rippled
QualityFunction.h
1 //------------------------------------------------------------------------------
2 /*
3  This file is part of rippled: https://github.com/ripple/rippled
4  Copyright (c) 2023 Ripple Labs Inc.
5 
6  Permission to use, copy, modify, and/or distribute this software for any
7  purpose with or without fee is hereby granted, provided that the above
8  copyright notice and this permission notice appear in all copies.
9 
10  THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES
11  WITH REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF
12  MERCHANTABILITY AND FITNESS. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR
13  ANY SPECIAL , DIRECT, INDIRECT, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES
14  WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN AN
15  ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, ARISING OUT OF
16  OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE.
17 */
18 //==============================================================================
19 
20 #ifndef RIPPLE_PROTOCOL_QUALITYFUNCTION_H_INCLUDED
21 #define RIPPLE_PROTOCOL_QUALITYFUNCTION_H_INCLUDED
22 
23 #include <ripple/basics/Number.h>
24 #include <ripple/protocol/AMMCore.h>
25 #include <ripple/protocol/Quality.h>
26 
27 namespace ripple {
28 
40 {
41 private:
42  // slope
44  // intercept
46  // seated if QF is for CLOB offer.
48 
49 public:
50  struct AMMTag
51  {
52  };
53  // AMMOffer for multi-path is like CLOB, i.e. the offer size
54  // changes proportionally to its quality.
55  struct CLOBLikeTag
56  {
57  };
58  QualityFunction(Quality const& quality, CLOBLikeTag);
59  template <typename TIn, typename TOut>
61  TAmounts<TIn, TOut> const& amounts,
62  std::uint32_t tfee,
63  AMMTag);
64 
67  void
68  combine(QualityFunction const& qf);
69 
75  outFromAvgQ(Quality const& quality);
76 
79  bool
80  isConst() const
81  {
82  return quality_.has_value();
83  }
84 
86  quality() const
87  {
88  return quality_;
89  }
90 };
91 
92 template <typename TIn, typename TOut>
94  TAmounts<TIn, TOut> const& amounts,
95  std::uint32_t tfee,
97 {
98  if (amounts.in <= beast::zero || amounts.out <= beast::zero)
99  Throw<std::runtime_error>("QualityFunction amounts are 0.");
100  Number const cfee = feeMult(tfee);
101  m_ = -cfee / amounts.in;
102  b_ = amounts.out * cfee / amounts.in;
103 }
104 
105 } // namespace ripple
106 
107 #endif // RIPPLE_PROTOCOL_QUALITYFUNCTION_H_INCLUDED
std::optional::has_value
T has_value(T... args)
ripple::QualityFunction::m_
Number m_
Definition: QualityFunction.h:43
ripple::feeMult
Number feeMult(std::uint16_t tfee)
Get fee multiplier (1 - tfee) @tfee trading fee in basis points.
Definition: AMMCore.h:118
ripple::QualityFunction::combine
void combine(QualityFunction const &qf)
Combines QF with the next step QF.
Definition: QualityFunction.cpp:37
ripple::QualityFunction::quality
std::optional< Quality > const & quality() const
Definition: QualityFunction.h:86
ripple::QualityFunction::quality_
std::optional< Quality > quality_
Definition: QualityFunction.h:47
ripple::QualityFunction::AMMTag
Definition: QualityFunction.h:50
ripple::Number
Definition: Number.h:36
std::uint32_t
ripple::QualityFunction::isConst
bool isConst() const
Return true if the quality function is constant.
Definition: QualityFunction.h:80
ripple
Use hash_* containers for keys that do not need a cryptographically secure hashing algorithm.
Definition: RCLCensorshipDetector.h:29
ripple::QualityFunction
Average quality of a path as a function of out: q(out) = m * out + b, where m = -1 / poolGets,...
Definition: QualityFunction.h:39
std::optional< Quality >
ripple::QualityFunction::outFromAvgQ
std::optional< Number > outFromAvgQ(Quality const &quality)
Find output to produce the requested average quality.
Definition: QualityFunction.cpp:46
ripple::QualityFunction::CLOBLikeTag
Definition: QualityFunction.h:55
ripple::QualityFunction::b_
Number b_
Definition: QualityFunction.h:45
ripple::QualityFunction::QualityFunction
QualityFunction(Quality const &quality, CLOBLikeTag)
Definition: QualityFunction.cpp:26