fixReducedOffersV1: prevent offers from blocking order books: (#4512)

Curtail the occurrence of order books that are blocked by reduced offers
with the implementation of the fixReducedOffersV1 amendment.

This commit identifies three ways in which offers can be reduced:

1. A new offer can be partially crossed by existing offers, so the new
   offer is reduced when placed in the ledger.

2. An in-ledger offer can be partially crossed by a new offer in a
   transaction. So the in-ledger offer is reduced by the new offer.

3. An in-ledger offer may be under-funded. In this case the in-ledger
   offer is scaled down to match the available funds.

Reduced offers can block order books if the effective quality of the
reduced offer is worse than the quality of the original offer (from the
perspective of the taker). It turns out that, for small values, the
quality of the reduced offer can be significantly affected by the
rounding mode used during scaling computations.

This commit adjusts some rounding modes so that the quality of a reduced
offer is always at least as good (from the taker's perspective) as the
original offer.

The amendment is titled fixReducedOffersV1 because additional ways of
producing reduced offers may come to light. Therefore, there may be a
future need for a V2 amendment.
This commit is contained in:
Scott Schurr
2023-06-23 08:20:25 +03:00
committed by GitHub
parent 71d7d67fa3
commit 724a301599
12 changed files with 938 additions and 28 deletions

View File

@@ -721,6 +721,7 @@ if (tests)
src/test/app/PseudoTx_test.cpp
src/test/app/RCLCensorshipDetector_test.cpp
src/test/app/RCLValidations_test.cpp
src/test/app/ReducedOffer_test.cpp
src/test/app/Regression_test.cpp
src/test/app/SHAMapStore_test.cpp
src/test/app/SetAuth_test.cpp