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4 Commits
feature-ex
...
fixAMMClaw
| Author | SHA1 | Date | |
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9f97d4643d | ||
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d9666cee77 | ||
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ec65e622aa | ||
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65837f49e1 |
@@ -97,6 +97,12 @@ public:
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static IOUAmount
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minPositiveAmount();
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friend std::ostream&
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operator<<(std::ostream& os, IOUAmount const& x)
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{
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return os << to_string(x);
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}
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};
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inline IOUAmount::IOUAmount(beast::Zero)
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@@ -28,6 +28,9 @@
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namespace ripple {
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bool
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isFeatureEnabled(uint256 const& feature);
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class DigestAwareReadView;
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/** Rules controlling protocol behavior. */
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@@ -153,4 +153,12 @@ Rules::operator!=(Rules const& other) const
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{
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return !(*this == other);
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}
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bool
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isFeatureEnabled(uint256 const& feature)
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{
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auto const& rules = getCurrentTransactionRules();
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return rules && rules->enabled(feature);
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}
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} // namespace ripple
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File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
@@ -125,7 +125,6 @@ class AMM
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STAmount const asset1_;
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STAmount const asset2_;
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uint256 const ammID_;
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IOUAmount const initialLPTokens_;
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bool log_;
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bool doClose_;
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// Predict next purchase price
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@@ -138,6 +137,7 @@ class AMM
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std::uint32_t const fee_;
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AccountID const ammAccount_;
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Issue const lptIssue_;
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IOUAmount const initialLPTokens_;
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public:
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AMM(Env& env,
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@@ -194,6 +194,12 @@ public:
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Issue const& issue2,
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std::optional<AccountID> const& account = std::nullopt) const;
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std::tuple<STAmount, STAmount, STAmount>
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balances(std::optional<AccountID> const& account = std::nullopt) const
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{
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return balances(asset1_.get<Issue>(), asset2_.get<Issue>(), account);
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}
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[[nodiscard]] bool
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expectLPTokens(AccountID const& account, IOUAmount const& tokens) const;
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@@ -428,6 +434,9 @@ private:
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[[nodiscard]] bool
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expectAuctionSlot(auto&& cb) const;
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IOUAmount
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initialTokens();
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};
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namespace amm {
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@@ -33,6 +33,15 @@ class AMM;
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enum class Fund { All, Acct, Gw, IOUOnly };
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struct TestAMMArg
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{
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std::optional<std::pair<STAmount, STAmount>> pool = std::nullopt;
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std::uint16_t tfee = 0;
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std::optional<jtx::ter> ter = std::nullopt;
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std::vector<FeatureBitset> features = {supported_amendments()};
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bool noLog = false;
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};
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void
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fund(
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jtx::Env& env,
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@@ -85,6 +94,11 @@ protected:
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std::uint16_t tfee = 0,
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std::optional<jtx::ter> const& ter = std::nullopt,
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std::vector<FeatureBitset> const& features = {supported_amendments()});
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void
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testAMM(
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std::function<void(jtx::AMM&, jtx::Env&)>&& cb,
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TestAMMArg const& arg);
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};
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class AMMTest : public jtx::AMMTestBase
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@@ -646,6 +646,12 @@ public:
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void
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disableFeature(uint256 const feature);
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bool
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enabled(uint256 feature) const
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{
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return current()->rules().enabled(feature);
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}
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private:
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void
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fund(bool setDefaultRipple, STAmount const& amount, Account const& account);
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@@ -18,8 +18,9 @@
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//==============================================================================
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#include <test/jtx/AMM.h>
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#include <test/jtx/Env.h>
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#include <xrpld/app/misc/AMMHelpers.h>
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#include <xrpld/app/misc/AMMUtils.h>
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#include <xrpld/rpc/detail/RPCHelpers.h>
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#include <xrpl/protocol/AMMCore.h>
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@@ -38,12 +39,10 @@ number(STAmount const& a)
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return a;
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}
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static IOUAmount
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initialTokens(STAmount const& asset1, STAmount const& asset2)
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IOUAmount
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AMM::initialTokens()
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{
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auto const product = number(asset1) * number(asset2);
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return (IOUAmount)(product.mantissa() >= 0 ? root2(product)
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: root2(-product));
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return getLPTokensBalance();
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}
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AMM::AMM(
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@@ -64,7 +63,6 @@ AMM::AMM(
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, asset1_(asset1)
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, asset2_(asset2)
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, ammID_(keylet::amm(asset1_.issue(), asset2_.issue()).key)
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, initialLPTokens_(initialTokens(asset1, asset2))
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, log_(log)
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, doClose_(close)
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, lastPurchasePrice_(0)
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@@ -77,6 +75,7 @@ AMM::AMM(
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asset1_.issue().currency,
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asset2_.issue().currency,
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ammAccount_))
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, initialLPTokens_(initialTokens())
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{
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}
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@@ -17,9 +17,9 @@
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*/
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//==============================================================================
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#include <test/jtx/AMMTest.h>
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#include <test/jtx/AMM.h>
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#include <test/jtx/AMMTest.h>
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#include <test/jtx/CaptureLogs.h>
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#include <test/jtx/Env.h>
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#include <test/jtx/pay.h>
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#include <xrpld/rpc/RPCHandler.h>
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@@ -104,15 +104,37 @@ AMMTestBase::testAMM(
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std::uint16_t tfee,
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std::optional<jtx::ter> const& ter,
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std::vector<FeatureBitset> const& vfeatures)
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{
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testAMM(
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std::move(cb),
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TestAMMArg{
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.pool = pool, .tfee = tfee, .ter = ter, .features = vfeatures});
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}
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void
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AMMTestBase::testAMM(
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std::function<void(jtx::AMM&, jtx::Env&)>&& cb,
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TestAMMArg const& arg)
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{
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using namespace jtx;
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for (auto const& features : vfeatures)
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std::string logs;
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for (auto const& features : arg.features)
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{
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Env env{*this, features};
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// Env env{
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// *this,
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// features,
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// arg.noLog ? std::make_unique<CaptureLogs>(&logs) : nullptr};
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Env env(
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*this,
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envconfig(),
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features,
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nullptr,
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beast::severities::kDisabled);
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auto const [asset1, asset2] =
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pool ? *pool : std::make_pair(XRP(10000), USD(10000));
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arg.pool ? *arg.pool : std::make_pair(XRP(10000), USD(10000));
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auto tofund = [&](STAmount const& a) -> STAmount {
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if (a.native())
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{
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@@ -142,7 +164,7 @@ AMMTestBase::testAMM(
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alice,
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asset1,
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asset2,
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CreateArg{.log = false, .tfee = tfee, .err = ter});
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CreateArg{.log = false, .tfee = arg.tfee, .err = arg.ter});
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if (BEAST_EXPECT(
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ammAlice.expectBalances(asset1, asset2, ammAlice.tokens())))
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cb(ammAlice, env);
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@@ -203,98 +203,107 @@ public:
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}
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void
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testVoteAndBid()
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testVoteAndBid(FeatureBitset features)
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{
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testcase("Vote and Bid");
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using namespace jtx;
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testAMM([&](AMM& ammAlice, Env& env) {
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BEAST_EXPECT(ammAlice.expectAmmRpcInfo(
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XRP(10000), USD(10000), IOUAmount{10000000, 0}));
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std::unordered_map<std::string, std::uint16_t> votes;
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votes.insert({alice.human(), 0});
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for (int i = 0; i < 7; ++i)
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{
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Account a(std::to_string(i));
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votes.insert({a.human(), 50 * (i + 1)});
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fund(env, gw, {a}, {USD(10000)}, Fund::Acct);
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ammAlice.deposit(a, 10000000);
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ammAlice.vote(a, 50 * (i + 1));
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}
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BEAST_EXPECT(ammAlice.expectTradingFee(175));
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Account ed("ed");
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Account bill("bill");
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env.fund(XRP(1000), bob, ed, bill);
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env(ammAlice.bid(
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{.bidMin = 100, .authAccounts = {carol, bob, ed, bill}}));
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BEAST_EXPECT(ammAlice.expectAmmRpcInfo(
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XRP(80000),
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USD(80000),
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IOUAmount{79994400},
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std::nullopt,
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std::nullopt,
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ammAlice.ammAccount()));
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for (auto i = 0; i < 2; ++i)
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{
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std::unordered_set<std::string> authAccounts = {
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carol.human(), bob.human(), ed.human(), bill.human()};
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auto const ammInfo = i ? ammAlice.ammRpcInfo()
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: ammAlice.ammRpcInfo(
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std::nullopt,
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std::nullopt,
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std::nullopt,
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std::nullopt,
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ammAlice.ammAccount());
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auto const& amm = ammInfo[jss::amm];
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try
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testAMM(
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[&](AMM& ammAlice, Env& env) {
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BEAST_EXPECT(ammAlice.expectAmmRpcInfo(
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XRP(10000), USD(10000), IOUAmount{10000000, 0}));
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std::unordered_map<std::string, std::uint16_t> votes;
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votes.insert({alice.human(), 0});
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for (int i = 0; i < 7; ++i)
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{
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// votes
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auto const voteSlots = amm[jss::vote_slots];
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auto votesCopy = votes;
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for (std::uint8_t i = 0; i < 8; ++i)
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Account a(std::to_string(i));
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votes.insert({a.human(), 50 * (i + 1)});
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fund(env, gw, {a}, {USD(10001)}, Fund::Acct);
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ammAlice.deposit(a, 10000000);
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ammAlice.vote(a, 50 * (i + 1));
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}
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BEAST_EXPECT(ammAlice.expectTradingFee(175));
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Account ed("ed");
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Account bill("bill");
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env.fund(XRP(1000), bob, ed, bill);
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env(ammAlice.bid(
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{.bidMin = 100, .authAccounts = {carol, bob, ed, bill}}));
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BEAST_EXPECT(ammAlice.expectAmmRpcInfo(
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XRPAmount(80000000005),
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STAmount{USD, UINT64_C(80'000'00000000005), -11},
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IOUAmount{79994400},
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std::nullopt,
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std::nullopt,
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ammAlice.ammAccount()));
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for (auto i = 0; i < 2; ++i)
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{
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std::unordered_set<std::string> authAccounts = {
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carol.human(), bob.human(), ed.human(), bill.human()};
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auto const ammInfo = i ? ammAlice.ammRpcInfo()
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: ammAlice.ammRpcInfo(
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std::nullopt,
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std::nullopt,
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std::nullopt,
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std::nullopt,
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ammAlice.ammAccount());
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auto const& amm = ammInfo[jss::amm];
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try
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{
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if (!BEAST_EXPECT(
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votes[voteSlots[i][jss::account].asString()] ==
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voteSlots[i][jss::trading_fee].asUInt() &&
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voteSlots[i][jss::vote_weight].asUInt() ==
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12500))
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// votes
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auto const voteSlots = amm[jss::vote_slots];
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auto votesCopy = votes;
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for (std::uint8_t i = 0; i < 8; ++i)
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{
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if (!BEAST_EXPECT(
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votes[voteSlots[i][jss::account]
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.asString()] ==
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voteSlots[i][jss::trading_fee]
|
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.asUInt() &&
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voteSlots[i][jss::vote_weight].asUInt() ==
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12500))
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return;
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votes.erase(voteSlots[i][jss::account].asString());
|
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}
|
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if (!BEAST_EXPECT(votes.empty()))
|
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return;
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votes.erase(voteSlots[i][jss::account].asString());
|
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}
|
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if (!BEAST_EXPECT(votes.empty()))
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return;
|
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votes = votesCopy;
|
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votes = votesCopy;
|
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|
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// bid
|
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auto const auctionSlot = amm[jss::auction_slot];
|
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for (std::uint8_t i = 0; i < 4; ++i)
|
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{
|
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if (!BEAST_EXPECT(authAccounts.contains(
|
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// bid
|
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auto const auctionSlot = amm[jss::auction_slot];
|
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for (std::uint8_t i = 0; i < 4; ++i)
|
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{
|
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if (!BEAST_EXPECT(authAccounts.contains(
|
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auctionSlot[jss::auth_accounts][i]
|
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[jss::account]
|
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.asString())))
|
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return;
|
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authAccounts.erase(
|
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auctionSlot[jss::auth_accounts][i][jss::account]
|
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.asString())))
|
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.asString());
|
||||
}
|
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if (!BEAST_EXPECT(authAccounts.empty()))
|
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return;
|
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authAccounts.erase(
|
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auctionSlot[jss::auth_accounts][i][jss::account]
|
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.asString());
|
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BEAST_EXPECT(
|
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auctionSlot[jss::account].asString() ==
|
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alice.human() &&
|
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auctionSlot[jss::discounted_fee].asUInt() == 17 &&
|
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auctionSlot[jss::price][jss::value].asString() ==
|
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"5600" &&
|
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auctionSlot[jss::price][jss::currency].asString() ==
|
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to_string(ammAlice.lptIssue().currency) &&
|
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auctionSlot[jss::price][jss::issuer].asString() ==
|
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to_string(ammAlice.lptIssue().account));
|
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}
|
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catch (std::exception const& e)
|
||||
{
|
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fail(e.what(), __FILE__, __LINE__);
|
||||
}
|
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if (!BEAST_EXPECT(authAccounts.empty()))
|
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return;
|
||||
BEAST_EXPECT(
|
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auctionSlot[jss::account].asString() == alice.human() &&
|
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auctionSlot[jss::discounted_fee].asUInt() == 17 &&
|
||||
auctionSlot[jss::price][jss::value].asString() ==
|
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"5600" &&
|
||||
auctionSlot[jss::price][jss::currency].asString() ==
|
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to_string(ammAlice.lptIssue().currency) &&
|
||||
auctionSlot[jss::price][jss::issuer].asString() ==
|
||||
to_string(ammAlice.lptIssue().account));
|
||||
}
|
||||
catch (std::exception const& e)
|
||||
{
|
||||
fail(e.what(), __FILE__, __LINE__);
|
||||
}
|
||||
}
|
||||
});
|
||||
},
|
||||
std::nullopt,
|
||||
0,
|
||||
std::nullopt,
|
||||
{features});
|
||||
}
|
||||
|
||||
void
|
||||
@@ -337,9 +346,11 @@ public:
|
||||
void
|
||||
run() override
|
||||
{
|
||||
using namespace jtx;
|
||||
auto const all = supported_amendments();
|
||||
testErrors();
|
||||
testSimpleRpc();
|
||||
testVoteAndBid();
|
||||
testVoteAndBid(all);
|
||||
testFreeze();
|
||||
testInvalidAmmField();
|
||||
}
|
||||
|
||||
@@ -51,6 +51,8 @@ reduceOffer(auto const& amount)
|
||||
|
||||
} // namespace detail
|
||||
|
||||
enum class IsDeposit : bool { No = false, Yes = true };
|
||||
|
||||
/** Calculate LP Tokens given AMM pool reserves.
|
||||
* @param asset1 AMM one side of the pool reserve
|
||||
* @param asset2 AMM another side of the pool reserve
|
||||
@@ -70,7 +72,7 @@ ammLPTokens(
|
||||
* @return tokens
|
||||
*/
|
||||
STAmount
|
||||
lpTokensIn(
|
||||
lpTokensOut(
|
||||
STAmount const& asset1Balance,
|
||||
STAmount const& asset1Deposit,
|
||||
STAmount const& lptAMMBalance,
|
||||
@@ -99,7 +101,7 @@ ammAssetIn(
|
||||
* @return tokens out amount
|
||||
*/
|
||||
STAmount
|
||||
lpTokensOut(
|
||||
lpTokensIn(
|
||||
STAmount const& asset1Balance,
|
||||
STAmount const& asset1Withdraw,
|
||||
STAmount const& lptAMMBalance,
|
||||
@@ -113,7 +115,7 @@ lpTokensOut(
|
||||
* @return calculated asset amount
|
||||
*/
|
||||
STAmount
|
||||
withdrawByTokens(
|
||||
ammAssetOut(
|
||||
STAmount const& assetBalance,
|
||||
STAmount const& lptAMMBalance,
|
||||
STAmount const& lpTokens,
|
||||
@@ -517,13 +519,13 @@ square(Number const& n);
|
||||
* withdraw to cancel out the precision loss.
|
||||
* @param lptAMMBalance LPT AMM Balance
|
||||
* @param lpTokens LP tokens to deposit or withdraw
|
||||
* @param isDeposit true if deposit, false if withdraw
|
||||
* @param isDeposit Yes if deposit, No if withdraw
|
||||
*/
|
||||
STAmount
|
||||
adjustLPTokens(
|
||||
STAmount const& lptAMMBalance,
|
||||
STAmount const& lpTokens,
|
||||
bool isDeposit);
|
||||
IsDeposit isDeposit);
|
||||
|
||||
/** Calls adjustLPTokens() and adjusts deposit or withdraw amounts if
|
||||
* the adjusted LP tokens are less than the provided LP tokens.
|
||||
@@ -533,7 +535,7 @@ adjustLPTokens(
|
||||
* @param lptAMMBalance LPT AMM Balance
|
||||
* @param lpTokens LP tokens to deposit or withdraw
|
||||
* @param tfee trading fee in basis points
|
||||
* @param isDeposit true if deposit, false if withdraw
|
||||
* @param isDeposit Yes if deposit, No if withdraw
|
||||
* @return
|
||||
*/
|
||||
std::tuple<STAmount, std::optional<STAmount>, STAmount>
|
||||
@@ -544,7 +546,7 @@ adjustAmountsByLPTokens(
|
||||
STAmount const& lptAMMBalance,
|
||||
STAmount const& lpTokens,
|
||||
std::uint16_t tfee,
|
||||
bool isDeposit);
|
||||
IsDeposit isDeposit);
|
||||
|
||||
/** Positive solution for quadratic equation:
|
||||
* x = (-b + sqrt(b**2 + 4*a*c))/(2*a)
|
||||
@@ -552,6 +554,134 @@ adjustAmountsByLPTokens(
|
||||
Number
|
||||
solveQuadraticEq(Number const& a, Number const& b, Number const& c);
|
||||
|
||||
STAmount
|
||||
multiply(STAmount const& amount, Number const& frac, Number::rounding_mode rm);
|
||||
|
||||
namespace detail {
|
||||
|
||||
inline Number::rounding_mode
|
||||
getLPTokenRounding(IsDeposit isDeposit)
|
||||
{
|
||||
// Minimize on deposit, maximize on withdraw to ensure
|
||||
// AMM invariant sqrt(poolAsset1 * poolAsset2) >= LPTokensBalance
|
||||
return isDeposit == IsDeposit::Yes ? Number::downward : Number::upward;
|
||||
}
|
||||
|
||||
inline Number::rounding_mode
|
||||
getAssetRounding(IsDeposit isDeposit)
|
||||
{
|
||||
// Maximize on deposit, minimize on withdraw to ensure
|
||||
// AMM invariant sqrt(poolAsset1 * poolAsset2) >= LPTokensBalance
|
||||
return isDeposit == IsDeposit::Yes ? Number::upward : Number::downward;
|
||||
}
|
||||
|
||||
} // namespace detail
|
||||
|
||||
/** Round AMM equal deposit/withdrawal amount. Deposit/withdrawal formulas
|
||||
* calculate the amount as a fractional value of the pool balance. The rounding
|
||||
* takes place on the last step of multiplying the balance by the fraction if
|
||||
* AMMv1_3 is enabled.
|
||||
*/
|
||||
template <typename A>
|
||||
STAmount
|
||||
getRoundedAsset(
|
||||
Rules const& rules,
|
||||
STAmount const& balance,
|
||||
A const& frac,
|
||||
IsDeposit isDeposit)
|
||||
{
|
||||
auto const rm = detail::getAssetRounding(isDeposit);
|
||||
return multiply(balance, frac, rm);
|
||||
}
|
||||
|
||||
/** Round AMM single deposit/withdrawal amount.
|
||||
* The lambda's are used to delay evaluation until the function
|
||||
* is executed so that the calculation is not done twice. noRoundCb() is
|
||||
* called if AMMv1_3 is disabled. Otherwise, the rounding is set and
|
||||
* the amount is:
|
||||
* isDeposit is Yes - the balance multiplied by productCb()
|
||||
* isDeposit is No - the result of productCb(). The rounding is
|
||||
* the same for all calculations in productCb()
|
||||
*/
|
||||
STAmount
|
||||
getRoundedAsset(
|
||||
Rules const& rules,
|
||||
std::function<Number()>&& noRoundCb,
|
||||
STAmount const& balance,
|
||||
std::function<Number()>&& productCb,
|
||||
IsDeposit isDeposit);
|
||||
|
||||
/** Round AMM deposit/withdrawal LPToken amount. Deposit/withdrawal formulas
|
||||
* calculate the lptokens as a fractional value of the AMM total lptokens.
|
||||
* The rounding takes place on the last step of multiplying the balance by
|
||||
* the fraction if AMMv1_3 is enabled. The tokens are then
|
||||
* adjusted to factor in the loss in precision (we only keep 16 significant
|
||||
* digits) when adding the lptokens to the balance.
|
||||
*/
|
||||
STAmount
|
||||
getRoundedLPTokens(
|
||||
Rules const& rules,
|
||||
STAmount const& balance,
|
||||
Number const& frac,
|
||||
IsDeposit isDeposit);
|
||||
|
||||
/** Round AMM single deposit/withdrawal LPToken amount.
|
||||
* The lambda's are used to delay evaluation until the function is executed
|
||||
* so that the calculations are not done twice.
|
||||
* noRoundCb() is called if AMMv1_3 is disabled. Otherwise, the rounding is set
|
||||
* and the lptokens are:
|
||||
* if isDeposit is Yes - the result of productCb(). The rounding is
|
||||
* the same for all calculations in productCb()
|
||||
* if isDeposit is No - the balance multiplied by productCb()
|
||||
* The lptokens are then adjusted to factor in the loss in precision
|
||||
* (we only keep 16 significant digits) when adding the lptokens to the balance.
|
||||
*/
|
||||
STAmount
|
||||
getRoundedLPTokens(
|
||||
Rules const& rules,
|
||||
std::function<Number()>&& noRoundCb,
|
||||
STAmount const& lptAMMBalance,
|
||||
std::function<Number()>&& productCb,
|
||||
IsDeposit isDeposit);
|
||||
|
||||
/* Next two functions adjust asset in/out amount to factor in the adjusted
|
||||
* lptokens. The lptokens are calculated from the asset in/out. The lptokens are
|
||||
* then adjusted to factor in the loss in precision. The adjusted lptokens might
|
||||
* be less than the initially calculated tokens. Therefore, the asset in/out
|
||||
* must be adjusted. The rounding might result in the adjusted amount being
|
||||
* greater than the original asset in/out amount. If this happens,
|
||||
* then the original amount is reduced by the difference in the adjusted amount
|
||||
* and the original amount. The actual tokens and the actual adjusted amount
|
||||
* are then recalculated. The minimum of the original and the actual
|
||||
* adjusted amount is returned.
|
||||
*/
|
||||
std::pair<STAmount, STAmount>
|
||||
adjustAssetInByTokens(
|
||||
Rules const& rules,
|
||||
STAmount const& balance,
|
||||
STAmount const& amount,
|
||||
STAmount const& lptAMMBalance,
|
||||
STAmount const& tokens,
|
||||
std::uint16_t tfee);
|
||||
std::pair<STAmount, STAmount>
|
||||
adjustAssetOutByTokens(
|
||||
Rules const& rules,
|
||||
STAmount const& balance,
|
||||
STAmount const& amount,
|
||||
STAmount const& lptAMMBalance,
|
||||
STAmount const& tokens,
|
||||
std::uint16_t tfee);
|
||||
|
||||
/** Find a fraction of tokens after the tokens are adjusted. The fraction
|
||||
* is used to adjust equal deposit/withdraw amount.
|
||||
*/
|
||||
Number
|
||||
adjustFracByTokens(
|
||||
Rules const& rules,
|
||||
STAmount const& lptAMMBalance,
|
||||
STAmount const& tokens,
|
||||
Number const& frac);
|
||||
|
||||
} // namespace ripple
|
||||
|
||||
#endif // RIPPLE_APP_MISC_AMMHELPERS_H_INCLUDED
|
||||
|
||||
@@ -123,6 +123,17 @@ isOnlyLiquidityProvider(
|
||||
Issue const& ammIssue,
|
||||
AccountID const& lpAccount);
|
||||
|
||||
/** Due to rounding, the LPTokenBalance of the last LP might
|
||||
* not match the LP's trustline balance. If it's within the tolerance,
|
||||
* update LPTokenBalance to match the LP's trustline balance.
|
||||
*/
|
||||
Expected<bool, TER>
|
||||
verifyAndAdjustLPTokenBalance(
|
||||
Sandbox& sb,
|
||||
STAmount const& lpTokens,
|
||||
std::shared_ptr<SLE>& ammSle,
|
||||
AccountID const& account);
|
||||
|
||||
} // namespace ripple
|
||||
|
||||
#endif // RIPPLE_APP_MISC_AMMUTILS_H_INLCUDED
|
||||
|
||||
@@ -27,6 +27,9 @@ ammLPTokens(
|
||||
STAmount const& asset2,
|
||||
Issue const& lptIssue)
|
||||
{
|
||||
// AMM invariant: sqrt(asset1 * asset2) >= LPTokensBalance
|
||||
auto const rounding = Number::downward;
|
||||
NumberRoundModeGuard g(rounding);
|
||||
auto const tokens = root2(asset1 * asset2);
|
||||
return toSTAmount(lptIssue, tokens);
|
||||
}
|
||||
@@ -38,7 +41,7 @@ ammLPTokens(
|
||||
* where f1 = 1 - tfee, f2 = (1 - tfee/2)/f1
|
||||
*/
|
||||
STAmount
|
||||
lpTokensIn(
|
||||
lpTokensOut(
|
||||
STAmount const& asset1Balance,
|
||||
STAmount const& asset1Deposit,
|
||||
STAmount const& lptAMMBalance,
|
||||
@@ -48,8 +51,10 @@ lpTokensIn(
|
||||
auto const f2 = feeMultHalf(tfee) / f1;
|
||||
Number const r = asset1Deposit / asset1Balance;
|
||||
auto const c = root2(f2 * f2 + r / f1) - f2;
|
||||
auto const t = lptAMMBalance * (r - c) / (1 + c);
|
||||
return toSTAmount(lptAMMBalance.issue(), t);
|
||||
|
||||
// minimize tokens out
|
||||
auto const frac = (r - c) / (1 + c);
|
||||
return multiply(lptAMMBalance, frac, Number::downward);
|
||||
}
|
||||
|
||||
/* Equation 4 solves equation 3 for b:
|
||||
@@ -78,8 +83,10 @@ ammAssetIn(
|
||||
auto const a = 1 / (t2 * t2);
|
||||
auto const b = 2 * d / t2 - 1 / f1;
|
||||
auto const c = d * d - f2 * f2;
|
||||
return toSTAmount(
|
||||
asset1Balance.issue(), asset1Balance * solveQuadraticEq(a, b, c));
|
||||
|
||||
// maximize deposit
|
||||
auto const frac = solveQuadraticEq(a, b, c);
|
||||
return multiply(asset1Balance, frac, Number::upward);
|
||||
}
|
||||
|
||||
/* Equation 7:
|
||||
@@ -87,7 +94,7 @@ ammAssetIn(
|
||||
* where R = b/B, c = R*fee + 2 - fee
|
||||
*/
|
||||
STAmount
|
||||
lpTokensOut(
|
||||
lpTokensIn(
|
||||
STAmount const& asset1Balance,
|
||||
STAmount const& asset1Withdraw,
|
||||
STAmount const& lptAMMBalance,
|
||||
@@ -96,8 +103,10 @@ lpTokensOut(
|
||||
Number const fr = asset1Withdraw / asset1Balance;
|
||||
auto const f1 = getFee(tfee);
|
||||
auto const c = fr * f1 + 2 - f1;
|
||||
auto const t = lptAMMBalance * (c - root2(c * c - 4 * fr)) / 2;
|
||||
return toSTAmount(lptAMMBalance.issue(), t);
|
||||
|
||||
// maximize tokens in
|
||||
auto const frac = (c - root2(c * c - 4 * fr)) / 2;
|
||||
return multiply(lptAMMBalance, frac, Number::upward);
|
||||
}
|
||||
|
||||
/* Equation 8 solves equation 7 for b:
|
||||
@@ -111,7 +120,7 @@ lpTokensOut(
|
||||
* R = (t1**2 + t1*(f - 2)) / (t1*f - 1)
|
||||
*/
|
||||
STAmount
|
||||
withdrawByTokens(
|
||||
ammAssetOut(
|
||||
STAmount const& assetBalance,
|
||||
STAmount const& lptAMMBalance,
|
||||
STAmount const& lpTokens,
|
||||
@@ -119,8 +128,10 @@ withdrawByTokens(
|
||||
{
|
||||
auto const f = getFee(tfee);
|
||||
Number const t1 = lpTokens / lptAMMBalance;
|
||||
auto const b = assetBalance * (t1 * t1 - t1 * (2 - f)) / (t1 * f - 1);
|
||||
return toSTAmount(assetBalance.issue(), b);
|
||||
|
||||
// minimize withdraw
|
||||
auto const frac = (t1 * t1 - t1 * (2 - f)) / (t1 * f - 1);
|
||||
return multiply(assetBalance, frac, Number::downward);
|
||||
}
|
||||
|
||||
Number
|
||||
@@ -133,12 +144,12 @@ STAmount
|
||||
adjustLPTokens(
|
||||
STAmount const& lptAMMBalance,
|
||||
STAmount const& lpTokens,
|
||||
bool isDeposit)
|
||||
IsDeposit isDeposit)
|
||||
{
|
||||
// Force rounding downward to ensure adjusted tokens are less or equal
|
||||
// to requested tokens.
|
||||
saveNumberRoundMode rm(Number::setround(Number::rounding_mode::downward));
|
||||
if (isDeposit)
|
||||
if (isDeposit == IsDeposit::Yes)
|
||||
return (lptAMMBalance + lpTokens) - lptAMMBalance;
|
||||
return (lpTokens - lptAMMBalance) + lptAMMBalance;
|
||||
}
|
||||
@@ -151,47 +162,10 @@ adjustAmountsByLPTokens(
|
||||
STAmount const& lptAMMBalance,
|
||||
STAmount const& lpTokens,
|
||||
std::uint16_t tfee,
|
||||
bool isDeposit)
|
||||
IsDeposit isDeposit)
|
||||
{
|
||||
auto const lpTokensActual =
|
||||
adjustLPTokens(lptAMMBalance, lpTokens, isDeposit);
|
||||
|
||||
if (lpTokensActual == beast::zero)
|
||||
{
|
||||
auto const amount2Opt =
|
||||
amount2 ? std::make_optional(STAmount{}) : std::nullopt;
|
||||
return std::make_tuple(STAmount{}, amount2Opt, lpTokensActual);
|
||||
}
|
||||
|
||||
if (lpTokensActual < lpTokens)
|
||||
{
|
||||
// Equal trade
|
||||
if (amount2)
|
||||
{
|
||||
Number const fr = lpTokensActual / lpTokens;
|
||||
auto const amountActual = toSTAmount(amount.issue(), fr * amount);
|
||||
auto const amount2Actual =
|
||||
toSTAmount(amount2->issue(), fr * *amount2);
|
||||
return std::make_tuple(amountActual, amount2Actual, lpTokensActual);
|
||||
}
|
||||
|
||||
// Single trade
|
||||
auto const amountActual = [&]() {
|
||||
if (isDeposit)
|
||||
return ammAssetIn(
|
||||
amountBalance, lptAMMBalance, lpTokensActual, tfee);
|
||||
return withdrawByTokens(
|
||||
amountBalance, lptAMMBalance, lpTokensActual, tfee);
|
||||
}();
|
||||
|
||||
return std::make_tuple(amountActual, std::nullopt, lpTokensActual);
|
||||
}
|
||||
|
||||
XRPL_ASSERT(
|
||||
lpTokensActual == lpTokens,
|
||||
"ripple::adjustAmountsByLPTokens : LP tokens match actual");
|
||||
|
||||
return {amount, amount2, lpTokensActual};
|
||||
// AMMv1_3 amendment adjusts tokens and amounts in deposit/withdraw
|
||||
return std::make_tuple(amount, amount2, lpTokens);
|
||||
}
|
||||
|
||||
Number
|
||||
@@ -215,4 +189,117 @@ solveQuadraticEqSmallest(Number const& a, Number const& b, Number const& c)
|
||||
return (2 * c) / (-b + root2(d));
|
||||
}
|
||||
|
||||
STAmount
|
||||
multiply(STAmount const& amount, Number const& frac, Number::rounding_mode rm)
|
||||
{
|
||||
NumberRoundModeGuard g(rm);
|
||||
auto const t = amount * frac;
|
||||
return toSTAmount(amount.issue(), t, rm);
|
||||
}
|
||||
|
||||
STAmount
|
||||
getRoundedAsset(
|
||||
Rules const& rules,
|
||||
std::function<Number()>&& noRoundCb,
|
||||
STAmount const& balance,
|
||||
std::function<Number()>&& productCb,
|
||||
IsDeposit isDeposit)
|
||||
{
|
||||
auto const rm = detail::getAssetRounding(isDeposit);
|
||||
if (isDeposit == IsDeposit::Yes)
|
||||
return multiply(balance, productCb(), rm);
|
||||
NumberRoundModeGuard g(rm);
|
||||
return toSTAmount(balance.issue(), productCb(), rm);
|
||||
}
|
||||
|
||||
STAmount
|
||||
getRoundedLPTokens(
|
||||
Rules const& rules,
|
||||
STAmount const& balance,
|
||||
Number const& frac,
|
||||
IsDeposit isDeposit)
|
||||
{
|
||||
auto const rm = detail::getLPTokenRounding(isDeposit);
|
||||
auto const tokens = multiply(balance, frac, rm);
|
||||
return adjustLPTokens(balance, tokens, isDeposit);
|
||||
}
|
||||
|
||||
STAmount
|
||||
getRoundedLPTokens(
|
||||
Rules const& rules,
|
||||
std::function<Number()>&& noRoundCb,
|
||||
STAmount const& lptAMMBalance,
|
||||
std::function<Number()>&& productCb,
|
||||
IsDeposit isDeposit)
|
||||
{
|
||||
auto const tokens = [&] {
|
||||
auto const rm = detail::getLPTokenRounding(isDeposit);
|
||||
if (isDeposit == IsDeposit::Yes)
|
||||
{
|
||||
NumberRoundModeGuard g(rm);
|
||||
return toSTAmount(lptAMMBalance.issue(), productCb(), rm);
|
||||
}
|
||||
return multiply(lptAMMBalance, productCb(), rm);
|
||||
}();
|
||||
return adjustLPTokens(lptAMMBalance, tokens, isDeposit);
|
||||
}
|
||||
|
||||
std::pair<STAmount, STAmount>
|
||||
adjustAssetInByTokens(
|
||||
Rules const& rules,
|
||||
STAmount const& balance,
|
||||
STAmount const& amount,
|
||||
STAmount const& lptAMMBalance,
|
||||
STAmount const& tokens,
|
||||
std::uint16_t tfee)
|
||||
{
|
||||
auto assetAdj = ammAssetIn(balance, lptAMMBalance, tokens, tfee);
|
||||
auto tokensAdj = tokens;
|
||||
// Rounding didn't work the right way.
|
||||
// Try to adjust the original deposit amount by difference
|
||||
// in adjust and original amount. Then adjust tokens and deposit amount.
|
||||
if (assetAdj > amount)
|
||||
{
|
||||
auto const adjAmount = amount - (assetAdj - amount);
|
||||
auto const t = lpTokensOut(balance, adjAmount, lptAMMBalance, tfee);
|
||||
tokensAdj = adjustLPTokens(lptAMMBalance, t, IsDeposit::Yes);
|
||||
assetAdj = ammAssetIn(balance, lptAMMBalance, tokensAdj, tfee);
|
||||
}
|
||||
return {tokensAdj, std::min(amount, assetAdj)};
|
||||
}
|
||||
|
||||
std::pair<STAmount, STAmount>
|
||||
adjustAssetOutByTokens(
|
||||
Rules const& rules,
|
||||
STAmount const& balance,
|
||||
STAmount const& amount,
|
||||
STAmount const& lptAMMBalance,
|
||||
STAmount const& tokens,
|
||||
std::uint16_t tfee)
|
||||
{
|
||||
auto assetAdj = ammAssetOut(balance, lptAMMBalance, tokens, tfee);
|
||||
auto tokensAdj = tokens;
|
||||
// Rounding didn't work the right way.
|
||||
// Try to adjust the original deposit amount by difference
|
||||
// in adjust and original amount. Then adjust tokens and deposit amount.
|
||||
if (assetAdj > amount)
|
||||
{
|
||||
auto const adjAmount = amount - (assetAdj - amount);
|
||||
auto const t = lpTokensIn(balance, adjAmount, lptAMMBalance, tfee);
|
||||
tokensAdj = adjustLPTokens(lptAMMBalance, t, IsDeposit::No);
|
||||
assetAdj = ammAssetOut(balance, lptAMMBalance, tokensAdj, tfee);
|
||||
}
|
||||
return {tokensAdj, std::min(amount, assetAdj)};
|
||||
}
|
||||
|
||||
Number
|
||||
adjustFracByTokens(
|
||||
Rules const& rules,
|
||||
STAmount const& lptAMMBalance,
|
||||
STAmount const& tokens,
|
||||
Number const& frac)
|
||||
{
|
||||
return tokens / lptAMMBalance;
|
||||
}
|
||||
|
||||
} // namespace ripple
|
||||
|
||||
@@ -16,6 +16,8 @@
|
||||
OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE.
|
||||
*/
|
||||
//==============================================================================
|
||||
|
||||
#include <xrpld/app/misc/AMMHelpers.h>
|
||||
#include <xrpld/app/misc/AMMUtils.h>
|
||||
#include <xrpld/ledger/Sandbox.h>
|
||||
#include <xrpl/basics/Log.h>
|
||||
@@ -462,4 +464,32 @@ isOnlyLiquidityProvider(
|
||||
return Unexpected<TER>(tecINTERNAL); // LCOV_EXCL_LINE
|
||||
}
|
||||
|
||||
Expected<bool, TER>
|
||||
verifyAndAdjustLPTokenBalance(
|
||||
Sandbox& sb,
|
||||
STAmount const& lpTokens,
|
||||
std::shared_ptr<SLE>& ammSle,
|
||||
AccountID const& account)
|
||||
{
|
||||
if (auto const res = isOnlyLiquidityProvider(sb, lpTokens.issue(), account);
|
||||
!res)
|
||||
return Unexpected<TER>(res.error());
|
||||
else if (res.value())
|
||||
{
|
||||
if (withinRelativeDistance(
|
||||
lpTokens,
|
||||
ammSle->getFieldAmount(sfLPTokenBalance),
|
||||
Number{1, -3}))
|
||||
{
|
||||
ammSle->setFieldAmount(sfLPTokenBalance, lpTokens);
|
||||
sb.update(ammSle);
|
||||
}
|
||||
else
|
||||
{
|
||||
return Unexpected<TER>(tecAMM_INVALID_TOKENS);
|
||||
}
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
} // namespace ripple
|
||||
|
||||
@@ -79,6 +79,21 @@ AMMBid::preflight(PreflightContext const& ctx)
|
||||
JLOG(ctx.j.debug()) << "AMM Bid: Invalid number of AuthAccounts.";
|
||||
return temMALFORMED;
|
||||
}
|
||||
else
|
||||
{
|
||||
AccountID account = ctx.tx[sfAccount];
|
||||
std::set<AccountID> unique;
|
||||
for (auto const& obj : authAccounts)
|
||||
{
|
||||
auto authAccount = obj[sfAccount];
|
||||
if (authAccount == account || unique.contains(authAccount))
|
||||
{
|
||||
JLOG(ctx.j.debug()) << "AMM Bid: Invalid auth.account.";
|
||||
return temMALFORMED;
|
||||
}
|
||||
unique.insert(authAccount);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return preflight2(ctx);
|
||||
@@ -233,7 +248,9 @@ applyBid(
|
||||
auctionSlot.makeFieldAbsent(sfAuthAccounts);
|
||||
// Burn the remaining bid amount
|
||||
auto const saBurn = adjustLPTokens(
|
||||
lptAMMBalance, toSTAmount(lptAMMBalance.issue(), burn), false);
|
||||
lptAMMBalance,
|
||||
toSTAmount(lptAMMBalance.issue(), burn),
|
||||
IsDeposit::No);
|
||||
if (saBurn >= lptAMMBalance)
|
||||
{
|
||||
// This error case should never occur.
|
||||
|
||||
@@ -151,6 +151,17 @@ AMMClawback::applyGuts(Sandbox& sb)
|
||||
if (!accountSle)
|
||||
return tecINTERNAL; // LCOV_EXCL_LINE
|
||||
|
||||
// retrieve LP token balance inside the amendment gate to avoid
|
||||
// inconsistent error behavior
|
||||
auto const lpTokenBalance = ammLPHolds(sb, *ammSle, holder, j_);
|
||||
if (lpTokenBalance == beast::zero)
|
||||
return tecAMM_BALANCE;
|
||||
|
||||
if (auto const res =
|
||||
verifyAndAdjustLPTokenBalance(sb, lpTokenBalance, ammSle, holder);
|
||||
!res)
|
||||
return res.error(); // LCOV_EXCL_LINE
|
||||
|
||||
auto const expected = ammHolds(
|
||||
sb,
|
||||
*ammSle,
|
||||
@@ -248,10 +259,11 @@ AMMClawback::equalWithdrawMatchingOneAmount(
|
||||
STAmount const& amount)
|
||||
{
|
||||
auto frac = Number{amount} / amountBalance;
|
||||
auto const amount2Withdraw = amount2Balance * frac;
|
||||
auto amount2Withdraw = amount2Balance * frac;
|
||||
|
||||
auto const lpTokensWithdraw =
|
||||
toSTAmount(lptAMMBalance.issue(), lptAMMBalance * frac);
|
||||
|
||||
if (lpTokensWithdraw > holdLPtokens)
|
||||
// if lptoken balance less than what the issuer intended to clawback,
|
||||
// clawback all the tokens. Because we are doing a two-asset withdrawal,
|
||||
@@ -272,18 +284,33 @@ AMMClawback::equalWithdrawMatchingOneAmount(
|
||||
mPriorBalance,
|
||||
ctx_.journal);
|
||||
|
||||
// Because we are doing a two-asset withdrawal,
|
||||
// tfee is actually not used, so pass tfee as 0.
|
||||
auto const& rules = sb.rules();
|
||||
|
||||
auto tokensAdj =
|
||||
getRoundedLPTokens(rules, lptAMMBalance, frac, IsDeposit::No);
|
||||
|
||||
// LCOV_EXCL_START
|
||||
if (tokensAdj == beast::zero)
|
||||
return {tecAMM_INVALID_TOKENS, STAmount{}, STAmount{}, std::nullopt};
|
||||
// LCOV_EXCL_STOP
|
||||
|
||||
frac = adjustFracByTokens(rules, lptAMMBalance, tokensAdj, frac);
|
||||
auto amount2Rounded =
|
||||
getRoundedAsset(rules, amount2Balance, frac, IsDeposit::No);
|
||||
|
||||
auto amountRounded =
|
||||
getRoundedAsset(rules, amountBalance, frac, IsDeposit::No);
|
||||
|
||||
return AMMWithdraw::withdraw(
|
||||
sb,
|
||||
ammSle,
|
||||
ammAccount,
|
||||
holder,
|
||||
amountBalance,
|
||||
amount,
|
||||
toSTAmount(amount2Balance.issue(), amount2Withdraw),
|
||||
amountRounded,
|
||||
amount2Rounded,
|
||||
lptAMMBalance,
|
||||
toSTAmount(lptAMMBalance.issue(), lptAMMBalance * frac),
|
||||
tokensAdj,
|
||||
0,
|
||||
FreezeHandling::fhIGNORE_FREEZE,
|
||||
WithdrawAll::No,
|
||||
|
||||
@@ -545,7 +545,7 @@ AMMDeposit::deposit(
|
||||
lptAMMBalance,
|
||||
lpTokensDeposit,
|
||||
tfee,
|
||||
true);
|
||||
IsDeposit::Yes);
|
||||
|
||||
if (lpTokensDepositActual <= beast::zero)
|
||||
{
|
||||
@@ -628,6 +628,15 @@ AMMDeposit::deposit(
|
||||
return {tesSUCCESS, lptAMMBalance + lpTokensDepositActual};
|
||||
}
|
||||
|
||||
static STAmount
|
||||
adjustLPTokensOut(
|
||||
Rules const& rules,
|
||||
STAmount const& lptAMMBalance,
|
||||
STAmount const& lpTokensDeposit)
|
||||
{
|
||||
return adjustLPTokens(lptAMMBalance, lpTokensDeposit, IsDeposit::Yes);
|
||||
}
|
||||
|
||||
/** Proportional deposit of pools assets in exchange for the specified
|
||||
* amount of LPTokens.
|
||||
*/
|
||||
@@ -645,16 +654,25 @@ AMMDeposit::equalDepositTokens(
|
||||
{
|
||||
try
|
||||
{
|
||||
auto const tokensAdj =
|
||||
adjustLPTokensOut(view.rules(), lptAMMBalance, lpTokensDeposit);
|
||||
if (tokensAdj == beast::zero)
|
||||
return {tecAMM_INVALID_TOKENS, STAmount{}};
|
||||
auto const frac =
|
||||
divide(lpTokensDeposit, lptAMMBalance, lptAMMBalance.issue());
|
||||
divide(tokensAdj, lptAMMBalance, lptAMMBalance.issue());
|
||||
// amounts factor in the adjusted tokens
|
||||
auto const amountDeposit =
|
||||
getRoundedAsset(view.rules(), amountBalance, frac, IsDeposit::Yes);
|
||||
auto const amount2Deposit =
|
||||
getRoundedAsset(view.rules(), amount2Balance, frac, IsDeposit::Yes);
|
||||
return deposit(
|
||||
view,
|
||||
ammAccount,
|
||||
amountBalance,
|
||||
multiply(amountBalance, frac, amountBalance.issue()),
|
||||
multiply(amount2Balance, frac, amount2Balance.issue()),
|
||||
amountDeposit,
|
||||
amount2Deposit,
|
||||
lptAMMBalance,
|
||||
lpTokensDeposit,
|
||||
tokensAdj,
|
||||
depositMin,
|
||||
deposit2Min,
|
||||
std::nullopt,
|
||||
@@ -711,37 +729,49 @@ AMMDeposit::equalDepositLimit(
|
||||
std::uint16_t tfee)
|
||||
{
|
||||
auto frac = Number{amount} / amountBalance;
|
||||
auto tokens = toSTAmount(lptAMMBalance.issue(), lptAMMBalance * frac);
|
||||
if (tokens == beast::zero)
|
||||
return {tecAMM_FAILED, STAmount{}};
|
||||
auto const amount2Deposit = amount2Balance * frac;
|
||||
auto tokensAdj =
|
||||
getRoundedLPTokens(view.rules(), lptAMMBalance, frac, IsDeposit::Yes);
|
||||
if (tokensAdj == beast::zero)
|
||||
{
|
||||
return {tecAMM_INVALID_TOKENS, STAmount{}};
|
||||
}
|
||||
// factor in the adjusted tokens
|
||||
frac = adjustFracByTokens(view.rules(), lptAMMBalance, tokensAdj, frac);
|
||||
auto const amount2Deposit =
|
||||
getRoundedAsset(view.rules(), amount2Balance, frac, IsDeposit::Yes);
|
||||
if (amount2Deposit <= amount2)
|
||||
return deposit(
|
||||
view,
|
||||
ammAccount,
|
||||
amountBalance,
|
||||
amount,
|
||||
toSTAmount(amount2Balance.issue(), amount2Deposit),
|
||||
amount2Deposit,
|
||||
lptAMMBalance,
|
||||
tokens,
|
||||
tokensAdj,
|
||||
std::nullopt,
|
||||
std::nullopt,
|
||||
lpTokensDepositMin,
|
||||
tfee);
|
||||
frac = Number{amount2} / amount2Balance;
|
||||
tokens = toSTAmount(lptAMMBalance.issue(), lptAMMBalance * frac);
|
||||
if (tokens == beast::zero)
|
||||
return {tecAMM_FAILED, STAmount{}};
|
||||
auto const amountDeposit = amountBalance * frac;
|
||||
tokensAdj =
|
||||
getRoundedLPTokens(view.rules(), lptAMMBalance, frac, IsDeposit::Yes);
|
||||
if (tokensAdj == beast::zero)
|
||||
{
|
||||
return {tecAMM_INVALID_TOKENS, STAmount{}}; // LCOV_EXCL_LINE
|
||||
}
|
||||
// factor in the adjusted tokens
|
||||
frac = adjustFracByTokens(view.rules(), lptAMMBalance, tokensAdj, frac);
|
||||
auto const amountDeposit =
|
||||
getRoundedAsset(view.rules(), amountBalance, frac, IsDeposit::Yes);
|
||||
if (amountDeposit <= amount)
|
||||
return deposit(
|
||||
view,
|
||||
ammAccount,
|
||||
amountBalance,
|
||||
toSTAmount(amountBalance.issue(), amountDeposit),
|
||||
amountDeposit,
|
||||
amount2,
|
||||
lptAMMBalance,
|
||||
tokens,
|
||||
tokensAdj,
|
||||
std::nullopt,
|
||||
std::nullopt,
|
||||
lpTokensDepositMin,
|
||||
@@ -767,17 +797,27 @@ AMMDeposit::singleDeposit(
|
||||
std::optional<STAmount> const& lpTokensDepositMin,
|
||||
std::uint16_t tfee)
|
||||
{
|
||||
auto const tokens = lpTokensIn(amountBalance, amount, lptAMMBalance, tfee);
|
||||
auto const tokens = adjustLPTokensOut(
|
||||
view.rules(),
|
||||
lptAMMBalance,
|
||||
lpTokensOut(amountBalance, amount, lptAMMBalance, tfee));
|
||||
if (tokens == beast::zero)
|
||||
return {tecAMM_FAILED, STAmount{}};
|
||||
{
|
||||
return {tecAMM_INVALID_TOKENS, STAmount{}};
|
||||
}
|
||||
// factor in the adjusted tokens
|
||||
auto const [tokensAdj, amountDepositAdj] = adjustAssetInByTokens(
|
||||
view.rules(), amountBalance, amount, lptAMMBalance, tokens, tfee);
|
||||
if (tokensAdj == beast::zero)
|
||||
return {tecAMM_INVALID_TOKENS, STAmount{}}; // LCOV_EXCL_LINE
|
||||
return deposit(
|
||||
view,
|
||||
ammAccount,
|
||||
amountBalance,
|
||||
amount,
|
||||
amountDepositAdj,
|
||||
std::nullopt,
|
||||
lptAMMBalance,
|
||||
tokens,
|
||||
tokensAdj,
|
||||
std::nullopt,
|
||||
std::nullopt,
|
||||
lpTokensDepositMin,
|
||||
@@ -801,8 +841,13 @@ AMMDeposit::singleDepositTokens(
|
||||
STAmount const& lpTokensDeposit,
|
||||
std::uint16_t tfee)
|
||||
{
|
||||
auto const tokensAdj =
|
||||
adjustLPTokensOut(view.rules(), lptAMMBalance, lpTokensDeposit);
|
||||
if (tokensAdj == beast::zero)
|
||||
return {tecAMM_INVALID_TOKENS, STAmount{}};
|
||||
// the adjusted tokens are factored in
|
||||
auto const amountDeposit =
|
||||
ammAssetIn(amountBalance, lptAMMBalance, lpTokensDeposit, tfee);
|
||||
ammAssetIn(amountBalance, lptAMMBalance, tokensAdj, tfee);
|
||||
if (amountDeposit > amount)
|
||||
return {tecAMM_FAILED, STAmount{}};
|
||||
return deposit(
|
||||
@@ -812,7 +857,7 @@ AMMDeposit::singleDepositTokens(
|
||||
amountDeposit,
|
||||
std::nullopt,
|
||||
lptAMMBalance,
|
||||
lpTokensDeposit,
|
||||
tokensAdj,
|
||||
std::nullopt,
|
||||
std::nullopt,
|
||||
std::nullopt,
|
||||
@@ -856,20 +901,29 @@ AMMDeposit::singleDepositEPrice(
|
||||
{
|
||||
if (amount != beast::zero)
|
||||
{
|
||||
auto const tokens =
|
||||
lpTokensIn(amountBalance, amount, lptAMMBalance, tfee);
|
||||
auto const tokens = adjustLPTokensOut(
|
||||
view.rules(),
|
||||
lptAMMBalance,
|
||||
lpTokensOut(amountBalance, amount, lptAMMBalance, tfee));
|
||||
if (tokens <= beast::zero)
|
||||
return {tecAMM_FAILED, STAmount{}};
|
||||
auto const ep = Number{amount} / tokens;
|
||||
{
|
||||
return {tecAMM_INVALID_TOKENS, STAmount{}};
|
||||
}
|
||||
// factor in the adjusted tokens
|
||||
auto const [tokensAdj, amountDepositAdj] = adjustAssetInByTokens(
|
||||
view.rules(), amountBalance, amount, lptAMMBalance, tokens, tfee);
|
||||
if (tokensAdj == beast::zero)
|
||||
return {tecAMM_INVALID_TOKENS, STAmount{}}; // LCOV_EXCL_LINE
|
||||
auto const ep = Number{amountDepositAdj} / tokensAdj;
|
||||
if (ep <= ePrice)
|
||||
return deposit(
|
||||
view,
|
||||
ammAccount,
|
||||
amountBalance,
|
||||
amount,
|
||||
amountDepositAdj,
|
||||
std::nullopt,
|
||||
lptAMMBalance,
|
||||
tokens,
|
||||
tokensAdj,
|
||||
std::nullopt,
|
||||
std::nullopt,
|
||||
std::nullopt,
|
||||
@@ -900,21 +954,37 @@ AMMDeposit::singleDepositEPrice(
|
||||
auto const a1 = c * c;
|
||||
auto const b1 = c * c * f2 * f2 + 2 * c - d * d;
|
||||
auto const c1 = 2 * c * f2 * f2 + 1 - 2 * d * f2;
|
||||
auto const amountDeposit = toSTAmount(
|
||||
amountBalance.issue(),
|
||||
f1 * amountBalance * solveQuadraticEq(a1, b1, c1));
|
||||
auto amtNoRoundCb = [&] {
|
||||
return f1 * amountBalance * solveQuadraticEq(a1, b1, c1);
|
||||
};
|
||||
auto amtProdCb = [&] { return f1 * solveQuadraticEq(a1, b1, c1); };
|
||||
auto const amountDeposit = getRoundedAsset(
|
||||
view.rules(), amtNoRoundCb, amountBalance, amtProdCb, IsDeposit::Yes);
|
||||
if (amountDeposit <= beast::zero)
|
||||
return {tecAMM_FAILED, STAmount{}};
|
||||
auto const tokens =
|
||||
toSTAmount(lptAMMBalance.issue(), amountDeposit / ePrice);
|
||||
auto tokNoRoundCb = [&] { return amountDeposit / ePrice; };
|
||||
auto tokProdCb = [&] { return amountDeposit / ePrice; };
|
||||
auto const tokens = getRoundedLPTokens(
|
||||
view.rules(), tokNoRoundCb, lptAMMBalance, tokProdCb, IsDeposit::Yes);
|
||||
// factor in the adjusted tokens
|
||||
auto const [tokensAdj, amountDepositAdj] = adjustAssetInByTokens(
|
||||
view.rules(),
|
||||
amountBalance,
|
||||
amountDeposit,
|
||||
lptAMMBalance,
|
||||
tokens,
|
||||
tfee);
|
||||
if (tokensAdj == beast::zero)
|
||||
return {tecAMM_INVALID_TOKENS, STAmount{}}; // LCOV_EXCL_LINE
|
||||
|
||||
return deposit(
|
||||
view,
|
||||
ammAccount,
|
||||
amountBalance,
|
||||
amountDeposit,
|
||||
amountDepositAdj,
|
||||
std::nullopt,
|
||||
lptAMMBalance,
|
||||
tokens,
|
||||
tokensAdj,
|
||||
std::nullopt,
|
||||
std::nullopt,
|
||||
std::nullopt,
|
||||
|
||||
@@ -313,24 +313,9 @@ AMMWithdraw::applyGuts(Sandbox& sb)
|
||||
// might not match the LP's trustline balance
|
||||
|
||||
if (auto const res =
|
||||
isOnlyLiquidityProvider(sb, lpTokens.issue(), account_);
|
||||
verifyAndAdjustLPTokenBalance(sb, lpTokens, ammSle, account_);
|
||||
!res)
|
||||
return {res.error(), false};
|
||||
else if (res.value())
|
||||
{
|
||||
if (withinRelativeDistance(
|
||||
lpTokens,
|
||||
ammSle->getFieldAmount(sfLPTokenBalance),
|
||||
Number{1, -3}))
|
||||
{
|
||||
ammSle->setFieldAmount(sfLPTokenBalance, lpTokens);
|
||||
sb.update(ammSle);
|
||||
}
|
||||
else
|
||||
{
|
||||
return {tecAMM_INVALID_TOKENS, false};
|
||||
}
|
||||
}
|
||||
|
||||
auto const tfee = getTradingFee(ctx_.view(), *ammSle, account_);
|
||||
|
||||
@@ -523,7 +508,7 @@ AMMWithdraw::withdraw(
|
||||
lpTokensAMMBalance,
|
||||
lpTokensWithdraw,
|
||||
tfee,
|
||||
false);
|
||||
IsDeposit::No);
|
||||
return std::make_tuple(
|
||||
amountWithdraw, amount2Withdraw, lpTokensWithdraw);
|
||||
}();
|
||||
@@ -682,6 +667,20 @@ AMMWithdraw::withdraw(
|
||||
amount2WithdrawActual);
|
||||
}
|
||||
|
||||
static STAmount
|
||||
adjustLPTokensIn(
|
||||
Rules const& rules,
|
||||
STAmount const& lptAMMBalance,
|
||||
STAmount const& lpTokensWithdraw,
|
||||
WithdrawAll withdrawAll)
|
||||
{
|
||||
if (withdrawAll == WithdrawAll::Yes)
|
||||
return lpTokensWithdraw;
|
||||
return adjustLPTokens(lptAMMBalance, lpTokensWithdraw, IsDeposit::No);
|
||||
}
|
||||
|
||||
/** Proportional withdrawal of pool assets for the amount of LPTokens.
|
||||
*/
|
||||
std::pair<TER, STAmount>
|
||||
AMMWithdraw::equalWithdrawTokens(
|
||||
Sandbox& view,
|
||||
@@ -785,16 +784,22 @@ AMMWithdraw::equalWithdrawTokens(
|
||||
journal);
|
||||
}
|
||||
|
||||
auto const frac = divide(lpTokensWithdraw, lptAMMBalance, noIssue());
|
||||
auto const withdrawAmount =
|
||||
multiply(amountBalance, frac, amountBalance.issue());
|
||||
auto const withdraw2Amount =
|
||||
multiply(amount2Balance, frac, amount2Balance.issue());
|
||||
auto const tokensAdj = adjustLPTokensIn(
|
||||
view.rules(), lptAMMBalance, lpTokensWithdraw, withdrawAll);
|
||||
if (tokensAdj == beast::zero)
|
||||
return {
|
||||
tecAMM_INVALID_TOKENS, STAmount{}, STAmount{}, std::nullopt};
|
||||
// the adjusted tokens are factored in
|
||||
auto const frac = divide(tokensAdj, lptAMMBalance, noIssue());
|
||||
auto const amountWithdraw =
|
||||
getRoundedAsset(view.rules(), amountBalance, frac, IsDeposit::No);
|
||||
auto const amount2Withdraw =
|
||||
getRoundedAsset(view.rules(), amount2Balance, frac, IsDeposit::No);
|
||||
// LP is making equal withdrawal by tokens but the requested amount
|
||||
// of LP tokens is likely too small and results in one-sided pool
|
||||
// withdrawal due to round off. Fail so the user withdraws
|
||||
// more tokens.
|
||||
if (withdrawAmount == beast::zero || withdraw2Amount == beast::zero)
|
||||
if (amountWithdraw == beast::zero || amount2Withdraw == beast::zero)
|
||||
return {tecAMM_FAILED, STAmount{}, STAmount{}, STAmount{}};
|
||||
|
||||
return withdraw(
|
||||
@@ -803,10 +808,10 @@ AMMWithdraw::equalWithdrawTokens(
|
||||
ammAccount,
|
||||
account,
|
||||
amountBalance,
|
||||
withdrawAmount,
|
||||
withdraw2Amount,
|
||||
amountWithdraw,
|
||||
amount2Withdraw,
|
||||
lptAMMBalance,
|
||||
lpTokensWithdraw,
|
||||
tokensAdj,
|
||||
tfee,
|
||||
freezeHanding,
|
||||
withdrawAll,
|
||||
@@ -861,7 +866,16 @@ AMMWithdraw::equalWithdrawLimit(
|
||||
std::uint16_t tfee)
|
||||
{
|
||||
auto frac = Number{amount} / amountBalance;
|
||||
auto const amount2Withdraw = amount2Balance * frac;
|
||||
auto amount2Withdraw =
|
||||
getRoundedAsset(view.rules(), amount2Balance, frac, IsDeposit::No);
|
||||
auto tokensAdj =
|
||||
getRoundedLPTokens(view.rules(), lptAMMBalance, frac, IsDeposit::No);
|
||||
if (tokensAdj == beast::zero)
|
||||
return {tecAMM_INVALID_TOKENS, STAmount{}};
|
||||
// factor in the adjusted tokens
|
||||
frac = adjustFracByTokens(view.rules(), lptAMMBalance, tokensAdj, frac);
|
||||
amount2Withdraw =
|
||||
getRoundedAsset(view.rules(), amount2Balance, frac, IsDeposit::No);
|
||||
if (amount2Withdraw <= amount2)
|
||||
{
|
||||
return withdraw(
|
||||
@@ -870,26 +884,34 @@ AMMWithdraw::equalWithdrawLimit(
|
||||
ammAccount,
|
||||
amountBalance,
|
||||
amount,
|
||||
toSTAmount(amount2.issue(), amount2Withdraw),
|
||||
amount2Withdraw,
|
||||
lptAMMBalance,
|
||||
toSTAmount(lptAMMBalance.issue(), lptAMMBalance * frac),
|
||||
tokensAdj,
|
||||
tfee);
|
||||
}
|
||||
|
||||
frac = Number{amount2} / amount2Balance;
|
||||
auto const amountWithdraw = amountBalance * frac;
|
||||
XRPL_ASSERT(
|
||||
amountWithdraw <= amount,
|
||||
"ripple::AMMWithdraw::equalWithdrawLimit : maximum amountWithdraw");
|
||||
auto amountWithdraw =
|
||||
getRoundedAsset(view.rules(), amountBalance, frac, IsDeposit::No);
|
||||
tokensAdj =
|
||||
getRoundedLPTokens(view.rules(), lptAMMBalance, frac, IsDeposit::No);
|
||||
if (tokensAdj == beast::zero)
|
||||
return {tecAMM_INVALID_TOKENS, STAmount{}}; // LCOV_EXCL_LINE
|
||||
// factor in the adjusted tokens
|
||||
frac = adjustFracByTokens(view.rules(), lptAMMBalance, tokensAdj, frac);
|
||||
amountWithdraw =
|
||||
getRoundedAsset(view.rules(), amountBalance, frac, IsDeposit::No);
|
||||
if (amountWithdraw > amount)
|
||||
return {tecAMM_FAILED, STAmount{}}; // LCOV_EXCL_LINE
|
||||
return withdraw(
|
||||
view,
|
||||
ammSle,
|
||||
ammAccount,
|
||||
amountBalance,
|
||||
toSTAmount(amount.issue(), amountWithdraw),
|
||||
amountWithdraw,
|
||||
amount2,
|
||||
lptAMMBalance,
|
||||
toSTAmount(lptAMMBalance.issue(), lptAMMBalance * frac),
|
||||
tokensAdj,
|
||||
tfee);
|
||||
}
|
||||
|
||||
@@ -908,19 +930,29 @@ AMMWithdraw::singleWithdraw(
|
||||
STAmount const& amount,
|
||||
std::uint16_t tfee)
|
||||
{
|
||||
auto const tokens = lpTokensOut(amountBalance, amount, lptAMMBalance, tfee);
|
||||
auto const tokens = adjustLPTokensIn(
|
||||
view.rules(),
|
||||
lptAMMBalance,
|
||||
lpTokensIn(amountBalance, amount, lptAMMBalance, tfee),
|
||||
isWithdrawAll(ctx_.tx));
|
||||
if (tokens == beast::zero)
|
||||
return {tecAMM_FAILED, STAmount{}};
|
||||
|
||||
{
|
||||
return {tecAMM_INVALID_TOKENS, STAmount{}};
|
||||
}
|
||||
// factor in the adjusted tokens
|
||||
auto const [tokensAdj, amountWithdrawAdj] = adjustAssetOutByTokens(
|
||||
view.rules(), amountBalance, amount, lptAMMBalance, tokens, tfee);
|
||||
if (tokensAdj == beast::zero)
|
||||
return {tecAMM_INVALID_TOKENS, STAmount{}}; // LCOV_EXCL_LINE
|
||||
return withdraw(
|
||||
view,
|
||||
ammSle,
|
||||
ammAccount,
|
||||
amountBalance,
|
||||
amount,
|
||||
amountWithdrawAdj,
|
||||
std::nullopt,
|
||||
lptAMMBalance,
|
||||
tokens,
|
||||
tokensAdj,
|
||||
tfee);
|
||||
}
|
||||
|
||||
@@ -945,8 +977,13 @@ AMMWithdraw::singleWithdrawTokens(
|
||||
STAmount const& lpTokensWithdraw,
|
||||
std::uint16_t tfee)
|
||||
{
|
||||
auto const tokensAdj = adjustLPTokensIn(
|
||||
view.rules(), lptAMMBalance, lpTokensWithdraw, isWithdrawAll(ctx_.tx));
|
||||
if (tokensAdj == beast::zero)
|
||||
return {tecAMM_INVALID_TOKENS, STAmount{}};
|
||||
// the adjusted tokens are factored in
|
||||
auto const amountWithdraw =
|
||||
withdrawByTokens(amountBalance, lptAMMBalance, lpTokensWithdraw, tfee);
|
||||
ammAssetOut(amountBalance, lptAMMBalance, tokensAdj, tfee);
|
||||
if (amount == beast::zero || amountWithdraw >= amount)
|
||||
{
|
||||
return withdraw(
|
||||
@@ -957,7 +994,7 @@ AMMWithdraw::singleWithdrawTokens(
|
||||
amountWithdraw,
|
||||
std::nullopt,
|
||||
lptAMMBalance,
|
||||
lpTokensWithdraw,
|
||||
tokensAdj,
|
||||
tfee);
|
||||
}
|
||||
|
||||
@@ -1006,11 +1043,24 @@ AMMWithdraw::singleWithdrawEPrice(
|
||||
// t = T*(T + A*E*(f - 2))/(T*f - A*E)
|
||||
Number const ae = amountBalance * ePrice;
|
||||
auto const f = getFee(tfee);
|
||||
auto const tokens = lptAMMBalance * (lptAMMBalance + ae * (f - 2)) /
|
||||
(lptAMMBalance * f - ae);
|
||||
if (tokens <= 0)
|
||||
return {tecAMM_FAILED, STAmount{}};
|
||||
auto const amountWithdraw = toSTAmount(amount.issue(), tokens / ePrice);
|
||||
auto tokNoRoundCb = [&] {
|
||||
return lptAMMBalance * (lptAMMBalance + ae * (f - 2)) /
|
||||
(lptAMMBalance * f - ae);
|
||||
};
|
||||
auto tokProdCb = [&] {
|
||||
return (lptAMMBalance + ae * (f - 2)) / (lptAMMBalance * f - ae);
|
||||
};
|
||||
auto const tokensAdj = getRoundedLPTokens(
|
||||
view.rules(), tokNoRoundCb, lptAMMBalance, tokProdCb, IsDeposit::No);
|
||||
if (tokensAdj <= beast::zero)
|
||||
{
|
||||
return {tecAMM_INVALID_TOKENS, STAmount{}};
|
||||
}
|
||||
auto amtNoRoundCb = [&] { return tokensAdj / ePrice; };
|
||||
auto amtProdCb = [&] { return tokensAdj / ePrice; };
|
||||
// the adjusted tokens are factored in
|
||||
auto const amountWithdraw = getRoundedAsset(
|
||||
view.rules(), amtNoRoundCb, amount, amtProdCb, IsDeposit::No);
|
||||
if (amount == beast::zero || amountWithdraw >= amount)
|
||||
{
|
||||
return withdraw(
|
||||
@@ -1021,7 +1071,7 @@ AMMWithdraw::singleWithdrawEPrice(
|
||||
amountWithdraw,
|
||||
std::nullopt,
|
||||
lptAMMBalance,
|
||||
toSTAmount(lptAMMBalance.issue(), tokens),
|
||||
tokensAdj,
|
||||
tfee);
|
||||
}
|
||||
|
||||
|
||||
@@ -301,7 +301,7 @@ private:
|
||||
std::uint16_t tfee);
|
||||
|
||||
/** Check from the flags if it's withdraw all */
|
||||
WithdrawAll
|
||||
static WithdrawAll
|
||||
isWithdrawAll(STTx const& tx);
|
||||
};
|
||||
|
||||
|
||||
@@ -17,6 +17,9 @@
|
||||
*/
|
||||
//==============================================================================
|
||||
|
||||
#include <xrpld/app/misc/AMMHelpers.h>
|
||||
#include <xrpld/app/misc/AMMUtils.h>
|
||||
#include <xrpld/app/misc/CredentialHelpers.h>
|
||||
#include <xrpld/app/tx/detail/InvariantCheck.h>
|
||||
|
||||
#include <xrpld/app/misc/CredentialHelpers.h>
|
||||
@@ -1674,4 +1677,309 @@ ValidPermissionedDomain::finalize(
|
||||
(sleStatus_[1] ? check(*sleStatus_[1], j) : true);
|
||||
}
|
||||
|
||||
void
|
||||
ValidAMM::visitEntry(
|
||||
bool isDelete,
|
||||
std::shared_ptr<SLE const> const& before,
|
||||
std::shared_ptr<SLE const> const& after)
|
||||
{
|
||||
if (isDelete)
|
||||
return;
|
||||
|
||||
if (after)
|
||||
{
|
||||
auto const type = after->getType();
|
||||
// AMM object changed
|
||||
if (type == ltAMM)
|
||||
{
|
||||
ammAccount_ = after->getAccountID(sfAccount);
|
||||
lptAMMBalanceAfter_ = after->getFieldAmount(sfLPTokenBalance);
|
||||
}
|
||||
// AMM pool changed
|
||||
else if (
|
||||
(type == ltRIPPLE_STATE && after->getFlags() & lsfAMMNode) ||
|
||||
(type == ltACCOUNT_ROOT && after->isFieldPresent(sfAMMID)))
|
||||
{
|
||||
ammPoolChanged_ = true;
|
||||
}
|
||||
}
|
||||
|
||||
if (before)
|
||||
{
|
||||
// AMM object changed
|
||||
if (before->getType() == ltAMM)
|
||||
{
|
||||
lptAMMBalanceBefore_ = before->getFieldAmount(sfLPTokenBalance);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
static bool
|
||||
validBalances(
|
||||
STAmount const& amount,
|
||||
STAmount const& amount2,
|
||||
STAmount const& lptAMMBalance,
|
||||
ValidAMM::ZeroAllowed zeroAllowed)
|
||||
{
|
||||
bool const positive = amount > beast::zero && amount2 > beast::zero &&
|
||||
lptAMMBalance > beast::zero;
|
||||
if (zeroAllowed == ValidAMM::ZeroAllowed::Yes)
|
||||
return positive ||
|
||||
(amount == beast::zero && amount2 == beast::zero &&
|
||||
lptAMMBalance == beast::zero);
|
||||
return positive;
|
||||
}
|
||||
|
||||
bool
|
||||
ValidAMM::finalizeVote(bool enforce, beast::Journal const& j) const
|
||||
{
|
||||
if (lptAMMBalanceAfter_ != lptAMMBalanceBefore_ || ammPoolChanged_)
|
||||
{
|
||||
// LPTokens and the pool can not change on vote
|
||||
// LCOV_EXCL_START
|
||||
JLOG(j.error()) << "AMMVote invariant failed: "
|
||||
<< lptAMMBalanceBefore_.value_or(STAmount{}) << " "
|
||||
<< lptAMMBalanceAfter_.value_or(STAmount{}) << " "
|
||||
<< ammPoolChanged_;
|
||||
if (enforce)
|
||||
return false;
|
||||
// LCOV_EXCL_STOP
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
bool
|
||||
ValidAMM::finalizeBid(bool enforce, beast::Journal const& j) const
|
||||
{
|
||||
if (ammPoolChanged_)
|
||||
{
|
||||
// The pool can not change on bid
|
||||
// LCOV_EXCL_START
|
||||
JLOG(j.error()) << "AMMBid invariant failed: pool changed";
|
||||
if (enforce)
|
||||
return false;
|
||||
// LCOV_EXCL_STOP
|
||||
}
|
||||
// LPTokens are burnt, therefore there should be fewer LPTokens
|
||||
else if (
|
||||
lptAMMBalanceBefore_ && lptAMMBalanceAfter_ &&
|
||||
(*lptAMMBalanceAfter_ > *lptAMMBalanceBefore_ ||
|
||||
*lptAMMBalanceAfter_ <= beast::zero))
|
||||
{
|
||||
// LCOV_EXCL_START
|
||||
JLOG(j.error()) << "AMMBid invariant failed: " << *lptAMMBalanceBefore_
|
||||
<< " " << *lptAMMBalanceAfter_;
|
||||
if (enforce)
|
||||
return false;
|
||||
// LCOV_EXCL_STOP
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
bool
|
||||
ValidAMM::finalizeCreate(
|
||||
STTx const& tx,
|
||||
ReadView const& view,
|
||||
bool enforce,
|
||||
beast::Journal const& j) const
|
||||
{
|
||||
if (!ammAccount_)
|
||||
{
|
||||
// LCOV_EXCL_START
|
||||
JLOG(j.error())
|
||||
<< "AMMCreate invariant failed: AMM object is not created";
|
||||
if (enforce)
|
||||
return false;
|
||||
// LCOV_EXCL_STOP
|
||||
}
|
||||
else
|
||||
{
|
||||
auto const [amount, amount2] = ammPoolHolds(
|
||||
view,
|
||||
*ammAccount_,
|
||||
tx[sfAmount].get<Issue>(),
|
||||
tx[sfAmount2].get<Issue>(),
|
||||
fhIGNORE_FREEZE,
|
||||
j);
|
||||
// Create invariant:
|
||||
// sqrt(amount * amount2) == LPTokens
|
||||
// all balances are greater than zero
|
||||
if (!validBalances(
|
||||
amount, amount2, *lptAMMBalanceAfter_, ZeroAllowed::No) ||
|
||||
ammLPTokens(amount, amount2, lptAMMBalanceAfter_->issue()) !=
|
||||
*lptAMMBalanceAfter_)
|
||||
{
|
||||
JLOG(j.error()) << "AMMCreate invariant failed: " << amount << " "
|
||||
<< amount2 << " " << *lptAMMBalanceAfter_;
|
||||
if (enforce)
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
bool
|
||||
ValidAMM::finalizeDelete(bool enforce, TER res, beast::Journal const& j) const
|
||||
{
|
||||
if (ammAccount_)
|
||||
{
|
||||
// LCOV_EXCL_START
|
||||
std::string const msg = (res == tesSUCCESS)
|
||||
? "AMM object is not deleted on tesSUCCESS"
|
||||
: "AMM object is changed on tecINCOMPLETE";
|
||||
JLOG(j.error()) << "AMMDelete invariant failed: " << msg;
|
||||
if (enforce)
|
||||
return false;
|
||||
// LCOV_EXCL_STOP
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
bool
|
||||
ValidAMM::finalizeDEX(bool enforce, beast::Journal const& j) const
|
||||
{
|
||||
if (ammAccount_)
|
||||
{
|
||||
// LCOV_EXCL_START
|
||||
JLOG(j.error()) << "AMM swap invariant failed: AMM object changed";
|
||||
if (enforce)
|
||||
return false;
|
||||
// LCOV_EXCL_STOP
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
bool
|
||||
ValidAMM::generalInvariant(
|
||||
ripple::STTx const& tx,
|
||||
ripple::ReadView const& view,
|
||||
ZeroAllowed zeroAllowed,
|
||||
beast::Journal const& j) const
|
||||
{
|
||||
auto const [amount, amount2] = ammPoolHolds(
|
||||
view,
|
||||
*ammAccount_,
|
||||
tx[sfAsset].get<Issue>(),
|
||||
tx[sfAsset2].get<Issue>(),
|
||||
fhIGNORE_FREEZE,
|
||||
j);
|
||||
// Deposit and Withdrawal invariant:
|
||||
// sqrt(amount * amount2) >= LPTokens
|
||||
// all balances are greater than zero
|
||||
// unless on last withdrawal
|
||||
auto const poolProductMean = root2(amount * amount2);
|
||||
bool const nonNegativeBalances =
|
||||
validBalances(amount, amount2, *lptAMMBalanceAfter_, zeroAllowed);
|
||||
bool const strongInvariantCheck = poolProductMean >= *lptAMMBalanceAfter_;
|
||||
// Allow for a small relative error if strongInvariantCheck fails
|
||||
auto weakInvariantCheck = [&]() {
|
||||
return *lptAMMBalanceAfter_ != beast::zero &&
|
||||
withinRelativeDistance(
|
||||
poolProductMean, Number{*lptAMMBalanceAfter_}, Number{1, -11});
|
||||
};
|
||||
if (!nonNegativeBalances ||
|
||||
(!strongInvariantCheck && !weakInvariantCheck()))
|
||||
{
|
||||
JLOG(j.error()) << "AMM " << tx.getTxnType() << " invariant failed: "
|
||||
<< tx.getHash(HashPrefix::transactionID) << " "
|
||||
<< ammPoolChanged_ << " " << amount << " " << amount2
|
||||
<< " " << poolProductMean << " "
|
||||
<< lptAMMBalanceAfter_->getText() << " "
|
||||
<< ((*lptAMMBalanceAfter_ == beast::zero)
|
||||
? Number{1}
|
||||
: ((*lptAMMBalanceAfter_ - poolProductMean) /
|
||||
poolProductMean));
|
||||
return false;
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
bool
|
||||
ValidAMM::finalizeDeposit(
|
||||
ripple::STTx const& tx,
|
||||
ripple::ReadView const& view,
|
||||
bool enforce,
|
||||
beast::Journal const& j) const
|
||||
{
|
||||
if (!ammAccount_)
|
||||
{
|
||||
// LCOV_EXCL_START
|
||||
JLOG(j.error()) << "AMMDeposit invariant failed: AMM object is deleted";
|
||||
if (enforce)
|
||||
return false;
|
||||
// LCOV_EXCL_STOP
|
||||
}
|
||||
else if (!generalInvariant(tx, view, ZeroAllowed::No, j) && enforce)
|
||||
return false;
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
bool
|
||||
ValidAMM::finalizeWithdraw(
|
||||
ripple::STTx const& tx,
|
||||
ripple::ReadView const& view,
|
||||
bool enforce,
|
||||
beast::Journal const& j) const
|
||||
{
|
||||
if (!ammAccount_)
|
||||
{
|
||||
// Last Withdraw or Clawback deleted AMM
|
||||
}
|
||||
else if (!generalInvariant(tx, view, ZeroAllowed::Yes, j))
|
||||
{
|
||||
if (enforce)
|
||||
return false;
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
bool
|
||||
ValidAMM::finalize(
|
||||
STTx const& tx,
|
||||
TER const result,
|
||||
XRPAmount const,
|
||||
ReadView const& view,
|
||||
beast::Journal const& j)
|
||||
{
|
||||
// Delete may return tecINCOMPLETE if there are too many
|
||||
// trustlines to delete.
|
||||
if (result != tesSUCCESS && result != tecINCOMPLETE)
|
||||
return true;
|
||||
|
||||
bool const enforce = true; // view.rules().enabled(fixAMMv1_3);
|
||||
|
||||
switch (tx.getTxnType())
|
||||
{
|
||||
case ttAMM_CREATE:
|
||||
return finalizeCreate(tx, view, enforce, j);
|
||||
case ttAMM_DEPOSIT:
|
||||
return finalizeDeposit(tx, view, enforce, j);
|
||||
case ttAMM_CLAWBACK:
|
||||
case ttAMM_WITHDRAW:
|
||||
return finalizeWithdraw(tx, view, enforce, j);
|
||||
case ttAMM_BID:
|
||||
return finalizeBid(enforce, j);
|
||||
case ttAMM_VOTE:
|
||||
return finalizeVote(enforce, j);
|
||||
case ttAMM_DELETE:
|
||||
return finalizeDelete(enforce, result, j);
|
||||
case ttCHECK_CASH:
|
||||
case ttOFFER_CREATE:
|
||||
case ttPAYMENT:
|
||||
return finalizeDEX(enforce, j);
|
||||
default:
|
||||
break;
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
} // namespace ripple
|
||||
|
||||
@@ -617,6 +617,69 @@ public:
|
||||
beast::Journal const&);
|
||||
};
|
||||
|
||||
class ValidAMM
|
||||
{
|
||||
std::optional<AccountID> ammAccount_;
|
||||
std::optional<STAmount> lptAMMBalanceAfter_;
|
||||
std::optional<STAmount> lptAMMBalanceBefore_;
|
||||
bool ammPoolChanged_;
|
||||
|
||||
public:
|
||||
enum class ZeroAllowed : bool { No = false, Yes = true };
|
||||
|
||||
ValidAMM() : ammPoolChanged_{false}
|
||||
{
|
||||
}
|
||||
void
|
||||
visitEntry(
|
||||
bool,
|
||||
std::shared_ptr<SLE const> const&,
|
||||
std::shared_ptr<SLE const> const&);
|
||||
|
||||
bool
|
||||
finalize(
|
||||
STTx const&,
|
||||
TER const,
|
||||
XRPAmount const,
|
||||
ReadView const&,
|
||||
beast::Journal const&);
|
||||
|
||||
private:
|
||||
bool
|
||||
finalizeBid(bool enforce, beast::Journal const&) const;
|
||||
bool
|
||||
finalizeVote(bool enforce, beast::Journal const&) const;
|
||||
bool
|
||||
finalizeCreate(
|
||||
STTx const&,
|
||||
ReadView const&,
|
||||
bool enforce,
|
||||
beast::Journal const&) const;
|
||||
bool
|
||||
finalizeDelete(bool enforce, TER res, beast::Journal const&) const;
|
||||
bool
|
||||
finalizeDeposit(
|
||||
STTx const&,
|
||||
ReadView const&,
|
||||
bool enforce,
|
||||
beast::Journal const&) const;
|
||||
// Includes clawback
|
||||
bool
|
||||
finalizeWithdraw(
|
||||
STTx const&,
|
||||
ReadView const&,
|
||||
bool enforce,
|
||||
beast::Journal const&) const;
|
||||
bool
|
||||
finalizeDEX(bool enforce, beast::Journal const&) const;
|
||||
bool
|
||||
generalInvariant(
|
||||
STTx const&,
|
||||
ReadView const&,
|
||||
ZeroAllowed zeroAllowed,
|
||||
beast::Journal const&) const;
|
||||
};
|
||||
|
||||
// additional invariant checks can be declared above and then added to this
|
||||
// tuple
|
||||
using InvariantChecks = std::tuple<
|
||||
@@ -636,7 +699,8 @@ using InvariantChecks = std::tuple<
|
||||
NFTokenCountTracking,
|
||||
ValidClawback,
|
||||
ValidMPTIssuance,
|
||||
ValidPermissionedDomain>;
|
||||
ValidPermissionedDomain,
|
||||
ValidAMM>;
|
||||
|
||||
/**
|
||||
* @brief get a tuple of all invariant checks
|
||||
|
||||
@@ -21,6 +21,8 @@
|
||||
#define RIPPLE_APP_BOOK_OFFER_H_INCLUDED
|
||||
|
||||
#include <xrpld/ledger/View.h>
|
||||
|
||||
#include <xrpl/basics/Log.h>
|
||||
#include <xrpl/basics/contract.h>
|
||||
#include <xrpl/protocol/Quality.h>
|
||||
#include <xrpl/protocol/Rules.h>
|
||||
@@ -169,8 +171,21 @@ public:
|
||||
* always returns true.
|
||||
*/
|
||||
bool
|
||||
checkInvariant(TAmounts<TIn, TOut> const&, beast::Journal j) const
|
||||
checkInvariant(TAmounts<TIn, TOut> const& consumed, beast::Journal j) const
|
||||
{
|
||||
if (consumed.in > m_amounts.in || consumed.out > m_amounts.out)
|
||||
{
|
||||
// LCOV_EXCL_START
|
||||
JLOG(j.error())
|
||||
<< "AMMOffer::checkInvariant failed: consumed "
|
||||
<< to_string(consumed.in) << " " << to_string(consumed.out)
|
||||
<< " amounts " << to_string(m_amounts.in) << " "
|
||||
<< to_string(m_amounts.out);
|
||||
|
||||
return false;
|
||||
// LCOV_EXCL_STOP
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
};
|
||||
|
||||
Reference in New Issue
Block a user