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wallet-core: correctly consider deposit fee in p2p coin selection

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This commit is contained in:
Florian Dold 2023-09-15 16:45:12 +02:00
parent de117e375a
commit a15eec55d3
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2 changed files with 127 additions and 106 deletions
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209
packages/taler-wallet-core/src/util/coinSelection.test.ts
View File

@ -15,49 +15,58 @@
*/
import {
AbsoluteTime,
AgeRestriction,
AmountJson,
AmountString,
Amounts,
DenomKeyType,
Duration,
TransactionAmountMode,
j2s,
} from "@gnu-taler/taler-util";
import test, { ExecutionContext } from "ava";
import { AvailableDenom, testing_greedySelectPeer, testing_selectGreedy } from "./coinSelection.js"
import {
AvailableDenom,
testing_greedySelectPeer,
testing_selectGreedy,
} from "./coinSelection.js";
const inTheDistantFuture = AbsoluteTime.toProtocolTimestamp(
AbsoluteTime.addDuration(AbsoluteTime.now(), Duration.fromSpec({ hours: 1 }))
)
AbsoluteTime.addDuration(AbsoluteTime.now(), Duration.fromSpec({ hours: 1 })),
);
const inThePast = AbsoluteTime.toProtocolTimestamp(
AbsoluteTime.subtractDuraction(AbsoluteTime.now(), Duration.fromSpec({ hours: 1 }))
)
AbsoluteTime.subtractDuraction(
AbsoluteTime.now(),
Duration.fromSpec({ hours: 1 }),
),
);
test("p2p: should select the coin", (t) => {
const instructedAmount = Amounts.parseOrThrow("LOCAL:2")
const instructedAmount = Amounts.parseOrThrow("LOCAL:2");
const tally = {
amountAcc: Amounts.zeroOfCurrency(instructedAmount.currency),
depositFeesAcc: Amounts.zeroOfCurrency(instructedAmount.currency),
lastDepositFee: Amounts.zeroOfCurrency(instructedAmount.currency),
};
const coins = testing_greedySelectPeer(
createCandidates([{
amount: "LOCAL:10",
numAvailable: 5,
depositFee: "LOCAL:0.1",
fromExchange: "http://exchange.localhost/",
}]),
instructedAmount,
tally
createCandidates([
{
amount: "LOCAL:10",
numAvailable: 5,
depositFee: "LOCAL:0.1",
fromExchange: "http://exchange.localhost/",
},
]),
instructedAmount,
tally,
);
t.log(j2s(coins));
expect(t, coins).deep.equal({
"hash0;32;http://exchange.localhost/": {
exchangeBaseUrl: "http://exchange.localhost/",
denomPubHash: "hash0",
maxAge: 32,
contributions: [Amounts.parseOrThrow("LOCAL:2")],
}
contributions: [Amounts.parseOrThrow("LOCAL:2.1")],
},
});
expect(t, tally).deep.equal({
@ -65,25 +74,26 @@ test("p2p: should select the coin", (t) => {
depositFeesAcc: Amounts.parseOrThrow("LOCAL:0.1"),
lastDepositFee: Amounts.parseOrThrow("LOCAL:0.1"),
});
});
test("p2p: should select 3 coins", (t) => {
const instructedAmount = Amounts.parseOrThrow("LOCAL:20")
const instructedAmount = Amounts.parseOrThrow("LOCAL:20");
const tally = {
amountAcc: Amounts.zeroOfCurrency(instructedAmount.currency),
depositFeesAcc: Amounts.zeroOfCurrency(instructedAmount.currency),
lastDepositFee: Amounts.zeroOfCurrency(instructedAmount.currency),
};
const coins = testing_greedySelectPeer(
createCandidates([{
amount: "LOCAL:10",
numAvailable: 5,
depositFee: "LOCAL:0.1",
fromExchange: "http://exchange.localhost/",
}]),
instructedAmount,
tally
createCandidates([
{
amount: "LOCAL:10",
numAvailable: 5,
depositFee: "LOCAL:0.1",
fromExchange: "http://exchange.localhost/",
},
]),
instructedAmount,
tally,
);
expect(t, coins).deep.equal({
@ -94,9 +104,9 @@ test("p2p: should select 3 coins", (t) => {
contributions: [
Amounts.parseOrThrow("LOCAL:9.9"),
Amounts.parseOrThrow("LOCAL:9.9"),
Amounts.parseOrThrow("LOCAL:0.2")
Amounts.parseOrThrow("LOCAL:0.5"),
],
}
},
});
expect(t, tally).deep.equal({
@ -104,41 +114,41 @@ test("p2p: should select 3 coins", (t) => {
depositFeesAcc: Amounts.parseOrThrow("LOCAL:0.3"),
lastDepositFee: Amounts.parseOrThrow("LOCAL:0.1"),
});
});
test("p2p: can't select since the instructed amount is too high", (t) => {
const instructedAmount = Amounts.parseOrThrow("LOCAL:60")
const instructedAmount = Amounts.parseOrThrow("LOCAL:60");
const tally = {
amountAcc: Amounts.zeroOfCurrency(instructedAmount.currency),
depositFeesAcc: Amounts.zeroOfCurrency(instructedAmount.currency),
lastDepositFee: Amounts.zeroOfCurrency(instructedAmount.currency),
};
const coins = testing_greedySelectPeer(
createCandidates([{
amount: "LOCAL:10",
numAvailable: 5,
depositFee: "LOCAL:0.1",
fromExchange: "http://exchange.localhost/",
}]),
instructedAmount,
tally
createCandidates([
{
amount: "LOCAL:10",
numAvailable: 5,
depositFee: "LOCAL:0.1",
fromExchange: "http://exchange.localhost/",
},
]),
instructedAmount,
tally,
);
expect(t, coins).deep.equal(undefined);
expect(t, tally).deep.equal({
amountAcc: Amounts.parseOrThrow("LOCAL:49.5"),
amountAcc: Amounts.parseOrThrow("LOCAL:49"),
depositFeesAcc: Amounts.parseOrThrow("LOCAL:0.5"),
lastDepositFee: Amounts.parseOrThrow("LOCAL:0.1"),
});
});
test("pay: select one coin to pay with fee", (t) => {
const payment = Amounts.parseOrThrow("LOCAL:2")
const exchangeWireFee = Amounts.parseOrThrow("LOCAL:0.1")
const zero = Amounts.zeroOfCurrency(payment.currency)
const payment = Amounts.parseOrThrow("LOCAL:2");
const exchangeWireFee = Amounts.parseOrThrow("LOCAL:0.1");
const zero = Amounts.zeroOfCurrency(payment.currency);
const tally = {
amountPayRemaining: payment,
amountWireFeeLimitRemaining: zero,
@ -150,28 +160,30 @@ test("pay: select one coin to pay with fee", (t) => {
};
const coins = testing_selectGreedy(
{
"auditors": [],
"exchanges": [
{
"exchangeBaseUrl": "http://exchange.localhost/",
"exchangePub": "E5M8CGRDHXF1RCVP3B8TQCTDYNQ7T4XHWR5SVEQRGVVMVME41VJ0"
}
auditors: [],
exchanges: [
{
exchangeBaseUrl: "http://exchange.localhost/",
exchangePub: "E5M8CGRDHXF1RCVP3B8TQCTDYNQ7T4XHWR5SVEQRGVVMVME41VJ0",
},
],
"contractTermsAmount": payment,
"depositFeeLimit": zero,
"wireFeeAmortization": 1,
"wireFeeLimit": zero,
"prevPayCoins": [],
"wireMethod": "x-taler-bank"
contractTermsAmount: payment,
depositFeeLimit: zero,
wireFeeAmortization: 1,
wireFeeLimit: zero,
prevPayCoins: [],
wireMethod: "x-taler-bank",
},
createCandidates([{
amount: "LOCAL:10",
numAvailable: 5,
depositFee: "LOCAL:0.1",
fromExchange: "http://exchange.localhost/",
}]),
{"http://exchange.localhost/": exchangeWireFee},
tally
createCandidates([
{
amount: "LOCAL:10",
numAvailable: 5,
depositFee: "LOCAL:0.1",
fromExchange: "http://exchange.localhost/",
},
]),
{ "http://exchange.localhost/": exchangeWireFee },
tally,
);
expect(t, coins).deep.equal({
@ -179,10 +191,8 @@ test("pay: select one coin to pay with fee", (t) => {
exchangeBaseUrl: "http://exchange.localhost/",
denomPubHash: "hash0",
maxAge: 32,
contributions: [
Amounts.parseOrThrow("LOCAL:2.2"),
],
}
contributions: [Amounts.parseOrThrow("LOCAL:2.2")],
},
});
expect(t, tally).deep.equal({
@ -194,44 +204,46 @@ test("pay: select one coin to pay with fee", (t) => {
wireFeeCoveredForExchange: new Set(),
lastDepositFee: zero,
});
});
function createCandidates(ar: {amount: AmountString, depositFee: AmountString, numAvailable: number, fromExchange: string}[]): AvailableDenom[] {
return ar.map((r,idx) => {
function createCandidates(
ar: {
amount: AmountString;
depositFee: AmountString;
numAvailable: number;
fromExchange: string;
}[],
): AvailableDenom[] {
return ar.map((r, idx) => {
return {
"denomPub": {
"age_mask": 0,
"cipher": DenomKeyType.Rsa,
"rsa_public_key": "PPP"
denomPub: {
age_mask: 0,
cipher: DenomKeyType.Rsa,
rsa_public_key: "PPP",
},
"denomPubHash": `hash${idx}`,
"value": r.amount,
"feeDeposit": r.depositFee,
"feeRefresh": "LOCAL:0",
"feeRefund": "LOCAL:0",
"feeWithdraw": "LOCAL:0",
"stampExpireDeposit": inTheDistantFuture,
"stampExpireLegal": inTheDistantFuture,
"stampExpireWithdraw": inTheDistantFuture,
"stampStart": inThePast,
"exchangeBaseUrl": r.fromExchange,
"numAvailable": r.numAvailable,
"maxAge": 32,
}
})
denomPubHash: `hash${idx}`,
value: r.amount,
feeDeposit: r.depositFee,
feeRefresh: "LOCAL:0",
feeRefund: "LOCAL:0",
feeWithdraw: "LOCAL:0",
stampExpireDeposit: inTheDistantFuture,
stampExpireLegal: inTheDistantFuture,
stampExpireWithdraw: inTheDistantFuture,
stampStart: inThePast,
exchangeBaseUrl: r.fromExchange,
numAvailable: r.numAvailable,
maxAge: 32,
};
});
}
type Tester<T> = {
deep: {
equal(another: T): ReturnType<ExecutionContext["deepEqual"]>;
equals(another: T): ReturnType<ExecutionContext["deepEqual"]>;
}
}
};
};
function expect<T>(t: ExecutionContext, thing: T): Tester<T> {
return {
@ -241,4 +253,3 @@ function expect<T>(t: ExecutionContext, thing: T): Tester<T> {
},
};
}

24
packages/taler-wallet-core/src/util/coinSelection.ts
View File

@ -419,8 +419,10 @@ interface SelResult {
};
}
export function testing_selectGreedy(...args: Parameters<typeof selectGreedy>): ReturnType<typeof selectGreedy>{
return selectGreedy(...args)
export function testing_selectGreedy(
...args: Parameters<typeof selectGreedy>
): ReturnType<typeof selectGreedy> {
return selectGreedy(...args);
}
function selectGreedy(
req: SelectPayCoinRequestNg,
@ -900,9 +902,12 @@ interface PeerCoinSelectionTally {
/**
* exporting for testing
*/
export function testing_greedySelectPeer(...args: Parameters<typeof greedySelectPeer>): ReturnType<typeof greedySelectPeer> {
return greedySelectPeer(...args)
export function testing_greedySelectPeer(
...args: Parameters<typeof greedySelectPeer>
): ReturnType<typeof greedySelectPeer> {
return greedySelectPeer(...args);
}
function greedySelectPeer(
candidates: AvailableDenom[],
instructedAmount: AmountLike,
@ -921,11 +926,16 @@ function greedySelectPeer(
instructedAmount,
tally.amountAcc,
).amount;
const coinContrib = Amounts.sub(denom.value, denom.feeDeposit).amount
// Maximum amount the coin could effectively contribute.
const maxCoinContrib = Amounts.sub(denom.value, denom.feeDeposit).amount;
const coinSpend = Amounts.min(
Amounts.add(amountPayRemaining, denom.feeDeposit).amount,
maxCoinContrib,
);
const coinSpend = Amounts.min(amountPayRemaining, coinContrib)
tally.amountAcc = Amounts.add(tally.amountAcc, coinSpend).amount;
tally.amountAcc = Amounts.sub(tally.amountAcc, denom.feeDeposit).amount;
tally.depositFeesAcc = Amounts.add(
tally.depositFeesAcc,