feat: add 0-conf limits to getPairs endpoint

BoltzExchange · Aug 14, 2019 · 769b79f · 769b79f
1 parent 335cac3
commit 769b79f
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Showing 3 changed files with 96 additions and 59 deletions.
diff --git a/lib/Boltz.ts b/lib/Boltz.ts
@@ -5,6 +5,7 @@ import { generateMnemonic } from 'bip39';
 import Api from './api/Api';
 import Logger from './Logger';
 import Report from './data/Report';
+import { stringify } from './Utils';
 import Database from './db/Database';
 import Service from './service/Service';
 import GrpcServer from './grpc/GrpcServer';
@@ -28,11 +29,11 @@ class Boltz {
   private swapManager: SwapManager;
   private walletManager: WalletManager;
 
-  private service: Service;
-  private notifications: NotificationProvider;
+  private service!: Service;
+  private notifications!: NotificationProvider;
 
-  private api: Api;
-  private grpcServer: GrpcServer;
+  private api!: Api;
+  private grpcServer!: GrpcServer;
 
   constructor(config: Arguments<any>) {
     this.config = new Config().load(config);
@@ -65,44 +66,49 @@ class Boltz {
       ],
     );
 
-    this.service = new Service(
-      this.logger,
-      this.swapManager,
-      this.walletManager,
-      this.currencies,
-      this.config.rates.interval,
-    );
-
-    const backup = new BackupScheduler(
-      this.logger,
-      this.config.dbpath,
-      this.config.backup,
-      this.service.eventHandler,
-      new Report(
-        this.service.swapRepository,
-        this.service.reverseSwapRepository,
-      ),
-    );
-
-    this.notifications = new NotificationProvider(
-      this.logger,
-      this.service,
-      backup,
-      this.config.notification,
-      this.config.currencies,
-    );
-
-    this.grpcServer = new GrpcServer(
-      this.logger,
-      this.config.grpc,
-      new GrpcService(this.service),
-    );
-
-    this.api = new Api(
-      this.logger,
-      this.config.api,
-      this.service,
-    );
+    try {
+      this.service = new Service(
+        this.logger,
+        this.swapManager,
+        this.walletManager,
+        this.currencies,
+        this.config.rates.interval,
+      );
+
+      const backup = new BackupScheduler(
+        this.logger,
+        this.config.dbpath,
+        this.config.backup,
+        this.service.eventHandler,
+        new Report(
+          this.service.swapRepository,
+          this.service.reverseSwapRepository,
+        ),
+      );
+
+      this.notifications = new NotificationProvider(
+        this.logger,
+        this.service,
+        backup,
+        this.config.notification,
+        this.config.currencies,
+      );
+
+      this.grpcServer = new GrpcServer(
+        this.logger,
+        this.config.grpc,
+        new GrpcService(this.service),
+      );
+
+      this.api = new Api(
+        this.logger,
+        this.config.api,
+        this.service,
+      );
+    } catch (error) {
+      this.logger.error(`Could not start Boltz: ${stringify(error)}`);
+      process.exit(1);
+    }
   }
 
   public start = async () => {

diff --git a/lib/rates/Errors.ts b/lib/rates/Errors.ts
@@ -7,4 +7,8 @@ export default {
     message: `could not get rate: ${error}`,
     code: concatErrorCode(ErrorCodePrefix.Rates, 0),
   }),
+  CONFIGURATION_INCOMPLETE: (symbol: string, missingValue: string): Error => ({
+    message: `could not init currency ${symbol} because of missing config value: ${missingValue}`,
+    code: concatErrorCode(ErrorCodePrefix.Rates, 1),
+  }),
 };
diff --git a/lib/rates/RateProvider.ts b/lib/rates/RateProvider.ts
@@ -1,13 +1,16 @@
+import Errors from './Errors';
 import Logger from '../Logger';
 import FeeProvider from './FeeProvider';
 import { PairConfig } from '../consts/Types';
 import DataProvider from './data/DataProvider';
 import { Currency } from '../wallet/WalletManager';
 import { stringify, mapToObject, minutesToMilliseconds, getPairId } from '../Utils';
 
-type Limits = {
+type CurrencyLimits = {
   minimal: number;
   maximal: number;
+
+  maximalZeroConf: number;
 };
 
 type ReverseMinerFees = {
@@ -22,7 +25,15 @@ type MinerFees = {
 
 type PairType = {
   rate: number;
-  limits: Limits;
+  limits: {
+    minimal: number;
+    maximal: number;
+
+    maximalZeroConf: {
+      baseAsset: number;
+      quoteAsset: number;
+    }
+  };
   fees: {
     percentage: number;
     minerFees: {
@@ -39,14 +50,11 @@ class RateProvider {
   // An array of tuples between the base and quote asset of all pairs for which the rate should be queried
   public pairsToQuery: [string, string][] = [];
 
-  // A map between the symbol and max allowed zero conf amount
-  private maxZeroConfAmounts = new Map<string, number>();
-
   // A map of all pairs with hardcoded rates
   private hardcodedPairs = new Map<string, { base: string, quote: string }>();
 
   // A map between assets and their limits
-  private limits = new Map<string, Limits>();
+  private limits = new Map<string, CurrencyLimits>();
 
   // A copy of the "percentageFees" Map in the FeeProvider but all values are multiplied with 100
   private percentageFees = new Map<string, number>();
@@ -120,10 +128,10 @@ class RateProvider {
    * Returns whether 0-conf should be accepted for a specific amount on a specified chain
    */
   public acceptZeroConf = (chainCurrency: string, amount: number) => {
-    const maxAllowedAmount = this.maxZeroConfAmounts.get(chainCurrency);
+    const limits = this.limits.get(chainCurrency);
 
-    if (maxAllowedAmount) {
-      return amount <= maxAllowedAmount;
+    if (limits) {
+      return amount <= limits.maximalZeroConf;
     } else {
       return false;
     }
@@ -190,13 +198,18 @@ class RateProvider {
       return {
         maximal: Math.min(baseLimits.maximal, reverseQuoteLimits.maximal),
         minimal: Math.max(baseLimits.minimal, reverseQuoteLimits.minimal),
+
+        maximalZeroConf: {
+          baseAsset: baseLimits.maximalZeroConf,
+          quoteAsset: quoteLimits.maximalZeroConf,
+        },
       };
     }
 
     throw `Could not get limits for pair ${pair}`;
   }
 
-  private calculateQuoteLimits = (rate: number, limits: Limits) => {
+  private calculateQuoteLimits = (rate: number, limits: CurrencyLimits) => {
     const reverseRate = 1 / rate;
 
     return {
@@ -206,15 +219,29 @@ class RateProvider {
   }
 
   private parseCurrencies = (currencies: Currency[]) => {
-    currencies.forEach((currency) => {
-      // TODO: throw error if undefined
+    for (const currency of currencies) {
+      const config = currency.config;
+
+      if (config.maxZeroConfAmount === undefined) {
+        this.logger.warn(`Maximal 0-conf amount not set for ${currency.symbol}`);
+      }
+
+      if (config.maxSwapAmount === undefined) {
+        throw Errors.CONFIGURATION_INCOMPLETE(currency.symbol, 'maxSwapAmount');
+      }
+
+      if (config.minSwapAmount === undefined) {
+        throw Errors.CONFIGURATION_INCOMPLETE(currency.symbol, 'minSwapAmount');
+      }
+
       this.limits.set(currency.symbol, {
-        maximal: currency.config.maxSwapAmount,
-        minimal: currency.config.minSwapAmount,
-      });
+        maximal: config.maxSwapAmount,
+        minimal: config.minSwapAmount,
 
-      this.maxZeroConfAmounts.set(currency.symbol, currency.config.maxZeroConfAmount);
-    });
+        // Set the maximal 0-conf amount to 0 if it wasn't set explicitly
+        maximalZeroConf: config.maxZeroConfAmount || 0,
+      });
+    }
   }
 
   private getMinerFees = async () => {