ARCHIVE/rippled
1
0
Fork 0
mirror of https://github.com/XRPLF/rippled.git synced 2025-12-06 17:27:55 +00:00
Code Issues Packages Projects Releases Wiki Activity

Merge pull request #4968 from XRPLF/master

Browse Source 
Merging changes for 2.1.1 from master into develop
This commit is contained in:
Ed Hennis
2024-03-28 13:51:17 -04:00
parent 4bcbf70cae 2d1854f354
commit bcbf6c1973
10 changed files with 149 additions and 26 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
src/ripple/app/misc/AMMHelpers.h
View File

@@ -134,7 +134,7 @@ withinRelativeDistance(
template <typename Amt>
requires(
std::is_same_v<Amt, STAmount> || std::is_same_v<Amt, IOUAmount> ||
std::is_same_v<Amt, XRPAmount>)
std::is_same_v<Amt, XRPAmount> || std::is_same_v<Amt, Number>)
bool
withinRelativeDistance(Amt const& calc, Amt const& req, Number const& dist)
{

13
src/ripple/app/paths/AMMLiquidity.h
View File

@@ -137,10 +137,17 @@ private:
TAmounts<TIn, TOut>
generateFibSeqOffer(TAmounts<TIn, TOut> const& balances) const;
/** Generate max offer
/** Generate max offer.
* If `fixAMMOverflowOffer` is active, the offer is generated as:
* takerGets = 99% * balances.out takerPays = swapOut(takerGets).
* Return nullopt if takerGets is 0 or takerGets == balances.out.
*
* If `fixAMMOverflowOffer` is not active, the offer is generated as:
* takerPays = max input amount;
* takerGets = swapIn(takerPays).
*/
AMMOffer<TIn, TOut>
maxOffer(TAmounts<TIn, TOut> const& balances) const;
std::optional<AMMOffer<TIn, TOut>>
maxOffer(TAmounts<TIn, TOut> const& balances, Rules const& rules) const;
};
} // namespace ripple

13
src/ripple/app/paths/AMMOffer.h
View File

@@ -50,9 +50,8 @@ private:
// the swap out of the entire side of the pool, in which case
// the swap in amount is infinite.
TAmounts<TIn, TOut> const amounts_;
// If seated then current pool balances. Used in one-path limiting steps
// to swap in/out.
std::optional<TAmounts<TIn, TOut>> const balances_;
// Current pool balances.
TAmounts<TIn, TOut> const balances_;
// The Spot Price quality if balances != amounts
// else the amounts quality
Quality const quality_;
@@ -63,7 +62,7 @@ public:
AMMOffer(
AMMLiquidity<TIn, TOut> const& ammLiquidity,
TAmounts<TIn, TOut> const& amounts,
std::optional<TAmounts<TIn, TOut>> const& balances,
TAmounts<TIn, TOut> const& balances,
Quality const& quality);
Quality
@@ -142,6 +141,12 @@ public:
// AMM doesn't pay transfer fee on Payment tx
return {ofrInRate, QUALITY_ONE};
}
/** Check the new pool product is greater or equal to the old pool
* product or if decreases then within some threshold.
*/
bool
checkInvariant(TAmounts<TIn, TOut> const& consumed, beast::Journal j) const;
};
} // namespace ripple

56
src/ripple/app/paths/impl/AMMLiquidity.cpp
View File

@@ -93,6 +93,7 @@ AMMLiquidity<TIn, TOut>::generateFibSeqOffer(
return cur;
}
namespace {
template <typename T>
constexpr T
maxAmount()
@@ -105,16 +106,41 @@ maxAmount()
return STAmount(STAmount::cMaxValue / 2, STAmount::cMaxOffset);
}
template <typename TIn, typename TOut>
AMMOffer<TIn, TOut>
AMMLiquidity<TIn, TOut>::maxOffer(TAmounts<TIn, TOut> const& balances) const
template <typename T>
T
maxOut(T const& out, Issue const& iss)
{
return AMMOffer<TIn, TOut>(
*this,
{maxAmount<TIn>(),
swapAssetIn(balances, maxAmount<TIn>(), tradingFee_)},
balances,
Quality{balances});
Number const res = out * Number{99, -2};
return toAmount<T>(iss, res, Number::rounding_mode::downward);
}
} // namespace
template <typename TIn, typename TOut>
std::optional<AMMOffer<TIn, TOut>>
AMMLiquidity<TIn, TOut>::maxOffer(
TAmounts<TIn, TOut> const& balances,
Rules const& rules) const
{
if (!rules.enabled(fixAMMOverflowOffer))
{
return AMMOffer<TIn, TOut>(
*this,
{maxAmount<TIn>(),
swapAssetIn(balances, maxAmount<TIn>(), tradingFee_)},
balances,
Quality{balances});
}
else
{
auto const out = maxOut<TOut>(balances.out, issueOut());
if (out <= TOut{0} || out >= balances.out)
return std::nullopt;
return AMMOffer<TIn, TOut>(
*this,
{swapAssetOut(balances, out, tradingFee_), out},
balances,
Quality{balances});
}
}
template <typename TIn, typename TOut>
@@ -167,15 +193,16 @@ AMMLiquidity<TIn, TOut>::getOffer(
if (clobQuality && Quality{amounts} < clobQuality)
return std::nullopt;
return AMMOffer<TIn, TOut>(
*this, amounts, std::nullopt, Quality{amounts});
*this, amounts, balances, Quality{amounts});
}
else if (!clobQuality)
{
// If there is no CLOB to compare against, return the largest
// amount, which doesn't overflow. The size is going to be
// changed in BookStep per either deliver amount limit, or
// sendmax, or available output or input funds.
return maxOffer(balances);
// sendmax, or available output or input funds. Might return
// nullopt if the pool is small.
return maxOffer(balances, view.rules());
}
else if (
auto const amounts =
@@ -188,7 +215,10 @@ AMMLiquidity<TIn, TOut>::getOffer(
catch (std::overflow_error const& e)
{
JLOG(j_.error()) << "AMMLiquidity::getOffer overflow " << e.what();
return maxOffer(balances);
if (!view.rules().enabled(fixAMMOverflowOffer))
return maxOffer(balances, view.rules());
else
return std::nullopt;
}
catch (std::exception const& e)
{

46
src/ripple/app/paths/impl/AMMOffer.cpp
View File

@@ -27,7 +27,7 @@ template <typename TIn, typename TOut>
AMMOffer<TIn, TOut>::AMMOffer(
AMMLiquidity<TIn, TOut> const& ammLiquidity,
TAmounts<TIn, TOut> const& amounts,
std::optional<TAmounts<TIn, TOut>> const& balances,
TAmounts<TIn, TOut> const& balances,
Quality const& quality)
: ammLiquidity_(ammLiquidity)
, amounts_(amounts)
@@ -110,7 +110,7 @@ AMMOffer<TIn, TOut>::limitOut(
// Change the offer size according to the conservation function. The offer
// quality is increased in this case, but it doesn't matter since there is
// only one path.
return {swapAssetOut(*balances_, limit, ammLiquidity_.tradingFee()), limit};
return {swapAssetOut(balances_, limit, ammLiquidity_.tradingFee()), limit};
}
template <typename TIn, typename TOut>
@@ -122,7 +122,7 @@ AMMOffer<TIn, TOut>::limitIn(
// See the comments above in limitOut().
if (ammLiquidity_.multiPath())
return quality().ceil_in(offrAmt, limit);
return {limit, swapAssetIn(*balances_, limit, ammLiquidity_.tradingFee())};
return {limit, swapAssetIn(balances_, limit, ammLiquidity_.tradingFee())};
}
template <typename TIn, typename TOut>
@@ -132,7 +132,45 @@ AMMOffer<TIn, TOut>::getQualityFunc() const
if (ammLiquidity_.multiPath())
return QualityFunction{quality(), QualityFunction::CLOBLikeTag{}};
return QualityFunction{
*balances_, ammLiquidity_.tradingFee(), QualityFunction::AMMTag{}};
balances_, ammLiquidity_.tradingFee(), QualityFunction::AMMTag{}};
}
template <typename TIn, typename TOut>
bool
AMMOffer<TIn, TOut>::checkInvariant(
TAmounts<TIn, TOut> const& consumed,
beast::Journal j) const
{
if (consumed.in > amounts_.in || consumed.out > amounts_.out)
{
JLOG(j.error()) << "AMMOffer::checkInvariant failed: consumed "
<< to_string(consumed.in) << " "
<< to_string(consumed.out) << " amounts "
<< to_string(amounts_.in) << " "
<< to_string(amounts_.out);
return false;
}
Number const product = balances_.in * balances_.out;
auto const newBalances = TAmounts<TIn, TOut>{
balances_.in + consumed.in, balances_.out - consumed.out};
Number const newProduct = newBalances.in * newBalances.out;
if (newProduct >= product ||
withinRelativeDistance(product, newProduct, Number{1, -7}))
return true;
JLOG(j.error()) << "AMMOffer::checkInvariant failed: balances "
<< to_string(balances_.in) << " "
<< to_string(balances_.out) << " new balances "
<< to_string(newBalances.in) << " "
<< to_string(newBalances.out) << " product/newProduct "
<< product << " " << newProduct << " diff "
<< (product != Number{0}
? to_string((product - newProduct) / product)
: "undefined");
return false;
}
template class AMMOffer<STAmount, STAmount>;

11
src/ripple/app/paths/impl/BookStep.cpp
View File

@@ -793,6 +793,17 @@ BookStep<TIn, TOut, TDerived>::consumeOffer(
TAmounts<TIn, TOut> const& stepAmt,
TOut const& ownerGives) const
{
if (!offer.checkInvariant(ofrAmt, j_))
{
// purposely written as separate if statements so we get logging even
// when the amendment isn't active.
if (sb.rules().enabled(fixAMMOverflowOffer))
{
Throw<FlowException>(
tecINVARIANT_FAILED, "AMM pool product invariant failed.");
}
}
// The offer owner gets the ofrAmt. The difference between ofrAmt and
// stepAmt is a transfer fee that goes to book_.in.account
{

9
src/ripple/app/tx/impl/Offer.h
View File

@@ -163,6 +163,15 @@ public:
// CLOB offer pays the transfer fee
return {ofrInRate, ofrOutRate};
}
/** Check any required invariant. Limit order book offer
* always returns true.
*/
bool
checkInvariant(TAmounts<TIn, TOut> const&, beast::Journal j) const
{
return true;
}
};
using Offer = TOffer<>;

3
src/ripple/protocol/Feature.h
View File

@@ -74,7 +74,7 @@ namespace detail {
// Feature.cpp. Because it's only used to reserve storage, and determine how
// large to make the FeatureBitset, it MAY be larger. It MUST NOT be less than
// the actual number of amendments. A LogicError on startup will verify this.
static constexpr std::size_t numFeatures = 70;
static constexpr std::size_t numFeatures = 71;
/** Amendments that this server supports and the default voting behavior.
Whether they are enabled depends on the Rules defined in the validated
@@ -354,6 +354,7 @@ extern uint256 const featureDID;
extern uint256 const fixFillOrKill;
extern uint256 const fixNFTokenReserve;
extern uint256 const fixInnerObjTemplate;
extern uint256 const fixAMMOverflowOffer;
extern uint256 const featurePriceOracle;
extern uint256 const fixEmptyDID;
extern uint256 const fixXChainRewardRounding;

1
src/ripple/protocol/impl/Feature.cpp
View File

@@ -461,6 +461,7 @@ REGISTER_FEATURE(DID, Supported::yes, VoteBehavior::De
REGISTER_FIX (fixFillOrKill, Supported::yes, VoteBehavior::DefaultNo);
REGISTER_FIX (fixNFTokenReserve, Supported::yes, VoteBehavior::DefaultNo);
REGISTER_FIX (fixInnerObjTemplate, Supported::yes, VoteBehavior::DefaultNo);
REGISTER_FIX (fixAMMOverflowOffer, Supported::yes, VoteBehavior::DefaultYes);
REGISTER_FEATURE(PriceOracle, Supported::yes, VoteBehavior::DefaultNo);
REGISTER_FIX (fixEmptyDID, Supported::yes, VoteBehavior::DefaultNo);
REGISTER_FIX (fixXChainRewardRounding, Supported::yes, VoteBehavior::DefaultNo);