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DEX-1694 added dynamic fee config
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Evgeniya Tsybrenko committed Oct 10, 2022
1 parent a96d71d commit eeb64aa
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Showing 27 changed files with 1,135 additions and 295 deletions.
22 changes: 22 additions & 0 deletions dex-it-common/src/main/scala/com/wavesplatform/dex/it/api/dex/AsyncEnrichedDexApi.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -444,6 +444,28 @@ class AsyncEnrichedDexApi(apiKey: String, host: => InetSocketAddress)(implicit e
.headers(headers)
}

override def addCustomFeeAssets(assets: Set[Asset], headers: Map[String, String]): AsyncEnrichedDexApi.R[HttpMessage] = mk {
basicRequest
.post(uri"$apiUri/matcher/settings/custom-fee-assets")
.followRedirects(false)
.headers(headers)
.body(Json.stringify(Json.toJson(HttpCustomFeeAssets(assets))))
}

override def addCustomFeeAssets(assets: Set[Asset]): AsyncEnrichedDexApi.R[HttpMessage] =
addCustomFeeAssets(assets, apiKeyHeaders)

override def deleteCustomFeeAssets(assets: Set[Asset], headers: Map[String, String]): AsyncEnrichedDexApi.R[HttpMessage] = mk {
basicRequest
.delete(uri"$apiUri/matcher/settings/custom-fee-assets")
.followRedirects(false)
.headers(headers)
.body(Json.stringify(Json.toJson(HttpCustomFeeAssets(assets))))
}

override def deleteCustomFeeAssets(assets: Set[Asset]): AsyncEnrichedDexApi.R[HttpMessage] =
deleteCustomFeeAssets(assets, apiKeyHeaders)

override def deleteOrderBookWithKey(amountAsset: String, priceAsset: String, headers: Map[String, String]): R[HttpMessage] = mk {
basicRequest
.delete(uri"$apiUri/matcher/orderbook/$amountAsset/$priceAsset")
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5 changes: 5 additions & 0 deletions dex-it-common/src/main/scala/com/wavesplatform/dex/it/api/dex/DexApi.scala
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Expand Up @@ -199,6 +199,11 @@ trait DexApi[F[_]] {
def cancelAllInOrderBookWithKey(amountAsset: String, priceAsset: String, headers: Map[String, String]): F[HttpMessage]
def cancelAllInOrderBookWithKey(assetPair: AssetPair): F[HttpMessage]

def addCustomFeeAssets(assets: Set[Asset], headers: Map[String, String]): F[HttpMessage]
def addCustomFeeAssets(assets: Set[Asset]): F[HttpMessage]
def deleteCustomFeeAssets(assets: Set[Asset], headers: Map[String, String]): F[HttpMessage]
def deleteCustomFeeAssets(assets: Set[Asset]): F[HttpMessage]

def upsertAssetRate(assetId: String, rate: Double, headers: Map[String, String] = Map.empty): F[HttpMessage]
def upsertAssetRate(asset: Asset, rate: Double): F[HttpMessage]
def upsertAssetRate(asset: Asset, rate: String): F[HttpMessage]
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102 changes: 99 additions & 3 deletions dex-it/src/test/scala/com/wavesplatform/it/sync/orders/OrderCompositeFeeTestSuite.scala
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Original file line number Diff line number Diff line change
@@ -1,8 +1,10 @@
package com.wavesplatform.it.sync.orders

import com.typesafe.config.{Config, ConfigFactory}
import com.wavesplatform.dex.api.http.entities.HttpCalculatedFeeResponse.CalculatedFee
import com.wavesplatform.dex.api.http.entities.HttpOrderStatus
import com.wavesplatform.dex.api.http.entities.HttpOrderStatus.Status
import com.wavesplatform.dex.domain.asset.Asset
import com.wavesplatform.dex.domain.order.OrderType
import com.wavesplatform.dex.error.FeeNotEnough

Expand Down Expand Up @@ -81,6 +83,67 @@ final class OrderCompositeFeeTestSuite extends OrderFeeBaseTestSuite {
aliceBalance2 - aliceBalance1 shouldBe 5.waves - baseFee / 2
bobBalance2 - bobBalance1 shouldBe -5.waves - baseFee
}

"add custom fee assets, but not use it until offset" in {
dex1.api.addCustomFeeAssets(Set(Asset.Waves, btc, usd))

dex1.api.calculateFee(wavesUsdPair, OrderType.SELL, 10.waves, 25.usd)
.base.value shouldBe CalculatedFee(Asset.Waves, baseFee)

dex1.api.calculateFee(wavesBtcPair, OrderType.SELL, 10.waves, 1.btc)
.base.value shouldBe CalculatedFee(Asset.Waves, 0.2.waves)

dex1.api.place(mkOrder(alice, wavesUsdnPair, OrderType.SELL, 20.waves, 5.usdn, matcherFee = baseFee)) // just for offset to be reached
dex1.api.place(mkOrder(alice, wavesUsdnPair, OrderType.SELL, 20.waves, 6.usdn, matcherFee = baseFee)) // just for offset to be reached

dex1.api.place(mkOrder(alice, wavesBtcPair, OrderType.SELL, 10.waves, 1.btc, matcherFee = 0.04.waves))
dex1.api.place(mkOrder(alice, wavesUsdPair, OrderType.SELL, 10.waves, 1.usd, matcherFee = 0.04.waves))

dex1.api.getOrderHistoryByPKWithSig(alice, activeOnly = Some(true)).foreach { item =>
dex1.api.cancelOneOrderWithKey(item.id, Some(alice.publicKey))
}

dex1.api.calculateFee(wavesBtcPair, OrderType.SELL, 10.waves, 1.btc)
.base.value shouldBe CalculatedFee(Asset.Waves, 400000L)

dex1.api.calculateFee(wavesUsdPair, OrderType.SELL, 10.waves, 1.usd)
.base.value shouldBe CalculatedFee(Asset.Waves, 400000L)

dex1.api.deleteCustomFeeAssets(Set(usd))

dex1.api.place(mkOrder(alice, wavesBtcPair, OrderType.SELL, 10.waves, 1.btc, matcherFee = 0.04.waves))
dex1.api.place(mkOrder(alice, wavesUsdPair, OrderType.SELL, 10.waves, 1.usd, matcherFee = baseFee))

dex1.api.calculateFee(wavesBtcPair, OrderType.SELL, 10.waves, 1.btc)
.base.value shouldBe CalculatedFee(Asset.Waves, 400000L)

dex1.api.calculateFee(wavesUsdPair, OrderType.SELL, 10.waves, 1.usd)
.base.value shouldBe CalculatedFee(Asset.Waves, baseFee)

}

"read all custom assets action from levelDB at start" in {
(1 to 20).foreach { i =>
val order = mkOrder(alice, wavesUsdnPair, OrderType.SELL, 1.waves, (5 + i).usdn, matcherFee = baseFee)
dex1.api.place(order)
dex1.api.cancelOrderById(order)
}

dex1.api.saveSnapshots

dex1.restart()

dex1.api.place(mkOrder(alice, wavesBtcPair, OrderType.SELL, 10.waves, 1.btc, matcherFee = 0.04.waves))
dex1.api.place(mkOrder(alice, wavesUsdPair, OrderType.SELL, 10.waves, 1.usd, matcherFee = baseFee))

dex1.api.calculateFee(wavesBtcPair, OrderType.SELL, 10.waves, 1.btc)
.base.value shouldBe CalculatedFee(Asset.Waves, 400000L)

dex1.api.calculateFee(wavesUsdPair, OrderType.SELL, 10.waves, 1.usd)
.base.value shouldBe CalculatedFee(Asset.Waves, baseFee)

}

}

private def multiplyAmountByDouble(a: Long, d: Double): Long =
Expand All @@ -89,12 +152,12 @@ final class OrderCompositeFeeTestSuite extends OrderFeeBaseTestSuite {
override protected def dexInitialSuiteConfig: Config = ConfigFactory.parseString(
s"""
|waves.dex {
| price-assets = [ "$UsdId", "$BtcId", "WAVES" ]
| price-assets = [ "$UsdId", "$UsdnId", "$BtcId", "WAVES" ]
| allowed-order-versions = [1, 2, 3]
| order-fee.-1 {
| mode = composite
| composite {
| custom {
| custom-pairs {
| "WAVES-$BtcId": {
| mode = percent
| percent {
Expand All @@ -111,17 +174,50 @@ final class OrderCompositeFeeTestSuite extends OrderFeeBaseTestSuite {
| base-taker-fee = $baseFee
| }
| }
| discount {
| asset = "$WctId"
| value = 0.1
| }
| }
| }
| order-fee.11 {
| mode = composite
| composite {
| dynamic-custom-assets = true
| custom-pairs {}
| custom-assets {
| assets = []
| settings {
| mode = "fixed"
| fixed {
| asset = "WAVES"
| min-fee = 400000
| }
| }
| }
| default {
| mode = dynamic
| dynamic {
| base-maker-fee = $baseFee
| base-taker-fee = $baseFee
| }
| }
| discount {
| asset = "$WctId"
| value = 0.1
| }
| }
| }
|}
""".stripMargin
)

override protected def beforeAll(): Unit = {
wavesNode1.start()
broadcastAndAwait(IssueUsdTx, IssueBtcTx)
broadcastAndAwait(IssueUsdTx, IssueBtcTx, IssueUsdnTx, IssueWctTx)
broadcastAndAwait(mkTransfer(bob, alice, 100.btc, btc))
dex1.start()
upsertAssetRate((usdn, 1.0), (wct, 1.0))
}

}
10 changes: 10 additions & 0 deletions dex-pb/src/main/protobuf/dex_order.proto
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Original file line number Diff line number Diff line change
Expand Up @@ -67,6 +67,14 @@ message CancelOrder {
bytes owner = 3;
};

message AddFeeCustomAssets {
repeated bytes asset_id = 1;
};

message DeleteFeeCustomAssets {
repeated bytes asset_id = 1;
};

message ValidatedCommand {
AssetPair asset_pair = 1;
bytes kamon_ctx = 2;
Expand All @@ -76,5 +84,7 @@ message ValidatedCommand {
CancelOrder cancel_order = 5;
google.protobuf.Empty cancel_all_orders = 6;
google.protobuf.Empty delete_order_book = 7;
AddFeeCustomAssets add_fee_custom_assets = 8;
DeleteFeeCustomAssets delete_fee_custom_assets = 9;
}
};
6 changes: 4 additions & 2 deletions dex/src/main/resources/application.conf
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Original file line number Diff line number Diff line change
Expand Up @@ -273,7 +273,9 @@ waves.dex {
}

composite {
custom {
dynamic-custom-assets = false # use dynamic assets from kafka and levelDB for custom-assets section

custom-pairs {
DWgwcZTMhSvnyYCoWLRUXXSH1RSkzThXLJhww9gwkqdn-25FEqEjRkqK6yCkiT7Lz6SAYz7gUFCtxfCChnrVFD5AT {
mode = "percent"
percent {
Expand All @@ -296,7 +298,7 @@ waves.dex {
# WAVES or Issued asset ID in base 58
assets = []

# will be applied to all valid pair combinations from the 'assets' field
# will be applied to all valid pair combinations from the 'assets' field or from kafka and levelDB, if dynamic-custom-assets set to true
settings {
mode = "percent"
percent {
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