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Merged
merged 8 commits into from
Jul 2, 2019
Merged

Misc improvements with equal accounts #2

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c8b3ecc
Added transformation of ring data to make the it easier to compress
Brechtpd Jun 19, 2019
bb0302b
Fixed ring settlement without DA
Brechtpd Jun 19, 2019
bc5dbf6
Renamed numElements to blockSize for consistency
Brechtpd Jun 19, 2019
ab38bf3
More flexible ring data transformation
Brechtpd Jun 21, 2019
349a5f8
Small data transform change
Brechtpd Jun 22, 2019
82d6741
Misc improvements when accounts are the same in requests
Brechtpd Jun 26, 2019
d398746
Small refactor (miner -> ringMatcher)
Brechtpd Jun 27, 2019
4f15d27
Merge remote-tracking branch 'origin/master' into misc-improvements
Brechtpd Jun 27, 2019
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7 changes: 5 additions & 2 deletions Circuits/OffchainWithdrawalCircuit.h
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Original file line number Diff line number Diff line change
Expand Up @@ -42,6 +42,7 @@ class OffchainWithdrawalGadget : public GadgetT
AccountState accountWalletBefore;

VariableT balanceF_O_before;
VariableT tradingHistoryRootF_O;

MulDivGadget feeToWallet;
UnsafeSubGadget feeToOperator;
Expand Down Expand Up @@ -127,6 +128,7 @@ class OffchainWithdrawalGadget : public GadgetT

// Operator
balanceF_O_before(make_variable(pb, FMT(prefix, ".balanceF_O_before"))),
tradingHistoryRootF_O(make_variable(pb, FMT(prefix, ".tradingHistoryRootF_O"))),

// Split the fee between wallet and operator
feeToWallet(pb, constants, fFee.value(), walletSplitPercentage.value.packed, constants._100, FMT(prefix, ".feeToWallet")),
Expand Down Expand Up @@ -178,8 +180,8 @@ class OffchainWithdrawalGadget : public GadgetT

// Update Operator
updateBalanceF_O(pb, operatorBalancesRoot, feeTokenID,
{balanceF_O_before, constants.emptyTradeHistory},
{feePaymentOperator.Y, constants.emptyTradeHistory},
{balanceF_O_before, tradingHistoryRootF_O},
{feePaymentOperator.Y, tradingHistoryRootF_O},
FMT(prefix, ".updateBalanceF_O")),

// Signature
Expand Down Expand Up @@ -252,6 +254,7 @@ class OffchainWithdrawalGadget : public GadgetT

// Operator
pb.val(balanceF_O_before) = withdrawal.balanceUpdateF_O.before.balance;
pb.val(tradingHistoryRootF_O) = withdrawal.balanceUpdateF_O.before.tradingHistoryRoot;

// Fee payments calculations
feeToWallet.generate_r1cs_witness();
Expand Down
7 changes: 5 additions & 2 deletions Circuits/OrderCancellationCircuit.h
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Expand Up @@ -51,6 +51,7 @@ class OrderCancellationGadget : public GadgetT
VariableT balancesRoot_W_before;
VariableT balanceF_W_before;
VariableT nonce_W;
VariableT tradingHistoryRootF_W;

VariableT balanceF_O_before;
VariableT tradingHistoryRootF_O;
Expand Down Expand Up @@ -120,6 +121,7 @@ class OrderCancellationGadget : public GadgetT
balancesRoot_W_before(make_variable(pb, FMT(prefix, ".balancesRoot_W_before"))),
balanceF_W_before(make_variable(pb, FMT(prefix, ".balanceF_W_before"))),
nonce_W(make_variable(pb, FMT(prefix, ".nonce_W"))),
tradingHistoryRootF_W(make_variable(pb, FMT(prefix, ".tradingHistoryRootF_W"))),

balanceF_O_before(make_variable(pb, FMT(prefix, ".balanceF_O_before"))),
tradingHistoryRootF_O(make_variable(pb, FMT(prefix, ".tradingHistoryRootF_O"))),
Expand Down Expand Up @@ -160,8 +162,8 @@ class OrderCancellationGadget : public GadgetT

// Wallet balance
updateBalanceF_W(pb, balancesRoot_W_before, feeTokenID,
{balanceF_W_before, constants.emptyTradeHistory},
{feePaymentWallet.Y, constants.emptyTradeHistory},
{balanceF_W_before, tradingHistoryRootF_W},
{feePaymentWallet.Y, tradingHistoryRootF_W},
FMT(prefix, ".updateBalanceF_W")),
// Wallet account
updateAccount_W(pb, updateAccount_A.result(), walletAccountID,
Expand Down Expand Up @@ -240,6 +242,7 @@ class OrderCancellationGadget : public GadgetT
pb.val(balancesRoot_W_before) = cancellation.accountUpdate_W.before.balancesRoot;
pb.val(balanceF_W_before) = cancellation.balanceUpdateF_W.before.balance;
pb.val(nonce_W) = cancellation.accountUpdate_W.before.nonce;
pb.val(tradingHistoryRootF_W) = cancellation.balanceUpdateF_W.before.tradingHistoryRoot;

pb.val(balanceF_O_before) = cancellation.balanceUpdateF_O.before.balance;
pb.val(tradingHistoryRootF_O) = cancellation.balanceUpdateF_O.before.tradingHistoryRoot;
Expand Down
73 changes: 38 additions & 35 deletions Circuits/RingSettlementCircuit.h
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Expand Up @@ -115,6 +115,10 @@ class RingSettlementGadget : public GadgetT
const VariableT tradingHistoryRootB_A;
const VariableT tradingHistoryRootS_B;
const VariableT tradingHistoryRootB_B;
const VariableT tradingHistoryRootA_M;
const VariableT tradingHistoryRootB_M;
const VariableT tradingHistoryRootO_M;
const VariableT tradingHistoryRoot_O;

const VariableT balancesRootA;
const VariableT balancesRootB;
Expand All @@ -123,7 +127,7 @@ class RingSettlementGadget : public GadgetT
VariableT blockexchangeID;

const jubjub::VariablePointT publicKey;
libsnark::dual_variable_gadget<FieldT> minerAccountID;
libsnark::dual_variable_gadget<FieldT> ringMatcherAccountID;
VariableArrayT tokenID;
libsnark::dual_variable_gadget<FieldT> fee;
FloatGadget fFee;
Expand All @@ -134,9 +138,6 @@ class RingSettlementGadget : public GadgetT
OrderGadget orderA;
OrderGadget orderB;

ForceNotEqualGadget accountA_neq_ringMatcher;
ForceNotEqualGadget accountB_neq_ringMatcher;

OrderMatchingGadget orderMatching;

TernaryGadget uFillS_A;
Expand Down Expand Up @@ -201,7 +202,7 @@ class RingSettlementGadget : public GadgetT
UpdateBalanceGadget updateBalanceF_O;

const VariableArrayT message;
SignatureVerifier minerSignatureVerifier;
SignatureVerifier ringMatcherSignatureVerifier;
SignatureVerifier dualAuthASignatureVerifier;
SignatureVerifier dualAuthBSignatureVerifier;

Expand All @@ -224,7 +225,7 @@ class RingSettlementGadget : public GadgetT
constants(_constants),

publicKey(pb, FMT(prefix, ".publicKey")),
minerAccountID(pb, NUM_BITS_ACCOUNT, FMT(prefix, ".minerAccountID")),
ringMatcherAccountID(pb, NUM_BITS_ACCOUNT, FMT(prefix, ".ringMatcherAccountID")),
tokenID(make_var_array(pb, TREE_DEPTH_TOKENS, FMT(prefix, ".tokenID"))),
fee(pb, NUM_BITS_AMOUNT, FMT(prefix, ".fee")),
fFee(pb, constants, Float12Encoding, FMT(prefix, ".fFee")),
Expand All @@ -235,9 +236,6 @@ class RingSettlementGadget : public GadgetT
orderA(pb, params, constants, _exchangeID, FMT(prefix, ".orderA")),
orderB(pb, params, constants, _exchangeID, FMT(prefix, ".orderB")),

accountA_neq_ringMatcher(pb, orderA.accountID.packed, minerAccountID.packed, FMT(prefix, ".accountA_neq_ringMatcher")),
accountB_neq_ringMatcher(pb, orderB.accountID.packed, minerAccountID.packed, FMT(prefix, ".accountB_neq_ringMatcher")),

// Match orders
orderMatching(pb, constants, _timestamp, orderA, orderB, FMT(prefix, ".orderMatching")),

Expand Down Expand Up @@ -291,6 +289,10 @@ class RingSettlementGadget : public GadgetT
tradingHistoryRootB_A(make_variable(pb, FMT(prefix, ".tradingHistoryRootB_A"))),
tradingHistoryRootS_B(make_variable(pb, FMT(prefix, ".tradingHistoryRootS_B"))),
tradingHistoryRootB_B(make_variable(pb, FMT(prefix, ".tradingHistoryRootB_B"))),
tradingHistoryRootA_M(make_variable(pb, FMT(prefix, ".tradingHistoryRootA_M"))),
tradingHistoryRootB_M(make_variable(pb, FMT(prefix, ".tradingHistoryRootB_M"))),
tradingHistoryRootO_M(make_variable(pb, FMT(prefix, ".tradingHistoryRootO_M"))),
tradingHistoryRoot_O(make_variable(pb, FMT(prefix, ".tradingHistoryRoot_O"))),

// Initial balances roots
balancesRootA(make_variable(pb, FMT(prefix, ".balancesRootA"))),
Expand Down Expand Up @@ -341,18 +343,18 @@ class RingSettlementGadget : public GadgetT

// Update Ring-Matcher
updateBalanceA_M(pb, balancesRootM, orderA.tokenB.bits,
{balanceA_M.front(), constants.emptyTradeHistory},
{balanceA_M.back(), constants.emptyTradeHistory},
{balanceA_M.front(), tradingHistoryRootA_M},
{balanceA_M.back(), tradingHistoryRootA_M},
FMT(prefix, ".updateBalanceA_M")),
updateBalanceB_M(pb, updateBalanceA_M.getNewRoot(), orderB.tokenB.bits,
{balanceB_M.front(), constants.emptyTradeHistory},
{balanceB_M.back(), constants.emptyTradeHistory},
{balanceB_M.front(), tradingHistoryRootB_M},
{balanceB_M.back(), tradingHistoryRootB_M},
FMT(prefix, ".updateBalanceB_M")),
updateBalanceO_M(pb, updateBalanceB_M.getNewRoot(), tokenID,
{balanceO_M.front(), constants.emptyTradeHistory},
{balanceO_M.back(), constants.emptyTradeHistory},
{balanceO_M.front(), tradingHistoryRootO_M},
{balanceO_M.back(), tradingHistoryRootO_M},
FMT(prefix, ".updateBalanceO_M")),
updateAccount_M(pb, updateAccount_B.result(), minerAccountID.bits,
updateAccount_M(pb, updateAccount_B.result(), ringMatcherAccountID.bits,
{publicKey.x, publicKey.y, nonce_before.packed, balancesRootM},
{publicKey.x, publicKey.y, nonce_after.result(), updateBalanceO_M.getNewRoot()},
FMT(prefix, ".updateAccount_M")),
Expand All @@ -369,17 +371,17 @@ class RingSettlementGadget : public GadgetT

// Update Operator
updateBalanceF_O(pb, _operatorBalancesRoot, tokenID,
{balanceF_O.front(), constants.emptyTradeHistory},
{balanceF_O.back(), constants.emptyTradeHistory},
{balanceF_O.front(), tradingHistoryRoot_O},
{balanceF_O.back(), tradingHistoryRoot_O},
FMT(prefix, ".updateBalanceF_O")),

// Signatures
message(flatten({orderA.getHash(), orderB.getHash(),
minerAccountID.bits, tokenID, fee.bits,
ringMatcherAccountID.bits, tokenID, fee.bits,
orderA.feeBips.bits, orderB.feeBips.bits,
orderA.rebateBips.bits, orderB.rebateBips.bits,
nonce_before.bits, constants.padding_0})),
minerSignatureVerifier(pb, params, publicKey, message, FMT(prefix, ".minerSignatureVerifier")),
ringMatcherSignatureVerifier(pb, params, publicKey, message, FMT(prefix, ".ringMatcherSignatureVerifier")),
dualAuthASignatureVerifier(pb, params, orderA.dualAuthPublicKey, message, FMT(prefix, ".dualAuthASignatureVerifier")),
dualAuthBSignatureVerifier(pb, params, orderB.dualAuthPublicKey, message, FMT(prefix, ".dualAuthBSignatureVerifier"))
{
Expand All @@ -405,7 +407,7 @@ class RingSettlementGadget : public GadgetT
{
return
{
minerAccountID.bits,
ringMatcherAccountID.bits,
fFee.bits(),
tokenID,

Expand All @@ -427,8 +429,8 @@ class RingSettlementGadget : public GadgetT
pb.val(publicKey.x) = ringSettlement.accountUpdate_M.before.publicKey.x;
pb.val(publicKey.y) = ringSettlement.accountUpdate_M.before.publicKey.y;

minerAccountID.bits.fill_with_bits_of_field_element(pb, ringSettlement.ring.minerAccountID);
minerAccountID.generate_r1cs_witness_from_bits();
ringMatcherAccountID.bits.fill_with_bits_of_field_element(pb, ringSettlement.ring.ringMatcherAccountID);
ringMatcherAccountID.generate_r1cs_witness_from_bits();
tokenID.fill_with_bits_of_field_element(pb, ringSettlement.ring.tokenID);
fee.bits.fill_with_bits_of_field_element(pb, ringSettlement.ring.fee);
fee.generate_r1cs_witness_from_bits();
Expand All @@ -449,9 +451,6 @@ class RingSettlementGadget : public GadgetT
ringSettlement.balanceUpdateB_B.before,
ringSettlement.tradeHistoryUpdate_B.before);

accountA_neq_ringMatcher.generate_r1cs_witness();
accountB_neq_ringMatcher.generate_r1cs_witness();

// Match orders
orderMatching.generate_r1cs_witness();

Expand Down Expand Up @@ -503,6 +502,10 @@ class RingSettlementGadget : public GadgetT
pb.val(tradingHistoryRootB_A) = ringSettlement.balanceUpdateB_A.before.tradingHistoryRoot;
pb.val(tradingHistoryRootS_B) = ringSettlement.balanceUpdateS_B.before.tradingHistoryRoot;
pb.val(tradingHistoryRootB_B) = ringSettlement.balanceUpdateB_B.before.tradingHistoryRoot;
pb.val(tradingHistoryRootA_M) = ringSettlement.balanceUpdateA_M.before.tradingHistoryRoot;
pb.val(tradingHistoryRootB_M) = ringSettlement.balanceUpdateB_M.before.tradingHistoryRoot;
pb.val(tradingHistoryRootO_M) = ringSettlement.balanceUpdateO_M.before.tradingHistoryRoot;
pb.val(tradingHistoryRoot_O) = ringSettlement.balanceUpdateF_O.before.tradingHistoryRoot;

// Initial balances roots
pb.val(balancesRootA) = ringSettlement.balanceUpdateS_A.rootBefore;
Expand Down Expand Up @@ -535,15 +538,15 @@ class RingSettlementGadget : public GadgetT
updateBalanceF_O.generate_r1cs_witness(ringSettlement.balanceUpdateF_O.proof);

// Signatures
minerSignatureVerifier.generate_r1cs_witness(ringSettlement.ring.minerSignature);
ringMatcherSignatureVerifier.generate_r1cs_witness(ringSettlement.ring.ringMatcherSignature);
dualAuthASignatureVerifier.generate_r1cs_witness(ringSettlement.ring.dualAuthASignature);
dualAuthBSignatureVerifier.generate_r1cs_witness(ringSettlement.ring.dualAuthBSignature);
}


void generate_r1cs_constraints()
{
minerAccountID.generate_r1cs_constraints(true);
ringMatcherAccountID.generate_r1cs_constraints(true);
fee.generate_r1cs_constraints(true);
fFee.generate_r1cs_constraints();
ensureAccuracyFee.generate_r1cs_constraints();
Expand All @@ -553,9 +556,6 @@ class RingSettlementGadget : public GadgetT
orderA.generate_r1cs_constraints();
orderB.generate_r1cs_constraints();

accountA_neq_ringMatcher.generate_r1cs_constraints();
accountB_neq_ringMatcher.generate_r1cs_constraints();

// Match orders
orderMatching.generate_r1cs_constraints();

Expand Down Expand Up @@ -612,7 +612,7 @@ class RingSettlementGadget : public GadgetT
updateBalanceF_O.generate_r1cs_constraints();

// Signatures
minerSignatureVerifier.generate_r1cs_constraints();
ringMatcherSignatureVerifier.generate_r1cs_constraints();
dualAuthASignatureVerifier.generate_r1cs_constraints();
dualAuthBSignatureVerifier.generate_r1cs_constraints();
}
Expand Down Expand Up @@ -650,6 +650,7 @@ class RingSettlementCircuit : public GadgetT
libsnark::dual_variable_gadget<FieldT> operatorAccountID;
const jubjub::VariablePointT publicKey;
const VariableT balancesRootO_before;
const VariableT nonce_O;
UpdateAccountGadget* updateAccount_O;

RingSettlementCircuit(ProtoboardT& pb, const std::string& prefix) :
Expand All @@ -672,7 +673,8 @@ class RingSettlementCircuit : public GadgetT

operatorAccountID(pb, TREE_DEPTH_ACCOUNTS, FMT(prefix, ".operatorAccountID")),
publicKey(pb, FMT(prefix, ".publicKey")),
balancesRootO_before(make_variable(pb, FMT(prefix, ".balancesRootO_before")))
balancesRootO_before(make_variable(pb, FMT(prefix, ".balancesRootO_before"))),
nonce_O(make_variable(pb, FMT(prefix, ".nonce_O")))
{
this->updateAccount_P = nullptr;
this->updateAccount_O = nullptr;
Expand Down Expand Up @@ -759,8 +761,8 @@ class RingSettlementCircuit : public GadgetT

// Update the operator
updateAccount_O = new UpdateAccountGadget(pb, updateAccount_P->result(), operatorAccountID.bits,
{publicKey.x, publicKey.y, constants.zero, balancesRootO_before},
{publicKey.x, publicKey.y, constants.zero, ringSettlements.back()->getNewOperatorBalancesRoot()},
{publicKey.x, publicKey.y, nonce_O, balancesRootO_before},
{publicKey.x, publicKey.y, nonce_O, ringSettlements.back()->getNewOperatorBalancesRoot()},
FMT(annotation_prefix, ".updateAccount_O"));
updateAccount_O->generate_r1cs_constraints();

Expand Down Expand Up @@ -815,6 +817,7 @@ class RingSettlementCircuit : public GadgetT
pb.val(publicKey.x) = block.accountUpdate_O.before.publicKey.x;
pb.val(publicKey.y) = block.accountUpdate_O.before.publicKey.y;
pb.val(balancesRootO_before) = block.accountUpdate_O.before.balancesRoot;
pb.val(nonce_O) = block.accountUpdate_O.before.nonce;
pb.val(balancesRootP_before) = block.accountUpdate_P.before.balancesRoot;

for(unsigned int i = 0; i < block.ringSettlements.size(); i++)
Expand Down
8 changes: 4 additions & 4 deletions Utils/Data.h
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Expand Up @@ -204,12 +204,12 @@ class Ring
Order orderA;
Order orderB;

ethsnarks::FieldT minerAccountID;
ethsnarks::FieldT ringMatcherAccountID;
ethsnarks::FieldT tokenID;
ethsnarks::FieldT fee;
ethsnarks::FieldT nonce;

Signature minerSignature;
Signature ringMatcherSignature;
Signature dualAuthASignature;
Signature dualAuthBSignature;
};
Expand All @@ -219,12 +219,12 @@ void from_json(const json& j, Ring& ring)
ring.orderA = j.at("orderA").get<Order>();
ring.orderB = j.at("orderB").get<Order>();

ring.minerAccountID = ethsnarks::FieldT(j.at("minerAccountID"));
ring.ringMatcherAccountID = ethsnarks::FieldT(j.at("ringMatcherAccountID"));
ring.tokenID = ethsnarks::FieldT(j.at("tokenID"));
ring.fee = ethsnarks::FieldT(j.at("fee").get<std::string>().c_str());
ring.nonce = ethsnarks::FieldT(j.at("nonce"));

ring.minerSignature = j.at("minerSignature").get<Signature>();
ring.ringMatcherSignature = j.at("ringMatcherSignature").get<Signature>();
ring.dualAuthASignature = j.at("dualAuthASignature").get<Signature>();
ring.dualAuthBSignature = j.at("dualAuthBSignature").get<Signature>();
}
Expand Down