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https://github.com/basicswap/basicswap.git
synced 2025-11-06 10:48:11 +01:00
Fix: Rate tolerance. (#339)
* Fix: Rate tolerance. * Fix GUI Rate tolerance. * Fix: json/rate * Fix: Mismatch * Fix: Use backend handle calc. * Cleanup * Fix: format_amount * Add test.
This commit is contained in:
Gerlof van Ek
GitHub
@@ -2282,6 +2282,13 @@ class BasicSwap(BaseApp, UIApp):
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if valid_for_seconds > 24 * 60 * 60:
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raise ValueError("Bid TTL too high")
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def calculateRateTolerance(self, offer_rate: int) -> int:
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return max(1, offer_rate // 10000)
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def ratesMatch(self, rate1: int, rate2: int, offer_rate: int) -> bool:
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tolerance = self.calculateRateTolerance(offer_rate)
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return abs(rate1 - rate2) <= tolerance
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def validateBidAmount(self, offer, bid_amount: int, bid_rate: int) -> None:
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ensure(bid_amount >= offer.min_bid_amount, "Bid amount below minimum")
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ensure(bid_amount <= offer.amount_from, "Bid amount above offer amount")
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@@ -2290,7 +2297,10 @@ class BasicSwap(BaseApp, UIApp):
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offer.amount_from == bid_amount, "Bid amount must match offer amount."
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)
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if not offer.rate_negotiable:
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ensure(offer.rate == bid_rate, "Bid rate must match offer rate.")
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ensure(
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self.ratesMatch(bid_rate, offer.rate, offer.rate),
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"Rate mismatch.",
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)
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def ensureWalletCanSend(
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self, ci, swap_type, ensure_balance: int, estimated_fee: int, for_offer=True
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@@ -3337,12 +3347,18 @@ class BasicSwap(BaseApp, UIApp):
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bid_rate: int = ci_from.make_int(amount_to / amount, r=1)
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if offer.amount_negotiable and not offer.rate_negotiable:
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if bid_rate != offer.rate and extra_options.get(
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"adjust_amount_for_rate", True
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):
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self.log.debug("Attempting to reduce amount to match offer rate.")
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if extra_options.get("adjust_amount_for_rate", True):
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self.log.debug(
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"Attempting to reduce amount to match offer rate within tolerance."
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)
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adjust_tries: int = 10000 if ci_from.exp() > 8 else 1000
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best_amount = amount
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best_amount_to = amount_to
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best_bid_rate = bid_rate
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best_diff = abs(bid_rate - offer.rate)
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for i in range(adjust_tries):
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test_amount = amount - i
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test_amount_to: int = int(
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@@ -3351,29 +3367,59 @@ class BasicSwap(BaseApp, UIApp):
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test_bid_rate: int = ci_from.make_int(
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test_amount_to / test_amount, r=1
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)
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test_diff = abs(test_bid_rate - offer.rate)
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if test_bid_rate != offer.rate:
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if test_diff < best_diff and self.ratesMatch(
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test_bid_rate, offer.rate, offer.rate
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):
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best_amount = test_amount
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best_amount_to = test_amount_to
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best_bid_rate = test_bid_rate
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best_diff = test_diff
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if test_diff == 0:
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break
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if not self.ratesMatch(test_bid_rate, offer.rate, offer.rate):
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test_amount_to -= 1
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test_bid_rate: int = ci_from.make_int(
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test_amount_to / test_amount, r=1
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)
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test_diff = abs(test_bid_rate - offer.rate)
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if test_bid_rate == offer.rate:
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if amount != test_amount:
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msg: str = "Reducing bid amount-from"
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if not self.log.safe_logs:
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msg += f" from {amount} to {test_amount} to match offer rate."
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self.log.info(msg)
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elif amount_to != test_amount_to:
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# Only show on first loop iteration (amount from unchanged)
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msg: str = "Reducing bid amount-to"
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if not self.log.safe_logs:
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msg += f" from {amount_to} to {test_amount_to} to match offer rate."
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self.log.info(msg)
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amount = test_amount
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amount_to = test_amount_to
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bid_rate = test_bid_rate
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if test_diff < best_diff and self.ratesMatch(
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test_bid_rate, offer.rate, offer.rate
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):
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best_amount = test_amount
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best_amount_to = test_amount_to
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best_bid_rate = test_bid_rate
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best_diff = test_diff
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if test_diff == 0:
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break
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if amount == test_amount and amount_to == test_amount_to:
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break
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if best_diff == abs(bid_rate - offer.rate):
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best_amount = test_amount
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best_amount_to = test_amount_to
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best_bid_rate = test_bid_rate
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break
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if best_amount != amount or best_amount_to != amount_to:
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if amount != best_amount:
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msg: str = "Reducing bid amount-from"
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if not self.log.safe_logs:
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msg += f" from {amount} to {best_amount} to match offer rate (diff: {best_diff})."
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self.log.info(msg)
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elif amount_to != best_amount_to:
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msg: str = "Reducing bid amount-to"
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if not self.log.safe_logs:
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msg += f" from {amount_to} to {best_amount_to} to match offer rate (diff: {best_diff})."
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self.log.info(msg)
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amount = best_amount
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amount_to = best_amount_to
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bid_rate = best_bid_rate
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return amount, amount_to, bid_rate
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def postBid(
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@@ -7934,8 +7980,8 @@ class BasicSwap(BaseApp, UIApp):
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raise AutomationConstraint("Bid amount below offer minimum")
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if opts.get("exact_rate_only", False) is True:
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if bid_rate != offer.rate:
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raise AutomationConstraint("Need exact rate match")
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if not self.ratesMatch(bid_rate, offer.rate, offer.rate):
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raise AutomationConstraint("Rate outside acceptable tolerance")
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active_bids, total_bids_value = self.getCompletedAndActiveBidsValue(
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offer, use_cursor
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