#51 free liquidity -- Draft PR

app.go

@@ -344,7 +344,7 @@ func NewApp(
 	app.lpKeeper = liquidityprovider.NewKeeper(app.accountKeeper, app.bankKeeper)
 	app.issuerKeeper = issuer.NewKeeper(app.appCodec, keys[issuer.StoreKey], app.lpKeeper, app.inflationKeeper)
 	app.authorityKeeper = authority.NewKeeper(app.appCodec, keys[authority.StoreKey], app.issuerKeeper, app.bankKeeper, app)
-	app.marketKeeper = market.NewKeeper(app.appCodec, keys[market.StoreKey], keys[market.StoreKeyIdx], app.accountKeeper, app.bankKeeper, app.authorityKeeper)
+	app.marketKeeper = market.NewKeeper(app.appCodec, keys[market.StoreKey], keys[market.StoreKeyIdx], app.accountKeeper, app.bankKeeper, app.authorityKeeper, app.GetSubspace(market.ModuleName))
 	app.buybackKeeper = buyback.NewKeeper(app.appCodec, keys[buyback.StoreKey], app.marketKeeper, app.accountKeeper, app.stakingKeeper, app.bankKeeper)
 	app.bep3Keeper = bep3.NewKeeper(app.appCodec, keys[bep3.StoreKey], app.bankKeeper, app.accountKeeper, app.paramsKeeper.Subspace(bep3.ModuleName), GetMaccs())
 
@@ -624,6 +624,7 @@ func initParamsKeeper(appCodec codec.BinaryMarshaler, legacyAmino *codec.LegacyA
 	paramsKeeper.Subspace(distrtypes.ModuleName)
 	paramsKeeper.Subspace(emslashing.ModuleName)
 	paramsKeeper.Subspace(govtypes.ModuleName).WithKeyTable(govtypes.ParamKeyTable())
+	paramsKeeper.Subspace(market.ModuleName)
 	paramsKeeper.Subspace(crisistypes.ModuleName)
 	paramsKeeper.Subspace(ibctransfertypes.ModuleName)
 	paramsKeeper.Subspace(ibchost.ModuleName)

docs/proto/em/proto-docs.md

@@ -120,6 +120,9 @@
     - [MsgCancelOrderResponse](#em.market.v1.MsgCancelOrderResponse)
     - [MsgCancelReplaceLimitOrder](#em.market.v1.MsgCancelReplaceLimitOrder)
     - [MsgCancelReplaceLimitOrderResponse](#em.market.v1.MsgCancelReplaceLimitOrderResponse)
+    - [MsgCancelReplaceMarketOrder](#em.market.v1.MsgCancelReplaceMarketOrder)
+    - [MsgCancelReplaceMarketOrderResponse](#em.market.v1.MsgCancelReplaceMarketOrderResponse)
+    - [TxParams](#em.market.v1.TxParams)
 
     - [Msg](#em.market.v1.Msg)
 
@@ -1120,6 +1123,7 @@
 | `destination` | [cosmos.base.v1beta1.Coin](#cosmos.base.v1beta1.Coin) |  |  |
 | `destination_filled` | [string](#string) |  |  |
 | `created` | [google.protobuf.Timestamp](#google.protobuf.Timestamp) |  |  |
+| `orig_order_created` | [google.protobuf.Timestamp](#google.protobuf.Timestamp) |  | applicable to CancelReplace orders: the creation timestamp of the original order. |
 
 
 
@@ -1407,6 +1411,7 @@
 | `owner` | [string](#string) |  |  |
 | `original_client_order_id` | [string](#string) |  |  |
 | `new_client_order_id` | [string](#string) |  |  |
+| `time_in_force` | [TimeInForce](#em.market.v1.TimeInForce) |  |  |
 | `source` | [cosmos.base.v1beta1.Coin](#cosmos.base.v1beta1.Coin) |  |  |
 | `destination` | [cosmos.base.v1beta1.Coin](#cosmos.base.v1beta1.Coin) |  |  |
 
@@ -1424,6 +1429,54 @@
 
 
 
+
+<a name="em.market.v1.MsgCancelReplaceMarketOrder"></a>
+
+### MsgCancelReplaceMarketOrder
+
+
+
+| Field | Type | Label | Description |
+| ----- | ---- | ----- | ----------- |
+| `owner` | [string](#string) |  |  |
+| `original_client_order_id` | [string](#string) |  |  |
+| `new_client_order_id` | [string](#string) |  |  |
+| `time_in_force` | [TimeInForce](#em.market.v1.TimeInForce) |  |  |
+| `source` | [string](#string) |  |  |
+| `destination` | [cosmos.base.v1beta1.Coin](#cosmos.base.v1beta1.Coin) |  |  |
+| `maximum_slippage` | [string](#string) |  |  |
+
+
+
+
+
+
+<a name="em.market.v1.MsgCancelReplaceMarketOrderResponse"></a>
+
+### MsgCancelReplaceMarketOrderResponse
+
+
+
+
+
+
+
+<a name="em.market.v1.TxParams"></a>
+
+### TxParams
+
+
+
+| Field | Type | Label | Description |
+| ----- | ---- | ----- | ----------- |
+| `trx_fee` | [uint64](#uint64) |  | default fee for a market transaction. |
+| `liquid_trx_fee` | [uint64](#uint64) |  | Valid liquidity adding orders are free or adjusted to a minimum nominal/fee |
+| `liquidity_rebate_minutes_span` | [int64](#int64) |  | Minutes interval for eligible replacing transactions to receive a rebate. For a rebate to apply, the replacing transaction should occur these minutes after the signer's original trx. |
+
+
+
+
+
  <!-- end messages -->
 
  <!-- end enums -->
@@ -1442,6 +1495,7 @@
 | `AddMarketOrder` | [MsgAddMarketOrder](#em.market.v1.MsgAddMarketOrder) | [MsgAddMarketOrderResponse](#em.market.v1.MsgAddMarketOrderResponse) |  | |
 | `CancelOrder` | [MsgCancelOrder](#em.market.v1.MsgCancelOrder) | [MsgCancelOrderResponse](#em.market.v1.MsgCancelOrderResponse) |  | |
 | `CancelReplaceLimitOrder` | [MsgCancelReplaceLimitOrder](#em.market.v1.MsgCancelReplaceLimitOrder) | [MsgCancelReplaceLimitOrderResponse](#em.market.v1.MsgCancelReplaceLimitOrderResponse) |  | |
+| `CancelReplaceMarketOrder` | [MsgCancelReplaceMarketOrder](#em.market.v1.MsgCancelReplaceMarketOrder) | [MsgCancelReplaceMarketOrderResponse](#em.market.v1.MsgCancelReplaceMarketOrderResponse) |  | |
 
  <!-- end services -->
 

proto/em/market/v1/market.proto

@@ -77,6 +77,14 @@ message Order {
     (gogoproto.nullable) = false,
     (gogoproto.stdtime) = true
   ];
+
+  // applicable to CancelReplace orders: the creation timestamp of the original
+  // order.
+  google.protobuf.Timestamp orig_order_created = 11 [
+    (gogoproto.moretags) = "yaml:\"orig_order_created\"",
+    (gogoproto.nullable) = false,
+    (gogoproto.stdtime) = true
+  ];
 }
 
 message ExecutionPlan {

proto/em/market/v1/tx.proto

@@ -16,6 +16,23 @@ service Msg {
   rpc CancelOrder(MsgCancelOrder) returns (MsgCancelOrderResponse);
   rpc CancelReplaceLimitOrder(MsgCancelReplaceLimitOrder)
       returns (MsgCancelReplaceLimitOrderResponse);
+  rpc CancelReplaceMarketOrder(MsgCancelReplaceMarketOrder)
+      returns (MsgCancelReplaceMarketOrderResponse);
+}
+
+message TxParams {
+  // default fee for a market transaction.
+  uint64 trx_fee = 1 [(gogoproto.moretags) = "yaml:\"trx_fee\""];
+
+  // Valid liquidity adding orders are free or adjusted to a minimum nominal/fee
+  uint64 liquid_trx_fee = 2 [(gogoproto.moretags) = "yaml:\"liquid_trx_fee\""];
+
+  // Minutes interval for eligible replacing transactions to receive a rebate.
+  // For a rebate to apply, the replacing transaction should occur these minutes
+  // after the signer's original trx.
+  int64 liquidity_rebate_minutes_span = 3 [
+    (gogoproto.moretags) = "yaml:\"liquidity_rebate_minutes_span\""
+  ];
 }
 
 message MsgAddLimitOrder {
@@ -85,14 +102,50 @@ message MsgCancelReplaceLimitOrder {
     (gogoproto.moretags) = "yaml:\"new_client_order_id\""
   ];
 
-  cosmos.base.v1beta1.Coin source = 4 [
+  TimeInForce time_in_force = 4
+  [ (gogoproto.moretags) = "yaml:\"time_in_force\"" ];
+
+  cosmos.base.v1beta1.Coin source = 5 [
     (gogoproto.moretags) = "yaml:\"source\"",
     (gogoproto.nullable) = false
   ];
-  cosmos.base.v1beta1.Coin destination = 5 [
+  cosmos.base.v1beta1.Coin destination = 6 [
+    (gogoproto.moretags) = "yaml:\"destination\"",
+    (gogoproto.nullable) = false
+  ];
+}
+
+message MsgCancelReplaceLimitOrderResponse {}
+
+message MsgCancelReplaceMarketOrder {
+  string owner = 1 [ (gogoproto.moretags) = "yaml:\"owner\"" ];
+
+  string original_client_order_id = 2 [
+    (gogoproto.customname) = "OrigClientOrderId",
+    (gogoproto.moretags) = "yaml:\"original_client_order_id\""
+  ];
+
+  string new_client_order_id = 3 [
+    (gogoproto.customname) = "NewClientOrderId",
+    (gogoproto.moretags) = "yaml:\"new_client_order_id\""
+  ];
+
+  TimeInForce time_in_force = 4
+  [ (gogoproto.moretags) = "yaml:\"time_in_force\"" ];
+
+  string source = 5 [ (gogoproto.moretags) = "yaml:\"source\"" ];
+
+  cosmos.base.v1beta1.Coin destination = 6 [
     (gogoproto.moretags) = "yaml:\"destination\"",
     (gogoproto.nullable) = false
   ];
+
+  string maximum_slippage = 7 [
+    (gogoproto.customname) = "MaxSlippage",
+    (gogoproto.moretags) = "yaml:\"maximum_slippage\"",
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable) = false
+  ];
 }
 
-message MsgCancelReplaceLimitOrderResponse {}
+message MsgCancelReplaceMarketOrderResponse {}

x/buyback/abci.go

@@ -5,6 +5,7 @@ import (
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	"github.com/e-money/em-ledger/x/buyback/internal/types"
 	markettypes "github.com/e-money/em-ledger/x/market/types"
+	"time"
 )
 
 func BeginBlocker(ctx sdk.Context, k Keeper, bk types.BankKeeper) {
@@ -46,6 +47,7 @@ func BeginBlocker(ctx sdk.Context, k Keeper, bk types.BankKeeper) {
 			sdk.NewCoin(stakingDenom, destinationAmount),
 			account,
 			generateClientOrderId(ctx, balance),
+			time.Time{},
 		)
 
 		if err != nil {

x/buyback/abci_test.go

@@ -13,6 +13,7 @@ import (
 	bankkeeper "github.com/cosmos/cosmos-sdk/x/bank/keeper"
 	banktypes "github.com/cosmos/cosmos-sdk/x/bank/types"
 	paramskeeper "github.com/cosmos/cosmos-sdk/x/params/keeper"
+	paramstypes "github.com/cosmos/cosmos-sdk/x/params/types"
 	embank "github.com/e-money/em-ledger/hooks/bank"
 	types2 "github.com/e-money/em-ledger/x/authority/types"
 	tmproto "github.com/tendermint/tendermint/proto/tendermint/types"
@@ -209,7 +210,14 @@ func generateMarketActivity(ctx sdk.Context, marketKeeper *market.Keeper, ak ban
 func order(account authtypes.AccountI, src, dst string) types.Order {
 	s, _ := sdk.ParseCoinNormalized(src)
 	d, _ := sdk.ParseCoinNormalized(dst)
-	o, err := types.NewOrder(time.Now(), types.TimeInForce_GoodTillCancel, s, d, account.GetAddress(), tmrand.Str(10))
+	o, err := types.NewOrder(
+		time.Now(),
+		types.TimeInForce_GoodTillCancel,
+		s, d,
+		account.GetAddress(),
+		tmrand.Str(10),
+		time.Time{},
+	)
 	if err != nil {
 		panic(err)
 	}
@@ -231,15 +239,15 @@ func createTestComponents(t *testing.T) (sdk.Context, keeper.Keeper, *market.Kee
 	encConfig := MakeTestEncodingConfig()
 
 	var (
-		keyMarket  = sdk.NewKVStoreKey(types.ModuleName)
+		keyMarket  = sdk.NewKVStoreKey(types.StoreKey)
 		keyIndices = sdk.NewKVStoreKey(types.StoreKeyIdx)
 		authCapKey = sdk.NewKVStoreKey("authCapKey")
 		keyParams  = sdk.NewKVStoreKey("params")
 		stakingKey = sdk.NewKVStoreKey("staking")
 		buybackKey = sdk.NewKVStoreKey("buyback")
 		bankKey    = sdk.NewKVStoreKey(banktypes.ModuleName)
 
-		tkeyParams = sdk.NewTransientStoreKey("transient_params")
+		tkeyParams = sdk.NewTransientStoreKey(paramstypes.TStoreKey)
 
 		blockedAddr = make(map[string]bool)
 		maccPerms   = map[string][]string{
@@ -249,12 +257,14 @@ func createTestComponents(t *testing.T) (sdk.Context, keeper.Keeper, *market.Kee
 
 	db := dbm.NewMemDB()
 	ms := store.NewCommitMultiStore(db)
+	ms.MountStoreWithDB(keyParams, sdk.StoreTypeIAVL, db)
 	ms.MountStoreWithDB(authCapKey, sdk.StoreTypeIAVL, db)
 	ms.MountStoreWithDB(stakingKey, sdk.StoreTypeIAVL, db)
 	ms.MountStoreWithDB(keyMarket, sdk.StoreTypeIAVL, db)
 	ms.MountStoreWithDB(keyIndices, sdk.StoreTypeIAVL, db)
 	ms.MountStoreWithDB(buybackKey, sdk.StoreTypeIAVL, db)
 	ms.MountStoreWithDB(bankKey, sdk.StoreTypeIAVL, db)
+	ms.MountStoreWithDB(tkeyParams, sdk.StoreTypeTransient, db)
 
 	err := ms.LoadLatestVersion()
 	require.Nil(t, err)
@@ -271,12 +281,17 @@ func createTestComponents(t *testing.T) (sdk.Context, keeper.Keeper, *market.Kee
 		bk = embank.Wrap(bankkeeper.NewBaseKeeper(
 			encConfig.Marshaler, bankKey, ak, pk.Subspace(banktypes.ModuleName), blockedAddr,
 		), allowAllDenoms)
+
+		marketKeeper = market.NewKeeper(
+			encConfig.Marshaler, keyMarket, keyIndices, ak, bk, mockAuthority{},
+			pk.Subspace(market.ModuleName),
+		)
 	)
 
 	initialSupply := coins(fmt.Sprintf("1000000eur,1000000usd,1000000chf,1000000jpy,1000000gbp,1000000%v,500000000pesos", stakingDenom))
 	bk.SetSupply(ctx, banktypes.NewSupply(initialSupply))
 
-	marketKeeper := market.NewKeeper(encConfig.Marshaler, keyMarket, keyIndices, ak, bk, mockAuthority{})
+	marketKeeper.InitParamsStore(ctx)
 
 	keeper := NewKeeper(encConfig.Marshaler, buybackKey, marketKeeper, ak, mockStakingKeeper{}, bk)
 	keeper.SetUpdateInterval(ctx, time.Hour)

x/market/client/cli/tx.go

@@ -208,8 +208,19 @@ func CancelReplaceOrder() *cobra.Command {
 			origClientOrderID := args[0]
 			newClientOrderID := args[3]
 
+			tif, err := cmd.Flags().GetString(flag_TimeInForce)
+			if err != nil {
+				return err
+			}
+
+			timeInForce, err := types.TimeInForceFromString(tif)
+			if err != nil {
+				return err
+			}
+
 			msg := &types.MsgCancelReplaceLimitOrder{
 				Owner:             clientCtx.GetFromAddress().String(),
+				TimeInForce:       timeInForce,
 				Source:            src,
 				Destination:       dst,
 				OrigClientOrderId: origClientOrderID,
@@ -225,5 +236,7 @@ func CancelReplaceOrder() *cobra.Command {
 		},
 	}
 	flags.AddTxFlagsToCmd(cmd)
+	cmd.Flags().String(flag_TimeInForce, "GTC", flag_TimeInForceDescription)
+
 	return cmd
 }

x/market/keeper/grpc_query_test.go

@@ -25,13 +25,14 @@ func TestQueryByAccount(t *testing.T) {
 		types.TimeInForce_GoodTillCancel,
 		sdk.NewCoin("alx", sdk.OneInt()),
 		sdk.NewCoin("blx", sdk.OneInt()),
-		myAddress, "myOrderID",
+		myAddress,"myOrderID",
+		time.Time{},
 	)
 	require.NoError(t, err)
 	k.setOrder(ctx, &o)
 
 	expectedPlusOne := o
-	expectedPlusOne.Created.Add(1*time.Second)
+	expectedPlusOne.Created = expectedPlusOne.Created.Add(1*time.Second)
 
 	specs := map[string]struct {
 		req      *types.QueryByAccountRequest
@@ -47,6 +48,7 @@ func TestQueryByAccount(t *testing.T) {
 		"created plus a sec": {
 			req:      &types.QueryByAccountRequest{Address: myAddress.String()},
 			expState: []*types.Order{&expectedPlusOne},
+			createdPlusOne: true,
 		},
 		"empty address": {
 			req:    &types.QueryByAccountRequest{Address: ""},
@@ -72,7 +74,7 @@ func TestQueryByAccount(t *testing.T) {
 			if spec.createdPlusOne {
 				assert.NotEqual(t, spec.expState, gotRsp.Orders)
 				// set equal
-				gotRsp.Orders[0].Created.Add(1*time.Second)
+				gotRsp.Orders[0].Created = gotRsp.Orders[0].Created.Add(1*time.Second)
 			}
 
 			assert.Equal(t, spec.expState, gotRsp.Orders)