mirror of
https://github.com/luxfi/dex.git
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zeekay
baa275e80f
Adds the missing SERVER side of the FIX trading path and a unified e2e proving REAL fills over all four DEX access paths against ONE book. The decomplection: the D-Chain CLOB (pkg/dchain) is the single matcher, reached over the single frozen clob_* ZAP surface (pkg/zapwire). Every access path is a thin wire dialect onto that surface — none owns a matcher. This commit adds the two missing dialects (FIX, a focused WS venue handler) and the shared seam they translate through. New: - pkg/venue: ONE Venue interface (ensure/place/cancel/submit = the clob_* ops) + ONE production ZAP-backed impl. The seam FIX, WS, and the 0x9010 precompile all route through. Dials the SAME rpc.Listen socket dvenue serves. - pkg/fix: dependency-free FIX 4.4 codec (BodyLength tag 9 + CheckSum tag 10 computed AND validated; spec-correct emit/parse) + a TCP acceptor (Logon/Heartbeat/TestRequest/Logout, monotonic seq, NewOrderSingle->clob_submit->ExecutionReport, OrderCancelRequest-> clob_cancel). Pure protocol front-end onto Venue; no matcher. - pkg/api/venue_ws.go: minimal gorilla/websocket /ws handler that translates a JSON order to Venue.Submit and streams fills back — the WS dialect onto the SAME venue (kept orthogonal to the existing TradingEngine product WS server). - cmd/fix-gateway: runs the acceptor in front of a live venue (-venue clob_* endpoint), the production form of the FIX path. - pkg/dchain/fourpath_e2e_test.go: stands up ONE venue + ONE LUX/LUSD book and drives a real limit-order -> match -> FILL over EACH path (V4 precompile engine_zap frame | ZAP native | FIX | WS) against the SAME resting asks, asserting real consensus fills, per-path custody changes, and GLOBAL conservation (available+locked invariant). V4 leg: exercised at the engine_zap WIRE boundary — the exact 66-byte clob_submit frame engine_zap.Swap emits (asserted byte-identical to zapwire.EncodeSubmit) + the V4 BalanceDelta sign convention derived from the consensus fills. A live luxd EVM (StateDB replay-idempotency, gas, PoolManager) is what the full on-chain precompile call additionally needs; the matcher boundary is proven in-process here. No deps added; no existing files modified (go.mod/go.sum untouched). Builds CGO_ENABLED=0; race-clean.
130 lines
3.7 KiB
Go
130 lines
3.7 KiB
Go
// Copyright (C) 2019-2025, Lux Industries Inc. All rights reserved.
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// See the file LICENSE for licensing terms.
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package api
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import (
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"context"
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"net/http"
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"net/http/httptest"
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"strings"
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"testing"
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"time"
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"github.com/gorilla/websocket"
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"github.com/luxfi/dex/pkg/venue"
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"github.com/luxfi/dex/pkg/zapwire"
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)
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// fakeVenue is a canned-fills Venue for unit-testing VenueWS in isolation from the
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// matcher — the WS handler's job is JSON<->Venue translation, proven here without
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// consensus (the unified pkg/dchain e2e proves the REAL matcher over WS).
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type fakeVenue struct {
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lastSubmit submitArgs
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fills []zapwire.Fill
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}
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type submitArgs struct {
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pool [32]byte
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side uint8
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isMarket bool
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limit, size float64
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user string
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}
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func (f *fakeVenue) EnsureMarket(context.Context, [32]byte) error { return nil }
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func (f *fakeVenue) Place(context.Context, [32]byte, uint8, float64, float64, string) (uint64, error) {
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return 1, nil
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}
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func (f *fakeVenue) Cancel(context.Context, [32]byte, uint64) error { return nil }
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func (f *fakeVenue) Submit(_ context.Context, pool [32]byte, side uint8, isMarket bool, limit, size float64, user string) ([]zapwire.Fill, error) {
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f.lastSubmit = submitArgs{pool, side, isMarket, limit, size, user}
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return f.fills, nil
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}
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func startVenueWS(t *testing.T, v venue.Venue) string {
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t.Helper()
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h := NewVenueWS(v)
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srv := httptest.NewServer(http.HandlerFunc(h.HandleConnection))
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t.Cleanup(srv.Close)
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return "ws" + strings.TrimPrefix(srv.URL, "http")
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}
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func dialWS(t *testing.T, url string) *websocket.Conn {
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t.Helper()
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conn, _, err := websocket.DefaultDialer.Dial(url, nil)
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if err != nil {
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t.Fatalf("WS dial: %v", err)
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}
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t.Cleanup(func() { conn.Close() })
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return conn
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}
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type wsResp struct {
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Type string `json:"type"`
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Error string `json:"error"`
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Fills []struct {
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Price float64 `json:"price"`
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Size float64 `json:"size"`
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TakerSide string `json:"takerSide"`
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} `json:"fills"`
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CumQty float64 `json:"cumQty"`
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}
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func readWS(t *testing.T, conn *websocket.Conn) wsResp {
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t.Helper()
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_ = conn.SetReadDeadline(time.Now().Add(5 * time.Second))
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var r wsResp
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if err := conn.ReadJSON(&r); err != nil {
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t.Fatalf("WS read: %v", err)
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}
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return r
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}
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// TestVenueWSFills proves a JSON marketable order routes to Venue.Submit with the
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// right market/side/limit and the fills come back as JSON.
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func TestVenueWSFills(t *testing.T) {
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v := &fakeVenue{fills: []zapwire.Fill{
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{Price: 100, Size: 10, TakerSide: zapwire.SideBuy},
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{Price: 101, Size: 2, TakerSide: zapwire.SideBuy},
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}}
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conn := dialWS(t, startVenueWS(t, v))
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if err := conn.WriteJSON(map[string]interface{}{
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"type": "submit", "symbol": "LUX/LUSD", "side": "buy",
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"orderQty": 12.0, "price": 101.0, "user": "alice", "clOrdId": "W1",
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}); err != nil {
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t.Fatalf("WS write: %v", err)
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}
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r := readWS(t, conn)
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if r.Type != "fills" {
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t.Fatalf("resp type=%q want fills (err=%q)", r.Type, r.Error)
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}
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if len(r.Fills) != 2 || r.CumQty != 12 {
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t.Fatalf("fills=%+v cumQty=%v, want 2 fills / 12", r.Fills, r.CumQty)
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}
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if v.lastSubmit.pool != venue.SymbolToPoolID("LUX/LUSD") || v.lastSubmit.side != zapwire.SideBuy ||
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v.lastSubmit.limit != 101 || v.lastSubmit.size != 12 || v.lastSubmit.user != "alice" {
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t.Fatalf("submit args wrong: %+v", v.lastSubmit)
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}
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}
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// TestVenueWSBadOrder proves a malformed order is reported as a typed error, never
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// dropped or routed.
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func TestVenueWSBadOrder(t *testing.T) {
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v := &fakeVenue{}
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conn := dialWS(t, startVenueWS(t, v))
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// Missing side.
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if err := conn.WriteJSON(map[string]interface{}{
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"type": "submit", "symbol": "LUX/LUSD", "orderQty": 1.0, "price": 1.0,
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}); err != nil {
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t.Fatalf("WS write: %v", err)
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}
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r := readWS(t, conn)
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if r.Type != "error" || r.Error == "" {
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t.Fatalf("bad order must error, got %+v", r)
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}
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}
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