Asset trading: refund saving due to price improvement back to initiator

Added test case to cover the above.

Also improve test harness to properly check balances after orphan back to genesis.
This commit is contained in:
catbref 2019-04-11 17:47:12 +01:00
parent 16dab6972c
commit c23f55e6a6
10 changed files with 412 additions and 119 deletions

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@ -410,12 +410,20 @@ public class Order {
throw new DataException(message);
}
// Construct trade
BigDecimal tradedWantAmount = (isOurOrderNewPricing && wantAssetId < haveAssetId) ? returnAmountTraded : matchedAmount;
BigDecimal tradedWantAmount = (isOurOrderNewPricing && haveAssetId > wantAssetId) ? returnAmountTraded : matchedAmount;
BigDecimal tradedHaveAmount = (isOurOrderNewPricing && haveAssetId > wantAssetId) ? matchedAmount : returnAmountTraded;
TradeData tradeData = new TradeData(this.orderData.getOrderId(), theirOrderData.getOrderId(), tradedWantAmount, tradedHaveAmount,
this.orderData.getTimestamp());
// We also need to know how much have-asset to refund based on price improvement ('new' pricing only)
BigDecimal haveAssetRefund = !isOurOrderNewPricing ? BigDecimal.ZERO : ourPrice.subtract(theirPrice).abs().multiply(tradedWantAmount).setScale(8, RoundingMode.DOWN);
LOGGER.trace(String.format("We traded %s %s (have-asset) for %s %s (want-asset), saving %s %s (have-asset)",
tradedHaveAmount.toPlainString(), haveAssetData.getName(),
tradedWantAmount.toPlainString(), wantAssetData.getName(),
haveAssetRefund.toPlainString(), haveAssetData.getName()));
// Construct trade
TradeData tradeData = new TradeData(this.orderData.getOrderId(), theirOrderData.getOrderId(),
tradedWantAmount, tradedHaveAmount, haveAssetRefund, this.orderData.getTimestamp());
// Process trade, updating corresponding orders in repository
Trade trade = new Trade(this.repository, tradeData);
trade.process();

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@ -17,36 +17,54 @@ public class Trade {
private Repository repository;
private TradeData tradeData;
private boolean isNewPricing;
private AssetRepository assetRepository;
private OrderData initiatingOrder;
private OrderData targetOrder;
private BigDecimal newPricingFulfilled;
// Constructors
public Trade(Repository repository, TradeData tradeData) {
this.repository = repository;
this.tradeData = tradeData;
this.isNewPricing = this.tradeData.getTimestamp() > BlockChain.getInstance().getNewAssetPricingTimestamp();
this.assetRepository = this.repository.getAssetRepository();
}
// Processing
public void process() throws DataException {
AssetRepository assetRepository = this.repository.getAssetRepository();
private void commonPrep() throws DataException {
this.initiatingOrder = assetRepository.fromOrderId(this.tradeData.getInitiator());
this.targetOrder = assetRepository.fromOrderId(this.tradeData.getTarget());
// Note: targetAmount is amount traded FROM target order
// Note: initiatorAmount is amount traded FROM initiating order
// Under 'new' pricing scheme, "amount" and "fulfilled" are the same asset for both orders
// which is the matchedAmount in asset with highest assetID
this.newPricingFulfilled = (initiatingOrder.getHaveAssetId() < initiatingOrder.getWantAssetId()) ? this.tradeData.getTargetAmount() : this.tradeData.getInitiatorAmount();
}
public void process() throws DataException {
// Save trade into repository
assetRepository.save(tradeData);
// Note: targetAmount is amount traded FROM target order
// Note: initiatorAmount is amount traded FROM initiating order
// Update corresponding Orders on both sides of trade
OrderData initiatingOrder = assetRepository.fromOrderId(this.tradeData.getInitiator());
OrderData targetOrder = assetRepository.fromOrderId(this.tradeData.getTarget());
commonPrep();
// Under 'new' pricing scheme, "amount" and "fulfilled" are the same asset for both orders
boolean isNewPricing = initiatingOrder.getTimestamp() > BlockChain.getInstance().getNewAssetPricingTimestamp();
BigDecimal newPricingAmount = (initiatingOrder.getHaveAssetId() < initiatingOrder.getWantAssetId()) ? this.tradeData.getTargetAmount() : this.tradeData.getInitiatorAmount();
initiatingOrder.setFulfilled(initiatingOrder.getFulfilled().add(isNewPricing ? newPricingAmount : tradeData.getInitiatorAmount()));
initiatingOrder.setFulfilled(initiatingOrder.getFulfilled().add(isNewPricing ? newPricingFulfilled : tradeData.getInitiatorAmount()));
initiatingOrder.setIsFulfilled(Order.isFulfilled(initiatingOrder));
// Set isClosed to true if isFulfilled now true
initiatingOrder.setIsClosed(initiatingOrder.getIsFulfilled());
assetRepository.save(initiatingOrder);
targetOrder.setFulfilled(targetOrder.getFulfilled().add(isNewPricing ? newPricingAmount : tradeData.getTargetAmount()));
targetOrder.setFulfilled(targetOrder.getFulfilled().add(isNewPricing ? newPricingFulfilled : tradeData.getTargetAmount()));
targetOrder.setIsFulfilled(Order.isFulfilled(targetOrder));
// Set isClosed to true if isFulfilled now true
targetOrder.setIsClosed(targetOrder.getIsFulfilled());
@ -54,32 +72,33 @@ public class Trade {
// Actually transfer asset balances
Account initiatingCreator = new PublicKeyAccount(this.repository, initiatingOrder.getCreatorPublicKey());
initiatingCreator.setConfirmedBalance(initiatingOrder.getWantAssetId(),
initiatingCreator.getConfirmedBalance(initiatingOrder.getWantAssetId()).add(tradeData.getTargetAmount()));
initiatingCreator.setConfirmedBalance(initiatingOrder.getWantAssetId(), initiatingCreator.getConfirmedBalance(initiatingOrder.getWantAssetId()).add(tradeData.getTargetAmount()));
Account targetCreator = new PublicKeyAccount(this.repository, targetOrder.getCreatorPublicKey());
targetCreator.setConfirmedBalance(targetOrder.getWantAssetId(),
targetCreator.getConfirmedBalance(targetOrder.getWantAssetId()).add(tradeData.getInitiatorAmount()));
targetCreator.setConfirmedBalance(targetOrder.getWantAssetId(), targetCreator.getConfirmedBalance(targetOrder.getWantAssetId()).add(tradeData.getInitiatorAmount()));
// Possible partial saving to refund to initiator
BigDecimal initiatorSaving = this.tradeData.getInitiatorSaving();
if (initiatorSaving.compareTo(BigDecimal.ZERO) > 0)
initiatingCreator.setConfirmedBalance(initiatingOrder.getHaveAssetId(), initiatingCreator.getConfirmedBalance(initiatingOrder.getHaveAssetId()).add(initiatorSaving));
}
public void orphan() throws DataException {
AssetRepository assetRepository = this.repository.getAssetRepository();
// Note: targetAmount is amount traded FROM target order
// Note: initiatorAmount is amount traded FROM initiating order
// Revert corresponding Orders on both sides of trade
OrderData initiatingOrder = assetRepository.fromOrderId(this.tradeData.getInitiator());
OrderData targetOrder = assetRepository.fromOrderId(this.tradeData.getTarget());
commonPrep();
// Under 'new' pricing scheme, "amount" and "fulfilled" are the same asset for both orders
boolean isNewPricing = initiatingOrder.getTimestamp() > BlockChain.getInstance().getNewAssetPricingTimestamp();
BigDecimal newPricingAmount = (initiatingOrder.getHaveAssetId() < initiatingOrder.getWantAssetId()) ? this.tradeData.getTargetAmount() : this.tradeData.getInitiatorAmount();
initiatingOrder.setFulfilled(initiatingOrder.getFulfilled().subtract(isNewPricing ? newPricingAmount : tradeData.getInitiatorAmount()));
initiatingOrder.setFulfilled(initiatingOrder.getFulfilled().subtract(isNewPricing ? newPricingFulfilled : tradeData.getInitiatorAmount()));
initiatingOrder.setIsFulfilled(Order.isFulfilled(initiatingOrder));
// Set isClosed to false if isFulfilled now false
initiatingOrder.setIsClosed(initiatingOrder.getIsFulfilled());
assetRepository.save(initiatingOrder);
targetOrder.setFulfilled(targetOrder.getFulfilled().subtract(isNewPricing ? newPricingAmount : tradeData.getTargetAmount()));
targetOrder.setFulfilled(targetOrder.getFulfilled().subtract(isNewPricing ? newPricingFulfilled : tradeData.getTargetAmount()));
targetOrder.setIsFulfilled(Order.isFulfilled(targetOrder));
// Set isClosed to false if isFulfilled now false
targetOrder.setIsClosed(targetOrder.getIsFulfilled());
@ -87,12 +106,15 @@ public class Trade {
// Reverse asset transfers
Account initiatingCreator = new PublicKeyAccount(this.repository, initiatingOrder.getCreatorPublicKey());
initiatingCreator.setConfirmedBalance(initiatingOrder.getWantAssetId(),
initiatingCreator.getConfirmedBalance(initiatingOrder.getWantAssetId()).subtract(tradeData.getTargetAmount()));
initiatingCreator.setConfirmedBalance(initiatingOrder.getWantAssetId(), initiatingCreator.getConfirmedBalance(initiatingOrder.getWantAssetId()).subtract(tradeData.getTargetAmount()));
Account targetCreator = new PublicKeyAccount(this.repository, targetOrder.getCreatorPublicKey());
targetCreator.setConfirmedBalance(targetOrder.getWantAssetId(),
targetCreator.getConfirmedBalance(targetOrder.getWantAssetId()).subtract(tradeData.getInitiatorAmount()));
targetCreator.setConfirmedBalance(targetOrder.getWantAssetId(), targetCreator.getConfirmedBalance(targetOrder.getWantAssetId()).subtract(tradeData.getInitiatorAmount()));
// Possible partial saving to claw back from initiator
BigDecimal initiatorSaving = this.tradeData.getInitiatorSaving();
if (initiatorSaving.compareTo(BigDecimal.ZERO) > 0)
initiatingCreator.setConfirmedBalance(initiatingOrder.getHaveAssetId(), initiatingCreator.getConfirmedBalance(initiatingOrder.getHaveAssetId()).subtract(initiatorSaving));
// Remove trade from repository
assetRepository.delete(tradeData);

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@ -2,13 +2,16 @@ package org.qora.data.asset;
import java.math.BigDecimal;
import javax.xml.bind.Marshaller;
import javax.xml.bind.annotation.XmlAccessType;
import javax.xml.bind.annotation.XmlAccessorType;
import javax.xml.bind.annotation.XmlElement;
import javax.xml.bind.annotation.XmlTransient;
import io.swagger.v3.oas.annotations.media.Schema;
import io.swagger.v3.oas.annotations.media.Schema.AccessMode;
// All properties to be converted to JSON via JAX-RS
// All properties to be converted to JSON via JAXB
@XmlAccessorType(XmlAccessType.FIELD)
public class TradeData {
@ -21,29 +24,94 @@ public class TradeData {
@XmlElement(name = "targetOrderId")
private byte[] target;
@Schema(name = "targetAmount", description = "amount traded from target order")
@Schema(name = "targetAmount", description = "amount traded from target")
@XmlElement(name = "targetAmount")
private BigDecimal targetAmount;
@Schema(name = "initiatorAmount", description = "amount traded from initiating order")
@Schema(name = "initiatorAmount", description = "amount traded from initiator")
@XmlElement(name = "initiatorAmount")
private BigDecimal initiatorAmount;
@Schema(name = "initiatorSaving", description = "amount refunded to initiator due to price improvement")
@XmlElement(name = "initiatorSaving")
private BigDecimal initiatorSaving;
@Schema(description = "when trade happened")
private long timestamp;
// Used by API - not always present
@Schema(hidden = true)
@XmlTransient
private Long haveAssetId;
@Schema(hidden = true)
@XmlTransient
private String haveAssetName;
@Schema(hidden = true)
@XmlTransient
private Long wantAssetId;
@Schema(hidden = true)
@XmlTransient
private String wantAssetName;
@Schema(accessMode = AccessMode.READ_ONLY)
private Long targetAmountAssetId;
@Schema(accessMode = AccessMode.READ_ONLY)
private String targetAmountAssetName;
@Schema(accessMode = AccessMode.READ_ONLY)
private Long initiatorAmountAssetId;
@Schema(accessMode = AccessMode.READ_ONLY)
private String initiatorAmountAssetName;
// Constructors
// necessary for JAX-RS serialization
// Necessary for JAXB
protected TradeData() {
}
public TradeData(byte[] initiator, byte[] target, BigDecimal targetAmount, BigDecimal initiatorAmount, long timestamp) {
// Called before converting to JSON for API
public void beforeMarshal(Marshaller m) {
// If we don't have the extra asset name fields then we can't fill in the others
if (this.haveAssetName == null)
return;
// have-asset and want-asset are from the viewpoint of the initiator
// and amounts are FROM initiator/target
if (this.haveAssetId < this.wantAssetId) {
this.initiatorAmountAssetId = this.haveAssetId;
this.initiatorAmountAssetName = this.haveAssetName;
this.targetAmountAssetId = this.wantAssetId;
this.targetAmountAssetName = this.wantAssetName;
} else {
this.initiatorAmountAssetId = this.wantAssetId;
this.initiatorAmountAssetName = this.wantAssetName;
this.targetAmountAssetId = this.haveAssetId;
this.targetAmountAssetName = this.haveAssetName;
}
}
public TradeData(byte[] initiator, byte[] target, BigDecimal targetAmount, BigDecimal initiatorAmount, BigDecimal initiatorSaving, long timestamp,
Long haveAssetId, String haveAssetName, Long wantAssetId, String wantAssetName) {
this.initiator = initiator;
this.target = target;
this.targetAmount = targetAmount;
this.initiatorAmount = initiatorAmount;
this.initiatorSaving = initiatorSaving;
this.timestamp = timestamp;
this.haveAssetId = haveAssetId;
this.haveAssetName = haveAssetName;
this.wantAssetId = wantAssetId;
this.wantAssetName = wantAssetName;
}
public TradeData(byte[] initiator, byte[] target, BigDecimal targetAmount, BigDecimal initiatorAmount, BigDecimal initiatorSaving, long timestamp) {
this(initiator, target, targetAmount, initiatorAmount, initiatorSaving, timestamp, null, null, null, null);
}
// Getters/setters
@ -64,6 +132,10 @@ public class TradeData {
return this.initiatorAmount;
}
public BigDecimal getInitiatorSaving() {
return this.initiatorSaving;
}
public long getTimestamp() {
return this.timestamp;
}

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@ -510,14 +510,26 @@ public class HSQLDBAssetRepository implements AssetRepository {
@Override
public List<TradeData> getTrades(long haveAssetId, long wantAssetId, Integer limit, Integer offset, Boolean reverse)
throws DataException {
String sql = "SELECT initiating_order_id, target_order_id, AssetTrades.target_amount, AssetTrades.initiator_amount, traded "
List<TradeData> trades = new ArrayList<TradeData>();
// Cache have & want asset names for later use, which also saves a table join
AssetData haveAssetData = this.fromAssetId(haveAssetId);
if (haveAssetData == null)
return trades;
AssetData wantAssetData = this.fromAssetId(wantAssetId);
if (wantAssetData == null)
return trades;
String sql = "SELECT initiating_order_id, target_order_id, target_amount, initiator_amount, initiator_saving, traded "
+ "FROM AssetOrders JOIN AssetTrades ON initiating_order_id = asset_order_id "
+ "WHERE have_asset_id = ? AND want_asset_id = ? ORDER BY traded";
+ "WHERE have_asset_id = ? AND want_asset_id = ? ";
sql += "ORDER BY traded";
if (reverse != null && reverse)
sql += " DESC";
sql += HSQLDBRepository.limitOffsetSql(limit, offset);
List<TradeData> trades = new ArrayList<TradeData>();
sql += HSQLDBRepository.limitOffsetSql(limit, offset);
try (ResultSet resultSet = this.repository.checkedExecute(sql, haveAssetId, wantAssetId)) {
if (resultSet == null)
@ -528,10 +540,11 @@ public class HSQLDBAssetRepository implements AssetRepository {
byte[] targetOrderId = resultSet.getBytes(2);
BigDecimal targetAmount = resultSet.getBigDecimal(3);
BigDecimal initiatorAmount = resultSet.getBigDecimal(4);
long timestamp = resultSet.getTimestamp(5, Calendar.getInstance(HSQLDBRepository.UTC)).getTime();
BigDecimal initiatorSaving = resultSet.getBigDecimal(5);
long timestamp = resultSet.getTimestamp(6, Calendar.getInstance(HSQLDBRepository.UTC)).getTime();
TradeData trade = new TradeData(initiatingOrderId, targetOrderId, targetAmount, initiatorAmount,
timestamp);
TradeData trade = new TradeData(initiatingOrderId, targetOrderId, targetAmount, initiatorAmount, initiatorSaving,
timestamp, haveAssetId, haveAssetData.getName(), wantAssetId, wantAssetData.getName());
trades.add(trade);
} while (resultSet.next());
@ -613,15 +626,23 @@ public class HSQLDBAssetRepository implements AssetRepository {
@Override
public List<TradeData> getOrdersTrades(byte[] orderId, Integer limit, Integer offset, Boolean reverse)
throws DataException {
String sql = "SELECT initiating_order_id, target_order_id, target_amount, initiator_amount, traded "
+ "FROM AssetTrades WHERE initiating_order_id = ? OR target_order_id = ? ORDER BY traded";
String sql = "SELECT initiating_order_id, target_order_id, target_amount, initiator_amount, initiator_saving, traded, "
+ "have_asset_id, HaveAsset.asset_name, want_asset_id, WantAsset.asset_name "
+ "FROM AssetTrades "
+ "JOIN AssetOrders ON asset_order_id = initiating_order_id "
+ "JOIN Assets AS HaveAsset ON HaveAsset.asset_id = have_asset_id "
+ "JOIN Assets AS WantAsset ON WantAsset.asset_id = want_asset_id "
+ "WHERE ? IN (initiating_order_id, target_order_id)";
sql += "ORDER BY traded";
if (reverse != null && reverse)
sql += " DESC";
sql += HSQLDBRepository.limitOffsetSql(limit, offset);
List<TradeData> trades = new ArrayList<TradeData>();
try (ResultSet resultSet = this.repository.checkedExecute(sql, orderId, orderId)) {
try (ResultSet resultSet = this.repository.checkedExecute(sql, orderId)) {
if (resultSet == null)
return trades;
@ -630,10 +651,16 @@ public class HSQLDBAssetRepository implements AssetRepository {
byte[] targetOrderId = resultSet.getBytes(2);
BigDecimal targetAmount = resultSet.getBigDecimal(3);
BigDecimal initiatorAmount = resultSet.getBigDecimal(4);
long timestamp = resultSet.getTimestamp(5, Calendar.getInstance(HSQLDBRepository.UTC)).getTime();
BigDecimal initiatorSaving = resultSet.getBigDecimal(5);
long timestamp = resultSet.getTimestamp(6, Calendar.getInstance(HSQLDBRepository.UTC)).getTime();
TradeData trade = new TradeData(initiatingOrderId, targetOrderId, targetAmount, initiatorAmount,
timestamp);
long haveAssetId = resultSet.getLong(7);
String haveAssetName = resultSet.getString(8);
long wantAssetId = resultSet.getLong(9);
String wantAssetName = resultSet.getString(10);
TradeData trade = new TradeData(initiatingOrderId, targetOrderId, targetAmount, initiatorAmount, initiatorSaving, timestamp,
haveAssetId, haveAssetName, wantAssetId, wantAssetName);
trades.add(trade);
} while (resultSet.next());
@ -648,9 +675,8 @@ public class HSQLDBAssetRepository implements AssetRepository {
HSQLDBSaver saveHelper = new HSQLDBSaver("AssetTrades");
saveHelper.bind("initiating_order_id", tradeData.getInitiator()).bind("target_order_id", tradeData.getTarget())
.bind("target_amount", tradeData.getTargetAmount())
.bind("initiator_amount", tradeData.getInitiatorAmount())
.bind("traded", new Timestamp(tradeData.getTimestamp()));
.bind("target_amount", tradeData.getTargetAmount()).bind("initiator_amount", tradeData.getInitiatorAmount())
.bind("initiator_saving", tradeData.getInitiatorSaving()).bind("traded", new Timestamp(tradeData.getTimestamp()));
try {
saveHelper.execute(this.repository);

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@ -685,6 +685,11 @@ public class HSQLDBDatabaseUpdates {
stmt.execute("SET TIME ZONE LOCAL");
break;
case 43:
// More work on 'new' asset pricing - refunds due to price improvement
stmt.execute("ALTER TABLE AssetTrades ADD initiator_saving QoraAmount NOT NULL DEFAULT 0");
break;
default:
// nothing to do
return false;

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@ -35,8 +35,8 @@ public class NewTradingTests extends Common {
final BigDecimal price = BigDecimal.valueOf(2L).setScale(8);
final BigDecimal qoraAmount = BigDecimal.valueOf(48L).setScale(8);
// amounts are in test-asset
// prices are in qora/test
// amounts are in TEST
// prices are in QORA/TEST
final BigDecimal aliceAmount = testAmount;
final BigDecimal alicePrice = price;
@ -50,14 +50,49 @@ public class NewTradingTests extends Common {
final BigDecimal aliceReturn = qoraAmount;
final BigDecimal bobReturn = testAmount;
// alice (target) order: have 'testAmount' test, want qora @ 'price' qora/test (commits testAmount test)
// bob (initiating) order: have qora, want 'testAmount' test @ 'price' qora/test (commits testAmount*price = qoraAmount)
// alice (target) order: have 'testAmount' TEST, want QORA @ 'price' QORA/TEST (commits testAmount TEST)
// bob (initiating) order: have QORA, want 'testAmount' TEST @ 'price' QORA/TEST (commits testAmount*price = qoraAmount QORA)
// Alice should be -testAmount, +qoraAmount
// Bob should be -qoraAmount, +testAmount
AssetUtils.genericTradeTest(AssetUtils.testAssetId, Asset.QORA, aliceAmount, alicePrice, bobAmount, bobPrice, aliceCommitment, bobCommitment, aliceReturn, bobReturn);
}
@Test
public void testSimpleInverted() throws DataException {
long otherAssetId;
try (Repository repository = RepositoryManager.getRepository()) {
// Issue indivisible asset
otherAssetId = AssetUtils.issueAsset(repository, "bob", "OTHER", 100000000L, false);
}
final BigDecimal testAmount = BigDecimal.valueOf(48L).setScale(8);
final BigDecimal price = BigDecimal.valueOf(2L).setScale(8);
final BigDecimal otherAmount = BigDecimal.valueOf(24L).setScale(8);
// amounts are in OTHER
// prices are in TEST/OTHER
final BigDecimal aliceAmount = otherAmount;
final BigDecimal alicePrice = price;
final BigDecimal bobAmount = otherAmount;
final BigDecimal bobPrice = price;
final BigDecimal aliceCommitment = testAmount;
final BigDecimal bobCommitment = otherAmount;
final BigDecimal aliceReturn = otherAmount;
final BigDecimal bobReturn = testAmount;
// alice (target) order: have TEST, want 'otherAmount' OTHER @ 'price' TEST/OTHER (commits otherAmount*price = testAmount TEST)
// bob (initiating) order: have 'otherAmount' OTHER, want TEST @ 'price' TEST/OTHER (commits otherAmount OTHER)
// Alice should be -testAmount, +otherAmount
// Bob should be -otherAmount, +testAmount
AssetUtils.genericTradeTest(AssetUtils.testAssetId, otherAssetId, aliceAmount, alicePrice, bobAmount, bobPrice, aliceCommitment, bobCommitment, aliceReturn, bobReturn);
}
/**
* Check matching of indivisible amounts.
* <p>
@ -68,15 +103,15 @@ public class NewTradingTests extends Common {
* <li> amount * round_down(1 / unit price) </li>
* <li> round_down(amount / unit price) </li>
* </ol>
* Alice's price is 12 QORA per ATNL so the ATNL per QORA unit price is 0.08333333...<br>
* Alice's price is 12 QORA per OTHER so the OTHER per QORA unit price is 0.08333333...<br>
* Bob wants to spend 24 QORA so:
* <p>
* <ol>
* <li> 24 QORA * (1 / 0.0833333...) = 1.99999999 ATNL </li>
* <li> 24 QORA / 0.08333333.... = 2 ATNL </li>
* <li> 24 QORA * (1 / 0.0833333...) = 1.99999999 OTHER </li>
* <li> 24 QORA / 0.08333333.... = 2 OTHER </li>
* </ol>
* The second result is obviously more intuitive as is critical where assets are not divisible,
* like ATNL in this test case.
* like OTHER in this test case.
* <p>
* @see NewTradingTests#testOldNonExactFraction
* @see NewTradingTests#testNonExactFraction
@ -85,32 +120,32 @@ public class NewTradingTests extends Common {
@Test
public void testMixedDivisibility() throws DataException {
// Issue indivisible asset
long atnlAssetId;
long otherAssetId;
try (Repository repository = RepositoryManager.getRepository()) {
// Issue indivisible asset
atnlAssetId = AssetUtils.issueAsset(repository, "alice", "ATNL", 100000000L, false);
otherAssetId = AssetUtils.issueAsset(repository, "alice", "OTHER", 100000000L, false);
}
final BigDecimal atnlAmount = BigDecimal.valueOf(2L).setScale(8);
final BigDecimal otherAmount = BigDecimal.valueOf(2L).setScale(8);
final BigDecimal qoraAmount = BigDecimal.valueOf(24L).setScale(8);
final BigDecimal price = qoraAmount.divide(atnlAmount, RoundingMode.DOWN);
final BigDecimal price = qoraAmount.divide(otherAmount, RoundingMode.DOWN);
// amounts are in ATNL
// prices are in qora/ATNL
// amounts are in OTHER
// prices are in QORA/OTHER
final BigDecimal aliceAmount = atnlAmount;
final BigDecimal aliceAmount = otherAmount;
final BigDecimal alicePrice = price;
final BigDecimal bobAmount = atnlAmount;
final BigDecimal bobAmount = otherAmount;
final BigDecimal bobPrice = price;
final BigDecimal aliceCommitment = atnlAmount;
final BigDecimal aliceCommitment = otherAmount;
final BigDecimal bobCommitment = qoraAmount;
final BigDecimal aliceReturn = qoraAmount;
final BigDecimal bobReturn = atnlAmount;
final BigDecimal bobReturn = otherAmount;
AssetUtils.genericTradeTest(atnlAssetId, Asset.QORA, aliceAmount, alicePrice, bobAmount, bobPrice, aliceCommitment, bobCommitment, aliceReturn, bobReturn);
AssetUtils.genericTradeTest(otherAssetId, Asset.QORA, aliceAmount, alicePrice, bobAmount, bobPrice, aliceCommitment, bobCommitment, aliceReturn, bobReturn);
}
/**
@ -240,6 +275,11 @@ public class NewTradingTests extends Common {
*/
@Test
public void testNonExactFraction() throws DataException {
long otherAssetId;
try (Repository repository = RepositoryManager.getRepository()) {
otherAssetId = AssetUtils.issueAsset(repository, "bob", "OTHER", 5000L, true);
}
final BigDecimal aliceAmount = new BigDecimal("24.00000000").setScale(8);
final BigDecimal alicePrice = new BigDecimal("0.08333333").setScale(8);
final BigDecimal aliceCommitment = new BigDecimal("1.99999992").setScale(8);
@ -249,13 +289,8 @@ public class NewTradingTests extends Common {
final BigDecimal bobCommitment = new BigDecimal("24.00000000").setScale(8);
// Expected traded amounts
final BigDecimal aliceReturn = new BigDecimal("24.00000000").setScale(8); // other
final BigDecimal bobReturn = new BigDecimal("1.99999992").setScale(8); // test
long otherAssetId;
try (Repository repository = RepositoryManager.getRepository()) {
otherAssetId = AssetUtils.issueAsset(repository, "bob", "other", 5000L, true);
}
final BigDecimal aliceReturn = new BigDecimal("24.00000000").setScale(8); // OTHER
final BigDecimal bobReturn = new BigDecimal("1.99999992").setScale(8); // TEST
AssetUtils.genericTradeTest(AssetUtils.testAssetId, otherAssetId, aliceAmount, alicePrice, bobAmount, bobPrice, aliceCommitment, bobCommitment, aliceReturn, bobReturn);
}
@ -265,8 +300,8 @@ public class NewTradingTests extends Common {
*/
@Test
public void testPriceImprovement() throws DataException {
// Amounts are in "test
// Prices are in "qora/test"
// Amounts are in TEST
// Prices are in QORA/TEST
final BigDecimal initialTestAssetAmount = new BigDecimal("24.00000000").setScale(8);
@ -298,36 +333,39 @@ public class NewTradingTests extends Common {
// We're expecting Alice's order to match with Chloe's order (as Bob's and Dilberts's orders have worse prices)
BigDecimal matchedQoraAmount = matchingTestAssetAmount.multiply(bestPrice).setScale(8, RoundingMode.DOWN);
BigDecimal tradedTestAssetAmount = matchingTestAssetAmount;
// Due to price improvement, Alice should get back some of her TEST
BigDecimal testRefund = minimalPrice.subtract(bestPrice).abs().multiply(matchedQoraAmount).setScale(8, RoundingMode.DOWN);
// Alice Qora
// Alice TEST
BigDecimal aliceCommitment = matchingTestAssetAmount;
expectedBalance = initialBalances.get("alice").get(AssetUtils.testAssetId).subtract(aliceCommitment).add(testRefund);
AccountUtils.assertBalance(repository, "alice", AssetUtils.testAssetId, expectedBalance);
// Alice QORA
expectedBalance = initialBalances.get("alice").get(Asset.QORA).add(matchedQoraAmount);
AccountUtils.assertBalance(repository, "alice", Asset.QORA, expectedBalance);
// Alice test asset
expectedBalance = initialBalances.get("alice").get(AssetUtils.testAssetId).subtract(matchingTestAssetAmount);
AccountUtils.assertBalance(repository, "alice", AssetUtils.testAssetId, expectedBalance);
// Bob Qora
// Bob QORA
expectedBalance = initialBalances.get("bob").get(Asset.QORA).subtract(initialTestAssetAmount.multiply(betterPrice).setScale(8, RoundingMode.DOWN));
AccountUtils.assertBalance(repository, "bob", Asset.QORA, expectedBalance);
// Bob test asset
// Bob TEST
expectedBalance = initialBalances.get("bob").get(AssetUtils.testAssetId);
AccountUtils.assertBalance(repository, "bob", AssetUtils.testAssetId, expectedBalance);
// Chloe Qora
// Chloe QORA
expectedBalance = initialBalances.get("chloe").get(Asset.QORA).subtract(initialTestAssetAmount.multiply(bestPrice).setScale(8, RoundingMode.DOWN));
AccountUtils.assertBalance(repository, "chloe", Asset.QORA, expectedBalance);
// Chloe test asset
// Chloe TEST
expectedBalance = initialBalances.get("chloe").get(AssetUtils.testAssetId).add(tradedTestAssetAmount);
AccountUtils.assertBalance(repository, "chloe", AssetUtils.testAssetId, expectedBalance);
// Dilbert Qora
// Dilbert QORA
expectedBalance = initialBalances.get("dilbert").get(Asset.QORA).subtract(initialTestAssetAmount.multiply(basePrice).setScale(8, RoundingMode.DOWN));
AccountUtils.assertBalance(repository, "dilbert", Asset.QORA, expectedBalance);
// Dilbert test asset
// Dilbert TEST
expectedBalance = initialBalances.get("dilbert").get(AssetUtils.testAssetId);
AccountUtils.assertBalance(repository, "dilbert", AssetUtils.testAssetId, expectedBalance);
@ -351,6 +389,109 @@ public class NewTradingTests extends Common {
}
}
/**
* Check that better prices are used in preference when matching orders.
*/
@Test
public void testPriceImprovementInverted() throws DataException {
long otherAssetId;
try (Repository repository = RepositoryManager.getRepository()) {
otherAssetId = AssetUtils.issueAsset(repository, "bob", "OTHER", 100000000L, true);
AssetUtils.transferAsset(repository, "bob", "chloe", otherAssetId, BigDecimal.valueOf(1000L).setScale(8));
AssetUtils.transferAsset(repository, "bob", "dilbert", otherAssetId, BigDecimal.valueOf(1000L).setScale(8));
}
// Amounts are in OTHER
// Prices are in TEST/OTHER
final BigDecimal initialOtherAmount = new BigDecimal("24.00000000").setScale(8);
final BigDecimal basePrice = new BigDecimal("3.00000000").setScale(8);
final BigDecimal betterPrice = new BigDecimal("2.10000000").setScale(8);
final BigDecimal bestPrice = new BigDecimal("1.40000000").setScale(8);
final BigDecimal maximalPrice = new BigDecimal("2.5000000").setScale(8);
final BigDecimal aliceOtherAmount = new BigDecimal("12.00000000").setScale(8);
try (Repository repository = RepositoryManager.getRepository()) {
Map<String, Map<Long, BigDecimal>> initialBalances = AccountUtils.getBalances(repository, Asset.QORA, AssetUtils.testAssetId, otherAssetId);
// Create 'better' initial order: selling OTHER @ betterPrice
byte[] bobOrderId = AssetUtils.createOrder(repository, "bob", otherAssetId, AssetUtils.testAssetId, initialOtherAmount, betterPrice);
// Create 'best' initial - surrounded by other orders so price improvement code should re-order results
byte[] chloeOrderId = AssetUtils.createOrder(repository, "chloe", otherAssetId, AssetUtils.testAssetId, initialOtherAmount, bestPrice);
// Create 'base' initial order: selling OTHER @ basePrice (shouldn't even match)
byte[] dilbertOrderId = AssetUtils.createOrder(repository, "dilbert", otherAssetId, AssetUtils.testAssetId, initialOtherAmount, basePrice);
// Create matching order: buying OTHER @ maximalPrice which would match at least one sell order
byte[] aliceOrderId = AssetUtils.createOrder(repository, "alice", AssetUtils.testAssetId, otherAssetId, aliceOtherAmount, maximalPrice);
// Check balances to check expected outcome
BigDecimal expectedBalance;
// We're expecting Alice's order to match with Chloe's order (as Bob's and Dilberts's orders have worse prices)
BigDecimal matchedOtherAmount = aliceOtherAmount;
BigDecimal tradedTestAmount = aliceOtherAmount.multiply(bestPrice).setScale(8, RoundingMode.DOWN);
// Due to price improvement, Alice should get back some of her TEST
BigDecimal testRefund = maximalPrice.subtract(bestPrice).abs().multiply(matchedOtherAmount).setScale(8, RoundingMode.DOWN);
// Alice TEST
BigDecimal aliceCommitment = aliceOtherAmount.multiply(maximalPrice).setScale(8, RoundingMode.DOWN);
expectedBalance = initialBalances.get("alice").get(AssetUtils.testAssetId).subtract(aliceCommitment).add(testRefund);
AccountUtils.assertBalance(repository, "alice", AssetUtils.testAssetId, expectedBalance);
// Alice OTHER
expectedBalance = initialBalances.get("alice").get(otherAssetId).add(matchedOtherAmount);
AccountUtils.assertBalance(repository, "alice", otherAssetId, expectedBalance);
// Bob OTHER
expectedBalance = initialBalances.get("bob").get(otherAssetId).subtract(initialOtherAmount);
AccountUtils.assertBalance(repository, "bob", otherAssetId, expectedBalance);
// Bob TEST
expectedBalance = initialBalances.get("bob").get(AssetUtils.testAssetId); // no trade
AccountUtils.assertBalance(repository, "bob", AssetUtils.testAssetId, expectedBalance);
// Chloe OTHER
expectedBalance = initialBalances.get("chloe").get(otherAssetId).subtract(initialOtherAmount);
AccountUtils.assertBalance(repository, "chloe", otherAssetId, expectedBalance);
// Chloe TEST
expectedBalance = initialBalances.get("chloe").get(AssetUtils.testAssetId).add(tradedTestAmount);
AccountUtils.assertBalance(repository, "chloe", AssetUtils.testAssetId, expectedBalance);
// Dilbert OTHER
expectedBalance = initialBalances.get("dilbert").get(otherAssetId).subtract(initialOtherAmount);
AccountUtils.assertBalance(repository, "dilbert", otherAssetId, expectedBalance);
// Dilbert TEST
expectedBalance = initialBalances.get("dilbert").get(AssetUtils.testAssetId); // no trade
AccountUtils.assertBalance(repository, "dilbert", AssetUtils.testAssetId, expectedBalance);
// Check orders
OrderData aliceOrderData = repository.getAssetRepository().fromOrderId(aliceOrderId);
OrderData bobOrderData = repository.getAssetRepository().fromOrderId(bobOrderId);
OrderData chloeOrderData = repository.getAssetRepository().fromOrderId(chloeOrderId);
OrderData dilbertOrderData = repository.getAssetRepository().fromOrderId(dilbertOrderId);
// Alice's fulfilled
Common.assertEqualBigDecimals("Alice's order's fulfilled amount incorrect", matchedOtherAmount, aliceOrderData.getFulfilled());
// Bob's fulfilled should be zero
Common.assertEqualBigDecimals("Bob's order should be totally unfulfilled", BigDecimal.ZERO, bobOrderData.getFulfilled());
// Chloe's fulfilled
Common.assertEqualBigDecimals("Chloe's order's fulfilled amount incorrect", matchedOtherAmount, chloeOrderData.getFulfilled());
// Dilbert's fulfilled should be zero
Common.assertEqualBigDecimals("Dilbert's order should be totally unfulfilled", BigDecimal.ZERO, dilbertOrderData.getFulfilled());
}
}
/**
* Check that orders don't match.
* <p>
@ -358,8 +499,8 @@ public class NewTradingTests extends Common {
*/
@Test
public void testWorsePriceNoMatch() throws DataException {
// amounts are in test-asset
// prices are in qora/test
// amounts are in TEST
// 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);
@ -369,8 +510,8 @@ public class NewTradingTests extends Common {
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
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;
@ -386,30 +527,30 @@ public class NewTradingTests extends Common {
*/
@Test
public void testWorsePriceNoMatchInverted() throws DataException {
long atnlAssetId;
long otherAssetId;
try (Repository repository = RepositoryManager.getRepository()) {
atnlAssetId = AssetUtils.issueAsset(repository, "bob", "ATNL", 100000000L, true);
otherAssetId = AssetUtils.issueAsset(repository, "bob", "OTHER", 100000000L, true);
}
// amounts are in ATNL
// prices are in test/ATNL
// amounts are in OTHER
// prices are in TEST/OTHER
// Buying 10 ATNL @ 1 TEST/ATNL max, paying 10 TEST maximum
// Buying 10 OTHER @ 1 TEST/OTHER 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
// Selling 10 OTHER @ 2 TEST/OTHER min, so wants 20 TEST minimum
final BigDecimal bobAmount = new BigDecimal("10").setScale(8); // OTHER
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
final BigDecimal aliceCommitment = new BigDecimal("10").setScale(8); // 10 OTHER * 1 TEST/OTHER = 10 TEST
final BigDecimal bobCommitment = new BigDecimal("10").setScale(8); // 10 OTHER
// 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);
AssetUtils.genericTradeTest(AssetUtils.testAssetId, otherAssetId, aliceAmount, alicePrice, bobAmount, bobPrice, aliceCommitment, bobCommitment, aliceReturn, bobReturn);
}
}

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@ -3,6 +3,7 @@ package org.qora.test.common;
import static org.junit.Assert.assertNotNull;
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.Map;
import org.qora.account.PrivateKeyAccount;
@ -77,33 +78,37 @@ public class AssetUtils {
// Check balances to check expected outcome
BigDecimal expectedBalance;
OrderData targetOrderData = repository.getAssetRepository().fromOrderId(targetOrderId);
OrderData initiatingOrderData = repository.getAssetRepository().fromOrderId(initiatingOrderId);
// Alice have asset
boolean isNewPricing = initiatingOrderData.getTimestamp() > BlockChain.getInstance().getNewAssetPricingTimestamp();
// Alice selling have asset
expectedBalance = initialBalances.get("alice").get(haveAssetId).subtract(aliceCommitment);
AccountUtils.assertBalance(repository, "alice", haveAssetId, expectedBalance);
// Alice want asset
// Alice buying want asset
expectedBalance = initialBalances.get("alice").get(wantAssetId).add(aliceReturn);
AccountUtils.assertBalance(repository, "alice", wantAssetId, expectedBalance);
// Bob want asset
expectedBalance = initialBalances.get("bob").get(wantAssetId).subtract(bobCommitment);
// Bob selling want asset
// If bobReturn is non-zero then we expect trade to go through
// so we can calculate potential saving to Bob due to price improvement ('new' pricing only)
BigDecimal bobSaving = BigDecimal.ZERO;
if (isNewPricing && bobReturn.compareTo(BigDecimal.ZERO) > 0)
bobSaving = alicePrice.subtract(bobPrice).abs().multiply(bobReturn).setScale(8, RoundingMode.DOWN);
expectedBalance = initialBalances.get("bob").get(wantAssetId).subtract(bobCommitment).add(bobSaving);
AccountUtils.assertBalance(repository, "bob", wantAssetId, expectedBalance);
// Bob have asset
// Bob buying have asset
expectedBalance = initialBalances.get("bob").get(haveAssetId).add(bobReturn);
AccountUtils.assertBalance(repository, "bob", haveAssetId, expectedBalance);
// Check orders
BigDecimal expectedFulfilled;
// Check matching order
OrderData targetOrderData = repository.getAssetRepository().fromOrderId(targetOrderId);
OrderData initiatingOrderData = repository.getAssetRepository().fromOrderId(initiatingOrderId);
boolean isNewPricing = initiatingOrderData.getTimestamp() > BlockChain.getInstance().getNewAssetPricingTimestamp();
BigDecimal newPricingAmount = (initiatingOrderData.getHaveAssetId() < initiatingOrderData.getWantAssetId()) ? bobReturn : aliceReturn;
// Check matching order
assertNotNull("matching order missing", initiatingOrderData);
expectedFulfilled = isNewPricing ? newPricingAmount : aliceReturn;
Common.assertEqualBigDecimals(String.format("Bob's order \"fulfilled\" incorrect"), expectedFulfilled, initiatingOrderData.getFulfilled());

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@ -5,6 +5,7 @@ import static org.junit.Assert.*;
import java.math.BigDecimal;
import java.net.URL;
import java.security.Security;
import java.util.ArrayList;
import java.util.Collections;
import java.util.HashMap;
import java.util.List;
@ -138,6 +139,18 @@ public class Common {
List<AccountBalanceData> remainingBalances = repository.getAccountRepository().getAssetBalances(Collections.emptyList(), Collections.emptyList(), BalanceOrdering.ASSET_ACCOUNT, null, null, null);
checkOrphanedLists("account balance", initialBalances, remainingBalances, entry -> entry.getAssetName() + "-" + entry.getAddress());
assertEquals("remainingBalances is different size", initialBalances.size(), remainingBalances.size());
// Actually compare balances
for (int i = 0; i < initialBalances.size(); ++i) {
AccountBalanceData initialBalance = initialBalances.get(i);
AccountBalanceData remainingBalance = remainingBalances.get(i);
assertEquals("Remaining balance's asset differs", initialBalance.getAssetId(), remainingBalance.getAssetId());
assertEquals("Remaining balance's address differs", initialBalance.getAddress(), remainingBalance.getAddress());
assertEqualBigDecimals("Remaining balance differs", initialBalance.getBalance(), remainingBalance.getBalance());
}
}
}
@ -150,9 +163,10 @@ public class Common {
assertTrue(String.format("Genesis %s %s missing", typeName, keyExtractor.apply(initialEntry)), isRemaining.test(initialEntry));
// Remove initial entries from remaining to see there are any leftover
remaining.removeIf(isInitial);
List<T> remainingClone = new ArrayList<T>(remaining);
remainingClone.removeIf(isInitial);
assertTrue(String.format("Non-genesis %s remains", typeName), remaining.isEmpty());
assertTrue(String.format("Non-genesis %s remains", typeName), remainingClone.isEmpty());
}
@BeforeClass

View File

@ -14,7 +14,7 @@
"generatingBalance": "10000000",
"transactions": [
{ "type": "ISSUE_ASSET", "owner": "QcFmNxSArv5tWEzCtTKb2Lqc5QkKuQ7RNs", "assetName": "QORA", "description": "QORA native coin", "data": "", "quantity": 10000000000, "isDivisible": true, "fee": 0, "reference": "3Verk6ZKBJc3WTTVfxFC9icSjKdM8b92eeJEpJP8qNizG4ZszNFq8wdDYdSjJXq2iogDFR1njyhsBdVpbvDfjzU7" },
{ "type": "GENESIS", "recipient": "QgV4s3xnzLhVBEJxcYui4u4q11yhUHsd9v", "amount": "9876543210.12345678", "fee": 0 },
{ "type": "GENESIS", "recipient": "QgV4s3xnzLhVBEJxcYui4u4q11yhUHsd9v", "amount": "1000000000", "fee": 0 },
{ "type": "GENESIS", "recipient": "QixPbJUwsaHsVEofJdozU9zgVqkK6aYhrK", "amount": "1000000", "fee": 0 },
{ "type": "GENESIS", "recipient": "QaUpHNhT3Ygx6avRiKobuLdusppR5biXjL", "amount": "1000000", "fee": 0 },
{ "type": "GENESIS", "recipient": "Qci5m9k4rcwe4ruKrZZQKka4FzUUMut3er", "amount": "1000000", "fee": 0 },

View File

@ -14,7 +14,7 @@
"generatingBalance": "10000000",
"transactions": [
{ "type": "ISSUE_ASSET", "owner": "QcFmNxSArv5tWEzCtTKb2Lqc5QkKuQ7RNs", "assetName": "QORA", "description": "QORA native coin", "data": "", "quantity": 10000000000, "isDivisible": true, "fee": 0, "reference": "3Verk6ZKBJc3WTTVfxFC9icSjKdM8b92eeJEpJP8qNizG4ZszNFq8wdDYdSjJXq2iogDFR1njyhsBdVpbvDfjzU7" },
{ "type": "GENESIS", "recipient": "QgV4s3xnzLhVBEJxcYui4u4q11yhUHsd9v", "amount": "9876543210.12345678", "fee": 0 },
{ "type": "GENESIS", "recipient": "QgV4s3xnzLhVBEJxcYui4u4q11yhUHsd9v", "amount": "1000000000", "fee": 0 },
{ "type": "GENESIS", "recipient": "QixPbJUwsaHsVEofJdozU9zgVqkK6aYhrK", "amount": "1000000", "fee": 0 },
{ "type": "GENESIS", "recipient": "QaUpHNhT3Ygx6avRiKobuLdusppR5biXjL", "amount": "1000000", "fee": 0 },
{ "type": "GENESIS", "recipient": "Qci5m9k4rcwe4ruKrZZQKka4FzUUMut3er", "amount": "1000000", "fee": 0 },