added extra optional parameter "bid_amount_money" to "order.put_market_stock" RPC.

Default value is true and has no change to behavior. If the value is false then the "amount" parameter of a market bid is treated as "stock" instead of "money"

Author: djpnewton

matchengine/me_market.c

@@ -751,7 +751,7 @@ static int execute_market_ask_order(bool real, market_t *m, order_t *taker)
     return 0;
 }
 
-static int execute_market_bid_order(bool real, market_t *m, order_t *taker)
+static int execute_market_bid_order(bool real, market_t *m, order_t *taker, bool bid_amount_money)
 {
     mpd_t *price    = mpd_new(&mpd_ctx);
     mpd_t *amount   = mpd_new(&mpd_ctx);
@@ -769,10 +769,33 @@ static int execute_market_bid_order(bool real, market_t *m, order_t *taker)
 
         order_t *maker = node->value;
         mpd_copy(price, maker->price, &mpd_ctx);
-        if (mpd_cmp(taker->left, maker->left, &mpd_ctx) < 0) {
-            mpd_copy(amount, taker->left, &mpd_ctx);
+
+        if (bid_amount_money) {
+            mpd_div(amount, taker->left, price, &mpd_ctx);
+            mpd_rescale(amount, amount, -m->stock_prec, &mpd_ctx);
+            while (true) {
+                mpd_mul(result, amount, price, &mpd_ctx);
+                if (mpd_cmp(result, taker->left, &mpd_ctx) > 0) {
+                    mpd_set_i32(result, -m->stock_prec, &mpd_ctx);
+                    mpd_pow(result, mpd_ten, result, &mpd_ctx);
+                    mpd_sub(amount, amount, result, &mpd_ctx);
+                } else {
+                    break;
+                }
+            }
+
+            if (mpd_cmp(amount, maker->left, &mpd_ctx) > 0) {
+                mpd_copy(amount, maker->left, &mpd_ctx);
+            }
+            if (mpd_cmp(amount, mpd_zero, &mpd_ctx) == 0) {
+                break;
+            }
         } else {
-            mpd_copy(amount, maker->left, &mpd_ctx);
+            if (mpd_cmp(taker->left, maker->left, &mpd_ctx) < 0) {
+                mpd_copy(amount, taker->left, &mpd_ctx);
+            } else {
+                mpd_copy(amount, maker->left, &mpd_ctx);
+            }
         }
 
         mpd_mul(deal, price, amount, &mpd_ctx);
@@ -786,7 +809,11 @@ static int execute_market_bid_order(bool real, market_t *m, order_t *taker)
             push_deal_message(taker->update_time, m->name, maker, taker, price, amount, ask_fee, bid_fee, MARKET_ORDER_SIDE_BID, deal_id, m->stock, m->money);
         }
 
-        mpd_sub(taker->left, taker->left, amount, &mpd_ctx);
+        if (bid_amount_money) {
+            mpd_sub(taker->left, taker->left, deal, &mpd_ctx);
+        } else {
+            mpd_sub(taker->left, taker->left, amount, &mpd_ctx);
+        }
         mpd_add(taker->deal_stock, taker->deal_stock, amount, &mpd_ctx);
         mpd_add(taker->deal_money, taker->deal_money, deal, &mpd_ctx);
         mpd_add(taker->deal_fee, taker->deal_fee, bid_fee, &mpd_ctx);
@@ -850,7 +877,7 @@ static int execute_market_bid_order(bool real, market_t *m, order_t *taker)
     return 0;
 }
 
-int market_put_market_order(bool real, json_t **result, market_t *m, uint32_t user_id, uint32_t side, mpd_t *amount, mpd_t *taker_fee, const char *source)
+int market_put_market_order(bool real, json_t **result, market_t *m, uint32_t user_id, uint32_t side, mpd_t *amount, mpd_t *taker_fee, const char *source, bool bid_amount_money)
 {
     if (side == MARKET_ORDER_SIDE_ASK) {
         // validate user has the balance available to fulfil order
@@ -867,61 +894,92 @@ int market_put_market_order(bool real, json_t **result, market_t *m, uint32_t us
             return -3;
         }
         skiplist_release_iterator(iter);
-
+ 
+        // validate order amount is at least the minimum order amount
+        if (mpd_cmp(amount, m->min_amount, &mpd_ctx) < 0) {
+            return -2;
+        }
     } else {
-        // calculate money required and number of asks
-        mpd_t *money_required = mpd_new(&mpd_ctx);
-        mpd_t *left           = mpd_new(&mpd_ctx);
-        mpd_t *amount_tx      = mpd_new(&mpd_ctx);
-        mpd_t *price          = mpd_new(&mpd_ctx);
-        mpd_t *deal           = mpd_new(&mpd_ctx);
-        mpd_copy(money_required, mpd_zero, &mpd_ctx);
-        mpd_copy(left, amount, &mpd_ctx);
-        int ask_count = 0;
-        skiplist_node *node;
-        skiplist_iter *iter = skiplist_get_iterator(m->asks);
-        while ((node = skiplist_next(iter)) != NULL) {
-            ask_count++;
-            if (mpd_cmp(left, mpd_zero, &mpd_ctx) == 0) {
-                break;
+        if (bid_amount_money) {
+            // validate user has the balance available to fulfil order
+            mpd_t *balance = balance_get(user_id, BALANCE_TYPE_AVAILABLE, m->money);
+            if (!balance || mpd_cmp(balance, amount, &mpd_ctx) < 0) {
+                return -1;
             }
 
-            order_t *maker = node->value;
-            mpd_copy(price, maker->price, &mpd_ctx);
-            if (mpd_cmp(maker->left, left, &mpd_ctx) < 0) {
-                mpd_copy(amount_tx, maker->left, &mpd_ctx);
-            } else {
-                mpd_copy(amount_tx, left, &mpd_ctx);
+            // validate there are any market participants on the other side of the order
+            skiplist_iter *iter = skiplist_get_iterator(m->asks);
+            skiplist_node *node = skiplist_next(iter);
+            if (node == NULL) {
+                skiplist_release_iterator(iter);
+                return -3;
             }
+            skiplist_release_iterator(iter);
 
-            mpd_mul(deal, price, amount_tx, &mpd_ctx);
-            mpd_sub(left, left, amount_tx, &mpd_ctx);
-            mpd_add(money_required, money_required, deal, &mpd_ctx);
-        }
-        skiplist_release_iterator(iter);
-        mpd_del(money_required);
-        mpd_del(left);
-        mpd_del(amount_tx);
-        mpd_del(price);
-        mpd_del(deal);
+            // validate order amount is at least the minimum order amount
+            order_t *order = node->value;
+            mpd_t *require = mpd_new(&mpd_ctx);
+            mpd_mul(require, order->price, m->min_amount, &mpd_ctx);
+            if (mpd_cmp(amount, require, &mpd_ctx) < 0) {
+                mpd_del(require);
+                return -2;
+            }
+            mpd_del(require);
+        } else {
+            // calculate money required and number of asks
+            mpd_t *money_required = mpd_new(&mpd_ctx);
+            mpd_t *left           = mpd_new(&mpd_ctx);
+            mpd_t *amount_tx      = mpd_new(&mpd_ctx);
+            mpd_t *price          = mpd_new(&mpd_ctx);
+            mpd_t *deal           = mpd_new(&mpd_ctx);
+            mpd_copy(money_required, mpd_zero, &mpd_ctx);
+            mpd_copy(left, amount, &mpd_ctx);
+            int ask_count = 0;
+            skiplist_node *node;
+            skiplist_iter *iter = skiplist_get_iterator(m->asks);
+            while ((node = skiplist_next(iter)) != NULL) {
+                ask_count++;
+                if (mpd_cmp(left, mpd_zero, &mpd_ctx) == 0) {
+                    break;
+                }
+
+                order_t *maker = node->value;
+                mpd_copy(price, maker->price, &mpd_ctx);
+                if (mpd_cmp(maker->left, left, &mpd_ctx) < 0) {
+                    mpd_copy(amount_tx, maker->left, &mpd_ctx);
+                } else {
+                    mpd_copy(amount_tx, left, &mpd_ctx);
+                }
+
+                mpd_mul(deal, price, amount_tx, &mpd_ctx);
+                mpd_sub(left, left, amount_tx, &mpd_ctx);
+                mpd_add(money_required, money_required, deal, &mpd_ctx);
+            }
+            skiplist_release_iterator(iter);
+            mpd_del(money_required);
+            mpd_del(left);
+            mpd_del(amount_tx);
+            mpd_del(price);
+            mpd_del(deal);
+
+            // validate user has the balance available to fulfil order
+            mpd_t *balance = balance_get(user_id, BALANCE_TYPE_AVAILABLE, m->money);
+            if (!balance || mpd_cmp(balance, money_required, &mpd_ctx) < 0) {
+                return -1;
+            }
 
-        // validate user has the balance available to fulfil order
-        mpd_t *balance = balance_get(user_id, BALANCE_TYPE_AVAILABLE, m->money);
-        if (!balance || mpd_cmp(balance, money_required, &mpd_ctx) < 0) {
-            return -1;
-        }
+            // validate there are any market participants on the other side of the order
+            if (ask_count == 0) {
+                return -3;
+            }
 
-        // validate there are any market participants on the other side of the order
-        if (ask_count == 0) {
-            return -3;
+            // validate order amount is at least the minimum order amount
+            if (mpd_cmp(amount, m->min_amount, &mpd_ctx) < 0) {
+                return -2;
+            }
         }
     }
 
-    // validate order amount is at least the minimum order amount
-    if (mpd_cmp(amount, m->min_amount, &mpd_ctx) < 0) {
-        return -2;
-    }
-
     order_t *order = malloc(sizeof(order_t));
     if (order == NULL) {
         return -__LINE__;
@@ -959,7 +1017,7 @@ int market_put_market_order(bool real, json_t **result, market_t *m, uint32_t us
     if (side == MARKET_ORDER_SIDE_ASK) {
         ret = execute_market_ask_order(real, m, order);
     } else {
-        ret = execute_market_bid_order(real, m, order);
+        ret = execute_market_bid_order(real, m, order, bid_amount_money);
     }
     if (ret < 0) {
         log_error("execute order: %"PRIu64" fail: %d", order->id, ret);

matchengine/me_market.h

@@ -52,7 +52,7 @@ market_t *market_create(struct market *conf);
 int market_get_status(market_t *m, size_t *ask_count, mpd_t *ask_amount, size_t *bid_count, mpd_t *bid_amount);
 
 int market_put_limit_order(bool real, json_t **result, market_t *m, uint32_t user_id, uint32_t side, mpd_t *amount, mpd_t *price, mpd_t *taker_fee, mpd_t *maker_fee, const char *source);
-int market_put_market_order(bool real, json_t **result, market_t *m, uint32_t user_id, uint32_t side, mpd_t *amount, mpd_t *taker_fee, const char *source);
+int market_put_market_order(bool real, json_t **result, market_t *m, uint32_t user_id, uint32_t side, mpd_t *amount, mpd_t *taker_fee, const char *source, bool bid_amount_money);
 int market_cancel_order(bool real, json_t **result, market_t *m, order_t *order);
 
 int market_put_order(market_t *m, order_t *order);

matchengine/me_server.c

@@ -457,7 +457,7 @@ static int on_cmd_order_put_limit(nw_ses *ses, rpc_pkg *pkg, json_t *params)
 
 static int on_cmd_order_put_market(nw_ses *ses, rpc_pkg *pkg, json_t *params)
 {
-    if (json_array_size(params) != 6)
+    if (json_array_size(params) != 6 && json_array_size(params) != 7)
         return reply_error_invalid_argument(ses, pkg);
 
     // user_id
@@ -504,8 +504,17 @@ static int on_cmd_order_put_market(nw_ses *ses, rpc_pkg *pkg, json_t *params)
     if (strlen(source) >= SOURCE_MAX_LEN)
         goto invalid_argument;
 
+    // bid amount money (should the bid amount be treated as "money" or "stock")
+    // optional parameter, default is true
+    bool bid_amount_money = true;
+    if (json_array_size(params) == 7) {
+        if (!json_is_boolean(json_array_get(params, 6)))
+            goto invalid_argument;
+        bid_amount_money = json_boolean_value(json_array_get(params, 6));
+    }
+
     json_t *result = NULL;
-    int ret = market_put_market_order(true, &result, market, user_id, side, amount, taker_fee, source);
+    int ret = market_put_market_order(true, &result, market, user_id, side, amount, taker_fee, source, bid_amount_money);
 
     mpd_del(amount);
     mpd_del(taker_fee);