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Offer rounding improvements.

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This commit is contained in:
Arthur Britto
2013-04-21 18:21:42 -07:00
parent 6bbef15e4d
commit 00456e9879
2 changed files with 8 additions and 8 deletions
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10
src/cpp/ripple/Amount.cpp
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@@ -1057,7 +1057,7 @@ bool STAmount::applyOffer(
// Offer has limited funding, limit offer gets and pays by funds available.
saOfferPaysAvailable = saOfferFundsAvailable;
saOfferGetsAvailable = std::min(saOfferGets, multiply(saOfferPaysAvailable, saOfferRate, saOfferGets));
saOfferGetsAvailable = std::min(saOfferGets, mulRound(saOfferPaysAvailable, saOfferRate, saOfferGets, true));
}
cLog(lsINFO) << "applyOffer: saOfferPaysAvailable=" << saOfferFundsAvailable.getFullText();
@@ -1069,14 +1069,14 @@ bool STAmount::applyOffer(
cLog(lsINFO) << "applyOffer: saTakerPaysMax=" << saTakerPaysMax.getFullText();
STAmount saTakerGetsMax = saTakerPaysMax >= saOfferGetsAvailable
? saOfferPaysAvailable // Potentially take entire offer. Avoid math shenanigans.
: std::min(saOfferPaysAvailable, divide(saTakerPaysMax, saOfferRate, saTakerGets)); // Taker a portion of offer.
: std::min(saOfferPaysAvailable, divRound(saTakerPaysMax, saOfferRate, saTakerGets, !saTakerGets.isNative())); // Taker a portion of offer.
cLog(lsINFO) << "applyOffer: saOfferRate=" << saOfferRate.getFullText();
cLog(lsINFO) << "applyOffer: saTakerGetsMax=" << saTakerGetsMax.getFullText();
saTakerGot = std::min(saTakerGets, saTakerGetsMax); // Limit by wanted.
saTakerPaid = saTakerGot == saOfferPaysAvailable
? saOfferGetsAvailable
: std::min(saOfferGetsAvailable, multiply(saTakerGot, saOfferRate, saTakerFunds));
: std::min(saOfferGetsAvailable, mulRound(saTakerGot, saOfferRate, saTakerFunds, true));
cLog(lsINFO) << "applyOffer: saTakerGot=" << saTakerGot.getFullText();
cLog(lsINFO) << "applyOffer: saTakerPaid=" << saTakerPaid.getFullText();
@@ -1093,7 +1093,7 @@ bool STAmount::applyOffer(
cLog(lsINFO) << "applyOffer: saTransferRate=" << saTransferRate.getFullText();
// TakerCost includes transfer fees.
STAmount saTakerCost = STAmount::multiply(saTakerPaid, saTransferRate);
STAmount saTakerCost = STAmount::mulRound(saTakerPaid, saTransferRate, true);
cLog(lsINFO) << "applyOffer: saTakerCost=" << saTakerCost.getFullText();
cLog(lsINFO) << "applyOffer: saTakerFunds=" << saTakerFunds.getFullText();
@@ -1111,7 +1111,7 @@ bool STAmount::applyOffer(
else
{
// Compute fees in a rounding safe way.
STAmount saOfferCost = STAmount::multiply(saTakerGot, STAmount(CURRENCY_ONE, ACCOUNT_ONE, uOfferPaysRate, -9));
STAmount saOfferCost = STAmount::mulRound(saTakerGot, STAmount(CURRENCY_ONE, ACCOUNT_ONE, uOfferPaysRate, -9), true);
saOfferIssuerFee = saOfferCost > saOfferFunds
? saOfferFunds-saTakerGot // Not enough funds to cover fee, stiff issuer the rounding error.

6
src/cpp/ripple/RippleCalc.cpp
View File

@@ -1306,7 +1306,7 @@ TER RippleCalc::calcNodeDeliverRev(
{
// Adjust output to conform to limited input.
// XXX Verify it is impossible for these to be larger than available funds.
saOutPass = STAmount::divRound(saInPassAct, saOfrRate, saTakerGets, true);
saOutPass = STAmount::divRound(saInPassAct, saOfrRate, saTakerGets, !saTakerGets.isNative());
saOutPlusFees = STAmount::mulRound(saOutPass, saOutFeeRate, true);
cLog(lsINFO) << boost::str(boost::format("calcNodeDeliverRev: adjusted: saOutPass=%s saOutPlusFees=%s")
@@ -1447,7 +1447,7 @@ TER RippleCalc::calcNodeDeliverFwd(
STAmount saInTotal = STAmount::mulRound(saInFunded, saInFeeRate, true); // Offer maximum in with fees.
STAmount saInSum = std::min(saInTotal, saInReq-saInAct-saInFees); // In limited by remaining.
STAmount saInPassAct = STAmount::divRound(saInSum, saInFeeRate, true); // In without fees.
STAmount saOutPassMax = STAmount::divRound(saInPassAct, saOfrRate, saTakerGets, true); // Out limited by in remaining.
STAmount saOutPassMax = STAmount::divRound(saInPassAct, saOfrRate, saTakerGets, !saTakerGets.isNative()); // Out limited by in remaining.
STAmount saInPassFeesMax = saInSum-saInPassAct;
@@ -2280,7 +2280,7 @@ TER RippleCalc::calcNodeAccountFwd(
STAmount saIssueCrd = uQualityIn >= QUALITY_ONE
? saPrvIssueReq // No fee.
: STAmount::mulRound(saPrvIssueReq, STAmount(CURRENCY_ONE, ACCOUNT_ONE, uQualityIn, -9), false); // Amount to credit.
: STAmount::mulRound(saPrvIssueReq, STAmount(CURRENCY_ONE, ACCOUNT_ONE, uQualityIn, -9), true); // Amount to credit.
// Amount to credit. Credit for less than received as a surcharge.
saCurReceive = saPrvRedeemReq+saIssueCrd;