ProofSuite / amp-matching-engine

Official proof decentralized exchange matching engine

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AMP Matching Engine

Official proof decentralized exchange matching engine

Chat on discord License Contributions welcome

The Proof Decentralized Exchange

The proof decentralized exchange is a hybrid decentralized exchange that aims at bringing together the ease of use of centralized exchanges along with the security and privacy features of decentralized exchanges. Orders are matched through the an off-chain orderbook. After orders are matched and signed, the decentralized exchange operator has the sole ability to perform a transaction to the smart contract. This provides for the best UX as the exchange operator is the only party having to interact directly with the blockchain. Exchange users simply sign orders which are broadcasted then to the orderbook. This design enables users to queue and cancel their orders seamlessly.

Getting Started

Requirements

  • mongoDB version 3.6 or newer
  • rabbitmq version 3.7.7 or newer
  • redis version 4.0 or newer
  • dep latest

Booting up the server

Install the dependencies

dep ensure

Start the Server

go run server.go

API Endpoints

Tokens

  • GET /tokens : returns list of all the tokens from the database
  • GET /tokens/<addr>: returns details of a token from db using token's contract address
  • POST /tokens: Create/Insert token in DB. Sample input:
{
	"name":"HotPotCoin",
	"symbol":"HPC",
	"decimal":18,
	"address":"0x1888a8db0b7db59413ce07150b3373972bf818d3",
	"active":true,
	"quote":true
}

Pairs

  • GET /pairs : returns list of all the pairs from the database
  • GET /pairs/<baseToken>/<quoteToken>: returns details of a pair from db using using contract address of its constituting tokens
  • GET /pairs/book/<pairName>: Returns orderbook for the pair using pair name
  • POST /pairs: Create/Insert pair in DB. Sample input:
{
    "baseToken":"5b3e82587b44576ba8000001",
    "quoteToken":"5b3e82607b44576ba8000002",
    "active":true,
    "quoteTokenSymbol":"hpc"
}

Address

  • POST /address: Create/Insert address and corresponding balance entry in DB. Sample input:
{
	"address":"0xefD7eB287CeeFCE8256Dd46e25F398acEA7C4b63"
}

Balance

  • GET /balances/<addr>: Fetch the balance details from db of the given address.

Order

  • GET /orders/<addr>: Fetch all the orders placed by the given address

Trade

  • GET /trades/history/<pair>: Fetch complete trade history of given pair using pair name
  • GET /trades/<addr>: Fetch all the trades in which the given address is either maker or taker
  • GET /trades/ticks: Fetch ohlcv data. Query Params:
// Query Params for /trades/ticks
pairName: names of pair separated by comma(,) ex: "hpc/aut,abc/xyz". (Atleast 1 Required)
unit: sec,min,hour,day,week,month,yr. (default:hour)
duration: in int. (default: 24)
from: unix timestamp of from time.(default: start of timestamp)
to: unix timestamp of to time. (default: current timestamp)

Types

Orders

Orders contain the information that is required to register an order in the orderbook as a "Maker".

  • id is the primary ID of the order (possibly deprecated)
  • orderType is either BUY or SELL. It is currently not parsed by the server and compute directly from tokenBuy, tokenSell, amountBuy, amountSell
  • exchangeAddress is the exchange smart contract address
  • maker is the maker (usually sender) ethereum account address
  • tokenBuy is the BUY token ethereum address
  • tokenSell is the SELL token ethereum address
  • amountBuy is the BUY amount (in BUY_TOKEN units)
  • amountSell is the SELL amount (in SELL_TOKEN units)
  • expires is the order expiration timestamp
  • nonce is the nonce that corresponds to
  • feeMake is the maker fee (not implemented yet)
  • feeTake is the taker fee (not implemented yet)
  • pairID is a hash of the corresponding
  • hash is a hash of the order details (see details below)
  • signature is a signature of the order hash. The signer must equal to the maker address for the order to be valid.
  • price corresponds to the pricepoint computed by the matching engine (not parsed)
  • amount corresponds to the amount computed by the matching engine (not parsed)

Order Price and Amount

There are two ways to describe the amount of tokens being bought/sold. The smart-contract requires (tokenBuy, tokenSell, amountBuy, amountSell) while the orderbook requires (pairID, amount, price).

The conversion between both systems can be found in the engine.ComputeOrderPrice function

Order Hash

The order hash is a sha-256 hash of the following elements:

  • Exchange address
  • Token Buy address
  • Amount Buy
  • Token Sell Address
  • Amount Sell
  • Expires
  • Nonce
  • Maker Address

Trades

When an order matches another order in the orderbook, the "taker" is required to sign a trade object that matches an order.

  • orderHash is the hash of the matching order
  • amount is the amount of tokens that will be traded
  • trade nonce is a unique integer to distinguish successive but identical orders (note: can probably be renamed to nonce)
  • taker is the taker ethereum account address
  • pairID is a hash identifying the token pair that will be traded
  • hash is a unique identifier hash of the trade details (see details below)
  • signature is a signature of the trade hash

Trade Hash:

The trade hash is a sha-256 hash of the following elements:

  • Order Hash
  • Amount
  • Taker Address
  • Trade Nonce

The (Order, Trade) tuple can then be used to perform an on-chain transaction for this trade.

Quote Tokens and Token Pairs

In the same way as traditional exchanges function with the idea of base currencies and quote currencies, the Proof decentralized exchange works with base tokens and quote tokens under the following principles:

  • Only the exchange operator can register a quote token
  • Anybody can register a token pair (but the quote token needs to be registered)

Token pairs are identified by an ID (a hash of both token addresses)

Websocket API

See WEBSOCKET_API.md

Contribution

Thank you for considering helping the Proof project !

To make the Proof project truely revolutionary, we need and accept contributions from anyone and are grateful even for the smallest fixes.

If you want to help Proof, please fork and setup the development environment of the appropriate repository. In the case you want to submit substantial changes, please get in touch with our development team on our slack channel (slack.proofsuite.com) to verify those modifications are in line with the general goal of the project and receive early feedback. Otherwise you are welcome to fix, commit and send a pull request for the maintainers to review and merge into the main code base.

Please make sure your contributions adhere to our coding guidelines:

Code must adhere as much as possible to standard conventions (DRY - Separation of concerns - Modular) Pull requests need to be based and opened against the master branch Commit messages should properly describe the code modified Ensure all tests are passing before submitting a pull request

Contact

If you have questions, ideas or suggestions, you can reach our development team on Discord in the #developer channel. Discord Link

License

The Proof CryptoFiat smart contract (i.e. all code inside of the contracts and test directories) is licensed under the MIT License, also included in our repository in the LICENSE file.

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Official proof decentralized exchange matching engine

License:MIT License


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