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Split pool historical records
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@bvbfan
bvbfan committed Apr 12, 2021
1 parent 9033b55 commit 437d931
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Showing 2 changed files with 139 additions and 114 deletions.
246 changes: 134 additions & 112 deletions src/masternodes/poolpairs.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -10,51 +10,39 @@
const unsigned char CPoolPairView::ByID ::prefix = 'i';
const unsigned char CPoolPairView::ByPair ::prefix = 'j';
const unsigned char CPoolPairView::ByShare ::prefix = 'k';
const unsigned char CPoolPairView::ByDailyReward ::prefix = 'I';
const unsigned char CPoolPairView::ByPoolHeight ::prefix = 'P';
const unsigned char CPoolPairView::ByIDPair ::prefix = 'C';
const unsigned char CPoolPairView::ByPoolSwap ::prefix = 'P';
const unsigned char CPoolPairView::ByPoolReward ::prefix = 'I';
const unsigned char CPoolPairView::ByDailyReward ::prefix = 'B';
const unsigned char CPoolPairView::ByCustomReward ::prefix = 'A';
const unsigned char CPoolPairView::ByTotalLiquidity ::prefix = 'f';

struct PoolHeightValue {
DCT_ID idTokenA{};
DCT_ID idTokenB{};
CBalances rewards;
bool swapEvent = false;
CAmount blockReward = 0;
CAmount totalLiquidity = 0;
CAmount blockCommissionA = 0;
CAmount blockCommissionB = 0;

PoolHeightValue() = default;

CAmount poolRewardPerBlock(CAmount dailyReward, CAmount rewardPct) {
return dailyReward / Params().GetConsensus().blocksPerDay() * rewardPct / COIN;
}

PoolHeightValue(CPoolPair const & pool, CAmount dailyReward) {
rewards = pool.rewards;
idTokenA = pool.idTokenA;
idTokenB = pool.idTokenB;
swapEvent = pool.swapEvent;
blockReward = poolRewardPerBlock(dailyReward, pool.rewardPct);
totalLiquidity = pool.totalLiquidity;
blockCommissionA = pool.blockCommissionA;
blockCommissionB = pool.blockCommissionB;
}
struct PoolSwapValue {
CAmount blockCommissionA;
CAmount blockCommissionB;

ADD_SERIALIZE_METHODS;

template <typename Stream, typename Operation>
inline void SerializationOp(Stream& s, Operation ser_action) {
READWRITE(rewards);
READWRITE(idTokenA);
READWRITE(idTokenB);
READWRITE(swapEvent);
READWRITE(blockReward);
READWRITE(totalLiquidity);
READWRITE(blockCommissionA);
READWRITE(blockCommissionB);
}
};

CAmount PoolRewardPerBlock(CAmount dailyReward, CAmount rewardPct) {
return dailyReward / Params().GetConsensus().blocksPerDay() * rewardPct / COIN;
}

template <typename By, typename ReturnType>
ReturnType ReadValueAt(CPoolPairView * poolView, PoolHeightKey const & poolKey) {
auto it = poolView->LowerBound<By>(poolKey);
if (it.Valid() && it.Key().poolID == poolKey.poolID) {
return it.Value();
}
return {};
}

Res CPoolPairView::SetPoolPair(DCT_ID const & poolId, uint32_t height, CPoolPair const & pool)
{
if (pool.idTokenA == pool.idTokenB) {
Expand All @@ -68,22 +56,12 @@ Res CPoolPairView::SetPoolPair(DCT_ID const & poolId, uint32_t height, CPoolPair
return Res::Err("Error, there is already a poolpairwith same tokens, but different poolId");
}

auto dailyReward = [&]() -> CAmount {
auto itPct = LowerBound<ByDailyReward>(PoolHeightKey{{}, height});
if (!itPct.Valid() || itPct.Key().poolID != DCT_ID{}) {
return 0;
}
return itPct.Value().as<CAmount>();
};

// create new
if (!poolPairByID && !poolPairByTokens) {
WriteBy<ByID>(poolId, pool);
WriteBy<ByPair>(ByPairKey{pool.idTokenA, pool.idTokenB}, poolId);
WriteBy<ByPair>(ByPairKey{pool.idTokenB, pool.idTokenA}, poolId);
if (height < UINT_MAX) {
WriteBy<ByPoolHeight>(PoolHeightKey{poolId, height}, PoolHeightValue(pool, dailyReward()));
}
WriteBy<ByIDPair>(poolId, ByPairKey{pool.idTokenA, pool.idTokenB});
return Res::Ok();
}

Expand All @@ -93,7 +71,17 @@ Res CPoolPairView::SetPoolPair(DCT_ID const & poolId, uint32_t height, CPoolPair
&& poolPairByTokens->second.idTokenB == pool.idTokenB) {
WriteBy<ByID>(poolId, pool);
if (height < UINT_MAX) {
WriteBy<ByPoolHeight>(PoolHeightKey{poolId, height}, PoolHeightValue(pool, dailyReward()));
PoolHeightKey poolKey = {poolId, height};
if (pool.swapEvent) {
WriteBy<ByPoolSwap>(poolKey, PoolSwapValue{pool.blockCommissionA, pool.blockCommissionB});
}
if (poolPairByID->rewardPct != pool.rewardPct) {
auto dailyReward = ReadValueAt<ByDailyReward, CAmount>(this, {{}, height});
WriteBy<ByPoolReward>(poolKey, PoolRewardPerBlock(dailyReward, pool.rewardPct));
}
if (poolPairByID->totalLiquidity != pool.totalLiquidity) {
WriteBy<ByTotalLiquidity>(poolKey, pool.totalLiquidity);
}
}
return Res::Ok();
}
Expand All @@ -116,7 +104,6 @@ Res CPoolPairView::UpdatePoolPair(DCT_ID const & poolId, uint32_t height, bool s
return Res::Err("Pool with poolId %s does not exist", poolId.ToString());
}

uint32_t usedHeight = UINT_MAX;
CPoolPair & pool = poolPair.get();

if (pool.status != status) {
Expand All @@ -129,9 +116,6 @@ Res CPoolPairView::UpdatePoolPair(DCT_ID const & poolId, uint32_t height, bool s
pool.commission = commission;
}
if (!ownerAddress.empty()) {
if (pool.ownerAddress != ownerAddress) {
usedHeight = height;
}
pool.ownerAddress = ownerAddress;
}

Expand All @@ -143,12 +127,12 @@ Res CPoolPairView::UpdatePoolPair(DCT_ID const & poolId, uint32_t height, bool s
customRewards.balances.clear();
}
if (pool.rewards != customRewards) {
usedHeight = height;
pool.rewards = customRewards;
WriteBy<ByCustomReward>(PoolHeightKey{poolId, height}, customRewards);
}
}

auto res = SetPoolPair(poolId, usedHeight, pool);
auto res = SetPoolPair(poolId, UINT_MAX, pool);
if (!res.ok) {
return Res::Err("Update poolpair: %s" , res.msg);
}
Expand Down Expand Up @@ -176,61 +160,109 @@ inline CAmount liquidityReward(CAmount reward, CAmount liquidity, CAmount totalL
return static_cast<CAmount>((arith_uint256(reward) * arith_uint256(liquidity) / arith_uint256(totalLiquidity)).GetLow64());
}

template<typename TIterator, typename ValueType>
void ReadValueMoveToNext(TIterator & it, DCT_ID poolId, ValueType & value, uint32_t & height) {

if (it.Valid() && it.Key().poolID == poolId) {
value = it.Value();
/// @Note we store keys in desc order so Prev is actually go in forward
it.Prev();
if (it.Valid() && it.Key().poolID == poolId) {
height = it.Key().height;
} else {
height = UINT_MAX;
}
} else {
value = {};
height = UINT_MAX;
}
}

void CPoolPairView::CalculatePoolRewards(DCT_ID const & poolId, std::function<CAmount()> onLiquidity, uint32_t begin, uint32_t end, std::function<void(uint8_t, CTokenAmount, uint32_t)> onReward) {
if (begin >= end) {
return;
}
constexpr const uint32_t PRECISION = 10000;
const auto newCalcHeight = uint32_t(Params().GetConsensus().BayfrontGardensHeight);

auto itPool = LowerBound<ByPoolHeight>(PoolHeightKey{poolId, begin});
while (itPool.Valid() && itPool.Key().poolID == poolId) {
// rewards starting in same block as pool
const auto poolHeight = itPool.Key().height;
const auto pool = itPool.Value().as<PoolHeightValue>();
const auto poolReward = pool.blockReward;
/// @Note we store keys in desc oreder so Prev is actually go in forward
itPool.Prev();
auto endHeight = itPool.Valid() && itPool.Key().poolID == poolId ? itPool.Key().height : UINT_MAX;
endHeight = std::min(end, endHeight);
for (auto height = begin; height < endHeight && pool.totalLiquidity != 0; height++) {
const auto liquidity = onLiquidity();
// daily rewards
if (poolReward != 0) {
CAmount providerReward = 0;
if (height < newCalcHeight) { // old calculation
uint32_t liqWeight = liquidity * PRECISION / pool.totalLiquidity;
providerReward = poolReward * liqWeight / PRECISION;
} else { // new calculation
providerReward = liquidityReward(poolReward, liquidity, pool.totalLiquidity);
}
onReward(uint8_t(RewardType::Rewards), {DCT_ID{0}, providerReward}, height);
}
// commissions
if (height == poolHeight && pool.swapEvent) {
CAmount feeA, feeB;
if (height < newCalcHeight) {
uint32_t liqWeight = liquidity * PRECISION / pool.totalLiquidity;
feeA = pool.blockCommissionA * liqWeight / PRECISION;
feeB = pool.blockCommissionB * liqWeight / PRECISION;
} else {
feeA = liquidityReward(pool.blockCommissionA, liquidity, pool.totalLiquidity);
feeB = liquidityReward(pool.blockCommissionB, liquidity, pool.totalLiquidity);
}
onReward(uint8_t(RewardType::Commission), {pool.idTokenA, feeA}, height);
onReward(uint8_t(RewardType::Commission), {pool.idTokenB, feeB}, height);
auto tokenIds = ReadBy<ByIDPair, ByPairKey>(poolId);
assert(tokenIds); // contract to verify pool data

PoolHeightKey poolKey = {poolId, begin};

CAmount poolReward = 0;
auto nextPoolReward = begin;
auto itPoolReward = LowerBound<ByPoolReward>(poolKey);

CAmount totalLiquidity = 0;
auto nextTotalLiquidity = begin;
auto itTotalLiquidity = LowerBound<ByTotalLiquidity>(poolKey);

CBalances customRewards;
auto nextCustomRewards = begin;
auto itCustomRewards = LowerBound<ByCustomReward>(poolKey);

bool swapEvent = false;
PoolSwapValue poolSwap;
auto nextPoolSwap = UINT_MAX;
auto itPoolSwap = LowerBound<ByPoolSwap>(poolKey);
if (itPoolSwap.Valid() && itPoolSwap.Key().poolID == poolId) {
swapEvent = begin == itPoolSwap.Key().height;
ReadValueMoveToNext(itPoolSwap, poolId, poolSwap, nextPoolSwap);
}

for (auto height = begin; height < end;) {
// find suitable pool liquidity
if (height == nextTotalLiquidity || totalLiquidity == 0) {
height = nextTotalLiquidity;
ReadValueMoveToNext(itTotalLiquidity, poolId, totalLiquidity, nextTotalLiquidity);
continue;
}
// adjust iterators to working height
while (height >= nextPoolReward) {
ReadValueMoveToNext(itPoolReward, poolId, poolReward, nextPoolReward);
}
while (height >= nextPoolSwap) {
swapEvent = height == nextPoolSwap;
ReadValueMoveToNext(itPoolSwap, poolId, poolSwap, nextPoolSwap);
}
while (height >= nextCustomRewards) {
ReadValueMoveToNext(itCustomRewards, poolId, customRewards, nextCustomRewards);
}
const auto liquidity = onLiquidity();
// daily rewards
if (poolReward != 0) {
CAmount providerReward = 0;
if (height < newCalcHeight) { // old calculation
uint32_t liqWeight = liquidity * PRECISION / totalLiquidity;
providerReward = poolReward * liqWeight / PRECISION;
} else { // new calculation
providerReward = liquidityReward(poolReward, liquidity, totalLiquidity);
}
// custom rewards
for (const auto& reward : pool.rewards.balances) {
if (auto providerReward = liquidityReward(reward.second, liquidity, pool.totalLiquidity)) {
onReward(uint8_t(RewardType::Rewards), {reward.first, providerReward}, height);
}
onReward(uint8_t(RewardType::Rewards), {DCT_ID{0}, providerReward}, height);
}
// commissions
if (swapEvent) {
CAmount feeA, feeB;
if (height < newCalcHeight) {
uint32_t liqWeight = liquidity * PRECISION / totalLiquidity;
feeA = poolSwap.blockCommissionA * liqWeight / PRECISION;
feeB = poolSwap.blockCommissionB * liqWeight / PRECISION;
} else {
feeA = liquidityReward(poolSwap.blockCommissionA, liquidity, totalLiquidity);
feeB = liquidityReward(poolSwap.blockCommissionB, liquidity, totalLiquidity);
}
swapEvent = false;
onReward(uint8_t(RewardType::Commission), {tokenIds->idTokenA, feeA}, height);
onReward(uint8_t(RewardType::Commission), {tokenIds->idTokenB, feeB}, height);
}
if (endHeight == end) {
break;
// custom rewards
for (const auto& reward : customRewards.balances) {
if (auto providerReward = liquidityReward(reward.second, liquidity, totalLiquidity)) {
onReward(uint8_t(RewardType::Rewards), {reward.first, providerReward}, height);
}
}
begin = endHeight;
++height;
}
}

Expand Down Expand Up @@ -397,13 +429,9 @@ CAmount CPoolPairView::UpdatePoolRewards(std::function<CTokenAmount(CScript cons
CAmount distributedFeeB = 0;

uint32_t height = nHeight;
PoolHeightValue poolHeight;
auto itPool = LowerBound<ByPoolHeight>(PoolHeightKey{poolId, height});
if (itPool.Valid() && itPool.Key().poolID == poolId) {
poolHeight = itPool.Value();
}

const auto poolReward = poolHeight.blockReward;
PoolHeightKey poolKey = {poolId, height};
auto poolReward = ReadValueAt<ByPoolReward, CAmount>(this, poolKey);
auto customRewards = ReadValueAt<ByCustomReward, CBalances>(this, poolKey);

auto rewards = pool.rewards;
for (auto it = rewards.balances.begin(), next_it = it; it != rewards.balances.end(); it = next_it) {
Expand All @@ -418,12 +446,8 @@ CAmount CPoolPairView::UpdatePoolRewards(std::function<CTokenAmount(CScript cons
}
}

if (rewards != poolHeight.rewards) {
poolHeight.rewards = rewards;
// contract to ensure data validity, commissions should not be affected
assert(poolHeight.swapEvent == pool.swapEvent || !pool.swapEvent);
poolHeight.swapEvent = pool.swapEvent;
WriteBy<ByPoolHeight>(PoolHeightKey{poolId, height}, poolHeight);
if (rewards != customRewards) {
WriteBy<ByCustomReward>(poolKey, rewards);
}

if (pool.totalLiquidity == 0 || (!pool.swapEvent && poolReward == 0 && rewards.balances.empty())) {
Expand Down Expand Up @@ -499,9 +523,7 @@ boost::optional<uint32_t> CPoolPairView::GetShare(DCT_ID const & poolId, CScript

Res CPoolPairView::SetDailyReward(uint32_t height, CAmount reward) {
ForEachPoolPair([&](DCT_ID const & id, CPoolPair pool) {
if (pool.totalLiquidity != 0) {
WriteBy<ByPoolHeight>(PoolHeightKey{id, height}, PoolHeightValue(pool, reward));
}
WriteBy<ByPoolReward>(PoolHeightKey{id, height}, PoolRewardPerBlock(reward, pool.rewardPct));
return true;
});
WriteBy<ByDailyReward>(PoolHeightKey{{}, height}, reward);
Expand Down
7 changes: 5 additions & 2 deletions src/masternodes/poolpairs.h
View file
Original file line number Diff line number Diff line change
Expand Up @@ -220,9 +220,12 @@ class CPoolPairView : public virtual CStorageView
struct ByID { static const unsigned char prefix; }; // lsTokenID -> СPoolPair
struct ByPair { static const unsigned char prefix; }; // tokenA+tokenB -> lsTokenID
struct ByShare { static const unsigned char prefix; }; // lsTokenID+accountID -> {}
struct Reward { static const unsigned char prefix; }; // lsTokenID -> CBalances
struct ByIDPair { static const unsigned char prefix; }; // lsTokenID -> tokenA+tokenB
struct ByPoolSwap { static const unsigned char prefix; };
struct ByPoolReward { static const unsigned char prefix; };
struct ByDailyReward { static const unsigned char prefix; };
struct ByPoolHeight { static const unsigned char prefix; };
struct ByCustomReward { static const unsigned char prefix; };
struct ByTotalLiquidity { static const unsigned char prefix; };
};

struct CLiquidityMessage {
Expand Down

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