forked from Loopring/protocols
-
Notifications
You must be signed in to change notification settings - Fork 12
/
BatchOrderGadgets.h
1824 lines (1524 loc) · 78.8 KB
/
BatchOrderGadgets.h
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
// SPDX-License-Identifier: Apache-2.0
// Copyright 2022 DeGate DAO
#ifndef _BATCHORDERGADGETS_H_
#define _BATCHORDERGADGETS_H_
#include "../Utils/Constants.h"
#include "../Utils/Data.h"
#include "StorageGadgets.h"
#include "AccountGadgets.h"
#include "MatchingGadgets.h"
#include "ethsnarks.hpp"
#include "gadgets/poseidon.hpp"
#include "utils.hpp"
using namespace ethsnarks;
namespace Loopring
{
// Each order contains two tokens.
// For a specifying tokenIDs(tokenA), find out the assignation by comparison between tokenIDs(tokenX, tokenY, tokenZ).
// Each token amount(amountA) is bound to a specific tokenID.
// For the final output of amountX, amountY, amountZ, 2 of the amounts will have the value of 0 and 1 amount with a value for token A.
// /For the final output of signX, signY, signZ, 2 of the signs will have the value 0 and 1 sign with a value for token A.
// sign: 0: default; 1: amount increased for the user; 2: amount reduced for the user.
class SelectOneTokenAmountGadget : public GadgetT
{
public:
EqualGadget tokenX_eq_tokenA;
EqualGadget tokenY_eq_tokenA;
EqualGadget tokenZ_eq_tokenA;
TernaryGadget tokenXAmountInTokenA;
TernaryGadget tokenYAmountInTokenA;
TernaryGadget tokenZAmountInTokenA;
TernaryGadget signX;
TernaryGadget signY;
TernaryGadget signZ;
// tokenA must be one of tokenX, tokenY and tokenZ
OrGadget validTokenA;
IfThenRequireGadget requireValidTokenA;
SelectOneTokenAmountGadget(
ProtoboardT &pb,
const Constants &constants,
const VariableT &tokenX,
const VariableT &tokenY,
const VariableT &tokenZ,
const VariableT &tokenA,
const VariableT &amountA,
// 0: no sign, belong fee or not match; 1: amount increase;2: amount reduce
const VariableT &sign,
const VariableT &verify,
const std::string &prefix)
: GadgetT(pb, prefix),
tokenX_eq_tokenA(pb, tokenX, tokenA, FMT(prefix, ".tokenX_eq_tokenA")),
tokenY_eq_tokenA(pb, tokenY, tokenA, FMT(prefix, ".tokenY_eq_tokenA")),
tokenZ_eq_tokenA(pb, tokenZ, tokenA, FMT(prefix, ".tokenZ_eq_tokenA")),
tokenXAmountInTokenA(pb, tokenX_eq_tokenA.result(), amountA, constants._0, FMT(prefix, ".tokenXAmountInTokenA")),
tokenYAmountInTokenA(pb, tokenY_eq_tokenA.result(), amountA, constants._0, FMT(prefix, ".tokenYAmountInTokenA")),
tokenZAmountInTokenA(pb, tokenZ_eq_tokenA.result(), amountA, constants._0, FMT(prefix, ".tokenZAmountInTokenA")),
// 0: no sign, belongs to fee or does not match; 1: amount increase;2: amount reduce
signX(pb, tokenX_eq_tokenA.result(), sign, constants._0, FMT(prefix, ".signX")),
signY(pb, tokenY_eq_tokenA.result(), sign, constants._0, FMT(prefix, ".signY")),
signZ(pb, tokenZ_eq_tokenA.result(), sign, constants._0, FMT(prefix, ".signZ")),
validTokenA(pb, {tokenX_eq_tokenA.result(), tokenY_eq_tokenA.result(), tokenZ_eq_tokenA.result()}, FMT(prefix, ".validTokenA")),
requireValidTokenA(pb, verify, validTokenA.result(), FMT(prefix, ".requireValidTokenA"))
{
}
void generate_r1cs_witness()
{
tokenX_eq_tokenA.generate_r1cs_witness();
tokenY_eq_tokenA.generate_r1cs_witness();
tokenZ_eq_tokenA.generate_r1cs_witness();
tokenXAmountInTokenA.generate_r1cs_witness();
tokenYAmountInTokenA.generate_r1cs_witness();
tokenZAmountInTokenA.generate_r1cs_witness();
signX.generate_r1cs_witness();
signY.generate_r1cs_witness();
signZ.generate_r1cs_witness();
validTokenA.generate_r1cs_witness();
requireValidTokenA.generate_r1cs_witness();
}
void generate_r1cs_constraints()
{
tokenX_eq_tokenA.generate_r1cs_constraints();
tokenY_eq_tokenA.generate_r1cs_constraints();
tokenZ_eq_tokenA.generate_r1cs_constraints();
tokenXAmountInTokenA.generate_r1cs_constraints();
tokenYAmountInTokenA.generate_r1cs_constraints();
tokenZAmountInTokenA.generate_r1cs_constraints();
signX.generate_r1cs_constraints();
signY.generate_r1cs_constraints();
signZ.generate_r1cs_constraints();
validTokenA.generate_r1cs_constraints();
requireValidTokenA.generate_r1cs_constraints();
}
const VariableT &getAmountX() const
{
return tokenXAmountInTokenA.result();
}
const VariableT &getAmountY() const
{
return tokenYAmountInTokenA.result();
}
const VariableT &getAmountZ() const
{
return tokenZAmountInTokenA.result();
}
const VariableT &getSignX() const
{
return signX.result();
}
const VariableT &getSignY() const
{
return signY.result();
}
const VariableT &getSignZ() const
{
return signZ.result();
}
};
class IsBatchSpotTradeGadget : public GadgetT
{
public:
EqualGadget isBatchSpotTradeTx;
IsBatchSpotTradeGadget(
ProtoboardT &pb,
const Constants &constants,
const VariableT ¤tType,
const VariableT &circuitType,
const std::string &prefix)
: GadgetT(pb, prefix),
isBatchSpotTradeTx(pb, currentType, circuitType, FMT(prefix, ".isBatchSpotTradeTx"))
{
}
void generate_r1cs_witness()
{
isBatchSpotTradeTx.generate_r1cs_witness();
}
void generate_r1cs_constraints()
{
isBatchSpotTradeTx.generate_r1cs_constraints();
}
const VariableT &result() const
{
return isBatchSpotTradeTx.result();
}
};
// If the order is a Noop, then some amount related fields need to be required to be 0
class RequireValidNoopOrderGadget : public GadgetT
{
public:
IfThenRequireEqualGadget validDeltaFilledS;
IfThenRequireEqualGadget validDeltaFilledB;
IfThenRequireEqualGadget validAppointTradingFee;
IfThenRequireEqualGadget validGasFee;
IfThenRequireEqualGadget validAmountS;
IfThenRequireEqualGadget validAmountB;
RequireValidNoopOrderGadget(
ProtoboardT &pb,
const Constants &constants,
const VariableT &deltaFilledS,
const VariableT &deltaFilledB,
const VariableT &appointTradingFee,
const VariableT &gasFee,
const VariableT &amountS,
const VariableT &amountB,
const VariableT &isNoop,
const std::string &prefix)
: GadgetT(pb, prefix),
validDeltaFilledS(pb, isNoop, deltaFilledS, constants._0, FMT(prefix, ".validDeltaFilledS")),
validDeltaFilledB(pb, isNoop, deltaFilledB, constants._0, FMT(prefix, ".validDeltaFilledB")),
validAppointTradingFee(pb, isNoop, appointTradingFee, constants._0, FMT(prefix, ".validAppointTradingFee")),
validGasFee(pb, isNoop, gasFee, constants._0, FMT(prefix, ".validGasFee")),
validAmountS(pb, isNoop, amountS, constants._0, FMT(prefix, ".validAmountS")),
validAmountB(pb, isNoop, amountB, constants._0, FMT(prefix, ".validAmountB"))
{
}
void generate_r1cs_witness()
{
validDeltaFilledS.generate_r1cs_witness();
validDeltaFilledB.generate_r1cs_witness();
validAppointTradingFee.generate_r1cs_witness();
validGasFee.generate_r1cs_witness();
validAmountS.generate_r1cs_witness();
validAmountB.generate_r1cs_witness();
}
void generate_r1cs_constraints()
{
validDeltaFilledS.generate_r1cs_constraints();
validDeltaFilledB.generate_r1cs_constraints();
validAppointTradingFee.generate_r1cs_constraints();
validGasFee.generate_r1cs_constraints();
validAmountS.generate_r1cs_constraints();
validAmountB.generate_r1cs_constraints();
}
};
// BatchOrderGadget will include OrderGadget, and add aggregation constraints on the basis of the original OrderGadget
// "deltaFilledS" and "deltaFilledB" are unique fields of BatchOrder. They are mainly used to tell BatchSpotTrade the number of orders
// matched at present. The difference from SpotTrade is that BatchOrder has no counterparty for matching.
// It only needs to keep the balance between "deltaFilledS" and "deltaFilledB" of all orders at the end to consider a valid match
// BatchOrderGadget will calculate the corresponding changes in the number of token matching,
// and changes in tradingFee and gasFee for BatchUserGadget according to the determined order of the three tokens.
// Therefore, the output seen will be tokenOneAmount, tokenTwoAmount, tokenThreeAmount, and tokenOneTradingFee, tokenTwoTradingFee, tokenThreeTradingFee,
// gasFee in tokenFeeSelect, represented by amountX, amountY, amountZ respectively
class BatchOrderGadget : public GadgetT
{
public:
Constants constants;
std::vector<VariableT> tokens;
OrderGadget order;
DualVariableGadget isNoop;
NotGadget isNotNoop;
// isBatchSpotTradeTx && isNotNoop, then this order is valid BatchOrder
AndGadget needCheckOrderValid;
// read history data on storage tree
StorageReaderGadget tradeHistory;
AutoMarketOrderCheck autoMarketOrderCheck;
// auto-market order may change the direct of match, the data and gasFee fields are reset once the direction is changed
// so, need this StorageReaderForAutoMarketGadget
StorageReaderForAutoMarketGadget tradeHistoryWithAutoMarket;
DualVariableGadget deltaFilledS;
DualVariableGadget deltaFilledB;
// calculate deltaFilledS, deltaFilledB legitimacy
// the old logic about order matching needs to be put into batch spot order
BatchOrderMatchingGadget batchOrderMatching;
FeeCalculatorGadget tradingFeeCalculator;
// tradingFee appointed by operator, but must less then calculeted with feeBips
// Because the user's aggregate transaction token changes must conform to float29(float30 in calldata, 1bit is used to represent positive and negative numbers),
// it is necessary to allow modification of tradingFee and gasFee
DualVariableGadget appointTradingFee;
// Check whether tradingFee and gasFee has met the requirements
// appointTradingFee <= tradingFeeCalculator(deltaAmountB * feeBips / 10000); gasFee <= maxFee
GasFeeMatchingGadget gasFeeMatch;
// important here
// If the order is noop, need to ensure that the deltaAmountS, deltaFilledB, appointTradingFee, gasFee, amountS, amountB corresponding to the order is 0
// If not, there is the possibility that the operator is doing something malicious
RequireValidNoopOrderGadget validNoopOrder;
// tokenBExchange = deltaFilledB - appointTradingFee;
// tradingFee must be charged on amountB, so it can be deducted directly from deltaFiledB
// But gasFee is different, need to see the value of feeTokenID
SubGadget tokenBExchange;
// Determine which of the three tokens TokenS is, and provide the amount change of TokenS, output amountX, amountY, amountZ, signX, signY, signZ
// if TokenS is the first token, then amountX == deltaFilledS, amountY == 0, amountZ == 0 and signX == 2, signY == 0, signZ == 0
// if TokenS is the second token, then amountX == 0, amountY == deltaFilledS, amountZ == 0 and signX == 0, signY == 2, signZ == 0
SelectOneTokenAmountGadget tokenSSelect;
// Determine which of the three tokens TokenB is, and provide the amount change of TokenB, output amountX, amountY, amountZ, signX, signY, signZ
// if TokenS is the first token, then amountX == deltaFilledB, amountY == 0, amountZ == 0 and signX == 1, signY == 0, signZ == 0
// if TokenS is the second token, then amountX == 0, amountY == deltaFilledB, amountZ == 0 and signX == 0, signY == 1, signZ == 0
SelectOneTokenAmountGadget tokenBSelect;
// Calculate the quantity changes of the three tokens on the matching data respectively
// tokenOneAmount = tokenSSelect.getAmountX() + tokenBSelect.getAmountX()
AddGadget tokenOneAmount;
// The sign is special, because the default value is 0 and other valid values are greater than 0(1: amount increase for user; 2: amount reduce for user),
// so it can be directly added to get the increase and decrease attribute value of a token
// tokenOneSign = tokenSSelect.getSignX() + tokenBSelect.getSignX()
AddGadget tokenOneSign;
// tokenTwoAmount = tokenSSelect.getAmountY() + tokenBSelect.getAmountY()
AddGadget tokenTwoAmount;
// tokenTwoSign = tokenSSelect.getSignY() + tokenBSelect.getSignY()
AddGadget tokenTwoSign;
// tokenThreeAmount = tokenSSelect.getAmountZ() + tokenBSelect.getAmountZ()
AddGadget tokenThreeAmount;
// tokenThreeSign = tokenSSelect.getSignZ() + tokenBSelect.getSignZ()
AddGadget tokenThreeSign;
// calculate token B exchange, this amount will reduce trading fee
// Calculate the change in quantity after removing tradingFee
SelectOneTokenAmountGadget tokenBExchangeSelect;
// tokenOneAmount = tokenSSelect.getAmountX() + tokenBExchangeSelect.getAmountX()
AddGadget tokenOneExchangeAmount;
// tokenOneSign = tokenSSelect.getSignX() + tokenBExchangeSelect.getSignX()
AddGadget tokenOneExchangeSign;
// tokenTwoAmount = tokenSSelect.getAmountY() + tokenBExchangeSelect.getAmountY()
AddGadget tokenTwoExchangeAmount;
// tokenTwoSign = tokenSSelect.getSignY() + tokenBExchangeSelect.getSignY()
AddGadget tokenTwoExchangeSign;
// tokenThreeAmount = tokenSSelect.getAmountZ() + tokenBExchangeSelect.getAmountZ()
AddGadget tokenThreeExchangeAmount;
// tokenThreeSign = tokenSSelect.getSignZ() + tokenBExchangeSelect.getSignZ()
AddGadget tokenThreeExchangeSign;
// Determine which of the three tokens feeTokenID is, and provide the amount change of feeToken, output amountX, amountY, amountZ, signX, signY, signZ
// gasFee is the payout so sign is 1
SelectOneTokenAmountGadget tokenFeeSelect;
// Determine which of the three tokens tradingFee is charged on
// If tokenBID is first token, then tokenOneTradingFee = appointTradingFee, and tokenTwoTradingFee = tokenThreeTradingFee == 0
// If tokenBID is second token, then tokenTwoTradingFee = appointTradingFee, and tokenOneTradingFee = tokenThreeTradingFee == 0
// If tokenBID is third token, then tokenThreeTradingFee = appointTradingFee, and tokenOneTradingFee = tokenTwoTradingFee == 0
// tokenOneTradingFee = tokenOneAmount - tokenOneExchangeAmount
SubGadget tokenOneTradingFee;
// tokenTwoTradingFee = tokenTwoAmount - tokenTwoExchangeAmount
SubGadget tokenTwoTradingFee;
// tokenThreeTradingFee = tokenThreeAmount - tokenThreeExchangeAmount
SubGadget tokenThreeTradingFee;
// select public key; appkey or asset key
// SpotTrade allow the use of appKey, choose which key to use to verify the signature
TernaryGadget resolvedAuthorX;
TernaryGadget resolvedAuthorY;
BatchOrderGadget(
ProtoboardT &pb,
const Constants &_constants,
const VariableT ×tamp,
const VariableT &blockExchange,
const StorageGadget &storageGadget,
// split TradingFee and GasFee - ProtocolFeeBips as the max TradingFee
const VariableT &maxFeeBips,
const std::vector<VariableT> &_tokens,
const BaseTransactionAccountState &account,
const VariableT &isBatchSpotTradeTx,
const std::string &prefix)
: GadgetT(pb, prefix),
constants(_constants),
tokens(_tokens),
order(pb, constants, blockExchange, maxFeeBips, constants._0, account.account.disableAppKeySpotTrade, FMT(prefix, ".order")),
isNoop(pb, NUM_BITS_BIT, FMT(prefix, ".isNoop")),
isNotNoop(pb, isNoop.packed, FMT(prefix, ".isNotNoop")),
needCheckOrderValid(pb, {isBatchSpotTradeTx, isNotNoop.result()}, FMT(prefix, ".needCheckOrderValid")),
tradeHistory(
pb,
constants,
storageGadget,
order.storageID,
needCheckOrderValid.result(),
FMT(prefix, ".tradeHistory")),
autoMarketOrderCheck(pb, constants, timestamp, blockExchange, order, tradeHistory, FMT(prefix, ".autoMarketOrderCheck")),
tradeHistoryWithAutoMarket(pb, constants, tradeHistory, autoMarketOrderCheck.isNewOrder(), FMT(prefix, ".tradeHistoryWithAutoMarket")),
deltaFilledS(pb, NUM_BITS_AMOUNT, FMT(prefix, ".deltaFilledS")),
deltaFilledB(pb, NUM_BITS_AMOUNT, FMT(prefix, ".deltaFilledB")),
// order matching legitimacy check
batchOrderMatching(
pb,
constants,
timestamp,
order,
tradeHistoryWithAutoMarket.getData(),
tradeHistory.getCancelled(),
deltaFilledS.packed,
deltaFilledB.packed,
isNotNoop.result(),
FMT(prefix, ".batchOrderMatching")
),
tradingFeeCalculator(
pb,
constants,
deltaFilledB.packed,
order.feeBips.packed,
FMT(prefix, ".tradingFeeCalculator")),
appointTradingFee(pb, NUM_BITS_AMOUNT, FMT(prefix, ".appointTradingFee")),
gasFeeMatch(
pb,
constants,
order.fee.packed,
tradeHistoryWithAutoMarket.getGasFee(),
order.maxFee.packed,
tradingFeeCalculator.getFee(),
appointTradingFee.packed,
isNotNoop.result(),
FMT(prefix, ".gas fee match")),
validNoopOrder(
pb,
constants,
deltaFilledS.packed,
deltaFilledB.packed,
appointTradingFee.packed,
order.fee.packed,
order.amountS.packed,
order.amountB.packed,
isNoop.packed,
FMT(prefix, ".validNoopOrder")
),
tokenBExchange(pb, deltaFilledB.packed, appointTradingFee.packed, NUM_BITS_AMOUNT, FMT(prefix, ".tokenBExchange")),
tokenSSelect(
pb,
constants,
tokens[0],
tokens[1],
tokens[2],
order.tokenS.packed,
deltaFilledS.packed,
constants._2,
isNotNoop.result(),
FMT(prefix, ".tokenSSelect")),
tokenBSelect(
pb,
constants,
tokens[0],
tokens[1],
tokens[2],
order.tokenB.packed,
deltaFilledB.packed,
constants._1,
isNotNoop.result(),
FMT(prefix, ".tokenBSelect")),
tokenOneAmount(pb, tokenSSelect.getAmountX(), tokenBSelect.getAmountX(), NUM_BITS_AMOUNT, FMT(prefix, ".tokenOneAmount")),
tokenOneSign(pb, tokenSSelect.getSignX(), tokenBSelect.getSignX(), NUM_BITS_TYPE, FMT(prefix, ".tokenOneSign")),
tokenTwoAmount(pb, tokenSSelect.getAmountY(), tokenBSelect.getAmountY(), NUM_BITS_AMOUNT, FMT(prefix, ".tokenTwoAmount")),
tokenTwoSign(pb, tokenSSelect.getSignY(), tokenBSelect.getSignY(), NUM_BITS_TYPE, FMT(prefix, ".tokenTwoSign")),
tokenThreeAmount(pb, tokenSSelect.getAmountZ(), tokenBSelect.getAmountZ(), NUM_BITS_AMOUNT, FMT(prefix, ".tokenThreeAmount")),
tokenThreeSign(pb, tokenSSelect.getSignZ(), tokenBSelect.getSignZ(), NUM_BITS_TYPE, FMT(prefix, ".tokenThreeSign")),
tokenBExchangeSelect(
pb,
constants,
tokens[0],
tokens[1],
tokens[2],
order.tokenB.packed,
tokenBExchange.result(),
constants._1,
isNotNoop.result(),
FMT(prefix, ".tokenBExchangeSelect")),
tokenOneExchangeAmount(pb, tokenSSelect.getAmountX(), tokenBExchangeSelect.getAmountX(), NUM_BITS_AMOUNT, FMT(prefix, ".tokenOneExchangeAmount")),
tokenOneExchangeSign(pb, tokenSSelect.getSignX(), tokenBExchangeSelect.getSignX(), NUM_BITS_TYPE, FMT(prefix, ".tokenOneExchangeSign")),
tokenTwoExchangeAmount(pb, tokenSSelect.getAmountY(), tokenBExchangeSelect.getAmountY(), NUM_BITS_AMOUNT, FMT(prefix, ".tokenTwoExchangeAmount")),
tokenTwoExchangeSign(pb, tokenSSelect.getSignY(), tokenBExchangeSelect.getSignY(), NUM_BITS_TYPE, FMT(prefix, ".tokenTwoExchangeSign")),
tokenThreeExchangeAmount(pb, tokenSSelect.getAmountZ(), tokenBExchangeSelect.getAmountZ(), NUM_BITS_AMOUNT, FMT(prefix, ".tokenThreeExchangeAmount")),
tokenThreeExchangeSign(pb, tokenSSelect.getSignZ(), tokenBExchangeSelect.getSignZ(), NUM_BITS_TYPE, FMT(prefix, ".tokenThreeExchangeSign")),
tokenFeeSelect(
pb,
constants,
tokens[0],
tokens[1],
tokens[2],
order.feeTokenID.packed,
order.fFee.value(),
constants._1,
isNotNoop.result(),
FMT(prefix, ".tokenFeeSelect")),
tokenOneTradingFee(pb, tokenOneAmount.result(), tokenOneExchangeAmount.result(), NUM_BITS_AMOUNT, FMT(prefix, ".tokenOneTradingFee")),
tokenTwoTradingFee(pb, tokenTwoAmount.result(), tokenTwoExchangeAmount.result(), NUM_BITS_AMOUNT, FMT(prefix, ".tokenTwoTradingFee")),
tokenThreeTradingFee(pb, tokenThreeAmount.result(), tokenThreeExchangeAmount.result(), NUM_BITS_AMOUNT, FMT(prefix, ".tokenThreeTradingFee")),
resolvedAuthorX(
pb,
order.useAppKey.packed,
account.account.appKeyPublicKey.x,
account.account.publicKey.x,
FMT(prefix, ".resolvedAuthorX")),
resolvedAuthorY(
pb,
order.useAppKey.packed,
account.account.appKeyPublicKey.y,
account.account.publicKey.y,
FMT(prefix, ".resolvedAuthorY"))
{
}
void generate_r1cs_witness(const Order &orderEntity)
{
// Inputs
LOG(LogDebug, "in BatchOrderGadget", "generate_r1cs_witness");
order.generate_r1cs_witness(orderEntity);
isNoop.generate_r1cs_witness(pb, orderEntity.isNoop);
isNotNoop.generate_r1cs_witness();
needCheckOrderValid.generate_r1cs_witness();
tradeHistory.generate_r1cs_witness();
autoMarketOrderCheck.generate_r1cs_witness(orderEntity.startOrder);
tradeHistoryWithAutoMarket.generate_r1cs_witness();
deltaFilledS.generate_r1cs_witness(pb, orderEntity.deltaFilledS);
deltaFilledB.generate_r1cs_witness(pb, orderEntity.deltaFilledB);
batchOrderMatching.generate_r1cs_witness();
tradingFeeCalculator.generate_r1cs_witness();
appointTradingFee.generate_r1cs_witness(pb, orderEntity.tradingFee);
gasFeeMatch.generate_r1cs_witness();
validNoopOrder.generate_r1cs_witness();
tokenBExchange.generate_r1cs_witness();
tokenSSelect.generate_r1cs_witness();
tokenBSelect.generate_r1cs_witness();
tokenOneAmount.generate_r1cs_witness();
tokenOneSign.generate_r1cs_witness();
tokenTwoAmount.generate_r1cs_witness();
tokenTwoSign.generate_r1cs_witness();
tokenThreeAmount.generate_r1cs_witness();
tokenThreeSign.generate_r1cs_witness();
tokenBExchangeSelect.generate_r1cs_witness();
tokenOneExchangeAmount.generate_r1cs_witness();
tokenOneExchangeSign.generate_r1cs_witness();
tokenTwoExchangeAmount.generate_r1cs_witness();
tokenTwoExchangeSign.generate_r1cs_witness();
tokenThreeExchangeAmount.generate_r1cs_witness();
tokenThreeExchangeSign.generate_r1cs_witness();
tokenFeeSelect.generate_r1cs_witness();
tokenOneTradingFee.generate_r1cs_witness();
tokenTwoTradingFee.generate_r1cs_witness();
tokenThreeTradingFee.generate_r1cs_witness();
resolvedAuthorX.generate_r1cs_witness();
resolvedAuthorY.generate_r1cs_witness();
}
void generate_r1cs_constraints()
{
order.generate_r1cs_constraints();
isNoop.generate_r1cs_constraints(true);
isNotNoop.generate_r1cs_constraints();
needCheckOrderValid.generate_r1cs_witness();
tradeHistory.generate_r1cs_constraints();
autoMarketOrderCheck.generate_r1cs_constraints();
tradeHistoryWithAutoMarket.generate_r1cs_constraints();
deltaFilledS.generate_r1cs_constraints(true);
deltaFilledB.generate_r1cs_constraints(true);
batchOrderMatching.generate_r1cs_constraints();
tradingFeeCalculator.generate_r1cs_constraints();
appointTradingFee.generate_r1cs_constraints();
gasFeeMatch.generate_r1cs_constraints();
validNoopOrder.generate_r1cs_constraints();
tokenBExchange.generate_r1cs_constraints();
tokenSSelect.generate_r1cs_constraints();
tokenBSelect.generate_r1cs_constraints();
tokenOneAmount.generate_r1cs_constraints();
tokenOneSign.generate_r1cs_constraints();
tokenTwoAmount.generate_r1cs_constraints();
tokenTwoSign.generate_r1cs_constraints();
tokenThreeAmount.generate_r1cs_constraints();
tokenThreeSign.generate_r1cs_constraints();
tokenBExchangeSelect.generate_r1cs_constraints();
tokenOneExchangeAmount.generate_r1cs_constraints();
tokenOneExchangeSign.generate_r1cs_constraints();
tokenTwoExchangeAmount.generate_r1cs_constraints();
tokenTwoExchangeSign.generate_r1cs_constraints();
tokenThreeExchangeAmount.generate_r1cs_constraints();
tokenThreeExchangeSign.generate_r1cs_constraints();
tokenFeeSelect.generate_r1cs_constraints();
tokenOneTradingFee.generate_r1cs_constraints();
tokenTwoTradingFee.generate_r1cs_constraints();
tokenThreeTradingFee.generate_r1cs_constraints();
resolvedAuthorX.generate_r1cs_constraints();
resolvedAuthorY.generate_r1cs_constraints();
}
// token amunt exchange, contains trading fee
const VariableT &getSelectTokenOneAmount() const
{
return tokenOneAmount.result();
}
const VariableT &getSelectTokenOneSign() const
{
return tokenOneSign.result();
}
const VariableT &getSelectTokenTwoAmount() const
{
return tokenTwoAmount.result();
}
const VariableT &getSelectTokenTwoSign() const
{
return tokenTwoSign.result();
}
const VariableT &getSelectTokenThreeAmount() const
{
return tokenThreeAmount.result();
}
const VariableT &getSelectTokenThreeSign() const
{
return tokenThreeSign.result();
}
// token amunt exchange, reduce trading fee
const VariableT &getSelectTokenOneExchangeAmount() const
{
return tokenOneExchangeAmount.result();
}
const VariableT &getSelectTokenOneExchangeSign() const
{
return tokenOneExchangeSign.result();
}
const VariableT &getSelectTokenTwoExchangeAmount() const
{
return tokenTwoExchangeAmount.result();
}
const VariableT &getSelectTokenTwoExchangeSign() const
{
return tokenTwoExchangeSign.result();
}
const VariableT &getSelectTokenThreeExchangeAmount() const
{
return tokenThreeExchangeAmount.result();
}
const VariableT &getSelectTokenThreeExchangeSign() const
{
return tokenThreeExchangeSign.result();
}
// GasFee, the gas fee may belong one token
const VariableT &getSelectTokenOneGasFee() const
{
return tokenFeeSelect.getAmountX();
}
const VariableT &getSelectTokenTwoGasFee() const
{
return tokenFeeSelect.getAmountY();
}
const VariableT &getSelectTokenThreeGasFee() const
{
return tokenFeeSelect.getAmountZ();
}
const VariableT &getSelectTokenOneTradingFee() const
{
return tokenOneTradingFee.result();
}
const VariableT &getSelectTokenTwoTradingFee() const
{
return tokenTwoTradingFee.result();
}
const VariableT &getSelectTokenThreeTradingFee() const
{
return tokenThreeTradingFee.result();
}
const VariableT &getTokenSID() const
{
return order.tokenS.packed;
}
const VariableT &getTokenBID() const
{
return order.tokenS.packed;
}
const VariableT &getFeeTokenID() const
{
return order.tokenS.packed;
}
const VariableT &getTokenSExchange() const
{
return deltaFilledS.packed;
}
const VariableT &getTokenBExchange() const
{
return tokenBExchange.result();
}
const VariableT &getOperatorExchange() const
{
return order.fFee.value();
}
const VariableT &getProtocolExchange() const
{
// return tradingFeeCalculator.getFee();
return appointTradingFee.packed;
}
const VariableT &requireSignature() const
{
return isNotNoop.result();
}
const VariableT &hash() const
{
return autoMarketOrderCheck.getVerifyHash();
}
const VariableT &getResolvedAuthorX() const
{
return resolvedAuthorX.result();
}
const VariableT &getResolvedAuthorY() const
{
return resolvedAuthorY.result();
}
};
// According to the provided tokenAmounts and tokenSigns, accumulate the data to forwardAmount and reverseAmount respectively
// if sign[i] == 1, then forwardAmount = forwardAmount + tokenAmounts[i], else forwardAmount = forwardAmount + 0
// if sign[i] == 2, then reverseAmount = reverseAmount + tokenAmounts[i], else reverseAmount = reverseAmount + 0
class BatchTokenAmountSumGadget : public GadgetT
{
public:
// Count the increase amount of a token
std::vector<EqualGadget> forwardSignsSelect;
std::vector<TernaryGadget> forwardAmountsSelect;
std::vector<AddGadget> forwardAmounts;
// Count the reduce amount of a token
std::vector<EqualGadget> reverseSignsSelect;
std::vector<TernaryGadget> reverseAmountsSelect;
std::vector<AddGadget> reverseAmounts;
BatchTokenAmountSumGadget(
ProtoboardT &pb,
const Constants &constants,
const std::vector<VariableT> &tokenAmounts,
const std::vector<VariableT> &tokenSigns,
unsigned int n,
const std::string &prefix)
: GadgetT(pb, prefix)
{
for (size_t i = 0; i < tokenAmounts.size(); i++)
{
forwardSignsSelect.emplace_back(pb, tokenSigns[i], constants._1, std::string("forwardSignsSelect_") + std::to_string(i));
forwardAmountsSelect.emplace_back(pb, forwardSignsSelect.back().result(), tokenAmounts[i], constants._0, std::string("forwardAmountsSelect_") + std::to_string(i));
forwardAmounts.emplace_back(pb, (i == 0) ? constants._0 : forwardAmounts.back().result(), forwardAmountsSelect.back().result(), n, std::string("forwardAmounts_") + std::to_string(i));
reverseSignsSelect.emplace_back(pb, tokenSigns[i], constants._2, std::string("reverseSignsSelect_") + std::to_string(i));
reverseAmountsSelect.emplace_back(pb, reverseSignsSelect.back().result(), tokenAmounts[i], constants._0, std::string("reverseAmountsSelect_") + std::to_string(i));
reverseAmounts.emplace_back(pb, (i == 0) ? constants._0 : reverseAmounts.back().result(), reverseAmountsSelect.back().result(), n, std::string("reverseAmounts_") + std::to_string(i));
}
}
void generate_r1cs_witness()
{
LOG(LogDebug, "in BatchTokenAmountSumGadget", "generate_r1cs_witness");
for (size_t i = 0; i < forwardSignsSelect.size(); i++)
{
forwardSignsSelect[i].generate_r1cs_witness();
forwardAmountsSelect[i].generate_r1cs_witness();
forwardAmounts[i].generate_r1cs_witness();
reverseSignsSelect[i].generate_r1cs_witness();
reverseAmountsSelect[i].generate_r1cs_witness();
reverseAmounts[i].generate_r1cs_witness();
}
}
void generate_r1cs_constraints()
{
for (size_t i = 0; i < forwardSignsSelect.size(); i++)
{
forwardSignsSelect[i].generate_r1cs_constraints();
forwardAmountsSelect[i].generate_r1cs_constraints();
forwardAmounts[i].generate_r1cs_constraints();
reverseSignsSelect[i].generate_r1cs_constraints();
reverseAmountsSelect[i].generate_r1cs_constraints();
reverseAmounts[i].generate_r1cs_constraints();
}
}
const VariableT &getForwardAmount() const
{
return forwardAmounts.back().result();
}
const VariableT &getReverseAmount() const
{
return reverseAmounts.back().result();
}
};
// Calculate the change of balance. If it increases, the returned data is positive. If it decreases, the returned data is negative.
// The return value is the transform value of float30, the length is 30bits. Among them, 29bits represent the value, and 1bit represents the positive and negative numbers.
// There is a mandatory requirement here that the value after conversion to float29 must be the same as the original value without losing precision.
// The data here will be uploaded to SmartContract as calldata.
class CalculateBalanceDifGadget : public GadgetT
{
public:
// if increase, then balanceBefore <= balanceAfter
// if reduce, the balanceBefore > balanceAfter
LeqGadget before_leq_after;
EqualGadget increase;
EqualGadget reduce;
// minBalance = min(balanceBefore, balanceAfter)
// The minimum value calculation method is used here for the following more convenient calculation
// Because of the particularity of the circuit, whether it is increase or reduce, both increaseAmount and reduceAmount will be calculated,
// If minBalance is not used, it will cause negative numbers to appear, which will exceed the calculation range.
MinGadget minBalance;
// if increase, then increaseAmount = balanceAfter - minBalance
IfThenSubGadget increaseAmount;
// if reduce, then increaseAmount = balanceBefore - minBalance
IfThenSubGadget reduceAmount;
// Convert to float form
FloatGadget fIncreaseAmount;
// Convert to float form
FloatGadget fReduceAmount;
// Negative value: use 2 to the 30th power minus fReduceAmount.floatValue
SubGadget reduceNegativeAmount;
// select floatValue: if increase, return fIncreaseAmount.getFArrayValue(), else return reduceNegativeAmount
TernaryGadget balanceDif;
// to bits
ToBitsGadget balanceDifBits;
// The data is required to be equal. If it is an increase, the increased data is equal to the data after the float.
// If it is a reduce, the reduce data is equal to the data after the float
EqualGadget increaseAmountEqual;
EqualGadget reduceAmountEqual;
IfThenRequireGadget requireValidIncreaseAmount;
IfThenRequireGadget requireValidReduceAmount;
// The change of user balance uses the float value, and the increase or reduce after the float transformation is calculated here
TernaryGadget realIncreaseFloatAmount;
TernaryGadget realReduceFloatAmount;
CalculateBalanceDifGadget( //
ProtoboardT &pb,
const Constants &constants,
const DynamicVariableGadget &balanceBefore,
const DynamicVariableGadget &balanceAfter,
const std::string &prefix)
: GadgetT(pb, prefix),
before_leq_after(pb, balanceBefore.back(), balanceAfter.back(), NUM_BITS_AMOUNT, FMT(prefix, ".before_leq_after")),
increase(pb, before_leq_after.leq(), constants._1, FMT(prefix, ".increase")),
reduce(pb, before_leq_after.gt(), constants._1, FMT(prefix, ".reduce")),
minBalance(pb, balanceBefore.back(), balanceAfter.back(), NUM_BITS_AMOUNT, FMT(prefix, ".minBalance")),
increaseAmount(pb, constants, increase.result(), balanceAfter.back(), minBalance.result(), NUM_BITS_AMOUNT, FMT(prefix, ".increaseAmount")),
reduceAmount(pb, constants, reduce.result(), balanceBefore.back(), minBalance.result(), NUM_BITS_AMOUNT, FMT(prefix, ".reduceAmount")),
fIncreaseAmount(pb, constants, Float29Encoding, FMT(prefix, ".fIncreaseAmount")),
fReduceAmount(pb, constants, Float29Encoding, FMT(prefix, ".fReduceAmount")),
// _ 2pow30 is at the length of byte31, so byte31 is used as the constraint. but it becomes byte30 as long as any non-zero value is subtracted
reduceNegativeAmount(pb, constants._2Pow30, fReduceAmount.getFArrayValue(), NUM_BITS_FLOAT_31, FMT(prefix, ".reduceNegativeAmount")),
balanceDif(pb, increase.result(), fIncreaseAmount.getFArrayValue(), reduceNegativeAmount.result(), FMT(prefix, ".balanceDifFloat")),
balanceDifBits(pb, balanceDif.result(), NUM_BITS_FLOAT_30, FMT(prefix, ".balanceDifBits")),
increaseAmountEqual(pb, fIncreaseAmount.value(), increaseAmount.result(), FMT(prefix, ".increaseAmountEqual")),
reduceAmountEqual(pb, fReduceAmount.value(), reduceAmount.result(), FMT(prefix, ".reduceAmountEqual")),
requireValidIncreaseAmount(pb, increase.result(), increaseAmountEqual.result(), FMT(prefix, ".requireValidIncreaseAmount")),
requireValidReduceAmount(pb, reduce.result(), reduceAmountEqual.result(), FMT(prefix, ".requireValidReduceAmount")),
realIncreaseFloatAmount(pb, increase.result(), fIncreaseAmount.value(), constants._0, FMT(prefix, ".realIncreaseFloatAmount")),
realReduceFloatAmount(pb, reduce.result(), fReduceAmount.value(), constants._0, FMT(prefix, ".realReduceFloatAmount"))
{
}
void generate_r1cs_witness()
{
LOG(LogDebug, "in CalculateBalanceDifGadget", "generate_r1cs_witness");
before_leq_after.generate_r1cs_witness();
increase.generate_r1cs_witness();
reduce.generate_r1cs_witness();
minBalance.generate_r1cs_witness();
increaseAmount.generate_r1cs_witness();
reduceAmount.generate_r1cs_witness();
fIncreaseAmount.generate_r1cs_witness(toFloat(pb.val(increaseAmount.result()), Float29Encoding));
fReduceAmount.generate_r1cs_witness(toFloat(pb.val(reduceAmount.result()), Float29Encoding));
reduceNegativeAmount.generate_r1cs_witness();
balanceDif.generate_r1cs_witness();
balanceDifBits.generate_r1cs_witness();
increaseAmountEqual.generate_r1cs_witness();
reduceAmountEqual.generate_r1cs_witness();
requireValidIncreaseAmount.generate_r1cs_witness();
requireValidReduceAmount.generate_r1cs_witness();
realIncreaseFloatAmount.generate_r1cs_witness();
realReduceFloatAmount.generate_r1cs_witness();
}
void generate_r1cs_constraints()
{
before_leq_after.generate_r1cs_constraints();
increase.generate_r1cs_constraints();
reduce.generate_r1cs_constraints();
minBalance.generate_r1cs_constraints();
increaseAmount.generate_r1cs_constraints();
reduceAmount.generate_r1cs_constraints();
fIncreaseAmount.generate_r1cs_constraints();
fReduceAmount.generate_r1cs_constraints();
reduceNegativeAmount.generate_r1cs_constraints();
balanceDif.generate_r1cs_constraints();
balanceDifBits.generate_r1cs_constraints();
increaseAmountEqual.generate_r1cs_constraints();
reduceAmountEqual.generate_r1cs_constraints();
requireValidIncreaseAmount.generate_r1cs_constraints();
requireValidReduceAmount.generate_r1cs_constraints();
realIncreaseFloatAmount.generate_r1cs_constraints();
realReduceFloatAmount.generate_r1cs_constraints();
}
const VariableArrayT &getBalanceDifFloatBits() const
{
return balanceDifBits.bits;
}
const VariableT &getBalanceDif() const
{
return balanceDif.result();
}
const VariableT &getIncreaseAmount() const
{
return realIncreaseFloatAmount.result();
}
const VariableT &getReduceAmount() const
{
return realReduceFloatAmount.result();
}
};
// Important: The three tokens will definitely not have the same item
// The token type calculation tool calculates the token type according to the order information and tokens information provided
// It is mainly used for UserB to UserF. These users can only have two tokens and need to choose from three tokens. The tokenType indicates which two tokens are selected.
// UserA has three tokens, no tokenType required
// It is necessary to consider the case that the user is Noop or Order is Noop. At this time, the tokenID is 0, amount is 0, so it does matter what the tokenType is, it's normally 0
class BatchUserTokenTypeGadget: public GadgetT
{
public:
EqualGadget tokenS_eq_firstToken;
EqualGadget tokenS_eq_secondToken;
EqualGadget tokenS_eq_thirdToken;
EqualGadget tokenB_eq_firstToken;
EqualGadget tokenB_eq_secondToken;
EqualGadget tokenB_eq_thirdToken;
// type = 0
// tokenS_eq_firstToken == true and tokenB_eq_secondToken == true
AndGadget typeZero_firstScene;
// tokenB_eq_firstToken == true and tokenS_eq_secondToken == true