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config.hpp: Implement GRAPHENE_COLLATERAL_RATIO_DENOM #70

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theoreticalbts 2015-06-23 16:31:30 -04:00
parent b63de0ad29
commit f99b02ba58
3 changed files with 7 additions and 49 deletions
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47
libraries/chain/asset.cpp
View file

@ -121,26 +121,9 @@ namespace graphene { namespace chain {
{ try {
//wdump((debt)(collateral)(collateral_ratio));
boost::rational<uint64_t> swan(debt.amount.value,collateral.amount.value);
boost::rational<uint64_t> ratio( collateral_ratio, 1000 );
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 ));
/*
while( collateral.amount < 100000 && debt.amount < GRAPHENE_MAX_SHARE_SUPPLY/100 )
{
collateral.amount *= 1000;
debt.amount *= 1000;
}
fc::uint128 tmp( collateral.amount.value );
tmp *= 1000;
tmp /= collateral_ratio;
FC_ASSERT( tmp <= GRAPHENE_MAX_SHARE_SUPPLY );
asset col( tmp.to_uint64(), collateral.asset_id);
if( col.amount == 0 ) col.amount = 1;
return col / debt;
*/
} FC_CAPTURE_AND_RETHROW( (debt)(collateral)(collateral_ratio) ) }
bool price::is_null() const { return *this == price(); }
@ -166,35 +149,9 @@ 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( 1000, maximum_short_squeeze_ratio );
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 ));
/*
asset collateral = settlement_price.quote;
fc::uint128 tmp( collateral.amount.value );
tmp *= maximum_short_squeeze_ratio;
tmp /= 1000;
FC_ASSERT( tmp <= GRAPHENE_MAX_SHARE_SUPPLY );
collateral.amount = tmp.to_uint64();
auto tmp2 = settlement_price.base / collateral;
wdump((rtn)(tmp2));
return rtn;
*/
}
/*
price price_feed::maintenance_price()const
{
asset collateral = settlement_price.quote;
fc::uint128 tmp( collateral.amount.value );
tmp *= maintenance_collateral_ratio;
tmp /= 1000;
FC_ASSERT( tmp <= GRAPHENE_MAX_SHARE_SUPPLY );
collateral.amount = tmp.to_uint64();
return settlement_price.base / collateral;
}
*/
} } // graphene::chain

6
libraries/chain/include/graphene/chain/asset.hpp
View file

@ -128,7 +128,7 @@ namespace graphene { namespace chain {
/**
* Required maintenance collateral is defined
* as a fixed point number with a maximum value of 10.000
* and a minimum value of 1.000. (denominated in 1000)
* and a minimum value of 1.000. (denominated in GRAPHENE_COLLATERAL_RATIO_DENOM)
*
* A black swan event occurs when value_of_collateral equals
* value_of_debt, to avoid a black swan a margin call is
@ -145,10 +145,10 @@ namespace graphene { namespace chain {
*/
price settlement_price;
/** Fixed point between 1.000 and 10.000, implied fixed point denominator is 1000 */
/** Fixed point between 1.000 and 10.000, implied fixed point denominator is GRAPHENE_COLLATERAL_RATIO_DENOM */
uint16_t maintenance_collateral_ratio = GRAPHENE_DEFAULT_MAINTENANCE_COLLATERAL_RATIO;
/** Fixed point between 1.000 and 10.000, implied fixed point denominator is 1000 */
/** Fixed point between 1.000 and 10.000, implied fixed point denominator is GRAPHENE_COLLATERAL_RATIO_DENOM */
uint16_t maximum_short_squeeze_ratio = GRAPHENE_DEFAULT_MAX_SHORT_SQUEEZE_RATIO;
/**

3
libraries/chain/include/graphene/chain/config.hpp
View file

@ -63,11 +63,12 @@
#define GRAPHENE_DEFAULT_MAX_ASSET_FEED_PUBLISHERS 10
/**
* These ratios are fixed point numbers with a denominator of 1000, the
* These ratios are fixed point numbers with a denominator of GRAPHENE_COLLATERAL_RATIO_DENOM, the
* minimum maitenance collateral is therefore 1.001x and the default
* maintenance ratio is 1.75x
*/
///@{
#define GRAPHENE_COLLATERAL_RATIO_DENOM 1000
#define GRAPHENE_MIN_COLLATERAL_RATIO 1001 ///< lower than this could result in divide by 0
#define GRAPHENE_MAX_COLLATERAL_RATIO 32000 ///< higher than this is unnecessary and may exceed int16 storage
#define GRAPHENE_DEFAULT_MAINTENANCE_COLLATERAL_RATIO 1750 ///< Call when collateral only pays off 175% the debt