Introduce AMM support (XLS-30d): (#4294)

Add AMM functionality:
- InstanceCreate
- Deposit
- Withdraw
- Governance
- Auctioning
- payment engine integration

To support this functionality, add:
- New RPC method, `amm_info`, to fetch pool and LPT balances
- AMM Root Account
- trust line for each IOU AMM token
- trust line to track Liquidity Provider Tokens (LPT)
- `ltAMM` object

The `ltAMM` object tracks:
- fee votes
- auction slot bids
- AMM tokens pair
- total outstanding tokens balance
- `AMMID` to AMM `RootAccountID` mapping

Add new classes to facilitate AMM integration into the payment engine.
`BookStep` uses these classes to infer if AMM liquidity can be consumed.

The AMM formula implementation uses the new Number class added in #4192.
IOUAmount and STAmount use Number arithmetic.

Add AMM unit tests for all features.

AMM requires the following amendments:
- featureAMM
- fixUniversalNumber
- featureFlowCross

Notes:
- Current trading fee threshold is 1%
- AMM currency is generated by: 0x03 + 152 bits of sha256{cur1, cur2}
- Current max AMM Offers is 30

---------

Co-authored-by: Howard Hinnant <howard.hinnant@gmail.com>
This commit is contained in:
Gregory Tsipenyuk
2023-07-12 13:52:50 -04:00
committed by GitHub
parent eeb8b41889
commit 3c9db4b69e
100 changed files with 18092 additions and 649 deletions

727
src/test/jtx/impl/AMM.cpp Normal file
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//------------------------------------------------------------------------------
/*
This file is part of rippled: https://github.com/ripple/rippled
Copyright (c) 2023 Ripple Labs Inc.
Permission to use, copy, modify, and/or distribute this software for any
purpose with or without fee is hereby granted, provided that the above
copyright notice and this permission notice appear in all copies.
THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES
WITH REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF
MERCHANTABILITY AND FITNESS. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR
ANY SPECIAL , DIRECT, INDIRECT, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES
WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN AN
ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, ARISING OUT OF
OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE.
*/
//==============================================================================
#include <test/jtx/AMM.h>
#include <ripple/app/misc/AMMUtils.h>
#include <ripple/protocol/AMMCore.h>
#include <ripple/protocol/AmountConversions.h>
#include <ripple/protocol/jss.h>
#include <ripple/rpc/impl/RPCHelpers.h>
#include <test/jtx/Env.h>
namespace ripple {
namespace test {
namespace jtx {
static Number
number(STAmount const& a)
{
if (isXRP(a))
return a.xrp();
return a;
}
static IOUAmount
initialTokens(STAmount const& asset1, STAmount const& asset2)
{
auto const product = number(asset1) * number(asset2);
return (IOUAmount)(
product.mantissa() >= 0 ? root2(product) : root2(-product));
}
AMM::AMM(
Env& env,
Account const& account,
STAmount const& asset1,
STAmount const& asset2,
bool log,
std::uint16_t tfee,
std::uint32_t fee,
std::optional<std::uint32_t> flags,
std::optional<jtx::seq> seq,
std::optional<jtx::msig> ms,
std::optional<ter> const& ter)
: env_(env)
, creatorAccount_(account)
, asset1_(asset1)
, asset2_(asset2)
, initialLPTokens_(initialTokens(asset1, asset2))
, log_(log)
, lastPurchasePrice_(0)
, bidMin_()
, bidMax_()
, msig_(ms)
, fee_(fee)
, ammAccount_(create(tfee, flags, seq, ter))
, lptIssue_(ripple::ammLPTIssue(
asset1_.issue().currency,
asset2_.issue().currency,
ammAccount_))
{
}
AMM::AMM(
Env& env,
Account const& account,
STAmount const& asset1,
STAmount const& asset2,
ter const& ter,
bool log)
: AMM(env,
account,
asset1,
asset2,
log,
0,
0,
std::nullopt,
std::nullopt,
std::nullopt,
ter)
{
}
[[nodiscard]] AccountID
AMM::create(
std::uint32_t tfee,
std::optional<std::uint32_t> const& flags,
std::optional<jtx::seq> const& seq,
std::optional<ter> const& ter)
{
Json::Value jv;
jv[jss::Account] = creatorAccount_.human();
jv[jss::Amount] = asset1_.getJson(JsonOptions::none);
jv[jss::Amount2] = asset2_.getJson(JsonOptions::none);
jv[jss::TradingFee] = tfee;
jv[jss::TransactionType] = jss::AMMCreate;
if (flags)
jv[jss::Flags] = *flags;
if (fee_ != 0)
jv[jss::Fee] = std::to_string(fee_);
else
jv[jss::Fee] = std::to_string(env_.current()->fees().increment.drops());
submit(jv, seq, ter);
if (!ter || env_.ter() == tesSUCCESS)
{
if (auto const amm = env_.current()->read(
keylet::amm(asset1_.issue(), asset2_.issue())))
{
return amm->getAccountID(sfAccount);
}
}
return {};
}
Json::Value
AMM::ammRpcInfo(
std::optional<AccountID> const& account,
std::optional<std::string> const& ledgerIndex,
std::optional<std::pair<Issue, Issue>> tokens) const
{
Json::Value jv;
if (account)
jv[jss::account] = to_string(*account);
if (ledgerIndex)
jv[jss::ledger_index] = *ledgerIndex;
if (tokens)
{
jv[jss::asset] =
STIssue(sfAsset, tokens->first).getJson(JsonOptions::none);
jv[jss::asset2] =
STIssue(sfAsset2, tokens->second).getJson(JsonOptions::none);
}
else
{
jv[jss::asset] =
STIssue(sfAsset, asset1_.issue()).getJson(JsonOptions::none);
jv[jss::asset2] =
STIssue(sfAsset2, asset2_.issue()).getJson(JsonOptions::none);
}
auto jr = env_.rpc("json", "amm_info", to_string(jv));
if (jr.isObject() && jr.isMember(jss::result) &&
jr[jss::result].isMember(jss::status))
return jr[jss::result];
return Json::nullValue;
}
std::tuple<STAmount, STAmount, STAmount>
AMM::balances(
Issue const& issue1,
Issue const& issue2,
std::optional<AccountID> const& account) const
{
if (auto const amm =
env_.current()->read(keylet::amm(asset1_.issue(), asset2_.issue())))
{
auto const ammAccountID = amm->getAccountID(sfAccount);
auto const [asset1Balance, asset2Balance] = ammPoolHolds(
*env_.current(),
ammAccountID,
issue1,
issue2,
FreezeHandling::fhIGNORE_FREEZE,
env_.journal);
auto const lptAMMBalance = account
? ammLPHolds(*env_.current(), *amm, *account, env_.journal)
: amm->getFieldAmount(sfLPTokenBalance);
return {asset1Balance, asset2Balance, lptAMMBalance};
}
return {STAmount{}, STAmount{}, STAmount{}};
}
bool
AMM::expectBalances(
STAmount const& asset1,
STAmount const& asset2,
IOUAmount const& lpt,
std::optional<AccountID> const& account) const
{
auto const [asset1Balance, asset2Balance, lptAMMBalance] =
balances(asset1.issue(), asset2.issue(), account);
return asset1 == asset1Balance && asset2 == asset2Balance &&
lptAMMBalance == STAmount{lpt, lptIssue_};
return false;
}
IOUAmount
AMM::getLPTokensBalance(std::optional<AccountID> const& account) const
{
if (account)
return accountHolds(
*env_.current(),
*account,
lptIssue_,
FreezeHandling::fhZERO_IF_FROZEN,
env_.journal)
.iou();
if (auto const amm =
env_.current()->read(keylet::amm(asset1_.issue(), asset2_.issue())))
return amm->getFieldAmount(sfLPTokenBalance).iou();
return IOUAmount{0};
}
bool
AMM::expectLPTokens(AccountID const& account, IOUAmount const& expTokens) const
{
if (auto const amm =
env_.current()->read(keylet::amm(asset1_.issue(), asset2_.issue())))
{
auto const lptAMMBalance =
ammLPHolds(*env_.current(), *amm, account, env_.journal);
return lptAMMBalance == STAmount{expTokens, lptIssue_};
}
return false;
}
bool
AMM::expectAuctionSlot(
std::uint32_t fee,
std::optional<std::uint8_t> timeSlot,
IOUAmount expectedPrice) const
{
return expectAuctionSlot([&](std::uint32_t slotFee,
std::optional<std::uint8_t> slotInterval,
IOUAmount const& slotPrice,
auto const&) {
return slotFee == fee &&
// Auction slot might be expired, in which case slotInterval is
// 0
((!timeSlot && slotInterval == 0) || slotInterval == timeSlot) &&
slotPrice == expectedPrice;
});
}
bool
AMM::expectAuctionSlot(std::vector<AccountID> const& authAccounts) const
{
return expectAuctionSlot([&](std::uint32_t,
std::optional<std::uint8_t>,
IOUAmount const&,
STArray const& accounts) {
for (auto const& account : accounts)
{
if (std::find(
authAccounts.cbegin(),
authAccounts.cend(),
account.getAccountID(sfAccount)) == authAccounts.end())
return false;
}
return true;
});
}
bool
AMM::expectTradingFee(std::uint16_t fee) const
{
auto const amm =
env_.current()->read(keylet::amm(asset1_.issue(), asset2_.issue()));
return amm && (*amm)[sfTradingFee] == fee;
}
bool
AMM::ammExists() const
{
return env_.current()->read(keylet::account(ammAccount_)) != nullptr &&
env_.current()->read(keylet::amm(asset1_.issue(), asset2_.issue())) !=
nullptr;
}
bool
AMM::expectAmmRpcInfo(
STAmount const& asset1,
STAmount const& asset2,
IOUAmount const& balance,
std::optional<AccountID> const& account,
std::optional<std::string> const& ledger_index) const
{
auto const jv = ammRpcInfo(account, ledger_index);
return expectAmmInfo(asset1, asset2, balance, jv);
}
bool
AMM::expectAmmInfo(
STAmount const& asset1,
STAmount const& asset2,
IOUAmount const& balance,
Json::Value const& jvres) const
{
if (!jvres.isMember(jss::amm))
return false;
auto const& jv = jvres[jss::amm];
if (!jv.isMember(jss::amount) || !jv.isMember(jss::amount2) ||
!jv.isMember(jss::lp_token))
return false;
STAmount asset1Info;
if (!amountFromJsonNoThrow(asset1Info, jv[jss::amount]))
return false;
STAmount asset2Info;
if (!amountFromJsonNoThrow(asset2Info, jv[jss::amount2]))
return false;
STAmount lptBalance;
if (!amountFromJsonNoThrow(lptBalance, jv[jss::lp_token]))
return false;
// ammRpcInfo returns unordered assets
if (asset1Info.issue() != asset1.issue())
std::swap(asset1Info, asset2Info);
return asset1 == asset1Info && asset2 == asset2Info &&
lptBalance == STAmount{balance, lptIssue_};
}
void
AMM::setTokens(
Json::Value& jv,
std::optional<std::pair<Issue, Issue>> const& assets)
{
if (assets)
{
jv[jss::Asset] =
STIssue(sfAsset, assets->first).getJson(JsonOptions::none);
jv[jss::Asset2] =
STIssue(sfAsset, assets->second).getJson(JsonOptions::none);
}
else
{
jv[jss::Asset] =
STIssue(sfAsset, asset1_.issue()).getJson(JsonOptions::none);
jv[jss::Asset2] =
STIssue(sfAsset, asset2_.issue()).getJson(JsonOptions::none);
}
}
IOUAmount
AMM::deposit(
std::optional<Account> const& account,
Json::Value& jv,
std::optional<std::pair<Issue, Issue>> const& assets,
std::optional<jtx::seq> const& seq,
std::optional<ter> const& ter)
{
auto const& acct = account ? *account : creatorAccount_;
auto const lpTokens = getLPTokensBalance(acct);
jv[jss::Account] = acct.human();
setTokens(jv, assets);
jv[jss::TransactionType] = jss::AMMDeposit;
if (fee_ != 0)
jv[jss::Fee] = std::to_string(fee_);
submit(jv, seq, ter);
return getLPTokensBalance(acct) - lpTokens;
}
IOUAmount
AMM::deposit(
std::optional<Account> const& account,
LPToken tokens,
std::optional<STAmount> const& asset1In,
std::optional<std::uint32_t> const& flags,
std::optional<ter> const& ter)
{
return deposit(
account,
tokens,
asset1In,
std::nullopt,
std::nullopt,
flags,
std::nullopt,
std::nullopt,
ter);
}
IOUAmount
AMM::deposit(
std::optional<Account> const& account,
STAmount const& asset1In,
std::optional<STAmount> const& asset2In,
std::optional<STAmount> const& maxEP,
std::optional<std::uint32_t> const& flags,
std::optional<ter> const& ter)
{
assert(!(asset2In && maxEP));
return deposit(
account,
std::nullopt,
asset1In,
asset2In,
maxEP,
flags,
std::nullopt,
std::nullopt,
ter);
}
IOUAmount
AMM::deposit(
std::optional<Account> const& account,
std::optional<LPToken> tokens,
std::optional<STAmount> const& asset1In,
std::optional<STAmount> const& asset2In,
std::optional<STAmount> const& maxEP,
std::optional<std::uint32_t> const& flags,
std::optional<std::pair<Issue, Issue>> const& assets,
std::optional<jtx::seq> const& seq,
std::optional<ter> const& ter)
{
Json::Value jv;
if (tokens)
tokens->tokens(lptIssue_).setJson(jv[jss::LPTokenOut]);
if (asset1In)
asset1In->setJson(jv[jss::Amount]);
if (asset2In)
asset2In->setJson(jv[jss::Amount2]);
if (maxEP)
maxEP->setJson(jv[jss::EPrice]);
std::uint32_t jvflags = 0;
if (flags)
jvflags = *flags;
// If including asset1In and asset2In or tokens as
// deposit min amounts then must set the flags
// explicitly instead of relying on this logic.
if (!(jvflags & tfDepositSubTx))
{
if (tokens && !asset1In)
jvflags |= tfLPToken;
else if (tokens && asset1In)
jvflags |= tfOneAssetLPToken;
else if (asset1In && asset2In)
jvflags |= tfTwoAsset;
else if (maxEP && asset1In)
jvflags |= tfLimitLPToken;
else if (asset1In)
jvflags |= tfSingleAsset;
}
jv[jss::Flags] = jvflags;
return deposit(account, jv, assets, seq, ter);
}
IOUAmount
AMM::withdraw(
std::optional<Account> const& account,
Json::Value& jv,
std::optional<jtx::seq> const& seq,
std::optional<std::pair<Issue, Issue>> const& assets,
std::optional<ter> const& ter)
{
auto const& acct = account ? *account : creatorAccount_;
auto const lpTokens = getLPTokensBalance(acct);
jv[jss::Account] = acct.human();
setTokens(jv, assets);
jv[jss::TransactionType] = jss::AMMWithdraw;
if (fee_ != 0)
jv[jss::Fee] = std::to_string(fee_);
submit(jv, seq, ter);
return lpTokens - getLPTokensBalance(acct);
}
IOUAmount
AMM::withdraw(
std::optional<Account> const& account,
std::optional<LPToken> const& tokens,
std::optional<STAmount> const& asset1Out,
std::optional<std::uint32_t> const& flags,
std::optional<ter> const& ter)
{
return withdraw(
account,
tokens,
asset1Out,
std::nullopt,
std::nullopt,
flags,
std::nullopt,
std::nullopt,
ter);
}
IOUAmount
AMM::withdraw(
std::optional<Account> const& account,
STAmount const& asset1Out,
std::optional<STAmount> const& asset2Out,
std::optional<IOUAmount> const& maxEP,
std::optional<ter> const& ter)
{
assert(!(asset2Out && maxEP));
return withdraw(
account,
std::nullopt,
asset1Out,
asset2Out,
maxEP,
std::nullopt,
std::nullopt,
std::nullopt,
ter);
}
IOUAmount
AMM::withdraw(
std::optional<Account> const& account,
std::optional<LPToken> const& tokens,
std::optional<STAmount> const& asset1Out,
std::optional<STAmount> const& asset2Out,
std::optional<IOUAmount> const& maxEP,
std::optional<std::uint32_t> const& flags,
std::optional<std::pair<Issue, Issue>> const& assets,
std::optional<jtx::seq> const& seq,
std::optional<ter> const& ter)
{
Json::Value jv;
if (tokens)
tokens->tokens(lptIssue_).setJson(jv[jss::LPTokenIn]);
if (asset1Out)
asset1Out->setJson(jv[jss::Amount]);
if (asset2Out)
asset2Out->setJson(jv[jss::Amount2]);
if (maxEP)
{
STAmount const saMaxEP{*maxEP, lptIssue_};
saMaxEP.setJson(jv[jss::EPrice]);
}
std::uint32_t jvflags = 0;
if (flags)
jvflags = *flags;
if (!(jvflags & tfWithdrawSubTx))
{
if (tokens && !asset1Out)
jvflags |= tfLPToken;
else if (asset1Out && asset2Out)
jvflags |= tfTwoAsset;
else if (tokens && asset1Out)
jvflags |= tfOneAssetLPToken;
else if (asset1Out && maxEP)
jvflags |= tfLimitLPToken;
else if (asset1Out)
jvflags |= tfSingleAsset;
}
jv[jss::Flags] = jvflags;
return withdraw(account, jv, seq, assets, ter);
}
void
AMM::vote(
std::optional<Account> const& account,
std::uint32_t feeVal,
std::optional<std::uint32_t> const& flags,
std::optional<jtx::seq> const& seq,
std::optional<std::pair<Issue, Issue>> const& assets,
std::optional<ter> const& ter)
{
Json::Value jv;
jv[jss::Account] = account ? account->human() : creatorAccount_.human();
setTokens(jv, assets);
jv[jss::TradingFee] = feeVal;
jv[jss::TransactionType] = jss::AMMVote;
if (flags)
jv[jss::Flags] = *flags;
if (fee_ != 0)
jv[jss::Fee] = std::to_string(fee_);
submit(jv, seq, ter);
}
void
AMM::bid(
std::optional<Account> const& account,
std::optional<std::variant<int, IOUAmount, STAmount>> const& bidMin,
std::optional<std::variant<int, IOUAmount, STAmount>> const& bidMax,
std::vector<Account> const& authAccounts,
std::optional<std::uint32_t> const& flags,
std::optional<jtx::seq> const& seq,
std::optional<std::pair<Issue, Issue>> const& assets,
std::optional<ter> const& ter)
{
if (auto const amm =
env_.current()->read(keylet::amm(asset1_.issue(), asset2_.issue())))
{
if (amm->isFieldPresent(sfAuctionSlot))
{
auto const& auctionSlot =
static_cast<STObject const&>(amm->peekAtField(sfAuctionSlot));
lastPurchasePrice_ = auctionSlot[sfPrice].iou();
}
}
bidMin_ = std::nullopt;
bidMax_ = std::nullopt;
Json::Value jv;
jv[jss::Account] = account ? account->human() : creatorAccount_.human();
setTokens(jv, assets);
auto getBid = [&](auto const& bid) {
if (std::holds_alternative<int>(bid))
return STAmount{lptIssue_, std::get<int>(bid)};
else if (std::holds_alternative<IOUAmount>(bid))
return toSTAmount(std::get<IOUAmount>(bid), lptIssue_);
else
return std::get<STAmount>(bid);
};
if (bidMin)
{
STAmount saTokens = getBid(*bidMin);
saTokens.setJson(jv[jss::BidMin]);
bidMin_ = saTokens.iou();
}
if (bidMax)
{
STAmount saTokens = getBid(*bidMax);
saTokens.setJson(jv[jss::BidMax]);
bidMax_ = saTokens.iou();
}
if (authAccounts.size() > 0)
{
Json::Value accounts(Json::arrayValue);
for (auto const& account : authAccounts)
{
Json::Value acct;
Json::Value authAcct;
acct[jss::Account] = account.human();
authAcct[jss::AuthAccount] = acct;
accounts.append(authAcct);
}
jv[jss::AuthAccounts] = accounts;
}
if (flags)
jv[jss::Flags] = *flags;
jv[jss::TransactionType] = jss::AMMBid;
if (fee_ != 0)
jv[jss::Fee] = std::to_string(fee_);
submit(jv, seq, ter);
}
void
AMM::submit(
Json::Value const& jv,
std::optional<jtx::seq> const& seq,
std::optional<ter> const& ter)
{
if (log_)
std::cout << jv.toStyledString();
if (msig_)
{
if (seq && ter)
env_(jv, *msig_, *seq, *ter);
else if (seq)
env_(jv, *msig_, *seq);
else if (ter)
env_(jv, *msig_, *ter);
else
env_(jv, *msig_);
}
else if (seq && ter)
env_(jv, *seq, *ter);
else if (seq)
env_(jv, *seq);
else if (ter)
env_(jv, *ter);
else
env_(jv);
env_.close();
}
bool
AMM::expectAuctionSlot(auto&& cb) const
{
if (auto const amm =
env_.current()->read(keylet::amm(asset1_.issue(), asset2_.issue()));
amm && amm->isFieldPresent(sfAuctionSlot))
{
auto const& auctionSlot =
static_cast<STObject const&>(amm->peekAtField(sfAuctionSlot));
if (auctionSlot.isFieldPresent(sfAccount))
{
auto const slotFee = auctionSlot[sfDiscountedFee];
auto const slotInterval = ammAuctionTimeSlot(
env_.app().timeKeeper().now().time_since_epoch().count(),
auctionSlot);
auto const slotPrice = auctionSlot[sfPrice].iou();
auto const authAccounts = auctionSlot.getFieldArray(sfAuthAccounts);
return cb(slotFee, slotInterval, slotPrice, authAccounts);
}
}
return false;
}
namespace amm {
Json::Value
trust(AccountID const& account, STAmount const& amount, std::uint32_t flags)
{
if (isXRP(amount))
Throw<std::runtime_error>("trust() requires IOU");
Json::Value jv;
jv[jss::Account] = to_string(account);
jv[jss::LimitAmount] = amount.getJson(JsonOptions::none);
jv[jss::TransactionType] = jss::TrustSet;
jv[jss::Flags] = flags;
return jv;
}
Json::Value
pay(Account const& account, AccountID const& to, STAmount const& amount)
{
Json::Value jv;
jv[jss::Account] = account.human();
jv[jss::Amount] = amount.getJson(JsonOptions::none);
jv[jss::Destination] = to_string(to);
jv[jss::TransactionType] = jss::Payment;
jv[jss::Flags] = tfUniversal;
return jv;
}
} // namespace amm
} // namespace jtx
} // namespace test
} // namespace ripple