Files
dex/pkg/venue/venue.go
zeekay baa275e80f feat(dex): FIX 4.4 acceptor + unified 4-path trading e2e
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.
2026-06-19 13:05:58 -07:00

157 lines
6.9 KiB
Go

// Copyright (C) 2019-2025, Lux Industries Inc. All rights reserved.
// See the file LICENSE for licensing terms.
// Package venue is the protocol-neutral seam between a wire front-end and THE
// matcher. It defines ONE interface — the four operations of the FROZEN clob_*
// ZAP surface (pkg/zapwire) — and ONE production implementation that dials the
// venue's clob_* endpoint. Every protocol front-end (FIX in pkg/fix, the WS
// venue handler in pkg/api, the 0x9010 precompile in lux/precompile/dex)
// translates its dialect into these calls and renders the consensus-computed
// result back; none of them owns a matcher. This is the decomplection: the
// matcher and book live in ONE place (pkg/dchain), reached over ONE surface
// (clob_*), and a "path" is purely a wire translation onto this Venue.
package venue
import (
"context"
"fmt"
"github.com/luxfi/dex/pkg/zapwire"
"github.com/luxfi/rpc"
)
// Venue is the protocol-neutral seam between a wire front-end (FIX in pkg/fix, WS
// in pkg/api) and THE matcher. It is the SAME four operations the FROZEN clob_*
// ZAP surface exposes (pkg/zapwire) — ensure-market, place a resting limit order,
// cancel a resting order, submit a marketable order and get its fills. A front-end
// translates its protocol into these calls; it does NOT match. There is exactly
// ONE matcher (the D-Chain CLOB) and exactly ONE network surface onto it (clob_*);
// Venue is that surface expressed as a Go interface so a front-end can be unit
// tested against a fake and run in production against the real ZAP client.
//
// Side/poolID semantics are the zapwire ones: side 0=buy, 1=sell; poolID is the
// 32-byte market identity. price/size are float64 on the price grid (the same
// units clob_place/clob_submit carry); user is the <=16-byte account handle whose
// ledger the order locks against and settles into.
type Venue interface {
// EnsureMarket idempotently creates the book for poolID.
EnsureMarket(ctx context.Context, poolID [32]byte) error
// Place rests a limit order and returns the consensus-assigned order id.
Place(ctx context.Context, poolID [32]byte, side uint8, price, size float64, user string) (orderID uint64, err error)
// Cancel cancels a resting order by id. Returns ErrRejected if not cancelable.
Cancel(ctx context.Context, poolID [32]byte, orderID uint64) error
// Submit crosses a marketable order against the book and returns the
// consensus-computed fills (possibly empty if nothing crossed).
Submit(ctx context.Context, poolID [32]byte, side uint8, isMarket bool, limit, size float64, user string) ([]zapwire.Fill, error)
}
// ErrRejected is returned by a Venue operation the matcher refused (e.g. a place
// the matcher would not rest, or a cancel of an unknown order).
var ErrRejected = fmt.Errorf("venue: rejected")
// zapVenue is the production Venue: a clob_* ZAP client over github.com/luxfi/rpc,
// dialing the SAME rpc.Listen socket dchain.VM.RegisterCLOB serves and the SAME
// socket the 0x9010 precompile (engine_zap) and the chains/dexvm proxy dial. It
// holds no matcher state — every call is a frozen zapwire frame to the venue.
type zapVenue struct {
conn *rpc.ZAPConn
}
// DialVenue opens a ZAP client to the venue's clob_* endpoint (e.g. the addr
// returned by rpc.Listen / the node runtime). The returned Venue speaks the
// frozen clob_* frames; Close releases the connection.
func DialVenue(ctx context.Context, addr string) (Venue, error) {
conn, err := rpc.ZAPDial(ctx, addr)
if err != nil {
return nil, fmt.Errorf("fix: dial venue %s: %w", addr, err)
}
return &zapVenue{conn: conn}, nil
}
// NewZAPVenue wraps an already-dialed ZAP connection as a Venue (used when the
// caller manages the connection lifecycle, e.g. the gateway daemon).
func NewZAPVenue(conn *rpc.ZAPConn) Venue { return &zapVenue{conn: conn} }
// Close releases the underlying ZAP connection.
func (v *zapVenue) Close() error { return v.conn.Close() }
func (v *zapVenue) EnsureMarket(ctx context.Context, poolID [32]byte) error {
resp, err := v.conn.Call(ctx, zapwire.MethodEnsureMarket, zapwire.EncodeEnsureMarket(poolID))
if err != nil {
return fmt.Errorf("fix: clob_ensure_market: %w", err)
}
if _, status, derr := zapwire.DecodeAck(resp); derr != nil {
return fmt.Errorf("fix: clob_ensure_market ack: %w", derr)
} else if status == zapwire.StatusRejected {
return fmt.Errorf("%w: ensure_market", ErrRejected)
}
return nil
}
func (v *zapVenue) Place(ctx context.Context, poolID [32]byte, side uint8, price, size float64, user string) (uint64, error) {
resp, err := v.conn.Call(ctx, zapwire.MethodPlace, zapwire.EncodePlace(poolID, side, price, size, user))
if err != nil {
return 0, fmt.Errorf("fix: clob_place: %w", err)
}
orderID, status, derr := zapwire.DecodeAck(resp)
if derr != nil {
return 0, fmt.Errorf("fix: clob_place ack: %w", derr)
}
if status == zapwire.StatusRejected {
return 0, fmt.Errorf("%w: place", ErrRejected)
}
return orderID, nil
}
func (v *zapVenue) Cancel(ctx context.Context, poolID [32]byte, orderID uint64) error {
resp, err := v.conn.Call(ctx, zapwire.MethodCancel, zapwire.EncodeCancel(poolID, orderID))
if err != nil {
return fmt.Errorf("fix: clob_cancel: %w", err)
}
_, status, derr := zapwire.DecodeAck(resp)
if derr != nil {
return fmt.Errorf("fix: clob_cancel ack: %w", derr)
}
if status != zapwire.StatusCanceled {
return fmt.Errorf("%w: cancel order %d", ErrRejected, orderID)
}
return nil
}
func (v *zapVenue) Submit(ctx context.Context, poolID [32]byte, side uint8, isMarket bool, limit, size float64, user string) ([]zapwire.Fill, error) {
resp, err := v.conn.Call(ctx, zapwire.MethodSubmit, zapwire.EncodeSubmit(poolID, side, isMarket, limit, size, user))
if err != nil {
return nil, fmt.Errorf("fix: clob_submit: %w", err)
}
fills, err := zapwire.DecodeFills(resp)
if err != nil {
return nil, fmt.Errorf("fix: clob_submit fills decode: %w", err)
}
return fills, nil
}
// SymbolToPoolID derives the venue poolID for a FIX Symbol (tag 55). The venue
// keys markets by a raw 32-byte id; a FIX client names the market by its human
// symbol (e.g. "LUX/LUSD"). This is the SAME stable mapping the venue localnet
// harness uses (poolIDForSymbol): embed the ASCII symbol and tag the high byte so
// the all-symbol-prefix pool can never collide with a zero id. A front-end that
// already has the 32-byte poolID (e.g. the precompile) bypasses this and keys
// directly; FIX clients address by symbol, so this is FIX's resolver.
func SymbolToPoolID(symbol string) [32]byte {
var p [32]byte
copy(p[:], symbol)
p[31] = 0xD0
return p
}
// UserHandle truncates a sender/account identity to the <=16-byte on-wire user
// handle the venue ledger keys balances by. Two distinct senders that share a
// 16-byte prefix would collide; production binds a checked account id, but for the
// CLOB user field the 16-byte handle is the canonical width (zapwire.UserSize).
func UserHandle(s string) string {
if len(s) > zapwire.UserSize {
return s[:zapwire.UserSize]
}
return s
}