rfq: OracleResponse uses new AssetRate type

This commit does the following:
* Make use of AssetRate in the OracleResponse type.
* Modify functions queryBidFromPriceOracle and queryAskFromPriceOracle
  such that they return the new AssetRate types.

Added TODOs noting that New*AcceptFromRequest functions will be modified
similarly in future work.

Author: ffranr

rfq/negotiator.go

@@ -107,8 +107,7 @@ func NewNegotiator(cfg NegotiatorCfg) (*Negotiator, error) {
 // an appropriate outgoing response message which should be sent to the peer.
 func (n *Negotiator) queryBidFromPriceOracle(peer route.Vertex,
 	assetId *asset.ID, assetGroupKey *btcec.PublicKey, assetAmount uint64,
-	assetRateHint fn.Option[rfqmsg.AssetRate]) (*rfqmath.BigIntFixedPoint,
-	uint64, error) {
+	assetRateHint fn.Option[rfqmsg.AssetRate]) (*rfqmsg.AssetRate, error) {
 
 	// TODO(ffranr): Optionally accept a peer's proposed ask price as an
 	//  arg to this func and pass it to the price oracle. The price oracle
@@ -124,28 +123,28 @@ func (n *Negotiator) queryBidFromPriceOracle(peer route.Vertex,
 		ctx, assetId, assetGroupKey, assetAmount, assetRateHint,
 	)
 	if err != nil {
-		return nil, 0, fmt.Errorf("failed to query price oracle for "+
+		return nil, fmt.Errorf("failed to query price oracle for "+
 			"bid: %w", err)
 	}
 
 	// Now we will check for an error in the response from the price oracle.
 	// If present, we will convert it to a string and return it as an error.
 	if oracleResponse.Err != nil {
-		return nil, 0, fmt.Errorf("failed to query price oracle for "+
+		return nil, fmt.Errorf("failed to query price oracle for "+
 			"bid price: %s", oracleResponse.Err)
 	}
 
 	// By this point, the price oracle did not return an error or a bid
 	// price. We will therefore return an error.
-	if oracleResponse.AssetRate.Coefficient.ToUint64() == 0 {
-		return nil, 0, fmt.Errorf("price oracle did not specify a " +
+	if oracleResponse.AssetRate.Rate.ToUint64() == 0 {
+		return nil, fmt.Errorf("price oracle did not specify a " +
 			"bid price")
 	}
 
 	// TODO(ffranr): Check that the bid price is reasonable.
 	// TODO(ffranr): Ensure that the expiry time is valid and sufficient.
 
-	return &oracleResponse.AssetRate, oracleResponse.Expiry, nil
+	return &oracleResponse.AssetRate, nil
 }
 
 // HandleOutgoingBuyOrder handles an outgoing buy order by constructing buy
@@ -166,7 +165,7 @@ func (n *Negotiator) HandleOutgoingBuyOrder(buyOrder BuyOrder) error {
 
 		if n.cfg.PriceOracle != nil {
 			// Query the price oracle for a bid price.
-			rate, expiryUnix, err := n.queryBidFromPriceOracle(
+			assetRate, err := n.queryBidFromPriceOracle(
 				*buyOrder.Peer, buyOrder.AssetID,
 				buyOrder.AssetGroupKey, buyOrder.MinAssetAmount,
 				fn.None[rfqmsg.AssetRate](),
@@ -180,10 +179,7 @@ func (n *Negotiator) HandleOutgoingBuyOrder(buyOrder BuyOrder) error {
 					"request: %v", err)
 			}
 
-			expiry := time.Unix(int64(expiryUnix), 0)
-			assetRateHint = fn.Some[rfqmsg.AssetRate](
-				rfqmsg.NewAssetRate(*rate, expiry),
-			)
+			assetRateHint = fn.Some[rfqmsg.AssetRate](*assetRate)
 		}
 
 		request, err := rfqmsg.NewBuyRequest(
@@ -220,8 +216,7 @@ func (n *Negotiator) HandleOutgoingBuyOrder(buyOrder BuyOrder) error {
 // peer.
 func (n *Negotiator) queryAskFromPriceOracle(peer *route.Vertex,
 	assetId *asset.ID, assetGroupKey *btcec.PublicKey, assetAmount uint64,
-	assetRateHint fn.Option[rfqmsg.AssetRate]) (
-	*rfqmath.BigIntFixedPoint, uint64, error) {
+	assetRateHint fn.Option[rfqmsg.AssetRate]) (*rfqmsg.AssetRate, error) {
 
 	// Query the price oracle for an asking price.
 	ctx, cancel := n.WithCtxQuitNoTimeout()
@@ -231,28 +226,28 @@ func (n *Negotiator) queryAskFromPriceOracle(peer *route.Vertex,
 		ctx, assetId, assetGroupKey, assetAmount, assetRateHint,
 	)
 	if err != nil {
-		return nil, 0, fmt.Errorf("failed to query price oracle for "+
+		return nil, fmt.Errorf("failed to query price oracle for "+
 			"ask price: %w", err)
 	}
 
 	// Now we will check for an error in the response from the price oracle.
 	// If present, we will convert it to a string and return it as an error.
 	if oracleResponse.Err != nil {
-		return nil, 0, fmt.Errorf("failed to query price oracle for "+
+		return nil, fmt.Errorf("failed to query price oracle for "+
 			"ask price: %s", oracleResponse.Err)
 	}
 
 	// By this point, the price oracle did not return an error or an asking
 	// price. We will therefore return an error.
-	if oracleResponse.AssetRate.Coefficient.ToUint64() == 0 {
-		return nil, 0, fmt.Errorf("price oracle did not specify an " +
+	if oracleResponse.AssetRate.Rate.Coefficient.ToUint64() == 0 {
+		return nil, fmt.Errorf("price oracle did not specify an " +
 			"asset to BTC rate")
 	}
 
 	// TODO(ffranr): Check that the asking price is reasonable.
 	// TODO(ffranr): Ensure that the expiry time is valid and sufficient.
 
-	return &oracleResponse.AssetRate, oracleResponse.Expiry, nil
+	return &oracleResponse.AssetRate, nil
 }
 
 // HandleIncomingBuyRequest handles an incoming asset buy quote request.
@@ -315,7 +310,7 @@ func (n *Negotiator) HandleIncomingBuyRequest(
 		defer n.Wg.Done()
 
 		// Query the price oracle for an asking price.
-		assetRate, rateExpiry, err := n.queryAskFromPriceOracle(
+		assetRate, err := n.queryAskFromPriceOracle(
 			nil, request.AssetID, request.AssetGroupKey,
 			request.AssetAmount, request.AssetRateHint,
 		)
@@ -335,8 +330,9 @@ func (n *Negotiator) HandleIncomingBuyRequest(
 		}
 
 		// Construct and send a buy accept message.
+		expiry := uint64(assetRate.Expiry.Unix())
 		msg := rfqmsg.NewBuyAcceptFromRequest(
-			request, *assetRate, rateExpiry,
+			request, assetRate.Rate, expiry,
 		)
 		sendOutgoingMsg(msg)
 	}()
@@ -410,7 +406,7 @@ func (n *Negotiator) HandleIncomingSellRequest(
 		// Query the price oracle for a bid price. This is the price we
 		// are willing to pay for the asset that our peer is trying to
 		// sell to us.
-		assetRate, rateExpiry, err := n.queryBidFromPriceOracle(
+		assetRate, err := n.queryBidFromPriceOracle(
 			request.Peer, request.AssetID, request.AssetGroupKey,
 			request.AssetAmount, request.AssetRateHint,
 		)
@@ -430,8 +426,9 @@ func (n *Negotiator) HandleIncomingSellRequest(
 		}
 
 		// Construct and send a sell accept message.
+		expiry := uint64(assetRate.Expiry.Unix())
 		msg := rfqmsg.NewSellAcceptFromRequest(
-			request, *assetRate, rateExpiry,
+			request, assetRate.Rate, expiry,
 		)
 		sendOutgoingMsg(msg)
 	}()
@@ -453,11 +450,11 @@ func (n *Negotiator) HandleOutgoingSellOrder(order SellOrder) {
 		// We calculate a proposed ask price for our peer's
 		// consideration. If a price oracle is not specified we will
 		// skip this step.
-		var assetRate fn.Option[rfqmsg.AssetRate]
+		var assetRateHint fn.Option[rfqmsg.AssetRate]
 
 		if n.cfg.PriceOracle != nil {
 			// Query the price oracle for an asking price.
-			rate, expiryUnix, err := n.queryAskFromPriceOracle(
+			assetRate, err := n.queryAskFromPriceOracle(
 				order.Peer, order.AssetID, order.AssetGroupKey,
 				order.MaxAssetAmount,
 				fn.None[rfqmsg.AssetRate](),
@@ -469,15 +466,12 @@ func (n *Negotiator) HandleOutgoingSellOrder(order SellOrder) {
 				return
 			}
 
-			expiry := time.Unix(int64(expiryUnix), 0)
-			assetRate = fn.Some[rfqmsg.AssetRate](
-				rfqmsg.NewAssetRate(*rate, expiry),
-			)
+			assetRateHint = fn.Some[rfqmsg.AssetRate](*assetRate)
 		}
 
 		request, err := rfqmsg.NewSellRequest(
 			*order.Peer, order.AssetID, order.AssetGroupKey,
-			order.MaxAssetAmount, assetRate,
+			order.MaxAssetAmount, assetRateHint,
 		)
 		if err != nil {
 			err := fmt.Errorf("unable to create sell request "+
@@ -574,7 +568,7 @@ func (n *Negotiator) HandleIncomingBuyAccept(msg rfqmsg.BuyAccept,
 		// We will sanity check that price by querying our price oracle
 		// for an ask price. We will then compare the ask price returned
 		// by the price oracle with the ask price provided by the peer.
-		assetRate, _, err := n.queryAskFromPriceOracle(
+		assetRate, err := n.queryAskFromPriceOracle(
 			&msg.Peer, msg.Request.AssetID, nil,
 			msg.Request.AssetAmount, fn.None[rfqmsg.AssetRate](),
 		)
@@ -608,7 +602,7 @@ func (n *Negotiator) HandleIncomingBuyAccept(msg rfqmsg.BuyAccept,
 			big.NewInt(0).SetUint64(n.cfg.AcceptPriceDeviationPpm),
 		)
 		acceptablePrice := msg.AssetRate.WithinTolerance(
-			*assetRate, tolerance,
+			assetRate.Rate, tolerance,
 		)
 		if !acceptablePrice {
 			// The price is not within the acceptable tolerance.
@@ -698,7 +692,7 @@ func (n *Negotiator) HandleIncomingSellAccept(msg rfqmsg.SellAccept,
 		// We will sanity check that price by querying our price oracle
 		// for a bid price. We will then compare the bid price returned
 		// by the price oracle with the bid price provided by the peer.
-		assetRate, _, err := n.queryBidFromPriceOracle(
+		assetRate, err := n.queryBidFromPriceOracle(
 			msg.Peer, msg.Request.AssetID, nil,
 			msg.Request.AssetAmount, msg.Request.AssetRateHint,
 		)
@@ -732,7 +726,7 @@ func (n *Negotiator) HandleIncomingSellAccept(msg rfqmsg.SellAccept,
 			big.NewInt(0).SetUint64(n.cfg.AcceptPriceDeviationPpm),
 		)
 		acceptablePrice := msg.AssetRate.WithinTolerance(
-			*assetRate, tolerance,
+			assetRate.Rate, tolerance,
 		)
 		if !acceptablePrice {
 			// The price is not within the acceptable bounds.

rfq/oracle.go

@@ -7,6 +7,8 @@ import (
 	"net/url"
 	"time"
 
+	"math"
+
 	"github.com/btcsuite/btcd/btcec/v2"
 	"github.com/lightninglabs/taproot-assets/asset"
 	"github.com/lightninglabs/taproot-assets/fn"
@@ -46,11 +48,7 @@ func (o *OracleError) Error() string {
 type OracleResponse struct {
 	// AssetRate is the asset to BTC rate. Other asset in the transfer is
 	// assumed to be BTC and therefore not included in the response.
-	AssetRate rfqmath.BigIntFixedPoint
-
-	// Expiry is the asset to BTC rate expiry lifetime unix timestamp. The
-	// rate is only valid until this time.
-	Expiry uint64
+	AssetRate rfqmsg.AssetRate
 
 	// Err is an optional error returned by the price oracle service.
 	Err *OracleError
@@ -256,9 +254,17 @@ func (r *RpcPriceOracle) QueryAskPrice(ctx context.Context,
 			return nil, err
 		}
 
+		// Unmarshal the expiry timestamp.
+		if result.Ok.AssetRates.ExpiryTimestamp > math.MaxInt64 {
+			return nil, fmt.Errorf("expiry timestamp exceeds " +
+				"int64 max")
+		}
+		expiry := time.Unix(int64(
+			result.Ok.AssetRates.ExpiryTimestamp,
+		), 0).UTC()
+
 		return &OracleResponse{
-			AssetRate: *rate,
-			Expiry:    result.Ok.AssetRates.ExpiryTimestamp,
+			AssetRate: rfqmsg.NewAssetRate(*rate, expiry),
 		}, nil
 
 	case *oraclerpc.QueryAssetRatesResponse_Error:
@@ -343,9 +349,17 @@ func (r *RpcPriceOracle) QueryBidPrice(ctx context.Context, assetId *asset.ID,
 			return nil, err
 		}
 
+		// Unmarshal the expiry timestamp.
+		if result.Ok.AssetRates.ExpiryTimestamp > math.MaxInt64 {
+			return nil, fmt.Errorf("expiry timestamp exceeds " +
+				"int64 max")
+		}
+		expiry := time.Unix(int64(
+			result.Ok.AssetRates.ExpiryTimestamp,
+		), 0).UTC()
+
 		return &OracleResponse{
-			AssetRate: *rate,
-			Expiry:    result.Ok.AssetRates.ExpiryTimestamp,
+			AssetRate: rfqmsg.NewAssetRate(*rate, expiry),
 		}, nil
 
 	case *oraclerpc.QueryAssetRatesResponse_Error:
@@ -371,6 +385,7 @@ var _ PriceOracle = (*RpcPriceOracle)(nil)
 // MockPriceOracle is a mock implementation of the PriceOracle interface.
 // It returns the suggested rate as the exchange rate.
 type MockPriceOracle struct {
+	// expiryDelay is the lifetime of a quote in seconds.
 	expiryDelay    uint64
 	assetToBtcRate rfqmath.BigIntFixedPoint
 }
@@ -407,12 +422,12 @@ func (m *MockPriceOracle) QueryAskPrice(_ context.Context,
 	_ *asset.ID, _ *btcec.PublicKey, _ uint64,
 	_ fn.Option[rfqmsg.AssetRate]) (*OracleResponse, error) {
 
-	// Calculate the rate expiryDelay lifetime.
-	expiry := uint64(time.Now().Unix()) + m.expiryDelay
+	// Calculate the rate expiry timestamp.
+	lifetime := time.Duration(m.expiryDelay) * time.Second
+	expiry := time.Now().Add(lifetime).UTC()
 
 	return &OracleResponse{
-		AssetRate: m.assetToBtcRate,
-		Expiry:    expiry,
+		AssetRate: rfqmsg.NewAssetRate(m.assetToBtcRate, expiry),
 	}, nil
 }
 
@@ -421,12 +436,12 @@ func (m *MockPriceOracle) QueryBidPrice(_ context.Context, _ *asset.ID,
 	_ *btcec.PublicKey, _ uint64,
 	_ fn.Option[rfqmsg.AssetRate]) (*OracleResponse, error) {
 
-	// Calculate the rate expiryDelay lifetime.
-	expiry := uint64(time.Now().Unix()) + m.expiryDelay
+	// Calculate the rate expiry timestamp.
+	lifetime := time.Duration(m.expiryDelay) * time.Second
+	expiry := time.Now().Add(lifetime).UTC()
 
 	return &OracleResponse{
-		AssetRate: m.assetToBtcRate,
-		Expiry:    expiry,
+		AssetRate: rfqmsg.NewAssetRate(m.assetToBtcRate, expiry),
 	}, nil
 }
 

rfq/oracle_test.go

@@ -179,12 +179,11 @@ func runQueryAskPriceTest(t *testing.T, tc *testCaseQueryAskPrice) {
 	// The mock server should return the asset rates hint.
 	require.NotNil(t, resp.AssetRate)
 	require.Equal(
-		t, uint64(bidPrice), resp.AssetRate.Coefficient.ToUint64(),
+		t, uint64(bidPrice), resp.AssetRate.Rate.Coefficient.ToUint64(),
 	)
 
 	// Ensure that the expiry timestamp is in the future.
-	responseExpiry := time.Unix(int64(resp.Expiry), 0)
-	require.True(t, responseExpiry.After(time.Now()))
+	require.True(t, resp.AssetRate.Expiry.After(time.Now()))
 }
 
 // TestRpcPriceOracle tests the RPC price oracle client QueryAskPrice function.
@@ -276,11 +275,12 @@ func runQueryBidPriceTest(t *testing.T, tc *testCaseQueryBidPrice) {
 
 	// The mock server should return the asset rates hint.
 	require.NotNil(t, resp.AssetRate)
-	require.Equal(t, testAssetRate, resp.AssetRate.Coefficient.ToUint64())
+	require.Equal(
+		t, testAssetRate, resp.AssetRate.Rate.Coefficient.ToUint64(),
+	)
 
 	// Ensure that the expiry timestamp is in the future.
-	responseExpiry := time.Unix(int64(resp.Expiry), 0)
-	require.True(t, responseExpiry.After(time.Now()))
+	require.True(t, resp.AssetRate.Expiry.After(time.Now()))
 }
 
 // TestRpcPriceOracle tests the RPC price oracle client QueryBidPrice function.

rfqmsg/buy_accept.go

@@ -41,6 +41,8 @@ type BuyAccept struct {
 
 // NewBuyAcceptFromRequest creates a new instance of a quote accept message
 // given a quote request message.
+//
+// TODO(ffranr): Use new AssetRate type for assetRate arg.
 func NewBuyAcceptFromRequest(request BuyRequest,
 	assetRate rfqmath.BigIntFixedPoint, expiry uint64) *BuyAccept {
 

rfqmsg/sell_accept.go

@@ -41,6 +41,8 @@ type SellAccept struct {
 
 // NewSellAcceptFromRequest creates a new instance of an asset sell quote accept
 // message given an asset sell quote request message.
+//
+// // TODO(ffranr): Use new AssetRate type for assetRate arg.
 func NewSellAcceptFromRequest(request SellRequest,
 	assetRate rfqmath.BigIntFixedPoint, expiry uint64) *SellAccept {