[CHORE] Improved Amount#parse_quality w/ demurrage support, drops->XRP, etc.

Amount#parse_quality is made currency-aware. This allows it to adjust for XRP as
the base currency, as well as for interest-bearing or demurring base currencies.
This commit is contained in:
Stefan Thomas
2014-03-22 02:38:03 -07:00
parent 893fc4c168
commit 716fd0b938
3 changed files with 106 additions and 8 deletions

View File

@@ -71,8 +71,8 @@ Amount.from_json = function (j) {
return (new Amount()).parse_json(j);
};
Amount.from_quality = function (quality, currency, issuer) {
return (new Amount()).parse_quality(quality, currency, issuer);
Amount.from_quality = function (quality, currency, issuer, opts) {
return (new Amount()).parse_quality(quality, currency, issuer, opts);
};
Amount.from_human = function (j, opts) {
@@ -667,17 +667,81 @@ Amount.prototype.parse_issuer = function (issuer) {
return this;
};
// --> h: 8 hex bytes quality or 32 hex bytes directory index.
Amount.prototype.parse_quality = function (quality, currency, issuer) {
/**
* Decode a price from a BookDirectory index.
*
* BookDirectory ledger entries each encode the offer price in their index. This
* method can decode that information and populate an Amount object with it.
*
* It is possible not to provide a currency or issuer, but be aware that Amount
* objects behave differently based on the currency, so you may get incorrect
* results.
*
* Prices involving demurraging currencies are tricky, since they depend on the
* base and counter currencies.
*
* @param quality {String} 8 hex bytes quality or 32 hex bytes BookDirectory
* index.
* @param counterCurrency {Currency|String} Currency of the resulting Amount
* object.
* @param counterIssuer {Issuer|String} Issuer of the resulting Amount object.
* @param opts Additional options
* @param opts.inverse {Boolean} If true, return the inverse of the price
* encoded in the quality.
* @param opts.base_currency {Currency|String} The other currency. This plays a
* role with interest-bearing or demurrage currencies. In that case the
* demurrage has to be applied when the quality is decoded, otherwise the
* price will be false.
* @param opts.reference_date {Date|Number} Date based on which demurrage/interest
* should be applied. Can be given as JavaScript Date or int for Ripple epoch.
* @param opts.xrp_as_drops {Boolean} Whether XRP amount should be treated as
* drops. When the base currency is XRP, the quality is calculated in drops.
* For human use however, we want to think of 1000000 drops as 1 XRP and
* prices as per-XRP instead of per-drop.
*/
Amount.prototype.parse_quality = function (quality, counterCurrency, counterIssuer, opts)
{
opts = opts || {};
var baseCurrency = Currency.from_json(opts.base_currency);
this._is_negative = false;
this._value = new BigInteger(quality.substring(quality.length-14), 16);
this._offset = parseInt(quality.substring(quality.length-16, quality.length-14), 16)-100;
this._currency = Currency.from_json(currency);
this._issuer = UInt160.from_json(issuer);
this._currency = Currency.from_json(counterCurrency);
this._issuer = UInt160.from_json(counterIssuer);
this._is_native = this._currency.is_native();
// Correct offset if xrp_as_drops option is not set and base currency is XRP
if (!opts.xrp_as_drops &&
baseCurrency.is_valid() &&
baseCurrency.is_native()) {
if (opts.inverse) {
this._offset -= 6;
} else {
this._offset += 6;
}
}
if (opts.inverse) {
this._invert();
}
this.canonicalize();
if (opts.reference_date && baseCurrency.is_valid() && baseCurrency.has_interest()) {
var interest = baseCurrency.get_interest_at(opts.reference_date);
// XXX If we had better math utilities, we wouldn't need this hack.
var interestTempAmount = Amount.from_json(""+interest+"/1/1");
if (interestTempAmount.is_valid()) {
var v = this.divide(interestTempAmount);
this._value = v._value;
this._offset = v._offset;
}
}
return this;
}

View File

@@ -225,11 +225,12 @@ OrderBook.prototype.notify = function (message) {
break;
case 'CreatedNode':
var price = Amount.from_json(an.fields.TakerPays).ratio_human(an.fields.TakerGets);
// XXX Should use Amount#from_quality
var price = Amount.from_json(an.fields.TakerPays).ratio_human(an.fields.TakerGets, {reference_date: new Date()});
for (i = 0, l = self._offers.length; i < l; i++) {
offer = self._offers[i];
var priceItem = Amount.from_json(offer.TakerPays).ratio_human(offer.TakerGets);
var priceItem = Amount.from_json(offer.TakerPays).ratio_human(offer.TakerGets, {reference_date: new Date()});
if (price.compareTo(priceItem) <= 0) {
var obj = an.fields;

View File

@@ -524,4 +524,37 @@ describe('Amount', function() {
assert.strictEqual(Amount.from_json('0.02/USD/rHb9CJAWyB4rj91VRWn96DkukG4bwdtyTh').invert().to_text_full(), '50/USD/rHb9CJAWyB4rj91VRWn96DkukG4bwdtyTh');
});
});
describe('from_quality', function() {
it('BTC/XRP', function () {
assert.strictEqual(Amount.from_quality('7B73A610A009249B0CC0D4311E8BA7927B5A34D86634581C5F0FF9FF678E1000', 'XRP', NaN, {base_currency: 'BTC'}).to_text_full(), '44,970/XRP');
});
it('BTC/XRP inverse', function () {
assert.strictEqual(Amount.from_quality('37AAC93D336021AE94310D0430FFA090F7137C97D473488C4A0918D0DEF8624E', 'XRP', NaN, {inverse: true, base_currency: 'BTC'}).to_text_full(), '39,053.954453/XRP');
});
it('XRP/USD', function () {
assert.strictEqual(Amount.from_quality('DFA3B6DDAB58C7E8E5D944E736DA4B7046C30E4F460FD9DE4D05DCAA8FE12000', 'USD', 'rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B', {base_currency: 'XRP'}).to_text_full(), '0.0165/USD/rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B');
});
it('XRP/USD inverse', function () {
assert.strictEqual(Amount.from_quality('4627DFFCFF8B5A265EDBD8AE8C14A52325DBFEDAF4F5C32E5C22A840E27DCA9B', 'USD', 'rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B', {inverse: true, base_currency: 'XRP'}).to_text_full(), '0.010251/USD/rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B');
});
it('BTC/USD', function () {
assert.strictEqual(Amount.from_quality('6EAB7C172DEFA430DBFAD120FDC373B5F5AF8B191649EC9858038D7EA4C68000', 'USD', 'rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B', {base_currency: 'BTC'}).to_text_full(), '1000/USD/rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B');
});
it('BTC/USD inverse', function () {
assert.strictEqual(Amount.from_quality('20294C923E80A51B487EB9547B3835FD483748B170D2D0A455071AFD498D0000', 'USD', 'rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B', {inverse: true, base_currency: 'BTC'}).to_text_full(), '0.5/USD/rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B');
});
it('XAU(dem)/XRP', function () {
assert.strictEqual(Amount.from_quality('587322CCBDE0ABD01704769A73A077C32FB39057D813D4165F1FF973CAF997EF', 'XRP', NaN, {base_currency: '015841551A748AD2C1F76FF6ECB0CCCD00000000', reference_date: 443845330 + 31535000}).to_text_full(), '90,452.246928/XRP');
});
it('XAU(dem)/XRP inverse', function () {
assert.strictEqual(Amount.from_quality('F72C7A9EAE4A45ED1FB547AD037D07B9B965C6E662BEBAFA4A03F2A976804235', 'XRP', NaN, {inverse: true, base_currency: '015841551A748AD2C1F76FF6ECB0CCCD00000000', reference_date: 443845330 + 31535000}).to_text_full(), '90,442.196677/XRP');
});
it('USD/XAU(dem)', function () {
assert.strictEqual(Amount.from_quality('4743E58E44974B325D42FD2BB683A6E36950F350EE46DD3A521B644B99782F5F', '015841551A748AD2C1F76FF6ECB0CCCD00000000', 'rUyPiNcSFFj6uMR2gEaD8jUerQ59G1qvwN', {base_currency: 'USD', reference_date: 443845330 + 31535000}).to_text_full(), '0.007710100231303007/015841551A748AD2C1F76FF6ECB0CCCD00000000/rUyPiNcSFFj6uMR2gEaD8jUerQ59G1qvwN');
});
it('USD/XAU(dem) inverse', function () {
assert.strictEqual(Amount.from_quality('CDFD3AFB2F8C5DBEF75B081F7C957FF5509563266F28F36C5704A0FB0BAD8800', '015841551A748AD2C1F76FF6ECB0CCCD00000000', 'rUyPiNcSFFj6uMR2gEaD8jUerQ59G1qvwN', {inverse: true, base_currency: 'USD', reference_date: 443845330 + 31535000}).to_text_full(), '0.007675186123263489/015841551A748AD2C1F76FF6ECB0CCCD00000000/rUyPiNcSFFj6uMR2gEaD8jUerQ59G1qvwN');
});
});
});