mirror of
https://github.com/comit-network/xmr-btc-swap.git
synced 2024-12-19 04:44:31 -05:00
86d57453cf
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
507 lines
15 KiB
Rust
507 lines
15 KiB
Rust
pub mod wallet;
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mod wallet_rpc;
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pub use ::monero::network::Network;
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pub use ::monero::{Address, PrivateKey, PublicKey};
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pub use curve25519_dalek::scalar::Scalar;
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pub use wallet::Wallet;
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pub use wallet_rpc::{WalletRpc, WalletRpcProcess};
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use crate::bitcoin;
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use anyhow::Result;
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use rand::{CryptoRng, RngCore};
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use rust_decimal::prelude::*;
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use rust_decimal::Decimal;
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use serde::{Deserialize, Serialize};
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use std::convert::TryFrom;
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use std::fmt;
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use std::ops::{Add, Mul, Sub};
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use std::str::FromStr;
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pub const PICONERO_OFFSET: u64 = 1_000_000_000_000;
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#[derive(Serialize, Deserialize)]
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#[serde(remote = "Network")]
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#[allow(non_camel_case_types)]
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pub enum network {
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Mainnet,
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Stagenet,
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Testnet,
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}
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pub fn private_key_from_secp256k1_scalar(scalar: bitcoin::Scalar) -> PrivateKey {
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let mut bytes = scalar.to_bytes();
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// we must reverse the bytes because a secp256k1 scalar is big endian, whereas a
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// ed25519 scalar is little endian
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bytes.reverse();
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PrivateKey::from_scalar(Scalar::from_bytes_mod_order(bytes))
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}
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#[derive(Clone, Copy, Debug, Serialize, Deserialize, PartialEq)]
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pub struct PrivateViewKey(#[serde(with = "monero_private_key")] PrivateKey);
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impl PrivateViewKey {
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pub fn new_random<R: RngCore + CryptoRng>(rng: &mut R) -> Self {
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let scalar = Scalar::random(rng);
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let private_key = PrivateKey::from_scalar(scalar);
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Self(private_key)
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}
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pub fn public(&self) -> PublicViewKey {
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PublicViewKey(PublicKey::from_private_key(&self.0))
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}
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}
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impl Add for PrivateViewKey {
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type Output = Self;
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fn add(self, rhs: Self) -> Self::Output {
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Self(self.0 + rhs.0)
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}
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}
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impl From<PrivateViewKey> for PrivateKey {
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fn from(from: PrivateViewKey) -> Self {
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from.0
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}
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}
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impl From<PublicViewKey> for PublicKey {
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fn from(from: PublicViewKey) -> Self {
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from.0
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}
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}
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#[derive(Clone, Copy, Debug)]
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pub struct PublicViewKey(PublicKey);
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#[derive(Debug, Copy, Clone, Deserialize, Serialize, PartialEq, PartialOrd)]
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pub struct Amount(u64);
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// Median tx fees on Monero as found here: https://www.monero.how/monero-transaction-fees, XMR 0.000_008 * 2 (to be on the safe side)
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pub const MONERO_FEE: Amount = Amount::from_piconero(16_000_000);
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impl Amount {
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pub const ZERO: Self = Self(0);
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pub const ONE_XMR: Self = Self(PICONERO_OFFSET);
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/// Create an [Amount] with piconero precision and the given number of
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/// piconeros.
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///
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/// A piconero (a.k.a atomic unit) is equal to 1e-12 XMR.
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pub const fn from_piconero(amount: u64) -> Self {
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Amount(amount)
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}
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/// Return Monero Amount as Piconero.
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pub fn as_piconero(&self) -> u64 {
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self.0
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}
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/// Calculate the maximum amount of Bitcoin that can be bought at a given
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/// asking price for this amount of Monero including the median fee.
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pub fn max_bitcoin_for_price(&self, ask_price: bitcoin::Amount) -> Option<bitcoin::Amount> {
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let pico_minus_fee = self.as_piconero().saturating_sub(MONERO_FEE.as_piconero());
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if pico_minus_fee == 0 {
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return Some(bitcoin::Amount::ZERO);
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}
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// safely convert the BTC/XMR rate to sat/pico
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let ask_sats = Decimal::from(ask_price.as_sat());
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let pico_per_xmr = Decimal::from(PICONERO_OFFSET);
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let ask_sats_per_pico = ask_sats / pico_per_xmr;
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let pico = Decimal::from(pico_minus_fee);
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let max_sats = pico.checked_mul(ask_sats_per_pico)?;
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let satoshi = max_sats.to_u64()?;
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Some(bitcoin::Amount::from_sat(satoshi))
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}
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pub fn from_monero(amount: f64) -> Result<Self> {
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let decimal = Decimal::try_from(amount)?;
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Self::from_decimal(decimal)
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}
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pub fn parse_monero(amount: &str) -> Result<Self> {
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let decimal = Decimal::from_str(amount)?;
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Self::from_decimal(decimal)
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}
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pub fn as_piconero_decimal(&self) -> Decimal {
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Decimal::from(self.as_piconero())
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}
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fn from_decimal(amount: Decimal) -> Result<Self> {
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let piconeros_dec =
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amount.mul(Decimal::from_u64(PICONERO_OFFSET).expect("constant to fit into u64"));
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let piconeros = piconeros_dec
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.to_u64()
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.ok_or_else(|| OverflowError(amount.to_string()))?;
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Ok(Amount(piconeros))
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}
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}
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impl Add for Amount {
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type Output = Amount;
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fn add(self, rhs: Self) -> Self::Output {
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Self(self.0 + rhs.0)
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}
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}
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impl Sub for Amount {
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type Output = Amount;
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fn sub(self, rhs: Self) -> Self::Output {
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Self(self.0 - rhs.0)
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}
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}
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impl Mul<u64> for Amount {
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type Output = Amount;
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fn mul(self, rhs: u64) -> Self::Output {
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Self(self.0 * rhs)
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}
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}
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impl From<Amount> for u64 {
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fn from(from: Amount) -> u64 {
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from.0
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}
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}
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impl fmt::Display for Amount {
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fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
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let mut decimal = Decimal::from(self.0);
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decimal
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.set_scale(12)
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.expect("12 is smaller than max precision of 28");
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write!(f, "{} XMR", decimal)
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}
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}
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#[derive(Clone, Debug, Serialize, Deserialize, PartialEq)]
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pub struct TransferProof {
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tx_hash: TxHash,
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#[serde(with = "monero_private_key")]
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tx_key: PrivateKey,
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}
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impl TransferProof {
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pub fn new(tx_hash: TxHash, tx_key: PrivateKey) -> Self {
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Self { tx_hash, tx_key }
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}
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pub fn tx_hash(&self) -> TxHash {
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self.tx_hash.clone()
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}
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pub fn tx_key(&self) -> PrivateKey {
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self.tx_key
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}
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}
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// TODO: add constructor/ change String to fixed length byte array
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#[derive(Clone, Debug, Serialize, Deserialize, PartialEq)]
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pub struct TxHash(pub String);
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impl From<TxHash> for String {
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fn from(from: TxHash) -> Self {
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from.0
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}
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}
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impl fmt::Display for TxHash {
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fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
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write!(f, "{}", self.0)
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}
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}
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#[derive(Debug, Clone, Copy, thiserror::Error)]
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#[error("expected {expected}, got {actual}")]
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pub struct InsufficientFunds {
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pub expected: Amount,
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pub actual: Amount,
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}
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#[derive(thiserror::Error, Debug, Clone, PartialEq)]
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#[error("Overflow, cannot convert {0} to u64")]
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pub struct OverflowError(pub String);
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pub mod monero_private_key {
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use monero::consensus::{Decodable, Encodable};
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use monero::PrivateKey;
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use serde::de::Visitor;
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use serde::ser::Error;
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use serde::{de, Deserializer, Serializer};
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use std::fmt;
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use std::io::Cursor;
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struct BytesVisitor;
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impl<'de> Visitor<'de> for BytesVisitor {
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type Value = PrivateKey;
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fn expecting(&self, formatter: &mut fmt::Formatter<'_>) -> fmt::Result {
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write!(formatter, "a byte array representing a Monero private key")
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}
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fn visit_bytes<E>(self, s: &[u8]) -> Result<Self::Value, E>
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where
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E: de::Error,
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{
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let mut s = s;
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PrivateKey::consensus_decode(&mut s).map_err(|err| E::custom(format!("{:?}", err)))
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}
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fn visit_str<E>(self, s: &str) -> Result<Self::Value, E>
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where
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E: de::Error,
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{
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let bytes = hex::decode(s).map_err(|err| E::custom(format!("{:?}", err)))?;
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PrivateKey::consensus_decode(&mut bytes.as_slice())
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.map_err(|err| E::custom(format!("{:?}", err)))
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}
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}
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pub fn serialize<S>(x: &PrivateKey, s: S) -> Result<S::Ok, S::Error>
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where
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S: Serializer,
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{
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let mut bytes = Cursor::new(vec![]);
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x.consensus_encode(&mut bytes)
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.map_err(|err| S::Error::custom(format!("{:?}", err)))?;
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if s.is_human_readable() {
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s.serialize_str(&hex::encode(bytes.into_inner()))
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} else {
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s.serialize_bytes(bytes.into_inner().as_ref())
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}
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}
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pub fn deserialize<'de, D>(
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deserializer: D,
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) -> Result<PrivateKey, <D as Deserializer<'de>>::Error>
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where
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D: Deserializer<'de>,
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{
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let key = {
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if deserializer.is_human_readable() {
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deserializer.deserialize_string(BytesVisitor)?
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} else {
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deserializer.deserialize_bytes(BytesVisitor)?
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}
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};
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Ok(key)
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}
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}
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pub mod monero_amount {
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use crate::monero::Amount;
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use serde::{Deserialize, Deserializer, Serializer};
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pub fn serialize<S>(x: &Amount, s: S) -> Result<S::Ok, S::Error>
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where
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S: Serializer,
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{
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s.serialize_u64(x.as_piconero())
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}
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pub fn deserialize<'de, D>(deserializer: D) -> Result<Amount, <D as Deserializer<'de>>::Error>
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where
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D: Deserializer<'de>,
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{
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let picos = u64::deserialize(deserializer)?;
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let amount = Amount::from_piconero(picos);
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Ok(amount)
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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#[test]
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fn display_monero_min() {
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let min_pics = 1;
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let amount = Amount::from_piconero(min_pics);
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let monero = amount.to_string();
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assert_eq!("0.000000000001 XMR", monero);
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}
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#[test]
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fn display_monero_one() {
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let min_pics = 1000000000000;
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let amount = Amount::from_piconero(min_pics);
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let monero = amount.to_string();
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assert_eq!("1.000000000000 XMR", monero);
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}
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#[test]
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fn display_monero_max() {
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let max_pics = 18_446_744_073_709_551_615;
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let amount = Amount::from_piconero(max_pics);
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let monero = amount.to_string();
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assert_eq!("18446744.073709551615 XMR", monero);
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}
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#[test]
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fn parse_monero_min() {
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let monero_min = "0.000000000001";
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let amount = Amount::parse_monero(monero_min).unwrap();
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let pics = amount.0;
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assert_eq!(1, pics);
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}
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#[test]
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fn parse_monero() {
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let monero = "123";
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let amount = Amount::parse_monero(monero).unwrap();
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let pics = amount.0;
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assert_eq!(123000000000000, pics);
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}
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#[test]
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fn parse_monero_max() {
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let monero = "18446744.073709551615";
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let amount = Amount::parse_monero(monero).unwrap();
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let pics = amount.0;
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assert_eq!(18446744073709551615, pics);
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}
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#[test]
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fn parse_monero_overflows() {
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let overflow_pics = "18446744.073709551616";
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let error = Amount::parse_monero(overflow_pics).unwrap_err();
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assert_eq!(
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error.downcast_ref::<OverflowError>().unwrap(),
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&OverflowError(overflow_pics.to_owned())
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);
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}
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#[test]
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fn max_bitcoin_to_trade() {
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// sanity check: if the asking price is 1 BTC / 1 XMR
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// and we have μ XMR + fee
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// then max BTC we can buy is μ
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let ask = bitcoin::Amount::from_btc(1.0).unwrap();
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let xmr = Amount::parse_monero("1.0").unwrap() + MONERO_FEE;
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let btc = xmr.max_bitcoin_for_price(ask).unwrap();
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assert_eq!(btc, bitcoin::Amount::from_btc(1.0).unwrap());
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let xmr = Amount::parse_monero("0.5").unwrap() + MONERO_FEE;
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let btc = xmr.max_bitcoin_for_price(ask).unwrap();
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assert_eq!(btc, bitcoin::Amount::from_btc(0.5).unwrap());
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let xmr = Amount::parse_monero("2.5").unwrap() + MONERO_FEE;
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let btc = xmr.max_bitcoin_for_price(ask).unwrap();
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assert_eq!(btc, bitcoin::Amount::from_btc(2.5).unwrap());
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let xmr = Amount::parse_monero("420").unwrap() + MONERO_FEE;
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let btc = xmr.max_bitcoin_for_price(ask).unwrap();
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assert_eq!(btc, bitcoin::Amount::from_btc(420.0).unwrap());
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let xmr = Amount::parse_monero("0.00001").unwrap() + MONERO_FEE;
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let btc = xmr.max_bitcoin_for_price(ask).unwrap();
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assert_eq!(btc, bitcoin::Amount::from_btc(0.00001).unwrap());
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// other ask prices
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let ask = bitcoin::Amount::from_btc(0.5).unwrap();
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let xmr = Amount::parse_monero("2").unwrap() + MONERO_FEE;
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let btc = xmr.max_bitcoin_for_price(ask).unwrap();
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assert_eq!(btc, bitcoin::Amount::from_btc(1.0).unwrap());
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let ask = bitcoin::Amount::from_btc(2.0).unwrap();
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let xmr = Amount::parse_monero("1").unwrap() + MONERO_FEE;
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let btc = xmr.max_bitcoin_for_price(ask).unwrap();
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assert_eq!(btc, bitcoin::Amount::from_btc(2.0).unwrap());
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let ask = bitcoin::Amount::from_sat(382_900);
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let xmr = Amount::parse_monero("10").unwrap();
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let btc = xmr.max_bitcoin_for_price(ask).unwrap();
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assert_eq!(btc, bitcoin::Amount::from_sat(3_828_993));
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// example from https://github.com/comit-network/xmr-btc-swap/issues/1084
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// with rate from kraken at that time
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let ask = bitcoin::Amount::from_sat(685_800);
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let xmr = Amount::parse_monero("0.826286435921").unwrap();
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let btc = xmr.max_bitcoin_for_price(ask).unwrap();
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assert_eq!(btc, bitcoin::Amount::from_sat(566_656));
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}
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#[test]
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fn max_bitcoin_to_trade_overflow() {
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let xmr = Amount::from_monero(30.0).unwrap();
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let ask = bitcoin::Amount::from_sat(728_688);
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let btc = xmr.max_bitcoin_for_price(ask).unwrap();
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assert_eq!(bitcoin::Amount::from_sat(21_860_628), btc);
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let xmr = Amount::from_piconero(u64::MAX);
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let ask = bitcoin::Amount::from_sat(u64::MAX);
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let btc = xmr.max_bitcoin_for_price(ask);
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assert!(btc.is_none());
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}
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#[test]
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fn geting_max_bitcoin_to_trade_with_balance_smaller_than_locking_fee() {
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let ask = bitcoin::Amount::from_sat(382_900);
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let xmr = Amount::parse_monero("0.00001").unwrap();
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let btc = xmr.max_bitcoin_for_price(ask).unwrap();
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assert_eq!(bitcoin::Amount::ZERO, btc);
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}
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use rand::rngs::OsRng;
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use serde::{Deserialize, Serialize};
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#[derive(Debug, Serialize, Deserialize, PartialEq)]
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pub struct MoneroPrivateKey(#[serde(with = "monero_private_key")] crate::monero::PrivateKey);
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#[derive(Debug, Serialize, Deserialize, PartialEq)]
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pub struct MoneroAmount(#[serde(with = "monero_amount")] crate::monero::Amount);
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#[test]
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fn serde_monero_private_key_json() {
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let key = MoneroPrivateKey(monero::PrivateKey::from_scalar(
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crate::monero::Scalar::random(&mut OsRng),
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));
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let encoded = serde_json::to_vec(&key).unwrap();
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let decoded: MoneroPrivateKey = serde_json::from_slice(&encoded).unwrap();
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assert_eq!(key, decoded);
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}
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#[test]
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fn serde_monero_private_key_cbor() {
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let key = MoneroPrivateKey(monero::PrivateKey::from_scalar(
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crate::monero::Scalar::random(&mut OsRng),
|
|
));
|
|
let encoded = serde_cbor::to_vec(&key).unwrap();
|
|
let decoded: MoneroPrivateKey = serde_cbor::from_slice(&encoded).unwrap();
|
|
assert_eq!(key, decoded);
|
|
}
|
|
|
|
#[test]
|
|
fn serde_monero_amount() {
|
|
let amount = MoneroAmount(crate::monero::Amount::from_piconero(1000));
|
|
let encoded = serde_cbor::to_vec(&amount).unwrap();
|
|
let decoded: MoneroAmount = serde_cbor::from_slice(&encoded).unwrap();
|
|
assert_eq!(amount, decoded);
|
|
}
|
|
}
|