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