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Use integer offer price parts #181

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merged 2 commits into from
Sep 20, 2019
Merged

Use integer offer price parts #181

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bcf3b09
Use integer offer price parts
charlie-wasp Sep 19, 2019
d7bb85f
Using selling bound
charlie-wasp Sep 20, 2019
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53 changes: 41 additions & 12 deletions src/service/dex/offers_graph.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -13,20 +13,46 @@ interface IEdge {
data: IEdgeData;
}

interface IAssetOrder {
amount: BigNumber;
price: BigNumber;
class AssetOrder {
public readonly amount: BigNumber;
public readonly price: BigNumber; // we use it just for sorting
public readonly priceN: number;
public readonly priceD: number;

constructor(offer: Offer) {
this.amount = offer.amount;
this.price = offer.price;
this.priceD = offer.priceD;
this.priceN = offer.priceN;
}

public get sellingBound() {
const { amount, priceN, priceD } = this;
let sellingBound = amount;

if (priceN <= priceD) {
sellingBound = amount
.times(priceN)
.div(priceD)
.integerValue(BigNumber.ROUND_FLOOR)
.times(priceD)
.div(priceN)
.integerValue(BigNumber.ROUND_CEIL);
}

return sellingBound;
}
}

class AssetOrders {
constructor(private readonly orders: IAssetOrder[] = []) {}
constructor(private readonly orders: AssetOrder[] = []) {}

public getOrders() {
// return copy of the orders
return this.orders.map(o => o);
}

public addOrder(order: IAssetOrder): void {
public addOrder(order: AssetOrder): void {
this.orders.push(order);
}

Expand All @@ -37,12 +63,15 @@ class AssetOrders {
public buy(amountToBuy: BigNumber): BigNumber {
let amountToSell = new BigNumber(0);

for (const { amount, price } of this.orders) {
for (const order of this.orders) {
const amount = order.sellingBound;
const { priceN, priceD } = order;

if (amountToBuy.gt(amount)) {
amountToSell = amountToSell.plus(amount.times(price));
amountToSell = amountToSell.plus(amount.times(priceN).div(priceD));
amountToBuy = amountToBuy.minus(amount);
} else {
amountToSell = amountToSell.plus(amountToBuy.times(price));
amountToSell = amountToSell.plus(amountToBuy.times(priceN).div(priceD));
break;
}
}
Expand Down Expand Up @@ -70,7 +99,7 @@ export class OffersGraph {
const [assetToBuy, assetToSell] = [offer.buying, offer.selling];

const edge = this.getEdgeData(assetToSell, assetToBuy);
const order: IAssetOrder = { amount: offer.amount, price: offer.price };
const order = new AssetOrder(offer);

if (!edge) {
this.addEdge(assetToSell, assetToBuy, {
Expand Down Expand Up @@ -99,9 +128,9 @@ export class OffersGraph {
let capacity = new BigNumber(0);
const orderBook = new AssetOrders();

for (const { amount, price } of offers) {
orderBook.addOrder({ amount, price });
capacity = capacity.plus(amount);
for (const offer of offers) {
orderBook.addOrder(new AssetOrder(offer));
capacity = capacity.plus(offer.amount);
}

this.updateEdge(selling, buying, { capacity, orderBook });
Expand Down