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9 changes: 6 additions & 3 deletions src/ammCalculator.ts
Original file line number Diff line number Diff line change
Expand Up @@ -438,13 +438,16 @@ function computePriceImpact(spotPrice: string, effectivePrice: string): string {

const spotScaled = spot.int * spot.scale + spot.frac;
const effectiveScaled = effective.int * effective.scale + effective.frac;
const commonScale = spot.scale > effective.scale ? spot.scale : effective.scale;
const spotCommon = spotScaled * (commonScale / spot.scale);
const effectiveCommon = effectiveScaled * (commonScale / effective.scale);

if (spotScaled === 0n) return "0.00";
if (spotCommon === 0n) return "0.00";

// (spot - effective) / spot * 100 with 4 decimal places of precision
const SCALE = 10000n;
const numerator = (spotScaled - effectiveScaled) * SCALE * 100n;
const denominator = spotScaled;
const numerator = (spotCommon - effectiveCommon) * SCALE * 100n;
const denominator = spotCommon;

if (numerator <= 0n) return "0.00";

Expand Down
6 changes: 5 additions & 1 deletion src/anomalyDetector.ts
Original file line number Diff line number Diff line change
Expand Up @@ -77,7 +77,11 @@ export class AnomalyDetector {
this.rapidCycleSeconds = options.rapidCycleSeconds ?? 300;
this.maxAmountVariance = options.maxAmountVariance ?? 0.8;
this.sensitivityThreshold = options.sensitivityThreshold ?? 0.8;
if (this.sensitivityThreshold <= 0 || this.sensitivityThreshold > 1) {
if (
!Number.isFinite(this.sensitivityThreshold) ||
this.sensitivityThreshold <= 0 ||
this.sensitivityThreshold > 1
) {
throw new RangeError("sensitivityThreshold must be in the range (0, 1]");
}
this.now = options.now ?? (() => Math.floor(Date.now() / 1000));
Expand Down
32 changes: 27 additions & 5 deletions src/invoiceBatchProcessor.ts
Original file line number Diff line number Diff line change
Expand Up @@ -53,9 +53,14 @@ function isRateLimitError(error: unknown): boolean {
return error instanceof Error && /429|rate.?limit|too many requests/i.test(error.message);
}

function isValidPauseMs(value: number): boolean {
return Number.isInteger(value) && value >= 0;
}

function retryAfterMs(error: unknown, fallbackMs: number): number {
const withRetryAfter = error as { retryAfterMs?: number } | undefined;
return typeof withRetryAfter?.retryAfterMs === "number" ? withRetryAfter.retryAfterMs : fallbackMs;
const candidate = withRetryAfter?.retryAfterMs;
return typeof candidate === "number" && isValidPauseMs(candidate) ? candidate : fallbackMs;
}

export class InvoiceBatchProcessor {
Expand All @@ -76,14 +81,29 @@ export class InvoiceBatchProcessor {
const maxConcurrent = config.maxConcurrent ?? DEFAULT_MAX_CONCURRENT;
const rateLimitPauseMs = config.rateLimitPauseMs ?? DEFAULT_RATE_LIMIT_PAUSE_MS;

if (!Number.isInteger(maxConcurrent) || maxConcurrent < 1) {
throw new RangeError("maxConcurrent must be a positive integer");
}

if (!isValidPauseMs(rateLimitPauseMs)) {
throw new RangeError("rateLimitPauseMs must be a non-negative integer");
}

let cursor = 0;
let pausedUntil = 0;
let slotSeq = 0;
const inFlight = new Map<number, Promise<{ slot: number; result: BatchInvoiceResult }>>();

const waitForGlobalPause = async (): Promise<void> => {
while (true) {
const wait = pausedUntil - Date.now();
if (wait <= 0) return;
await sleep(wait);
}
};

const runOne = async (invoiceId: string): Promise<BatchInvoiceResult> => {
const wait = pausedUntil - Date.now();
if (wait > 0) await sleep(wait);
await waitForGlobalPause();

const amount = config.amounts[invoiceId];
if (amount === undefined) {
Expand All @@ -103,7 +123,8 @@ export class InvoiceBatchProcessor {
return result;
} catch (error) {
if (isRateLimitError(error)) {
pausedUntil = Date.now() + retryAfterMs(error, rateLimitPauseMs);
const nextPausedUntil = Date.now() + retryAfterMs(error, rateLimitPauseMs);
pausedUntil = Math.max(pausedUntil, nextPausedUntil);
}
const result: BatchInvoiceResult = {
invoiceId,
Expand All @@ -125,7 +146,8 @@ export class InvoiceBatchProcessor {
);
};

for (let i = 0; i < maxConcurrent; i++) launch();
const initialLaunches = Math.min(maxConcurrent, invoiceIds.length);
for (let i = 0; i < initialLaunches; i++) launch();

while (inFlight.size > 0) {
const { slot, result } = await Promise.race(inFlight.values());
Expand Down
14 changes: 14 additions & 0 deletions test/ammCalculator.test.ts
Original file line number Diff line number Diff line change
Expand Up @@ -45,6 +45,20 @@ describe("estimateSwapOutput", () => {
expect(parseFloat(result.spotPrice)).toBeCloseTo(1.0);
});

it("normalizes integer and fractional prices before computing impact", () => {
const pool = makePool([
{ asset: ASSET_X, amount: "1000" },
{ asset: ASSET_Y, amount: "1000" },
]);

const result = estimateSwapOutput(pool, "100", ASSET_X);

expect(result.outputAmount).toBe("91");
expect(result.spotPrice).toBe("1");
expect(result.effectivePrice).toBe("0.91");
expect(result.priceImpactPercent).toBe("9.00");
});

it("returns zero output and zero price impact for zero input", () => {
const result = estimateSwapOutput(POOL, "0", ASSET_X);
expect(result.outputAmount).toBe("0");
Expand Down
14 changes: 14 additions & 0 deletions test/anomalyDetector.nan.test.ts
Original file line number Diff line number Diff line change
@@ -0,0 +1,14 @@
import { describe, expect, it } from "vitest";
import { AnomalyDetector } from "../src/anomalyDetector.js";

describe("AnomalyDetector sensitivityThreshold validation", () => {
it("rejects NaN instead of silently disabling score alerts", () => {
expect(() => new AnomalyDetector({ sensitivityThreshold: Number.NaN })).toThrow(
RangeError
);
});

it("still accepts finite values at the upper boundary", () => {
expect(() => new AnomalyDetector({ sensitivityThreshold: 1 })).not.toThrow();
});
});
49 changes: 49 additions & 0 deletions test/invoiceBatchProcessor.concurrency.test.ts
Original file line number Diff line number Diff line change
@@ -0,0 +1,49 @@
import { describe, it, expect, vi } from "vitest";
import { InvoiceBatchProcessor } from "../src/invoiceBatchProcessor.js";
import type { InvoicePaymentSubmitter } from "../src/invoiceBatchProcessor.js";

describe("InvoiceBatchProcessor – concurrency configuration", () => {
it.each([0, -1, 1.5, Number.NaN, Number.POSITIVE_INFINITY, Number.NEGATIVE_INFINITY])(
"rejects invalid maxConcurrent=%s before submitting",
async (maxConcurrent) => {
const submitPayment = vi.fn().mockResolvedValue({ txHash: "tx-inv1" });
const processor = new InvoiceBatchProcessor(
{ submitPayment } as InvoicePaymentSubmitter,
);

await expect(
processor.processAll(["inv1"], {
payer: "GPAYER",
amounts: { inv1: 1n },
maxConcurrent,
}),
).rejects.toThrow(new RangeError("maxConcurrent must be a positive integer"));

expect(submitPayment).not.toHaveBeenCalled();
},
);

it("caps initial launch attempts at the number of invoices", async () => {
const submitPayment = vi
.fn()
.mockImplementation(async ({ invoiceId }: { invoiceId: string }) => ({
txHash: `tx-${invoiceId}`,
}));
const processor = new InvoiceBatchProcessor(
{ submitPayment } as InvoicePaymentSubmitter,
);

const { succeeded, failed } = await processor.processAll(
["inv1", "inv2"],
{
payer: "GPAYER",
amounts: { inv1: 1n, inv2: 1n },
maxConcurrent: Number.MAX_SAFE_INTEGER,
},
);

expect(succeeded).toHaveLength(2);
expect(failed).toHaveLength(0);
expect(submitPayment).toHaveBeenCalledTimes(2);
});
});
142 changes: 142 additions & 0 deletions test/invoiceBatchProcessor.rateLimit.test.ts
Original file line number Diff line number Diff line change
@@ -0,0 +1,142 @@
import { describe, it, expect, vi } from "vitest";
import { InvoiceBatchProcessor } from "../src/invoiceBatchProcessor.js";
import type { InvoicePaymentSubmitter } from "../src/invoiceBatchProcessor.js";

function rateLimitError(retryAfterMs: number): Error & { retryAfterMs: number } {
return Object.assign(new Error("429 rate limit"), { retryAfterMs });
}

describe("InvoiceBatchProcessor – rate-limit authority", () => {
it.each([-1, 1.5, Number.NaN, Number.POSITIVE_INFINITY, Number.NEGATIVE_INFINITY])(
"rejects invalid rateLimitPauseMs=%s before submitting",
async (rateLimitPauseMs) => {
const submitPayment = vi.fn().mockResolvedValue({ txHash: "tx-inv1" });
const processor = new InvoiceBatchProcessor(
{ submitPayment } as InvoicePaymentSubmitter,
);

await expect(
processor.processAll(["inv1"], {
payer: "GPAYER",
amounts: { inv1: 1n },
rateLimitPauseMs,
}),
).rejects.toThrow(new RangeError("rateLimitPauseMs must be a non-negative integer"));

expect(submitPayment).not.toHaveBeenCalled();
},
);

it.each([-1, 1.5, Number.NaN, Number.POSITIVE_INFINITY, Number.NEGATIVE_INFINITY])(
"falls back when a 429 exposes malformed retryAfterMs=%s",
async (retryAfterMs) => {
vi.useFakeTimers();
try {
const submitPayment = vi
.fn()
.mockRejectedValueOnce(rateLimitError(retryAfterMs))
.mockResolvedValueOnce({ txHash: "tx-inv2" });
const processor = new InvoiceBatchProcessor(
{ submitPayment } as InvoicePaymentSubmitter,
);

const run = processor.processAll(["inv1", "inv2"], {
payer: "GPAYER",
amounts: { inv1: 1n, inv2: 1n },
maxConcurrent: 1,
rateLimitPauseMs: 100,
});

await vi.advanceTimersByTimeAsync(0);
expect(submitPayment).toHaveBeenCalledTimes(1);
await vi.advanceTimersByTimeAsync(99);
expect(submitPayment).toHaveBeenCalledTimes(1);
await vi.advanceTimersByTimeAsync(1);
await run;
expect(submitPayment).toHaveBeenCalledTimes(2);
} finally {
vi.useRealTimers();
}
},
);

it("does not let a shorter later 429 reduce an existing global pause", async () => {
vi.useFakeTimers();
try {
const submitPayment = vi.fn().mockImplementation(
({ invoiceId }: { invoiceId: string }) => {
if (invoiceId === "inv1") {
return Promise.reject(rateLimitError(1_000));
}
if (invoiceId === "inv2") {
return new Promise((_resolve, reject) => {
setTimeout(() => reject(rateLimitError(100)), 50);
});
}
return Promise.resolve({ txHash: `tx-${invoiceId}` });
},
);
const processor = new InvoiceBatchProcessor(
{ submitPayment } as InvoicePaymentSubmitter,
);

const run = processor.processAll(["inv1", "inv2", "inv3", "inv4"], {
payer: "GPAYER",
amounts: { inv1: 1n, inv2: 1n, inv3: 1n, inv4: 1n },
maxConcurrent: 2,
});

await vi.advanceTimersByTimeAsync(0);
expect(submitPayment).toHaveBeenCalledTimes(2);
await vi.advanceTimersByTimeAsync(200);
expect(submitPayment).toHaveBeenCalledTimes(2);
await vi.advanceTimersByTimeAsync(799);
expect(submitPayment).toHaveBeenCalledTimes(2);
await vi.advanceTimersByTimeAsync(1);
await run;
expect(submitPayment).toHaveBeenCalledTimes(4);
} finally {
vi.useRealTimers();
}
});

it("re-checks a shared pause when another in-flight 429 extends it", async () => {
vi.useFakeTimers();
try {
const submitPayment = vi.fn().mockImplementation(
({ invoiceId }: { invoiceId: string }) => {
if (invoiceId === "inv1") {
return Promise.reject(rateLimitError(100));
}
if (invoiceId === "inv2") {
return new Promise((_resolve, reject) => {
setTimeout(() => reject(rateLimitError(1_000)), 50);
});
}
return Promise.resolve({ txHash: `tx-${invoiceId}` });
},
);
const processor = new InvoiceBatchProcessor(
{ submitPayment } as InvoicePaymentSubmitter,
);

const run = processor.processAll(["inv1", "inv2", "inv3"], {
payer: "GPAYER",
amounts: { inv1: 1n, inv2: 1n, inv3: 1n },
maxConcurrent: 2,
});

await vi.advanceTimersByTimeAsync(0);
expect(submitPayment).toHaveBeenCalledTimes(2);
await vi.advanceTimersByTimeAsync(100);
expect(submitPayment).toHaveBeenCalledTimes(2);
await vi.advanceTimersByTimeAsync(949);
expect(submitPayment).toHaveBeenCalledTimes(2);
await vi.advanceTimersByTimeAsync(1);
await run;
expect(submitPayment).toHaveBeenCalledTimes(3);
} finally {
vi.useRealTimers();
}
});
});
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