Set loge level for org.berndpruenster.netlayer.tor.Tor to WARN (we get repeated logs about HS announced to network from netlayer - would be better to change in netlayer).
Make data request/response logs more visible with line breaks
When creating or taking an offer the user gets the choice to fund the
trade from an external wallet for potentially better privacy (avoid
coin merge if inputs from ext. wallet are kept separated). From
feedback it seems that most users are not using that option and then
they need to do that extra click on the "Fund from internal Bisq
wallet" button.
We offer a way to avoid that extra step if the user chooses
to use the internal wallet. We show at the first time a popup
with background info why funding from an external wallet could
improve privacy and if the user prefers to not use that to give them
an option to skip that step in future. In the settings we could add
a toggle to re-enable it again.
The review screen can be skipped if user chooses this feature,
leading to data entry > confirm rather than
data entry > fund > review > confirm.
This is useful in cases where a user did not receive the ticket
closure message:
The user messages the arbitrator asking for clarification.
Arbitrator re-opens the ticket and re-sends the closing message.
Previously the dispute message would only be sent once the DPT had
finished propagation. To a user it would appear as if nothing
happened and they would attempt to initiate the process again.
That would cause the DPT logic to fail (we already have an
open timer etc..) and the logic failing would result in no
happy path therefore no Dispute message being sent.
Testing confirmed there is no requirement for the dispute to be
chained on the successful propagation of the DPT to nodes.
Both the DPT and the dispute can be attempted again by the user
if necessary. Rebroadcasting an already published DPT causes
no harm. Re-sending the dispute message also causes no harm
as there is logic to detect if it already exists and handle it
gracefully.
Do not create a new observableArrayList in filterPaymentAccounts.
The reason why the wrong account gets selected is not completely clear to me. The selection handler gets called when the combobox gets filled and that overwrites the selected account from the data. It seems that the new observableArrayList in filterPaymentAccounts triggered that un-expected behaviour.
Short circuit the BigInteger arithmetic in 'AltcoinExchangeRate' &
'org.bitcoinj.utils.ExchangeRate' (from which the former is adapted), by
using ordinary long arithmetic when it is guaranteed not to overflow due
to the two quantities to be multiplied fitting in an int. This will be
the case most of the time. Also remove duplicated logic, to ensure that
all conversions of BTC amounts to volumes happen via the 'Price'
instance methods, so that the optimisation always applies.
In particular, this speeds up the BTC -> BSQ conversions in the burning
man view, as well as the USD price calculations for the candles in the
trades charts view via 'TradeStatistics3.getTradeVolume()'.
Additionally, fix the lazy initialisation pattern in TradeStatistics3 to
ensure that it is thread safe (that is, it only has benign data races),
by making it of the form:
Foo foo = this.foo;
if (foo == null) {
this.foo = foo = computeFoo();
}
return foo;
This avoids the problem that 'foo' is a nonvolatile field and can
therefore be seen to alternate any number of times between null and
nonnull from the PoV of the thread initialising it (at least when the
initialisation is racy).
Use the previously added 'ChartDataModel.toCachedTimeIntervalFn' to
additionally speed up some of the charts in the BSQ supply view, in
particular the trade fees & total burned BSQ, via the DaoChartDataModel
methods 'getBsqTradeFeeByInterval' & 'getTotalBurnedByInterval'. (The
other changes in the BSQ supply, such as proofs of burn or issuance, are
too infrequent to benefit from the LocalDate caching.)
For this to work, the filtered BSQ txs must be streamed in chronological
order, so provide local methods 'get[Burnt|Trade]FeeTxStream()', to use
in place of the DaoStateService methods 'get[Burnt|Trade]FeeTxs()',
which return unordered HashSets.
Now that the trade statistics are retrieved in chronological order,
optimise the per-interval BSQ & USD price and volume calculations in
PriceChartDataModel & VolumeChartDataModel, by adding caches to avoid
relatively expensive timezone calculations in TemporalAdjusterModel,
similarly to the cache added for 'ChartCalculations.roundToTick' (as
profiling shows 'TemporalAdjusterModel.toTimeInteval' is a hotspot).
Add a cache to speed up Instant -> LocalDate mappings by storing the
unix time (Instant) range of the last seen day (LocalDate) in a tuple,
then just returning that day if the next Instant falls in range. Also
add a cache of the last temporal adjustment (start of month, week, etc.)
of that day. In this way, successive calls to 'toTimeInteval(Instant)'
with input times on the same day are sped up.
Since TemporalAdjusterModel is used by multiple threads simultaneously,
store the caches in instance fields and add a 'withCache' method which
clones the model and enables the caching, since otherwise the separate
threads keep invalidating one another's caches, making it slower than it
would be without them. (We could use ThreadLocals, but profiling
suggests they are too heavyweight to be very useful here, so instead use
unsynchronised caching with nonfinal fields and benign data races.)
Provide the method 'ChartDataModel.toCachedTimeIntervalFn' which returns
a method reference to a cloned & cache-enabled TemporalAdjustedModel, to
use in place of the delegate method 'ChartDataModel.toTimeInterval' when
the caching is beneficial.
As profiling shows a hotspot mapping the set of trade statistics to a
list of currencies to pass to 'CurrencyList.updateWithCurrencies',
attempt to speed this up with a parallel stream. For this to work
correctly, take care to use the backing set (with unmodifiable wrapper)
in place of 'tradeStatisticsManager.getObservableTradeStatisticsSet()',
as ObservableSetWrapper doesn't delegate calls to its spliterator.
Reduce a hotspot sorting the trade statistics table, triggered by the
'sortedList.bind(comparatorProperty)' call upon completion of the
'fillList' future. Profiling shows that repeated invocation of the cell
value factory over the entries of the sorted column is a bottleneck, so
speed this up by caching the returned cell value (given by calling
'new ReadOnlyObjectWrapper<>(listItem)') as an instance field of
TradeStatistics3ListItem.
As a further significant optimisation, stream the trade statistics in
reverse chronological order, when collecting into a list wrapped by
SortedList, as this matches the default display order, reducing the
number of comparisons done by SortedList's internal mergesort to O(n).
Optimise (further) the ChartCalculations methods 'getItemsPerInterval' &
'getCandleData' by replacing HashSets in the former with sorted sets,
which avoids relatively expensive calls to 'TradeStatistics3.hashCode'
and needless subsequent re-sorting by date in 'getCandleData'. (Forming
the trade statistics into an ImmutableSortedSet, OTOH, is cheap since
they are already encountered in chronological order.)
Further optimise the latter by using a primitive array sort of the trade
prices to calculate their median, instead of needlessly boxing them and
using 'Collections.sort'.
Avoid calculating average prices for ticks that won't ever be part of a
visible chart candle, as only the last 90 ticks can fit on the chart. To
this end, stream the trade statistics in reverse chronological order
(which requires passing them as a NavigableSet), so that once more than
MAX_TICKS ticks have been encountered for a given tick unit, the
relevant map (and all lower granularity maps) can stop being filled up.
Also add a 'PriceAccumulator' static class to save time and memory when
filling up the intermediate maps, by avoiding the addition of each trade
statistics object to (multiple) temporary lists prior to average price
calculation.
Now that the trade statistics are encountered in chronological order,
speed up 'roundToTick(LocalDateTime, TickUnit)' by caching the last
calculated LocalDateTime -> Date mapping from the tick start (with one
cache entry per tick unit), as multiple successive trades will tend to
have the same tick start.
This avoids a relatively expensive '.atZone(..).toInstant()' call, which
was slowing down 'ChartCalculations.getUsdAveragePriceMapsPerTickUnit',
as it uses 'roundToTick' in a tight loop (#trades * #tick-units calls).
Also unqualify 'TradesChartsViewModel.TickUnit' references for brevity.
