mirror of
https://github.com/Xahau/xahau.js.git
synced 2025-11-20 12:15:51 +00:00
Fix getOrderbook (#970)
* Fix `getOrderbook` (Fix #766) * Add `formatBidsAndAsks` as a recommended alternative to `getOrderbook` * Add `renameCounterpartyToIssuer`
This commit is contained in:
Elliot Lee
373
test/api-test.js
373
test/api-test.js
@@ -2272,6 +2272,315 @@ describe('RippleAPI', function () {
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});
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});
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describe('formatBidsAndAsks', function () {
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it('normal', function () {
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const orderbookInfo = {
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"base": {
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"currency": "USD",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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},
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"counter": {
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"currency": "BTC",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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}
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};
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return Promise.all(
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[
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this.api.request('book_offers', {
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taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
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taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
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ledger_index: 'validated',
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limit: 20,
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taker: address
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}),
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this.api.request('book_offers', {
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taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
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taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
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ledger_index: 'validated',
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limit: 20,
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taker: address
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})
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]
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).then((directOfferResults, reverseOfferResults) => {
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const directOffers = (directOfferResults ? directOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
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const reverseOffers = (reverseOfferResults ? reverseOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
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const orderbook = RippleAPI.formatBidsAndAsks(orderbookInfo, [...directOffers, ...reverseOffers]);
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assert.deepEqual(orderbook, responses.getOrderbook.normal);
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});
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});
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it('with XRP', function () {
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const orderbookInfo = {
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"base": {
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"currency": "USD",
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"counterparty": "rp8rJYTpodf8qbSCHVTNacf8nSW8mRakFw"
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},
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"counter": {
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"currency": "XRP"
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}
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};
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return Promise.all(
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[
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this.api.request('book_offers', {
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taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
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taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
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ledger_index: 'validated',
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limit: 20,
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taker: address
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}),
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this.api.request('book_offers', {
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taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
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taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
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ledger_index: 'validated',
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limit: 20,
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taker: address
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})
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]
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).then((directOfferResults, reverseOfferResults) => {
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const directOffers = (directOfferResults ? directOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
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const reverseOffers = (reverseOfferResults ? reverseOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
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const orderbook = RippleAPI.formatBidsAndAsks(orderbookInfo, [...directOffers, ...reverseOffers]);
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assert.deepEqual(orderbook, responses.getOrderbook.withXRP);
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});
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});
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function checkSortingOfOrders(orders) {
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let previousRate = '0';
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for (var i = 0; i < orders.length; i++) {
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const order = orders[i];
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let rate;
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// We calculate the quality of output/input here as a test.
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// This won't hold in general because when output and input amounts get tiny,
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// the quality can differ significantly. However, the offer stays in the
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// order book where it was originally placed. It would be more consistent
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// to check the quality from the offer book, but for the test data set,
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// this calculation holds.
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if (order.specification.direction === 'buy') {
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rate = (new BigNumber(order.specification.quantity.value))
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.dividedBy(order.specification.totalPrice.value)
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.toString();
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} else {
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rate = (new BigNumber(order.specification.totalPrice.value))
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.dividedBy(order.specification.quantity.value)
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.toString();
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}
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assert((new BigNumber(rate)).greaterThanOrEqualTo(previousRate),
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'Rates must be sorted from least to greatest: ' +
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rate + ' should be >= ' + previousRate);
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previousRate = rate;
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}
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return true;
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}
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it('sample XRP/JPY book has orders sorted correctly', function () {
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const orderbookInfo = {
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"base": { // the first currency in pair
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"currency": 'XRP'
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},
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"counter": {
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"currency": 'JPY',
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"counterparty": "rB3gZey7VWHYRqJHLoHDEJXJ2pEPNieKiS"
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}
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};
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const myAddress = 'rE9qNjzJXpiUbVomdv7R4xhrXVeH2oVmGR';
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return Promise.all(
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[
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this.api.request('book_offers', {
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taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
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taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
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ledger_index: 'validated',
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limit: 400, // must match `test/fixtures/rippled/requests/1-taker_gets-XRP-taker_pays-JPY.json`
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taker: myAddress
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}),
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this.api.request('book_offers', {
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taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
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taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
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ledger_index: 'validated',
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limit: 400, // must match `test/fixtures/rippled/requests/2-taker_gets-JPY-taker_pays-XRP.json`
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taker: myAddress
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})
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]
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).then((directOfferResults, reverseOfferResults) => {
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const directOffers = (directOfferResults ? directOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
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const reverseOffers = (reverseOfferResults ? reverseOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
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const orderbook = RippleAPI.formatBidsAndAsks(orderbookInfo, [...directOffers, ...reverseOffers]);
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assert.deepStrictEqual([], orderbook.bids);
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return checkSortingOfOrders(orderbook.asks);
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});
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});
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it('sample USD/XRP book has orders sorted correctly', function () {
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const orderbookInfo = { counter: { currency: 'XRP' },
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base: { currency: 'USD',
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counterparty: 'rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B' } };
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const myAddress = 'rE9qNjzJXpiUbVomdv7R4xhrXVeH2oVmGR';
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return Promise.all(
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[
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this.api.request('book_offers', {
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taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
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taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
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ledger_index: 'validated',
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limit: 400, // must match `test/fixtures/rippled/requests/1-taker_gets-XRP-taker_pays-JPY.json`
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taker: myAddress
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}),
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this.api.request('book_offers', {
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taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
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taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
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ledger_index: 'validated',
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limit: 400, // must match `test/fixtures/rippled/requests/2-taker_gets-JPY-taker_pays-XRP.json`
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taker: myAddress
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})
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]
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).then((directOfferResults, reverseOfferResults) => {
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const directOffers = (directOfferResults ? directOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
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const reverseOffers = (reverseOfferResults ? reverseOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
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const orderbook = RippleAPI.formatBidsAndAsks(orderbookInfo, [...directOffers, ...reverseOffers]);
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return checkSortingOfOrders(orderbook.bids) && checkSortingOfOrders(orderbook.asks);
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});
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});
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it('sorted so that best deals come first', function () {
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const orderbookInfo = {
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"base": {
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"currency": "USD",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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},
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"counter": {
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"currency": "BTC",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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}
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};
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return Promise.all(
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[
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this.api.request('book_offers', {
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taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
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taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
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ledger_index: 'validated',
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limit: 20,
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taker: address
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}),
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this.api.request('book_offers', {
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taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
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taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
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ledger_index: 'validated',
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limit: 20,
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taker: address
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})
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]
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).then((directOfferResults, reverseOfferResults) => {
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const directOffers = (directOfferResults ? directOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
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const reverseOffers = (reverseOfferResults ? reverseOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
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const orderbook = RippleAPI.formatBidsAndAsks(orderbookInfo, [...directOffers, ...reverseOffers]);
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const bidRates = orderbook.bids.map(bid => bid.properties.makerExchangeRate);
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const askRates = orderbook.asks.map(ask => ask.properties.makerExchangeRate);
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// makerExchangeRate = quality = takerPays.value/takerGets.value
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// so the best deal for the taker is the lowest makerExchangeRate
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// bids and asks should be sorted so that the best deals come first
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assert.deepEqual(_.sortBy(bidRates, x => Number(x)), bidRates);
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assert.deepEqual(_.sortBy(askRates, x => Number(x)), askRates);
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});
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});
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it('currency & counterparty are correct', function () {
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const orderbookInfo = {
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"base": {
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"currency": "USD",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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},
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"counter": {
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"currency": "BTC",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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}
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};
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return Promise.all(
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[
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this.api.request('book_offers', {
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taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
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taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
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ledger_index: 'validated',
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limit: 20,
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taker: address
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}),
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this.api.request('book_offers', {
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taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
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taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
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ledger_index: 'validated',
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limit: 20,
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taker: address
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})
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]
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).then((directOfferResults, reverseOfferResults) => {
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const directOffers = (directOfferResults ? directOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
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const reverseOffers = (reverseOfferResults ? reverseOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
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const orderbook = RippleAPI.formatBidsAndAsks(orderbookInfo, [...directOffers, ...reverseOffers]);
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const orders = _.flatten([orderbook.bids, orderbook.asks]);
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_.forEach(orders, order => {
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const quantity = order.specification.quantity;
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const totalPrice = order.specification.totalPrice;
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const { base, counter } = requests.getOrderbook.normal;
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assert.strictEqual(quantity.currency, base.currency);
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assert.strictEqual(quantity.counterparty, base.counterparty);
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assert.strictEqual(totalPrice.currency, counter.currency);
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assert.strictEqual(totalPrice.counterparty, counter.counterparty);
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});
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});
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});
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it('direction is correct for bids and asks', function () {
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const orderbookInfo = {
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"base": {
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"currency": "USD",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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},
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"counter": {
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"currency": "BTC",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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}
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};
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return Promise.all(
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[
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this.api.request('book_offers', {
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taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
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taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
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ledger_index: 'validated',
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limit: 20,
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taker: address
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}),
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this.api.request('book_offers', {
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taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
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taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
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ledger_index: 'validated',
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limit: 20,
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taker: address
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})
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]
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).then((directOfferResults, reverseOfferResults) => {
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const directOffers = (directOfferResults ? directOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
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const reverseOffers = (reverseOfferResults ? reverseOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
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const orderbook = RippleAPI.formatBidsAndAsks(orderbookInfo, [...directOffers, ...reverseOffers]);
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assert(
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_.every(orderbook.bids, bid => bid.specification.direction === 'buy'));
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assert(
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_.every(orderbook.asks, ask => ask.specification.direction === 'sell'));
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});
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});
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});
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describe('getOrderbook', function () {
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it('normal', function () {
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@@ -2296,7 +2605,69 @@ describe('RippleAPI', function () {
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_.partial(checkResult, responses.getOrderbook.withXRP, 'getOrderbook'));
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});
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it('sorted so that best deals come first', function () {
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function checkSortingOfOrders(orders) {
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let previousRate = '0';
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for (var i = 0; i < orders.length; i++) {
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const order = orders[i];
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let rate;
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// We calculate the quality of output/input here as a test.
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// This won't hold in general because when output and input amounts get tiny,
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// the quality can differ significantly. However, the offer stays in the
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// order book where it was originally placed. It would be more consistent
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// to check the quality from the offer book, but for the test data set,
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// this calculation holds.
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if (order.specification.direction === 'buy') {
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rate = (new BigNumber(order.specification.quantity.value))
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.dividedBy(order.specification.totalPrice.value)
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.toString();
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} else {
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rate = (new BigNumber(order.specification.totalPrice.value))
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.dividedBy(order.specification.quantity.value)
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.toString();
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}
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assert((new BigNumber(rate)).greaterThanOrEqualTo(previousRate),
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'Rates must be sorted from least to greatest: ' +
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rate + ' should be >= ' + previousRate);
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previousRate = rate;
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}
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return true;
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}
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it('sample XRP/JPY book has orders sorted correctly', function () {
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const orderbookInfo = {
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"base": { // the first currency in pair
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"currency": 'XRP'
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},
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"counter": {
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"currency": 'JPY',
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"counterparty": "rB3gZey7VWHYRqJHLoHDEJXJ2pEPNieKiS"
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}
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};
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const myAddress = 'rE9qNjzJXpiUbVomdv7R4xhrXVeH2oVmGR';
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return this.api.getOrderbook(myAddress, orderbookInfo).then(orderbook => {
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assert.deepStrictEqual([], orderbook.bids);
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return checkSortingOfOrders(orderbook.asks);
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});
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});
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it('sample USD/XRP book has orders sorted correctly', function () {
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const orderbookInfo = { counter: { currency: 'XRP' },
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base: { currency: 'USD',
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counterparty: 'rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B' } };
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const myAddress = 'rE9qNjzJXpiUbVomdv7R4xhrXVeH2oVmGR';
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return this.api.getOrderbook(myAddress, orderbookInfo).then(orderbook => {
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return checkSortingOfOrders(orderbook.bids) && checkSortingOfOrders(orderbook.asks);
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});
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});
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// WARNING: This test fails to catch the sorting bug, issue #766
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it('sorted so that best deals come first [bad test]', function () {
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return this.api.getOrderbook(address, requests.getOrderbook.normal)
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.then(data => {
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const bidRates = data.bids.map(bid => bid.properties.makerExchangeRate);
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