID):
self._accountsTree.update(accountID, self.getAccount(accountID).hash())
def getRoot(self):
return self._accountsTree._root