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Combine epoch orders with buys and sells.
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In order to give more easily undersood data, remove the Epoch
MiniOrders. Instead add a field that indicates whether this order is an
epoch order or not.

Unexport fields of internal types in types.go.
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@JoeGruffins
JoeGruffins committed Jun 18, 2020
1 parent 3a986fb commit d51fe0f
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Showing 4 changed files with 285 additions and 119 deletions.
137 changes: 92 additions & 45 deletions client/rpcserver/handlers.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -91,12 +91,12 @@ func handleHelp(_ *RPCServer, params *RawParams) *msgjson.ResponsePayload {
return usage(helpRoute, err)
}
res := ""
if form.HelpWith == "" {
if form.helpWith == "" {
// List all commands if no arguments.
res = ListCommands(form.IncludePasswords)
res = ListCommands(form.includePasswords)
} else {
var err error
res, err = commandUsage(form.HelpWith, form.IncludePasswords)
res, err = commandUsage(form.helpWith, form.includePasswords)
if err != nil {
resErr := msgjson.NewError(msgjson.RPCUnknownRoute,
err.Error())
Expand Down Expand Up @@ -146,38 +146,38 @@ func handleNewWallet(s *RPCServer, params *RawParams) *msgjson.ResponsePayload {

// zero password params in request payload when done handling this request
defer func() {
form.AppPass.Clear()
form.WalletPass.Clear()
form.appPass.Clear()
form.walletPass.Clear()
}()

if s.core.WalletState(form.AssetID) != nil {
if s.core.WalletState(form.assetID) != nil {
errMsg := fmt.Sprintf("error creating %s wallet: wallet already exists",
dex.BipIDSymbol(form.AssetID))
dex.BipIDSymbol(form.assetID))
resErr := msgjson.NewError(msgjson.RPCWalletExistsError, errMsg)
return createResponse(newWalletRoute, nil, resErr)
}
// Wallet does not exist yet. Try to create it.
err = s.core.CreateWallet(form.AppPass, form.WalletPass, &core.WalletForm{
AssetID: form.AssetID,
Account: form.Account,
ConfigText: form.ConfigText,
err = s.core.CreateWallet(form.appPass, form.walletPass, &core.WalletForm{
AssetID: form.assetID,
Account: form.account,
ConfigText: form.configText,
})
if err != nil {
errMsg := fmt.Sprintf("error creating %s wallet: %v",
dex.BipIDSymbol(form.AssetID), err)
dex.BipIDSymbol(form.assetID), err)
resErr := msgjson.NewError(msgjson.RPCCreateWalletError, errMsg)
return createResponse(newWalletRoute, nil, resErr)
}
s.notifyWalletUpdate(form.AssetID)
err = s.core.OpenWallet(form.AssetID, form.AppPass)
s.notifyWalletUpdate(form.assetID)
err = s.core.OpenWallet(form.assetID, form.appPass)
if err != nil {
errMsg := fmt.Sprintf("wallet connected, but failed to open with provided password: %v",
err)
resErr := msgjson.NewError(msgjson.RPCOpenWalletError, errMsg)
return createResponse(newWalletRoute, nil, resErr)
}
s.notifyWalletUpdate(form.AssetID)
res := fmt.Sprintf(walletCreatedStr, dex.BipIDSymbol(form.AssetID))
s.notifyWalletUpdate(form.assetID)
res := fmt.Sprintf(walletCreatedStr, dex.BipIDSymbol(form.assetID))
return createResponse(newWalletRoute, &res, nil)
}

Expand All @@ -190,16 +190,16 @@ func handleOpenWallet(s *RPCServer, params *RawParams) *msgjson.ResponsePayload
return usage(openWalletRoute, err)
}

err = s.core.OpenWallet(form.AssetID, form.AppPass)
form.AppPass.Clear() // AppPass not needed after this, clear
err = s.core.OpenWallet(form.assetID, form.appPass)
form.appPass.Clear() // AppPass not needed after this, clear
if err != nil {
errMsg := fmt.Sprintf("error unlocking %s wallet: %v",
dex.BipIDSymbol(form.AssetID), err)
dex.BipIDSymbol(form.assetID), err)
resErr := msgjson.NewError(msgjson.RPCOpenWalletError, errMsg)
return createResponse(openWalletRoute, nil, resErr)
}
s.notifyWalletUpdate(form.AssetID)
res := fmt.Sprintf(walletUnlockedStr, dex.BipIDSymbol(form.AssetID))
s.notifyWalletUpdate(form.assetID)
res := fmt.Sprintf(walletUnlockedStr, dex.BipIDSymbol(form.assetID))
return createResponse(openWalletRoute, &res, nil)
}

Expand Down Expand Up @@ -364,8 +364,8 @@ func handleTrade(s *RPCServer, params *RawParams) *msgjson.ResponsePayload {
if err != nil {
return usage(tradeRoute, err)
}
defer form.AppPass.Clear()
res, err := s.core.Trade(form.AppPass, form.SrvForm)
defer form.appPass.Clear()
res, err := s.core.Trade(form.appPass, form.srvForm)
if err != nil {
errMsg := fmt.Sprintf("unable to trade: %v", err)
resErr := msgjson.NewError(msgjson.RPCTradeError, errMsg)
Expand All @@ -386,13 +386,13 @@ func handleCancel(s *RPCServer, params *RawParams) *msgjson.ResponsePayload {
if err != nil {
return usage(cancelRoute, err)
}
defer form.AppPass.Clear()
if err := s.core.Cancel(form.AppPass, form.OrderID); err != nil {
errMsg := fmt.Sprintf("unable to cancel order %q: %v", form.OrderID, err)
defer form.appPass.Clear()
if err := s.core.Cancel(form.appPass, form.orderID); err != nil {
errMsg := fmt.Sprintf("unable to cancel order %q: %v", form.orderID, err)
resErr := msgjson.NewError(msgjson.RPCCancelError, errMsg)
return createResponse(cancelRoute, nil, resErr)
}
res := fmt.Sprintf(canceledOrderStr, form.OrderID)
res := fmt.Sprintf(canceledOrderStr, form.orderID)
return createResponse(cancelRoute, &res, nil)
}

Expand All @@ -403,8 +403,8 @@ func handleWithdraw(s *RPCServer, params *RawParams) *msgjson.ResponsePayload {
if err != nil {
return usage(withdrawRoute, err)
}
defer form.AppPass.Clear()
coin, err := s.core.Withdraw(form.AppPass, form.AssetID, form.Value, form.Address)
defer form.appPass.Clear()
coin, err := s.core.Withdraw(form.appPass, form.assetID, form.value, form.address)
if err != nil {
errMsg := fmt.Sprintf("unable to withdraw: %v", err)
resErr := msgjson.NewError(msgjson.RPCWithdrawError, errMsg)
Expand All @@ -426,20 +426,75 @@ func handleLogout(s *RPCServer, _ *RawParams) *msgjson.ResponsePayload {
return createResponse(logoutRoute, &res, nil)
}

// sortOrderBook converts a *core.OrderBook into an *Orderbook, setting
// appropriate fields and sorting buys and sells by descending and ascending
// rates respectively.
func sortOrderBook(coreBook *core.OrderBook) *OrderBook {
book := new(OrderBook)
groupFn := func(orders []*core.MiniOrder, immediate bool) {
// Separate orders into buys and sells.
for _, order := range orders {
o := &MiniOrder{
Qty: order.Qty,
Rate: order.Rate,
Sell: order.Sell,
Token: order.Token,
Immediate: immediate,
}
if order.Sell {
book.Sells = append(book.Sells, o)
continue
}
book.Buys = append(book.Buys, o)
}
}
groupFn(coreBook.Epoch, true)
groupFn(coreBook.Buys, false)
groupFn(coreBook.Sells, false)
sortFn := func(orders []*MiniOrder, sell bool) func(i, j int) bool {
// High rate on top for buys and bottom for sells.
return func(i, j int) bool {
if sell {
return orders[i].Rate < orders[j].Rate
}
return orders[i].Rate > orders[j].Rate
}
}
sort.Slice(book.Buys, sortFn(book.Buys, false))
sort.Slice(book.Sells, sortFn(book.Sells, true))
return book
}

// truncateOrderBook truncates book to the top nOrders of buys and sells.
func truncateOrderBook(book *OrderBook, nOrders uint64) {
truncFn := func(orders *[]*MiniOrder) {
if uint64(len(*orders)) < nOrders {
return
}
*orders = (*orders)[:nOrders]
}
truncFn(&book.Buys)
truncFn(&book.Sells)
}

// handleOrderBook handles requests for orderbook.
// *msgjson.ResponsePayload.Error is empty if successful.
func handleOrderBook(s *RPCServer, params *RawParams) *msgjson.ResponsePayload {
form, err := parseOrderBookArgs(params)
if err != nil {
return usage(orderBookRoute, err)
}
book, err := s.core.Book(form.Host, form.Base, form.Quote)
book, err := s.core.Book(form.host, form.base, form.quote)
if err != nil {
errMsg := fmt.Sprintf("unable to retrieve order book: %v", err)
resErr := msgjson.NewError(msgjson.RPCOrderBookError, errMsg)
return createResponse(orderBookRoute, nil, resErr)
}
return createResponse(orderBookRoute, &book, nil)
res := sortOrderBook(book)
if form.nOrders > 0 {
truncateOrderBook(res, form.nOrders)
}
return createResponse(orderBookRoute, res, nil)
}

// format concatenates thing and tail. If thing is empty, returns an empty
Expand Down Expand Up @@ -791,12 +846,14 @@ Registration is complete after the fee transaction has been confirmed.`,
string: The message "` + logoutStr + `"`,
},
orderBookRoute: {
argsShort: `"host" base quote`,
argsShort: `"host" base quote nOrders`,
cmdSummary: `Retrieve all orders for a market.`,
argsLong: `Args:
host (string): The DEX to retrieve the order book from.
base (int): The BIP-44 coin index for the market's base asset.
quote (int): The BIP-44 coin index for the market's quote asset.`,
quote (int): The BIP-44 coin index for the market's quote asset.
nOrders (int): Optional. Default is 0. The number of orders from the top of
buys and sells to return. 0 returns all orders.`,
returns: `Returns:
obj: A map of orders.
{
Expand All @@ -805,29 +862,19 @@ Registration is complete after the fee transaction has been confirmed.`,
{
"qty" (float): The number of coins base asset being sold.
"rate" (float): The coins quote asset to pay per coin base asset.
"epoch" (int): The number of epoch intervals since 00:00:00 Jan 1 1970.
"sell" (bool): Always true because this is a sell order.
"token" (string): The first 8 bytes of the order id, coded in hex.
"immediate" (bool): Whether this order is good only for the current epoch.
},...
],
"buys" (array): An array of buy orders
[
{
"qty" (float): The number of coins base asset being bought.
"rate" (float): The coins quote asset to accept per coin base asset.
"epoch" (int): The number of epoch intervals since 00:00:00 Jan 1 1970.
"sell" (bool): Always false because this is a buy order.
"token" (string): The first 8 bytes of the order id, coded in hex.
},...
],
"epoch" (array): An array of epoch orders.
[
{
"qty" (float): The number of coins base asset being bought/sold.
"rate" (float): The coins quote asset to pay/accept per coin base asset.
"epoch" (int): The number of epoch intervals since 00:00:00 Jan 1 1970.
"sell" (bool): Whether this is and order to sell or buy.
"token" (string): The first 8 bytes of the order id, coded in hex.
"immediate" (bool): Whether this order is good only for the current epoch.
},...
],
}`,
Expand Down
84 changes: 83 additions & 1 deletion client/rpcserver/handlers_test.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -845,9 +845,91 @@ func TestHandleOrderBook(t *testing.T) {
}
r := &RPCServer{core: tc}
payload := handleOrderBook(r, test.params)
res := new(core.OrderBook)
res := new(OrderBook)
if err := verifyResponse(payload, res, test.wantErrCode); err != nil {
t.Fatal(err)
}
}
}

func TestSortOrderBook(t *testing.T) {
lowRate := 1.0
medRate := 1.5
highRate := 2.0
lowRateBuy := &core.MiniOrder{Rate: lowRate}
medRateBuy := &core.MiniOrder{Rate: medRate}
highRateBuy := &core.MiniOrder{Rate: highRate}
lowRateSell := &core.MiniOrder{Rate: lowRate, Sell: true}
medRateSell := &core.MiniOrder{Rate: medRate, Sell: true}
highRateSell := &core.MiniOrder{Rate: highRate, Sell: true}
coreBook := &core.OrderBook{
Buys: [](*core.MiniOrder){
medRateBuy,
lowRateBuy,
},
Sells: [](*core.MiniOrder){
medRateSell,
lowRateSell,
},
Epoch: [](*core.MiniOrder){
highRateSell,
highRateBuy,
},
}
book := sortOrderBook(coreBook)
// Buys start with the highest rate.
if book.Buys[0].Rate != highRate {
t.Fatal("buys not sorted")
}
if !book.Buys[0].Immediate {
t.Fatal("immediate not true for epoch order")
}
// Sells start with the lowest rate
if book.Sells[0].Rate != lowRate {
t.Fatal("sells not sorted")
}
if book.Sells[0].Immediate {
t.Fatal("immediate not false for booked order")
}
}

func TestTruncateOrderBook(t *testing.T) {
lowRate := 1.0
medRate := 1.5
highRate := 2.0
lowRateOrder := &MiniOrder{Rate: lowRate}
medRateOrder := &MiniOrder{Rate: medRate}
highRateOrder := &MiniOrder{Rate: highRate}
book := &OrderBook{
Buys: []*MiniOrder{
highRateOrder,
medRateOrder,
lowRateOrder,
},
Sells: []*MiniOrder{
lowRateOrder,
medRateOrder,
},
}
truncateOrderBook(book, 4)
// no change
if len(book.Buys) != 3 && len(book.Sells) != 2 {
t.Fatal("no change was expected")
}
truncateOrderBook(book, 2)
// buys truncated
if len(book.Buys) != 2 && len(book.Sells) != 2 {
t.Fatal("buys not truncated")
}
truncateOrderBook(book, 1)
// buys and sells truncated
if len(book.Buys) != 1 && len(book.Sells) != 1 {
t.Fatal("buys and sells not truncated")
}
if book.Buys[0].Rate != highRate {
t.Fatal("expected high rate order")
}
if book.Sells[0].Rate != lowRate {
t.Fatal("expected low rate order")
}
}
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