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fix(market): treat rate/volume as decimal strings (human-units throughout) #27

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Merged
vrogojin merged 1 commit into from
Jun 12, 2026
Merged

fix(market): treat rate/volume as decimal strings (human-units throughout) #27

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36 changes: 18 additions & 18 deletions src/trader/intent-engine.test.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -99,10 +99,10 @@ function buildSearchResult(overrides?: {
direction?: 'buy' | 'sell';
base_asset?: string;
quote_asset?: string;
rate_min?: bigint;
rate_max?: bigint;
volume_min?: bigint;
volume_max?: bigint;
rate_min?: string;
rate_max?: string;
volume_min?: string;
volume_max?: string;
escrow_address?: string;
deposit_timeout_sec?: number;
agentPublicKey?: string;
Expand All @@ -114,10 +114,10 @@ function buildSearchResult(overrides?: {
const dir = overrides?.direction ?? 'sell';
const base = overrides?.base_asset ?? 'ALPHA';
const quote = overrides?.quote_asset ?? 'USD';
const rateMin = overrides?.rate_min ?? 100n;
const rateMax = overrides?.rate_max ?? 110n;
const volMin = overrides?.volume_min ?? 10n;
const volMax = overrides?.volume_max ?? 100n;
const rateMin = overrides?.rate_min ?? '100';
const rateMax = overrides?.rate_max ?? '110';
const volMin = overrides?.volume_min ?? '10';
const volMax = overrides?.volume_max ?? '100';
const escrow = overrides?.escrow_address ?? 'any';
const timeout = overrides?.deposit_timeout_sec ?? 300;
const expiryMs = overrides?.expiry_ms ?? Date.now() + 3_600_000;
Expand All @@ -135,7 +135,7 @@ function buildSearchResult(overrides?: {
rate_max: rateMax,
volume_min: volMin,
volume_max: volMax,
volume_filled: 0n,
volume_filled: '0',
escrow_address: escrow,
deposit_timeout_sec: timeout,
expiry_ms: expiryMs,
Expand Down Expand Up @@ -188,11 +188,11 @@ describe('IntentEngine', () => {
expect(record.intent.direction).toBe('buy');
expect(record.intent.base_asset).toBe('ALPHA');
expect(record.intent.quote_asset).toBe('USD');
expect(record.intent.rate_min).toBe(100n);
expect(record.intent.rate_max).toBe(110n);
expect(record.intent.volume_min).toBe(10n);
expect(record.intent.volume_max).toBe(100n);
expect(record.intent.volume_filled).toBe(0n);
expect(record.intent.rate_min).toBe('100');
expect(record.intent.rate_max).toBe('110');
expect(record.intent.volume_min).toBe('10');
expect(record.intent.volume_max).toBe('100');
expect(record.intent.volume_filled).toBe('0');
expect(record.intent.escrow_address).toBe('any');
expect(record.intent.deposit_timeout_sec).toBe(300);
expect(record.intent.expiry_ms).toBeGreaterThan(Date.now());
Expand Down Expand Up @@ -470,8 +470,8 @@ describe('IntentEngine', () => {
// Counterparty sells at 200-210 (no overlap with 100-110)
const result = buildSearchResult({
direction: 'sell',
rate_min: 200n,
rate_max: 210n,
rate_min: '200',
rate_max: '210',
agentPublicKey: 'b'.repeat(64),
});
market.setSearchResults([result]);
Expand Down Expand Up @@ -499,8 +499,8 @@ describe('IntentEngine', () => {
// Counterparty sells only volume_max=5 (insufficient)
const result = buildSearchResult({
direction: 'sell',
volume_min: 1n,
volume_max: 5n,
volume_min: '1',
volume_max: '5',
agentPublicKey: 'b'.repeat(64),
});
market.setSearchResults([result]);
Expand Down
66 changes: 37 additions & 29 deletions src/trader/intent-engine.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -49,7 +49,7 @@ export interface IntentEngine {
/** Mark a counterparty as failed for a given intent so it won't be matched again. */
markCounterpartyFailed(intentId: string, counterpartyPubkey: string): void;
/** Record a partial or full fill after a successful swap. */
recordFill(intentId: string, filledVolume: bigint): void;
recordFill(intentId: string, filledVolume: string): void;
/** Look up an intent by its MarketModule ID (UUID). */
getIntentByMarketId?(marketIntentId: string): IntentRecord | null;
/** Update the strategy (e.g., after SET_STRATEGY command). */
Expand Down Expand Up @@ -284,15 +284,18 @@ export function createIntentEngine(deps: IntentEngineDeps): IntentEngine {
if (own.base_asset !== parsed.base_asset) return false;
if (own.quote_asset !== parsed.quote_asset) return false;

// 3. Overlapping rate ranges
if (own.rate_min > parsed.rate_max) return false;
if (parsed.rate_min > own.rate_max) return false;

// 4. Sufficient volume
const ownAvailable = own.volume_max - own.volume_filled;
const otherAvailable = parsed.volume_max - 0n; // search results show max volume; filled unknown, assume 0
const minRequired =
own.volume_min > parsed.volume_min ? own.volume_min : parsed.volume_min;
// 3. Overlapping rate ranges (decimal-string comparison via Number;
// rates are dimensionless ratios, well within Number precision)
if (Number(own.rate_min) > Number(parsed.rate_max)) return false;
if (Number(parsed.rate_min) > Number(own.rate_max)) return false;

// 4. Sufficient volume (volumes are decimal strings in BASE whole
// units; Number precision is fine for any realistic trading volume)
const ownAvailable = Number(own.volume_max) - Number(own.volume_filled);
const otherAvailable = Number(parsed.volume_max); // search results show max volume; filled unknown, assume 0
const ownMin = Number(own.volume_min);
const parsedMin = Number(parsed.volume_min);
const minRequired = ownMin > parsedMin ? ownMin : parsedMin;
const availableForTrade =
ownAvailable < otherAvailable ? ownAvailable : otherAvailable;
if (availableForTrade < minRequired) return false;
Expand Down Expand Up @@ -510,10 +513,10 @@ export function createIntentEngine(deps: IntentEngineDeps): IntentEngine {
const fanOutLimit = Math.max(1, strategy.max_concurrent_swaps * 3);
const candidates = proposingMatches.slice(0, fanOutLimit);

const remainingVolume = current.intent.volume_max - current.intent.volume_filled;
const remainingVolume = Number(current.intent.volume_max) - Number(current.intent.volume_filled);

// If remaining volume is zero, skip fan-out and restore to ACTIVE.
if (remainingVolume <= 0n) {
if (remainingVolume <= 0) {
logger.info('fan_out_skipped_zero_remaining_volume', {
intent_id: own.intent_id,
remaining_volume: remainingVolume.toString(),
Expand Down Expand Up @@ -555,15 +558,15 @@ export function createIntentEngine(deps: IntentEngineDeps): IntentEngine {
// therefore deterministic AND aligned with spec — no rotation
// needed because the most-likely-best candidate gets first claim
// by design.
const candidatesWithVolume: Array<MarketSearchResult & { __perCandidateVolume?: bigint }> = [];
const candidatesWithVolume: Array<MarketSearchResult & { __perCandidateVolume?: number }> = [];
let remainingToAllocate = remainingVolume;
const ownMin = current.intent.volume_min;
const ownMin = Number(current.intent.volume_min);
for (const entry of candidates) {
if (remainingToAllocate <= 0n) break;
if (remainingToAllocate <= 0) break;
const parsedCp = parseDescription(entry.description);
if (!parsedCp) continue;
const cpMax = parsedCp.volume_max;
const cpMin = parsedCp.volume_min;
const cpMax = Number(parsedCp.volume_max);
const cpMin = Number(parsedCp.volume_min);
const minRequired = ownMin > cpMin ? ownMin : cpMin;
const share = remainingToAllocate < cpMax ? remainingToAllocate : cpMax;
if (share < minRequired) continue;
Expand Down Expand Up @@ -828,11 +831,15 @@ export function createIntentEngine(deps: IntentEngineDeps): IntentEngine {
// Compute expiry_ms from expiry_sec
const expiryMs = nowMs() + params.expiry_sec * 1000;

// Build intent fields for ID computation
const rateMin = BigInt(params.rate_min);
const rateMax = BigInt(params.rate_max);
const volumeMin = BigInt(params.volume_min);
const volumeMax = BigInt(params.volume_max);
// Build intent fields for ID computation. Rates are
// dimensionless ratios; volumes are in BASE whole units. Both
// stay as decimal strings throughout — no smallest-unit conversion
// at the trader layer. The SDK converts to smallest units at
// transfer time via TokenRegistry, where decimals are known.
const rateMin = params.rate_min;
const rateMax = params.rate_max;
const volumeMin = params.volume_min;
const volumeMax = params.volume_max;
const escrowAddress = params.escrow_address ?? DEFAULT_ESCROW;
const depositTimeoutSec = params.deposit_timeout_sec ?? DEFAULT_DEPOSIT_TIMEOUT_SEC;

Expand Down Expand Up @@ -874,7 +881,7 @@ export function createIntentEngine(deps: IntentEngineDeps): IntentEngine {
rate_max: rateMax,
volume_min: volumeMin,
volume_max: volumeMax,
volume_filled: 0n,
volume_filled: '0',
escrow_address: escrowAddress,
deposit_timeout_sec: depositTimeoutSec,
expiry_ms: expiryMs,
Expand Down Expand Up @@ -1066,20 +1073,21 @@ export function createIntentEngine(deps: IntentEngineDeps): IntentEngine {
logger.info('counterparty_marked_failed', { intent_id: localId, counterparty: counterpartyPubkey });
},

recordFill(intentId: string, filledVolume: bigint): void {
recordFill(intentId: string, filledVolume: string): void {
const record = resolveIntentByEitherId(intentId);
if (!record) return;
const newFilled = record.intent.volume_filled + filledVolume;
const remaining = record.intent.volume_max - newFilled;
const newFilledNum = Number(record.intent.volume_filled) + Number(filledVolume);
const newFilled = String(newFilledNum);
const remaining = Number(record.intent.volume_max) - newFilledNum;
const targetState: IntentState =
(remaining <= 0n || remaining < record.intent.volume_min)
(remaining <= 0 || remaining < Number(record.intent.volume_min))
? 'FILLED'
: 'PARTIALLY_FILLED';
transitionIntent(record, targetState, { volume_filled: newFilled });
logger.info('intent_fill_recorded', {
intent_id: intentId,
filled_volume: filledVolume.toString(),
total_filled: newFilled.toString(),
filled_volume: filledVolume,
total_filled: newFilled,
new_state: targetState,
});

Expand Down
17 changes: 16 additions & 1 deletion src/trader/main.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -11,7 +11,12 @@
* Shutdown: SIGTERM → agent.stop() → sphere.destroy()
*/

import { Sphere, verifySignedMessage } from '@unicitylabs/sphere-sdk';
import {
Sphere,
verifySignedMessage,
getTokenDecimals,
getCoinIdBySymbol,
} from '@unicitylabs/sphere-sdk';
import { createNodeProviders } from '@unicitylabs/sphere-sdk/impl/nodejs';
import type { DirectMessage, SphereEventType } from '@unicitylabs/sphere-sdk';
import * as fs from 'node:fs';
Expand Down Expand Up @@ -438,6 +443,16 @@ export async function startTrader(): Promise<void> {
const asset = assets.find(a => a.coinId === coinId || a.symbol === coinId);
return asset ? BigInt(asset.confirmedAmount) : 0n;
},
getDecimals(coinId: string): number {
// Accept either a hex coinId or a symbol. Resolve via the SDK's
// TokenRegistry singleton. Falls back to 18 (the convention for
// most 18-decimal testnet coins) when the registry has no entry.
const resolvedCoinId = /^[0-9a-fA-F]{64}$/.test(coinId)
? coinId
: (getCoinIdBySymbol(coinId) ?? coinId);
const decimals = getTokenDecimals(resolvedCoinId);
return decimals > 0 ? decimals : 18;
},
getAllBalances() {
const assets = sphere.payments.getBalance();
return assets.map((a) => ({
Expand Down
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