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services/horizon/internal/actions: Add /order_book ingestion endpoint (…
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…#1761)
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@tamirms
tamirms authored Sep 26, 2019
1 parent 3c46f3c commit 6675d2d
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Showing 12 changed files with 1,380 additions and 128 deletions.
49 changes: 49 additions & 0 deletions exp/orderbook/graph.go
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Original file line number Diff line number Diff line change
Expand Up @@ -119,6 +119,55 @@ func (graph *OrderBookGraph) batch() *orderBookBatchedUpdates {
}
}

// findOffers returns all offers for a given trading pair
// The offers will be sorted by price from cheapest to most expensive
// The returned offers will span at most `maxPriceLevels` price levels
func (graph *OrderBookGraph) findOffers(
selling, buying string, maxPriceLevels int,
) []xdr.OfferEntry {
results := []xdr.OfferEntry{}
edges, ok := graph.edgesForSellingAsset[selling]
if !ok {
return results
}
offers, ok := edges[buying]
if !ok {
return results
}

for _, offer := range offers {
if len(results) == 0 || results[len(results)-1].Price != offer.Price {
maxPriceLevels--
}
if maxPriceLevels < 0 {
return results
}

results = append(results, offer)
}
return results
}

// FindAsksAndBids returns all asks and bids for a given trading pair
// Asks consists of all offers which sell `selling` in exchange for `buying` sorted by
// price (in terms of `buying`) from cheapest to most expensive
// Bids consists of all offers which sell `buying` in exchange for `selling` sorted by
// price (in terms of `selling`) from cheapest to most expensive
// Both Asks and Bids will span at most `maxPriceLevels` price levels
func (graph *OrderBookGraph) FindAsksAndBids(
selling, buying xdr.Asset, maxPriceLevels int,
) ([]xdr.OfferEntry, []xdr.OfferEntry) {
buyingString := buying.String()
sellingString := selling.String()

graph.lock.RLock()
defer graph.lock.RUnlock()
asks := graph.findOffers(sellingString, buyingString, maxPriceLevels)
bids := graph.findOffers(buyingString, sellingString, maxPriceLevels)

return asks, bids
}

// add inserts a given offer into the order book graph
func (graph *OrderBookGraph) add(offer xdr.OfferEntry) error {
if _, contains := graph.tradingPairForOffer[offer.OfferId]; contains {
Expand Down
137 changes: 137 additions & 0 deletions exp/orderbook/graph_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -760,6 +760,143 @@ func TestRemoveOfferOrderBook(t *testing.T) {
}
}

func TestFindOffers(t *testing.T) {
graph := NewOrderBookGraph()

assertOfferListEquals(
t,
[]xdr.OfferEntry{},
graph.findOffers(nativeAsset.String(), eurAsset.String(), 0),
)

assertOfferListEquals(
t,
[]xdr.OfferEntry{},
graph.findOffers(nativeAsset.String(), eurAsset.String(), 5),
)

err := graph.
AddOffer(threeEurOffer).
AddOffer(eurOffer).
AddOffer(twoEurOffer).
Apply()
if err != nil {
t.Fatalf("unexpected error %v", err)
}

assertOfferListEquals(
t,
[]xdr.OfferEntry{},
graph.findOffers(nativeAsset.String(), eurAsset.String(), 0),
)
assertOfferListEquals(
t,
[]xdr.OfferEntry{eurOffer, twoEurOffer},
graph.findOffers(nativeAsset.String(), eurAsset.String(), 2),
)

extraTwoEurOffers := []xdr.OfferEntry{}
for i := 0; i < 4; i++ {
otherTwoEurOffer := twoEurOffer
otherTwoEurOffer.OfferId += xdr.Int64(i + 17)
graph.AddOffer(otherTwoEurOffer)
extraTwoEurOffers = append(extraTwoEurOffers, otherTwoEurOffer)
}
if err := graph.Apply(); err != nil {
t.Fatalf("unexpected error %v", err)
}

assertOfferListEquals(
t,
append([]xdr.OfferEntry{eurOffer, twoEurOffer}, extraTwoEurOffers...),
graph.findOffers(nativeAsset.String(), eurAsset.String(), 2),
)
assertOfferListEquals(
t,
append(append([]xdr.OfferEntry{eurOffer, twoEurOffer}, extraTwoEurOffers...), threeEurOffer),
graph.findOffers(nativeAsset.String(), eurAsset.String(), 3),
)
}

func TestFindAsksAndBids(t *testing.T) {
graph := NewOrderBookGraph()

asks, bids := graph.FindAsksAndBids(nativeAsset, eurAsset, 0)
assertOfferListEquals(
t,
[]xdr.OfferEntry{},
asks,
)
assertOfferListEquals(
t,
[]xdr.OfferEntry{},
bids,
)

asks, bids = graph.FindAsksAndBids(nativeAsset, eurAsset, 5)
assertOfferListEquals(
t,
[]xdr.OfferEntry{},
asks,
)
assertOfferListEquals(
t,
[]xdr.OfferEntry{},
bids,
)

err := graph.
AddOffer(threeEurOffer).
AddOffer(eurOffer).
AddOffer(twoEurOffer).
Apply()
if err != nil {
t.Fatalf("unexpected error %v", err)
}

asks, bids = graph.FindAsksAndBids(nativeAsset, eurAsset, 0)
assertOfferListEquals(
t,
[]xdr.OfferEntry{},
asks,
)
assertOfferListEquals(
t,
[]xdr.OfferEntry{},
bids,
)

extraTwoEurOffers := []xdr.OfferEntry{}
for i := 0; i < 4; i++ {
otherTwoEurOffer := twoEurOffer
otherTwoEurOffer.OfferId += xdr.Int64(i + 17)
graph.AddOffer(otherTwoEurOffer)
extraTwoEurOffers = append(extraTwoEurOffers, otherTwoEurOffer)
}
if err := graph.Apply(); err != nil {
t.Fatalf("unexpected error %v", err)
}

sellEurOffer := twoEurOffer
sellEurOffer.Buying, sellEurOffer.Selling = sellEurOffer.Selling, sellEurOffer.Buying
sellEurOffer.OfferId = 35
if err := graph.AddOffer(sellEurOffer).Apply(); err != nil {
t.Fatalf("unexpected error %v", err)
}

asks, bids = graph.FindAsksAndBids(nativeAsset, eurAsset, 3)
assertOfferListEquals(
t,
append(append([]xdr.OfferEntry{eurOffer, twoEurOffer}, extraTwoEurOffers...), threeEurOffer),
asks,
)
assertOfferListEquals(
t,
[]xdr.OfferEntry{sellEurOffer},
bids,
)
}

func TestConsumeOffersForSellingAsset(t *testing.T) {
kp, err := keypair.Random()
if err != nil {
Expand Down
23 changes: 23 additions & 0 deletions services/horizon/internal/actions/helpers_test.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -498,3 +498,26 @@ func testURLParams() map[string]string {
"long_12_asset_issuer": "GBRPYHIL2CI3FNQ4BXLFMNDLFJUNPU2HY3ZMFSHONUCEOASW7QC7OX2H",
}
}

func makeRequest(
t *testing.T,
queryParams map[string]string,
routeParams map[string]string,
) *http.Request {
request, err := http.NewRequest("GET", "/", nil)
if err != nil {
t.Fatalf("unexpected error %v", err)
}
query := url.Values{}
for key, value := range queryParams {
query.Set(key, value)
}
request.URL.RawQuery = query.Encode()

chiRouteContext := chi.NewRouteContext()
for key, value := range routeParams {
chiRouteContext.URLParams.Add(key, value)
}
ctx := context.WithValue(context.Background(), chi.RouteCtxKey, chiRouteContext)
return request.WithContext(ctx)
}
75 changes: 20 additions & 55 deletions services/horizon/internal/actions/offer_test.go
View file
Original file line number Diff line number Diff line change
@@ -1,13 +1,9 @@
package actions

import (
"context"
"net/http"
"net/url"
"testing"
"time"

"github.com/go-chi/chi"
"github.com/stellar/go/protocols/horizon"
"github.com/stellar/go/services/horizon/internal/db2/core"
"github.com/stellar/go/services/horizon/internal/db2/history"
Expand Down Expand Up @@ -63,50 +59,6 @@ var (
}
)

func makeOffersRequest(t *testing.T, queryParams map[string]string) *http.Request {
request, err := http.NewRequest("GET", "/", nil)
if err != nil {
t.Fatalf("unexpected error %v", err)
}
query := url.Values{}
for key, value := range queryParams {
query.Set(key, value)
}
request.URL.RawQuery = query.Encode()

ctx := context.WithValue(context.Background(), chi.RouteCtxKey, chi.NewRouteContext())
return request.WithContext(ctx)
}

func makeAccountOffersRequest(
t *testing.T,
accountID string,
queryParams map[string]string,
) *http.Request {
request, err := http.NewRequest("GET", "/", nil)
if err != nil {
t.Fatalf("unexpected error %v", err)
}
query := url.Values{}
for key, value := range queryParams {
query.Set(key, value)
}
request.URL.RawQuery = query.Encode()

chiRouteContext := chi.NewRouteContext()
chiRouteContext.URLParams.Add("account_id", accountID)
ctx := context.WithValue(context.Background(), chi.RouteCtxKey, chiRouteContext)
return request.WithContext(ctx)
}

func pageableToOffers(t *testing.T, page []hal.Pageable) []horizon.Offer {
var offers []horizon.Offer
for _, entry := range page {
offers = append(offers, entry.(horizon.Offer))
}
return offers
}

func TestGetOffersHandler(t *testing.T) {
tt := test.Start(t)
defer tt.Finish()
Expand All @@ -133,7 +85,7 @@ func TestGetOffersHandler(t *testing.T) {
tt.Assert.NoError(q.UpsertOffer(usdOffer, 3))

t.Run("No filter", func(t *testing.T) {
records, err := handler.GetResourcePage(makeOffersRequest(t, map[string]string{}))
records, err := handler.GetResourcePage(makeRequest(t, map[string]string{}, map[string]string{}))
tt.Assert.NoError(err)
tt.Assert.Len(records, 3)

Expand All @@ -149,11 +101,12 @@ func TestGetOffersHandler(t *testing.T) {
})

t.Run("Filter by seller", func(t *testing.T) {
records, err := handler.GetResourcePage(makeOffersRequest(
records, err := handler.GetResourcePage(makeRequest(
t,
map[string]string{
"seller": issuer.Address(),
},
map[string]string{},
))
tt.Assert.NoError(err)
tt.Assert.Len(records, 2)
Expand All @@ -168,11 +121,12 @@ func TestGetOffersHandler(t *testing.T) {
asset := horizon.Asset{}
nativeAsset.Extract(&asset.Type, &asset.Code, &asset.Issuer)

records, err := handler.GetResourcePage(makeOffersRequest(
records, err := handler.GetResourcePage(makeRequest(
t,
map[string]string{
"selling_asset_type": asset.Type,
},
map[string]string{},
))
tt.Assert.NoError(err)
tt.Assert.Len(records, 2)
Expand All @@ -185,13 +139,14 @@ func TestGetOffersHandler(t *testing.T) {
asset = horizon.Asset{}
eurAsset.Extract(&asset.Type, &asset.Code, &asset.Issuer)

records, err = handler.GetResourcePage(makeOffersRequest(
records, err = handler.GetResourcePage(makeRequest(
t,
map[string]string{
"selling_asset_type": asset.Type,
"selling_asset_code": asset.Code,
"selling_asset_issuer": asset.Issuer,
},
map[string]string{},
))
tt.Assert.NoError(err)
tt.Assert.Len(records, 1)
Expand All @@ -204,13 +159,14 @@ func TestGetOffersHandler(t *testing.T) {
asset := horizon.Asset{}
eurAsset.Extract(&asset.Type, &asset.Code, &asset.Issuer)

records, err := handler.GetResourcePage(makeOffersRequest(
records, err := handler.GetResourcePage(makeRequest(
t,
map[string]string{
"buying_asset_type": asset.Type,
"buying_asset_code": asset.Code,
"buying_asset_issuer": asset.Issuer,
},
map[string]string{},
))
tt.Assert.NoError(err)
tt.Assert.Len(records, 2)
Expand All @@ -223,13 +179,14 @@ func TestGetOffersHandler(t *testing.T) {
asset = horizon.Asset{}
usdAsset.Extract(&asset.Type, &asset.Code, &asset.Issuer)

records, err = handler.GetResourcePage(makeOffersRequest(
records, err = handler.GetResourcePage(makeRequest(
t,
map[string]string{
"buying_asset_type": asset.Type,
"buying_asset_code": asset.Code,
"buying_asset_issuer": asset.Issuer,
},
map[string]string{},
))
tt.Assert.NoError(err)
tt.Assert.Len(records, 1)
Expand All @@ -256,7 +213,7 @@ func TestGetAccountOffersHandler(t *testing.T) {
tt.Assert.NoError(q.UpsertOffer(usdOffer, 3))

records, err := handler.GetResourcePage(
makeAccountOffersRequest(t, issuer.Address(), map[string]string{}),
makeRequest(t, map[string]string{}, map[string]string{"account_id": issuer.Address()}),
)
tt.Assert.NoError(err)
tt.Assert.Len(records, 2)
Expand All @@ -267,3 +224,11 @@ func TestGetAccountOffersHandler(t *testing.T) {
tt.Assert.Equal(issuer.Address(), offer.Seller)
}
}

func pageableToOffers(t *testing.T, page []hal.Pageable) []horizon.Offer {
var offers []horizon.Offer
for _, entry := range page {
offers = append(offers, entry.(horizon.Offer))
}
return offers
}
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