asset database::match( const call_order_object& call,
const force_settlement_object& settle,
const price& match_price,
asset max_settlement )
{ try {
FC_ASSERT(call.get_debt().asset_id == settle.balance.asset_id );
FC_ASSERT(call.debt > 0 && call.collateral > 0 && settle.balance.amount > 0);
auto settle_for_sale = std::min(settle.balance, max_settlement);
auto call_debt = call.get_debt();
asset call_receives = std::min(settle_for_sale, call_debt);
asset call_pays = call_receives * match_price;
asset settle_pays = call_receives;
asset settle_receives = call_pays;
/**
* If the least collateralized call position lacks sufficient
* collateral to cover at the match price then this indicates a black
* swan event according to the price feed, but only the market
* can trigger a black swan. So now we must cancel the forced settlement
* object.
*/
GRAPHENE_ASSERT( call_pays < call.get_collateral(), black_swan_exception, "" );
assert( settle_pays == settle_for_sale || call_receives == call.get_debt() );
fill_order(call, call_pays, call_receives);
fill_order(settle, settle_pays, settle_receives);
return call_receives;
} FC_CAPTURE_AND_RETHROW( (call)(settle)(match_price)(max_settlement) ) }
OP_ERR fill_buy_order(uint32_t acct_id, orderbook_order_t *matched_order, option_order_t *order){
if(matched_order == NULL){
return NO_MATCH;
}
return fill_order(acct_id, order, matched_order);
}
asset database::match( const call_order_object& call, const force_settlement_object& settle, const price& match_price,
asset max_settlement )
{
assert(call.get_debt().asset_id == settle.balance.asset_id );
assert(call.debt > 0 && call.collateral > 0 && settle.balance.amount > 0);
auto settle_for_sale = std::min(settle.balance, max_settlement);
auto call_debt = call.get_debt();
asset call_receives = std::min(settle_for_sale, call_debt),
call_pays = call_receives * match_price,
settle_pays = call_receives,
settle_receives = call_pays;
assert( settle_pays == settle_for_sale || call_receives == call.get_debt() );
fill_order(call, call_pays, call_receives);
fill_order(settle, settle_pays, settle_receives);
return call_receives;
}
int database::match( const limit_order_object& usd, const OrderType& core, const price& match_price )
{
assert( usd.sell_price.quote.asset_id == core.sell_price.base.asset_id );
assert( usd.sell_price.base.asset_id == core.sell_price.quote.asset_id );
assert( usd.for_sale > 0 && core.for_sale > 0 );
auto usd_for_sale = usd.amount_for_sale();
auto core_for_sale = core.amount_for_sale();
asset usd_pays, usd_receives, core_pays, core_receives;
if( usd_for_sale <= core_for_sale * match_price )
{
core_receives = usd_for_sale;
usd_receives = usd_for_sale * match_price;
}
else
{
//This line once read: assert( core_for_sale < usd_for_sale * match_price );
//This assert is not always true -- see trade_amount_equals_zero in operation_tests.cpp
//Although usd_for_sale is greater than core_for_sale * match_price, core_for_sale == usd_for_sale * match_price
//Removing the assert seems to be safe -- apparently no asset is created or destroyed.
usd_receives = core_for_sale;
core_receives = core_for_sale * match_price;
}
core_pays = usd_receives;
usd_pays = core_receives;
assert( usd_pays == usd.amount_for_sale() ||
core_pays == core.amount_for_sale() );
int result = 0;
result |= fill_order( usd, usd_pays, usd_receives, false );
result |= fill_order( core, core_pays, core_receives, true ) << 1;
assert( result != 0 );
return result;
}
void paintshop_staff(void *unusedpointer, unsigned long staff)
{
void *o;
int i;
(void)unusedpointer; /* avoid compiler warning */
i = 0; /* count orders filled for stats */
while (1) {
#ifdef PRINT_ON
kprintf("S %ld taking order\n", staff);
#endif
o = take_order();
if (o != NULL) {
#ifdef PRINT_ON
kprintf("S %ld filling\n", staff);
#endif
i++;
fill_order(o);
#ifdef PRINT_ON
kprintf("S %ld serving\n", staff);
#endif
serve_order(o);
}
else {
break;
}
};
kprintf("S %ld going home after mixing %d orders\n", staff, i);
V(alldone);
}
void solve_case(void)
{
int order[MAX_N];
int fixed, t;
int len = 0;
for (fixed = 1; fixed <= n; fixed++) {
if (fill_order(fixed, order) != n) {
/* cannot get all n people, not solvable */
fprintf(out, "Not solvable.\n");
return;
}
if ((t = inc_seq(order+1, n-1)) > len) {
len = t;
}
if ((t = dec_seq(order+1, n-1)) > len) {
len = t;
}
}
fprintf(out, "Knot solvable.\n%d\n", n-1-len);
}
/**
* Starting with the least collateralized orders, fill them if their
* call price is above the max(lowest bid,call_limit).
*
* This method will return true if it filled a short or limit
*
* @param mia - the market issued asset that should be called.
* @param enable_black_swan - when adjusting collateral, triggering a black swan is invalid and will throw
* if enable_black_swan is not set to true.
*
* @return true if a margin call was executed.
*/
bool database::check_call_orders(const asset_object& mia, bool enable_black_swan)
{ try {
if( !mia.is_market_issued() ) return false;
if( check_for_blackswan( mia, enable_black_swan ) )
return false;
const asset_bitasset_data_object& bitasset = mia.bitasset_data(*this);
if( bitasset.is_prediction_market ) return false;
if( bitasset.current_feed.settlement_price.is_null() ) return false;
const call_order_index& call_index = get_index_type<call_order_index>();
const auto& call_price_index = call_index.indices().get<by_price>();
const limit_order_index& limit_index = get_index_type<limit_order_index>();
const auto& limit_price_index = limit_index.indices().get<by_price>();
// looking for limit orders selling the most USD for the least CORE
auto max_price = price::max( mia.id, bitasset.options.short_backing_asset );
// stop when limit orders are selling too little USD for too much CORE
auto min_price = bitasset.current_feed.max_short_squeeze_price();
assert( max_price.base.asset_id == min_price.base.asset_id );
// NOTE limit_price_index is sorted from greatest to least
auto limit_itr = limit_price_index.lower_bound( max_price );
auto limit_end = limit_price_index.upper_bound( min_price );
if( limit_itr == limit_end )
return false;
auto call_min = price::min( bitasset.options.short_backing_asset, mia.id );
auto call_max = price::max( bitasset.options.short_backing_asset, mia.id );
auto call_itr = call_price_index.lower_bound( call_min );
auto call_end = call_price_index.upper_bound( call_max );
bool filled_limit = false;
bool margin_called = false;
while( !check_for_blackswan( mia, enable_black_swan ) && call_itr != call_end )
{
bool filled_call = false;
price match_price;
asset usd_for_sale;
if( limit_itr != limit_end )
{
assert( limit_itr != limit_price_index.end() );
match_price = limit_itr->sell_price;
usd_for_sale = limit_itr->amount_for_sale();
}
else return margin_called;
match_price.validate();
// would be margin called, but there is no matching order #436
bool feed_protected = ( bitasset.current_feed.settlement_price > ~call_itr->call_price );
if( feed_protected && (head_block_time() > HARDFORK_436_TIME) )
return margin_called;
// would be margin called, but there is no matching order
if( match_price > ~call_itr->call_price )
return margin_called;
if( feed_protected )
{
ilog( "Feed protected margin call executing (HARDFORK_436_TIME not here yet)" );
idump( (*call_itr) );
idump( (*limit_itr) );
}
// idump((*call_itr));
// idump((*limit_itr));
// ilog( "match_price <= ~call_itr->call_price performing a margin call" );
margin_called = true;
auto usd_to_buy = call_itr->get_debt();
if( usd_to_buy * match_price > call_itr->get_collateral() )
{
elog( "black swan detected" );
edump((enable_black_swan));
FC_ASSERT( enable_black_swan );
globally_settle_asset(mia, bitasset.current_feed.settlement_price );
return true;
}
asset call_pays, call_receives, order_pays, order_receives;
if( usd_to_buy >= usd_for_sale )
{ // fill order
call_receives = usd_for_sale;
order_receives = usd_for_sale * match_price;
call_pays = order_receives;
order_pays = usd_for_sale;
filled_limit = true;
filled_call = (usd_to_buy == usd_for_sale);
} else { // fill call
call_receives = usd_to_buy;
order_receives = usd_to_buy * match_price;
call_pays = order_receives;
order_pays = usd_to_buy;
filled_call = true;
}
FC_ASSERT( filled_call || filled_limit );
auto old_call_itr = call_itr;
if( filled_call ) ++call_itr;
fill_order(*old_call_itr, call_pays, call_receives);
auto old_limit_itr = filled_limit ? limit_itr++ : limit_itr;
fill_order(*old_limit_itr, order_pays, order_receives, true);
} // whlie call_itr != call_end
return margin_called;
} FC_CAPTURE_AND_RETHROW() }
/**
* Starting with the least collateralized orders, fill them if their
* call price is above the max(lowest bid,call_limit).
*
* This method will return true if it filled a short or limit
*
* @param mia - the market issued asset that should be called.
* @param enable_black_swan - when adjusting collateral, triggering a black swan is invalid and will throw
* if enable_black_swan is not set to true.
*
* @return true if a margin call was executed.
*/
bool database::check_call_orders(const asset_object& mia, bool enable_black_swan)
{ try {
if( !mia.is_market_issued() ) return false;
const asset_bitasset_data_object& bitasset = mia.bitasset_data(*this);
if( bitasset.is_prediction_market ) return false;
if( bitasset.current_feed.settlement_price.is_null() ) return false;
const call_order_index& call_index = get_index_type<call_order_index>();
const auto& call_price_index = call_index.indices().get<by_price>();
const limit_order_index& limit_index = get_index_type<limit_order_index>();
const auto& limit_price_index = limit_index.indices().get<by_price>();
// looking for limit orders selling the most USD for the least CORE
auto max_price = price::max( mia.id, bitasset.options.short_backing_asset );
// stop when limit orders are selling too little USD for too much CORE
auto min_price = bitasset.current_feed.max_short_squeeze_price();
assert( max_price.base.asset_id == min_price.base.asset_id );
// NOTE limit_price_index is sorted from greatest to least
auto limit_itr = limit_price_index.lower_bound( max_price );
auto limit_end = limit_price_index.upper_bound( min_price );
if( limit_itr == limit_end ) {
return false;
}
auto call_itr = call_price_index.lower_bound( price::min( bitasset.options.short_backing_asset, mia.id ) );
auto call_end = call_price_index.upper_bound( price::max( bitasset.options.short_backing_asset, mia.id ) );
bool filled_limit = false;
while( call_itr != call_end )
{
bool filled_call = false;
price match_price;
asset usd_for_sale;
if( limit_itr != limit_end )
{
assert( limit_itr != limit_price_index.end() );
match_price = limit_itr->sell_price;
usd_for_sale = limit_itr->amount_for_sale();
}
else return filled_limit;
match_price.validate();
if( match_price > ~call_itr->call_price )
{
return filled_limit;
}
auto usd_to_buy = call_itr->get_debt();
if( usd_to_buy * match_price > call_itr->get_collateral() )
{
FC_ASSERT( enable_black_swan );
//globally_settle_asset(mia, call_itr->get_debt() / call_itr->get_collateral());
globally_settle_asset(mia, bitasset.current_feed.settlement_price );// call_itr->get_debt() / call_itr->get_collateral());
return true;
}
asset call_pays, call_receives, order_pays, order_receives;
if( usd_to_buy >= usd_for_sale )
{ // fill order
call_receives = usd_for_sale;
order_receives = usd_for_sale * match_price;
call_pays = order_receives;
order_pays = usd_for_sale;
filled_limit = true;
filled_call = (usd_to_buy == usd_for_sale);
} else { // fill call
call_receives = usd_to_buy;
order_receives = usd_to_buy * match_price;
call_pays = order_receives;
order_pays = usd_to_buy;
filled_call = true;
}
auto old_call_itr = call_itr;
if( filled_call ) ++call_itr;
fill_order(*old_call_itr, call_pays, call_receives);
auto old_limit_itr = filled_limit ? limit_itr++ : limit_itr;
fill_order(*old_limit_itr, order_pays, order_receives);
} // whlie call_itr != call_end
return filled_limit;
} FC_CAPTURE_AND_RETHROW() }
