Completing work on new asset trading changes

Changed API call GET /assets to NOT return asset "data" fields
as they can be huge. If need be, call GET /assets/info to fetch
a specific asset's data field.

Improve asset trade amount granularity, especially for indivisible
assets, under "new" pricing scheme only.

Added corresponding tests for granularity adjustments.

Fix/unify asset order logging text under "old" and "new"
pricing schemes.

Change asset order related API data models so that old "price" is
now "unitPrice" and add new "return" as in amount of want-asset
to receive if have-asset "amount" was fully matched.
(Affects OrderData, CreateAssetOrderTransactionData)

Some changes to the HSQLDB tables.

Don't forget to add "newAssetPricingTimestamp" to your blockchain config's
"featureTriggers" map.
This commit is contained in:
catbref
2019-04-03 18:00:20 +01:00
parent 60e562566e
commit 26e3adb92b
26 changed files with 211 additions and 93 deletions

View File

@@ -75,7 +75,7 @@ public class AssetsResource {
@GET
@Operation(
summary = "List all known assets",
summary = "List all known assets (without data field)",
responses = {
@ApiResponse(
description = "asset info",
@@ -100,7 +100,11 @@ public class AssetsResource {
ref = "reverse"
) @QueryParam("reverse") Boolean reverse) {
try (final Repository repository = RepositoryManager.getRepository()) {
return repository.getAssetRepository().getAllAssets(limit, offset, reverse);
List<AssetData> assets = repository.getAssetRepository().getAllAssets(limit, offset, reverse);
assets.forEach(asset -> asset.setData(null));
return assets;
} catch (DataException e) {
throw ApiExceptionFactory.INSTANCE.createException(request, ApiError.REPOSITORY_ISSUE, e);
}

View File

@@ -71,14 +71,22 @@ public class Order {
* @param theirPrice
* @return unit price of want asset
*/
public static BigDecimal calculateAmountGranularity(AssetData haveAssetData, AssetData wantAssetData, BigDecimal theirPrice) {
// Multiplier to scale BigDecimal.setScale(8) fractional amounts into integers, essentially 1e8
public static BigDecimal calculateAmountGranularity(AssetData haveAssetData, AssetData wantAssetData, OrderData theirOrderData) {
// Multiplier to scale BigDecimal fractional amounts into integer domain
BigInteger multiplier = BigInteger.valueOf(1_0000_0000L);
// Calculate the minimum increment at which I can buy using greatest-common-divisor
BigInteger haveAmount = multiplier; // 1 unit (* multiplier)
//BigInteger wantAmount = BigDecimal.valueOf(100_000_000L).setScale(Asset.BD_SCALE).divide(theirOrderData.getUnitPrice(), RoundingMode.DOWN).toBigInteger();
BigInteger wantAmount = theirPrice.movePointRight(8).toBigInteger();
BigInteger haveAmount;
BigInteger wantAmount;
if (theirOrderData.getTimestamp() >= BlockChain.getInstance().getNewAssetPricingTimestamp()) {
// "new" pricing scheme
haveAmount = theirOrderData.getAmount().movePointRight(8).toBigInteger();
wantAmount = theirOrderData.getWantAmount().movePointRight(8).toBigInteger();
} else {
// legacy "old" behaviour
haveAmount = multiplier; // 1 unit (* multiplier)
wantAmount = theirOrderData.getUnitPrice().movePointRight(8).toBigInteger();
}
BigInteger gcd = haveAmount.gcd(wantAmount);
haveAmount = haveAmount.divide(gcd);
@@ -115,7 +123,6 @@ public class Order {
if (LOGGER.getLevel().isMoreSpecificThan(Level.DEBUG))
return;
final boolean isNewPricing = orderData.getTimestamp() >= BlockChain.getInstance().getNewAssetPricingTimestamp();
final String weThey = isMatchingNotInitial ? "They" : "We";
AssetData haveAssetData = this.repository.getAssetRepository().fromAssetId(orderData.getHaveAssetId());
@@ -125,15 +132,9 @@ public class Order {
LOGGER.trace(String.format("%s have: %s %s", weThey, orderData.getAmount().stripTrailingZeros().toPlainString(), haveAssetData.getName()));
if (isNewPricing) {
LOGGER.trace(String.format("%s want: %s %s (@ %s %s each)", weThey,
orderData.getWantAmount().stripTrailingZeros().toPlainString(), wantAssetData.getName(),
orderData.getUnitPrice().toPlainString(), haveAssetData.getName()));
} else {
LOGGER.trace(String.format("%s want at least %s %s per %s (minimum %s %s total)", weThey,
orderData.getUnitPrice().toPlainString(), wantAssetData.getName(), haveAssetData.getName(),
orderData.getWantAmount().stripTrailingZeros().toPlainString(), wantAssetData.getName()));
}
LOGGER.trace(String.format("%s want at least %s %s per %s (minimum %s %s total)", weThey,
orderData.getUnitPrice().toPlainString(), wantAssetData.getName(), haveAssetData.getName(),
orderData.getWantAmount().stripTrailingZeros().toPlainString(), wantAssetData.getName()));
}
public void process() throws DataException {
@@ -254,18 +255,13 @@ public class Order {
if (matchedWantAmount.compareTo(BigDecimal.ZERO) <= 0)
continue;
// We can skip granularity if theirWantAmountLeft is an [integer] multiple of matchedWantAmount as that obviously fits
if (!isTheirOrderNewAssetPricing || theirWantAmountLeft.remainder(matchedWantAmount).compareTo(BigDecimal.ZERO) > 0) {
// Not an integer multiple so do granularity check
// Calculate want-amount granularity, based on price and both assets' divisibility, so that have-amount traded is a valid amount (integer or to 8 d.p.)
BigDecimal wantGranularity = calculateAmountGranularity(haveAssetData, wantAssetData, theirOrderData);
LOGGER.trace("wantGranularity (want-asset amount granularity): " + wantGranularity.stripTrailingZeros().toPlainString() + " " + wantAssetData.getName());
// Calculate amount granularity based on both assets' divisibility
BigDecimal wantGranularity = calculateAmountGranularity(haveAssetData, wantAssetData, theirOrderData.getUnitPrice());
LOGGER.trace("wantGranularity (want-asset amount granularity): " + wantGranularity.stripTrailingZeros().toPlainString() + " " + wantAssetData.getName());
// Reduce matched amount (if need be) to fit granularity
matchedWantAmount = matchedWantAmount.subtract(matchedWantAmount.remainder(wantGranularity));
LOGGER.trace("matchedWantAmount adjusted for granularity: " + matchedWantAmount.stripTrailingZeros().toPlainString() + " " + wantAssetData.getName());
}
// Reduce matched amount (if need be) to fit granularity
matchedWantAmount = matchedWantAmount.subtract(matchedWantAmount.remainder(wantGranularity));
LOGGER.trace("matchedWantAmount adjusted for granularity: " + matchedWantAmount.stripTrailingZeros().toPlainString() + " " + wantAssetData.getName());
// If we can't buy anything then try another order
if (matchedWantAmount.compareTo(BigDecimal.ZERO) <= 0)

View File

@@ -4,6 +4,7 @@ import java.math.BigDecimal;
import javax.xml.bind.annotation.XmlAccessType;
import javax.xml.bind.annotation.XmlAccessorType;
import javax.xml.bind.annotation.XmlElement;
import io.swagger.v3.oas.annotations.media.Schema;
@@ -24,7 +25,8 @@ public class OrderData implements Comparable<OrderData> {
@Schema(description = "amount of \"have\" asset to trade")
private BigDecimal amount;
@Schema(description = "amount of \"want\" asset to receive")
@Schema(name = "return", description = "amount of \"want\" asset to receive")
@XmlElement(name = "return")
private BigDecimal wantAmount;
@Schema(description = "amount of \"want\" asset to receive per unit of \"have\" asset traded")

View File

@@ -22,8 +22,9 @@ public class CreateAssetOrderTransactionData extends TransactionData {
private long wantAssetId;
@Schema(description = "amount of \"have\" asset to trade")
private BigDecimal amount;
@Schema(description = "amount of \"want\" asset to receive")
private BigDecimal price;
@Schema(name = "return", description = "amount of \"want\" asset to receive")
@XmlElement(name = "return")
private BigDecimal wantAmount;
// Constructors
@@ -33,18 +34,18 @@ public class CreateAssetOrderTransactionData extends TransactionData {
}
public CreateAssetOrderTransactionData(long timestamp, int txGroupId, byte[] reference, byte[] creatorPublicKey, long haveAssetId, long wantAssetId,
BigDecimal amount, BigDecimal price, BigDecimal fee, byte[] signature) {
BigDecimal amount, BigDecimal wantAmount, BigDecimal fee, byte[] signature) {
super(TransactionType.CREATE_ASSET_ORDER, timestamp, txGroupId, reference, creatorPublicKey, fee, signature);
this.haveAssetId = haveAssetId;
this.wantAssetId = wantAssetId;
this.amount = amount;
this.price = price;
this.wantAmount = wantAmount;
}
public CreateAssetOrderTransactionData(long timestamp, int txGroupId, byte[] reference, byte[] creatorPublicKey, long haveAssetId, long wantAssetId,
BigDecimal amount, BigDecimal price, BigDecimal fee) {
this(timestamp, txGroupId, reference, creatorPublicKey, haveAssetId, wantAssetId, amount, price, fee, null);
BigDecimal amount, BigDecimal wantAmount, BigDecimal fee) {
this(timestamp, txGroupId, reference, creatorPublicKey, haveAssetId, wantAssetId, amount, wantAmount, fee, null);
}
// Getters/Setters
@@ -61,8 +62,8 @@ public class CreateAssetOrderTransactionData extends TransactionData {
return this.amount;
}
public BigDecimal getPrice() {
return this.price;
public BigDecimal getWantAmount() {
return this.wantAmount;
}
// Re-expose creatorPublicKey for this transaction type for JAXB

View File

@@ -651,8 +651,8 @@ public class HSQLDBDatabaseUpdates {
stmt.execute("UPDATE AssetOrders set want_amount = amount * unit_price");
// want-amounts all set, so disallow NULL
stmt.execute("ALTER TABLE AssetOrders ALTER COLUMN want_amount SET NOT NULL");
// Convert old "price" into buying unit price
stmt.execute("UPDATE AssetOrders set unit_price = 1 / unit_price");
// Rename corresponding column in CreateAssetOrderTransactions
stmt.execute("ALTER TABLE CreateAssetOrderTransactions ALTER COLUMN price RENAME TO want_amount");
break;
default:

View File

@@ -18,16 +18,16 @@ public class HSQLDBCreateAssetOrderTransactionRepository extends HSQLDBTransacti
TransactionData fromBase(long timestamp, int txGroupId, byte[] reference, byte[] creatorPublicKey, BigDecimal fee, byte[] signature) throws DataException {
try (ResultSet resultSet = this.repository
.checkedExecute("SELECT have_asset_id, amount, want_asset_id, price FROM CreateAssetOrderTransactions WHERE signature = ?", signature)) {
.checkedExecute("SELECT have_asset_id, amount, want_asset_id, want_amount FROM CreateAssetOrderTransactions WHERE signature = ?", signature)) {
if (resultSet == null)
return null;
long haveAssetId = resultSet.getLong(1);
BigDecimal amount = resultSet.getBigDecimal(2);
long wantAssetId = resultSet.getLong(3);
BigDecimal price = resultSet.getBigDecimal(4);
BigDecimal wantAmount = resultSet.getBigDecimal(4);
return new CreateAssetOrderTransactionData(timestamp, txGroupId, reference, creatorPublicKey, haveAssetId, wantAssetId, amount, price, fee, signature);
return new CreateAssetOrderTransactionData(timestamp, txGroupId, reference, creatorPublicKey, haveAssetId, wantAssetId, amount, wantAmount, fee, signature);
} catch (SQLException e) {
throw new DataException("Unable to fetch create order transaction from repository", e);
}
@@ -41,7 +41,7 @@ public class HSQLDBCreateAssetOrderTransactionRepository extends HSQLDBTransacti
saveHelper.bind("signature", createOrderTransactionData.getSignature()).bind("creator", createOrderTransactionData.getCreatorPublicKey())
.bind("have_asset_id", createOrderTransactionData.getHaveAssetId()).bind("amount", createOrderTransactionData.getAmount())
.bind("want_asset_id", createOrderTransactionData.getWantAssetId()).bind("price", createOrderTransactionData.getPrice());
.bind("want_asset_id", createOrderTransactionData.getWantAssetId()).bind("want_amount", createOrderTransactionData.getWantAmount());
try {
saveHelper.execute(this.repository);

View File

@@ -83,7 +83,7 @@ public class CreateAssetOrderTransaction extends Transaction {
return ValidationResult.NEGATIVE_AMOUNT;
// Check price is positive
if (createOrderTransactionData.getPrice().compareTo(BigDecimal.ZERO) <= 0)
if (createOrderTransactionData.getWantAmount().compareTo(BigDecimal.ZERO) <= 0)
return ValidationResult.NEGATIVE_PRICE;
// Check fee is positive
@@ -133,12 +133,12 @@ public class CreateAssetOrderTransaction extends Transaction {
// Check total return from fulfilled order would be integer if "want" asset is not divisible
if (createOrderTransactionData.getTimestamp() >= BlockChain.getInstance().getNewAssetPricingTimestamp()) {
// "new" asset pricing
if (!wantAssetData.getIsDivisible() && createOrderTransactionData.getPrice().stripTrailingZeros().scale() > 0)
if (!wantAssetData.getIsDivisible() && createOrderTransactionData.getWantAmount().stripTrailingZeros().scale() > 0)
return ValidationResult.INVALID_RETURN;
} else {
// "old" asset pricing
if (!wantAssetData.getIsDivisible()
&& createOrderTransactionData.getAmount().multiply(createOrderTransactionData.getPrice()).stripTrailingZeros().scale() > 0)
&& createOrderTransactionData.getAmount().multiply(createOrderTransactionData.getWantAmount()).stripTrailingZeros().scale() > 0)
return ValidationResult.INVALID_RETURN;
}
@@ -166,12 +166,12 @@ public class CreateAssetOrderTransaction extends Transaction {
if (createOrderTransactionData.getTimestamp() >= BlockChain.getInstance().getNewAssetPricingTimestamp()) {
// "new" asset pricing: want-amount provided, unit price to be calculated
wantAmount = createOrderTransactionData.getPrice();
wantAmount = createOrderTransactionData.getWantAmount();
unitPrice = wantAmount.setScale(Order.BD_PRICE_STORAGE_SCALE).divide(createOrderTransactionData.getAmount().setScale(Order.BD_PRICE_STORAGE_SCALE), RoundingMode.DOWN);
} else {
// "old" asset pricing: selling unit price provided, want-amount to be calculated
wantAmount = createOrderTransactionData.getAmount().multiply(createOrderTransactionData.getPrice());
unitPrice = createOrderTransactionData.getPrice();
wantAmount = createOrderTransactionData.getAmount().multiply(createOrderTransactionData.getWantAmount());
unitPrice = createOrderTransactionData.getWantAmount(); // getWantAmount() was getPrice() in the "old" pricing scheme
}
// Process the order itself

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@@ -88,7 +88,7 @@ public class CreateAssetOrderTransactionTransformer extends TransactionTransform
Serialization.serializeBigDecimal(bytes, createOrderTransactionData.getAmount(), AMOUNT_LENGTH);
// Under "new" asset pricing, this is actually the want-amount
Serialization.serializeBigDecimal(bytes, createOrderTransactionData.getPrice(), AMOUNT_LENGTH);
Serialization.serializeBigDecimal(bytes, createOrderTransactionData.getWantAmount(), AMOUNT_LENGTH);
Serialization.serializeBigDecimal(bytes, createOrderTransactionData.getFee());
@@ -128,7 +128,7 @@ public class CreateAssetOrderTransactionTransformer extends TransactionTransform
Serialization.serializeBigDecimal(bytes, createOrderTransactionData.getAmount(), AMOUNT_LENGTH);
// This is the crucial difference
Serialization.serializeBigDecimal(bytes, createOrderTransactionData.getPrice(), FEE_LENGTH);
Serialization.serializeBigDecimal(bytes, createOrderTransactionData.getWantAmount(), FEE_LENGTH);
Serialization.serializeBigDecimal(bytes, createOrderTransactionData.getFee());