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fix: Add AMMv1_3 amendment (#5203)
* Add AMM bid/create/deposit/swap/withdraw/vote invariants:
- Deposit, Withdrawal invariants: `sqrt(asset1Balance * asset2Balance) >= LPTokens`.
- Bid: `sqrt(asset1Balance * asset2Balance) > LPTokens` and the pool balances don't change.
- Create: `sqrt(asset1Balance * assetBalance2) == LPTokens`.
- Swap: `asset1BalanceAfter * asset2BalanceAfter >= asset1BalanceBefore * asset2BalanceBefore`
and `LPTokens` don't change.
- Vote: `LPTokens` and pool balances don't change.
- All AMM and swap transactions: amounts and tokens are greater than zero, except on withdrawal if all tokens
are withdrawn.
* Add AMM deposit and withdraw rounding to ensure AMM invariant:
- On deposit, tokens out are rounded downward and deposit amount is rounded upward.
- On withdrawal, tokens in are rounded upward and withdrawal amount is rounded downward.
* Add Order Book Offer invariant to verify consumed amounts. Consumed amounts are less than the offer.
* Fix Bid validation. `AuthAccount` can't have duplicate accounts or the submitter account.
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@@ -20,6 +20,7 @@
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#include <test/jtx/AMM.h>
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#include <test/jtx/Env.h>
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#include <xrpld/app/misc/AMMHelpers.h>
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#include <xrpld/app/misc/AMMUtils.h>
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#include <xrpld/rpc/detail/RPCHelpers.h>
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@@ -39,12 +40,16 @@ number(STAmount const& a)
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return a;
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}
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static IOUAmount
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initialTokens(STAmount const& asset1, STAmount const& asset2)
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IOUAmount
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AMM::initialTokens()
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{
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auto const product = number(asset1) * number(asset2);
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return (IOUAmount)(product.mantissa() >= 0 ? root2(product)
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: root2(-product));
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if (!env_.enabled(fixAMMv1_3))
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{
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auto const product = number(asset1_) * number(asset2_);
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return (IOUAmount)(product.mantissa() >= 0 ? root2(product)
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: root2(-product));
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}
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return getLPTokensBalance();
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}
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AMM::AMM(
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@@ -65,7 +70,6 @@ AMM::AMM(
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, asset1_(asset1)
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, asset2_(asset2)
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, ammID_(keylet::amm(asset1_.issue(), asset2_.issue()).key)
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, initialLPTokens_(initialTokens(asset1, asset2))
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, log_(log)
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, doClose_(close)
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, lastPurchasePrice_(0)
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@@ -78,6 +82,7 @@ AMM::AMM(
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asset1_.issue().currency,
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asset2_.issue().currency,
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ammAccount_))
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, initialLPTokens_(initialTokens())
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{
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}
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