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Use payment flow code for offer crossing (RIPD-1094):

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Replace Taker.cpp with calls to the payment flow() code.

This change required a number of tweaks in the payment flow code.
These tweaks are conditionalized on whether or not offer crossing
is taking place.  The flag is explicitly passed as a parameter to
the flow code.

For testing, a class was added that identifies differences in the
contents of two PaymentSandboxes.  That code may be reusable in
the future.

None of the Taker offer crossing code is removed.  Both versions
of the code are co-resident to support an amendment cut-over.

The code that identifies differences between Taker and Flow offer
crossing is enabled by a feature.  That makes it easy to enable
or disable difference logging by changing the config file.  This
approach models what was done with the payment flow code.  The
differencing code should never be enabled on a production server.

Extensive offer crossing unit tests are added to examine and
verify the behavior of corner cases.  The tests are currently
configured to run against both Taker and Flow offer crossing.
This gives us confidence that most cases run identically and
some of the (few) differences in behavior are documented.
This commit is contained in:
Scott Schurr
2016-03-15 17:17:09 -07:00
parent 2cd55ebf98
commit 369909df84
50 changed files with 5367 additions and 711 deletions
Download Patch File Download Diff File Expand all files Collapse all files

450
src/ripple/app/paths/impl/BookStep.cpp
View File

@@ -39,21 +39,15 @@
namespace ripple {
template<class TIn, class TOut>
class TOffer;
template<class TIn, class TOut>
struct TAmounts;
template<class TIn, class TOut>
class BookStep : public StepImp<TIn, TOut, BookStep<TIn, TOut>>
template<class TIn, class TOut, class TDerived>
class BookStep : public StepImp<TIn, TOut, BookStep<TIn, TOut, TDerived>>
{
private:
protected:
static constexpr uint32_t maxOffersToConsume_ = 2000;
Book book_;
AccountID strandSrc_;
AccountID strandDst_;
// Charge transfer fees whan the prev step redeems
// Charge transfer fees when the prev step redeems
Step const* const prevStep_ = nullptr;
bool const ownerPaysTransferFee_;
beast::Journal j_;
@@ -72,19 +66,15 @@ private:
boost::optional<Cache> cache_;
public:
BookStep (Issue const& in,
Issue const& out,
AccountID const& strandSrc,
AccountID const& strandDst,
Step const* prevStep,
bool ownerPaysTransferFee,
beast::Journal j)
BookStep (StrandContext const& ctx,
Issue const& in,
Issue const& out)
: book_ (in, out)
, strandSrc_ (strandSrc)
, strandDst_ (strandDst)
, prevStep_ (prevStep)
, ownerPaysTransferFee_ (ownerPaysTransferFee)
, j_ (j)
, strandSrc_ (ctx.strandSrc)
, strandDst_ (ctx.strandDst)
, prevStep_ (ctx.prevStep)
, ownerPaysTransferFee_ (ctx.ownerPaysTransferFee)
, j_ (ctx.j)
{
}
@@ -121,6 +111,9 @@ public:
return book_;
}
boost::optional<Quality>
qualityUpperBound(ReadView const& v, bool& redeems) const override;
std::pair<TIn, TOut>
revImp (
PaymentSandbox& sb,
@@ -144,6 +137,19 @@ public:
// Check for errors frozen constraints.
TER check(StrandContext const& ctx) const;
protected:
std::string logStringImpl (char const* name) const
{
std::ostringstream ostr;
ostr <<
name << ": " <<
"\ninIss: " << book_.in.account <<
"\noutIss: " << book_.out.account <<
"\ninCur: " << book_.in.currency <<
"\noutCur: " << book_.out.currency;
return ostr.str ();
}
private:
friend bool operator==(BookStep const& lhs, BookStep const& rhs)
{
@@ -157,34 +163,267 @@ private:
bool equal (Step const& rhs) const override;
// Iterate through the offers at the best quality in a book.
// Unfunded offers and bad offers are skipped (and returned).
// callback is called with the offer SLE, taker pays, taker gets.
// If callback returns false, don't process any more offers.
// Return the unfunded and bad offers and the number of offers consumed.
template <class Callback>
std::pair<boost::container::flat_set<uint256>, std::uint32_t>
forEachOffer (
PaymentSandbox& sb,
ApplyView& afView,
bool prevStepRedeems,
Callback& callback) const;
void consumeOffer (PaymentSandbox& sb,
TOffer<TIn, TOut>& offer,
TAmounts<TIn, TOut> const& ofrAmt,
TAmounts<TIn, TOut> const& stepAmt,
TOut const& ownerGives) const;
};
//------------------------------------------------------------------------------
// Flow is used in two different circumstances for transferring funds:
// o Payments, and
// o Offer crossing.
// The rules for handling funds in these two cases are almost, but not
// quite, the same.
// Payment BookStep template class (not offer crossing).
template<class TIn, class TOut>
class BookPaymentStep
: public BookStep<TIn, TOut, BookPaymentStep<TIn, TOut>>
{
public:
using BookStep<TIn, TOut, BookPaymentStep<TIn, TOut>>::BookStep;
using BookStep<TIn, TOut, BookPaymentStep<TIn, TOut>>::qualityUpperBound;
// Never limit self cross quality on a payment.
bool limitSelfCrossQuality (AccountID const&, AccountID const&,
TOffer<TIn, TOut> const& offer, boost::optional<Quality>&,
FlowOfferStream<TIn, TOut>&, bool) const
{
return false;
}
// A payment can look at offers of any quality
bool checkQualityThreshold(TOffer<TIn, TOut> const& offer) const
{
return true;
}
// For a payment ofrInRate is always the same as trIn.
std::uint32_t getOfrInRate (
Step const*, TOffer<TIn, TOut> const&, std::uint32_t trIn) const
{
return trIn;
}
// For a payment ofrOutRate is always the same as trOut.
std::uint32_t getOfrOutRate (Step const*, TOffer<TIn, TOut> const&,
AccountID const&, std::uint32_t trOut) const
{
return trOut;
}
Quality
qualityUpperBound(ReadView const& v,
Quality const& ofrQ,
bool prevStepRedeems) const
{
// Charge the offer owner, not the sender
// Charge a fee even if the owner is the same as the issuer
// (the old code does not charge a fee)
// Calculate amount that goes to the taker and the amount charged the
// offer owner
auto rate = [&](AccountID const& id) {
if (isXRP(id) || id == this->strandDst_)
return parityRate;
return transferRate(v, id);
};
auto const trIn =
prevStepRedeems ? rate(this->book_.in.account) : parityRate;
// Always charge the transfer fee, even if the owner is the issuer
auto const trOut =
this->ownerPaysTransferFee_
? rate(this->book_.out.account)
: parityRate;
Quality const q1{getRate(STAmount(trOut.value), STAmount(trIn.value))};
return composed_quality(q1, ofrQ);
}
std::string logString () const override
{
std::ostringstream ostr;
ostr <<
"BookStep" <<
"\ninIss: " << book_.in.account <<
"\noutIss: " << book_.out.account <<
"\ninCur: " << book_.in.currency <<
"\noutCur: " << book_.out.currency;
return ostr.str ();
return this->logStringImpl ("BookPaymentStep");
}
};
template <class TIn, class TOut>
bool BookStep<TIn, TOut>::equal (Step const& rhs) const
// Offer crossing BookStep template class (not a payment).
template<class TIn, class TOut>
class BookOfferCrossingStep
: public BookStep<TIn, TOut, BookOfferCrossingStep<TIn, TOut>>
{
if (auto bs = dynamic_cast<BookStep<TIn, TOut> const*>(&rhs))
using BookStep<TIn, TOut, BookOfferCrossingStep<TIn, TOut>>::qualityUpperBound;
private:
// Helper function that throws if the optional passed to the constructor
// is none.
static Quality getQuality (boost::optional<Quality> const& limitQuality)
{
// It's really a programming error if the quality is missing.
assert (limitQuality);
if (!limitQuality)
Throw<FlowException> (tefINTERNAL, "Offer requires quality.");
return *limitQuality;
}
public:
BookOfferCrossingStep (
StrandContext const& ctx, Issue const& in, Issue const& out)
: BookStep<TIn, TOut, BookOfferCrossingStep<TIn, TOut>> (ctx, in, out)
, defaultPath_ (ctx.isDefaultPath)
, qualityThreshold_ (getQuality (ctx.limitQuality))
{
}
bool limitSelfCrossQuality (AccountID const& strandSrc,
AccountID const& strandDst, TOffer<TIn, TOut> const& offer,
boost::optional<Quality>& ofrQ, FlowOfferStream<TIn, TOut>& offers,
bool const offerAttempted) const
{
// This method supports some correct but slightly surprising
// behavior in offer crossing. The scenario:
//
// o alice has already created one or more offers.
// o alice creates another offer that can be directly crossed (not
// autobridged) by one or more of her previously created offer(s).
//
// What does the offer crossing do?
//
// o The offer crossing could go ahead and cross the offers leaving
// either one reduced offer (partial crossing) or zero offers
// (exact crossing) in the ledger. We don't do this. And, really,
// the offer creator probably didn't want us to.
//
// o We could skip over the self offer in the book and only cross
// offers that are not our own. This would make a lot of sense,
// but we don't do it. Part of the rationale is that we can only
// operate on the tip of the order book. We can't leave an offer
// behind -- it would sit on the tip and block access to other
// offers.
//
// o We could delete the self-crossable offer(s) off the tip of the
// book and continue with offer crossing. That's what we do.
//
// To support this scenario offer crossing has a special rule. If:
// a. We're offer crossing using default path (no autobridging), and
// b. The offer's quality is at least as good as our quality, and
// c. We're about to cross one of our own offers, then
// d. Delete the old offer from the ledger.
if (defaultPath_ && offer.quality() >= qualityThreshold_ &&
strandSrc == offer.owner() && strandDst == offer.owner())
{
// Remove this offer even if no crossing occurs.
offers.permRmOffer (offer.key());
// If no offers have been attempted yet then it's okay to move to
// a different quality.
if (!offerAttempted)
ofrQ = boost::none;
// Return true so the current offer will be deleted.
return true;
}
return false;
}
// Offer crossing can prune the offers it needs to look at with a
// quality threshold.
bool checkQualityThreshold(TOffer<TIn, TOut> const& offer) const
{
return !defaultPath_ || offer.quality() >= qualityThreshold_;
}
// For offer crossing don't pay the transfer fee if alice is paying alice.
// A regular (non-offer-crossing) payment does not apply this rule.
std::uint32_t getOfrInRate (Step const* prevStep,
TOffer<TIn, TOut> const& offer, std::uint32_t trIn) const
{
auto const srcAcct = prevStep ?
prevStep->directStepSrcAcct() :
boost::none;
return // If offer crossing
srcAcct && // && prevStep is DirectI
offer.owner() == *srcAcct // && src is offer owner
? QUALITY_ONE : trIn; // then rate = QUALITY_ONE
}
// See comment on getOfrInRate().
std::uint32_t getOfrOutRate (
Step const* prevStep, TOffer<TIn, TOut> const& offer,
AccountID const& strandDst, std::uint32_t trOut) const
{
return // If offer crossing
prevStep && prevStep->bookStepBook() && // && prevStep is BookStep
offer.owner() == strandDst // && dest is offer owner
? QUALITY_ONE : trOut; // then rate = QUALITY_ONE
}
Quality
qualityUpperBound(ReadView const& v,
Quality const& ofrQ,
bool prevStepRedeems) const
{
// Offer x-ing does not charge a transfer fee when the offer's owner
// is the same as the strand dst. It is important that `qualityUpperBound`
// is an upper bound on the quality (it is used to ignore strands
// whose quality cannot meet a minimum threshold). When calculating
// quality assume no fee is charged, or the estimate will no longer
// be an upper bound.
return ofrQ;
}
std::string logString () const override
{
return this->logStringImpl ("BookOfferCrossingStep");
}
private:
bool const defaultPath_;
Quality const qualityThreshold_;
};
//------------------------------------------------------------------------------
template <class TIn, class TOut, class TDerived>
bool BookStep<TIn, TOut, TDerived>::equal (Step const& rhs) const
{
if (auto bs = dynamic_cast<BookStep<TIn, TOut, TDerived> const*>(&rhs))
return book_ == bs->book_;
return false;
}
template <class TIn, class TOut, class TDerived>
boost::optional<Quality>
BookStep<TIn, TOut, TDerived>::qualityUpperBound(
ReadView const& v, bool& redeems) const
{
auto const prevStepRedeems = redeems;
redeems = this->redeems(v, true);
// This can be simplified (and sped up) if directories are never empty.
Sandbox sb(&v, tapNONE);
BookTip bt(sb, book_);
if (!bt.step(j_))
return boost::none;
return static_cast<TDerived const*>(this)->qualityUpperBound(
v, bt.quality(), prevStepRedeems);
}
// Adjust the offer amount and step amount subject to the given input limit
template <class TIn, class TOut>
@@ -231,67 +470,76 @@ void limitStepOut (Quality const& ofrQ,
}
}
/* Iterate through the offers at the best quality in a book.
Unfunded offers and bad offers are skipped (and returned).
TakerGets/Taker pays reflects funding.
callback is called with the offer SLE, taker pays, taker gets.
If callback returns false, don't process any more offers.
Return the unfunded and bad offers and the number of offers consumed.
*/
template <class TAmtIn, class TAmtOut, class Callback>
static
template <class TIn, class TOut, class TDerived>
template <class Callback>
std::pair<boost::container::flat_set<uint256>, std::uint32_t>
forEachOffer (
BookStep<TIn, TOut, TDerived>::forEachOffer (
PaymentSandbox& sb,
ApplyView& afView,
Book const& book,
AccountID const& src,
AccountID const& dst,
bool prevStepRedeems,
bool ownerPaysTransferFee,
Callback& callback,
std::uint32_t limit,
beast::Journal j)
Callback& callback) const
{
// Charge the offer owner, not the sender
// Charge a fee even if the owner is the same as the issuer
// (the old code does not charge a fee)
// Calculate amount that goes to the taker and the amount charged the offer owner
auto rate = [&](AccountID const& id)->std::uint32_t
auto rate = [this, &sb](AccountID const& id)->std::uint32_t
{
if (isXRP (id) || id == dst)
if (isXRP (id) || id == this->strandDst_)
return QUALITY_ONE;
return transferRate (sb, id).value;
};
std::uint32_t const trIn = prevStepRedeems
? rate (book.in.account)
? rate (book_.in.account)
: QUALITY_ONE;
// Always charge the transfer fee, even if the owner is the issuer
std::uint32_t const trOut = ownerPaysTransferFee
? rate (book.out.account)
std::uint32_t const trOut = ownerPaysTransferFee_
? rate (book_.out.account)
: QUALITY_ONE;
typename FlowOfferStream<TAmtIn, TAmtOut>::StepCounter counter (limit, j);
FlowOfferStream<TAmtIn, TAmtOut> offers (
sb, afView, book, sb.parentCloseTime (), counter, j);
typename FlowOfferStream<TIn, TOut>::StepCounter
counter (maxOffersToConsume_, j_);
FlowOfferStream<TIn, TOut> offers (
sb, afView, book_, sb.parentCloseTime (), counter, j_);
bool offerAttempted = false;
boost::optional<Quality> ofrQ;
while (offers.step ())
{
auto& offer = offers.tip ();
// Note that offer.quality() returns a (non-optional) Quality. So
// ofrQ is always safe to use below this point in the loop.
if (!ofrQ)
ofrQ = offer.quality ();
else if (*ofrQ != offer.quality ())
break;
if (static_cast<TDerived const*>(this)->limitSelfCrossQuality (
strandSrc_, strandDst_, offer, ofrQ, offers, offerAttempted))
continue;
if (! static_cast<TDerived const*>(this)->checkQualityThreshold(offer))
break;
auto const ofrInRate =
static_cast<TDerived const*>(this)->getOfrInRate (
prevStep_, offer, trIn);
auto const ofrOutRate =
static_cast<TDerived const*>(this)->getOfrOutRate (
prevStep_, offer, strandDst_, trOut);
auto ofrAmt = offer.amount ();
auto stpAmt = make_Amounts (
mulRatio (ofrAmt.in, trIn, QUALITY_ONE, /*roundUp*/ true),
mulRatio (ofrAmt.in, ofrInRate, QUALITY_ONE, /*roundUp*/ true),
ofrAmt.out);
// owner pays the transfer fee
// owner pays the transfer fee.
auto ownerGives =
mulRatio (ofrAmt.out, trOut, QUALITY_ONE, /*roundUp*/ false);
mulRatio (ofrAmt.out, ofrOutRate, QUALITY_ONE, /*roundUp*/ false);
auto const funds =
(offer.owner () == offer.issueOut ().account)
@@ -303,21 +551,23 @@ forEachOffer (
// We already know offer.owner()!=offer.issueOut().account
ownerGives = funds;
stpAmt.out = mulRatio (
ownerGives, QUALITY_ONE, trOut, /*roundUp*/ false);
ownerGives, QUALITY_ONE, ofrOutRate, /*roundUp*/ false);
ofrAmt = ofrQ->ceil_out (ofrAmt, stpAmt.out);
stpAmt.in = mulRatio (
ofrAmt.in, trIn, QUALITY_ONE, /*roundUp*/ true);
ofrAmt.in, ofrInRate, QUALITY_ONE, /*roundUp*/ true);
}
if (!callback (offer, ofrAmt, stpAmt, ownerGives, trIn, trOut))
offerAttempted = true;
if (!callback (
offer, ofrAmt, stpAmt, ownerGives, ofrInRate, ofrOutRate))
break;
}
return {offers.permToRemove (), counter.count()};
}
template <class TIn, class TOut>
void BookStep<TIn, TOut>::consumeOffer (
template <class TIn, class TOut, class TDerived>
void BookStep<TIn, TOut, TDerived>::consumeOffer (
PaymentSandbox& sb,
TOffer<TIn, TOut>& offer,
TAmounts<TIn, TOut> const& ofrAmt,
@@ -355,9 +605,9 @@ auto sum (TCollection const& col)
return std::accumulate (col.begin () + 1, col.end (), *col.begin ());
};
template<class TIn, class TOut>
template<class TIn, class TOut, class TDerived>
std::pair<TIn, TOut>
BookStep<TIn, TOut>::revImp (
BookStep<TIn, TOut, TDerived>::revImp (
PaymentSandbox& sb,
ApplyView& afView,
boost::container::flat_set<uint256>& ofrsToRm,
@@ -427,9 +677,7 @@ BookStep<TIn, TOut>::revImp (
{
auto const prevStepRedeems = prevStep_ && prevStep_->redeems (sb, false);
auto const r = forEachOffer<TIn, TOut> (sb, afView, book_, strandSrc_,
strandDst_, prevStepRedeems, ownerPaysTransferFee_, eachOffer,
maxOffersToConsume_, j_);
auto const r = forEachOffer (sb, afView, prevStepRedeems, eachOffer);
boost::container::flat_set<uint256> toRm = std::move(std::get<0>(r));
std::uint32_t const offersConsumed = std::get<1>(r);
ofrsToRm.insert (boost::container::ordered_unique_range_t{},
@@ -466,9 +714,9 @@ BookStep<TIn, TOut>::revImp (
return {result.in, result.out};
}
template<class TIn, class TOut>
template<class TIn, class TOut, class TDerived>
std::pair<TIn, TOut>
BookStep<TIn, TOut>::fwdImp (
BookStep<TIn, TOut, TDerived>::fwdImp (
PaymentSandbox& sb,
ApplyView& afView,
boost::container::flat_set<uint256>& ofrsToRm,
@@ -583,9 +831,7 @@ BookStep<TIn, TOut>::fwdImp (
{
auto const prevStepRedeems = prevStep_ && prevStep_->redeems (sb, true);
auto const r = forEachOffer<TIn, TOut> (sb, afView, book_, strandSrc_,
strandDst_, prevStepRedeems, ownerPaysTransferFee_, eachOffer,
maxOffersToConsume_, j_);
auto const r = forEachOffer (sb, afView, prevStepRedeems, eachOffer);
boost::container::flat_set<uint256> toRm = std::move(std::get<0>(r));
std::uint32_t const offersConsumed = std::get<1>(r);
ofrsToRm.insert (boost::container::ordered_unique_range_t{},
@@ -622,9 +868,9 @@ BookStep<TIn, TOut>::fwdImp (
return {result.in, result.out};
}
template<class TIn, class TOut>
template<class TIn, class TOut, class TDerived>
std::pair<bool, EitherAmount>
BookStep<TIn, TOut>::validFwd (
BookStep<TIn, TOut, TDerived>::validFwd (
PaymentSandbox& sb,
ApplyView& afView,
EitherAmount const& in)
@@ -661,9 +907,9 @@ BookStep<TIn, TOut>::validFwd (
return {true, EitherAmount (cache_->out)};
}
template<class TIn, class TOut>
template<class TIn, class TOut, class TDerived>
TER
BookStep<TIn, TOut>::check(StrandContext const& ctx) const
BookStep<TIn, TOut, TDerived>::check(StrandContext const& ctx) const
{
if (book_.in == book_.out)
{
@@ -721,11 +967,11 @@ namespace test
{
// Needed for testing
template <class TIn, class TOut>
template <class TIn, class TOut, class TDerived>
static
bool equalHelper (Step const& step, ripple::Book const& book)
{
if (auto bs = dynamic_cast<BookStep<TIn, TOut> const*> (&step))
if (auto bs = dynamic_cast<BookStep<TIn, TOut, TDerived> const*> (&step))
return book == bs->book ();
return false;
}
@@ -735,13 +981,17 @@ bool bookStepEqual (Step const& step, ripple::Book const& book)
bool const inXRP = isXRP (book.in.currency);
bool const outXRP = isXRP (book.out.currency);
if (inXRP && outXRP)
return equalHelper<XRPAmount, XRPAmount> (step, book);
return equalHelper<XRPAmount, XRPAmount,
BookPaymentStep<XRPAmount, XRPAmount>> (step, book);
if (inXRP && !outXRP)
return equalHelper<XRPAmount, IOUAmount> (step, book);
return equalHelper<XRPAmount, IOUAmount,
BookPaymentStep<XRPAmount, IOUAmount>> (step, book);
if (!inXRP && outXRP)
return equalHelper<IOUAmount, XRPAmount> (step, book);
return equalHelper<IOUAmount, XRPAmount,
BookPaymentStep<IOUAmount, XRPAmount>> (step, book);
if (!inXRP && !outXRP)
return equalHelper<IOUAmount, IOUAmount> (step, book);
return equalHelper<IOUAmount, IOUAmount,
BookPaymentStep<IOUAmount, IOUAmount>> (step, book);
return false;
}
}
@@ -756,14 +1006,26 @@ make_BookStepHelper (
Issue const& in,
Issue const& out)
{
auto r = std::make_unique<BookStep<TIn, TOut>> (
in, out, ctx.strandSrc, ctx.strandDst, ctx.prevStep,
ctx.ownerPaysTransferFee, ctx.j);
auto ter = r->check (ctx);
TER ter = tefINTERNAL;
std::unique_ptr<Step> r;
if (ctx.offerCrossing)
{
auto offerCrossingStep =
std::make_unique<BookOfferCrossingStep<TIn, TOut>> (ctx, in, out);
ter = offerCrossingStep->check (ctx);
r = std::move (offerCrossingStep);
}
else // payment
{
auto paymentStep =
std::make_unique<BookPaymentStep<TIn, TOut>> (ctx, in, out);
ter = paymentStep->check (ctx);
r = std::move (paymentStep);
}
if (ter != tesSUCCESS)
return {ter, nullptr};
return {tesSUCCESS, std::move (r)};
return {tesSUCCESS, std::move(r)};
}
std::pair<TER, std::unique_ptr<Step>>
@@ -780,8 +1042,7 @@ make_BookStepIX (
StrandContext const& ctx,
Issue const& in)
{
Issue out;
return make_BookStepHelper<IOUAmount, XRPAmount> (ctx, in, out);
return make_BookStepHelper<IOUAmount, XRPAmount> (ctx, in, xrpIssue());
}
std::pair<TER, std::unique_ptr<Step>>
@@ -789,8 +1050,7 @@ make_BookStepXI (
StrandContext const& ctx,
Issue const& out)
{
Issue in;
return make_BookStepHelper<XRPAmount, IOUAmount> (ctx, in, out);
return make_BookStepHelper<XRPAmount, IOUAmount> (ctx, xrpIssue(), out);
}
} // ripple