2024-11-18 stan

Matchengine订单交易流程分析笔记

一、系统启动加载

1. 加载历史订单(load_orders)

int load_orders(MYSQL *conn, const char *table)
{
    size_t query_limit = 1000;
    uint64_t last_id = 0;
    while (true) {
        sds sql = sdsempty();
        sql = sdscatprintf(sql, "SELECT `id`, `t`, `side`, `create_time`, `update_time`, `user_id`, `market`, "
                "`price`, `amount`, `taker_fee`, `maker_fee`, `left`, `freeze`, `deal_stock`, `deal_money`, `deal_fee` FROM `%s` "
                "WHERE `id` > %"PRIu64" ORDER BY `id` LIMIT %zu", table, last_id, query_limit);
        log_trace("exec sql: %s", sql);
        int ret = mysql_real_query(conn, sql, sdslen(sql));
        if (ret != 0) {
            log_error("exec sql: %s fail: %d %s", sql, mysql_errno(conn), mysql_error(conn));
            sdsfree(sql);
            return -__LINE__;
        }
        sdsfree(sql);

        MYSQL_RES *result = mysql_store_result(conn);
        size_t num_rows = mysql_num_rows(result);
        for (size_t i = 0; i < num_rows; ++i) {
            MYSQL_ROW row = mysql_fetch_row(result);
            last_id = strtoull(row[0], NULL, 0);
            market_t *market = get_market(row[6]);
            if (market == NULL)
                continue;

            order_t *order = malloc(sizeof(order_t));
            memset(order, 0, sizeof(order_t));
            order->id = strtoull(row[0], NULL, 0);
            order->type = strtoul(row[1], NULL, 0);
            order->side = strtoul(row[2], NULL, 0);
            order->create_time = strtod(row[3], NULL);
            order->update_time = strtod(row[4], NULL);
            order->user_id = strtoul(row[5], NULL, 0);
            order->market = strdup(row[6]);
            order->price = decimal(row[7], market->money_prec);
            order->amount = decimal(row[8], market->stock_prec);
            order->taker_fee = decimal(row[9], market->fee_prec);
            order->maker_fee = decimal(row[10], market->fee_prec);
            order->left = decimal(row[11], market->stock_prec);
            order->freeze = decimal(row[12], 0);
            order->deal_stock = decimal(row[13], 0);
            order->deal_money = decimal(row[14], 0);
            order->deal_fee = decimal(row[15], 0);

            if (!order->market || !order->price || !order->amount || !order->taker_fee || !order->maker_fee || !order->left ||
                    !order->freeze || !order->deal_stock || !order->deal_money || !order->deal_fee) {
                log_error("get order detail of order id: %"PRIu64" fail", order->id);
                mysql_free_result(result);
                return -__LINE__;
            }

            market_put_order(market, order);
        }
        mysql_free_result(result);

        if (num_rows < query_limit)
            break;
    }

    return 0;
}

关键点:

• 分批加载历史订单(每批1000条)
• 从数据库读取订单详情
• 重建订单对象
• 通过market_put_order加入订单簿

2. 加载用户余额(load_balance)

int load_balance(MYSQL *conn, const char *table)
{
    size_t query_limit = 1000;
    uint64_t last_id = 0;
    while (true) {
        sds sql = sdsempty();
        sql = sdscatprintf(sql, "SELECT `id`, `user_id`, `asset`, `t`, `balance` FROM `%s` "
                "WHERE `id` > %"PRIu64" ORDER BY id LIMIT %zu", table, last_id, query_limit);
        log_trace("exec sql: %s", sql);
        int ret = mysql_real_query(conn, sql, sdslen(sql));
        if (ret != 0) {
            log_error("exec sql: %s fail: %d %s", sql, mysql_errno(conn), mysql_error(conn));
            sdsfree(sql);
            return -__LINE__;
        }
        sdsfree(sql);

        MYSQL_RES *result = mysql_store_result(conn);
        size_t num_rows = mysql_num_rows(result);
        for (size_t i = 0; i < num_rows; ++i) {
            MYSQL_ROW row = mysql_fetch_row(result);
            last_id = strtoull(row[0], NULL, 0);
            uint32_t user_id = strtoul(row[1], NULL, 0);
            const char *asset = row[2];
            if (!asset_exist(asset)) {
                continue;
            }
            uint32_t type = strtoul(row[3], NULL, 0);
            mpd_t *balance = decimal(row[4], asset_prec(asset));
            balance_set(user_id, type, asset, balance);
        }
        mysql_free_result(result);

        if (num_rows < query_limit)
            break;
    }

    return 0;
}

关键点:

• 分批加载用户余额记录
• 检查资产是否存在
• 通过balance_set设置用户余额

二、订单处理流程

1. 订单数据结构

typedef struct order_t {
    uint64_t        id;
    uint32_t        type;
    uint32_t        side;
    double          create_time;
    double          update_time;
    uint32_t        user_id;
    char            *market;
    char            *source;
    mpd_t           *price;
    mpd_t           *amount;
    mpd_t           *taker_fee;
    mpd_t           *maker_fee;
    mpd_t           *left;
    mpd_t           *freeze;
    mpd_t           *deal_stock;
    mpd_t           *deal_money;
    mpd_t           *deal_fee;
} order_t;

关键字段: