mirror of
https://github.com/Xahau/xahau.js.git
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more OrderBook performance optimizations
OrderBook: emit 'model' event only after last transaction in closed ledger run AutobridgeCalculator only once in a ledger
This commit is contained in:
@@ -2,7 +2,6 @@
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const _ = require('lodash');
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const assert = require('assert');
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const UInt160 = require('./uint160').UInt160;
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const Amount = require('./amount').Amount;
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const Utils = require('./orderbookutils');
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@@ -38,15 +37,39 @@ AutobridgeCalculator.NULL_AMOUNT = Utils.normalizeAmount('0');
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* @return {Array}
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*/
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AutobridgeCalculator.prototype.calculate = function() {
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let legOnePointer = 0;
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let legTwoPointer = 0;
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AutobridgeCalculator.prototype.calculate = function(callback) {
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const legOnePointer = 0;
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const legTwoPointer = 0;
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const offersAutobridged = [];
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this.clearOwnerFundsLeftover();
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this._calculateInternal(legOnePointer, legTwoPointer, offersAutobridged,
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callback);
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};
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AutobridgeCalculator.prototype._calculateInternal = function(
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legOnePointer_, legTwoPointer_, offersAutobridged, callback
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) {
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let legOnePointer = legOnePointer_;
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let legTwoPointer = legTwoPointer_;
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const startTime = Date.now();
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while (this.legOneOffers[legOnePointer] && this.legTwoOffers[legTwoPointer]) {
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// manually implement cooperative multitasking that yields after 30ms
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// of execution so user's browser stays responsive
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const lasted = (Date.now() - startTime);
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if (lasted > 30) {
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setTimeout(() => {
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this._calculateInternal(legOnePointer, legTwoPointer, offersAutobridged,
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callback);
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}, 0);
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return;
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}
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const legOneOffer = this.legOneOffers[legOnePointer];
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const legTwoOffer = this.legTwoOffers[legTwoPointer];
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const leftoverFunds = this.getLeftoverOwnerFunds(legOneOffer.Account);
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@@ -103,7 +126,7 @@ AutobridgeCalculator.prototype.calculate = function() {
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offersAutobridged.push(autobridgedOffer);
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}
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return offersAutobridged;
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callback(offersAutobridged);
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};
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/**
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@@ -308,7 +331,8 @@ function(takerGets, takerPays) {
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autobridgedOffer.autobridged = true;
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autobridgedOffer.BookDirectory = Utils.convertOfferQualityToHexFromText(autobridgedOffer.quality);
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autobridgedOffer.BookDirectory =
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Utils.convertOfferQualityToHexFromText(autobridgedOffer.quality);
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autobridgedOffer.qualityHex = autobridgedOffer.BookDirectory;
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return autobridgedOffer;
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@@ -432,7 +456,7 @@ function(legOneOffer, takerGets) {
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const legOneQuality = Utils.getOfferQuality(legOneOffer, this._currencyGets);
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legOneOffer.TakerGets = takerGets.to_text();
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legOneOffer.TakerPays = takerGets.multiply(legOneQuality);
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legOneOffer.TakerPays = takerGets.multiply(legOneQuality).to_json();
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};
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module.exports = AutobridgeCalculator;
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161
src/orderbook.js
161
src/orderbook.js
@@ -74,29 +74,30 @@ function OrderBook(remote,
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this._gotOffersFromLegOne = false;
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this._gotOffersFromLegTwo = false;
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this._waitingForOffers = false;
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this._offersModifiedAt = 0;
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this._transactionsLeft = 0;
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this._calculatorRunning = false;
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this.sortOffers = this._currencyGets.has_interest() ?
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_sortOffers.bind(this) : _sortOffersQuick;
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this.notifyDirectOffersChanged =
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_.debounce(
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this.notifyDirectOffersChangedInternal,
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OrderBook.NOTIFY_TIMEOUT,
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{maxWait: OrderBook.NOTIFY_MAXWAIT});
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this._isAutobridgeable = !this._currencyGets.is_native()
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&& !this._currencyPays.is_native();
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this._autobridgeThrottleTimeMultiplier = 1;
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this.createDebouncedOffersWrapper();
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function computeAutobridgedOffersWrapperOne() {
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if (!self._gotOffersFromLegOne) {
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self._gotOffersFromLegOne = true;
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self.computeAutobridgedOffersThrottled();
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self.computeAutobridgedOffersWrapper();
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}
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}
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function computeAutobridgedOffersWrapperTwo() {
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if (!self._gotOffersFromLegTwo) {
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self._gotOffersFromLegTwo = true;
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self.computeAutobridgedOffersThrottled();
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self.computeAutobridgedOffersWrapper();
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}
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}
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function onDisconnect() {
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@@ -125,8 +126,12 @@ function OrderBook(remote,
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});
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}
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function updateFundedAmountsWrapper(transaction) {
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self.updateFundedAmounts(transaction);
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function onTransactionWrapper(transaction) {
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self.onTransaction(transaction);
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}
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function onLedgerClosedWrapper(message) {
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self.onLedgerClosed(message);
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}
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function listenersModified(action, event) {
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@@ -139,7 +144,8 @@ function OrderBook(remote,
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self._shouldSubscribe = true;
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self.subscribe();
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self._remote.on('transaction', updateFundedAmountsWrapper);
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self._remote.on('transaction', onTransactionWrapper);
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self._remote.on('ledger_closed', onLedgerClosedWrapper);
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self._remote.once('disconnect', onDisconnect);
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if (self._isAutobridgeable) {
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@@ -168,7 +174,8 @@ function OrderBook(remote,
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this.on('unsubscribe', function() {
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self.resetCache();
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self._remote.removeListener('transaction', updateFundedAmountsWrapper);
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self._remote.removeListener('transaction', onTransactionWrapper);
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self._remote.removeListener('ledger_closed', onLedgerClosedWrapper);
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self._remote.removeListener('disconnect', onDisconnect);
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self._gotOffersFromLegOne = false;
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@@ -199,16 +206,6 @@ OrderBook.EVENTS = [
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OrderBook.DEFAULT_TRANSFER_RATE = Amount.from_json(1000000000);
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OrderBook.NOTIFY_TIMEOUT = 100;
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OrderBook.NOTIFY_MAXWAIT = 250;
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OrderBook.AUTOBRIDGE_CALCULATE_THROTTLE_TIME = 1000;
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OrderBook.AUTOBRIDGE_CALCULATE_DEBOUNCE_TIME = 250;
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OrderBook.AUTOBRIDGE_CALCULATE_DEBOUNCE_MAXWAIT = 500;
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OrderBook.ZERO_NATIVE_AMOUNT = Amount.from_json('0');
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OrderBook.ZERO_NORMALIZED_AMOUNT = OrderBookUtils.normalizeAmount('0');
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@@ -345,6 +342,8 @@ OrderBook.prototype.requestOffers = function(callback = function() {},
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log.info('requesting offers', this._key);
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}
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this._synchronized = false;
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if (this._isAutobridgeable && !internal) {
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this._gotOffersFromLegOne = false;
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this._gotOffersFromLegTwo = false;
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@@ -359,9 +358,12 @@ OrderBook.prototype.requestOffers = function(callback = function() {},
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return;
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}
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self._waitingForOffers = false;
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if (!Array.isArray(res.offers)) {
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// XXX What now?
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callback(new Error('Invalid response'));
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self.emit('model', []);
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return;
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}
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@@ -370,7 +372,12 @@ OrderBook.prototype.requestOffers = function(callback = function() {},
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}
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self.setOffers(res.offers);
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self._synchronized = true;
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self.notifyDirectOffersChanged();
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if (self._isAutobridgeable) {
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self.computeAutobridgedOffersWrapper();
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} else {
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self.emit('model', self._offers);
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}
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callback(null, self._offers);
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}
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@@ -381,9 +388,12 @@ OrderBook.prototype.requestOffers = function(callback = function() {},
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log.info('failed to request offers', self._key, err);
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}
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self._waitingForOffers = false;
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callback(err);
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}
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this._waitingForOffers = true;
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const request = this._remote.requestBookOffers(this.toJSON());
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request.once('success', handleOffers);
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request.once('error', handleError);
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@@ -479,18 +489,6 @@ OrderBook.prototype.subscribeTransactions = function(callback) {
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return request;
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};
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/**
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* Handles notifying listeners that direct offers have changed. For autobridged
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* books, an additional merge step is also performed
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*/
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OrderBook.prototype.notifyDirectOffersChangedInternal = function() {
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if (this._isAutobridgeable) {
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this.mergeDirectAndAutobridgedBooks();
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} else {
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this.emit('model', this._offers);
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}
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};
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/**
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* Reset cached owner's funds, offer counts, and offer sums
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@@ -828,6 +826,32 @@ OrderBook.prototype.isBalanceChangeNode = function(node) {
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return true;
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};
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OrderBook.prototype._canRunAutobridgeCalc = function(): boolean {
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return !this._calculatorRunning;
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}
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OrderBook.prototype.onTransaction = function(transaction) {
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this.updateFundedAmounts(transaction);
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if (--this._transactionsLeft === 0 && !this._waitingForOffers) {
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const lastClosedLedger = this._remote.getLedgerSequence() - 1;
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if (this._isAutobridgeable) {
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if (this._canRunAutobridgeCalc()) {
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if (this._legOneBook._offersModifiedAt === lastClosedLedger ||
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this._legTwoBook._offersModifiedAt === lastClosedLedger
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) {
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this.computeAutobridgedOffersWrapper();
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} else if (this._offersModifiedAt === lastClosedLedger) {
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this.mergeDirectAndAutobridgedBooks();
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}
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}
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} else if (this._offersModifiedAt === lastClosedLedger) {
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this.emit('model', this._offers);
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}
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}
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}
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/**
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* Updates funded amounts/balances using modified balance nodes
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*
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@@ -929,6 +953,16 @@ OrderBook.prototype.updateOwnerOffersFundedAmount = function(account) {
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});
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};
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OrderBook.prototype.onLedgerClosed = function(message) {
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if (!message || (message && !_.isNumber(message.txn_count)) ||
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!this._subscribed || this._destroyed || this._waitingForOffers
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) {
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return;
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}
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this._transactionsLeft = message.txn_count;
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}
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/**
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* Notify orderbook of a relevant transaction
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*
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@@ -1029,7 +1063,7 @@ OrderBook.prototype.notify = function(transaction) {
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this.emit('transaction', transaction);
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this.notifyDirectOffersChanged();
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this._offersModifiedAt = this._remote.getLedgerSequence() - 1;
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if (!takerGetsTotal.is_zero()) {
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this.emit('trade', takerPaysTotal, takerGetsTotal);
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@@ -1312,15 +1346,13 @@ OrderBook.prototype.is_valid = function() {
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* IOU:XRP and XRP:IOU books
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*/
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OrderBook.prototype.computeAutobridgedOffers = function() {
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OrderBook.prototype.computeAutobridgedOffers = function(callback = function() {}
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) {
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assert(!this._currencyGets.is_native() && !this._currencyPays.is_native(),
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'Autobridging is only for IOU:IOU orderbooks');
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if (this._destroyed) {
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return;
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}
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if (!this._gotOffersFromLegOne || !this._gotOffersFromLegTwo) {
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if (this._destroyed) {
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return;
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}
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@@ -1333,35 +1365,28 @@ OrderBook.prototype.computeAutobridgedOffers = function() {
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this._issuerPays
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);
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this._offersAutobridged = autobridgeCalculator.calculate();
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const lastClosedLedger = this._remote.getLedgerSequence() - 1;
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autobridgeCalculator.calculate((autobridgedOffers) => {
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this._offersAutobridged = autobridgedOffers;
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callback();
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});
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};
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OrderBook.prototype.computeAutobridgedOffersWrapper = function() {
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var startTime = Date.now();
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this.computeAutobridgedOffers();
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this.mergeDirectAndAutobridgedBooks();
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var lasted = (Date.now() - startTime);
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const newMult =
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((lasted * 2 / OrderBook.AUTOBRIDGE_CALCULATE_THROTTLE_TIME) << 0) + 1;
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if (newMult !== this._autobridgeThrottleTimeMultiplier) {
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this._autobridgeThrottleTimeMultiplier = newMult;
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this.createDebouncedOffersWrapper();
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if (!this._gotOffersFromLegOne || !this._gotOffersFromLegTwo ||
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!this._synchronized || this._destroyed || this._calculatorRunning
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) {
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return;
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}
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}
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OrderBook.prototype.createDebouncedOffersWrapper = function() {
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const m = this._autobridgeThrottleTimeMultiplier;
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this.computeAutobridgedOffersThrottled =
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_.debounce(
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_.throttle(
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this.computeAutobridgedOffersWrapper,
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OrderBook.AUTOBRIDGE_CALCULATE_THROTTLE_TIME * m,
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{leading: true, trailing: true}),
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OrderBook.AUTOBRIDGE_CALCULATE_DEBOUNCE_TIME,
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{maxWait: OrderBook.AUTOBRIDGE_CALCULATE_DEBOUNCE_MAXWAIT});
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}
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this._calculatorRunning = true;
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const startTime = Date.now();
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this.computeAutobridgedOffers(() => {
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this.mergeDirectAndAutobridgedBooks();
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this._calculatorRunning = false;
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});
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};
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function _sortOffers(a, b) {
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const aQuality = OrderBookUtils.getOfferQuality(a, this._currencyGets);
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@@ -16,6 +16,7 @@ describe('OrderBook Autobridging', function() {
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function createRemote() {
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const remote = new Remote();
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remote._ledger_current_index = 32570;
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remote.isConnected = function() {
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return true;
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};
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@@ -37,7 +38,7 @@ describe('OrderBook Autobridging', function() {
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assert.deepEqual(book._legTwoBook._currencyPays.to_hex(), Currency.from_json('XRP').to_hex());
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});
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it('Compute autobridged offers', function() {
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it('Compute autobridged offers', function(done) {
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const book = createRemote().createOrderBook({
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currency_gets: 'EUR',
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issuer_gets: addresses.ISSUER,
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@@ -56,8 +57,7 @@ describe('OrderBook Autobridging', function() {
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book._legTwoBook.setOffers(legTwoOffers);
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book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
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book.computeAutobridgedOffers();
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book.computeAutobridgedOffers(() => {
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assert.strictEqual(book._offersAutobridged.length, 1);
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assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '17.07639524223001');
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@@ -67,9 +67,13 @@ describe('OrderBook Autobridging', function() {
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assert.strictEqual(book._offersAutobridged[0].taker_pays_funded, '58.61727326122974');
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assert(book._offersAutobridged[0].autobridged);
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done();
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});
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it('Compute autobridged offers - leg one partially funded', function() {
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});
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it('Compute autobridged offers - leg one partially funded', function(done) {
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const book = createRemote().createOrderBook({
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currency_gets: 'EUR',
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issuer_gets: addresses.ISSUER,
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@@ -90,17 +94,20 @@ describe('OrderBook Autobridging', function() {
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book._legTwoBook.setOffers(legTwoOffers);
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book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
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book.computeAutobridgedOffers();
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book.computeAutobridgedOffers(() => {
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assert.strictEqual(book._offersAutobridged.length, 1);
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assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '7.273651248813431');
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assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '24.96789265329184');
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assert(book._offersAutobridged[0].autobridged);
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done();
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});
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it('Compute autobridged offers - leg two partially funded', function() {
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});
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it('Compute autobridged offers - leg two partially funded', function(done) {
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const book = createRemote().createOrderBook({
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currency_gets: 'EUR',
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issuer_gets: addresses.ISSUER,
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@@ -121,17 +128,20 @@ describe('OrderBook Autobridging', function() {
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book._legTwoBook.setOffers(legTwoOffers);
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book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
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book.computeAutobridgedOffers();
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book.computeAutobridgedOffers(() => {
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assert.strictEqual(book._offersAutobridged.length, 1);
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assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '10');
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assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '34.32649132449533');
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assert(book._offersAutobridged[0].autobridged);
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done();
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});
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it('Compute autobridged offers - leg two transfer rate', function() {
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});
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it('Compute autobridged offers - leg two transfer rate', function(done) {
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const book = createRemote().createOrderBook({
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currency_gets: 'EUR',
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issuer_gets: addresses.ISSUER,
|
||||
@@ -152,15 +162,18 @@ describe('OrderBook Autobridging', function() {
|
||||
book._legTwoBook.setOffers(legTwoOffers);
|
||||
|
||||
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
|
||||
book.computeAutobridgedOffers();
|
||||
|
||||
book.computeAutobridgedOffers(() => {
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '9.980039920159681');
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '34.25797537722665');
|
||||
|
||||
assert(book._offersAutobridged[0].autobridged);
|
||||
|
||||
done();
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - taker funds < leg two in', function() {
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - taker funds < leg two in', function(done) {
|
||||
const book = createRemote().createOrderBook({
|
||||
currency_gets: 'EUR',
|
||||
issuer_gets: addresses.ISSUER,
|
||||
@@ -185,17 +198,20 @@ describe('OrderBook Autobridging', function() {
|
||||
book._legTwoBook.setOffers(legTwoOffers);
|
||||
|
||||
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
|
||||
book.computeAutobridgedOffers();
|
||||
|
||||
book.computeAutobridgedOffers(() => {
|
||||
assert.strictEqual(book._offersAutobridged.length, 1);
|
||||
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '108.6682345172846');
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '373.019921005');
|
||||
|
||||
assert(book._offersAutobridged[0].autobridged);
|
||||
|
||||
done();
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - leg one partially funded - owners equal', function() {
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - leg one partially funded - owners equal', function(done) {
|
||||
const book = createRemote().createOrderBook({
|
||||
currency_gets: 'EUR',
|
||||
issuer_gets: addresses.ISSUER,
|
||||
@@ -218,17 +234,20 @@ describe('OrderBook Autobridging', function() {
|
||||
book._legTwoBook.setOffers(legTwoOffers);
|
||||
|
||||
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
|
||||
book.computeAutobridgedOffers();
|
||||
|
||||
book.computeAutobridgedOffers(() => {
|
||||
assert.strictEqual(book._offersAutobridged.length, 1);
|
||||
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '17.07639524223001');
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '58.61727326122974');
|
||||
|
||||
assert(book._offersAutobridged[0].autobridged);
|
||||
|
||||
done();
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - leg one partially funded - owners equal - leg two in > leg one out', function() {
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - leg one partially funded - owners equal - leg two in > leg one out', function(done) {
|
||||
const book = createRemote().createOrderBook({
|
||||
currency_gets: 'EUR',
|
||||
issuer_gets: addresses.ISSUER,
|
||||
@@ -254,17 +273,20 @@ describe('OrderBook Autobridging', function() {
|
||||
book._legTwoBook.setOffers(legTwoOffers);
|
||||
|
||||
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
|
||||
book.computeAutobridgedOffers();
|
||||
|
||||
book.computeAutobridgedOffers(() => {
|
||||
assert.strictEqual(book._offersAutobridged.length, 1);
|
||||
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '108.6682345172846');
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '373.0199210049999');
|
||||
|
||||
assert(book._offersAutobridged[0].autobridged);
|
||||
|
||||
done();
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - leg one consumes leg two fully', function() {
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - leg one consumes leg two fully', function(done) {
|
||||
const book = createRemote().createOrderBook({
|
||||
currency_gets: 'EUR',
|
||||
issuer_gets: addresses.ISSUER,
|
||||
@@ -283,8 +305,7 @@ describe('OrderBook Autobridging', function() {
|
||||
book._legTwoBook.setOffers(legTwoOffers);
|
||||
|
||||
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
|
||||
book.computeAutobridgedOffers();
|
||||
|
||||
book.computeAutobridgedOffers(() => {
|
||||
assert.strictEqual(book._offersAutobridged.length, 2);
|
||||
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '17.07639524223001');
|
||||
@@ -296,9 +317,13 @@ describe('OrderBook Autobridging', function() {
|
||||
assert.strictEqual(book._offersAutobridged[1].TakerPays.value, '314.4026477437702');
|
||||
|
||||
assert(book._offersAutobridged[1].autobridged);
|
||||
|
||||
done();
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - leg two consumes first leg one offer fully', function() {
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - leg two consumes first leg one offer fully', function(done) {
|
||||
const book = createRemote().createOrderBook({
|
||||
currency_gets: 'EUR',
|
||||
issuer_gets: addresses.ISSUER,
|
||||
@@ -321,8 +346,7 @@ describe('OrderBook Autobridging', function() {
|
||||
book._legTwoBook.setOffers(legTwoOffers);
|
||||
|
||||
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
|
||||
book.computeAutobridgedOffers();
|
||||
|
||||
book.computeAutobridgedOffers(() => {
|
||||
assert.strictEqual(book._offersAutobridged.length, 2);
|
||||
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '108.6682345172846');
|
||||
@@ -334,9 +358,13 @@ describe('OrderBook Autobridging', function() {
|
||||
assert.strictEqual(book._offersAutobridged[1].TakerPays.value, '213.1791399943838');
|
||||
|
||||
assert(book._offersAutobridged[1].autobridged);
|
||||
|
||||
done();
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - owners equal', function() {
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - owners equal', function(done) {
|
||||
const book = createRemote().createOrderBook({
|
||||
currency_gets: 'EUR',
|
||||
issuer_gets: addresses.ISSUER,
|
||||
@@ -360,8 +388,7 @@ describe('OrderBook Autobridging', function() {
|
||||
book._legTwoBook.setOffers(legTwoOffers);
|
||||
|
||||
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
|
||||
book.computeAutobridgedOffers();
|
||||
|
||||
book.computeAutobridgedOffers(() => {
|
||||
assert.strictEqual(book._offersAutobridged.length, 2);
|
||||
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '17.07639524223001');
|
||||
@@ -373,9 +400,13 @@ describe('OrderBook Autobridging', function() {
|
||||
assert.strictEqual(book._offersAutobridged[1].TakerPays.value, '24.96789265329184');
|
||||
|
||||
assert(book._offersAutobridged[1].autobridged);
|
||||
|
||||
done();
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - owners equal - leg one overfunded', function() {
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - owners equal - leg one overfunded', function(done) {
|
||||
const book = createRemote().createOrderBook({
|
||||
currency_gets: 'EUR',
|
||||
issuer_gets: addresses.ISSUER,
|
||||
@@ -400,8 +431,7 @@ describe('OrderBook Autobridging', function() {
|
||||
book._legTwoBook.setOffers(legTwoOffers);
|
||||
|
||||
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
|
||||
book.computeAutobridgedOffers();
|
||||
|
||||
book.computeAutobridgedOffers(() => {
|
||||
assert.strictEqual(book._offersAutobridged.length, 2);
|
||||
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '17.07639524223001');
|
||||
@@ -413,9 +443,13 @@ describe('OrderBook Autobridging', function() {
|
||||
assert.strictEqual(book._offersAutobridged[1].TakerPays.value, '314.4026477437702');
|
||||
|
||||
assert(book._offersAutobridged[1].autobridged);
|
||||
|
||||
done();
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - TakerPays < Quality * TakerGets', function() {
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - TakerPays < Quality * TakerGets', function(done) {
|
||||
const book = createRemote().createOrderBook({
|
||||
currency_gets: 'EUR',
|
||||
issuer_gets: addresses.ISSUER,
|
||||
@@ -458,17 +492,20 @@ describe('OrderBook Autobridging', function() {
|
||||
]);
|
||||
|
||||
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
|
||||
book.computeAutobridgedOffers();
|
||||
|
||||
book.computeAutobridgedOffers(() => {
|
||||
assert.strictEqual(book._offersAutobridged.length, 1);
|
||||
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '75');
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '75');
|
||||
|
||||
assert(book._offersAutobridged[0].autobridged);
|
||||
|
||||
done();
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - update funded amount', function() {
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - update funded amount', function(done) {
|
||||
const book = createRemote().createOrderBook({
|
||||
currency_gets: 'EUR',
|
||||
issuer_gets: addresses.ISSUER,
|
||||
@@ -534,8 +571,7 @@ describe('OrderBook Autobridging', function() {
|
||||
]);
|
||||
|
||||
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
|
||||
book.computeAutobridgedOffers();
|
||||
|
||||
book.computeAutobridgedOffers(() => {
|
||||
assert.strictEqual(book._offersAutobridged.length, 3);
|
||||
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '90');
|
||||
@@ -552,9 +588,13 @@ describe('OrderBook Autobridging', function() {
|
||||
assert.strictEqual(book._offersAutobridged[2].TakerPays.value, '80');
|
||||
|
||||
assert(book._offersAutobridged[2].autobridged);
|
||||
|
||||
done();
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - update funded amount - owners equal', function() {
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - update funded amount - owners equal', function(done) {
|
||||
const book = createRemote().createOrderBook({
|
||||
currency_gets: 'EUR',
|
||||
issuer_gets: addresses.ISSUER,
|
||||
@@ -620,8 +660,7 @@ describe('OrderBook Autobridging', function() {
|
||||
]);
|
||||
|
||||
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
|
||||
book.computeAutobridgedOffers();
|
||||
|
||||
book.computeAutobridgedOffers(() => {
|
||||
assert.strictEqual(book._offersAutobridged.length, 3);
|
||||
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '90');
|
||||
@@ -638,9 +677,13 @@ describe('OrderBook Autobridging', function() {
|
||||
assert.strictEqual(book._offersAutobridged[2].TakerPays.value, '100');
|
||||
|
||||
assert(book._offersAutobridged[2].autobridged);
|
||||
|
||||
done();
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - update funded amount - first two owners equal', function() {
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - update funded amount - first two owners equal', function(done) {
|
||||
const book = createRemote().createOrderBook({
|
||||
currency_gets: 'EUR',
|
||||
issuer_gets: addresses.ISSUER,
|
||||
@@ -717,8 +760,7 @@ describe('OrderBook Autobridging', function() {
|
||||
]);
|
||||
|
||||
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
|
||||
book.computeAutobridgedOffers();
|
||||
|
||||
book.computeAutobridgedOffers(() => {
|
||||
assert.strictEqual(book._offersAutobridged.length, 4);
|
||||
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '90');
|
||||
@@ -740,9 +782,13 @@ describe('OrderBook Autobridging', function() {
|
||||
assert.strictEqual(book._offersAutobridged[3].TakerPays.value, '80');
|
||||
|
||||
assert(book._offersAutobridged[3].autobridged);
|
||||
|
||||
done();
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - unfunded offer - owners equal', function() {
|
||||
});
|
||||
|
||||
it('Compute autobridged offers - unfunded offer - owners equal', function(done) {
|
||||
const book = createRemote().createOrderBook({
|
||||
currency_gets: 'EUR',
|
||||
issuer_gets: addresses.ISSUER,
|
||||
@@ -785,13 +831,16 @@ describe('OrderBook Autobridging', function() {
|
||||
]);
|
||||
|
||||
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
|
||||
book.computeAutobridgedOffers();
|
||||
|
||||
book.computeAutobridgedOffers(() => {
|
||||
assert.strictEqual(book._offersAutobridged.length, 1);
|
||||
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '75');
|
||||
assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '75');
|
||||
|
||||
assert(book._offersAutobridged[0].autobridged);
|
||||
|
||||
done();
|
||||
});
|
||||
|
||||
});
|
||||
});
|
||||
|
||||
@@ -15,7 +15,7 @@ describe('OrderBook', function() {
|
||||
|
||||
function createRemote() {
|
||||
const remote = new Remote();
|
||||
|
||||
remote._ledger_current_index = 32570;
|
||||
remote.isConnected = function() {
|
||||
return true;
|
||||
};
|
||||
@@ -1613,9 +1613,15 @@ describe('OrderBook', function() {
|
||||
const offer2 = fixtures.transactionWithCreatedOffer();
|
||||
const offer3 = fixtures.transactionWithCreatedOffer();
|
||||
|
||||
remote.emit('ledger_closed', {txn_count: 3});
|
||||
|
||||
book.notify(offer);
|
||||
remote.emit('transaction', offer);
|
||||
book.notify(offer2);
|
||||
remote.emit('transaction', offer2);
|
||||
book.notify(offer3);
|
||||
remote.emit('transaction', offer3);
|
||||
|
||||
|
||||
assert.strictEqual(numTransactionEvents, 3);
|
||||
assert.strictEqual(numOfferAddedEvents, 3);
|
||||
@@ -1706,7 +1712,10 @@ describe('OrderBook', function() {
|
||||
|
||||
const message = fixtures.transactionWithDeletedOffer();
|
||||
|
||||
remote.emit('ledger_closed', {txn_count: 1});
|
||||
|
||||
book.notify(message);
|
||||
remote.emit('transaction', message);
|
||||
|
||||
assert.strictEqual(numTransactionEvents, 1);
|
||||
assert.strictEqual(numTradeEvents, 1);
|
||||
@@ -1865,7 +1874,10 @@ describe('OrderBook', function() {
|
||||
|
||||
const message = fixtures.transactionWithModifiedOffer();
|
||||
|
||||
remote.emit('ledger_closed', {txn_count: 1});
|
||||
|
||||
book.notify(message);
|
||||
remote.emit('transaction', message);
|
||||
|
||||
assert.strictEqual(numTransactionEvents, 1);
|
||||
assert.strictEqual(numTradeEvents, 1);
|
||||
|
||||
@@ -671,6 +671,7 @@ describe('Remote', function() {
|
||||
function() {
|
||||
const message = require('./fixtures/transaction-offercreate');
|
||||
let i = 0;
|
||||
remote._ledger_current_index = 32570;
|
||||
const orderbook = remote.createOrderBook({
|
||||
currency_gets: 'USD',
|
||||
issuer_gets: 'rJy64aCJLP3vf8o3WPKn4iQKtfpjh6voAR',
|
||||
|
||||
Reference in New Issue
Block a user