Use BigDecimal instead of Double for currency rate calculations (#134)

use BigDecimal instead of double for accuracy
2026-04-22 03:18:04 +01:00 · 2021-09-10 17:15:57 -04:00
parent 489519a982
commit feb59deb28
10 changed files with 251 additions and 53 deletions
--- a/service/src/test/java/org/whispersystems/textsecuregcm/currency/CurrencyConversionManagerTest.java
+++ b/service/src/test/java/org/whispersystems/textsecuregcm/currency/CurrencyConversionManagerTest.java
@@ -1,18 +1,18 @@
 package org.whispersystems.textsecuregcm.currency;

-import org.junit.Test;
-import org.whispersystems.textsecuregcm.entities.CurrencyConversionEntityList;
-
-import java.io.IOException;
-import java.util.List;
-import java.util.Map;
-import java.util.concurrent.TimeUnit;
-
 import static org.assertj.core.api.Assertions.assertThat;
 import static org.mockito.ArgumentMatchers.eq;
 import static org.mockito.Mockito.mock;
 import static org.mockito.Mockito.when;

+import java.io.IOException;
+import java.math.BigDecimal;
+import java.util.List;
+import java.util.Map;
+import java.util.concurrent.TimeUnit;
+import org.junit.Test;
+import org.whispersystems.textsecuregcm.entities.CurrencyConversionEntityList;
+
 public class CurrencyConversionManagerTest {

  @Test
@@ -20,8 +20,12 @@ public class CurrencyConversionManagerTest {
    FixerClient fixerClient = mock(FixerClient.class);
    FtxClient   ftxClient   = mock(FtxClient.class);

-    when(ftxClient.getSpotPrice(eq("FOO"), eq("USD"))).thenReturn(2.35);
-    when(fixerClient.getConversionsForBase(eq("USD"))).thenReturn(Map.of("EUR", 0.822876, "FJD", 2.0577,"FKP", 0.743446));
+    when(ftxClient.getSpotPrice(eq("FOO"), eq("USD"))).thenReturn(new BigDecimal("2.35"));
+    when(fixerClient.getConversionsForBase(eq("USD"))).thenReturn(Map.of(
+        "EUR", new BigDecimal("0.822876"),
+        "FJD", new BigDecimal("2.0577"),
+        "FKP", new BigDecimal("0.743446")
+    ));

    CurrencyConversionManager manager = new CurrencyConversionManager(fixerClient, ftxClient, List.of("FOO"));

@@ -32,10 +36,67 @@ public class CurrencyConversionManagerTest {
    assertThat(conversions.getCurrencies().size()).isEqualTo(1);
    assertThat(conversions.getCurrencies().get(0).getBase()).isEqualTo("FOO");
    assertThat(conversions.getCurrencies().get(0).getConversions().size()).isEqualTo(4);
-    assertThat(conversions.getCurrencies().get(0).getConversions().get("USD")).isEqualTo(2.35);
-    assertThat(conversions.getCurrencies().get(0).getConversions().get("EUR")).isEqualTo(1.9337586000000002);
-    assertThat(conversions.getCurrencies().get(0).getConversions().get("FJD")).isEqualTo(4.8355950000000005);
-    assertThat(conversions.getCurrencies().get(0).getConversions().get("FKP")).isEqualTo(1.7470981);
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("USD")).isEqualTo(new BigDecimal("2.35"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("EUR")).isEqualTo(new BigDecimal("1.9337586"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("FJD")).isEqualTo(new BigDecimal("4.835595"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("FKP")).isEqualTo(new BigDecimal("1.7470981"));
+  }
+
+  @Test
+  public void testCurrencyCalculations_noTrailingZeros() throws IOException {
+    FixerClient fixerClient = mock(FixerClient.class);
+    FtxClient   ftxClient   = mock(FtxClient.class);
+
+    when(ftxClient.getSpotPrice(eq("FOO"), eq("USD"))).thenReturn(new BigDecimal("1.00000"));
+    when(fixerClient.getConversionsForBase(eq("USD"))).thenReturn(Map.of(
+        "EUR", new BigDecimal("0.200000"),
+        "FJD", new BigDecimal("3.00000"),
+        "FKP", new BigDecimal("50.0000"),
+        "CAD", new BigDecimal("700.000")
+    ));
+
+    CurrencyConversionManager manager = new CurrencyConversionManager(fixerClient, ftxClient, List.of("FOO"));
+
+    manager.updateCacheIfNecessary();
+
+    CurrencyConversionEntityList conversions = manager.getCurrencyConversions().orElseThrow();
+
+    assertThat(conversions.getCurrencies().size()).isEqualTo(1);
+    assertThat(conversions.getCurrencies().get(0).getBase()).isEqualTo("FOO");
+    assertThat(conversions.getCurrencies().get(0).getConversions().size()).isEqualTo(5);
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("USD")).isEqualTo(new BigDecimal("1"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("EUR")).isEqualTo(new BigDecimal("0.2"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("FJD")).isEqualTo(new BigDecimal("3"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("FKP")).isEqualTo(new BigDecimal("50"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("CAD")).isEqualTo(new BigDecimal("700"));
+  }
+
+  @Test
+  public void testCurrencyCalculations_accuracy() throws IOException {
+    FixerClient fixerClient = mock(FixerClient.class);
+    FtxClient   ftxClient   = mock(FtxClient.class);
+
+    when(ftxClient.getSpotPrice(eq("FOO"), eq("USD"))).thenReturn(new BigDecimal("0.999999"));
+    when(fixerClient.getConversionsForBase(eq("USD"))).thenReturn(Map.of(
+        "EUR", new BigDecimal("1.000001"),
+        "FJD", new BigDecimal("0.000001"),
+        "FKP", new BigDecimal("1")
+    ));
+
+    CurrencyConversionManager manager = new CurrencyConversionManager(fixerClient, ftxClient, List.of("FOO"));
+
+    manager.updateCacheIfNecessary();
+
+    CurrencyConversionEntityList conversions = manager.getCurrencyConversions().orElseThrow();
+
+    assertThat(conversions.getCurrencies().size()).isEqualTo(1);
+    assertThat(conversions.getCurrencies().get(0).getBase()).isEqualTo("FOO");
+    assertThat(conversions.getCurrencies().get(0).getConversions().size()).isEqualTo(4);
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("USD")).isEqualTo(new BigDecimal("0.999999"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("EUR")).isEqualTo(new BigDecimal("0.999999999999"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("FJD")).isEqualTo(new BigDecimal("0.000000999999"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("FKP")).isEqualTo(new BigDecimal("0.999999"));
+
  }

  @Test
@@ -43,14 +104,18 @@ public class CurrencyConversionManagerTest {
    FixerClient fixerClient = mock(FixerClient.class);
    FtxClient   ftxClient   = mock(FtxClient.class);

-    when(ftxClient.getSpotPrice(eq("FOO"), eq("USD"))).thenReturn(2.35);
-    when(fixerClient.getConversionsForBase(eq("USD"))).thenReturn(Map.of("EUR", 0.822876, "FJD", 2.0577,"FKP", 0.743446));
+    when(ftxClient.getSpotPrice(eq("FOO"), eq("USD"))).thenReturn(new BigDecimal("2.35"));
+    when(fixerClient.getConversionsForBase(eq("USD"))).thenReturn(Map.of(
+        "EUR", new BigDecimal("0.822876"),
+        "FJD", new BigDecimal("2.0577"),
+        "FKP", new BigDecimal("0.743446")
+    ));

    CurrencyConversionManager manager = new CurrencyConversionManager(fixerClient, ftxClient, List.of("FOO"));

    manager.updateCacheIfNecessary();

-    when(ftxClient.getSpotPrice(eq("FOO"), eq("USD"))).thenReturn(3.50);
+    when(ftxClient.getSpotPrice(eq("FOO"), eq("USD"))).thenReturn(new BigDecimal("3.50"));

    manager.updateCacheIfNecessary();

@@ -59,10 +124,10 @@ public class CurrencyConversionManagerTest {
    assertThat(conversions.getCurrencies().size()).isEqualTo(1);
    assertThat(conversions.getCurrencies().get(0).getBase()).isEqualTo("FOO");
    assertThat(conversions.getCurrencies().get(0).getConversions().size()).isEqualTo(4);
-    assertThat(conversions.getCurrencies().get(0).getConversions().get("USD")).isEqualTo(2.35);
-    assertThat(conversions.getCurrencies().get(0).getConversions().get("EUR")).isEqualTo(1.9337586000000002);
-    assertThat(conversions.getCurrencies().get(0).getConversions().get("FJD")).isEqualTo(4.8355950000000005);
-    assertThat(conversions.getCurrencies().get(0).getConversions().get("FKP")).isEqualTo(1.7470981);
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("USD")).isEqualTo(new BigDecimal("2.35"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("EUR")).isEqualTo(new BigDecimal("1.9337586"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("FJD")).isEqualTo(new BigDecimal("4.835595"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("FKP")).isEqualTo(new BigDecimal("1.7470981"));
  }

  @Test
@@ -70,14 +135,18 @@ public class CurrencyConversionManagerTest {
    FixerClient fixerClient = mock(FixerClient.class);
    FtxClient   ftxClient   = mock(FtxClient.class);

-    when(ftxClient.getSpotPrice(eq("FOO"), eq("USD"))).thenReturn(2.35);
-    when(fixerClient.getConversionsForBase(eq("USD"))).thenReturn(Map.of("EUR", 0.822876, "FJD", 2.0577,"FKP", 0.743446));
+    when(ftxClient.getSpotPrice(eq("FOO"), eq("USD"))).thenReturn(new BigDecimal("2.35"));
+    when(fixerClient.getConversionsForBase(eq("USD"))).thenReturn(Map.of(
+        "EUR", new BigDecimal("0.822876"),
+        "FJD", new BigDecimal("2.0577"),
+        "FKP", new BigDecimal("0.743446")
+    ));

    CurrencyConversionManager manager = new CurrencyConversionManager(fixerClient, ftxClient, List.of("FOO"));

    manager.updateCacheIfNecessary();

-    when(ftxClient.getSpotPrice(eq("FOO"), eq("USD"))).thenReturn(3.50);
+    when(ftxClient.getSpotPrice(eq("FOO"), eq("USD"))).thenReturn(new BigDecimal("3.50"));
    manager.setFtxUpdatedTimestamp(System.currentTimeMillis() - TimeUnit.HOURS.toMillis(2) - TimeUnit.SECONDS.toMillis(1));
    manager.updateCacheIfNecessary();

@@ -86,10 +155,10 @@ public class CurrencyConversionManagerTest {
    assertThat(conversions.getCurrencies().size()).isEqualTo(1);
    assertThat(conversions.getCurrencies().get(0).getBase()).isEqualTo("FOO");
    assertThat(conversions.getCurrencies().get(0).getConversions().size()).isEqualTo(4);
-    assertThat(conversions.getCurrencies().get(0).getConversions().get("USD")).isEqualTo(3.5);
-    assertThat(conversions.getCurrencies().get(0).getConversions().get("EUR")).isEqualTo(2.8800660000000002);
-    assertThat(conversions.getCurrencies().get(0).getConversions().get("FJD")).isEqualTo(7.20195);
-    assertThat(conversions.getCurrencies().get(0).getConversions().get("FKP")).isEqualTo(2.602061);
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("USD")).isEqualTo(new BigDecimal("3.5"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("EUR")).isEqualTo(new BigDecimal("2.880066"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("FJD")).isEqualTo(new BigDecimal("7.20195"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("FKP")).isEqualTo(new BigDecimal("2.602061"));
  }


@@ -98,15 +167,23 @@ public class CurrencyConversionManagerTest {
    FixerClient fixerClient = mock(FixerClient.class);
    FtxClient   ftxClient   = mock(FtxClient.class);

-    when(ftxClient.getSpotPrice(eq("FOO"), eq("USD"))).thenReturn(2.35);
-    when(fixerClient.getConversionsForBase(eq("USD"))).thenReturn(Map.of("EUR", 0.822876, "FJD", 2.0577,"FKP", 0.743446));
+    when(ftxClient.getSpotPrice(eq("FOO"), eq("USD"))).thenReturn(new BigDecimal("2.35"));
+    when(fixerClient.getConversionsForBase(eq("USD"))).thenReturn(Map.of(
+        "EUR", new BigDecimal("0.822876"),
+        "FJD", new BigDecimal("2.0577"),
+        "FKP", new BigDecimal("0.743446")
+    ));

    CurrencyConversionManager manager = new CurrencyConversionManager(fixerClient, ftxClient, List.of("FOO"));

    manager.updateCacheIfNecessary();

-    when(ftxClient.getSpotPrice(eq("FOO"), eq("USD"))).thenReturn(3.50);
-    when(fixerClient.getConversionsForBase(eq("USD"))).thenReturn(Map.of("EUR", 0.922876, "FJD", 2.0577,"FKP", 0.743446));
+    when(ftxClient.getSpotPrice(eq("FOO"), eq("USD"))).thenReturn(new BigDecimal("3.50"));
+    when(fixerClient.getConversionsForBase(eq("USD"))).thenReturn(Map.of(
+        "EUR", new BigDecimal("0.922876"),
+        "FJD", new BigDecimal("2.0577"),
+        "FKP", new BigDecimal("0.743446")
+    ));

    manager.setFixerUpdatedTimestamp(System.currentTimeMillis() - TimeUnit.HOURS.toMillis(2) - TimeUnit.SECONDS.toMillis(1));
    manager.updateCacheIfNecessary();
@@ -116,10 +193,10 @@ public class CurrencyConversionManagerTest {
    assertThat(conversions.getCurrencies().size()).isEqualTo(1);
    assertThat(conversions.getCurrencies().get(0).getBase()).isEqualTo("FOO");
    assertThat(conversions.getCurrencies().get(0).getConversions().size()).isEqualTo(4);
-    assertThat(conversions.getCurrencies().get(0).getConversions().get("USD")).isEqualTo(2.35);
-    assertThat(conversions.getCurrencies().get(0).getConversions().get("EUR")).isEqualTo(2.1687586000000003);
-    assertThat(conversions.getCurrencies().get(0).getConversions().get("FJD")).isEqualTo(4.8355950000000005);
-    assertThat(conversions.getCurrencies().get(0).getConversions().get("FKP")).isEqualTo(1.7470981);
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("USD")).isEqualTo(new BigDecimal("2.35"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("EUR")).isEqualTo(new BigDecimal("2.1687586"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("FJD")).isEqualTo(new BigDecimal("4.835595"));
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("FKP")).isEqualTo(new BigDecimal("1.7470981"));

  }

--- a/service/src/test/java/org/whispersystems/textsecuregcm/currency/FixerClientTest.java
+++ b/service/src/test/java/org/whispersystems/textsecuregcm/currency/FixerClientTest.java
@@ -0,0 +1,36 @@
+package org.whispersystems.textsecuregcm.currency;
+
+import org.junit.jupiter.api.Test;
+
+import java.io.IOException;
+import java.math.BigDecimal;
+import java.net.http.HttpClient;
+import java.net.http.HttpRequest;
+import java.net.http.HttpResponse;
+import java.net.http.HttpResponse.BodyHandler;
+import java.util.Map;
+
+import static org.assertj.core.api.Assertions.assertThat;
+import static org.junit.jupiter.api.Assertions.*;
+import static org.mockito.ArgumentMatchers.any;
+import static org.mockito.Mockito.mock;
+import static org.mockito.Mockito.when;
+import static org.whispersystems.textsecuregcm.tests.util.JsonHelpers.jsonFixture;
+
+public class FixerClientTest {
+
+  @Test
+  public void testGetConversionsForBase() throws IOException, InterruptedException {
+    HttpResponse<String> httpResponse = mock(HttpResponse.class);
+    when(httpResponse.statusCode()).thenReturn(200);
+    when(httpResponse.body()).thenReturn(jsonFixture("fixtures/fixer.res.json"));
+
+    HttpClient httpClient = mock(HttpClient.class);
+    when(httpClient.send(any(HttpRequest.class), any(BodyHandler.class))).thenReturn(httpResponse);
+
+    FixerClient fixerClient = new FixerClient(httpClient, "foo");
+    Map<String, BigDecimal> conversions = fixerClient.getConversionsForBase("EUR");
+    assertThat(conversions.get("CAD")).isEqualTo(new BigDecimal("1.560132"));
+  }
+
+}
--- a/service/src/test/java/org/whispersystems/textsecuregcm/currency/FtxClientTest.java
+++ b/service/src/test/java/org/whispersystems/textsecuregcm/currency/FtxClientTest.java
@@ -0,0 +1,33 @@
+package org.whispersystems.textsecuregcm.currency;
+
+import static org.assertj.core.api.Assertions.assertThat;
+import static org.mockito.ArgumentMatchers.any;
+import static org.mockito.Mockito.mock;
+import static org.mockito.Mockito.when;
+import static org.whispersystems.textsecuregcm.tests.util.JsonHelpers.jsonFixture;
+
+import java.io.IOException;
+import java.math.BigDecimal;
+import java.net.http.HttpClient;
+import java.net.http.HttpRequest;
+import java.net.http.HttpResponse;
+import java.net.http.HttpResponse.BodyHandler;
+import org.junit.jupiter.api.Test;
+
+public class FtxClientTest {
+
+  @Test
+  public void testGetSpotPrice() throws IOException, InterruptedException {
+    HttpResponse<String> httpResponse = mock(HttpResponse.class);
+    when(httpResponse.statusCode()).thenReturn(200);
+    when(httpResponse.body()).thenReturn(jsonFixture("fixtures/ftx.res.json"));
+
+    HttpClient httpClient = mock(HttpClient.class);
+    when(httpClient.send(any(HttpRequest.class), any(BodyHandler.class))).thenReturn(httpResponse);
+
+    FtxClient ftxClient = new FtxClient(httpClient);
+    BigDecimal spotPrice = ftxClient.getSpotPrice("FOO", "BAR");
+    assertThat(spotPrice).isEqualTo(new BigDecimal("0.8017"));
+  }
+
+}
--- a/service/src/test/java/org/whispersystems/textsecuregcm/tests/controllers/PaymentsControllerTest.java
+++ b/service/src/test/java/org/whispersystems/textsecuregcm/tests/controllers/PaymentsControllerTest.java
@@ -14,6 +14,7 @@ import com.google.common.collect.ImmutableSet;
 import io.dropwizard.auth.PolymorphicAuthValueFactoryProvider;
 import io.dropwizard.testing.junit5.DropwizardExtensionsSupport;
 import io.dropwizard.testing.junit5.ResourceExtension;
+import java.math.BigDecimal;
 import java.util.List;
 import java.util.Map;
 import java.util.Optional;
@@ -52,7 +53,17 @@ class PaymentsControllerTest {
  @BeforeEach
  void setup() {
    when(paymentsCredentialGenerator.generateFor(eq(AuthHelper.VALID_UUID.toString()))).thenReturn(validCredentials);
-    when(currencyManager.getCurrencyConversions()).thenReturn(Optional.of(new CurrencyConversionEntityList(List.of(new CurrencyConversionEntity("FOO", Map.of("USD", 2.35, "EUR", 1.89)), new CurrencyConversionEntity("BAR", Map.of("USD", 1.50, "EUR", 0.98))), System.currentTimeMillis())));
+    when(currencyManager.getCurrencyConversions()).thenReturn(Optional.of(
+        new CurrencyConversionEntityList(List.of(
+            new CurrencyConversionEntity("FOO", Map.of(
+                "USD", new BigDecimal("2.35"),
+                "EUR", new BigDecimal("1.89")
+            )),
+            new CurrencyConversionEntity("BAR", Map.of(
+                "USD", new BigDecimal("1.50"),
+                "EUR", new BigDecimal("0.98")
+            ))
+        ), System.currentTimeMillis())));
  }

  @Test
@@ -103,7 +114,19 @@ class PaymentsControllerTest {

    assertThat(conversions.getCurrencies().size()).isEqualTo(2);
    assertThat(conversions.getCurrencies().get(0).getBase()).isEqualTo("FOO");
-    assertThat(conversions.getCurrencies().get(0).getConversions().get("USD")).isEqualTo(2.35);
+    assertThat(conversions.getCurrencies().get(0).getConversions().get("USD")).isEqualTo(new BigDecimal("2.35"));
+  }
+
+  @Test
+  void testGetCurrencyConversions_Json() {
+    String json =
+        resources.getJerseyTest()
+            .target("/v1/payments/conversions")
+            .request()
+            .header("Authorization", AuthHelper.getAuthHeader(AuthHelper.VALID_NUMBER, AuthHelper.VALID_PASSWORD))
+            .get(String.class);
+
+    assertThat(json.contains("{\"USD\":2.35,\"EUR\":1.89}"));
  }

 }