forked from Qortal/qortal
Interim commit on new asset trading schema
Better order matching, especially in situations where inexact fractional representations (e.g. 1/12) or rounding issues might occur. Also better matching with indivisible assets. Essentially change ordering from have-amount & price to have-amount and want-return, leaving unit price to be calculated internally to a finer degree (in some cases to 48 decimal points). Corresponding unit tests to cover both legacy and new scenarios. Support for tests to switch between blockchain configs. "New" pricing schema is its own 'feature trigger' independent from general qorav2 switch. Safety checks added during trading process. HSQLDB schema changes (will probably need careful conflict resolution on merge). Still to do: API changes etc.
This commit is contained in:
parent
031657878e
commit
60e562566e
@ -20,9 +20,9 @@ public class AggregatedOrder {
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this.orderData = orderData;
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}
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@XmlElement(name = "price")
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public BigDecimal getPrice() {
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return this.orderData.getPrice();
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@XmlElement(name = "unitPrice")
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public BigDecimal getUnitPrice() {
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return this.orderData.getUnitPrice();
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}
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@XmlElement(name = "unfulfilled")
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@ -20,7 +20,7 @@ public class Asset {
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public static final int MAX_DESCRIPTION_SIZE = 4000;
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public static final int MAX_DATA_SIZE = 400000;
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public static final long MAX_DIVISIBLE_QUANTITY = 10_000_000_000L;
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public static final long MAX_DIVISIBLE_QUANTITY = 10_000_000_000L; // but also to 8 decimal places
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public static final long MAX_INDIVISIBLE_QUANTITY = 1_000_000_000_000_000_000L;
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// Properties
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@ -6,6 +6,7 @@ import java.math.RoundingMode;
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import java.util.Arrays;
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import java.util.List;
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import org.apache.logging.log4j.Level;
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import org.apache.logging.log4j.LogManager;
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import org.apache.logging.log4j.Logger;
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import org.qora.account.Account;
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@ -22,6 +23,11 @@ import com.google.common.hash.HashCode;
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public class Order {
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/** BigDecimal scale for representing unit price in asset orders. */
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public static final int BD_PRICE_SCALE = 38;
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/** BigDecimal scale for representing unit price in asset orders in storage context. */
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public static final int BD_PRICE_STORAGE_SCALE = BD_PRICE_SCALE + 10;
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private static final Logger LOGGER = LogManager.getLogger(Order.class);
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// Properties
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@ -59,33 +65,41 @@ public class Order {
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return Order.isFulfilled(this.orderData);
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}
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public BigDecimal calculateAmountGranularity(AssetData haveAssetData, AssetData wantAssetData, OrderData theirOrderData) {
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// 100 million to scale BigDecimal.setScale(8) fractional amounts into integers, essentially 1e8
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BigInteger multiplier = BigInteger.valueOf(100_000_000L);
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/**
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* Returns want-asset granularity/unit-size given price.
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* <p>
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* @param theirPrice
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* @return unit price of want asset
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*/
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public static BigDecimal calculateAmountGranularity(AssetData haveAssetData, AssetData wantAssetData, BigDecimal theirPrice) {
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// Multiplier to scale BigDecimal.setScale(8) fractional amounts into integers, essentially 1e8
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BigInteger multiplier = BigInteger.valueOf(1_0000_0000L);
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// Calculate the minimum increment at which I can buy using greatest-common-divisor
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BigInteger haveAmount = BigInteger.ONE.multiply(multiplier);
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BigInteger priceAmount = theirOrderData.getPrice().multiply(new BigDecimal(multiplier)).toBigInteger();
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BigInteger gcd = haveAmount.gcd(priceAmount);
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BigInteger haveAmount = multiplier; // 1 unit (* multiplier)
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//BigInteger wantAmount = BigDecimal.valueOf(100_000_000L).setScale(Asset.BD_SCALE).divide(theirOrderData.getUnitPrice(), RoundingMode.DOWN).toBigInteger();
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BigInteger wantAmount = theirPrice.movePointRight(8).toBigInteger();
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BigInteger gcd = haveAmount.gcd(wantAmount);
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haveAmount = haveAmount.divide(gcd);
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priceAmount = priceAmount.divide(gcd);
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wantAmount = wantAmount.divide(gcd);
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// Calculate GCD in combination with divisibility
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if (wantAssetData.getIsDivisible())
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haveAmount = haveAmount.multiply(multiplier);
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if (haveAssetData.getIsDivisible())
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priceAmount = priceAmount.multiply(multiplier);
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wantAmount = wantAmount.multiply(multiplier);
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gcd = haveAmount.gcd(priceAmount);
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gcd = haveAmount.gcd(wantAmount);
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// Calculate the increment at which we have to buy
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BigDecimal increment = new BigDecimal(haveAmount.divide(gcd));
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// Calculate the granularity at which we have to buy
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BigDecimal granularity = new BigDecimal(haveAmount.divide(gcd));
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if (wantAssetData.getIsDivisible())
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increment = increment.divide(new BigDecimal(multiplier));
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granularity = granularity.movePointLeft(8);
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// Return
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return increment;
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return granularity;
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}
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// Navigation
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@ -96,6 +110,32 @@ public class Order {
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// Processing
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private void logOrder(String orderPrefix, boolean isMatchingNotInitial, OrderData orderData) throws DataException {
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// Avoid calculations if possible
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if (LOGGER.getLevel().isMoreSpecificThan(Level.DEBUG))
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return;
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final boolean isNewPricing = orderData.getTimestamp() >= BlockChain.getInstance().getNewAssetPricingTimestamp();
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final String weThey = isMatchingNotInitial ? "They" : "We";
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AssetData haveAssetData = this.repository.getAssetRepository().fromAssetId(orderData.getHaveAssetId());
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AssetData wantAssetData = this.repository.getAssetRepository().fromAssetId(orderData.getWantAssetId());
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LOGGER.debug(String.format("%s %s", orderPrefix, HashCode.fromBytes(orderData.getOrderId()).toString()));
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LOGGER.trace(String.format("%s have: %s %s", weThey, orderData.getAmount().stripTrailingZeros().toPlainString(), haveAssetData.getName()));
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if (isNewPricing) {
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LOGGER.trace(String.format("%s want: %s %s (@ %s %s each)", weThey,
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orderData.getWantAmount().stripTrailingZeros().toPlainString(), wantAssetData.getName(),
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orderData.getUnitPrice().toPlainString(), haveAssetData.getName()));
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} else {
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LOGGER.trace(String.format("%s want at least %s %s per %s (minimum %s %s total)", weThey,
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orderData.getUnitPrice().toPlainString(), wantAssetData.getName(), haveAssetData.getName(),
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orderData.getWantAmount().stripTrailingZeros().toPlainString(), wantAssetData.getName()));
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}
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}
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public void process() throws DataException {
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AssetRepository assetRepository = this.repository.getAssetRepository();
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@ -111,64 +151,57 @@ public class Order {
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// Save this order into repository so it's available for matching, possibly by itself
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this.repository.getAssetRepository().save(this.orderData);
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boolean isOurOrderV2 = this.orderData.getTimestamp() >= BlockChain.getInstance().getQoraV2Timestamp();
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/*
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* Our order example ("old"):
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*
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* haveAssetId=[GOLD], amount=10,000, wantAssetId=[QORA], price=0.002
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*
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* This translates to "we have 10,000 GOLD and want to buy QORA at a price of 0.002 QORA per GOLD"
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*
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* So if our order matched, we'd end up with 10,000 * 0.002 = 20 QORA, essentially costing 1/0.002 = 500 GOLD each.
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*
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* So 500 GOLD [each] is our (selling) unit price and want-amount is 20 QORA.
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*
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* Another example (showing representation error and hence move to "new" pricing):
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* haveAssetId=[QORA], amount=24, wantAssetId=[GOLD], price=0.08333333
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* unit price: 12.00000048 GOLD, want-amount: 1.9999992 GOLD
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*/
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// Attempt to match orders
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LOGGER.debug("Processing our order " + HashCode.fromBytes(this.orderData.getOrderId()).toString());
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LOGGER.trace("We have: " + this.orderData.getAmount().toPlainString() + " " + haveAssetData.getName());
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if (isOurOrderV2)
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LOGGER.trace("We want " + this.orderData.getPrice().toPlainString() + " " + wantAssetData.getName());
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else
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LOGGER.trace("We want " + this.orderData.getPrice().toPlainString() + " " + wantAssetData.getName() + " per " + haveAssetData.getName());
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/*
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* Our order example ("new"):
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*
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* haveAssetId=[GOLD], amount=10,000, wantAssetId=0 (QORA), want-amount=20
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*
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* This translates to "we have 10,000 GOLD and want to buy 20 QORA"
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*
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* So if our order matched, we'd end up with 20 QORA, essentially costing 10,000 / 20 = 500 GOLD each.
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*
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* So 500 GOLD [each] is our (selling) unit price and want-amount is 20 QORA.
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*
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* Another example:
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* haveAssetId=[QORA], amount=24, wantAssetId=[GOLD], want-amount=2
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* unit price: 12.00000000 GOLD, want-amount: 2.00000000 GOLD
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*/
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logOrder("Processing our order", false, this.orderData);
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// Fetch corresponding open orders that might potentially match, hence reversed want/have assetId args.
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// Returned orders are sorted with lowest "price" first.
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List<OrderData> orders = assetRepository.getOpenOrders(wantAssetId, haveAssetId);
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LOGGER.trace("Open orders fetched from repository: " + orders.size());
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/*
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* Our order example (V1):
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*
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* haveAssetId=[GOLD], amount=10,000, wantAssetId=0 (QORA), price=0.002
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*
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* This translates to "we have 10,000 GOLD and want to buy QORA at a price of 0.002 QORA per GOLD"
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*
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* So if our order matched, we'd end up with 10,000 * 0.002 = 20 QORA, essentially costing 1/0.002 = 500 GOLD each.
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*
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* So 500 GOLD [each] is our "buyingPrice".
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*
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* Our order example (V2):
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*
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* haveAssetId=[GOLD], amount=10,000, wantAssetId=0 (QORA), price=20
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*
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* This translates to "we have 10,000 GOLD and want to buy 20 QORA"
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*
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* So if our order matched, we'd end up with 20 QORA, essentially costing 10,000 / 20 = 500 GOLD each.
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*
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* So 500 GOLD [each] is our "buyingPrice".
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*/
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BigDecimal ourAmount = this.orderData.getAmount();
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BigDecimal ourPrice;
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if (isOurOrderV2)
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ourPrice = ourAmount.divide(this.orderData.getPrice(), RoundingMode.DOWN);
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else
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ourPrice = this.orderData.getPrice();
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if (orders.isEmpty())
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return;
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// Attempt to match orders
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BigDecimal ourUnitPrice = this.orderData.getUnitPrice();
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LOGGER.trace(String.format("Our minimum price: %s %s per %s", ourUnitPrice.toPlainString(), wantAssetData.getName(), haveAssetData.getName()));
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for (OrderData theirOrderData : orders) {
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LOGGER.trace("Considering order " + HashCode.fromBytes(theirOrderData.getOrderId()).toString());
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// Note swapped use of have/want asset data as this is from 'their' perspective.
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LOGGER.trace("They have: " + theirOrderData.getAmount().toPlainString() + " " + wantAssetData.getName());
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boolean isTheirOrderV2 = theirOrderData.getTimestamp() >= BlockChain.getInstance().getQoraV2Timestamp();
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if (isTheirOrderV2)
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LOGGER.trace("They want " + theirOrderData.getPrice().toPlainString() + " " + haveAssetData.getName());
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else
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LOGGER.trace("They want " + theirOrderData.getPrice().toPlainString() + " " + haveAssetData.getName() + " per " + wantAssetData.getName());
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logOrder("Considering order", true, theirOrderData);
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/*
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* Potential matching order example (V1):
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* Potential matching order example ("old"):
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*
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* haveAssetId=0 (QORA), amount=40, wantAssetId=[GOLD], price=486
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*
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@ -176,9 +209,11 @@ public class Order {
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*
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* So if their order matched, they'd end up with 40 * 486 = 19,440 GOLD, essentially costing 1/486 = 0.00205761 QORA each.
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*
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* So 0.00205761 QORA [each] is their "buyingPrice".
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*
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* Potential matching order example (V2):
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* So 0.00205761 QORA [each] is their unit price and maximum amount is 19,440 GOLD.
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*/
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/*
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* Potential matching order example ("new"):
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*
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* haveAssetId=0 (QORA), amount=40, wantAssetId=[GOLD], price=19,440
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*
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@ -186,69 +221,124 @@ public class Order {
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*
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* So if their order matched, they'd end up with 19,440 GOLD, essentially costing 40 / 19,440 = 0.00205761 QORA each.
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*
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* So 0.00205761 QORA [each] is their "buyingPrice".
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* So 0.00205761 QORA [each] is their unit price and maximum amount is 19,440 GOLD.
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*/
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// Round down otherwise their buyingPrice would be better than advertised and cause issues
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BigDecimal theirBuyingPrice;
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boolean isTheirOrderNewAssetPricing = theirOrderData.getTimestamp() >= BlockChain.getInstance().getNewAssetPricingTimestamp();
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if (isTheirOrderV2)
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theirBuyingPrice = theirOrderData.getAmount().divide(theirOrderData.getPrice(), RoundingMode.DOWN);
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else
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theirBuyingPrice = BigDecimal.ONE.setScale(8).divide(theirOrderData.getPrice(), RoundingMode.DOWN);
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LOGGER.trace("theirBuyingPrice: " + theirBuyingPrice.toPlainString() + " " + wantAssetData.getName() + " per " + haveAssetData.getName());
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BigDecimal theirBuyingPrice = BigDecimal.ONE.setScale(isTheirOrderNewAssetPricing ? Order.BD_PRICE_STORAGE_SCALE : 8).divide(theirOrderData.getUnitPrice(), RoundingMode.DOWN);
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LOGGER.trace(String.format("Their price: %s %s per %s", theirBuyingPrice.toPlainString(), wantAssetData.getName(), haveAssetData.getName()));
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// If their buyingPrice is less than what we're willing to pay then we're done as prices only get worse as we iterate through list of orders
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if (theirBuyingPrice.compareTo(ourPrice) < 0)
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// 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
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if (theirBuyingPrice.compareTo(ourUnitPrice) < 0)
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break;
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// Calculate how many want-asset we could buy at their price
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BigDecimal ourAmountLeft = this.getAmountLeft().multiply(theirBuyingPrice).setScale(8, RoundingMode.DOWN);
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LOGGER.trace("ourAmountLeft (max we could buy at their price): " + ourAmountLeft.toPlainString() + " " + wantAssetData.getName());
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BigDecimal ourMaxWantAmount = this.getAmountLeft().multiply(theirBuyingPrice).setScale(8, RoundingMode.DOWN);
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LOGGER.trace("ourMaxWantAmount (max we could buy at their price): " + ourMaxWantAmount.stripTrailingZeros().toPlainString() + " " + wantAssetData.getName());
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// How many want-asset is remaining available in this order
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BigDecimal theirAmountLeft = Order.getAmountLeft(theirOrderData);
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LOGGER.trace("theirAmountLeft (max amount remaining in order): " + theirAmountLeft.toPlainString() + " " + wantAssetData.getName());
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if (isTheirOrderNewAssetPricing) {
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ourMaxWantAmount = ourMaxWantAmount.max(this.getAmountLeft().divide(theirOrderData.getUnitPrice(), RoundingMode.DOWN).setScale(8, RoundingMode.DOWN));
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LOGGER.trace("ourMaxWantAmount (max we could buy at their price) using inverted calculation: " + ourMaxWantAmount.stripTrailingZeros().toPlainString() + " " + wantAssetData.getName());
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}
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// How many want-asset is remaining available in their order. (have-asset amount from their perspective).
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BigDecimal theirWantAmountLeft = Order.getAmountLeft(theirOrderData);
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LOGGER.trace("theirWantAmountLeft (max amount remaining in their order): " + theirWantAmountLeft.stripTrailingZeros().toPlainString() + " " + wantAssetData.getName());
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// So matchable want-asset amount is the minimum of above two values
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BigDecimal matchedAmount = ourAmountLeft.min(theirAmountLeft);
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LOGGER.trace("matchedAmount: " + matchedAmount.toPlainString() + " " + wantAssetData.getName());
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BigDecimal matchedWantAmount = ourMaxWantAmount.min(theirWantAmountLeft);
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LOGGER.trace("matchedWantAmount: " + matchedWantAmount.stripTrailingZeros().toPlainString() + " " + wantAssetData.getName());
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// If we can't buy anything then try another order
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if (matchedAmount.compareTo(BigDecimal.ZERO) <= 0)
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if (matchedWantAmount.compareTo(BigDecimal.ZERO) <= 0)
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continue;
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// Calculate amount granularity based on both assets' divisibility
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BigDecimal increment = this.calculateAmountGranularity(haveAssetData, wantAssetData, theirOrderData);
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LOGGER.trace("increment (want-asset amount granularity): " + increment.toPlainString() + " " + wantAssetData.getName());
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matchedAmount = matchedAmount.subtract(matchedAmount.remainder(increment));
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LOGGER.trace("matchedAmount adjusted for granularity: " + matchedAmount.toPlainString() + " " + wantAssetData.getName());
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// We can skip granularity if theirWantAmountLeft is an [integer] multiple of matchedWantAmount as that obviously fits
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if (!isTheirOrderNewAssetPricing || theirWantAmountLeft.remainder(matchedWantAmount).compareTo(BigDecimal.ZERO) > 0) {
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// Not an integer multiple so do granularity check
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// Calculate amount granularity based on both assets' divisibility
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BigDecimal wantGranularity = calculateAmountGranularity(haveAssetData, wantAssetData, theirOrderData.getUnitPrice());
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LOGGER.trace("wantGranularity (want-asset amount granularity): " + wantGranularity.stripTrailingZeros().toPlainString() + " " + wantAssetData.getName());
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// Reduce matched amount (if need be) to fit granularity
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matchedWantAmount = matchedWantAmount.subtract(matchedWantAmount.remainder(wantGranularity));
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LOGGER.trace("matchedWantAmount adjusted for granularity: " + matchedWantAmount.stripTrailingZeros().toPlainString() + " " + wantAssetData.getName());
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}
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// If we can't buy anything then try another order
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if (matchedAmount.compareTo(BigDecimal.ZERO) <= 0)
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if (matchedWantAmount.compareTo(BigDecimal.ZERO) <= 0)
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continue;
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// Safety checks
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if (matchedWantAmount.compareTo(Order.getAmountLeft(theirOrderData)) > 0) {
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Account participant = new PublicKeyAccount(this.repository, theirOrderData.getCreatorPublicKey());
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String message = String.format("Refusing to trade more %s then requested %s [assetId %d] for %s",
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matchedWantAmount.toPlainString(), Order.getAmountLeft(theirOrderData).toPlainString(), wantAssetId, participant.getAddress());
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LOGGER.error(message);
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throw new DataException(message);
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}
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if (!wantAssetData.getIsDivisible() && matchedWantAmount.stripTrailingZeros().scale() > 0) {
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Account participant = new PublicKeyAccount(this.repository, theirOrderData.getCreatorPublicKey());
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String message = String.format("Refusing to trade fractional %s [indivisible assetId %d] for %s",
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matchedWantAmount.toPlainString(), wantAssetId, participant.getAddress());
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LOGGER.error(message);
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throw new DataException(message);
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}
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// Trade can go ahead!
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// Calculate the total cost to us, in have-asset, based on their price
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BigDecimal tradePrice;
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if (isTheirOrderV2)
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tradePrice = matchedAmount.divide(theirBuyingPrice).setScale(8); // XXX is this right?
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else
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tradePrice = matchedAmount.multiply(theirOrderData.getPrice()).setScale(8);
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LOGGER.trace("tradePrice ('want' trade agreed): " + tradePrice.toPlainString() + " " + haveAssetData.getName());
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BigDecimal haveAmountTraded;
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if (isTheirOrderNewAssetPricing) {
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BigDecimal theirTruncatedPrice = theirBuyingPrice.setScale(Order.BD_PRICE_SCALE, RoundingMode.DOWN);
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BigDecimal ourTruncatedPrice = ourUnitPrice.setScale(Order.BD_PRICE_SCALE, RoundingMode.DOWN);
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// Safety check
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if (theirTruncatedPrice.compareTo(ourTruncatedPrice) < 0) {
|
||||
String message = String.format("Refusing to trade at worse price %s than our minimum of %s",
|
||||
theirTruncatedPrice.toPlainString(), ourTruncatedPrice.toPlainString(), creator.getAddress());
|
||||
LOGGER.error(message);
|
||||
throw new DataException(message);
|
||||
}
|
||||
|
||||
haveAmountTraded = matchedWantAmount.divide(theirTruncatedPrice, RoundingMode.DOWN).setScale(8, RoundingMode.DOWN);
|
||||
} else {
|
||||
haveAmountTraded = matchedWantAmount.multiply(theirOrderData.getUnitPrice()).setScale(8, RoundingMode.DOWN);
|
||||
}
|
||||
LOGGER.trace("haveAmountTraded: " + haveAmountTraded.stripTrailingZeros().toPlainString() + " " + haveAssetData.getName());
|
||||
|
||||
// Safety checks
|
||||
if (haveAmountTraded.compareTo(this.getAmountLeft()) > 0) {
|
||||
String message = String.format("Refusing to trade more %s then requested %s [assetId %d] for %s",
|
||||
haveAmountTraded.toPlainString(), this.getAmountLeft().toPlainString(), haveAssetId, creator.getAddress());
|
||||
LOGGER.error(message);
|
||||
throw new DataException(message);
|
||||
}
|
||||
|
||||
if (!haveAssetData.getIsDivisible() && haveAmountTraded.stripTrailingZeros().scale() > 0) {
|
||||
String message = String.format("Refusing to trade fractional %s [indivisible assetId %d] for %s",
|
||||
haveAmountTraded.toPlainString(), haveAssetId, creator.getAddress());
|
||||
LOGGER.error(message);
|
||||
throw new DataException(message);
|
||||
}
|
||||
|
||||
// Construct trade
|
||||
TradeData tradeData = new TradeData(this.orderData.getOrderId(), theirOrderData.getOrderId(), matchedAmount, tradePrice,
|
||||
TradeData tradeData = new TradeData(this.orderData.getOrderId(), theirOrderData.getOrderId(), matchedWantAmount, haveAmountTraded,
|
||||
this.orderData.getTimestamp());
|
||||
// Process trade, updating corresponding orders in repository
|
||||
Trade trade = new Trade(this.repository, tradeData);
|
||||
trade.process();
|
||||
|
||||
// Update our order in terms of fulfilment, etc. but do not save into repository as that's handled by Trade above
|
||||
this.orderData.setFulfilled(this.orderData.getFulfilled().add(tradePrice));
|
||||
LOGGER.trace("Updated our order's fulfilled amount to: " + this.orderData.getFulfilled().toPlainString() + " " + haveAssetData.getName());
|
||||
LOGGER.trace("Our order's amount remaining: " + this.getAmountLeft().toPlainString() + " " + haveAssetData.getName());
|
||||
this.orderData.setFulfilled(this.orderData.getFulfilled().add(haveAmountTraded));
|
||||
LOGGER.trace("Updated our order's fulfilled amount to: " + this.orderData.getFulfilled().stripTrailingZeros().toPlainString() + " " + haveAssetData.getName());
|
||||
LOGGER.trace("Our order's amount remaining: " + this.getAmountLeft().stripTrailingZeros().toPlainString() + " " + haveAssetData.getName());
|
||||
|
||||
// Continue on to process other open orders if we still have amount left to match
|
||||
if (this.getAmountLeft().compareTo(BigDecimal.ZERO) <= 0)
|
||||
|
@ -74,7 +74,8 @@ public class BlockChain {
|
||||
votingTimestamp,
|
||||
arbitraryTimestamp,
|
||||
powfixTimestamp,
|
||||
v2Timestamp;
|
||||
v2Timestamp,
|
||||
newAssetPricingTimestamp;
|
||||
}
|
||||
|
||||
/** Map of which blockchain features are enabled when (height/timestamp) */
|
||||
@ -251,6 +252,10 @@ public class BlockChain {
|
||||
return featureTriggers.get("v2Timestamp");
|
||||
}
|
||||
|
||||
public long getNewAssetPricingTimestamp() {
|
||||
return featureTriggers.get("newAssetPricingTimestamp");
|
||||
}
|
||||
|
||||
/** Validate blockchain config read from JSON */
|
||||
private void validateConfig() {
|
||||
if (this.genesisInfo == null) {
|
||||
|
@ -24,8 +24,11 @@ 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")
|
||||
private BigDecimal wantAmount;
|
||||
|
||||
@Schema(description = "amount of \"want\" asset to receive per unit of \"have\" asset traded")
|
||||
private BigDecimal price;
|
||||
private BigDecimal unitPrice;
|
||||
|
||||
@Schema(description = "how much \"have\" asset has traded")
|
||||
private BigDecimal fulfilled;
|
||||
@ -44,22 +47,24 @@ public class OrderData implements Comparable<OrderData> {
|
||||
protected OrderData() {
|
||||
}
|
||||
|
||||
public OrderData(byte[] orderId, byte[] creatorPublicKey, long haveAssetId, long wantAssetId, BigDecimal amount, BigDecimal fulfilled, BigDecimal price,
|
||||
long timestamp, boolean isClosed, boolean isFulfilled) {
|
||||
public OrderData(byte[] orderId, byte[] creatorPublicKey, long haveAssetId, long wantAssetId, BigDecimal amount, BigDecimal fulfilled, BigDecimal wantAmount,
|
||||
BigDecimal unitPrice, long timestamp, boolean isClosed, boolean isFulfilled) {
|
||||
this.orderId = orderId;
|
||||
this.creatorPublicKey = creatorPublicKey;
|
||||
this.haveAssetId = haveAssetId;
|
||||
this.wantAssetId = wantAssetId;
|
||||
this.amount = amount;
|
||||
this.fulfilled = fulfilled;
|
||||
this.price = price;
|
||||
this.wantAmount = wantAmount;
|
||||
this.unitPrice = unitPrice;
|
||||
this.timestamp = timestamp;
|
||||
this.isClosed = isClosed;
|
||||
this.isFulfilled = isFulfilled;
|
||||
}
|
||||
|
||||
public OrderData(byte[] orderId, byte[] creatorPublicKey, long haveAssetId, long wantAssetId, BigDecimal amount, BigDecimal price, long timestamp) {
|
||||
this(orderId, creatorPublicKey, haveAssetId, wantAssetId, amount, BigDecimal.ZERO.setScale(8), price, timestamp, false, false);
|
||||
/** Constructs OrderData using typical deserialized network data */
|
||||
public OrderData(byte[] orderId, byte[] creatorPublicKey, long haveAssetId, long wantAssetId, BigDecimal amount, BigDecimal wantAmount, BigDecimal unitPrice, long timestamp) {
|
||||
this(orderId, creatorPublicKey, haveAssetId, wantAssetId, amount, BigDecimal.ZERO.setScale(8), wantAmount, unitPrice, timestamp, false, false);
|
||||
}
|
||||
|
||||
// Getters/setters
|
||||
@ -92,8 +97,12 @@ public class OrderData implements Comparable<OrderData> {
|
||||
this.fulfilled = fulfilled;
|
||||
}
|
||||
|
||||
public BigDecimal getPrice() {
|
||||
return this.price;
|
||||
public BigDecimal getWantAmount() {
|
||||
return this.wantAmount;
|
||||
}
|
||||
|
||||
public BigDecimal getUnitPrice() {
|
||||
return this.unitPrice;
|
||||
}
|
||||
|
||||
public long getTimestamp() {
|
||||
@ -119,7 +128,7 @@ public class OrderData implements Comparable<OrderData> {
|
||||
@Override
|
||||
public int compareTo(OrderData orderData) {
|
||||
// Compare using prices
|
||||
return this.price.compareTo(orderData.getPrice());
|
||||
return this.unitPrice.compareTo(orderData.getUnitPrice());
|
||||
}
|
||||
|
||||
}
|
||||
|
@ -39,7 +39,7 @@ public interface AssetRepository {
|
||||
|
||||
public List<OrderData> getOpenOrders(long haveAssetId, long wantAssetId, Integer limit, Integer offset, Boolean reverse) throws DataException;
|
||||
|
||||
// Internal, non-API use
|
||||
/** Returns open orders, ordered by ascending unit price (i.e. best price first), for use by order matching logic. */
|
||||
public default List<OrderData> getOpenOrders(long haveAssetId, long wantAssetId) throws DataException {
|
||||
return getOpenOrders(haveAssetId, wantAssetId, null, null, null);
|
||||
}
|
||||
|
@ -192,7 +192,7 @@ public class HSQLDBAssetRepository implements AssetRepository {
|
||||
@Override
|
||||
public OrderData fromOrderId(byte[] orderId) throws DataException {
|
||||
try (ResultSet resultSet = this.repository.checkedExecute(
|
||||
"SELECT creator, have_asset_id, want_asset_id, amount, fulfilled, price, ordered, is_closed, is_fulfilled FROM AssetOrders WHERE asset_order_id = ?",
|
||||
"SELECT creator, have_asset_id, want_asset_id, amount, fulfilled, want_amount, unit_price, ordered, is_closed, is_fulfilled FROM AssetOrders WHERE asset_order_id = ?",
|
||||
orderId)) {
|
||||
if (resultSet == null)
|
||||
return null;
|
||||
@ -202,13 +202,13 @@ public class HSQLDBAssetRepository implements AssetRepository {
|
||||
long wantAssetId = resultSet.getLong(3);
|
||||
BigDecimal amount = resultSet.getBigDecimal(4);
|
||||
BigDecimal fulfilled = resultSet.getBigDecimal(5);
|
||||
BigDecimal price = resultSet.getBigDecimal(6);
|
||||
long timestamp = resultSet.getTimestamp(7, Calendar.getInstance(HSQLDBRepository.UTC)).getTime();
|
||||
boolean isClosed = resultSet.getBoolean(8);
|
||||
boolean isFulfilled = resultSet.getBoolean(9);
|
||||
BigDecimal wantAmount = resultSet.getBigDecimal(6);
|
||||
BigDecimal unitPrice = resultSet.getBigDecimal(7);
|
||||
long timestamp = resultSet.getTimestamp(8, Calendar.getInstance(HSQLDBRepository.UTC)).getTime();
|
||||
boolean isClosed = resultSet.getBoolean(9);
|
||||
boolean isFulfilled = resultSet.getBoolean(10);
|
||||
|
||||
return new OrderData(orderId, creatorPublicKey, haveAssetId, wantAssetId, amount, fulfilled, price,
|
||||
timestamp, isClosed, isFulfilled);
|
||||
return new OrderData(orderId, creatorPublicKey, haveAssetId, wantAssetId, amount, fulfilled, wantAmount, unitPrice, timestamp, isClosed, isFulfilled);
|
||||
} catch (SQLException e) {
|
||||
throw new DataException("Unable to fetch asset order from repository", e);
|
||||
}
|
||||
@ -217,8 +217,8 @@ public class HSQLDBAssetRepository implements AssetRepository {
|
||||
@Override
|
||||
public List<OrderData> getOpenOrders(long haveAssetId, long wantAssetId, Integer limit, Integer offset,
|
||||
Boolean reverse) throws DataException {
|
||||
String sql = "SELECT creator, asset_order_id, amount, fulfilled, price, ordered FROM AssetOrders "
|
||||
+ "WHERE have_asset_id = ? AND want_asset_id = ? AND is_closed = FALSE AND is_fulfilled = FALSE ORDER BY price";
|
||||
String sql = "SELECT creator, asset_order_id, amount, fulfilled, want_amount, unit_price, ordered FROM AssetOrders "
|
||||
+ "WHERE have_asset_id = ? AND want_asset_id = ? AND is_closed = FALSE AND is_fulfilled = FALSE ORDER BY unit_price";
|
||||
if (reverse != null && reverse)
|
||||
sql += " DESC";
|
||||
sql += ", ordered";
|
||||
@ -237,13 +237,14 @@ public class HSQLDBAssetRepository implements AssetRepository {
|
||||
byte[] orderId = resultSet.getBytes(2);
|
||||
BigDecimal amount = resultSet.getBigDecimal(3);
|
||||
BigDecimal fulfilled = resultSet.getBigDecimal(4);
|
||||
BigDecimal price = resultSet.getBigDecimal(5);
|
||||
long timestamp = resultSet.getTimestamp(6, Calendar.getInstance(HSQLDBRepository.UTC)).getTime();
|
||||
BigDecimal wantAmount = resultSet.getBigDecimal(5);
|
||||
BigDecimal unitPrice = resultSet.getBigDecimal(6);
|
||||
long timestamp = resultSet.getTimestamp(7, Calendar.getInstance(HSQLDBRepository.UTC)).getTime();
|
||||
boolean isClosed = false;
|
||||
boolean isFulfilled = false;
|
||||
|
||||
OrderData order = new OrderData(orderId, creatorPublicKey, haveAssetId, wantAssetId, amount, fulfilled,
|
||||
price, timestamp, isClosed, isFulfilled);
|
||||
wantAmount, unitPrice, timestamp, isClosed, isFulfilled);
|
||||
orders.add(order);
|
||||
} while (resultSet.next());
|
||||
|
||||
@ -256,8 +257,8 @@ public class HSQLDBAssetRepository implements AssetRepository {
|
||||
@Override
|
||||
public List<OrderData> getAggregatedOpenOrders(long haveAssetId, long wantAssetId, Integer limit, Integer offset,
|
||||
Boolean reverse) throws DataException {
|
||||
String sql = "SELECT price, SUM(amount - fulfilled), MAX(ordered) FROM AssetOrders "
|
||||
+ "WHERE have_asset_id = ? AND want_asset_id = ? AND is_closed = FALSE AND is_fulfilled = FALSE GROUP BY price ORDER BY price";
|
||||
String sql = "SELECT unit_price, SUM(amount - fulfilled), MAX(ordered) FROM AssetOrders "
|
||||
+ "WHERE have_asset_id = ? AND want_asset_id = ? AND is_closed = FALSE AND is_fulfilled = FALSE GROUP BY unit_price ORDER BY unit_price";
|
||||
if (reverse != null && reverse)
|
||||
sql += " DESC";
|
||||
sql += HSQLDBRepository.limitOffsetSql(limit, offset);
|
||||
@ -269,12 +270,12 @@ public class HSQLDBAssetRepository implements AssetRepository {
|
||||
return orders;
|
||||
|
||||
do {
|
||||
BigDecimal price = resultSet.getBigDecimal(1);
|
||||
BigDecimal unitPrice = resultSet.getBigDecimal(1);
|
||||
BigDecimal totalUnfulfilled = resultSet.getBigDecimal(2);
|
||||
long timestamp = resultSet.getTimestamp(3).getTime();
|
||||
|
||||
OrderData order = new OrderData(null, null, haveAssetId, wantAssetId, totalUnfulfilled, BigDecimal.ZERO,
|
||||
price, timestamp, false, false);
|
||||
BigDecimal.ZERO, unitPrice, timestamp, false, false);
|
||||
orders.add(order);
|
||||
} while (resultSet.next());
|
||||
|
||||
@ -287,7 +288,8 @@ public class HSQLDBAssetRepository implements AssetRepository {
|
||||
@Override
|
||||
public List<OrderData> getAccountsOrders(byte[] publicKey, Boolean optIsClosed, Boolean optIsFulfilled,
|
||||
Integer limit, Integer offset, Boolean reverse) throws DataException {
|
||||
String sql = "SELECT asset_order_id, have_asset_id, want_asset_id, amount, fulfilled, price, ordered, is_closed, is_fulfilled FROM AssetOrders WHERE creator = ?";
|
||||
String sql = "SELECT asset_order_id, have_asset_id, want_asset_id, amount, fulfilled, want_amount, unit_price, ordered, is_closed, is_fulfilled "
|
||||
+ "FROM AssetOrders WHERE creator = ?";
|
||||
if (optIsClosed != null)
|
||||
sql += " AND is_closed = " + (optIsClosed ? "TRUE" : "FALSE");
|
||||
if (optIsFulfilled != null)
|
||||
@ -309,13 +311,14 @@ public class HSQLDBAssetRepository implements AssetRepository {
|
||||
long wantAssetId = resultSet.getLong(3);
|
||||
BigDecimal amount = resultSet.getBigDecimal(4);
|
||||
BigDecimal fulfilled = resultSet.getBigDecimal(5);
|
||||
BigDecimal price = resultSet.getBigDecimal(6);
|
||||
long timestamp = resultSet.getTimestamp(7, Calendar.getInstance(HSQLDBRepository.UTC)).getTime();
|
||||
boolean isClosed = resultSet.getBoolean(8);
|
||||
boolean isFulfilled = resultSet.getBoolean(9);
|
||||
BigDecimal wantAmount = resultSet.getBigDecimal(6);
|
||||
BigDecimal unitPrice = resultSet.getBigDecimal(7);
|
||||
long timestamp = resultSet.getTimestamp(8, Calendar.getInstance(HSQLDBRepository.UTC)).getTime();
|
||||
boolean isClosed = resultSet.getBoolean(9);
|
||||
boolean isFulfilled = resultSet.getBoolean(10);
|
||||
|
||||
OrderData order = new OrderData(orderId, publicKey, haveAssetId, wantAssetId, amount, fulfilled, price,
|
||||
timestamp, isClosed, isFulfilled);
|
||||
OrderData order = new OrderData(orderId, publicKey, haveAssetId, wantAssetId, amount, fulfilled, wantAmount,
|
||||
unitPrice, timestamp, isClosed, isFulfilled);
|
||||
orders.add(order);
|
||||
} while (resultSet.next());
|
||||
|
||||
@ -328,7 +331,8 @@ public class HSQLDBAssetRepository implements AssetRepository {
|
||||
@Override
|
||||
public List<OrderData> getAccountsOrders(byte[] publicKey, long haveAssetId, long wantAssetId, Boolean optIsClosed,
|
||||
Boolean optIsFulfilled, Integer limit, Integer offset, Boolean reverse) throws DataException {
|
||||
String sql = "SELECT asset_order_id, amount, fulfilled, price, ordered, is_closed, is_fulfilled FROM AssetOrders WHERE creator = ? AND have_asset_id = ? AND want_asset_id = ?";
|
||||
String sql = "SELECT asset_order_id, amount, fulfilled, want_amount, unit_price, ordered, is_closed, is_fulfilled "
|
||||
+ "FROM AssetOrders WHERE creator = ? AND have_asset_id = ? AND want_asset_id = ?";
|
||||
if (optIsClosed != null)
|
||||
sql += " AND is_closed = " + (optIsClosed ? "TRUE" : "FALSE");
|
||||
if (optIsFulfilled != null)
|
||||
@ -348,13 +352,14 @@ public class HSQLDBAssetRepository implements AssetRepository {
|
||||
byte[] orderId = resultSet.getBytes(1);
|
||||
BigDecimal amount = resultSet.getBigDecimal(2);
|
||||
BigDecimal fulfilled = resultSet.getBigDecimal(3);
|
||||
BigDecimal price = resultSet.getBigDecimal(4);
|
||||
long timestamp = resultSet.getTimestamp(5, Calendar.getInstance(HSQLDBRepository.UTC)).getTime();
|
||||
boolean isClosed = resultSet.getBoolean(6);
|
||||
boolean isFulfilled = resultSet.getBoolean(7);
|
||||
BigDecimal wantAmount = resultSet.getBigDecimal(4);
|
||||
BigDecimal unitPrice = resultSet.getBigDecimal(5);
|
||||
long timestamp = resultSet.getTimestamp(6, Calendar.getInstance(HSQLDBRepository.UTC)).getTime();
|
||||
boolean isClosed = resultSet.getBoolean(7);
|
||||
boolean isFulfilled = resultSet.getBoolean(8);
|
||||
|
||||
OrderData order = new OrderData(orderId, publicKey, haveAssetId, wantAssetId, amount, fulfilled, price,
|
||||
timestamp, isClosed, isFulfilled);
|
||||
OrderData order = new OrderData(orderId, publicKey, haveAssetId, wantAssetId, amount, fulfilled, wantAmount,
|
||||
unitPrice, timestamp, isClosed, isFulfilled);
|
||||
orders.add(order);
|
||||
} while (resultSet.next());
|
||||
|
||||
@ -371,7 +376,8 @@ public class HSQLDBAssetRepository implements AssetRepository {
|
||||
saveHelper.bind("asset_order_id", orderData.getOrderId()).bind("creator", orderData.getCreatorPublicKey())
|
||||
.bind("have_asset_id", orderData.getHaveAssetId()).bind("want_asset_id", orderData.getWantAssetId())
|
||||
.bind("amount", orderData.getAmount()).bind("fulfilled", orderData.getFulfilled())
|
||||
.bind("price", orderData.getPrice()).bind("ordered", new Timestamp(orderData.getTimestamp()))
|
||||
.bind("want_amount", orderData.getWantAmount()).bind("unit_price", orderData.getUnitPrice())
|
||||
.bind("ordered", new Timestamp(orderData.getTimestamp()))
|
||||
.bind("is_closed", orderData.getIsClosed()).bind("is_fulfilled", orderData.getIsFulfilled());
|
||||
|
||||
try {
|
||||
@ -395,8 +401,9 @@ 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 FROM AssetOrders JOIN AssetTrades ON initiating_order_id = asset_order_id "
|
||||
+ "WHERE have_asset_id = ? AND want_asset_id = ? ORDER BY traded";
|
||||
String sql = "SELECT initiating_order_id, target_order_id, AssetTrades.target_amount, AssetTrades.initiator_amount, traded "
|
||||
+ "FROM AssetOrders JOIN AssetTrades ON initiating_order_id = asset_order_id "
|
||||
+ "WHERE have_asset_id = ? AND want_asset_id = ? ORDER BY traded";
|
||||
if (reverse != null && reverse)
|
||||
sql += " DESC";
|
||||
sql += HSQLDBRepository.limitOffsetSql(limit, offset);
|
||||
@ -497,7 +504,8 @@ 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, traded "
|
||||
+ "FROM AssetTrades WHERE initiating_order_id = ? OR target_order_id = ? ORDER BY traded";
|
||||
if (reverse != null && reverse)
|
||||
sql += " DESC";
|
||||
sql += HSQLDBRepository.limitOffsetSql(limit, offset);
|
||||
|
@ -630,6 +630,31 @@ public class HSQLDBDatabaseUpdates {
|
||||
stmt.execute("ALTER TABLE UpdateAssetTransactions ALTER COLUMN new_data AssetDataLob");
|
||||
break;
|
||||
|
||||
case 41:
|
||||
// New asset pricing
|
||||
/*
|
||||
* We store "unit price" for asset orders but need enough precision to accurately
|
||||
* represent fractional values without loss.
|
||||
* Asset quantities can be up to either 1_000_000_000_000_000_000 (19 digits) if indivisible,
|
||||
* or 10_000_000_000.00000000 (11+8 = 19 digits) if divisible.
|
||||
* Two 19-digit numbers need 38 integer and 38 fractional to cover extremes of unit price.
|
||||
* However, we use another 10 more fractional digits to avoid rounding issues.
|
||||
* 38 integer + 48 fractional gives 86, so: DECIMAL (86, 48)
|
||||
*/
|
||||
// Rename price to unit_price to preserve indexes
|
||||
stmt.execute("ALTER TABLE AssetOrders ALTER COLUMN price RENAME TO unit_price");
|
||||
// Adjust precision
|
||||
stmt.execute("ALTER TABLE AssetOrders ALTER COLUMN unit_price DECIMAL(76,48)");
|
||||
// Add want-amount column
|
||||
stmt.execute("ALTER TABLE AssetOrders ADD want_amount QoraAmount BEFORE unit_price");
|
||||
// Calculate want-amount values
|
||||
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");
|
||||
break;
|
||||
|
||||
default:
|
||||
// nothing to do
|
||||
return false;
|
||||
|
@ -93,7 +93,6 @@ public class Settings {
|
||||
|
||||
// Tell unmarshaller that there's no JSON root element in the JSON input
|
||||
unmarshaller.setProperty(UnmarshallerProperties.JSON_INCLUDE_ROOT, false);
|
||||
|
||||
} catch (JAXBException e) {
|
||||
LOGGER.error("Unable to process settings file", e);
|
||||
throw new RuntimeException("Unable to process settings file", e);
|
||||
|
@ -1,6 +1,7 @@
|
||||
package org.qora.transaction;
|
||||
|
||||
import java.math.BigDecimal;
|
||||
import java.math.RoundingMode;
|
||||
import java.util.ArrayList;
|
||||
import java.util.Arrays;
|
||||
import java.util.List;
|
||||
@ -130,12 +131,12 @@ public class CreateAssetOrderTransaction extends Transaction {
|
||||
return ValidationResult.INVALID_AMOUNT;
|
||||
|
||||
// Check total return from fulfilled order would be integer if "want" asset is not divisible
|
||||
if (createOrderTransactionData.getTimestamp() >= BlockChain.getInstance().getQoraV2Timestamp()) {
|
||||
// v2
|
||||
if (createOrderTransactionData.getTimestamp() >= BlockChain.getInstance().getNewAssetPricingTimestamp()) {
|
||||
// "new" asset pricing
|
||||
if (!wantAssetData.getIsDivisible() && createOrderTransactionData.getPrice().stripTrailingZeros().scale() > 0)
|
||||
return ValidationResult.INVALID_RETURN;
|
||||
} else {
|
||||
// v1
|
||||
// "old" asset pricing
|
||||
if (!wantAssetData.getIsDivisible()
|
||||
&& createOrderTransactionData.getAmount().multiply(createOrderTransactionData.getPrice()).stripTrailingZeros().scale() > 0)
|
||||
return ValidationResult.INVALID_RETURN;
|
||||
@ -160,9 +161,22 @@ public class CreateAssetOrderTransaction extends Transaction {
|
||||
// Order Id is transaction's signature
|
||||
byte[] orderId = createOrderTransactionData.getSignature();
|
||||
|
||||
BigDecimal wantAmount;
|
||||
BigDecimal unitPrice;
|
||||
|
||||
if (createOrderTransactionData.getTimestamp() >= BlockChain.getInstance().getNewAssetPricingTimestamp()) {
|
||||
// "new" asset pricing: want-amount provided, unit price to be calculated
|
||||
wantAmount = createOrderTransactionData.getPrice();
|
||||
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();
|
||||
}
|
||||
|
||||
// Process the order itself
|
||||
OrderData orderData = new OrderData(orderId, createOrderTransactionData.getCreatorPublicKey(), createOrderTransactionData.getHaveAssetId(),
|
||||
createOrderTransactionData.getWantAssetId(), createOrderTransactionData.getAmount(), createOrderTransactionData.getPrice(),
|
||||
createOrderTransactionData.getWantAssetId(), createOrderTransactionData.getAmount(), wantAmount, unitPrice,
|
||||
createOrderTransactionData.getTimestamp());
|
||||
|
||||
new Order(this.repository, orderData).process();
|
||||
|
@ -35,7 +35,7 @@ public class CreateAssetOrderTransactionTransformer extends TransactionTransform
|
||||
layout.add("ID of asset of offer", TransformationType.LONG);
|
||||
layout.add("ID of asset wanted", TransformationType.LONG);
|
||||
layout.add("amount of asset on offer", TransformationType.ASSET_QUANTITY);
|
||||
layout.add("amount of asset wanted per offered asset", TransformationType.ASSET_QUANTITY);
|
||||
layout.add("amount of wanted asset", TransformationType.ASSET_QUANTITY);
|
||||
layout.add("fee", TransformationType.AMOUNT);
|
||||
layout.add("signature", TransformationType.SIGNATURE);
|
||||
}
|
||||
@ -58,6 +58,7 @@ public class CreateAssetOrderTransactionTransformer extends TransactionTransform
|
||||
|
||||
BigDecimal amount = Serialization.deserializeBigDecimal(byteBuffer, AMOUNT_LENGTH);
|
||||
|
||||
// Under "new" asset pricing, this is actually the want-amount
|
||||
BigDecimal price = Serialization.deserializeBigDecimal(byteBuffer, AMOUNT_LENGTH);
|
||||
|
||||
BigDecimal fee = Serialization.deserializeBigDecimal(byteBuffer);
|
||||
@ -86,6 +87,7 @@ 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.getFee());
|
||||
|
@ -7,6 +7,7 @@ import java.security.Security;
|
||||
import java.util.HashMap;
|
||||
import java.util.List;
|
||||
import java.util.Map;
|
||||
import java.util.stream.Collectors;
|
||||
|
||||
import org.bitcoinj.core.Base58;
|
||||
import org.bouncycastle.jce.provider.BouncyCastleProvider;
|
||||
@ -33,7 +34,7 @@ public class Common {
|
||||
public static final String testConnectionUrl = "jdbc:hsqldb:mem:testdb";
|
||||
// public static final String testConnectionUrl = "jdbc:hsqldb:file:testdb/blockchain;create=true";
|
||||
|
||||
public static final String testSettingsFilename = "test-settings.json";
|
||||
public static final String testSettingsFilename = "test-settings-v2.json";
|
||||
|
||||
public static final byte[] v2testPrivateKey = Base58.decode("A9MNsATgQgruBUjxy2rjWY36Yf19uRioKZbiLFT2P7c6");
|
||||
public static final byte[] v2testPublicKey = Base58.decode("2tiMr5LTpaWCgbRvkPK8TFd7k63DyHJMMFFsz9uBf1ZP");
|
||||
@ -53,24 +54,48 @@ public class Common {
|
||||
}
|
||||
|
||||
public static Map<String, TransactionData> lastTransactionByAddress;
|
||||
public static Map<String, TestAccount> testAccountsByName = new HashMap<>();
|
||||
private static Map<String, TestAccount> testAccountsByName = new HashMap<>();
|
||||
static {
|
||||
testAccountsByName.put("main", new TestAccount("A9MNsATgQgruBUjxy2rjWY36Yf19uRioKZbiLFT2P7c6"));
|
||||
testAccountsByName.put("dummy", new TestAccount("AdTd9SUEYSdTW8mgK3Gu72K97bCHGdUwi2VvLNjUohot"));
|
||||
testAccountsByName.put("alice", new TestAccount(null, "alice", "A9MNsATgQgruBUjxy2rjWY36Yf19uRioKZbiLFT2P7c6"));
|
||||
testAccountsByName.put("bob", new TestAccount(null, "bob", "AdTd9SUEYSdTW8mgK3Gu72K97bCHGdUwi2VvLNjUohot"));
|
||||
testAccountsByName.put("chloe", new TestAccount(null, "chloe", "HqVngdE1AmEyDpfwTZqUdFHB13o4bCmpoTNAKEqki66K"));
|
||||
testAccountsByName.put("dilbert", new TestAccount(null, "dilbert", "Gakhh6Ln4vtBFM88nE9JmDaLBDtUBg51aVFpWfSkyVw5"));
|
||||
}
|
||||
|
||||
public static PrivateKeyAccount getTestAccount(Repository repository, String name) {
|
||||
return new PrivateKeyAccount(repository, testAccountsByName.get(name).getSeed());
|
||||
public static TestAccount getTestAccount(Repository repository, String name) {
|
||||
return new TestAccount(repository, name, testAccountsByName.get(name).getSeed());
|
||||
}
|
||||
|
||||
public static List<TestAccount> getTestAccounts(Repository repository) {
|
||||
return testAccountsByName.values().stream().map(account -> new TestAccount(repository, account.accountName, account.getSeed())).collect(Collectors.toList());
|
||||
}
|
||||
|
||||
public static void useSettings(String settingsFilename) throws DataException {
|
||||
closeRepository();
|
||||
|
||||
// Load/check settings, which potentially sets up blockchain config, etc.
|
||||
URL testSettingsUrl = Common.class.getClassLoader().getResource(settingsFilename);
|
||||
assertNotNull("Test settings JSON file not found", testSettingsUrl);
|
||||
Settings.fileInstance(testSettingsUrl.getPath());
|
||||
|
||||
setRepository();
|
||||
|
||||
resetBlockchain();
|
||||
}
|
||||
|
||||
public static void useDefaultSettings() throws DataException {
|
||||
useSettings(testSettingsFilename);
|
||||
}
|
||||
|
||||
public static void resetBlockchain() throws DataException {
|
||||
BlockChain.validate();
|
||||
|
||||
lastTransactionByAddress = new HashMap<>();
|
||||
|
||||
try (Repository repository = RepositoryManager.getRepository()) {
|
||||
for (TestAccount account : testAccountsByName.values()) {
|
||||
List<byte[]> signatures = repository.getTransactionRepository().getSignaturesMatchingCriteria(null, null, null, account.getAddress(), ConfirmationStatus.BOTH, 1, null, true);
|
||||
assertFalse("Test account should have existing transaction", signatures.isEmpty());
|
||||
assertFalse(String.format("Test account '%s' should have existing transaction", account.accountName), signatures.isEmpty());
|
||||
|
||||
TransactionData transactionData = repository.getTransactionRepository().fromSignature(signatures.get(0));
|
||||
lastTransactionByAddress.put(account.getAddress(), transactionData);
|
||||
|
@ -989,7 +989,7 @@ public class TransactionTests extends Common {
|
||||
TradeData tradeData = trades.get(0);
|
||||
|
||||
// Check trade has correct values
|
||||
BigDecimal expectedAmount = amount.divide(originalOrderData.getPrice()).setScale(8);
|
||||
BigDecimal expectedAmount = amount.divide(originalOrderData.getUnitPrice()).setScale(8);
|
||||
BigDecimal actualAmount = tradeData.getTargetAmount();
|
||||
assertTrue(expectedAmount.compareTo(actualAmount) == 0);
|
||||
|
||||
|
@ -1,5 +1,6 @@
|
||||
package org.qora.test.assets;
|
||||
|
||||
import org.junit.After;
|
||||
import org.junit.Before;
|
||||
import org.junit.Test;
|
||||
import org.qora.asset.Asset;
|
||||
@ -7,48 +8,394 @@ import org.qora.repository.DataException;
|
||||
import org.qora.repository.Repository;
|
||||
import org.qora.repository.RepositoryManager;
|
||||
import org.qora.test.Common;
|
||||
import org.qora.test.common.AccountUtils;
|
||||
import org.qora.test.common.AssetUtils;
|
||||
|
||||
import static org.junit.Assert.*;
|
||||
|
||||
import java.math.BigDecimal;
|
||||
import java.util.Map;
|
||||
|
||||
public class TradingTests extends Common {
|
||||
|
||||
@Before
|
||||
public void beforeTest() throws DataException {
|
||||
Common.resetBlockchain();
|
||||
Common.useDefaultSettings();
|
||||
}
|
||||
|
||||
/*
|
||||
* Check full matching of orders with prices that
|
||||
* can't be represented in floating binary.
|
||||
*
|
||||
* For example, sell 1 GOLD for 12 QORA so
|
||||
* price is 1/12 or 0.083...
|
||||
@After
|
||||
public void afterTest() throws DataException {
|
||||
}
|
||||
|
||||
/**
|
||||
* Check matching of indivisible amounts.
|
||||
* <p>
|
||||
* New pricing scheme allows two attempts are calculating matched amount
|
||||
* to reduce partial-match issues caused by rounding and recurring fractional digits:
|
||||
* <p>
|
||||
* <ol>
|
||||
* <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>
|
||||
* 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>
|
||||
* </ol>
|
||||
* The second result is obviously more intuitive as is critical where assets are not divisible,
|
||||
* like ATNL in this test case.
|
||||
* <p>
|
||||
* @see TradingTests#testOldNonExactFraction
|
||||
* @see TradingTests#testNonExactFraction
|
||||
* @throws DataException
|
||||
*/
|
||||
@Test
|
||||
public void testNonExactFraction() throws DataException {
|
||||
final long qoraAmount = 24L;
|
||||
final long otherAmount = 2L;
|
||||
public void testMixedDivisibility() throws DataException {
|
||||
// Issue indivisible asset
|
||||
long atnlAssetId;
|
||||
try (Repository repository = RepositoryManager.getRepository()) {
|
||||
// Issue indivisible asset
|
||||
atnlAssetId = AssetUtils.issueAsset(repository, "alice", "ATNL", 100000000L, false);
|
||||
}
|
||||
|
||||
final long transferAmount = 100L;
|
||||
final BigDecimal atnlAmount = BigDecimal.valueOf(2L).setScale(8);
|
||||
final BigDecimal qoraAmount = BigDecimal.valueOf(24L).setScale(8);
|
||||
|
||||
genericTradeTest(atnlAssetId, Asset.QORA, atnlAmount, qoraAmount, qoraAmount, atnlAmount, atnlAmount, qoraAmount);
|
||||
}
|
||||
|
||||
/**
|
||||
* Check matching of indivisible amounts (new pricing).
|
||||
* <p>
|
||||
* Alice is selling twice as much as Bob wants,
|
||||
* but at the same [calculated] unit price,
|
||||
* so Bob's order should fully match.
|
||||
* <p>
|
||||
* However, in legacy/"old" mode, the granularity checks
|
||||
* would prevent this trade.
|
||||
*/
|
||||
@Test
|
||||
public void testIndivisible() throws DataException {
|
||||
// Issue some indivisible assets
|
||||
long ragsAssetId;
|
||||
long richesAssetId;
|
||||
try (Repository repository = RepositoryManager.getRepository()) {
|
||||
// Issue indivisble asset
|
||||
ragsAssetId = AssetUtils.issueAsset(repository, "alice", "rags", 12345678L, false);
|
||||
|
||||
// Issue another indivisble asset
|
||||
richesAssetId = AssetUtils.issueAsset(repository, "bob", "riches", 87654321L, false);
|
||||
}
|
||||
|
||||
final BigDecimal ragsAmount = BigDecimal.valueOf(50301L).setScale(8);
|
||||
final BigDecimal richesAmount = BigDecimal.valueOf(123L).setScale(8);
|
||||
|
||||
final BigDecimal two = BigDecimal.valueOf(2L);
|
||||
|
||||
genericTradeTest(ragsAssetId, richesAssetId, ragsAmount.multiply(two), richesAmount.multiply(two), richesAmount, ragsAmount, ragsAmount, richesAmount);
|
||||
}
|
||||
|
||||
/**
|
||||
* Check matching of indivisible amounts.
|
||||
* <p>
|
||||
* We use orders similar to some found in legacy qora1 blockchain
|
||||
* to test for expected results with indivisible assets.
|
||||
* <p>
|
||||
* In addition, although the 3rd "further" order would match up to 999 RUB.iPLZ,
|
||||
* granularity at that price reduces matched amount to 493 RUB.iPLZ.
|
||||
*/
|
||||
@Test
|
||||
public void testOldIndivisible() throws DataException {
|
||||
Common.useSettings("test-settings-old-asset.json");
|
||||
|
||||
// Issue some indivisible assets
|
||||
long asset112Id;
|
||||
long asset113Id;
|
||||
try (Repository repository = RepositoryManager.getRepository()) {
|
||||
// Issue indivisble asset
|
||||
asset112Id = AssetUtils.issueAsset(repository, "alice", "RUB.iPLZ", 999999999999L, false);
|
||||
|
||||
// Issue another indivisble asset
|
||||
asset113Id = AssetUtils.issueAsset(repository, "bob", "RU.GZP.V123", 10000L, false);
|
||||
}
|
||||
|
||||
// Transfer some assets so orders can be created
|
||||
try (Repository repository = RepositoryManager.getRepository()) {
|
||||
AssetUtils.transferAsset(repository, "alice", "bob", asset112Id, BigDecimal.valueOf(5000L).setScale(8));
|
||||
AssetUtils.transferAsset(repository, "bob", "alice", asset113Id, BigDecimal.valueOf(5000L).setScale(8));
|
||||
}
|
||||
|
||||
final BigDecimal asset113Amount = new BigDecimal("1000").setScale(8);
|
||||
final BigDecimal asset112Price = new BigDecimal("1.00000000").setScale(8);
|
||||
|
||||
final BigDecimal asset112Amount = new BigDecimal("2000").setScale(8);
|
||||
final BigDecimal asset113Price = new BigDecimal("0.98600000").setScale(8);
|
||||
|
||||
final BigDecimal asset112Matched = new BigDecimal("1000").setScale(8);
|
||||
final BigDecimal asset113Matched = new BigDecimal("1000").setScale(8);
|
||||
|
||||
genericTradeTest(asset113Id, asset112Id, asset113Amount, asset112Price, asset112Amount, asset113Price, asset113Matched, asset112Matched);
|
||||
|
||||
// Further trade
|
||||
final BigDecimal asset113Amount2 = new BigDecimal("986").setScale(8);
|
||||
final BigDecimal asset112Price2 = new BigDecimal("1.00000000").setScale(8);
|
||||
|
||||
final BigDecimal asset112Matched2 = new BigDecimal("500").setScale(8);
|
||||
final BigDecimal asset113Matched2 = new BigDecimal("493").setScale(8);
|
||||
|
||||
try (Repository repository = RepositoryManager.getRepository()) {
|
||||
// Create initial order
|
||||
AssetUtils.createOrder(repository, "main", Asset.QORA, AssetUtils.testAssetId, qoraAmount, otherAmount);
|
||||
Map<String, Map<Long, BigDecimal>> initialBalances = AccountUtils.getBalances(repository, asset112Id, asset113Id);
|
||||
|
||||
// Give 100 asset to other account so they can create order
|
||||
AssetUtils.transferAsset(repository, "main", "dummy", AssetUtils.testAssetId, transferAmount);
|
||||
|
||||
// Create matching order
|
||||
AssetUtils.createOrder(repository, "dummy", AssetUtils.testAssetId, Asset.QORA, otherAmount, qoraAmount);
|
||||
// Create further order
|
||||
byte[] furtherOrderId = AssetUtils.createOrder(repository, "alice", asset113Id, asset112Id, asset113Amount2, asset112Price2);
|
||||
|
||||
// Check balances to check expected outcome
|
||||
BigDecimal actualAmount = Common.getTestAccount(repository, "dummy").getConfirmedBalance(AssetUtils.testAssetId);
|
||||
BigDecimal expectedAmount = BigDecimal.valueOf(transferAmount - otherAmount).setScale(8);
|
||||
assertTrue("dummy account's asset balance incorrect", actualAmount.compareTo(expectedAmount) == 0);
|
||||
BigDecimal expectedBalance;
|
||||
|
||||
// Alice asset 113
|
||||
expectedBalance = initialBalances.get("alice").get(asset113Id).subtract(asset113Amount2);
|
||||
assertBalance(repository, "alice", asset113Id, expectedBalance);
|
||||
|
||||
// Alice asset 112
|
||||
expectedBalance = initialBalances.get("alice").get(asset112Id).add(asset112Matched2);
|
||||
assertBalance(repository, "alice", asset112Id, expectedBalance);
|
||||
|
||||
BigDecimal expectedFulfilled = asset113Matched2;
|
||||
BigDecimal actualFulfilled = repository.getAssetRepository().fromOrderId(furtherOrderId).getFulfilled();
|
||||
assertTrue(String.format("Order fulfilled incorrect: expected %s, actual %s", expectedFulfilled.toPlainString(), actualFulfilled.toPlainString()),
|
||||
actualFulfilled.compareTo(expectedFulfilled) == 0);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Check full matching of orders with prices that
|
||||
* can't be represented in floating binary.
|
||||
* <p>
|
||||
* For example, sell 1 GOLD for 12 QORA so
|
||||
* price is 1/12 or 0.08333333..., which could
|
||||
* lead to rounding issues or inexact match amounts,
|
||||
* but we counter this using the technique described in
|
||||
* {@link #testMixedDivisibility()}
|
||||
*/
|
||||
@Test
|
||||
public void testNonExactFraction() throws DataException {
|
||||
final BigDecimal otherAmount = BigDecimal.valueOf(24L).setScale(8);
|
||||
final BigDecimal qoraAmount = BigDecimal.valueOf(2L).setScale(8);
|
||||
|
||||
genericTradeTest(AssetUtils.testAssetId, Asset.QORA, otherAmount, qoraAmount, qoraAmount, otherAmount, otherAmount, qoraAmount);
|
||||
}
|
||||
|
||||
/**
|
||||
* Check legacy partial matching of orders with prices that
|
||||
* can't be represented in floating binary.
|
||||
* <p>
|
||||
* For example, sell 2 TEST for 24 QORA so
|
||||
* unit price is 2 / 24 or 0.08333333.
|
||||
* <p>
|
||||
* This inexactness causes the match amount to be
|
||||
* only 1.99999992 instead of the expected 2.00000000.
|
||||
* <p>
|
||||
* However this behaviour is "grandfathered" in legacy/"old"
|
||||
* mode so we need to test.
|
||||
*/
|
||||
@Test
|
||||
public void testOldNonExactFraction() throws DataException {
|
||||
Common.useSettings("test-settings-old-asset.json");
|
||||
|
||||
final BigDecimal initialAmount = new BigDecimal("24.00000000").setScale(8);
|
||||
final BigDecimal initialPrice = new BigDecimal("0.08333333").setScale(8);
|
||||
|
||||
final BigDecimal matchedAmount = new BigDecimal("2.00000000").setScale(8);
|
||||
final BigDecimal matchedPrice = new BigDecimal("12.00000000").setScale(8);
|
||||
|
||||
// Due to rounding these are the expected traded amounts.
|
||||
final BigDecimal tradedQoraAmount = new BigDecimal("24.00000000").setScale(8);
|
||||
final BigDecimal tradedOtherAmount = new BigDecimal("1.99999992").setScale(8);
|
||||
|
||||
genericTradeTest(AssetUtils.testAssetId, Asset.QORA, initialAmount, initialPrice, matchedAmount, matchedPrice, tradedQoraAmount, tradedOtherAmount);
|
||||
}
|
||||
|
||||
/**
|
||||
* Check that better prices are used in preference when matching orders.
|
||||
*/
|
||||
@Test
|
||||
public void testPriceImprovement() throws DataException {
|
||||
final BigDecimal qoraAmount = BigDecimal.valueOf(24L).setScale(8);
|
||||
final BigDecimal betterQoraAmount = BigDecimal.valueOf(25L).setScale(8);
|
||||
final BigDecimal bestQoraAmount = BigDecimal.valueOf(31L).setScale(8);
|
||||
|
||||
final BigDecimal otherAmount = BigDecimal.valueOf(2L).setScale(8);
|
||||
|
||||
try (Repository repository = RepositoryManager.getRepository()) {
|
||||
Map<String, Map<Long, BigDecimal>> initialBalances = AccountUtils.getBalances(repository, Asset.QORA, AssetUtils.testAssetId);
|
||||
|
||||
// Create best initial order
|
||||
AssetUtils.createOrder(repository, "bob", Asset.QORA, AssetUtils.testAssetId, qoraAmount, otherAmount);
|
||||
|
||||
// Create initial order better than first
|
||||
AssetUtils.createOrder(repository, "chloe", Asset.QORA, AssetUtils.testAssetId, bestQoraAmount, otherAmount);
|
||||
|
||||
// Create initial order
|
||||
AssetUtils.createOrder(repository, "dilbert", Asset.QORA, AssetUtils.testAssetId, betterQoraAmount, otherAmount);
|
||||
|
||||
// Create matching order
|
||||
AssetUtils.createOrder(repository, "alice", AssetUtils.testAssetId, Asset.QORA, otherAmount, qoraAmount);
|
||||
|
||||
// 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)
|
||||
|
||||
// Alice Qora
|
||||
expectedBalance = initialBalances.get("alice").get(Asset.QORA).add(bestQoraAmount);
|
||||
assertBalance(repository, "alice", Asset.QORA, expectedBalance);
|
||||
|
||||
// Alice test asset
|
||||
expectedBalance = initialBalances.get("alice").get(AssetUtils.testAssetId).subtract(otherAmount);
|
||||
assertBalance(repository, "alice", AssetUtils.testAssetId, expectedBalance);
|
||||
|
||||
// Bob Qora
|
||||
expectedBalance = initialBalances.get("bob").get(Asset.QORA).subtract(qoraAmount);
|
||||
assertBalance(repository, "bob", Asset.QORA, expectedBalance);
|
||||
|
||||
// Bob test asset
|
||||
expectedBalance = initialBalances.get("bob").get(AssetUtils.testAssetId);
|
||||
assertBalance(repository, "bob", AssetUtils.testAssetId, expectedBalance);
|
||||
|
||||
// Chloe Qora
|
||||
expectedBalance = initialBalances.get("chloe").get(Asset.QORA).subtract(bestQoraAmount);
|
||||
assertBalance(repository, "chloe", Asset.QORA, expectedBalance);
|
||||
|
||||
// Chloe test asset
|
||||
expectedBalance = initialBalances.get("chloe").get(AssetUtils.testAssetId).add(otherAmount);
|
||||
assertBalance(repository, "chloe", AssetUtils.testAssetId, expectedBalance);
|
||||
|
||||
// Dilbert Qora
|
||||
expectedBalance = initialBalances.get("dilbert").get(Asset.QORA).subtract(betterQoraAmount);
|
||||
assertBalance(repository, "dilbert", Asset.QORA, expectedBalance);
|
||||
|
||||
// Dilbert test asset
|
||||
expectedBalance = initialBalances.get("dilbert").get(AssetUtils.testAssetId);
|
||||
assertBalance(repository, "dilbert", AssetUtils.testAssetId, expectedBalance);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Check legacy qora1 blockchain matching behaviour.
|
||||
*/
|
||||
@Test
|
||||
public void testQora1Compat() throws DataException {
|
||||
// Asset 61 [ATFunding] was issued by QYsLsfwMRBPnunmuWmFkM4hvGsfooY8ssU with 250,000,000 quantity and was divisible.
|
||||
|
||||
// Initial order 2jMinWSBjxaLnQvhcEoWGs2JSdX7qbwxMTZenQXXhjGYDHCJDL6EjXPz5VXYuUfZM5LvRNNbcaeBbM6Xhb4tN53g
|
||||
// Creator was QZyuTa3ygjThaPRhrCp1BW4R5Sed6uAGN8 at 2014-10-23 11:14:42.525000+0:00
|
||||
// Have: 150000 [ATFunding], Price: 1.7000000 QORA
|
||||
|
||||
// Matching order 3Ufqi52nDL3Gi7KqVXpgebVN5FmLrdq2XyUJ11BwSV4byxQ2z96Q5CQeawGyanhpXS4XkYAaJTrNxsDDDxyxwbMN
|
||||
// Creator was QMRoD3RS5vJ4DVNBhBgGtQG4KT3PhkNALH at 2015-03-27 12:24:02.945000+0:00
|
||||
// Have: 2 QORA, Price: 0.58 [ATFunding]
|
||||
|
||||
// Trade: 1.17647050 [ATFunding] for 1.99999985 QORA
|
||||
|
||||
// Load/check settings, which potentially sets up blockchain config, etc.
|
||||
Common.useSettings("test-settings-old-asset.json");
|
||||
|
||||
// Transfer some test asset to bob
|
||||
try (Repository repository = RepositoryManager.getRepository()) {
|
||||
AssetUtils.transferAsset(repository, "alice", "bob", AssetUtils.testAssetId, BigDecimal.valueOf(200000L).setScale(8));
|
||||
}
|
||||
|
||||
final BigDecimal initialAmount = new BigDecimal("150000").setScale(8);
|
||||
final BigDecimal initialPrice = new BigDecimal("1.70000000").setScale(8);
|
||||
|
||||
final BigDecimal matchingAmount = new BigDecimal("2.00000000").setScale(8);
|
||||
final BigDecimal matchingPrice = new BigDecimal("0.58000000").setScale(8);
|
||||
|
||||
final BigDecimal tradedOtherAmount = new BigDecimal("1.17647050").setScale(8);
|
||||
final BigDecimal tradedQoraAmount = new BigDecimal("1.99999985").setScale(8);
|
||||
|
||||
genericTradeTest(AssetUtils.testAssetId, Asset.QORA, initialAmount, initialPrice, matchingAmount, matchingPrice, tradedOtherAmount, tradedQoraAmount);
|
||||
}
|
||||
|
||||
/**
|
||||
* Check legacy qora1 blockchain matching behaviour.
|
||||
*/
|
||||
@Test
|
||||
public void testQora1Compat2() throws DataException {
|
||||
// Asset 95 [Bitcoin] was issued by QiGx93L9rNHSNWCY1bJnQTPwB3nhxYTCUj with 21000000 quantity and was divisible.
|
||||
// Asset 96 [BitBTC] was issued by QiGx93L9rNHSNWCY1bJnQTPwB3nhxYTCUj with 21000000 quantity and was divisible.
|
||||
|
||||
// Initial order 3jinKPHEak9xrjeYtCaE1PawwRZeRkhYA6q4A7sqej7f3jio8WwXwXpfLWVZkPQ3h6cVdwPhcDFNgbbrBXcipHee
|
||||
// Creator was QiGx93L9rNHSNWCY1bJnQTPwB3nhxYTCUj at 2015-06-10 20:31:44.840000+0:00
|
||||
// Have: 1000000 [BitBTC], Price: 0.90000000 [Bitcoin]
|
||||
|
||||
// Matching order Jw1UfgspZ344waF8qLhGJanJXVa32FBoVvMW5ByFkyHvZEumF4fPqbaGMa76ba1imC4WX5t3Roa7r23Ys6rhKAA
|
||||
// Creator was QiGx93L9rNHSNWCY1bJnQTPwB3nhxYTCUj at 2015-06-14 17:49:41.410000+0:00
|
||||
// Have: 73251 [Bitcoin], Price: 1.01 [BitBTC]
|
||||
|
||||
// Trade: 81389.99991860 [BitBTC] for 73250.99992674 [Bitcoin]
|
||||
|
||||
// Load/check settings, which potentially sets up blockchain config, etc.
|
||||
Common.useSettings("test-settings-old-asset.json");
|
||||
|
||||
// Transfer some test asset to bob
|
||||
try (Repository repository = RepositoryManager.getRepository()) {
|
||||
AssetUtils.transferAsset(repository, "alice", "bob", AssetUtils.testAssetId, BigDecimal.valueOf(200000L).setScale(8));
|
||||
}
|
||||
|
||||
final BigDecimal initialAmount = new BigDecimal("1000000").setScale(8);
|
||||
final BigDecimal initialPrice = new BigDecimal("0.90000000").setScale(8);
|
||||
|
||||
final BigDecimal matchingAmount = new BigDecimal("73251").setScale(8);
|
||||
final BigDecimal matchingPrice = new BigDecimal("1.01000000").setScale(8);
|
||||
|
||||
final BigDecimal tradedHaveAmount = new BigDecimal("81389.99991860").setScale(8);
|
||||
final BigDecimal tradedWantAmount = new BigDecimal("73250.99992674").setScale(8);
|
||||
|
||||
genericTradeTest(Asset.QORA, AssetUtils.testAssetId, initialAmount, initialPrice, matchingAmount, matchingPrice, tradedHaveAmount, tradedWantAmount);
|
||||
}
|
||||
|
||||
private void genericTradeTest(long haveAssetId, long wantAssetId,
|
||||
BigDecimal initialAmount, BigDecimal initialPrice,
|
||||
BigDecimal matchingAmount, BigDecimal matchingPrice,
|
||||
BigDecimal tradedHaveAmount, BigDecimal tradedWantAmount) throws DataException {
|
||||
try (Repository repository = RepositoryManager.getRepository()) {
|
||||
Map<String, Map<Long, BigDecimal>> initialBalances = AccountUtils.getBalances(repository, haveAssetId, wantAssetId);
|
||||
|
||||
// Create initial order
|
||||
AssetUtils.createOrder(repository, "alice", haveAssetId, wantAssetId, initialAmount, initialPrice);
|
||||
|
||||
// Create matching order
|
||||
AssetUtils.createOrder(repository, "bob", wantAssetId, haveAssetId, matchingAmount, matchingPrice);
|
||||
|
||||
// Check balances to check expected outcome
|
||||
BigDecimal expectedBalance;
|
||||
|
||||
// Alice have asset
|
||||
expectedBalance = initialBalances.get("alice").get(haveAssetId).subtract(initialAmount);
|
||||
assertBalance(repository, "alice", haveAssetId, expectedBalance);
|
||||
|
||||
// Alice want asset
|
||||
expectedBalance = initialBalances.get("alice").get(wantAssetId).add(tradedWantAmount);
|
||||
assertBalance(repository, "alice", wantAssetId, expectedBalance);
|
||||
|
||||
// Bob want asset
|
||||
expectedBalance = initialBalances.get("bob").get(wantAssetId).subtract(matchingAmount);
|
||||
assertBalance(repository, "bob", wantAssetId, expectedBalance);
|
||||
|
||||
// Bob have asset
|
||||
expectedBalance = initialBalances.get("bob").get(haveAssetId).add(tradedHaveAmount);
|
||||
assertBalance(repository, "bob", haveAssetId, expectedBalance);
|
||||
}
|
||||
}
|
||||
|
||||
private static void assertBalance(Repository repository, String accountName, long assetId, BigDecimal expectedBalance) throws DataException {
|
||||
BigDecimal actualBalance = Common.getTestAccount(repository, accountName).getConfirmedBalance(assetId);
|
||||
|
||||
assertTrue(String.format("Test account '%s' asset %d balance incorrect: expected %s, actual %s", accountName, assetId, expectedBalance.toPlainString(), actualBalance.toPlainString()),
|
||||
actualBalance.compareTo(expectedBalance) == 0);
|
||||
}
|
||||
|
||||
}
|
33
src/test/java/org/qora/test/common/AccountUtils.java
Normal file
33
src/test/java/org/qora/test/common/AccountUtils.java
Normal file
@ -0,0 +1,33 @@
|
||||
package org.qora.test.common;
|
||||
|
||||
import java.math.BigDecimal;
|
||||
import java.util.HashMap;
|
||||
import java.util.Map;
|
||||
|
||||
import org.qora.repository.DataException;
|
||||
import org.qora.repository.Repository;
|
||||
import org.qora.test.Common;
|
||||
|
||||
public class AccountUtils {
|
||||
|
||||
public static Map<String, Map<Long, BigDecimal>> getBalances(Repository repository, long... assetIds) throws DataException {
|
||||
Map<String, Map<Long, BigDecimal>> balances = new HashMap<>();
|
||||
|
||||
for (TestAccount account : Common.getTestAccounts(repository))
|
||||
for (Long assetId : assetIds) {
|
||||
BigDecimal balance = account.getConfirmedBalance(assetId);
|
||||
|
||||
balances.compute(account.accountName, (key, value) -> {
|
||||
if (value == null)
|
||||
value = new HashMap<Long, BigDecimal>();
|
||||
|
||||
value.put(assetId, balance);
|
||||
|
||||
return value;
|
||||
});
|
||||
}
|
||||
|
||||
return balances;
|
||||
}
|
||||
|
||||
}
|
@ -4,6 +4,7 @@ import java.math.BigDecimal;
|
||||
|
||||
import org.qora.account.PrivateKeyAccount;
|
||||
import org.qora.data.transaction.CreateAssetOrderTransactionData;
|
||||
import org.qora.data.transaction.IssueAssetTransactionData;
|
||||
import org.qora.data.transaction.TransactionData;
|
||||
import org.qora.data.transaction.TransferAssetTransactionData;
|
||||
import org.qora.group.Group;
|
||||
@ -17,30 +18,43 @@ public class AssetUtils {
|
||||
public static final BigDecimal fee = BigDecimal.ONE.setScale(8);
|
||||
public static final long testAssetId = 1L;
|
||||
|
||||
public static void transferAsset(Repository repository, String fromAccountName, String toAccountName, long assetId, long amount) throws DataException {
|
||||
public static long issueAsset(Repository repository, String issuerAccountName, String assetName, long quantity, boolean isDivisible) throws DataException {
|
||||
PrivateKeyAccount account = Common.getTestAccount(repository, issuerAccountName);
|
||||
|
||||
byte[] reference = account.getLastReference();
|
||||
long timestamp = repository.getTransactionRepository().fromSignature(reference).getTimestamp() + 1000;
|
||||
|
||||
TransactionData transactionData = new IssueAssetTransactionData(timestamp, AssetUtils.txGroupId, reference, account.getPublicKey(), account.getAddress(), assetName, "desc", quantity, isDivisible, "{}", AssetUtils.fee);
|
||||
|
||||
Common.signAndForge(repository, transactionData, account);
|
||||
|
||||
return repository.getAssetRepository().fromAssetName(assetName).getAssetId();
|
||||
}
|
||||
|
||||
public static void transferAsset(Repository repository, String fromAccountName, String toAccountName, long assetId, BigDecimal amount) throws DataException {
|
||||
PrivateKeyAccount fromAccount = Common.getTestAccount(repository, fromAccountName);
|
||||
PrivateKeyAccount toAccount = Common.getTestAccount(repository, toAccountName);
|
||||
|
||||
byte[] reference = fromAccount.getLastReference();
|
||||
long timestamp = repository.getTransactionRepository().fromSignature(reference).getTimestamp() + 1000;
|
||||
|
||||
TransactionData transferAssetTransactionData = new TransferAssetTransactionData(timestamp, AssetUtils.txGroupId, reference, fromAccount.getPublicKey(), toAccount.getAddress(), BigDecimal.valueOf(amount), assetId, AssetUtils.fee);
|
||||
TransactionData transactionData = new TransferAssetTransactionData(timestamp, AssetUtils.txGroupId, reference, fromAccount.getPublicKey(), toAccount.getAddress(), amount, assetId, AssetUtils.fee);
|
||||
|
||||
Common.signAndForge(repository, transferAssetTransactionData, fromAccount);
|
||||
Common.signAndForge(repository, transactionData, fromAccount);
|
||||
}
|
||||
|
||||
public static void createOrder(Repository repository, String accountName, long haveAssetId, long wantAssetId, long haveAmount, long wantAmount) throws DataException {
|
||||
public static byte[] createOrder(Repository repository, String accountName, long haveAssetId, long wantAssetId, BigDecimal amount, BigDecimal wantAmount) throws DataException {
|
||||
PrivateKeyAccount account = Common.getTestAccount(repository, accountName);
|
||||
|
||||
byte[] reference = account.getLastReference();
|
||||
long timestamp = repository.getTransactionRepository().fromSignature(reference).getTimestamp() + 1000;
|
||||
BigDecimal amount = BigDecimal.valueOf(haveAmount);
|
||||
BigDecimal price = BigDecimal.valueOf(wantAmount);
|
||||
|
||||
// Note: "price" is not the same in V2 as in V1
|
||||
TransactionData initialOrderTransactionData = new CreateAssetOrderTransactionData(timestamp, txGroupId, reference, account.getPublicKey(), haveAssetId, wantAssetId, amount, price, fee);
|
||||
TransactionData transactionData = new CreateAssetOrderTransactionData(timestamp, txGroupId, reference, account.getPublicKey(), haveAssetId, wantAssetId, amount, wantAmount, fee);
|
||||
|
||||
Common.signAndForge(repository, initialOrderTransactionData, account);
|
||||
Common.signAndForge(repository, transactionData, account);
|
||||
|
||||
return repository.getAssetRepository().getAccountsOrders(account.getPublicKey(), null, null, null, null, true).get(0).getOrderId();
|
||||
}
|
||||
|
||||
}
|
||||
|
@ -1,10 +1,19 @@
|
||||
package org.qora.test.common;
|
||||
|
||||
import org.qora.account.PrivateKeyAccount;
|
||||
import org.qora.repository.Repository;
|
||||
import org.qora.utils.Base58;
|
||||
|
||||
public class TestAccount extends PrivateKeyAccount {
|
||||
public TestAccount(String privateKey) {
|
||||
super(null, Base58.decode(privateKey));
|
||||
public final String accountName;
|
||||
|
||||
public TestAccount(Repository repository, String accountName, byte[] privateKey) {
|
||||
super(repository, privateKey);
|
||||
|
||||
this.accountName = accountName;
|
||||
}
|
||||
|
||||
public TestAccount(Repository repository, String accountName, String privateKey) {
|
||||
this(repository, accountName, Base58.decode(privateKey));
|
||||
}
|
||||
}
|
||||
|
92
src/test/resources/log4j2-test.properties
Normal file
92
src/test/resources/log4j2-test.properties
Normal file
@ -0,0 +1,92 @@
|
||||
rootLogger.level = info
|
||||
# On Windows, this might be rewritten as:
|
||||
# property.filename = ${sys:user.home}\\AppData\\Roaming\\Qora\\log.txt
|
||||
property.filename = log.txt
|
||||
|
||||
rootLogger.appenderRef.console.ref = stdout
|
||||
rootLogger.appenderRef.rolling.ref = FILE
|
||||
|
||||
# Override HSQLDB logging level to "warn" as too much is logged at "info"
|
||||
logger.hsqldb.name = hsqldb.db
|
||||
logger.hsqldb.level = warn
|
||||
|
||||
# Support optional, per-session HSQLDB debugging
|
||||
logger.hsqldbDebug.name = org.qora.repository.hsqldb.HSQLDBRepository
|
||||
logger.hsqldbDebug.level = debug
|
||||
|
||||
# Suppress extraneous Jersey warning
|
||||
logger.jerseyInject.name = org.glassfish.jersey.internal.inject.Providers
|
||||
logger.jerseyInject.level = error
|
||||
|
||||
# Suppress extraneous Jetty entries
|
||||
# 2019-02-14 11:46:27 INFO ContextHandler:851 - Started o.e.j.s.ServletContextHandler@6949e948{/,null,AVAILABLE}
|
||||
# 2019-02-14 11:46:27 INFO AbstractConnector:289 - Started ServerConnector@50ad322b{HTTP/1.1,[http/1.1]}{0.0.0.0:9085}
|
||||
# 2019-02-14 11:46:27 INFO Server:374 - jetty-9.4.11.v20180605; built: 2018-06-05T18:24:03.829Z; git: d5fc0523cfa96bfebfbda19606cad384d772f04c; jvm 1.8.0_181-b13
|
||||
# 2019-02-14 11:46:27 INFO Server:411 - Started @2539ms
|
||||
logger.oejsSCH.name = org.eclipse.jetty
|
||||
logger.oejsSCH.level = warn
|
||||
|
||||
# Suppress extraneous slf4j entries
|
||||
# 2019-02-14 11:46:27 INFO log:193 - Logging initialized @1636ms to org.eclipse.jetty.util.log.Slf4jLog
|
||||
logger.slf4j.name = org.slf4j
|
||||
logger.slf4j.level = warn
|
||||
|
||||
# Suppress extraneous Reflections entry
|
||||
# 2019-02-27 10:45:25 WARN Reflections:179 - given scan urls are empty. set urls in the configuration
|
||||
logger.reflections.name = org.reflections.Reflections
|
||||
logger.reflections.level = error
|
||||
|
||||
# Debugging transactions
|
||||
logger.transactions.name = org.qora.transaction
|
||||
logger.transactions.level = debug
|
||||
|
||||
# Debugging transformers
|
||||
logger.transformers.name = org.qora.transform.transaction
|
||||
logger.transformers.level = debug
|
||||
|
||||
# Debugging transaction searches
|
||||
logger.txSearch.name = org.qora.repository.hsqldb.transaction.HSQLDBTransactionRepository
|
||||
logger.txSearch.level = trace
|
||||
|
||||
# Debug block generator
|
||||
logger.blockgen.name = org.qora.block.BlockGenerator
|
||||
logger.blockgen.level = trace
|
||||
|
||||
# Debug synchronization
|
||||
logger.sync.name = org.qora.controller.Synchronizer
|
||||
logger.sync.level = trace
|
||||
|
||||
# Debug networking
|
||||
logger.network.name = org.qora.network.Network
|
||||
logger.network.level = trace
|
||||
logger.peer.name = org.qora.network.Peer
|
||||
logger.peer.level = trace
|
||||
logger.controller.name = org.qora.controller.Controller
|
||||
logger.controller.level = trace
|
||||
|
||||
# Debug defaultGroupId
|
||||
logger.defgrp.name = org.qora.account.Account
|
||||
logger.defgrp.level = trace
|
||||
|
||||
# Debug asset trades
|
||||
logger.assettrades.name = org.qora.asset.Order
|
||||
logger.assettrades.level = trace
|
||||
|
||||
appender.console.type = Console
|
||||
appender.console.name = stdout
|
||||
appender.console.layout.type = PatternLayout
|
||||
appender.console.layout.pattern = %d{yyyy-MM-dd HH:mm:ss} %-5p %c{1}:%L - %m%n
|
||||
appender.console.filter.threshold.type = ThresholdFilter
|
||||
appender.console.filter.threshold.level = error
|
||||
|
||||
appender.rolling.type = RollingFile
|
||||
appender.rolling.name = FILE
|
||||
appender.rolling.layout.type = PatternLayout
|
||||
appender.rolling.layout.pattern = %d{yyyy-MM-dd HH:mm:ss} %-5p %c{1}:%L - %m%n
|
||||
appender.rolling.filePattern = ${filename}.%i
|
||||
appender.rolling.policy.type = SizeBasedTriggeringPolicy
|
||||
appender.rolling.policy.size = 4MB
|
||||
# Set the immediate flush to true (default)
|
||||
# appender.rolling.immediateFlush = true
|
||||
# Set the append to true (default), should not overwrite
|
||||
# appender.rolling.append=true
|
34
src/test/resources/test-chain-old-asset.json
Normal file
34
src/test/resources/test-chain-old-asset.json
Normal file
@ -0,0 +1,34 @@
|
||||
{
|
||||
"isTestNet": true,
|
||||
"maxBalance": "10000000000",
|
||||
"blockDifficultyInterval": 10,
|
||||
"minBlockTime": 30,
|
||||
"maxBlockTime": 60,
|
||||
"blockTimestampMargin": 500,
|
||||
"maxBytesPerUnitFee": 1024,
|
||||
"unitFee": "0.1",
|
||||
"requireGroupForApproval": false,
|
||||
"genesisInfo": {
|
||||
"version": 4,
|
||||
"timestamp": 0,
|
||||
"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": "QixPbJUwsaHsVEofJdozU9zgVqkK6aYhrK", "amount": "1000000", "fee": 0 },
|
||||
{ "type": "GENESIS", "recipient": "QaUpHNhT3Ygx6avRiKobuLdusppR5biXjL", "amount": "1000000", "fee": 0 },
|
||||
{ "type": "GENESIS", "recipient": "Qci5m9k4rcwe4ruKrZZQKka4FzUUMut3er", "amount": "1000000", "fee": 0 },
|
||||
{ "type": "ISSUE_ASSET", "owner": "QgV4s3xnzLhVBEJxcYui4u4q11yhUHsd9v", "assetName": "test", "description": "test asset", "data": "", "quantity": 1000000, "isDivisible": true, "fee": 0 }
|
||||
]
|
||||
},
|
||||
"featureTriggers": {
|
||||
"messageHeight": 0,
|
||||
"atHeight": 0,
|
||||
"assetsTimestamp": 0,
|
||||
"votingTimestamp": 0,
|
||||
"arbitraryTimestamp": 0,
|
||||
"powfixTimestamp": 0,
|
||||
"v2Timestamp": 0,
|
||||
"newAssetPricingTimestamp": 1600000000000
|
||||
}
|
||||
}
|
@ -16,8 +16,10 @@
|
||||
{ "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": "QixPbJUwsaHsVEofJdozU9zgVqkK6aYhrK", "amount": "1000000", "fee": 0 },
|
||||
{ "type": "GENESIS", "recipient": "QaUpHNhT3Ygx6avRiKobuLdusppR5biXjL", "amount": "1000000", "fee": 0 },
|
||||
{ "type": "GENESIS", "recipient": "Qci5m9k4rcwe4ruKrZZQKka4FzUUMut3er", "amount": "1000000", "fee": 0 },
|
||||
{ "type": "CREATE_GROUP", "creatorPublicKey": "2tiMr5LTpaWCgbRvkPK8TFd7k63DyHJMMFFsz9uBf1ZP", "owner": "QgV4s3xnzLhVBEJxcYui4u4q11yhUHsd9v", "groupName": "dev-group", "description": "developer group", "isOpen": false, "approvalThreshold": "PCT100", "minimumBlockDelay": 0, "maximumBlockDelay": 1440 },
|
||||
{ "type": "ISSUE_ASSET", "owner": "QgV4s3xnzLhVBEJxcYui4u4q11yhUHsd9v", "assetName": "test", "description": "test asset", "data": "", "quantity": 1000, "isDivisible": true, "fee": 0 }
|
||||
{ "type": "ISSUE_ASSET", "owner": "QgV4s3xnzLhVBEJxcYui4u4q11yhUHsd9v", "assetName": "test", "description": "test asset", "data": "", "quantity": 1000000, "isDivisible": true, "fee": 0 }
|
||||
]
|
||||
},
|
||||
"featureTriggers": {
|
||||
@ -27,6 +29,7 @@
|
||||
"votingTimestamp": 0,
|
||||
"arbitraryTimestamp": 0,
|
||||
"powfixTimestamp": 0,
|
||||
"v2Timestamp": 0
|
||||
"v2Timestamp": 0,
|
||||
"newAssetPricingTimestamp": 0
|
||||
}
|
||||
}
|
6
src/test/resources/test-settings-old-asset.json
Normal file
6
src/test/resources/test-settings-old-asset.json
Normal file
@ -0,0 +1,6 @@
|
||||
{
|
||||
"restrictedApi": false,
|
||||
"blockchainConfig": "src/test/resources/test-chain-old-asset.json",
|
||||
"wipeUnconfirmedOnStart": false,
|
||||
"minPeers": 0
|
||||
}
|
@ -1,6 +1,6 @@
|
||||
{
|
||||
"restrictedApi": false,
|
||||
"blockchainConfig": "src/test/resources/test-v2qorachain.json",
|
||||
"blockchainConfig": "src/test/resources/test-chain-v2.json",
|
||||
"wipeUnconfirmedOnStart": false,
|
||||
"minPeers": 0
|
||||
}
|
Loading…
Reference in New Issue
Block a user