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Buck review fixes
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@martonp
martonp committed Aug 6, 2023
1 parent 057fc87 commit bdd260f
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Showing 5 changed files with 270 additions and 286 deletions.
8 changes: 5 additions & 3 deletions client/asset/btc/btc_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -2048,13 +2048,15 @@ func testMaxFundingFees(t *testing.T, segwit bool, walletType string) {
outputSize = dexbtc.P2PKHOutputSize
}

maxFundingFees := wallet.MaxFundingFees(3, useSplitOptions)
expectedFees := feeRateLimit * (inputSize*12 + outputSize*4 + dexbtc.MinimumTxOverhead)
const maxSwaps = 3
const numInputs = 12
maxFundingFees := wallet.MaxFundingFees(maxSwaps, useSplitOptions)
expectedFees := feeRateLimit * (inputSize*numInputs + outputSize*(maxSwaps+1) + dexbtc.MinimumTxOverhead)
if maxFundingFees != expectedFees {
t.Fatalf("unexpected max funding fees. expected %d, got %d", expectedFees, maxFundingFees)
}

maxFundingFees = wallet.MaxFundingFees(3, noSplitOptions)
maxFundingFees = wallet.MaxFundingFees(maxSwaps, noSplitOptions)
if maxFundingFees != 0 {
t.Fatalf("unexpected max funding fees. expected 0, got %d", maxFundingFees)
}
Expand Down
13 changes: 3 additions & 10 deletions client/core/core.go
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Original file line number Diff line number Diff line change
Expand Up @@ -5514,27 +5514,20 @@ func (c *Core) SingleLotFees(form *SingleLotFeesForm) (uint64, uint64, error) {

if form.UseMaxFeeRate {
dc.assetsMtx.Lock()
swapAsset := dc.assets[wallets.fromWallet.AssetID]
swapAsset, redeemAsset := dc.assets[wallets.fromWallet.AssetID], dc.assets[wallets.toWallet.AssetID]
dc.assetsMtx.Unlock()
if swapAsset == nil {
dc.assetsMtx.Unlock()
return 0, 0, fmt.Errorf("no asset found for %d", wallets.fromWallet.AssetID)
}
swapFeeRate = swapAsset.MaxFeeRate

redeemAsset := dc.assets[wallets.toWallet.AssetID]
if redeemAsset == nil {
dc.assetsMtx.Unlock()
return 0, 0, fmt.Errorf("no asset found for %d", wallets.toWallet.AssetID)
}

redeemFeeRate = redeemAsset.MaxFeeRate
dc.assetsMtx.Unlock()
swapFeeRate, redeemFeeRate = swapAsset.MaxFeeRate, redeemAsset.MaxFeeRate
} else {
swapFeeRate = c.feeSuggestionAny(wallets.fromWallet.AssetID) // server rates only for the swap init
if swapFeeRate == 0 {
return 0, 0, fmt.Errorf("failed to get swap fee suggestion for %s at %s", wallets.fromWallet.Symbol, form.Host)
}

redeemFeeRate = c.feeSuggestionAny(wallets.toWallet.AssetID) // wallet rate or server rate
if redeemFeeRate == 0 {
return 0, 0, fmt.Errorf("failed to get redeem fee suggestion for %s at %s", wallets.toWallet.Symbol, form.Host)
Expand Down
164 changes: 73 additions & 91 deletions client/mm/mm.go
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Original file line number Diff line number Diff line change
Expand Up @@ -70,7 +70,7 @@ type botBalance struct {
// 1. A trade is made:
//
// - FromAsset:
// DECREASE: LockedFunds + SplitTxFees + FundingFees
// DECREASE: LockedFunds + FundingFees
// if isAccountLocker, RefundFeesLockedFunds
//
// - ToAsset:
Expand Down Expand Up @@ -122,7 +122,7 @@ type orderInfo struct {
order *core.Order
initialFundsLocked uint64
lotSize uint64
//initialRedeemFeesLocked will be > 0 for assets that are account lockers
// initialRedeemFeesLocked will be > 0 for assets that are account lockers
// (ETH). This means that the redeem fees will be initially locked, then
// the complete redeemed amount will be sent on redemption.
initialRedeemFeesLocked uint64
Expand All @@ -132,7 +132,7 @@ type orderInfo struct {
unusedLockedFundsReturned bool
excessFeesReturned bool
matchesSeen map[order.MatchID]struct{}
matchesRefunded map[order.MatchID]struct{}
matchesSettled map[order.MatchID]struct{}
}

// finishedProcessing returns true when the MarketMaker no longer needs to
Expand All @@ -145,7 +145,7 @@ func (o *orderInfo) finishedProcessing() bool {
for _, match := range o.order.Matches {
var matchID order.MatchID
copy(matchID[:], match.MatchID)
if _, found := o.matchesRefunded[matchID]; !found {
if _, found := o.matchesSettled[matchID]; !found {
return false
}
}
Expand All @@ -168,6 +168,16 @@ type MarketMaker struct {
orders map[order.OrderID]*orderInfo
}

// NewMarketMaker creates a new MarketMaker.
func NewMarketMaker(c clientCore, log dex.Logger) (*MarketMaker, error) {
return &MarketMaker{
core: c,
log: log,
running: atomic.Bool{},
orders: make(map[order.OrderID]*orderInfo),
}, nil
}

// Running returns true if the MarketMaker is running.
func (m *MarketMaker) Running() bool {
return m.running.Load()
Expand Down Expand Up @@ -258,6 +268,8 @@ func validateAndFilterEnabledConfigs(cfgs []*BotConfig) ([]*BotConfig, error) {
return enabledCfgs, nil
}

// setupBalances makes sure there is sufficient balance to cover all the bots,
// and populates the botBalances map.
func (m *MarketMaker) setupBalances(cfgs []*BotConfig) error {
m.botBalances = make(map[string]*botBalances, len(cfgs))

Expand All @@ -267,27 +279,28 @@ func (m *MarketMaker) setupBalances(cfgs []*BotConfig) error {
}

balanceTracker := make(map[uint32]*trackedBalance)
trackAsset := func(assetID uint32) error {
if _, found := balanceTracker[assetID]; found {
return nil
}
bal, err := m.core.AssetBalance(assetID)
if err != nil {
return fmt.Errorf("failed to get balance for asset %d: %v", assetID, err)
}
balanceTracker[assetID] = &trackedBalance{
balanceAvailable: bal.Available,
}
return nil
}

for _, cfg := range cfgs {
if _, found := balanceTracker[cfg.BaseAsset]; !found {
bal, err := m.core.AssetBalance(cfg.BaseAsset)
if err != nil {
return fmt.Errorf("failed to get balance for asset %d: %v", cfg.BaseAsset, err)
}

balanceTracker[cfg.BaseAsset] = &trackedBalance{
balanceAvailable: bal.Available,
}
err := trackAsset(cfg.BaseAsset)
if err != nil {
return err
}

if _, found := balanceTracker[cfg.QuoteAsset]; !found {
bal, err := m.core.AssetBalance(cfg.QuoteAsset)
if err != nil {
return fmt.Errorf("failed to get balance for asset %d: %v", cfg.QuoteAsset, err)
}
balanceTracker[cfg.QuoteAsset] = &trackedBalance{
balanceAvailable: bal.Available,
}
err = trackAsset(cfg.QuoteAsset)
if err != nil {
return err
}

baseBalance := balanceTracker[cfg.BaseAsset]
Expand Down Expand Up @@ -357,6 +370,11 @@ const (
balTypePendingRefund
)

const (
balanceModIncrease = true
balanceModDecrease = false
)

// balanceMod is passed to modifyBotBalance to increase or decrease one
// of the bot's balances for an asset.
type balanceMod struct {
Expand Down Expand Up @@ -384,55 +402,28 @@ func (m *MarketMaker) modifyBotBalance(botID string, mods []*balanceMod) {
continue
}

switch mod.typ {
case balTypeAvailable:
newFieldValue := func(balanceType string, initialValue uint64) uint64 {
if mod.increase {
assetBalance.Available += mod.amount
return initialValue + mod.amount
} else {
if assetBalance.Available < mod.amount {
m.log.Errorf("modifyBotBalance: bot %s has insufficient balance for asset %d. "+
"balance: %d, amount: %d", botID, mod.assetID, assetBalance.Available, mod.amount)
assetBalance.Available = 0
return
m.log.Errorf("modifyBotBalance: bot %s has insufficient %s for asset %d. "+
"balance: %d, amount: %d", botID, balanceType, mod.assetID, initialValue, mod.amount)
return 0
}
assetBalance.Available -= mod.amount
return initialValue - mod.amount
}
}

switch mod.typ {
case balTypeAvailable:
assetBalance.Available = newFieldValue("available balance", assetBalance.Available)
case balTypeFundingOrder:
if mod.increase {
assetBalance.FundingOrder += mod.amount
} else {
if assetBalance.FundingOrder < mod.amount {
m.log.Errorf("modifyBotBalance: bot %s has insufficient funding order for asset %d. "+
"balance: %d, amount: %d", botID, mod.assetID, assetBalance.FundingOrder, mod.amount)
assetBalance.FundingOrder = 0
return
}
assetBalance.FundingOrder -= mod.amount
}
assetBalance.FundingOrder = newFieldValue("funding order", assetBalance.FundingOrder)
case balTypePendingRedeem:
if mod.increase {
assetBalance.PendingRedeem += mod.amount
} else {
if assetBalance.PendingRedeem < mod.amount {
m.log.Errorf("modifyBotBalance: bot %s has insufficient pending redeem for asset %d. "+
"balance: %d, amount: %d", botID, mod.assetID, assetBalance.PendingRedeem, mod.amount)
assetBalance.PendingRedeem = 0
return
}
assetBalance.PendingRedeem -= mod.amount
}
assetBalance.PendingRedeem = newFieldValue("pending redeem", assetBalance.PendingRedeem)
case balTypePendingRefund:
if mod.increase {
assetBalance.PendingRefund += mod.amount
} else {
if assetBalance.PendingRefund < mod.amount {
m.log.Errorf("modifyBotBalance: bot %s has insufficient pending refund for asset %d. "+
"balance: %d, amount: %d", botID, mod.assetID, assetBalance.PendingRefund, mod.amount)
assetBalance.PendingRefund = 0
return
}
assetBalance.PendingRefund -= mod.amount
}
assetBalance.PendingRefund = newFieldValue("pending refund", assetBalance.PendingRefund)
}
}
}
Expand Down Expand Up @@ -500,13 +491,13 @@ func (m *MarketMaker) handleMatchUpdate(match *core.Match, oid dex.Bytes) {
var balanceMods []*balanceMod
if orderInfo.order.Sell {
balanceMods = []*balanceMod{
{false, orderInfo.order.BaseID, balTypeFundingOrder, match.Qty},
{true, orderInfo.order.QuoteID, balTypePendingRedeem, calc.BaseToQuote(match.Rate, match.Qty) - maxRedeemFees},
{balanceModDecrease, orderInfo.order.BaseID, balTypeFundingOrder, match.Qty},
{balanceModIncrease, orderInfo.order.QuoteID, balTypePendingRedeem, calc.BaseToQuote(match.Rate, match.Qty) - maxRedeemFees},
}
} else {
balanceMods = []*balanceMod{
{false, orderInfo.order.QuoteID, balTypeFundingOrder, calc.BaseToQuote(match.Rate, match.Qty)},
{true, orderInfo.order.BaseID, balTypePendingRedeem, match.Qty - maxRedeemFees},
{balanceModDecrease, orderInfo.order.QuoteID, balTypeFundingOrder, calc.BaseToQuote(match.Rate, match.Qty)},
{balanceModIncrease, orderInfo.order.BaseID, balTypePendingRedeem, match.Qty - maxRedeemFees},
}
}

Expand All @@ -517,11 +508,11 @@ func (m *MarketMaker) handleMatchUpdate(match *core.Match, oid dex.Bytes) {
return
}

if _, handled := orderInfo.matchesRefunded[matchID]; handled {
if _, handled := orderInfo.matchesSettled[matchID]; handled {
return
}

orderInfo.matchesRefunded[matchID] = struct{}{}
orderInfo.matchesSettled[matchID] = struct{}{}

if match.Refund != nil {
// TODO: Currently refunds are not handled properly. Core gives no way to
Expand All @@ -541,13 +532,13 @@ func (m *MarketMaker) handleMatchUpdate(match *core.Match, oid dex.Bytes) {
var balanceMods []*balanceMod
if orderInfo.order.Sell {
balanceMods = []*balanceMod{
{false, orderInfo.order.QuoteID, balTypePendingRedeem, calc.BaseToQuote(match.Rate, match.Qty) - maxRedeemFees},
{true, orderInfo.order.BaseID, balTypeAvailable, match.Qty},
{balanceModDecrease, orderInfo.order.QuoteID, balTypePendingRedeem, calc.BaseToQuote(match.Rate, match.Qty) - maxRedeemFees},
{balanceModIncrease, orderInfo.order.BaseID, balTypeAvailable, match.Qty},
}
} else {
balanceMods = []*balanceMod{
{false, orderInfo.order.BaseID, balTypePendingRedeem, match.Qty - maxRedeemFees},
{true, orderInfo.order.QuoteID, balTypeAvailable, calc.BaseToQuote(match.Rate, match.Qty)},
{balanceModDecrease, orderInfo.order.BaseID, balTypePendingRedeem, match.Qty - maxRedeemFees},
{balanceModIncrease, orderInfo.order.QuoteID, balTypeAvailable, calc.BaseToQuote(match.Rate, match.Qty)},
}
}
m.log.Tracef("oid: %s, increasing balance due to refund")
Expand All @@ -568,8 +559,8 @@ func (m *MarketMaker) handleMatchUpdate(match *core.Match, oid dex.Bytes) {
m.log.Tracef("oid: %s, increasing balance due to redeem, redeemQty - %v, maxRedeemFees - %v", oid, redeemQty, maxRedeemFees)

balanceMods := []*balanceMod{
{false, redeemAsset, balTypePendingRedeem, redeemQty - maxRedeemFees},
{true, redeemAsset, balTypeAvailable, redeemQty - maxRedeemFees},
{balanceModDecrease, redeemAsset, balTypePendingRedeem, redeemQty - maxRedeemFees},
{balanceModIncrease, redeemAsset, balTypeAvailable, redeemQty - maxRedeemFees},
}
m.modifyBotBalance(orderInfo.bot, balanceMods)
}
Expand Down Expand Up @@ -636,8 +627,8 @@ func (m *MarketMaker) handleOrderUpdate(o *core.Order) {
o.ID, orderInfo.initialFundsLocked, filledQty, filledLots, maxSwapFees)

balanceMods := []*balanceMod{
{true, fromAsset, balTypeAvailable, orderInfo.initialFundsLocked - usedFunds},
{false, fromAsset, balTypeFundingOrder, orderInfo.initialFundsLocked - usedFunds},
{balanceModIncrease, fromAsset, balTypeAvailable, orderInfo.initialFundsLocked - usedFunds},
{balanceModDecrease, fromAsset, balTypeFundingOrder, orderInfo.initialFundsLocked - usedFunds},
}
m.modifyBotBalance(orderInfo.bot, balanceMods)
} else {
Expand All @@ -655,8 +646,8 @@ func (m *MarketMaker) handleOrderUpdate(o *core.Order) {
if maxSwapFees > o.FeesPaid.Swap {
m.log.Tracef("oid: %s, return excess swap fees, maxSwapFees %v, swap fees %v", o.ID, maxSwapFees, o.FeesPaid.Swap)
balanceMods := []*balanceMod{
{true, fromAsset, balTypeAvailable, maxSwapFees - o.FeesPaid.Swap},
{false, fromAsset, balTypeFundingOrder, maxSwapFees},
{balanceModIncrease, fromAsset, balTypeAvailable, maxSwapFees - o.FeesPaid.Swap},
{balanceModDecrease, fromAsset, balTypeFundingOrder, maxSwapFees},
}
m.modifyBotBalance(orderInfo.bot, balanceMods)
} else if maxSwapFees < o.FeesPaid.Swap {
Expand All @@ -669,8 +660,8 @@ func (m *MarketMaker) handleOrderUpdate(o *core.Order) {
m.log.Tracef("oid: %s, return excess redeem fees (accountLocker), initialRedeemFeesLocked %v, redemption fees %v",
o.ID, orderInfo.initialRedeemFeesLocked, o.FeesPaid.Redemption)
balanceMods := []*balanceMod{
{true, toAsset, balTypeAvailable, orderInfo.initialRedeemFeesLocked - o.FeesPaid.Redemption},
{false, toAsset, balTypeFundingOrder, orderInfo.initialRedeemFeesLocked},
{balanceModIncrease, toAsset, balTypeAvailable, orderInfo.initialRedeemFeesLocked - o.FeesPaid.Redemption},
{balanceModDecrease, toAsset, balTypeFundingOrder, orderInfo.initialRedeemFeesLocked},
}
m.modifyBotBalance(orderInfo.bot, balanceMods)
} else {
Expand All @@ -682,7 +673,7 @@ func (m *MarketMaker) handleOrderUpdate(o *core.Order) {
if maxRedeemFees > o.FeesPaid.Redemption {
m.log.Tracef("oid: %s, return excess redeem fees, maxRedeemFees %v, redemption fees %v", o.ID, maxRedeemFees, o.FeesPaid.Redemption)
balanceMods := []*balanceMod{
{true, toAsset, balTypeAvailable, maxRedeemFees - o.FeesPaid.Redemption},
{balanceModIncrease, toAsset, balTypeAvailable, maxRedeemFees - o.FeesPaid.Redemption},
}
m.modifyBotBalance(orderInfo.bot, balanceMods)
} else if maxRedeemFees < o.FeesPaid.Redemption {
Expand Down Expand Up @@ -793,12 +784,3 @@ func (m *MarketMaker) Stop() {
m.die()
}
}

func NewMarketMaker(c clientCore, log dex.Logger) (*MarketMaker, error) {
return &MarketMaker{
core: c,
log: log,
running: atomic.Bool{},
orders: make(map[order.OrderID]*orderInfo),
}, nil
}
8 changes: 4 additions & 4 deletions client/mm/mm_test.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -1791,7 +1791,7 @@ func testSegregatedCoreTrade(t *testing.T, testMultiTrade bool) {
postTradeBalances: map[uint32]*botBalance{
0: {
Available: 100,
FundingOrder: calc.BaseToQuote(5e7, 5e6) + 1400,
FundingOrder: calc.BaseToQuote(5e7, 5e6) + 1000,
},
42: {
Available: 5e6,
Expand Down Expand Up @@ -1878,7 +1878,7 @@ func testSegregatedCoreTrade(t *testing.T, testMultiTrade bool) {
},
42: {
Available: 100,
FundingOrder: 5e6 + 1400,
FundingOrder: 5e6 + 1000,
},
},
},
Expand Down Expand Up @@ -2129,7 +2129,7 @@ func testSegregatedCoreTrade(t *testing.T, testMultiTrade bool) {
postTradeBalances: map[uint32]*botBalance{
0: {
Available: 100,
FundingOrder: calc.BaseToQuote(5e7, 5e6) + calc.BaseToQuote(52e7, 5e6) + 2400,
FundingOrder: calc.BaseToQuote(5e7, 5e6) + calc.BaseToQuote(52e7, 5e6) + 2000,
},
42: {
Available: 5e6,
Expand Down Expand Up @@ -2236,7 +2236,7 @@ func testSegregatedCoreTrade(t *testing.T, testMultiTrade bool) {
},
42: {
Available: 100,
FundingOrder: 1e7 + 2400,
FundingOrder: 1e7 + 2000,
},
},
},
Expand Down
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