Inconsistent responses from /paths

[bartekn]

What version are you using?

Horizon v2.19.0 vs Horizon v2.20.0.

What did you do?

Running a shiny new goreplay middleware comparing two responses between two versions and found a inconsistent responses in /paths/* which look like a rounding error. Unfortunately I wasn't logging response headers so there is no Latest-Ledger header but I'm adding request times below and also I was ignoring diffs if Latest-Ledger header value did not match between responses.

Note, that v2.20.0 was compiled with go1.19 and v2.19.0 used go1.17.9 so maybe there's an obscure bug somewhere...

strict-send example 1 (10^-7 diff)

Request time: 2022-08-16T10:09:49.796744+00:00

Request path:

/paths/strict-send?source_asset_type=credit_alphanum4&source_amount=445.0000000&source_asset_code=yXLM&source_asset_issuer=GARDNV3Q7YGT4AKSDF25LT32YSCCW4EV22Y2TV3I2PU2MMXJTEDL5T55&destination_assets=native

v2.19.0 response:

{
  "_embedded": {
    "records": [
      {
        "source_asset_type": "credit_alphanum4",
        "source_asset_code": "yXLM",
        "source_asset_issuer": "GARDNV3Q7YGT4AKSDF25LT32YSCCW4EV22Y2TV3I2PU2MMXJTEDL5T55",
        "source_amount": "445.0000000",
        "destination_asset_type": "native",
        "destination_amount": "444.9377665",
        "path": []
      }
    ]
  }
}

v2.20.0 response:

{
  "_embedded": {
    "records": [
      {
        "source_asset_type": "credit_alphanum4",
        "source_asset_code": "yXLM",
        "source_asset_issuer": "GARDNV3Q7YGT4AKSDF25LT32YSCCW4EV22Y2TV3I2PU2MMXJTEDL5T55",
        "source_amount": "445.0000000",
        "destination_asset_type": "native",
        "destination_amount": "444.9377664",
        "path": []
      }
    ]
  }
}

strict-send example 2 (larger diff)

Request time: 2022-08-16T08:41:08.447697+00:00

Request path:

/paths/strict-send?source_asset_type=native&source_amount=64&destination_assets=StellarNFT%3AGALZZQF5JXHPHGI5A2ZW2EPL76DU4DWSYYGTPLOAMMEQEEECFSSRIOZJ

v2.19.0 response:

{
  "_embedded": {
    "records": [
      {
        "source_asset_type": "native",
        "source_amount": "64.0000000",
        "destination_asset_type": "credit_alphanum12",
        "destination_asset_code": "StellarNFT",
        "destination_asset_issuer": "GALZZQF5JXHPHGI5A2ZW2EPL76DU4DWSYYGTPLOAMMEQEEECFSSRIOZJ",
        "destination_amount": "4274288.2463335",
        "path": []
      }
    ]
  }
}

v2.20.0 response:

{
  "_embedded": {
    "records": [
      {
        "source_asset_type": "native",
        "source_amount": "64.0000000",
        "destination_asset_type": "credit_alphanum12",
        "destination_asset_code": "StellarNFT",
        "destination_asset_issuer": "GALZZQF5JXHPHGI5A2ZW2EPL76DU4DWSYYGTPLOAMMEQEEECFSSRIOZJ",
        "destination_amount": "4274288.2530120",
        "path": []
      }
    ]
  }
}

strict-receive example 1 (10^-7 diff)

Request time: 2022-08-15T12:08:34.038Z

Request path:

/paths/strict-receive?source_assets=yXLM%3AGARDNV3Q7YGT4AKSDF25LT32YSCCW4EV22Y2TV3I2PU2MMXJTEDL5T55&destination_amount=300&destination_asset_type=native

v2.19.0 response:

{
  "_embedded": {
    "records": [
      {
        "source_asset_type": "credit_alphanum4",
        "source_asset_code": "yXLM",
        "source_asset_issuer": "GARDNV3Q7YGT4AKSDF25LT32YSCCW4EV22Y2TV3I2PU2MMXJTEDL5T55",
        "source_amount": "300.0053371",
        "destination_asset_type": "native",
        "destination_amount": "300.0000000",
        "path": []
      }
    ]
  }
}

v2.20.0 response:

{
  "_embedded": {
    "records": [
      {
        "source_asset_type": "credit_alphanum4",
        "source_asset_code": "yXLM",
        "source_asset_issuer": "GARDNV3Q7YGT4AKSDF25LT32YSCCW4EV22Y2TV3I2PU2MMXJTEDL5T55",
        "source_amount": "300.0053372",
        "destination_asset_type": "native",
        "destination_amount": "300.0000000",
        "path": []
      }
    ]
  }
}

[vinamogit]

Hi,

Following discussion on Stellar Dev discord.

We could see that a /paths/strict-receive. give a high return rate between yXLM and XLM using BRK token as intermediary path. This path never complete using pathPaymentStrictReceive.
We can see that the yXLM/BRK offer uses a very small price 1/110000000.

If you look at the SDEX, you can sell 11.2784198 yXLM for 1 240 626 178 BRK.
You can sell 1 240 626 178 BRK for 0.6203476 XLM. (there is no pool with BRK)

I get that path-receive will try to fulfil other SDEX orders, but I tried to perform the path payment and it fails, I also tried
to buy the BRK and sell it through path payment and the value does not match the path-receive.

These requests are from time 2022-08-23T14:15:00 UTC
strict-receive.txt
offers-selling.txt
offer-buying.txt

[dirtydozen1234]

Hello,

Is this still open? In our application we want to give the user the possibility to swap assets. Unfortunately using horizon.stellar.org or our custom horizon returns for example for the request:

https://horizon.stellar.org/paths/strict-receive?destination_amount=1000&source_assets=yXLM:GARDNV3Q7YGT4AKSDF25LT32YSCCW4EV22Y2TV3I2PU2MMXJTEDL5T55&destination_asset_type=native

the following result were the first two paths are way from possible and can never be executed:

{
    "_embedded": {
        "records": [
            {
                "source_asset_type": "credit_alphanum4",
                "source_asset_code": "yXLM",
                "source_asset_issuer": "GARDNV3Q7YGT4AKSDF25LT32YSCCW4EV22Y2TV3I2PU2MMXJTEDL5T55",
                "source_amount": "18.9303058",
                "destination_asset_type": "native",
                "destination_amount": "1000.0000000",
                "path": [
                    {
                        "asset_type": "credit_alphanum4",
                        "asset_code": "XRP",
                        "asset_issuer": "GBXRPL45NPHCVMFFAYZVUVFFVKSIZ362ZXFP7I2ETNQ3QKZMFLPRDTD5"
                    },
                    {
                        "asset_type": "credit_alphanum4",
                        "asset_code": "UAB",
                        "asset_issuer": "GAPNJVEAEBVC237BBE7FUMZWQDNCLZJBK3EJOO22DC7P2PQUFLYHMVDB"
                    }
                ]
            },
            {
                "source_asset_type": "credit_alphanum4",
                "source_asset_code": "yXLM",
                "source_asset_issuer": "GARDNV3Q7YGT4AKSDF25LT32YSCCW4EV22Y2TV3I2PU2MMXJTEDL5T55",
                "source_amount": "599.5342391",
                "destination_asset_type": "native",
                "destination_amount": "1000.0000000",
                "path": [
                    {
                        "asset_type": "credit_alphanum4",
                        "asset_code": "SGB",
                        "asset_issuer": "GAME5YNKHIPRSMN2BI3HLS3OYD4NE6FQ2WKUUJPYYM6GU4MRDUBPHN6B"
                    }
                ]
            },
            {
                "source_asset_type": "credit_alphanum4",
                "source_asset_code": "yXLM",
                "source_asset_issuer": "GARDNV3Q7YGT4AKSDF25LT32YSCCW4EV22Y2TV3I2PU2MMXJTEDL5T55",
                "source_amount": "1000.1392095",
                "destination_asset_type": "native",
                "destination_amount": "1000.0000000",
                "path": []
            }
        ]
    }
}