fix: use integer satoshi quantities

This commit changes all `quantity` values to be represented by integer
satoshi amounts (10 ^ -8 of a full unit) rather than fractional/floating
full units. This applies both to the internal representations as well as
the gRPC API definition. This is done to prevent any rounding errors
when adding or subtracting fractional units.

Output and arguments for the cli remain unchanged and still deal with
full units.

Fixes #740.

BREAKING CHANGE: Database and p2p field type changes

lib/cli/commands/executeswap.ts

@@ -1,6 +1,7 @@
 import { callback, loadXudClient } from '../command';
 import { Arguments } from 'yargs';
 import { ExecuteSwapRequest } from '../../proto/xudrpc_pb';
+import { SATOSHIS_PER_COIN } from '../utils';
 
 export const command = 'executeswap <pair_id> <order_id> [quantity]';
 
@@ -23,6 +24,6 @@ export const handler = (argv: Arguments) => {
   const request = new ExecuteSwapRequest();
   request.setOrderId(argv.order_id);
   request.setPairId(argv.pair_id);
-  request.setQuantity(argv.quantity);
+  request.setQuantity(argv.quantity * SATOSHIS_PER_COIN);
   loadXudClient(argv).executeSwap(request, callback(argv));
 };

lib/cli/commands/listorders.ts

@@ -3,6 +3,7 @@ import { callback, loadXudClient } from '../command';
 import { ListOrdersRequest, ListOrdersResponse, Order, OrderSide } from '../../proto/xudrpc_pb';
 import Table, { HorizontalTable } from 'cli-table3';
 import colors from 'colors/safe';
+import { SATOSHIS_PER_COIN } from '../utils';
 
 type FormattedTradingPairOrders = {
   pairId: string,
@@ -29,7 +30,7 @@ const addSide = (orderSide: Order.AsObject[]): string[] => {
   if (order) {
     const isOwn = order.isOwnOrder ? 'X' : '';
     return [
-      order.quantity.toFixed(8),
+      (order.quantity / SATOSHIS_PER_COIN).toFixed(8),
       order.price.toString(),
       isOwn,
     ].map(i => order.isOwnOrder ? colors.cyan(i) : i);

lib/cli/commands/removeorder.ts

@@ -1,6 +1,7 @@
 import { callback, loadXudClient } from '../command';
 import { Arguments } from 'yargs';
 import { RemoveOrderRequest } from '../../proto/xudrpc_pb';
+import { SATOSHIS_PER_COIN } from '../utils';
 
 export const command = 'removeorder <order_id> [quantity]';
 
@@ -20,7 +21,7 @@ export const handler = (argv: Arguments) => {
   const request = new RemoveOrderRequest();
   request.setOrderId(argv.order_id);
   if (argv.quantity) {
-    request.setQuantity(argv.quantity);
+    request.setQuantity(argv.quantity * SATOSHIS_PER_COIN);
   }
   loadXudClient(argv).removeOrder(request, callback(argv));
 };

lib/cli/utils.ts

@@ -2,6 +2,8 @@ import { Arguments, Argv } from 'yargs';
 import { callback, loadXudClient } from './command';
 import { PlaceOrderRequest, PlaceOrderEvent, OrderSide, PlaceOrderResponse, Order, SwapSuccess, SwapFailure } from '../proto/xudrpc_pb';
 
+export const SATOSHIS_PER_COIN = 10 ** 8;
+
 export const orderBuilder = (argv: Argv, command: string) => argv
   .option('quantity', {
     type: 'number',
@@ -33,7 +35,7 @@ export const orderHandler = (argv: Arguments, isSell = false) => {
   const numericPrice = Number(argv.price);
   const priceStr = argv.price.toLowerCase();
 
-  request.setQuantity(argv.quantity);
+  request.setQuantity(argv.quantity * SATOSHIS_PER_COIN);
   request.setSide(isSell ? OrderSide.SELL : OrderSide.BUY);
   request.setPairId(argv.pair_id.toUpperCase());
 
@@ -95,22 +97,22 @@ const formatPlaceOrderOutput = (response: PlaceOrderResponse.AsObject) => {
 
 const formatInternalMatch = (order: Order.AsObject) => {
   const baseCurrency = getBaseCurrency(order.pairId);
-  console.log(`matched ${order.quantity} ${baseCurrency} @ ${order.price} with own order ${order.id}`);
+  console.log(`matched ${order.quantity / SATOSHIS_PER_COIN} ${baseCurrency} @ ${order.price} with own order ${order.id}`);
 };
 
 const formatSwapSuccess = (swapSuccess: SwapSuccess.AsObject) => {
   const baseCurrency = getBaseCurrency(swapSuccess.pairId);
-  console.log(`swapped ${swapSuccess.quantity} ${baseCurrency} with peer order ${swapSuccess.orderId}`);
+  console.log(`swapped ${swapSuccess.quantity / SATOSHIS_PER_COIN} ${baseCurrency} with peer order ${swapSuccess.orderId}`);
 };
 
 const formatSwapFailure = (swapFailure: SwapFailure.AsObject) => {
   const baseCurrency = getBaseCurrency(swapFailure.pairId);
-  console.log(`failed to swap ${swapFailure.quantity} ${baseCurrency} with peer order ${swapFailure.orderId}`);
+  console.log(`failed to swap ${swapFailure.quantity / SATOSHIS_PER_COIN} ${baseCurrency} with peer order ${swapFailure.orderId}`);
 };
 
 const formatRemainingOrder = (order: Order.AsObject) => {
   const baseCurrency = getBaseCurrency(order.pairId);
-  console.log(`remaining ${order.quantity} ${baseCurrency} entered the order book as ${order.id}`);
+  console.log(`remaining ${order.quantity / SATOSHIS_PER_COIN} ${baseCurrency} entered the order book as ${order.id}`);
 };
 
 const getBaseCurrency = (pairId: string) => pairId.substring(0, pairId.indexOf('/'));

lib/db/models/Order.ts

@@ -6,10 +6,10 @@ export default (sequelize: Sequelize.Sequelize, DataTypes: Sequelize.DataTypes)
     id: { type: DataTypes.STRING, primaryKey: true, allowNull: false },
     nodeId: { type: DataTypes.INTEGER, allowNull: true },
     localId: { type: DataTypes.STRING, allowNull: true },
-    initialQuantity: { type: DataTypes.DECIMAL(8), allowNull: false },
+    initialQuantity: { type: DataTypes.BIGINT, allowNull: false },
     pairId: { type: DataTypes.STRING, allowNull: false },
     price: {
-      type: DataTypes.DECIMAL(8),
+      type: DataTypes.DOUBLE,
       allowNull: true,
       set(this: db.OrderInstance, value: number) {
         if (value === 0 || value === Number.MAX_VALUE) {

lib/db/models/SwapDeal.ts

@@ -19,8 +19,8 @@ export default (sequelize: Sequelize.Sequelize, DataTypes: Sequelize.DataTypes)
     nodeId: { type: DataTypes.INTEGER, allowNull: false },
     orderId: { type: DataTypes.STRING, allowNull: false },
     localId: { type: DataTypes.STRING, allowNull: false },
-    proposedQuantity: { type: DataTypes.DECIMAL(8), allowNull: false },
-    quantity: { type: DataTypes.DECIMAL(8), allowNull: true },
+    proposedQuantity: { type: DataTypes.BIGINT, allowNull: false },
+    quantity: { type: DataTypes.BIGINT, allowNull: true },
     takerAmount: { type: DataTypes.BIGINT , allowNull: false },
     takerCurrency: { type: DataTypes.STRING , allowNull: false },
     takerPubKey: { type: DataTypes.STRING , allowNull: true },

lib/db/models/Trade.ts

@@ -6,7 +6,7 @@ export default (sequelize: Sequelize.Sequelize, DataTypes: Sequelize.DataTypes)
     makerOrderId: { type: DataTypes.STRING, allowNull: false },
     takerOrderId: { type: DataTypes.STRING, allowNull: true },
     rHash: { type: DataTypes.STRING, allowNull: true },
-    quantity: { type: DataTypes.DECIMAL(8), allowNull: false },
+    quantity: { type: DataTypes.BIGINT, allowNull: false },
   };
 
   const options: Sequelize.DefineOptions<db.TradeInstance>  = {

lib/orderbook/OrderBook.ts

@@ -498,8 +498,10 @@ class OrderBook extends EventEmitter {
   }
 
   /**
-   * Removes an order from the order book by its local id. Throws an error if the specified pairId
-   * is not supported or if the order to cancel could not be found.
+   * Removes all or part of an order from the order book by its local id. Throws an error if the
+   * specified pairId is not supported or if the order to cancel could not be found.
+   * @param quantityToRemove the quantity to remove from the order, if undefined then the entire
+   * order is removed.
    * @returns any quantity of the order that was on hold and could not be immediately removed.
    */
   public removeOwnOrderByLocalId = (localId: string, quantityToRemove?: number) => {

lib/orderbook/types.ts

@@ -32,7 +32,7 @@ export enum PlaceOrderEventType {
 
 /** An order without a price that is intended to match against any available orders on the opposite side of the book for its trading pair. */
 type MarketOrder = {
-  /** The number of currently available base currency tokens for the order. */
+  /** The number of currently satoshis (or equivalent) for the order. */
   quantity: number;
   /** A trading pair symbol with the base currency first followed by a '/' separator and the quote currency */
   pairId: string;
@@ -70,7 +70,7 @@ type Remote = {
 type Stamp = OrderIdentifier & {
   /** Epoch timestamp when this order was created locally. */
   createdAt: number;
-  /** The number of base currency tokens initially available for the order, before any actions such as trades reduced the available quantity. */
+  /** The number of satoshis (or equivalent) initially available for the order, before any actions such as trades reduced the available quantity. */
   initialQuantity: number;
 };