services/horizon: Gracefully handle non-canonical prices in GET /order_book #2400
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2opremio
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I am missing tests, but the approach is ready to review. |
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@2opremio this looks great! I can approve once you add tests |
2opremio
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Mar 19, 2020
2opremio
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Mar 19, 2020
Due to the non-canonical rational representation of offer prices, they were not being compared properly in a bunch of places, leading to an incorrect result of `GET order_book` (the `limit` parameter wasn't respected and levels not being coalesced properly) when equal prices with different representation were involved. This happened in: 1. `graph.findOffers()`, which treated equal prices with different representation as different price levels. 2. `offersToPriceLevels()`, which computed multiple levels for equal prices with different representation. This change fixes the problems above by adding and using comparison operations which take non-canonical representations into account. In addition, the prices output in order_book are now normalized (which is a requirement in order to properly coalesce prices with identical value but different representation). Alternatively, we could use Go's `math/big.Rat` to ingesting offers (since `Rat`s are always normalized) but it may be useful to keep the original values from the ledger as is for debugging purposes.
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@tamirms this is ready to review, I have added the tests. |
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@2opremio can you add update graph_test.go to make sure |
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@tamirms Done! |
tamirms
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Fixes #2010
Due to the non-canonical rational representation of offer prices, they were not being compared properly in a bunch of places, leading to an incorrect result of
GET order_book(thelimitparameter wasn't respected and levels were not being coalesced properly) when equal prices with different representation were involved .
This happened in:
graph.findOffers(), which treated equal prices with differentrepresentation as different price levels.
offersToPriceLevels(), which computed multiple levels forequal prices with different representation.
This change fixes the problems above by adding and using comparison operations which take non-canonical representations into account.
In addition, the prices output in order_book are now normalized (which is a requirement in order to properly coalesce prices with identical value but different representation).
Alternatively, we could use Go's
math/big.Ratfor storing ingested offer prices (sinceRats are always normalized) but it may be useful to keep the original values from the ledger as is for debugging purposes.