Add makerExchangeRate (quality) to orders, and maker to account orders

2025-11-20 12:15:51 +00:00 · 2015-07-07 14:39:28 -07:00
parent 73020fb8ae
commit 1309b58592
9 changed files with 132 additions and 52 deletions
--- a/src/api/index.js
+++ b/src/api/index.js
@@ -12,7 +12,7 @@ const getTrustlines = require('./ledger/trustlines');
 const getBalances = require('./ledger/balances');
 const getPathFind = require('./ledger/pathfind');
 const getOrders = require('./ledger/orders');
-const getOrderBook = require('./ledger/orderbook');
+const getOrderbook = require('./ledger/orderbook');
 const getSettings = require('./ledger/settings');
 const preparePayment = require('./transaction/payment');
 const prepareTrustline = require('./transaction/trustline');
@@ -41,7 +41,7 @@ RippleAPI.prototype = {
  getBalances,
  getPathFind,
  getOrders,
-  getOrderBook,
+  getOrderbook,
  getSettings,

  preparePayment,
--- a/src/api/ledger/orderbook.js
+++ b/src/api/ledger/orderbook.js
@@ -49,7 +49,7 @@ function formatBidsAndAsks(orderbook, offers) {
  return {bids, asks, flipped};
 }

-function getOrderBook(account, orderbook, options, callback) {
+function getOrderbook(account, orderbook, options, callback) {
  validate.address(account);
  validate.orderbook(orderbook);
  validate.options(options);
@@ -63,4 +63,4 @@ function getOrderBook(account, orderbook, options, callback) {
                 callback));
 }

-module.exports = utils.wrapCatch(getOrderBook);
+module.exports = utils.wrapCatch(getOrderbook);
--- a/src/api/ledger/orders.js
+++ b/src/api/ledger/orders.js
@@ -15,7 +15,7 @@ function requestAccountOffers(remote, address, ledgerVersion, options,
  },
  composeAsync((data) => ({
    marker: data.marker,
-    results: data.offers.map(parseAccountOrder)
+    results: data.offers.map(_.partial(parseAccountOrder, address))
  }), callback));
 }

--- a/src/api/ledger/parse/account-order.js
+++ b/src/api/ledger/parse/account-order.js
@@ -2,25 +2,38 @@
 const utils = require('./utils');
 const flags = utils.core.Remote.flags.offer;
 const parseAmount = require('./amount');
+const BigNumber = require('bignumber.js');
+
+// TODO: remove this function once rippled provides quality directly
+function computeQuality(takerGets, takerPays) {
+  const quotient = new BigNumber(takerPays.value).dividedBy(takerGets.value);
+  return quotient.toDigits(16, BigNumber.ROUND_HALF_UP).toString();
+}

 // rippled 'account_offers' returns a different format for orders than 'tx'
 // the flags are also different
-function parseAccountOrder(order: Object): Object {
+function parseAccountOrder(address: string, order: Object): Object {
  const direction = (order.flags & flags.Sell) === 0 ? 'buy' : 'sell';
  const takerGetsAmount = parseAmount(order.taker_gets);
  const takerPaysAmount = parseAmount(order.taker_pays);
  const quantity = (direction === 'buy') ? takerPaysAmount : takerGetsAmount;
  const totalPrice = (direction === 'buy') ? takerGetsAmount : takerPaysAmount;

+  // note: immediateOrCancel and fillOrKill orders cannot enter the order book
+  // so we can omit those flags here
  const specification = utils.removeUndefined({
    direction: direction,
    quantity: quantity,
    totalPrice: totalPrice,
    passive: ((order.flags & flags.Passive) !== 0) || undefined
  });
+
  const properties = {
-    sequence: order.seq
+    maker: address,
+    sequence: order.seq,
+    makerExchangeRate: computeQuality(takerGetsAmount, takerPaysAmount)
  };
+
  return {specification, properties};
 }

--- a/src/api/ledger/parse/orderbook-order.js
+++ b/src/api/ledger/parse/orderbook-order.js
@@ -11,19 +11,22 @@ function parseOrderbookOrder(order: Object): Object {
  const quantity = (direction === 'buy') ? takerPaysAmount : takerGetsAmount;
  const totalPrice = (direction === 'buy') ? takerGetsAmount : takerPaysAmount;

+  // note: immediateOrCancel and fillOrKill orders cannot enter the order book
+  // so we can omit those flags here
  const specification = utils.removeUndefined({
    direction: direction,
    quantity: quantity,
    totalPrice: totalPrice,
    passive: ((order.Flags & flags.Passive) !== 0) || undefined
  });
-  // "quality" is omitted intentionally as it corresponds to
-  // either price or inverse price, and it is better to avoid
-  // inverting floats where precision issues can arise
+
  const properties = {
    maker: order.Account,
-    sequence: order.Sequence
+    sequence: order.Sequence,
+    makerExchangeRate: utils.adjustQualityForXRP(order.quality,
+      takerGetsAmount.currency, takerPaysAmount.currency)
  };
+
  const takerGetsFunded = order.taker_gets_funded ?
      parseAmount(order.taker_gets_funded) : undefined;
  const takerPaysFunded = order.taker_pays_funded ?
--- a/src/api/ledger/parse/utils.js
+++ b/src/api/ledger/parse/utils.js
@@ -4,6 +4,15 @@ const _ = require('lodash');
 const transactionParser = require('ripple-lib-transactionparser');
 const toTimestamp = require('../../../core/utils').toTimestamp;
 const utils = require('../utils');
+const BigNumber = require('bignumber.js');
+
+function adjustQualityForXRP(quality: string, takerGetsCurrency: string,
+    takerPaysCurrency: string) {
+  const shift = (takerGetsCurrency === 'XRP' ? 6 : 0)
+              - (takerPaysCurrency === 'XRP' ? 6 : 0);
+  return shift === 0 ? quality :
+    (new BigNumber(quality)).shift(shift).toString();
+}

 function parseTimestamp(tx: {date: string}): string | void {
  return tx.date ? (new Date(toTimestamp(tx.date))).toISOString() : undefined;
@@ -58,6 +67,7 @@ function parseOutcome(tx: Object): ?Object {
 module.exports = {
  parseOutcome,
  removeUndefined,
+  adjustQualityForXRP,
  dropsToXrp: utils.common.dropsToXrp,
  constants: utils.common.constants,
  core: utils.common.core
--- a/test/api-test.js
+++ b/test/api-test.js
@@ -28,7 +28,7 @@ const trustlinesResponse = require('./fixtures/trustlines-response');
 const walletResponse = require('./fixtures/wallet.json');
 const getSettingsResponse = require('./fixtures/get-settings-response');
 const getOrdersResponse = require('./fixtures/get-orders-response');
-const getOrderBookResponse = require('./fixtures/get-orderbook-response');
+const getOrderbookResponse = require('./fixtures/get-orderbook-response');
 const getServerInfoResponse = require('./fixtures/get-server-info-response');
 const getPathFindResponse = require('./fixtures/get-pathfind-response');
 const address = addresses.ACCOUNT;
@@ -142,7 +142,7 @@ describe('RippleAPI', function() {
      _.partial(checkResult, getOrdersResponse, done));
  });

-  it('getOrderBook', function(done) {
+  it('getOrderbook', function(done) {
    const orderbook = {
      base: {
        currency: 'USD',
@@ -153,8 +153,8 @@ describe('RippleAPI', function() {
        counterparty: 'rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B'
      }
    };
-    this.api.getOrderBook(address, orderbook, {},
-      _.partial(checkResult, getOrderBookResponse, done));
+    this.api.getOrderbook(address, orderbook, {},
+      _.partial(checkResult, getOrderbookResponse, done));
  });

  it('getServerInfo', function(done) {
--- a/test/fixtures/get-orderbook-response.json
+++ b/test/fixtures/get-orderbook-response.json
@@ -16,7 +16,8 @@
      },
      "properties": {
        "maker": "r49y2xKuKVG2dPkNHgWQAV61cjxk8gryjQ",
-        "sequence": 434
+        "sequence": 434,
+        "makerExchangeRate": "0.003120027456241615"
      }
    },
    {
@@ -35,7 +36,8 @@
      },
      "properties": {
        "maker": "rDYCRhpahKEhCFV25xScg67Bwf4W9sTYAm",
-        "sequence": 233
+        "sequence": 233,
+        "makerExchangeRate": "0.003125"
      }
    },
    {
@@ -54,7 +56,8 @@
      },
      "properties": {
        "maker": "raudnGKfTK23YKfnS7ixejHrqGERTYNFXk",
-        "sequence": 110104
+        "sequence": 110104,
+        "makerExchangeRate": "0.003144542101755081"
      },
      "state": {
        "availableQuantity": {
@@ -85,7 +88,8 @@
      },
      "properties": {
        "maker": "rDVBvAQScXrGRGnzrxRrcJPeNLeLeUTAqE",
-        "sequence": 35625
+        "sequence": 35625,
+        "makerExchangeRate": "0.003145529403882357"
      },
      "state": {
        "availableQuantity": {
@@ -116,7 +120,8 @@
      },
      "properties": {
        "maker": "rwBYyfufTzk77zUSKEu4MvixfarC35av1J",
-        "sequence": 387756
+        "sequence": 387756,
+        "makerExchangeRate": "0.003155743848271834"
      }
    },
    {
@@ -135,7 +140,8 @@
      },
      "properties": {
        "maker": "rwjsRktX1eguUr1pHTffyHnC4uyrvX58V1",
-        "sequence": 208927
+        "sequence": 208927,
+        "makerExchangeRate": "0.003160328237957649"
      }
    },
    {
@@ -154,7 +160,8 @@
      },
      "properties": {
        "maker": "r49y2xKuKVG2dPkNHgWQAV61cjxk8gryjQ",
-        "sequence": 429
+        "sequence": 429,
+        "makerExchangeRate": "0.003174603174603175"
      }
    },
    {
@@ -173,7 +180,8 @@
      },
      "properties": {
        "maker": "rDVBvAQScXrGRGnzrxRrcJPeNLeLeUTAqE",
-        "sequence": 35627
+        "sequence": 35627,
+        "makerExchangeRate": "0.003222279177208227"
      },
      "state": {
        "availableQuantity": {
@@ -204,7 +212,8 @@
      },
      "properties": {
        "maker": "r49y2xKuKVG2dPkNHgWQAV61cjxk8gryjQ",
-        "sequence": 431
+        "sequence": 431,
+        "makerExchangeRate": "0.003222687721559781"
      }
    }
  ],
@@ -225,7 +234,8 @@
      },
      "properties": {
        "maker": "raudnGKfTK23YKfnS7ixejHrqGERTYNFXk",
-        "sequence": 110103
+        "sequence": 110103,
+        "makerExchangeRate": "331.1338298016111"
      }
    },
    {
@@ -244,7 +254,8 @@
      },
      "properties": {
        "maker": "rPyYxUGK8L4dgEvjPs3aRc1B1jEiLr3Hx5",
-        "sequence": 392
+        "sequence": 392,
+        "makerExchangeRate": "332"
      },
      "state": {
        "availableQuantity": {
@@ -275,7 +286,8 @@
      },
      "properties": {
        "maker": "raudnGKfTK23YKfnS7ixejHrqGERTYNFXk",
-        "sequence": 110105
+        "sequence": 110105,
+        "makerExchangeRate": "337.7996295968016"
      }
    },
    {
@@ -294,7 +306,8 @@
      },
      "properties": {
        "maker": "rDbsCJr5m8gHDCNEHCZtFxcXHsD4S9jH83",
-        "sequence": 110061
+        "sequence": 110061,
+        "makerExchangeRate": "347.2306949944844"
      }
    },
    {
@@ -313,7 +326,8 @@
      },
      "properties": {
        "maker": "rDVBvAQScXrGRGnzrxRrcJPeNLeLeUTAqE",
-        "sequence": 35788
+        "sequence": 35788,
+        "makerExchangeRate": "352.7092203179974"
      }
    },
    {
@@ -332,7 +346,8 @@
      },
      "properties": {
        "maker": "rN6jbxx4H6NxcnmkzBxQnbCWLECNKrgSSf",
-        "sequence": 491
+        "sequence": 491,
+        "makerExchangeRate": "358.96"
      },
      "state": {
        "availableQuantity": {
@@ -363,7 +378,8 @@
      },
      "properties": {
        "maker": "rDVBvAQScXrGRGnzrxRrcJPeNLeLeUTAqE",
-        "sequence": 35789
+        "sequence": 35789,
+        "makerExchangeRate": "360.9637829743709"
      }
    }
  ],
@@ -385,7 +401,8 @@
        },
        "properties": {
          "maker": "rwBYyfufTzk77zUSKEu4MvixfarC35av1J",
-          "sequence": 386940
+          "sequence": 386940,
+          "makerExchangeRate": "326.5003614141928"
        }
      },
      {
@@ -404,7 +421,8 @@
        },
        "properties": {
          "maker": "rwjsRktX1eguUr1pHTffyHnC4uyrvX58V1",
-          "sequence": 207855
+          "sequence": 207855,
+          "makerExchangeRate": "330.6364334177034"
        }
      },
      {
@@ -423,7 +441,8 @@
        },
        "properties": {
          "maker": "rUeCeioKJkbYhv4mRGuAbZpPcqkMCoYq6N",
-          "sequence": 5255
+          "sequence": 5255,
+          "makerExchangeRate": "365.9629780181032"
        },
        "state": {
          "availableQuantity": {
@@ -456,7 +475,8 @@
        },
        "properties": {
          "maker": "rDbsCJr5m8gHDCNEHCZtFxcXHsD4S9jH83",
-          "sequence": 110099
+          "sequence": 110099,
+          "makerExchangeRate": "0.003193013959408667"
        }
      }
    ]
--- a/test/fixtures/get-orders-response.json
+++ b/test/fixtures/get-orders-response.json
@@ -14,7 +14,9 @@
      }
    },
    "properties": {
-      "sequence": 719930
+      "maker": "r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59",
+      "sequence": 719930,
+      "makerExchangeRate": "63.44025128030504"
    }
  },
  {
@@ -32,7 +34,9 @@
      }
    },
    "properties": {
-      "sequence": 756999
+      "maker": "r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59",
+      "sequence": 756999,
+      "makerExchangeRate": "39.23215583132338"
    }
  },
  {
@@ -50,7 +54,9 @@
      }
    },
    "properties": {
-      "sequence": 757002
+      "maker": "r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59",
+      "sequence": 757002,
+      "makerExchangeRate": "1.056334989703257"
    }
  },
  {
@@ -68,7 +74,9 @@
      }
    },
    "properties": {
-      "sequence": 757003
+      "maker": "r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59",
+      "sequence": 757003,
+      "makerExchangeRate": "100.3518240218094"
    }
  },
  {
@@ -86,7 +94,9 @@
      }
    },
    "properties": {
-      "sequence": 782148
+      "maker": "r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59",
+      "sequence": 782148,
+      "makerExchangeRate": "81.7121820757743"
    }
  },
  {
@@ -104,7 +114,9 @@
      }
    },
    "properties": {
-      "sequence": 787368
+      "maker": "r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59",
+      "sequence": 787368,
+      "makerExchangeRate": "50.26296114247091"
    }
  },
  {
@@ -122,7 +134,9 @@
      }
    },
    "properties": {
-      "sequence": 787408
+      "maker": "r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59",
+      "sequence": 787408,
+      "makerExchangeRate": "1000.519693952099"
    }
  },
  {
@@ -140,7 +154,9 @@
      }
    },
    "properties": {
-      "sequence": 803438
+      "maker": "r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59",
+      "sequence": 803438,
+      "makerExchangeRate": "1356.054621894598"
    }
  },
  {
@@ -158,7 +174,9 @@
      }
    },
    "properties": {
-      "sequence": 807858
+      "maker": "r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59",
+      "sequence": 807858,
+      "makerExchangeRate": "123763.8630020459"
    }
  },
  {
@@ -176,7 +194,9 @@
      }
    },
    "properties": {
-      "sequence": 807896
+      "maker": "r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59",
+      "sequence": 807896,
+      "makerExchangeRate": "123646.6837435794"
    }
  },
  {
@@ -193,7 +213,9 @@
      }
    },
    "properties": {
-      "sequence": 814018
+      "maker": "r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59",
+      "sequence": 814018,
+      "makerExchangeRate": "16922.62953364839"
    }
  },
  {
@@ -211,7 +233,9 @@
      }
    },
    "properties": {
-      "sequence": 827522
+      "maker": "r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59",
+      "sequence": 827522,
+      "makerExchangeRate": "62.63032241192674"
    }
  },
  {
@@ -229,7 +253,9 @@
      }
    },
    "properties": {
-      "sequence": 833591
+      "maker": "r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59",
+      "sequence": 833591,
+      "makerExchangeRate": "160.8325363767064"
    }
  },
  {
@@ -247,7 +273,9 @@
      }
    },
    "properties": {
-      "sequence": 833592
+      "maker": "r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59",
+      "sequence": 833592,
+      "makerExchangeRate": "1608.325363767062"
    }
  },
  {
@@ -265,7 +293,9 @@
      }
    },
    "properties": {
-      "sequence": 838954
+      "maker": "r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59",
+      "sequence": 838954,
+      "makerExchangeRate": "162.9564891233845"
    }
  },
  {
@@ -282,7 +312,9 @@
      }
    },
    "properties": {
-      "sequence": 843730
+      "maker": "r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59",
+      "sequence": 843730,
+      "makerExchangeRate": "0.0004485854972648762"
    }
  },
  {
@@ -300,7 +332,9 @@
      }
    },
    "properties": {
-      "sequence": 844068
+      "maker": "r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59",
+      "sequence": 844068,
+      "makerExchangeRate": "42.19320561670911"
    }
  }
 ]