Hotfix/v0.9.3 v2 best price in querier response (#40)

* Move Best price field to response

Adjust unit test cases to look for best price in querier response.

* Remove commented code

* Update queries API

Co-authored-by: Martin Dyring-Andersen <martin@dyring-andersen.dk>

x/market/keeper/keeper.go

@@ -552,12 +552,6 @@ func (k Keeper) GetAllInstruments(ctx sdk.Context) []*types.MarketData {
 				Destination: destination,
 			}
 
-			// fill in best price
-			bestPlan := k.createExecutionPlan(ctx, destination, source)
-			if !bestPlan.DestinationCapacity().IsZero() {
-				instrLst[idx].BestPrice = &bestPlan.Price
-			}
-
 			// fill in last order price, timestamp
 			md := k.GetInstrument(ctx, source, destination)
 			if md != nil && md.LastPrice != nil {

x/market/keeper/keeper_test.go

@@ -448,20 +448,13 @@ func TestAllInstruments(t *testing.T) {
 	// 30 because of chf, eur, gbp, jpy, ngm, usd
 	require.Len(t, allInstruments, 30)
 
-	bestPricedCnt := 0
 	transactedInstruments := "chfusd"
 	for _, i := range allInstruments {
 		if (i.Source == "eur" || i.Destination == "eur") &&
 			(strings.Contains(transactedInstruments, i.Source) || strings.Contains(transactedInstruments, i.Destination)) {
 			require.NotNil(t, i.LastPrice)
-			if i.BestPrice != nil {
-				require.False(t, i.BestPrice.IsZero())
-			}
 		}
-		// No unfulfilled orders
-		require.Nil(t, i.BestPrice)
 	}
-	require.Zero(t, bestPricedCnt, "No unfulfilled orders")
 
 	// Sorting assertions by source+destination
 	// instruments in supply: chf, eur, gbp, jpy, ngm, usd

x/market/keeper/querier.go

@@ -190,6 +190,20 @@ func (q QueryInstrumentsResponse) String() string {
 	return fmt.Sprintf("%v => %v", q.Source, q.Destination)
 }
 
+// getBestPrice returns the best priced passive order for source and
+// destination instruments. Returns nil when executePlan cannot find a best
+// plan.
+func getBestPrice(ctx sdk.Context, k *Keeper, source, destination string) *sdk.Dec {
+	var bestPrice *sdk.Dec
+
+	bestPlan := k.createExecutionPlan(ctx, destination, source)
+	if !bestPlan.DestinationCapacity().IsZero() {
+		bestPrice = &bestPlan.Price
+	}
+
+	return bestPrice
+}
+
 func queryInstruments(ctx sdk.Context, k *Keeper) ([]byte, error) {
 	instruments := k.GetAllInstruments(ctx)
 
@@ -199,7 +213,7 @@ func queryInstruments(ctx sdk.Context, k *Keeper) ([]byte, error) {
 			Source:      v.Source,
 			Destination: v.Destination,
 			LastPrice:   v.LastPrice,
-			BestPrice:   v.BestPrice,
+			BestPrice:   getBestPrice(ctx, k, v.Source, v.Destination),
 			LastTraded:  v.Timestamp,
 		}
 	}

x/market/keeper/querier_test.go

@@ -5,33 +5,40 @@
 package keeper
 
 import (
+	"strings"
 	"testing"
 	"time"
 
+	json2 "encoding/json"
+
 	"github.com/stretchr/testify/require"
 	abci "github.com/tendermint/tendermint/abci/types"
 	"github.com/tidwall/gjson"
 )
 
-func TestQryGetAllInstruments(t *testing.T) {
+func TestQryGetAllInstrumentsWithNonZeroBestPrices(t *testing.T) {
 	ctx, k, ak, _, _ := createTestComponents(t)
 
 	acc1 := createAccount(ctx, ak, "acc1", "5000eur,2500chf,400ngm")
 	acc2 := createAccount(ctx, ak, "acc2", "1000usd")
 
+	// generate passive order
 	o := order(acc1, "100eur", "120usd")
 	_, err := k.NewOrderSingle(ctx, o)
 	require.NoError(t, err)
 
+	// generate passive order
 	o = order(acc1, "72eur", "1213jpy")
 	_, err = k.NewOrderSingle(ctx, o)
 	require.NoError(t, err)
 
+	// generate passive order of half balances
 	o = order(acc1, "72chf", "312usd")
 	_, err = k.NewOrderSingle(ctx, o)
 	require.NoError(t, err)
 
 	// Execute an order
+	// fulfilled
 	o = order(acc2, "156usd", "36chf")
 	_, err = k.NewOrderSingle(ctx, o)
 	require.NoError(t, err)
@@ -42,6 +49,80 @@ func TestQryGetAllInstruments(t *testing.T) {
 		json := gjson.ParseBytes(bz)
 		instr := json.Get("instruments")
 		require.True(t, instr.IsArray())
+		var instrLst []QueryInstrumentsResponse
+		err = json2.Unmarshal([]byte(instr.String()), &instrLst)
+		require.Nil(t, err, "Unmarshal from instruments response")
+
+		bestPriced := 0
+		for _, instrResp := range instrLst {
+			// for the 3 passive orders above
+			if (instrResp.Source == "jpy" && instrResp.Destination == "eur") ||
+				(instrResp.Source == "usd" && instrResp.Destination == "chf") ||
+				(instrResp.Source == "usd" && instrResp.Destination == "eur") {
+				require.False(t, instrResp.BestPrice.IsZero())
+				bestPriced++
+			} else {
+				require.Nil(t, instrResp.BestPrice)
+			}
+		}
+		require.Equal(t, bestPriced, 3, "3 passive orders")
+
+		// 30 because of chf, eur, gbp, jpy, ngm, usd
+		require.Len(t, instr.Array(), 30)
+	}
+}
+
+func TestQryGetAllInstrumentsWithNilBestPrices(t *testing.T) {
+	ctx, k, ak, _, _ := createTestComponents(t)
+
+	acc1 := createAccount(ctx, ak, "acc1", "10000eur")
+	acc2 := createAccount(ctx, ak, "acc2", "7400usd")
+	acc3 := createAccount(ctx, ak, "acc3", "2200chf")
+
+	// generate passive order
+	_, err := k.NewOrderSingle(ctx, order(acc1, "10000eur", "11000usd"))
+	require.NoError(t, err)
+
+	_, err = k.NewOrderSingle(ctx, order(acc1, "10000eur", "1400chf"))
+	require.NoError(t, err)
+
+	res, err := k.NewOrderSingle(ctx, order(acc2, "7400usd", "5000eur"))
+	require.True(t, err == nil, res.Log)
+
+	res, err = k.NewOrderSingle(ctx, order(acc3, "2200chf", "5000eur"))
+	require.True(t, err == nil, res.Log)
+
+	// All acc1's EUR are sold by now. No orders should be on books
+	orders := k.GetOrdersByOwner(ctx, acc1.GetAddress())
+	require.Len(t, orders, 0)
+
+	allInstruments := k.GetAllInstruments(ctx)
+	// 30 because of chf, eur, gbp, jpy, ngm, usd
+	require.Len(t, allInstruments, 30)
+
+	{
+		bz, err := queryInstruments(ctx, k)
+		require.NoError(t, err)
+		json := gjson.ParseBytes(bz)
+		instr := json.Get("instruments")
+		require.True(t, instr.IsArray())
+		var instrLst []QueryInstrumentsResponse
+		err = json2.Unmarshal([]byte(instr.String()), &instrLst)
+		require.Nil(t, err, "Unmarshal from instruments response")
+
+		transactedInstruments := "chfusd"
+		for _, instrResp := range instrLst {
+			if (instrResp.Source == "eur" || instrResp.Destination == "eur") &&
+				(strings.Contains(transactedInstruments, instrResp.Source) || strings.Contains(transactedInstruments, instrResp.Destination)) {
+				require.NotNil(t, instrResp.LastPrice)
+				if instrResp.BestPrice != nil {
+					require.False(t, instrResp.BestPrice.IsZero())
+				}
+			}
+			// No unfulfilled orders
+			require.Nil(t, instrResp.BestPrice)
+		}
+
 		// 30 because of chf, eur, gbp, jpy, ngm, usd
 		require.Len(t, instr.Array(), 30)
 	}

x/market/spec/04_queries.md

@@ -2,24 +2,24 @@
 
 The market module can be queried using `emcli` or the [REST interface](https://cosmos.network/rpc/) of any em-ledger node.
 
-A public interface is exposed at https://emoney.validator.network/light/.
+A public interface is exposed at <https://emoney.validator.network/api/>.
 
 ## Active account orders
 
-Active orders for a given account can be queried using `https://emoney.validator.network/light/market/account/<owner>`.
+Active orders for a given account can be queried using `https://emoney.validator.network/api/market/account/<owner>`.
 
 Or using `emcli query market account <owner>`.
 
 ## Active instruments
 
-All instruments with active orders can be queried using `https://emoney.validator.network/light/market/instruments`.
+All instruments with active orders can be queried using `https://emoney.validator.network/api/market/instruments`.
 
 Or using `emcli query market instruments`.
 
 _Note that there is no listing requirement for new instruments, so these are created on-the-fly based on new orders._
 
 ## Active orders per instrument
 
-All orders for a given instrument can be queried using `https://emoney.validator.network/light/market/instrument/<source>/<destination>`.
+All orders for a given instrument can be queried using `https://emoney.validator.network/api/market/instrument/<source>/<destination>`.
 
 Or using `emcli query market instrument <source-denom> <destination-denom>`.

x/market/types/types.go

@@ -60,7 +60,6 @@ type (
 	MarketData struct {
 		Source, Destination string
 		LastPrice           *sdk.Dec
-		BestPrice           *sdk.Dec
 		Timestamp           *time.Time
 	}
 )