implement OpenFinex API client

A minimal functionality includes:

authentication
mng_create_order
mng_cancel_order
listen to mng_trade events and trigger the verification and settlement of matches
listen to order events and update the enclave's orderbook mirror (because orders may only be partly executed by a trade / match)

Remarks:

Listening to events should happen in its own thread, spawned at worker startup.
create and cancel order should be performed with minimal latency

Finex engine management (S2S) websocket protocol

Authentication

The management websocket authenticate use standard JWT - RS256

JWT=$(barong-jwt --uid IDBD12DEB15B)
wscat --connect 'ws://localhost:8080/api/v2/finex/ws' -H "Authorization: Bearer ${JWT}"

Example of JWT:

eyJhbGciOiJSUzI1NiIsInR5cCI6IkpXVCJ9.eyJhdWQiOlsicGVhdGlvIiwiYmFyb25nIl0sImVtYWlsIjoiYWRtaW5AYmFyb25nLmlvIiwiZXhwIjoxNjE3OTU2MjU3LCJpYXQiOjE2MTc5NTI2NTcsImlzcyI6ImJhcm9uZyIsImp0aSI6IjE2MTc5NTI2NTciLCJsZXZlbCI6MywicmVmZXJyYWxfaWQiOm51bGwsInJvbGUiOiJhZG1pbiIsInN0YXRlIjoiYWN0aXZlIiwic3ViIjoic2Vzc2lvbiIsInVpZCI6IlU0ODcyMDU4NjMifQ.ROjIs7OhcsX86ZxxVy5vnBCNheEtOENpI9g7eN4BgbGlz5U3XLg7D9cILw8FEsmfzTf5pSzMRrx59_rD9sI4abim7Nn7eJ8gay7E-vQdFfeu6720ZQkbM3w5hIpq2x6pubzUu88ZCVZA2mLEw2XuQFVtDBCEBT5yWCPIOFSsuVN6wSuANvR2ZpJytJHvzSpeGv_9BxZC0ZtAR4PaP2f_iyX1Zw-71QxB4-BxdZeCUp17ic82DQ7TQU_GgYoQNTQFVBHc_oouj_3XB_B1PIYvbSAoPkS1JalqrwJRIw0nFQfTe09OazACyjGyQpsQqsVBN6WlEjYViV30cGquDRATYg

Resources:

Analyse and generate JWT: www.jwt.io
Tool to generate JWT for testing: https://github.com/openware/barong-jwt

Create orders

Method: mng_create_order

Arguments:

№	Name	Data type	Description
1	uid or nickname	string	User UID or nickname to identify the user
2	market_id	string	Market identifier for order ex: "btcusd"
3	market_type	string	Market type ex: "trusted"
3	order_type	string	- market: "m" - limit: "l" - Post only (Must not fill at all or is canceled): "p" - Fill or kill (Must fully match at a given price or is canceled): "f"
4	side	string	Used to specify order side, "buy" or "sell"
5	quantity	string	An amount that placed within the order
6	price	string	Main (limit) price of the order (optional)

Example:

[1,42,"mng_create_order",["14dQ6XGcrk4njhYB7ihcjHyyKbFKUVCXt5vffTV9yAWcgrbu", "btcusd", "trusted", "l", "buy", "0.250000", "9120.00"]]

Response:

[2,42,"mng_create_order",["1245-2345-6798-123123"]]

Error example:

[2,42,"error",["Message describing the error"]]

Cancel orders

Method: mng_cancel_order_bulk

Arguments:

№	Name	Data type	Description
1	uid or nickname	string	User UID or nickname to identify the user
2	market_id	string	Market identifier for order ex: "btcusd"
3	orders IDs or UUIDs	string	List of order IDs or UUIDs to cancel

Example:

[1,42,"mng_cancel_order",["btcusd", ["1245-2345-6798-123123", "1245-2345-6798-123124"]]]

Events

Subscription to events

TODO

Order update events

Argument	Description
Market ID	Market unique identifier
ID	Unique order ID
UUID	Unique order uuid
Side	"buy" or "sell"
Kind	"bid" or "ask"
State	Current state of the order
Type	Order type
Price	Order price
Average Price	Average execution price
Volume Current	order volume
Origin Volume	Origin volume
Executed Volume	Executed volume
Trades Count Order	trades count
Timestamp	Order creation timestamp

[4,"order",["btcusd", 2, "7acbbc84-939d-11ea-a827-1831bf9834b0", "buy", "bid", "done", "limit", "1", "1", "0", "1", "1", 1, 1589211516]]

Trades events

Argument	Description
Market ID	Market unique identifier
ID	Unique trade ID
Price	Trade execution price
Amount	Trade execution amount
Funds	Trade funds, amount * price
Maker OrderID	Maker's trade order ID
Maker OrderUUID	Maker's trade order UUID
Taker OrderID	Taker's trade order ID
Taker OrderUUID	Taker's trade order UUID
Maker Side	Maker order side
Timestamp	Trade timestamp

[4,"mng_trade",["btcusd", 1, "1", "1", "1", 2, "55d78eee-939e-11ea-945f-1831bf9834b0", 3, "55d78eee-939e-11ea-945f-1831bf9834as", "buy", 1589211884]]

Debug helpers

The following functions are not strictly needed but it may help debugging if we let OpenFinex know about deposit and withdrawal events:

Deposit funds

Method: mng_deposit

Arguments:

№	Name	Data type	Description
1	uid or nickname	string	User UID or nickname to identify the user
2	currency_id	string	Currency identifier of the deposit
3	amount	number	Amount to deposit
3	tx_id	string	Transaction ID (optional)

Example:

[1,42,"mng_deposit",["14dQ6XGcrk4njhYB7ihcjHyyKbFKUVCXt5vffTV9yAWcgrbu", "usd", "1500.000000000000", "0x1234657890123456789"]

Response:

[2,42,"mng_deposit",[124]]

Error example:

[2,42,"error",["Message describing the error"]]

Withdraw funds

Method: mng_withdraw

Arguments:

№	Name	Data type	Description
1	uid or nickname	string	User UID or nickname to identify the user
2	currency_id	string	Currency identifier of the deposit
3	amount	number	Amount to withdraw
3	tx_id	string	Transaction ID (optional)

Example:

[1,43,"mng_withdraw",["14dQ6XGcrk4njhYB7ihcjHyyKbFKUVCXt5vffTV9yAWcgrbu", "usd", "1500", "0x1234657890123456789"]

Response:

[2,43,"mng_withdraw",[124]]

Error example:

[2,43,"error",["Message describing the error"]]

Polkadex-Substrate / polkadexTEE-worker