capitalisk-dex 17.0.0

package/package.json

@@ -0,0 +1,32 @@
+{
+  "name": "capitalisk-dex",
+  "version": "17.0.0",
+  "description": "Decentralized exchange module.",
+  "main": "index.js",
+  "scripts": {
+    "test": "mocha --reporter spec --timeout 3000 --slow 3000"
+  },
+  "repository": {
+    "type": "git",
+    "url": "git+https://github.com/Capitalisk/capitalisk-dex.git"
+  },
+  "keywords": [
+    "dex",
+    "decentralized",
+    "exchange",
+    "module"
+  ],
+  "author": "Jonathan Gros-Dubois",
+  "license": "GPL-3.0",
+  "dependencies": {
+    "big-order-book": "^2.0.0",
+    "proper-skip-list": "^4.1.0"
+  },
+  "devDependencies": {
+    "mocha": "^7.2.0"
+  },
+  "bugs": {
+    "url": "https://github.com/Capitalisk/capitalisk-dex/issues"
+  },
+  "homepage": "https://github.com/Capitalisk/capitalisk-dex#readme"
+}

package/test/trade-engine.js

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+const assert = require('assert');
+const TradeEngine = require('../trade-engine');
+
+describe('TradeEngine unit tests', async () => {
+  let tradeEngine;
+
+  beforeEach(async () => {
+    tradeEngine = new TradeEngine({
+      baseCurrency: 'lsk',
+      quoteCurrency: 'clsk',
+      baseOrderHeightExpiry: 100,
+      quoteOrderHeightExpiry: 100,
+      priceDecimalPrecision: 5
+    });
+  });
+
+  describe('Order matching', async () => {
+
+    it('Bid order is made with greater size but same price as ask', async () => {
+      let result;
+
+      result = tradeEngine.addOrder({
+        id: 'order0',
+        type: 'limit',
+        price: .1,
+        sourceChain: 'clsk',
+        targetChain: 'lsk',
+        height: 1,
+        targetWalletAddress: '22245678912345678222L',
+        senderAddress: '11111111111222222222L',
+        side: 'ask',
+        size: 100
+      });
+
+      result = tradeEngine.addOrder({
+        id: 'order1',
+        type: 'limit',
+        price: .1,
+        sourceChain: 'lsk',
+        targetChain: 'clsk',
+        height: 1,
+        targetWalletAddress: '11145678912345678111L',
+        senderAddress: '22222222211111111111L',
+        side: 'bid',
+        value: 100
+      });
+
+      assert.equal(result.takeSize, 100);
+      assert.equal(result.taker.id, 'order1');
+      assert.equal(result.taker.valueRemaining, 90);
+    });
+
+    it('Bid order is made with greater size and higher price than ask', async () => {
+      let result;
+
+      result = tradeEngine.addOrder({
+        id: 'order0',
+        type: 'limit',
+        price: .1,
+        sourceChain: 'clsk',
+        targetChain: 'lsk',
+        height: 1,
+        targetWalletAddress: '22245678912345678222L',
+        senderAddress: '11111111111222222222L',
+        side: 'ask',
+        size: 100
+      });
+
+      result = tradeEngine.addOrder({
+        id: 'order1',
+        type: 'limit',
+        price: .2,
+        sourceChain: 'lsk',
+        targetChain: 'clsk',
+        height: 1,
+        targetWalletAddress: '11145678912345678111L',
+        senderAddress: '33311111111222222333L',
+        side: 'bid',
+        value: 200
+      });
+
+      assert.equal(result.takeSize, 100);
+      assert.equal(result.takeValue, 10);
+      assert.equal(result.taker.id, 'order1');
+      assert.equal(result.taker.value, 200);
+    });
+
+    it('Multiple bid orders in series', async () => {
+      let result;
+
+      result = tradeEngine.addOrder({
+        id: 'order0',
+        type: 'limit',
+        price: .5,
+        sourceChain: 'clsk',
+        targetChain: 'lsk',
+        height: 1,
+        targetWalletAddress: '22245678912345678222L',
+        senderAddress: '11111111111222222222L',
+        side: 'ask',
+        size: 4000
+      });
+
+      result = tradeEngine.addOrder({
+        id: 'order1',
+        type: 'limit',
+        price: .5,
+        sourceChain: 'lsk',
+        targetChain: 'clsk',
+        height: 1,
+        targetWalletAddress: '11145678912345678111L',
+        senderAddress: '44411111111222222444L',
+        side: 'bid',
+        value: 4
+      });
+
+      assert.equal(result.makers[0].lastValueTaken, 4);
+
+      result = tradeEngine.addOrder({
+        id: 'order2',
+        type: 'limit',
+        price: .5,
+        sourceChain: 'lsk',
+        targetChain: 'clsk',
+        height: 1,
+        targetWalletAddress: '11145678912345678111L',
+        senderAddress: '55511111111222222555L',
+        side: 'bid',
+        value: 20
+      });
+
+      assert.equal(result.makers[0].lastValueTaken, 20);
+
+      result = tradeEngine.addOrder({
+        id: 'order3',
+        type: 'limit',
+        price: .5,
+        sourceChain: 'lsk',
+        targetChain: 'clsk',
+        height: 1,
+        targetWalletAddress: '11145678912345678111L',
+        senderAddress: '66611111111222222666L',
+        side: 'bid',
+        value: 6
+      });
+
+      assert.equal(result.makers[0].lastValueTaken, 6);
+    });
+
+    it('Order with the same ID is not added', async () => {
+      let result;
+
+      result = tradeEngine.addOrder({
+        id: 'order0',
+        type: 'limit',
+        price: .1,
+        sourceChain: 'clsk',
+        targetChain: 'lsk',
+        height: 1,
+        targetWalletAddress: '22245678912345678222L',
+        senderAddress: '11111111111222222222L',
+        side: 'ask',
+        size: 100
+      });
+
+      let error = null;
+
+      try {
+        result = tradeEngine.addOrder({
+          id: 'order0',
+          type: 'limit',
+          price: .1,
+          sourceChain: 'clsk',
+          targetChain: 'lsk',
+          height: 2,
+          targetWalletAddress: '22245678912345678222L',
+          senderAddress: '55511111111222222777L',
+          side: 'ask',
+          size: 1000
+        });
+      } catch (err) {
+        error = err;
+      }
+
+      assert.notEqual(error, null);
+      assert.equal(error.name, 'DuplicateOrderError');
+    });
+
+    it('Can get bid and ask iterators', async () => {
+      let result;
+
+      result = tradeEngine.addOrder({
+        id: 'order0',
+        type: 'limit',
+        price: .5,
+        sourceChain: 'clsk',
+        targetChain: 'lsk',
+        height: 1,
+        targetWalletAddress: '22245678912345678222L',
+        senderAddress: '11111111111222222222L',
+        side: 'ask',
+        size: 100
+      });
+
+      result = tradeEngine.addOrder({
+        id: 'order1',
+        type: 'limit',
+        price: .7,
+        sourceChain: 'clsk',
+        targetChain: 'lsk',
+        height: 1,
+        targetWalletAddress: '22245678912345678222L',
+        senderAddress: '11111111111222222222L',
+        side: 'ask',
+        size: 100
+      });
+
+      result = tradeEngine.addOrder({
+        id: 'order2',
+        type: 'limit',
+        price: .6,
+        sourceChain: 'clsk',
+        targetChain: 'lsk',
+        height: 1,
+        targetWalletAddress: '22245678912345678222L',
+        senderAddress: '11111111111222222222L',
+        side: 'ask',
+        size: 100
+      });
+
+      result = tradeEngine.addOrder({
+        id: 'order3',
+        type: 'limit',
+        price: .4,
+        sourceChain: 'clsk',
+        targetChain: 'lsk',
+        height: 1,
+        targetWalletAddress: '22245678912345678222L',
+        senderAddress: '11111111111222222222L',
+        side: 'bid',
+        value: 100
+      });
+
+      result = tradeEngine.addOrder({
+        id: 'order4',
+        type: 'limit',
+        price: .2,
+        sourceChain: 'clsk',
+        targetChain: 'lsk',
+        height: 1,
+        targetWalletAddress: '22245678912345678222L',
+        senderAddress: '11111111111222222222L',
+        side: 'bid',
+        value: 100
+      });
+
+      result = tradeEngine.addOrder({
+        id: 'order5',
+        type: 'limit',
+        price: .3,
+        sourceChain: 'clsk',
+        targetChain: 'lsk',
+        height: 1,
+        targetWalletAddress: '22245678912345678222L',
+        senderAddress: '11111111111222222222L',
+        side: 'bid',
+        value: 100
+      });
+
+      let bidOrders = [...tradeEngine.getBidIteratorFromMax()];
+      let askOrders = [...tradeEngine.getAskIteratorFromMin()];
+
+      assert.equal(JSON.stringify(bidOrders.map(bid => bid.price)), JSON.stringify([.4, .3, .2]));
+      assert.equal(JSON.stringify(askOrders.map(ask => ask.price)), JSON.stringify([.5, .6, .7]));
+    });
+
+    it('Can get and set snapshot of the order book', async () => {
+      let result;
+
+      result = tradeEngine.addOrder({
+        id: 'order0',
+        type: 'limit',
+        price: .5,
+        sourceChain: 'clsk',
+        targetChain: 'lsk',
+        height: 1,
+        targetWalletAddress: '22245678912345678222L',
+        senderAddress: '11111111111222222222L',
+        side: 'ask',
+        size: 100
+      });
+
+      result = tradeEngine.addOrder({
+        id: 'order1',
+        type: 'limit',
+        price: .5,
+        sourceChain: 'lsk',
+        targetChain: 'clsk',
+        height: 1,
+        targetWalletAddress: '11145678912345678111L',
+        senderAddress: '88811111111222222333L',
+        side: 'bid',
+        value: 4
+      });
+
+      result = tradeEngine.addOrder({
+        id: 'order2',
+        type: 'limit',
+        price: .5,
+        sourceChain: 'lsk',
+        targetChain: 'clsk',
+        height: 1,
+        targetWalletAddress: '11145678912345678111L',
+        senderAddress: '11555111111222226662L',
+        side: 'bid',
+        value: 20
+      });
+
+      let snapshot = tradeEngine.getSnapshot();
+      tradeEngine.clear();
+
+      let snapshotAfterClear = tradeEngine.getSnapshot();
+
+      assert.equal(JSON.stringify(snapshotAfterClear.askLimitOrders), '[]');
+      assert.equal(JSON.stringify(snapshotAfterClear.bidLimitOrders), '[]');
+
+      tradeEngine.setSnapshot(snapshot);
+
+      result = tradeEngine.addOrder({
+        id: 'order3',
+        type: 'limit',
+        price: .5,
+        sourceChain: 'lsk',
+        targetChain: 'clsk',
+        height: 1,
+        targetWalletAddress: '11145678912345678111L',
+        senderAddress: '77711111111222442222L',
+        side: 'bid',
+        value: 6
+      });
+
+      assert.equal(result.makers[0].lastValueTaken, 6);
+
+      result = tradeEngine.addOrder({
+        id: 'order4',
+        type: 'limit',
+        price: .5,
+        sourceChain: 'lsk',
+        targetChain: 'clsk',
+        height: 1,
+        targetWalletAddress: '11145678912345678111L',
+        senderAddress: '33331111111222222999L',
+        side: 'bid',
+        value: 25
+      });
+      assert.equal(result.makers[0].lastValueTaken, 20);
+    });
+
+    it('The lastSize and lastSizeTaken property should be updated on both taker and makers', async () => {
+      let result;
+
+      result = tradeEngine.addOrder({
+        id: 'order0',
+        type: 'limit',
+        price: .5,
+        sourceChain: 'lsk',
+        targetChain: 'clsk',
+        height: 1,
+        targetWalletAddress: '22245678912345678222L',
+        senderAddress: '11111111111222222222L',
+        side: 'bid',
+        value: 140000
+      });
+
+      result = tradeEngine.addOrder({
+        id: 'order841',
+        type: 'limit',
+        price: .55,
+        sourceChain: 'clsk',
+        targetChain: 'lsk',
+        height: 1,
+        targetWalletAddress: '11145678912345678111L',
+        senderAddress: '22222222211111111111L',
+        side: 'ask',
+        size: 11800
+      });
+
+      result = tradeEngine.addOrder({
+        id: 'order3',
+        type: 'limit',
+        price: .6,
+        sourceChain: 'clsk',
+        targetChain: 'lsk',
+        height: 1,
+        targetWalletAddress: '11145678912345678111L',
+        senderAddress: '22222222211111111111L',
+        side: 'ask',
+        size: 16700
+      });
+
+      result = tradeEngine.addOrder({
+        id: 'order567',
+        type: 'limit',
+        price: .56,
+        sourceChain: 'lsk',
+        targetChain: 'clsk',
+        height: 1,
+        targetWalletAddress: '11145678912345678111L',
+        senderAddress: '22222222211111111111L',
+        side: 'bid',
+        value: 19992
+      });
+
+      result = tradeEngine.addOrder({
+        id: 'order630',
+        type: 'limit',
+        price: .56,
+        sourceChain: 'clsk',
+        targetChain: 'lsk',
+        height: 1,
+        targetWalletAddress: '11145678912345678111L',
+        senderAddress: '22222222211111111111L',
+        side: 'ask',
+        size: 60000
+      });
+
+      assert.notEqual(result.makers[0], null);
+      assert.equal(Math.round(Number(result.makers[0].lastSizeTaken)), 24110);
+    });
+
+    it('Market bid order', async () => {
+      let result;
+
+      result = tradeEngine.addOrder({
+        id: 'order0',
+        type: 'limit',
+        price: .5,
+        sourceChain: 'clsk',
+        targetChain: 'lsk',
+        height: 1,
+        targetWalletAddress: '22245678912345678222L',
+        senderAddress: '11111111111222222222L',
+        side: 'ask',
+        size: 100
+      });
+
+      result = tradeEngine.addOrder({
+        id: 'order1',
+        type: 'market',
+        sourceChain: 'lsk',
+        targetChain: 'clsk',
+        height: 1,
+        targetWalletAddress: '11145678912345678111L',
+        senderAddress: '22222222211111111111L',
+        side: 'bid',
+        value: 10
+      });
+
+      assert.equal(result.takeSize, 20);
+      assert.equal(result.takeValue, 10);
+      assert.equal(result.taker.id, 'order1');
+      assert.equal(result.taker.valueRemaining, 0);
+    });
+
+    it('Market ask order', async () => {
+      let result;
+
+      result = tradeEngine.addOrder({
+        id: 'order0',
+        type: 'limit',
+        price: .5,
+        sourceChain: 'lsk',
+        targetChain: 'clsk',
+        height: 1,
+        targetWalletAddress: '22245678912345678222L',
+        senderAddress: '11111111111222222222L',
+        side: 'bid',
+        value: 50
+      });
+
+      result = tradeEngine.addOrder({
+        id: 'order1',
+        type: 'market',
+        sourceChain: 'clsk',
+        targetChain: 'lsk',
+        height: 1,
+        targetWalletAddress: '11145678912345678111L',
+        senderAddress: '22222222211111111111L',
+        side: 'ask',
+        size: 50
+      });
+
+      assert.equal(result.takeSize, 50);
+      assert.equal(result.takeValue, 25);
+      assert.equal(result.taker.id, 'order1');
+      assert.equal(result.taker.sizeRemaining, 0);
+    });
+
+    it('Large market bid order', async () => {
+      let result;
+
+      result = tradeEngine.addOrder({
+        id: 'order0',
+        type: 'limit',
+        price: .5,
+        sourceChain: 'clsk',
+        targetChain: 'lsk',
+        height: 1,
+        targetWalletAddress: '22245678912345678222L',
+        senderAddress: '11111111111222222222L',
+        side: 'ask',
+        size: 4000000000
+      });
+
+      result = tradeEngine.addOrder({
+        id: 'order1',
+        type: 'market',
+        sourceChain: 'lsk',
+        targetChain: 'clsk',
+        height: 1,
+        targetWalletAddress: '11145678912345678111L',
+        senderAddress: '22222222211111111111L',
+        side: 'bid',
+        value: 2000000000
+      });
+
+      assert.equal(result.takeSize, 4000000000);
+      assert.equal(result.takeValue, 2000000000);
+    });
+
+    it('Large market ask order', async () => {
+      let result;
+
+      result = tradeEngine.addOrder({
+        id: 'order0',
+        type: 'limit',
+        price: .5,
+        sourceChain: 'lsk',
+        targetChain: 'clsk',
+        height: 1,
+        targetWalletAddress: '22245678912345678222L',
+        senderAddress: '11111111111222222222L',
+        side: 'bid',
+        value: 500000000
+      });
+
+      result = tradeEngine.addOrder({
+        id: 'order1',
+        type: 'market',
+        sourceChain: 'clsk',
+        targetChain: 'lsk',
+        height: 1,
+        targetWalletAddress: '11145678912345678111L',
+        senderAddress: '22222222211111111111L',
+        side: 'ask',
+        size: 2000000000
+      });
+
+      assert.equal(result.takeSize, 1000000000);
+      assert.equal(result.takeValue, 500000000);
+    });
+  });
+});