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Curtail the occurrence of order books that are blocked by reduced offers with the implementation of the fixReducedOffersV1 amendment. This commit identifies three ways in which offers can be reduced: 1. A new offer can be partially crossed by existing offers, so the new offer is reduced when placed in the ledger. 2. An in-ledger offer can be partially crossed by a new offer in a transaction. So the in-ledger offer is reduced by the new offer. 3. An in-ledger offer may be under-funded. In this case the in-ledger offer is scaled down to match the available funds. Reduced offers can block order books if the effective quality of the reduced offer is worse than the quality of the original offer (from the perspective of the taker). It turns out that, for small values, the quality of the reduced offer can be significantly affected by the rounding mode used during scaling computations. This commit adjusts some rounding modes so that the quality of a reduced offer is always at least as good (from the taker's perspective) as the original offer. The amendment is titled fixReducedOffersV1 because additional ways of producing reduced offers may come to light. Therefore, there may be a future need for a V2 amendment.
340 lines
9.9 KiB
C++
340 lines
9.9 KiB
C++
//------------------------------------------------------------------------------
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/*
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This file is part of rippled: https://github.com/ripple/rippled
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Copyright (c) 2012, 2013 Ripple Labs Inc.
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Permission to use, copy, modify, and/or distribute this software for any
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purpose with or without fee is hereby granted, provided that the above
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copyright notice and this permission notice appear in all copies.
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THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES
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WITH REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF
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MERCHANTABILITY AND FITNESS. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR
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ANY SPECIAL , DIRECT, INDIRECT, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES
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WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN AN
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ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, ARISING OUT OF
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OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE.
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*/
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//==============================================================================
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#ifndef RIPPLE_PROTOCOL_QUALITY_H_INCLUDED
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#define RIPPLE_PROTOCOL_QUALITY_H_INCLUDED
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#include <ripple/basics/IOUAmount.h>
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#include <ripple/basics/XRPAmount.h>
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#include <ripple/protocol/AmountConversions.h>
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#include <ripple/protocol/STAmount.h>
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#include <algorithm>
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#include <cstdint>
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#include <ostream>
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namespace ripple {
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/** Represents a pair of input and output currencies.
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The input currency can be converted to the output
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currency by multiplying by the rate, represented by
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Quality.
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For offers, "in" is always TakerPays and "out" is
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always TakerGets.
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*/
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template <class In, class Out>
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struct TAmounts
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{
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TAmounts() = default;
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TAmounts(beast::Zero, beast::Zero) : in(beast::zero), out(beast::zero)
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{
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}
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TAmounts(In const& in_, Out const& out_) : in(in_), out(out_)
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{
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}
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/** Returns `true` if either quantity is not positive. */
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bool
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empty() const noexcept
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{
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return in <= beast::zero || out <= beast::zero;
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}
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TAmounts&
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operator+=(TAmounts const& rhs)
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{
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in += rhs.in;
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out += rhs.out;
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return *this;
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}
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TAmounts&
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operator-=(TAmounts const& rhs)
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{
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in -= rhs.in;
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out -= rhs.out;
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return *this;
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}
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In in;
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Out out;
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};
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using Amounts = TAmounts<STAmount, STAmount>;
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template <class In, class Out>
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bool
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operator==(TAmounts<In, Out> const& lhs, TAmounts<In, Out> const& rhs) noexcept
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{
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return lhs.in == rhs.in && lhs.out == rhs.out;
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}
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template <class In, class Out>
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bool
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operator!=(TAmounts<In, Out> const& lhs, TAmounts<In, Out> const& rhs) noexcept
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{
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return !(lhs == rhs);
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}
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//------------------------------------------------------------------------------
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// Ripple specific constant used for parsing qualities and other things
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#define QUALITY_ONE 1'000'000'000
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/** Represents the logical ratio of output currency to input currency.
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Internally this is stored using a custom floating point representation,
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as the inverse of the ratio, so that quality will be descending in
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a sequence of actual values that represent qualities.
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*/
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class Quality
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{
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public:
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// Type of the internal representation. Higher qualities
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// have lower unsigned integer representations.
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using value_type = std::uint64_t;
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static const int minTickSize = 3;
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static const int maxTickSize = 16;
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private:
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// This has the same representation as STAmount, see the comment on the
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// STAmount. However, this class does not always use the canonical
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// representation. In particular, the increment and decrement operators may
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// cause a non-canonical representation.
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value_type m_value;
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public:
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Quality() = default;
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/** Create a quality from the integer encoding of an STAmount */
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explicit Quality(std::uint64_t value);
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/** Create a quality from the ratio of two amounts. */
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explicit Quality(Amounts const& amount);
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/** Create a quality from the ratio of two amounts. */
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template <class In, class Out>
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explicit Quality(TAmounts<In, Out> const& amount)
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: Quality(Amounts(toSTAmount(amount.in), toSTAmount(amount.out)))
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{
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}
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/** Create a quality from the ratio of two amounts. */
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template <class In, class Out>
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Quality(Out const& out, In const& in)
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: Quality(Amounts(toSTAmount(in), toSTAmount(out)))
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{
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}
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/** Advances to the next higher quality level. */
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/** @{ */
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Quality&
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operator++();
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Quality
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operator++(int);
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/** @} */
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/** Advances to the next lower quality level. */
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/** @{ */
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Quality&
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operator--();
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Quality
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operator--(int);
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/** @} */
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/** Returns the quality as STAmount. */
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STAmount
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rate() const
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{
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return amountFromQuality(m_value);
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}
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/** Returns the quality rounded up to the specified number
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of decimal digits.
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*/
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Quality
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round(int tickSize) const;
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/** Returns the scaled amount with in capped.
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Math is avoided if the result is exact. The output is clamped
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to prevent money creation.
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*/
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Amounts
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ceil_in(Amounts const& amount, STAmount const& limit) const;
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template <class In, class Out>
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TAmounts<In, Out>
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ceil_in(TAmounts<In, Out> const& amount, In const& limit) const
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{
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if (amount.in <= limit)
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return amount;
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// Use the existing STAmount implementation for now, but consider
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// replacing with code specific to IOUAMount and XRPAmount
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Amounts stAmt(toSTAmount(amount.in), toSTAmount(amount.out));
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STAmount stLim(toSTAmount(limit));
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auto const stRes = ceil_in(stAmt, stLim);
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return TAmounts<In, Out>(
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toAmount<In>(stRes.in), toAmount<Out>(stRes.out));
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}
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/** Returns the scaled amount with out capped.
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Math is avoided if the result is exact. The input is clamped
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to prevent money creation.
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*/
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Amounts
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ceil_out(Amounts const& amount, STAmount const& limit) const;
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template <class In, class Out>
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TAmounts<In, Out>
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ceil_out(TAmounts<In, Out> const& amount, Out const& limit) const
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{
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if (amount.out <= limit)
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return amount;
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// Use the existing STAmount implementation for now, but consider
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// replacing with code specific to IOUAMount and XRPAmount
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Amounts stAmt(toSTAmount(amount.in), toSTAmount(amount.out));
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STAmount stLim(toSTAmount(limit));
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auto const stRes = ceil_out(stAmt, stLim);
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return TAmounts<In, Out>(
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toAmount<In>(stRes.in), toAmount<Out>(stRes.out));
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}
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Amounts
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ceil_out_strict(Amounts const& amount, STAmount const& limit, bool roundUp)
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const;
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template <class In, class Out>
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TAmounts<In, Out>
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ceil_out_strict(
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TAmounts<In, Out> const& amount,
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Out const& limit,
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bool roundUp) const
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{
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if (amount.out <= limit)
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return amount;
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// Use the existing STAmount implementation for now, but consider
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// replacing with code specific to IOUAMount and XRPAmount
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Amounts stAmt(toSTAmount(amount.in), toSTAmount(amount.out));
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STAmount stLim(toSTAmount(limit));
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auto const stRes = ceil_out_strict(stAmt, stLim, roundUp);
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return TAmounts<In, Out>(
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toAmount<In>(stRes.in), toAmount<Out>(stRes.out));
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}
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/** Returns `true` if lhs is lower quality than `rhs`.
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Lower quality means the taker receives a worse deal.
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Higher quality is better for the taker.
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*/
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friend bool
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operator<(Quality const& lhs, Quality const& rhs) noexcept
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{
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return lhs.m_value > rhs.m_value;
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}
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friend bool
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operator>(Quality const& lhs, Quality const& rhs) noexcept
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{
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return lhs.m_value < rhs.m_value;
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}
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friend bool
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operator<=(Quality const& lhs, Quality const& rhs) noexcept
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{
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return !(lhs > rhs);
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}
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friend bool
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operator>=(Quality const& lhs, Quality const& rhs) noexcept
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{
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return !(lhs < rhs);
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}
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friend bool
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operator==(Quality const& lhs, Quality const& rhs) noexcept
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{
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return lhs.m_value == rhs.m_value;
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}
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friend bool
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operator!=(Quality const& lhs, Quality const& rhs) noexcept
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{
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return !(lhs == rhs);
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}
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friend std::ostream&
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operator<<(std::ostream& os, Quality const& quality)
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{
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os << quality.m_value;
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return os;
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}
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// return the relative distance (relative error) between two qualities. This
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// is used for testing only. relative distance is abs(a-b)/min(a,b)
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friend double
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relativeDistance(Quality const& q1, Quality const& q2)
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{
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assert(q1.m_value > 0 && q2.m_value > 0);
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if (q1.m_value == q2.m_value) // make expected common case fast
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return 0;
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auto const [minV, maxV] = std::minmax(q1.m_value, q2.m_value);
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auto mantissa = [](std::uint64_t rate) {
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return rate & ~(255ull << (64 - 8));
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};
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auto exponent = [](std::uint64_t rate) {
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return static_cast<int>(rate >> (64 - 8)) - 100;
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};
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auto const minVMantissa = mantissa(minV);
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auto const maxVMantissa = mantissa(maxV);
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auto const expDiff = exponent(maxV) - exponent(minV);
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double const minVD = static_cast<double>(minVMantissa);
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double const maxVD = expDiff ? maxVMantissa * pow(10, expDiff)
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: static_cast<double>(maxVMantissa);
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// maxVD and minVD are scaled so they have the same exponents. Dividing
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// cancels out the exponents, so we only need to deal with the (scaled)
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// mantissas
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return (maxVD - minVD) / minVD;
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}
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};
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/** Calculate the quality of a two-hop path given the two hops.
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@param lhs The first leg of the path: input to intermediate.
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@param rhs The second leg of the path: intermediate to output.
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*/
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Quality
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composed_quality(Quality const& lhs, Quality const& rhs);
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} // namespace ripple
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#endif
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