Fix underflow rounding issue:

Very small payment could fail when STAmount::mulRound underflowed
and returned zero, when it should have rounded up to the smallest
representable value.
This commit is contained in:
seelabs
2015-11-04 16:18:43 -05:00
committed by Nik Bougalis
parent 4626992474
commit 999701e384
15 changed files with 200 additions and 50 deletions

View File

@@ -131,14 +131,16 @@ public:
to prevent money creation.
*/
Amounts
ceil_in (Amounts const& amount, STAmount const& limit) const;
ceil_in (Amounts const& amount, STAmount const& limit,
STAmountCalcSwitchovers const& switchovers) const;
/** Returns the scaled amount with out capped.
Math is avoided if the result is exact. The input is clamped
to prevent money creation.
*/
Amounts
ceil_out (Amounts const& amount, STAmount const& limit) const;
ceil_out (Amounts const& amount, STAmount const& limit,
STAmountCalcSwitchovers const& switchovers) const;
/** Returns `true` if lhs is lower quality than `rhs`.
Lower quality means the taker receives a worse deal.
@@ -179,7 +181,8 @@ public:
@param rhs The second leg of the path: intermediate to output.
*/
Quality
composed_quality (Quality const& lhs, Quality const& rhs);
composed_quality (Quality const& lhs, Quality const& rhs,
STAmountCalcSwitchovers const& switchovers);
}

View File

@@ -377,15 +377,32 @@ divide (STAmount const& v1, STAmount const& v2, Issue const& issue);
STAmount
multiply (STAmount const& v1, STAmount const& v2, Issue const& issue);
// multiply, or divide rounding result in specified direction
/** Control when bugfixes that require switchover dates are enabled */
class STAmountCalcSwitchovers
{
bool enableUnderflowFix_ {false};
public:
STAmountCalcSwitchovers () = delete;
explicit
STAmountCalcSwitchovers (std::uint32_t parentCloseTime);
explicit
STAmountCalcSwitchovers (bool enableAll)
: enableUnderflowFix_ (enableAll) {}
bool enableUnderflowFix () const;
// for tests
static std::uint32_t enableUnderflowFixCloseTime ();
};
// multiply, or divide rounding result in specified direction
STAmount
mulRound (STAmount const& v1, STAmount const& v2,
Issue const& issue, bool roundUp);
Issue const& issue, bool roundUp,
STAmountCalcSwitchovers const& switchovers);
STAmount
divRound (STAmount const& v1, STAmount const& v2,
Issue const& issue, bool roundUp);
Issue const& issue, bool roundUp,
STAmountCalcSwitchovers const& switchovers);
// Someone is offering X for Y, what is the rate?
// Rate: smaller is better, the taker wants the most out: in/out

View File

@@ -67,12 +67,13 @@ Quality::operator-- (int)
}
Amounts
Quality::ceil_in (Amounts const& amount, STAmount const& limit) const
Quality::ceil_in (Amounts const& amount, STAmount const& limit,
STAmountCalcSwitchovers const& switchovers) const
{
if (amount.in > limit)
{
Amounts result (limit, divRound (
limit, rate(), amount.out.issue (), true));
limit, rate(), amount.out.issue (), true, switchovers));
// Clamp out
if (result.out > amount.out)
result.out = amount.out;
@@ -84,12 +85,13 @@ Quality::ceil_in (Amounts const& amount, STAmount const& limit) const
}
Amounts
Quality::ceil_out (Amounts const& amount, STAmount const& limit) const
Quality::ceil_out (Amounts const& amount, STAmount const& limit,
STAmountCalcSwitchovers const& switchovers) const
{
if (amount.out > limit)
{
Amounts result (mulRound (
limit, rate(), amount.in.issue (), true), limit);
limit, rate(), amount.in.issue (), true, switchovers), limit);
// Clamp in
if (result.in > amount.in)
result.in = amount.in;
@@ -101,7 +103,8 @@ Quality::ceil_out (Amounts const& amount, STAmount const& limit) const
}
Quality
composed_quality (Quality const& lhs, Quality const& rhs)
composed_quality (Quality const& lhs, Quality const& rhs,
STAmountCalcSwitchovers const& switchovers)
{
STAmount const lhs_rate (lhs.rate ());
assert (lhs_rate != zero);
@@ -110,7 +113,7 @@ composed_quality (Quality const& lhs, Quality const& rhs)
assert (rhs_rate != zero);
STAmount const rate (mulRound (
lhs_rate, rhs_rate, lhs_rate.issue (), true));
lhs_rate, rhs_rate, lhs_rate.issue (), true, switchovers));
std::uint64_t const stored_exponent (rate.exponent () + 100);
std::uint64_t const stored_mantissa (rate.mantissa());

View File

@@ -1140,7 +1140,8 @@ canonicalizeRound (bool native, std::uint64_t& value, int& offset, bool roundUp)
STAmount
mulRound (STAmount const& v1, STAmount const& v2,
Issue const& issue, bool roundUp)
Issue const& issue, bool roundUp,
STAmountCalcSwitchovers const& switchovers)
{
if (v1 == zero || v2 == zero)
return {issue};
@@ -1203,12 +1204,21 @@ mulRound (STAmount const& v1, STAmount const& v2,
int offset = offset1 + offset2 + 14;
canonicalizeRound (
isXRP (issue), amount, offset, resultNegative != roundUp);
return STAmount (issue, amount, offset, resultNegative);
STAmount result (issue, amount, offset, resultNegative);
if (switchovers.enableUnderflowFix () && roundUp && !resultNegative && !result)
{
// return the smallest value above zero
amount = STAmount::cMinValue;
offset = STAmount::cMinOffset;
return STAmount (issue, amount, offset, resultNegative);
}
return result;
}
STAmount
divRound (STAmount const& num, STAmount const& den,
Issue const& issue, bool roundUp)
Issue const& issue, bool roundUp,
STAmountCalcSwitchovers const& switchovers)
{
if (den == zero)
Throw<std::runtime_error> ("division by zero");
@@ -1254,7 +1264,15 @@ divRound (STAmount const& num, STAmount const& den,
int offset = numOffset - denOffset - 17;
canonicalizeRound (
isXRP (issue), amount, offset, resultNegative != roundUp);
return STAmount (issue, amount, offset, resultNegative);
STAmount result (issue, amount, offset, resultNegative);
if (switchovers.enableUnderflowFix () && roundUp && !resultNegative && !result)
{
// return the smallest value above zero
amount = STAmount::cMinValue;
offset = STAmount::cMinOffset;
return STAmount (issue, amount, offset, resultNegative);
}
return result;
}
// compute (value)*(mul)/(div) - avoid overflow but keep precision
@@ -1291,4 +1309,22 @@ mulDivNoThrow(std::uint64_t value, std::uint64_t mul, std::uint64_t div)
}
}
std::uint32_t
STAmountCalcSwitchovers::enableUnderflowFixCloseTime ()
{
// Mon Dec 28 10:00:00am PST
return 504'640'800;
}
STAmountCalcSwitchovers::STAmountCalcSwitchovers (std::uint32_t parentCloseTime)
{
enableUnderflowFix_ = parentCloseTime > enableUnderflowFixCloseTime();
}
bool STAmountCalcSwitchovers::enableUnderflowFix () const
{
return enableUnderflowFix_;
}
} // ripple

View File

@@ -70,7 +70,8 @@ public:
In1 in, Out1 out, Int limit, In2 in_expected, Out2 out_expected)
{
auto expect_result (amounts (in_expected, out_expected));
auto actual_result (q.ceil_in (amounts(in, out), amount(limit)));
auto actual_result (q.ceil_in (
amounts (in, out), amount (limit), STAmountCalcSwitchovers{false}));
expect (actual_result == expect_result);
}
@@ -81,7 +82,8 @@ public:
In1 in, Out1 out, Int limit, In2 in_expected, Out2 out_expected)
{
auto const expect_result (amounts (in_expected, out_expected));
auto const actual_result (q.ceil_out (amounts(in, out), amount(limit)));
auto const actual_result (q.ceil_out (
amounts (in, out), amount (limit), STAmountCalcSwitchovers{false}));
expect (actual_result == expect_result);
}
@@ -230,7 +232,8 @@ public:
raw (2755280000000000ull, -15)); // 2.75528
STAmount const limit (
raw (4131113916555555, -16)); // .4131113916555555
Amounts const result (q.ceil_out (value, limit));
Amounts const result (
q.ceil_out (value, limit, STAmountCalcSwitchovers{false}));
expect (result.in != zero);
}
}
@@ -273,10 +276,13 @@ public:
Quality const q21 (Amounts (amount2, amount1));
Quality const q31 (Amounts (amount3, amount1));
expect (composed_quality (q12, q21) == q11);
expect (
composed_quality (q12, q21, STAmountCalcSwitchovers{false}) == q11);
Quality const q13_31 (composed_quality (q13, q31));
Quality const q31_13 (composed_quality (q31, q13));
Quality const q13_31 (
composed_quality (q13, q31, STAmountCalcSwitchovers{false}));
Quality const q31_13 (
composed_quality (q31, q13, STAmountCalcSwitchovers{false}));
expect (q13_31 == q31_13);
expect (q13_31 == q11);