Introduce dynamic rates

Cargo.lock

@@ -1504,6 +1504,15 @@ dependencies = [
  "hashbrown",
 ]
 
+[[package]]
+name = "input_buffer"
+version = "0.4.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "f97967975f448f1a7ddb12b0bc41069d09ed6a1c161a92687e057325db35d413"
+dependencies = [
+ "bytes",
+]
+
 [[package]]
 name = "instant"
 version = "0.1.9"
@@ -3163,6 +3172,19 @@ dependencies = [
  "serde",
 ]
 
+[[package]]
+name = "sha-1"
+version = "0.9.4"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "dfebf75d25bd900fd1e7d11501efab59bc846dbc76196839663e6637bba9f25f"
+dependencies = [
+ "block-buffer 0.9.0",
+ "cfg-if 1.0.0",
+ "cpuid-bool 0.1.2",
+ "digest 0.9.0",
+ "opaque-debug 0.3.0",
+]
+
 [[package]]
 name = "sha1"
 version = "0.6.0"
@@ -3501,6 +3523,7 @@ dependencies = [
  "thiserror",
  "time",
  "tokio",
+ "tokio-tungstenite",
  "toml",
  "tracing",
  "tracing-core",
@@ -3749,6 +3772,21 @@ dependencies = [
  "tokio",
 ]
 
+[[package]]
+name = "tokio-tungstenite"
+version = "0.13.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "e1a5f475f1b9d077ea1017ecbc60890fda8e54942d680ca0b1d2b47cfa2d861b"
+dependencies = [
+ "futures-util",
+ "log",
+ "native-tls",
+ "pin-project 1.0.4",
+ "tokio",
+ "tokio-native-tls",
+ "tungstenite",
+]
+
 [[package]]
 name = "tokio-util"
 version = "0.6.1"
@@ -3856,6 +3894,26 @@ version = "0.2.3"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "59547bce71d9c38b83d9c0e92b6066c4253371f15005def0c30d9657f50c7642"
 
+[[package]]
+name = "tungstenite"
+version = "0.12.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "8ada8297e8d70872fa9a551d93250a9f407beb9f37ef86494eb20012a2ff7c24"
+dependencies = [
+ "base64 0.13.0",
+ "byteorder",
+ "bytes",
+ "http",
+ "httparse",
+ "input_buffer",
+ "log",
+ "native-tls",
+ "rand 0.8.2",
+ "sha-1",
+ "url",
+ "utf-8",
+]
+
 [[package]]
 name = "typenum"
 version = "1.12.0"
@@ -3969,6 +4027,12 @@ dependencies = [
  "serde",
 ]
 
+[[package]]
+name = "utf-8"
+version = "0.7.5"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "05e42f7c18b8f902290b009cde6d651262f956c98bc51bca4cd1d511c9cd85c7"
+
 [[package]]
 name = "uuid"
 version = "0.8.2"

swap/Cargo.toml

@@ -55,6 +55,7 @@ tempfile = "3"
 thiserror = "1"
 time = "0.2"
 tokio = { version = "1.0", features = ["rt-multi-thread", "time", "macros", "sync"] }
+tokio-tungstenite = { version = "0.13", features = [ "tls" ] }
 toml = "0.5"
 tracing = { version = "0.1", features = ["attributes"] }
 tracing-core = "0.1"

swap/src/asb.rs

@@ -1,2 +1,12 @@
 pub mod command;
 pub mod config;
+pub mod fixed_rate;
+pub mod kraken;
+
+mod amounts;
+
+pub use amounts::Rate;
+
+pub trait LatestRate {
+    fn latest_rate(&mut self) -> Rate;
+}

swap/src/asb/amounts.rs

@@ -0,0 +1,67 @@
+use crate::{bitcoin, monero};
+use anyhow::{anyhow, Result};
+use rust_decimal::{prelude::ToPrimitive, Decimal};
+use std::fmt::Debug;
+
+/// Prices at which 1 XMR will be traded, in BTC (XMR/BTC pair)
+/// The `ask` represents the minimum price in BTC for which we are willing to
+/// sell 1 XMR.
+#[derive(Debug, Clone, Copy, PartialEq)]
+pub struct Rate {
+    pub ask: bitcoin::Amount,
+}
+
+impl Rate {
+    pub const ZERO: Rate = Rate {
+        ask: bitcoin::Amount::ZERO,
+    };
+
+    // This function takes the quote amount as it is what Bob sends to Alice in the
+    // swap request
+    pub fn sell_quote(&self, quote: bitcoin::Amount) -> Result<monero::Amount> {
+        Self::quote(self.ask, quote)
+    }
+
+    fn quote(rate: bitcoin::Amount, quote: bitcoin::Amount) -> Result<monero::Amount> {
+        // quote (btc) = rate * base (xmr)
+        // base = quote / rate
+
+        let quote_in_sats = quote.as_sat();
+        let quote_in_btc = Decimal::from(quote_in_sats)
+            .checked_div(Decimal::from(bitcoin::Amount::ONE_BTC.as_sat()))
+            .ok_or_else(|| anyhow!("division overflow"))?;
+
+        let rate_in_btc = Decimal::from(rate.as_sat())
+            .checked_div(Decimal::from(bitcoin::Amount::ONE_BTC.as_sat()))
+            .ok_or_else(|| anyhow!("division overflow"))?;
+
+        let base_in_xmr = quote_in_btc
+            .checked_div(rate_in_btc)
+            .ok_or_else(|| anyhow!("division overflow"))?;
+        let base_in_piconero = base_in_xmr * Decimal::from(monero::Amount::ONE_XMR.as_piconero());
+
+        let base_in_piconero = base_in_piconero
+            .to_u64()
+            .ok_or_else(|| anyhow!("decimal cannot be represented as u64"))?;
+
+        Ok(monero::Amount::from_piconero(base_in_piconero))
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn sell_quote() {
+        let rate = Rate {
+            ask: bitcoin::Amount::from_btc(0.002_500).unwrap(),
+        };
+
+        let btc_amount = bitcoin::Amount::from_btc(2.5).unwrap();
+
+        let xmr_amount = rate.sell_quote(btc_amount).unwrap();
+
+        assert_eq!(xmr_amount, monero::Amount::from_monero(1000.0).unwrap())
+    }
+}

swap/src/asb/fixed_rate.rs

@@ -0,0 +1,20 @@
+use crate::asb::{LatestRate, Rate};
+
+pub const RATE: f64 = 0.01;
+
+#[derive(Clone)]
+pub struct RateService(Rate);
+
+impl LatestRate for RateService {
+    fn latest_rate(&mut self) -> Rate {
+        self.0
+    }
+}
+
+impl Default for RateService {
+    fn default() -> Self {
+        Self(Rate {
+            ask: bitcoin::Amount::from_btc(RATE).expect("Static value should never fail"),
+        })
+    }
+}

swap/src/asb/kraken.rs

@@ -0,0 +1,137 @@
+use crate::asb::{LatestRate, Rate};
+use anyhow::{anyhow, bail, Result};
+use futures::{SinkExt, StreamExt};
+use reqwest::Url;
+use serde::{Deserialize, Serialize};
+use serde_json::Value;
+use std::convert::TryFrom;
+use tokio::sync::watch;
+use tokio_tungstenite::tungstenite::Message;
+use watch::Receiver;
+
+const KRAKEN_WS_URL: &str = "wss://ws.kraken.com";
+const SUBSCRIBE_XMR_BTC_TICKER_PAYLOAD: &str = r#"
+{ "event": "subscribe",
+  "pair": [ "XMR/XBT" ],
+  "subscription": {
+    "name": "ticker"
+  }
+}"#;
+
+#[derive(Clone)]
+pub struct RateService {
+    receiver: Receiver<Rate>,
+}
+
+impl LatestRate for RateService {
+    fn latest_rate(&mut self) -> Rate {
+        *self.receiver.borrow()
+    }
+}
+
+impl RateService {
+    pub async fn new() -> Result<Self> {
+        let (tx, rx) = watch::channel(Rate::ZERO);
+
+        let (ws, _response) =
+            tokio_tungstenite::connect_async(Url::parse(KRAKEN_WS_URL).expect("valid url")).await?;
+
+        let (mut write, mut read) = ws.split();
+
+        // TODO: Handle the possibility of losing the connection
+        // to the Kraken WS. Currently the stream would produce no
+        // further items, and consumers would assume that the rate
+        // is up to date
+        tokio::spawn(async move {
+            while let Some(msg) = read.next().await {
+                let msg = match msg {
+                    Ok(Message::Text(msg)) => msg,
+                    _ => continue,
+                };
+
+                let ticker = match serde_json::from_str::<TickerUpdate>(&msg) {
+                    Ok(ticker) => ticker,
+                    _ => continue,
+                };
+
+                let rate = match Rate::try_from(ticker) {
+                    Ok(rate) => rate,
+                    Err(e) => {
+                        log::error!("could not get rate from ticker update: {}", e);
+                        continue;
+                    }
+                };
+
+                let _ = tx.send(rate);
+            }
+        });
+
+        write.send(SUBSCRIBE_XMR_BTC_TICKER_PAYLOAD.into()).await?;
+
+        Ok(Self { receiver: rx })
+    }
+}
+
+#[derive(Debug, Serialize, Deserialize)]
+#[serde(transparent)]
+struct TickerUpdate(Vec<TickerField>);
+
+#[derive(Debug, Serialize, Deserialize)]
+#[serde(untagged)]
+enum TickerField {
+    Data(TickerData),
+    Metadata(Value),
+}
+
+#[derive(Debug, Serialize, Deserialize)]
+struct TickerData {
+    #[serde(rename = "a")]
+    ask: Vec<RateElement>,
+    #[serde(rename = "b")]
+    bid: Vec<RateElement>,
+}
+
+#[derive(Debug, Serialize, Deserialize)]
+#[serde(untagged)]
+enum RateElement {
+    Text(String),
+    Number(u64),
+}
+
+impl TryFrom<TickerUpdate> for Rate {
+    type Error = anyhow::Error;
+
+    fn try_from(value: TickerUpdate) -> Result<Self> {
+        let data = value
+            .0
+            .iter()
+            .find_map(|field| match field {
+                TickerField::Data(data) => Some(data),
+                TickerField::Metadata(_) => None,
+            })
+            .ok_or_else(|| anyhow!("ticker update does not contain data"))?;
+
+        let ask = data.ask.first().ok_or_else(|| anyhow!("no ask price"))?;
+        let ask = match ask {
+            RateElement::Text(ask) => {
+                bitcoin::Amount::from_str_in(ask, ::bitcoin::Denomination::Bitcoin)?
+            }
+            _ => bail!("unexpected ask rate element"),
+        };
+
+        Ok(Self { ask })
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[tokio::test]
+    async fn deserialize_ticker_update() {
+        let sample_response = r#"
+[2308,{"a":["18215.60000",0,"0.27454523"],"b":["18197.50000",0,"0.63711255"],"c":["18197.50000","0.00413060"],"v":["2.78915585","156.15766485"],"p":["18200.94036","18275.19149"],"t":[22,1561],"l":["18162.40000","17944.90000"],"h":["18220.90000","18482.60000"],"o":["18220.90000","18478.90000"]},"ticker","XBT/USDT"]"#;
+
+        let _ = serde_json::from_str::<TickerUpdate>(sample_response).unwrap();
+    }
+}

swap/src/bin/asb.rs

@@ -24,6 +24,7 @@ use swap::{
             initial_setup, query_user_for_initial_testnet_config, read_config, Config,
             ConfigNotInitialized,
         },
+        kraken,
     },
     bitcoin,
     database::Database,
@@ -96,6 +97,8 @@ async fn main() -> Result<()> {
                 bitcoin_wallet.new_address().await?
             );
 
+            let rate_service = kraken::RateService::new().await?;
+
             let (mut event_loop, _) = EventLoop::new(
                 config.network.listen,
                 seed,
@@ -103,6 +106,7 @@ async fn main() -> Result<()> {
                 Arc::new(bitcoin_wallet),
                 Arc::new(monero_wallet),
                 Arc::new(db),
+                rate_service,
             )
             .unwrap();
 

swap/src/monero.rs

@@ -77,6 +77,7 @@ pub struct Amount(u64);
 
 impl Amount {
     pub const ZERO: Self = Self(0);
+    pub const ONE_XMR: Self = Self(PICONERO_OFFSET);
     /// Create an [Amount] with piconero precision and the given number of
     /// piconeros.
     ///

swap/src/protocol/alice/event_loop.rs

@@ -1,4 +1,5 @@
 use crate::{
+    asb::LatestRate,
     bitcoin,
     database::Database,
     execution_params::ExecutionParams,
@@ -24,9 +25,6 @@ use tokio::sync::{broadcast, mpsc, mpsc::error::SendError};
 use tracing::{debug, error, trace};
 use uuid::Uuid;
 
-// TODO: Use dynamic
-pub const RATE: u32 = 100;
-
 #[allow(missing_debug_implementations)]
 pub struct MpscChannels<T> {
     sender: mpsc::Sender<T>,
@@ -79,7 +77,7 @@ impl EventLoopHandle {
 }
 
 #[allow(missing_debug_implementations)]
-pub struct EventLoop {
+pub struct EventLoop<RS> {
     swarm: libp2p::Swarm<Behaviour>,
     peer_id: PeerId,
     execution_params: ExecutionParams,
@@ -87,6 +85,7 @@ pub struct EventLoop {
     monero_wallet: Arc<monero::Wallet>,
     db: Arc<Database>,
     listen_address: Multiaddr,
+    rate_service: RS,
 
     recv_encrypted_signature: broadcast::Sender<EncryptedSignature>,
     send_transfer_proof: mpsc::Receiver<(PeerId, TransferProof)>,
@@ -97,7 +96,10 @@ pub struct EventLoop {
     swap_handle_sender: mpsc::Sender<RemoteHandle<Result<AliceState>>>,
 }
 
-impl EventLoop {
+impl<RS> EventLoop<RS>
+where
+    RS: LatestRate,
+{
     pub fn new(
         listen_address: Multiaddr,
         seed: Seed,
@@ -105,6 +107,7 @@ impl EventLoop {
         bitcoin_wallet: Arc<bitcoin::Wallet>,
         monero_wallet: Arc<monero::Wallet>,
         db: Arc<Database>,
+        rate_service: RS,
     ) -> Result<(Self, mpsc::Receiver<RemoteHandle<Result<AliceState>>>)> {
         let identity = network::Seed::new(seed).derive_libp2p_identity();
         let behaviour = Behaviour::default();
@@ -132,6 +135,7 @@ impl EventLoop {
             monero_wallet,
             db,
             listen_address,
+            rate_service,
             recv_encrypted_signature: recv_encrypted_signature.sender,
             send_transfer_proof: send_transfer_proof.receiver,
             send_transfer_proof_sender: send_transfer_proof.sender,
@@ -199,9 +203,10 @@ impl EventLoop {
         // 1. Check if acceptable request
         // 2. Send response
 
+        let rate = self.rate_service.latest_rate();
+
         let btc_amount = quote_request.btc_amount;
-        let xmr_amount = btc_amount.as_btc() * RATE as f64;
+        let xmr_amount = rate.sell_quote(btc_amount)?;
-        let xmr_amount = monero::Amount::from_monero(xmr_amount)?;
         let quote_response = QuoteResponse { xmr_amount };
 
         self.swarm

swap/tests/testutils/mod.rs

@@ -14,18 +14,14 @@ use std::{
     time::Duration,
 };
 use swap::{
+    asb::{fixed_rate, fixed_rate::RATE},
     bitcoin,
     bitcoin::{CancelTimelock, PunishTimelock},
     database::Database,
     execution_params,
     execution_params::{ExecutionParams, GetExecutionParams},
     monero,
-    protocol::{
+    protocol::{alice, alice::AliceState, bob, bob::BobState},
-        alice,
-        alice::{event_loop::RATE, AliceState},
-        bob,
-        bob::BobState,
-    },
     seed::Seed,
 };
 use tempfile::tempdir;
@@ -324,7 +320,7 @@ where
     let (monero, containers) = testutils::init_containers(&cli).await;
 
     let btc_amount = bitcoin::Amount::from_sat(1_000_000);
-    let xmr_amount = monero::Amount::from_monero(btc_amount.as_btc() * RATE as f64).unwrap();
+    let xmr_amount = monero::Amount::from_monero(btc_amount.as_btc() / RATE).unwrap();
 
     let alice_starting_balances = StartingBalances {
         xmr: xmr_amount * 10,
@@ -390,6 +386,7 @@ where
         alice_bitcoin_wallet.clone(),
         alice_monero_wallet.clone(),
         alice_db,
+        fixed_rate::RateService::default(),
     )
     .unwrap();