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swap.go
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swap.go
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package types
import (
"sort"
sdk "github.com/cosmos/cosmos-sdk/types"
)
// Type of match
type MatchType int
const (
ExactMatch MatchType = iota + 1
NoMatch
FractionalMatch
)
// Direction of price
type PriceDirection int
const (
Increasing PriceDirection = iota + 1
Decreasing
Staying
)
// Direction of order
type OrderDirection int
const (
DirectionXtoY OrderDirection = iota + 1
DirectionYtoX
)
// Type of order map to index at price, having the pointer list of the swap batch message.
type Order struct {
Price sdk.Dec
BuyOfferAmt sdk.Int
SellOfferAmt sdk.Int
SwapMsgStates []*SwapMsgState
}
// OrderBook is a list of orders
type OrderBook []Order
// Len implements sort.Interface for OrderBook
func (orderBook OrderBook) Len() int { return len(orderBook) }
// Less implements sort.Interface for OrderBook
func (orderBook OrderBook) Less(i, j int) bool {
return orderBook[i].Price.LT(orderBook[j].Price)
}
// Swap implements sort.Interface for OrderBook
func (orderBook OrderBook) Swap(i, j int) { orderBook[i], orderBook[j] = orderBook[j], orderBook[i] }
// increasing sort orderbook by order price
func (orderBook OrderBook) Sort() {
sort.Slice(orderBook, func(i, j int) bool {
return orderBook[i].Price.LT(orderBook[j].Price)
})
}
// decreasing sort orderbook by order price
func (orderBook OrderBook) Reverse() {
sort.Slice(orderBook, func(i, j int) bool {
return orderBook[i].Price.GT(orderBook[j].Price)
})
}
// Get number of not matched messages on the list.
func CountNotMatchedMsgs(swapMsgStates []*SwapMsgState) int {
cnt := 0
for _, m := range swapMsgStates {
if m.Executed && !m.Succeeded {
cnt++
}
}
return cnt
}
// Get number of fractional matched messages on the list.
func CountFractionalMatchedMsgs(swapMsgStates []*SwapMsgState) int {
cnt := 0
for _, m := range swapMsgStates {
if m.Executed && m.Succeeded && !m.ToBeDeleted {
cnt++
}
}
return cnt
}
// Order map type indexed by order price at price
type OrderMap map[string]Order
// Make orderbook by sort orderMap.
func (orderMap OrderMap) SortOrderBook() (orderBook OrderBook) {
for _, o := range orderMap {
orderBook = append(orderBook, o)
}
orderBook.Sort()
return orderBook
}
// struct of swap matching result of the batch
type BatchResult struct {
MatchType MatchType
PriceDirection PriceDirection
SwapPrice sdk.Dec
EX sdk.Dec
EY sdk.Dec
OriginalEX sdk.Int
OriginalEY sdk.Int
PoolX sdk.Dec
PoolY sdk.Dec
TransactAmt sdk.Dec
}
// return of zero object, to avoid nil
func NewBatchResult() BatchResult {
return BatchResult{
SwapPrice: sdk.ZeroDec(),
EX: sdk.ZeroDec(),
EY: sdk.ZeroDec(),
OriginalEX: sdk.ZeroInt(),
OriginalEY: sdk.ZeroInt(),
PoolX: sdk.ZeroDec(),
PoolY: sdk.ZeroDec(),
TransactAmt: sdk.ZeroDec(),
}
}
// struct of swap matching result of each Batch swap message
type MatchResult struct {
OrderDirection OrderDirection
OrderMsgIndex uint64
OrderPrice sdk.Dec
OfferCoinAmt sdk.Dec
TransactedCoinAmt sdk.Dec
ExchangedDemandCoinAmt sdk.Dec
OfferCoinFeeAmt sdk.Dec
ExchangedCoinFeeAmt sdk.Dec
SwapMsgState *SwapMsgState
}
// The price and coins of swap messages in orderbook are calculated
// to derive match result with the price direction.
func (orderBook OrderBook) Match(x, y sdk.Dec) (BatchResult, bool) {
currentPrice := x.Quo(y)
priceDirection := orderBook.PriceDirection(currentPrice)
if priceDirection == Staying {
return orderBook.CalculateMatchStay(currentPrice), true
}
return orderBook.CalculateMatch(priceDirection, x, y)
}
// Check orderbook validity naively
func (orderBook OrderBook) Validate(currentPrice sdk.Dec) bool {
if !currentPrice.IsPositive() {
return false
}
maxBuyOrderPrice := sdk.ZeroDec()
minSellOrderPrice := sdk.NewDec(1000000000000)
for _, order := range orderBook {
if order.BuyOfferAmt.IsPositive() && order.Price.GT(maxBuyOrderPrice) {
maxBuyOrderPrice = order.Price
}
if order.SellOfferAmt.IsPositive() && (order.Price.LT(minSellOrderPrice)) {
minSellOrderPrice = order.Price
}
}
if maxBuyOrderPrice.GT(minSellOrderPrice) ||
maxBuyOrderPrice.Quo(currentPrice).GT(sdk.MustNewDecFromStr("1.10")) ||
minSellOrderPrice.Quo(currentPrice).LT(sdk.MustNewDecFromStr("0.90")) {
return false
}
return true
}
// Calculate results for orderbook matching with unchanged price case
func (orderBook OrderBook) CalculateMatchStay(currentPrice sdk.Dec) (r BatchResult) {
r = NewBatchResult()
r.SwapPrice = currentPrice
r.OriginalEX, r.OriginalEY = orderBook.ExecutableAmt(r.SwapPrice)
r.EX = r.OriginalEX.ToDec()
r.EY = r.OriginalEY.ToDec()
r.PriceDirection = Staying
s := r.SwapPrice.Mul(r.EY)
if r.EX.IsZero() || r.EY.IsZero() {
r.MatchType = NoMatch
} else if r.EX.Equal(s) { // Normalization to an integrator for easy determination of exactMatch
r.MatchType = ExactMatch
} else {
// Decimal Error, When calculating the Executable value, conservatively Truncated decimal
r.MatchType = FractionalMatch
if r.EX.GT(s) {
r.EX = s
} else if r.EX.LT(s) {
r.EY = r.EX.Quo(r.SwapPrice)
}
}
return
}
// Calculates the batch results with the logic for each direction
func (orderBook OrderBook) CalculateMatch(direction PriceDirection, x, y sdk.Dec) (maxScenario BatchResult, found bool) {
currentPrice := x.Quo(y)
lastOrderPrice := currentPrice
var matchScenarios []BatchResult
start, end, delta := 0, len(orderBook)-1, 1
if direction == Decreasing {
start, end, delta = end, start, -1
}
for i := start; i != end+delta; i += delta {
order := orderBook[i]
if (direction == Increasing && order.Price.LT(currentPrice)) ||
(direction == Decreasing && order.Price.GT(currentPrice)) {
continue
} else {
orderPrice := order.Price
r := orderBook.CalculateSwap(direction, x, y, orderPrice, lastOrderPrice)
// Check to see if it exceeds a value that can be a decimal error
if (direction == Increasing && r.PoolY.Sub(r.EX.Quo(r.SwapPrice)).GTE(sdk.OneDec())) ||
(direction == Decreasing && r.PoolX.Sub(r.EY.Mul(r.SwapPrice)).GTE(sdk.OneDec())) {
continue
}
matchScenarios = append(matchScenarios, r)
lastOrderPrice = orderPrice
}
}
maxScenario = NewBatchResult()
for _, s := range matchScenarios {
MEX, MEY := orderBook.MustExecutableAmt(s.SwapPrice)
if s.EX.GTE(MEX.ToDec()) && s.EY.GTE(MEY.ToDec()) {
if s.MatchType == ExactMatch && s.TransactAmt.IsPositive() {
maxScenario = s
found = true
break
} else if s.TransactAmt.GT(maxScenario.TransactAmt) {
maxScenario = s
found = true
}
}
}
maxScenario.PriceDirection = direction
return maxScenario, found
}
// CalculateSwap calculates the batch result.
func (orderBook OrderBook) CalculateSwap(direction PriceDirection, x, y, orderPrice, lastOrderPrice sdk.Dec) BatchResult {
r := NewBatchResult()
r.OriginalEX, r.OriginalEY = orderBook.ExecutableAmt(lastOrderPrice.Add(orderPrice).Quo(sdk.NewDec(2)))
r.EX = r.OriginalEX.ToDec()
r.EY = r.OriginalEY.ToDec()
r.SwapPrice = x.Add(r.EX.MulInt64(2)).Quo(y.Add(r.EY.MulInt64(2))) // P_s = (X + 2EX) / (Y + 2EY)
if direction == Increasing {
r.PoolY = r.SwapPrice.Mul(y).Sub(x).Quo(r.SwapPrice.MulInt64(2)) // (P_s * Y - X / 2P_s)
if lastOrderPrice.LT(r.SwapPrice) && r.SwapPrice.LT(orderPrice) && !r.PoolY.IsNegative() {
if r.EX.IsZero() && r.EY.IsZero() {
r.MatchType = NoMatch
} else {
r.MatchType = ExactMatch
}
}
} else if direction == Decreasing {
r.PoolX = x.Sub(r.SwapPrice.Mul(y)).QuoInt64(2) // (X - P_s * Y) / 2
if orderPrice.LT(r.SwapPrice) && r.SwapPrice.LT(lastOrderPrice) && !r.PoolX.IsNegative() {
if r.EX.IsZero() && r.EY.IsZero() {
r.MatchType = NoMatch
} else {
r.MatchType = ExactMatch
}
}
}
if r.MatchType == 0 {
r.OriginalEX, r.OriginalEY = orderBook.ExecutableAmt(orderPrice)
r.EX = r.OriginalEX.ToDec()
r.EY = r.OriginalEY.ToDec()
r.SwapPrice = orderPrice
// When calculating the Pool value, conservatively Truncated decimal, so Ceil it to reduce the decimal error
if direction == Increasing {
r.PoolY = r.SwapPrice.Mul(y).Sub(x).Quo(r.SwapPrice.MulInt64(2)) // (P_s * Y - X) / 2P_s
r.EX = sdk.MinDec(r.EX, r.EY.Add(r.PoolY).Mul(r.SwapPrice)).Ceil()
r.EY = sdk.MaxDec(sdk.MinDec(r.EY, r.EX.Quo(r.SwapPrice).Sub(r.PoolY)), sdk.ZeroDec()).Ceil()
} else if direction == Decreasing {
r.PoolX = x.Sub(r.SwapPrice.Mul(y)).QuoInt64(2) // (X - P_s * Y) / 2
r.EY = sdk.MinDec(r.EY, r.EX.Add(r.PoolX).Quo(r.SwapPrice)).Ceil()
r.EX = sdk.MaxDec(sdk.MinDec(r.EX, r.EY.Mul(r.SwapPrice).Sub(r.PoolX)), sdk.ZeroDec()).Ceil()
}
r.MatchType = FractionalMatch
}
if direction == Increasing {
if r.SwapPrice.LT(x.Quo(y)) || r.PoolY.IsNegative() {
r.TransactAmt = sdk.ZeroDec()
} else {
r.TransactAmt = sdk.MinDec(r.EX, r.EY.Add(r.PoolY).Mul(r.SwapPrice))
}
} else if direction == Decreasing {
if r.SwapPrice.GT(x.Quo(y)) || r.PoolX.IsNegative() {
r.TransactAmt = sdk.ZeroDec()
} else {
r.TransactAmt = sdk.MinDec(r.EY, r.EX.Add(r.PoolX).Quo(r.SwapPrice))
}
}
return r
}
// Get Price direction of the orderbook with current Price
func (orderBook OrderBook) PriceDirection(currentPrice sdk.Dec) PriceDirection {
buyAmtOverCurrentPrice := sdk.ZeroDec()
buyAmtAtCurrentPrice := sdk.ZeroDec()
sellAmtUnderCurrentPrice := sdk.ZeroDec()
sellAmtAtCurrentPrice := sdk.ZeroDec()
for _, order := range orderBook {
if order.Price.GT(currentPrice) {
buyAmtOverCurrentPrice = buyAmtOverCurrentPrice.Add(order.BuyOfferAmt.ToDec())
} else if order.Price.Equal(currentPrice) {
buyAmtAtCurrentPrice = buyAmtAtCurrentPrice.Add(order.BuyOfferAmt.ToDec())
sellAmtAtCurrentPrice = sellAmtAtCurrentPrice.Add(order.SellOfferAmt.ToDec())
} else if order.Price.LT(currentPrice) {
sellAmtUnderCurrentPrice = sellAmtUnderCurrentPrice.Add(order.SellOfferAmt.ToDec())
}
}
if buyAmtOverCurrentPrice.GT(currentPrice.Mul(sellAmtUnderCurrentPrice.Add(sellAmtAtCurrentPrice))) {
return Increasing
} else if currentPrice.Mul(sellAmtUnderCurrentPrice).GT(buyAmtOverCurrentPrice.Add(buyAmtAtCurrentPrice)) {
return Decreasing
}
return Staying
}
// calculate the executable amount of the orderbook for each X, Y
func (orderBook OrderBook) ExecutableAmt(swapPrice sdk.Dec) (executableBuyAmtX, executableSellAmtY sdk.Int) {
executableBuyAmtX = sdk.ZeroInt()
executableSellAmtY = sdk.ZeroInt()
for _, order := range orderBook {
if order.Price.GTE(swapPrice) {
executableBuyAmtX = executableBuyAmtX.Add(order.BuyOfferAmt)
}
if order.Price.LTE(swapPrice) {
executableSellAmtY = executableSellAmtY.Add(order.SellOfferAmt)
}
}
return
}
// Check swap executable amount validity of the orderbook
func (orderBook OrderBook) MustExecutableAmt(swapPrice sdk.Dec) (mustExecutableBuyAmtX, mustExecutableSellAmtY sdk.Int) {
mustExecutableBuyAmtX = sdk.ZeroInt()
mustExecutableSellAmtY = sdk.ZeroInt()
for _, order := range orderBook {
if order.Price.GT(swapPrice) {
mustExecutableBuyAmtX = mustExecutableBuyAmtX.Add(order.BuyOfferAmt)
}
if order.Price.LT(swapPrice) {
mustExecutableSellAmtY = mustExecutableSellAmtY.Add(order.SellOfferAmt)
}
}
return
}
// make orderMap key as swap price, value as Buy, Sell Amount from swap msgs, with split as Buy xToY, Sell yToX msg list.
func MakeOrderMap(swapMsgs []*SwapMsgState, denomX, denomY string, onlyNotMatched bool) (OrderMap, []*SwapMsgState, []*SwapMsgState) {
orderMap := make(OrderMap)
var xToY []*SwapMsgState // buying Y from X
var yToX []*SwapMsgState // selling Y for X
for _, m := range swapMsgs {
if onlyNotMatched && (m.ToBeDeleted || m.RemainingOfferCoin.IsZero()) {
continue
}
order := Order{
Price: m.Msg.OrderPrice,
BuyOfferAmt: sdk.ZeroInt(),
SellOfferAmt: sdk.ZeroInt(),
}
orderPriceString := m.Msg.OrderPrice.String()
switch {
// buying Y from X
case m.Msg.OfferCoin.Denom == denomX:
xToY = append(xToY, m)
if o, ok := orderMap[orderPriceString]; ok {
order = o
order.BuyOfferAmt = o.BuyOfferAmt.Add(m.RemainingOfferCoin.Amount)
} else {
order.BuyOfferAmt = m.RemainingOfferCoin.Amount
}
// selling Y for X
case m.Msg.OfferCoin.Denom == denomY:
yToX = append(yToX, m)
if o, ok := orderMap[orderPriceString]; ok {
order = o
order.SellOfferAmt = o.SellOfferAmt.Add(m.RemainingOfferCoin.Amount)
} else {
order.SellOfferAmt = m.RemainingOfferCoin.Amount
}
default:
panic(ErrInvalidDenom)
}
order.SwapMsgStates = append(order.SwapMsgStates, m)
orderMap[orderPriceString] = order
}
return orderMap, xToY, yToX
}
// check validity state of the batch swap messages, and set to delete state to height timeout expired order
func ValidateStateAndExpireOrders(swapMsgStates []*SwapMsgState, currentHeight int64, expireThisHeight bool) {
for _, order := range swapMsgStates {
if !order.Executed {
panic("not executed")
}
if order.RemainingOfferCoin.IsZero() {
if !order.Succeeded || !order.ToBeDeleted {
panic("broken state consistency for not matched order")
}
continue
}
// set toDelete, expired msgs
if currentHeight > order.OrderExpiryHeight {
if order.Succeeded || !order.ToBeDeleted {
panic("broken state consistency for fractional matched order")
}
continue
}
if expireThisHeight && currentHeight == order.OrderExpiryHeight {
order.ToBeDeleted = true
}
}
}
// Check swap price validity using list of match result.
func CheckSwapPrice(matchResultXtoY, matchResultYtoX []MatchResult, swapPrice sdk.Dec) bool {
if len(matchResultXtoY) == 0 && len(matchResultYtoX) == 0 {
return true
}
// Check if it is greater than a value that can be a decimal error
for _, m := range matchResultXtoY {
if m.TransactedCoinAmt.Quo(swapPrice).Sub(m.ExchangedDemandCoinAmt).Abs().GT(sdk.OneDec()) {
return false
}
}
for _, m := range matchResultYtoX {
if m.TransactedCoinAmt.Mul(swapPrice).Sub(m.ExchangedDemandCoinAmt).Abs().GT(sdk.OneDec()) {
return false
}
}
return !swapPrice.IsZero()
}
// Find matched orders and set status for msgs
func FindOrderMatch(direction OrderDirection, swapMsgStates []*SwapMsgState, executableAmt, swapPrice sdk.Dec, height int64) (
matchResults []MatchResult, poolXDelta, poolYDelta sdk.Dec) {
poolXDelta = sdk.ZeroDec()
poolYDelta = sdk.ZeroDec()
if executableAmt.IsZero() {
return
}
if direction == DirectionXtoY {
sort.SliceStable(swapMsgStates, func(i, j int) bool {
return swapMsgStates[i].Msg.OrderPrice.GT(swapMsgStates[j].Msg.OrderPrice)
})
} else if direction == DirectionYtoX {
sort.SliceStable(swapMsgStates, func(i, j int) bool {
return swapMsgStates[i].Msg.OrderPrice.LT(swapMsgStates[j].Msg.OrderPrice)
})
}
matchAmt := sdk.ZeroInt()
accumMatchAmt := sdk.ZeroInt()
var matchedSwapMsgStates []*SwapMsgState //nolint:prealloc
for i, order := range swapMsgStates {
// include the matched order in matchAmt, matchedSwapMsgStates
if (direction == DirectionXtoY && order.Msg.OrderPrice.LT(swapPrice)) ||
(direction == DirectionYtoX && order.Msg.OrderPrice.GT(swapPrice)) {
break
}
matchAmt = matchAmt.Add(order.RemainingOfferCoin.Amount)
matchedSwapMsgStates = append(matchedSwapMsgStates, order)
if i == len(swapMsgStates)-1 || !swapMsgStates[i+1].Msg.OrderPrice.Equal(order.Msg.OrderPrice) {
if matchAmt.IsPositive() {
var fractionalMatchRatio sdk.Dec
if accumMatchAmt.Add(matchAmt).ToDec().GTE(executableAmt) {
fractionalMatchRatio = executableAmt.Sub(accumMatchAmt.ToDec()).Quo(matchAmt.ToDec())
if fractionalMatchRatio.GT(sdk.NewDec(1)) {
panic("fractionalMatchRatio should be between 0 and 1")
}
} else {
fractionalMatchRatio = sdk.OneDec()
}
if !fractionalMatchRatio.IsPositive() {
fractionalMatchRatio = sdk.OneDec()
}
for _, matchOrder := range matchedSwapMsgStates {
offerAmt := matchOrder.RemainingOfferCoin.Amount.ToDec()
matchResult := MatchResult{
OrderDirection: direction,
OfferCoinAmt: offerAmt,
// TransactedCoinAmt is a value that should not be lost, so Ceil it conservatively considering the decimal error.
TransactedCoinAmt: offerAmt.Mul(fractionalMatchRatio).Ceil(),
SwapMsgState: matchOrder,
}
if matchResult.OfferCoinAmt.Sub(matchResult.TransactedCoinAmt).LTE(sdk.OneDec()) {
// Use ReservedOfferCoinFee to avoid decimal errors when OfferCoinAmt and TransactedCoinAmt are almost equal in value.
matchResult.OfferCoinFeeAmt = matchResult.SwapMsgState.ReservedOfferCoinFee.Amount.ToDec()
} else {
matchResult.OfferCoinFeeAmt = matchResult.SwapMsgState.ReservedOfferCoinFee.Amount.ToDec().Mul(fractionalMatchRatio)
}
if direction == DirectionXtoY {
matchResult.ExchangedDemandCoinAmt = matchResult.TransactedCoinAmt.Quo(swapPrice)
matchResult.ExchangedCoinFeeAmt = matchResult.OfferCoinFeeAmt.Quo(swapPrice)
} else if direction == DirectionYtoX {
matchResult.ExchangedDemandCoinAmt = matchResult.TransactedCoinAmt.Mul(swapPrice)
matchResult.ExchangedCoinFeeAmt = matchResult.OfferCoinFeeAmt.Mul(swapPrice)
}
// Check for differences above maximum decimal error
if matchResult.TransactedCoinAmt.GT(matchResult.OfferCoinAmt) {
panic("bad TransactedCoinAmt")
}
if matchResult.OfferCoinFeeAmt.GT(matchResult.OfferCoinAmt) && matchResult.OfferCoinFeeAmt.GT(sdk.OneDec()) {
panic("bad OfferCoinFeeAmt")
}
matchResults = append(matchResults, matchResult)
if direction == DirectionXtoY {
poolXDelta = poolXDelta.Add(matchResult.TransactedCoinAmt)
poolYDelta = poolYDelta.Sub(matchResult.ExchangedDemandCoinAmt)
} else if direction == DirectionYtoX {
poolXDelta = poolXDelta.Sub(matchResult.ExchangedDemandCoinAmt)
poolYDelta = poolYDelta.Add(matchResult.TransactedCoinAmt)
}
}
accumMatchAmt = accumMatchAmt.Add(matchAmt)
}
matchAmt = sdk.ZeroInt()
matchedSwapMsgStates = matchedSwapMsgStates[:0]
}
}
return matchResults, poolXDelta, poolYDelta
}
// UpdateSwapMsgStates updates SwapMsgStates using the MatchResults.
func UpdateSwapMsgStates(x, y sdk.Dec, xToY, yToX []*SwapMsgState, matchResultXtoY, matchResultYtoX []MatchResult) (
[]*SwapMsgState, []*SwapMsgState, sdk.Dec, sdk.Dec, sdk.Dec, sdk.Dec) {
sort.SliceStable(xToY, func(i, j int) bool {
return xToY[i].Msg.OrderPrice.GT(xToY[j].Msg.OrderPrice)
})
sort.SliceStable(yToX, func(i, j int) bool {
return yToX[i].Msg.OrderPrice.LT(yToX[j].Msg.OrderPrice)
})
poolXDelta := sdk.ZeroDec()
poolYDelta := sdk.ZeroDec()
// Variables to accumulate and offset the values of int 1 caused by decimal error
decimalErrorX := sdk.ZeroDec()
decimalErrorY := sdk.ZeroDec()
for _, match := range append(matchResultXtoY, matchResultYtoX...) {
sms := match.SwapMsgState
if match.OrderDirection == DirectionXtoY {
poolXDelta = poolXDelta.Add(match.TransactedCoinAmt)
poolYDelta = poolYDelta.Sub(match.ExchangedDemandCoinAmt)
} else {
poolXDelta = poolXDelta.Sub(match.ExchangedDemandCoinAmt)
poolYDelta = poolYDelta.Add(match.TransactedCoinAmt)
}
if sms.RemainingOfferCoin.Amount.ToDec().Sub(match.TransactedCoinAmt).LTE(sdk.OneDec()) {
// when RemainingOfferCoin and TransactedCoinAmt are almost equal in value, corrects the decimal error and processes as a exact match.
sms.ExchangedOfferCoin.Amount = sms.ExchangedOfferCoin.Amount.Add(match.TransactedCoinAmt.TruncateInt())
sms.RemainingOfferCoin.Amount = sms.RemainingOfferCoin.Amount.Sub(match.TransactedCoinAmt.TruncateInt())
sms.ReservedOfferCoinFee.Amount = sms.ReservedOfferCoinFee.Amount.Sub(match.OfferCoinFeeAmt.TruncateInt())
if sms.ExchangedOfferCoin.IsNegative() || sms.RemainingOfferCoin.IsNegative() || sms.ReservedOfferCoinFee.IsNegative() {
panic("negative coin amount after update")
}
if sms.RemainingOfferCoin.Amount.Equal(sdk.OneInt()) {
decimalErrorY = decimalErrorY.Add(sdk.OneDec())
sms.RemainingOfferCoin.Amount = sdk.ZeroInt()
}
if !sms.RemainingOfferCoin.IsZero() || sms.ExchangedOfferCoin.Amount.GT(sms.Msg.OfferCoin.Amount) ||
sms.ReservedOfferCoinFee.Amount.GT(sdk.OneInt()) {
panic("invalid state after update")
} else {
sms.Succeeded = true
sms.ToBeDeleted = true
}
} else {
// fractional match
sms.ExchangedOfferCoin.Amount = sms.ExchangedOfferCoin.Amount.Add(match.TransactedCoinAmt.TruncateInt())
sms.RemainingOfferCoin.Amount = sms.RemainingOfferCoin.Amount.Sub(match.TransactedCoinAmt.TruncateInt())
sms.ReservedOfferCoinFee.Amount = sms.ReservedOfferCoinFee.Amount.Sub(match.OfferCoinFeeAmt.TruncateInt())
if sms.ExchangedOfferCoin.IsNegative() || sms.RemainingOfferCoin.IsNegative() || sms.ReservedOfferCoinFee.IsNegative() {
panic("negative coin amount after update")
}
sms.Succeeded = true
sms.ToBeDeleted = false
}
}
// Offset accumulated decimal error values
poolXDelta = poolXDelta.Add(decimalErrorX)
poolYDelta = poolYDelta.Add(decimalErrorY)
x = x.Add(poolXDelta)
y = y.Add(poolYDelta)
return xToY, yToX, x, y, poolXDelta, poolYDelta
}