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Use big floats #665

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Aug 6, 2024
Merged

Use big floats #665

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49 changes: 28 additions & 21 deletions routes/dao_coin_exchange_with_fees.go
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Original file line number Diff line number Diff line change
Expand Up @@ -501,11 +501,11 @@ type GetBaseCurrencyPriceResponse struct {
BestBidInUsd float64 `safeForLogging:"true"`

// Useful for computing "cashout" values on the wallet page
ExecutionAmountInBaseCurrency float64 `safeForLogging:"true"`
ReceiveAmountInQuoteCurrency float64 `safeForLogging:"true"`
ReceiveAmountInUsd float64 `safeForLogging:"true"`
ExecutionPriceInQuoteCurrency float64 `safeForLogging:"true"`
ExecutionPriceInUsd float64 `safeForLogging:"true"`
ExecutionAmountInBaseCurrency string `safeForLogging:"true"`
ReceiveAmountInQuoteCurrency string `safeForLogging:"true"`
ReceiveAmountInUsd string `safeForLogging:"true"`
ExecutionPriceInQuoteCurrency string `safeForLogging:"true"`
ExecutionPriceInUsd string `safeForLogging:"true"`
}

func (fes *APIServer) GetBaseCurrencyPriceEndpoint(ww http.ResponseWriter, req *http.Request) {
Expand Down Expand Up @@ -681,28 +681,35 @@ func (fes *APIServer) GetBaseCurrencyPriceEndpoint(ww http.ResponseWriter, req *

// Iterate through the bids "filling" orders until we hit the base currency
// quantity we're looking for.
baseCurrencyFilled := float64(0.0)
baseCurrencyToFill := requestData.BaseCurrencyQuantityToSell
quoteCurrencyReceived := float64(0.0)
baseCurrencyFilled := big.NewFloat(0.0)
baseCurrencyToFill := big.NewFloat(requestData.BaseCurrencyQuantityToSell)
quoteCurrencyReceived := big.NewFloat(0.0)
for _, bid := range simpleBidOrders {
// If the amount filled plus the amount we're about to fill is greater
// than the amount we're looking to fill, then we just partially fill
// the order.
if baseCurrencyFilled+bid.AmountInBaseCurrency > baseCurrencyToFill {
baseCurrencyFromThisOrder := baseCurrencyToFill - baseCurrencyFilled
quoteCurrencyReceived += baseCurrencyFromThisOrder * bid.PriceInQuoteCurrency
if big.NewFloat(0.0).Add(
baseCurrencyFilled,
big.NewFloat(bid.AmountInBaseCurrency),
).Cmp(baseCurrencyToFill) > 0 {
baseCurrencyFromThisOrder := big.NewFloat(0).Sub(baseCurrencyToFill, baseCurrencyFilled)
addlQuoteCurrencyReceivedFromOrdered := big.NewFloat(0).Mul(baseCurrencyFromThisOrder, big.NewFloat(bid.PriceInQuoteCurrency))
quoteCurrencyReceived = big.NewFloat(0).Add(quoteCurrencyReceived, addlQuoteCurrencyReceivedFromOrdered)
// Since we've fully filled the order, we can simply set the base currency filled
// to the amount we're looking to fill from the request.
baseCurrencyFilled = baseCurrencyToFill
break
}
quoteCurrencyReceived += bid.AmountInBaseCurrency * bid.PriceInQuoteCurrency
baseCurrencyFilled += bid.AmountInBaseCurrency
addlQuoteCurrencyReceivedFromOrder := big.NewFloat(0).Mul(big.NewFloat(bid.AmountInBaseCurrency), big.NewFloat(bid.PriceInQuoteCurrency))
quoteCurrencyReceived = big.NewFloat(0).Add(quoteCurrencyReceived, addlQuoteCurrencyReceivedFromOrder)
baseCurrencyFilled = big.NewFloat(0).Add(baseCurrencyFilled, big.NewFloat(bid.AmountInBaseCurrency))
}

// Now the amount to fill and the quote currency received should be ready to go
// so we can compute the price.
priceInQuoteCurrency := 0.0
if baseCurrencyFilled > 0 {
priceInQuoteCurrency = quoteCurrencyReceived / baseCurrencyFilled
priceInQuoteCurrency := big.NewFloat(0.0)
if baseCurrencyFilled.Sign() > 0 {
priceInQuoteCurrency = big.NewFloat(0).Quo(quoteCurrencyReceived, baseCurrencyFilled)
}

// Get the price of the quote currency in usd. Use the mid price
Expand Down Expand Up @@ -730,11 +737,11 @@ func (fes *APIServer) GetBaseCurrencyPriceEndpoint(ww http.ResponseWriter, req *
BestBidInUsd: bestBidPriceInQuoteCurrency * quoteCurrencyPriceInUsd,

// Useful for computing "cashout" values on the wallet page
ExecutionAmountInBaseCurrency: baseCurrencyFilled,
ReceiveAmountInQuoteCurrency: quoteCurrencyReceived,
ReceiveAmountInUsd: quoteCurrencyReceived * quoteCurrencyPriceInUsd,
ExecutionPriceInQuoteCurrency: priceInQuoteCurrency,
ExecutionPriceInUsd: priceInQuoteCurrency * quoteCurrencyPriceInUsd,
ExecutionAmountInBaseCurrency: baseCurrencyFilled.String(),
ReceiveAmountInQuoteCurrency: quoteCurrencyReceived.String(),
ReceiveAmountInUsd: big.NewFloat(0).Mul(quoteCurrencyReceived, big.NewFloat(quoteCurrencyPriceInUsd)).String(),
ExecutionPriceInQuoteCurrency: priceInQuoteCurrency.String(),
ExecutionPriceInUsd: big.NewFloat(0).Mul(priceInQuoteCurrency, big.NewFloat(quoteCurrencyPriceInUsd)).String(),
}
if err := json.NewEncoder(ww).Encode(res); err != nil {
_AddBadRequestError(ww, fmt.Sprintf("GetQuoteCurrencyPriceInUsd: Problem encoding response: %v", err))
Expand Down
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