Commit Graph

7 Commits

Author SHA1 Message Date
Edward Hennis
46004158a2 Allow Json parser understand TER strings where appropriate 2017-04-24 13:44:45 -07:00
Scott Schurr
369909df84 Use payment flow code for offer crossing (RIPD-1094):
Replace Taker.cpp with calls to the payment flow() code.

This change required a number of tweaks in the payment flow code.
These tweaks are conditionalized on whether or not offer crossing
is taking place.  The flag is explicitly passed as a parameter to
the flow code.

For testing, a class was added that identifies differences in the
contents of two PaymentSandboxes.  That code may be reusable in
the future.

None of the Taker offer crossing code is removed.  Both versions
of the code are co-resident to support an amendment cut-over.

The code that identifies differences between Taker and Flow offer
crossing is enabled by a feature.  That makes it easy to enable
or disable difference logging by changing the config file.  This
approach models what was done with the payment flow code.  The
differencing code should never be enabled on a production server.

Extensive offer crossing unit tests are added to examine and
verify the behavior of corner cases.  The tests are currently
configured to run against both Taker and Flow offer crossing.
This gives us confidence that most cases run identically and
some of the (few) differences in behavior are documented.
2017-04-24 09:24:46 -07:00
wilsonianb
2fcde0e0b6 Add SecretKey comparison operator (RIPD-1382) 2017-03-01 11:41:07 -05:00
Scott Schurr
71b42dcec5 Exercise debugLog writes in jtx unit tests (RIPD-1393) 2017-02-07 18:59:56 -05:00
Vinnie Falco
e05bf0844d Changes for secp256k1 2017-02-01 12:36:51 -05:00
JoelKatz
22a375a5f4 Add support for tick sizes (RIPD-1363):
Add an amendment to allow gateways to set a "tick size"
for assets they issue. There are no changes unless the
amendment is enabled (since the tick size option cannot
be set).

With the amendment enabled:

AccountSet transactions may set a "TickSize" parameter.
Legal values are 0 and 3-15 inclusive. Zero removes the
setting. 3-15 allow that many decimal digits of precision
in the pricing of offers for assets issued by this account.

For asset pairs with XRP, the tick size imposed, if any,
is the tick size of the issuer of the non-XRP asset. For
asset pairs without XRP, the tick size imposed, if any,
is the smaller of the two issuer's configured tick sizes.

The tick size is imposed by rounding the offer quality
down to nearest tick and recomputing the non-critical
side of the offer. For a buy, the amount offered is
rounded down. For a sell, the amount charged is rounded up.

Gateways must enable a TickSize on their account for this
feature to benefit them.

The primary expected benefit is the elimination of bots
fighting over the tip of the order book. This means:

- Quicker price discovery as outpricing someone by a
  microscopic amount is made impossible. Currently
  bots can spend hours outbidding each other with no
  significant price movement.

- A reduction in offer creation and cancellation spam.

- More offers left on the books as priority means
  something when you can't outbid by a microscopic amount.
2016-12-23 14:36:11 -08:00
Brad Chase
8f97889176 Don't include unit test sources in code coverage (RIPD-1132):
Most files containing unit test code are moved to
src/test. JTx and the test client code are not yet moved.
2016-09-02 15:26:16 -04:00