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Fix: Rate tolerance. (#339)

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* 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
2025-07-28 21:43:06 +02:00
committed by GitHub
parent dc692209ca
commit 02ceb89d14
5 changed files with 165 additions and 33 deletions
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92
basicswap/basicswap.py
View File

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

13
basicswap/js_server.py
View File

@@ -510,7 +510,8 @@ def formatBids(swap_client, bids, filters) -> bytes:
bid_rate: int = 0 if b[10] is None else b[10]
amount_to = None
if ci_to:
amount_to = ci_to.format_amount((b[4] * bid_rate) // ci_from.COIN())
amount_to_int = (b[4] * bid_rate + ci_from.COIN() - 1) // ci_from.COIN()
amount_to = ci_to.format_amount(amount_to_int)
bid_data = {
"bid_id": b[2].hex(),
@@ -800,16 +801,14 @@ def js_rate(self, url_split, post_string, is_json) -> bytes:
if amt_from_str is not None:
rate = ci_to.make_int(rate, r=1)
amt_from = inputAmount(amt_from_str, ci_from)
amount_to = ci_to.format_amount(
int((amt_from * rate) // ci_from.COIN()), r=1
)
amount_to_int = (amt_from * rate + ci_from.COIN() - 1) // ci_from.COIN()
amount_to = ci_to.format_amount(amount_to_int)
return bytes(json.dumps({"amount_to": amount_to}), "UTF-8")
if amt_to_str is not None:
rate = ci_from.make_int(1.0 / float(rate), r=1)
amt_to = inputAmount(amt_to_str, ci_to)
amount_from = ci_from.format_amount(
int((amt_to * rate) // ci_to.COIN()), r=1
)
amount_from_int = (amt_to * rate + ci_to.COIN() - 1) // ci_to.COIN()
amount_from = ci_from.format_amount(amount_from_int)
return bytes(json.dumps({"amount_from": amount_from}), "UTF-8")
amt_from: int = inputAmount(get_data_entry(post_data, "amt_from"), ci_from)

15
basicswap/templates/offer.html
View File

@@ -775,9 +775,16 @@ function resetForm() {
});
}
function roundUpToDecimals(value, decimals) {
const factor = Math.pow(10, decimals);
return Math.ceil(value * factor) / factor;
}
function updateBidParams(value_changed) {
const coin_from = document.getElementById('coin_from')?.value;
const coin_to = document.getElementById('coin_to')?.value;
const coin_from_exp = parseInt(document.getElementById('coin_from_exp')?.value || '8');
const coin_to_exp = parseInt(document.getElementById('coin_to_exp')?.value || '8');
const amt_var = document.getElementById('amt_var')?.value;
const rate_var = document.getElementById('rate_var')?.value;
const bidAmountInput = document.getElementById('bid_amount');
@@ -797,19 +804,19 @@ function updateBidParams(value_changed) {
if (value_changed === 'rate') {
if (bidAmountSendInput && bidAmountInput) {
const sendAmount = parseFloat(bidAmountSendInput.value) || 0;
const receiveAmount = (sendAmount / rate).toFixed(8);
const receiveAmount = (sendAmount / rate).toFixed(coin_from_exp);
bidAmountInput.value = receiveAmount;
}
} else if (value_changed === 'sending') {
if (bidAmountSendInput && bidAmountInput) {
const sendAmount = parseFloat(bidAmountSendInput.value) || 0;
const receiveAmount = (sendAmount / rate).toFixed(8);
const receiveAmount = (sendAmount / rate).toFixed(coin_from_exp);
bidAmountInput.value = receiveAmount;
}
} else if (value_changed === 'receiving') {
if (bidAmountInput && bidAmountSendInput) {
const receiveAmount = parseFloat(bidAmountInput.value) || 0;
const sendAmount = (receiveAmount * rate).toFixed(8);
const sendAmount = roundUpToDecimals(receiveAmount * rate, coin_to_exp).toFixed(coin_to_exp);
bidAmountSendInput.value = sendAmount;
}
}
@@ -1084,6 +1091,8 @@ document.addEventListener('DOMContentLoaded', function() {
<input type="hidden" name="confirm" value="true">
<input type="hidden" id="coin_from" value="{{ data.coin_from_ind }}">
<input type="hidden" id="coin_to" value="{{ data.coin_to_ind }}">
<input type="hidden" id="coin_from_exp" value="{{ data.coin_from_exp }}">
<input type="hidden" id="coin_to_exp" value="{{ data.coin_to_exp }}">
<input type="hidden" id="amt_var" value="{{ data.amount_negotiable }}">
<input type="hidden" id="rate_var" value="{{ data.rate_negotiable }}">
<input type="hidden" id="amount_from" value="{{ data.amt_from }}">

2
basicswap/ui/page_offers.py
View File

@@ -707,6 +707,8 @@ def page_offer(self, url_split, post_string):
"coin_to": ci_to.coin_name(),
"coin_from_ind": int(ci_from.coin_type()),
"coin_to_ind": int(ci_to.coin_type()),
"coin_from_exp": ci_from.exp(),
"coin_to_exp": ci_to.exp(),
"amt_from": ci_from.format_amount(offer.amount_from),
"amt_to": ci_to.format_amount(amount_to),
"amt_bid_min": ci_from.format_amount(offer.min_bid_amount),

76
tests/basicswap/test_other.py
View File

@@ -299,6 +299,82 @@ class Test(unittest.TestCase):
rate_check = make_int((amount_to / amount_from), scale_from)
assert rate == rate_check
def test_rate_tolerance_precision(self):
scale = 8
amount_from = make_int("0.001", scale)
offer_rate = make_int("0.354185354480", scale, r=1)
amount_to = int((amount_from * offer_rate) // (10**scale))
bid_rate = make_int(amount_to / amount_from, r=1)
rate_tolerance = max(1, offer_rate // 10000)
rate_diff = abs(bid_rate - offer_rate)
assert (
rate_diff <= rate_tolerance
), f"Rate difference {rate_diff} exceeds tolerance {rate_tolerance}"
test_cases = [
("0.001", "0.123456789"),
("0.5", "1.23456789"),
("0.00001", "999.99999999"),
]
for amount_str, rate_str in test_cases:
amount_from = make_int(amount_str, scale)
offer_rate = make_int(rate_str, scale, r=1)
amount_to = int((amount_from * offer_rate) // (10**scale))
bid_rate = make_int(amount_to / amount_from, r=1)
rate_tolerance = max(1, offer_rate // 10000)
rate_diff = abs(bid_rate - offer_rate)
assert rate_diff <= rate_tolerance, (
f"Rate difference {rate_diff} exceeds tolerance {rate_tolerance} "
f"for amount {amount_str} at rate {rate_str}"
)
large_offer_rate = make_int("1.0", scale)
large_tolerance = max(1, large_offer_rate // 10000)
bad_bid_rate = large_offer_rate + large_tolerance + 1
rate_diff = abs(bad_bid_rate - large_offer_rate)
assert (
rate_diff > large_tolerance
), "Test setup error: difference should exceed tolerance"
def test_rate_tolerance_helper_functions(self):
class MockBasicSwap:
def calculateRateTolerance(self, offer_rate: int) -> int:
return max(1, offer_rate // 10000)
def ratesMatch(self, rate1: int, rate2: int, offer_rate: int) -> bool:
tolerance = self.calculateRateTolerance(offer_rate)
return abs(rate1 - rate2) <= tolerance
mock_swap = MockBasicSwap()
assert mock_swap.calculateRateTolerance(100000000) == 10000
assert mock_swap.calculateRateTolerance(1000000) == 100
assert mock_swap.calculateRateTolerance(100) == 1
assert mock_swap.calculateRateTolerance(50) == 1
offer_rate = 100000000
tolerance = 10000
assert mock_swap.ratesMatch(offer_rate, offer_rate, offer_rate)
assert mock_swap.ratesMatch(offer_rate, offer_rate + tolerance, offer_rate)
assert mock_swap.ratesMatch(offer_rate, offer_rate - tolerance, offer_rate)
assert mock_swap.ratesMatch(offer_rate + tolerance // 2, offer_rate, offer_rate)
assert not mock_swap.ratesMatch(
offer_rate, offer_rate + tolerance + 1, offer_rate
)
assert not mock_swap.ratesMatch(
offer_rate, offer_rate - tolerance - 1, offer_rate
)
small_rate = 1000
assert mock_swap.ratesMatch(small_rate, small_rate + 1, small_rate)
assert not mock_swap.ratesMatch(small_rate, small_rate + 2, small_rate)
scale_from = 8
scale_to = 8
amount_from = make_int(0.073, scale_from)