《好家伙》与暗池交易：黑帮世界的链下订单簿

// SPDX-License-Identifier: MIT
pragma solidity ^0.8.20;

import "@openzeppelin/contracts/access/AccessControl.sol";
import "@openzeppelin/contracts/security/ReentrancyGuard.sol";
import "@openzeppelin/contracts/token/ERC20/IERC20.sol";

contract DarkPool is AccessControl, ReentrancyGuard {
    bytes32 public constant TRADER_ROLE = keccak256("TRADER_ROLE");
    bytes32 public constant OPERATOR_ROLE = keccak256("OPERATOR_ROLE");

    enum OrderType {
        BUY, SELL, HIDDEN, ICEBERG, STOP_LOSS
    }

    enum OrderStatus {
        OPEN, PARTIAL, FILLED, CANCELLED, EXPIRED
    }

    struct DarkOrder {
        bytes32 orderId;
        address trader;
        address token;
        OrderType orderType;
        uint256 price;
        uint256 amount;
        uint256 filled;
        OrderStatus status;
        uint256 timestamp;
        uint256 expiry;
        bytes32 commitment;
    }

    struct Trade {
        uint256 tradeId;
        bytes32 buyOrderId;
        bytes32 sellOrderId;
        address token;
        uint256 price;
        uint256 amount;
        uint256 timestamp;
        address buyer;
        address seller;
    }

    struct Settlement {
        uint256 settlementId;
        bytes32[] orderIds;
        uint256 totalVolume;
        uint256 totalTrades;
        uint256 timestamp;
        bytes32 rootHash;
    }

    mapping(bytes32 => DarkOrder) public orders;
    mapping(uint256 => Trade) public trades;
    mapping(uint256 => Settlement) public settlements;
    mapping(address => uint256) public traderVolume;
    mapping(address => uint256) public traderCount;

    uint256 public tradeCount;
    uint256 public settlementCount;
    uint256 public totalVolume;
    uint256 public minTradeSize = 0.1 ether;
    uint256 public maxTradeSize = 10000 ether;
    uint256 public feeBasisPoints = 10;

    event OrderPlaced(bytes32 indexed orderId, address indexed trader, address token, uint256 amount);
    event TradeExecuted(uint256 indexed tradeId, bytes32 buyOrderId, bytes32 sellOrderId, uint256 amount);
    event SettlementFinalized(uint256 indexed settlementId, uint256 totalVolume);

    function placeOrder(
        address _token,
        OrderType _orderType,
        uint256 _price,
        uint256 _amount,
        uint256 _expiry,
        bytes32 _commitment
    ) external onlyRole(TRADER_ROLE) returns (bytes32) {
        require(_amount >= minTradeSize, "Below minimum");
        require(_amount <= maxTradeSize, "Above maximum");

        bytes32 orderId = keccak256(abi.encodePacked(
            msg.sender, _token, _orderType, _price, _amount, block.timestamp
        ));

        orders[orderId] = DarkOrder({
            orderId: orderId,
            trader: msg.sender,
            token: _token,
            orderType: _orderType,
            price: _price,
            amount: _amount,
            filled: 0,
            status: OrderStatus.OPEN,
            timestamp: block.timestamp,
            expiry: _expiry,
            commitment: _commitment
        });

        emit OrderPlaced(orderId, msg.sender, _token, _amount);
        return orderId;
    }

    function executeTrade(
        bytes32 _buyOrderId,
        bytes32 _sellOrderId,
        uint256 _amount
    ) external onlyRole(OPERATOR_ROLE) nonReentrant returns (uint256) {
        DarkOrder storage buyOrder = orders[_buyOrderId];
        DarkOrder storage sellOrder = orders[_sellOrderId];

        require(buyOrder.status == OrderStatus.OPEN || buyOrder.status == OrderStatus.PARTIAL, "Buy order not open");
        require(sellOrder.status == OrderStatus.OPEN || sellOrder.status == OrderStatus.PARTIAL, "Sell order not open");
        require(buyOrder.token == sellOrder.token, "Token mismatch");
        require(buyOrder.price >= sellOrder.price, "Price mismatch");
        require(_amount <= buyOrder.amount - buyOrder.filled, "Insufficient buy amount");
        require(_amount <= sellOrder.amount - sellOrder.filled, "Insufficient sell amount");

        tradeCount++;
        trades[tradeCount] = Trade({
            tradeId: tradeCount,
            buyOrderId: _buyOrderId,
            sellOrderId: _sellOrderId,
            token: buyOrder.token,
            price: sellOrder.price,
            amount: _amount,
            timestamp: block.timestamp,
            buyer: buyOrder.trader,
            seller: sellOrder.trader
        });

        buyOrder.filled += _amount;
        sellOrder.filled += _amount;

        if (buyOrder.filled >= buyOrder.amount) buyOrder.status = OrderStatus.FILLED;
        else buyOrder.status = OrderStatus.PARTIAL;

        if (sellOrder.filled >= sellOrder.amount) sellOrder.status = OrderStatus.FILLED;
        else sellOrder.status = OrderStatus.PARTIAL;

        traderVolume[buyOrder.trader] += _amount;
        traderVolume[sellOrder.trader] += _amount;
        traderCount[buyOrder.trader]++;
        traderCount[sellOrder.trader]++;
        totalVolume += _amount;

        emit TradeExecuted(tradeCount, _buyOrderId, _sellOrderId, _amount);
        return tradeCount;
    }

    function finalizeSettlement(bytes32[] calldata _orderIds) external onlyRole(OPERATOR_ROLE) {
        settlementCount++;
        bytes32 rootHash = keccak256(abi.encodePacked(_orderIds));

        uint256 totalVolume = 0;
        for (uint256 i = 0; i < _orderIds.length; i++) {
            DarkOrder storage order = orders[_orderIds[i]];
            totalVolume += order.filled;
        }

        settlements[settlementCount] = Settlement({
            settlementId: settlementCount,
            orderIds: _orderIds,
            totalVolume: totalVolume,
            totalTrades: _orderIds.length,
            timestamp: block.timestamp,
            rootHash: rootHash
        });

        emit SettlementFinalized(settlementCount, totalVolume);
    }

    function cancelOrder(bytes32 _orderId) external {
        DarkOrder storage order = orders[_orderId];
        require(order.trader == msg.sender, "Not the trader");
        require(order.status == OrderStatus.OPEN, "Order not open");
        order.status = OrderStatus.CANCELLED;
    }

    function getTraderStats(address _trader) external view returns (uint256 volume, uint256 count) {
        return (traderVolume[_trader], traderCount[_trader]);
    }
}

import hashlib
import json
from typing import Dict, List, Optional, Tuple
from dataclasses import dataclass
from datetime import datetime
import random
from web3 import Web3

@dataclass
class DarkOrder:
    order_id: str
    trader: str
    token: str
    order_type: str
    price: float
    amount: float
    filled: float
    status: str
    timestamp: int
    commitment: str

@dataclass
class DarkTrade:
    trade_id: int
    buy_order_id: str
    sell_order_id: str
    token: str
    price: float
    amount: float
    timestamp: int

class DarkPool:
    def __init__(self, min_trade: float = 0.1, max_trade: float = 10000):
        self.orders: Dict[str, DarkOrder] = {}
        self.trades: List[DarkTrade] = []
        self.trader_volume: Dict[str, float] = {}
        self.trader_count: Dict[str, int] = {}
        self.min_trade = min_trade
        self.max_trade = max_trade
        self.total_volume = 0.0

    def place_order(self, trader: str, token: str, order_type: str, price: float, amount: float, commitment: str = '') -> DarkOrder:
        if amount < self.min_trade:
            raise ValueError("Below minimum trade size")
        if amount > self.max_trade:
            raise ValueError("Above maximum trade size")

        order_id = hashlib.sha256(f"{trader}{token}{order_type}{price}{amount}{datetime.now()}".encode()).hexdigest()[:16]
        order = DarkOrder(
            order_id=order_id,
            trader=trader,
            token=token,
            order_type=order_type,
            price=price,
            amount=amount,
            filled=0.0,
            status='open',
            timestamp=int(datetime.now().timestamp()),
            commitment=commitment
        )
        self.orders[order_id] = order
        return order

    def match_orders(self, token: str) -> List[DarkTrade]:
        buy_orders = [o for o in self.orders.values() if o.token == token and o.order_type == 'buy' and o.status == 'open' and o.filled < o.amount]
        sell_orders = [o for o in self.orders.values() if o.token == token and o.order_type == 'sell' and o.status == 'open' and o.filled < o.amount]

        buy_orders.sort(key=lambda o: o.price, reverse=True)
        sell_orders.sort(key=lambda o: o.price)

        matches = []
        for buy_order in buy_orders:
            for sell_order in sell_orders:
                if buy_order.price >= sell_order.price:
                    buy_remaining = buy_order.amount - buy_order.filled
                    sell_remaining = sell_order.amount - sell_order.filled
                    trade_amount = min(buy_remaining, sell_remaining)

                    if trade_amount >= self.min_trade:
                        trade_id = len(self.trades) + 1
                        trade = DarkTrade(
                            trade_id=trade_id,
                            buy_order_id=buy_order.order_id,
                            sell_order_id=sell_order.order_id,
                            token=token,
                            price=sell_order.price,
                            amount=trade_amount,
                            timestamp=int(datetime.now().timestamp())
                        )

                        buy_order.filled += trade_amount
                        sell_order.filled += trade_amount

                        if buy_order.filled >= buy_order.amount:
                            buy_order.status = 'filled'
                        if sell_order.filled >= sell_order.amount:
                            sell_order.status = 'filled'

                        self.trades.append(trade)
                        self.trader_volume[buy_order.trader] = self.trader_volume.get(buy_order.trader, 0) + trade_amount
                        self.trader_volume[sell_order.trader] = self.trader_volume.get(sell_order.trader, 0) + trade_amount
                        self.trader_count[buy_order.trader] = self.trader_count.get(buy_order.trader, 0) + 1
                        self.trader_count[sell_order.trader] = self.trader_count.get(sell_order.trader, 0) + 1
                        self.total_volume += trade_amount

                        matches.append(trade)

                        if sell_order.status == 'filled':
                            break

        return matches

    def calculate_price_impact(self, token: str, amount: float) -> float:
        buy_orders = [o for o in self.orders.values() if o.token == token and o.order_type == 'buy' and o.status == 'open']
        total_liquidity = sum(o.amount - o.filled for o in buy_orders)
        if total_liquidity == 0:
            return 0
        return (amount / total_liquidity) * 100

    def get_trader_profile(self, trader: str) -> Dict:
        return {
            'trader': trader,
            'total_volume': self.trader_volume.get(trader, 0),
            'trade_count': self.trader_count.get(trader, 0),
            'is_whale': self.trader_volume.get(trader, 0) > 1000,
            'is_active': self.trader_count.get(trader, 0) > 10
        }

    def simulate_dark_pool_scenario(self, num_traders: int = 10, num_orders: int = 50) -> Dict:
        tokens = ['ETH', 'BTC', 'USDC', 'SOL']
        traders = [f'0xTrader{i}' for i in range(num_traders)]

        for _ in range(num_orders):
            trader = random.choice(traders)
            token = random.choice(tokens)
            order_type = random.choice(['buy', 'sell'])
            price = random.uniform(100, 50000)
            amount = random.uniform(0.1, 100)
            self.place_order(trader, token, order_type, price, amount)

        matches = self.match_orders('ETH')
        return {
            'total_orders': len(self.orders),
            'total_trades': len(matches),
            'total_volume': self.total_volume,
            'active_traders': len(set(o.trader for o in self.orders.values()))
        }

pool = DarkPool()
buy = pool.place_order('0xWhale', 'ETH', 'buy', 2000, 100)
sell = pool.place_order('0xInstitution', 'ETH', 'sell', 1990, 50)
matches = pool.match_orders('ETH')
print(f"Matched {len(matches)} trades, volume: {sum(m.amount for m in matches)}")

const { ethers } = require('ethers');
const crypto = require('crypto');

class DarkPoolClient {
  constructor(providerUrl) {
    this.provider = new ethers.providers.JsonRpcProvider(providerUrl);
    this.orders = new Map();
    this.trades = [];
    this.traderVolume = new Map();
    this.traderCount = new Map();
    this.minTrade = ethers.utils.parseEther('0.1');
    this.maxTrade = ethers.utils.parseEther('10000');
    this.totalVolume = ethers.BigNumber.from(0);
  }

  async placeOrder(trader, token, orderType, price, amount) {
    if (amount < this.minTrade) throw new Error('Below minimum');
    if (amount > this.maxTrade) throw new Error('Above maximum');

    const orderId = ethers.utils.keccak256(
      ethers.utils.toUtf8Bytes(`${trader}${token}${orderType}${price}${amount}${Date.now()}`)
    ).slice(0, 18);

    const order = {
      orderId,
      trader,
      token,
      orderType,
      price: ethers.utils.parseEther(price.toString()),
      amount: ethers.utils.parseEther(amount.toString()),
      filled: ethers.BigNumber.from(0),
      status: 'open',
      timestamp: Math.floor(Date.now() / 1000),
      commitment: ethers.utils.keccak256(ethers.utils.toUtf8Bytes(`${orderId}${trader}`))
    };

    this.orders.set(orderId, order);
    return order;
  }

  async matchOrders(token) {
    const buyOrders = Array.from(this.orders.values())
      .filter(o => o.token === token && o.orderType === 'buy' && o.status === 'open' && o.filled.lt(o.amount))
      .sort((a, b) => b.price.sub(a.price).toNumber());

    const sellOrders = Array.from(this.orders.values())
      .filter(o => o.token === token && o.orderType === 'sell' && o.status === 'open' && o.filled.lt(o.amount))
      .sort((a, b) => a.price.sub(b.price).toNumber());

    const matches = [];

    for (const buyOrder of buyOrders) {
      for (const sellOrder of sellOrders) {
        if (buyOrder.price.gte(sellOrder.price)) {
          const buyRemaining = buyOrder.amount.sub(buyOrder.filled);
          const sellRemaining = sellOrder.amount.sub(sellOrder.filled);
          const tradeAmount = buyRemaining.lt(sellRemaining) ? buyRemaining : sellRemaining;

          if (tradeAmount.gte(this.minTrade)) {
            const tradeId = this.trades.length + 1;
            const trade = {
              tradeId,
              buyOrderId: buyOrder.orderId,
              sellOrderId: sellOrder.orderId,
              token,
              price: sellOrder.price,
              amount: tradeAmount,
              timestamp: Math.floor(Date.now() / 1000),
              buyer: buyOrder.trader,
              seller: sellOrder.trader
            };

            buyOrder.filled = buyOrder.filled.add(tradeAmount);
            sellOrder.filled = sellOrder.filled.add(tradeAmount);

            if (buyOrder.filled.gte(buyOrder.amount)) buyOrder.status = 'filled';
            if (sellOrder.filled.gte(sellOrder.amount)) sellOrder.status = 'filled';

            this.trades.push(trade);
            this.totalVolume = this.totalVolume.add(tradeAmount);

            const buyerVol = this.traderVolume.get(buyOrder.trader) || ethers.BigNumber.from(0);
            this.traderVolume.set(buyOrder.trader, buyerVol.add(tradeAmount));
            const sellerVol = this.traderVolume.get(sellOrder.trader) || ethers.BigNumber.from(0);
            this.traderVolume.set(sellOrder.trader, sellerVol.add(tradeAmount));

            this.traderCount.set(buyOrder.trader, (this.traderCount.get(buyOrder.trader) || 0) + 1);
            this.traderCount.set(sellOrder.trader, (this.traderCount.get(sellOrder.trader) || 0) + 1);

            matches.push(trade);

            if (sellOrder.status === 'filled') break;
          }
        }
      }
    }

    return matches;
  }

  calculatePriceImpact(token, amount) {
    const buyOrders = Array.from(this.orders.values())
      .filter(o => o.token === token && o.orderType === 'buy' && o.status === 'open');
    const totalLiquidity = buyOrders.reduce((sum, o) => sum.add(o.amount.sub(o.filled)), ethers.BigNumber.from(0));
    if (totalLiquidity.isZero()) return 0;
    return amount.mul(100).div(totalLiquidity).toNumber();
  }

  getTraderProfile(trader) {
    const volume = this.traderVolume.get(trader) || ethers.BigNumber.from(0);
    const count = this.traderCount.get(trader) || 0;
    return {
      trader,
      volume: ethers.utils.formatEther(volume),
      tradeCount: count,
      isWhale: volume.gt(ethers.utils.parseEther('1000')),
      isActive: count > 10
    };
  }
}

const pool = new DarkPoolClient('https://eth-mainnet.g.alchemy.com/v2/YOUR_KEY');
pool.placeOrder('0xWhale', 'ETH', 'buy', 2000, 100)
  .then(o => console.log('Order placed:', o.orderId));