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didier amyot committed 2020-09-09 13:10:13 -04:00
1 parent b7af65b705
commit d5c6360f88
12 files changed
+160 -25
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datomic/start.sh
Regular → Executable
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File mode changed.
project.clj
+2 -3
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@@ -4,7 +4,6 @@
:license {:name "Eclipse Public License"
:url "http://www.eclipse.org/legal/epl-v10.html"}
:resource-paths ["resources"
"target/cljsbuild"]
@@ -32,6 +31,7 @@
[orchestra "2017.11.12-1"]
[cheshire "5.8.0"]
[com.stuartsierra/frequencies "0.1.0"]
[rm-hull/infix "0.3.3"]
;; wui
[ring-server "0.5.0"]
@@ -126,8 +126,7 @@
:sass {:source-paths ["src/sass"]
:target-path "resources/public/css"}
:profiles {:dev {:repl-options {:init-ns skirmish.wui.repl
:nrepl-middleware [cemerick.piggieback/wrap-cljs-repl]}
:profiles {:dev {
:java-source-paths ["src/java"]
:dependencies [[midje "1.9.9"]
resources/config.edn
+3 -3
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@@ -1,12 +1,12 @@
{
;; Specify which middleware to use, it will default to :chan.
:middleware :kafka
:middleware :chan
;; If set to true, orchestra will instrument all the spec'ed functions
:instrument-spec true
:datomic
{:transactor-url "datomic:free://localhost:4334/skirmish.ledger"}
{:transactor-url "datomic:free://localhost:4334/skirmish.ledger?password=datomicpassword"}
;; all the kafka configuration goes bellow.
:kafka
@@ -39,7 +39,7 @@
:max-body 524288 ;; 512kb, small but enough
:max-ws 524288
:default-sec-id :dapm
:datomic {:transactor-url "datomic:free://localhost:4334/skirmish.broker"}}
:datomic {:transactor-url "datomic:free://localhost:4334/skirmish.broker?password=datomicpassword"}}
:wui
{:port #long #or [#env WUI_PORT 3000]}}
src/clj/skirmish/broker/broker.clj
-3
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@@ -8,19 +8,16 @@
[skirmish.routes.core :as routes]
[clj-http.client :as http-client]))
(defn generate-amount-for-new-user [seed]
(let [random (new java.util.Random seed)
random-fn #(. random nextInt 20000)]
(* 100 (reduce + (take 100 (repeatedly random-fn))))))
(defn create-account [account-id sec-id]
#:skirmish.broker.account{:id account-id
:sec-id sec-id
:private-key (str account-id)})
(defn create-user-account [seed default-sec-id]
(let [url (routes/get-path-for :ledger/security {:sec-id (name default-sec-id)})
account-id (java.util.UUID/randomUUID)
src/clj/skirmish/broker/db.clj
+1 -1
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@@ -54,7 +54,7 @@
(concat accounts-schema)))
(defn create-connection [uri]
(let [new-db? (d/create-database uri)
(let [_ (d/create-database uri)
conn (d/connect uri)]
@(d/transact conn schema)
conn))
src/clj/skirmish/core.clj
+6 -5
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@@ -36,7 +36,8 @@
exchange-apis (create-exchange-apis-for config securities-api)]
(if (= (count target-fns) 1)
((first target-fns) config securities-api exchange-apis)
(run-all-targets-in-separate-threads target-fns config securities-api exchange-apis))))
(run-all-targets-in-separate-threads target-fns config securities-api exchange-apis))
(skirmish.util/block-thread)))
(defn -main [& argv]
(let [config (-> "config.edn" clojure.java.io/resource read-config)
@@ -47,7 +48,7 @@
(if (seq target-fns)
(run-all-targets target-fns config)
(do
(timbre/info argv)
(timbre/info "target" target-fns "not found")
(timbre/info "all known targets are...")
(timbre/info (keys targets))))))
(timbre/warn argv)
(timbre/warn "target" target-fns "not found")
(timbre/warn "all known targets are...")
(timbre/warn (keys targets))))))
src/clj/skirmish/ledger/accounts.clj
+8 -2
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@@ -82,7 +82,12 @@
:db/ident :skirmish.security/interest-rate
:db/valueType :db.type/long
:db/cardinality :db.cardinality/one
:db/doc "The interest-rate payed by the security as a multiple of 0.01% (100 is 1% interest rate)."}])
:db/doc "The daily interest-rate payed by the security as a multiple of 0.01% (100 is 1% interest rate)."}
{
:db/ident :skirmish.security/inflation
:db/valueType :db.type/long
:db/cardinality :db.cardinality/one
:db/doc "The daily inflation as a multiple of 0.01% (100 is 1%)."}])
(def ledger-schema
[
@@ -120,7 +125,8 @@
:emitter "dapm private key"
:number-of-decimal 2
:symbol "რ"
:interest-rate 10}
:interest-rate (* 100 10)
:inflation (* 100 9)}
apbm #:skirmish.security{:sec-id :apbm
:name "apache beam"
:type :equity
src/clj/skirmish/ledger/core.clj
+77 -4
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@@ -12,12 +12,86 @@
[taoensso.timbre :as timbre]
[compojure.core :as compojure]
[clojure.spec.alpha :as s]
[infix.macros :refer [infix]]
[ring.middleware.cors :refer [wrap-cors]]))
;; the ledger is the central
(defn compute-simple-face-value [amount daily-interest-rate deposit-date value-date]
(let [min-in-milliseconds (infix 60 * 1000)
minute-interest-rate (infix daily-interest-rate / (24 * 60. * 10000.))
ite (quot (- (. value-date getTime) (. deposit-date getTime)) min-in-milliseconds)
base (infix 1 + minute-interest-rate)]
(infix amount * base ** ite)))
(defn- in-interval? [[_ start end] x]
(let [x-time (. x getTime)]
(and (<= (. start getTime) x-time)
(< x-time (. end getTime)))))
(defn- larger-then-interval? [[ _ start end] x]
(and (<= (. x getTime) (. end getTime))
(<= (. x getTime) (. start getTime))))
(defn- split-interest-rate-intervals [interest-rates-intervals deposit-date value-date]
(let [xf (comp (drop-while #((comp not in-interval?) % deposit-date))
(take-while #((comp not larger-then-interval?) % value-date)))
ret (into [] xf interest-rates-intervals)
ret (assoc-in ret [0 1] deposit-date)
ret (assoc-in ret [(-> ret count dec) 2] value-date)]
ret))
(defn- find-interest-rate-for [interest-rates-intervals d]
(if (in-interval? (first interest-rates-intervals) d)
(ffirst interest-rates-intervals)
(recur (rest interest-rates-intervals) d)))
(defn split-interest-rates [interest-rates deposit-date value-date]
(let [interest-rates (into [[0 (new java.util.Date 0)]] interest-rates)
interest-rates (conj interest-rates [0 (new java.util.Date Long/MAX_VALUE)])
interest-rates-intervals (partition 2 1 interest-rates)
interest-rates-intervals (map (juxt ffirst (comp second first) (comp second second)) interest-rates-intervals)]
(if (= deposit-date value-date)
[[(find-interest-rate-for interest-rates-intervals deposit-date) deposit-date value-date]]
(split-interest-rate-intervals interest-rates-intervals deposit-date value-date))))
(defn compute-face-value [amount interest-rates deposit-date value-date]
(loop [interest-rates (split-interest-rates interest-rates deposit-date value-date)
amount amount]
(let [[interest-rate start end] (first interest-rates)
amount (compute-simple-face-value amount interest-rate start end)]
(if (empty? (rest interest-rates))
(long amount)
(recur (rest interest-rates) amount)))))
(defn get-amount-in-account [db account-id]
(let [[amount sec-id date] (d/q '[:find [?amount ?sec ?v]
:in $ ?account-id
:where [?e :skirmish.ledger/owner-public-key ?account-id]
[?e :skirmish.ledger/amount ?amount ?tx]
[?e :skirmish.ledger/sec ?sec]
[?tx :db/txInstant ?v]] db account-id)
history (d/history db)
interest-rates (d/q '[:find ?interest-rate ?v
:in $ ?eid
:where [?eid :skirmish.security/interest-rate ?interest-rate ?tx]
[?tx :db/txInstant ?v]]
history sec-id)
face-value (compute-face-value amount
date
(sort-by second interest-rates)
(new java.util.Date))]
{:value face-value
:sec-id sec-id
:account-public-key (:skirmish.ledger/owner-public-key 333)}))
;; an :account-id is the public key of a
;; an :account-secret is an :acount-id private key
;; an :account-secret is an :account-id private key
(defn get-account-body [request account sec]
(if (nil? sec)
@@ -29,7 +103,6 @@
ret {:account beautify-account :sec-url sec-url}]
(build-response request ret))))
(defn get-account [conn]
"Returns the value of an account."
(fn [{{account-id :account-id} :route-params :as request}]
@@ -157,7 +230,7 @@
create securities.
payload
[:amount :acount]"
[:amount :account]"
(fn [{{sec-id-str :sec-id} :route-params body :body :as request}]
(try+
(let [emit-request (-> body get-body (get-emit-securities-request (keyword sec-id-str)))]
@@ -171,7 +244,7 @@
(let [sec-id->url #(routes/get-path-for :ledger/account {:account-id (name %)})
to-security-description #(hash-map :account-public-key % :url (sec-id->url %))
xf (comp cat (map to-security-description))
securities-info (sequence xf accounts)];;
securities-info (sequence xf accounts)]
{:accounts securities-info}))
src/clj/skirmish/util.clj
+1 -1
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@@ -1,6 +1,6 @@
(ns skirmish.util
(:require [clojure.core.async :as async])
(:import (skirmish PersistentSortedList)))
(:import [ skirmish PersistentSortedList]))
(defn sorted-list [& keys]
(PersistentSortedList/create (seq keys)))
src/cljs/skirmish/wui/components/home_page.cljs
+3 -1
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@@ -38,6 +38,8 @@
(defn page [state]
[:div
[:section.section
[:div.columns
[:div.container
[:img {:src "/images/amsterdam.svg"}]
[:img {:src "/images/amsterdam.svg"}]]]
[:div.columns.is-centered
[login state]]]])
test/clj/skirmish/ledger/core_test.clj
+6
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@@ -0,0 +1,6 @@
(ns skirmish.ledger.core-test
(:require [clojure.test :refer :all])
(:require [skirmish.ledger.core :refer [get-amount-in-account]]))
(deftest get-amount-in-account-test)
test/clj/skirmish/ledger/test_core.clj
+53 -2
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@@ -6,6 +6,7 @@
[skirmish.ledger.core :refer :all]
[skirmish.rest.util :refer [edn->stream]]
[clojure.spec.alpha :as s]
[infix.macros :refer [infix]]
[skirmish.ledger.accounts :refer [create-connection schema]]))
(defn spec-check [spec]
@@ -198,9 +199,59 @@
((get-account conn) req) => (spec-check ::status-404))))
(facts "about interest computation"
(fact "about very basic interest rates"
(let [amount 1000
interest-rate (* 10 100) ;; daily 10% interest rates
negative-interest-rate (- interest-rate)
start #inst"2020-09-05T00:00:00.000-00:00"
start+1d #inst"2020-09-06T00:00:00.000-00:00"
start+2d #inst"2020-09-07T00:00:00.000-00:00"]
(compute-simple-face-value amount interest-rate start start) => (roughly amount)
(compute-simple-face-value amount interest-rate start start+1d) => (roughly 1105.1670808)
(compute-simple-face-value amount interest-rate start start+2d) => (roughly 1221.3942766)
(compute-simple-face-value amount negative-interest-rate start start+2d) => (roughly 818.7250672)
(compute-simple-face-value amount 0 start start+2d) => (roughly amount)))
(fact "split-interest-rates"
(let [d-1d #inst"2020-09-04T00:00:00.000-00:00"
d-½d #inst"2020-09-04T12:00:00.000-00:00"
d #inst"2020-09-05T00:00:00.000-00:00"
d+½d #inst"2020-09-05T12:00:00.000-00:00"
d+1d #inst"2020-09-06T00:00:00.000-00:00"
d+1½d #inst"2020-09-06T12:00:00.000-00:00"
d+2d #inst"2020-09-07T00:00:00.000-00:00"
d+2½d #inst"2020-09-07T12:00:00.000-00:00"
d+3d #inst"2020-09-08T00:00:00.000-00:00"
d+3½d #inst"2020-09-08T12:00:00.000-00:00";;
interest-rates [[10 d] [15 d+1d] [20 d+2d]]]
(split-interest-rates interest-rates d+½d d+3d) => [[10 d+½d d+1d] [15 d+1d d+2d] [20 d+2d d+3d]]
(split-interest-rates interest-rates d+3d d+3½d) => [[20 d+3d d+3½d]]
(split-interest-rates interest-rates d-1d d-½d) => [[0 d-1d d-½d]]
(split-interest-rates interest-rates d d+½d) => [[10 d d+½d]]
(split-interest-rates interest-rates d+2½d d+2½d) => [[20 d+2½d d+2½d]]))
(fact "compute-face-value"
(let [d-1d #inst"2020-09-04T00:00:00.000-00:00"
d-½d #inst"2020-09-04T12:00:00.000-00:00"
d #inst"2020-09-05T00:00:00.000-00:00"
d+½d #inst"2020-09-05T12:00:00.000-00:00"
d+1d #inst"2020-09-06T00:00:00.000-00:00"
d+1½d #inst"2020-09-06T12:00:00.000-00:00"
d+2d #inst"2020-09-07T00:00:00.000-00:00"
d+2½d #inst"2020-09-07T12:00:00.000-00:00"
d+3d #inst"2020-09-08T00:00:00.000-00:00"
d+3½d #inst"2020-09-08T12:00:00.000-00:00"
amount 10000000
interest-rates [[10 d] [15 d+1d] [20 d+2d]]]
(compute-face-value amount interest-rates d+½d d+½d) => amount
(compute-face-value amount interest-rates d-1d d-½d) => amount
(compute-face-value amount interest-rates d-1d d+3d) => 10045101)))
;(split-interest-rates interest-rates d+3d d+½d) => [[10 d d+½d]])))
;; TOD
;; TODO
;; 4. transfer sec from one account to the other.
;; 5. account for interest