spec: add nomatch notification

[buck54321]

If there is no match for an order, the client must currently infer that from the match proof. This PR adds a nomatch notification when the client's order does not match during the match cycle. The notification will be sent for market and limit orders (regardless of time-in-force). This is just one possible solution the issue raised in #525 (review).

[chappjc]

'nomatch' sent just before 'match' would be simple enough. Although I was hoping we could infer the lack of a match: user knows what preimages they supplied so they can determine what is not included in 'match' and call that unmatched. Thoughts about that to avoid code or spec changes?

Basing it on the preimage submission rules out missed epochs that you'd have to guess about if you just based it on the order submissions.

[buck54321]

so they can determine what is not included in match

They won't receive a match request if they don't have any matches. So they are then looking for a lack of a match request, but there is no way to know if the match cycle is actually complete.

Basing it on the preimage submission rules out missed epochs that you'd have to guess about if you just based it on the order submissions.

I could use some clarification on this. Not sure I follow.

[chappjc]

Good point about no matches.

Regarding preimage submission ruling out missed epochs, I mean that if the server requests a preimage for a given order, you know that order will go through matching in that epoch rather than falling into the next epoch by a hair if you just guessed based on your order submission time.

[chappjc]

extra space: an order

[chappjc]

Common for limit orders with time-in-force "immediate" would be clearer I think. Oh, were you thinking nomatch would be sent for limit orders that get booked too? That seems a little unnecessary because the client does not need to take any action for unmatched but booked limit orders.

[buck54321]

It actually solves a small problem that I've been cheating around. See (*trackedTrade).processEpoch. For standing limit orders, I'm setting them as booked as soon as I know their epoch has passed, but that isn't necessarily accurate, since if they fill they are never actually booked. Having a nomatch notification allows me to set them as booked confidently in either negotiate or via the upcoming handleNoMatch function.

[dnldd]

Looks good once the additional space is resolved. Wondering if its possible to reduce the number notifications that'd be generated for long standing market orders with too high/too low of a price. With the current spec a nomatch will go out every match cycle, that could add up for the server.

[buck54321]

Wondering if its possible to reduce the number notifications that'd be generated for long standing market orders with too high/too low of a price. With the current spec a nomatch will go out every match cycle, that could add up for the server.

Only orders from the epoch queue will receive these notifications. Booked orders don't get subsequent notifications every match cycle.

I've added a word to specify epoch orders only. Thanks.

[chappjc]

Looks good. Noting that the implementation is completed in #525, which is ready to merge as well.