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This adds a `core.MultiTrade` function. It allows callers to fund multiple trades in one go. It is only implemented for BTC currently, but will be implemented for other assets later. In order to fund multiple orders in one go, the BTC wallet first attempts to fund each of the orders with the existing UTXOs. If this was not possible and splitting is not allowed, the orders that are able to be funded are returned. If splitting is allowed, a split transaction with one output per order will be created. As few orders as possible are included into the split. This also updates `FundOrder` to return the fees spent on any split transactions, and this is stored in the database.
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,182 @@ | ||
| package btc | ||
|
|
||
| import ( | ||
| "math/rand" | ||
| "reflect" | ||
| "sort" | ||
| "testing" | ||
| "time" | ||
|
|
||
| dexbtc "decred.org/dcrdex/dex/networks/btc" | ||
| ) | ||
|
|
||
| func Test_leastOverFund(t *testing.T) { | ||
| enough := func(_, sum uint64) (bool, uint64) { | ||
| return sum >= 10e8, 0 | ||
| } | ||
| newU := func(amt float64) *compositeUTXO { | ||
| return &compositeUTXO{ | ||
| utxo: &utxo{ | ||
| amount: uint64(amt) * 1e8, | ||
| }, | ||
| input: &dexbtc.SpendInfo{}, | ||
| } | ||
| } | ||
| tests := []struct { | ||
| name string | ||
| utxos []*compositeUTXO | ||
| want []*compositeUTXO | ||
| }{ | ||
| { | ||
| "1,3", | ||
| []*compositeUTXO{newU(1), newU(8), newU(9)}, | ||
| []*compositeUTXO{newU(1), newU(9)}, | ||
| }, | ||
| { | ||
| "1,2", | ||
| []*compositeUTXO{newU(1), newU(9)}, | ||
| []*compositeUTXO{newU(1), newU(9)}, | ||
| }, | ||
| { | ||
| "1,2++", | ||
| []*compositeUTXO{newU(2), newU(9)}, | ||
| []*compositeUTXO{newU(2), newU(9)}, | ||
| }, | ||
| { | ||
| "2,3++", | ||
| []*compositeUTXO{newU(0), newU(2), newU(9)}, | ||
| []*compositeUTXO{newU(2), newU(9)}, | ||
| }, | ||
| { | ||
| "3", | ||
| []*compositeUTXO{newU(0), newU(2), newU(10)}, | ||
| []*compositeUTXO{newU(10)}, | ||
| }, | ||
| { | ||
| "subset", | ||
| []*compositeUTXO{newU(1), newU(9), newU(11)}, | ||
| []*compositeUTXO{newU(1), newU(9)}, | ||
| }, | ||
| { | ||
| "subset small bias", | ||
| []*compositeUTXO{newU(3), newU(6), newU(7)}, | ||
| []*compositeUTXO{newU(3), newU(7)}, | ||
| }, | ||
| { | ||
| "single exception", | ||
| []*compositeUTXO{newU(5), newU(7), newU(11)}, | ||
| []*compositeUTXO{newU(11)}, | ||
| }, | ||
| { | ||
| "1 of 1", | ||
| []*compositeUTXO{newU(10)}, | ||
| []*compositeUTXO{newU(10)}, | ||
| }, | ||
| { | ||
| "ok nil", | ||
| []*compositeUTXO{newU(1), newU(8)}, | ||
| nil, | ||
| }, | ||
| { | ||
| "ok", | ||
| []*compositeUTXO{newU(1)}, | ||
| nil, | ||
| }, | ||
| } | ||
| for _, tt := range tests { | ||
| t.Run(tt.name, func(t *testing.T) { | ||
| got := leastOverFund(enough, tt.utxos) | ||
| sort.Slice(got, func(i int, j int) bool { | ||
| return got[i].amount < got[j].amount | ||
| }) | ||
| if !reflect.DeepEqual(got, tt.want) { | ||
| t.Errorf("subset() = %v, want %v", got, tt.want) | ||
| } | ||
| }) | ||
| } | ||
| } | ||
|
|
||
| func Fuzz_leastOverFund(f *testing.F) { | ||
| type seed struct { | ||
| amt uint64 | ||
| n int | ||
| } | ||
|
|
||
| rnd := rand.New(rand.NewSource(1)) | ||
|
|
||
| seeds := make([]seed, 0, 40) | ||
| for i := 0; i < 10; i++ { | ||
| seeds = append(seeds, seed{ | ||
| amt: uint64(rnd.Intn(40)), | ||
| n: rnd.Intn(20000), | ||
| }) | ||
| } | ||
|
|
||
| for _, seed := range seeds { | ||
| f.Add(seed.amt, seed.n) | ||
| } | ||
|
|
||
| newU := func(amt float64) *compositeUTXO { | ||
| return &compositeUTXO{ | ||
| utxo: &utxo{ | ||
| amount: uint64(amt * 1e8), | ||
| }, | ||
| input: &dexbtc.SpendInfo{}, | ||
| } | ||
| } | ||
|
|
||
| var totalDuration time.Duration | ||
| var totalUTXO int64 | ||
|
|
||
| f.Fuzz(func(t *testing.T, amt uint64, n int) { | ||
| if n < 1 || n > 65535 || amt == 0 || amt > 21e6 { | ||
| t.Skip() | ||
| } | ||
| m := 2 * amt / uint64(n) | ||
| utxos := make([]*compositeUTXO, n) | ||
| for i := range utxos { | ||
| var v float64 | ||
| if rand.Intn(2) > 0 { | ||
| v = rand.Float64() | ||
| } | ||
| if m != 0 { | ||
| v += float64(rand.Int63n(int64(m))) | ||
| } | ||
| if v > 40000 { | ||
| t.Skip() | ||
| } | ||
| utxos[i] = newU(v) | ||
| } | ||
| startTime := time.Now() | ||
| enough := func(_, sum uint64) (bool, uint64) { | ||
| return sum >= amt*1e8, 0 | ||
| } | ||
| leastOverFund(enough, utxos) | ||
| totalDuration += time.Since(startTime) | ||
| totalUTXO += int64(n) | ||
| }) | ||
|
|
||
| f.Logf("leastOverFund: average duration: %v, with average number of UTXOs: %v\n", totalDuration/100, totalUTXO/100) | ||
| } | ||
|
|
||
| func BenchmarkLeastOverFund(b *testing.B) { | ||
| // Same amounts every time. | ||
| rnd := rand.New(rand.NewSource(1)) | ||
| utxos := make([]*compositeUTXO, 2_000) | ||
| for i := range utxos { | ||
| utxo := &compositeUTXO{ | ||
| utxo: &utxo{ | ||
| amount: uint64(rnd.Int31n(100) * 1e8), | ||
| }, | ||
| input: &dexbtc.SpendInfo{}, | ||
| } | ||
| utxos[i] = utxo | ||
| } | ||
| b.ResetTimer() | ||
| for n := 0; n < b.N; n++ { | ||
| enough := func(_, sum uint64) (bool, uint64) { | ||
| return sum >= 10_000*1e8, 0 | ||
| } | ||
| leastOverFund(enough, utxos) | ||
| } | ||
| } |
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