状态
Genesis 状态定义了模块的初始状态，用于设置模块。
// GenesisState defines the exchange module's genesis state.
type GenesisState struct {
// params defines all the parameters of related to exchange.
Params Params
// accounts is an array containing the genesis trade pairs
SpotMarkets []*SpotMarket
// accounts is an array containing the genesis derivative markets
DerivativeMarkets []*DerivativeMarket
// spot_orderbook defines the spot exchange limit orderbook active at genesis.
SpotOrderbook []SpotOrderBook
// derivative_orderbook defines the derivative exchange limit orderbook active at genesis.
DerivativeOrderbook []DerivativeOrderBook
// balances defines the exchange users balances active at genesis.
Balances []Balance
// positions defines the exchange derivative positions at genesis
Positions []DerivativePosition
// subaccount_trade_nonces defines the subaccount trade nonces for the subaccounts at genesis
SubaccountTradeNonces []SubaccountNonce
// expiry_futures_market_info defines the market info for the expiry futures markets at genesis
ExpiryFuturesMarketInfoState []ExpiryFuturesMarketInfoState
// perpetual_market_info defines the market info for the perpetual derivative markets at genesis
PerpetualMarketInfo []PerpetualMarketInfo
// perpetual_market_funding_state defines the funding state for the perpetual derivative markets at genesis
PerpetualMarketFundingState []PerpetualMarketFundingState
// derivative_market_settlement_scheduled defines the scheduled markets for settlement at genesis
DerivativeMarketSettlementScheduled []DerivativeMarketSettlementInfo
// sets spot markets as enabled
IsSpotExchangeEnabled bool
// sets derivative markets as enabled
IsDerivativesExchangeEnabled bool
// the current trading reward campaign info
TradingRewardCampaignInfo *TradingRewardCampaignInfo
// the current and upcoming trading reward campaign pools
TradingRewardPoolCampaignSchedule []*CampaignRewardPool
// the current and upcoming trading reward account points
TradingRewardCampaignAccountPoints []*TradingRewardCampaignAccountPoints
// the current and upcoming trading reward campaign pending pools
PendingTradingRewardPoolCampaignSchedule []*CampaignRewardPool
// the pending trading reward account points
PendingTradingRewardCampaignAccountPoints []*TradingRewardCampaignAccountPendingPoints
// the fee discount schedule
FeeDiscountSchedule *FeeDiscountSchedule
// the cached fee discount account tiers with TTL
FeeDiscountAccountTierTtl []*FeeDiscountAccountTierTTL
// the fee discount paid by accounts in all buckets
FeeDiscountBucketFeesPaidAccounts []*FeeDiscountBucketFeesPaidAccounts
// sets the first fee cycle as finished
IsFirstFeeCycleFinished bool
}Params
Params 是一个模块级配置，用于存储系统参数并定义交易所模块的整体功能。该配置可以通过治理使用由治理模块原生支持的参数更新提案进行修改。 它定义了用于现货市场和衍生品市场的默认费用对象，以及衍生品市场的资金参数和即时上市费用。 用于交易所模块参数存储的 Protobuf 接口。
type Params struct {
// spot_market_instant_listing_fee defines the expedited fee in INJ required to create a spot market by bypassing governance
SpotMarketInstantListingFee types.Coin
// derivative_market_instant_listing_fee defines the expedited fee in INJ required to create a derivative market by bypassing governance
DerivativeMarketInstantListingFee types.Coin
// default_spot_maker_fee defines the default exchange trade fee for makers on a spot market
DefaultSpotMakerFeeRate math.LegacyDec
// default_spot_taker_fee_rate defines the default exchange trade fee rate for takers on a new spot market
DefaultSpotTakerFeeRate math.LegacyDec
// default_derivative_maker_fee defines the default exchange trade fee for makers on a new derivative market
DefaultDerivativeMakerFeeRate math.LegacyDec
// default_derivative_taker_fee defines the default exchange trade fee for takers on a new derivative market
DefaultDerivativeTakerFeeRate math.LegacyDec
// default_initial_margin_ratio defines the default initial margin ratio on a new derivative market
DefaultInitialMarginRatio math.LegacyDec
// default_maintenance_margin_ratio defines the default maintenance margin ratio on a new derivative market
DefaultMaintenanceMarginRatio math.LegacyDec
// default_funding_interval defines the default funding interval on a derivative market
DefaultFundingInterval int64
// funding_multiple defines the timestamp multiple that the funding timestamp should be a multiple of
FundingMultiple int64
// relayer_fee_share_rate defines the trade fee share percentage that goes to relayers
RelayerFeeShareRate math.LegacyDec
// default_hourly_funding_rate_cap defines the default maximum absolute value of the hourly funding rate
DefaultHourlyFundingRateCap math.LegacyDec
// hourly_interest_rate defines the hourly interest rate
DefaultHourlyInterestRate math.LegacyDec
// max_derivative_order_side_count defines the maximum number of derivative active orders a subaccount can have for a given orderbook side
MaxDerivativeOrderSideCount uint32
// inj_reward_staked_requirement_threshold defines the threshold on INJ rewards after which one also needs staked INJ to receive more
InjRewardStakedRequirementThreshold github_com_cosmos_cosmos_sdk_types.Int
// the trading_rewards_vesting_duration defines the vesting times for trading rewards
TradingRewardsVestingDuration int64
}Balance
Balance 用于管理账户余额。该模块将整个余额存储在模块账户中，而每个账户的余额则作为记录进行管理。 余额对象按 subaccount_id 和 denom 存储。
message Balance {
SubaccountId string
Denom string
Deposits *Deposit
}
// An subaccount's deposit for a given base currency
type Deposit struct {
AvailableBalance math.LegacyDec
TotalBalance math.LegacyDec
}
type SubaccountDeposit {
SubaccountId []byte
Deposit *Deposit
}SubaccountNonce
SubaccountNonce 用于表示唯一的订单哈希。
type SubaccountNonce struct {
SubaccountId string
SubaccountTradeNonce SubaccountTradeNonce
}Order
有多个结构用于将订单存储到存储中。
type OrderInfo struct {
// bytes32 subaccount ID that created the order
SubaccountId string
// address fee_recipient address that will receive fees for the order
FeeRecipient string
// price of the order
Price math.LegacyDec
// quantity of the order
Quantity math.LegacyDec
}
type SubaccountOrderbookMetadata struct {
VanillaLimitOrderCount uint32
ReduceOnlyLimitOrderCount uint32
// AggregateReduceOnlyQuantity is the aggregate fillable quantity of the subaccount's reduce-only limit orders in the given direction.
AggregateReduceOnlyQuantity math.LegacyDec
// AggregateVanillaQuantity is the aggregate fillable quantity of the subaccount's vanilla limit orders in the given direction.
AggregateVanillaQuantity math.LegacyDec
}
type SubaccountOrder struct {
// price of the order
Price math.LegacyDec
// the amount of the quantity remaining fillable
Quantity math.LegacyDec
IsReduceOnly bool
Cid string
}
type MarketOrderIndicator struct {
// market_id represents the unique ID of the market
MarketId string
IsBuy bool
}SpotMarket
SpotMarket 是用于存储现货市场所需的所有信息和状态的结构。现货市场通过市场的哈希值存储，以便高效查询市场。
// An object describing trade pair of two assets.
type SpotMarket struct {
// A name of the pair in format AAA/BBB, where AAA is base asset, BBB is quote asset.
Ticker string
// Coin denom used for the base asset
BaseDenom string
// Coin used for the quote asset
QuoteDenom string
// maker_fee_rate defines the fee percentage makers pay when trading
MakerFeeRate math.LegacyDec
// taker_fee_rate defines the fee percentage takers pay when trading
TakerFeeRate math.LegacyDec
// relayer_fee_share_rate defines the percentage of the transaction fee shared with the relayer in a derivative market
RelayerFeeShareRate math.LegacyDec
// Unique market ID.
MarketId string
// Status of the market
Status MarketStatus
// min_price_tick_size defines the minimum tick size that the price required for orders in the market
MinPriceTickSize math.LegacyDec
// min_quantity_tick_size defines the minimum tick size of the quantity required for orders in the market
MinQuantityTickSize math.LegacyDec
}SpotOrderBook
SpotOrderBook 是用于存储特定市场的现货限价订单的结构。创建了两个对象，一个用于买单，另一个用于卖单。
// Spot Exchange Limit Orderbook
type SpotOrderBook struct {
MarketId string
IsBuySide bool
Orders []*SpotLimitOrder
}
type SpotOrder struct {
// market_id represents the unique ID of the market
MarketId string
// order_info contains the information of the order
OrderInfo OrderInfo
// order types
OrderType OrderType
// trigger_price is the trigger price used by stop/take orders
TriggerPrice *math.LegacyDec
}
// A valid Spot limit order with Metadata.
type SpotLimitOrder struct {
// order_info contains the information of the order
OrderInfo OrderInfo
// order types
OrderType OrderType
// the amount of the quantity remaining fillable
Fillable math.LegacyDec
// trigger_price is the trigger price used by stop/take orders
TriggerPrice *math.LegacyDec
OrderHash []byte
}
// A valid Spot market order with Metadata.
type SpotMarketOrder struct {
// order_info contains the information of the order
OrderInfo OrderInfo
BalanceHold math.LegacyDec
OrderHash []byte
}DerivativeMarket
DerivativeMarket 是用于存储衍生品市场所需的所有信息和状态的结构。衍生品市场通过市场的哈希值存储，以便高效查询市场。
// An object describing a derivative market in the Injective Futures Protocol.
type DerivativeMarket struct {
// Ticker for the derivative contract.
Ticker string
// Oracle base currency
OracleBase string
// Oracle quote currency
OracleQuote string
// Oracle type
OracleType types1.OracleType
// Scale factor for oracle prices.
OracleScaleFactor uint32
// Address of the quote currency denomination for the derivative contract
QuoteDenom string
// Unique market ID.
MarketId string
// initial_margin_ratio defines the initial margin ratio of a derivative market
InitialMarginRatio math.LegacyDec
// maintenance_margin_ratio defines the maintenance margin ratio of a derivative market
MaintenanceMarginRatio math.LegacyDec
// maker_fee_rate defines the maker fee rate of a derivative market
MakerFeeRate math.LegacyDec
// taker_fee_rate defines the taker fee rate of a derivative market
TakerFeeRate math.LegacyDec
// relayer_fee_share_rate defines the percentage of the transaction fee shared with the relayer in a derivative market
RelayerFeeShareRate math.LegacyDec
// true if the market is a perpetual market. false if the market is an expiry futures market
IsPerpetual bool
// Status of the market
Status MarketStatus
// min_price_tick_size defines the minimum tick size that the price and margin required for orders in the market
MinPriceTickSize math.LegacyDec
// min_quantity_tick_size defines the minimum tick size of the quantity required for orders in the market
MinQuantityTickSize math.LegacyDec
}DerivativeOrderBook
DerivativeOrderBook 是用于存储特定市场的衍生品限价订单的结构。为买单和卖单分别创建两个对象。
// Spot Exchange Limit Orderbook
type DerivativeOrderBook struct {
MarketId string
IsBuySide bool
Orders []*DerivativeLimitOrder
}
type DerivativeOrder struct {
// market_id represents the unique ID of the market
MarketId string
// order_info contains the information of the order
OrderInfo OrderInfo
// order types
OrderType OrderType
// margin is the margin used by the limit order
Margin math.LegacyDec
// trigger_price is the trigger price used by stop/take orders
TriggerPrice *math.LegacyDec
}
// A valid Derivative limit order with Metadata.
type DerivativeLimitOrder struct {
// order_info contains the information of the order
OrderInfo OrderInfo
// order types
OrderType OrderType
// margin is the margin used by the limit order
Margin math.LegacyDec
// the amount of the quantity remaining fillable
Fillable math.LegacyDec
// trigger_price is the trigger price used by stop/take orders
TriggerPrice *math.LegacyDec
OrderHash []byte
}
// A valid Derivative market order with Metadata.
type DerivativeMarketOrder struct {
// order_info contains the information of the order
OrderInfo OrderInfo
// order types
OrderType OrderType
Margin math.LegacyDec
MarginHold math.LegacyDec
// trigger_price is the trigger price used by stop/take orders
TriggerPrice *math.LegacyDec
OrderHash []byte
}
type DerivativeMarketOrderCancel struct {
MarketOrder *DerivativeMarketOrder
CancelQuantity math.LegacyDec
}DerivativePosition
DerivativePosition 是用于存储特定市场上子账户的衍生品头寸的结构。 注意：衍生品订单代表意图，而头寸代表持有。
type Position struct {
IsLong bool
Quantity math.LegacyDec
EntryPrice math.LegacyDec
Margin math.LegacyDec
CumulativeFundingEntry math.LegacyDec
}
type PositionDelta struct {
IsLong bool
ExecutionQuantity math.LegacyDec
ExecutionMargin math.LegacyDec
ExecutionPrice math.LegacyDec
}
type DerivativePosition struct {
SubaccountId string
MarketId string
Position *Position
}
type SubaccountPosition struct {
Position *Position
SubaccountId []byte
}ExpiryFuturesMarketInfo
ExpiryFuturesMarketInfo 是用于存储到期期货市场信息的结构。它通过市场的 ID 存储。
type ExpiryFuturesMarketInfo struct {
// market ID.
MarketId string
// expiration_timestamp defines the expiration time for a time expiry futures market.
ExpirationTimestamp int64
// expiration_twap_start_timestamp defines the start time of the TWAP calculation window
TwapStartTimestamp int64
// expiration_twap_start_price_cumulative defines the cumulative price for the start of the TWAP window
ExpirationTwapStartPriceCumulative math.LegacyDec
// settlement_price defines the settlement price for a time expiry futures market.
SettlementPrice math.LegacyDec
}PerpetualMarketInfo
PerpetualMarketInfo 是用于存储永续市场信息的结构。
type PerpetualMarketInfo struct {
// market ID.
MarketId string
// hourly_funding_rate_cap defines the maximum absolute value of the hourly funding rate
HourlyFundingRateCap math.LegacyDec
// hourly_interest_rate defines the hourly interest rate
HourlyInterestRate math.LegacyDec
// next_funding_timestamp defines the next funding timestamp in seconds of a perpetual market
NextFundingTimestamp int64
// funding_interval defines the next funding interval in seconds of a perpetual market.
FundingInterval int64
}PerpetualMarketFunding
PerpetualMarketFunding 是用于管理永续市场资金信息的结构。
type PerpetualMarketFunding struct {
// cumulative_funding defines the cumulative funding of a perpetual market.
CumulativeFunding math.LegacyDec
// cumulative_price defines the cumulative price for the current hour up to the last timestamp
CumulativePrice math.LegacyDec
LastTimestamp int64
}Trading Rewards
CampaignRewardPool
CampaignRewardPool 是一个结构，用于获取即将到来的交易奖励池。
type CampaignRewardPool struct {
StartTimestamp int64
// max_campaign_rewards are the maximum reward amounts to be disbursed at the end of the campaign
MaxCampaignRewards sdk.Coins
}TradingRewardCampaignInfo
TradingRewardCampaignInfo 是一个结构，用于获取交易奖励活动的信息。
type TradingRewardCampaignInfo struct {
// number of seconds of the duration of each campaign
CampaignDurationSeconds int64
// the trading fee quote denoms which will be counted for the rewards
QuoteDenoms []string
// the optional boost info for markets
TradingRewardBoostInfo *TradingRewardCampaignBoostInfo
// the marketIDs which are disqualified from being rewarded
DisqualifiedMarketIds []string
}
type TradingRewardCampaignBoostInfo struct {
BoostedSpotMarketIds []string
SpotMarketMultipliers []PointsMultiplier
BoostedDerivativeMarketIds []string
DerivativeMarketMultipliers []PointsMultiplier
}
type PointsMultiplier struct {
MakerPointsMultiplier math.LegacyDec
TakerPointsMultiplier math.LegacyDec
}FeeDiscountProposal
FeeDiscountProposal 是一个结构，用于提议新的费用折扣计划和持续时间。
type FeeDiscountSchedule struct {
// the bucket count, e.g., 30
BucketCount uint64
// the bucket duration, e.g., 1 day
BucketDuration int64
// the trading fee quote denoms which will be counted for the fee paid contribution
QuoteDenoms []string
// the fee discount tiers
TierInfos []*FeeDiscountTierInfo
// the marketIDs which are disqualified from contributing to the fee paid amount
DisqualifiedMarketIds []string
}
type FeeDiscountTierInfo struct {
MakerDiscountRate math.LegacyDec
TakerDiscountRate math.LegacyDec
StakedAmount math.Int
FeePaidAmount math.LegacyDec
}DerivativeMarketSettlementInfo
DerivativeMarketSettlementInfo 是一个结构，用于管理计划结算的衍生品市场。
type DerivativeMarketSettlementInfo struct {
// market ID.
MarketId string
// settlement_price defines the settlement price
SettlementPrice math.LegacyDec
// starting_deficit defines starting deficit
StartingDeficit math.LegacyDec
}TradeLog
交易日志通过事件发出，以跟踪交易历史。
type TradeLog struct {
Quantity math.LegacyDec
Price math.LegacyDec
// bytes32 subaccount ID that executed the trade
SubaccountId []byte
Fee math.LegacyDec
OrderHash []byte
}
type DerivativeTradeLog struct {
SubaccountId []byte
PositionDelta *PositionDelta
Payout math.LegacyDec
Fee math.LegacyDec
OrderHash []byte
}Enums
枚举用于描述订单类型、执行类型和市场状态。
enum OrderType {
UNSPECIFIED = 0 [(gogoproto.enumvalue_customname) = "UNSPECIFIED"];
BUY = 1 [(gogoproto.enumvalue_customname) = "BUY"];
SELL = 2 [(gogoproto.enumvalue_customname) = "SELL"];
STOP_BUY = 3 [(gogoproto.enumvalue_customname) = "STOP_BUY"];
STOP_SELL = 4 [(gogoproto.enumvalue_customname) = "STOP_SELL"];
TAKE_BUY = 5 [(gogoproto.enumvalue_customname) = "TAKE_BUY"];
TAKE_SELL = 6 [(gogoproto.enumvalue_customname) = "TAKE_SELL"];
BUY_PO = 7 [(gogoproto.enumvalue_customname) = "BUY_PO"];
SELL_PO = 8 [(gogoproto.enumvalue_customname) = "SELL_PO"];
BUY_ATOMIC = 9 [ (gogoproto.enumvalue_customname) = "BUY_ATOMIC" ];
SELL_ATOMIC = 10 [ (gogoproto.enumvalue_customname) = "SELL_ATOMIC" ];
}
enum MarketStatus {
Unspecified = 0;
Active = 1;
Paused = 2;
Suspended = 3;
Demolished = 4;
Expired = 5;
}
enum ExecutionType {
UnspecifiedExecutionType = 0;
Market = 1;
LimitFill = 2;
LimitMatchRestingOrder = 3;
LimitMatchNewOrder = 4;
}Last updated