double-sided quotation + fixed tests

This commit is contained in:
Stephan D
2025-12-09 17:45:29 +01:00
parent ce59cb1b26
commit 32653e11fc
34 changed files with 358 additions and 86 deletions

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@@ -29,7 +29,7 @@ require (
require (
github.com/beorn7/perks v1.0.1 // indirect
github.com/bmatcuk/doublestar/v4 v4.9.1 // indirect
github.com/casbin/casbin/v2 v2.134.0 // indirect
github.com/casbin/casbin/v2 v2.135.0 // indirect
github.com/casbin/govaluate v1.10.0 // indirect
github.com/casbin/mongodb-adapter/v3 v3.7.0 // indirect
github.com/cespare/xxhash/v2 v2.3.0 // indirect

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@@ -9,8 +9,8 @@ github.com/beorn7/perks v1.0.1/go.mod h1:G2ZrVWU2WbWT9wwq4/hrbKbnv/1ERSJQ0ibhJ6r
github.com/bmatcuk/doublestar/v4 v4.6.1/go.mod h1:xBQ8jztBU6kakFMg+8WGxn0c6z1fTSPVIjEY1Wr7jzc=
github.com/bmatcuk/doublestar/v4 v4.9.1 h1:X8jg9rRZmJd4yRy7ZeNDRnM+T3ZfHv15JiBJ/avrEXE=
github.com/bmatcuk/doublestar/v4 v4.9.1/go.mod h1:xBQ8jztBU6kakFMg+8WGxn0c6z1fTSPVIjEY1Wr7jzc=
github.com/casbin/casbin/v2 v2.134.0 h1:wyO3hZb487GzlGVAI2hUoHQT0ehFD+9B5P+HVG9BVTM=
github.com/casbin/casbin/v2 v2.134.0/go.mod h1:FmcfntdXLTcYXv/hxgNntcRPqAbwOG9xsism0yXT+18=
github.com/casbin/casbin/v2 v2.135.0 h1:6BLkMQiGotYyS5yYeWgW19vxqugUlvHFkFiLnLR/bxk=
github.com/casbin/casbin/v2 v2.135.0/go.mod h1:FmcfntdXLTcYXv/hxgNntcRPqAbwOG9xsism0yXT+18=
github.com/casbin/govaluate v1.3.0/go.mod h1:G/UnbIjZk/0uMNaLwZZmFQrR72tYRZWQkO70si/iR7A=
github.com/casbin/govaluate v1.10.0 h1:ffGw51/hYH3w3rZcxO/KcaUIDOLP84w7nsidMVgaDG0=
github.com/casbin/govaluate v1.10.0/go.mod h1:G/UnbIjZk/0uMNaLwZZmFQrR72tYRZWQkO70si/iR7A=

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@@ -10,6 +10,8 @@ import (
"github.com/tech/sendico/payments/orchestrator/storage/model"
"github.com/tech/sendico/pkg/merrors"
feesv1 "github.com/tech/sendico/pkg/proto/billing/fees/v1"
fxv1 "github.com/tech/sendico/pkg/proto/common/fx/v1"
moneyv1 "github.com/tech/sendico/pkg/proto/common/money/v1"
chainv1 "github.com/tech/sendico/pkg/proto/gateway/chain/v1"
ledgerv1 "github.com/tech/sendico/pkg/proto/ledger/v1"
oraclev1 "github.com/tech/sendico/pkg/proto/oracle/v1"
@@ -22,12 +24,38 @@ import (
func (s *Service) buildPaymentQuote(ctx context.Context, orgRef string, req *orchestratorv1.QuotePaymentRequest) (*orchestratorv1.PaymentQuote, time.Time, error) {
intent := req.GetIntent()
amount := intent.GetAmount()
baseAmount := cloneMoney(amount)
feeQuote, err := s.quoteFees(ctx, orgRef, req)
fxSide := fxv1.Side_SIDE_UNSPECIFIED
if intent.GetFx() != nil {
fxSide = intent.GetFx().GetSide()
}
var fxQuote *oraclev1.Quote
var err error
if shouldRequestFX(intent) {
fxQuote, err = s.requestFXQuote(ctx, orgRef, req)
if err != nil {
return nil, time.Time{}, err
}
}
payAmount, settlementAmountBeforeFees := resolveTradeAmounts(amount, fxQuote, fxSide)
feeBaseAmount := payAmount
if feeBaseAmount == nil {
feeBaseAmount = cloneMoney(amount)
}
feeQuote, err := s.quoteFees(ctx, orgRef, req, feeBaseAmount)
if err != nil {
return nil, time.Time{}, err
}
feeTotal := extractFeeTotal(feeQuote.GetLines(), amount.GetCurrency())
feeCurrency := ""
if feeBaseAmount != nil {
feeCurrency = feeBaseAmount.GetCurrency()
} else if amount != nil {
feeCurrency = amount.GetCurrency()
}
feeTotal := extractFeeTotal(feeQuote.GetLines(), feeCurrency)
var networkFee *chainv1.EstimateTransferFeeResponse
if shouldEstimateNetworkFee(intent) {
@@ -37,15 +65,7 @@ func (s *Service) buildPaymentQuote(ctx context.Context, orgRef string, req *orc
}
}
var fxQuote *oraclev1.Quote
if shouldRequestFX(intent) {
fxQuote, err = s.requestFXQuote(ctx, orgRef, req)
if err != nil {
return nil, time.Time{}, err
}
}
debitAmount, settlementAmount := computeAggregates(baseAmount, feeTotal, networkFee)
debitAmount, settlementAmount := computeAggregates(payAmount, settlementAmountBeforeFees, feeTotal, networkFee, fxQuote)
quote := &orchestratorv1.PaymentQuote{
DebitAmount: debitAmount,
@@ -63,14 +83,18 @@ func (s *Service) buildPaymentQuote(ctx context.Context, orgRef string, req *orc
return quote, expiresAt, nil
}
func (s *Service) quoteFees(ctx context.Context, orgRef string, req *orchestratorv1.QuotePaymentRequest) (*feesv1.PrecomputeFeesResponse, error) {
func (s *Service) quoteFees(ctx context.Context, orgRef string, req *orchestratorv1.QuotePaymentRequest, baseAmount *moneyv1.Money) (*feesv1.PrecomputeFeesResponse, error) {
if !s.fees.available() {
return &feesv1.PrecomputeFeesResponse{}, nil
}
intent := req.GetIntent()
amount := cloneMoney(baseAmount)
if amount == nil {
amount = cloneMoney(intent.GetAmount())
}
feeIntent := &feesv1.Intent{
Trigger: triggerFromKind(intent.GetKind(), intent.GetRequiresFx()),
BaseAmount: cloneMoney(intent.GetAmount()),
BaseAmount: amount,
BookedAt: timestamppb.New(s.clock.Now()),
OriginType: "payments.orchestrator.quote",
OriginRef: strings.TrimSpace(req.GetIdempotencyKey()),
@@ -164,7 +188,19 @@ func (s *Service) requestFXQuote(ctx context.Context, orgRef string, req *orches
}
if amount := intent.GetAmount(); amount != nil {
params.BaseAmount = cloneMoney(amount)
pair := fxIntent.GetPair()
if pair != nil {
switch {
case strings.EqualFold(amount.GetCurrency(), pair.GetBase()):
params.BaseAmount = cloneMoney(amount)
case strings.EqualFold(amount.GetCurrency(), pair.GetQuote()):
params.QuoteAmount = cloneMoney(amount)
default:
params.BaseAmount = cloneMoney(amount)
}
} else {
params.BaseAmount = cloneMoney(amount)
}
}
quote, err := s.oracle.client.GetQuote(ctx, params)
@@ -291,11 +327,14 @@ func (s *Service) applyFX(ctx context.Context, payment *model.Payment, quote *or
if fq == nil {
return merrors.InvalidArgument("ledger: fx quote missing")
}
fromMoney := cloneMoney(fq.GetBaseAmount())
fxSide := fxv1.Side_SIDE_UNSPECIFIED
if intent.FX != nil {
fxSide = intent.FX.Side
}
fromMoney, toMoney := resolveTradeAmounts(intent.Amount, fq, fxSide)
if fromMoney == nil {
fromMoney = cloneMoney(intent.Amount)
}
toMoney := cloneMoney(fq.GetQuoteAmount())
if toMoney == nil {
toMoney = cloneMoney(quote.GetExpectedSettlementAmount())
}

View File

@@ -14,6 +14,7 @@ import (
feesv1 "github.com/tech/sendico/pkg/proto/billing/fees/v1"
accountingv1 "github.com/tech/sendico/pkg/proto/common/accounting/v1"
fxv1 "github.com/tech/sendico/pkg/proto/common/fx/v1"
moneyv1 "github.com/tech/sendico/pkg/proto/common/money/v1"
chainv1 "github.com/tech/sendico/pkg/proto/gateway/chain/v1"
)
@@ -109,30 +110,91 @@ func extractFeeTotal(lines []*feesv1.DerivedPostingLine, currency string) *money
}
}
func computeAggregates(base, fee *moneyv1.Money, network *chainv1.EstimateTransferFeeResponse) (*moneyv1.Money, *moneyv1.Money) {
if base == nil {
func resolveTradeAmounts(intentAmount *moneyv1.Money, fxQuote *oraclev1.Quote, side fxv1.Side) (*moneyv1.Money, *moneyv1.Money) {
if fxQuote == nil {
return cloneMoney(intentAmount), cloneMoney(intentAmount)
}
qSide := fxQuote.GetSide()
if qSide == fxv1.Side_SIDE_UNSPECIFIED {
qSide = side
}
switch qSide {
case fxv1.Side_BUY_BASE_SELL_QUOTE:
pay := cloneMoney(fxQuote.GetQuoteAmount())
settle := cloneMoney(fxQuote.GetBaseAmount())
if pay == nil {
pay = cloneMoney(intentAmount)
}
if settle == nil {
settle = cloneMoney(intentAmount)
}
return pay, settle
case fxv1.Side_SELL_BASE_BUY_QUOTE:
pay := cloneMoney(fxQuote.GetBaseAmount())
settle := cloneMoney(fxQuote.GetQuoteAmount())
if pay == nil {
pay = cloneMoney(intentAmount)
}
if settle == nil {
settle = cloneMoney(intentAmount)
}
return pay, settle
default:
return cloneMoney(intentAmount), cloneMoney(intentAmount)
}
}
func computeAggregates(pay, settlement, fee *moneyv1.Money, network *chainv1.EstimateTransferFeeResponse, fxQuote *oraclev1.Quote) (*moneyv1.Money, *moneyv1.Money) {
if pay == nil {
return nil, nil
}
baseDecimal, err := decimalFromMoney(base)
debitDecimal, err := decimalFromMoney(pay)
if err != nil {
return cloneMoney(base), cloneMoney(base)
}
debit := baseDecimal
settlement := baseDecimal
if feeDecimal, err := decimalFromMoneyMatching(base, fee); err == nil && feeDecimal != nil {
debit = debit.Add(*feeDecimal)
settlement = settlement.Sub(*feeDecimal)
return cloneMoney(pay), cloneMoney(settlement)
}
if network != nil && network.GetNetworkFee() != nil {
if networkDecimal, err := decimalFromMoneyMatching(base, network.GetNetworkFee()); err == nil && networkDecimal != nil {
debit = debit.Add(*networkDecimal)
settlement = settlement.Sub(*networkDecimal)
settlementCurrency := pay.GetCurrency()
if settlement != nil && strings.TrimSpace(settlement.GetCurrency()) != "" {
settlementCurrency = settlement.GetCurrency()
}
settlementDecimal := debitDecimal
if settlement != nil {
if val, err := decimalFromMoney(settlement); err == nil {
settlementDecimal = val
}
}
return makeMoney(base.GetCurrency(), debit), makeMoney(base.GetCurrency(), settlement)
adjustDebit := func(m *moneyv1.Money) {
converted, err := ensureCurrency(m, pay.GetCurrency(), fxQuote)
if err != nil || converted == nil {
return
}
if val, err := decimalFromMoney(converted); err == nil {
debitDecimal = debitDecimal.Add(val)
}
}
adjustSettlement := func(m *moneyv1.Money) {
converted, err := ensureCurrency(m, settlementCurrency, fxQuote)
if err != nil || converted == nil {
return
}
if val, err := decimalFromMoney(converted); err == nil {
settlementDecimal = settlementDecimal.Sub(val)
}
}
adjustDebit(fee)
adjustSettlement(fee)
if network != nil && network.GetNetworkFee() != nil {
adjustDebit(network.GetNetworkFee())
adjustSettlement(network.GetNetworkFee())
}
return makeMoney(pay.GetCurrency(), debitDecimal), makeMoney(settlementCurrency, settlementDecimal)
}
func decimalFromMoney(m *moneyv1.Money) (decimal.Decimal, error) {
@@ -163,6 +225,46 @@ func makeMoney(currency string, value decimal.Decimal) *moneyv1.Money {
}
}
func ensureCurrency(m *moneyv1.Money, targetCurrency string, quote *oraclev1.Quote) (*moneyv1.Money, error) {
if m == nil || strings.TrimSpace(targetCurrency) == "" {
return nil, nil
}
if strings.EqualFold(m.GetCurrency(), targetCurrency) {
return cloneMoney(m), nil
}
return convertWithQuote(m, quote, targetCurrency)
}
func convertWithQuote(m *moneyv1.Money, quote *oraclev1.Quote, targetCurrency string) (*moneyv1.Money, error) {
if m == nil || quote == nil || quote.GetPair() == nil || quote.GetPrice() == nil {
return nil, nil
}
base := strings.TrimSpace(quote.GetPair().GetBase())
qt := strings.TrimSpace(quote.GetPair().GetQuote())
if base == "" || qt == "" || strings.TrimSpace(targetCurrency) == "" {
return nil, nil
}
price, err := decimal.NewFromString(quote.GetPrice().GetValue())
if err != nil || price.IsZero() {
return nil, err
}
value, err := decimalFromMoney(m)
if err != nil {
return nil, err
}
switch {
case strings.EqualFold(m.GetCurrency(), base) && strings.EqualFold(targetCurrency, qt):
return makeMoney(targetCurrency, value.Mul(price)), nil
case strings.EqualFold(m.GetCurrency(), qt) && strings.EqualFold(targetCurrency, base):
return makeMoney(targetCurrency, value.Div(price)), nil
default:
return nil, nil
}
}
func quoteToProto(src *oracleclient.Quote) *oraclev1.Quote {
if src == nil {
return nil

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@@ -0,0 +1,57 @@
package orchestrator
import (
"testing"
fxv1 "github.com/tech/sendico/pkg/proto/common/fx/v1"
moneyv1 "github.com/tech/sendico/pkg/proto/common/money/v1"
chainv1 "github.com/tech/sendico/pkg/proto/gateway/chain/v1"
oraclev1 "github.com/tech/sendico/pkg/proto/oracle/v1"
)
func TestResolveTradeAmountsBuyBase(t *testing.T) {
fxQuote := &oraclev1.Quote{
Side: fxv1.Side_BUY_BASE_SELL_QUOTE,
Pair: &fxv1.CurrencyPair{Base: "EUR", Quote: "USD"},
BaseAmount: &moneyv1.Money{
Currency: "EUR",
Amount: "100",
},
QuoteAmount: &moneyv1.Money{
Currency: "USD",
Amount: "110",
},
}
pay, settle := resolveTradeAmounts(nil, fxQuote, fxv1.Side_SIDE_UNSPECIFIED)
if pay.GetCurrency() != "USD" || pay.GetAmount() != "110" {
t.Fatalf("expected pay amount in USD 110, got %s %s", pay.GetCurrency(), pay.GetAmount())
}
if settle.GetCurrency() != "EUR" || settle.GetAmount() != "100" {
t.Fatalf("expected settlement in EUR 100, got %s %s", settle.GetCurrency(), settle.GetAmount())
}
}
func TestComputeAggregatesConvertsCurrencies(t *testing.T) {
pay := &moneyv1.Money{Currency: "USD", Amount: "100"}
settle := &moneyv1.Money{Currency: "EUR", Amount: "50"}
fee := &moneyv1.Money{Currency: "USD", Amount: "10"}
network := &chainv1.EstimateTransferFeeResponse{
NetworkFee: &moneyv1.Money{Currency: "USD", Amount: "5"},
}
fxQuote := &oraclev1.Quote{
Pair: &fxv1.CurrencyPair{Base: "EUR", Quote: "USD"},
Side: fxv1.Side_BUY_BASE_SELL_QUOTE,
Price: &moneyv1.Decimal{
Value: "2",
},
}
debit, settlement := computeAggregates(pay, settle, fee, network, fxQuote)
if debit.GetCurrency() != "USD" || debit.GetAmount() != "115" {
t.Fatalf("expected debit 115 USD, got %s %s", debit.GetCurrency(), debit.GetAmount())
}
if settlement.GetCurrency() != "EUR" || settlement.GetAmount() != "42.5" {
t.Fatalf("expected settlement 42.5 EUR, got %s %s", settlement.GetCurrency(), settlement.GetAmount())
}
}

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@@ -0,0 +1,64 @@
package orchestrator
import (
"context"
"testing"
"time"
oracleclient "github.com/tech/sendico/fx/oracle/client"
fxv1 "github.com/tech/sendico/pkg/proto/common/fx/v1"
moneyv1 "github.com/tech/sendico/pkg/proto/common/money/v1"
orchestratorv1 "github.com/tech/sendico/pkg/proto/payments/orchestrator/v1"
"go.uber.org/zap"
)
func TestRequestFXQuoteUsesQuoteAmountWhenCurrencyMatchesQuote(t *testing.T) {
ctx := context.Background()
var captured oracleclient.GetQuoteParams
svc := &Service{
logger: zap.NewNop(),
clock: testClock{now: time.Now()},
oracle: oracleDependency{
client: &oracleclient.Fake{
GetQuoteFn: func(ctx context.Context, params oracleclient.GetQuoteParams) (*oracleclient.Quote, error) {
captured = params
return &oracleclient.Quote{
QuoteRef: "q",
Pair: params.Pair,
Side: params.Side,
Price: "1.1",
BaseAmount: params.BaseAmount,
QuoteAmount: params.QuoteAmount,
ExpiresAt: time.Now(),
}, nil
},
},
},
}
req := &orchestratorv1.QuotePaymentRequest{
Meta: &orchestratorv1.RequestMeta{OrganizationRef: "org"},
Intent: &orchestratorv1.PaymentIntent{
Amount: &moneyv1.Money{Currency: "USD", Amount: "100"},
Fx: &orchestratorv1.FXIntent{
Pair: &fxv1.CurrencyPair{Base: "EUR", Quote: "USD"},
Side: fxv1.Side_BUY_BASE_SELL_QUOTE,
},
},
}
if _, err := svc.requestFXQuote(ctx, "org", req); err != nil {
t.Fatalf("requestFXQuote returned error: %v", err)
}
if captured.QuoteAmount == nil {
t.Fatal("expected quote amount to be populated")
}
if captured.BaseAmount != nil {
t.Fatal("expected base amount to be nil when using quote amount input")
}
if captured.QuoteAmount.GetCurrency() != "USD" {
t.Fatalf("expected quote amount currency USD, got %s", captured.QuoteAmount.GetCurrency())
}
}

View File

@@ -36,8 +36,8 @@ func NewQuotes(logger mlogger.Logger, repo repository.Repository) (*Quotes, erro
Keys: []ri.Key{{Field: "organizationRef", Sort: ri.Asc}},
},
{
Keys: []ri.Key{{Field: "expiresAt", Sort: ri.Asc}},
ExpireAfterSeconds: 0,
Keys: []ri.Key{{Field: "expiresAt", Sort: ri.Asc}},
TTL: int32Ptr(0),
},
}
@@ -111,3 +111,7 @@ func (q *Quotes) GetByRef(ctx context.Context, orgRef primitive.ObjectID, quoteR
}
var _ storage.QuotesStore = (*Quotes)(nil)
func int32Ptr(v int32) *int32 {
return &v
}