change timeMatched in matching engine to match exberry

triggers/daml/MatchingEngine.daml

@@ -6,6 +6,8 @@ module MatchingEngine where
 import DA.Finance.Types
 
 import DA.Action
+import DA.Date
+import DA.Time
 import DA.Foldable hiding (elem, null)
 import DA.Next.Set (fromList)
 import DA.List
@@ -18,6 +20,9 @@ import Utils
 
 type CurrentOrderId = Int
 
+getUnixTimestamp : TriggerA CurrentOrderId Int
+getUnixTimestamp = convertRelTimeToMicroseconds . (flip subTime) (time (date 1970 Jan 1) 0 0 0) <$> getTime
+
 handleMatching : Trigger CurrentOrderId
 handleMatching = Trigger
   { initialize = return 0
@@ -125,19 +130,19 @@ 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 +197,7 @@ 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 +215,7 @@ 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