//------------------------------------------------------------------------------ /* This file is part of rippled: https://github.com/ripple/rippled Copyright (c) 2023 Ripple Labs Inc. Permission to use, copy, modify, and/or distribute this software for any purpose with or without fee is hereby granted, provided that the above copyright notice and this permission notice appear in all copies. THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES WITH REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR ANY SPECIAL , DIRECT, INDIRECT, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN AN ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, ARISING OUT OF OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE. */ //============================================================================== #ifndef RIPPLE_PROTOCOL_QUALITYFUNCTION_H_INCLUDED #define RIPPLE_PROTOCOL_QUALITYFUNCTION_H_INCLUDED #include #include #include namespace ripple { /** Average quality of a path as a function of `out`: q(out) = m * out + b, * where m = -1 / poolGets, b = poolPays / poolGets. If CLOB offer then * `m` is equal to 0 `b` is equal to the offer's quality. The function * is derived by substituting `in` in q = out / in with the swap out formula * for `in`: * in = [(poolGets * poolPays) / (poolGets - out) - poolPays] / (1 - tfee) * and combining the function for multiple steps. The function is used * to limit required output amount when quality limit is provided in one * path optimization. */ class QualityFunction { private: // slope Number m_; // intercept Number b_; // seated if QF is for CLOB offer. std::optional quality_; public: struct AMMTag { }; // AMMOffer for multi-path is like CLOB, i.e. the offer size // changes proportionally to its quality. struct CLOBLikeTag { }; QualityFunction(Quality const& quality, CLOBLikeTag); template QualityFunction( TAmounts const& amounts, std::uint32_t tfee, AMMTag); /** Combines QF with the next step QF */ void combine(QualityFunction const& qf); /** Find output to produce the requested * average quality. * @param quality requested average quality (quality limit) */ std::optional outFromAvgQ(Quality const& quality); /** Return true if the quality function is constant */ bool isConst() const { return quality_.has_value(); } std::optional const& quality() const { return quality_; } }; template QualityFunction::QualityFunction( TAmounts const& amounts, std::uint32_t tfee, QualityFunction::AMMTag) { if (amounts.in <= beast::zero || amounts.out <= beast::zero) Throw("QualityFunction amounts are 0."); Number const cfee = feeMult(tfee); m_ = -cfee / amounts.in; b_ = amounts.out * cfee / amounts.in; } } // namespace ripple #endif // RIPPLE_PROTOCOL_QUALITYFUNCTION_H_INCLUDED