lamassu/lamassu-server
1
0
Fork 0
Code Issues Pull requests Projects Releases Packages Wiki Activity Actions

recalculate fiatBalance as balance at start of session

Browse source
This commit is contained in:
Josh Harvey 2014-04-26 17:51:34 -04:00
parent 4925843906
commit 96f480a73c
2 changed files with 63 additions and 45 deletions
Download patch file Download diff file Expand all files Collapse all files

20
lib/routes.js
View file

@ -19,19 +19,21 @@ Error.prototype.toJSON = function () {
var poll = function(req, res) {
var rateRec = _trader.rate();
var satoshiBalanceRec = _trader.balance;
var balanceRec = _trader.balance;
var fingerprint = req.connection.getPeerCertificate().fingerprint;
// `rateRec` and `satoshiBalanceRec` are both objects, so there's no danger
// `rateRec` and `balanceRec` are both objects, so there's no danger
// of misinterpreting rate or balance === 0 as 'Server initializing'.
if (!rateRec || !satoshiBalanceRec) {
if (!rateRec || !balanceRec) {
return res.json({err: 'Server initializing'});
}
if (Date.now() - rateRec.timestamp > STALE_TICKER) {
var now = Date.now();
if (now - rateRec.timestamp > STALE_TICKER) {
return res.json({err: 'Stale ticker'});
}
if (Date.now() - rateRec.timestamp > STALE_BALANCE) {
if (now - balanceRec.timestamp > STALE_BALANCE) {
return res.json({err: 'Stale balance'});
}
@ -40,16 +42,16 @@ var poll = function(req, res) {
res.json({
err: null,
rate: rate * _trader.config.exchanges.settings.commission,
fiat: _trader.fiatBalance(0, 0),
fiat: _trader.fiatBalance(fingerprint),
locale: _trader.config.brain.locale,
txLimit: parseInt(_trader.config.exchanges.settings.compliance.maximum.limit, 10)
});
};
var trade = function (req, res) {
_trader.trade(req.body.fiat, req.body.satoshis, req.body.currency, function(err) {
res.json({err: err});
});
var fingerprint = req.connection.getPeerCertificate().fingerprint;
_trader.trade(req.body, fingerprint);
res.json({err: null});
};
var send = function(req, res) {

88
lib/trader.js
View file

@ -6,6 +6,9 @@ var winston = require('winston');
var SATOSHI_FACTOR = Math.pow(10, 8);
// TODO: Define this somewhere more global
var SESSION_TIMEOUT = 60 * 60 * 1000; // an hour
var Trader = module.exports = function (db) {
if (!db) {
throw new Error('`db` is required');
@ -18,6 +21,7 @@ var Trader = module.exports = function (db) {
});
this._tradeQueue = [];
this._sessionInfo = {};
};
Trader.prototype._findExchange = function (name) {
@ -79,12 +83,13 @@ Trader.prototype._consolidateTrades = function () {
return tradeRec;
};
Trader.prototype._purchase = function (trade) {
Trader.prototype._purchase = function (trade, cb) {
var self = this;
var rate = self.rate(trade.currency);
self.tradeExchange.purchase(trade.satoshis, rate.rate, function (err) {
// TODO: don't ignore purchase errors
if (err) return cb(err);
self.pollBalance();
cb();
});
};
@ -114,65 +119,60 @@ Trader.prototype.configure = function (config) {
this.pollRate();
};
/**
* return fiat balance
*
* in input to this function, balance has the following parameters...
*
* balance.transferBalance - in satoshis
* balance.tradeBalance - in USD
*
* Have added conversion here, but this really needs to be thought through, lamassu-bitstamp should perhaps
* return balance in satoshis
*/
Trader.prototype.fiatBalance = function (transferSatoshis, tradeFiat) {
var rate = this.rate(this.config.exchanges.settings.currency).rate;
// IMPORTANT: This function returns the estimated minimum available balance
// in fiat as of the start of the current user session on the device. User
// session starts when a user presses then Start button and ends when we
// send the bitcoins.
Trader.prototype.fiatBalance = function (deviceFingerprint) {
var rawRate = this.rate(this.config.exchanges.settings.currency).rate;
var balance = this.balance;
var commission = this.config.exchanges.settings.commission;
if (!rate || !balance) {
if (!rawRate || !balance) {
return 0;
}
// The rate is actually our commission times real rate.
rate = commission * rate;
var rate = commission * rawRate;
// `lowBalanceMargin` is our safety net. It's a number > 1, and we divide
// all our balances by it to provide a safety margin.
var lowBalanceMargin = this.config.exchanges.settings.lowBalanceMargin;
// `balance.transferBalance` is the balance of our transfer account (the one
// we use to send Bitcoins to clients). `transferSatoshis` is the number
// of satoshis we're expected to send for this transaction. By subtracting
// them, we get `adjustedTransferBalance`, amount of satoshis we'll have
// after the transaction.
var adjustedTransferBalance = balance.transferBalance - transferSatoshis;
// we use to send Bitcoins to clients).
var transferBalance = balance.transferBalance;
// Since `adjustedTransferBalance` is in Satoshis, we need to turn it into
// Bitcoins and then fiat to learn how much fiat currency we can exchange.
// Since `transferBalance` is in satoshis, we need to turn it into
// bitcoins and then fiat to learn how much fiat currency we can exchange.
//
// Unit validity proof: [ $ ] = [ (B * 10^8) / 10^8 * $/B ]
// [ $ ] = [ B * $/B ]
// [ $ ] = [ $ ]
var fiatTransferBalance = ((adjustedTransferBalance / SATOSHI_FACTOR) * rate) / lowBalanceMargin;
var fiatTransferBalance = ((transferBalance / SATOSHI_FACTOR) * rate) / lowBalanceMargin;
// If this server is also configured to trade received fiat for Bitcoins,
// we also need to calculate if we have enough funds on our trade exchange.
if (balance.tradeBalance === null) return fiatTransferBalance;
var tradeBalance = balance.tradeBalance;
// We need to secure `tradeFiat` (amount of fiat in this transaction) and
// enough fiat to cover our trading queue (trades aren't executed immediately).
var adjustedFiat = tradeFiat + this._tradeQueueFiatBalance(rate);
// So we subtract `adjustedFiat` from `tradeBalance` and again, apply
// `lowBalanceMargin`.
var fiatTradeBalance = (tradeBalance - adjustedFiat) / lowBalanceMargin;
// We're reporting balance as of the start of the user session.
var sessionInfo = this._sessionInfo[deviceFingerprint];
var sessionBalance = sessionInfo ? sessionInfo.tradeBalance : tradeBalance;
var fiatTradeBalance = sessionBalance / lowBalanceMargin;
// And we return the smallest number.
return Math.min(fiatTransferBalance, fiatTradeBalance);
};
Trader.prototype._clearSession = function (deviceFingerprint) {
var sessionInfo = this._sessionInfo[deviceFingerprint];
if (sessionInfo) {
clearTimeout(sessionInfo.reaper);
delete this._sessionInfo[deviceFingerprint];
}
};
Trader.prototype.sendBitcoins = function (deviceFingerprint, tx, cb) {
var self = this;
@ -182,6 +182,7 @@ Trader.prototype.sendBitcoins = function (deviceFingerprint, tx, cb) {
}
if (isNew) {
this._clearSession(deviceFingerprint);
return self.transferExchange.sendBitcoins(
tx.toAddress,
tx.satoshis,
@ -205,9 +206,21 @@ Trader.prototype.sendBitcoins = function (deviceFingerprint, tx, cb) {
});
};
Trader.prototype.trade = function (fiat, satoshis, currency, callback) {
this._tradeQueue.push({fiat: fiat, satoshis: satoshis, currency: currency});
callback(null);
Trader.prototype.trade = function (rec, deviceFingerprint) {
// This is where we record starting trade balance at the beginning
// of the user session
var sessionInfo = this._sessionInfo[deviceFingerprint];
var self = this;
if (!sessionInfo) {
this._sessionInfo[deviceFingerprint] = {
tradeBalance: this.balance.tradeBalance,
timestamp: Date.now(),
reaper: setTimeout(function () {
delete self._sessionInfo[deviceFingerprint];
}, SESSION_TIMEOUT)
};
}
this._tradeQueue.push({fiat: rec.fiat, satoshis: rec.satoshis, currency: rec.currency});
};
Trader.prototype.executeTrades = function () {
@ -231,7 +244,10 @@ Trader.prototype.executeTrades = function () {
}
this.logger.info('making a trade: %d', trade.satoshis / Math.pow(10, 8));
this._purchase(trade);
var self = this;
this._purchase(trade, function (err) {
if (err) self.logger.error(err);
});
};
Trader.prototype.startPolling = function () {