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Some {asset, price} operator cleanup; fix #134

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This commit is contained in:
Vikram Rajkumar 2015-07-06 14:17:47 -04:00
parent 715d9a71b3
commit b89ff4e6b1
2 changed files with 48 additions and 44 deletions
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65
libraries/chain/asset.cpp
View file

@ -20,59 +20,50 @@
#include <boost/rational.hpp>
namespace graphene { namespace chain {
bool operator < ( const asset& a, const asset& b )
bool operator == ( const price& a, const price& b )
{
return std::tie( a.asset_id, a.amount ) < std::tie( b.asset_id, b.amount);
}
bool operator <= ( const asset& a, const asset& b )
{
return std::tie( a.asset_id, a.amount ) <= std::tie( b.asset_id, b.amount);
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;
return amult == bmult;
}
bool operator < ( const price& a, const price& b )
{
if( a.base.asset_id < b.base.asset_id ) return true;
if( a.base.asset_id > b.base.asset_id ) return false;
if( a.quote.asset_id < b.quote.asset_id ) return true;
if( a.quote.asset_id > b.quote.asset_id ) return false;
auto amult = fc::uint128(b.quote.amount.value) * a.base.amount.value;
auto bmult = fc::uint128(a.quote.amount.value) * b.base.amount.value;
assert( (a.to_real() < b.to_real()) == (amult < bmult) );
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;
return amult < bmult;
}
bool operator <= ( const price& a, const price& b )
{
if( a.base.asset_id < b.base.asset_id ) return true;
if( a.base.asset_id > b.base.asset_id ) return false;
if( a.quote.asset_id < b.quote.asset_id ) return true;
if( a.quote.asset_id > b.quote.asset_id ) return false;
auto amult = fc::uint128(b.quote.amount.value) * a.base.amount.value;
auto bmult = fc::uint128(a.quote.amount.value) * b.base.amount.value;
assert( (a.to_real() <= b.to_real()) == (amult <= bmult) );
return amult <= bmult;
}
bool operator == ( const price& a, const price& b )
{
if( a.base.asset_id < b.base.asset_id ) return true;
if( a.base.asset_id > b.base.asset_id ) return false;
if( a.quote.asset_id < b.quote.asset_id ) return true;
if( a.quote.asset_id > b.quote.asset_id ) return false;
auto amult = fc::uint128(a.quote.amount.value) * b.base.amount.value;
auto bmult = fc::uint128(b.quote.amount.value) * a.base.amount.value;
return amult == bmult;
return (a == b) || (a < b);
}
bool operator != ( const price& a, const price& b )
{
return !(a==b);
return !(a == b);
}
bool operator > ( const price& a, const price& b )
{
return !(a <= b);
}
bool operator >= ( const price& a, const price& b )
{
return !(a < b);
}
bool operator > ( const price& a, const price& b )
{
return !(a <= b);
}
asset operator * ( const asset& a, const price& b )
{
@ -101,18 +92,18 @@ namespace graphene { namespace chain {
price price::max( asset_id_type base, asset_id_type quote ) { return asset( share_type(GRAPHENE_MAX_SHARE_SUPPLY), base ) / asset( share_type(1), quote); }
price price::min( asset_id_type base, asset_id_type quote ) { return asset( 1, base ) / asset( GRAPHENE_MAX_SHARE_SUPPLY, quote); }
/**
* The black swan price is defined as debt/collateral, we want to perform a margin call
* before debt == collateral. Given a debt/collateral ratio of 1 USD / CORE and
* a maintenance collateral requirement of 2x we can define the call price to be
* 2 USD / CORE.
* 2 USD / CORE.
*
* This method divides the collateral by the maintenance collateral ratio to derive
* a call price for the given black swan ratio.
*
* There exists some cases where the debt and collateral values are so small that
* dividing by the collateral ratio will result in a 0 price or really poor
* dividing by the collateral ratio will result in a 0 price or really poor
* rounding errors. No matter what the collateral part of the price ratio can
* never go to 0 and the debt can never go more than GRAPHENE_MAX_SHARE_SUPPLY
*
@ -121,7 +112,7 @@ 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> swan(debt.amount.value,collateral.amount.value);
boost::rational<uint64_t> ratio( collateral_ratio, GRAPHENE_COLLATERAL_RATIO_DENOM );
auto cp = swan * ratio;
return ~(asset( cp.numerator(), debt.asset_id ) / asset( cp.denominator(), collateral.asset_id ));
@ -149,7 +140,7 @@ 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> 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 );
auto cp = sp * ratio;
return (asset( cp.numerator(), settlement_price.base.asset_id ) / asset( cp.denominator(), settlement_price.quote.asset_id ));

27
libraries/chain/include/graphene/chain/asset.hpp
View file

@ -16,8 +16,8 @@
* ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
#pragma once
#include <graphene/chain/types.hpp>
#include <graphene/chain/config.hpp>
#include <graphene/chain/types.hpp>
namespace graphene { namespace chain {
@ -42,20 +42,34 @@ namespace graphene { namespace chain {
return *this;
}
asset operator -()const { return asset( -amount, asset_id ); }
friend bool operator == ( const asset& a, const asset& b )
{
return tie(a.asset_id,a.amount) == tie(b.asset_id,b.amount);
return std::tie( a.asset_id, a.amount ) == std::tie( b.asset_id, b.amount );
}
friend bool operator >= ( const asset& a, const asset& b )
friend bool operator < ( const asset& a, const asset& b )
{
FC_ASSERT( a.asset_id == b.asset_id );
return a.amount >= b.amount;
return a.amount < b.amount;
}
friend bool operator <= ( const asset& a, const asset& b )
{
return (a == b) || (a < b);
}
friend bool operator != ( const asset& a, const asset& b )
{
return !(a == b);
}
friend bool operator > ( const asset& a, const asset& b )
{
FC_ASSERT( a.asset_id == b.asset_id );
return a.amount > b.amount;
return !(a <= b);
}
friend bool operator >= ( const asset& a, const asset& b )
{
return !(a < b);
}
friend asset operator - ( const asset& a, const asset& b )
{
FC_ASSERT( a.asset_id == b.asset_id );
@ -66,7 +80,6 @@ namespace graphene { namespace chain {
FC_ASSERT( a.asset_id == b.asset_id );
return asset( a.amount + b.amount, a.asset_id );
}
};
/**