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Add the fixAMMOfferRounding amendment: (#4983)
* Fix AMM offer rounding and low quality LOB offer blocking AMM: A single-path AMM offer with account offer on DEX, is always generated starting with the takerPays first, which is rounded up, and then the takerGets, which is rounded down. This rounding ensures that the pool's product invariant is maintained. However, when one of the offer's side is XRP, this rounding can result in the AMM offer having a lower quality, potentially causing offer generation to fail if the quality is lower than the account's offer quality. To address this issue, the proposed fix adjusts the offer generation process to start with the XRP side first and always rounds it down. This results in a smaller offer size, improving the offer's quality. Regardless if the offer has XRP or not, the rounding is done so that the offer size is minimized. This change still ensures the product invariant, as the other generated side is the exact result of the swap-in or swap-out equations. If a liquidity can be provided by both AMM and LOB offer on offer crossing then AMM offer is generated so that it matches LOB offer quality. If LOB offer quality is less than limit quality then generated AMM offer quality is also less than limit quality and the offer doesn't cross. To address this issue, if LOB quality is better than limit quality then use LOB quality to generate AMM offer. Otherwise, don't use the quality to generate AMM offer. In this case, limitOut() function in StrandFlow limits the out amount to match strand's quality to limit quality and consume maximum AMM liquidity.
This commit is contained in:
Gregory Tsipenyuk
committed by
GitHub
GitHub
parent
244ac5e024
commit
2705109592
@@ -37,6 +37,8 @@
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#include <utility>
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#include <vector>
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#include <boost/regex.hpp>
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namespace ripple {
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namespace test {
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@@ -2955,7 +2957,7 @@ private:
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// alice pays ~1.011USD in fees, which is ~10 times more
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// than carol's fee
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// 100.099431529USD swapped in for 100XRP
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if (!features[fixAMMRounding])
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if (!features[fixAMMv1_1])
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{
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BEAST_EXPECT(ammAlice.expectBalances(
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XRPAmount{13'000'000'668},
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@@ -2984,7 +2986,7 @@ private:
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}
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// carol pays ~9.94USD in fees, which is ~10 times more in
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// trading fees vs discounted fee.
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if (!features[fixAMMRounding])
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if (!features[fixAMMv1_1])
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{
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BEAST_EXPECT(
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env.balance(carol, USD) ==
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@@ -3009,7 +3011,7 @@ private:
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// carol pays ~1.008XRP in trading fee, which is
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// ~10 times more than the discounted fee.
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// 99.815876XRP is swapped in for 100USD
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if (!features[fixAMMRounding])
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if (!features[fixAMMv1_1])
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{
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BEAST_EXPECT(ammAlice.expectBalances(
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XRPAmount(13'100'824'790),
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@@ -3111,7 +3113,7 @@ private:
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IOUAmount{1'004'487'562112089, -9}));
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// Bob pays the full fee ~0.1USD
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env(pay(bob, alice, XRP(10)), path(~XRP), sendmax(USD(11)));
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if (!features[fixAMMRounding])
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if (!features[fixAMMv1_1])
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{
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BEAST_EXPECT(amm.expectBalances(
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XRPAmount{1'000'010'011},
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@@ -3520,7 +3522,7 @@ private:
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XRPAmount(10'030'082'730),
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STAmount(EUR, UINT64_C(9'970'007498125468), -12),
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ammEUR_XRP.tokens()));
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if (!features[fixAMMRounding])
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if (!features[fixAMMv1_1])
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{
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BEAST_EXPECT(ammUSD_EUR.expectBalances(
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STAmount(USD, UINT64_C(9'970'097277662122), -12),
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@@ -3621,7 +3623,7 @@ private:
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sendmax(XRP(200)),
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txflags(tfPartialPayment));
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env.close();
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if (!features[fixAMMRounding])
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if (!features[fixAMMv1_1])
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{
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BEAST_EXPECT(ammAlice.expectBalances(
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XRP(10'100), USD(10'000), ammAlice.tokens()));
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@@ -3833,7 +3835,7 @@ private:
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path(~USD),
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path(~ETH, ~EUR, ~USD),
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sendmax(XRP(200)));
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if (!features[fixAMMRounding])
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if (!features[fixAMMv1_1])
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{
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// XRP-ETH-EUR-USD
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// This path provides ~26.06USD/26.2XRP
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@@ -3914,7 +3916,7 @@ private:
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path(~EUR, ~BTC, ~USD),
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path(~ETH, ~EUR, ~BTC, ~USD),
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sendmax(XRP(200)));
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if (!features[fixAMMRounding])
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if (!features[fixAMMv1_1])
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{
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// XRP-EUR-BTC-USD path provides ~17.8USD/~18.7XRP
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// XRP-ETH-EUR-BTC-USD path provides ~82.2USD/82.4XRP
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@@ -3981,7 +3983,7 @@ private:
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path(~XRP, ~USD),
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sendmax(EUR(400)),
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txflags(tfPartialPayment | tfNoRippleDirect));
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if (!features[fixAMMRounding])
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if (!features[fixAMMv1_1])
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{
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// Carol gets ~29.91USD because of the AMM offers limit
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BEAST_EXPECT(ammAlice.expectBalances(
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@@ -4028,7 +4030,7 @@ private:
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txflags(tfPartialPayment | tfNoRippleDirect));
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BEAST_EXPECT(ammAlice.expectBalances(
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XRPAmount{10'101'010'102}, USD(9'900), ammAlice.tokens()));
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if (!features[fixAMMRounding])
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if (!features[fixAMMv1_1])
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{
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// Carol gets ~100USD
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BEAST_EXPECT(expectLine(
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@@ -4060,17 +4062,33 @@ private:
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env(offer(bob, XRP(100), USD(100.001)));
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AMM ammAlice(env, alice, XRP(10'000), USD(10'100));
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env(offer(carol, USD(100), XRP(100)));
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BEAST_EXPECT(ammAlice.expectBalances(
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XRPAmount{10'049'825'373},
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STAmount{USD, UINT64_C(10'049'92586949302), -11},
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ammAlice.tokens()));
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BEAST_EXPECT(expectOffers(
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env,
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bob,
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1,
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{{{XRPAmount{50'074'629},
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STAmount{USD, UINT64_C(50'07513050698), -11}}}}));
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BEAST_EXPECT(expectLine(env, carol, USD(30'100)));
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if (!features[fixAMMv1_1])
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{
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BEAST_EXPECT(ammAlice.expectBalances(
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XRPAmount{10'049'825'373},
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STAmount{USD, UINT64_C(10'049'92586949302), -11},
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ammAlice.tokens()));
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BEAST_EXPECT(expectOffers(
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env,
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bob,
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1,
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{{{XRPAmount{50'074'629},
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STAmount{USD, UINT64_C(50'07513050698), -11}}}}));
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}
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else
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{
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BEAST_EXPECT(ammAlice.expectBalances(
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XRPAmount{10'049'825'372},
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STAmount{USD, UINT64_C(10'049'92587049303), -11},
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ammAlice.tokens()));
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BEAST_EXPECT(expectOffers(
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env,
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bob,
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1,
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{{{XRPAmount{50'074'628},
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STAmount{USD, UINT64_C(50'07512950697), -11}}}}));
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BEAST_EXPECT(expectLine(env, carol, USD(30'100)));
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}
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}
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// Individually frozen account
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@@ -4342,7 +4360,7 @@ private:
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// Execute with CLOB offer
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prep(
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[&](Env& env) {
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if (!features[fixAMMRounding])
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if (!features[fixAMMv1_1])
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env(offer(
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LP1,
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XRPAmount{18'095'133},
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@@ -4352,7 +4370,7 @@ private:
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env(offer(
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LP1,
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XRPAmount{18'095'132},
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STAmount{TST, UINT64_C(1'68737984885387), -14}),
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STAmount{TST, UINT64_C(1'68737976189735), -14}),
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txflags(tfPassive));
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},
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[&](Env& env) {
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@@ -4584,7 +4602,7 @@ private:
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{{Amounts{
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STAmount{EUR, UINT64_C(5'025125628140703), -15},
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STAmount{USD, UINT64_C(5'025125628140703), -15}}}}));
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if (!features[fixAMMRounding])
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if (!features[fixAMMv1_1])
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{
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BEAST_EXPECT(ammAlice.expectBalances(
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STAmount{USD, UINT64_C(1'004'974874371859), -12},
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@@ -4624,7 +4642,7 @@ private:
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sendmax(EUR(15)),
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txflags(tfNoRippleDirect));
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BEAST_EXPECT(expectLine(env, ed, USD(2'010)));
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if (!features[fixAMMRounding])
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if (!features[fixAMMv1_1])
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{
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BEAST_EXPECT(expectLine(env, bob, EUR(1'990)));
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BEAST_EXPECT(ammAlice.expectBalances(
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@@ -4661,7 +4679,7 @@ private:
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sendmax(EUR(15)),
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txflags(tfNoRippleDirect));
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BEAST_EXPECT(expectLine(env, ed, USD(2'010)));
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if (!features[fixAMMRounding])
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if (!features[fixAMMv1_1])
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{
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BEAST_EXPECT(expectLine(
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env,
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@@ -4677,10 +4695,10 @@ private:
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BEAST_EXPECT(expectLine(
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env,
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bob,
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STAmount{EUR, UINT64_C(1'989'987453007616), -12}));
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STAmount{EUR, UINT64_C(1'989'987453007628), -12}));
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BEAST_EXPECT(ammAlice.expectBalances(
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USD(1'000),
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STAmount{EUR, UINT64_C(1'005'012546992384), -12},
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STAmount{EUR, UINT64_C(1'005'012546992372), -12},
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ammAlice.tokens()));
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}
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BEAST_EXPECT(expectOffers(env, carol, 0));
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@@ -5192,35 +5210,69 @@ private:
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BEAST_EXPECT(!amm->expectBalances(
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USD(1'000), ETH(1'000), amm->tokens()));
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}
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if (i == 2 && !features[fixAMMRounding])
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if (i == 2 && !features[fixAMMv1_1])
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{
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if (rates.first == 1.5)
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{
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BEAST_EXPECT(expectOffers(
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env,
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ed,
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1,
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{{Amounts{
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STAmount{
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ETH, UINT64_C(378'6327949540823), -13},
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STAmount{
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USD,
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UINT64_C(283'9745962155617),
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-13}}}}));
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if (!features[fixAMMv1_1])
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BEAST_EXPECT(expectOffers(
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env,
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ed,
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1,
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{{Amounts{
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STAmount{
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ETH,
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UINT64_C(378'6327949540823),
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-13},
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STAmount{
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USD,
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UINT64_C(283'9745962155617),
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-13}}}}));
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else
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BEAST_EXPECT(expectOffers(
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env,
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ed,
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1,
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{{Amounts{
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STAmount{
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ETH,
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UINT64_C(378'6327949540813),
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-13},
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STAmount{
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USD,
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UINT64_C(283'974596215561),
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-12}}}}));
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}
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else
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{
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BEAST_EXPECT(expectOffers(
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env,
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ed,
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1,
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{{Amounts{
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STAmount{
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ETH, UINT64_C(325'299461620749), -12},
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STAmount{
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USD,
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UINT64_C(243'9745962155617),
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-13}}}}));
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if (!features[fixAMMv1_1])
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BEAST_EXPECT(expectOffers(
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env,
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ed,
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1,
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{{Amounts{
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STAmount{
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ETH,
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UINT64_C(325'299461620749),
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-12},
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STAmount{
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USD,
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UINT64_C(243'9745962155617),
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-13}}}}));
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else
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BEAST_EXPECT(expectOffers(
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env,
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ed,
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1,
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{{Amounts{
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STAmount{
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ETH,
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UINT64_C(325'299461620748),
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-12},
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STAmount{
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USD,
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UINT64_C(243'974596215561),
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-12}}}}));
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}
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}
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else if (i == 2)
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@@ -5292,29 +5344,71 @@ private:
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{
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if (rates.first == 1.5)
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{
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BEAST_EXPECT(expectOffers(
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env, ed, 1, {{Amounts{ETH(400), USD(250)}}}));
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BEAST_EXPECT(expectOffers(
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env,
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alice,
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1,
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{{Amounts{
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STAmount{USD, UINT64_C(40'5694150420947), -13},
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STAmount{ETH, UINT64_C(64'91106406735152), -14},
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}}}));
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if (!features[fixAMMv1_1])
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{
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BEAST_EXPECT(expectOffers(
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env, ed, 1, {{Amounts{ETH(400), USD(250)}}}));
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BEAST_EXPECT(expectOffers(
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env,
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alice,
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1,
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{{Amounts{
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STAmount{
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USD, UINT64_C(40'5694150420947), -13},
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STAmount{
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ETH, UINT64_C(64'91106406735152), -14},
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}}}));
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}
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else
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{
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// Ed offer is partially crossed.
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// The updated rounding makes limitQuality
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// work if both amendments are enabled
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BEAST_EXPECT(expectOffers(
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env,
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ed,
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1,
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{{Amounts{
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STAmount{
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ETH, UINT64_C(335'0889359326475), -13},
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STAmount{
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USD, UINT64_C(209'4305849579047), -13},
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}}}));
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BEAST_EXPECT(expectOffers(env, alice, 0));
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}
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}
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else
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{
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// Ed offer is partially crossed.
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BEAST_EXPECT(expectOffers(
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env,
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ed,
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1,
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{{Amounts{
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STAmount{ETH, UINT64_C(335'0889359326485), -13},
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STAmount{USD, UINT64_C(209'4305849579053), -13},
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}}}));
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BEAST_EXPECT(expectOffers(env, alice, 0));
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if (!features[fixAMMv1_1])
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{
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// Ed offer is partially crossed.
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BEAST_EXPECT(expectOffers(
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env,
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ed,
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1,
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{{Amounts{
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STAmount{
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ETH, UINT64_C(335'0889359326485), -13},
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STAmount{
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USD, UINT64_C(209'4305849579053), -13},
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}}}));
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BEAST_EXPECT(expectOffers(env, alice, 0));
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}
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else
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{
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// Ed offer is partially crossed.
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BEAST_EXPECT(expectOffers(
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env,
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ed,
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1,
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{{Amounts{
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STAmount{
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ETH, UINT64_C(335'0889359326475), -13},
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STAmount{
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USD, UINT64_C(209'4305849579047), -13},
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}}}));
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BEAST_EXPECT(expectOffers(env, alice, 0));
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}
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}
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}
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}
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@@ -5361,7 +5455,7 @@ private:
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BEAST_EXPECT(expectLine(env, bob, USD(2'100)));
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if (i == 2 && !features[fixAMMRounding])
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if (i == 2 && !features[fixAMMv1_1])
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{
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if (rates.first == 1.5)
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{
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@@ -5557,6 +5651,222 @@ private:
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false);
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}
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void
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testFixChangeSpotPriceQuality(FeatureBitset features)
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{
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testcase("Fix changeSpotPriceQuality");
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using namespace jtx;
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enum class Status {
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SucceedShouldSucceedResize, // Succeed in pre-fix because
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// error allowance, succeed post-fix
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// because of offer resizing
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FailShouldSucceed, // Fail in pre-fix due to rounding,
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// succeed after fix because of XRP
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// side is generated first
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SucceedShouldFail, // Succeed in pre-fix, fail after fix
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// due to small quality difference
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Fail, // Both fail because the quality can't be matched
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Succeed // Both succeed
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};
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using enum Status;
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auto const xrpIouAmounts10_100 =
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TAmounts{XRPAmount{10}, IOUAmount{100}};
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auto const iouXrpAmounts10_100 =
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TAmounts{IOUAmount{10}, XRPAmount{100}};
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// clang-format off
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std::vector<std::tuple<std::string, std::string, Quality, std::uint16_t, Status>> tests = {
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//Pool In , Pool Out, Quality , Fee, Status
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{"0.001519763260828713", "1558701", Quality{5414253689393440221}, 1000, FailShouldSucceed},
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{"0.01099814367603737", "1892611", Quality{5482264816516900274}, 1000, FailShouldSucceed},
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{"0.78", "796599", Quality{5630392334958379008}, 1000, FailShouldSucceed},
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{"105439.2955578965", "49398693", Quality{5910869983721805038}, 400, FailShouldSucceed},
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{"12408293.23445213", "4340810521", Quality{5911611095910090752}, 997, FailShouldSucceed},
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{"1892611", "0.01099814367603737", Quality{6703103457950430139}, 1000, FailShouldSucceed},
|
||||
{"423028.8508101858", "3392804520", Quality{5837920340654162816}, 600, FailShouldSucceed},
|
||||
{"44565388.41001027", "73890647", Quality{6058976634606450001}, 1000, FailShouldSucceed},
|
||||
{"66831.68494832662", "16", Quality{6346111134641742975}, 0, FailShouldSucceed},
|
||||
{"675.9287302203422", "1242632304", Quality{5625960929244093294}, 300, FailShouldSucceed},
|
||||
{"7047.112186735699", "1649845866", Quality{5696855348026306945}, 504, FailShouldSucceed},
|
||||
{"840236.4402981238", "47419053", Quality{5982561601648018688}, 499, FailShouldSucceed},
|
||||
{"992715.618909774", "189445631733", Quality{5697835648288106944}, 815, SucceedShouldSucceedResize},
|
||||
{"504636667521", "185545883.9506651", Quality{6343802275337659280}, 503, SucceedShouldSucceedResize},
|
||||
{"992706.7218636649", "189447316000", Quality{5697835648288106944}, 797, SucceedShouldSucceedResize},
|
||||
{"1.068737911388205", "127860278877", Quality{5268604356368739396}, 293, SucceedShouldSucceedResize},
|
||||
{"17932506.56880419", "189308.6043676173", Quality{6206460598195440068}, 311, SucceedShouldSucceedResize},
|
||||
{"1.066379294658174", "128042251493", Quality{5268559341368739328}, 270, SucceedShouldSucceedResize},
|
||||
{"350131413924", "1576879.110907892", Quality{6487411636539049449}, 650, Fail},
|
||||
{"422093460", "2.731797662057464", Quality{6702911108534394924}, 1000, Fail},
|
||||
{"76128132223", "367172.7148422662", Quality{6487263463413514240}, 548, Fail},
|
||||
{"132701839250", "280703770.7695443", Quality{6273750681188885075}, 562, Fail},
|
||||
{"994165.7604612011", "189551302411", Quality{5697835592690668727}, 815, Fail},
|
||||
{"45053.33303227917", "86612695359", Quality{5625695218943638190}, 500, Fail},
|
||||
{"199649.077043865", "14017933007", Quality{5766034667318524880}, 324, Fail},
|
||||
{"27751824831.70903", "78896950", Quality{6272538159621630432}, 500, Fail},
|
||||
{"225.3731275781907", "156431793648", Quality{5477818047604078924}, 989, Fail},
|
||||
{"199649.077043865", "14017933007", Quality{5766036094462806309}, 324, Fail},
|
||||
{"3.590272027140361", "20677643641", Quality{5406056147042156356}, 808, Fail},
|
||||
{"1.070884664490231", "127604712776", Quality{5268620608623825741}, 293, Fail},
|
||||
{"3272.448829820197", "6275124076", Quality{5625710328924117902}, 81, Fail},
|
||||
{"0.009059512633902926", "7994028", Quality{5477511954775533172}, 1000, Fail},
|
||||
{"1", "1.0", Quality{0}, 100, Fail},
|
||||
{"1.0", "1", Quality{0}, 100, Fail},
|
||||
{"10", "10.0", Quality{xrpIouAmounts10_100}, 100, Fail},
|
||||
{"10.0", "10", Quality{iouXrpAmounts10_100}, 100, Fail},
|
||||
{"69864389131", "287631.4543025075", Quality{6487623473313516078}, 451, Succeed},
|
||||
{"4328342973", "12453825.99247381", Quality{6272522264364865181}, 997, Succeed},
|
||||
{"32347017", "7003.93031579449", Quality{6347261126087916670}, 1000, Succeed},
|
||||
{"61697206161", "36631.4583206413", Quality{6558965195382476659}, 500, Succeed},
|
||||
{"1654524979", "7028.659825511603", Quality{6487551345110052981}, 504, Succeed},
|
||||
{"88621.22277293179", "5128418948", Quality{5766347291552869205}, 380, Succeed},
|
||||
{"1892611", "0.01099814367603737", Quality{6703102780512015436}, 1000, Succeed},
|
||||
{"4542.639373338766", "24554809", Quality{5838994982188783710}, 0, Succeed},
|
||||
{"5132932546", "88542.99750172683", Quality{6419203342950054537}, 380, Succeed},
|
||||
{"78929964.1549083", "1506494795", Quality{5986890029845558688}, 589, Succeed},
|
||||
{"10096561906", "44727.72453735605", Quality{6487455290284644551}, 250, Succeed},
|
||||
{"5092.219565514988", "8768257694", Quality{5626349534958379008}, 503, Succeed},
|
||||
{"1819778294", "8305.084302902864", Quality{6487429398998540860}, 415, Succeed},
|
||||
{"6970462.633911943", "57359281", Quality{6054087899185946624}, 850, Succeed},
|
||||
{"3983448845", "2347.543644281467", Quality{6558965195382476659}, 856, Succeed},
|
||||
// This is a tiny offer 12drops/19321952e-15 it succeeds pre-amendment because of the error allowance.
|
||||
// Post amendment it is resized to 11drops/17711789e-15 but the quality is still less than
|
||||
// the target quality and the offer fails.
|
||||
{"771493171", "1.243473020567508", Quality{6707566798038544272}, 100, SucceedShouldFail},
|
||||
};
|
||||
// clang-format on
|
||||
|
||||
boost::regex rx("^\\d+$");
|
||||
boost::smatch match;
|
||||
// tests that succeed should have the same amounts pre-fix and post-fix
|
||||
std::vector<std::pair<STAmount, STAmount>> successAmounts;
|
||||
Env env(*this, features);
|
||||
auto rules = env.current()->rules();
|
||||
CurrentTransactionRulesGuard rg(rules);
|
||||
for (auto const& t : tests)
|
||||
{
|
||||
auto getPool = [&](std::string const& v, bool isXRP) {
|
||||
if (isXRP)
|
||||
return amountFromString(xrpIssue(), v);
|
||||
return amountFromString(noIssue(), v);
|
||||
};
|
||||
auto const& quality = std::get<Quality>(t);
|
||||
auto const tfee = std::get<std::uint16_t>(t);
|
||||
auto const status = std::get<Status>(t);
|
||||
auto const poolInIsXRP =
|
||||
boost::regex_search(std::get<0>(t), match, rx);
|
||||
auto const poolOutIsXRP =
|
||||
boost::regex_search(std::get<1>(t), match, rx);
|
||||
assert(!(poolInIsXRP && poolOutIsXRP));
|
||||
auto const poolIn = getPool(std::get<0>(t), poolInIsXRP);
|
||||
auto const poolOut = getPool(std::get<1>(t), poolOutIsXRP);
|
||||
try
|
||||
{
|
||||
auto const amounts = changeSpotPriceQuality(
|
||||
Amounts{poolIn, poolOut},
|
||||
quality,
|
||||
tfee,
|
||||
env.current()->rules(),
|
||||
env.journal);
|
||||
if (amounts)
|
||||
{
|
||||
if (status == SucceedShouldSucceedResize)
|
||||
{
|
||||
if (!features[fixAMMv1_1])
|
||||
BEAST_EXPECT(Quality{*amounts} < quality);
|
||||
else
|
||||
BEAST_EXPECT(Quality{*amounts} >= quality);
|
||||
}
|
||||
else if (status == Succeed)
|
||||
{
|
||||
if (!features[fixAMMv1_1])
|
||||
BEAST_EXPECT(
|
||||
Quality{*amounts} >= quality ||
|
||||
withinRelativeDistance(
|
||||
Quality{*amounts}, quality, Number{1, -7}));
|
||||
else
|
||||
BEAST_EXPECT(Quality{*amounts} >= quality);
|
||||
}
|
||||
else if (status == FailShouldSucceed)
|
||||
{
|
||||
BEAST_EXPECT(
|
||||
features[fixAMMv1_1] &&
|
||||
Quality{*amounts} >= quality);
|
||||
}
|
||||
else if (status == SucceedShouldFail)
|
||||
{
|
||||
BEAST_EXPECT(
|
||||
!features[fixAMMv1_1] &&
|
||||
Quality{*amounts} < quality &&
|
||||
withinRelativeDistance(
|
||||
Quality{*amounts}, quality, Number{1, -7}));
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// Fails pre- and post-amendment because the quality can't
|
||||
// be matched. Verify by generating a tiny offer, which
|
||||
// doesn't match the quality. Exclude zero quality since
|
||||
// no offer is generated in this case.
|
||||
if (status == Fail && quality != Quality{0})
|
||||
{
|
||||
auto tinyOffer = [&]() {
|
||||
if (isXRP(poolIn))
|
||||
{
|
||||
auto const takerPays = STAmount{xrpIssue(), 1};
|
||||
return Amounts{
|
||||
takerPays,
|
||||
swapAssetIn(
|
||||
Amounts{poolIn, poolOut},
|
||||
takerPays,
|
||||
tfee)};
|
||||
}
|
||||
else if (isXRP(poolOut))
|
||||
{
|
||||
auto const takerGets = STAmount{xrpIssue(), 1};
|
||||
return Amounts{
|
||||
swapAssetOut(
|
||||
Amounts{poolIn, poolOut},
|
||||
takerGets,
|
||||
tfee),
|
||||
takerGets};
|
||||
}
|
||||
auto const takerPays = toAmount<STAmount>(
|
||||
getIssue(poolIn), Number{1, -10} * poolIn);
|
||||
return Amounts{
|
||||
takerPays,
|
||||
swapAssetIn(
|
||||
Amounts{poolIn, poolOut}, takerPays, tfee)};
|
||||
}();
|
||||
BEAST_EXPECT(Quality(tinyOffer) < quality);
|
||||
}
|
||||
else if (status == FailShouldSucceed)
|
||||
{
|
||||
BEAST_EXPECT(!features[fixAMMv1_1]);
|
||||
}
|
||||
else if (status == SucceedShouldFail)
|
||||
{
|
||||
BEAST_EXPECT(features[fixAMMv1_1]);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (std::runtime_error const& e)
|
||||
{
|
||||
BEAST_EXPECT(
|
||||
!strcmp(e.what(), "changeSpotPriceQuality failed"));
|
||||
BEAST_EXPECT(
|
||||
!features[fixAMMv1_1] && status == FailShouldSucceed);
|
||||
}
|
||||
}
|
||||
|
||||
// Test negative discriminant
|
||||
{
|
||||
// b**2 - 4 * a * c -> 1 * 1 - 4 * 1 * 1 = -3
|
||||
auto const res =
|
||||
solveQuadraticEqSmallest(Number{1}, Number{1}, Number{1});
|
||||
BEAST_EXPECT(!res.has_value());
|
||||
}
|
||||
}
|
||||
|
||||
void
|
||||
testMalformed()
|
||||
{
|
||||
@@ -5895,18 +6205,14 @@ private:
|
||||
txflags(tfPartialPayment));
|
||||
env.close();
|
||||
|
||||
auto const failUsdGH = features[fixAMMRounding]
|
||||
? input.failUsdGHr
|
||||
: input.failUsdGH;
|
||||
auto const failUsdBIT = features[fixAMMRounding]
|
||||
? input.failUsdBITr
|
||||
: input.failUsdBIT;
|
||||
auto const goodUsdGH = features[fixAMMRounding]
|
||||
? input.goodUsdGHr
|
||||
: input.goodUsdGH;
|
||||
auto const goodUsdBIT = features[fixAMMRounding]
|
||||
? input.goodUsdBITr
|
||||
: input.goodUsdBIT;
|
||||
auto const failUsdGH =
|
||||
features[fixAMMv1_1] ? input.failUsdGHr : input.failUsdGH;
|
||||
auto const failUsdBIT =
|
||||
features[fixAMMv1_1] ? input.failUsdBITr : input.failUsdBIT;
|
||||
auto const goodUsdGH =
|
||||
features[fixAMMv1_1] ? input.goodUsdGHr : input.goodUsdGH;
|
||||
auto const goodUsdBIT =
|
||||
features[fixAMMv1_1] ? input.goodUsdBITr : input.goodUsdBIT;
|
||||
if (!features[fixAMMOverflowOffer])
|
||||
{
|
||||
BEAST_EXPECT(amm.expectBalances(
|
||||
@@ -5977,7 +6283,135 @@ private:
|
||||
{{xrpPool, iouPool}},
|
||||
889,
|
||||
std::nullopt,
|
||||
{jtx::supported_amendments() | fixAMMRounding});
|
||||
{jtx::supported_amendments() | fixAMMv1_1});
|
||||
}
|
||||
|
||||
void
|
||||
testFixAMMOfferBlockedByLOB(FeatureBitset features)
|
||||
{
|
||||
testcase("AMM Offer Blocked By LOB");
|
||||
using namespace jtx;
|
||||
|
||||
// Low quality LOB offer blocks AMM liquidity
|
||||
|
||||
// USD/XRP crosses AMM
|
||||
{
|
||||
Env env(*this, features);
|
||||
|
||||
fund(env, gw, {alice, carol}, XRP(1'000'000), {USD(1'000'000)});
|
||||
// This offer blocks AMM offer in pre-amendment
|
||||
env(offer(alice, XRP(1), USD(0.01)));
|
||||
env.close();
|
||||
|
||||
AMM amm(env, gw, XRP(200'000), USD(100'000));
|
||||
|
||||
// The offer doesn't cross AMM in pre-amendment code
|
||||
// It crosses AMM in post-amendment code
|
||||
env(offer(carol, USD(0.49), XRP(1)));
|
||||
env.close();
|
||||
|
||||
if (!features[fixAMMv1_1])
|
||||
{
|
||||
BEAST_EXPECT(amm.expectBalances(
|
||||
XRP(200'000), USD(100'000), amm.tokens()));
|
||||
BEAST_EXPECT(expectOffers(
|
||||
env, alice, 1, {{Amounts{XRP(1), USD(0.01)}}}));
|
||||
// Carol's offer is blocked by alice's offer
|
||||
BEAST_EXPECT(expectOffers(
|
||||
env, carol, 1, {{Amounts{USD(0.49), XRP(1)}}}));
|
||||
}
|
||||
else
|
||||
{
|
||||
BEAST_EXPECT(amm.expectBalances(
|
||||
XRPAmount(200'000'980'005), USD(99'999.51), amm.tokens()));
|
||||
BEAST_EXPECT(expectOffers(
|
||||
env, alice, 1, {{Amounts{XRP(1), USD(0.01)}}}));
|
||||
// Carol's offer crosses AMM
|
||||
BEAST_EXPECT(expectOffers(env, carol, 0));
|
||||
}
|
||||
}
|
||||
|
||||
// There is no blocking offer, the same AMM liquidity is consumed
|
||||
// pre- and post-amendment.
|
||||
{
|
||||
Env env(*this, features);
|
||||
|
||||
fund(env, gw, {alice, carol}, XRP(1'000'000), {USD(1'000'000)});
|
||||
// There is no blocking offer
|
||||
// env(offer(alice, XRP(1), USD(0.01)));
|
||||
|
||||
AMM amm(env, gw, XRP(200'000), USD(100'000));
|
||||
|
||||
// The offer crosses AMM
|
||||
env(offer(carol, USD(0.49), XRP(1)));
|
||||
env.close();
|
||||
|
||||
// The same result as with the blocking offer
|
||||
BEAST_EXPECT(amm.expectBalances(
|
||||
XRPAmount(200'000'980'005), USD(99'999.51), amm.tokens()));
|
||||
// Carol's offer crosses AMM
|
||||
BEAST_EXPECT(expectOffers(env, carol, 0));
|
||||
}
|
||||
|
||||
// XRP/USD crosses AMM
|
||||
{
|
||||
Env env(*this, features);
|
||||
fund(env, gw, {alice, carol, bob}, XRP(10'000), {USD(1'000)});
|
||||
|
||||
// This offer blocks AMM offer in pre-amendment
|
||||
// It crosses AMM in post-amendment code
|
||||
env(offer(bob, USD(1), XRPAmount(500)));
|
||||
env.close();
|
||||
AMM amm(env, alice, XRP(1'000), USD(500));
|
||||
env(offer(carol, XRP(100), USD(55)));
|
||||
env.close();
|
||||
if (!features[fixAMMv1_1])
|
||||
{
|
||||
BEAST_EXPECT(
|
||||
amm.expectBalances(XRP(1'000), USD(500), amm.tokens()));
|
||||
BEAST_EXPECT(expectOffers(
|
||||
env, bob, 1, {{Amounts{USD(1), XRPAmount(500)}}}));
|
||||
BEAST_EXPECT(expectOffers(
|
||||
env, carol, 1, {{Amounts{XRP(100), USD(55)}}}));
|
||||
}
|
||||
else
|
||||
{
|
||||
BEAST_EXPECT(amm.expectBalances(
|
||||
XRPAmount(909'090'909),
|
||||
STAmount{USD, UINT64_C(550'000000055), -9},
|
||||
amm.tokens()));
|
||||
BEAST_EXPECT(expectOffers(
|
||||
env,
|
||||
carol,
|
||||
1,
|
||||
{{Amounts{
|
||||
XRPAmount{9'090'909},
|
||||
STAmount{USD, 4'99999995, -8}}}}));
|
||||
BEAST_EXPECT(expectOffers(
|
||||
env, bob, 1, {{Amounts{USD(1), XRPAmount(500)}}}));
|
||||
}
|
||||
}
|
||||
|
||||
// There is no blocking offer, the same AMM liquidity is consumed
|
||||
// pre- and post-amendment.
|
||||
{
|
||||
Env env(*this, features);
|
||||
fund(env, gw, {alice, carol, bob}, XRP(10'000), {USD(1'000)});
|
||||
|
||||
AMM amm(env, alice, XRP(1'000), USD(500));
|
||||
env(offer(carol, XRP(100), USD(55)));
|
||||
env.close();
|
||||
BEAST_EXPECT(amm.expectBalances(
|
||||
XRPAmount(909'090'909),
|
||||
STAmount{USD, UINT64_C(550'000000055), -9},
|
||||
amm.tokens()));
|
||||
BEAST_EXPECT(expectOffers(
|
||||
env,
|
||||
carol,
|
||||
1,
|
||||
{{Amounts{
|
||||
XRPAmount{9'090'909}, STAmount{USD, 4'99999995, -8}}}}));
|
||||
}
|
||||
}
|
||||
|
||||
void
|
||||
@@ -5994,29 +6428,33 @@ private:
|
||||
testFeeVote();
|
||||
testInvalidBid();
|
||||
testBid(all);
|
||||
testBid(all - fixAMMRounding);
|
||||
testBid(all - fixAMMv1_1);
|
||||
testInvalidAMMPayment();
|
||||
testBasicPaymentEngine(all);
|
||||
testBasicPaymentEngine(all - fixAMMRounding);
|
||||
testBasicPaymentEngine(all - fixAMMv1_1);
|
||||
testAMMTokens();
|
||||
testAmendment();
|
||||
testFlags();
|
||||
testRippling();
|
||||
testAMMAndCLOB(all);
|
||||
testAMMAndCLOB(all - fixAMMRounding);
|
||||
testAMMAndCLOB(all - fixAMMv1_1);
|
||||
testTradingFee(all);
|
||||
testTradingFee(all - fixAMMRounding);
|
||||
testTradingFee(all - fixAMMv1_1);
|
||||
testAdjustedTokens();
|
||||
testAutoDelete();
|
||||
testClawback();
|
||||
testAMMID();
|
||||
testSelection(all);
|
||||
testSelection(all - fixAMMRounding);
|
||||
testSelection(all - fixAMMv1_1);
|
||||
testFixDefaultInnerObj();
|
||||
testMalformed();
|
||||
testFixOverflowOffer(all);
|
||||
testFixOverflowOffer(all - fixAMMRounding);
|
||||
testFixOverflowOffer(all - fixAMMv1_1);
|
||||
testSwapRounding();
|
||||
testFixChangeSpotPriceQuality(all);
|
||||
testFixChangeSpotPriceQuality(all - fixAMMv1_1);
|
||||
testFixAMMOfferBlockedByLOB(all);
|
||||
testFixAMMOfferBlockedByLOB(all - fixAMMv1_1);
|
||||
}
|
||||
};
|
||||
|
||||
|
||||
Reference in New Issue
Block a user