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Use liquidity from strands that consume too many offers (RIPD-1515):
This changes the rules for payments in two ways: 1) It sets the maximum number of offers any book step can consume from 2000 to 1000. 2) When a strand contains a step that consumes too many offers, currently the liquidity is not used at all and the strand will be considered dry. This changes things so the liquidity is used, however the strand will still be considered dry.
This commit is contained in:
seelabs
@@ -52,6 +52,11 @@ public:
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using namespace jtx;
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Env env(*this, features);
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auto const closeTime =
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fix1449Time() +
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100 * env.closed()->info().closeTimeResolution;
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env.close (closeTime);
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auto const gw = Account("gateway");
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auto const USD = gw["USD"];
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@@ -64,7 +69,7 @@ public:
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n_offers (env, 1, "dan", XRP(1), USD(1));
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// Alice offers to buy 1000 XRP for 1000 USD. She takes Bob's first
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// offer, and removes 999 more as unfunded and hits the step limit.
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// offer, removes 999 more as unfunded, then hits the step limit.
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env(offer("alice", USD(1000), XRP(1000)));
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env.require (balance("alice", USD(1)));
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env.require (owners("alice", 2));
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@@ -91,24 +96,38 @@ public:
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using namespace jtx;
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Env env(*this, features);
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auto const closeTime =
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fix1449Time() +
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100 * env.closed()->info().closeTimeResolution;
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env.close (closeTime);
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auto const gw = Account("gateway");
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auto const USD = gw["USD"];
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// The number of allowed offers to cross is different between
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// Taker and FlowCross. Taker allows 850 and FlowCross allows 1000.
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// Accommodate that difference in the test.
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int const maxConsumed = features[featureFlowCross] ? 1000 : 850;
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env.fund(XRP(100000000), gw, "alice", "bob", "carol");
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env.trust(USD(1000), "bob");
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env(pay(gw, "bob", USD(1000)));
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n_offers (env, 1000, "bob", XRP(1), USD(1));
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int const bobsOfferCount = maxConsumed + 150;
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env.trust(USD(bobsOfferCount), "bob");
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env(pay(gw, "bob", USD(bobsOfferCount)));
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env.close();
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n_offers (env, bobsOfferCount, "bob", XRP(1), USD(1));
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// Alice offers to buy 1000 XRP for 1000 USD. She takes the first
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// 850 offers, hitting the crossing limit.
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env(offer("alice", USD(1000), XRP(1000)));
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env.require (balance("alice", USD(850)));
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// Alice offers to buy Bob's offers. However she hits the offer
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// crossing limit, so she can't buy them all at once.
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env(offer("alice", USD(bobsOfferCount), XRP(bobsOfferCount)));
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env.close();
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env.require (balance("alice", USD(maxConsumed)));
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env.require (balance("bob", USD(150)));
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env.require (owners ("bob", 151));
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env.require (owners ("bob", 150 + 1));
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// Carol offers to buy 1000 XRP for 1000 USD. She takes the remaining
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// 150 offers without hitting a limit.
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// Carol offers to buy 1000 XRP for 1000 USD. She takes Bob's
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// remaining 150 offers without hitting a limit.
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env(offer("carol", USD(1000), XRP(1000)));
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env.close();
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env.require (balance("carol", USD(150)));
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env.require (balance("bob", USD(0)));
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env.require (owners ("bob", 1));
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@@ -121,21 +140,41 @@ public:
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using namespace jtx;
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Env env(*this, features);
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auto const closeTime =
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fix1449Time() +
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100 * env.closed()->info().closeTimeResolution;
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env.close (closeTime);
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auto const gw = Account("gateway");
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auto const USD = gw["USD"];
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env.fund(XRP(100000000), gw, "alice", "bob", "carol", "dan", "evita");
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// The number of offers allowed to cross is different between
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// Taker and FlowCross. Taker allows 850 and FlowCross allows 1000.
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// Accommodate that difference in the test.
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bool const isFlowCross {features[featureFlowCross]};
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int const maxConsumed = isFlowCross ? 1000 : 850;
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int const evitasOfferCount {maxConsumed + 49};
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env.trust(USD(1000), "alice");
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env(pay(gw, "alice", USD(1000)));
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env.trust(USD(1000), "carol");
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env(pay(gw, "carol", USD(1)));
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env.trust(USD(1000), "evita");
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env(pay(gw, "evita", USD(1000)));
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env.trust(USD(evitasOfferCount + 1), "evita");
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env(pay(gw, "evita", USD(evitasOfferCount + 1)));
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// Taker and FlowCross have another difference we must accommodate.
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// Taker allows a total of 1000 unfunded offers to be consumed
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// beyond the 850 offers it can take. FlowCross draws no such
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// distinction; its limit is 1000 funded or unfunded.
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//
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// Give carol an extra 150 (unfunded) offers when we're using Taker
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// to accommodate that difference.
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int const carolsOfferCount {isFlowCross ? 700 : 850};
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n_offers (env, 400, "alice", XRP(1), USD(1));
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n_offers (env, 700, "carol", XRP(1), USD(1));
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n_offers (env, 999, "evita", XRP(1), USD(1));
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n_offers (env, carolsOfferCount, "carol", XRP(1), USD(1));
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n_offers (env, evitasOfferCount, "evita", XRP(1), USD(1));
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// Bob offers to buy 1000 XRP for 1000 USD. He takes all 400 USD from
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// Alice's offers, 1 USD from Carol's and then removes 599 of Carol's
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@@ -145,15 +184,16 @@ public:
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env.require (balance("alice", USD(600)));
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env.require (owners("alice", 1));
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env.require (balance("carol", USD(0)));
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env.require (owners("carol", 101));
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env.require (balance("evita", USD(1000)));
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env.require (owners("evita", 1000));
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env.require (owners("carol", carolsOfferCount - 599));
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env.require (balance("evita", USD(evitasOfferCount + 1)));
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env.require (owners("evita", evitasOfferCount + 1));
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// Dan offers to buy 900 XRP for 900 USD. He removes all 100 of Carol's
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// offers as unfunded, then takes 850 USD from Evita's, hitting the
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// crossing limit.
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env(offer("dan", USD(900), XRP(900)));
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env.require (balance("dan", USD(850)));
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// Dan offers to buy maxConsumed + 50 XRP USD. He removes all of
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// Carol's remaining offers as unfunded, then takes
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// (maxConsumed - 100) USD from Evita's, hitting the crossing limit.
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env(offer("dan", USD(maxConsumed + 50), XRP(maxConsumed + 50)));
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env.require (balance("dan", USD(maxConsumed - 100)));
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env.require (owners("dan", 2));
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env.require (balance("alice", USD(600)));
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env.require (owners("alice", 1));
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env.require (balance("carol", USD(0)));
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@@ -162,12 +202,17 @@ public:
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env.require (owners("evita", 150));
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}
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void testAutoBridgedLimits (FeatureBitset features)
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void testAutoBridgedLimitsTaker (FeatureBitset features)
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{
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testcase ("Auto Bridged Limits");
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testcase ("Auto Bridged Limits Taker");
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using namespace jtx;
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Env env(*this, features);
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auto const closeTime =
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fix1449Time() +
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100 * env.closed()->info().closeTimeResolution;
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env.close (closeTime);
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auto const gw = Account("gateway");
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auto const USD = gw["USD"];
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auto const EUR = gw["EUR"];
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@@ -256,6 +301,246 @@ public:
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env.require (owners("evita", 152));
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}
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void
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testAutoBridgedLimitsFlowCross(FeatureBitset features)
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{
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testcase("Auto Bridged Limits FlowCross");
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// If any book step in a payment strand consumes 1000 offers, the
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// liquidity from the offers is used, but that strand will be marked as
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// dry for the remainder of the transaction.
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using namespace jtx;
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auto const gw = Account("gateway");
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auto const alice = Account("alice");
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auto const bob = Account("bob");
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auto const carol = Account("carol");
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auto const USD = gw["USD"];
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auto const EUR = gw["EUR"];
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// There are two almost identical tests. There is a strand with a large
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// number of unfunded offers that will cause the strand to be marked dry
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// even though there will still be liquidity available on that strand.
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// In the first test, the strand has the best initial quality. In the
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// second test the strand does not have the best quality (the
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// implementation has to handle this case correct and not mark the
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// strand dry until the liquidity is actually used)
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{
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Env env(*this, features);
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auto const closeTime =
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fix1449Time() + 100 * env.closed()->info().closeTimeResolution;
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env.close(closeTime);
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env.fund(XRP(100000000), gw, alice, bob, carol);
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env.trust(USD(4000), alice);
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env(pay(gw, alice, USD(4000)));
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env.trust(USD(1000), carol);
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env(pay(gw, carol, USD(3)));
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// Notice the strand with the 800 unfunded offers has the initial
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// best quality
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n_offers(env, 2000, alice, EUR(2), XRP(1));
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n_offers(env, 300, alice, XRP(1), USD(4));
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n_offers(
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env, 801, carol, XRP(1), USD(3)); // only one offer is funded
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n_offers(env, 1000, alice, XRP(1), USD(3));
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n_offers(env, 1, alice, EUR(500), USD(500));
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// Bob offers to buy 2000 USD for 2000 EUR; He starts with 2000 EUR
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// 1. The best quality is the autobridged offers that take 2 EUR
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// and give 4 USD.
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// Bob spends 600 EUR and receives 1200 USD.
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//
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// 2. The best quality is the autobridged offers that take 2 EUR
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// and give 3 USD.
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// a. One of Carol's offers is taken. This leaves her other
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// offers unfunded.
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// b. Carol's remaining 800 offers are consumed as unfunded.
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// c. 199 of alice's XRP(1) to USD(3) offers are consumed.
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// A book step is allowed to consume a maxium of 1000 offers
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// at a given quality, and that limit is now reached.
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// d. Now the strand is dry, even though there are still funded
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// XRP(1) to USD(3) offers available. Bob has spent 400 EUR and
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// received 600 USD in this step. (200 funded offers consumed
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// 800 unfunded offers)
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// 3. The best is the non-autobridged offers that takes 500 EUR and
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// gives 500 USD.
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// Bob has 2000 EUR, and has spent 600+400=1000 EUR. He has 1000
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// left. Bob spent 500 EUR and receives 500 USD.
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// In total: Bob spent EUR(600 + 400 + 500) = EUR(1500). He started
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// with 2000 so has 500 remaining
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// Bob received USD(1200 + 600 + 500) = USD(2300).
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// Alice spent 300*4 + 199*3 + 500 = 2297 USD. She started
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// with 4000 so has 1703 USD remaining. Alice received
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// 600 + 400 + 500 = 1500 EUR
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env.trust(EUR(10000), bob);
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env.close();
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env(pay(gw, bob, EUR(2000)));
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env.close();
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env(offer(bob, USD(4000), EUR(4000)));
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env.close();
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env.require(balance(bob, USD(2300)));
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env.require(balance(bob, EUR(500)));
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env.require(offers(bob, 1));
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env.require(owners(bob, 3));
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env.require(balance(alice, USD(1703)));
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env.require(balance(alice, EUR(1500)));
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auto const numAOffers =
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2000 + 300 + 1000 + 1 - (2 * 300 + 2 * 199 + 1 + 1);
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env.require(offers(alice, numAOffers));
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env.require(owners(alice, numAOffers + 2));
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env.require(offers(carol, 0));
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}
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{
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Env env(*this, features);
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auto const closeTime =
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fix1449Time() + 100 * env.closed()->info().closeTimeResolution;
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env.close(closeTime);
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env.fund(XRP(100000000), gw, alice, bob, carol);
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env.trust(USD(4000), alice);
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env(pay(gw, alice, USD(4000)));
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env.trust(USD(1000), carol);
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env(pay(gw, carol, USD(3)));
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// Notice the strand with the 800 unfunded offers does not have the
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// initial best quality
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n_offers(env, 1, alice, EUR(1), USD(10));
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n_offers(env, 2000, alice, EUR(2), XRP(1));
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n_offers(env, 300, alice, XRP(1), USD(4));
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n_offers(
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env, 801, carol, XRP(1), USD(3)); // only one offer is funded
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n_offers(env, 1000, alice, XRP(1), USD(3));
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n_offers(env, 1, alice, EUR(499), USD(499));
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// Bob offers to buy 2000 USD for 2000 EUR; He starts with 2000 EUR
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// 1. The best quality is the offer that takes 1 EUR and gives 10 USD
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// Bob spends 1 EUR and receives 10 USD.
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//
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// 2. The best quality is the autobridged offers that takes 2 EUR
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// and gives 4 USD.
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// Bob spends 600 EUR and receives 1200 USD.
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//
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// 3. The best quality is the autobridged offers that takes 2 EUR
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// and gives 3 USD.
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// a. One of Carol's offers is taken. This leaves her other
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// offers unfunded.
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// b. Carol's remaining 800 offers are consumed as unfunded.
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// c. 199 of alice's XRP(1) to USD(3) offers are consumed.
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// A book step is allowed to consume a maxium of 1000 offers
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// at a given quality, and that limit is now reached.
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// d. Now the strand is dry, even though there are still funded
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// XRP(1) to USD(3) offers available. Bob has spent 400 EUR and
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// received 600 USD in this step. (200 funded offers consumed
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// 800 unfunded offers)
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// 4. The best is the non-autobridged offers that takes 499 EUR and
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// gives 499 USD.
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// Bob has 2000 EUR, and has spent 1+600+400=1001 EUR. He has
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// 999 left. Bob spent 499 EUR and receives 499 USD.
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// In total: Bob spent EUR(1 + 600 + 400 + 499) = EUR(1500). He
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// started with 2000 so has 500 remaining
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// Bob received USD(10 + 1200 + 600 + 499) = USD(2309).
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// Alice spent 10 + 300*4 + 199*3 + 499 = 2306 USD. She
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// started with 4000 so has 1704 USD remaining. Alice
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// received 600 + 400 + 500 = 1500 EUR
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env.trust(EUR(10000), bob);
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env.close();
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env(pay(gw, bob, EUR(2000)));
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env.close();
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env(offer(bob, USD(4000), EUR(4000)));
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env.close();
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env.require(balance(bob, USD(2309)));
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env.require(balance(bob, EUR(500)));
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env.require(offers(bob, 1));
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env.require(owners(bob, 3));
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env.require(balance(alice, USD(1694)));
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env.require(balance(alice, EUR(1500)));
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auto const numAOffers =
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1 + 2000 + 300 + 1000 + 1 - (1 + 2 * 300 + 2 * 199 + 1 + 1);
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env.require(offers(alice, numAOffers));
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env.require(owners(alice, numAOffers + 2));
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env.require(offers(carol, 0));
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}
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}
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void testAutoBridgedLimits (FeatureBitset features)
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{
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// Taker and FlowCross are too different in the way they handle
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// autobridging to make one test suit both approaches.
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//
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// o Taker alternates between books, completing one full increment
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// before returning to make another pass.
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//
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// o FlowCross extracts as much as possible in one book at one Quality
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// before proceeding to the other book. This reduces the number of
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// times we change books.
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//
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// So the tests for the two forms of autobridging are separate.
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if (features[featureFlowCross])
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testAutoBridgedLimitsFlowCross (features);
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else
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testAutoBridgedLimitsTaker (features);
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}
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void
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testOfferOverflow (FeatureBitset features)
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{
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testcase("Offer Overflow");
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using namespace jtx;
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auto const gw = Account("gateway");
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auto const alice = Account("alice");
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auto const bob = Account("bob");
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auto const USD = gw["USD"];
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Env env(*this, features);
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auto const closeTime =
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fix1449Time() + 100 * env.closed()->info().closeTimeResolution;
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env.close(closeTime);
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env.fund(XRP(100000000), gw, alice, bob);
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env.trust(USD(8000), alice);
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env.trust(USD(8000), bob);
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env.close();
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env(pay(gw, alice, USD(8000)));
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env.close();
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// The new flow cross handles consuming excessive offers differently than the old
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// offer crossing code. In the old code, the total number of consumed offers is tracked, and
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// the crossings will stop after this limit is hit. In the new code, the number of offers is
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// tracked per offerbook and per quality. This test shows how they can differ. Set up a book
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// with many offers. At each quality keep the number of offers below the limit. However, if
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// all the offers are consumed it would create a tecOVERSIZE error.
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n_offers(env, 998, alice, XRP(1.00), USD(1));
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n_offers(env, 998, alice, XRP(0.99), USD(1));
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n_offers(env, 998, alice, XRP(0.98), USD(1));
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n_offers(env, 998, alice, XRP(0.97), USD(1));
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n_offers(env, 998, alice, XRP(0.96), USD(1));
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n_offers(env, 998, alice, XRP(0.95), USD(1));
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bool const withFlowCross = features[featureFlowCross];
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env(offer(bob, USD(8000), XRP(8000)), ter(withFlowCross ? TER{tecOVERSIZE} : tesSUCCESS));
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env.close();
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env.require(balance(bob, USD(withFlowCross ? 0 : 850)));
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}
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void
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run() override
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{
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@@ -264,13 +549,14 @@ public:
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testCrossingLimit(features);
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testStepAndCrossingLimit(features);
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testAutoBridgedLimits(features);
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testOfferOverflow(features);
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};
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using namespace jtx;
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auto const sa = supported_amendments();
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testAll(sa - featureFlow - fix1373 - featureFlowCross);
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testAll(sa - fix1373 - featureFlowCross);
|
||||
testAll(sa - featureFlowCross);
|
||||
// testAll(sa);// Does not pass with FlowCross enabled.
|
||||
testAll(sa );
|
||||
}
|
||||
};
|
||||
|
||||
|
||||
Reference in New Issue
Block a user