Compare commits

...

6 Commits

Author SHA1 Message Date
Geert Weening
f282585c3f Bump version to 0.12.7
bump dependencies and regenerate shrinkwrap
2015-09-17 10:30:23 -07:00
Geert Weening
ae5ff31c96 Update release notes 2015-09-17 10:20:52 -07:00
wltsmrz
0bdd37090e Merge pull request #537 from darkdarkdragon/master-performance
Optimize performance (for 0.12 master branch)
2015-09-10 17:04:16 -07:00
Ivan Tivonenko
c745faaaf0 optimize baseconverter , OrderBook and AutobridgeCalculator for speed 2015-09-11 02:34:48 +03:00
Ivan Tivonenko
0c62fa2112 remove Firefox warning about prototype overwrite 2015-09-01 01:34:59 +03:00
Ivan Tivonenko
806547dd15 fix Amount compare bug
return 0 if values not comparable
2015-09-01 01:29:37 +03:00
17 changed files with 839 additions and 591 deletions

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@@ -1,3 +1,11 @@
##0.12.7
+ [Improve performance of orderbook](https://github.com/ripple/ripple-lib/commit/c745faaaf0956ca98448a754b4fe97fb50574fc7)
+ [Remove Firefox warning about prototype overwrite](https://github.com/ripple/ripple-lib/commit/0c62fa21123b220b066871e1c41a3b4fe6f51885)
+ [Fix compare bug in Amount class](https://github.com/ripple/ripple-lib/commit/806547dd154e1b0bf252e8a74ad3ac6aa8a97660)
##0.12.6
+ [Fix webpack require failure due to "./" notation](https://github.com/ripple/ripple-lib/commit/8d9746d7b10be203ee613df523c2522012ff1baf)

3
circle.yml Normal file
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@@ -0,0 +1,3 @@
machine:
node:
version: 0.12.0

44
npm-shrinkwrap.json generated
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@@ -1,20 +1,20 @@
{
"name": "ripple-lib",
"version": "0.12.6",
"version": "0.12.7",
"npm-shrinkwrap-version": "5.4.0",
"node-version": "v0.12.6",
"node-version": "v0.12.7",
"dependencies": {
"async": {
"version": "0.9.2",
"resolved": "https://registry.npmjs.org/async/-/async-0.9.2.tgz"
},
"babel-runtime": {
"version": "5.8.3",
"resolved": "https://registry.npmjs.org/babel-runtime/-/babel-runtime-5.8.3.tgz",
"version": "5.8.24",
"resolved": "https://registry.npmjs.org/babel-runtime/-/babel-runtime-5.8.24.tgz",
"dependencies": {
"core-js": {
"version": "0.9.18",
"resolved": "https://registry.npmjs.org/core-js/-/core-js-0.9.18.tgz"
"version": "1.1.4",
"resolved": "https://registry.npmjs.org/core-js/-/core-js-1.1.4.tgz"
}
}
},
@@ -27,8 +27,8 @@
"resolved": "https://registry.npmjs.org/extend/-/extend-1.2.1.tgz"
},
"lodash": {
"version": "3.10.0",
"resolved": "https://registry.npmjs.org/lodash/-/lodash-3.10.0.tgz"
"version": "3.10.1",
"resolved": "https://registry.npmjs.org/lodash/-/lodash-3.10.1.tgz"
},
"lru-cache": {
"version": "2.5.2",
@@ -46,20 +46,6 @@
"version": "0.7.2",
"resolved": "https://registry.npmjs.org/ws/-/ws-0.7.2.tgz",
"dependencies": {
"bufferutil": {
"version": "1.1.0",
"resolved": "https://registry.npmjs.org/bufferutil/-/bufferutil-1.1.0.tgz",
"dependencies": {
"bindings": {
"version": "1.2.1",
"resolved": "https://registry.npmjs.org/bindings/-/bindings-1.2.1.tgz"
},
"nan": {
"version": "1.8.4",
"resolved": "https://registry.npmjs.org/nan/-/nan-1.8.4.tgz"
}
}
},
"options": {
"version": "0.0.6",
"resolved": "https://registry.npmjs.org/options/-/options-0.0.6.tgz"
@@ -67,20 +53,6 @@
"ultron": {
"version": "1.0.2",
"resolved": "https://registry.npmjs.org/ultron/-/ultron-1.0.2.tgz"
},
"utf-8-validate": {
"version": "1.1.0",
"resolved": "https://registry.npmjs.org/utf-8-validate/-/utf-8-validate-1.1.0.tgz",
"dependencies": {
"bindings": {
"version": "1.2.1",
"resolved": "https://registry.npmjs.org/bindings/-/bindings-1.2.1.tgz"
},
"nan": {
"version": "1.8.4",
"resolved": "https://registry.npmjs.org/nan/-/nan-1.8.4.tgz"
}
}
}
}
}

View File

@@ -1,6 +1,6 @@
{
"name": "ripple-lib",
"version": "0.12.6",
"version": "0.12.7",
"description": "A JavaScript API for interacting with Ripple in Node.js and the browser",
"files": [
"dist/npm/*",
@@ -15,7 +15,7 @@
},
"dependencies": {
"async": "~0.9.0",
"babel-runtime": "^5.3.2",
"babel-runtime": "^5.8.20",
"bignumber.js": "^2.0.3",
"extend": "~1.2.1",
"lodash": "^3.1.0",
@@ -27,10 +27,10 @@
"devDependencies": {
"assert-diff": "^1.0.1",
"babel": "^5.3.3",
"babel-core": "^5.3.2",
"babel-loader": "^5.0.0",
"babel-core": "^5.8.23",
"babel-loader": "^5.3.2",
"coveralls": "~2.10.0",
"eslint": "^0.18.0",
"eslint": "^1.3.1",
"gulp": "~3.8.10",
"gulp-bump": "~0.1.13",
"gulp-clean-dest": "^0.1.0",

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@@ -388,7 +388,7 @@ Amount.prototype._copy = function(value) {
Amount.prototype.compareTo = function(to) {
var toAmount = Amount.from_json(to);
if (!this.is_comparable(toAmount)) {
return new Amount(NaN);
return 0;
}
return this._value.comparedTo(toAmount._value);
};

View File

@@ -20,7 +20,8 @@ function assertValidLegOneOffer(legOneOffer, message) {
function AutobridgeCalculator(currencyGets, currencyPays,
legOneOffers, legTwoOffers, issuerGets, issuerPays) {
this._currencyGets = currencyGets;
this._currencyPays = currencyPays;
this._currencyGetsHex = currencyGets.to_hex();
this._currencyPaysHex = currencyPays.to_hex();
this._issuerGets = issuerGets;
this._issuerPays = issuerPays;
this.legOneOffers = _.cloneDeep(legOneOffers);
@@ -29,6 +30,8 @@ function AutobridgeCalculator(currencyGets, currencyPays,
this._ownerFundsLeftover = {};
}
AutobridgeCalculator.NULL_AMOUNT = Utils.normalizeAmount('0');
/**
* Calculates an ordered array of autobridged offers by quality
*
@@ -39,7 +42,7 @@ AutobridgeCalculator.prototype.calculate = function() {
let legOnePointer = 0;
let legTwoPointer = 0;
let offersAutobridged = [];
const offersAutobridged = [];
this.clearOwnerFundsLeftover();
@@ -70,14 +73,17 @@ AutobridgeCalculator.prototype.calculate = function() {
continue;
}
if (legOneTakerGetsFunded.compareTo(legTwoTakerPaysFunded) > 0) {
// using private fields for speed
if (legOneTakerGetsFunded._value.comparedTo(
legTwoTakerPaysFunded._value) > 0) {
autobridgedOffer = this.getAutobridgedOfferWithClampedLegOne(
legOneOffer,
legTwoOffer
);
legTwoPointer++;
} else if (legTwoTakerPaysFunded.compareTo(legOneTakerGetsFunded) > 0) {
} else if (legTwoTakerPaysFunded._value.comparedTo(
legOneTakerGetsFunded._value) > 0) {
autobridgedOffer = this.getAutobridgedOfferWithClampedLegTwo(
legOneOffer,
legTwoOffer
@@ -210,8 +216,6 @@ AutobridgeCalculator.prototype.clearOwnerFundsLeftover = function() {
*/
AutobridgeCalculator.prototype.resetOwnerFundsLeftover = function(account) {
assert(UInt160.is_valid(account), 'Account is invalid');
this._ownerFundsLeftover[account] = Utils.normalizeAmount('0');
return this._ownerFundsLeftover[account];
@@ -226,12 +230,10 @@ AutobridgeCalculator.prototype.resetOwnerFundsLeftover = function(account) {
*/
AutobridgeCalculator.prototype.getLeftoverOwnerFunds = function(account) {
assert(UInt160.is_valid(account), 'Account is invalid');
let amount = this._ownerFundsLeftover[account];
if (!amount) {
amount = Utils.normalizeAmount('0');
amount = AutobridgeCalculator.NULL_AMOUNT.clone();
}
return amount;
@@ -248,7 +250,6 @@ AutobridgeCalculator.prototype.getLeftoverOwnerFunds = function(account) {
AutobridgeCalculator.prototype.addLeftoverOwnerFunds =
function(account, amount) {
assert(UInt160.is_valid(account), 'Account is invalid');
assert(amount instanceof Amount, 'Amount is invalid');
this._ownerFundsLeftover[account] = this.getLeftoverOwnerFunds(account)
@@ -266,7 +267,6 @@ function(account, amount) {
AutobridgeCalculator.prototype.setLeftoverOwnerFunds =
function(account, amount) {
assert(UInt160.is_valid(account), 'Account is invalid');
assert(amount instanceof Amount, 'Amount is invalid');
this._ownerFundsLeftover[account] = amount;
@@ -291,13 +291,13 @@ function(takerGets, takerPays) {
autobridgedOffer.TakerGets = {
value: takerGets.to_text(),
currency: this._currencyGets.to_hex(),
currency: this._currencyGetsHex,
issuer: this._issuerGets
};
autobridgedOffer.TakerPays = {
value: takerPays.to_text(),
currency: this._currencyPays.to_hex(),
currency: this._currencyPaysHex,
issuer: this._issuerPays
};
@@ -308,7 +308,8 @@ function(takerGets, takerPays) {
autobridgedOffer.autobridged = true;
autobridgedOffer.BookDirectory = Utils.convertOfferQualityToHex(quality);
autobridgedOffer.BookDirectory = Utils.convertOfferQualityToHexFromText(autobridgedOffer.quality);
autobridgedOffer.qualityHex = autobridgedOffer.BookDirectory;
return autobridgedOffer;
};

View File

@@ -1,28 +1,39 @@
'use strict';
function normalize(digitArray) {
while (digitArray[0] === 0) {
digitArray.shift();
let i = 0;
while (digitArray[i] === 0) {
++i;
}
if (i > 0) {
digitArray.splice(0, i);
}
return digitArray;
}
function divmod(digitArray, base, divisor) {
var remainder = 0;
var quotient = [];
for (var j = 0; j < digitArray.length; j++) {
var temp = remainder * base + parseInt(digitArray[j], 10);
quotient.push(Math.floor(temp / divisor));
let remainder = 0;
let temp, divided;
let j = -1;
const length = digitArray.length;
const quotient = new Array(length);
while (++j < length) {
temp = remainder * base + digitArray[j];
divided = temp / divisor;
quotient[j] = divided << 0;
remainder = temp % divisor;
}
return {quotient: normalize(quotient), remainder: remainder};
}
function convertBase(digitArray, fromBase, toBase) {
var result = [];
var dividend = digitArray;
const result = [];
let dividend = digitArray, qr;
while (dividend.length > 0) {
var qr = divmod(dividend, fromBase, toBase);
qr = divmod(dividend, fromBase, toBase);
result.unshift(qr.remainder);
dividend = qr.quotient;
}

View File

@@ -22,7 +22,7 @@ var Currency = extend(function() {
this._update();
}, UInt160);
Currency.prototype = extend({}, UInt160.prototype);
Currency.prototype = Object.create(extend({}, UInt160.prototype));
Currency.prototype.constructor = Currency;
Currency.HEX_CURRENCY_BAD = '0000000000000000000000005852500000000000';

View File

@@ -23,10 +23,6 @@ const AutobridgeCalculator = require('./autobridgecalculator');
const OrderBookUtils = require('./orderbookutils');
const log = require('./log').internal.sub('orderbook');
function assertValidNumber(number, message) {
assert(!_.isNull(number) && !isNaN(number), message);
}
/**
* @constructor OrderBook
* @param {Remote} remote
@@ -35,11 +31,12 @@ function assertValidNumber(number, message) {
* @param {String} bid currency
* @param {String} bid issuer
* @param {String} orderbook key
* @param {Boolean} fire 'model' event after receiving transaction
only once in 10 seconds
*/
function OrderBook(remote,
currencyGets, issuerGets, currencyPays, issuerPays,
key) {
currencyGets, issuerGets, currencyPays, issuerPays, key) {
EventEmitter.call(this);
const self = this;
@@ -60,6 +57,8 @@ function OrderBook(remote,
this._ownerFundsUnadjusted = {};
this._ownerFunds = {};
this._ownerOffersTotal = {};
this._validAccounts = {};
this._validAccountsCount = 0;
// We consider ourselves synchronized if we have a current
// copy of the offers, we are online and subscribed to updates
@@ -72,13 +71,44 @@ function OrderBook(remote,
// books that we must keep track of to compute autobridged offers
this._legOneBook = null;
this._legTwoBook = null;
this._gotOffersFromLegOne = false;
this._gotOffersFromLegTwo = false;
this.sortOffers = this._currencyGets.has_interest() ?
_sortOffers.bind(this) : _sortOffersQuick;
this.notifyDirectOffersChanged =
_.debounce(
this.notifyDirectOffersChangedInternal,
OrderBook.NOTIFY_TIMEOUT,
{maxWait: OrderBook.NOTIFY_MAXWAIT});
this._isAutobridgeable = !this._currencyGets.is_native()
&& !this._currencyPays.is_native();
function computeAutobridgedOffersWrapper() {
self.computeAutobridgedOffers();
self.mergeDirectAndAutobridgedBooks();
this._autobridgeThrottleTimeMultiplier = 1;
this.createDebouncedOffersWrapper();
function computeAutobridgedOffersWrapperOne() {
self._gotOffersFromLegOne = true;
self.computeAutobridgedOffersThrottled();
}
function computeAutobridgedOffersWrapperTwo() {
self._gotOffersFromLegTwo = true;
self.computeAutobridgedOffersThrottled();
}
function onDisconnect() {
self.resetCache();
self._gotOffersFromLegOne = false;
self._gotOffersFromLegTwo = false;
if (!self._destroyed) {
self._remote.once('disconnect', onDisconnect);
self._remote.once('connect', function() {
self.subscribe();
});
}
}
if (this._isAutobridgeable) {
@@ -88,15 +118,15 @@ function OrderBook(remote,
issuer_pays: issuerPays
});
this._legOneBook.on('model', computeAutobridgedOffersWrapper);
this._legTwoBook = remote.createOrderBook({
currency_gets: currencyGets,
issuer_gets: issuerGets,
currency_pays: 'XRP'
});
}
this._legTwoBook.on('model', computeAutobridgedOffersWrapper);
function updateFundedAmountsWrapper(transaction) {
self.updateFundedAmounts(transaction);
}
function listenersModified(action, event) {
@@ -106,7 +136,16 @@ function OrderBook(remote,
switch (action) {
case 'add':
if (++self._listeners === 1) {
self._shouldSubscribe = true;
self.subscribe();
self._remote.on('transaction', updateFundedAmountsWrapper);
self._remote.once('disconnect', onDisconnect);
if (self._isAutobridgeable) {
self._legOneBook.on('model', computeAutobridgedOffersWrapperOne);
self._legTwoBook.on('model', computeAutobridgedOffersWrapperTwo);
}
}
break;
case 'remove':
@@ -118,10 +157,6 @@ function OrderBook(remote,
}
}
function updateFundedAmountsWrapper(transaction) {
self.updateFundedAmounts(transaction);
}
this.on('newListener', function(event) {
listenersModified('add', event);
});
@@ -130,23 +165,21 @@ function OrderBook(remote,
listenersModified('remove', event);
});
this._remote.on('transaction', updateFundedAmountsWrapper);
this.on('unsubscribe', function() {
self.resetCache();
self._remote.removeListener('transaction', updateFundedAmountsWrapper);
});
self._remote.removeListener('disconnect', onDisconnect);
this._remote.once('prepare_subscribe', function() {
self.subscribe();
});
self._gotOffersFromLegOne = false;
self._gotOffersFromLegTwo = false;
this._remote.on('disconnect', function() {
self.resetCache();
self._remote.once('prepare_subscribe', function() {
self.subscribe();
});
if (self._isAutobridgeable) {
self._legOneBook.removeListener('model',
computeAutobridgedOffersWrapperOne);
self._legTwoBook.removeListener('model',
computeAutobridgedOffersWrapperTwo);
}
});
return this;
@@ -164,7 +197,21 @@ OrderBook.EVENTS = [
'offer_changed', 'offer_funds_changed'
];
OrderBook.DEFAULT_TRANSFER_RATE = 1000000000;
OrderBook.DEFAULT_TRANSFER_RATE = Amount.from_json(1000000000);
OrderBook.NOTIFY_TIMEOUT = 100;
OrderBook.NOTIFY_MAXWAIT = 250;
OrderBook.AUTOBRIDGE_CALCULATE_THROTTLE_TIME = 1000;
OrderBook.AUTOBRIDGE_CALCULATE_DEBOUNCE_TIME = 250;
OrderBook.AUTOBRIDGE_CALCULATE_DEBOUNCE_MAXWAIT = 500;
OrderBook.ZERO_NATIVE_AMOUNT = Amount.from_json('0');
OrderBook.ZERO_NORMALIZED_AMOUNT = OrderBookUtils.normalizeAmount('0');
/**
* Normalize offers from book_offers and transaction stream
@@ -191,18 +238,20 @@ OrderBook.offerRewrite = function(offer) {
result.Flags = result.Flags || 0;
result.OwnerNode = result.OwnerNode || new Array(16 + 1).join('0');
result.BookNode = result.BookNode || new Array(16 + 1).join('0');
result.qualityHex = result.BookDirectory.slice(-16);
return result;
};
/**
* Initialize orderbook. Get orderbook offers and subscribe to transactions
* @api private
*/
OrderBook.prototype.subscribe = function() {
const self = this;
if (!this._shouldSubscribe) {
if (!this._shouldSubscribe || this._destroyed) {
return;
}
@@ -215,7 +264,7 @@ OrderBook.prototype.subscribe = function() {
self.requestTransferRate(callback);
},
function(callback) {
self.requestOffers(callback);
self.requestOffers(callback, true);
},
function(callback) {
self.subscribeTransactions(callback);
@@ -228,6 +277,7 @@ OrderBook.prototype.subscribe = function() {
/**
* Unhook event listeners and prevent ripple-lib from further work on this
* orderbook. There is no more orderbook stream, so "unsubscribe" is nominal
* @api private
*/
OrderBook.prototype.unsubscribe = function() {
@@ -249,33 +299,75 @@ OrderBook.prototype.unsubscribe = function() {
this.emit('unsubscribe');
};
/**
* After that you can't use this object.
*/
OrderBook.prototype.destroy = function() {
this._destroyed = true;
if (this._subscribed) {
this.unsubscribe();
}
if (this._remote._books.hasOwnProperty(this._key)) {
delete this._remote._books[this._key];
}
if (this._isAutobridgeable) {
this._legOneBook.destroy();
this._legTwoBook.destroy();
}
};
/**
* Request orderbook entries from server
*
* @param {Function} callback
*/
OrderBook.prototype.requestOffers = function(callback) {
OrderBook.prototype.requestOffers = function(callback = function() {},
internal = false) {
const self = this;
if (!this._remote.isConnected()) {
// do not make request if not online.
// that requests will be queued and
// eventually all of them will fire back
return undefined;
}
if (!this._shouldSubscribe) {
return callback(new Error('Should not request offers'));
callback(new Error('Should not request offers'));
return undefined;
}
if (this._remote.trace) {
log.info('requesting offers', this._key);
}
if (this._isAutobridgeable && !internal) {
this._gotOffersFromLegOne = false;
this._gotOffersFromLegTwo = false;
this._legOneBook.requestOffers();
this._legTwoBook.requestOffers();
}
function handleOffers(res) {
if (self._destroyed) {
return;
}
if (!Array.isArray(res.offers)) {
// XXX What now?
return callback(new Error('Invalid response'));
callback(new Error('Invalid response'));
return;
}
if (self._remote.trace) {
log.info('requested offers', self._key, 'offers: ' + res.offers.length);
}
self.setOffers(res.offers);
self._synchronized = true;
self.notifyDirectOffersChanged();
@@ -330,8 +422,9 @@ OrderBook.prototype.requestTransferRate = function(callback) {
// When transfer rate is not explicitly set on account, it implies the
// default transfer rate
self._issuerTransferRate = info.account_data.TransferRate ||
OrderBook.DEFAULT_TRANSFER_RATE;
self._issuerTransferRate =
Amount.from_json(info.account_data.TransferRate ||
OrderBook.DEFAULT_TRANSFER_RATE);
callback(null, self._issuerTransferRate);
}
@@ -391,7 +484,7 @@ OrderBook.prototype.subscribeTransactions = function(callback) {
* books, an additional merge step is also performed
*/
OrderBook.prototype.notifyDirectOffersChanged = function() {
OrderBook.prototype.notifyDirectOffersChangedInternal = function() {
if (this._isAutobridgeable) {
this.mergeDirectAndAutobridgedBooks();
} else {
@@ -407,7 +500,13 @@ OrderBook.prototype.resetCache = function() {
this._ownerFunds = {};
this._ownerOffersTotal = {};
this._offerCounts = {};
this._offers = [];
this._synchronized = false;
if (this._validAccountsCount > 3000) {
this._validAccounts = {};
this._validAccountsCount = 0;
}
};
/**
@@ -417,7 +516,6 @@ OrderBook.prototype.resetCache = function() {
*/
OrderBook.prototype.hasOwnerFunds = function(account) {
assert(UInt160.is_valid(account), 'Account is invalid');
return this._ownerFunds[account] !== undefined;
};
@@ -429,7 +527,6 @@ OrderBook.prototype.hasOwnerFunds = function(account) {
*/
OrderBook.prototype.setOwnerFunds = function(account, fundedAmount) {
assert(UInt160.is_valid(account), 'Account is invalid');
assert(!isNaN(fundedAmount), 'Funded amount is invalid');
this._ownerFundsUnadjusted[account] = fundedAmount;
@@ -446,11 +543,11 @@ OrderBook.prototype.setOwnerFunds = function(account, fundedAmount) {
OrderBook.prototype.applyTransferRate = function(balance) {
assert(!isNaN(balance), 'Balance is invalid');
assertValidNumber(this._issuerTransferRate, 'Transfer rate is invalid');
assert(this._issuerTransferRate.is_valid(), 'Transfer rate is invalid');
const adjustedBalance = OrderBookUtils.normalizeAmount(balance)
.divide(this._issuerTransferRate)
.multiply(Amount.from_json(OrderBook.DEFAULT_TRANSFER_RATE))
.multiply(OrderBook.DEFAULT_TRANSFER_RATE)
.to_json()
.value;
@@ -465,7 +562,6 @@ OrderBook.prototype.applyTransferRate = function(balance) {
*/
OrderBook.prototype.getOwnerFunds = function(account) {
assert(UInt160.is_valid(account), 'Account is invalid');
if (this.hasOwnerFunds(account)) {
if (this._currencyGets.is_native()) {
return Amount.from_json(this._ownerFunds[account]);
@@ -482,7 +578,6 @@ OrderBook.prototype.getOwnerFunds = function(account) {
*/
OrderBook.prototype.getUnadjustedOwnerFunds = function(account) {
assert(UInt160.is_valid(account), 'Account is invalid');
return this._ownerFundsUnadjusted[account];
};
@@ -493,7 +588,6 @@ OrderBook.prototype.getUnadjustedOwnerFunds = function(account) {
*/
OrderBook.prototype.deleteOwnerFunds = function(account) {
assert(UInt160.is_valid(account), 'Account is invalid');
this._ownerFunds[account] = undefined;
};
@@ -505,7 +599,6 @@ OrderBook.prototype.deleteOwnerFunds = function(account) {
*/
OrderBook.prototype.getOwnerOfferCount = function(account) {
assert(UInt160.is_valid(account), 'Account is invalid');
return this._offerCounts[account] || 0;
};
@@ -517,7 +610,6 @@ OrderBook.prototype.getOwnerOfferCount = function(account) {
*/
OrderBook.prototype.incrementOwnerOfferCount = function(account) {
assert(UInt160.is_valid(account), 'Account is invalid');
const result = (this._offerCounts[account] || 0) + 1;
this._offerCounts[account] = result;
return result;
@@ -532,7 +624,6 @@ OrderBook.prototype.incrementOwnerOfferCount = function(account) {
*/
OrderBook.prototype.decrementOwnerOfferCount = function(account) {
assert(UInt160.is_valid(account), 'Account is invalid');
const result = (this._offerCounts[account] || 1) - 1;
this._offerCounts[account] = result;
@@ -553,8 +644,6 @@ OrderBook.prototype.decrementOwnerOfferCount = function(account) {
*/
OrderBook.prototype.addOwnerOfferTotal = function(account, amount) {
assert(UInt160.is_valid(account), 'Account is invalid');
const previousAmount = this.getOwnerOfferTotal(account);
const currentAmount = previousAmount.add(Amount.from_json(amount));
@@ -573,14 +662,12 @@ OrderBook.prototype.addOwnerOfferTotal = function(account, amount) {
*/
OrderBook.prototype.subtractOwnerOfferTotal = function(account, amount) {
assert(UInt160.is_valid(account), 'Account is invalid');
const previousAmount = this.getOwnerOfferTotal(account);
const newAmount = previousAmount.subtract(Amount.from_json(amount));
this._ownerOffersTotal[account] = newAmount;
assert(!newAmount.is_negative(), 'Offer total cannot be negative');
return newAmount;
};
@@ -592,15 +679,14 @@ OrderBook.prototype.subtractOwnerOfferTotal = function(account, amount) {
*/
OrderBook.prototype.getOwnerOfferTotal = function(account) {
assert(UInt160.is_valid(account), 'Account is invalid');
const amount = this._ownerOffersTotal[account];
if (amount) {
return amount;
}
if (this._currencyGets.is_native()) {
return Amount.from_json('0');
return OrderBook.ZERO_NATIVE_AMOUNT.clone();
}
return OrderBookUtils.normalizeAmount('0');
return OrderBook.ZERO_NORMALIZED_AMOUNT.clone();
};
/**
@@ -611,11 +697,10 @@ OrderBook.prototype.getOwnerOfferTotal = function(account) {
*/
OrderBook.prototype.resetOwnerOfferTotal = function(account) {
assert(UInt160.is_valid(account), 'Account is invalid');
if (this._currencyGets.is_native()) {
this._ownerOffersTotal[account] = Amount.from_json('0');
this._ownerOffersTotal[account] = OrderBook.ZERO_NATIVE_AMOUNT.clone();
} else {
this._ownerOffersTotal[account] = OrderBookUtils.normalizeAmount('0');
this._ownerOffersTotal[account] = OrderBook.ZERO_NORMALIZED_AMOUNT.clone();
}
};
@@ -633,17 +718,18 @@ OrderBook.prototype.resetOwnerOfferTotal = function(account) {
OrderBook.prototype.setOfferFundedAmount = function(offer) {
assert.strictEqual(typeof offer, 'object', 'Offer is invalid');
const takerGets = Amount.from_json(offer.TakerGets);
const fundedAmount = this.getOwnerFunds(offer.Account);
const previousOfferSum = this.getOwnerOfferTotal(offer.Account);
const currentOfferSum = previousOfferSum.add(
Amount.from_json(offer.TakerGets));
const currentOfferSum = previousOfferSum.add(takerGets);
offer.owner_funds = this.getUnadjustedOwnerFunds(offer.Account);
offer.is_fully_funded = fundedAmount.compareTo(currentOfferSum) >= 0;
offer.is_fully_funded = fundedAmount.is_comparable(currentOfferSum) &&
fundedAmount.compareTo(currentOfferSum) >= 0;
if (offer.is_fully_funded) {
offer.taker_gets_funded = Amount.from_json(offer.TakerGets).to_text();
offer.taker_gets_funded = takerGets.to_text();
offer.taker_pays_funded = Amount.from_json(offer.TakerPays).to_text();
} else if (previousOfferSum.compareTo(fundedAmount) < 0) {
offer.taker_gets_funded = fundedAmount.subtract(previousOfferSum).to_text();
@@ -699,7 +785,11 @@ OrderBook.prototype.parseAccountBalanceFromNode = function(node) {
}
assert(!isNaN(result.balance), 'node has an invalid balance');
assert(UInt160.is_valid(result.account), 'node has an invalid account');
if (this._validAccounts[result.Account] === undefined) {
assert(UInt160.is_valid(result.account), 'node has an invalid account');
this._validAccounts[result.Account] = true;
this._validAccountsCount++;
}
return result;
};
@@ -781,6 +871,7 @@ OrderBook.prototype.updateFundedAmounts = function(transaction) {
});
};
/**
* Update offers' funded amount with their owner's funds
*
@@ -788,10 +879,15 @@ OrderBook.prototype.updateFundedAmounts = function(transaction) {
*/
OrderBook.prototype.updateOwnerOffersFundedAmount = function(account) {
assert(UInt160.is_valid(account), 'Account is invalid');
// assert(UInt160.is_valid(account), 'Account is invalid');
const self = this;
if (!this.hasOwnerFunds(account)) {
// We are only updating owner funds that are already cached
return;
}
if (this._remote.trace) {
const ownerFunds = this.getOwnerFunds(account);
log.info('updating offer funds', this._key, account,
@@ -843,7 +939,7 @@ OrderBook.prototype.updateOwnerOffersFundedAmount = function(account) {
OrderBook.prototype.notify = function(transaction) {
const self = this;
if (!this._subscribed) {
if (!this._subscribed || this._destroyed) {
return;
}
@@ -879,6 +975,12 @@ OrderBook.prototype.notify = function(transaction) {
function handleNode(node) {
switch (node.nodeType) {
case 'DeletedNode':
if (self._validAccounts[node.fields.Account] === undefined) {
assert(UInt160.is_valid(node.fields.Account),
'node has an invalid account');
self._validAccounts[node.fields.Account] = true;
self._validAccountsCount++;
}
self.deleteOffer(node, isOfferCancel);
// We don't want to count an OfferCancel as a trade
@@ -889,6 +991,12 @@ OrderBook.prototype.notify = function(transaction) {
break;
case 'ModifiedNode':
if (self._validAccounts[node.fields.Account] === undefined) {
assert(UInt160.is_valid(node.fields.Account),
'node has an invalid account');
self._validAccounts[node.fields.Account] = true;
self._validAccountsCount++;
}
self.modifyOffer(node);
takerGetsTotal = takerGetsTotal
@@ -901,6 +1009,12 @@ OrderBook.prototype.notify = function(transaction) {
break;
case 'CreatedNode':
if (self._validAccounts[node.fields.Account] === undefined) {
assert(UInt160.is_valid(node.fields.Account),
'node has an invalid account');
self._validAccounts[node.fields.Account] = true;
self._validAccountsCount++;
}
// rippled does not set owner_funds if the order maker is the issuer
// because the value would be infinite
const fundedAmount = transactionOwnerFunds !== undefined ?
@@ -914,7 +1028,9 @@ OrderBook.prototype.notify = function(transaction) {
_.each(affectedNodes, handleNode);
this.emit('transaction', transaction);
this.notifyDirectOffersChanged();
if (!takerGetsTotal.is_zero()) {
this.emit('trade', takerPaysTotal, takerGetsTotal);
}
@@ -946,17 +1062,27 @@ OrderBook.prototype.insertOffer = function(node) {
const originalLength = this._offers.length;
for (let i = 0; i < originalLength; i++) {
const quality = OrderBookUtils.getOfferQuality(offer, this._currencyGets);
const existingOfferQuality = OrderBookUtils.getOfferQuality(
this._offers[i],
this._currencyGets
);
if (!this._currencyGets.has_interest()) {
// use fast path
for (let i = 0; i < originalLength; i++) {
if (offer.qualityHex <= this._offers[i].qualityHex) {
this._offers.splice(i, 0, offer);
break;
}
}
} else {
for (let i = 0; i < originalLength; i++) {
const quality = OrderBookUtils.getOfferQuality(offer, this._currencyGets);
const existingOfferQuality = OrderBookUtils.getOfferQuality(
this._offers[i],
this._currencyGets
);
if (quality.compareTo(existingOfferQuality) <= 0) {
this._offers.splice(i, 0, offer);
if (quality.compareTo(existingOfferQuality) <= 0) {
this._offers.splice(i, 0, offer);
break;
break;
}
}
}
@@ -1062,28 +1188,33 @@ OrderBook.prototype.deleteOffer = function(node, isOfferCancel) {
OrderBook.prototype.setOffers = function(offers) {
assert(Array.isArray(offers), 'Offers is not an array');
const self = this;
this.resetCache();
const newOffers = _.map(offers, function(rawOffer) {
const offer = OrderBook.offerRewrite(rawOffer);
let i = -1, offer;
const l = offers.length;
if (offer.hasOwnProperty('owner_funds')) {
while (++i < l) {
offer = OrderBook.offerRewrite(offers[i]);
if (this._validAccounts[offer.Account] === undefined) {
assert(UInt160.is_valid(offer.Account), 'Account is invalid');
this._validAccounts[offer.Account] = true;
this._validAccountsCount++;
}
if (offer.owner_funds !== undefined) {
// The first offer of each owner from book_offers contains owner balance
// of offer's output
self.setOwnerFunds(offer.Account, offer.owner_funds);
this.setOwnerFunds(offer.Account, offer.owner_funds);
}
self.incrementOwnerOfferCount(offer.Account);
this.incrementOwnerOfferCount(offer.Account);
self.setOfferFundedAmount(offer);
self.addOwnerOfferTotal(offer.Account, offer.TakerGets);
this.setOfferFundedAmount(offer);
this.addOwnerOfferTotal(offer.Account, offer.TakerGets);
offers[i] = offer;
}
return offer;
});
this._offers = newOffers;
this._offers = offers;
};
/**
@@ -1185,6 +1316,14 @@ OrderBook.prototype.computeAutobridgedOffers = function() {
assert(!this._currencyGets.is_native() && !this._currencyPays.is_native(),
'Autobridging is only for IOU:IOU orderbooks');
if (this._destroyed) {
return;
}
if (!this._gotOffersFromLegOne || !this._gotOffersFromLegTwo) {
return;
}
const autobridgeCalculator = new AutobridgeCalculator(
this._currencyGets,
this._currencyPays,
@@ -1197,6 +1336,44 @@ OrderBook.prototype.computeAutobridgedOffers = function() {
this._offersAutobridged = autobridgeCalculator.calculate();
};
OrderBook.prototype.computeAutobridgedOffersWrapper = function() {
var startTime = Date.now();
this.computeAutobridgedOffers();
this.mergeDirectAndAutobridgedBooks();
var lasted = (Date.now() - startTime);
const newMult =
((lasted * 2 / OrderBook.AUTOBRIDGE_CALCULATE_THROTTLE_TIME) << 0) + 1;
if (newMult !== this._autobridgeThrottleTimeMultiplier) {
this._autobridgeThrottleTimeMultiplier = newMult;
this.createDebouncedOffersWrapper();
}
}
OrderBook.prototype.createDebouncedOffersWrapper = function() {
const m = this._autobridgeThrottleTimeMultiplier;
this.computeAutobridgedOffersThrottled =
_.debounce(
_.throttle(
this.computeAutobridgedOffersWrapper,
OrderBook.AUTOBRIDGE_CALCULATE_THROTTLE_TIME * m,
{leading: true, trailing: true}),
OrderBook.AUTOBRIDGE_CALCULATE_DEBOUNCE_TIME,
{maxWait: OrderBook.AUTOBRIDGE_CALCULATE_DEBOUNCE_MAXWAIT});
}
function _sortOffers(a, b) {
const aQuality = OrderBookUtils.getOfferQuality(a, this._currencyGets);
const bQuality = OrderBookUtils.getOfferQuality(b, this._currencyGets);
return aQuality._value.comparedTo(bQuality._value);
}
function _sortOffersQuick(a, b) {
return a.qualityHex.localeCompare(b.qualityHex);
}
/**
* Merge direct and autobridged offers into a combined orderbook
*
@@ -1204,20 +1381,24 @@ OrderBook.prototype.computeAutobridgedOffers = function() {
*/
OrderBook.prototype.mergeDirectAndAutobridgedBooks = function() {
const self = this;
if (this._destroyed) {
return;
}
if (_.isEmpty(this._offers) && _.isEmpty(this._offersAutobridged)) {
if (this._synchronized && this._gotOffersFromLegOne &&
this._gotOffersFromLegTwo) {
// emit empty model to indicate to listeners that we've got offers,
// just there was no one
this.emit('model', []);
}
return;
}
this._mergedOffers = this._offers
.concat(this._offersAutobridged)
.sort(function(a, b) {
const aQuality = OrderBookUtils.getOfferQuality(a, self._currencyGets);
const bQuality = OrderBookUtils.getOfferQuality(b, self._currencyGets);
return aQuality.compareTo(bQuality);
});
.sort(this.sortOffers);
this.emit('model', this._mergedOffers);
};

View File

@@ -1,18 +1,31 @@
'use strict';
var _ = require('lodash');
var assert = require('assert');
var SerializedObject = require('./serializedobject').SerializedObject;
var Types = require('./serializedtypes');
var Amount = require('./amount').Amount;
const _ = require('lodash');
const assert = require('assert');
const SerializedObject = require('./serializedobject').SerializedObject;
const Types = require('./serializedtypes');
const Amount = require('./amount').Amount;
const Currency = require('./currency').Currency;
const UInt160 = require('./uint160').UInt160;
var IOU_SUFFIX = '/000/rrrrrrrrrrrrrrrrrrrrrhoLvTp';
var OrderBookUtils = {};
// const IOU_SUFFIX = '/000/rrrrrrrrrrrrrrrrrrrrrhoLvTp';
const IOU_SUFFIX_CURRENCY = Currency.from_json('000');
const IOU_SUFFIX_ISSUER = UInt160.from_json('rrrrrrrrrrrrrrrrrrrrrhoLvTp');
const OrderBookUtils = {};
function assertValidNumber(number, message) {
assert(!_.isNull(number) && !isNaN(number), message);
}
function createAmount(number) {
const amount = new Amount();
amount.set_issuer(IOU_SUFFIX_ISSUER);
amount._currency = IOU_SUFFIX_CURRENCY;
amount.parse_value(number);
return amount;
}
/**
* Casts and returns offer's taker gets funded amount as a default IOU amount
*
@@ -23,7 +36,7 @@ function assertValidNumber(number, message) {
OrderBookUtils.getOfferTakerGetsFunded = function(offer) {
assertValidNumber(offer.taker_gets_funded, 'Taker gets funded is invalid');
return Amount.from_json(offer.taker_gets_funded + IOU_SUFFIX);
return createAmount(offer.taker_gets_funded);
};
/**
@@ -36,7 +49,7 @@ OrderBookUtils.getOfferTakerGetsFunded = function(offer) {
OrderBookUtils.getOfferTakerPaysFunded = function(offer) {
assertValidNumber(offer.taker_pays_funded, 'Taker gets funded is invalid');
return Amount.from_json(offer.taker_pays_funded + IOU_SUFFIX);
return createAmount(offer.taker_pays_funded);
};
/**
@@ -50,7 +63,7 @@ OrderBookUtils.getOfferTakerPaysFunded = function(offer) {
OrderBookUtils.getOfferTakerGets = function(offer) {
assert(typeof offer, 'object', 'Offer is invalid');
return Amount.from_json(offer.TakerGets + IOU_SUFFIX);
return createAmount(offer.TakerGets);
};
/**
@@ -61,7 +74,7 @@ OrderBookUtils.getOfferTakerGets = function(offer) {
*/
OrderBookUtils.getOfferQuality = function(offer, currencyGets) {
var amount;
let amount;
if (currencyGets.has_interest()) {
// XXX Should use Amount#from_quality
@@ -71,7 +84,7 @@ OrderBookUtils.getOfferQuality = function(offer, currencyGets) {
reference_date: new Date()
});
} else {
amount = Amount.from_json(offer.quality + IOU_SUFFIX);
amount = createAmount(offer.quality);
}
return amount;
@@ -89,8 +102,25 @@ OrderBookUtils.getOfferQuality = function(offer, currencyGets) {
OrderBookUtils.convertOfferQualityToHex = function(quality) {
assert(quality instanceof Amount, 'Quality is not an amount');
var so = new SerializedObject();
Types.Quality.serialize(so, quality.to_text() + IOU_SUFFIX);
const so = new SerializedObject();
Types.Quality.serialize(so, createAmount(quality.to_text()));
return so.to_hex();
};
/**
* Formats an offer quality amount to a hex that can be parsed by
* Amount.parse_quality
*
* @param {String} quality
*
* @return {String}
*/
OrderBookUtils.convertOfferQualityToHexFromText = function(quality) {
const so = new SerializedObject();
Types.Quality.serialize(so, createAmount(quality));
return so.to_hex();
};
@@ -100,7 +130,7 @@ OrderBookUtils.convertOfferQualityToHex = function(quality) {
*/
OrderBookUtils.normalizeAmount = function(value) {
return Amount.from_json(value + IOU_SUFFIX);
return createAmount(value);
};
module.exports = OrderBookUtils;

View File

@@ -19,7 +19,7 @@ const Seed = extend(function() {
}, UInt);
Seed.width = 16;
Seed.prototype = extend({}, UInt.prototype);
Seed.prototype = Object.create(extend({}, UInt.prototype));
Seed.prototype.constructor = Seed;
// value = NaN on error.

View File

@@ -13,7 +13,7 @@ var UInt128 = extend(function() {
}, UInt);
UInt128.width = 16;
UInt128.prototype = extend({}, UInt.prototype);
UInt128.prototype = Object.create(extend({}, UInt.prototype));
UInt128.prototype.constructor = UInt128;
var HEX_ZERO = UInt128.HEX_ZERO = '00000000000000000000000000000000';

View File

@@ -17,7 +17,7 @@ var UInt160 = extend(function() {
}, UInt);
UInt160.width = 20;
UInt160.prototype = extend({}, UInt.prototype);
UInt160.prototype = Object.create(extend({}, UInt.prototype));
UInt160.prototype.constructor = UInt160;
var HEX_ZERO = UInt160.HEX_ZERO = '0000000000000000000000000000000000000000';

View File

@@ -13,7 +13,7 @@ var UInt256 = extend(function() {
}, UInt);
UInt256.width = 32;
UInt256.prototype = extend({}, UInt.prototype);
UInt256.prototype = Object.create(extend({}, UInt.prototype));
UInt256.prototype.constructor = UInt256;
var HEX_ZERO = UInt256.HEX_ZERO = '00000000000000000000000000000000' +

View File

@@ -2,9 +2,12 @@
'use strict';
var _ = require('lodash');
var addresses = require('./addresses');
var Meta = require('ripple-lib').Meta;
const _ = require('lodash');
const addresses = require('./addresses');
const Meta = require('ripple-lib').Meta;
const Amount = require('ripple-lib').Amount;
const SerializedObject = require('ripple-lib').SerializedObject;
const Types = require('ripple-lib').types;
module.exports.FIAT_BALANCE = '10';
module.exports.NATIVE_BALANCE = '55';
@@ -809,6 +812,8 @@ module.exports.transactionWithInvalidAccountRoot = function(options) {
};
};
const IOU_SUFFIX = '/000/rrrrrrrrrrrrrrrrrrrrrhoLvTp';
module.exports.transactionWithCreatedOffer = function(options) {
options = options || {};
_.defaults(options, {
@@ -816,6 +821,15 @@ module.exports.transactionWithCreatedOffer = function(options) {
amount: '1.9951'
});
const takerGets = Amount.from_json(options.amount + IOU_SUFFIX);
const takerPays = Amount.from_json(module.exports.TAKER_PAYS + IOU_SUFFIX);
const quality = takerPays.divide(takerGets);
const so = new SerializedObject();
Types.Quality.serialize(so, quality);
const BookDirectory = so.to_hex();
var meta = new Meta({
AffectedNodes: [
{
@@ -824,7 +838,7 @@ module.exports.transactionWithCreatedOffer = function(options) {
LedgerIndex: 'AF3C702057C9C47DB9E809FD8C76CD22521012C5CC7AE95D914EC9E226F1D7E5',
NewFields: {
Account: options.account,
BookDirectory: '7B73A610A009249B0CC0D4311E8BA7927B5A34D86634581C5F211CEE1E0697A0',
BookDirectory: BookDirectory,
Flags: 131072,
Sequence: 1404,
TakerGets: {

View File

@@ -1,19 +1,30 @@
/*eslint-disable max-len */
/* eslint-disable max-len */
'use strict';
var _ = require('lodash');
var assert = require('assert-diff');
var Remote = require('ripple-lib').Remote;
var Currency = require('ripple-lib').Currency;
var addresses = require('./fixtures/addresses');
var fixtures = require('./fixtures/orderbook');
const _ = require('lodash');
const assert = require('assert-diff');
const Remote = require('ripple-lib').Remote;
const Currency = require('ripple-lib').Currency;
const Amount = require('ripple-lib').Amount;
const addresses = require('./fixtures/addresses');
const fixtures = require('./fixtures/orderbook');
describe('OrderBook Autobridging', function() {
this.timeout(0);
function createRemote() {
const remote = new Remote();
remote.isConnected = function() {
return true;
};
return remote;
}
it('Initialize IOU/IOU', function() {
var book = new Remote().createOrderBook({
const book = createRemote().createOrderBook({
currency_gets: 'EUR',
issuer_gets: addresses.ISSUER,
currency_pays: 'USD',
@@ -27,23 +38,24 @@ describe('OrderBook Autobridging', function() {
});
it('Compute autobridged offers', function() {
var book = new Remote().createOrderBook({
const book = createRemote().createOrderBook({
currency_gets: 'EUR',
issuer_gets: addresses.ISSUER,
currency_pays: 'USD',
issuer_pays: addresses.ISSUER
});
book._issuerTransferRate = 1000000000;
book._legOneBook._issuerTransferRate = 1000000000;
book._legTwoBook._issuerTransferRate = 1000000000;
book._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook._issuerTransferRate = Amount.from_json(1000000000);
book._legTwoBook._issuerTransferRate = Amount.from_json(1000000000);
var legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
var legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
book._legOneBook.setOffers(legOneOffers);
book._legTwoBook.setOffers(legTwoOffers);
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
book.computeAutobridgedOffers();
assert.strictEqual(book._offersAutobridged.length, 1);
@@ -58,25 +70,26 @@ describe('OrderBook Autobridging', function() {
});
it('Compute autobridged offers - leg one partially funded', function() {
var book = new Remote().createOrderBook({
const book = createRemote().createOrderBook({
currency_gets: 'EUR',
issuer_gets: addresses.ISSUER,
currency_pays: 'USD',
issuer_pays: addresses.ISSUER
});
book._issuerTransferRate = 1000000000;
book._legOneBook._issuerTransferRate = 1000000000;
book._legTwoBook._issuerTransferRate = 1000000000;
book._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook._issuerTransferRate = Amount.from_json(1000000000);
book._legTwoBook._issuerTransferRate = Amount.from_json(1000000000);
var legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
var legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
legOneOffers[0].owner_funds = '2105863129';
book._legOneBook.setOffers(legOneOffers);
book._legTwoBook.setOffers(legTwoOffers);
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
book.computeAutobridgedOffers();
assert.strictEqual(book._offersAutobridged.length, 1);
@@ -88,25 +101,26 @@ describe('OrderBook Autobridging', function() {
});
it('Compute autobridged offers - leg two partially funded', function() {
var book = new Remote().createOrderBook({
const book = createRemote().createOrderBook({
currency_gets: 'EUR',
issuer_gets: addresses.ISSUER,
currency_pays: 'USD',
issuer_pays: addresses.ISSUER
});
book._issuerTransferRate = 1000000000;
book._legOneBook._issuerTransferRate = 1000000000;
book._legTwoBook._issuerTransferRate = 1000000000;
book._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook._issuerTransferRate = Amount.from_json(1000000000);
book._legTwoBook._issuerTransferRate = Amount.from_json(1000000000);
var legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
var legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
legTwoOffers[0].owner_funds = '10';
book._legOneBook.setOffers(legOneOffers);
book._legTwoBook.setOffers(legTwoOffers);
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
book.computeAutobridgedOffers();
assert.strictEqual(book._offersAutobridged.length, 1);
@@ -118,25 +132,26 @@ describe('OrderBook Autobridging', function() {
});
it('Compute autobridged offers - leg two transfer rate', function() {
var book = new Remote().createOrderBook({
const book = createRemote().createOrderBook({
currency_gets: 'EUR',
issuer_gets: addresses.ISSUER,
currency_pays: 'USD',
issuer_pays: addresses.ISSUER
});
book._issuerTransferRate = 1000000000;
book._legOneBook._issuerTransferRate = 1000000000;
book._legTwoBook._issuerTransferRate = 1002000000;
book._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook._issuerTransferRate = Amount.from_json(1000000000);
book._legTwoBook._issuerTransferRate = Amount.from_json(1002000000);
var legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
var legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
legTwoOffers[0].owner_funds = '10';
book._legOneBook.setOffers(legOneOffers);
book._legTwoBook.setOffers(legTwoOffers);
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
book.computeAutobridgedOffers();
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '9.980039920159681');
@@ -146,19 +161,19 @@ describe('OrderBook Autobridging', function() {
});
it('Compute autobridged offers - taker funds < leg two in', function() {
var book = new Remote().createOrderBook({
const book = createRemote().createOrderBook({
currency_gets: 'EUR',
issuer_gets: addresses.ISSUER,
currency_pays: 'USD',
issuer_pays: addresses.ISSUER
});
book._issuerTransferRate = 1000000000;
book._legOneBook._issuerTransferRate = 1000000000;
book._legTwoBook._issuerTransferRate = 1000000000;
book._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook._issuerTransferRate = Amount.from_json(1000000000);
book._legTwoBook._issuerTransferRate = Amount.from_json(1000000000);
var legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
var legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
legOneOffers[0].owner_funds = '33461561812';
@@ -169,6 +184,7 @@ describe('OrderBook Autobridging', function() {
book._legOneBook.setOffers(legOneOffers);
book._legTwoBook.setOffers(legTwoOffers);
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
book.computeAutobridgedOffers();
assert.strictEqual(book._offersAutobridged.length, 1);
@@ -180,19 +196,19 @@ describe('OrderBook Autobridging', function() {
});
it('Compute autobridged offers - leg one partially funded - owners equal', function() {
var book = new Remote().createOrderBook({
const book = createRemote().createOrderBook({
currency_gets: 'EUR',
issuer_gets: addresses.ISSUER,
currency_pays: 'USD',
issuer_pays: addresses.ISSUER
});
book._issuerTransferRate = 1000000000;
book._legOneBook._issuerTransferRate = 1000000000;
book._legTwoBook._issuerTransferRate = 1000000000;
book._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook._issuerTransferRate = Amount.from_json(1000000000);
book._legTwoBook._issuerTransferRate = Amount.from_json(1000000000);
var legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
var legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
legOneOffers[0].owner_funds = '2105863129';
@@ -201,6 +217,7 @@ describe('OrderBook Autobridging', function() {
book._legOneBook.setOffers(legOneOffers);
book._legTwoBook.setOffers(legTwoOffers);
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
book.computeAutobridgedOffers();
assert.strictEqual(book._offersAutobridged.length, 1);
@@ -212,19 +229,19 @@ describe('OrderBook Autobridging', function() {
});
it('Compute autobridged offers - leg one partially funded - owners equal - leg two in > leg one out', function() {
var book = new Remote().createOrderBook({
const book = createRemote().createOrderBook({
currency_gets: 'EUR',
issuer_gets: addresses.ISSUER,
currency_pays: 'USD',
issuer_pays: addresses.ISSUER
});
book._issuerTransferRate = 1000000000;
book._legOneBook._issuerTransferRate = 1000000000;
book._legTwoBook._issuerTransferRate = 1000000000;
book._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook._issuerTransferRate = Amount.from_json(1000000000);
book._legTwoBook._issuerTransferRate = Amount.from_json(1000000000);
var legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
var legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
legOneOffers[0].owner_funds = '2105863129';
@@ -236,6 +253,7 @@ describe('OrderBook Autobridging', function() {
book._legOneBook.setOffers(legOneOffers);
book._legTwoBook.setOffers(legTwoOffers);
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
book.computeAutobridgedOffers();
assert.strictEqual(book._offersAutobridged.length, 1);
@@ -247,23 +265,24 @@ describe('OrderBook Autobridging', function() {
});
it('Compute autobridged offers - leg one consumes leg two fully', function() {
var book = new Remote().createOrderBook({
const book = createRemote().createOrderBook({
currency_gets: 'EUR',
issuer_gets: addresses.ISSUER,
currency_pays: 'USD',
issuer_pays: addresses.ISSUER
});
book._issuerTransferRate = 1000000000;
book._legOneBook._issuerTransferRate = 1000000000;
book._legTwoBook._issuerTransferRate = 1000000000;
book._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook._issuerTransferRate = Amount.from_json(1000000000);
book._legTwoBook._issuerTransferRate = Amount.from_json(1000000000);
var legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
var legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 2));
const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 2));
book._legOneBook.setOffers(legOneOffers);
book._legTwoBook.setOffers(legTwoOffers);
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
book.computeAutobridgedOffers();
assert.strictEqual(book._offersAutobridged.length, 2);
@@ -280,19 +299,19 @@ describe('OrderBook Autobridging', function() {
});
it('Compute autobridged offers - leg two consumes first leg one offer fully', function() {
var book = new Remote().createOrderBook({
const book = createRemote().createOrderBook({
currency_gets: 'EUR',
issuer_gets: addresses.ISSUER,
currency_pays: 'USD',
issuer_pays: addresses.ISSUER
});
book._issuerTransferRate = 1000000000;
book._legOneBook._issuerTransferRate = 1000000000;
book._legTwoBook._issuerTransferRate = 1000000000;
book._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook._issuerTransferRate = Amount.from_json(1000000000);
book._legTwoBook._issuerTransferRate = Amount.from_json(1000000000);
var legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 2));
var legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 2));
const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
legTwoOffers[0].TakerGets.value = '170.7639524223001';
legTwoOffers[0].TakerPays = '49439476610';
@@ -301,6 +320,7 @@ describe('OrderBook Autobridging', function() {
book._legOneBook.setOffers(legOneOffers);
book._legTwoBook.setOffers(legTwoOffers);
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
book.computeAutobridgedOffers();
assert.strictEqual(book._offersAutobridged.length, 2);
@@ -317,19 +337,19 @@ describe('OrderBook Autobridging', function() {
});
it('Compute autobridged offers - owners equal', function() {
var book = new Remote().createOrderBook({
const book = createRemote().createOrderBook({
currency_gets: 'EUR',
issuer_gets: addresses.ISSUER,
currency_pays: 'USD',
issuer_pays: addresses.ISSUER
});
book._issuerTransferRate = 1000000000;
book._legOneBook._issuerTransferRate = 1000000000;
book._legTwoBook._issuerTransferRate = 1002000000;
book._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook._issuerTransferRate = Amount.from_json(1000000000);
book._legTwoBook._issuerTransferRate = Amount.from_json(1002000000);
var legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
var legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 2));
const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 2));
legOneOffers[0].owner_funds = '2105863129';
legTwoOffers[1].owner_funds = '19.32660005780981';
@@ -339,6 +359,7 @@ describe('OrderBook Autobridging', function() {
book._legOneBook.setOffers(legOneOffers);
book._legTwoBook.setOffers(legTwoOffers);
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
book.computeAutobridgedOffers();
assert.strictEqual(book._offersAutobridged.length, 2);
@@ -355,19 +376,19 @@ describe('OrderBook Autobridging', function() {
});
it('Compute autobridged offers - owners equal - leg one overfunded', function() {
var book = new Remote().createOrderBook({
const book = createRemote().createOrderBook({
currency_gets: 'EUR',
issuer_gets: addresses.ISSUER,
currency_pays: 'USD',
issuer_pays: addresses.ISSUER
});
book._issuerTransferRate = 1000000000;
book._legOneBook._issuerTransferRate = 1000000000;
book._legTwoBook._issuerTransferRate = 1002000000;
book._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook._issuerTransferRate = Amount.from_json(1000000000);
book._legTwoBook._issuerTransferRate = Amount.from_json(1002000000);
var legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
var legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 2));
const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 2));
legOneOffers[0].owner_funds = '41461561812';
@@ -378,6 +399,7 @@ describe('OrderBook Autobridging', function() {
book._legOneBook.setOffers(legOneOffers);
book._legTwoBook.setOffers(legTwoOffers);
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
book.computeAutobridgedOffers();
assert.strictEqual(book._offersAutobridged.length, 2);
@@ -394,20 +416,21 @@ describe('OrderBook Autobridging', function() {
});
it('Compute autobridged offers - TakerPays < Quality * TakerGets', function() {
var book = new Remote().createOrderBook({
const book = createRemote().createOrderBook({
currency_gets: 'EUR',
issuer_gets: addresses.ISSUER,
currency_pays: 'USD',
issuer_pays: addresses.ISSUER
});
book._issuerTransferRate = 1000000000;
book._legOneBook._issuerTransferRate = 1000000000;
book._legTwoBook._issuerTransferRate = 1000000000;
book._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook._issuerTransferRate = Amount.from_json(1000000000);
book._legTwoBook._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook.setOffers([
{
Account: addresses.ACCOUNT,
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
TakerGets: '75',
TakerPays: {
value: '50',
@@ -422,6 +445,7 @@ describe('OrderBook Autobridging', function() {
book._legTwoBook.setOffers([
{
Account: addresses.ACCOUNT,
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
TakerGets: {
value: '90',
issuer: addresses.ISSUER,
@@ -433,6 +457,7 @@ describe('OrderBook Autobridging', function() {
}
]);
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
book.computeAutobridgedOffers();
assert.strictEqual(book._offersAutobridged.length, 1);
@@ -444,20 +469,21 @@ describe('OrderBook Autobridging', function() {
});
it('Compute autobridged offers - update funded amount', function() {
var book = new Remote().createOrderBook({
const book = createRemote().createOrderBook({
currency_gets: 'EUR',
issuer_gets: addresses.ISSUER,
currency_pays: 'USD',
issuer_pays: addresses.ISSUER
});
book._issuerTransferRate = 1000000000;
book._legOneBook._issuerTransferRate = 1000000000;
book._legTwoBook._issuerTransferRate = 1000000000;
book._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook._issuerTransferRate = Amount.from_json(1000000000);
book._legTwoBook._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook.setOffers([
{
Account: addresses.ACCOUNT,
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
TakerGets: '100',
TakerPays: {
value: '100',
@@ -469,6 +495,7 @@ describe('OrderBook Autobridging', function() {
},
{
Account: addresses.ACCOUNT,
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
TakerGets: '50',
TakerPays: {
value: '100',
@@ -482,6 +509,7 @@ describe('OrderBook Autobridging', function() {
book._legTwoBook.setOffers([
{
Account: addresses.ACCOUNT,
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
TakerGets: {
value: '90',
issuer: addresses.ISSUER,
@@ -493,6 +521,7 @@ describe('OrderBook Autobridging', function() {
},
{
Account: addresses.OTHER_ACCOUNT,
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
TakerGets: {
value: '30',
issuer: addresses.ISSUER,
@@ -504,6 +533,7 @@ describe('OrderBook Autobridging', function() {
}
]);
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
book.computeAutobridgedOffers();
assert.strictEqual(book._offersAutobridged.length, 3);
@@ -525,20 +555,21 @@ describe('OrderBook Autobridging', function() {
});
it('Compute autobridged offers - update funded amount - owners equal', function() {
var book = new Remote().createOrderBook({
const book = createRemote().createOrderBook({
currency_gets: 'EUR',
issuer_gets: addresses.ISSUER,
currency_pays: 'USD',
issuer_pays: addresses.ISSUER
});
book._issuerTransferRate = 1000000000;
book._legOneBook._issuerTransferRate = 1000000000;
book._legTwoBook._issuerTransferRate = 1000000000;
book._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook._issuerTransferRate = Amount.from_json(1000000000);
book._legTwoBook._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook.setOffers([
{
Account: addresses.ACCOUNT,
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
TakerGets: '100',
TakerPays: {
value: '100',
@@ -550,6 +581,7 @@ describe('OrderBook Autobridging', function() {
},
{
Account: addresses.ACCOUNT,
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
TakerGets: '20',
TakerPays: {
value: '100',
@@ -563,6 +595,7 @@ describe('OrderBook Autobridging', function() {
book._legTwoBook.setOffers([
{
Account: addresses.ACCOUNT,
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
TakerGets: {
value: '90',
issuer: addresses.ISSUER,
@@ -574,6 +607,7 @@ describe('OrderBook Autobridging', function() {
},
{
Account: addresses.OTHER_ACCOUNT,
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
TakerGets: {
value: '30',
issuer: addresses.ISSUER,
@@ -585,6 +619,7 @@ describe('OrderBook Autobridging', function() {
}
]);
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
book.computeAutobridgedOffers();
assert.strictEqual(book._offersAutobridged.length, 3);
@@ -606,20 +641,21 @@ describe('OrderBook Autobridging', function() {
});
it('Compute autobridged offers - update funded amount - first two owners equal', function() {
var book = new Remote().createOrderBook({
const book = createRemote().createOrderBook({
currency_gets: 'EUR',
issuer_gets: addresses.ISSUER,
currency_pays: 'USD',
issuer_pays: addresses.ISSUER
});
book._issuerTransferRate = 1000000000;
book._legOneBook._issuerTransferRate = 1000000000;
book._legTwoBook._issuerTransferRate = 1000000000;
book._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook._issuerTransferRate = Amount.from_json(1000000000);
book._legTwoBook._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook.setOffers([
{
Account: addresses.ACCOUNT,
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
TakerGets: '100',
TakerPays: {
value: '100',
@@ -631,6 +667,7 @@ describe('OrderBook Autobridging', function() {
},
{
Account: addresses.ACCOUNT,
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
TakerGets: '100',
TakerPays: {
value: '200',
@@ -644,6 +681,7 @@ describe('OrderBook Autobridging', function() {
book._legTwoBook.setOffers([
{
Account: addresses.ACCOUNT,
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
TakerGets: {
value: '90',
issuer: addresses.ISSUER,
@@ -655,6 +693,7 @@ describe('OrderBook Autobridging', function() {
},
{
Account: addresses.ACCOUNT,
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
TakerGets: {
value: '30',
issuer: addresses.ISSUER,
@@ -665,6 +704,7 @@ describe('OrderBook Autobridging', function() {
},
{
Account: addresses.OTHER_ACCOUNT,
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
TakerGets: {
value: '20',
issuer: addresses.ISSUER,
@@ -676,6 +716,7 @@ describe('OrderBook Autobridging', function() {
}
]);
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
book.computeAutobridgedOffers();
assert.strictEqual(book._offersAutobridged.length, 4);
@@ -702,20 +743,21 @@ describe('OrderBook Autobridging', function() {
});
it('Compute autobridged offers - unfunded offer - owners equal', function() {
var book = new Remote().createOrderBook({
const book = createRemote().createOrderBook({
currency_gets: 'EUR',
issuer_gets: addresses.ISSUER,
currency_pays: 'USD',
issuer_pays: addresses.ISSUER
});
book._issuerTransferRate = 1000000000;
book._legOneBook._issuerTransferRate = 1000000000;
book._legTwoBook._issuerTransferRate = 1000000000;
book._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook._issuerTransferRate = Amount.from_json(1000000000);
book._legTwoBook._issuerTransferRate = Amount.from_json(1000000000);
book._legOneBook.setOffers([
{
Account: addresses.ACCOUNT,
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
TakerGets: '75',
TakerPays: {
value: '75',
@@ -730,6 +772,7 @@ describe('OrderBook Autobridging', function() {
book._legTwoBook.setOffers([
{
Account: addresses.ACCOUNT,
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
TakerGets: {
value: '90',
issuer: addresses.ISSUER,
@@ -741,6 +784,7 @@ describe('OrderBook Autobridging', function() {
}
]);
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
book.computeAutobridgedOffers();
assert.strictEqual(book._offersAutobridged.length, 1);

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