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17 changes: 12 additions & 5 deletions src/main/java/com/coinflow/order/domain/Order.java
Original file line number Diff line number Diff line change
Expand Up @@ -5,6 +5,7 @@
import lombok.NoArgsConstructor;

import java.math.BigDecimal;
import java.math.RoundingMode;
import java.time.LocalDateTime;

@Getter
Expand Down Expand Up @@ -89,17 +90,22 @@ public boolean isCancelable() {
}

public BigDecimal releasableAmount() {
if (side == OrderSide.BUY) {
return lockedAmount.subtract(executedQuoteAmount);
}
return remainingQuantity;
return lockedAmount;
}

public void fill(BigDecimal quantity, BigDecimal quoteAmount) {
public void fill(BigDecimal quantity, BigDecimal quoteAmount, int amountScale) {
this.executedQuantity = this.executedQuantity.add(quantity);
this.executedQuoteAmount = this.executedQuoteAmount.add(quoteAmount);
this.remainingQuantity = this.remainingQuantity.subtract(quantity);

if (this.side == OrderSide.BUY) {
this.lockedAmount = (this.remainingQuantity.compareTo(BigDecimal.ZERO) == 0)
? BigDecimal.ZERO
: this.price.multiply(this.remainingQuantity).setScale(amountScale, RoundingMode.CEILING);
} else {
this.lockedAmount = this.lockedAmount.subtract(quantity);
}

if (this.remainingQuantity.compareTo(BigDecimal.ZERO) == 0) {
this.status = OrderStatus.FILLED;
this.closedAt = LocalDateTime.now();
Expand All @@ -110,6 +116,7 @@ public void fill(BigDecimal quantity, BigDecimal quoteAmount) {

public void cancel() {
this.status = OrderStatus.CANCELED;
this.lockedAmount = BigDecimal.ZERO;
this.closedAt = LocalDateTime.now();
}

Expand Down
23 changes: 18 additions & 5 deletions src/main/java/com/coinflow/order/service/OrderService.java
Original file line number Diff line number Diff line change
Expand Up @@ -226,17 +226,30 @@ private List<Trade> settle(Market market, Order taker, List<MatchResult> matchRe
for (MatchResult result : matchResults) {
Order maker = orderRepository.findById(result.makerOrderId()).orElseThrow();

maker.fill(result.quantity(), result.quoteAmount());
taker.fill(result.quantity(), result.quoteAmount());
boolean takerIsBuy = taker.getSide() == OrderSide.BUY;
Order buyOrder = takerIsBuy ? taker : maker;

// Capture buy order's locked amount BEFORE fill so we can compute what was released
BigDecimal oldBuyLocked = buyOrder.getLockedAmount();

maker.fill(result.quantity(), result.quoteAmount(), market.getAmountScale());
taker.fill(result.quantity(), result.quoteAmount(), market.getAmountScale());

// buyerReleased = portion of locked consumed this fill (quoteAmount paid + any rounding refund)
BigDecimal buyerReleased = oldBuyLocked.subtract(buyOrder.getLockedAmount());
BigDecimal buyerRefund = buyerReleased.subtract(result.quoteAmount());

Wallet buyerBaseWallet = walletRepository.findByUserIdAndAssetWithLock(result.buyUserId(), market.getBaseAsset()).orElseThrow();
Wallet sellerQuoteWallet = walletRepository.findByUserIdAndAssetWithLock(result.sellUserId(), market.getQuoteAsset()).orElseThrow();
Wallet sellerBaseWallet = walletRepository.findByUserIdAndAssetWithLock(result.sellUserId(), market.getBaseAsset()).orElseThrow();
Wallet buyerQuoteWallet = walletRepository.findByUserIdAndAssetWithLock(result.buyUserId(), market.getQuoteAsset()).orElseThrow();

buyerQuoteWallet.unlock(result.quoteAmount());
buyerQuoteWallet.consumeLocked(buyerReleased);
if (buyerRefund.compareTo(BigDecimal.ZERO) > 0) {
buyerQuoteWallet.deposit(buyerRefund);
}
buyerBaseWallet.deposit(result.quantity());
sellerBaseWallet.unlock(result.quantity());
sellerBaseWallet.consumeLocked(result.quantity());
sellerQuoteWallet.deposit(result.quoteAmount());

Trade trade = Trade.create(
Expand All @@ -254,7 +267,7 @@ private List<Trade> settle(Market market, Order taker, List<MatchResult> matchRe

walletLedgerRepository.save(WalletLedger.create(
buyerQuoteWallet, LedgerType.TRADE_BUY_QUOTE_SETTLE,
result.quoteAmount(), result.quoteAmount().negate(),
buyerRefund, buyerReleased.negate(),
buyOrderId, tradeId
));
walletLedgerRepository.save(WalletLedger.create(
Expand Down
4 changes: 4 additions & 0 deletions src/main/java/com/coinflow/wallet/domain/Wallet.java
Original file line number Diff line number Diff line change
Expand Up @@ -49,6 +49,10 @@ public void unlock(BigDecimal amount) {
this.availableBalance = this.availableBalance.add(amount);
}

public void consumeLocked(BigDecimal amount) {
this.lockedBalance = this.lockedBalance.subtract(amount);
}

@PrePersist
public void prePersist() {
LocalDateTime now = LocalDateTime.now();
Expand Down
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