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    are withdrawn.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.
This commit is contained in:
Gregory Tsipenyuk
2025-06-02 09:52:10 -04:00
committed by GitHub
parent 0a34b5c691
commit 621df422a7
22 changed files with 2515 additions and 574 deletions

View File

@@ -20,6 +20,7 @@
#include <test/jtx/AMM.h>
#include <test/jtx/Env.h>
#include <xrpld/app/misc/AMMHelpers.h>
#include <xrpld/app/misc/AMMUtils.h>
#include <xrpld/rpc/detail/RPCHelpers.h>
@@ -39,12 +40,16 @@ number(STAmount const& a)
return a;
}
static IOUAmount
initialTokens(STAmount const& asset1, STAmount const& asset2)
IOUAmount
AMM::initialTokens()
{
auto const product = number(asset1) * number(asset2);
return (IOUAmount)(product.mantissa() >= 0 ? root2(product)
: root2(-product));
if (!env_.enabled(fixAMMv1_3))
{
auto const product = number(asset1_) * number(asset2_);
return (IOUAmount)(product.mantissa() >= 0 ? root2(product)
: root2(-product));
}
return getLPTokensBalance();
}
AMM::AMM(
@@ -65,7 +70,6 @@ AMM::AMM(
, asset1_(asset1)
, asset2_(asset2)
, ammID_(keylet::amm(asset1_.issue(), asset2_.issue()).key)
, initialLPTokens_(initialTokens(asset1, asset2))
, log_(log)
, doClose_(close)
, lastPurchasePrice_(0)
@@ -78,6 +82,7 @@ AMM::AMM(
asset1_.issue().currency,
asset2_.issue().currency,
ammAccount_))
, initialLPTokens_(initialTokens())
{
}