2024-11-21 stan

深入交易撮合引擎的异常处理分析

1. 撮合过程中 crash 导致的数据一致性问题

问题描述

在撮合过程中如果服务器 crash,会导致:

• taker 和 maker 订单状态更新不完整
• 用户余额变更不完整
• 交易历史记录不完整

关键代码分析

限价单撮合过程涉及的关键操作:

        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, ask_fee, &mpd_ctx);

        balance_sub(taker->user_id, BALANCE_TYPE_AVAILABLE, m->stock, amount);
        if (real) {
            append_balance_trade_sub(taker, m->stock, amount, price, amount);
        }
        balance_add(taker->user_id, BALANCE_TYPE_AVAILABLE, m->money, deal);
        if (real) {
            append_balance_trade_add(taker, m->money, deal, price, amount);
        }
        if (mpd_cmp(ask_fee, mpd_zero, &mpd_ctx) > 0) {
            balance_sub(taker->user_id, BALANCE_TYPE_AVAILABLE, m->money, ask_fee);
            if (real) {
                append_balance_trade_fee(taker, m->money, ask_fee, price, amount, taker->taker_fee);
            }
        }

        mpd_sub(maker->left, maker->left, amount, &mpd_ctx);
        mpd_sub(maker->freeze, maker->freeze, deal, &mpd_ctx);
        mpd_add(maker->deal_stock, maker->deal_stock, amount, &mpd_ctx);
        mpd_add(maker->deal_money, maker->deal_money, deal, &mpd_ctx);
        mpd_add(maker->deal_fee, maker->deal_fee, bid_fee, &mpd_ctx);

        balance_sub(maker->user_id, BALANCE_TYPE_FREEZE, m->money, deal);
        if (real) {
            append_balance_trade_sub(maker, m->money, deal, price, amount);
        }
        balance_add(maker->user_id, BALANCE_TYPE_AVAILABLE, m->stock, amount);
        if (real) {
            append_balance_trade_add(maker, m->stock, amount, price, amount);
        }
        if (mpd_cmp(bid_fee, mpd_zero, &mpd_ctx) > 0) {
            balance_sub(maker->user_id, BALANCE_TYPE_AVAILABLE, m->stock, bid_fee);
            if (real) {
                append_balance_trade_fee(maker, m->stock, bid_fee, price, amount, maker->maker_fee);
            }
        }

解决方案比较

方案一: 轻量级事务方案

1. 引入撮合状态标记:

typedef enum {
    MATCH_STATUS_INIT = 0,
    MATCH_STATUS_PROCESSING = 1,
    MATCH_STATUS_DONE = 2
} match_status_t;

1. 在 order 结构中添加状态字段:

struct order_t {
    match_status_t match_status;
    uint64_t match_time;
};

1. 系统重启时检查未完成的撮合并回滚

优点:

• 实现简单,改动小