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index.js
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'use strict';
const crypto = require('crypto');
const fs = require('fs');
const util = require('util');
const path = require('path');
const writeFile = util.promisify(fs.writeFile);
const readFile = util.promisify(fs.readFile);
const readdir = util.promisify(fs.readdir);
const unlink = util.promisify(fs.unlink);
const mkdir = util.promisify(fs.mkdir);
const ProperSkipList = require('proper-skip-list');
const defaultConfig = require('./defaults/config');
const TradeEngine = require('./trade-engine');
const BigIntCalculator = require('./big-int-calculator');
const { mapListFields } = require('./utils');
const packageJSON = require('./package.json');
const DEFAULT_MODULE_ALIAS = 'capitalisk_dex';
const { CAPITALISK_DEX_PASSWORD } = process.env;
const CIPHER_ALGORITHM = 'aes-192-cbc';
const CIPHER_KEY = CAPITALISK_DEX_PASSWORD ? crypto.scryptSync(CAPITALISK_DEX_PASSWORD, 'salt', 24) : undefined;
const CIPHER_IV = Buffer.alloc(16, 0);
const DEFAULT_INIT_RETRY_DELAY = 20000;
const DEFAULT_MULTISIG_READY_DELAY = 5000;
const DEFAULT_MULTISIG_RETRY_INTERVAL = 60000;
const DEFAULT_SIGNATURE_READY_DELAY = 10000;
const DEFAULT_SIGNATURE_RETRY_INTERVAL = 60000;
const DEFAULT_PROTOCOL_EXCLUDE_REASON = false;
const DEFAULT_PROTOCOL_MAX_ARGUMENT_LENGTH = 64;
const DEFAULT_PRICE_DECIMAL_PRECISION = 4;
const DEFAULT_OUTBOUND_TRANSACTION_BLOCK_CACHE_SIZE = 62000;
/**
* Capitalisk DEX module specification
*/
module.exports = class CapitaliskDEXModule {
constructor({alias, config, updates, appConfig, logger, updater}) {
this.options = {...defaultConfig, ...config};
this.appConfig = appConfig;
this.alias = alias || DEFAULT_MODULE_ALIAS;
this.networkAlias = this.options.networkAlias || this.alias;
this.updater = updater;
if (!updates) {
updates = [];
}
for (let update of updates) {
if (!update.criteria) {
update.criteria = {};
}
if (!update.criteria.baseChainHeight) {
update.criteria.baseChainHeight = 0;
}
}
updates.sort((a, b) => {
let critA = a.criteria;
let critB = b.criteria;
if (critA.baseChainHeight < critB.baseChainHeight) {
return -1;
}
if (critA.baseChainHeight > critB.baseChainHeight) {
return 1;
}
return 0;
});
let updateCount = updates.length;
for (let i = 1; i < updateCount; i++) {
let currentUpdate = updates[i];
let previousUpdate = updates[i - 1];
if (currentUpdate.criteria.baseChainHeight - previousUpdate.criteria.baseChainHeight <= this.options.orderBookSnapshotFinality) {
throw new Error(
`DEX updates ${
previousUpdate.id
} and ${
currentUpdate.id
} were scheduled too close to each other. There must be at least ${
this.options.orderBookSnapshotFinality
} height difference between them`
);
}
}
this.updates = updates;
if (this.updater.activeUpdate) {
this.pendingUpdates = this.updates.filter(update => update.id !== this.updater.activeUpdate.id);
} else {
this.pendingUpdates = [...this.updates];
}
this.chainSymbols = Object.keys(this.options.chains);
if (this.chainSymbols.length !== 2) {
throw new Error('DEX module can only handle on 2 chains');
}
this.logger = logger;
this.multisigWalletInfo = {};
this.isForked = false;
this.isBaseChainForked = false;
this.isQuoteChainForked = false;
this.lastSnapshot = null;
this.finalizedSnapshot = null;
this.scheduledTransferInfos = [];
this.pendingTransfers = new Map();
this.chainSymbols.forEach((chainSymbol) => {
this.multisigWalletInfo[chainSymbol] = {
members: new Set(),
memberCount: 0,
requiredSignatureCount: null
};
});
this.passiveMode = this.options.passiveMode;
this.baseChainSymbol = this.options.baseChain;
this.quoteChainSymbol = this.chainSymbols.find(chain => chain !== this.baseChainSymbol);
let baseChainOptions = this.options.chains[this.baseChainSymbol];
let quoteChainOptions = this.options.chains[this.quoteChainSymbol];
this.baseAddress = baseChainOptions.multisigAddress;
this.quoteAddress = quoteChainOptions.multisigAddress;
this.initRetryDelay = this.options.initRetryDelay || DEFAULT_INIT_RETRY_DELAY;
this.multisigReadyDelay = this.options.multisigReadyDelay || DEFAULT_MULTISIG_READY_DELAY;
this.signatureReadyDelay = this.options.signatureReadyDelay || DEFAULT_SIGNATURE_READY_DELAY;
this.multisigRetryInterval = this.options.multisigRetryInterval || DEFAULT_MULTISIG_RETRY_INTERVAL;
this.signatureRetryInterval = this.options.signatureRetryInterval || DEFAULT_SIGNATURE_RETRY_INTERVAL;
this.priceDecimalPrecision = this.options.priceDecimalPrecision == null ?
DEFAULT_PRICE_DECIMAL_PRECISION : this.options.priceDecimalPrecision;
this.outboundTransactionBlockCaches = {};
this.outboundTransactionBlockCaches[this.baseChainSymbol] = new Map();
this.outboundTransactionBlockCaches[this.quoteChainSymbol] = new Map();
if (this.priceDecimalPrecision <= 0) {
throw new Error('DEX module priceDecimalPrecision config must be greater than 0');
}
this.validPriceRegex = new RegExp(`^([0-9]+[.]?|[0-9]*[.][0-9]{1,${this.priceDecimalPrecision}})$`);
this.defaultMaxOrderAmount = BigInt(Number.MAX_SAFE_INTEGER);
this.tradeEngine = new TradeEngine({
baseCurrency: this.baseChainSymbol,
quoteCurrency: this.quoteChainSymbol,
baseOrderHeightExpiry: baseChainOptions.orderHeightExpiry,
quoteOrderHeightExpiry: quoteChainOptions.orderHeightExpiry,
baseMinPartialTake: BigInt(baseChainOptions.minPartialTake || 0),
quoteMinPartialTake: BigInt(quoteChainOptions.minPartialTake || 0),
priceDecimalPrecision: this.priceDecimalPrecision
});
this.initialHeights = {
[this.baseChainSymbol]: 0,
[this.quoteChainSymbol]: 0
};
this.processedHeights = {
[this.baseChainSymbol]: 0,
[this.quoteChainSymbol]: 0
};
this.lastProcessedBlockTimestamps = {
[this.baseChainSymbol]: 0,
[this.quoteChainSymbol]: 0
};
this.lastProcessedBlocks = {
[this.baseChainSymbol]: null,
[this.quoteChainSymbol]: null
};
this.chainCrypto = {};
this.recentPricesSkipList = new ProperSkipList();
this.recentTransfersSkipList = new ProperSkipList();
this.timestampTransforms = {};
this.bigIntPriceCalculator = new BigIntCalculator({
decimalPrecision: this.priceDecimalPrecision
});
this.bigIntFeeCalculators = {};
this.chainExchangeFeeBases = {};
this.chainSymbols.forEach((chainSymbol) => {
let chainOptions = this.options.chains[chainSymbol];
this.timestampTransforms[chainSymbol] = {
multiplier: chainOptions.timestampMultiplier || 1,
offset: chainOptions.timestampOffset || 0
};
this.bigIntFeeCalculators[chainSymbol] = new BigIntCalculator({
decimalPrecision: this._getDecimalCount(chainOptions.exchangeFeeRate)
});
this.chainExchangeFeeBases[chainSymbol] = BigInt(chainOptions.exchangeFeeBase);
if (chainOptions.encryptedPassphrase) {
if (!CAPITALISK_DEX_PASSWORD) {
throw new Error(
`Cannot decrypt the encryptedPassphrase from the ${
this.alias
} module config for the ${
chainSymbol
} chain without a valid CAPITALISK_DEX_PASSWORD environment variable`
);
}
if (chainOptions.passphrase) {
throw new Error(
`The ${
this.alias
} module config for the ${
chainSymbol
} chain should have either a passphrase or encryptedPassphrase but not both`
);
}
try {
let decipher = crypto.createDecipheriv(CIPHER_ALGORITHM, CIPHER_KEY, CIPHER_IV);
let decrypted = decipher.update(chainOptions.encryptedPassphrase, 'hex', 'utf8');
decrypted += decipher.final('utf8');
chainOptions.passphrase = decrypted;
} catch (error) {
throw new Error(
`Failed to decrypt encryptedPassphrase in ${
this.alias
} config for chain ${
chainSymbol
} - Check that the CAPITALISK_DEX_PASSWORD environment variable is correct`
);
}
}
if (chainOptions.encryptedSharedPassphrase) {
if (!CAPITALISK_DEX_PASSWORD) {
throw new Error(
`Cannot decrypt the encryptedSharedPassphrase from the ${
this.alias
} config for the ${
chainSymbol
} chain without a valid CAPITALISK_DEX_PASSWORD environment variable`
);
}
if (chainOptions.sharedPassphrase) {
throw new Error(
`The ${
this.alias
} config for the ${
chainSymbol
} chain should have either a sharedPassphrase or encryptedSharedPassphrase but not both`
);
}
try {
let decipher = crypto.createDecipheriv(CIPHER_ALGORITHM, CIPHER_KEY, CIPHER_IV);
let decrypted = decipher.update(chainOptions.encryptedSharedPassphrase, 'hex', 'utf8');
decrypted += decipher.final('utf8');
chainOptions.sharedPassphrase = decrypted;
} catch (error) {
throw new Error(
`Failed to decrypt encryptedSharedPassphrase in ${
this.alias
} config for chain ${
chainSymbol
} - Check that the CAPITALISK_DEX_PASSWORD environment variable is correct`
);
}
}
if (chainOptions.chainCryptoLibPath == null) {
throw new Error(
`The ${
this.alias
} config for chain ${
chainSymbol
} should specify a chainCryptoLibPath`
);
}
let ChainCryptoClass = require(path.resolve(chainOptions.chainCryptoLibPath));
this.chainCrypto[chainSymbol] = new ChainCryptoClass({
chainSymbol,
chainOptions,
logger: this.logger
});
});
if (this.options.dividendLibPath) {
this.computeDividends = require(path.resolve(this.options.dividendLibPath));
} else {
this.computeDividends = async ({chainSymbol, contributionData, chainOptions, memberCount}) => {
return Object.keys(contributionData).map((walletAddress) => {
let payableContribution = contributionData[walletAddress] * BigInt(Math.floor(chainOptions.dividendRate * 10000)) / 10000n;
let totalPayableAmount = payableContribution * BigInt(Math.floor(chainOptions.exchangeFeeRate * 10000)) / 10000n;
return {
walletAddress,
amount: totalPayableAmount / BigInt(memberCount)
};
});
};
}
this.orderBookSnapshotBackupDirPath = path.resolve(this.options.orderBookSnapshotBackupDirPath);
this.orderBookUpdateSnapshotDirPath = path.resolve(this.options.orderBookUpdateSnapshotDirPath);
this.orderBookSnapshotFilePath = path.resolve(this.options.orderBookSnapshotFilePath);
this.latestBasePriceTimestamp = null;
this.latestQuotePriceTimestamp = null;
this.unprocessedBaseTransactions = [];
this.unprocessedQuoteTransactions = [];
}
get dependencies() {
let chainConfigList = Object.values(this.options.chains);
return ['app', 'network'].concat(chainConfigList.map(chainConfig => chainConfig.moduleAlias));
}
static get alias() {
return DEFAULT_MODULE_ALIAS;
}
static get info() {
return {
author: 'Jonathan Gros-Dubois',
version: packageJSON.version,
name: DEFAULT_MODULE_ALIAS
};
}
static get migrations() {
return [];
}
static get defaults() {
return defaultConfig;
}
_getDecimalCount(decimalNumber) {
return (String(decimalNumber).split('.')[1] || '').length;
}
_execQueryAgainstIterator(query, sourceIterator, idExtractorFn, allowFiltering, allowSorting) {
query = query || {};
let { before, after, limit, sort, ...filterMap } = query;
if (sort && !this.options.apiEnableAdvancedSorting && !allowSorting) {
let error = new Error('Advanced sorting is disabled');
error.name = 'InvalidQueryError';
throw error;
}
let filterFields = Object.keys(filterMap);
let useFiltering = before || after || filterFields.length;
if (useFiltering && !this.options.apiEnableAdvancedFiltering && !allowFiltering) {
let error = new Error(
'Advanced filtering is disabled'
);
error.name = 'InvalidQueryError';
throw error;
}
if (filterFields.length > this.options.apiMaxFilterFields) {
let error = new Error(
`Too many custom filter fields were specified in the query - The maximum allowed is ${
this.options.apiMaxFilterFields
}`
);
error.name = 'InvalidQueryError';
throw error;
}
if (limit == null) {
limit = this.options.apiDefaultPageLimit;
}
if (typeof limit !== 'number') {
let error = new Error(
'If specified, the limit parameter of the query must be a number'
);
error.name = 'InvalidQueryError';
throw error;
}
if (limit > this.options.apiMaxPageLimit) {
let error = new Error(
`The limit parameter of the query cannot be greater than ${
this.options.apiMaxPageLimit
}`
);
error.name = 'InvalidQueryError';
throw error;
}
let [sortField, sortOrderString] = (sort || '').split(':');
if (sortOrderString != null && sortOrderString !== 'asc' && sortOrderString !== 'desc') {
let error = new Error(
'If specified, the sort order must be either asc or desc'
);
error.name = 'InvalidQueryError';
throw error;
}
let sortOrder = sortOrderString === 'desc' ? -1 : 1;
let iterator;
if (sortField) {
let list = [...sourceIterator];
list.sort((a, b) => {
let valueA = a[sortField];
let valueB = b[sortField];
if (valueA > valueB) {
return sortOrder;
}
if (valueA < valueB) {
return -sortOrder;
}
return 0;
});
iterator = list;
} else {
iterator = sourceIterator;
}
let result = [];
if (after) {
let beforeString = before == null ? null : String(before);
let afterString = String(after);
let isCapturing = false;
for (let item of iterator) {
let itemIdString = String(idExtractorFn(item));
if (before && itemIdString === beforeString) {
break;
}
if (isCapturing) {
let itemMatchesFilter = filterFields.every(
field => String(item[field]) === String(filterMap[field])
);
if (itemMatchesFilter) {
result.push(item);
}
} else if (itemIdString === afterString) {
isCapturing = true;
}
if (result.length >= limit) {
break;
}
}
return result;
}
if (before) {
let previousItems = [];
let beforeString = String(before);
for (let item of iterator) {
if (String(idExtractorFn(item)) === beforeString) {
let length = previousItems.length;
let firstIndex = length - limit;
if (firstIndex < 0) {
firstIndex = 0;
}
result = previousItems.slice(firstIndex, length);
break;
}
let itemMatchesFilter = filterFields.every(
field => String(item[field]) === String(filterMap[field])
);
if (itemMatchesFilter) {
previousItems.push(item);
}
}
return result;
}
for (let item of iterator) {
let itemMatchesFilter = filterFields.every(
field => String(item[field]) === String(filterMap[field])
);
if (itemMatchesFilter) {
result.push(item);
}
if (result.length >= limit) {
break;
}
}
return result;
}
get events() {
return [
'bootstrap'
];
}
get actions() {
return {
getStatus: {
isPublic: this.options.apiIsPublic,
handler: () => {
return {
version: CapitaliskDEXModule.info.version,
orderBookHash: this.tradeEngine.orderBookHash,
processedHeights: this.processedHeights,
baseChain: this.options.baseChain,
priceDecimalPrecision: this.priceDecimalPrecision,
chains: {
[this.baseChainSymbol]: this._getChainInfo(this.baseChainSymbol),
[this.quoteChainSymbol]: this._getChainInfo(this.quoteChainSymbol)
},
pendingUpdates: this.pendingUpdates
};
}
},
getMarket: {
isPublic: this.options.apiIsPublic,
handler: () => {
return {
baseSymbol: this.baseChainSymbol,
quoteSymbol: this.quoteChainSymbol
};
}
},
getBids: {
isPublic: this.options.apiIsPublic,
handler: (action) => {
let query = {...action.params};
// Optimization.
if (query.sort === 'price:desc') {
delete query.sort;
}
let orderIterator;
if (query.sourceWalletAddress) {
// Optimization.
orderIterator = this.tradeEngine.getSourceWalletBidIterator(query.sourceWalletAddress);
delete query.sourceWalletAddress;
} else {
orderIterator = this.tradeEngine.getBidIteratorFromMax();
}
let orderList = this._execQueryAgainstIterator(query, orderIterator, item => item.id);
return mapListFields(orderList, {
value: String,
sourceChainAmount: String,
valueRemaining: String,
lastSizeTaken: String,
lastValueTaken: String
});
}
},
getAsks: {
isPublic: this.options.apiIsPublic,
handler: (action) => {
let query = {...action.params};
// Optimization.
if (query.sort === 'price:asc') {
delete query.sort;
}
let orderIterator;
if (query.sourceWalletAddress) {
// Optimization.
orderIterator = this.tradeEngine.getSourceWalletAskIterator(query.sourceWalletAddress);
delete query.sourceWalletAddress;
} else {
orderIterator = this.tradeEngine.getAskIteratorFromMin();
}
let orderList = this._execQueryAgainstIterator(query, orderIterator, item => item.id);
return mapListFields(orderList, {
size: String,
sourceChainAmount: String,
sizeRemaining: String,
lastSizeTaken: String,
lastValueTaken: String
});
}
},
getOrders: {
isPublic: this.options.apiIsPublic,
handler: (action) => {
let query = {...action.params};
let orderIterator;
if (query.sourceWalletAddress) {
// Optimization.
orderIterator = this.tradeEngine.getSourceWalletOrderIterator(query.sourceWalletAddress);
delete query.sourceWalletAddress;
} else {
orderIterator = this.tradeEngine.getOrderIterator();
}
let orderList = this._execQueryAgainstIterator(query, orderIterator, item => item.id);
return mapListFields(orderList, {
value: String,
size: String,
sourceChainAmount: String,
valueRemaining: String,
sizeRemaining: String,
lastSizeTaken: String,
lastValueTaken: String
});
}
},
getOrderBook: {
isPublic: this.options.apiIsPublic,
handler: (action) => {
let query = {...action.params};
let { depth } = query;
if (depth == null) {
depth = Math.floor(this.options.apiDefaultPageLimit / 2);
} else {
delete query.depth;
}
if (typeof depth != 'number') {
let error = new Error(
'If specified, the depth parameter of the query must be a number'
);
error.name = 'InvalidQueryError';
throw error;
}
let halfAPIMaxPageLimit = Math.floor(this.options.apiMaxPageLimit / 2);
if (depth > halfAPIMaxPageLimit) {
let error = new Error(
`The depth parameter of the query cannot be greater than ${
halfAPIMaxPageLimit
}`
);
error.name = 'InvalidQueryError';
throw error;
}
let doubleDepth = depth * 2;
let askLevelIterator = this.tradeEngine.getAskLevelIteratorFromMin();
let bidLevelIterator = this.tradeEngine.getBidLevelIteratorFromMax();
let orderBook = [];
let lastEntry = {};
for (let askLevel of askLevelIterator) {
if (askLevel.price === lastEntry.price) {
lastEntry.sizeRemaining += askLevel.sizeRemaining;
} else {
if (orderBook.length >= depth) break;
lastEntry = {
side: 'ask',
price: askLevel.price,
sizeRemaining: askLevel.sizeRemaining
};
orderBook.push(lastEntry);
}
}
orderBook.reverse();
for (let bidLevel of bidLevelIterator) {
if (bidLevel.price === lastEntry.price) {
lastEntry.valueRemaining += bidLevel.valueRemaining;
} else {
if (orderBook.length >= doubleDepth) break;
lastEntry = {
side: 'bid',
price: bidLevel.price,
valueRemaining: bidLevel.valueRemaining
};
orderBook.push(lastEntry);
}
}
let orderLevelList = this._execQueryAgainstIterator(query, orderBook, item => item.price);
return mapListFields(orderLevelList, {
valueRemaining: String,
sizeRemaining: String
});
}
},
getRecentPrices: {
isPublic: this.options.apiIsPublic,
handler: (action) => {
let priceEntryIterator = this.recentPricesSkipList.findEntriesFromMax();
let priceGenerator = this._getValuesGenerator(priceEntryIterator);
let recentPricesList = this._execQueryAgainstIterator(action.params, priceGenerator, item => item.baseTimestamp);
return mapListFields(recentPricesList, {
volume: String
});
}
},
getPendingTransfers: {
isPublic: this.options.apiIsPublic,
handler: (action) => {
let transferList = this._execQueryAgainstIterator(
action.params,
this.pendingTransfers.values(),
item => item.id,
true,
true
);
return transferList.map((transfer) => {
let { signatures, ...transactionWithoutSignatures } = transfer.transaction;
return {
id: transfer.id,
transaction: transactionWithoutSignatures,
recipientAddress: transfer.recipientAddress,
targetChain: transfer.targetChain,
collectedSignatureCount: transfer.processedSignerAddressSet.size,
contributors: [...transfer.processedSignerAddressSet],
timestamp: transfer.timestamp,
type: transfer.type,
originOrderId: transfer.originOrderId,
closerOrderId: transfer.closerOrderId,
takerOrderId: transfer.takerOrderId,
makerOrderId: transfer.makerOrderId,
makerCount: transfer.makerCount
};
});
}
},
getRecentTransfers: {
isPublic: this.options.apiIsPublic,
handler: (action) => {
let recentTransfersIterator = this.recentTransfersSkipList.findEntriesFromMax();
let transferGenerator = this._getNestedObjectValuesGenerator(recentTransfersIterator);
let transferList = this._execQueryAgainstIterator(action.params, transferGenerator, item => item.id, true);
return transferList.map((transfer) => {
let { signatures, ...transactionWithoutSignatures } = transfer.transaction;
return {
id: transfer.id,
transaction: transactionWithoutSignatures,
recipientAddress: transfer.recipientAddress,
targetChain: transfer.targetChain,
collectedSignatureCount: transfer.processedSignerAddressSet.size,
contributors: [...transfer.processedSignerAddressSet],
timestamp: transfer.timestamp,
type: transfer.type,
originOrderId: transfer.originOrderId,
closerOrderId: transfer.closerOrderId,
takerOrderId: transfer.takerOrderId,
makerOrderId: transfer.makerOrderId,
makerCount: transfer.makerCount
};
});
}
}
};
}
*_getValuesGenerator(entriesIterator) {
for (let [key, value] of entriesIterator) {
yield value;
}
}
*_getNestedObjectValuesGenerator(iterator) {
for (let [key, nestedObject] of iterator) {
let values = Object.values(nestedObject);
for (let value of values) {
yield value;
}
}
}
_getChainInfo(chainSymbol) {
let chainOptions = this.options.chains[chainSymbol];
let multisigWalletInfo = this.multisigWalletInfo[chainSymbol];
return {
multisigAddressSystem: chainOptions.multisigAddressSystem,
multisigAddress: chainOptions.multisigAddress,
multisigMembers: [...multisigWalletInfo.members],
multisigRequiredSignatureCount: multisigWalletInfo.requiredSignatureCount,
minOrderAmount: String(chainOptions.minOrderAmount || 0n),
maxOrderAmount: String(
chainOptions.maxOrderAmount == null ? this.defaultMaxOrderAmount : chainOptions.maxOrderAmount
),
minPartialTake: String(chainOptions.minPartialTake || 0n),
exchangeFeeBase: String(chainOptions.exchangeFeeBase),
exchangeFeeRate: chainOptions.exchangeFeeRate,
requiredConfirmations: chainOptions.requiredConfirmations,
orderHeightExpiry: chainOptions.orderHeightExpiry
};
}
_getSignatureQuota(targetChain, transaction) {
let walletInfo = this.multisigWalletInfo[targetChain];
if (!walletInfo) {
return NaN;
}
return transaction.signatures.length - walletInfo.requiredSignatureCount;
}
async _verifySignature(targetChain, transaction, signaturePacket) {
let hasMemberAddress = this.multisigWalletInfo[targetChain].members.has(signaturePacket.signerAddress);
if (!hasMemberAddress) {
return false;
}
try {
return await this.chainCrypto[targetChain].verifyTransactionSignature(transaction, signaturePacket);
} catch (error) {
this.logger.warn(
`Error encountered while attempting to verify the signature from member ${
signaturePacket.signerAddress
} for the transaction ${
transaction.id
} for the ${targetChain} network - ${error.message}`
);
}
return false;
}
async _processSignature(signatureData) {
let { signaturePacket, transactionId } = signatureData;
if (!signaturePacket) {
signaturePacket = {};
}
let transfer = this.pendingTransfers.get(transactionId);
let { signerAddress } = signaturePacket;
if (!transfer) {
throw new Error(
`Could not find a pending transfer ${
transactionId
} to match the signature from the signer ${
signerAddress
}`
);
}
let { transaction, processedSignerAddressSet, targetChain } = transfer;
if (processedSignerAddressSet.has(signerAddress)) {
throw new Error(
`A signature from the signer ${
signerAddress
} has already been received for the transaction ${
transactionId
}`
);
}
let isValidSignature = await this._verifySignature(targetChain, transaction, signaturePacket);
if (!isValidSignature) {
throw new Error(
`The signature from the signer ${
signerAddress
} for the transaction ${
transactionId
} was invalid or did not correspond to the account in its current state`
);
}
processedSignerAddressSet.add(signerAddress);
transaction.signatures.push(signaturePacket);
let now = Date.now();
if (transfer.signatureBroadcastTimestamps[signerAddress] == null) {
transfer.signatureBroadcastTimestamps[signerAddress] = now;
}
let signatureQuota = this._getSignatureQuota(targetChain, transaction);
if (signatureQuota >= 0 && transfer.readyTimestamp == null) {
transfer.readyTimestamp = now;
transfer.multisigBroadcastTimestamp = now + this.multisigReadyDelay;
}
}
expireMultisigTransactions() {
let now = Date.now();
for (let [txnId, transfer] of this.pendingTransfers) {
if (now - transfer.timestamp < this.options.multisigExpiry) {
break;
}
this.pendingTransfers.delete(txnId);
this.logger.error(
`Outbound multisig transaction ${
txnId
} expired before it could be processed by the ${
transfer.targetChain
} blockchain`
);
}
}
flushPendingMultisigTransactions() {
let transfersToBroadcastPerChain = {};
let now = Date.now();
for (let transfer of this.pendingTransfers.values()) {
if (transfer.multisigBroadcastTimestamp != null && transfer.multisigBroadcastTimestamp <= now) {
if (!transfersToBroadcastPerChain[transfer.targetChain]) {
transfersToBroadcastPerChain[transfer.targetChain] = [];
}
transfersToBroadcastPerChain[transfer.targetChain].push(transfer);
}
}
let chainSymbolList = Object.keys(transfersToBroadcastPerChain);
for (let chainSymbol of chainSymbolList) {
let transfersToBroadcast = transfersToBroadcastPerChain[chainSymbol]
.slice(0, this.options.multisigMaxBatchSize);
for (let transfer of transfersToBroadcast) {
transfer.multisigBroadcastTimestamp = now + this.multisigRetryInterval;
}
let transactionsToBroadcast = transfersToBroadcast
.map(transfer => transfer.transaction);
this._broadcastTransactionsToChain(chainSymbol, transactionsToBroadcast);
}
}
flushPendingSignatures() {
let pendingSignatureInfoList = [];
let now = Date.now();
for (let transfer of this.pendingTransfers.values()) {
for (let signaturePacket of transfer.transaction.signatures) {
let broadcastTimestamp = transfer.signatureBroadcastTimestamps[signaturePacket.signerAddress];
if (broadcastTimestamp != null && broadcastTimestamp <= now) {
pendingSignatureInfoList.push({
signaturePacket,
transactionId: transfer.transaction.id,
transfer
});
}
}
}
if (pendingSignatureInfoList.length) {
let signatureInfosToBroadcast = pendingSignatureInfoList.slice(0, this.options.signatureMaxBatchSize);
for (let signatureInfo of signatureInfosToBroadcast) {
let { signaturePacket, transfer } = signatureInfo;
transfer.signatureBroadcastTimestamps[signaturePacket.signerAddress] = Date.now() + this.signatureRetryInterval;
}
let signaturesToBroadcast = signatureInfosToBroadcast.map(signatureInfo => {
let { transfer, ...signatureData } = signatureInfo;
return signatureData;
});
this._broadcastSignaturesToSubnet(signaturesToBroadcast);
}
}
async _broadcastTransactionsToChain(targetChain, transactions) {
let chainOptions = this.options.chains[targetChain];
if (chainOptions && chainOptions.moduleAlias) {
for (let transaction of transactions) {
try {
await this.channel.invoke(`${chainOptions.moduleAlias}:postTransaction`, {
transaction
});
} catch (error) {
this.logger.warn(
`Error encountered while attempting to post transaction ${
transaction.id
} to the ${targetChain} network - ${error.message}`
);
}
}
}
}
_getExpectedCounterpartyTransactionCount(transaction) {
let transactionData = transaction.message || '';
let header = transactionData.split(':')[0];
let parts = header.split(',');
let txnType = parts[0];
if (txnType === 't1') {
return parts[3] || 1;
}
if (txnType === 't2') {
return 1;
}
return 0;
}
_getTakerOrderIdFromTransaction(transaction, maxIdLength) {
let transactionData = transaction.message || '';
let header = transactionData.split(':')[0];
let parts = header.split(',');
let txnType = parts[0];
if (txnType === 't1') {
return parts[2].slice(0, maxIdLength);
}
if (txnType === 't2') {
return parts[3].slice(0, maxIdLength);
}
return null;
}
_isTakerTransaction(transaction) {
let transactionData = transaction.message || '';
let header = transactionData.split(':')[0];
return header.split(',')[0] === 't1';
}
_isMakerTransaction(transaction) {
let transactionData = transaction.message || '';
let header = transactionData.split(':')[0];
return header.split(',')[0] === 't2';
}
async _getRecentPrices() {
let tradeHistorySize = this.options.tradeHistorySize;
if (!tradeHistorySize) {
return [];
}
let baseChainOptions = this.options.chains[this.baseChainSymbol];
let quoteChainOptions = this.options.chains[this.quoteChainSymbol];
let baseChainReadMaxTransactions = baseChainOptions.readMaxTransactions == null ? tradeHistorySize : baseChainOptions.readMaxTransactions;
let quoteChainReadMaxTransactions = quoteChainOptions.readMaxTransactions == null ? tradeHistorySize : quoteChainOptions.readMaxTransactions;
let historyStartTimestamp = this.options.tradeHistoryStartTimestamp == null ? 0 : this.options.tradeHistoryStartTimestamp;
if (this.latestBasePriceTimestamp == null) {
this.latestBasePriceTimestamp = this.options.tradeHistoryStartTimestamp == null ? 0 :
this._denormalizeTimestamp(this.baseChainSymbol, this.options.tradeHistoryStartTimestamp);
}
if (this.latestQuotePriceTimestamp == null) {
this.latestQuotePriceTimestamp = this.options.tradeHistoryStartTimestamp == null ? 0 :
this._denormalizeTimestamp(this.quoteChainSymbol, this.options.tradeHistoryStartTimestamp);
}
let [baseChainTxnList, quoteChainTxnlist] = await Promise.all([
this._getOutboundTransactions(this.baseChainSymbol, this.baseAddress, this.latestBasePriceTimestamp, baseChainReadMaxTransactions),
this._getOutboundTransactions(this.quoteChainSymbol, this.quoteAddress, this.latestQuotePriceTimestamp, quoteChainReadMaxTransactions)
]);
let baseChainTxns = [...this.unprocessedBaseTransactions];
let quoteChainTxns = [...this.unprocessedQuoteTransactions];
let unprocessedBaseTransactionIdSet = new Set(baseChainTxns.map(txn => txn.id));
let unprocessedQuoteTransactionIdSet = new Set(quoteChainTxns.map(txn => txn.id));