Pooya KN
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    # Order responsibilities - Create order - Cancel order - Match orders - Get order list with filters (use qfilter) - Get order details (order, trades, commission) - Calculate commission of order - Freeze assets of user upon order creation - Unfreeze assets of user upon order failure - Exchange traded assets between users - Get orderbook snapshot - Return current asks and bids - Send asks and bids updates - Handle order types (limit, stop, market) - Market and limit orders are the same for now - Stop limit orders only get added to order book when reach the stop price ## Create order flow ### Order Creation ```mermaid sequenceDiagram User ->> Order: Create order Order ->> Order: Validate order Order ->> Account: Check Balance (sync) Order ->> Database: Save FreezeCredit Command Order ->> Database: Save Order record Order ->> User: Response ``` ### After credit frozen ```mermaid sequenceDiagram Account ->> Order: FreezeCredit Reply alt if success Order ->> Database: Save OrderCreated Event Order ->> OME: Store and Match else Order ->> Database: Update order to failed Order ->> Database: Save UnfreezeCredit Command Order ->> Database: Save OrderFailed Event end ``` ### After OME Result ```mermaid sequenceDiagram OME ->> Order: Order Match Result alt if match happened Order ->> Database: Save trade records Order ->> Database: Update order (status, filled amount, commission, ...) Order ->> Database: Save Trade records Order ->> Database: Save Exchange Command(s) (for account) Order ->> Database: Save Trade Event alt if order is filled completely OME ->> Order: Match Happened Order ->> Database: Save OrderCompleted Event else if order is partial Order ->> Database: Save OrderFill Event (include total and filled) end else if failure Order ->> Database: Update order to failed Order ->> Database: Save OrderFailed Event Order ->> Database: Save UnfreezeCredit Command end ``` ## Cancel Order flow ```mermaid sequenceDiagram User ->> Order: Cancel Order Order ->> Database: Check order status alt if done Order ->> User: Cannot cancel and return done order else if not filled/partially filled Order ->> Database: Set status to cancelled Order ->> OME: Remove from orderbook alt if OME return some unsaved match Order ->> Order: Save Unsaved matches (similar to above) end Order ->> Database: Save OrderCancelled Event (include partial fills) Order ->> User: Response end ``` ### Cancel order revised ```mermaid sequenceDiagram User ->> Order: Cancel Order ->> Database: Check can cancel Order ->> OME: Remove from OME Order ->> Database: Set pending cancel Order ->> Kafka: Cancel Command Kafka ->> Order: Cancel Reply d ``` ### Topic names - FreezeCredit: `account.freeze.command` - FreezeCreditReply: `account.freeze.reply` - UnfreezeCredit: `account.unfreeze.command` - UnfreezeCreditReply: `account.unfreeze.reply` - OrderCreated: `order.created.event` - OrderFailed: `order.failed.event` - OrderFill: `order.fill.event` - OrderCompleted: `order.completed.event` - Trade: `order.trade.event` ### Validations - Fields - Price should not be over 20% higher/lower than current market price (available via websocket - I have a client for it) - Amount and price precision (decimal places) check to match (avaialable via asset service) ### Near-future (v1.x) considerations - If account service return freeze response too long, we may want to reject order - Order expiration - Order stalled (not expired, but stalled for more than a threshold) - More Granular Event Topics. `order.validation.failed.event`, `order.freeze.failed.event`, ... - More Granular Order Validation. - Handle Limit Maker (Post Only) Order Type - Handle taker vs maker orders - If order is matched immediately with one of current orderbook's orders, it's a taker order; otherwise a maker order

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