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

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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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16
src/main/java/org/qora/asset/Order.java
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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();

74
src/main/java/org/qora/asset/Trade.java
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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);

82
src/main/java/org/qora/data/asset/TradeData.java
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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;
}

58
src/main/java/org/qora/repository/hsqldb/HSQLDBAssetRepository.java
View File

@@ -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);

5
src/main/java/org/qora/repository/hsqldb/HSQLDBDatabaseUpdates.java
View File

@@ -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;