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Fix #349 - Prevent potential overflow on rational math

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This commit is contained in:
Daniel Larimer 2015-10-08 16:57:19 -04:00
parent edee4ffd48
commit 514148d780
2 changed files with 25 additions and 15 deletions
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2
libraries/chain/market_evaluator.cpp
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@ -184,7 +184,6 @@ void_result call_order_update_evaluator::do_apply(const call_order_update_operat
call.call_price = price::call_price(o.delta_debt, o.delta_collateral,
_bitasset_data->current_feed.maintenance_collateral_ratio);
auto swan_price = call.get_debt()/ call.get_collateral();
});
}
else
@ -196,7 +195,6 @@ void_result call_order_update_evaluator::do_apply(const call_order_update_operat
call.debt += o.delta_debt.amount;
if( call.debt > 0 )
{
auto swan_price = call.get_debt()/ call.get_collateral();
call.call_price = price::call_price(call.get_debt(), call.get_collateral(),
_bitasset_data->current_feed.maintenance_collateral_ratio);
}

38
libraries/chain/protocol/asset.cpp
View file

@ -16,18 +16,20 @@
* ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
#include <graphene/chain/protocol/asset.hpp>
#include <fc/uint128.hpp>
#include <boost/rational.hpp>
#include <boost/multiprecision/cpp_int.hpp>
namespace graphene { namespace chain {
typedef boost::multiprecision::uint128_t uint128_t;
typedef boost::multiprecision::int128_t int128_t;
bool operator == ( const price& a, const price& b )
{
if( std::tie( a.base.asset_id, a.quote.asset_id ) != std::tie( b.base.asset_id, b.quote.asset_id ) )
return false;
const auto amult = fc::uint128( b.quote.amount.value ) * a.base.amount.value;
const auto bmult = fc::uint128( a.quote.amount.value ) * b.base.amount.value;
const auto amult = uint128_t( b.quote.amount.value ) * a.base.amount.value;
const auto bmult = uint128_t( a.quote.amount.value ) * b.base.amount.value;
return amult == bmult;
}
@ -39,8 +41,8 @@ namespace graphene { namespace chain {
if( a.quote.asset_id < b.quote.asset_id ) return true;
if( a.quote.asset_id > b.quote.asset_id ) return false;
const auto amult = fc::uint128( b.quote.amount.value ) * a.base.amount.value;
const auto bmult = fc::uint128( a.quote.amount.value ) * b.base.amount.value;
const auto amult = uint128_t( b.quote.amount.value ) * a.base.amount.value;
const auto bmult = uint128_t( a.quote.amount.value ) * b.base.amount.value;
return amult < bmult;
}
@ -70,16 +72,16 @@ namespace graphene { namespace chain {
if( a.asset_id == b.base.asset_id )
{
FC_ASSERT( b.base.amount.value > 0 );
auto result = (fc::uint128(a.amount.value) * b.quote.amount.value)/b.base.amount.value;
auto result = (uint128_t(a.amount.value) * b.quote.amount.value)/b.base.amount.value;
FC_ASSERT( result <= GRAPHENE_MAX_SHARE_SUPPLY );
return asset( result.to_uint64(), b.quote.asset_id );
return asset( result, b.quote.asset_id );
}
else if( a.asset_id == b.quote.asset_id )
{
FC_ASSERT( b.quote.amount.value > 0 );
auto result = (fc::uint128(a.amount.value) * b.base.amount.value)/b.quote.amount.value;
auto result = (uint128_t(a.amount.value) * b.base.amount.value)/b.quote.amount.value;
FC_ASSERT( result <= GRAPHENE_MAX_SHARE_SUPPLY );
return asset( result.to_uint64(), b.base.asset_id );
return asset( result, b.base.asset_id );
}
FC_THROW_EXCEPTION( fc::assert_exception, "invalid asset * price", ("asset",a)("price",b) );
}
@ -112,9 +114,13 @@ namespace graphene { namespace chain {
price price::call_price( const asset& debt, const asset& collateral, uint16_t collateral_ratio)
{ try {
//wdump((debt)(collateral)(collateral_ratio));
boost::rational<uint64_t> swan(debt.amount.value,collateral.amount.value);
boost::rational<uint64_t> ratio( collateral_ratio, GRAPHENE_COLLATERAL_RATIO_DENOM );
boost::rational<int128_t> swan(debt.amount.value,collateral.amount.value);
boost::rational<int128_t> ratio( collateral_ratio, GRAPHENE_COLLATERAL_RATIO_DENOM );
auto cp = swan * ratio;
while( cp.numerator() > GRAPHENE_MAX_SHARE_SUPPLY || cp.denominator() > GRAPHENE_MAX_SHARE_SUPPLY )
cp = boost::rational<int128_t>( (cp.numerator() >> 1)+1, (cp.denominator() >> 1)+1 );
return ~(asset( cp.numerator(), debt.asset_id ) / asset( cp.denominator(), collateral.asset_id ));
} FC_CAPTURE_AND_RETHROW( (debt)(collateral)(collateral_ratio) ) }
@ -135,6 +141,8 @@ namespace graphene { namespace chain {
FC_ASSERT( maximum_short_squeeze_ratio <= GRAPHENE_MAX_COLLATERAL_RATIO );
FC_ASSERT( maintenance_collateral_ratio >= GRAPHENE_MIN_COLLATERAL_RATIO );
FC_ASSERT( maintenance_collateral_ratio <= GRAPHENE_MAX_COLLATERAL_RATIO );
max_short_squeeze_price(); // make sure that it doesn't overflow
//FC_ASSERT( maintenance_collateral_ratio >= maximum_short_squeeze_ratio );
} FC_CAPTURE_AND_RETHROW( (*this) ) }
@ -154,9 +162,13 @@ namespace graphene { namespace chain {
price price_feed::max_short_squeeze_price()const
{
boost::rational<uint64_t> sp( settlement_price.base.amount.value, settlement_price.quote.amount.value ); //debt.amount.value,collateral.amount.value);
boost::rational<uint64_t> ratio( GRAPHENE_COLLATERAL_RATIO_DENOM, maximum_short_squeeze_ratio );
boost::rational<int128_t> sp( settlement_price.base.amount.value, settlement_price.quote.amount.value ); //debt.amount.value,collateral.amount.value);
boost::rational<int128_t> ratio( GRAPHENE_COLLATERAL_RATIO_DENOM, maximum_short_squeeze_ratio );
auto cp = sp * ratio;
while( cp.numerator() > GRAPHENE_MAX_SHARE_SUPPLY || cp.denominator() > GRAPHENE_MAX_SHARE_SUPPLY )
cp = boost::rational<int128_t>( (cp.numerator() >> 1)+(cp.numerator()&1), (cp.denominator() >> 1)+(cp.denominator()&1) );
return (asset( cp.numerator(), settlement_price.base.asset_id ) / asset( cp.denominator(), settlement_price.quote.asset_id ));
}