Module 0xdee9::clob_v2
- Struct
PoolCreated
- Struct
OrderPlaced
- Struct
OrderCanceled
- Struct
AllOrdersCanceledComponent
- Struct
AllOrdersCanceled
- Struct
OrderFilled
- Struct
DepositAsset
- Struct
WithdrawAsset
- Struct
MatchedOrderMetadata
- Struct
Order
- Struct
TickLevel
- Resource
Pool
- Resource
PoolOwnerCap
- Constants
- Function
usr_open_orders_exist
- Function
usr_open_orders_for_address
- Function
usr_open_orders
- Function
withdraw_fees
- Function
delete_pool_owner_cap
- Function
destroy_empty_level
- Function
create_account
- Function
create_pool_
- Function
create_pool
- Function
create_customized_pool
- Function
create_pool_with_return_
- Function
create_pool_with_return
- Function
create_customized_pool_with_return
- Function
create_customized_pool_v2
- Function
deposit_base
- Function
deposit_quote
- Function
withdraw_base
- Function
withdraw_quote
- Function
swap_exact_base_for_quote
- Function
swap_exact_base_for_quote_with_metadata
- Function
swap_exact_quote_for_base
- Function
swap_exact_quote_for_base_with_metadata
- Function
match_bid_with_quote_quantity
- Function
match_bid
- Function
match_ask
- Function
place_market_order
- Function
place_market_order_with_metadata
- Function
place_market_order_int
- Function
inject_limit_order
- Function
place_limit_order
- Function
place_limit_order_with_metadata
- Function
place_limit_order_int
- Function
order_is_bid
- Function
emit_order_canceled
- Function
emit_order_filled
- Function
cancel_order
- Function
remove_order
- Function
cancel_all_orders
- Function
batch_cancel_order
- Function
clean_up_expired_orders
- Function
list_open_orders
- Function
account_balance
- Function
get_market_price
- Function
get_level2_book_status_bid_side
- Function
get_level2_book_status_ask_side
- Function
get_level2_book_status
- Function
get_order_status
- Function
matched_order_metadata
- Function
matched_order_metadata_info
- Function
asks
- Function
bids
- Function
tick_size
- Function
maker_rebate_rate
- Function
taker_fee_rate
- Function
pool_size
- Function
open_orders
- Function
order_id
- Function
tick_level
- Function
original_quantity
- Function
quantity
- Function
is_bid
- Function
owner
- Function
expire_timestamp
- Function
quote_asset_trading_fees_value
- Function
clone_order
use 0x1::option;
use 0x1::type_name;
use 0x1::vector;
use 0x2::balance;
use 0x2::clock;
use 0x2::coin;
use 0x2::event;
use 0x2::linked_table;
use 0x2::object;
use 0x2::sui;
use 0x2::table;
use 0x2::transfer;
use 0x2::tx_context;
use 0xdee9::critbit;
use 0xdee9::custodian_v2;
use 0xdee9::math;
Struct PoolCreated
Emitted when a new pool is created
struct PoolCreated has copy, drop, store
Fields
- pool_id: object::ID
- object ID of the newly created pool
- base_asset: type_name::TypeName
- quote_asset: type_name::TypeName
- taker_fee_rate: u64
- maker_rebate_rate: u64
- tick_size: u64
- lot_size: u64
Struct OrderPlaced
Emitted when a maker order is injected into the order book.
struct OrderPlaced<BaseAsset, QuoteAsset> has copy, drop, store
Fields
- pool_id: object::ID
- object ID of the pool the order was placed on
- order_id: u64
- ID of the order within the pool
- client_order_id: u64
- ID of the order defined by client
- is_bid: bool
- owner: address
- owner ID of the AccountCap that placed the order
- original_quantity: u64
- base_asset_quantity_placed: u64
- price: u64
- expire_timestamp: u64
Struct OrderCanceled
Emitted when a maker order is canceled.
struct OrderCanceled<BaseAsset, QuoteAsset> has copy, drop, store
Fields
- pool_id: object::ID
- object ID of the pool the order was placed on
- order_id: u64
- ID of the order within the pool
- client_order_id: u64
- ID of the order defined by client
- is_bid: bool
- owner: address
- owner ID of the AccountCap that canceled the order
- original_quantity: u64
- base_asset_quantity_canceled: u64
- price: u64
Struct AllOrdersCanceledComponent
A struct to make all orders canceled a more effifient struct
struct AllOrdersCanceledComponent<BaseAsset, QuoteAsset> has copy, drop, store
Fields
Struct AllOrdersCanceled
Emitted when batch of orders are canceled.
struct AllOrdersCanceled<BaseAsset, QuoteAsset> has copy, drop, store
Fields
- pool_id: object::ID
- object ID of the pool the order was placed on
- orders_canceled: vector<clob_v2::AllOrdersCanceledComponent<BaseAsset, QuoteAsset>>
Struct OrderFilled
Emitted only when a maker order is filled.
struct OrderFilled<BaseAsset, QuoteAsset> has copy, drop, store
Fields
- pool_id: object::ID
- object ID of the pool the order was placed on
- order_id: u64
- ID of the order within the pool
- taker_client_order_id: u64
- ID of the order defined by taker client
- maker_client_order_id: u64
- ID of the order defined by maker client
- is_bid: bool
- taker_address: address
- owner ID of the AccountCap that filled the order
- maker_address: address
- owner ID of the AccountCap that placed the order
- original_quantity: u64
- base_asset_quantity_filled: u64
- base_asset_quantity_remaining: u64
- price: u64
- taker_commission: u64
- maker_rebates: u64
Struct DepositAsset
Emitted when user deposit asset to custodian
struct DepositAsset<Asset> has copy, drop, store
Fields
- pool_id: object::ID
- object id of the pool that asset deposit to
- quantity: u64
- quantity of the asset deposited
- owner: address
- owner address of the AccountCap that deposit the asset
Struct WithdrawAsset
Emitted when user withdraw asset from custodian
struct WithdrawAsset<Asset> has copy, drop, store
Fields
- pool_id: object::ID
- object id of the pool that asset withdraw from
- quantity: u64
- quantity of the asset user withdrew
- owner: address
- owner ID of the AccountCap that withdrew the asset
Struct MatchedOrderMetadata
Returned as metadata only when a maker order is filled from place order functions.
struct MatchedOrderMetadata<BaseAsset, QuoteAsset> has copy, drop, store
Fields
- pool_id: object::ID
- object ID of the pool the order was placed on
- order_id: u64
- ID of the order within the pool
- is_bid: bool
- Direction of order.
- taker_address: address
- owner ID of the AccountCap that filled the order
- maker_address: address
- owner ID of the AccountCap that placed the order
- base_asset_quantity_filled: u64
- qty of base asset filled.
- price: u64
- price at which basset asset filled.
- taker_commission: u64
- maker_rebates: u64
Struct Order
struct Order has drop, store
Fields
Struct TickLevel
struct TickLevel has store
Fields
- price: u64
- open_orders: linked_table::LinkedTable<u64, clob_v2::Order>
Resource Pool
struct Pool<BaseAsset, QuoteAsset> has store, key
Fields
- id: object::UID
- bids: critbit::CritbitTree<clob_v2::TickLevel>
- asks: critbit::CritbitTree<clob_v2::TickLevel>
- next_bid_order_id: u64
- next_ask_order_id: u64
- usr_open_orders: table::Table<address, linked_table::LinkedTable<u64, u64>>
- taker_fee_rate: u64
- maker_rebate_rate: u64
- tick_size: u64
- lot_size: u64
- base_custodian: custodian_v2::Custodian<BaseAsset>
- quote_custodian: custodian_v2::Custodian<QuoteAsset>
- creation_fee: balance::Balance<sui::SUI>
- base_asset_trading_fees: balance::Balance<BaseAsset>
- quote_asset_trading_fees: balance::Balance<QuoteAsset>
Resource PoolOwnerCap
Capability granting permission to access an entry in Pool.quote_asset_trading_fees. The pool objects created for older pools do not have a PoolOwnerCap because they were created prior to the addition of this feature. Here is a list of 11 pools on mainnet that do not have this capability: 0x31d1790e617eef7f516555124155b28d663e5c600317c769a75ee6336a54c07f 0x6e417ee1c12ad5f2600a66bc80c7bd52ff3cb7c072d508700d17cf1325324527 0x17625f1a241d34d2da0dc113086f67a2b832e3e8cd8006887c195cd24d3598a3 0x276ff4d99ecb3175091ba4baffa9b07590f84e2344e3f16e95d30d2c1678b84c 0xd1f0a9baacc1864ab19534e2d4c5d6c14f2e071a1f075e8e7f9d51f2c17dc238 0x4405b50d791fd3346754e8171aaab6bc2ed26c2c46efdd033c14b30ae507ac33 0xf0f663cf87f1eb124da2fc9be813e0ce262146f3df60bc2052d738eb41a25899 0xd9e45ab5440d61cc52e3b2bd915cdd643146f7593d587c715bc7bfa48311d826 0x5deafda22b6b86127ea4299503362638bea0ca33bb212ea3a67b029356b8b955 0x7f526b1263c4b91b43c9e646419b5696f424de28dda3c1e6658cc0a54558baa7 0x18d871e3c3da99046dfc0d3de612c5d88859bc03b8f0568bd127d0e70dbc58be
struct PoolOwnerCap has store, key
Fields
- id: object::UID
- owner: address
- The owner of this AccountCap. Note: this is derived from an object ID, not a user address
Constants
const FLOAT_SCALING: u64 = 1000000000;
const EInsufficientBaseCoin: u64 = 7;
const EInsufficientQuoteCoin: u64 = 8;
const EInvalidExpireTimestamp: u64 = 19;
const EInvalidOrderId: u64 = 3;
const EInvalidPrice: u64 = 5;
const EInvalidQuantity: u64 = 6;
const EInvalidRestriction: u64 = 14;
const EInvalidTickPrice: u64 = 11;
const EInvalidUser: u64 = 12;
const EOrderCannotBeFullyFilled: u64 = 9;
const EOrderCannotBeFullyPassive: u64 = 10;
const EUnauthorizedCancel: u64 = 4;
const FILL_OR_KILL: u8 = 2;
const IMMEDIATE_OR_CANCEL: u8 = 1;
const MAX_PRICE: u64 = 9223372036854775808;
const MIN_ASK_ORDER_ID: u64 = 9223372036854775808;
const MIN_PRICE: u64 = 0;
const NO_RESTRICTION: u8 = 0;
const POST_OR_ABORT: u8 = 3;
const CANCEL_OLDEST: u8 = 0;
const EIncorrectPoolOwner: u64 = 1;
const EInvalidFee: u64 = 18;
const EInvalidFeeRateRebateRate: u64 = 2;
const EInvalidPair: u64 = 16;
const EInvalidSelfMatchingPreventionArg: u64 = 21;
const EInvalidTickSizeLotSize: u64 = 20;
const ENotEqual: u64 = 13;
const FEE_AMOUNT_FOR_CREATE_POOL: u64 = 100000000000;
const MIN_BID_ORDER_ID: u64 = 1;
const REFERENCE_MAKER_REBATE_RATE: u64 = 1500000;
const REFERENCE_TAKER_FEE_RATE: u64 = 2500000;
Function usr_open_orders_exist
Accessor functions
public fun usr_open_orders_exist<BaseAsset, QuoteAsset>(pool: &clob_v2::Pool<BaseAsset, QuoteAsset>, owner: address): bool
Implementation
public fun usr_open_orders_exist<BaseAsset, QuoteAsset>(
pool: &Pool<BaseAsset, QuoteAsset>,
owner: address
): bool {
table::contains(&pool.usr_open_orders, owner)
}
Function usr_open_orders_for_address
public fun usr_open_orders_for_address<BaseAsset, QuoteAsset>(pool: &clob_v2::Pool<BaseAsset, QuoteAsset>, owner: address): &linked_table::LinkedTable<u64, u64>
Implementation
public fun usr_open_orders_for_address<BaseAsset, QuoteAsset>(
pool: &Pool<BaseAsset, QuoteAsset>,
owner: address
): &LinkedTable<u64, u64> {
table::borrow(&pool.usr_open_orders, owner)
}
Function usr_open_orders
public fun usr_open_orders<BaseAsset, QuoteAsset>(pool: &clob_v2::Pool<BaseAsset, QuoteAsset>): &table::Table<address, linked_table::LinkedTable<u64, u64>>
Implementation
public fun usr_open_orders<BaseAsset, QuoteAsset>(
pool: &Pool<BaseAsset, QuoteAsset>,
): &Table<address, LinkedTable<u64, u64>> {
&pool.usr_open_orders
}
Function withdraw_fees
Function to withdraw fees created from a pool
public fun withdraw_fees<BaseAsset, QuoteAsset>(pool_owner_cap: &clob_v2::PoolOwnerCap, pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, ctx: &mut tx_context::TxContext): coin::Coin<QuoteAsset>
Implementation
public fun withdraw_fees<BaseAsset, QuoteAsset>(
pool_owner_cap: &PoolOwnerCap,
pool: &mut Pool<BaseAsset, QuoteAsset>,
ctx: &mut TxContext,
): Coin<QuoteAsset> {
assert!(pool_owner_cap.owner == object::uid_to_address(&pool.id), EIncorrectPoolOwner);
let quantity = quote_asset_trading_fees_value(pool);
let to_withdraw = balance::split(&mut pool.quote_asset_trading_fees, quantity);
coin::from_balance(to_withdraw, ctx)
}
Function delete_pool_owner_cap
Destroy the given pool_owner_cap object
public fun delete_pool_owner_cap(pool_owner_cap: clob_v2::PoolOwnerCap)
Implementation
public fun delete_pool_owner_cap(pool_owner_cap: PoolOwnerCap) {
let PoolOwnerCap { id, owner: _ } = pool_owner_cap;
object::delete(id)
}
Function destroy_empty_level
fun destroy_empty_level(level: clob_v2::TickLevel)
Implementation
fun destroy_empty_level(level: TickLevel) {
let TickLevel {
price: _,
open_orders: orders,
} = level;
linked_table::destroy_empty(orders);
}
Function create_account
public fun create_account(ctx: &mut tx_context::TxContext): custodian_v2::AccountCap
Implementation
public fun create_account(ctx: &mut TxContext): AccountCap {
mint_account_cap(ctx)
}
Function create_pool_
fun create_pool_<BaseAsset, QuoteAsset>(taker_fee_rate: u64, maker_rebate_rate: u64, tick_size: u64, lot_size: u64, creation_fee: balance::Balance<sui::SUI>, ctx: &mut tx_context::TxContext)
Implementation
fun create_pool_<BaseAsset, QuoteAsset>(
taker_fee_rate: u64,
maker_rebate_rate: u64,
tick_size: u64,
lot_size: u64,
creation_fee: Balance<SUI>,
ctx: &mut TxContext,
) {
let (pool, pool_owner_cap) = create_pool_with_return_<BaseAsset, QuoteAsset>(
taker_fee_rate,
maker_rebate_rate,
tick_size,
lot_size,
creation_fee,
ctx
);
transfer::public_transfer(pool_owner_cap, tx_context::sender(ctx));
transfer::share_object(pool);
}
Function create_pool
public fun create_pool<BaseAsset, QuoteAsset>(tick_size: u64, lot_size: u64, creation_fee: coin::Coin<sui::SUI>, ctx: &mut tx_context::TxContext)
Implementation
public fun create_pool<BaseAsset, QuoteAsset>(
tick_size: u64,
lot_size: u64,
creation_fee: Coin<SUI>,
ctx: &mut TxContext,
) {
create_customized_pool<BaseAsset, QuoteAsset>(
tick_size,
lot_size,
REFERENCE_TAKER_FEE_RATE,
REFERENCE_MAKER_REBATE_RATE,
creation_fee,
ctx,
);
}
Function create_customized_pool
Function for creating pool with customized taker fee rate and maker rebate rate. The taker_fee_rate should be greater than or equal to the maker_rebate_rate, and both should have a scaling of 10^9. Taker_fee_rate of 0.25% should be 2_500_000 for example
public fun create_customized_pool<BaseAsset, QuoteAsset>(tick_size: u64, lot_size: u64, taker_fee_rate: u64, maker_rebate_rate: u64, creation_fee: coin::Coin<sui::SUI>, ctx: &mut tx_context::TxContext)
Implementation
public fun create_customized_pool<BaseAsset, QuoteAsset>(
tick_size: u64,
lot_size: u64,
taker_fee_rate: u64,
maker_rebate_rate: u64,
creation_fee: Coin<SUI>,
ctx: &mut TxContext,
) {
create_pool_<BaseAsset, QuoteAsset>(
taker_fee_rate,
maker_rebate_rate,
tick_size,
lot_size,
coin::into_balance(creation_fee),
ctx
)
}
Function create_pool_with_return_
Helper function that all the create pools now call to create pools.
fun create_pool_with_return_<BaseAsset, QuoteAsset>(taker_fee_rate: u64, maker_rebate_rate: u64, tick_size: u64, lot_size: u64, creation_fee: balance::Balance<sui::SUI>, ctx: &mut tx_context::TxContext): (clob_v2::Pool<BaseAsset, QuoteAsset>, clob_v2::PoolOwnerCap)
Implementation
fun create_pool_with_return_<BaseAsset, QuoteAsset>(
taker_fee_rate: u64,
maker_rebate_rate: u64,
tick_size: u64,
lot_size: u64,
creation_fee: Balance<SUI>,
ctx: &mut TxContext,
): (Pool<BaseAsset, QuoteAsset>, PoolOwnerCap) {
assert!(balance::value(&creation_fee) == FEE_AMOUNT_FOR_CREATE_POOL, EInvalidFee);
let base_type_name = type_name::get<BaseAsset>();
let quote_type_name = type_name::get<QuoteAsset>();
assert!(clob_math::unsafe_mul(lot_size, tick_size) > 0, EInvalidTickSizeLotSize);
assert!(base_type_name != quote_type_name, EInvalidPair);
assert!(taker_fee_rate >= maker_rebate_rate, EInvalidFeeRateRebateRate);
let pool_uid = object::new(ctx);
let pool_id = *object::uid_as_inner(&pool_uid);
// Creates the capability to mark a pool owner.
let id = object::new(ctx);
let owner = object::uid_to_address(&pool_uid);
let pool_owner_cap = PoolOwnerCap { id, owner };
event::emit(PoolCreated {
pool_id,
base_asset: base_type_name,
quote_asset: quote_type_name,
taker_fee_rate,
maker_rebate_rate,
tick_size,
lot_size,
});
(Pool<BaseAsset, QuoteAsset> {
id: pool_uid,
bids: critbit::new(ctx),
asks: critbit::new(ctx),
next_bid_order_id: MIN_BID_ORDER_ID,
next_ask_order_id: MIN_ASK_ORDER_ID,
usr_open_orders: table::new(ctx),
taker_fee_rate,
maker_rebate_rate,
tick_size,
lot_size,
base_custodian: custodian::new<BaseAsset>(ctx),
quote_custodian: custodian::new<QuoteAsset>(ctx),
creation_fee,
base_asset_trading_fees: balance::zero(),
quote_asset_trading_fees: balance::zero(),
}, pool_owner_cap)
}
Function create_pool_with_return
Function for creating an external pool. This API can be used to wrap deepbook pools into other objects.
public fun create_pool_with_return<BaseAsset, QuoteAsset>(tick_size: u64, lot_size: u64, creation_fee: coin::Coin<sui::SUI>, ctx: &mut tx_context::TxContext): clob_v2::Pool<BaseAsset, QuoteAsset>
Implementation
public fun create_pool_with_return<BaseAsset, QuoteAsset>(
tick_size: u64,
lot_size: u64,
creation_fee: Coin<SUI>,
ctx: &mut TxContext,
): Pool<BaseAsset, QuoteAsset> {
create_customized_pool_with_return<BaseAsset, QuoteAsset>(
tick_size,
lot_size,
REFERENCE_TAKER_FEE_RATE,
REFERENCE_MAKER_REBATE_RATE,
creation_fee,
ctx,
)
}
Function create_customized_pool_with_return
Function for creating pool with customized taker fee rate and maker rebate rate. The taker_fee_rate should be greater than or equal to the maker_rebate_rate, and both should have a scaling of 10^9. Taker_fee_rate of 0.25% should be 2_500_000 for example
public fun create_customized_pool_with_return<BaseAsset, QuoteAsset>(tick_size: u64, lot_size: u64, taker_fee_rate: u64, maker_rebate_rate: u64, creation_fee: coin::Coin<sui::SUI>, ctx: &mut tx_context::TxContext): clob_v2::Pool<BaseAsset, QuoteAsset>
Implementation
public fun create_customized_pool_with_return<BaseAsset, QuoteAsset>(
tick_size: u64,
lot_size: u64,
taker_fee_rate: u64,
maker_rebate_rate: u64,
creation_fee: Coin<SUI>,
ctx: &mut TxContext,
) : Pool<BaseAsset, QuoteAsset> {
let (pool, pool_owner_cap) = create_pool_with_return_<BaseAsset, QuoteAsset>(
taker_fee_rate,
maker_rebate_rate,
tick_size,
lot_size,
coin::into_balance(creation_fee),
ctx
);
transfer::public_transfer(pool_owner_cap, tx_context::sender(ctx));
pool
}
Function create_customized_pool_v2
A V2 function for creating customized pools for better PTB friendliness/compostability. If a user wants to create a pool and then destroy/lock the pool_owner_cap one can do so with this function.
public fun create_customized_pool_v2<BaseAsset, QuoteAsset>(tick_size: u64, lot_size: u64, taker_fee_rate: u64, maker_rebate_rate: u64, creation_fee: coin::Coin<sui::SUI>, ctx: &mut tx_context::TxContext): (clob_v2::Pool<BaseAsset, QuoteAsset>, clob_v2::PoolOwnerCap)
Implementation
public fun create_customized_pool_v2<BaseAsset, QuoteAsset>(
tick_size: u64,
lot_size: u64,
taker_fee_rate: u64,
maker_rebate_rate: u64,
creation_fee: Coin<SUI>,
ctx: &mut TxContext,
) : (Pool<BaseAsset, QuoteAsset>, PoolOwnerCap) {
create_pool_with_return_<BaseAsset, QuoteAsset>(
taker_fee_rate,
maker_rebate_rate,
tick_size,
lot_size,
coin::into_balance(creation_fee),
ctx
)
}
Function deposit_base
public fun deposit_base<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, coin: coin::Coin<BaseAsset>, account_cap: &custodian_v2::AccountCap)
Implementation
public fun deposit_base<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
coin: Coin<BaseAsset>,
account_cap: &AccountCap
) {
let quantity = coin::value(&coin);
assert!(quantity != 0, EInsufficientBaseCoin);
custodian::increase_user_available_balance(
&mut pool.base_custodian,
account_owner(account_cap),
coin::into_balance(coin)
);
event::emit(DepositAsset<BaseAsset>{
pool_id: *object::uid_as_inner(&pool.id),
quantity,
owner: account_owner(account_cap)
})
}
Function deposit_quote
public fun deposit_quote<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, coin: coin::Coin<QuoteAsset>, account_cap: &custodian_v2::AccountCap)
Implementation
public fun deposit_quote<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
coin: Coin<QuoteAsset>,
account_cap: &AccountCap
) {
let quantity = coin::value(&coin);
assert!(quantity != 0, EInsufficientQuoteCoin);
custodian::increase_user_available_balance(
&mut pool.quote_custodian,
account_owner(account_cap),
coin::into_balance(coin)
);
event::emit(DepositAsset<QuoteAsset>{
pool_id: *object::uid_as_inner(&pool.id),
quantity,
owner: account_owner(account_cap)
})
}
Function withdraw_base
public fun withdraw_base<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, quantity: u64, account_cap: &custodian_v2::AccountCap, ctx: &mut tx_context::TxContext): coin::Coin<BaseAsset>
Implementation
public fun withdraw_base<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
quantity: u64,
account_cap: &AccountCap,
ctx: &mut TxContext
): Coin<BaseAsset> {
assert!(quantity > 0, EInvalidQuantity);
event::emit(WithdrawAsset<BaseAsset>{
pool_id: *object::uid_as_inner(&pool.id),
quantity,
owner: account_owner(account_cap)
});
custodian::withdraw_asset(&mut pool.base_custodian, quantity, account_cap, ctx)
}
Function withdraw_quote
public fun withdraw_quote<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, quantity: u64, account_cap: &custodian_v2::AccountCap, ctx: &mut tx_context::TxContext): coin::Coin<QuoteAsset>
Implementation
public fun withdraw_quote<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
quantity: u64,
account_cap: &AccountCap,
ctx: &mut TxContext
): Coin<QuoteAsset> {
assert!(quantity > 0, EInvalidQuantity);
event::emit(WithdrawAsset<QuoteAsset>{
pool_id: *object::uid_as_inner(&pool.id),
quantity,
owner: account_owner(account_cap)
});
custodian::withdraw_asset(&mut pool.quote_custodian, quantity, account_cap, ctx)
}
Function swap_exact_base_for_quote
public fun swap_exact_base_for_quote<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, client_order_id: u64, account_cap: &custodian_v2::AccountCap, quantity: u64, base_coin: coin::Coin<BaseAsset>, quote_coin: coin::Coin<QuoteAsset>, clock: &clock::Clock, ctx: &mut tx_context::TxContext): (coin::Coin<BaseAsset>, coin::Coin<QuoteAsset>, u64)
Implementation
public fun swap_exact_base_for_quote<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
client_order_id: u64,
account_cap: &AccountCap,
quantity: u64,
base_coin: Coin<BaseAsset>,
quote_coin: Coin<QuoteAsset>,
clock: &Clock,
ctx: &mut TxContext,
): (Coin<BaseAsset>, Coin<QuoteAsset>, u64) {
assert!(quantity > 0, EInvalidQuantity);
assert!(coin::value(&base_coin) >= quantity, EInsufficientBaseCoin);
let original_val = coin::value("e_coin);
let (ret_base_coin, ret_quote_coin) = place_market_order(
pool,
account_cap,
client_order_id,
quantity,
false,
base_coin,
quote_coin,
clock,
ctx
);
let ret_val = coin::value(&ret_quote_coin);
(ret_base_coin, ret_quote_coin, ret_val - original_val)
}
Function swap_exact_base_for_quote_with_metadata
public fun swap_exact_base_for_quote_with_metadata<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, client_order_id: u64, account_cap: &custodian_v2::AccountCap, quantity: u64, base_coin: coin::Coin<BaseAsset>, quote_coin: coin::Coin<QuoteAsset>, clock: &clock::Clock, ctx: &mut tx_context::TxContext): (coin::Coin<BaseAsset>, coin::Coin<QuoteAsset>, u64, vector<clob_v2::MatchedOrderMetadata<BaseAsset, QuoteAsset>>)
Implementation
public fun swap_exact_base_for_quote_with_metadata<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
client_order_id: u64,
account_cap: &AccountCap,
quantity: u64,
base_coin: Coin<BaseAsset>,
quote_coin: Coin<QuoteAsset>,
clock: &Clock,
ctx: &mut TxContext,
): (Coin<BaseAsset>, Coin<QuoteAsset>, u64, vector<MatchedOrderMetadata<BaseAsset, QuoteAsset>>) {
let original_val = coin::value("e_coin);
let (ret_base_coin, ret_quote_coin, mut matched_order_metadata) = place_market_order_int(
pool,
account_cap,
client_order_id,
quantity,
false,
base_coin,
quote_coin,
clock,
true, // return metadata
ctx
);
let ret_val = coin::value(&ret_quote_coin);
(ret_base_coin, ret_quote_coin, ret_val - original_val, option::extract(&mut matched_order_metadata))
}
Function swap_exact_quote_for_base
public fun swap_exact_quote_for_base<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, client_order_id: u64, account_cap: &custodian_v2::AccountCap, quantity: u64, clock: &clock::Clock, quote_coin: coin::Coin<QuoteAsset>, ctx: &mut tx_context::TxContext): (coin::Coin<BaseAsset>, coin::Coin<QuoteAsset>, u64)
Implementation
public fun swap_exact_quote_for_base<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
client_order_id: u64,
account_cap: &AccountCap,
quantity: u64,
clock: &Clock,
quote_coin: Coin<QuoteAsset>,
ctx: &mut TxContext,
): (Coin<BaseAsset>, Coin<QuoteAsset>, u64) {
assert!(quantity > 0, EInvalidQuantity);
assert!(coin::value("e_coin) >= quantity, EInsufficientQuoteCoin);
let (base_asset_balance, quote_asset_balance, _matched_order_metadata) = match_bid_with_quote_quantity(
pool,
account_cap,
client_order_id,
quantity,
MAX_PRICE,
clock::timestamp_ms(clock),
coin::into_balance(quote_coin),
false // don't return metadata
);
let val = balance::value(&base_asset_balance);
(coin::from_balance(base_asset_balance, ctx), coin::from_balance(quote_asset_balance, ctx), val)
}
Function swap_exact_quote_for_base_with_metadata
public fun swap_exact_quote_for_base_with_metadata<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, client_order_id: u64, account_cap: &custodian_v2::AccountCap, quantity: u64, clock: &clock::Clock, quote_coin: coin::Coin<QuoteAsset>, ctx: &mut tx_context::TxContext): (coin::Coin<BaseAsset>, coin::Coin<QuoteAsset>, u64, vector<clob_v2::MatchedOrderMetadata<BaseAsset, QuoteAsset>>)
Implementation
public fun swap_exact_quote_for_base_with_metadata<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
client_order_id: u64,
account_cap: &AccountCap,
quantity: u64,
clock: &Clock,
quote_coin: Coin<QuoteAsset>,
ctx: &mut TxContext,
): (Coin<BaseAsset>, Coin<QuoteAsset>, u64, vector<MatchedOrderMetadata<BaseAsset, QuoteAsset>>) {
assert!(quantity > 0, EInvalidQuantity);
assert!(coin::value("e_coin) >= quantity, EInsufficientQuoteCoin);
let (base_asset_balance, quote_asset_balance, mut matched_order_metadata) = match_bid_with_quote_quantity(
pool,
account_cap,
client_order_id,
quantity,
MAX_PRICE,
clock::timestamp_ms(clock),
coin::into_balance(quote_coin),
true // return metadata
);
let val = balance::value(&base_asset_balance);
(coin::from_balance(base_asset_balance, ctx), coin::from_balance(quote_asset_balance, ctx), val, option::extract(&mut matched_order_metadata))
}
Function match_bid_with_quote_quantity
fun match_bid_with_quote_quantity<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, account_cap: &custodian_v2::AccountCap, client_order_id: u64, quantity: u64, price_limit: u64, current_timestamp: u64, quote_balance: balance::Balance<QuoteAsset>, compute_metadata: bool): (balance::Balance<BaseAsset>, balance::Balance<QuoteAsset>, option::Option<vector<clob_v2::MatchedOrderMetadata<BaseAsset, QuoteAsset>>>)
Implementation
fun match_bid_with_quote_quantity<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
account_cap: &AccountCap,
client_order_id: u64,
quantity: u64,
price_limit: u64,
current_timestamp: u64,
quote_balance: Balance<QuoteAsset>,
compute_metadata: bool,
): (Balance<BaseAsset>, Balance<QuoteAsset>, Option<vector<MatchedOrderMetadata<BaseAsset, QuoteAsset>>>) {
// Base balance received by taker, taking into account of taker commission.
// Need to individually keep track of the remaining base quantity to be filled to avoid infinite loop.
let pool_id = *object::uid_as_inner(&pool.id);
let mut taker_quote_quantity_remaining = quantity;
let mut base_balance_filled = balance::zero<BaseAsset>();
let mut quote_balance_left = quote_balance;
let all_open_orders = &mut pool.asks;
let mut matched_order_metadata = vector::empty<MatchedOrderMetadata<BaseAsset, QuoteAsset>>();
if (critbit::is_empty(all_open_orders)) {
return (base_balance_filled, quote_balance_left, option::none())
};
let (mut tick_price, mut tick_index) = min_leaf(all_open_orders);
let mut terminate_loop = false;
let mut canceled_order_events = vector[];
while (!is_empty<TickLevel>(all_open_orders) && tick_price <= price_limit) {
let tick_level = borrow_mut_leaf_by_index(all_open_orders, tick_index);
let mut order_id = *option::borrow(linked_table::front(&tick_level.open_orders));
while (!linked_table::is_empty(&tick_level.open_orders)) {
let maker_order = linked_table::borrow(&tick_level.open_orders, order_id);
let mut maker_base_quantity = maker_order.quantity;
let mut skip_order = false;
if (maker_order.expire_timestamp <= current_timestamp || account_owner(account_cap) == maker_order.owner) {
skip_order = true;
custodian::unlock_balance(&mut pool.base_custodian, maker_order.owner, maker_order.quantity);
let canceled_order_event = AllOrdersCanceledComponent<BaseAsset, QuoteAsset> {
client_order_id: maker_order.client_order_id,
order_id: maker_order.order_id,
is_bid: maker_order.is_bid,
owner: maker_order.owner,
original_quantity: maker_order.original_quantity,
base_asset_quantity_canceled: maker_order.quantity,
price: maker_order.price
};
vector::push_back(&mut canceled_order_events, canceled_order_event);
} else {
// Calculate how much quote asset (maker_quote_quantity) is required, including the commission, to fill the maker order.
let maker_quote_quantity_without_commission = clob_math::mul(
maker_base_quantity,
maker_order.price
);
let (is_round_down, mut taker_commission) = clob_math::unsafe_mul_round(
maker_quote_quantity_without_commission,
pool.taker_fee_rate
);
if (is_round_down) taker_commission = taker_commission + 1;
let maker_quote_quantity = maker_quote_quantity_without_commission + taker_commission;
// Total base quantity filled.
let mut filled_base_quantity: u64;
// Total quote quantity filled, excluding commission and rebate.
let mut filled_quote_quantity: u64;
// Total quote quantity paid by taker.
// filled_quote_quantity_without_commission * (FLOAT_SCALING + taker_fee_rate) = filled_quote_quantity
let mut filled_quote_quantity_without_commission: u64;
if (taker_quote_quantity_remaining > maker_quote_quantity) {
filled_quote_quantity = maker_quote_quantity;
filled_quote_quantity_without_commission = maker_quote_quantity_without_commission;
filled_base_quantity = maker_base_quantity;
} else {
terminate_loop = true;
// if not enough quote quantity to pay for taker commission, then no quantity will be filled
filled_quote_quantity_without_commission = clob_math::unsafe_div(
taker_quote_quantity_remaining,
FLOAT_SCALING + pool.taker_fee_rate
);
// filled_base_quantity = 0 is permitted since filled_quote_quantity_without_commission can be 0
filled_base_quantity = clob_math::unsafe_div(
filled_quote_quantity_without_commission,
maker_order.price
);
let filled_base_lot = filled_base_quantity / pool.lot_size;
filled_base_quantity = filled_base_lot * pool.lot_size;
// filled_quote_quantity_without_commission = 0 is permitted here since filled_base_quantity could be 0
filled_quote_quantity_without_commission = clob_math::unsafe_mul(
filled_base_quantity,
maker_order.price
);
// if taker_commission = 0 due to underflow, round it up to 1
let (round_down, mut taker_commission) = clob_math::unsafe_mul_round(
filled_quote_quantity_without_commission,
pool.taker_fee_rate
);
if (round_down) {
taker_commission = taker_commission + 1;
};
filled_quote_quantity = filled_quote_quantity_without_commission + taker_commission;
};
// if maker_rebate = 0 due to underflow, maker will not receive a rebate
let maker_rebate = clob_math::unsafe_mul(
filled_quote_quantity_without_commission,
pool.maker_rebate_rate
);
maker_base_quantity = maker_base_quantity - filled_base_quantity;
// maker in ask side, decrease maker's locked base asset, increase maker's available quote asset
taker_quote_quantity_remaining = taker_quote_quantity_remaining - filled_quote_quantity;
let locked_base_balance = custodian::decrease_user_locked_balance<BaseAsset>(
&mut pool.base_custodian,
maker_order.owner,
filled_base_quantity
);
let mut quote_balance_filled = balance::split(
&mut quote_balance_left,
filled_quote_quantity,
);
// Send quote asset including rebate to maker.
custodian::increase_user_available_balance<QuoteAsset>(
&mut pool.quote_custodian,
maker_order.owner,
balance::split(
&mut quote_balance_filled,
maker_rebate + filled_quote_quantity_without_commission,
),
);
// Send remaining of commission - rebate to the protocol.
// commission - rebate = filled_quote_quantity_without_commission - filled_quote_quantity - maker_rebate
balance::join(&mut pool.quote_asset_trading_fees, quote_balance_filled);
balance::join(&mut base_balance_filled, locked_base_balance);
emit_order_filled<BaseAsset, QuoteAsset>(
*object::uid_as_inner(&pool.id),
client_order_id,
account_owner(account_cap),
maker_order,
filled_base_quantity,
// taker_commission = filled_quote_quantity - filled_quote_quantity_without_commission
// This guarantees that the subtraction will not underflow
filled_quote_quantity - filled_quote_quantity_without_commission,
maker_rebate
);
if(compute_metadata) {
vector::push_back(
&mut matched_order_metadata,
matched_order_metadata(
*object::uid_as_inner(&pool.id),
account_owner(account_cap),
maker_order,
filled_base_quantity,
// taker_commission = filled_quote_quantity - filled_quote_quantity_without_commission
// This guarantees that the subtraction will not underflow
filled_quote_quantity - filled_quote_quantity_without_commission,
maker_rebate
)
);
};
};
if (skip_order || maker_base_quantity == 0) {
// Remove the maker order.
let old_order_id = order_id;
let maybe_order_id = linked_table::next(&tick_level.open_orders, order_id);
if (!option::is_none(maybe_order_id)) {
order_id = *option::borrow(maybe_order_id);
};
let usr_open_order_ids = table::borrow_mut(&mut pool.usr_open_orders, maker_order.owner);
linked_table::remove(usr_open_order_ids, old_order_id);
linked_table::remove(&mut tick_level.open_orders, old_order_id);
} else {
// Update the maker order.
let maker_order_mut = linked_table::borrow_mut(
&mut tick_level.open_orders,
order_id);
maker_order_mut.quantity = maker_base_quantity;
};
if (terminate_loop) {
break
};
};
if (linked_table::is_empty(&tick_level.open_orders)) {
(tick_price, _) = next_leaf(all_open_orders, tick_price);
destroy_empty_level(remove_leaf_by_index(all_open_orders, tick_index));
(_, tick_index) = find_leaf(all_open_orders, tick_price);
};
if (terminate_loop) {
break
};
};
if (!vector::is_empty(&canceled_order_events)) {
event::emit(AllOrdersCanceled<BaseAsset, QuoteAsset> {
pool_id,
orders_canceled: canceled_order_events,
});
};
return (base_balance_filled, quote_balance_left, if(compute_metadata) option::some(matched_order_metadata) else option::none())
}
Function match_bid
fun match_bid<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, account_cap: &custodian_v2::AccountCap, client_order_id: u64, quantity: u64, price_limit: u64, current_timestamp: u64, quote_balance: balance::Balance<QuoteAsset>, compute_metadata: bool): (balance::Balance<BaseAsset>, balance::Balance<QuoteAsset>, option::Option<vector<clob_v2::MatchedOrderMetadata<BaseAsset, QuoteAsset>>>)
Implementation
fun match_bid<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
account_cap: &AccountCap,
client_order_id: u64,
quantity: u64,
price_limit: u64,
current_timestamp: u64,
quote_balance: Balance<QuoteAsset>,
compute_metadata: bool,
): (Balance<BaseAsset>, Balance<QuoteAsset>, Option<vector<MatchedOrderMetadata<BaseAsset, QuoteAsset>>>) {
let pool_id = *object::uid_as_inner(&pool.id);
// Base balance received by taker.
// Need to individually keep track of the remaining base quantity to be filled to avoid infinite loop.
let mut taker_base_quantity_remaining = quantity;
let mut base_balance_filled = balance::zero<BaseAsset>();
let mut quote_balance_left = quote_balance;
let all_open_orders = &mut pool.asks;
let mut matched_order_metadata = vector::empty<MatchedOrderMetadata<BaseAsset, QuoteAsset>>();
if (critbit::is_empty(all_open_orders)) {
return (base_balance_filled, quote_balance_left, option::none())
};
let (mut tick_price, mut tick_index) = min_leaf(all_open_orders);
let mut canceled_order_events = vector[];
while (!is_empty<TickLevel>(all_open_orders) && tick_price <= price_limit) {
let tick_level = borrow_mut_leaf_by_index(all_open_orders, tick_index);
let mut order_id = *option::borrow(linked_table::front(&tick_level.open_orders));
while (!linked_table::is_empty(&tick_level.open_orders)) {
let maker_order = linked_table::borrow(&tick_level.open_orders, order_id);
let mut maker_base_quantity = maker_order.quantity;
let mut skip_order = false;
if (maker_order.expire_timestamp <= current_timestamp || account_owner(account_cap) == maker_order.owner) {
skip_order = true;
custodian::unlock_balance(&mut pool.base_custodian, maker_order.owner, maker_order.quantity);
let canceled_order_event = AllOrdersCanceledComponent<BaseAsset, QuoteAsset> {
client_order_id: maker_order.client_order_id,
order_id: maker_order.order_id,
is_bid: maker_order.is_bid,
owner: maker_order.owner,
original_quantity: maker_order.original_quantity,
base_asset_quantity_canceled: maker_order.quantity,
price: maker_order.price
};
vector::push_back(&mut canceled_order_events, canceled_order_event);
} else {
let filled_base_quantity =
if (taker_base_quantity_remaining > maker_base_quantity) { maker_base_quantity }
else { taker_base_quantity_remaining };
// Note that if a user creates a pool that allows orders that are too small, this will fail since we cannot have a filled
// quote quantity of 0.
let filled_quote_quantity = clob_math::mul(filled_base_quantity, maker_order.price);
// if maker_rebate = 0 due to underflow, maker will not receive a rebate
let maker_rebate = clob_math::unsafe_mul(filled_quote_quantity, pool.maker_rebate_rate);
// if taker_commission = 0 due to underflow, round it up to 1
let (is_round_down, mut taker_commission) = clob_math::unsafe_mul_round(
filled_quote_quantity,
pool.taker_fee_rate
);
if (is_round_down) taker_commission = taker_commission + 1;
maker_base_quantity = maker_base_quantity - filled_base_quantity;
// maker in ask side, decrease maker's locked base asset, increase maker's available quote asset
taker_base_quantity_remaining = taker_base_quantity_remaining - filled_base_quantity;
let locked_base_balance = custodian::decrease_user_locked_balance<BaseAsset>(
&mut pool.base_custodian,
maker_order.owner,
filled_base_quantity
);
let mut taker_commission_balance = balance::split(
&mut quote_balance_left,
taker_commission,
);
custodian::increase_user_available_balance<QuoteAsset>(
&mut pool.quote_custodian,
maker_order.owner,
balance::split(
&mut taker_commission_balance,
maker_rebate,
),
);
balance::join(&mut pool.quote_asset_trading_fees, taker_commission_balance);
balance::join(&mut base_balance_filled, locked_base_balance);
custodian::increase_user_available_balance<QuoteAsset>(
&mut pool.quote_custodian,
maker_order.owner,
balance::split(
&mut quote_balance_left,
filled_quote_quantity,
),
);
emit_order_filled<BaseAsset, QuoteAsset>(
*object::uid_as_inner(&pool.id),
client_order_id,
account_owner(account_cap),
maker_order,
filled_base_quantity,
taker_commission,
maker_rebate
);
if(compute_metadata){
vector::push_back(
&mut matched_order_metadata,
matched_order_metadata(
*object::uid_as_inner(&pool.id),
account_owner(account_cap),
maker_order,
filled_base_quantity,
taker_commission,
maker_rebate
)
);
};
};
if (skip_order || maker_base_quantity == 0) {
// Remove the maker order.
let old_order_id = order_id;
let maybe_order_id = linked_table::next(&tick_level.open_orders, order_id);
if (!option::is_none(maybe_order_id)) {
order_id = *option::borrow(maybe_order_id);
};
let usr_open_order_ids = table::borrow_mut(&mut pool.usr_open_orders, maker_order.owner);
linked_table::remove(usr_open_order_ids, old_order_id);
linked_table::remove(&mut tick_level.open_orders, old_order_id);
} else {
// Update the maker order.
let maker_order_mut = linked_table::borrow_mut(
&mut tick_level.open_orders,
order_id);
maker_order_mut.quantity = maker_base_quantity;
};
if (taker_base_quantity_remaining == 0) {
break
};
};
if (linked_table::is_empty(&tick_level.open_orders)) {
(tick_price, _) = next_leaf(all_open_orders, tick_price);
destroy_empty_level(remove_leaf_by_index(all_open_orders, tick_index));
(_, tick_index) = find_leaf(all_open_orders, tick_price);
};
if (taker_base_quantity_remaining == 0) {
break
};
};
if (!vector::is_empty(&canceled_order_events)) {
event::emit(AllOrdersCanceled<BaseAsset, QuoteAsset> {
pool_id,
orders_canceled: canceled_order_events,
});
};
return (base_balance_filled, quote_balance_left, if(compute_metadata) option::some(matched_order_metadata) else option::none())
}
Function match_ask
fun match_ask<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, account_cap: &custodian_v2::AccountCap, client_order_id: u64, price_limit: u64, current_timestamp: u64, base_balance: balance::Balance<BaseAsset>, compute_metadata: bool): (balance::Balance<BaseAsset>, balance::Balance<QuoteAsset>, option::Option<vector<clob_v2::MatchedOrderMetadata<BaseAsset, QuoteAsset>>>)
Implementation
fun match_ask<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
account_cap: &AccountCap,
client_order_id: u64,
price_limit: u64,
current_timestamp: u64,
base_balance: Balance<BaseAsset>,
compute_metadata: bool,
): (Balance<BaseAsset>, Balance<QuoteAsset>, Option<vector<MatchedOrderMetadata<BaseAsset, QuoteAsset>>>) {
let pool_id = *object::uid_as_inner(&pool.id);
let mut base_balance_left = base_balance;
// Base balance received by taker, taking into account of taker commission.
let mut quote_balance_filled = balance::zero<QuoteAsset>();
let all_open_orders = &mut pool.bids;
let mut matched_order_metadata = vector::empty<MatchedOrderMetadata<BaseAsset, QuoteAsset>>();
if (critbit::is_empty(all_open_orders)) {
return (base_balance_left, quote_balance_filled, option::none())
};
let (mut tick_price, mut tick_index) = max_leaf(all_open_orders);
let mut canceled_order_events = vector[];
while (!is_empty<TickLevel>(all_open_orders) && tick_price >= price_limit) {
let tick_level = borrow_mut_leaf_by_index(all_open_orders, tick_index);
let mut order_id = *option::borrow(linked_table::front(&tick_level.open_orders));
while (!linked_table::is_empty(&tick_level.open_orders)) {
let maker_order = linked_table::borrow(&tick_level.open_orders, order_id);
let mut maker_base_quantity = maker_order.quantity;
let mut skip_order = false;
if (maker_order.expire_timestamp <= current_timestamp || account_owner(account_cap) == maker_order.owner) {
skip_order = true;
let maker_quote_quantity = clob_math::mul(maker_order.quantity, maker_order.price);
custodian::unlock_balance(&mut pool.quote_custodian, maker_order.owner, maker_quote_quantity);
let canceled_order_event = AllOrdersCanceledComponent<BaseAsset, QuoteAsset> {
client_order_id: maker_order.client_order_id,
order_id: maker_order.order_id,
is_bid: maker_order.is_bid,
owner: maker_order.owner,
original_quantity: maker_order.original_quantity,
base_asset_quantity_canceled: maker_order.quantity,
price: maker_order.price
};
vector::push_back(&mut canceled_order_events, canceled_order_event);
} else {
let taker_base_quantity_remaining = balance::value(&base_balance_left);
let filled_base_quantity =
if (taker_base_quantity_remaining >= maker_base_quantity) { maker_base_quantity }
else { taker_base_quantity_remaining };
// If a bit is rounded down, the pool will take this as a fee.
let (is_round_down, filled_quote_quantity) = clob_math::unsafe_mul_round(filled_base_quantity, maker_order.price);
if (is_round_down) {
let rounded_down_quantity = custodian::decrease_user_locked_balance<QuoteAsset>(
&mut pool.quote_custodian,
maker_order.owner,
1
);
balance::join(&mut pool.quote_asset_trading_fees, rounded_down_quantity);
};
// if maker_rebate = 0 due to underflow, maker will not receive a rebate
let maker_rebate = clob_math::unsafe_mul(filled_quote_quantity, pool.maker_rebate_rate);
// if taker_commission = 0 due to underflow, round it up to 1
let (is_round_down, mut taker_commission) = clob_math::unsafe_mul_round(
filled_quote_quantity,
pool.taker_fee_rate
);
if (is_round_down) taker_commission = taker_commission + 1;
maker_base_quantity = maker_base_quantity - filled_base_quantity;
// maker in bid side, decrease maker's locked quote asset, increase maker's available base asset
let mut locked_quote_balance = custodian::decrease_user_locked_balance<QuoteAsset>(
&mut pool.quote_custodian,
maker_order.owner,
filled_quote_quantity
);
let mut taker_commission_balance = balance::split(
&mut locked_quote_balance,
taker_commission,
);
custodian::increase_user_available_balance<QuoteAsset>(
&mut pool.quote_custodian,
maker_order.owner,
balance::split(
&mut taker_commission_balance,
maker_rebate,
),
);
balance::join(&mut pool.quote_asset_trading_fees, taker_commission_balance);
balance::join(&mut quote_balance_filled, locked_quote_balance);
custodian::increase_user_available_balance<BaseAsset>(
&mut pool.base_custodian,
maker_order.owner,
balance::split(
&mut base_balance_left,
filled_base_quantity,
),
);
emit_order_filled<BaseAsset, QuoteAsset>(
*object::uid_as_inner(&pool.id),
client_order_id,
account_owner(account_cap),
maker_order,
filled_base_quantity,
taker_commission,
maker_rebate
);
if(compute_metadata) {
vector::push_back(
&mut matched_order_metadata,
matched_order_metadata(
*object::uid_as_inner(&pool.id),
account_owner(account_cap),
maker_order,
filled_base_quantity,
taker_commission,
maker_rebate
)
);
}
};
if (skip_order || maker_base_quantity == 0) {
// Remove the maker order.
let old_order_id = order_id;
let maybe_order_id = linked_table::next(&tick_level.open_orders, order_id);
if (!option::is_none(maybe_order_id)) {
order_id = *option::borrow(maybe_order_id);
};
let usr_open_order_ids = table::borrow_mut(&mut pool.usr_open_orders, maker_order.owner);
linked_table::remove(usr_open_order_ids, old_order_id);
linked_table::remove(&mut tick_level.open_orders, old_order_id);
} else {
// Update the maker order.
let maker_order_mut = linked_table::borrow_mut(
&mut tick_level.open_orders,
order_id);
maker_order_mut.quantity = maker_base_quantity;
};
if (balance::value(&base_balance_left) == 0) {
break
};
};
if (linked_table::is_empty(&tick_level.open_orders)) {
(tick_price, _) = previous_leaf(all_open_orders, tick_price);
destroy_empty_level(remove_leaf_by_index(all_open_orders, tick_index));
(_, tick_index) = find_leaf(all_open_orders, tick_price);
};
if (balance::value(&base_balance_left) == 0) {
break
};
};
if (!vector::is_empty(&canceled_order_events)) {
event::emit(AllOrdersCanceled<BaseAsset, QuoteAsset> {
pool_id,
orders_canceled: canceled_order_events,
});
};
return (base_balance_left, quote_balance_filled, if(compute_metadata) option::some(matched_order_metadata) else option::none())
}
Function place_market_order
Place a market order to the order book.
public fun place_market_order<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, account_cap: &custodian_v2::AccountCap, client_order_id: u64, quantity: u64, is_bid: bool, base_coin: coin::Coin<BaseAsset>, quote_coin: coin::Coin<QuoteAsset>, clock: &clock::Clock, ctx: &mut tx_context::TxContext): (coin::Coin<BaseAsset>, coin::Coin<QuoteAsset>)
Implementation
public fun place_market_order<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
account_cap: &AccountCap,
client_order_id: u64,
quantity: u64,
is_bid: bool,
base_coin: Coin<BaseAsset>,
quote_coin: Coin<QuoteAsset>,
clock: &Clock,
ctx: &mut TxContext,
): (Coin<BaseAsset>, Coin<QuoteAsset>) {
let (base_coin, quote_coin, _metadata) = place_market_order_int(
pool,
account_cap,
client_order_id,
quantity,
is_bid,
base_coin,
quote_coin,
clock,
false, // don't return metadata
ctx
);
(base_coin, quote_coin)
}
Function place_market_order_with_metadata
public fun place_market_order_with_metadata<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, account_cap: &custodian_v2::AccountCap, client_order_id: u64, quantity: u64, is_bid: bool, base_coin: coin::Coin<BaseAsset>, quote_coin: coin::Coin<QuoteAsset>, clock: &clock::Clock, ctx: &mut tx_context::TxContext): (coin::Coin<BaseAsset>, coin::Coin<QuoteAsset>, vector<clob_v2::MatchedOrderMetadata<BaseAsset, QuoteAsset>>)
Implementation
public fun place_market_order_with_metadata<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
account_cap: &AccountCap,
client_order_id: u64,
quantity: u64,
is_bid: bool,
base_coin: Coin<BaseAsset>,
quote_coin: Coin<QuoteAsset>,
clock: &Clock,
ctx: &mut TxContext,
): (Coin<BaseAsset>, Coin<QuoteAsset>, vector<MatchedOrderMetadata<BaseAsset, QuoteAsset>>) {
let (base_coin, quote_coin, mut metadata) = place_market_order_int(
pool,
account_cap,
client_order_id,
quantity,
is_bid,
base_coin,
quote_coin,
clock,
true, // return metadata
ctx
);
(base_coin, quote_coin, option::extract(&mut metadata))
}
Function place_market_order_int
Place a market order to the order book.
fun place_market_order_int<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, account_cap: &custodian_v2::AccountCap, client_order_id: u64, quantity: u64, is_bid: bool, base_coin: coin::Coin<BaseAsset>, quote_coin: coin::Coin<QuoteAsset>, clock: &clock::Clock, compute_metadata: bool, ctx: &mut tx_context::TxContext): (coin::Coin<BaseAsset>, coin::Coin<QuoteAsset>, option::Option<vector<clob_v2::MatchedOrderMetadata<BaseAsset, QuoteAsset>>>)
Implementation
fun place_market_order_int<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
account_cap: &AccountCap,
client_order_id: u64,
quantity: u64,
is_bid: bool,
mut base_coin: Coin<BaseAsset>,
mut quote_coin: Coin<QuoteAsset>,
clock: &Clock,
compute_metadata: bool,
ctx: &mut TxContext,
): (Coin<BaseAsset>, Coin<QuoteAsset>, Option<vector<MatchedOrderMetadata<BaseAsset, QuoteAsset>>>) {
// If market bid order, match against the open ask orders. Otherwise, match against the open bid orders.
// Take market bid order for example.
// We first retrieve the PriceLevel with the lowest price by calling min_leaf on the asks Critbit Tree.
// We then match the market order by iterating through open orders on that price level in ascending order of the order id.
// Open orders that are being filled are removed from the order book.
// We stop the iteration untill all quantities are filled.
// If the total quantity of open orders at the lowest price level is not large enough to fully fill the market order,
// we move on to the next price level by calling next_leaf on the asks Critbit Tree and repeat the same procedure.
// Continue iterating over the price levels in ascending order until the market order is completely filled.
// If ther market order cannot be completely filled even after consuming all the open ask orders,
// the unfilled quantity will be cancelled.
// Market ask order follows similar procedure.
// The difference is that market ask order is matched against the open bid orders.
// We start with the bid PriceLevel with the highest price by calling max_leaf on the bids Critbit Tree.
// The inner loop for iterating over the open orders in ascending orders of order id is the same as above.
// Then iterate over the price levels in descending order until the market order is completely filled.
assert!(quantity % pool.lot_size == 0, EInvalidQuantity);
assert!(quantity != 0, EInvalidQuantity);
let metadata;
if (is_bid) {
let (base_balance_filled, quote_balance_left, matched_order_metadata) = match_bid(
pool,
account_cap,
client_order_id,
quantity,
MAX_PRICE,
clock::timestamp_ms(clock),
coin::into_balance(quote_coin),
compute_metadata
);
join(
&mut base_coin,
coin::from_balance(base_balance_filled, ctx),
);
quote_coin = coin::from_balance(quote_balance_left, ctx);
metadata = matched_order_metadata;
} else {
assert!(quantity <= coin::value(&base_coin), EInsufficientBaseCoin);
let base_coin_to_sell = coin::split(&mut base_coin, quantity, ctx);
let (base_balance_left, quote_balance_filled, matched_order_metadata) = match_ask(
pool,
account_cap,
client_order_id,
MIN_PRICE,
clock::timestamp_ms(clock),
coin::into_balance(base_coin_to_sell),
compute_metadata
);
join(
&mut base_coin,
coin::from_balance(base_balance_left, ctx));
join(
&mut quote_coin,
coin::from_balance(quote_balance_filled, ctx),
);
metadata = matched_order_metadata;
};
(base_coin, quote_coin, metadata)
}
Function inject_limit_order
Injects a maker order to the order book. Returns the order id.
fun inject_limit_order<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, client_order_id: u64, price: u64, original_quantity: u64, quantity: u64, is_bid: bool, self_matching_prevention: u8, expire_timestamp: u64, account_cap: &custodian_v2::AccountCap, ctx: &mut tx_context::TxContext): u64
Implementation
fun inject_limit_order<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
client_order_id: u64,
price: u64,
original_quantity: u64,
quantity: u64,
is_bid: bool,
self_matching_prevention: u8,
expire_timestamp: u64,
account_cap: &AccountCap,
ctx: &mut TxContext
): u64 {
let owner = account_owner(account_cap);
let order_id: u64;
let open_orders: &mut CritbitTree<TickLevel>;
if (is_bid) {
let quote_quantity = clob_math::mul(quantity, price);
custodian::lock_balance<QuoteAsset>(&mut pool.quote_custodian, account_cap, quote_quantity);
order_id = pool.next_bid_order_id;
pool.next_bid_order_id = pool.next_bid_order_id + 1;
open_orders = &mut pool.bids;
} else {
custodian::lock_balance<BaseAsset>(&mut pool.base_custodian, account_cap, quantity);
order_id = pool.next_ask_order_id;
pool.next_ask_order_id = pool.next_ask_order_id + 1;
open_orders = &mut pool.asks;
};
let order = Order {
order_id,
client_order_id,
price,
original_quantity,
quantity,
is_bid,
owner,
expire_timestamp,
self_matching_prevention
};
let (tick_exists, mut tick_index) = find_leaf(open_orders, price);
if (!tick_exists) {
tick_index = insert_leaf(
open_orders,
price,
TickLevel {
price,
open_orders: linked_table::new(ctx),
});
};
let tick_level = borrow_mut_leaf_by_index(open_orders, tick_index);
linked_table::push_back(&mut tick_level.open_orders, order_id, order);
event::emit(OrderPlaced<BaseAsset, QuoteAsset> {
pool_id: *object::uid_as_inner(&pool.id),
order_id,
client_order_id,
is_bid,
owner,
original_quantity,
base_asset_quantity_placed: quantity,
price,
expire_timestamp
});
if (!contains(&pool.usr_open_orders, owner)) {
add(&mut pool.usr_open_orders, owner, linked_table::new(ctx));
};
linked_table::push_back(borrow_mut(&mut pool.usr_open_orders, owner), order_id, price);
return order_id
}
Function place_limit_order
Place a limit order to the order book. Returns (base quantity filled, quote quantity filled, whether a maker order is being placed, order id of the maker order). When the limit order is not successfully placed, we return false to indicate that and also returns a meaningless order_id 0. When the limit order is successfully placed, we return true to indicate that and also the corresponding order_id. So please check that boolean value first before using the order id.
public fun place_limit_order<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, client_order_id: u64, price: u64, quantity: u64, self_matching_prevention: u8, is_bid: bool, expire_timestamp: u64, restriction: u8, clock: &clock::Clock, account_cap: &custodian_v2::AccountCap, ctx: &mut tx_context::TxContext): (u64, u64, bool, u64)
Implementation
public fun place_limit_order<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
client_order_id: u64,
price: u64,
quantity: u64,
self_matching_prevention: u8,
is_bid: bool,
expire_timestamp: u64, // Expiration timestamp in ms in absolute value inclusive.
restriction: u8,
clock: &Clock,
account_cap: &AccountCap,
ctx: &mut TxContext
): (u64, u64, bool, u64) {
let (base_quantity_filled, quote_quantity_filled, is_success, order_id, _meta_data) = place_limit_order_int(
pool,
client_order_id,
price,
quantity,
self_matching_prevention,
is_bid,
expire_timestamp, // Expiration timestamp in ms in absolute value inclusive.
restriction,
clock,
account_cap,
false, // don't compute metadata
ctx
);
(base_quantity_filled, quote_quantity_filled, is_success, order_id)
}
Function place_limit_order_with_metadata
Place a limit order to the order book. Returns (base quantity filled, quote quantity filled, whether a maker order is being placed, order id of the maker order). When the limit order is not successfully placed, we return false to indicate that and also returns a meaningless order_id 0. When the limit order is successfully placed, we return true to indicate that and also the corresponding order_id. So please check that boolean value first before using the order id.
public fun place_limit_order_with_metadata<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, client_order_id: u64, price: u64, quantity: u64, self_matching_prevention: u8, is_bid: bool, expire_timestamp: u64, restriction: u8, clock: &clock::Clock, account_cap: &custodian_v2::AccountCap, ctx: &mut tx_context::TxContext): (u64, u64, bool, u64, vector<clob_v2::MatchedOrderMetadata<BaseAsset, QuoteAsset>>)
Implementation
public fun place_limit_order_with_metadata<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
client_order_id: u64,
price: u64,
quantity: u64,
self_matching_prevention: u8,
is_bid: bool,
expire_timestamp: u64, // Expiration timestamp in ms in absolute value inclusive.
restriction: u8,
clock: &Clock,
account_cap: &AccountCap,
ctx: &mut TxContext
): (u64, u64, bool, u64, vector<MatchedOrderMetadata<BaseAsset, QuoteAsset>>) {
let (base_quantity_filled, quote_quantity_filled, is_success, order_id, mut meta_data) = place_limit_order_int(
pool,
client_order_id,
price,
quantity,
self_matching_prevention,
is_bid,
expire_timestamp, // Expiration timestamp in ms in absolute value inclusive.
restriction,
clock,
account_cap,
true, // return metadata
ctx
);
(base_quantity_filled, quote_quantity_filled, is_success, order_id, option::extract(&mut meta_data))
}
Function place_limit_order_int
fun place_limit_order_int<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, client_order_id: u64, price: u64, quantity: u64, self_matching_prevention: u8, is_bid: bool, expire_timestamp: u64, restriction: u8, clock: &clock::Clock, account_cap: &custodian_v2::AccountCap, compute_metadata: bool, ctx: &mut tx_context::TxContext): (u64, u64, bool, u64, option::Option<vector<clob_v2::MatchedOrderMetadata<BaseAsset, QuoteAsset>>>)
Implementation
fun place_limit_order_int<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
client_order_id: u64,
price: u64,
quantity: u64,
self_matching_prevention: u8,
is_bid: bool,
expire_timestamp: u64, // Expiration timestamp in ms in absolute value inclusive.
restriction: u8,
clock: &Clock,
account_cap: &AccountCap,
compute_metadata: bool,
ctx: &mut TxContext
): (u64, u64, bool, u64, Option<vector<MatchedOrderMetadata<BaseAsset, QuoteAsset>>>) {
// If limit bid order, check whether the price is lower than the lowest ask order by checking the min_leaf of asks Critbit Tree.
// If so, assign the sequence id of the order to be next_bid_order_id and increment next_bid_order_id by 1.
// Inject the new order to the bids Critbit Tree according to the price and order id.
// Otherwise, find the price level from the asks Critbit Tree that is no greater than the input price.
// Match the bid order against the asks Critbit Tree in the same way as a market order but up until the price level found in the previous step.
// If the bid order is not completely filled, inject the remaining quantity to the bids Critbit Tree according to the input price and order id.
// If limit ask order, vice versa.
assert!(self_matching_prevention == CANCEL_OLDEST, EInvalidSelfMatchingPreventionArg);
assert!(quantity > 0, EInvalidQuantity);
assert!(price > 0, EInvalidPrice);
assert!(price % pool.tick_size == 0, EInvalidPrice);
assert!(quantity % pool.lot_size == 0, EInvalidQuantity);
assert!(expire_timestamp > clock::timestamp_ms(clock), EInvalidExpireTimestamp);
let owner = account_owner(account_cap);
let original_quantity = quantity;
let base_quantity_filled;
let quote_quantity_filled;
let meta_data = if (is_bid) {
let quote_quantity_original = custodian::account_available_balance<QuoteAsset>(
&pool.quote_custodian,
owner
);
let quote_balance = custodian::decrease_user_available_balance<QuoteAsset>(
&mut pool.quote_custodian,
account_cap,
quote_quantity_original,
);
let (base_balance_filled, quote_balance_left, matched_order_metadata) = match_bid(
pool,
account_cap,
client_order_id,
quantity,
price,
clock::timestamp_ms(clock),
quote_balance,
compute_metadata
);
base_quantity_filled = balance::value(&base_balance_filled);
quote_quantity_filled = quote_quantity_original - balance::value("e_balance_left);
custodian::increase_user_available_balance<BaseAsset>(
&mut pool.base_custodian,
owner,
base_balance_filled,
);
custodian::increase_user_available_balance<QuoteAsset>(
&mut pool.quote_custodian,
owner,
quote_balance_left,
);
matched_order_metadata
} else {
let base_balance = custodian::decrease_user_available_balance<BaseAsset>(
&mut pool.base_custodian,
account_cap,
quantity,
);
let (base_balance_left, quote_balance_filled, matched_order_metadata) = match_ask(
pool,
account_cap,
client_order_id,
price,
clock::timestamp_ms(clock),
base_balance,
compute_metadata
);
base_quantity_filled = quantity - balance::value(&base_balance_left);
quote_quantity_filled = balance::value("e_balance_filled);
custodian::increase_user_available_balance<BaseAsset>(
&mut pool.base_custodian,
owner,
base_balance_left,
);
custodian::increase_user_available_balance<QuoteAsset>(
&mut pool.quote_custodian,
owner,
quote_balance_filled,
);
matched_order_metadata
};
let order_id;
if (restriction == IMMEDIATE_OR_CANCEL) {
return (base_quantity_filled, quote_quantity_filled, false, 0, meta_data)
};
if (restriction == FILL_OR_KILL) {
assert!(base_quantity_filled == quantity, EOrderCannotBeFullyFilled);
return (base_quantity_filled, quote_quantity_filled, false, 0, meta_data)
};
if (restriction == POST_OR_ABORT) {
assert!(base_quantity_filled == 0, EOrderCannotBeFullyPassive);
order_id = inject_limit_order(
pool,
client_order_id,
price,
original_quantity,
quantity,
is_bid,
self_matching_prevention,
expire_timestamp,
account_cap,
ctx
);
return (base_quantity_filled, quote_quantity_filled, true, order_id, meta_data)
} else {
assert!(restriction == NO_RESTRICTION, EInvalidRestriction);
if (quantity > base_quantity_filled) {
order_id = inject_limit_order(
pool,
client_order_id,
price,
original_quantity,
quantity - base_quantity_filled,
is_bid,
self_matching_prevention,
expire_timestamp,
account_cap,
ctx
);
return (base_quantity_filled, quote_quantity_filled, true, order_id, meta_data)
};
return (base_quantity_filled, quote_quantity_filled, false, 0, meta_data)
}
}
Function order_is_bid
fun order_is_bid(order_id: u64): bool
Implementation
fun order_is_bid(order_id: u64): bool {
return order_id < MIN_ASK_ORDER_ID
}
Function emit_order_canceled
fun emit_order_canceled<BaseAsset, QuoteAsset>(pool_id: object::ID, order: &clob_v2::Order)
Implementation
fun emit_order_canceled<BaseAsset, QuoteAsset>(
pool_id: ID,
order: &Order
) {
event::emit(OrderCanceled<BaseAsset, QuoteAsset> {
pool_id,
client_order_id: order.client_order_id,
order_id: order.order_id,
is_bid: order.is_bid,
owner: order.owner,
original_quantity: order.original_quantity,
base_asset_quantity_canceled: order.quantity,
price: order.price
})
}
Function emit_order_filled
fun emit_order_filled<BaseAsset, QuoteAsset>(pool_id: object::ID, taker_client_id: u64, taker_address: address, order: &clob_v2::Order, base_asset_quantity_filled: u64, taker_commission: u64, maker_rebates: u64)
Implementation
fun emit_order_filled<BaseAsset, QuoteAsset>(
pool_id: ID,
taker_client_id: u64,
taker_address: address,
order: &Order,
base_asset_quantity_filled: u64,
taker_commission: u64,
maker_rebates: u64
) {
event::emit(OrderFilled<BaseAsset, QuoteAsset> {
pool_id,
order_id: order.order_id,
taker_client_order_id: taker_client_id,
taker_address,
maker_client_order_id: order.client_order_id,
is_bid: order.is_bid,
maker_address: order.owner,
original_quantity: order.original_quantity,
base_asset_quantity_filled,
// order.quantity = base_asset_quantity_filled + base_asset_quantity_remaining
// This guarantees that the subtraction will not underflow
base_asset_quantity_remaining: order.quantity - base_asset_quantity_filled,
price: order.price,
taker_commission,
maker_rebates
})
}
Function cancel_order
Cancel and opening order. Abort if order_id is invalid or if the order is not submitted by the transaction sender.
public fun cancel_order<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, order_id: u64, account_cap: &custodian_v2::AccountCap)
Implementation
public fun cancel_order<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
order_id: u64,
account_cap: &AccountCap
) {
// First check the highest bit of the order id to see whether it's bid or ask.
// Then retrieve the price using the order id.
// Using the price to retrieve the corresponding PriceLevel from the bids / asks Critbit Tree.
// Retrieve and remove the order from open orders of the PriceLevel.
let owner = account_owner(account_cap);
assert!(contains(&pool.usr_open_orders, owner), EInvalidUser);
let usr_open_orders = borrow_mut(&mut pool.usr_open_orders, owner);
assert!(linked_table::contains(usr_open_orders, order_id), EInvalidOrderId);
let tick_price = *linked_table::borrow(usr_open_orders, order_id);
let is_bid = order_is_bid(order_id);
let (tick_exists, tick_index) = find_leaf(
if (is_bid) { &pool.bids } else { &pool.asks },
tick_price);
assert!(tick_exists, EInvalidOrderId);
let order = remove_order(
if (is_bid) { &mut pool.bids } else { &mut pool.asks },
usr_open_orders,
tick_index,
order_id,
owner
);
if (is_bid) {
let (_, balance_locked) = clob_math::unsafe_mul_round(order.quantity, order.price);
custodian::unlock_balance(&mut pool.quote_custodian, owner, balance_locked);
} else {
custodian::unlock_balance(&mut pool.base_custodian, owner, order.quantity);
};
emit_order_canceled<BaseAsset, QuoteAsset>(*object::uid_as_inner(&pool.id), &order);
}
Function remove_order
fun remove_order(open_orders: &mut critbit::CritbitTree<clob_v2::TickLevel>, usr_open_orders: &mut linked_table::LinkedTable<u64, u64>, tick_index: u64, order_id: u64, owner: address): clob_v2::Order
Implementation
fun remove_order(
open_orders: &mut CritbitTree<TickLevel>,
usr_open_orders: &mut LinkedTable<u64, u64>,
tick_index: u64,
order_id: u64,
owner: address,
): Order {
linked_table::remove(usr_open_orders, order_id);
let tick_level = borrow_leaf_by_index(open_orders, tick_index);
assert!(linked_table::contains(&tick_level.open_orders, order_id), EInvalidOrderId);
let mut_tick_level = borrow_mut_leaf_by_index(open_orders, tick_index);
let order = linked_table::remove(&mut mut_tick_level.open_orders, order_id);
assert!(order.owner == owner, EUnauthorizedCancel);
if (linked_table::is_empty(&mut_tick_level.open_orders)) {
destroy_empty_level(remove_leaf_by_index(open_orders, tick_index));
};
order
}
Function cancel_all_orders
public fun cancel_all_orders<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, account_cap: &custodian_v2::AccountCap)
Implementation
public fun cancel_all_orders<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
account_cap: &AccountCap
) {
let pool_id = *object::uid_as_inner(&pool.id);
let owner = account_owner(account_cap);
assert!(contains(&pool.usr_open_orders, owner), EInvalidUser);
let usr_open_order_ids = table::borrow_mut(&mut pool.usr_open_orders, owner);
let mut canceled_order_events = vector[];
while (!linked_table::is_empty(usr_open_order_ids)) {
let order_id = *option::borrow(linked_table::back(usr_open_order_ids));
let order_price = *linked_table::borrow(usr_open_order_ids, order_id);
let is_bid = order_is_bid(order_id);
let open_orders =
if (is_bid) { &mut pool.bids }
else { &mut pool.asks };
let (_, tick_index) = critbit::find_leaf(open_orders, order_price);
let order = remove_order(
open_orders,
usr_open_order_ids,
tick_index,
order_id,
owner
);
if (is_bid) {
let (_, balance_locked) = clob_math::unsafe_mul_round(order.quantity, order.price);
custodian::unlock_balance(&mut pool.quote_custodian, owner, balance_locked);
} else {
custodian::unlock_balance(&mut pool.base_custodian, owner, order.quantity);
};
let canceled_order_event = AllOrdersCanceledComponent<BaseAsset, QuoteAsset> {
client_order_id: order.client_order_id,
order_id: order.order_id,
is_bid: order.is_bid,
owner: order.owner,
original_quantity: order.original_quantity,
base_asset_quantity_canceled: order.quantity,
price: order.price
};
vector::push_back(&mut canceled_order_events, canceled_order_event);
};
if (!vector::is_empty(&canceled_order_events)) {
event::emit(AllOrdersCanceled<BaseAsset, QuoteAsset> {
pool_id,
orders_canceled: canceled_order_events,
});
};
}
Function batch_cancel_order
Batch cancel limit orders to save gas cost. Abort if any of the order_ids are not submitted by the sender. Skip any order_id that is invalid. Note that this function can reduce gas cost even further if caller has multiple orders at the same price level, and if orders with the same price are grouped together in the vector. For example, if we have the following order_id to price mapping, {0: 100., 1: 200., 2: 100., 3: 200.}. Grouping order_ids like [0, 2, 1, 3] would make it the most gas efficient.
public fun batch_cancel_order<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, order_ids: vector<u64>, account_cap: &custodian_v2::AccountCap)
Implementation
public fun batch_cancel_order<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
order_ids: vector<u64>,
account_cap: &AccountCap
) {
let pool_id = *object::uid_as_inner(&pool.id);
// First group the order ids according to price level,
// so that we don't have to retrieve the PriceLevel multiple times if there are orders at the same price level.
// Iterate over each price level, retrieve the corresponding PriceLevel.
// Iterate over the order ids that need to be canceled at that price level,
// retrieve and remove the order from open orders of the PriceLevel.
let owner = account_owner(account_cap);
assert!(contains(&pool.usr_open_orders, owner), 0);
let mut tick_index: u64 = 0;
let mut tick_price: u64 = 0;
let n_order = vector::length(&order_ids);
let mut i_order = 0;
let usr_open_orders = borrow_mut(&mut pool.usr_open_orders, owner);
let mut canceled_order_events = vector[];
while (i_order < n_order) {
let order_id = *vector::borrow(&order_ids, i_order);
assert!(linked_table::contains(usr_open_orders, order_id), EInvalidOrderId);
let new_tick_price = *linked_table::borrow(usr_open_orders, order_id);
let is_bid = order_is_bid(order_id);
if (new_tick_price != tick_price) {
tick_price = new_tick_price;
let (tick_exists, new_tick_index) = find_leaf(
if (is_bid) { &pool.bids } else { &pool.asks },
tick_price
);
assert!(tick_exists, EInvalidTickPrice);
tick_index = new_tick_index;
};
let order = remove_order(
if (is_bid) { &mut pool.bids } else { &mut pool.asks },
usr_open_orders,
tick_index,
order_id,
owner
);
if (is_bid) {
let (_is_round_down, balance_locked) = clob_math::unsafe_mul_round(order.quantity, order.price);
custodian::unlock_balance(&mut pool.quote_custodian, owner, balance_locked);
} else {
custodian::unlock_balance(&mut pool.base_custodian, owner, order.quantity);
};
let canceled_order_event = AllOrdersCanceledComponent<BaseAsset, QuoteAsset> {
client_order_id: order.client_order_id,
order_id: order.order_id,
is_bid: order.is_bid,
owner: order.owner,
original_quantity: order.original_quantity,
base_asset_quantity_canceled: order.quantity,
price: order.price
};
vector::push_back(&mut canceled_order_events, canceled_order_event);
i_order = i_order + 1;
};
if (!vector::is_empty(&canceled_order_events)) {
event::emit(AllOrdersCanceled<BaseAsset, QuoteAsset> {
pool_id,
orders_canceled: canceled_order_events,
});
};
}
Function clean_up_expired_orders
Clean up expired orders Note that this function can reduce gas cost if orders with the same price are grouped together in the vector because we would not need the computation to find the tick_index. For example, if we have the following order_id to price mapping, {0: 100., 1: 200., 2: 100., 3: 200.}. Grouping order_ids like [0, 2, 1, 3] would make it the most gas efficient. Order owners should be the owner addresses from the account capacities which placed the orders, and they should correspond to the order IDs one by one.
public fun clean_up_expired_orders<BaseAsset, QuoteAsset>(pool: &mut clob_v2::Pool<BaseAsset, QuoteAsset>, clock: &clock::Clock, order_ids: vector<u64>, order_owners: vector<address>)
Implementation
public fun clean_up_expired_orders<BaseAsset, QuoteAsset>(
pool: &mut Pool<BaseAsset, QuoteAsset>,
clock: &Clock,
order_ids: vector<u64>,
order_owners: vector<address>
) {
let pool_id = *object::uid_as_inner(&pool.id);
let now = clock::timestamp_ms(clock);
let n_order = vector::length(&order_ids);
assert!(n_order == vector::length(&order_owners), ENotEqual);
let mut i_order = 0;
let mut tick_index: u64 = 0;
let mut tick_price: u64 = 0;
let mut canceled_order_events = vector[];
while (i_order < n_order) {
let order_id = *vector::borrow(&order_ids, i_order);
let owner = *vector::borrow(&order_owners, i_order);
if (!table::contains(&pool.usr_open_orders, owner)) { continue };
let usr_open_orders = borrow_mut(&mut pool.usr_open_orders, owner);
if (!linked_table::contains(usr_open_orders, order_id)) { continue };
let new_tick_price = *linked_table::borrow(usr_open_orders, order_id);
let is_bid = order_is_bid(order_id);
let open_orders = if (is_bid) { &mut pool.bids } else { &mut pool.asks };
if (new_tick_price != tick_price) {
tick_price = new_tick_price;
let (tick_exists, new_tick_index) = find_leaf(
open_orders,
tick_price
);
assert!(tick_exists, EInvalidTickPrice);
tick_index = new_tick_index;
};
let order = remove_order(open_orders, usr_open_orders, tick_index, order_id, owner);
assert!(order.expire_timestamp < now, EInvalidExpireTimestamp);
if (is_bid) {
let (_is_round_down, balance_locked) = clob_math::unsafe_mul_round(order.quantity, order.price);
custodian::unlock_balance(&mut pool.quote_custodian, owner, balance_locked);
} else {
custodian::unlock_balance(&mut pool.base_custodian, owner, order.quantity);
};
let canceled_order_event = AllOrdersCanceledComponent<BaseAsset, QuoteAsset> {
client_order_id: order.client_order_id,
order_id: order.order_id,
is_bid: order.is_bid,
owner: order.owner,
original_quantity: order.original_quantity,
base_asset_quantity_canceled: order.quantity,
price: order.price
};
vector::push_back(&mut canceled_order_events, canceled_order_event);
i_order = i_order + 1;
};
if (!vector::is_empty(&canceled_order_events)) {
event::emit(AllOrdersCanceled<BaseAsset, QuoteAsset> {
pool_id,
orders_canceled: canceled_order_events,
});
};
}
Function list_open_orders
public fun list_open_orders<BaseAsset, QuoteAsset>(pool: &clob_v2::Pool<BaseAsset, QuoteAsset>, account_cap: &custodian_v2::AccountCap): vector<clob_v2::Order>
Implementation
public fun list_open_orders<BaseAsset, QuoteAsset>(
pool: &Pool<BaseAsset, QuoteAsset>,
account_cap: &AccountCap
): vector<Order> {
let owner = account_owner(account_cap);
let mut open_orders = vector::empty<Order>();
if (!usr_open_orders_exist(pool, owner)) {
return open_orders
};
let usr_open_order_ids = table::borrow(&pool.usr_open_orders, owner);
let mut order_id = linked_table::front(usr_open_order_ids);
while (!option::is_none(order_id)) {
let order_price = *linked_table::borrow(usr_open_order_ids, *option::borrow(order_id));
let tick_level =
if (order_is_bid(*option::borrow(order_id))) borrow_leaf_by_key(&pool.bids, order_price)
else borrow_leaf_by_key(&pool.asks, order_price);
let order = linked_table::borrow(&tick_level.open_orders, *option::borrow(order_id));
vector::push_back(&mut open_orders, Order {
order_id: order.order_id,
client_order_id: order.client_order_id,
price: order.price,
original_quantity: order.original_quantity,
quantity: order.quantity,
is_bid: order.is_bid,
owner: order.owner,
expire_timestamp: order.expire_timestamp,
self_matching_prevention: order.self_matching_prevention
});
order_id = linked_table::next(usr_open_order_ids, *option::borrow(order_id));
};
open_orders
}
Function account_balance
query user balance inside custodian
public fun account_balance<BaseAsset, QuoteAsset>(pool: &clob_v2::Pool<BaseAsset, QuoteAsset>, account_cap: &custodian_v2::AccountCap): (u64, u64, u64, u64)
Implementation
public fun account_balance<BaseAsset, QuoteAsset>(
pool: &Pool<BaseAsset, QuoteAsset>,
account_cap: &AccountCap
): (u64, u64, u64, u64) {
let owner = account_owner(account_cap);
let (base_avail, base_locked) = custodian::account_balance(&pool.base_custodian, owner);
let (quote_avail, quote_locked) = custodian::account_balance(&pool.quote_custodian, owner);
(base_avail, base_locked, quote_avail, quote_locked)
}
Function get_market_price
Query the market price of order book returns (best_bid_price, best_ask_price) if there exists bid/ask order in the order book, otherwise returns None
public fun get_market_price<BaseAsset, QuoteAsset>(pool: &clob_v2::Pool<BaseAsset, QuoteAsset>): (option::Option<u64>, option::Option<u64>)
Implementation
public fun get_market_price<BaseAsset, QuoteAsset>(
pool: &Pool<BaseAsset, QuoteAsset>
): (Option<u64>, Option<u64>){
let bid_price = if (!critbit::is_empty(&pool.bids)) {
let (result, _) = critbit::max_leaf(&pool.bids);
option::some<u64>(result)
} else {
option::none<u64>()
};
let ask_price = if (!critbit::is_empty(&pool.asks)) {
let (result, _) = critbit::min_leaf(&pool.asks);
option::some<u64>(result)
} else {
option::none<u64>()
};
return (bid_price, ask_price)
}
Function get_level2_book_status_bid_side
Enter a price range and return the level2 order depth of all valid prices within this price range in bid side returns two vectors of u64 The previous is a list of all valid prices The latter is the corresponding depth list
public fun get_level2_book_status_bid_side<BaseAsset, QuoteAsset>(pool: &clob_v2::Pool<BaseAsset, QuoteAsset>, price_low: u64, price_high: u64, clock: &clock::Clock): (vector<u64>, vector<u64>)
Implementation
public fun get_level2_book_status_bid_side<BaseAsset, QuoteAsset>(
pool: &Pool<BaseAsset, QuoteAsset>,
mut price_low: u64,
mut price_high: u64,
clock: &Clock
): (vector<u64>, vector<u64>) {
let mut price_vec = vector::empty<u64>();
let mut depth_vec = vector::empty<u64>();
if (critbit::is_empty(&pool.bids)) { return (price_vec, depth_vec) };
let (price_low_, _) = critbit::min_leaf(&pool.bids);
let (price_high_, _) = critbit::max_leaf(&pool.bids);
// If price_low is greater than the higest element in the tree, we return empty
if (price_low > price_high_) {
return (price_vec, depth_vec)
};
if (price_low < price_low_) price_low = price_low_;
if (price_high > price_high_) price_high = price_high_;
price_low = critbit::find_closest_key(&pool.bids, price_low);
price_high = critbit::find_closest_key(&pool.bids, price_high);
while (price_low <= price_high) {
let depth = get_level2_book_status(
&pool.bids,
price_low,
clock::timestamp_ms(clock)
);
if (depth != 0) {
vector::push_back(&mut price_vec, price_low);
vector::push_back(&mut depth_vec, depth);
};
let (next_price, _) = critbit::next_leaf(&pool.bids, price_low);
if (next_price == 0) { break }
else { price_low = next_price };
};
(price_vec, depth_vec)
}
Function get_level2_book_status_ask_side
Enter a price range and return the level2 order depth of all valid prices within this price range in ask side returns two vectors of u64 The previous is a list of all valid prices The latter is the corresponding depth list
public fun get_level2_book_status_ask_side<BaseAsset, QuoteAsset>(pool: &clob_v2::Pool<BaseAsset, QuoteAsset>, price_low: u64, price_high: u64, clock: &clock::Clock): (vector<u64>, vector<u64>)
Implementation
public fun get_level2_book_status_ask_side<BaseAsset, QuoteAsset>(
pool: &Pool<BaseAsset, QuoteAsset>,
mut price_low: u64,
mut price_high: u64,
clock: &Clock
): (vector<u64>, vector<u64>) {
let mut price_vec = vector::empty<u64>();
let mut depth_vec = vector::empty<u64>();
if (critbit::is_empty(&pool.asks)) { return (price_vec, depth_vec) };
let (price_low_, _) = critbit::min_leaf(&pool.asks);
// Price_high is less than the lowest leaf in the tree then we return an empty array
if (price_high < price_low_) {
return (price_vec, depth_vec)
};
if (price_low < price_low_) price_low = price_low_;
let (price_high_, _) = critbit::max_leaf(&pool.asks);
if (price_high > price_high_) price_high = price_high_;
price_low = critbit::find_closest_key(&pool.asks, price_low);
price_high = critbit::find_closest_key(&pool.asks, price_high);
while (price_low <= price_high) {
let depth = get_level2_book_status(
&pool.asks,
price_low,
clock::timestamp_ms(clock)
);
if (depth != 0) {
vector::push_back(&mut price_vec, price_low);
vector::push_back(&mut depth_vec, depth);
};
let (next_price, _) = critbit::next_leaf(&pool.asks, price_low);
if (next_price == 0) { break }
else { price_low = next_price };
};
(price_vec, depth_vec)
}
Function get_level2_book_status
internal func to retrive single depth of a tick price
fun get_level2_book_status(open_orders: &critbit::CritbitTree<clob_v2::TickLevel>, price: u64, time_stamp: u64): u64
Implementation
fun get_level2_book_status(
open_orders: &CritbitTree<TickLevel>,
price: u64,
time_stamp: u64
): u64 {
let tick_level = critbit::borrow_leaf_by_key(open_orders, price);
let tick_open_orders = &tick_level.open_orders;
let mut depth = 0;
let mut order_id = linked_table::front(tick_open_orders);
let mut order: &Order;
while (!option::is_none(order_id)) {
order = linked_table::borrow(tick_open_orders, *option::borrow(order_id));
if (order.expire_timestamp > time_stamp) depth = depth + order.quantity;
order_id = linked_table::next(tick_open_orders, *option::borrow(order_id));
};
depth
}
Function get_order_status
public fun get_order_status<BaseAsset, QuoteAsset>(pool: &clob_v2::Pool<BaseAsset, QuoteAsset>, order_id: u64, account_cap: &custodian_v2::AccountCap): &clob_v2::Order
Implementation
public fun get_order_status<BaseAsset, QuoteAsset>(
pool: &Pool<BaseAsset, QuoteAsset>,
order_id: u64,
account_cap: &AccountCap
): &Order {
let owner = account_owner(account_cap);
assert!(table::contains(&pool.usr_open_orders, owner), EInvalidUser);
let usr_open_order_ids = table::borrow(&pool.usr_open_orders, owner);
assert!(linked_table::contains(usr_open_order_ids, order_id), EInvalidOrderId);
let order_price = *linked_table::borrow(usr_open_order_ids, order_id);
let open_orders =
if (order_id < MIN_ASK_ORDER_ID) { &pool.bids }
else { &pool.asks };
let tick_level = critbit::borrow_leaf_by_key(open_orders, order_price);
let tick_open_orders = &tick_level.open_orders;
let order = linked_table::borrow(tick_open_orders, order_id);
order
}
Function matched_order_metadata
fun matched_order_metadata<BaseAsset, QuoteAsset>(pool_id: object::ID, taker_address: address, order: &clob_v2::Order, base_asset_quantity_filled: u64, taker_commission: u64, maker_rebates: u64): clob_v2::MatchedOrderMetadata<BaseAsset, QuoteAsset>
Implementation
fun matched_order_metadata<BaseAsset, QuoteAsset>(
pool_id: ID,
taker_address: address,
order: &Order,
base_asset_quantity_filled: u64,
taker_commission: u64,
maker_rebates: u64
): MatchedOrderMetadata<BaseAsset, QuoteAsset>{
MatchedOrderMetadata<BaseAsset, QuoteAsset> {
pool_id,
order_id: order.order_id,
is_bid: order.is_bid,
taker_address,
maker_address: order.owner,
base_asset_quantity_filled,
price: order.price,
taker_commission,
maker_rebates
}
}
Function matched_order_metadata_info
public fun matched_order_metadata_info<BaseAsset, QuoteAsset>(matched_order_metadata: &clob_v2::MatchedOrderMetadata<BaseAsset, QuoteAsset>): (object::ID, u64, bool, address, address, u64, u64, u64, u64)
Implementation
public fun matched_order_metadata_info<BaseAsset, QuoteAsset>(
matched_order_metadata: &MatchedOrderMetadata<BaseAsset, QuoteAsset>
) : ( ID, u64, bool, address, address, u64, u64, u64, u64) {
(
matched_order_metadata.pool_id,
matched_order_metadata.order_id,
matched_order_metadata.is_bid,
matched_order_metadata.taker_address,
matched_order_metadata.maker_address,
matched_order_metadata.base_asset_quantity_filled,
matched_order_metadata.price,
matched_order_metadata.taker_commission,
matched_order_metadata.maker_rebates
)
}
Function asks
public fun asks<BaseAsset, QuoteAsset>(pool: &clob_v2::Pool<BaseAsset, QuoteAsset>): &critbit::CritbitTree<clob_v2::TickLevel>
Implementation
Function bids
public fun bids<BaseAsset, QuoteAsset>(pool: &clob_v2::Pool<BaseAsset, QuoteAsset>): &critbit::CritbitTree<clob_v2::TickLevel>
Implementation
Function tick_size
public fun tick_size<BaseAsset, QuoteAsset>(pool: &clob_v2::Pool<BaseAsset, QuoteAsset>): u64
Implementation
Function maker_rebate_rate
public fun maker_rebate_rate<BaseAsset, QuoteAsset>(pool: &clob_v2::Pool<BaseAsset, QuoteAsset>): u64
Implementation
public fun maker_rebate_rate<BaseAsset, QuoteAsset>(pool: &Pool<BaseAsset, QuoteAsset>): u64 {
pool.maker_rebate_rate
}
Function taker_fee_rate
public fun taker_fee_rate<BaseAsset, QuoteAsset>(pool: &clob_v2::Pool<BaseAsset, QuoteAsset>): u64
Implementation
public fun taker_fee_rate<BaseAsset, QuoteAsset>(pool: &Pool<BaseAsset, QuoteAsset>): u64 {
pool.taker_fee_rate
}
Function pool_size
public fun pool_size<BaseAsset, QuoteAsset>(pool: &clob_v2::Pool<BaseAsset, QuoteAsset>): u64
Implementation
public fun pool_size<BaseAsset, QuoteAsset>(pool: &Pool<BaseAsset, QuoteAsset>): u64 {
critbit::size(&pool.asks) + critbit::size(&pool.bids)
}
Function open_orders
public fun open_orders(tick_level: &clob_v2::TickLevel): &linked_table::LinkedTable<u64, clob_v2::Order>
Implementation
public fun open_orders(tick_level: &TickLevel): &LinkedTable<u64, Order> {
&tick_level.open_orders
}
Function order_id
public fun order_id(order: &clob_v2::Order): u64
Function tick_level
public fun tick_level(order: &clob_v2::Order): u64
Implementation
public fun tick_level(order: &Order): u64 {
order.price
}
Function original_quantity
public fun original_quantity(order: &clob_v2::Order): u64
Implementation
public fun original_quantity(order: &Order): u64 {
order.original_quantity
}
Function quantity
public fun quantity(order: &clob_v2::Order): u64
Function is_bid
public fun is_bid(order: &clob_v2::Order): bool
Function owner
public fun owner(order: &clob_v2::Order): address
Function expire_timestamp
public fun expire_timestamp(order: &clob_v2::Order): u64
Implementation
public fun expire_timestamp(order: &Order): u64 {
order.expire_timestamp
}
Function quote_asset_trading_fees_value
public fun quote_asset_trading_fees_value<BaseAsset, QuoteAsset>(pool: &clob_v2::Pool<BaseAsset, QuoteAsset>): u64
Implementation
public fun quote_asset_trading_fees_value<BaseAsset, QuoteAsset>(pool: &Pool<BaseAsset, QuoteAsset>): u64 {
balance::value(&pool.quote_asset_trading_fees)
}
Function clone_order
public(friend) fun clone_order(order: &clob_v2::Order): clob_v2::Order
Implementation
public(package) fun clone_order(order: &Order): Order {
Order {
order_id: order.order_id,
client_order_id: order.client_order_id,
price: order.price,
original_quantity: order.original_quantity,
quantity: order.quantity,
is_bid: order.is_bid,
owner: order.owner,
expire_timestamp: order.expire_timestamp,
self_matching_prevention: order.self_matching_prevention
}
}