|
| 1 | +package rfq |
| 2 | + |
| 3 | +import ( |
| 4 | + "testing" |
| 5 | + "time" |
| 6 | + |
| 7 | + "github.com/lightninglabs/taproot-assets/asset" |
| 8 | + "github.com/lightninglabs/taproot-assets/fn" |
| 9 | + "github.com/lightninglabs/taproot-assets/rfqmath" |
| 10 | + "github.com/lightninglabs/taproot-assets/rfqmsg" |
| 11 | + "github.com/lightningnetwork/lnd/lnwire" |
| 12 | + "github.com/lightningnetwork/lnd/routing/route" |
| 13 | + "github.com/stretchr/testify/mock" |
| 14 | + "github.com/stretchr/testify/require" |
| 15 | +) |
| 16 | + |
| 17 | +// testCaseIncomingSellAccept is a test case for the handling of an incoming |
| 18 | +// sell accept message. |
| 19 | +type testCaseIncomingSellAccept struct { |
| 20 | + // name is the name of the test case. |
| 21 | + name string |
| 22 | + |
| 23 | + // incomingSellAcceptRate is the rate in the incoming sell accept |
| 24 | + // message. |
| 25 | + incomingSellAcceptRate rfqmsg.AssetRate |
| 26 | + |
| 27 | + // priceOracleAskPrice is the rate returned by the price oracle. |
| 28 | + priceOracleAskPrice rfqmsg.AssetRate |
| 29 | + |
| 30 | + // acceptPriceDeviationPpm is the acceptable price deviation in ppm. |
| 31 | + acceptPriceDeviationPpm uint64 |
| 32 | + |
| 33 | + // quoteRespStatus is the expected status of the quote check. |
| 34 | + quoteRespStatus fn.Option[QuoteRespStatus] |
| 35 | +} |
| 36 | + |
| 37 | +// assertIncomingSellAcceptTestCase asserts the handling of an incoming sell |
| 38 | +// accept message for a test case. |
| 39 | +func assertIncomingSellAcceptTestCase( |
| 40 | + t *testing.T, tc testCaseIncomingSellAccept) { |
| 41 | + |
| 42 | + // Create a mock price oracle. |
| 43 | + mockPriceOracle := &MockPriceOracle{} |
| 44 | + |
| 45 | + // Register an expected call and response for price oracle method |
| 46 | + // QueryAskPrice. |
| 47 | + mockPriceOracle.On( |
| 48 | + "QueryAskPrice", mock.Anything, mock.Anything, |
| 49 | + mock.Anything, mock.Anything, mock.Anything, |
| 50 | + ).Return( |
| 51 | + &OracleResponse{ |
| 52 | + AssetRate: tc.priceOracleAskPrice, |
| 53 | + }, nil, |
| 54 | + ) |
| 55 | + |
| 56 | + // Define sell request and sell accept messages. |
| 57 | + var ( |
| 58 | + assetSpecifier = asset.NewSpecifierFromId(asset.ID{1, 2, 3}) |
| 59 | + peerID = route.Vertex{1, 2, 3} |
| 60 | + msgID = rfqmsg.ID{1, 2, 3} |
| 61 | + ) |
| 62 | + |
| 63 | + sellRequest := rfqmsg.SellRequest{ |
| 64 | + Peer: peerID, |
| 65 | + ID: msgID, |
| 66 | + AssetSpecifier: assetSpecifier, |
| 67 | + PaymentMaxAmt: lnwire.MilliSatoshi(1000), |
| 68 | + AssetRateHint: fn.None[rfqmsg.AssetRate](), |
| 69 | + } |
| 70 | + |
| 71 | + sellAccept := rfqmsg.SellAccept{ |
| 72 | + Request: sellRequest, |
| 73 | + AssetRate: tc.incomingSellAcceptRate, |
| 74 | + } |
| 75 | + |
| 76 | + // Create the negotiator. |
| 77 | + errChan := make(chan error, 1) |
| 78 | + negotiator, err := NewNegotiator(NegotiatorCfg{ |
| 79 | + PriceOracle: mockPriceOracle, |
| 80 | + OutgoingMessages: make(chan rfqmsg.OutgoingMsg, 1), |
| 81 | + AcceptPriceDeviationPpm: tc.acceptPriceDeviationPpm, |
| 82 | + ErrChan: errChan, |
| 83 | + }) |
| 84 | + require.NoError(t, err) |
| 85 | + |
| 86 | + // Define the finalise callback function. |
| 87 | + finalise := func(msg rfqmsg.SellAccept, |
| 88 | + event fn.Option[InvalidQuoteRespEvent]) { |
| 89 | + |
| 90 | + // If the actual event is none and the expected status is none, |
| 91 | + // then we don't need to check anything. |
| 92 | + if event.IsNone() && tc.quoteRespStatus.IsNone() { |
| 93 | + return |
| 94 | + } |
| 95 | + |
| 96 | + require.Equal(t, tc.quoteRespStatus.IsSome(), event.IsSome()) |
| 97 | + |
| 98 | + // Extract the actual event status. |
| 99 | + var actualEventStatus QuoteRespStatus |
| 100 | + event.WhenSome(func(e InvalidQuoteRespEvent) { |
| 101 | + actualEventStatus = e.Status |
| 102 | + }) |
| 103 | + |
| 104 | + // Extract the expected event status. |
| 105 | + var expectedStatus QuoteRespStatus |
| 106 | + tc.quoteRespStatus.WhenSome(func(e QuoteRespStatus) { |
| 107 | + expectedStatus = e |
| 108 | + }) |
| 109 | + |
| 110 | + // Ensure that the actual and expected event statuses are equal. |
| 111 | + require.Equal(t, expectedStatus, actualEventStatus) |
| 112 | + } |
| 113 | + |
| 114 | + // Handle the incoming sell accept message. |
| 115 | + negotiator.HandleIncomingSellAccept(sellAccept, finalise) |
| 116 | + |
| 117 | + // Check that there are no errors. |
| 118 | + select { |
| 119 | + case err := <-errChan: |
| 120 | + t.Fatalf("unexpected error: %v", err) |
| 121 | + default: |
| 122 | + } |
| 123 | + |
| 124 | + // Wait for the negotiator to finish. |
| 125 | + negotiator.Wg.Wait() |
| 126 | +} |
| 127 | + |
| 128 | +// TestHandleIncomingSellAccept tests the handling of an incoming sell accept |
| 129 | +// message. |
| 130 | +func TestHandleIncomingSellAccept(t *testing.T) { |
| 131 | + defaultQuoteExpiry := time.Now().Add(time.Hour) |
| 132 | + |
| 133 | + testCases := []testCaseIncomingSellAccept{ |
| 134 | + { |
| 135 | + name: "accept price just within bounds 1", |
| 136 | + incomingSellAcceptRate: rfqmsg.AssetRate{ |
| 137 | + Rate: rfqmath.NewBigIntFixedPoint(1000, 0), |
| 138 | + Expiry: defaultQuoteExpiry, |
| 139 | + }, |
| 140 | + priceOracleAskPrice: rfqmsg.AssetRate{ |
| 141 | + Rate: rfqmath.NewBigIntFixedPoint(1052, 0), |
| 142 | + Expiry: defaultQuoteExpiry, |
| 143 | + }, |
| 144 | + acceptPriceDeviationPpm: DefaultAcceptPriceDeviationPpm, |
| 145 | + }, |
| 146 | + { |
| 147 | + name: "accept price just within bounds 2", |
| 148 | + incomingSellAcceptRate: rfqmsg.AssetRate{ |
| 149 | + Rate: rfqmath.NewBigIntFixedPoint(1000, 0), |
| 150 | + Expiry: defaultQuoteExpiry, |
| 151 | + }, |
| 152 | + priceOracleAskPrice: rfqmsg.AssetRate{ |
| 153 | + Rate: rfqmath.NewBigIntFixedPoint(950, 0), |
| 154 | + Expiry: defaultQuoteExpiry, |
| 155 | + }, |
| 156 | + acceptPriceDeviationPpm: DefaultAcceptPriceDeviationPpm, |
| 157 | + }, |
| 158 | + { |
| 159 | + name: "accept price outside bounds, higher than oracle", |
| 160 | + incomingSellAcceptRate: rfqmsg.AssetRate{ |
| 161 | + Rate: rfqmath.NewBigIntFixedPoint(8000, 0), |
| 162 | + Expiry: defaultQuoteExpiry, |
| 163 | + }, |
| 164 | + priceOracleAskPrice: rfqmsg.AssetRate{ |
| 165 | + Rate: rfqmath.NewBigIntFixedPoint(1000, 0), |
| 166 | + Expiry: defaultQuoteExpiry, |
| 167 | + }, |
| 168 | + acceptPriceDeviationPpm: DefaultAcceptPriceDeviationPpm, |
| 169 | + quoteRespStatus: fn.Some[QuoteRespStatus]( |
| 170 | + InvalidAssetRatesQuoteRespStatus, |
| 171 | + ), |
| 172 | + }, |
| 173 | + { |
| 174 | + name: "accept price outside bounds, lower than oracle", |
| 175 | + incomingSellAcceptRate: rfqmsg.AssetRate{ |
| 176 | + Rate: rfqmath.NewBigIntFixedPoint(1000, 0), |
| 177 | + Expiry: defaultQuoteExpiry, |
| 178 | + }, |
| 179 | + priceOracleAskPrice: rfqmsg.AssetRate{ |
| 180 | + Rate: rfqmath.NewBigIntFixedPoint(8000, 0), |
| 181 | + Expiry: defaultQuoteExpiry, |
| 182 | + }, |
| 183 | + acceptPriceDeviationPpm: DefaultAcceptPriceDeviationPpm, |
| 184 | + quoteRespStatus: fn.Some[QuoteRespStatus]( |
| 185 | + InvalidAssetRatesQuoteRespStatus, |
| 186 | + ), |
| 187 | + }, |
| 188 | + } |
| 189 | + |
| 190 | + for idx := range testCases { |
| 191 | + tc := testCases[idx] |
| 192 | + |
| 193 | + success := t.Run(tc.name, func(t *testing.T) { |
| 194 | + assertIncomingSellAcceptTestCase(t, tc) |
| 195 | + }) |
| 196 | + if !success { |
| 197 | + break |
| 198 | + } |
| 199 | + } |
| 200 | +} |
| 201 | + |
| 202 | +// testCaseIncomingBuyAccept is a test case for the handling of an incoming |
| 203 | +// buy accept message. |
| 204 | +type testCaseIncomingBuyAccept struct { |
| 205 | + // name is the name of the test case. |
| 206 | + name string |
| 207 | + |
| 208 | + // incomingBuyAcceptRate is the rate in the incoming buy accept |
| 209 | + // message. |
| 210 | + incomingBuyAcceptRate rfqmsg.AssetRate |
| 211 | + |
| 212 | + // priceOracleBidPrice is the rate returned by the price oracle. |
| 213 | + priceOracleBidPrice rfqmsg.AssetRate |
| 214 | + |
| 215 | + // acceptPriceDeviationPpm is the acceptable price deviation in ppm. |
| 216 | + acceptPriceDeviationPpm uint64 |
| 217 | + |
| 218 | + // quoteRespStatus is the expected status of the quote check. |
| 219 | + quoteRespStatus fn.Option[QuoteRespStatus] |
| 220 | +} |
| 221 | + |
| 222 | +// assertIncomingBuyAcceptTestCase asserts the handling of an incoming buy |
| 223 | +// accept message for a test case. |
| 224 | +func assertIncomingBuyAcceptTestCase( |
| 225 | + t *testing.T, tc testCaseIncomingBuyAccept) { |
| 226 | + |
| 227 | + // Create a mock price oracle. |
| 228 | + mockPriceOracle := &MockPriceOracle{} |
| 229 | + |
| 230 | + // Register an expected call and response for price oracle method |
| 231 | + // QueryBidPrice. |
| 232 | + mockPriceOracle.On( |
| 233 | + "QueryBidPrice", mock.Anything, mock.Anything, |
| 234 | + mock.Anything, mock.Anything, mock.Anything, |
| 235 | + ).Return( |
| 236 | + &OracleResponse{ |
| 237 | + AssetRate: tc.priceOracleBidPrice, |
| 238 | + }, nil, |
| 239 | + ) |
| 240 | + |
| 241 | + // Define buy request and buy accept messages. |
| 242 | + var ( |
| 243 | + assetSpecifier = asset.NewSpecifierFromId(asset.ID{1, 2, 3}) |
| 244 | + peerID = route.Vertex{1, 2, 3} |
| 245 | + msgID = rfqmsg.ID{1, 2, 3} |
| 246 | + ) |
| 247 | + |
| 248 | + buyRequest := rfqmsg.BuyRequest{ |
| 249 | + Peer: peerID, |
| 250 | + ID: msgID, |
| 251 | + AssetSpecifier: assetSpecifier, |
| 252 | + AssetMaxAmt: 1000, |
| 253 | + AssetRateHint: fn.None[rfqmsg.AssetRate](), |
| 254 | + } |
| 255 | + |
| 256 | + buyAccept := rfqmsg.BuyAccept{ |
| 257 | + Request: buyRequest, |
| 258 | + AssetRate: tc.incomingBuyAcceptRate, |
| 259 | + } |
| 260 | + |
| 261 | + // Create the negotiator. |
| 262 | + errChan := make(chan error, 1) |
| 263 | + negotiator, err := NewNegotiator(NegotiatorCfg{ |
| 264 | + PriceOracle: mockPriceOracle, |
| 265 | + OutgoingMessages: make(chan rfqmsg.OutgoingMsg, 1), |
| 266 | + AcceptPriceDeviationPpm: tc.acceptPriceDeviationPpm, |
| 267 | + ErrChan: errChan, |
| 268 | + }) |
| 269 | + require.NoError(t, err) |
| 270 | + |
| 271 | + // Define the finalise callback function. |
| 272 | + finalise := func(msg rfqmsg.BuyAccept, |
| 273 | + event fn.Option[InvalidQuoteRespEvent]) { |
| 274 | + |
| 275 | + // If the actual event is none and the expected status is none, |
| 276 | + // then we don't need to check anything. |
| 277 | + if event.IsNone() && tc.quoteRespStatus.IsNone() { |
| 278 | + return |
| 279 | + } |
| 280 | + |
| 281 | + require.Equal(t, tc.quoteRespStatus.IsSome(), event.IsSome()) |
| 282 | + |
| 283 | + // Extract the actual event status. |
| 284 | + var actualEventStatus QuoteRespStatus |
| 285 | + event.WhenSome(func(e InvalidQuoteRespEvent) { |
| 286 | + actualEventStatus = e.Status |
| 287 | + }) |
| 288 | + |
| 289 | + // Extract the expected event status. |
| 290 | + var expectedStatus QuoteRespStatus |
| 291 | + tc.quoteRespStatus.WhenSome(func(e QuoteRespStatus) { |
| 292 | + expectedStatus = e |
| 293 | + }) |
| 294 | + |
| 295 | + // Ensure that the actual and expected event statuses are equal. |
| 296 | + require.Equal(t, expectedStatus, actualEventStatus) |
| 297 | + } |
| 298 | + |
| 299 | + // Handle the incoming buy accept message. |
| 300 | + negotiator.HandleIncomingBuyAccept(buyAccept, finalise) |
| 301 | + |
| 302 | + // Check that there are no errors. |
| 303 | + select { |
| 304 | + case err := <-errChan: |
| 305 | + t.Fatalf("unexpected error: %v", err) |
| 306 | + default: |
| 307 | + } |
| 308 | + |
| 309 | + // Wait for the negotiator to finish. |
| 310 | + negotiator.Wg.Wait() |
| 311 | +} |
| 312 | + |
| 313 | +// TestHandleIncomingBuyAccept tests the handling of an incoming buy accept |
| 314 | +// message. |
| 315 | +func TestHandleIncomingBuyAccept(t *testing.T) { |
| 316 | + defaultQuoteExpiry := time.Now().Add(time.Hour) |
| 317 | + |
| 318 | + testCases := []testCaseIncomingBuyAccept{ |
| 319 | + { |
| 320 | + name: "accept price just within bounds 1", |
| 321 | + incomingBuyAcceptRate: rfqmsg.AssetRate{ |
| 322 | + Rate: rfqmath.NewBigIntFixedPoint(1000, 0), |
| 323 | + Expiry: defaultQuoteExpiry, |
| 324 | + }, |
| 325 | + priceOracleBidPrice: rfqmsg.AssetRate{ |
| 326 | + Rate: rfqmath.NewBigIntFixedPoint(1052, 0), |
| 327 | + Expiry: defaultQuoteExpiry, |
| 328 | + }, |
| 329 | + acceptPriceDeviationPpm: DefaultAcceptPriceDeviationPpm, |
| 330 | + }, |
| 331 | + { |
| 332 | + name: "accept price just within bounds 2", |
| 333 | + incomingBuyAcceptRate: rfqmsg.AssetRate{ |
| 334 | + Rate: rfqmath.NewBigIntFixedPoint(1000, 0), |
| 335 | + Expiry: defaultQuoteExpiry, |
| 336 | + }, |
| 337 | + priceOracleBidPrice: rfqmsg.AssetRate{ |
| 338 | + Rate: rfqmath.NewBigIntFixedPoint(950, 0), |
| 339 | + Expiry: defaultQuoteExpiry, |
| 340 | + }, |
| 341 | + acceptPriceDeviationPpm: DefaultAcceptPriceDeviationPpm, |
| 342 | + }, |
| 343 | + { |
| 344 | + name: "accept price outside bounds, higher than oracle", |
| 345 | + incomingBuyAcceptRate: rfqmsg.AssetRate{ |
| 346 | + Rate: rfqmath.NewBigIntFixedPoint(8000, 0), |
| 347 | + Expiry: defaultQuoteExpiry, |
| 348 | + }, |
| 349 | + priceOracleBidPrice: rfqmsg.AssetRate{ |
| 350 | + Rate: rfqmath.NewBigIntFixedPoint(1000, 0), |
| 351 | + Expiry: defaultQuoteExpiry, |
| 352 | + }, |
| 353 | + acceptPriceDeviationPpm: DefaultAcceptPriceDeviationPpm, |
| 354 | + quoteRespStatus: fn.Some[QuoteRespStatus]( |
| 355 | + InvalidAssetRatesQuoteRespStatus, |
| 356 | + ), |
| 357 | + }, |
| 358 | + { |
| 359 | + name: "accept price outside bounds, lower than oracle", |
| 360 | + incomingBuyAcceptRate: rfqmsg.AssetRate{ |
| 361 | + Rate: rfqmath.NewBigIntFixedPoint(1000, 0), |
| 362 | + Expiry: defaultQuoteExpiry, |
| 363 | + }, |
| 364 | + priceOracleBidPrice: rfqmsg.AssetRate{ |
| 365 | + Rate: rfqmath.NewBigIntFixedPoint(8000, 0), |
| 366 | + Expiry: defaultQuoteExpiry, |
| 367 | + }, |
| 368 | + acceptPriceDeviationPpm: DefaultAcceptPriceDeviationPpm, |
| 369 | + quoteRespStatus: fn.Some[QuoteRespStatus]( |
| 370 | + InvalidAssetRatesQuoteRespStatus, |
| 371 | + ), |
| 372 | + }, |
| 373 | + } |
| 374 | + |
| 375 | + for idx := range testCases { |
| 376 | + tc := testCases[idx] |
| 377 | + |
| 378 | + success := t.Run(tc.name, func(t *testing.T) { |
| 379 | + assertIncomingBuyAcceptTestCase(t, tc) |
| 380 | + }) |
| 381 | + if !success { |
| 382 | + break |
| 383 | + } |
| 384 | + } |
| 385 | +} |
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