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Merge #1086

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1086: fix btc for xmr calculation error r=delta1 a=delta1

The calculation overflow fix in #1068 did not account for XMR < 1 which
resulted in truncation when dividing by the PICO_OFFSET.

This commit uses `Decimal` to do the calculation at fixed precision and
adds a number of test values to verify the calculation.

Closes #1084

Co-authored-by: Byron Hambly <bhambly@blockstream.com>
This commit is contained in:
bors[bot] 2022-08-03 11:57:08 +00:00 committed by GitHub
commit cb7a7f58b2
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GPG Key ID: 4AEE18F83AFDEB23
2 changed files with 70 additions and 23 deletions
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8
swap/src/asb/event_loop.rs
View File

@ -329,13 +329,11 @@ where
let xmr = self.monero_wallet.get_balance().await?;
let max_bitcoin_for_monero = xmr.max_bitcoin_for_price(ask_price).ok_or_else(|| {
anyhow::anyhow!(
"Bitcoin price ({}) x Monero ({}) calculation overflow",
ask_price,
xmr,
)
anyhow::anyhow!("Bitcoin price ({}) x Monero ({}) overflow", ask_price, xmr)
})?;
tracing::debug!(%ask_price, %xmr, %max_bitcoin_for_monero);
if min_buy > max_bitcoin_for_monero {
tracing::warn!(
"Your Monero balance is too low to initiate a swap, as your minimum swap amount is {}. You could at most swap {}",

85
swap/src/monero.rs
View File

@ -95,20 +95,28 @@ impl Amount {
Amount(amount)
}
/// Return Monero Amount as Piconero.
pub fn as_piconero(&self) -> u64 {
self.0
}
/// Calculate the maximum amount of Bitcoin that can be bought at a given
/// asking price for this amount of Monero including the median fee.
pub fn max_bitcoin_for_price(&self, ask_price: bitcoin::Amount) -> Option<bitcoin::Amount> {
let piconero_minus_fee = self.as_piconero().saturating_sub(MONERO_FEE.as_piconero());
let pico_minus_fee = self.as_piconero().saturating_sub(MONERO_FEE.as_piconero());
if piconero_minus_fee == 0 {
if pico_minus_fee == 0 {
return Some(bitcoin::Amount::ZERO);
}
// divide first to reduce chance of multiplication overflow
let xmr = piconero_minus_fee / PICONERO_OFFSET;
let satoshi = xmr.checked_mul(ask_price.as_sat())?;
// safely convert the BTC/XMR rate to sat/pico
let ask_sats = Decimal::from(ask_price.as_sat());
let pico_per_xmr = Decimal::from(PICONERO_OFFSET);
let ask_sats_per_pico = ask_sats / pico_per_xmr;
let pico = Decimal::from(pico_minus_fee);
let max_sats = pico.checked_mul(ask_sats_per_pico)?;
let satoshi = max_sats.to_u64()?;
Some(bitcoin::Amount::from_sat(satoshi))
}
@ -377,19 +385,62 @@ mod tests {
#[test]
fn max_bitcoin_to_trade() {
// sanity check: if the asking price is 1 BTC / 1 XMR
// and we have 1 XMR + fee
// then max BTC we can buy is 1
let xmr = Amount::parse_monero("1.0").unwrap() + MONERO_FEE;
// and we have μ XMR + fee
// then max BTC we can buy is μ
let ask = bitcoin::Amount::from_btc(1.0).unwrap();
let xmr = Amount::parse_monero("1.0").unwrap() + MONERO_FEE;
let btc = xmr.max_bitcoin_for_price(ask).unwrap();
assert_eq!(ask, btc);
assert_eq!(btc, bitcoin::Amount::from_btc(1.0).unwrap());
let xmr = Amount::parse_monero("0.5").unwrap() + MONERO_FEE;
let btc = xmr.max_bitcoin_for_price(ask).unwrap();
assert_eq!(btc, bitcoin::Amount::from_btc(0.5).unwrap());
let xmr = Amount::parse_monero("2.5").unwrap() + MONERO_FEE;
let btc = xmr.max_bitcoin_for_price(ask).unwrap();
assert_eq!(btc, bitcoin::Amount::from_btc(2.5).unwrap());
let xmr = Amount::parse_monero("420").unwrap() + MONERO_FEE;
let btc = xmr.max_bitcoin_for_price(ask).unwrap();
assert_eq!(btc, bitcoin::Amount::from_btc(420.0).unwrap());
let xmr = Amount::parse_monero("0.00001").unwrap() + MONERO_FEE;
let btc = xmr.max_bitcoin_for_price(ask).unwrap();
assert_eq!(btc, bitcoin::Amount::from_btc(0.00001).unwrap());
// other ask prices
let ask = bitcoin::Amount::from_btc(0.5).unwrap();
let xmr = Amount::parse_monero("2").unwrap() + MONERO_FEE;
let btc = xmr.max_bitcoin_for_price(ask).unwrap();
assert_eq!(btc, bitcoin::Amount::from_btc(1.0).unwrap());
let ask = bitcoin::Amount::from_btc(2.0).unwrap();
let xmr = Amount::parse_monero("1").unwrap() + MONERO_FEE;
let btc = xmr.max_bitcoin_for_price(ask).unwrap();
assert_eq!(btc, bitcoin::Amount::from_btc(2.0).unwrap());
let xmr = Amount::parse_monero("10").unwrap();
let ask = bitcoin::Amount::from_sat(382_900);
let xmr = Amount::parse_monero("10").unwrap();
let btc = xmr.max_bitcoin_for_price(ask).unwrap();
assert_eq!(bitcoin::Amount::from_sat(3_446_100), btc);
assert_eq!(btc, bitcoin::Amount::from_sat(3_828_993));
// example from https://github.com/comit-network/xmr-btc-swap/issues/1084
// with rate from kraken at that time
let ask = bitcoin::Amount::from_sat(685_800);
let xmr = Amount::parse_monero("0.826286435921").unwrap();
let btc = xmr.max_bitcoin_for_price(ask).unwrap();
assert_eq!(btc, bitcoin::Amount::from_sat(566_656));
}
#[test]
@ -398,7 +449,7 @@ mod tests {
let ask = bitcoin::Amount::from_sat(728_688);
let btc = xmr.max_bitcoin_for_price(ask).unwrap();
assert_eq!(bitcoin::Amount::from_sat(21_131_952), btc);
assert_eq!(bitcoin::Amount::from_sat(21_860_628), btc);
let xmr = Amount::from_piconero(u64::MAX);
let ask = bitcoin::Amount::from_sat(u64::MAX);
@ -409,13 +460,11 @@ mod tests {
#[test]
fn geting_max_bitcoin_to_trade_with_balance_smaller_than_locking_fee() {
let monero = "0.00001";
let amount = Amount::parse_monero(monero).unwrap();
let bitcoin_price_sats = bitcoin::Amount::from_sat(382_900);
let ask = bitcoin::Amount::from_sat(382_900);
let xmr = Amount::parse_monero("0.00001").unwrap();
let btc = xmr.max_bitcoin_for_price(ask).unwrap();
let monero_max_from_bitcoin = amount.max_bitcoin_for_price(bitcoin_price_sats).unwrap();
assert_eq!(bitcoin::Amount::ZERO, monero_max_from_bitcoin);
assert_eq!(bitcoin::Amount::ZERO, btc);
}
use rand::rngs::OsRng;