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Fix max_taker_vol. Take min dex fee and KMD discount into account. #733…
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… (#734)

* Fix max_taker_vol. Take min dex fee and KMD discount into account.
#733

* Fix comment about expected volume equation.
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@artemii235
artemii235 authored Nov 20, 2020
1 parent 15a225a commit 91fcacc
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Showing 6 changed files with 184 additions and 33 deletions.
4 changes: 4 additions & 0 deletions mm2src/common/mm_number.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -133,6 +133,10 @@ impl From<u64> for MmNumber {
fn from(n: u64) -> MmNumber { BigRational::from_integer(n.into()).into() }
}

impl From<&'static str> for MmNumber {
fn from(n: &'static str) -> MmNumber { MmNumber::from(n.parse::<BigDecimal>().unwrap()) }
}

impl From<(u64, u64)> for MmNumber {
fn from(tuple: (u64, u64)) -> MmNumber { BigRational::new(tuple.0.into(), tuple.1.into()).into() }
}
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171 changes: 152 additions & 19 deletions mm2src/docker_tests.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -55,12 +55,14 @@ mod docker_tests {
#[rustfmt::skip]
mod swaps_file_lock_tests;

use bigdecimal::BigDecimal;
use bitcrypto::ChecksumType;
use coins::utxo::rpc_clients::{UtxoRpcClientEnum, UtxoRpcClientOps};
use coins::utxo::utxo_standard::{utxo_standard_coin_from_conf_and_request, UtxoStandardCoin};
use coins::utxo::{coin_daemon_data_dir, dhash160, zcash_params_path, UtxoCommonOps};
use coins::{FoundSwapTxSpend, MarketCoinOps, SwapOps};
use common::block_on;
use common::for_tests::enable_electrum;
use common::{file_lock::FileLock,
for_tests::{enable_native, mm_dump, new_mm2_temp_folder_path, MarketMakerIt},
mm_ctx::{MmArc, MmCtxBuilder}};
Expand Down Expand Up @@ -235,7 +237,7 @@ mod docker_tests {
}

// generate random privkey, create a coin and fill it's address with 1000 coins
fn generate_coin_with_random_privkey(ticker: &str, balance: u64) -> (MmArc, UtxoStandardCoin, [u8; 32]) {
fn generate_coin_with_random_privkey(ticker: &str, balance: BigDecimal) -> (MmArc, UtxoStandardCoin, [u8; 32]) {
// prevent concurrent initialization since daemon RPC returns errors if send_to_address
// is called concurrently (insufficient funds) and it also may return other errors
// if previous transaction is not confirmed yet
Expand All @@ -252,12 +254,12 @@ mod docker_tests {
(ctx, coin, priv_key)
}

fn fill_address(coin: &UtxoStandardCoin, address: &str, amount: u64, timeout: u64) {
fn fill_address(coin: &UtxoStandardCoin, address: &str, amount: BigDecimal, timeout: u64) {
if let UtxoRpcClientEnum::Native(client) = &coin.as_ref().rpc_client {
unwrap!(client
.import_address(&coin.my_address().unwrap(), &coin.my_address().unwrap(), false)
.wait());
let hash = client.send_to_address(address, &amount.into()).wait().unwrap();
let hash = client.send_to_address(address, &amount).wait().unwrap();
let tx_bytes = client.get_transaction_bytes(hash).wait().unwrap();
unwrap!(coin.wait_for_confirmations(&tx_bytes, 1, false, timeout, 1).wait());
log!({ "{:02x}", tx_bytes });
Expand All @@ -279,7 +281,7 @@ mod docker_tests {
#[test]
fn test_search_for_swap_tx_spend_native_was_refunded_taker() {
let timeout = (now_ms() / 1000) + 120; // timeout if test takes more than 120 seconds to run
let (_ctx, coin, _) = generate_coin_with_random_privkey("MYCOIN", 1000);
let (_ctx, coin, _) = generate_coin_with_random_privkey("MYCOIN", 1000.into());

let time_lock = (now_ms() / 1000) as u32 - 3600;
let tx = coin
Expand Down Expand Up @@ -311,7 +313,7 @@ mod docker_tests {
#[test]
fn test_search_for_swap_tx_spend_native_was_refunded_maker() {
let timeout = (now_ms() / 1000) + 120; // timeout if test takes more than 120 seconds to run
let (_ctx, coin, _) = generate_coin_with_random_privkey("MYCOIN", 1000);
let (_ctx, coin, _) = generate_coin_with_random_privkey("MYCOIN", 1000.into());

let time_lock = (now_ms() / 1000) as u32 - 3600;
let tx = coin
Expand Down Expand Up @@ -343,7 +345,7 @@ mod docker_tests {
#[test]
fn test_search_for_taker_swap_tx_spend_native_was_spent_by_maker() {
let timeout = (now_ms() / 1000) + 120; // timeout if test takes more than 120 seconds to run
let (_ctx, coin, _) = generate_coin_with_random_privkey("MYCOIN", 1000);
let (_ctx, coin, _) = generate_coin_with_random_privkey("MYCOIN", 1000.into());
let secret = [0; 32];

let time_lock = (now_ms() / 1000) as u32 - 3600;
Expand Down Expand Up @@ -376,7 +378,7 @@ mod docker_tests {
#[test]
fn test_search_for_maker_swap_tx_spend_native_was_spent_by_taker() {
let timeout = (now_ms() / 1000) + 120; // timeout if test takes more than 120 seconds to run
let (_ctx, coin, _) = generate_coin_with_random_privkey("MYCOIN", 1000);
let (_ctx, coin, _) = generate_coin_with_random_privkey("MYCOIN", 1000.into());
let secret = [0; 32];

let time_lock = (now_ms() / 1000) as u32 - 3600;
Expand Down Expand Up @@ -409,7 +411,7 @@ mod docker_tests {
// https://github.com/KomodoPlatform/atomicDEX-API/issues/554
#[test]
fn order_should_be_cancelled_when_entire_balance_is_withdrawn() {
let (_ctx, _, priv_key) = generate_coin_with_random_privkey("MYCOIN", 1000);
let (_ctx, _, priv_key) = generate_coin_with_random_privkey("MYCOIN", 1000.into());
let coins = json! ([
{"coin":"MYCOIN","asset":"MYCOIN","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
{"coin":"MYCOIN1","asset":"MYCOIN1","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
Expand Down Expand Up @@ -516,8 +518,8 @@ mod docker_tests {
// https://github.com/KomodoPlatform/atomicDEX-API/issues/471
#[test]
fn test_match_and_trade_max() {
let (_ctx, _, bob_priv_key) = generate_coin_with_random_privkey("MYCOIN", 1000);
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN1", 2000);
let (_ctx, _, bob_priv_key) = generate_coin_with_random_privkey("MYCOIN", 1000.into());
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN1", 2000.into());
let coins = json! ([
{"coin":"MYCOIN","asset":"MYCOIN","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
{"coin":"MYCOIN1","asset":"MYCOIN1","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
Expand Down Expand Up @@ -611,8 +613,8 @@ mod docker_tests {

#[test]
fn test_buy_when_coins_locked_by_other_swap() {
let (_ctx, _, bob_priv_key) = generate_coin_with_random_privkey("MYCOIN", 1000);
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN1", 2);
let (_ctx, _, bob_priv_key) = generate_coin_with_random_privkey("MYCOIN", 1000.into());
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN1", 2.into());
let coins = json! ([
{"coin":"MYCOIN","asset":"MYCOIN","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
{"coin":"MYCOIN1","asset":"MYCOIN1","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
Expand Down Expand Up @@ -709,8 +711,8 @@ mod docker_tests {

#[test]
fn test_sell_when_coins_locked_by_other_swap() {
let (_ctx, _, bob_priv_key) = generate_coin_with_random_privkey("MYCOIN", 1000);
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN1", 2);
let (_ctx, _, bob_priv_key) = generate_coin_with_random_privkey("MYCOIN", 1000.into());
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN1", 2.into());
let coins = json! ([
{"coin":"MYCOIN","asset":"MYCOIN","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
{"coin":"MYCOIN1","asset":"MYCOIN1","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
Expand Down Expand Up @@ -807,7 +809,7 @@ mod docker_tests {

#[test]
fn test_buy_max() {
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN1", 1);
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN1", 1.into());
let coins = json! ([
{"coin":"MYCOIN","asset":"MYCOIN","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
{"coin":"MYCOIN1","asset":"MYCOIN1","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
Expand Down Expand Up @@ -865,7 +867,7 @@ mod docker_tests {

#[test]
fn test_get_max_taker_vol() {
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN1", 1);
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN1", 1.into());
let coins = json! ([
{"coin":"MYCOIN","asset":"MYCOIN","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
{"coin":"MYCOIN1","asset":"MYCOIN1","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
Expand All @@ -889,6 +891,7 @@ mod docker_tests {
));

log!([block_on(enable_native(&mm_alice, "MYCOIN1", vec![]))]);
log!([block_on(enable_native(&mm_alice, "MYCOIN", vec![]))]);
let rc = unwrap!(block_on(mm_alice.rpc(json! ({
"userpass": mm_alice.userpass,
"method": "max_taker_vol",
Expand All @@ -899,12 +902,142 @@ mod docker_tests {
// the result of equation x + x / 777 + 0.00002 = 1
assert_eq!(json["result"]["numer"], Json::from("38849223"));
assert_eq!(json["result"]["denom"], Json::from("38900000"));

let rc = unwrap!(block_on(mm_alice.rpc(json! ({
"userpass": mm_alice.userpass,
"method": "sell",
"base": "MYCOIN1",
"rel": "MYCOIN",
"price": 1,
"volume": {
"numer": json["result"]["numer"],
"denom": json["result"]["denom"],
}
}))));
assert!(rc.0.is_success(), "!sell: {}", rc.1);

unwrap!(block_on(mm_alice.stop()));
}

// https://github.com/KomodoPlatform/atomicDEX-API/issues/733
#[test]
fn test_get_max_taker_vol_dex_fee_threshold() {
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN1", "0.05328455".parse().unwrap());
let coins = json! ([
{"coin":"MYCOIN","asset":"MYCOIN","txversion":4,"overwintered":1,"txfee":10000,"protocol":{"type":"UTXO"}},
{"coin":"MYCOIN1","asset":"MYCOIN1","txversion":4,"overwintered":1,"txfee":10000,"protocol":{"type":"UTXO"}},
]);
let mut mm_alice = unwrap!(MarketMakerIt::start(
json! ({
"gui": "nogui",
"netid": 9000,
"dht": "on", // Enable DHT without delay.
"passphrase": format!("0x{}", hex::encode(alice_priv_key)),
"coins": coins,
"rpc_password": "pass",
"i_am_see": true,
}),
"pass".to_string(),
None,
));
let (_alice_dump_log, _alice_dump_dashboard) = mm_dump(&mm_alice.log_path);
unwrap!(block_on(
mm_alice.wait_for_log(22., |log| log.contains(">>>>>>>>> DEX stats "))
));

log!([block_on(enable_native(&mm_alice, "MYCOIN1", vec![]))]);
log!([block_on(enable_native(&mm_alice, "MYCOIN", vec![]))]);
let rc = unwrap!(block_on(mm_alice.rpc(json! ({
"userpass": mm_alice.userpass,
"method": "max_taker_vol",
"coin": "MYCOIN1",
}))));
assert!(rc.0.is_success(), "!max_taker_vol: {}", rc.1);
let json: Json = json::from_str(&rc.1).unwrap();
// the result of equation x + 0.0001 (dex fee) + 0.0002 (miner fee * 2) = 0.05328455
assert_eq!(json["result"]["numer"], Json::from("1059691"));
assert_eq!(json["result"]["denom"], Json::from("20000000"));

let rc = unwrap!(block_on(mm_alice.rpc(json! ({
"userpass": mm_alice.userpass,
"method": "sell",
"base": "MYCOIN1",
"rel": "MYCOIN",
"price": 1,
"volume": {
"numer": json["result"]["numer"],
"denom": json["result"]["denom"],
}
}))));
assert!(rc.0.is_success(), "!sell: {}", rc.1);

unwrap!(block_on(mm_alice.stop()));
}

#[test]
fn test_get_max_taker_vol_with_kmd() {
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN1", 1.into());
let coins = json! ([
{"coin":"MYCOIN","asset":"MYCOIN","txversion":4,"overwintered":1,"txfee":10000,"protocol":{"type":"UTXO"}},
{"coin":"MYCOIN1","asset":"MYCOIN1","txversion":4,"overwintered":1,"txfee":10000,"protocol":{"type":"UTXO"}},
{"coin":"KMD","txversion":4,"overwintered":1,"txfee":10000,"protocol":{"type":"UTXO"}},
]);
let mut mm_alice = unwrap!(MarketMakerIt::start(
json! ({
"gui": "nogui",
"netid": 9000,
"dht": "on", // Enable DHT without delay.
"passphrase": format!("0x{}", hex::encode(alice_priv_key)),
"coins": coins,
"rpc_password": "pass",
"i_am_see": true,
}),
"pass".to_string(),
None,
));
let (_alice_dump_log, _alice_dump_dashboard) = mm_dump(&mm_alice.log_path);
unwrap!(block_on(
mm_alice.wait_for_log(22., |log| log.contains(">>>>>>>>> DEX stats "))
));

log!([block_on(enable_native(&mm_alice, "MYCOIN1", vec![]))]);
log!([block_on(enable_native(&mm_alice, "MYCOIN", vec![]))]);
log!([block_on(enable_electrum(&mm_alice, "KMD", vec![
"electrum1.cipig.net:10001",
"electrum2.cipig.net:10001",
"electrum3.cipig.net:10001"
]))]);
let rc = unwrap!(block_on(mm_alice.rpc(json! ({
"userpass": mm_alice.userpass,
"method": "max_taker_vol",
"coin": "MYCOIN1",
"trade_with": "KMD",
}))));
assert!(rc.0.is_success(), "!max_taker_vol: {}", rc.1);
let json: Json = json::from_str(&rc.1).unwrap();
// the result of equation x + x * 9 / 7770 + 0.0002 = 1
assert_eq!(json["result"]["numer"], Json::from("1294741"));
assert_eq!(json["result"]["denom"], Json::from("1296500"));

let rc = unwrap!(block_on(mm_alice.rpc(json! ({
"userpass": mm_alice.userpass,
"method": "sell",
"base": "MYCOIN1",
"rel": "KMD",
"price": 1,
"volume": {
"numer": json["result"]["numer"],
"denom": json["result"]["denom"],
}
}))));
assert!(rc.0.is_success(), "!sell: {}", rc.1);

unwrap!(block_on(mm_alice.stop()));
}

#[test]
fn test_set_price_max() {
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN", 1);
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN", 1.into());
let coins = json! ([
{"coin":"MYCOIN","asset":"MYCOIN","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
{"coin":"MYCOIN1","asset":"MYCOIN1","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
Expand Down Expand Up @@ -961,8 +1094,8 @@ mod docker_tests {

#[test]
fn swaps_should_stop_on_stop_rpc() {
let (_ctx, _, bob_priv_key) = generate_coin_with_random_privkey("MYCOIN", 1000);
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN1", 2000);
let (_ctx, _, bob_priv_key) = generate_coin_with_random_privkey("MYCOIN", 1000.into());
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN1", 2000.into());
let coins = json! ([
{"coin":"MYCOIN","asset":"MYCOIN","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
{"coin":"MYCOIN1","asset":"MYCOIN1","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
Expand Down
8 changes: 4 additions & 4 deletions mm2src/docker_tests/swaps_confs_settings_sync_tests.rs
View file
Original file line number Diff line number Diff line change
Expand Up @@ -16,8 +16,8 @@ fn test_confirmation_settings_sync_correctly_on_buy(
expected_taker: SwapConfirmationsSettings,
expected_lock_duration: u64,
) {
let (_ctx, _, bob_priv_key) = generate_coin_with_random_privkey("MYCOIN", 1000);
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN1", 2000);
let (_ctx, _, bob_priv_key) = generate_coin_with_random_privkey("MYCOIN", 1000.into());
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN1", 2000.into());
let coins = json! ([
{"coin":"MYCOIN","asset":"MYCOIN","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
{"coin":"MYCOIN1","asset":"MYCOIN1","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
Expand Down Expand Up @@ -185,8 +185,8 @@ fn test_confirmation_settings_sync_correctly_on_sell(
expected_taker: SwapConfirmationsSettings,
expected_lock_duration: u64,
) {
let (_ctx, _, bob_priv_key) = generate_coin_with_random_privkey("MYCOIN", 1000);
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN1", 2000);
let (_ctx, _, bob_priv_key) = generate_coin_with_random_privkey("MYCOIN", 1000.into());
let (_ctx, _, alice_priv_key) = generate_coin_with_random_privkey("MYCOIN1", 2000.into());
let coins = json! ([
{"coin":"MYCOIN","asset":"MYCOIN","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
{"coin":"MYCOIN1","asset":"MYCOIN1","txversion":4,"overwintered":1,"txfee":1000,"protocol":{"type":"UTXO"}},
Expand Down
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