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Refactor to calc interest on whole amount, recalc interest on FCH, us…
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…e lower 64 for sub satoshi in interest.
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@Mixa84
Mixa84 committed Jan 18, 2022
1 parent c31d2b3 commit a0968c2
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Showing 11 changed files with 174 additions and 101 deletions.
22 changes: 22 additions & 0 deletions src/arith_uint256.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -269,3 +269,25 @@ arith_uint256 UintToArith256(const uint256 &a)
b.pn[x] = ReadLE32(a.begin() + x*4);
return b;
}

base_uint<128> Arith256ToBaseUInt128(arith_uint256 const & b)
{
base_uint<128> a;

a |= ((b >> 64).GetLow64());
a <<= 64;
a |= b.GetLow64();

return (a);
}

arith_uint256 BaseUInt128ToArith256(base_uint<128> const & b)
{
arith_uint256 a;

a |= ((b >> 64).GetLow64());
a <<= 64;
a |= b.GetLow64();

return (a);
}
2 changes: 2 additions & 0 deletions src/arith_uint256.h
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Original file line number Diff line number Diff line change
Expand Up @@ -297,5 +297,7 @@ class arith_uint256 : public base_uint<256> {

uint256 ArithToUint256(const arith_uint256 &);
arith_uint256 UintToArith256(const uint256 &);
base_uint<128> Arith256ToBaseUInt128(arith_uint256 const &);
arith_uint256 BaseUInt128ToArith256(base_uint<128> const &);

#endif // DEFI_ARITH_UINT256_H
124 changes: 82 additions & 42 deletions src/masternodes/loan.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -195,20 +195,14 @@ void CLoanView::EraseDelayedDestroyScheme(const std::string& loanSchemeID)
EraseBy<DestroyLoanSchemeKey>(loanSchemeID);
}

boost::optional<CInterestRate> CLoanView::GetInterestRate(const CVaultId& vaultId, DCT_ID id)
{
return ReadBy<LoanInterestByVault, CInterestRate>(std::make_pair(vaultId, id));
}

boost::optional<CInterestRateV2> CLoanView::GetInterestRateV2(const CVaultId& vaultId, DCT_ID id, uint32_t height)
boost::optional<CInterestRateV2> CLoanView::GetInterestRate(const CVaultId& vaultId, DCT_ID id, uint32_t height)
{
if (height >= Params().GetConsensus().FortCanningHillHeight) {
return ReadBy<LoanInterestByVault, CInterestRateV2>(std::make_pair(vaultId, id));
return ReadBy<LoanInterestV2ByVault, CInterestRateV2>(std::make_pair(vaultId, id));
}

if (auto rate = GetInterestRate(vaultId, id)) {
if (auto rate = ReadBy<LoanInterestByVault, CInterestRate>(std::make_pair(vaultId, id)))
return ConvertInterestRateToV2(*rate);
}

return {};
}
Expand All @@ -222,12 +216,14 @@ inline T InterestPerBlockCalculationV1(CAmount amount, CAmount tokenInterest, CA
return MultiplyAmounts(netInterest, amount) / blocksPerYear;
}

// precisoin COIN ^2
// precisoin COIN ^3
inline base_uint<128> InterestPerBlockCalculationV2(CAmount amount, CAmount tokenInterest, CAmount schemeInterest)
{
auto netInterest = (tokenInterest + schemeInterest) / 100; // in %
static const base_uint<128> blocksPerYear = 365 * Params().GetConsensus().blocksPerDay();
return base_uint<128>(netInterest) * base_uint<128>(amount) / blocksPerYear;
arith_uint256 netInterest = (tokenInterest + schemeInterest) / 100; // in %
static const arith_uint256 blocksPerYear = 365 * Params().GetConsensus().blocksPerDay();
arith_uint256 result = netInterest * arith_uint256(amount) * arith_uint256(COIN) / blocksPerYear;

return (Arith256ToBaseUInt128(result));
}

static base_uint<128> InterestPerBlockCalculation(CAmount amount, CAmount tokenInterest, CAmount schemeInterest, uint32_t height)
Expand All @@ -241,47 +237,48 @@ static base_uint<128> InterestPerBlockCalculation(CAmount amount, CAmount tokenI
return InterestPerBlockCalculationV1<CAmount>(amount, tokenInterest, schemeInterest);
}

static CAmount Ceil(const base_uint<128>& value, uint32_t height)
CAmount CeilInterest(const base_uint<128>& value, uint32_t height)
{
if (int(height) >= Params().GetConsensus().FortCanningHillHeight) {
CAmount amount = (value / base_uint<128>(COIN)).GetLow64();
amount += CAmount(value != base_uint<128>(amount) * COIN);
CAmount amount = (value / base_uint<128>(HIGH_PRECISION_SCALER)).GetLow64();
amount += CAmount(value != base_uint<128>(amount) * HIGH_PRECISION_SCALER);

return amount;
}
return value.GetLow64();
}

static base_uint<128> TotalInterestCalculation(const CInterestRateV2& rate, uint32_t height)
base_uint<128> TotalInterestCalculation(const CInterestRateV2& rate, uint32_t height)
{
auto interest = rate.interestToHeight + ((height - rate.height) * rate.interestPerBlock);

LogPrint(BCLog::LOAN, "%s(): CInterestRate{.height=%d, .perBlock=%d, .toHeight=%d}, height %d - totalInterest %d\n", __func__, rate.height, InterestPerBlock(rate, height), Ceil(rate.interestToHeight, height), height, Ceil(interest, height));
LogPrint(BCLog::LOAN, "%s(): CInterestRate{.height=%d, .perBlock=%d, .toHeight=%d}, height %d - totalInterest %d\n", __func__, rate.height, InterestPerBlock(rate, height), CeilInterest(rate.interestToHeight, height), height, CeilInterest(interest, height));
return interest;
}

static base_uint<128> ToHigherPrecision(CAmount amount, uint32_t height)
{
base_uint<128> amountHP = amount;
if (int(height) >= Params().GetConsensus().FortCanningHillHeight) {
amountHP *= COIN;
amountHP *= HIGH_PRECISION_SCALER;
}
return amountHP;
}

CAmount TotalInterest(const CInterestRateV2& rate, uint32_t height)
{
return Ceil(TotalInterestCalculation(rate, height), height);
return CeilInterest(TotalInterestCalculation(rate, height), height);
}

CAmount InterestPerBlock(const CInterestRateV2& rate, uint32_t height)
{
return Ceil(rate.interestPerBlock, height);
return CeilInterest(rate.interestPerBlock, height);
}

void CLoanView::WriteInterestRate(const std::pair<CVaultId, DCT_ID>& pair, const CInterestRateV2& rate, uint32_t height)
{
if (height >= Params().GetConsensus().FortCanningHillHeight) {
WriteBy<LoanInterestByVault>(pair, rate);
WriteBy<LoanInterestV2ByVault>(pair, rate);
} else {
WriteBy<LoanInterestByVault>(pair, ConvertInterestRateToV1(rate));
}
Expand All @@ -299,7 +296,7 @@ Res CLoanView::StoreInterest(uint32_t height, const CVaultId& vaultId, const std
}

CInterestRateV2 rate{};
if (auto readRate = GetInterestRateV2(vaultId, id, height))
if (auto readRate = GetInterestRate(vaultId, id, height))
rate = *readRate;

if (rate.height > height || height == 0) {
Expand All @@ -309,7 +306,16 @@ Res CLoanView::StoreInterest(uint32_t height, const CVaultId& vaultId, const std
LogPrint(BCLog::LOAN,"%s():\n", __func__);
rate.interestToHeight = TotalInterestCalculation(rate, height);
}
rate.interestPerBlock += InterestPerBlockCalculation(loanIncreased, token->interest, scheme->rate, height);
if (int(height) >= Params().GetConsensus().FortCanningHillHeight)
{
CBalances amounts;
if (!ReadBy<CLoanView::LoanTokenAmount>(vaultId, amounts))
return Res::Err("Cannot find current loan amount balance");

rate.interestPerBlock = InterestPerBlockCalculation(amounts.balances[id], token->interest, scheme->rate, height);
}
else
rate.interestPerBlock += InterestPerBlockCalculation(loanIncreased, token->interest, scheme->rate, height);
rate.height = height;

WriteInterestRate(std::make_pair(vaultId, id), rate, height);
Expand All @@ -328,7 +334,7 @@ Res CLoanView::EraseInterest(uint32_t height, const CVaultId& vaultId, const std
}

CInterestRateV2 rate{};
if (auto readRate = GetInterestRateV2(vaultId, id, height))
if (auto readRate = GetInterestRate(vaultId, id, height))
rate = *readRate;

if (rate.height > height) {
Expand All @@ -344,9 +350,20 @@ Res CLoanView::EraseInterest(uint32_t height, const CVaultId& vaultId, const std
: interestToHeight - interestDecreasedHP;

rate.height = height;
auto interestPerBlock = InterestPerBlockCalculation(loanDecreased, token->interest, scheme->rate, height);
rate.interestPerBlock = rate.interestPerBlock < interestPerBlock ? 0
if (int(height) >= Params().GetConsensus().FortCanningHillHeight)
{
CBalances amounts;
if (!ReadBy<CLoanView::LoanTokenAmount>(vaultId, amounts))
return Res::Err("Cannot find current loan amount balance");

rate.interestPerBlock = InterestPerBlockCalculation(amounts.balances[id], token->interest, scheme->rate, height);
}
else
{
auto interestPerBlock = InterestPerBlockCalculation(loanDecreased, token->interest, scheme->rate, height);
rate.interestPerBlock = rate.interestPerBlock < interestPerBlock ? 0
: rate.interestPerBlock - interestPerBlock;
}

WriteInterestRate(std::make_pair(vaultId, id), rate, height);
return Res::Ok();
Expand All @@ -361,22 +378,36 @@ void CLoanView::ForEachVaultInterest(std::function<bool(const CVaultId&, DCT_ID,

void CLoanView::ForEachVaultInterestV2(std::function<bool(const CVaultId&, DCT_ID, CInterestRateV2)> callback, const CVaultId& vaultId, DCT_ID id)
{
ForEach<LoanInterestByVault, std::pair<CVaultId, DCT_ID>, CInterestRateV2>([&](const std::pair<CVaultId, DCT_ID>& pair, CInterestRateV2 rate) {
ForEach<LoanInterestV2ByVault, std::pair<CVaultId, DCT_ID>, CInterestRateV2>([&](const std::pair<CVaultId, DCT_ID>& pair, CInterestRateV2 rate) {
return callback(pair.first, pair.second, rate);
}, std::make_pair(vaultId, id));
}

Res CLoanView::DeleteInterest(const CVaultId& vaultId)
Res CLoanView::DeleteInterest(const CVaultId& vaultId, uint32_t height)
{
std::vector<std::pair<CVaultId, DCT_ID>> keysToDelete;

auto it = LowerBound<LoanInterestByVault>(std::make_pair(vaultId, DCT_ID{0}));
for (; it.Valid() && it.Key().first == vaultId; it.Next()) {
keysToDelete.push_back(it.Key());
if (height >= Params().GetConsensus().FortCanningHillHeight)
{
auto it = LowerBound<LoanInterestV2ByVault>(std::make_pair(vaultId, DCT_ID{0}));
for (; it.Valid() && it.Key().first == vaultId; it.Next()) {
keysToDelete.push_back(it.Key());
}

for (const auto& key : keysToDelete) {
EraseBy<LoanInterestV2ByVault>(key);
}
}
else
{
auto it = LowerBound<LoanInterestByVault>(std::make_pair(vaultId, DCT_ID{0}));
for (; it.Valid() && it.Key().first == vaultId; it.Next()) {
keysToDelete.push_back(it.Key());
}

for (const auto& key : keysToDelete) {
EraseBy<LoanInterestByVault>(key);
for (const auto& key : keysToDelete) {
EraseBy<LoanInterestByVault>(key);
}
}
return Res::Ok();
}
Expand All @@ -385,9 +416,11 @@ void CLoanView::RevertInterestRateToV1()
{
std::vector<std::pair<std::pair<CVaultId, DCT_ID>, CInterestRateV2>> rates;
ForEach<LoanInterestByVault, std::pair<CVaultId, DCT_ID>, CInterestRateV2>([&](const std::pair<CVaultId, DCT_ID>& pair, CInterestRateV2 rate) {
rate.interestPerBlock /= base_uint<128>(COIN);
rate.interestToHeight /= base_uint<128>(COIN);
rate.interestPerBlock /= HIGH_PRECISION_SCALER;
rate.interestToHeight /= HIGH_PRECISION_SCALER;
rates.emplace_back(pair, std::move(rate));
EraseBy<LoanInterestV2ByVault>(pair);

return true;
});

Expand All @@ -396,19 +429,26 @@ void CLoanView::RevertInterestRateToV1()
}
}

void CLoanView::MigrateInterestRateToV2()
void CLoanView::MigrateInterestRateToV2(CVaultView &view, uint32_t height)
{
std::vector<std::pair<std::pair<CVaultId, DCT_ID>, CInterestRate>> rates;
ForEach<LoanInterestByVault, std::pair<CVaultId, DCT_ID>, CInterestRate>([&](const std::pair<CVaultId, DCT_ID>& pair, CInterestRate rate) {
rates.emplace_back(pair, std::move(rate));
ForEach<LoanInterestByVault, std::pair<CVaultId, DCT_ID>, CInterestRate>([&](const std::pair<CVaultId, DCT_ID>& id, CInterestRate rate) {
rates.emplace_back(id, std::move(rate));
return true;
});

for (auto it = rates.begin(); it != rates.end(); it = rates.erase(it)) {
auto vaultId = it->first.first;
auto tokenId = it->first.second;
auto newRate = ConvertInterestRateToV2(it->second);
newRate.interestPerBlock *= base_uint<128>(COIN);
newRate.interestToHeight *= base_uint<128>(COIN);
WriteBy<LoanInterestByVault>(it->first, newRate);

newRate.interestPerBlock *= HIGH_PRECISION_SCALER;
newRate.interestToHeight *= HIGH_PRECISION_SCALER;
WriteBy<LoanInterestV2ByVault>(it->first, newRate);

const auto vault = view.GetVault(vaultId);
auto loanToken = this->GetLoanTokenByID(tokenId);
StoreInterest(height, vaultId, vault->schemeId, tokenId, 0);
}
}

Expand Down
12 changes: 8 additions & 4 deletions src/masternodes/loan.h
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Original file line number Diff line number Diff line change
Expand Up @@ -259,8 +259,12 @@ inline CInterestRateV2 ConvertInterestRateToV2(const CInterestRate& rate1)
return rate2;
}

static const CAmount HIGH_PRECISION_SCALER = COIN * COIN; // 1,0000,0000,0000,0000

CAmount TotalInterest(const CInterestRateV2& rate, uint32_t height);
CAmount InterestPerBlock(const CInterestRateV2& rate, uint32_t height);
base_uint<128> TotalInterestCalculation(const CInterestRateV2& rate, uint32_t height);
CAmount CeilInterest(const base_uint<128>& value, uint32_t height);

class CLoanTakeLoanMessage
{
Expand Down Expand Up @@ -327,16 +331,15 @@ class CLoanView : public virtual CStorageView {
void ForEachDelayedLoanScheme(std::function<bool (const std::pair<std::string, uint64_t>&, const CLoanSchemeMessage&)> callback);
void ForEachDelayedDestroyScheme(std::function<bool (const std::string&, const uint64_t&)> callback);

Res DeleteInterest(const CVaultId& vaultId);
boost::optional<CInterestRate> GetInterestRate(const CVaultId& loanSchemeID, DCT_ID id);
boost::optional<CInterestRateV2> GetInterestRateV2(const CVaultId& loanSchemeID, DCT_ID id, uint32_t height);
Res DeleteInterest(const CVaultId& vaultId, uint32_t height);
boost::optional<CInterestRateV2> GetInterestRate(const CVaultId& loanSchemeID, DCT_ID id, uint32_t height);
void WriteInterestRate(const std::pair<CVaultId, DCT_ID>& pair, const CInterestRateV2& rate, uint32_t height);
Res StoreInterest(uint32_t height, const CVaultId& vaultId, const std::string& loanSchemeID, DCT_ID id, CAmount loanIncreased);
Res EraseInterest(uint32_t height, const CVaultId& vaultId, const std::string& loanSchemeID, DCT_ID id, CAmount loanDecreased, CAmount interestDecreased);
void ForEachVaultInterest(std::function<bool(const CVaultId&, DCT_ID, CInterestRate)> callback, const CVaultId& vaultId = uint256(), DCT_ID id = {0});
void ForEachVaultInterestV2(std::function<bool(const CVaultId&, DCT_ID, CInterestRateV2)> callback, const CVaultId& vaultId = uint256(), DCT_ID id = {0});
void RevertInterestRateToV1();
void MigrateInterestRateToV2();
void MigrateInterestRateToV2(CVaultView &view, uint32_t height);

Res AddLoanToken(const CVaultId& vaultId, CTokenAmount amount);
Res SubLoanToken(const CVaultId& vaultId, CTokenAmount amount);
Expand All @@ -357,6 +360,7 @@ class CLoanView : public virtual CStorageView {
struct LoanInterestByVault { static constexpr uint8_t prefix() { return 0x18; } };
struct LoanTokenAmount { static constexpr uint8_t prefix() { return 0x19; } };
struct LoanLiquidationPenalty { static constexpr uint8_t prefix() { return 0x1A; } };
struct LoanInterestV2ByVault { static constexpr uint8_t prefix() { return 0x1B; } };
};

#endif // DEFI_MASTERNODES_LOAN_H
2 changes: 1 addition & 1 deletion src/masternodes/masternodes.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -993,7 +993,7 @@ Res CCustomCSView::PopulateLoansData(CCollateralLoans& result, CVaultId const& v
if (!token)
return Res::Err("Loan token with id (%s) does not exist!", loanTokenId.ToString());

auto rate = GetInterestRateV2(vaultId, loanTokenId, height);
auto rate = GetInterestRate(vaultId, loanTokenId, height);
if (!rate)
return Res::Err("Cannot get interest rate for token (%s)!", token->symbol);

Expand Down
2 changes: 1 addition & 1 deletion src/masternodes/masternodes.h
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Original file line number Diff line number Diff line change
Expand Up @@ -380,7 +380,7 @@ class CCustomCSView
ICXOrderStatus, ICXOfferStatus, ICXSubmitDFCHTLCStatus, ICXSubmitEXTHTLCStatus, ICXVariables,
CLoanView :: LoanSetCollateralTokenCreationTx, LoanSetCollateralTokenKey, LoanSetLoanTokenCreationTx,
LoanSetLoanTokenKey, LoanSchemeKey, DefaultLoanSchemeKey, DelayedLoanSchemeKey,
DestroyLoanSchemeKey, LoanInterestByVault, LoanTokenAmount, LoanLiquidationPenalty,
DestroyLoanSchemeKey, LoanInterestByVault, LoanTokenAmount, LoanLiquidationPenalty, LoanInterestV2ByVault,
CVaultView :: VaultKey, OwnerVaultKey, CollateralKey, AuctionBatchKey, AuctionHeightKey, AuctionBidKey
>();
}
Expand Down
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