ARCHIVE/rippled
1
0
Fork 0
mirror of https://github.com/XRPLF/rippled.git synced 2026-06-09 19:56:46 +00:00
Code Issues Packages Projects Releases Wiki Activity

Refine AMM offer generation for integral MPT pairs

Browse Source
This commit is contained in:
Gregory Tsipenyuk
2026-05-16 19:33:00 -04:00
parent c6918f5915
commit a27596f988
2 changed files with 101 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files

30
include/xrpl/ledger/helpers/AMMHelpers.h
View File

@@ -200,7 +200,7 @@ getAMMOfferStartWithTakerGets(
auto getAmounts = [&pool, &tfee](Number const& nTakerGetsProposed) {
// Round downward to minimize the offer and to maximize the quality.
// This has the most impact when takerGets is XRP.
// This has the most impact when takerGets is integral.
auto const takerGets =
toAmount<TOut>(getAsset(pool.out), nTakerGetsProposed, Number::RoundingMode::Downward);
return TAmounts<TIn, TOut>{swapAssetOut(pool, takerGets, tfee), takerGets};
@@ -215,7 +215,7 @@ getAMMOfferStartWithTakerGets(
}
/** Generate AMM offer starting with takerPays when AMM pool
* from the payment perspective is XRP(in)/IOU(out) or IOU(in)/IOU(out).
* from the payment perspective has a fractional output asset.
* Equations:
* Spot Price Quality after the offer is consumed:
* Qsp = (O - o) / (I + i) -- equation (1)
@@ -267,7 +267,7 @@ getAMMOfferStartWithTakerPays(
auto getAmounts = [&pool, &tfee](Number const& nTakerPaysProposed) {
// Round downward to minimize the offer and to maximize the quality.
// This has the most impact when takerPays is XRP.
// This has the most impact when takerPays is integral.
auto const takerPays =
toAmount<TIn>(getAsset(pool.in), nTakerPaysProposed, Number::RoundingMode::Downward);
return TAmounts<TIn, TOut>{takerPays, swapAssetIn(pool, takerPays, tfee)};
@@ -285,11 +285,11 @@ getAMMOfferStartWithTakerPays(
* is equal to LOB quality (in this case AMM offer quality is
* better than LOB quality) or AMM offer is equal to LOB quality
* (in this case SPQ is better than LOB quality).
* Pre-amendment code calculates takerPays first. If takerGets is XRP,
* it is rounded down, which results in worse offer quality than
* LOB quality, and the offer might fail to generate.
* Post-amendment code calculates the XRP offer side first. The result
* is rounded down, which makes the offer quality better.
* Pre-amendment code calculates takerPays first. If takerGets is the
* economically coarser integral side, it is rounded down, which results in
* worse offer quality than LOB quality, and the offer might fail to generate.
* Post-amendment code calculates the economically coarser integral offer side
* first. The result is rounded down, which makes the offer quality better.
* It might not be possible to match either SPQ or AMM offer to LOB
* quality. This generally happens at higher fees.
* @param pool AMM pool balances
@@ -368,10 +368,18 @@ changeSpotPriceQuality(
return std::nullopt;
}
// Generate the offer starting with XRP side. Return seated offer amounts
// if the offer can be generated, otherwise nullopt.
auto amounts = [&]() {
if (isXRP(getAsset(pool.out)))
bool const inIntegral = getAsset(pool.in).integral();
bool const outIntegral = getAsset(pool.out).integral();
// Preserve historical behavior for fractional pairs and XRP/IOU-style
// one-integral-side pairs. For two integral assets, pick the side whose
// minimum unit is economically coarser at this quality.
//
// Quality::rate() is input units per output unit, so one output unit is
// coarser when it costs at least one input unit. Ties use takerGets,
// matching the historical XRP-output behavior.
if (outIntegral && (!inIntegral || Number(quality.rate()) >= 1))
return getAMMOfferStartWithTakerGets(pool, quality, tfee);
return getAMMOfferStartWithTakerPays(pool, quality, tfee);
}();