exp/orderbook: Improve path finding algorithm (#4096)

Improve path finding algorithm
stellar · Nov 24, 2021 · 8791961 · 8791961
1 parent 17a2e98
commit 8791961
Show file tree

Hide file tree

Showing 4 changed files with 215 additions and 151 deletions.
diff --git a/exp/orderbook/graph.go b/exp/orderbook/graph.go
@@ -317,13 +317,10 @@ func (graph *OrderBookGraph) FindPaths(
 		includePools:           includePools,
 	}
 	graph.lock.RLock()
-	err := dfs(
+	err := search(
 		ctx,
 		searchState,
 		maxPathLength,
-		[]xdr.Asset{},
-		[]string{},
-		len(sourceAssets),
 		destinationAssetString,
 		destinationAsset,
 		destinationAmount,
@@ -374,13 +371,10 @@ func (graph *OrderBookGraph) FindFixedPaths(
 		includePools:      includePools,
 	}
 	graph.lock.RLock()
-	err := dfs(
+	err := search(
 		ctx,
 		searchState,
 		maxPathLength,
-		[]xdr.Asset{},
-		[]string{},
-		len(destinationAssets),
 		sourceAsset.String(),
 		sourceAsset,
 		amountToSpend,

diff --git a/exp/orderbook/graph_test.go b/exp/orderbook/graph_test.go
@@ -210,24 +210,24 @@ func assertPathEquals(t *testing.T, a, b []Path) {
 
 	for i := 0; i < len(a); i++ {
 		assert.Equalf(t, a[i].SourceAmount, b[i].SourceAmount,
-			"expected src amounts to be same got %v %v", a, b)
+			"expected src amounts to be same got %v %v", a[i], b[i])
 
 		assert.Equalf(t, a[i].DestinationAmount, b[i].DestinationAmount,
-			"expected dest amounts to be same got %v %v", a, b)
+			"expected dest amounts to be same got %v %v", a[i], b[i])
 
 		assert.Truef(t, a[i].DestinationAsset.Equals(b[i].DestinationAsset),
-			"expected dest assets to be same got %v %v", a, b)
+			"expected dest assets to be same got %v %v", a[i], b[i])
 
 		assert.Truef(t, a[i].SourceAsset.Equals(b[i].SourceAsset),
-			"expected source assets to be same got %v %v", a, b)
+			"expected source assets to be same got %v %v", a[i], b[i])
 
 		assert.Equalf(t, len(a[i].InteriorNodes), len(b[i].InteriorNodes),
-			"expected interior nodes have same length got %v %v", a, b)
+			"expected interior nodes have same length got %v %v", a[i], b[i])
 
 		for j := 0; j > len(a[i].InteriorNodes); j++ {
 			assert.Truef(t,
 				a[i].InteriorNodes[j].Equals(b[i].InteriorNodes[j]),
-				"expected interior nodes to be same got %v %v", a, b)
+				"expected interior nodes to be same got %v %v", a[i], b[i])
 		}
 	}
 }
@@ -1404,21 +1404,23 @@ func TestFindPaths(t *testing.T) {
 
 	expectedPaths := []Path{
 		{
-			SourceAmount:      5,
-			SourceAsset:       usdAsset,
-			InteriorNodes:     []xdr.Asset{},
-			DestinationAsset:  nativeAsset,
-			DestinationAmount: 20,
-		},
-		{
-			SourceAmount: 7,
+			// arbitrage usd then trade to xlm
+			SourceAmount: 2,
 			SourceAsset:  usdAsset,
 			InteriorNodes: []xdr.Asset{
 				eurAsset,
+				usdAsset,
 			},
 			DestinationAsset:  nativeAsset,
 			DestinationAmount: 20,
 		},
+		{
+			SourceAmount:      5,
+			SourceAsset:       usdAsset,
+			InteriorNodes:     []xdr.Asset{},
+			DestinationAsset:  nativeAsset,
+			DestinationAmount: 20,
+		},
 		{
 			SourceAmount: 5,
 			SourceAsset:  yenAsset,
@@ -1478,21 +1480,23 @@ func TestFindPaths(t *testing.T) {
 
 	expectedPaths = []Path{
 		{
-			SourceAmount:      5,
-			SourceAsset:       usdAsset,
-			InteriorNodes:     []xdr.Asset{},
-			DestinationAsset:  nativeAsset,
-			DestinationAmount: 20,
-		},
-		{
-			SourceAmount: 7,
+			// arbitrage usd then trade to xlm
+			SourceAmount: 2,
 			SourceAsset:  usdAsset,
 			InteriorNodes: []xdr.Asset{
 				eurAsset,
+				usdAsset,
 			},
 			DestinationAsset:  nativeAsset,
 			DestinationAmount: 20,
 		},
+		{
+			SourceAmount:      5,
+			SourceAsset:       usdAsset,
+			InteriorNodes:     []xdr.Asset{},
+			DestinationAsset:  nativeAsset,
+			DestinationAmount: 20,
+		},
 		{
 			SourceAmount: 2,
 			SourceAsset:  yenAsset,
@@ -1541,21 +1545,23 @@ func TestFindPaths(t *testing.T) {
 
 	expectedPaths = []Path{
 		{
-			SourceAmount:      5,
-			SourceAsset:       usdAsset,
-			InteriorNodes:     []xdr.Asset{},
-			DestinationAsset:  nativeAsset,
-			DestinationAmount: 20,
-		},
-		{
-			SourceAmount: 7,
+			// arbitrage usd then trade to xlm
+			SourceAmount: 2,
 			SourceAsset:  usdAsset,
 			InteriorNodes: []xdr.Asset{
 				eurAsset,
+				usdAsset,
 			},
 			DestinationAsset:  nativeAsset,
 			DestinationAmount: 20,
 		},
+		{
+			SourceAmount:      5,
+			SourceAsset:       usdAsset,
+			InteriorNodes:     []xdr.Asset{},
+			DestinationAsset:  nativeAsset,
+			DestinationAmount: 20,
+		},
 		{
 			SourceAmount: 2,
 			SourceAsset:  yenAsset,
@@ -1678,20 +1684,22 @@ func TestFindPathsStartingAt(t *testing.T) {
 
 	expectedPaths := []Path{
 		{
-			SourceAmount:      5,
-			SourceAsset:       usdAsset,
-			InteriorNodes:     []xdr.Asset{},
-			DestinationAsset:  nativeAsset,
-			DestinationAmount: 20,
-		},
-		{
+			// arbitrage usd then trade to xlm
 			SourceAmount: 5,
 			SourceAsset:  usdAsset,
 			InteriorNodes: []xdr.Asset{
 				eurAsset,
+				usdAsset,
 			},
 			DestinationAsset:  nativeAsset,
-			DestinationAmount: 15,
+			DestinationAmount: 60,
+		},
+		{
+			SourceAmount:      5,
+			SourceAsset:       usdAsset,
+			InteriorNodes:     []xdr.Asset{},
+			DestinationAsset:  nativeAsset,
+			DestinationAmount: 20,
 		},
 	}
 
@@ -2108,12 +2116,6 @@ func TestInterleavedFixedPaths(t *testing.T) {
 			DestinationAsset:  chfAsset,
 			DestinationAmount: 13,
 			InteriorNodes:     []xdr.Asset{usdAsset},
-		}, {
-			SourceAsset:       nativeAsset,
-			SourceAmount:      1234,
-			DestinationAsset:  chfAsset,
-			DestinationAmount: 5,
-			InteriorNodes:     []xdr.Asset{eurAsset, usdAsset},
 		},
 	}