Add V2 implementation of payments:

Add a new algorithm for finding the liquidity in a payment path. There
is still a reverse and forward pass, but the forward pass starts at the
limiting step rather than the payment source. This insures the limiting
step is completely consumed rather than potentially leaving a 'dust'
amount in the forward pass.

Each step in a payment is either a book step, a direct step (account to
account step), or an xrp endpoint. Each step in the existing
implementation is a triple, where each element in the triple is either
an account of a book, for a total of eight step types.

Since accounts are considered in pairs, rather than triples, transfer
fees are handled differently. In V1 of payments, in the payment path
A -> gw ->B, if A redeems to gw, and gw issues to B, a transfer fee is
changed. In the new code, a transfer fee is changed even if A issues to
gw.
This commit is contained in:
seelabs
2015-11-15 13:20:26 -05:00
parent f3e93bbbeb
commit 122a5cdf89
44 changed files with 4654 additions and 223 deletions

View File

@@ -0,0 +1,613 @@
//------------------------------------------------------------------------------
/*
This file is part of rippled: https://github.com/ripple/rippled
Copyright (c) 2012, 2013 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.
*/
//==============================================================================
#include <BeastConfig.h>
#include <ripple/app/paths/impl/Steps.h>
#include <ripple/app/paths/Credit.h>
#include <ripple/app/paths/NodeDirectory.h>
#include <ripple/app/tx/impl/OfferStream.h>
#include <ripple/basics/contract.h>
#include <ripple/basics/Log.h>
#include <ripple/ledger/Directory.h>
#include <ripple/ledger/PaymentSandbox.h>
#include <ripple/protocol/Book.h>
#include <ripple/protocol/IOUAmount.h>
#include <ripple/protocol/Quality.h>
#include <ripple/protocol/XRPAmount.h>
#include <numeric>
#include <sstream>
namespace ripple {
template<class TIn, class TOut>
class TOffer;
template<class TIn, class TOut>
struct TAmounts;
template<class TIn, class TOut>
class BookStep : public StepImp<TIn, TOut, BookStep<TIn, TOut>>
{
private:
static constexpr uint32_t maxOffersToConsume_ = 2000;
Book book_;
AccountID strandSrc_;
AccountID strandDst_;
beast::Journal j_;
struct Cache
{
TIn in;
TOut out;
Cache () = default;
Cache (TIn const& in_, TOut const& out_)
: in (in_), out (out_)
{
}
};
boost::optional<Cache> cache_;
public:
BookStep (Issue const& in,
Issue const& out,
AccountID const& strandSrc,
AccountID const& strandDst,
beast::Journal j)
: book_ (in, out)
, strandSrc_ (strandSrc)
, strandDst_ (strandDst)
, j_ (j)
{
}
Book const& book() const
{
return book_;
};
boost::optional<EitherAmount>
cachedIn () const override
{
if (!cache_)
return boost::none;
return EitherAmount (cache_->in);
}
boost::optional<EitherAmount>
cachedOut () const override
{
if (!cache_)
return boost::none;
return EitherAmount (cache_->out);
}
std::pair<TIn, TOut>
revImp (
PaymentSandbox& sb,
ApplyView& afView,
std::vector<uint256>& ofrsToRm,
TOut const& out);
std::pair<TIn, TOut>
fwdImp (
PaymentSandbox& sb,
ApplyView& afView,
std::vector<uint256>& ofrsToRm,
TIn const& in);
std::pair<bool, EitherAmount>
validFwd (
PaymentSandbox& sb,
ApplyView& afView,
EitherAmount const& in) override;
// Check for errors frozen constraints.
TER check(StrandContext const& ctx) const;
private:
friend bool operator==(BookStep const& lhs, BookStep const& rhs)
{
return lhs.book_ == rhs.book_;
}
friend bool operator!=(BookStep const& lhs, BookStep const& rhs)
{
return ! (lhs == rhs);
}
bool equal (Step const& rhs) const override;
void consumeOffer (PaymentSandbox& sb,
TOffer<TIn, TOut>& offer,
TAmounts<TIn, TOut> const& ofrAmt,
TAmounts<TIn, TOut> const& stepAmt) const;
std::string logString () const override
{
std::ostringstream ostr;
ostr <<
"BookStep" <<
"\ninIss: " << book_.in.account <<
"\noutIss: " << book_.out.account <<
"\ninCur: " << book_.in.currency <<
"\noutCur: " << book_.out.currency;
return ostr.str ();
}
};
template <class TIn, class TOut>
bool BookStep<TIn, TOut>::equal (Step const& rhs) const
{
if (auto bs = dynamic_cast<BookStep<TIn, TOut> const*>(&rhs))
return book_ == bs->book_;
return false;
}
// Adjust the offer amount and step amount subject to the given input limit
template <class TIn, class TOut>
static
void limitStepIn (Quality const& ofrQ,
TAmounts<TIn, TOut>& ofrAmt,
TAmounts<TIn, TOut>& stpAmt,
std::uint32_t transferRateIn,
TIn const& limit)
{
if (limit < stpAmt.in)
{
stpAmt.in = limit;
auto const inLmt = mulRatio (
stpAmt.in, QUALITY_ONE, transferRateIn, /*roundUp*/ false);
ofrAmt = ofrQ.ceil_in (ofrAmt, inLmt);
stpAmt.out = ofrAmt.out;
}
}
// Adjust the offer amount and step amount subject to the given output limit
template <class TIn, class TOut>
static
void limitStepOut (Quality const& ofrQ,
TAmounts<TIn, TOut>& ofrAmt,
TAmounts<TIn, TOut>& stpAmt,
std::uint32_t transferRateIn,
TOut const& limit)
{
if (limit < stpAmt.out)
{
stpAmt.out = limit;
ofrAmt = ofrQ.ceil_out (ofrAmt, limit);
stpAmt.in = mulRatio (
ofrAmt.in, transferRateIn, QUALITY_ONE, /*roundUp*/ true);
}
}
/* Iterate through the offers at the best quality in a book.
Unfunded offers and bad offers are skipped (and returned).
TakerGets/Taker pays reflects funding.
callback is called with the offer SLE, taker pays, taker gets.
If callback returns false, don't process any more offers.
Return the unfunded and bad offers and the number of offers consumed.
*/
template <class TAmtIn, class TAmtOut, class Callback>
static
std::pair<std::vector<uint256>, std::uint32_t>
forEachOffer (
PaymentSandbox& sb,
ApplyView& afView,
Book const& book,
AccountID const& src,
AccountID const& dst,
Callback& callback,
std::uint32_t limit,
beast::Journal j)
{
auto transferRate = [&](AccountID const& id)->std::uint32_t
{
if (isXRP (id) || id == src || id == dst)
return QUALITY_ONE;
return rippleTransferRate (sb, id);
};
std::uint32_t const trIn = transferRate (book.in.account);
typename FlowOfferStream<TAmtIn, TAmtOut>::StepCounter counter (limit, j);
FlowOfferStream<TAmtIn, TAmtOut> offers (
sb, afView, book, sb.parentCloseTime (), counter, j);
boost::optional<Quality> ofrQ;
while (offers.step ())
{
auto& offer = offers.tip ();
if (!ofrQ)
ofrQ = offer.quality ();
else if (*ofrQ != offer.quality ())
break;
auto const funds = offers.ownerFunds ();
auto ofrAmt = offer.amount ();
auto stpAmt = make_Amounts (
mulRatio (ofrAmt.in, trIn, QUALITY_ONE, /*roundUp*/ true),
ofrAmt.out);
if (funds < stpAmt.out)
limitStepOut (*ofrQ, ofrAmt, stpAmt, trIn, funds);
if (!callback (offer, ofrAmt, stpAmt, trIn))
break;
}
return {offers.toRemove (), counter.count()};
}
template <class TIn, class TOut>
void BookStep<TIn, TOut>::consumeOffer (
PaymentSandbox& sb,
TOffer<TIn, TOut>& offer,
TAmounts<TIn, TOut> const& ofrAmt,
TAmounts<TIn, TOut> const& stepAmt) const
{
// The offer owner gets the ofrAmt. The difference between ofrAmt and stepAmt
// is a transfer fee that goes to book_.in.account
{
auto const dr = accountSend (sb, book_.in.account, offer.owner (),
toSTAmount (ofrAmt.in, book_.in), j_);
if (dr != tesSUCCESS)
Throw<FlowException> (dr);
}
{
auto const cr = accountSend (sb, offer.owner (), book_.out.account,
toSTAmount (stepAmt.out, book_.out), j_);
if (cr != tesSUCCESS)
Throw<FlowException> (cr);
}
offer.consume (sb, ofrAmt);
}
template<class TCollection>
static
auto sum (TCollection const& col)
{
using TResult = std::decay_t<decltype (*col.begin ())>;
if (col.empty ())
return TResult{beast::zero};
return std::accumulate (col.begin () + 1, col.end (), *col.begin ());
};
template<class TIn, class TOut>
std::pair<TIn, TOut>
BookStep<TIn, TOut>::revImp (
PaymentSandbox& sb,
ApplyView& afView,
std::vector<uint256>& ofrsToRm,
TOut const& out)
{
cache_.reset ();
TAmounts<TIn, TOut> result (beast::zero, beast::zero);
auto remainingOut = out;
boost::container::flat_multiset<TIn> savedIns;
savedIns.reserve(64);
boost::container::flat_multiset<TOut> savedOuts;
savedOuts.reserve(64);
/* amt fed will be adjusted by owner funds (and may differ from the offer's
amounts - tho always <=)
Return true to continue to receive offers, false to stop receiving offers.
*/
auto eachOffer =
[&](TOffer<TIn, TOut>& offer,
TAmounts<TIn, TOut> const& ofrAmt,
TAmounts<TIn, TOut> const& stpAmt,
std::uint32_t transferRateIn) mutable -> bool
{
if (remainingOut <= beast::zero)
return false;
if (stpAmt.out <= remainingOut)
{
savedIns.insert(stpAmt.in);
savedOuts.insert(stpAmt.out);
result = TAmounts<TIn, TOut>(sum (savedIns), sum(savedOuts));
remainingOut = out - result.out;
this->consumeOffer (sb, offer, ofrAmt, stpAmt);
// return true b/c even if the payment is satisfied,
// we need to consume the offer
return true;
}
else
{
auto ofrAdjAmt = ofrAmt;
auto stpAdjAmt = stpAmt;
limitStepOut (
offer.quality (), ofrAdjAmt, stpAdjAmt, transferRateIn, remainingOut);
remainingOut = beast::zero;
savedIns.insert (stpAdjAmt.in);
savedOuts.insert (remainingOut);
result.in = sum(savedIns);
result.out = out;
this->consumeOffer (sb, offer, ofrAdjAmt, stpAdjAmt);
return false;
}
};
{
auto const r = forEachOffer<TIn, TOut> (
sb, afView, book_,
strandSrc_, strandDst_, eachOffer, maxOffersToConsume_, j_);
std::vector<uint256> toRm = std::move(std::get<0>(r));
std::uint32_t const offersConsumed = std::get<1>(r);
ofrsToRm.reserve (ofrsToRm.size () + toRm.size ());
for (auto& o : toRm)
ofrsToRm.emplace_back (std::move (o));
if (offersConsumed >= maxOffersToConsume_)
{
// Too many iterations, mark this strand as dry
cache_.emplace (beast::zero, beast::zero);
return {beast::zero, beast::zero};
}
}
if (remainingOut < beast::zero)
{
// something went very wrong
assert (0);
cache_.emplace (beast::zero, beast::zero);
return {beast::zero, beast::zero};
}
cache_.emplace (result.in, result.out);
return {result.in, result.out};
}
template<class TIn, class TOut>
std::pair<TIn, TOut>
BookStep<TIn, TOut>::fwdImp (
PaymentSandbox& sb,
ApplyView& afView,
std::vector<uint256>& ofrsToRm,
TIn const& in)
{
assert(cache_);
TAmounts<TIn, TOut> result (beast::zero, beast::zero);
auto remainingIn = in;
boost::container::flat_multiset<TIn> savedIns;
savedIns.reserve(64);
boost::container::flat_multiset<TOut> savedOuts;
savedOuts.reserve(64);
// amt fed will be adjusted by owner funds (and may differ from the offer's
// amounts - tho always <=)
auto eachOffer =
[&](TOffer<TIn, TOut>& offer,
TAmounts<TIn, TOut> const& ofrAmt,
TAmounts<TIn, TOut> const& stpAmt,
std::uint32_t transferRateIn) mutable -> bool
{
if (remainingIn <= beast::zero)
return false;
if (stpAmt.in <= remainingIn)
{
savedIns.insert(stpAmt.in);
savedOuts.insert(stpAmt.out);
result = TAmounts<TIn, TOut>(sum (savedIns), sum(savedOuts));
remainingIn = in - result.in;
this->consumeOffer (sb, offer, ofrAmt, stpAmt);
// return true b/c even if the payment is satisfied,
// we need to consume the offer
return true;
}
else
{
auto ofrAdjAmt = ofrAmt;
auto stpAdjAmt = stpAmt;
limitStepIn (
offer.quality (), ofrAdjAmt, stpAdjAmt, transferRateIn, remainingIn);
savedIns.insert (remainingIn);
savedOuts.insert (stpAdjAmt.out);
remainingIn = beast::zero;
result.out = sum (savedOuts);
result.in = in;
this->consumeOffer (sb, offer, ofrAdjAmt, stpAdjAmt);
return false;
}
};
{
auto const r = forEachOffer<TIn, TOut> (
sb, afView, book_,
strandSrc_, strandDst_, eachOffer, maxOffersToConsume_, j_);
std::vector<uint256> toRm = std::move(std::get<0>(r));
std::uint32_t const offersConsumed = std::get<1>(r);
ofrsToRm.reserve (ofrsToRm.size () + toRm.size ());
for (auto& o : toRm)
ofrsToRm.emplace_back (std::move (o));
if (offersConsumed >= maxOffersToConsume_)
{
// Too many iterations, mark this strand as dry
cache_.emplace (beast::zero, beast::zero);
return {beast::zero, beast::zero};
}
}
if (remainingIn < beast::zero)
{
// something went very wrong
assert (0);
cache_.emplace (beast::zero, beast::zero);
return {beast::zero, beast::zero};
}
cache_.emplace (result.in, result.out);
return {result.in, result.out};
}
template<class TIn, class TOut>
std::pair<bool, EitherAmount>
BookStep<TIn, TOut>::validFwd (
PaymentSandbox& sb,
ApplyView& afView,
EitherAmount const& in)
{
if (!cache_)
{
JLOG (j_.trace) << "Expected valid cache in validFwd";
return {false, EitherAmount (TOut (beast::zero))};
}
auto const savCache = *cache_;
try
{
std::vector<uint256> dummy;
fwdImp (sb, afView, dummy, get<TIn> (in)); // changes cache
}
catch (FlowException const&)
{
return {false, EitherAmount (TOut (beast::zero))};
}
if (!(checkNear (savCache.in, cache_->in) &&
checkNear (savCache.out, cache_->out)))
{
JLOG (j_.error) <<
"Strand re-execute check failed." <<
" ExpectedIn: " << to_string (savCache.in) <<
" CachedIn: " << to_string (cache_->in) <<
" ExpectedOut: " << to_string (savCache.out) <<
" CachedOut: " << to_string (cache_->out);
return {false, EitherAmount (cache_->out)};
}
return {true, EitherAmount (cache_->out)};
}
template<class TIn, class TOut>
TER
BookStep<TIn, TOut>::check(StrandContext const& ctx) const
{
if (book_.in == book_.out)
{
JLOG (j_.debug) << "BookStep: Book with same in and out issuer " << *this;
return temBAD_PATH;
}
if (!isConsistent (book_.in) || !isConsistent (book_.out))
{
JLOG (j_.debug) << "Book: currency is inconsistent with issuer." << *this;
return temBAD_PATH;
}
if (!ctx.seenBooks.insert (book_).second)
{
JLOG (j_.debug) << "BookStep: loop detected: " << *this;
return temBAD_PATH_LOOP;
}
return tesSUCCESS;
}
//------------------------------------------------------------------------------
namespace test
{
// Needed for testing
template <class TIn, class TOut>
static
bool equalHelper (Step const& step, ripple::Book const& book)
{
if (auto bs = dynamic_cast<BookStep<TIn, TOut> const*> (&step))
return book == bs->book ();
return false;
}
bool bookStepEqual (Step const& step, ripple::Book const& book)
{
bool const inXRP = isXRP (book.in.currency);
bool const outXRP = isXRP (book.out.currency);
if (inXRP && outXRP)
return equalHelper<XRPAmount, XRPAmount> (step, book);
if (inXRP && !outXRP)
return equalHelper<XRPAmount, IOUAmount> (step, book);
if (!inXRP && outXRP)
return equalHelper<IOUAmount, XRPAmount> (step, book);
if (!inXRP && !outXRP)
return equalHelper<IOUAmount, IOUAmount> (step, book);
return false;
}
}
//------------------------------------------------------------------------------
template <class TIn, class TOut>
static
std::pair<TER, std::unique_ptr<Step>>
make_BookStepHelper (
StrandContext const& ctx,
Issue const& in,
Issue const& out)
{
auto r = std::make_unique<BookStep<TIn, TOut>> (
in, out, ctx.strandSrc, ctx.strandDst, ctx.j);
auto ter = r->check (ctx);
if (ter != tesSUCCESS)
return {ter, nullptr};
return {tesSUCCESS, std::move (r)};
}
std::pair<TER, std::unique_ptr<Step>>
make_BookStepII (
StrandContext const& ctx,
Issue const& in,
Issue const& out)
{
return make_BookStepHelper<IOUAmount, IOUAmount> (ctx, in, out);
}
std::pair<TER, std::unique_ptr<Step>>
make_BookStepIX (
StrandContext const& ctx,
Issue const& in)
{
Issue out;
return make_BookStepHelper<IOUAmount, XRPAmount> (ctx, in, out);
}
std::pair<TER, std::unique_ptr<Step>>
make_BookStepXI (
StrandContext const& ctx,
Issue const& out)
{
Issue in;
return make_BookStepHelper<XRPAmount, IOUAmount> (ctx, in, out);
}
} // ripple