Merge #203
203: Introduce dynamic rates r=da-kami a=D4nte Co-authored-by: Franck Royer <franck@coblox.tech> Co-authored-by: Thomas Eizinger <thomas@eizinger.io> Co-authored-by: Daniel Karzel <daniel@comit.network>pull/223/head
bors[bot]
3 years ago
committed by
GitHub
commit
61a8282be1
@ -1,2 +1,14 @@
|
||||
pub mod command;
|
||||
pub mod config;
|
||||
pub mod fixed_rate;
|
||||
pub mod kraken;
|
||||
|
||||
mod amounts;
|
||||
|
||||
pub use amounts::Rate;
|
||||
|
||||
pub trait LatestRate {
|
||||
type Error: std::error::Error + Send + Sync + 'static;
|
||||
|
||||
fn latest_rate(&mut self) -> Result<Rate, Self::Error>;
|
||||
}
|
||||
|
||||
@ -0,0 +1,73 @@
|
||||
use crate::{bitcoin, monero};
|
||||
use anyhow::{anyhow, Result};
|
||||
use rust_decimal::{prelude::ToPrimitive, Decimal};
|
||||
use std::fmt::{Debug, Display, Formatter};
|
||||
|
||||
/// Prices at which 1 XMR will be traded, in BTC (XMR/BTC pair)
|
||||
/// The `ask` represents the minimum price in BTC for which we are willing to
|
||||
/// sell 1 XMR.
|
||||
#[derive(Debug, Clone, Copy, PartialEq)]
|
||||
pub struct Rate {
|
||||
pub ask: bitcoin::Amount,
|
||||
}
|
||||
|
||||
impl Rate {
|
||||
pub const ZERO: Rate = Rate {
|
||||
ask: bitcoin::Amount::ZERO,
|
||||
};
|
||||
|
||||
// This function takes the quote amount as it is what Bob sends to Alice in the
|
||||
// swap request
|
||||
pub fn sell_quote(&self, quote: bitcoin::Amount) -> Result<monero::Amount> {
|
||||
Self::quote(self.ask, quote)
|
||||
}
|
||||
|
||||
fn quote(rate: bitcoin::Amount, quote: bitcoin::Amount) -> Result<monero::Amount> {
|
||||
// quote (btc) = rate * base (xmr)
|
||||
// base = quote / rate
|
||||
|
||||
let quote_in_sats = quote.as_sat();
|
||||
let quote_in_btc = Decimal::from(quote_in_sats)
|
||||
.checked_div(Decimal::from(bitcoin::Amount::ONE_BTC.as_sat()))
|
||||
.ok_or_else(|| anyhow!("division overflow"))?;
|
||||
|
||||
let rate_in_btc = Decimal::from(rate.as_sat())
|
||||
.checked_div(Decimal::from(bitcoin::Amount::ONE_BTC.as_sat()))
|
||||
.ok_or_else(|| anyhow!("division overflow"))?;
|
||||
|
||||
let base_in_xmr = quote_in_btc
|
||||
.checked_div(rate_in_btc)
|
||||
.ok_or_else(|| anyhow!("division overflow"))?;
|
||||
let base_in_piconero = base_in_xmr * Decimal::from(monero::Amount::ONE_XMR.as_piconero());
|
||||
|
||||
let base_in_piconero = base_in_piconero
|
||||
.to_u64()
|
||||
.ok_or_else(|| anyhow!("decimal cannot be represented as u64"))?;
|
||||
|
||||
Ok(monero::Amount::from_piconero(base_in_piconero))
|
||||
}
|
||||
}
|
||||
|
||||
impl Display for Rate {
|
||||
fn fmt(&self, f: &mut Formatter<'_>) -> std::fmt::Result {
|
||||
write!(f, "{}", self.ask)
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
#[test]
|
||||
fn sell_quote() {
|
||||
let rate = Rate {
|
||||
ask: bitcoin::Amount::from_btc(0.002_500).unwrap(),
|
||||
};
|
||||
|
||||
let btc_amount = bitcoin::Amount::from_btc(2.5).unwrap();
|
||||
|
||||
let xmr_amount = rate.sell_quote(btc_amount).unwrap();
|
||||
|
||||
assert_eq!(xmr_amount, monero::Amount::from_monero(1000.0).unwrap())
|
||||
}
|
||||
}
|
||||
@ -0,0 +1,23 @@
|
||||
use crate::asb::{LatestRate, Rate};
|
||||
use std::convert::Infallible;
|
||||
|
||||
pub const RATE: f64 = 0.01;
|
||||
|
||||
#[derive(Clone)]
|
||||
pub struct RateService(Rate);
|
||||
|
||||
impl LatestRate for RateService {
|
||||
type Error = Infallible;
|
||||
|
||||
fn latest_rate(&mut self) -> Result<Rate, Infallible> {
|
||||
Ok(self.0)
|
||||
}
|
||||
}
|
||||
|
||||
impl Default for RateService {
|
||||
fn default() -> Self {
|
||||
Self(Rate {
|
||||
ask: bitcoin::Amount::from_btc(RATE).expect("Static value should never fail"),
|
||||
})
|
||||
}
|
||||
}
|
||||
@ -0,0 +1,181 @@
|
||||
use crate::asb::{LatestRate, Rate};
|
||||
use anyhow::Result;
|
||||
use bitcoin::util::amount::ParseAmountError;
|
||||
use futures::{SinkExt, StreamExt};
|
||||
use reqwest::Url;
|
||||
use serde::{Deserialize, Serialize};
|
||||
use serde_json::Value;
|
||||
use std::convert::TryFrom;
|
||||
use tokio::sync::watch;
|
||||
use tokio_tungstenite::tungstenite::Message;
|
||||
use watch::Receiver;
|
||||
|
||||
const KRAKEN_WS_URL: &str = "wss://ws.kraken.com";
|
||||
const SUBSCRIBE_XMR_BTC_TICKER_PAYLOAD: &str = r#"
|
||||
{ "event": "subscribe",
|
||||
"pair": [ "XMR/XBT" ],
|
||||
"subscription": {
|
||||
"name": "ticker"
|
||||
}
|
||||
}"#;
|
||||
|
||||
#[derive(Clone)]
|
||||
pub struct RateService {
|
||||
receiver: Receiver<Result<Rate, Error>>,
|
||||
}
|
||||
|
||||
impl LatestRate for RateService {
|
||||
type Error = Error;
|
||||
|
||||
fn latest_rate(&mut self) -> Result<Rate, Self::Error> {
|
||||
(*self.receiver.borrow()).clone()
|
||||
}
|
||||
}
|
||||
|
||||
#[derive(Clone, Debug, thiserror::Error)]
|
||||
pub enum Error {
|
||||
#[error("Rate has not yet been retrieved from Kraken websocket API")]
|
||||
NotYetRetrieved,
|
||||
#[error("Message is not text")]
|
||||
NonTextMessage,
|
||||
#[error("Websocket: ")]
|
||||
WebSocket(String),
|
||||
#[error("Serde: ")]
|
||||
Serde(String),
|
||||
#[error("Data field is missing")]
|
||||
DataFieldMissing,
|
||||
#[error("Ask Rate Element is of unexpected type")]
|
||||
UnexpectedAskRateElementType,
|
||||
#[error("Ask Rate Element is missing")]
|
||||
MissingAskRateElementType,
|
||||
#[error("Bitcoin amount parse error: ")]
|
||||
BitcoinParseAmount(#[from] ParseAmountError),
|
||||
}
|
||||
|
||||
impl From<tokio_tungstenite::tungstenite::Error> for Error {
|
||||
fn from(err: tokio_tungstenite::tungstenite::Error) -> Self {
|
||||
Error::WebSocket(format!("{:#}", err))
|
||||
}
|
||||
}
|
||||
|
||||
impl From<serde_json::Error> for Error {
|
||||
fn from(err: serde_json::Error) -> Self {
|
||||
Error::Serde(format!("{:#}", err))
|
||||
}
|
||||
}
|
||||
|
||||
impl RateService {
|
||||
pub async fn new() -> Result<Self> {
|
||||
let (tx, rx) = watch::channel(Err(Error::NotYetRetrieved));
|
||||
|
||||
let (ws, _response) =
|
||||
tokio_tungstenite::connect_async(Url::parse(KRAKEN_WS_URL).expect("valid url")).await?;
|
||||
|
||||
let (mut write, mut read) = ws.split();
|
||||
|
||||
tokio::spawn(async move {
|
||||
while let Some(msg) = read.next().await {
|
||||
let msg = match msg {
|
||||
Ok(Message::Text(msg)) => msg,
|
||||
Ok(_) => {
|
||||
let _ = tx.send(Err(Error::NonTextMessage));
|
||||
continue;
|
||||
}
|
||||
Err(e) => {
|
||||
let _ = tx.send(Err(e.into()));
|
||||
continue;
|
||||
}
|
||||
};
|
||||
|
||||
// If we encounter a heartbeat we skip it and iterate again
|
||||
if msg.eq(r#"{"event":"heartbeat"}"#) {
|
||||
continue;
|
||||
}
|
||||
|
||||
let ticker = match serde_json::from_str::<TickerUpdate>(&msg) {
|
||||
Ok(ticker) => ticker,
|
||||
Err(e) => {
|
||||
let _ = tx.send(Err(e.into()));
|
||||
continue;
|
||||
}
|
||||
};
|
||||
|
||||
let rate = match Rate::try_from(ticker) {
|
||||
Ok(rate) => rate,
|
||||
Err(e) => {
|
||||
let _ = tx.send(Err(e));
|
||||
continue;
|
||||
}
|
||||
};
|
||||
|
||||
let _ = tx.send(Ok(rate));
|
||||
}
|
||||
});
|
||||
|
||||
write.send(SUBSCRIBE_XMR_BTC_TICKER_PAYLOAD.into()).await?;
|
||||
|
||||
Ok(Self { receiver: rx })
|
||||
}
|
||||
}
|
||||
|
||||
#[derive(Debug, Serialize, Deserialize)]
|
||||
#[serde(transparent)]
|
||||
struct TickerUpdate(Vec<TickerField>);
|
||||
|
||||
#[derive(Debug, Serialize, Deserialize)]
|
||||
#[serde(untagged)]
|
||||
enum TickerField {
|
||||
Data(TickerData),
|
||||
Metadata(Value),
|
||||
}
|
||||
|
||||
#[derive(Debug, Serialize, Deserialize)]
|
||||
struct TickerData {
|
||||
#[serde(rename = "a")]
|
||||
ask: Vec<RateElement>,
|
||||
#[serde(rename = "b")]
|
||||
bid: Vec<RateElement>,
|
||||
}
|
||||
|
||||
#[derive(Debug, Serialize, Deserialize)]
|
||||
#[serde(untagged)]
|
||||
enum RateElement {
|
||||
Text(String),
|
||||
Number(u64),
|
||||
}
|
||||
|
||||
impl TryFrom<TickerUpdate> for Rate {
|
||||
type Error = Error;
|
||||
|
||||
fn try_from(value: TickerUpdate) -> Result<Self, Error> {
|
||||
let data = value
|
||||
.0
|
||||
.iter()
|
||||
.find_map(|field| match field {
|
||||
TickerField::Data(data) => Some(data),
|
||||
TickerField::Metadata(_) => None,
|
||||
})
|
||||
.ok_or(Error::DataFieldMissing)?;
|
||||
let ask = data.ask.first().ok_or(Error::MissingAskRateElementType)?;
|
||||
let ask = match ask {
|
||||
RateElement::Text(ask) => {
|
||||
bitcoin::Amount::from_str_in(ask, ::bitcoin::Denomination::Bitcoin)?
|
||||
}
|
||||
_ => return Err(Error::UnexpectedAskRateElementType),
|
||||
};
|
||||
|
||||
Ok(Self { ask })
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
#[tokio::test]
|
||||
async fn deserialize_ticker_update() {
|
||||
let sample_response = r#"[980,{"a":["0.00521900",4,"4.84775132"],"b":["0.00520600",70,"70.35668921"],"c":["0.00520700","0.00000186"],"v":["18530.40510860","18531.94887860"],"p":["0.00489493","0.00489490"],"t":[5017,5018],"l":["0.00448300","0.00448300"],"h":["0.00525000","0.00525000"],"o":["0.00450000","0.00451000"]},"ticker","XMR/XBT"]"#;
|
||||
|
||||
let _ = serde_json::from_str::<TickerUpdate>(sample_response).unwrap();
|
||||
}
|
||||
}
|
||||
Loading…
Reference in New Issue