func CreateMarket(basisCoin, coin string) *Market {
marketName := coin + "/" + basisCoin
numMemPool := (MIN_MEMPOOL + MAX_MEMPOOL) / 2
// First, get the maximum executed (completed) order number.
// Any pending orders greater than this need to get re-executed.
// NOTE: this is only an estimate. It's possible that a later order
// was successfully processed as a new limit order,
// but it doesn't hurt to re-process them since they have no further side effects.
lastOrderId := LastCompletedOrderId(basisCoin, coin)
// Load limit orders.
bidsSlice, hasMoreBids := LoadLimitBids(basisCoin, coin, numMemPool+1, math.MaxInt64, 0, lastOrderId)
asksSlice, hasMoreAsks := LoadLimitAsks(basisCoin, coin, numMemPool+1, 0, 0, lastOrderId)
bids, asks := llrb.New(), llrb.New()
for _, bid := range bidsSlice {
bids.InsertNoReplace(llrb.Item(bid))
}
for _, ask := range asksSlice {
asks.InsertNoReplace(llrb.Item(ask))
}
market := &Market{
Coin: coin,
BasisCoin: basisCoin,
Bids: bids,
Asks: asks,
HasMoreBids: hasMoreBids,
HasMoreAsks: hasMoreAsks,
PriceLogger: &PriceLogger{Market: marketName},
}
// TODO: graceful continuing after server restart.
// currently the PriceLogger is at the BasisInterval scale.
market.PriceLogger.Initialize()
// Process pending orders from last app shutdown.
pendingOrders := LoadPendingOrdersSince(basisCoin, coin, lastOrderId+1)
if len(pendingOrders) > 0 {
Info("[%v/%v] Processing %v orders from last shutdown...", coin, basisCoin, len(pendingOrders))
for _, order := range pendingOrders {
market.ProcessOrder(order)
}
Info("[%v/%v] Done processing.", coin, basisCoin)
}
return market
}
// Loads more bids or orders, updating .Asks/.HasMoreAsks or .Bids/.HasMoreBids.
// lastOrderId: We need this for the 'maxId' parameter of loadLimitBids/loadLimitAsks.
// It must be the same as the result of LastCompletedOrderId()
func (market *Market) LoadMore(orderType string, lastOrderId int64) {
if orderType == ORDER_TYPE_BID {
// Maybe we need to load more asks.
if market.HasMoreAsks && market.Asks.Len() < MIN_MEMPOOL {
if market.Asks.Len() == 0 {
panic("market.HasMoreAsks but no asks in mempool?")
}
moreAsks, hasMoreAsks := LoadLimitAsks(
market.BasisCoin,
market.Coin,
(MAX_MEMPOOL-MIN_MEMPOOL)/2,
market.Asks.Max().(*Order).Price,
market.Asks.Max().(*Order).Id,
lastOrderId,
)
for _, ask := range moreAsks {
market.Asks.InsertNoReplace(llrb.Item(ask))
}
market.HasMoreAsks = hasMoreAsks
}
} else {
// Maybe we need to load more bids.
if market.HasMoreBids && market.Bids.Len() < MIN_MEMPOOL {
if market.Bids.Len() == 0 {
panic("market.HasMoreBids but no bids in mempool?")
}
moreBids, hasMoreBids := LoadLimitBids(
market.BasisCoin,
market.Coin,
(MAX_MEMPOOL-MIN_MEMPOOL)/2,
market.Bids.Max().(*Order).Price,
market.Bids.Max().(*Order).Id,
lastOrderId,
)
for _, bid := range moreBids {
market.Bids.InsertNoReplace(llrb.Item(bid))
}
market.HasMoreBids = hasMoreBids
}
}
}