rippled
AMMLiquidity.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_APP_TX_AMMLIQUIDITY_H_INCLUDED
21 #define RIPPLE_APP_TX_AMMLIQUIDITY_H_INCLUDED
22 
23 #include "ripple/app/misc/AMMHelpers.h"
24 #include "ripple/app/misc/AMMUtils.h"
25 #include "ripple/app/paths/AMMContext.h"
26 #include "ripple/basics/Log.h"
27 #include "ripple/ledger/ReadView.h"
28 #include "ripple/ledger/View.h"
29 #include "ripple/protocol/Quality.h"
30 #include "ripple/protocol/STLedgerEntry.h"
31 
32 namespace ripple {
33 
34 template <typename TIn, typename TOut>
35 class AMMOffer;
36 
51 template <typename TIn, typename TOut>
53 {
54 private:
55  inline static const Number InitialFibSeqPct = Number(5) / 20000;
59  Issue const issueIn_;
61  // Initial AMM pool balances
62  TAmounts<TIn, TOut> const initialBalances_;
64 
65 public:
67  ReadView const& view,
68  AccountID const& ammAccountID,
70  Issue const& in,
71  Issue const& out,
72  AMMContext& ammContext,
73  beast::Journal j);
74  ~AMMLiquidity() = default;
75  AMMLiquidity(AMMLiquidity const&) = delete;
77  operator=(AMMLiquidity const&) = delete;
78 
85  getOffer(ReadView const& view, std::optional<Quality> const& clobQuality)
86  const;
87 
88  AccountID const&
89  ammAccount() const
90  {
91  return ammAccountID_;
92  }
93 
94  bool
95  multiPath() const
96  {
97  return ammContext_.multiPath();
98  }
99 
101  tradingFee() const
102  {
103  return tradingFee_;
104  }
105 
106  AMMContext&
107  context() const
108  {
109  return ammContext_;
110  }
111 
112  Issue const&
113  issueIn() const
114  {
115  return issueIn_;
116  }
117 
118  Issue const&
119  issueOut() const
120  {
121  return issueOut_;
122  }
123 
124 private:
127  TAmounts<TIn, TOut>
128  fetchBalances(ReadView const& view) const;
129 
137  TAmounts<TIn, TOut>
138  generateFibSeqOffer(TAmounts<TIn, TOut> const& balances) const;
139 
143  maxOffer(TAmounts<TIn, TOut> const& balances) const;
144 };
145 
146 } // namespace ripple
147 
148 #endif // RIPPLE_APP_TX_AMMLIQUIDITY_H_INCLUDED
ripple::AMMLiquidity::maxOffer
AMMOffer< TIn, TOut > maxOffer(TAmounts< TIn, TOut > const &balances) const
Generate max offer.
Definition: AMMLiquidity.cpp:110
ripple::AMMLiquidity::issueIn_
const Issue issueIn_
Definition: AMMLiquidity.h:59
ripple::AMMLiquidity::ammContext_
AMMContext & ammContext_
Definition: AMMLiquidity.h:56
ripple::Issue
A currency issued by an account.
Definition: Issue.h:35
ripple::AMMLiquidity::tradingFee_
const std::uint32_t tradingFee_
Definition: AMMLiquidity.h:58
ripple::AMMLiquidity::fetchBalances
TAmounts< TIn, TOut > fetchBalances(ReadView const &view) const
Fetches current AMM balances.
Definition: AMMLiquidity.cpp:46
ripple::AMMLiquidity::getOffer
std::optional< AMMOffer< TIn, TOut > > getOffer(ReadView const &view, std::optional< Quality > const &clobQuality) const
Generate AMM offer.
Definition: AMMLiquidity.cpp:122
ripple::AMMLiquidity::AMMLiquidity
AMMLiquidity(ReadView const &view, AccountID const &ammAccountID, std::uint32_t tradingFee, Issue const &in, Issue const &out, AMMContext &ammContext, beast::Journal j)
Definition: AMMLiquidity.cpp:26
ripple::AMMLiquidity::issueOut
Issue const & issueOut() const
Definition: AMMLiquidity.h:119
ripple::ammAccountID
AccountID ammAccountID(std::uint16_t prefix, uint256 const &parentHash, uint256 const &ammID)
Calculate AMM account ID.
Definition: AMMCore.cpp:30
ripple::AMMLiquidity::~AMMLiquidity
~AMMLiquidity()=default
ripple::AMMLiquidity::generateFibSeqOffer
TAmounts< TIn, TOut > generateFibSeqOffer(TAmounts< TIn, TOut > const &balances) const
Generate AMM offers with the offer size based on Fibonacci sequence.
Definition: AMMLiquidity.cpp:59
ripple::AMMLiquidity::issueOut_
const Issue issueOut_
Definition: AMMLiquidity.h:60
ripple::AMMLiquidity::issueIn
Issue const & issueIn() const
Definition: AMMLiquidity.h:113
ripple::base_uint< 160, detail::AccountIDTag >
ripple::AMMLiquidity::tradingFee
std::uint32_t tradingFee() const
Definition: AMMLiquidity.h:101
ripple::AMMLiquidity::InitialFibSeqPct
static const Number InitialFibSeqPct
Definition: AMMLiquidity.h:55
ripple::Number
Definition: Number.h:36
ripple::AMMContext::multiPath
bool multiPath() const
Definition: AMMContext.h:64
ripple::AMMContext
Maintains AMM info per overall payment engine execution and individual iteration.
Definition: AMMContext.h:35
ripple::AMMLiquidity::context
AMMContext & context() const
Definition: AMMLiquidity.h:107
ripple::AMMOffer
Represents synthetic AMM offer in BookStep.
Definition: AMMLiquidity.h:35
beast::Journal
A generic endpoint for log messages.
Definition: Journal.h:58
std::uint32_t
ripple::AMMLiquidity::ammAccount
AccountID const & ammAccount() const
Definition: AMMLiquidity.h:89
ripple::AMMLiquidity::operator=
AMMLiquidity & operator=(AMMLiquidity const &)=delete
ripple::ReadView
A view into a ledger.
Definition: ReadView.h:54
ripple
Use hash_* containers for keys that do not need a cryptographically secure hashing algorithm.
Definition: RCLCensorshipDetector.h:29
ripple::AMMLiquidity::ammAccountID_
const AccountID ammAccountID_
Definition: AMMLiquidity.h:57
ripple::AMMLiquidity::initialBalances_
const TAmounts< TIn, TOut > initialBalances_
Definition: AMMLiquidity.h:62
ripple::AMMLiquidity
AMMLiquidity class provides AMM offers to BookStep class.
Definition: AMMLiquidity.h:52
std::optional
ripple::AMMLiquidity::multiPath
bool multiPath() const
Definition: AMMLiquidity.h:95
ripple::AMMLiquidity::j_
const beast::Journal j_
Definition: AMMLiquidity.h:63