multi: optimize MaxOrder and fix maxSell API hammering

This optimizes MaxOrder by using a binary search for utxo selection
instead of a dumb brute force search, in addition to first checking if
the largest UTXO is not enough.

This also fixes the frontend hammering the /api/maxSell endpoint.

client/asset/btc/btc.go

@@ -1756,18 +1756,23 @@ func fund(utxos []*compositeUTXO, enough func(uint64, uint64) bool) (
 			if len(okUTXOs) == 0 {
 				return false
 			}
-			// On each loop, find the smallest UTXO that is enough.
-			for _, txout := range okUTXOs {
-				if isEnoughWith(txout) {
-					addUTXO(txout)
-					return true
-				}
+
+			// Check if the largest output is too small.
+			lastUTXO := okUTXOs[len(okUTXOs)-1]
+			if !isEnoughWith(lastUTXO) {
+				addUTXO(lastUTXO)
+				okUTXOs = okUTXOs[0 : len(okUTXOs)-1]
+				continue
 			}
-			// No single UTXO was large enough. Add the largest (the last
-			// output) and continue.
-			addUTXO(okUTXOs[len(okUTXOs)-1])
-			// Pop the utxo.
-			okUTXOs = okUTXOs[:len(okUTXOs)-1]
+
+			// We only need one then. Find it.
+			idx := sort.Search(len(okUTXOs), func(i int) bool {
+				return isEnoughWith(okUTXOs[i])
+			})
+			// No need to check idx == len(okUTXOs). We already verified that the last
+			// utxo passes above.
+			addUTXO(okUTXOs[idx])
+			return true
 		}
 	}
 

client/asset/btc/btc_test.go

@@ -2813,7 +2813,6 @@ func testPreRedeem(t *testing.T, segwit bool, walletType string) {
 	defer shutdown()
 
 	preRedeem, err := wallet.PreRedeem(&asset.PreRedeemForm{
-		LotSize:     123456, // Doesn't actually matter
 		Lots:        5,
 		AssetConfig: tBTC,
 	})

client/asset/dcr/dcr.go

@@ -1457,6 +1457,10 @@ func (dcr *ExchangeWallet) tryFund(utxos []*compositeUTXO, enough func(sum uint6
 		return nil
 	}
 
+	isEnoughWith := func(utxo *compositeUTXO) bool {
+		return enough(sum, size, utxo)
+	}
+
 	tryUTXOs := func(minconf int64) (ok bool, err error) {
 		sum, size = 0, 0
 		coins, spents, redeemScripts = nil, nil, nil
@@ -1473,22 +1477,27 @@ func (dcr *ExchangeWallet) tryFund(utxos []*compositeUTXO, enough func(sum uint6
 			if len(okUTXOs) == 0 {
 				return false, nil
 			}
-			// On each loop, find the smallest UTXO that is enough.
-			for _, txout := range okUTXOs {
-				if enough(sum, size, txout) {
-					if err = addUTXO(txout); err != nil {
-						return false, err
-					}
-					return true, nil
+
+			// Check if the largest output is too small.
+			lastUTXO := okUTXOs[len(okUTXOs)-1]
+			if !isEnoughWith(lastUTXO) {
+				if err = addUTXO(lastUTXO); err != nil {
+					return false, err
 				}
+				okUTXOs = okUTXOs[0 : len(okUTXOs)-1]
+				continue
 			}
-			// No single UTXO was large enough. Add the largest (the last
-			// output) and continue.
-			if err = addUTXO(okUTXOs[len(okUTXOs)-1]); err != nil {
+
+			// We only need one then. Find it.
+			idx := sort.Search(len(okUTXOs), func(i int) bool {
+				return isEnoughWith(okUTXOs[i])
+			})
+			// No need to check idx == -1. We already verified that the last
+			// utxo passes above.
+			if err = addUTXO(okUTXOs[idx]); err != nil {
 				return false, err
 			}
-			// Pop the utxo.
-			okUTXOs = okUTXOs[:len(okUTXOs)-1]
+			return true, nil
 		}
 	}
 
@@ -1497,6 +1506,7 @@ func (dcr *ExchangeWallet) tryFund(utxos []*compositeUTXO, enough func(sum uint6
 	if err != nil {
 		return 0, 0, nil, nil, nil, err
 	}
+
 	// Fallback to allowing 0-conf outputs.
 	if !ok {
 		ok, err = tryUTXOs(0)

client/asset/dcr/dcr_test.go

@@ -2508,7 +2508,6 @@ func TestPreRedeem(t *testing.T) {
 	defer shutdown()
 
 	preRedeem, err := wallet.PreRedeem(&asset.PreRedeemForm{
-		LotSize:     123456, // Doesn't actually matter
 		Lots:        5,
 		AssetConfig: tDCR,
 	})

client/asset/estimation.go

@@ -72,10 +72,6 @@ type PreSwap struct {
 
 // PreRedeemForm can be used to get a redemption estimate.
 type PreRedeemForm struct {
-	// LotSize is the lot size for the calculation. For quote assets, LotSize
-	// should be based on either the user's limit order rate, or some measure
-	// of the current market rate.
-	LotSize uint64
 	// Lots is the number of lots in the order.
 	Lots uint64
 	// FeeSuggestion is a suggested fee from the server.

client/asset/eth/eth_test.go

@@ -1684,7 +1684,6 @@ func TestPreRedeem(t *testing.T) {
 	defer shutdown()
 
 	form := &asset.PreRedeemForm{
-		LotSize:       123456,
 		Lots:          5,
 		FeeSuggestion: 100,
 		AssetConfig:   tETH,

client/core/core.go

@@ -3728,7 +3728,6 @@ func (c *Core) MaxBuy(host string, base, quote uint32, rate uint64) (*MaxOrderEs
 	}
 
 	preRedeem, err := baseWallet.PreRedeem(&asset.PreRedeemForm{
-		LotSize:       lotSize,
 		Lots:          maxBuy.Lots,
 		FeeSuggestion: redeemFeeSuggestion,
 		AssetConfig:   baseAsset,
@@ -3791,14 +3790,7 @@ func (c *Core) MaxSell(host string, base, quote uint32) (*MaxOrderEstimate, erro
 		return nil, fmt.Errorf("%s wallet MaxOrder error: %v", unbip(base), err)
 	}
 
-	midGap, err := book.MidGap()
-	if err != nil {
-		return nil, fmt.Errorf("error calculating market rate for %s at %s: %v", mktID, host, err)
-	}
-	lotSize = calc.BaseToQuote(midGap, lotSize)
-
 	preRedeem, err := quoteWallet.PreRedeem(&asset.PreRedeemForm{
-		LotSize:       lotSize,
 		Lots:          maxSell.Lots,
 		FeeSuggestion: redeemFeeSuggestion,
 	})
@@ -4201,13 +4193,13 @@ func (c *Core) PreOrder(form *TradeForm) (*OrderEstimate, error) {
 		return nil, fmt.Errorf("failed to get redeem fee suggestion for %s at %s", unbip(wallets.toAsset.ID), form.Host)
 	}
 
-	fromLotSize, toLotSize := lotSize, calc.BaseToQuote(rate, lotSize)
+	swapLotSize := lotSize
 	if !form.Sell {
-		fromLotSize, toLotSize = toLotSize, fromLotSize
+		swapLotSize = calc.BaseToQuote(rate, lotSize)
 	}
 
 	swapEstimate, err := wallets.fromWallet.PreSwap(&asset.PreSwapForm{
-		LotSize:         fromLotSize,
+		LotSize:         swapLotSize,
 		Lots:            lots,
 		AssetConfig:     wallets.fromAsset,
 		RedeemConfig:    wallets.toAsset,
@@ -4220,7 +4212,6 @@ func (c *Core) PreOrder(form *TradeForm) (*OrderEstimate, error) {
 	}
 
 	redeemEstimate, err := wallets.toWallet.PreRedeem(&asset.PreRedeemForm{
-		LotSize:         toLotSize,
 		Lots:            lots,
 		FeeSuggestion:   redeemFeeSuggestion,
 		SelectedOptions: form.Options,

client/webserver/site/src/js/markets.ts

@@ -102,6 +102,7 @@ interface CurrentMarket {
   quote: SupportedAsset
   baseUnitInfo: UnitInfo
   quoteUnitInfo: UnitInfo
+  maxSellRequested: boolean
   maxSell: MaxOrderEstimate | null
   sellBalance: number
   buyBalance: number
@@ -707,6 +708,7 @@ export default class MarketsPage extends BasePage {
       quoteUnitInfo: qui,
       maxSell: null,
       maxBuys: {},
+      maxSellRequested: false,
       candleCaches: {},
       baseCfg,
       quoteCfg,
@@ -872,7 +874,6 @@ export default class MarketsPage extends BasePage {
    * preSell populates the max order message for the largest available sell.
    */
   preSell () {
-    this.maxOrderUpdateCounter++
     const mkt = this.market
     const baseWallet = app().assets[mkt.base.id].wallet
     if (baseWallet.balance.available < mkt.cfg.lotsize) {
@@ -883,8 +884,11 @@ export default class MarketsPage extends BasePage {
       this.setMaxOrder(mkt.maxSell.swap)
       return
     }
+    if (mkt.maxSellRequested) return
+    mkt.maxSellRequested = true
     // We only fetch pre-sell once per balance update, so don't delay.
     this.scheduleMaxEstimate('/api/maxsell', {}, 0, (res: MaxSell) => {
+      mkt.maxSellRequested = false
       mkt.maxSell = res.maxSell
       mkt.sellBalance = baseWallet.balance.available
       this.setMaxOrder(res.maxSell.swap)
@@ -895,7 +899,6 @@ export default class MarketsPage extends BasePage {
    * preBuy populates the max order message for the largest available buy.
    */
   preBuy () {
-    this.maxOrderUpdateCounter++
     const mkt = this.market
     const rate = this.adjustedRate()
     const quoteWallet = app().assets[mkt.quote.id].wallet
@@ -910,8 +913,8 @@ export default class MarketsPage extends BasePage {
     }
     // 0 delay for first fetch after balance update or market change, otherwise
     // meter these at 1 / sec.
-    const delay = mkt.maxBuys ? 1000 : 0
-    this.scheduleMaxEstimate('/api/maxbuy', { rate: rate }, delay, (res: MaxBuy) => {
+    const delay = Object.keys(mkt.maxBuys).length ? 350 : 0
+    this.scheduleMaxEstimate('/api/maxbuy', { rate }, delay, (res: MaxBuy) => {
       mkt.maxBuys[rate] = res.maxBuy
       mkt.buyBalance = app().assets[mkt.quote.id].wallet.balance.available
       this.setMaxOrder(res.maxBuy.swap)
@@ -935,6 +938,7 @@ export default class MarketsPage extends BasePage {
     Doc.hide(page.maxAboveZero)
     page.maxFromLots.textContent = intl.prep(intl.ID_CALCULATING)
     page.maxFromLotsLbl.textContent = ''
+    this.maxOrderUpdateCounter++
     const counter = this.maxOrderUpdateCounter
     this.maxEstimateTimer = window.setTimeout(async () => {
       this.maxEstimateTimer = null