1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
|
# Ethereum forks Counterparty in 340 lines of serpent
# Not yet tested
# assets[i] = a registered asset, assets[i].holders[j] = former or current i-holder
data assets[2^50](creator, name, calldate, callprice, dividend_paid, holders[2^50], holdersCount)
data nextAssetId
# holdersMap: holdersMap[addr][asset] = 1 if addr holds asset
data holdersMap[2^160][2^50]
# balances[x][y] = how much of y x holds
data balances[2^160][2^50]
# orders[a][b] = heap of indices to (c, d, e)
# = c offers to sell d units of a at a price of e units of b per 10^18 units
# of a
data orderbooks[2^50][2^50]
# store of general order data
data orders[2^50](seller, asset_sold, quantity, price)
data ordersCount
# data feeds
data feeds[2^50](owner, value)
data feedCount
# heap
data heap
extern heap: [register, push, pop, top, size]
data cfds[2^50](maker, acceptor, feed, asset, strike, leverage, min, max, maturity)
data cfdCount
data bets[2^50](maker, acceptor, feed, asset, makerstake, acceptorstake, eqtest, maturity)
data betCount
def init():
heap = create('heap.se')
# Add units (internal method)
def add(to, asset, value):
assert msg.sender == self
self.balances[to][asset] += value
# Add the holder to the holders list
if not self.holdersMap[to][asset]:
self.holdersMap[to][asset] = 1
c = self.assets[asset].holdersCount
self.assets[asset].holders[c] = to
self.assets[asset].holdersCount = c + 1
# Register a new asset
def register_asset(q, name, calldate, callprice):
newid = self.nextAssetId
self.assets[newid].creator = msg.sender
self.assets[newid].name = name
self.assets[newid].calldate = calldate
self.assets[newid].callprice = callprice
self.assets[newid].holders[0] = msg.sender
self.assets[newid].holdersCount = 1
self.balances[msg.sender][newid] = q
self.holdersMap[msg.sender][newid] = 1
# Send
def send(to, asset, value):
fromval = self.balances[msg.sender][asset]
if fromval >= value:
self.balances[msg.sender][asset] -= value
self.add(to, asset, value)
# Order
def mkorder(selling, buying, quantity, price):
# Make sure you have enough to pay for the order
assert self.balances[msg.sender][selling] >= quantity:
# Try to match existing orders
o = orderbooks[buying][selling]
if not o:
o = self.heap.register()
orderbooks[selling][buying] = o
sz = self.heap.size(o)
invprice = 10^36 / price
while quantity > 0 and sz > 0:
orderid = self.heap.pop()
p = self.orders[orderid].price
if p > invprice:
sz = 0
else:
q = self.orders[orderid].quantity
oq = min(q, quantity)
b = self.orders[orderid].seller
self.balances[msg.sender][selling] -= oq * p / 10^18
self.add(msg.sender, buying, oq)
self.add(b, selling, oq * p / 10^18)
self.orders[orderid].quantity = q - oq
if oq == q:
self.orders[orderid].seller = 0
self.orders[orderid].price = 0
self.orders[orderid].asset_sold = 0
quantity -= oq
sz -= 1
assert quantity > 0
# Make the order
c = self.ordersCount
self.orders[c].seller = msg.sender
self.orders[c].asset_sold = selling
self.orders[c].quantity = quantity
self.orders[c].price = price
self.ordersCount += 1
# Add it to the heap
o = orderbooks[selling][buying]
if not o:
o = self.heap.register()
orderbooks[selling][buying] = o
self.balances[msg.sender][selling] -= quantity
self.heap.push(o, price, c)
return(c)
def cancel_order(id):
if self.orders[id].seller == msg.sender:
self.orders[id].seller = 0
self.orders[id].price = 0
self.balances[msg.sender][self.orders[id].asset_sold] += self.orders[id].quantity
self.orders[id].quantity = 0
self.orders[id].asset_sold = 0
def register_feed():
c = self.feedCount
self.feeds[c].owner = msg.sender
self.feedCount = c + 1
return(c)
def set_feed(id, v):
if self.feeds[id].owner == msg.sender:
self.feeds[id].value = v
def mk_cfd_offer(feed, asset, strike, leverage, min, max, maturity):
b = self.balances[msg.sender][asset]
req = max((strike - min) * leverage, (strike - max) * leverage)
assert b >= req
self.balances[msg.sender][asset] = b - req
c = self.cfdCount
self.cfds[c].maker = msg.sender
self.cfds[c].feed = feed
self.cfds[c].asset = asset
self.cfds[c].strike = strike
self.cfds[c].leverage = leverage
self.cfds[c].min = min
self.cfds[c].max = max
self.cfds[c].maturity = maturity
self.cfdCount = c + 1
return(c)
def accept_cfd_offer(c):
assert not self.cfds[c].acceptor and self.cfds[c].maker
asset = self.cfds[c].asset
strike = self.cfds[c].strike
min = self.cfds[c].min
max = self.cfds[c].max
leverage = self.cfds[c].leverage
b = self.balances[msg.sender][asset]
req = max((min - strike) * leverage, (max - strike) * leverage)
assert b >= req
self.balances[msg.sender][asset] = b - req
self.cfds[c].acceptor = msg.sender
self.cfds[c].maturity += block.timestamp
def claim_cfd_offer(c):
asset = self.cfds[c].asset
strike = self.cfds[c].strike
min = self.cfds[c].min
max = self.cfds[c].max
leverage = self.cfds[c].leverage
v = self.feeds[self.cfds[c].feed].value
assert v <= min or v >= max or block.timestamp >= self.cfds[c].maturity
maker_req = max((strike - min) * leverage, (strike - max) * leverage)
acceptor_req = max((min - strike) * leverage, (max - strike) * leverage)
paydelta = (strike - v) * leverage
self.add(self.cfds[c].maker, asset, maker_req + paydelta)
self.add(self.cfds[c].acceptor, asset, acceptor_req - paydelta)
self.cfds[c].maker = 0
self.cfds[c].acceptor = 0
self.cfds[c].feed = 0
self.cfds[c].asset = 0
self.cfds[c].strike = 0
self.cfds[c].leverage = 0
self.cfds[c].min = 0
self.cfds[c].max = 0
self.cfds[c].maturity = 0
def withdraw_cfd_offer(c):
if self.cfds[c].maker == msg.sender and not self.cfds[c].acceptor:
asset = self.cfds[c].asset
strike = self.cfds[c].strike
min = self.cfds[c].min
max = self.cfds[c].max
leverage = self.cfds[c].leverage
maker_req = max((strike - min) * leverage, (strike - max) * leverage)
self.balances[self.cfds[c].maker][asset] += maker_req
self.cfds[c].maker = 0
self.cfds[c].acceptor = 0
self.cfds[c].feed = 0
self.cfds[c].asset = 0
self.cfds[c].strike = 0
self.cfds[c].leverage = 0
self.cfds[c].min = 0
self.cfds[c].max = 0
self.cfds[c].maturity = 0
def mk_bet_offer(feed, asset, makerstake, acceptorstake, eqtest, maturity):
assert self.balances[msg.sender][asset] >= makerstake
c = self.betCount
self.bets[c].maker = msg.sender
self.bets[c].feed = feed
self.bets[c].asset = asset
self.bets[c].makerstake = makerstake
self.bets[c].acceptorstake = acceptorstake
self.bets[c].eqtest = eqtest
self.bets[c].maturity = maturity
self.balances[msg.sender][asset] -= makerstake
self.betCount = c + 1
return(c)
def accept_bet_offer(c):
assert self.bets[c].maker and not self.bets[c].acceptor
asset = self.bets[c].asset
acceptorstake = self.bets[c].acceptorstake
assert self.balances[msg.sender][asset] >= acceptorstake
self.balances[msg.sender][asset] -= acceptorstake
self.bets[c].acceptor = msg.sender
def claim_bet_offer(c):
assert block.timestamp >= self.bets[c].maturity
v = self.feeds[self.bets[c].feed].value
totalstake = self.bets[c].makerstake + self.bets[c].acceptorstake
if v == self.bets[c].eqtest:
self.add(self.bets[c].maker, self.bets[c].asset, totalstake)
else:
self.add(self.bets[c].acceptor, self.bets[c].asset, totalstake)
self.bets[c].maker = 0
self.bets[c].feed = 0
self.bets[c].asset = 0
self.bets[c].makerstake = 0
self.bets[c].acceptorstake = 0
self.bets[c].eqtest = 0
self.bets[c].maturity = 0
def cancel_bet(c):
assert not self.bets[c].acceptor and msg.sender == self.bets[c].maker
self.balances[msg.sender][self.bets[c].asset] += self.bets[c].makerstake
self.bets[c].maker = 0
self.bets[c].feed = 0
self.bets[c].asset = 0
self.bets[c].makerstake = 0
self.bets[c].acceptorstake = 0
self.bets[c].eqtest = 0
self.bets[c].maturity = 0
def dividend(holder_asset, divvying_asset, ratio):
i = 0
sz = self.assets[holder_asset].holdersCount
t = 0
holders = array(sz)
payments = array(sz)
while i < sz:
holders[i] = self.assets[holder_asset].holders[i]
payments[i] = self.balances[holders[i]][holder_asset] * ratio / 10^18
t += payments[i]
i += 1
if self.balances[msg.sender][divvying_asset] >= t:
i = 0
while i < sz:
self.add(holders[i], divvying_asset, payments[i])
i += 1
self.balances[msg.sender][divvying_asset] -= t
|