/*
This file is part of GNU Taler
(C) 2023 Taler Systems S.A.
GNU Taler is free software; you can redistribute it and/or modify it under the
terms of the GNU General Public License as published by the Free Software
Foundation; either version 3, or (at your option) any later version.
GNU Taler is distributed in the hope that it will be useful, but WITHOUT ANY
WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR
A PARTICULAR PURPOSE. See the GNU General Public License for more details.
You should have received a copy of the GNU General Public License along with
GNU Taler; see the file COPYING. If not, see
*/
import { GlobalIDB } from "@gnu-taler/idb-bridge";
import {
AbsoluteTime,
AgeRestriction,
AmountJson,
AmountResponse,
Amounts,
ConvertAmountRequest,
Duration,
GetAmountRequest,
GetPlanForOperationRequest,
TransactionAmountMode,
TransactionType,
parsePaytoUri,
strcmp,
} from "@gnu-taler/taler-util";
import {
DenominationRecord,
InternalWalletState,
getExchangeWireDetailsInTx,
timestampProtocolFromDb,
} from "../index.js";
import { CoinInfo } from "./coinSelection.js";
import { checkDbInvariant } from "./invariants.js";
/**
* If the operation going to be plan subtracts
* or adds amount in the wallet db
*/
export enum OperationType {
Credit = "credit",
Debit = "debit",
}
// FIXME: Name conflict ...
interface ExchangeInfo {
wireFee: AmountJson | undefined;
purseFee: AmountJson | undefined;
creditDeadline: AbsoluteTime;
debitDeadline: AbsoluteTime;
}
function getOperationType(txType: TransactionType): OperationType {
const operationType =
txType === TransactionType.Withdrawal
? OperationType.Credit
: txType === TransactionType.Deposit
? OperationType.Debit
: undefined;
if (!operationType) {
throw Error(`operation type ${txType} not yet supported`);
}
return operationType;
}
interface SelectedCoins {
totalValue: AmountJson;
coins: { info: CoinInfo; size: number }[];
refresh?: RefreshChoice;
}
function getCoinsFilter(req: GetPlanForOperationRequest): CoinsFilter {
switch (req.type) {
case TransactionType.Withdrawal: {
return {
exchanges:
req.exchangeUrl === undefined ? undefined : [req.exchangeUrl],
};
}
case TransactionType.Deposit: {
const payto = parsePaytoUri(req.account);
if (!payto) {
throw Error(`wrong payto ${req.account}`);
}
return {
wireMethod: payto.targetType,
};
}
}
}
interface RefreshChoice {
/**
* Amount that need to be covered
*/
gap: AmountJson;
totalFee: AmountJson;
selected: CoinInfo;
totalChangeValue: AmountJson;
refreshEffective: AmountJson;
coins: { info: CoinInfo; size: number }[];
// totalValue: AmountJson;
// totalDepositFee: AmountJson;
// totalRefreshFee: AmountJson;
// totalChangeContribution: AmountJson;
// totalChangeWithdrawalFee: AmountJson;
}
interface CoinsFilter {
shouldCalculatePurseFee?: boolean;
exchanges?: string[];
wireMethod?: string;
ageRestricted?: number;
}
interface AvailableCoins {
list: CoinInfo[];
exchanges: Record;
}
/**
* Get all the denoms that can be used for a operation that is limited
* by the following restrictions.
* This function is costly (by the database access) but with high chances
* of being cached
*/
async function getAvailableDenoms(
ws: InternalWalletState,
op: TransactionType,
currency: string,
filters: CoinsFilter = {},
): Promise {
const operationType = getOperationType(TransactionType.Deposit);
return await ws.db
.mktx((x) => [
x.exchanges,
x.exchangeDetails,
x.denominations,
x.coinAvailability,
])
.runReadOnly(async (tx) => {
const list: CoinInfo[] = [];
const exchanges: Record = {};
const databaseExchanges = await tx.exchanges.iter().toArray();
const filteredExchanges =
filters.exchanges ?? databaseExchanges.map((e) => e.baseUrl);
for (const exchangeBaseUrl of filteredExchanges) {
const exchangeDetails = await getExchangeWireDetailsInTx(
tx,
exchangeBaseUrl,
);
// 1.- exchange has same currency
if (exchangeDetails?.currency !== currency) {
continue;
}
let deadline = AbsoluteTime.never();
// 2.- exchange supports wire method
let wireFee: AmountJson | undefined;
if (filters.wireMethod) {
const wireMethodWithDates =
exchangeDetails.wireInfo.feesForType[filters.wireMethod];
if (!wireMethodWithDates) {
throw Error(
`exchange ${exchangeBaseUrl} doesn't have wire method ${filters.wireMethod}`,
);
}
const wireMethodFee = wireMethodWithDates.find((x) => {
return AbsoluteTime.isBetween(
AbsoluteTime.now(),
AbsoluteTime.fromProtocolTimestamp(x.startStamp),
AbsoluteTime.fromProtocolTimestamp(x.endStamp),
);
});
if (!wireMethodFee) {
throw Error(
`exchange ${exchangeBaseUrl} doesn't have wire fee defined for this period`,
);
}
wireFee = Amounts.parseOrThrow(wireMethodFee.wireFee);
deadline = AbsoluteTime.min(
deadline,
AbsoluteTime.fromProtocolTimestamp(wireMethodFee.endStamp),
);
}
// exchanges[exchangeBaseUrl].wireFee = wireMethodFee;
// 3.- exchange supports wire method
let purseFee: AmountJson | undefined;
if (filters.shouldCalculatePurseFee) {
const purseFeeFound = exchangeDetails.globalFees.find((x) => {
return AbsoluteTime.isBetween(
AbsoluteTime.now(),
AbsoluteTime.fromProtocolTimestamp(x.startDate),
AbsoluteTime.fromProtocolTimestamp(x.endDate),
);
});
if (!purseFeeFound) {
throw Error(
`exchange ${exchangeBaseUrl} doesn't have purse fee defined for this period`,
);
}
purseFee = Amounts.parseOrThrow(purseFeeFound.purseFee);
deadline = AbsoluteTime.min(
deadline,
AbsoluteTime.fromProtocolTimestamp(purseFeeFound.endDate),
);
}
let creditDeadline = AbsoluteTime.never();
let debitDeadline = AbsoluteTime.never();
//4.- filter coins restricted by age
if (operationType === OperationType.Credit) {
// FIXME: Use denom groups instead of querying all denominations!
const ds =
await tx.denominations.indexes.byExchangeBaseUrl.getAll(
exchangeBaseUrl,
);
for (const denom of ds) {
const expiresWithdraw = AbsoluteTime.fromProtocolTimestamp(
timestampProtocolFromDb(denom.stampExpireWithdraw),
);
const expiresDeposit = AbsoluteTime.fromProtocolTimestamp(
timestampProtocolFromDb(denom.stampExpireDeposit),
);
creditDeadline = AbsoluteTime.min(deadline, expiresWithdraw);
debitDeadline = AbsoluteTime.min(deadline, expiresDeposit);
list.push(
buildCoinInfoFromDenom(
denom,
purseFee,
wireFee,
AgeRestriction.AGE_UNRESTRICTED,
Number.MAX_SAFE_INTEGER, // Max withdrawable from single denom
),
);
}
} else {
const ageLower = filters.ageRestricted ?? 0;
const ageUpper = AgeRestriction.AGE_UNRESTRICTED;
const myExchangeCoins =
await tx.coinAvailability.indexes.byExchangeAgeAvailability.getAll(
GlobalIDB.KeyRange.bound(
[exchangeDetails.exchangeBaseUrl, ageLower, 1],
[
exchangeDetails.exchangeBaseUrl,
ageUpper,
Number.MAX_SAFE_INTEGER,
],
),
);
//5.- save denoms with how many coins are available
// FIXME: Check that the individual denomination is audited!
// FIXME: Should we exclude denominations that are
// not spendable anymore?
for (const coinAvail of myExchangeCoins) {
const denom = await tx.denominations.get([
coinAvail.exchangeBaseUrl,
coinAvail.denomPubHash,
]);
checkDbInvariant(!!denom);
if (denom.isRevoked || !denom.isOffered) {
continue;
}
const expiresWithdraw = AbsoluteTime.fromProtocolTimestamp(
timestampProtocolFromDb(denom.stampExpireWithdraw),
);
const expiresDeposit = AbsoluteTime.fromProtocolTimestamp(
timestampProtocolFromDb(denom.stampExpireDeposit),
);
creditDeadline = AbsoluteTime.min(deadline, expiresWithdraw);
debitDeadline = AbsoluteTime.min(deadline, expiresDeposit);
list.push(
buildCoinInfoFromDenom(
denom,
purseFee,
wireFee,
coinAvail.maxAge,
coinAvail.freshCoinCount,
),
);
}
}
exchanges[exchangeBaseUrl] = {
purseFee,
wireFee,
debitDeadline,
creditDeadline,
};
}
return { list, exchanges };
});
}
function buildCoinInfoFromDenom(
denom: DenominationRecord,
purseFee: AmountJson | undefined,
wireFee: AmountJson | undefined,
maxAge: number,
total: number,
): CoinInfo {
return {
id: denom.denomPubHash,
denomWithdraw: Amounts.parseOrThrow(denom.fees.feeWithdraw),
denomDeposit: Amounts.parseOrThrow(denom.fees.feeDeposit),
denomRefresh: Amounts.parseOrThrow(denom.fees.feeRefresh),
exchangePurse: purseFee,
exchangeWire: wireFee,
exchangeBaseUrl: denom.exchangeBaseUrl,
duration: AbsoluteTime.difference(
AbsoluteTime.now(),
AbsoluteTime.fromProtocolTimestamp(
timestampProtocolFromDb(denom.stampExpireDeposit),
),
),
totalAvailable: total,
value: Amounts.parseOrThrow(denom.value),
maxAge,
};
}
export async function convertDepositAmount(
ws: InternalWalletState,
req: ConvertAmountRequest,
): Promise {
const amount = Amounts.parseOrThrow(req.amount);
// const filter = getCoinsFilter(req);
const denoms = await getAvailableDenoms(
ws,
TransactionType.Deposit,
amount.currency,
{},
);
const result = convertDepositAmountForAvailableCoins(
denoms,
amount,
req.type,
);
return {
effectiveAmount: Amounts.stringify(result.effective),
rawAmount: Amounts.stringify(result.raw),
};
}
const LOG_REFRESH = false;
const LOG_DEPOSIT = false;
export function convertDepositAmountForAvailableCoins(
denoms: AvailableCoins,
amount: AmountJson,
mode: TransactionAmountMode,
): AmountAndRefresh {
const zero = Amounts.zeroOfCurrency(amount.currency);
if (!denoms.list.length) {
// no coins in the database
return { effective: zero, raw: zero };
}
const depositDenoms = rankDenominationForDeposit(denoms.list, mode);
//FIXME: we are not taking into account
// * exchanges with multiple accounts
// * wallet with multiple exchanges
const wireFee = Object.values(denoms.exchanges)[0]?.wireFee ?? zero;
const adjustedAmount = Amounts.add(amount, wireFee).amount;
const selected = selectGreedyCoins(depositDenoms, adjustedAmount);
const gap = Amounts.sub(amount, selected.totalValue).amount;
const result = getTotalEffectiveAndRawForDeposit(
selected.coins,
amount.currency,
);
result.raw = Amounts.sub(result.raw, wireFee).amount;
if (Amounts.isZero(gap)) {
// exact amount founds
return result;
}
if (LOG_DEPOSIT) {
const logInfo = selected.coins.map((c) => {
return `${Amounts.stringifyValue(c.info.id)} x ${c.size}`;
});
console.log(
"deposit used:",
logInfo.join(", "),
"gap:",
Amounts.stringifyValue(gap),
);
}
const refreshDenoms = rankDenominationForRefresh(denoms.list);
/**
* FIXME: looking for refresh AFTER selecting greedy is not optimal
*/
const refreshCoin = searchBestRefreshCoin(
depositDenoms,
refreshDenoms,
gap,
mode,
);
if (refreshCoin) {
const fee = Amounts.sub(result.effective, result.raw).amount;
const effective = Amounts.add(
result.effective,
refreshCoin.refreshEffective,
).amount;
const raw = Amounts.sub(effective, fee, refreshCoin.totalFee).amount;
//found with change
return {
effective,
raw,
refresh: refreshCoin,
};
}
// there is a gap, but no refresh coin was found
return result;
}
export async function getMaxDepositAmount(
ws: InternalWalletState,
req: GetAmountRequest,
): Promise {
// const filter = getCoinsFilter(req);
const denoms = await getAvailableDenoms(
ws,
TransactionType.Deposit,
req.currency,
{},
);
const result = getMaxDepositAmountForAvailableCoins(denoms, req.currency);
return {
effectiveAmount: Amounts.stringify(result.effective),
rawAmount: Amounts.stringify(result.raw),
};
}
export function getMaxDepositAmountForAvailableCoins(
denoms: AvailableCoins,
currency: string,
) {
const zero = Amounts.zeroOfCurrency(currency);
if (!denoms.list.length) {
// no coins in the database
return { effective: zero, raw: zero };
}
const result = getTotalEffectiveAndRawForDeposit(
denoms.list.map((info) => {
return { info, size: info.totalAvailable ?? 0 };
}),
currency,
);
const wireFee = Object.values(denoms.exchanges)[0]?.wireFee ?? zero;
result.raw = Amounts.sub(result.raw, wireFee).amount;
return result;
}
export async function convertPeerPushAmount(
ws: InternalWalletState,
req: ConvertAmountRequest,
): Promise {
throw Error("to be implemented after 1.0");
}
export async function getMaxPeerPushAmount(
ws: InternalWalletState,
req: GetAmountRequest,
): Promise {
throw Error("to be implemented after 1.0");
}
export async function convertWithdrawalAmount(
ws: InternalWalletState,
req: ConvertAmountRequest,
): Promise {
const amount = Amounts.parseOrThrow(req.amount);
const denoms = await getAvailableDenoms(
ws,
TransactionType.Withdrawal,
amount.currency,
{},
);
const result = convertWithdrawalAmountFromAvailableCoins(
denoms,
amount,
req.type,
);
return {
effectiveAmount: Amounts.stringify(result.effective),
rawAmount: Amounts.stringify(result.raw),
};
}
export function convertWithdrawalAmountFromAvailableCoins(
denoms: AvailableCoins,
amount: AmountJson,
mode: TransactionAmountMode,
) {
const zero = Amounts.zeroOfCurrency(amount.currency);
if (!denoms.list.length) {
// no coins in the database
return { effective: zero, raw: zero };
}
const withdrawDenoms = rankDenominationForWithdrawals(denoms.list, mode);
const selected = selectGreedyCoins(withdrawDenoms, amount);
return getTotalEffectiveAndRawForWithdrawal(selected.coins, amount.currency);
}
/** *****************************************************
* HELPERS
* *****************************************************
*/
/**
*
* @param depositDenoms
* @param refreshDenoms
* @param amount
* @param mode
* @returns
*/
function searchBestRefreshCoin(
depositDenoms: SelectableElement[],
refreshDenoms: Record,
amount: AmountJson,
mode: TransactionAmountMode,
): RefreshChoice | undefined {
let choice: RefreshChoice | undefined = undefined;
let refreshIdx = 0;
refreshIteration: while (refreshIdx < depositDenoms.length) {
const d = depositDenoms[refreshIdx];
const denomContribution =
mode === TransactionAmountMode.Effective
? d.value
: Amounts.sub(d.value, d.info.denomRefresh, d.info.denomDeposit).amount;
const changeAfterDeposit = Amounts.sub(denomContribution, amount).amount;
if (Amounts.isZero(changeAfterDeposit)) {
//this coin is not big enough to use for refresh
//since the list is sorted, we can break here
break refreshIteration;
}
const withdrawDenoms = refreshDenoms[d.info.exchangeBaseUrl];
const change = selectGreedyCoins(withdrawDenoms, changeAfterDeposit);
const zero = Amounts.zeroOfCurrency(amount.currency);
const withdrawChangeFee = change.coins.reduce((cur, prev) => {
return Amounts.add(
cur,
Amounts.mult(prev.info.denomWithdraw, prev.size).amount,
).amount;
}, zero);
const withdrawChangeValue = change.coins.reduce((cur, prev) => {
return Amounts.add(cur, Amounts.mult(prev.info.value, prev.size).amount)
.amount;
}, zero);
const totalFee = Amounts.add(
d.info.denomDeposit,
d.info.denomRefresh,
withdrawChangeFee,
).amount;
if (!choice || Amounts.cmp(totalFee, choice.totalFee) === -1) {
//found cheaper change
choice = {
gap: amount,
totalFee: totalFee,
totalChangeValue: change.totalValue, //change after refresh
refreshEffective: Amounts.sub(d.info.value, withdrawChangeValue).amount, // what of the denom used is not recovered
selected: d.info,
coins: change.coins,
};
}
refreshIdx++;
}
if (choice) {
if (LOG_REFRESH) {
const logInfo = choice.coins.map((c) => {
return `${Amounts.stringifyValue(c.info.id)} x ${c.size}`;
});
console.log(
"refresh used:",
Amounts.stringifyValue(choice.selected.value),
"change:",
logInfo.join(", "),
"fee:",
Amounts.stringifyValue(choice.totalFee),
"refreshEffective:",
Amounts.stringifyValue(choice.refreshEffective),
"totalChangeValue:",
Amounts.stringifyValue(choice.totalChangeValue),
);
}
}
return choice;
}
/**
* Returns a copy of the list sorted for the best denom to withdraw first
*
* @param denoms
* @returns
*/
function rankDenominationForWithdrawals(
denoms: CoinInfo[],
mode: TransactionAmountMode,
): SelectableElement[] {
const copyList = [...denoms];
/**
* Rank coins
*/
copyList.sort((d1, d2) => {
// the best coin to use is
// 1.- the one that contrib more and pay less fee
// 2.- it takes more time before expires
//different exchanges may have different wireFee
//ranking should take the relative contribution in the exchange
//which is (value - denomFee / fixedFee)
const rate1 = Amounts.divmod(d1.value, d1.denomWithdraw).quotient;
const rate2 = Amounts.divmod(d2.value, d2.denomWithdraw).quotient;
const contribCmp = rate1 === rate2 ? 0 : rate1 < rate2 ? 1 : -1;
return (
contribCmp ||
Duration.cmp(d1.duration, d2.duration) ||
strcmp(d1.id, d2.id)
);
});
return copyList.map((info) => {
switch (mode) {
case TransactionAmountMode.Effective: {
//if the user instructed "effective" then we need to selected
//greedy total coin value
return {
info,
value: info.value,
total: Number.MAX_SAFE_INTEGER,
};
}
case TransactionAmountMode.Raw: {
//if the user instructed "raw" then we need to selected
//greedy total coin raw amount (without fee)
return {
info,
value: Amounts.add(info.value, info.denomWithdraw).amount,
total: Number.MAX_SAFE_INTEGER,
};
}
}
});
}
/**
* Returns a copy of the list sorted for the best denom to deposit first
*
* @param denoms
* @returns
*/
function rankDenominationForDeposit(
denoms: CoinInfo[],
mode: TransactionAmountMode,
): SelectableElement[] {
const copyList = [...denoms];
/**
* Rank coins
*/
copyList.sort((d1, d2) => {
// the best coin to use is
// 1.- the one that contrib more and pay less fee
// 2.- it takes more time before expires
//different exchanges may have different wireFee
//ranking should take the relative contribution in the exchange
//which is (value - denomFee / fixedFee)
const rate1 = Amounts.divmod(d1.value, d1.denomDeposit).quotient;
const rate2 = Amounts.divmod(d2.value, d2.denomDeposit).quotient;
const contribCmp = rate1 === rate2 ? 0 : rate1 < rate2 ? 1 : -1;
return (
contribCmp ||
Duration.cmp(d1.duration, d2.duration) ||
strcmp(d1.id, d2.id)
);
});
return copyList.map((info) => {
switch (mode) {
case TransactionAmountMode.Effective: {
//if the user instructed "effective" then we need to selected
//greedy total coin value
return {
info,
value: info.value,
total: info.totalAvailable ?? 0,
};
}
case TransactionAmountMode.Raw: {
//if the user instructed "raw" then we need to selected
//greedy total coin raw amount (without fee)
return {
info,
value: Amounts.sub(info.value, info.denomDeposit).amount,
total: info.totalAvailable ?? 0,
};
}
}
});
}
/**
* Returns a copy of the list sorted for the best denom to withdraw first
*
* @param denoms
* @returns
*/
function rankDenominationForRefresh(
denoms: CoinInfo[],
): Record {
const groupByExchange: Record = {};
for (const d of denoms) {
if (!groupByExchange[d.exchangeBaseUrl]) {
groupByExchange[d.exchangeBaseUrl] = [];
}
groupByExchange[d.exchangeBaseUrl].push(d);
}
const result: Record = {};
for (const d of denoms) {
result[d.exchangeBaseUrl] = rankDenominationForWithdrawals(
groupByExchange[d.exchangeBaseUrl],
TransactionAmountMode.Raw,
);
}
return result;
}
interface SelectableElement {
total: number;
value: AmountJson;
info: CoinInfo;
}
function selectGreedyCoins(
coins: SelectableElement[],
limit: AmountJson,
): SelectedCoins {
const result: SelectedCoins = {
totalValue: Amounts.zeroOfCurrency(limit.currency),
coins: [],
};
if (!coins.length) return result;
let denomIdx = 0;
iterateDenoms: while (denomIdx < coins.length) {
const denom = coins[denomIdx];
// let total = denom.total;
const left = Amounts.sub(limit, result.totalValue).amount;
if (Amounts.isZero(denom.value)) {
// 0 contribution denoms should be the last
break iterateDenoms;
}
//use Amounts.divmod instead of iterate
const div = Amounts.divmod(left, denom.value);
const size = Math.min(div.quotient, denom.total);
if (size > 0) {
const mul = Amounts.mult(denom.value, size).amount;
const progress = Amounts.add(result.totalValue, mul).amount;
result.totalValue = progress;
result.coins.push({ info: denom.info, size });
denom.total = denom.total - size;
}
//go next denom
denomIdx++;
}
return result;
}
type AmountWithFee = { raw: AmountJson; effective: AmountJson };
type AmountAndRefresh = AmountWithFee & { refresh?: RefreshChoice };
export function getTotalEffectiveAndRawForDeposit(
list: { info: CoinInfo; size: number }[],
currency: string,
): AmountWithFee {
const init = {
raw: Amounts.zeroOfCurrency(currency),
effective: Amounts.zeroOfCurrency(currency),
};
return list.reduce((prev, cur) => {
const ef = Amounts.mult(cur.info.value, cur.size).amount;
const rw = Amounts.mult(
Amounts.sub(cur.info.value, cur.info.denomDeposit).amount,
cur.size,
).amount;
prev.effective = Amounts.add(prev.effective, ef).amount;
prev.raw = Amounts.add(prev.raw, rw).amount;
return prev;
}, init);
}
function getTotalEffectiveAndRawForWithdrawal(
list: { info: CoinInfo; size: number }[],
currency: string,
): AmountWithFee {
const init = {
raw: Amounts.zeroOfCurrency(currency),
effective: Amounts.zeroOfCurrency(currency),
};
return list.reduce((prev, cur) => {
const ef = Amounts.mult(cur.info.value, cur.size).amount;
const rw = Amounts.mult(
Amounts.add(cur.info.value, cur.info.denomWithdraw).amount,
cur.size,
).amount;
prev.effective = Amounts.add(prev.effective, ef).amount;
prev.raw = Amounts.add(prev.raw, rw).amount;
return prev;
}, init);
}