void rippleLiquidity (
RippleCalc& rippleCalc,
Rate const& qualityIn,
Rate const& qualityOut,
STAmount const& saPrvReq, // --> in limit including fees, <0 = unlimited
STAmount const& saCurReq, // --> out limit
STAmount& saPrvAct, // <-> in limit including achieved so far: <-- <= -->
STAmount& saCurAct, // <-> out limit including achieved so far: <-- <= -->
std::uint64_t& uRateMax)
{
JLOG (rippleCalc.j_.trace())
<< "rippleLiquidity>"
<< " qualityIn=" << qualityIn
<< " qualityOut=" << qualityOut
<< " saPrvReq=" << saPrvReq
<< " saCurReq=" << saCurReq
<< " saPrvAct=" << saPrvAct
<< " saCurAct=" << saCurAct;
// saCurAct was once zero in a production server.
assert (saCurReq != zero);
assert (saCurReq > zero);
assert (saPrvReq.getCurrency () == saCurReq.getCurrency ());
assert (saPrvReq.getCurrency () == saPrvAct.getCurrency ());
assert (saPrvReq.getIssuer () == saPrvAct.getIssuer ());
const bool bPrvUnlimited = (saPrvReq < zero); // -1 means unlimited.
// Unlimited stays unlimited - don't do calculations.
// How much could possibly flow through the previous node?
const STAmount saPrv = bPrvUnlimited ? saPrvReq : saPrvReq - saPrvAct;
// How much could possibly flow through the current node?
const STAmount saCur = saCurReq - saCurAct;
JLOG (rippleCalc.j_.trace())
<< "rippleLiquidity: "
<< " bPrvUnlimited=" << bPrvUnlimited
<< " saPrv=" << saPrv
<< " saCur=" << saCur;
// If nothing can flow, we might as well not do any work.
if (saPrv == zero || saCur == zero)
return;
if (qualityIn >= qualityOut)
{
// You're getting better quality than you asked for, so no fee.
JLOG (rippleCalc.j_.trace()) << "rippleLiquidity: No fees";
// Only process if the current rate, 1:1, is not worse than the previous
// rate, uRateMax - otherwise there is no flow.
if (!uRateMax || STAmount::uRateOne <= uRateMax)
{
// Limit amount to transfer if need - the minimum of amount being
// paid and the amount that's wanted.
STAmount saTransfer = bPrvUnlimited ? saCur
: std::min (saPrv, saCur);
// In reverse, we want to propagate the limited cur to prv and set
// actual cur.
//
// In forward, we want to propagate the limited prv to cur and set
// actual prv.
//
// This is the actual flow.
saPrvAct += saTransfer;
saCurAct += saTransfer;
// If no rate limit, set rate limit to avoid combining with
// something with a worse rate.
if (uRateMax == 0)
uRateMax = STAmount::uRateOne;
}
}
else
{
// If the quality is worse than the previous
JLOG (rippleCalc.j_.trace()) << "rippleLiquidity: Fee";
std::uint64_t const uRate = getRate (
STAmount (qualityOut.value),
STAmount (qualityIn.value));
// If the next rate is at least as good as the current rate, process.
if (!uRateMax || uRate <= uRateMax)
{
// current actual = current request * (quality out / quality in).
auto numerator = multiplyRound (saCur, qualityOut, true);
// True means "round up" to get best flow.
STAmount saCurIn = divideRound (numerator, qualityIn, true);
JLOG (rippleCalc.j_.trace())
<< "rippleLiquidity:"
<< " bPrvUnlimited=" << bPrvUnlimited
<< " saPrv=" << saPrv
<< " saCurIn=" << saCurIn;
if (bPrvUnlimited || saCurIn <= saPrv)
{
// All of current. Some amount of previous.
saCurAct += saCur;
saPrvAct += saCurIn;
JLOG (rippleCalc.j_.trace())
<< "rippleLiquidity:3c:"
<< " saCurReq=" << saCurReq
<< " saPrvAct=" << saPrvAct;
}
else
{
// There wasn't enough money to start with - so given the
// limited input, how much could we deliver?
// current actual = previous request
// * (quality in / quality out).
// This is inverted compared to the code above because we're
// going the other way
auto numerator = multiplyRound (saPrv,
qualityIn, saCur.issue(), true);
// A part of current. All of previous. (Cur is the driver
// variable.)
STAmount saCurOut = divideRound (numerator,
qualityOut, saCur.issue(), true);
JLOG (rippleCalc.j_.trace())
<< "rippleLiquidity:4: saCurReq=" << saCurReq;
saCurAct += saCurOut;
saPrvAct = saPrvReq;
}
if (!uRateMax)
uRateMax = uRate;
}
}
JLOG (rippleCalc.j_.trace())
<< "rippleLiquidity<"
<< " qualityIn=" << qualityIn
<< " qualityOut=" << qualityOut
<< " saPrvReq=" << saPrvReq
<< " saCurReq=" << saCurReq
<< " saPrvAct=" << saPrvAct
<< " saCurAct=" << saCurAct;
}
TER PathCursor::deliverNodeForward (
AccountID const& uInAccountID, // --> Input owner's account.
STAmount const& saInReq, // --> Amount to deliver.
STAmount& saInAct, // <-- Amount delivered, this invocation.
STAmount& saInFees, // <-- Fees charged, this invocation.
bool callerHasLiquidity) const
{
TER resultCode = tesSUCCESS;
// Don't deliver more than wanted.
// Zeroed in reverse pass.
node().directory.restart(multiQuality_);
saInAct.clear (saInReq);
saInFees.clear (saInReq);
int loopCount = 0;
auto viewJ = rippleCalc_.logs_.journal ("View");
// XXX Perhaps make sure do not exceed node().saRevDeliver as another way to
// stop?
while (resultCode == tesSUCCESS && saInAct + saInFees < saInReq)
{
// Did not spend all inbound deliver funds.
if (++loopCount >
(multiQuality_ ?
CALC_NODE_DELIVER_MAX_LOOPS_MQ :
CALC_NODE_DELIVER_MAX_LOOPS))
{
JLOG (j_.warn())
<< "deliverNodeForward: max loops cndf";
return telFAILED_PROCESSING;
}
// Determine values for pass to adjust saInAct, saInFees, and
// node().saFwdDeliver.
advanceNode (saInAct, false, callerHasLiquidity);
// If needed, advance to next funded offer.
if (resultCode != tesSUCCESS)
{
}
else if (!node().offerIndex_)
{
JLOG (j_.warn())
<< "deliverNodeForward: INTERNAL ERROR: Ran out of offers.";
return telFAILED_PROCESSING;
}
else if (resultCode == tesSUCCESS)
{
auto const xferRate = effectiveRate (
previousNode().issue_,
uInAccountID,
node().offerOwnerAccount_,
previousNode().transferRate_);
// First calculate assuming no output fees: saInPassAct,
// saInPassFees, saOutPassAct.
// Offer maximum out - limited by funds with out fees.
auto saOutFunded = std::min (
node().saOfferFunds, node().saTakerGets);
// Offer maximum out - limit by most to deliver.
auto saOutPassFunded = std::min (
saOutFunded,
node().saRevDeliver - node().saFwdDeliver);
// Offer maximum in - Limited by by payout.
auto saInFunded = mulRound (
saOutPassFunded,
node().saOfrRate,
node().saTakerPays.issue (),
true);
// Offer maximum in with fees.
auto saInTotal = multiplyRound (
saInFunded, xferRate, true);
auto saInRemaining = saInReq - saInAct - saInFees;
if (saInRemaining < beast::zero)
saInRemaining.clear();
// In limited by remaining.
auto saInSum = std::min (saInTotal, saInRemaining);
// In without fees.
auto saInPassAct = std::min (
node().saTakerPays,
divideRound (saInSum, xferRate, true));
// Out limited by in remaining.
auto outPass = divRound (
saInPassAct, node().saOfrRate, node().saTakerGets.issue (), true);
STAmount saOutPassMax = std::min (saOutPassFunded, outPass);
STAmount saInPassFeesMax = saInSum - saInPassAct;
// Will be determined by next node().
STAmount saOutPassAct;
// Will be determined by adjusted saInPassAct.
STAmount saInPassFees;
JLOG (j_.trace())
<< "deliverNodeForward:"
<< " nodeIndex_=" << nodeIndex_
<< " saOutFunded=" << saOutFunded
<< " saOutPassFunded=" << saOutPassFunded
<< " node().saOfferFunds=" << node().saOfferFunds
<< " node().saTakerGets=" << node().saTakerGets
<< " saInReq=" << saInReq
<< " saInAct=" << saInAct
<< " saInFees=" << saInFees
<< " saInFunded=" << saInFunded
<< " saInTotal=" << saInTotal
<< " saInSum=" << saInSum
<< " saInPassAct=" << saInPassAct
<< " saOutPassMax=" << saOutPassMax;
// FIXME: We remove an offer if WE didn't want anything out of it?
if (!node().saTakerPays || saInSum <= beast::zero)
{
JLOG (j_.debug())
<< "deliverNodeForward: Microscopic offer unfunded.";
// After math offer is effectively unfunded.
pathState_.unfundedOffers().push_back (node().offerIndex_);
node().bEntryAdvance = true;
continue;
}
if (!saInFunded)
{
// Previous check should catch this.
JLOG (j_.warn())
<< "deliverNodeForward: UNREACHABLE REACHED";
// After math offer is effectively unfunded.
pathState_.unfundedOffers().push_back (node().offerIndex_);
node().bEntryAdvance = true;
continue;
}
if (!isXRP(nextNode().account_))
{
// ? --> OFFER --> account
// Input fees: vary based upon the consumed offer's owner.
// Output fees: none as XRP or the destination account is the
// issuer.
saOutPassAct = saOutPassMax;
saInPassFees = saInPassFeesMax;
JLOG (j_.trace())
<< "deliverNodeForward: ? --> OFFER --> account:"
<< " offerOwnerAccount_="
<< node().offerOwnerAccount_
<< " nextNode().account_="
<< nextNode().account_
<< " saOutPassAct=" << saOutPassAct
<< " saOutFunded=" << saOutFunded;
// Output: Debit offer owner, send XRP or non-XPR to next
// account.
resultCode = accountSend(view(),
node().offerOwnerAccount_,
nextNode().account_,
saOutPassAct, viewJ);
if (resultCode != tesSUCCESS)
break;
}
else
{
// ? --> OFFER --> offer
//
// Offer to offer means current order book's output currency and
// issuer match next order book's input current and issuer.
//
// Output fees: possible if issuer has fees and is not on either
// side.
STAmount saOutPassFees;
// Output fees vary as the next nodes offer owners may vary.
// Therefore, immediately push through output for current offer.
resultCode = increment().deliverNodeForward (
node().offerOwnerAccount_, // --> Current holder.
saOutPassMax, // --> Amount available.
saOutPassAct, // <-- Amount delivered.
saOutPassFees, // <-- Fees charged.
saInAct > beast::zero);
if (resultCode != tesSUCCESS)
break;
if (saOutPassAct == saOutPassMax)
{
// No fees and entire output amount.
saInPassFees = saInPassFeesMax;
}
else
{
// Fraction of output amount.
// Output fees are paid by offer owner and not passed to
// previous.
assert (saOutPassAct < saOutPassMax);
auto inPassAct = mulRound (
saOutPassAct, node().saOfrRate, saInReq.issue (), true);
saInPassAct = std::min (node().saTakerPays, inPassAct);
auto inPassFees = multiplyRound (
saInPassAct, xferRate, true);
saInPassFees = std::min (saInPassFeesMax, inPassFees);
}
// Do outbound debiting.
// Send to issuer/limbo total amount including fees (issuer gets
// fees).
auto const& id = isXRP(node().issue_) ?
xrpAccount() : node().issue_.account;
auto outPassTotal = saOutPassAct + saOutPassFees;
accountSend(view(),
node().offerOwnerAccount_,
id,
outPassTotal,
viewJ);
JLOG (j_.trace())
<< "deliverNodeForward: ? --> OFFER --> offer:"
<< " saOutPassAct=" << saOutPassAct
<< " saOutPassFees=" << saOutPassFees;
}
JLOG (j_.trace())
<< "deliverNodeForward: "
<< " nodeIndex_=" << nodeIndex_
<< " node().saTakerGets=" << node().saTakerGets
<< " node().saTakerPays=" << node().saTakerPays
<< " saInPassAct=" << saInPassAct
<< " saInPassFees=" << saInPassFees
<< " saOutPassAct=" << saOutPassAct
<< " saOutFunded=" << saOutFunded;
// Funds were spent.
node().bFundsDirty = true;
// Do inbound crediting.
//
// Credit offer owner from in issuer/limbo (input transfer fees left
// with owner). Don't attempt to have someone credit themselves, it
// is redundant.
if (isXRP (previousNode().issue_.currency)
|| uInAccountID != node().offerOwnerAccount_)
{
auto id = !isXRP(previousNode().issue_.currency) ?
uInAccountID : xrpAccount();
resultCode = accountSend(view(),
id,
node().offerOwnerAccount_,
saInPassAct,
viewJ);
if (resultCode != tesSUCCESS)
break;
}
// Adjust offer.
//
// Fees are considered paid from a seperate budget and are not named
// in the offer.
STAmount saTakerGetsNew = node().saTakerGets - saOutPassAct;
STAmount saTakerPaysNew = node().saTakerPays - saInPassAct;
if (saTakerPaysNew < beast::zero || saTakerGetsNew < beast::zero)
{
JLOG (j_.warn())
<< "deliverNodeForward: NEGATIVE:"
<< " saTakerPaysNew=" << saTakerPaysNew
<< " saTakerGetsNew=" << saTakerGetsNew;
resultCode = telFAILED_PROCESSING;
break;
}
node().sleOffer->setFieldAmount (sfTakerGets, saTakerGetsNew);
node().sleOffer->setFieldAmount (sfTakerPays, saTakerPaysNew);
view().update (node().sleOffer);
if (saOutPassAct == saOutFunded || saTakerGetsNew == beast::zero)
{
// Offer became unfunded.
JLOG (j_.debug())
<< "deliverNodeForward: unfunded:"
<< " saOutPassAct=" << saOutPassAct
<< " saOutFunded=" << saOutFunded;
pathState_.unfundedOffers().push_back (node().offerIndex_);
node().bEntryAdvance = true;
}
else
{
if (saOutPassAct >= saOutFunded)
{
JLOG (j_.warn())
<< "deliverNodeForward: TOO MUCH:"
<< " saOutPassAct=" << saOutPassAct
<< " saOutFunded=" << saOutFunded;
}
assert (saOutPassAct < saOutFunded);
}
saInAct += saInPassAct;
saInFees += saInPassFees;
// Adjust amount available to next node().
node().saFwdDeliver = std::min (node().saRevDeliver,
node().saFwdDeliver + saOutPassAct);
}
}
JLOG (j_.trace())
<< "deliverNodeForward<"
<< " nodeIndex_=" << nodeIndex_
<< " saInAct=" << saInAct
<< " saInFees=" << saInFees;
return resultCode;
}
// To deliver from an order book, when computing
TER PathCursor::deliverNodeReverseImpl (
AccountID const& uOutAccountID, // --> Output owner's account.
STAmount const& saOutReq, // --> Funds requested to be
// delivered for an increment.
STAmount& saOutAct, // <-- Funds actually delivered for an
// increment
bool callerHasLiquidity
) const
{
TER resultCode = tesSUCCESS;
// Accumulation of what the previous node must deliver.
// Possible optimization: Note this gets zeroed on each increment, ideally
// only on first increment, then it could be a limit on the forward pass.
saOutAct.clear (saOutReq);
JLOG (j_.trace())
<< "deliverNodeReverse>"
<< " saOutAct=" << saOutAct
<< " saOutReq=" << saOutReq
<< " saPrvDlvReq=" << previousNode().saRevDeliver;
assert (saOutReq != zero);
int loopCount = 0;
auto viewJ = rippleCalc_.logs_.journal ("View");
// While we did not deliver as much as requested:
while (saOutAct < saOutReq)
{
if (++loopCount >
(multiQuality_ ?
CALC_NODE_DELIVER_MAX_LOOPS_MQ :
CALC_NODE_DELIVER_MAX_LOOPS))
{
JLOG (j_.warn()) << "loop count exceeded";
return telFAILED_PROCESSING;
}
resultCode = advanceNode (saOutAct, true, callerHasLiquidity);
// If needed, advance to next funded offer.
if (resultCode != tesSUCCESS || !node().offerIndex_)
// Error or out of offers.
break;
auto const xferRate = effectiveRate (
node().issue_,
uOutAccountID,
node().offerOwnerAccount_,
node().transferRate_);
JLOG (j_.trace())
<< "deliverNodeReverse:"
<< " offerOwnerAccount_=" << node().offerOwnerAccount_
<< " uOutAccountID=" << uOutAccountID
<< " node().issue_.account=" << node().issue_.account
<< " xferRate=" << xferRate;
// Only use rate when not in multi-quality mode
if (!multiQuality_)
{
if (!node().rateMax)
{
// Set initial rate.
JLOG (j_.trace())
<< "Set initial rate";
node().rateMax = xferRate;
}
else if (xferRate > node().rateMax)
{
// Offer exceeds initial rate.
JLOG (j_.trace())
<< "Offer exceeds initial rate: " << *node().rateMax;
break; // Done. Don't bother looking for smaller transferRates.
}
else if (xferRate < node().rateMax)
{
// Reducing rate. Additional offers will only
// be considered for this increment if they
// are at least this good.
//
// At this point, the overall rate is reducing,
// while the overall rate is not xferRate, it
// would be wrong to add anything with a rate
// above xferRate.
//
// The rate would be reduced if the current
// offer was from the issuer and the previous
// offer wasn't.
JLOG (j_.trace())
<< "Reducing rate: " << *node().rateMax;
node().rateMax = xferRate;
}
}
// Amount that goes to the taker.
STAmount saOutPassReq = std::min (
std::min (node().saOfferFunds, node().saTakerGets),
saOutReq - saOutAct);
// Maximum out - assuming no out fees.
STAmount saOutPassAct = saOutPassReq;
// Amount charged to the offer owner.
//
// The fee goes to issuer. The fee is paid by offer owner and not passed
// as a cost to taker.
//
// Round down: prefer liquidity rather than microscopic fees.
STAmount saOutPlusFees = multiplyRound (
saOutPassAct, xferRate, false);
// Offer out with fees.
JLOG (j_.trace())
<< "deliverNodeReverse:"
<< " saOutReq=" << saOutReq
<< " saOutAct=" << saOutAct
<< " node().saTakerGets=" << node().saTakerGets
<< " saOutPassAct=" << saOutPassAct
<< " saOutPlusFees=" << saOutPlusFees
<< " node().saOfferFunds=" << node().saOfferFunds;
if (saOutPlusFees > node().saOfferFunds)
{
// Offer owner can not cover all fees, compute saOutPassAct based on
// node().saOfferFunds.
saOutPlusFees = node().saOfferFunds;
// Round up: prefer liquidity rather than microscopic fees. But,
// limit by requested.
auto fee = divideRound (saOutPlusFees, xferRate, true);
saOutPassAct = std::min (saOutPassReq, fee);
JLOG (j_.trace())
<< "deliverNodeReverse: Total exceeds fees:"
<< " saOutPassAct=" << saOutPassAct
<< " saOutPlusFees=" << saOutPlusFees
<< " node().saOfferFunds=" << node().saOfferFunds;
}
// Compute portion of input needed to cover actual output.
auto outputFee = mulRound (
saOutPassAct, node().saOfrRate, node().saTakerPays.issue (), true);
if (*stAmountCalcSwitchover == false && ! outputFee)
{
JLOG (j_.fatal())
<< "underflow computing outputFee "
<< "saOutPassAct: " << saOutPassAct
<< " saOfrRate: " << node ().saOfrRate;
return telFAILED_PROCESSING;
}
STAmount saInPassReq = std::min (node().saTakerPays, outputFee);
STAmount saInPassAct;
JLOG (j_.trace())
<< "deliverNodeReverse:"
<< " outputFee=" << outputFee
<< " saInPassReq=" << saInPassReq
<< " node().saOfrRate=" << node().saOfrRate
<< " saOutPassAct=" << saOutPassAct
<< " saOutPlusFees=" << saOutPlusFees;
if (!saInPassReq) // FIXME: This is bogus
{
// After rounding did not want anything.
JLOG (j_.debug())
<< "deliverNodeReverse: micro offer is unfunded.";
node().bEntryAdvance = true;
continue;
}
// Find out input amount actually available at current rate.
else if (!isXRP(previousNode().account_))
{
// account --> OFFER --> ?
// Due to node expansion, previous is guaranteed to be the issuer.
//
// Previous is the issuer and receiver is an offer, so no fee or
// quality.
//
// Previous is the issuer and has unlimited funds.
//
// Offer owner is obtaining IOUs via an offer, so credit line limits
// are ignored. As limits are ignored, don't need to adjust
// previous account's balance.
saInPassAct = saInPassReq;
JLOG (j_.trace())
<< "deliverNodeReverse: account --> OFFER --> ? :"
<< " saInPassAct=" << saInPassAct;
}
else
{
// offer --> OFFER --> ?
// Compute in previous offer node how much could come in.
// TODO(tom): Fix nasty recursion here!
resultCode = increment(-1).deliverNodeReverseImpl(
node().offerOwnerAccount_,
saInPassReq,
saInPassAct,
saOutAct > zero);
if (amendmentRIPD1141(view().info().parentCloseTime))
{
// The recursive call is dry this time, but we have liquidity
// from previous calls
if (resultCode == tecPATH_DRY && saOutAct > zero)
{
resultCode = tesSUCCESS;
break;
}
}
JLOG (j_.trace())
<< "deliverNodeReverse: offer --> OFFER --> ? :"
<< " saInPassAct=" << saInPassAct;
}
if (resultCode != tesSUCCESS)
break;
if (saInPassAct < saInPassReq)
{
// Adjust output to conform to limited input.
auto outputRequirements = divRound (saInPassAct, node ().saOfrRate,
node ().saTakerGets.issue (), true);
saOutPassAct = std::min (saOutPassReq, outputRequirements);
auto outputFees = multiplyRound (saOutPassAct, xferRate, true);
saOutPlusFees = std::min (node().saOfferFunds, outputFees);
JLOG (j_.trace())
<< "deliverNodeReverse: adjusted:"
<< " saOutPassAct=" << saOutPassAct
<< " saOutPlusFees=" << saOutPlusFees;
}
else
{
// TODO(tom): more logging here.
assert (saInPassAct == saInPassReq);
}
// Funds were spent.
node().bFundsDirty = true;
// Want to deduct output to limit calculations while computing reverse.
// Don't actually need to send.
//
// Sending could be complicated: could fund a previous offer not yet
// visited. However, these deductions and adjustments are tenative.
//
// Must reset balances when going forward to perform actual transfers.
resultCode = accountSend(view(),
node().offerOwnerAccount_, node().issue_.account, saOutPassAct, viewJ);
if (resultCode != tesSUCCESS)
break;
// Adjust offer
STAmount saTakerGetsNew = node().saTakerGets - saOutPassAct;
STAmount saTakerPaysNew = node().saTakerPays - saInPassAct;
if (saTakerPaysNew < zero || saTakerGetsNew < zero)
{
JLOG (j_.warn())
<< "deliverNodeReverse: NEGATIVE:"
<< " node().saTakerPaysNew=" << saTakerPaysNew
<< " node().saTakerGetsNew=" << saTakerGetsNew;
resultCode = telFAILED_PROCESSING;
break;
}
node().sleOffer->setFieldAmount (sfTakerGets, saTakerGetsNew);
node().sleOffer->setFieldAmount (sfTakerPays, saTakerPaysNew);
view().update (node().sleOffer);
if (saOutPassAct == node().saTakerGets)
{
// Offer became unfunded.
JLOG (j_.debug())
<< "deliverNodeReverse: offer became unfunded.";
node().bEntryAdvance = true;
// XXX When don't we want to set advance?
}
else
{
assert (saOutPassAct < node().saTakerGets);
}
saOutAct += saOutPassAct;
// Accumulate what is to be delivered from previous node.
previousNode().saRevDeliver += saInPassAct;
}
if (saOutAct > saOutReq)
{
JLOG (j_.warn())
<< "deliverNodeReverse: TOO MUCH:"
<< " saOutAct=" << saOutAct
<< " saOutReq=" << saOutReq;
}
assert(saOutAct <= saOutReq);
if (resultCode == tesSUCCESS && !saOutAct)
resultCode = tecPATH_DRY;
// Unable to meet request, consider path dry.
// Design invariant: if nothing was actually delivered, return tecPATH_DRY.
JLOG (j_.trace())
<< "deliverNodeReverse<"
<< " saOutAct=" << saOutAct
<< " saOutReq=" << saOutReq
<< " saPrvDlvReq=" << previousNode().saRevDeliver;
return resultCode;
}
