2024-11-20 stan

市价单(Market Order)业务处理逻辑分析笔记

一、市价单整体处理流程

1. 入口函数

on_cmd_order_put_market 处理市价单请求,主要包含:

参数校验(6个参数)
市场存在性检查
调用 market_put_market_order 执行市价单

2. 市价单处理主函数

market_put_market_order 的主要步骤:

前置检查:

    if (side == MARKET_ORDER_SIDE_ASK) {
        mpd_t *balance = balance_get(user_id, BALANCE_TYPE_AVAILABLE, m->stock);
        if (!balance || mpd_cmp(balance, amount, &mpd_ctx) < 0) {
            return -1;
        }

        skiplist_iter *iter = skiplist_get_iterator(m->bids);
        skiplist_node *node = skiplist_next(iter);
        if (node == NULL) {
            skiplist_release_iterator(iter);
            return -3;
        }
        skiplist_release_iterator(iter);

        if (mpd_cmp(amount, m->min_amount, &mpd_ctx) < 0) {
            return -2;
        }
    } else {
        mpd_t *balance = balance_get(user_id, BALANCE_TYPE_AVAILABLE, m->money);
        if (!balance || mpd_cmp(balance, amount, &mpd_ctx) < 0) {
            return -1;
        }

        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);

        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);
    }

卖单: 检查stock余额
买单: 检查money余额
检查对手盘存在性
检查最小交易量

创建订单对象:

    mpd_copy(order->price, mpd_zero, &mpd_ctx);
    mpd_copy(order->amount, amount, &mpd_ctx);
    mpd_copy(order->taker_fee, taker_fee, &mpd_ctx);
    mpd_copy(order->maker_fee, mpd_zero, &mpd_ctx);
    mpd_copy(order->left, amount, &mpd_ctx);
    mpd_copy(order->freeze, mpd_zero, &mpd_ctx);
    mpd_copy(order->deal_stock, mpd_zero, &mpd_ctx);
    mpd_copy(order->deal_money, mpd_zero, &mpd_ctx);
    mpd_copy(order->deal_fee, mpd_zero, &mpd_ctx);

特点:

price设为0
maker_fee设为0
freeze设为0
其他字段初始化

执行撮合: