Skip to content

Commit

Permalink
update call: stop using call_price after hf #1270
Browse files Browse the repository at this point in the history
  • Loading branch information
@abitmore
abitmore committed Sep 13, 2018
1 parent 92a3b71 commit 077f4e0
Showing 1 changed file with 23 additions and 13 deletions.
36 changes: 23 additions & 13 deletions libraries/chain/market_evaluator.cpp
View file
Original file line number Diff line number Diff line change
Expand Up @@ -217,6 +217,9 @@ void_result call_order_update_evaluator::do_apply(const call_order_update_operat
}
}

const auto next_maint_time = d.get_dynamic_global_properties().next_maintenance_time;
bool before_core_hardfork_1270 = ( next_maint_time <= HARDFORK_CORE_1270_TIME ); // call price caching issue

auto& call_idx = d.get_index_type<call_order_index>().indices().get<by_account>();
auto itr = call_idx.find( boost::make_tuple(o.funding_account, o.delta_debt.asset_id) );
const call_order_object* call_obj = nullptr;
Expand All @@ -229,12 +232,15 @@ void_result call_order_update_evaluator::do_apply(const call_order_update_operat
FC_ASSERT( o.delta_collateral.amount > 0, "Delta collateral amount of new debt position should be positive" );
FC_ASSERT( o.delta_debt.amount > 0, "Delta debt amount of new debt position should be positive" );

call_obj = &d.create<call_order_object>( [&o,this]( call_order_object& call ){
call_obj = &d.create<call_order_object>( [&o,this,before_core_hardfork_1270]( call_order_object& call ){
call.borrower = o.funding_account;
call.collateral = o.delta_collateral.amount;
call.debt = o.delta_debt.amount;
call.call_price = price::call_price(o.delta_debt, o.delta_collateral,
_bitasset_data->current_feed.maintenance_collateral_ratio);
if( before_core_hardfork_1270 ) // before core-1270 hard fork, calculate call_price here and cache it
call.call_price = price::call_price( o.delta_debt, o.delta_collateral,
_bitasset_data->current_feed.maintenance_collateral_ratio );
else // after core-1270 hard fork, set call_price to 1
call.call_price = price( asset( 1, o.delta_collateral.asset_id ), asset( 1, o.delta_debt.asset_id ) );
call.target_collateral_ratio = o.extensions.value.target_collateral_ratio;
});
}
Expand All @@ -257,11 +263,14 @@ void_result call_order_update_evaluator::do_apply(const call_order_update_operat
old_collateralization = call_obj->collateralization();
old_debt = call_obj->debt;

d.modify( *call_obj, [&o,new_debt,new_collateral,this]( call_order_object& call ){
d.modify( *call_obj, [&o,new_debt,new_collateral,this,before_core_hardfork_1270]( call_order_object& call ){
call.collateral = new_collateral;
call.debt = new_debt;
call.call_price = price::call_price( call.get_debt(), call.get_collateral(),
_bitasset_data->current_feed.maintenance_collateral_ratio );
if( before_core_hardfork_1270 ) // don't update call_price after core-1270 hard fork
{
call.call_price = price::call_price(call.get_debt(), call.get_collateral(),
_bitasset_data->current_feed.maintenance_collateral_ratio);
}
call.target_collateral_ratio = o.extensions.value.target_collateral_ratio;
});
}
Expand All @@ -286,8 +295,7 @@ void_result call_order_update_evaluator::do_apply(const call_order_update_operat
GRAPHENE_ASSERT(
!call_obj,
call_order_update_unfilled_margin_call,
"Updating call order would trigger a margin call that cannot be fully filled",
("a", ~call_obj->call_price )("b", _bitasset_data->current_feed.settlement_price)
"Updating call order would trigger a margin call that cannot be fully filled"
);
}
else
Expand All @@ -301,9 +309,11 @@ void_result call_order_update_evaluator::do_apply(const call_order_update_operat
// aren't in margin call territory, or it may be because there
// were no matching orders. In the latter case, we throw.
GRAPHENE_ASSERT(
// we know core-583 hard fork is before core-1270 hard fork, it's ok to use call_price here
~call_obj->call_price < _bitasset_data->current_feed.settlement_price,
call_order_update_unfilled_margin_call,
"Updating call order would trigger a margin call that cannot be fully filled",
// we know core-583 hard fork is before core-1270 hard fork, it's ok to use call_price here
("a", ~call_obj->call_price )("b", _bitasset_data->current_feed.settlement_price)
);
}
Expand All @@ -315,13 +325,13 @@ void_result call_order_update_evaluator::do_apply(const call_order_update_operat
// if collateral ratio is not increased or debt is increased, we throw.
// be here, we know no margin call was executed,
// so call_obj's collateral ratio should be set only by op
FC_ASSERT( ( old_collateralization.valid() && call_obj->debt <= *old_debt
&& call_obj->collateralization() > *old_collateralization )
|| ~call_obj->call_price < _bitasset_data->current_feed.settlement_price,
FC_ASSERT( ( !before_core_hardfork_1270
&& call_obj->collateralization() > _bitasset_data->current_maintenance_collateralization )
|| ( before_core_hardfork_1270 && ~call_obj->call_price < _bitasset_data->current_feed.settlement_price )
|| ( old_collateralization.valid() && call_obj->debt <= *old_debt
&& call_obj->collateralization() > *old_collateralization ),
"Can only increase collateral ratio without increasing debt if would trigger a margin call that "
"cannot be fully filled",
("new_call_price", ~call_obj->call_price )
("settlement_price", _bitasset_data->current_feed.settlement_price)
("old_debt", old_debt)
("new_debt", call_obj->debt)
("old_collateralization", old_collateralization)
Expand Down

0 comments on commit 077f4e0

Please sign in to comment.