mirror of
https://github.com/XRPLF/rippled.git
synced 2025-11-20 11:05:54 +00:00
1d42c4f6de
Per XLS-0095, we are taking steps to rename ripple(d) to xrpl(d). This change specifically removes all copyright notices referencing Ripple, XRPLF, and certain affiliated contributors upon mutual agreement, so the notice in the LICENSE.md file applies throughout. Copyright notices referencing external contributions remain as-is. Duplicate verbiage is also removed.
89 lines
2.3 KiB
C++
89 lines
2.3 KiB
C++
#ifndef XRPL_PROTOCOL_QUALITYFUNCTION_H_INCLUDED
|
|
#define XRPL_PROTOCOL_QUALITYFUNCTION_H_INCLUDED
|
|
|
|
#include <xrpl/basics/Number.h>
|
|
#include <xrpl/protocol/AMMCore.h>
|
|
#include <xrpl/protocol/Quality.h>
|
|
|
|
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> 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 <typename TIn, typename TOut>
|
|
QualityFunction(
|
|
TAmounts<TIn, TOut> 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<Number>
|
|
outFromAvgQ(Quality const& quality);
|
|
|
|
/** Return true if the quality function is constant
|
|
*/
|
|
bool
|
|
isConst() const
|
|
{
|
|
return quality_.has_value();
|
|
}
|
|
|
|
std::optional<Quality> const&
|
|
quality() const
|
|
{
|
|
return quality_;
|
|
}
|
|
};
|
|
|
|
template <typename TIn, typename TOut>
|
|
QualityFunction::QualityFunction(
|
|
TAmounts<TIn, TOut> const& amounts,
|
|
std::uint32_t tfee,
|
|
QualityFunction::AMMTag)
|
|
{
|
|
if (amounts.in <= beast::zero || amounts.out <= beast::zero)
|
|
Throw<std::runtime_error>("QualityFunction amounts are 0.");
|
|
Number const cfee = feeMult(tfee);
|
|
m_ = -cfee / amounts.in;
|
|
b_ = amounts.out * cfee / amounts.in;
|
|
}
|
|
|
|
} // namespace ripple
|
|
|
|
#endif // XRPL_PROTOCOL_QUALITYFUNCTION_H_INCLUDED
|