ilp-connector/src/backends/randomizer.ts

import BigNumber from 'bignumber.js'
import { AccountInfo } from '../types/accounts'
import { BackendInstance, BackendServices } from '../types/backend'

import { create as createLogger } from '../common/log'
const log = createLogger('randomizer-backend')

export interface RandomizerOptions {
  spread: number
  variation: number
}

/**
 * Backend which charges no spread and trades everything one-to-one.
 */
export default class RandomizerBackend implements BackendInstance {
  protected spread: number
  protected variation: number
  protected getInfo: (accountId: string) => AccountInfo | undefined

  /**
   * Constructor.
   *
   * @param {Integer} opts.spread The spread we will use to mark up the FX rates
   */
  constructor (opts: RandomizerOptions, api: BackendServices) {
    this.spread = opts.spread || 0
    this.variation = opts.variation || 0.1
    this.getInfo = api.getInfo

    // Variation should be in the range 0 to 1
    this.variation = Math.min(Math.abs(this.variation), 1)

    log.warn('(!!!) using the randomizer backend. variation=%s', this.variation)
  }

  /**
   * Nothing to do since this backend is totally static.
   */
  async connect () {
    // Nothing to do
  }

  /**
   * Get a rate for the given parameters.
   *
   * The one-to-one backend applies an exchange of 1, however, it will subtract
   * the spread if a spread is set in the configuration.
   *
   * @param sourceAccount The account ID of the previous party
   * @param destinationAccount The account ID of the next hop party
   */
  async getRate (sourceAccount: string, destinationAccount: string) {
    const sourceInfo = this.getInfo(sourceAccount)
    const destinationInfo = this.getInfo(destinationAccount)

    if (!sourceInfo) {
      log.error('unable to fetch account info for source account. accountId=%s', sourceAccount)
      throw new Error('unable to fetch account info for source account. accountId=' + sourceAccount)
    }
    if (!destinationInfo) {
      log.error('unable to fetch account info for destination account. accountId=%s', destinationAccount)
      throw new Error('unable to fetch account info for destination account. accountId=' + destinationAccount)
    }

    const scaleDiff = destinationInfo.assetScale - sourceInfo.assetScale

    // Math.random returns a number in the range [0, 1), so
    // note that Math.random() - 0.5 is NOT the same as
    // 0.5 - Math.random()
    //
    // By using
    const randomness = Math.max((0.5 - Math.random()) * this.variation * 2, -1).toFixed(5)

    // The spread is subtracted from the rate when going in either direction,
    // so that the DestinationAmount always ends up being slightly less than
    // the (equivalent) SourceAmount -- regardless of which of the 2 is fixed:
    //
    //   SourceAmount * (1 + Random - Spread) = DestinationAmount
    //
    const rate = new BigNumber(1).plus(randomness).minus(this.spread).shiftedBy(scaleDiff).toPrecision(15)

    return Number(rate)
  }

  /**
   * This method is called to allow statistics to be collected by the backend.
   *
   * The randomizer backend does not support this functionality.
   */
  submitPayment () {
    return Promise.resolve()
  }
}