mirror of
https://github.com/Xahau/xahau.js.git
synced 2025-11-17 19:05:47 +00:00
Cleanup, normalize offers from book_offers and transaction stream
This commit is contained in:
wltsmrz
@@ -77,10 +77,15 @@ function OrderBook(remote, getsC, getsI, paysC, paysI, key) {
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listenersModified('remove', event);
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});
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function updateFundedAmounts(transaction) {
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self.updateFundedAmounts(transaction);
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};
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this._remote.on('transaction', updateFundedAmounts);
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this.on('unsubscribe', function() {
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self.resetCache();
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self._remote.removeListener('transaction', updateFundedAmounts);
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self._remote.removeListener('transaction', updateTransferRate);
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});
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this._remote.once('prepare_subscribe', function() {
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@@ -94,18 +99,6 @@ function OrderBook(remote, getsC, getsI, paysC, paysI, key) {
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});
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});
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function updateFundedAmounts(message) {
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self.updateFundedAmounts(message);
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};
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this._remote.on('transaction', updateFundedAmounts);
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function updateTransferRate(message) {
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self.updateTransferRate(message);
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};
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this._remote.on('transaction', updateTransferRate);
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return this;
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};
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@@ -115,30 +108,15 @@ util.inherits(OrderBook, EventEmitter);
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* Events emitted from OrderBook
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*/
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OrderBook.EVENTS = [ 'transaction', 'model', 'trade', 'offer' ];
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OrderBook.EVENTS = [
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'transaction', 'model', 'trade',
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'offer_added', 'offer_removed',
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'offer_changed', 'offer_funds_changed'
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];
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OrderBook.DEFAULT_TRANSFER_RATE = 1000000000;
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/**
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* Whether the OrderBook is valid.
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*
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* Note: This only checks whether the parameters (currencies and issuer) are
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* syntactically valid. It does not check anything against the ledger.
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*
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* @return {Boolean} is valid
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*/
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OrderBook.prototype.isValid =
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OrderBook.prototype.is_valid = function() {
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// XXX Should check for same currency (non-native) && same issuer
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return (
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this._currencyPays && this._currencyPays.is_valid() &&
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(this._currencyPays.is_native() || UInt160.is_valid(this._issuerPays)) &&
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this._currencyGets && this._currencyGets.is_valid() &&
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(this._currencyGets.is_native() || UInt160.is_valid(this._issuerGets)) &&
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!(this._currencyPays.is_native() && this._currencyGets.is_native())
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);
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};
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OrderBook.IOU_SUFFIX = '/000/rrrrrrrrrrrrrrrrrrrrrhoLvTp';
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/**
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* Initialize orderbook. Get orderbook offers and subscribe to transactions
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@@ -167,7 +145,7 @@ OrderBook.prototype.subscribe = function() {
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}
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];
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async.series(steps, function(err) {
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async.series(steps, function(err, res) {
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//XXX What now?
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});
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};
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@@ -308,8 +286,7 @@ OrderBook.prototype.applyTransferRate = function(balance, transferRate) {
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return balance;
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}
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var iouSuffix = '/USD/rrrrrrrrrrrrrrrrrrrrBZbvji';
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var adjustedBalance = Amount.from_json(balance + iouSuffix)
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var adjustedBalance = Amount.from_json(balance + OrderBook.IOU_SUFFIX)
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.divide(transferRate)
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.multiply(Amount.from_json(OrderBook.DEFAULT_TRANSFER_RATE))
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.to_json()
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@@ -321,40 +298,41 @@ OrderBook.prototype.applyTransferRate = function(balance, transferRate) {
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/**
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* Request transfer rate for this orderbook's issuer
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*
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* @param [Function] calback
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* @param {Function} callback
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*/
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OrderBook.prototype.requestTransferRate = function(callback) {
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assert.strictEqual(typeof callback, 'function');
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var self = this;
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var issuer = this._issuerGets;
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this.once('transfer_rate', function(rate) {
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if (typeof callback === 'function') {
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callback(null, rate);
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}
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});
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if (this._currencyGets.is_native()) {
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// Transfer rate is default
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return this.emit('transfer_rate', OrderBook.DEFAULT_TRANSFER_RATE);
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// Transfer rate is default (native currency)
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callback(null, OrderBook.DEFAULT_TRANSFER_RATE);
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return;
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}
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if (this._issuerTransferRate) {
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// Transfer rate has been cached
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return this.emit('transfer_rate', this._issuerTransferRate);
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// Transfer rate has already been cached
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callback(null, this._issuerTransferRate);
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return;
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}
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this._remote.requestAccountInfo({account: issuer}, function(err, info) {
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this._remote.requestAccountInfo({ account: issuer }, function(err, info) {
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if (err) {
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// XXX What now?
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return callback(err);
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}
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var transferRate = info.account_data.TransferRate
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|| OrderBook.DEFAULT_TRANSFER_RATE;
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var transferRate = info.account_data.TransferRate;
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if (!transferRate) {
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transferRate = OrderBook.DEFAULT_TRANSFER_RATE;
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}
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self._issuerTransferRate = transferRate;
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self.emit('transfer_rate', transferRate);
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callback(null, transferRate);
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});
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};
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@@ -380,10 +358,10 @@ OrderBook.prototype.setFundedAmount = function(offer, fundedAmount) {
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return offer;
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}
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var iouSuffix = '/' + this._currencyGets.to_json() + '/' + this._issuerGets;
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offer.is_fully_funded = Amount.from_json(
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this._currencyGets.is_native() ? fundedAmount : fundedAmount + iouSuffix
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this._currencyGets.is_native()
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? fundedAmount
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: fundedAmount + OrderBook.IOU_SUFFIX
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).compareTo(Amount.from_json(offer.TakerGets)) >= 0;
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if (offer.is_fully_funded) {
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@@ -394,26 +372,17 @@ OrderBook.prototype.setFundedAmount = function(offer, fundedAmount) {
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offer.taker_gets_funded = fundedAmount;
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var takerPaysValue = typeof offer.TakerPays === 'object'
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var takerPaysValue = (typeof offer.TakerPays === 'object')
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? offer.TakerPays.value
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: offer.TakerPays;
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var takerGetsValue = typeof offer.TakerGets === 'object'
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var takerGetsValue = (typeof offer.TakerGets === 'object')
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? offer.TakerGets.value
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: offer.TakerGets;
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var takerPays = Amount.from_json(
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takerPaysValue + '/000/rrrrrrrrrrrrrrrrrrrrBZbvji'
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);
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var takerGets = Amount.from_json(
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takerGetsValue + '/000/rrrrrrrrrrrrrrrrrrrrBZbvji'
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);
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var fundedPays = Amount.from_json(
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fundedAmount + '/000/rrrrrrrrrrrrrrrrrrrrBZbvji'
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);
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var takerPays = Amount.from_json(takerPaysValue + OrderBook.IOU_SUFFIX);
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var takerGets = Amount.from_json(takerGetsValue + OrderBook.IOU_SUFFIX);
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var fundedPays = Amount.from_json(fundedAmount + OrderBook.IOU_SUFFIX);
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var rate = takerPays.divide(takerGets);
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fundedPays = fundedPays.multiply(rate);
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@@ -434,6 +403,9 @@ OrderBook.prototype.setFundedAmount = function(offer, fundedAmount) {
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};
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/**
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* DEPRECATED:
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* Should only be called for old versions of rippled
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*
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* Determine what an account is funded to offer for orderbook's
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* currency/issuer
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*
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@@ -452,7 +424,7 @@ OrderBook.prototype.requestFundedAmount = function(account, callback) {
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}
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function requestNativeBalance(callback) {
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self._remote.requestAccountInfo({account: account}, function(err, info) {
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self._remote.requestAccountInfo({ account: account }, function(err, info) {
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if (err) {
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callback(err);
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} else {
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@@ -462,13 +434,11 @@ OrderBook.prototype.requestFundedAmount = function(account, callback) {
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};
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function requestLineBalance(callback) {
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var request = self._remote.requestAccountLines(
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{
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account: account,
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ledger: 'validated',
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peer: self._issuerGets
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}
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);
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var request = self._remote.requestAccountLines({
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account: account,
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ledger: 'validated',
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peer: self._issuerGets
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});
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request.request(function(err, res) {
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if (err) {
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@@ -607,10 +577,10 @@ OrderBook.prototype.isBalanceChange = function(node) {
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* @param {Object} transaction
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*/
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OrderBook.prototype.updateFundedAmounts = function(message) {
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OrderBook.prototype.updateFundedAmounts = function(transaction) {
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var self = this;
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var affectedAccounts = message.mmeta.getAffectedAccounts();
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var affectedAccounts = transaction.mmeta.getAffectedAccounts();
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var isOwnerAffected = affectedAccounts.some(function(account) {
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return self.hasCachedFunds(account);
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@@ -622,25 +592,23 @@ OrderBook.prototype.updateFundedAmounts = function(message) {
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if (!this._currencyGets.is_native() && !this._issuerTransferRate) {
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// Defer until transfer rate is requested
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if (self._remote.trace) {
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if (this._remote.trace) {
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log.info('waiting for transfer rate');
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}
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this.once('transfer_rate', function() {
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self.updateFundedAmounts(message);
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this.requestTransferRate(function() {
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self.updateFundedAmounts(transaction);
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});
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this.requestTransferRate();
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return;
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}
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var nodes = message.mmeta.getNodes({
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var affectedNodes = transaction.mmeta.getNodes({
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nodeType: 'ModifiedNode',
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entryType: this._currencyGets.is_native() ? 'AccountRoot' : 'RippleState'
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});
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for (var i=0; i<nodes.length; i++) {
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var node = nodes[i];
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for (var i=0, l=affectedNodes.length; i<l; i++) {
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var node = affectedNodes[i];
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if (!this.isBalanceChange(node)) {
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continue;
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@@ -648,39 +616,72 @@ OrderBook.prototype.updateFundedAmounts = function(message) {
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var result = this.getBalanceChange(node);
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if (result.isValid) {
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if (this.hasCachedFunds(result.account)) {
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this.updateOfferFunds(result.account, result.balance);
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}
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if (result.isValid && this.hasCachedFunds(result.account)) {
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this.updateAccountFunds(result.account, result.balance);
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}
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}
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};
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/**
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* Update issuer's TransferRate as it changes
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* Normalize offers from book_offers and transaction stream
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*
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* @param {Object} transaction
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* @param {Object} offer
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* @return {Object} normalized
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*/
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OrderBook.prototype.updateTransferRate = function(message) {
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var self = this;
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OrderBook.offerRewrite = function(offer) {
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var result = { };
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var keys = Object.keys(offer);
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var affectedAccounts = message.mmeta.getAffectedAccounts();
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var isIssuerAffected = affectedAccounts.some(function(account) {
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return account === self._issuerGets;
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});
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if (!isIssuerAffected) {
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return;
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for (var i=0, l=keys.length; i<l; i++) {
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var key = keys[i];
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switch (key) {
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case 'PreviousTxnID':
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case 'PreviousTxnLgrSeq':
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case 'quality':
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break;
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default:
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result[key] = offer[key];
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}
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}
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// XXX Update transfer rate
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//
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// var nodes = message.mmeta.getNodes({
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// nodeType: 'ModifiedNode',
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// entryType: 'AccountRoot'
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// });
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result.Flags = result.Flags || 0;
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result.OwnerNode = result.OwnerNode || new Array(16 + 1).join('0');
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result.BookNode = result.BookNode || new Array(16 + 1).join('0');
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return result;
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};
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/**
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* Reset internal offers cache from book_offers request
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*
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* @param {Array} offers
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* @api private
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*/
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OrderBook.prototype.setOffers = function(offers) {
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assert(Array.isArray(offers));
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var newOffers = [ ];
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for (var i=0, l=offers.length; i<l; i++) {
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var offer = OrderBook.offerRewrite(offers[i]);
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var fundedAmount;
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if (this.hasCachedFunds(offer.Account)) {
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fundedAmount = this.getCachedFunds(offer.Account);
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} else if (offer.hasOwnProperty('owner_funds')) {
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fundedAmount = this.applyTransferRate(offer.owner_funds);
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this.addCachedFunds(offer.Account, fundedAmount);
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}
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this.setFundedAmount(offer, fundedAmount);
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this.incrementOfferCount(offer.Account);
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newOffers.push(offer);
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}
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this._offers = newOffers;
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};
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/**
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@@ -712,27 +713,8 @@ OrderBook.prototype.requestOffers = function(callback) {
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log.info('requested offers', self._key, 'offers: ' + res.offers.length);
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}
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// Reset offers
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self._offers = [ ];
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for (var i=0, l=res.offers.length; i<l; i++) {
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var offer = res.offers[i];
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var fundedAmount;
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if (self.hasCachedFunds(offer.Account)) {
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fundedAmount = self.getCachedFunds(offer.Account);
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} else if (offer.hasOwnProperty('owner_funds')) {
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fundedAmount = self.applyTransferRate(offer.owner_funds);
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self.addCachedFunds(offer.Account, fundedAmount);
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}
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self.setFundedAmount(offer, fundedAmount);
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self.incrementOfferCount(offer.Account);
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self._offers.push(offer);
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}
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self.setOffers(res.offers);
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self._synchronized = true;
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self.emit('model', self._offers);
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callback(null, self._offers);
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@@ -844,6 +826,57 @@ OrderBook.prototype.getOffersSync = function() {
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return this._offers;
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};
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/**
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* Update offers whose account's funds have changed
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*
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* @param {String} account address
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* @param {String|Object} offer funds
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*/
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OrderBook.prototype.updateAccountFunds = function(account, balance) {
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assert(UInt160.is_valid(account), 'Account is invalid');
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assert(!isNaN(balance), 'Funded amount is invalid');
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if (this._remote.trace) {
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log.info('updating offer funds', this._key, account, fundedAmount);
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}
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var fundedAmount = this.applyTransferRate(balance);
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// Update cached account funds
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this.addCachedFunds(account, fundedAmount);
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for (var i=0, l=this._offers.length; i<l; i++) {
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var offer = this._offers[i];
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if (offer.Account !== account) {
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continue;
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}
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var previousOffer = extend({ }, offer);
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var previousFundedGets = Amount.from_json(
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offer.taker_gets_funded + OrderBook.IOU_SUFFIX
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);
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offer.owner_funds = balance;
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this.setFundedAmount(offer, fundedAmount);
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var hasChangedFunds = !previousFundedGets.equals(
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Amount.from_json(offer.taker_gets_funded + OrderBook.IOU_SUFFIX)
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);
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if (!hasChangedFunds) {
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continue;
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}
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this.emit('offer_changed', previousOffer, offer);
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this.emit('offer_funds_changed', offer,
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previousOffer.taker_gets_funded,
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offer.taker_gets_funded
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);
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}
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};
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/**
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* Insert an offer into the orderbook
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*
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@@ -855,8 +888,8 @@ OrderBook.prototype.insertOffer = function(node, fundedAmount) {
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log.info('inserting offer', this._key, node.fields);
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}
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var nodeFields = node.fields;
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var nodeFields = OrderBook.offerRewrite(node.fields);
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nodeFields.LedgerEntryType = node.entryType;
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nodeFields.index = node.ledgerIndex;
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if (!isNaN(fundedAmount)) {
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@@ -907,7 +940,7 @@ OrderBook.prototype.modifyOffer = function(node, isDeletedNode) {
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}
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}
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for (var i=0; i<this._offers.length; i++) {
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||||
for (var i=0, l=this._offers.length; i<l; i++) {
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||||
var offer = this._offers[i];
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||||
if (offer.index === node.ledgerIndex) {
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if (isDeletedNode) {
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||||
@@ -926,57 +959,6 @@ OrderBook.prototype.modifyOffer = function(node, isDeletedNode) {
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||||
}
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||||
};
|
||||
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||||
/**
|
||||
* Update funded status on offers whose account's balance has changed
|
||||
*
|
||||
* Update cached account funds
|
||||
*
|
||||
* @param {String} account address
|
||||
* @param {String|Object} offer funds
|
||||
*/
|
||||
|
||||
OrderBook.prototype.updateOfferFunds = function(account, balance) {
|
||||
assert(UInt160.is_valid(account), 'Account is invalid');
|
||||
assert(!isNaN(balance), 'Funded amount is invalid');
|
||||
|
||||
if (this._remote.trace) {
|
||||
log.info('updating offer funds', this._key, account, fundedAmount);
|
||||
}
|
||||
|
||||
var fundedAmount = this.applyTransferRate(balance);
|
||||
|
||||
// Update cached account funds
|
||||
this.addCachedFunds(account, fundedAmount);
|
||||
|
||||
for (var i=0; i<this._offers.length; i++) {
|
||||
var offer = this._offers[i];
|
||||
|
||||
if (offer.Account !== account) {
|
||||
continue;
|
||||
}
|
||||
|
||||
var suffix = '/USD/rrrrrrrrrrrrrrrrrrrrBZbvji';
|
||||
var previousOffer = extend({}, offer);
|
||||
var previousFundedGets = Amount.from_json(offer.taker_gets_funded + suffix);
|
||||
|
||||
offer.owner_funds = balance;
|
||||
this.setFundedAmount(offer, fundedAmount);
|
||||
|
||||
var hasChangedFunds = !previousFundedGets.equals(
|
||||
Amount.from_json(offer.taker_gets_funded + suffix)
|
||||
);
|
||||
|
||||
if (hasChangedFunds) {
|
||||
this.emit('offer_changed', previousOffer, offer);
|
||||
this.emit(
|
||||
'offer_funds_changed', offer,
|
||||
previousOffer.taker_gets_funded,
|
||||
offer.taker_gets_funded
|
||||
);
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
/**
|
||||
* Notify orderbook of a relevant transaction
|
||||
*
|
||||
@@ -984,7 +966,7 @@ OrderBook.prototype.updateOfferFunds = function(account, balance) {
|
||||
* @api private
|
||||
*/
|
||||
|
||||
OrderBook.prototype.notify = function(message) {
|
||||
OrderBook.prototype.notify = function(transaction) {
|
||||
var self = this;
|
||||
|
||||
// Unsubscribed from OrderBook
|
||||
@@ -992,7 +974,7 @@ OrderBook.prototype.notify = function(message) {
|
||||
return;
|
||||
}
|
||||
|
||||
var affectedNodes = message.mmeta.getNodes({
|
||||
var affectedNodes = transaction.mmeta.getNodes({
|
||||
entryType: 'Offer',
|
||||
bookKey: this._key
|
||||
});
|
||||
@@ -1002,7 +984,7 @@ OrderBook.prototype.notify = function(message) {
|
||||
}
|
||||
|
||||
if (this._remote.trace) {
|
||||
log.info('notifying', this._key, message.transaction.hash);
|
||||
log.info('notifying', this._key, transaction.transaction.hash);
|
||||
}
|
||||
|
||||
var tradeGets = Amount.from_json(
|
||||
@@ -1019,7 +1001,7 @@ OrderBook.prototype.notify = function(message) {
|
||||
|
||||
function handleNode(node, callback) {
|
||||
var isDeletedNode = node.nodeType === 'DeletedNode';
|
||||
var isOfferCancel = message.transaction.TransactionType === 'OfferCancel';
|
||||
var isOfferCancel = transaction.transaction.TransactionType === 'OfferCancel';
|
||||
|
||||
switch (node.nodeType) {
|
||||
case 'DeletedNode':
|
||||
@@ -1046,7 +1028,7 @@ OrderBook.prototype.notify = function(message) {
|
||||
case 'CreatedNode':
|
||||
self.incrementOfferCount(node.fields.Account);
|
||||
|
||||
var fundedAmount = message.transaction.owner_funds;
|
||||
var fundedAmount = transaction.transaction.owner_funds;
|
||||
|
||||
if (!isNaN(fundedAmount)) {
|
||||
self.insertOffer(node, fundedAmount);
|
||||
@@ -1068,7 +1050,7 @@ OrderBook.prototype.notify = function(message) {
|
||||
};
|
||||
|
||||
async.eachSeries(affectedNodes, handleNode, function() {
|
||||
self.emit('transaction', message);
|
||||
self.emit('transaction', transaction);
|
||||
self.emit('model', self._offers);
|
||||
if (!tradeGets.is_zero()) {
|
||||
self.emit('trade', tradePays, tradeGets);
|
||||
@@ -1104,6 +1086,27 @@ OrderBook.prototype.to_json = function() {
|
||||
return json;
|
||||
};
|
||||
|
||||
/**
|
||||
* Whether the OrderBook is valid.
|
||||
*
|
||||
* Note: This only checks whether the parameters (currencies and issuer) are
|
||||
* syntactically valid. It does not check anything against the ledger.
|
||||
*
|
||||
* @return {Boolean} is valid
|
||||
*/
|
||||
|
||||
OrderBook.prototype.isValid =
|
||||
OrderBook.prototype.is_valid = function() {
|
||||
// XXX Should check for same currency (non-native) && same issuer
|
||||
return (
|
||||
this._currencyPays && this._currencyPays.is_valid() &&
|
||||
(this._currencyPays.is_native() || UInt160.is_valid(this._issuerPays)) &&
|
||||
this._currencyGets && this._currencyGets.is_valid() &&
|
||||
(this._currencyGets.is_native() || UInt160.is_valid(this._issuerGets)) &&
|
||||
!(this._currencyPays.is_native() && this._currencyGets.is_native())
|
||||
);
|
||||
};
|
||||
|
||||
exports.OrderBook = OrderBook;
|
||||
|
||||
// vim:sw=2:sts=2:ts=8:et
|
||||
|
||||
@@ -1495,8 +1495,6 @@ describe('OrderBook', function() {
|
||||
Flags: 131072,
|
||||
LedgerEntryType: 'Offer',
|
||||
OwnerNode: '0000000000000000',
|
||||
PreviousTxnID: '9BB337CC8B34DC8D1A3FFF468556C8BA70977C37F7436439D8DA19610F214AD1',
|
||||
PreviousTxnLgrSeq: 8342933,
|
||||
Sequence: 195,
|
||||
TakerGets: { currency: 'BTC',
|
||||
issuer: 'rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B',
|
||||
@@ -1509,7 +1507,6 @@ describe('OrderBook', function() {
|
||||
},
|
||||
index: 'B6BC3B0F87976370EE11F5575593FE63AA5DC1D602830DC96F04B2D597F044BF',
|
||||
owner_funds: '0.1129267125000245',
|
||||
quality: '496.5',
|
||||
taker_gets_funded: '0.1127013098802639',
|
||||
taker_pays_funded: '55.95620035555102',
|
||||
is_fully_funded: false },
|
||||
@@ -1521,8 +1518,6 @@ describe('OrderBook', function() {
|
||||
Flags: 131072,
|
||||
LedgerEntryType: 'Offer',
|
||||
OwnerNode: '0000000000000144',
|
||||
PreviousTxnID: 'C8296B9CCA6DC594C7CD271C5D8FD11FEE380021A07768B25935642CDB37048A',
|
||||
PreviousTxnLgrSeq: 8342469,
|
||||
Sequence: 29354,
|
||||
TakerGets: {
|
||||
currency: 'BTC',
|
||||
@@ -1536,7 +1531,6 @@ describe('OrderBook', function() {
|
||||
},
|
||||
index: 'A437D85DF80D250F79308F2B613CF5391C7CF8EE9099BC4E553942651CD9FA86',
|
||||
owner_funds: '0.950363009783092',
|
||||
quality: '498.6116758238228',
|
||||
is_fully_funded: true,
|
||||
taker_gets_funded: '0.2',
|
||||
taker_pays_funded: '99.72233516476456'
|
||||
|
||||
Reference in New Issue
Block a user