Qortal/qortal
1
0
Fork 0
mirror of https://github.com/Qortal/qortal.git synced 2025-03-14 19:42:32 +00:00
Code Issues Packages Projects Releases Wiki Activity

Fix some asset orders incorrectly matching worse prices.

Browse Source
This commit is contained in:
catbref 2019-04-10 15:25:16 +01:00
parent cfbf5c12bf
commit 16dab6972c
3 changed files with 93 additions and 9 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

14
src/main/java/org/qora/asset/Order.java
View File

@ -340,9 +340,17 @@ public class Order {
LOGGER.trace(String.format("Their price: %s %s per %s", theirPrice.toPlainString(), wantAssetData.getName(), haveAssetData.getName()));
}
// If their buyingPrice is less than what we're willing to accept then we're done as prices only get worse as we iterate through list of orders
if (theirPrice.compareTo(ourPrice) < 0)
break;
// If their price is worse than what we're willing to accept then we're done as prices only get worse as we iterate through list of orders
if (isOurOrderNewPricing) {
if (haveAssetId < wantAssetId && theirPrice.compareTo(ourPrice) > 0)
break;
if (haveAssetId > wantAssetId && theirPrice.compareTo(ourPrice) < 0)
break;
} else {
// 'old' pricing scheme
if (theirPrice.compareTo(ourPrice) < 0)
break;
}
// Calculate how much we could buy at their price.
BigDecimal ourMaxAmount;

14
src/main/java/org/qora/repository/hsqldb/HSQLDBAssetRepository.java
View File

@ -284,11 +284,21 @@ public class HSQLDBAssetRepository implements AssetRepository {
Collections.addAll(bindParams, haveAssetId, wantAssetId);
if (minimumPrice != null) {
sql += "AND price >= ? ";
// 'new' pricing scheme implied
// NOTE: haveAssetId and wantAssetId are for TARGET orders, so different from Order.process() caller
if (haveAssetId < wantAssetId)
sql += "AND price >= ? ";
else
sql += "AND price <= ? ";
bindParams.add(minimumPrice);
}
sql += "ORDER BY price DESC, ordered";
sql += "ORDER BY price";
if (minimumPrice == null || haveAssetId < wantAssetId)
sql += " DESC";
sql += ", ordered";
List<OrderData> orders = new ArrayList<OrderData>();

74
src/test/java/org/qora/test/assets/NewTradingTests.java
View File

@ -209,10 +209,12 @@ public class NewTradingTests extends Common {
// "amount" will be in riches, "price" will be in rags/riches
// Buying 3 riches @ 1 rags/riches max, so expecting to pay 3 rags max
final BigDecimal aliceAmount = new BigDecimal("3").setScale(8);
final BigDecimal alicePrice = new BigDecimal("1").setScale(8);
final BigDecimal aliceCommitment = aliceAmount.multiply(alicePrice).setScale(8); // rags
// Selling 8 riches @ 0.25 rags/riches min, so expecting 2 rags min
final BigDecimal bobAmount = new BigDecimal("8").setScale(8);
final BigDecimal bobPrice = new BigDecimal("0.25").setScale(8);
final BigDecimal bobCommitment = bobAmount; // riches
@ -263,28 +265,31 @@ public class NewTradingTests extends Common {
*/
@Test
public void testPriceImprovement() throws DataException {
// Amounts are in "test
// Prices are in "qora/test"
final BigDecimal initialTestAssetAmount = new BigDecimal("24.00000000").setScale(8);
final BigDecimal basePrice = new BigDecimal("1.00000000").setScale(8);
final BigDecimal betterPrice = new BigDecimal("2.10000000").setScale(8);
final BigDecimal bestPrice = new BigDecimal("2.40000000").setScale(8);
final BigDecimal minimalPrice = new BigDecimal("0.00000001").setScale(8);
final BigDecimal minimalPrice = new BigDecimal("1.5000000").setScale(8);
final BigDecimal matchingTestAssetAmount = new BigDecimal("12.00000000").setScale(8);
try (Repository repository = RepositoryManager.getRepository()) {
Map<String, Map<Long, BigDecimal>> initialBalances = AccountUtils.getBalances(repository, Asset.QORA, AssetUtils.testAssetId);
// Create 'better' initial order
// Create 'better' initial order: buying TEST @ betterPrice
byte[] bobOrderId = AssetUtils.createOrder(repository, "bob", Asset.QORA, AssetUtils.testAssetId, initialTestAssetAmount, betterPrice);
// Create 'best' initial - surrounded by other orders so price improvement code should re-order results
byte[] chloeOrderId = AssetUtils.createOrder(repository, "chloe", Asset.QORA, AssetUtils.testAssetId, initialTestAssetAmount, bestPrice);
// Create 'base' initial order
// Create 'base' initial order: buying TEST @ basePrice (shouldn't even match)
byte[] dilbertOrderId = AssetUtils.createOrder(repository, "dilbert", Asset.QORA, AssetUtils.testAssetId, initialTestAssetAmount, basePrice);
// Create matching order
// Create matching order: selling TEST @ minimalPrice which would match at least one buy order
byte[] aliceOrderId = AssetUtils.createOrder(repository, "alice", AssetUtils.testAssetId, Asset.QORA, matchingTestAssetAmount, minimalPrice);
// Check balances to check expected outcome
@ -346,4 +351,65 @@ public class NewTradingTests extends Common {
}
}
/**
* Check that orders don't match.
* <p>
* "target" order with have-asset = amount-asset
*/
@Test
public void testWorsePriceNoMatch() throws DataException {
// amounts are in test-asset
// prices are in qora/test
// Selling 10 TEST @ 2 QORA/TEST min so wants 20 QORA minimum
final BigDecimal aliceAmount = new BigDecimal("10").setScale(8);
final BigDecimal alicePrice = new BigDecimal("2").setScale(8);
// Buying 10 TEST @ 1 QORA/TEST max, paying 10 QORA maximum
final BigDecimal bobAmount = new BigDecimal("10").setScale(8);
final BigDecimal bobPrice = new BigDecimal("1").setScale(8);
final BigDecimal aliceCommitment = new BigDecimal("10").setScale(8); // 10 test
final BigDecimal bobCommitment = new BigDecimal("10").setScale(8); // 10 test * 1 qora/test = 10 qora
// Orders should not match!
final BigDecimal aliceReturn = BigDecimal.ZERO;
final BigDecimal bobReturn = BigDecimal.ZERO;
AssetUtils.genericTradeTest(AssetUtils.testAssetId, Asset.QORA, aliceAmount, alicePrice, bobAmount, bobPrice, aliceCommitment, bobCommitment, aliceReturn, bobReturn);
}
/**
* Check that orders don't match.
* <p>
* "target" order with want-asset = amount-asset
*/
@Test
public void testWorsePriceNoMatchInverted() throws DataException {
long atnlAssetId;
try (Repository repository = RepositoryManager.getRepository()) {
atnlAssetId = AssetUtils.issueAsset(repository, "bob", "ATNL", 100000000L, true);
}
// amounts are in ATNL
// prices are in test/ATNL
// Buying 10 ATNL @ 1 TEST/ATNL max, paying 10 TEST maximum
final BigDecimal aliceAmount = new BigDecimal("10").setScale(8);
final BigDecimal alicePrice = new BigDecimal("1").setScale(8);
// Selling 10 ATNL @ 2 TEST/ATNL min, so wants 20 TEST minimum
final BigDecimal bobAmount = new BigDecimal("10").setScale(8); // ATNL
final BigDecimal bobPrice = new BigDecimal("2").setScale(8);
final BigDecimal aliceCommitment = new BigDecimal("10").setScale(8); // 10 ATNL * 1 test/ATNL = 10 test
final BigDecimal bobCommitment = new BigDecimal("10").setScale(8); // 10 ATNL
// Orders should not match!
final BigDecimal aliceReturn = BigDecimal.ZERO;
final BigDecimal bobReturn = BigDecimal.ZERO;
AssetUtils.genericTradeTest(AssetUtils.testAssetId, atnlAssetId, aliceAmount, alicePrice, bobAmount, bobPrice, aliceCommitment, bobCommitment, aliceReturn, bobReturn);
}
}