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[FIX] fix handling of quality in order book

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This commit is contained in:
Bo Chen
2015-02-26 12:18:24 -08:00
parent a9b7d7d793
commit 2a5a8b498d
3 changed files with 200 additions and 134 deletions
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134
test/orderbook-test.js
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@@ -149,7 +149,7 @@ describe('OrderBook', function() {
book._issuerTransferRate = 1000000000;
book.setOwnerFunds(addresses.ACCOUNT, '1');
assert.strictEqual(book.getOwnerFunds(addresses.ACCOUNT), '1');
assert.strictEqual(book.getOwnerFunds(addresses.ACCOUNT).to_text(), '1');
});
it('Set owner funds - unadjusted funds', function() {
@@ -276,7 +276,7 @@ describe('OrderBook', function() {
assert.strictEqual(book.decrementOwnerOfferCount(addresses.ACCOUNT), 0);
assert.strictEqual(book.getOwnerOfferCount(addresses.ACCOUNT), 0);
assert.strictEqual(book.getOwnerFunds(addresses.ACCOUNT, undefined));
assert.strictEqual(book.getOwnerFunds(addresses.ACCOUNT), undefined);
});
it('Decrement owner offer count - invalid address', function() {
@@ -577,7 +577,8 @@ describe('OrderBook', function() {
currency: 'BTC',
issuer: addresses.ISSUER
},
TakerPays: '123456'
TakerPays: '123456',
quality: '1234.56'
};
book.setOwnerFunds(addresses.ACCOUNT, '99');
@@ -590,7 +591,8 @@ describe('OrderBook', function() {
is_fully_funded: false,
taker_gets_funded: '99',
taker_pays_funded: '122221',
owner_funds: '99'
owner_funds: '99',
quality: '1234.56'
};
assert.deepEqual(offer, expected);
@@ -649,7 +651,8 @@ describe('OrderBook', function() {
value: '123.456',
currency: 'BTC',
issuer: addresses.ISSUER
}
},
quality: '1.23456'
};
book.setOwnerFunds(addresses.ACCOUNT, '99');
@@ -662,7 +665,8 @@ describe('OrderBook', function() {
is_fully_funded: false,
taker_gets_funded: '99',
taker_pays_funded: '122.22144',
owner_funds: '99'
owner_funds: '99',
quality: '1.23456'
};
assert.deepEqual(offer, expected);
@@ -1138,7 +1142,7 @@ describe('OrderBook', function() {
book.updateFundedAmounts(message);
setImmediate(function() {
assert.strictEqual(book.getOwnerFunds(addresses.ACCOUNT), fixtures.FIAT_BALANCE);
assert.strictEqual(book.getOwnerFunds(addresses.ACCOUNT).to_text(), fixtures.FIAT_BALANCE);
assert.strictEqual(receivedChangedEvents, 2);
assert.strictEqual(receivedFundsChangedEvents, 2);
done();
@@ -1237,7 +1241,7 @@ describe('OrderBook', function() {
book.updateFundedAmounts(message);
setImmediate(function() {
assert.strictEqual(book.getOwnerFunds(addresses.ACCOUNT), '9.980039920159681');
assert.strictEqual(book.getOwnerFunds(addresses.ACCOUNT).to_text(), '9.980039920159681');
done();
});
@@ -1270,10 +1274,10 @@ describe('OrderBook', function() {
assert.notStrictEqual(previousFunds, newFunds);
switch (++receivedFundsChangedEvents) {
case 1:
assert(!offer.is_fully_funded);
assert(offer.is_fully_funded);
break;
case 2:
assert(offer.is_fully_funded);
assert(!offer.is_fully_funded);
break;
}
});
@@ -1413,10 +1417,10 @@ describe('OrderBook', function() {
assert.strictEqual(book.getOwnerOfferCount(addresses.THIRD_ACCOUNT), 1);
assert.strictEqual(book.getOwnerOfferCount(addresses.FOURTH_ACCOUNT), 1);
assert.strictEqual(book.getOwnerFunds(addresses.ACCOUNT), '2006.015671538605');
assert.strictEqual(book.getOwnerFunds(addresses.OTHER_ACCOUNT), '24.01284027983332');
assert.strictEqual(book.getOwnerFunds(addresses.THIRD_ACCOUNT), '9053.294314019701');
assert.strictEqual(book.getOwnerFunds(addresses.FOURTH_ACCOUNT), '7229.594289344439');
assert.strictEqual(book.getOwnerFunds(addresses.ACCOUNT).to_text(), '2006.015671538605');
assert.strictEqual(book.getOwnerFunds(addresses.OTHER_ACCOUNT).to_text(), '24.01284027983332');
assert.strictEqual(book.getOwnerFunds(addresses.THIRD_ACCOUNT).to_text(), '9053.294314019701');
assert.strictEqual(book.getOwnerFunds(addresses.FOURTH_ACCOUNT).to_text(), '7229.594289344439');
});
it('Set offers - issuer transfer rate set - iou/xrp - funded amounts', function() {
@@ -1510,44 +1514,20 @@ describe('OrderBook', function() {
assert.strictEqual(book._offers.length, 5);
var accountOfferTotal = Amount.from_json({
value: 275.85192574,
currency: 'USD',
issuer: addresses.ISSUER
});
var otherAccountOfferTotal = Amount.from_json({
value: 24.060765960393,
currency: 'USD',
issuer: addresses.ISSUER
});
var thirdAccountOfferTotal = Amount.from_json({
value: 712.60995,
currency: 'USD',
issuer: addresses.ISSUER
});
var fourthAccountOfferTotal = Amount.from_json({
value: 288.08,
currency: 'USD',
issuer: addresses.ISSUER
});
assert(book.getOwnerOfferTotal(addresses.ACCOUNT).equals(accountOfferTotal));
assert(book.getOwnerOfferTotal(addresses.OTHER_ACCOUNT).equals(otherAccountOfferTotal));
assert(book.getOwnerOfferTotal(addresses.THIRD_ACCOUNT).equals(thirdAccountOfferTotal));
assert(book.getOwnerOfferTotal(addresses.FOURTH_ACCOUNT).equals(fourthAccountOfferTotal));
assert.strictEqual(book.getOwnerOfferTotal(addresses.ACCOUNT).to_text(), '275.85192574');
assert.strictEqual(book.getOwnerOfferTotal(addresses.OTHER_ACCOUNT).to_text(), '24.060765960393');
assert.strictEqual(book.getOwnerOfferTotal(addresses.THIRD_ACCOUNT).to_text(), '712.60995');
assert.strictEqual(book.getOwnerOfferTotal(addresses.FOURTH_ACCOUNT).to_text(), '288.08');
assert.strictEqual(book.getOwnerOfferCount(addresses.ACCOUNT), 2);
assert.strictEqual(book.getOwnerOfferCount(addresses.OTHER_ACCOUNT), 1);
assert.strictEqual(book.getOwnerOfferCount(addresses.THIRD_ACCOUNT), 1);
assert.strictEqual(book.getOwnerOfferCount(addresses.FOURTH_ACCOUNT), 1);
assert.strictEqual(book.getOwnerFunds(addresses.ACCOUNT), '2006.015671538605');
assert.strictEqual(book.getOwnerFunds(addresses.OTHER_ACCOUNT), '24.01284027983332');
assert.strictEqual(book.getOwnerFunds(addresses.THIRD_ACCOUNT), '9053.294314019701');
assert.strictEqual(book.getOwnerFunds(addresses.FOURTH_ACCOUNT), '7229.594289344439');
assert.strictEqual(book.getOwnerFunds(addresses.ACCOUNT).to_text(), '2006.015671538605');
assert.strictEqual(book.getOwnerFunds(addresses.OTHER_ACCOUNT).to_text(), '24.01284027983332');
assert.strictEqual(book.getOwnerFunds(addresses.THIRD_ACCOUNT).to_text(), '9053.294314019701');
assert.strictEqual(book.getOwnerFunds(addresses.FOURTH_ACCOUNT).to_text(), '7229.594289344439');
});
it.skip('Notify - created node', function() {
@@ -1573,16 +1553,10 @@ describe('OrderBook', function() {
book.notify(message);
var accountOfferTotal = Amount.from_json({
value: 1.9951,
currency: 'USD',
issuer: addresses.ISSUER
});
assert.strictEqual(book._offers.length, 1);
assert(book.getOwnerOfferTotal(addresses.ACCOUNT).equals(accountOfferTotal));
assert.strictEqual(book.getOwnerOfferTotal(addresses.ACCOUNT).to_text(), '1.9951');
assert.strictEqual(book.getOwnerOfferCount(addresses.ACCOUNT), 1);
assert.strictEqual(book.getOwnerFunds(addresses.ACCOUNT), '2006.015671538605');
assert.strictEqual(book.getOwnerFunds(addresses.ACCOUNT).to_text(), '2006.015671538605');
});
it('Notify - created nodes - correct sorting', function() {
@@ -1771,7 +1745,7 @@ describe('OrderBook', function() {
currency_pays: 'XRP'
});
book.on('trade', function(tradeGets, tradePays) {
book.on('trade', function(tradePays, tradeGets) {
var expectedTradePays = Amount.from_json(fixtures.TAKER_PAYS);
var expectedTradeGets = Amount.from_json({
value: fixtures.TAKER_GETS,
@@ -2104,6 +2078,30 @@ describe('OrderBook', function() {
assert.strictEqual(book._offers[0].taker_pays_funded, '881086106');
});
it('Insert offer - best quality', function() {
var remote = new Remote();
var book = remote.createOrderBook({
currency_gets: 'USD',
issuer_gets: addresses.ISSUER,
currency_pays: 'XRP'
});
book._subscribed = true;
book._issuerTransferRate = 1000000000;
book.setOffers(fixtures.QUALITY_OFFERS);
book.insertOffer(fixtures.transactionWithCreatedOffer({
amount: '51.04587961502088'
}).mmeta.getNodes()[0]);
assert.strictEqual(book._offers.length, 2);
assert.strictEqual(book._offers[0].taker_gets_funded, '51.04587961502088');
assert.strictEqual(book._offers[0].taker_pays_funded, fixtures.TAKER_PAYS);
assert.strictEqual(book._offers[0].quality, '75977580.74206542');
});
it('Insert offer - best quality - insufficient funds for all offers', function() {
var remote = new Remote();
var book = remote.createOrderBook({
@@ -2275,7 +2273,8 @@ describe('OrderBook', function() {
owner_funds: '0.1129267125000245',
taker_gets_funded: '0.112701309880264',
taker_pays_funded: '55.95620035555106',
is_fully_funded: false
is_fully_funded: false,
quality: '496.4999999999999'
},
{
Account: addresses.OTHER_ACCOUNT,
@@ -2300,7 +2299,8 @@ describe('OrderBook', function() {
owner_funds: '0.950363009783092',
is_fully_funded: true,
taker_gets_funded: '0.2',
taker_pays_funded: '99.72233516476456'
taker_pays_funded: '99.72233516476456',
quality: '498.6116758238228'
},
{
Account: addresses.THIRD_ACCOUNT,
@@ -2324,7 +2324,8 @@ describe('OrderBook', function() {
owner_funds: '0.950363009783092',
is_fully_funded: true,
taker_gets_funded: '0.5',
taker_pays_funded: '99.72233516476456'
taker_pays_funded: '99.72233516476456',
quality: '498.6116758238228'
},
{
Account: addresses.THIRD_ACCOUNT,
@@ -2349,7 +2350,8 @@ describe('OrderBook', function() {
owner_funds: '0.950363009783092',
is_fully_funded: false,
taker_gets_funded: '0.4484660776278363',
taker_pays_funded: '89.44416900646082'
taker_pays_funded: '89.44416900646082',
quality: '199.4446703295291'
}
];
@@ -2386,7 +2388,8 @@ describe('OrderBook', function() {
owner_funds: '600',
is_fully_funded: false,
taker_gets_funded: '600',
taker_pays_funded: '33.63983796370414'
taker_pays_funded: '33.6398379637041',
quality: '.0560663966061735'
},
{
Account: addresses.OTHER_ACCOUNT,
@@ -2407,7 +2410,8 @@ describe('OrderBook', function() {
owner_funds: '4000',
is_fully_funded: true,
taker_gets_funded: '2000',
taker_pays_funded: '99.72233516476456'
taker_pays_funded: '99.72233516476456',
quality: '0.049861167582382'
},
{
Account: addresses.THIRD_ACCOUNT,
@@ -2428,7 +2432,8 @@ describe('OrderBook', function() {
owner_funds: '3900',
is_fully_funded: true,
taker_gets_funded: '2000',
taker_pays_funded: '99.72233516476456'
taker_pays_funded: '99.72233516476456',
quality: '0.049861167582382'
},
{
Account: addresses.THIRD_ACCOUNT,
@@ -2448,8 +2453,9 @@ describe('OrderBook', function() {
index: 'A437D85DF80D250F79308F2B613CF5391C7CF8EE9099BC4E553942651CD9FA86',
is_fully_funded: false,
taker_gets_funded: '1900',
taker_pays_funded: '94.73621840652633',
owner_funds: '3900'
taker_pays_funded: '94.7362184065258',
owner_funds: '3900',
quality: '0.049861167582382'
}
];