rewired-0.5.3 vs [email protected] #126
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* place and save order onchain * execute matched orders * changes based on PR comments
* Send a sample tx when a tx is received It goes into an infinite loop right now * add limit order processor * Add ABI parser * Remove hardcoded ABI * Order book (#1) * place and save order onchain * execute matched orders * changes based on PR comments * Make contarct call to OrderBook * add limit_order database layer to store and get limit_orders from sqlite database * Fix contract calls to OrderBook * Insert orders in sqlite database Read transactions and insert/update orders in database * Fix db tests * fix tests * check for price equality in GetLimitOrderByPositionTypeAndPrice method * return status in limit_orders in GetLimitOrder method * add test for updatelimit order status method * Add new run script * Review changes * Execute orders after block production * Store orders in memory and send tx at buildBlock * return if len of transaction input data is less than 4 fields * fix tests * change public methods to private and use them * add test for limit_order * add test for NewLimitOrderProcessor * minor refactoring Co-authored-by: vipul sharma <[email protected]> Co-authored-by: asquare <[email protected]>
* orderbook as genesis * reduce blocktime and clean tests * fix tests Co-authored-by: Atul Agarwal <[email protected]>
* add tests for memory_database * add GetOrdersByPriceAndPositionType method * remove execute test order and add logic for matching limit orders and making contract call * refactoring limit_order private methods * add OrderMatched event in orderbook contract and test event generation * log error is baseAssetQuantity is zero, add method for position type * break matching limit order loop if matching order is found * Use contract address instead of ABI for parseTx * Use ChainAcceptedEvent instead of NewHeadEvent * fix syntax error * refactor memory_database and remove matching logic from limit_order * add limit order matching engine and call it during buildblock * add purge local tx before running matching logic * minor fixes * check executeMatchedOrder tx status before deleting limit orders * delete pending executeMatchedOrders txs before running matching engine Co-authored-by: Shubham Goyal <[email protected]>
… limit_order dependencies in vm.go
…oreLimitOrderTransactions
* add filledBaseAssetQuantity in limit order * fix tests * add test for RunMatchingEngine * pull changes from hubble-v2 * remove sqlite database files * add LimitOrderDatabase interface and implement in inMemoryDatabase * deven|fdgod create LimitOrderTxProcessor interface * deven|fdgod add tests for limit_order and mocks for LimitOrderDatabase and LimitOrderTxProcessor * add tests for RunMatchingLogic in limit_order * fix previous tests * change memory_database to return object instead of pointer to limit_orders stored in memory_database * change matching logic to partial match limit orders with different BaseAssetQuantity * change ExecuteMatchedOrdersTx as per new contract * delete order if filledBaseAssetQuantity is equal to BaseAssetQuantity * update filledBaseAssetQuantity after parsing executeMatchedOrders * return LimitOrder instead of pointer in its memory_database * add test for GetOrder * return InMemoryDatabase from NewInMemoryDatabase and remove GetOrder function * remove GetOrder method from mocks * change salt to int64 * convert fillAmount to uint * add parsing logic for two orders in function input and output * pass orders with type Order to executeMatchedOrders tx * change logic of skipping already filled orders in RunMatchingEngine method in limit_order * refactor code
#13) * change price check in matching engine to match if longOrder price >= shortOrder price * more aggresive assertions * Add tests for getUnFilledBaseAssetQuantity * refactor TestGetUnfilledBaseAssetQuantity * refactor RunMatchingEngine in limit_order and add tests Co-authored-by: atvanguard <[email protected]>
* add genesis contracts * update orderbook.sol * update comments * precision
* funding skeleton * Handle events and add liquidation logic * Fix merge errors * minor fixes * Ignore orders matched during liquidation for matching * add tests for UpdateMargin, UpdatePosition, UpdateUnrealisedFunding method in memory_database * check for presence of positions for address in ResetUnrealisedFunding and add tests * fix tests * add lastPrice when db initialized and add tests * Liquidation and UnrealisedFunding fixes * Review changes * Use big.Int everywhere * add functions specified in LimitOrderTxProcessor interface * fix liquidations compare marginFraction logic * check if position nil in UpdateUnrealisedFunding and fix tests * Add missing file * Fetch all logs at once * Add missing file * fix: Change multiplication factor * purge liquidateAndExecuteOrder and settleFunding tx * Fix precision handling * refactor liquidations and add tests * Review fixes * fix tests * Fix incorrect amounts in runLiquidations * Fix errors after merge * fix tests * fix tests * add genesis contracts + mocked orderBook (#14) * add genesis contracts * update orderbook.sol * update comments * precision * Review fixes * Handle OrderCancelled * Pass notionalPosition in function * fix tests * Review fixes * Change IsFundingPaymentTime Co-authored-by: Shubham Goyal <[email protected]> Co-authored-by: fdgod <[email protected]>
expose api which return all database data
* move liquidations from database and change GetLiquidations into a standalone pure function, fix tests * move out contract events processor from limit_order_tx_processor and add tests
* update abis * expose variables read from contracts in precompile via api * add tests for variableReadFromSlots * fix to last commit * amm test * fixes as per comments on PR * fixed as per comments on PR
* add integration tests for bibliophile * update abis * expose variables read from contracts in precompile via api * add tests for variableReadFromSlots * fix to last commit * amm test * update contract abis * fix tests * fix bibliophile tests * add tests for validateLiquidationOrderAndDetermineFillPrice * add helper functions to utils * fixes as per comments on PR * add tests for validateOrdersAndDetermineFillPrice * add tests * fixes to tests * fix tests * fixed as per comments on PR * fix testing_api and delete duplicate test file * move bibliophile tests together and test for getPositionSizesAndUpperBoundsForMarkets
* Add StreamMarketTrades API * Add custom chain config fields * Review fixes * Change Ordertype type * Update config * Resolve conflicts
* 🐛 GetOrderFilledAmount * Fix snapshot - delete overfilled orders --------- Co-authored-by: Shubham Goyal <[email protected]>
* Fix snapshot logic and add GetSnapshot API * Add comment * Fix concurrency issue while adding orderbook txs in tx_pool * Review fixes * Remove loadMemoryDBSnapshot * Add LoadFromSnapshotEnabled config
* Logs * Fix snapshot bug * Add block number in event logs * Change logs and remove sleep
* Improve logs * Skip already expired IOC orders while matching * Fix snapshot bug * Remove info logs * update UnrealisedFunding * fix tests * cache cumPremiumFraction * init CumulativePremiumFraction map * event apply fixes * fix tests/add comments * resolve comments --------- Co-authored-by: Shubham Goyal <[email protected]>
* add new methods * gasCost = 69 for everything * WIP: Add ValidatePlaceLimitOrder and validateCancelLimitOrder (#98) * add ValidatePlaceLimitOrder and ValidateCancelLimitOrder * implement getAvailableMargin function * fixes as per comment in PR and add tests for validatePlaceLimitOrder * add tests for validateCancelLimitOrder and fix tests for validatePlaceLimitOrder * update LONG_OPEN_ORDERS_SLOT and SHORT_OPEN_ORDERS_SLOT * Tick methods implementation in precompile (#100) * Tick methods * fix mock and remove unused methods * use minAllowableMargin from orderbook and marginAccount as per contracts, fix tests, cleanup * cleanup * fix assertions where expected and actual were swapped * change slot numbers * fix getPrevTick and add tests * change logic in SampleImpactAsk and SampleImpactBid as per requirement and add unit tests for both * remove TwosComplement in GetImpactMarginNotional as it is uint ; minor refactoring * add trading authority check in ValidatePlaceLimitOrderV2 and ValidateCancelLimitOrderV2 * fix SampleImpactAsk and SampleImpactBid * read minAllowableMargin and takerFee from clearingHouse * fix validatePlaceLimitOrderV2 and rename trader to sender in validateCancelLimitOrderV2 and validatePlaceLimitOrderV2 * remove add 0 in GetNextBid and GetNextAsk * return Hash in asks/bidsStorageSlot --------- Co-authored-by: fdgod <[email protected]> Co-authored-by: atvanguard <[email protected]> * New events for OrderV2 (#104) * New events for OrderV2 * Fixes * Add new events in PushtoTraderFeed * misc things * improve precision in tick methods * merge main * update ABIs * remove redundant methods * SDK changes and review fixes (#105) * fixes + matching works * missing import * ch.settleFunding --------- Co-authored-by: fdgod <[email protected]> Co-authored-by: Shubham <[email protected]>
* remove debug logs * Fix snapshot saving error * Snapshot fix: save snapshot at blockNumber - 1 * Add blockNumber in logs * assert isValidator when assertLowMargin * Fix snapshot bug * Debug margin (#107) * Fix GetAvailableMargin * v5activation --------- Co-authored-by: Shubham Goyal <[email protected]> * logs --------- Co-authored-by: Shubham Goyal <[email protected]>
* Remove backward compatible changes/upgrades * More changes * Review fixes and more breaking changes * Rename to BaseOrder
* New DetermineFillPrice * modify runMatchingEngine * refactor Accept * juror.determineLiquidationFillPrice * fix tests * remove comment * migrate oever tests to juror
* delete obsolete files * update interfaces * refactor juror precompile * cleanup order_types * hubble utils * remove duplicate fncs * ticks precompile * reuse Mul/Div * cosmetics
* Refactor order structures * Fix tests and add new test * update old order type * Review fixes * Review fixes * Review fix * Handle idx = -1 * Unit tests for Delete --------- Co-authored-by: atvanguard <[email protected]>
* return BadElement in validateLiquidation response * misc precompile updates * fix tests * referrer and price precision check
* Separate OrderBook and LimitOrderbook * Add missing files * Minor changes - self review * Fix unit tests and logic * More fixes * Change address in module.go * Update MatchingValidationError signature * Update ValidateOrdersAndDetermineFillPrice error outputs * Fix Oracle price slot * Fix LimitOrderBook contract address in juror functions * Update multiplier slot number * Add invalid market validation * Add invalid market validation in ValidatePlaceIOCorder * nit: update comments --------- Co-authored-by: atvanguard <[email protected]>
* Separate OrderBook and LimitOrderbook * Add missing files * Minor changes - self review * Fix unit tests and logic * More fixes * Change address in module.go * Update MatchingValidationError signature * Update ValidateOrdersAndDetermineFillPrice error outputs * Fix Oracle price slot * Fix LimitOrderBook contract address in juror functions * Update multiplier slot number * remove validator tx from being added to txpool during reorg --------- Co-authored-by: Shubham Goyal <[email protected]> Co-authored-by: atvanguard <[email protected]>
* Prevent duplicate match transactions * Review fixes
* add integration tests for place order and cancel order * add more tests to juror * add more tests to juror * [deba/vipul] tests for stale reduceOnly orders while placing orders * refactor logic to check stale reduceOnly orders in validatePlaceLimitOrder * remove tests * add tests for variables read from slots in precompile * fix tests * delete logic.go as per main * update abis * fix juror tests * fix ticks tests * fix getNotionalPositionAndMargin tests * fix variablesReadFromSlotTests * skip failing tests * fix validateLiquidationOrderAndDeterminFillPrice tests * remove log statements * fix variablesReadFromSlotTests * clean after tests in tick.js * fix validateOrdersAndDeterminFillPrice tests
…118) * getNormalisedMargin * refactor GetAvailableMargin * fix tests * update slot * rename vars * cleanup comments * baseSlot for collateral idx*3 * userState/hubbleState in margin_math * hu.Position * ticks.getQuote * misc changes
* Add unit tests for Juror * Tests for areMatchingOrders * remove print statements * remove unused import --------- Co-authored-by: atvanguard <[email protected]>
* calcMarginFraction -> hu.GetMarginFraction * lastPrice -> midPrice in precompile * LastPrices -> MidPrices * fix e2e tests * review/safer code * Add margin_math tests * review comments --------- Co-authored-by: Shubham Goyal <[email protected]>
* fix unit tests * Fix avalanchego version and remove unused files * delete yarn.lock --------- Co-authored-by: Shubham Goyal <[email protected]>
lumos42
commented
Oct 2, 2023
miner/miner.go
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| return miner.worker.commitNewWork(predicateContext) | |||
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| func (miner *Miner) GetLastBlockTime() uint64 { | |||
plugin/evm/syncervm_test.go
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plugin/evm/syncervm_test.go
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atvanguard
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