Merge pull request #338 from digital-asset/0.1.x-fix-matching-timestamp

change matching engine timeMatched to match exberry timestamp
digital-asset · May 19, 2021 · 7126a41 · 7126a41
2 parents 86905ef + e3fc2fe
commit 7126a41
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Showing 2 changed files with 11 additions and 5 deletions.
diff --git a/triggers/daml/MatchingEngine.daml b/triggers/daml/MatchingEngine.daml
@@ -125,19 +125,19 @@ handleOrder party orders (orderCid, order) = do
       let fillQty   = min passive.qty aggressive.qty
           fillPrice = passive.price
 
-      time <- getTime
+      nanoTimestamp <- (1000 *) <$> getUnixTimestamp
 
       emitExerciseCmd aggressiveCid Order_Fill with
           fillQty, fillPrice
           counterOrderId = passive.orderId
           counterParty = passive.exchParticipant
-          timeMatched = show time
+          timeMatched = show nanoTimestamp
 
       emitExerciseCmd passiveCid Order_Fill with
           fillQty, fillPrice
           counterOrderId = aggressive.orderId
           counterParty = aggressive.exchParticipant
-          timeMatched = show time
+          timeMatched = show nanoTimestamp
 
       return ()
 
@@ -192,7 +192,7 @@ handleClearedOrder party orders (orderCid, order) = do
       let fillQty   = min passive.qty aggressive.qty
           fillPrice = passive.price
 
-      time <- getTime
+      nanoTimestamp <- (* 1000) <$> getUnixTimestamp
 
       emitExerciseCmd aggressiveCid ClearedOrder_Fill with
           fillQty, fillPrice
@@ -210,7 +210,7 @@ handleClearedOrder party orders (orderCid, order) = do
           instrument = instrumentId
           exchange = party
           eventId = -1
-          timeMatched = (show time)
+          timeMatched = show nanoTimestamp
           pair = order.pair
           trackingNumber = -1
           buyer = buyer.exchParticipant

diff --git a/triggers/daml/Utils.daml b/triggers/daml/Utils.daml
@@ -1,9 +1,15 @@
 module Utils where
 
+import DA.Time
+import DA.Date
 import Daml.Trigger
 
 type ContractPair a = (ContractId a, a)
 
 -- |Helper function to exercise a choice
 emitExerciseCmd : (Template t, Choice t c r) => ContractId t -> c -> TriggerA s CommandId
 emitExerciseCmd cid c = emitCommands [exerciseCmd cid c] [toAnyContractId cid]
+
+getUnixTimestamp : TriggerA s Int
+getUnixTimestamp = convertRelTimeToMicroseconds . (flip subTime) (time (date 1970 Jan 1) 0 0 0) <$> getTime
+