DragonX/dragonx
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases 2 Wiki Activity

added costbasis validation

Browse Source 
removed cycling in setcostbasis
This commit is contained in:
dimxy
2019-04-23 20:07:07 +05:00
parent 37a09bf6cd
commit db8619363c
1 changed files with 85 additions and 34 deletions
Download Patch File Download Diff File Expand all files Collapse all files

119
src/cc/prices.cpp
View File

@@ -44,6 +44,8 @@ CBOPRET creates trustless oracles, which can be used for making a synthetic cash
*/
int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t height, int16_t leverage, std::vector<uint16_t> vec, int64_t positionsize, int64_t addedbets, int64_t &profits, int64_t &outprice);
// helpers:
// returns true if there are only digits and no alphas or slashes in 's'
@@ -161,6 +163,10 @@ static bool ValidateBetTx(struct CCcontract_info *cp, Eval *eval, const CTransac
if( MakeCC1vout(cp->evalcode, bettx.vout[2].nValue, pricespk) != bettx.vout[2] )
return eval->Invalid("cannot validate vout2 in bet tx with pk from opreturn");
int64_t betamount = bettx.vout[2].nValue;
if( betamount != (positionsize * 199) / 200 )
return eval->Invalid("invalid position size in the opreturn");
// validate if normal inputs are really signed by originator pubkey (someone not cheating with originator pubkey)
CAmount ccOutputs = 0;
for (auto vout : bettx.vout)
@@ -170,6 +176,9 @@ static bool ValidateBetTx(struct CCcontract_info *cp, Eval *eval, const CTransac
if (normalInputs < ccOutputs)
return eval->Invalid("bettx normal input signed with not pubkey in opret");
if (leverage > PRICES_MAXLEVERAGE || leverage < -PRICES_MAXLEVERAGE)
return eval->Invalid("invalid leverage");
return true;
}
@@ -205,7 +214,7 @@ static bool ValidateAddFundingTx(struct CCcontract_info *cp, Eval *eval, const C
static bool ValidateCostbasisTx(struct CCcontract_info *cp, Eval *eval, const CTransaction & costbasistx, const CTransaction & bettx)
{
uint256 bettxid;
int64_t amount;
int64_t costbasisInOpret;
CPubKey pk, pricespk;
int32_t height;
@@ -214,7 +223,7 @@ static bool ValidateCostbasisTx(struct CCcontract_info *cp, Eval *eval, const CT
return eval->Invalid("incorrect vout count for costbasis tx");
vscript_t opret;
if (prices_costbasisopretdecode(costbasistx.vout.back().scriptPubKey, bettxid, pk, height, amount) != 'C')
if (prices_costbasisopretdecode(costbasistx.vout.back().scriptPubKey, bettxid, pk, height, costbasisInOpret) != 'C')
return eval->Invalid("cannot decode opreturn for costbasis tx");
pricespk = GetUnspendable(cp, 0);
@@ -244,6 +253,13 @@ static bool ValidateCostbasisTx(struct CCcontract_info *cp, Eval *eval, const CT
if( firstheight + PRICES_DAYWINDOW + PRICES_SMOOTHWIDTH > chainActive.Height() )
return eval->Invalid("cannot calculate costbasis yet");
int64_t costbasis = 0, profits, lastprice;
int32_t retcode = prices_syntheticprofits(costbasis, firstheight, firstheight + PRICES_DAYWINDOW, leverage, vec, positionsize, 0, profits, lastprice);
if (retcode < 0)
return eval->Invalid("cannot calculate costbasis yet");
if( costbasis != costbasisInOpret )
return eval->Invalid("incorrect costbasis value");
return true;
}
@@ -281,12 +297,16 @@ static bool ValidateFinalTx(struct CCcontract_info *cp, Eval *eval, const CTrans
}
// validate prices tx function
// important checks:
// tx structure
// reference to the bet tx vout
// performed checks:
// basic tx structure (vout num)
// basic tx opret structure
// reference to the bet tx vout
// referenced bet txid in tx opret
// referenced bet tx structure
// referrenced bet txid in opret
// disable marker spending
// non-final tx has only 1 cc vin
// cc vouts to self with mypubkey from opret
// cc vouts to global pk with global pk
// for bet tx that normal inputs digned with my pubkey from the opret >= cc outputs - disable betting for other pubkeys (Do we need this rule?)
// TODO:
// opret params (firstprice,positionsize...)
// costbasis calculation
@@ -661,22 +681,21 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
}
// calculates profit/loss for the bet
int64_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t height, int16_t leverage, std::vector<uint16_t> vec, int64_t positionsize, int64_t addedbets, int64_t &outprice)
int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t height, int16_t leverage, std::vector<uint16_t> vec, int64_t positionsize, int64_t addedbets, int64_t &profits, int64_t &outprice)
{
int64_t profits = 0;
int64_t price;
if (height < firstheight) {
fprintf(stderr, "requested height is lower than bet firstheight.%d\n", height);
return 0;
return -1;
}
int32_t minmax = (height < firstheight + PRICES_DAYWINDOW); // if we are within 24h then use min or max value
if ((price = prices_syntheticprice(vec, height, minmax, leverage)) < 0)
{
fprintf(stderr, "unexpected zero synthetic price at height.%d\n", height);
return(0);
fprintf(stderr, "error getting synthetic price at height.%d\n", height);
return -1;
}
// clear lowest positions:
@@ -684,7 +703,7 @@ int64_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t
price *= PRICES_NORMFACTOR;
outprice = price;
if (minmax) { // if we are within day window, set costbasis to max or min price value
if (minmax) { // if we are within day window, set temp costbasis to max (or min) price value
if (leverage > 0 && price > costbasis) {
costbasis = price; // set temp costbasis
std::cerr << "prices_syntheticprofits() minmax costbasis=" << costbasis << " price=" << price << std::endl;
@@ -699,13 +718,17 @@ int64_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t
}
else {
// use provided costbasis
std::cerr << "prices_syntheticprofits() provided costbasis=" << costbasis << " price=" << price << std::endl;
//if (costbasis == 0)
// costbasis = price;
if (costbasis == 0) {
// if costbasis not set, just set it
costbasis = price;
std::cerr << "prices_syntheticprofits() set costbasis=" << costbasis << std::endl;
}
else {
// use provided costbasis
std::cerr << "prices_syntheticprofits() provided costbasis=" << costbasis << " price=" << price << std::endl;
}
}
profits = costbasis > 0 ? (((price / PRICES_NORMFACTOR * SATOSHIDEN) / costbasis) - SATOSHIDEN / PRICES_NORMFACTOR) * PRICES_NORMFACTOR : 0;
std::cerr << "prices_syntheticprofits() test value1 (price/PRICES_NORMFACTOR * SATOSHIDEN)=" << (price / PRICES_NORMFACTOR * SATOSHIDEN) << std::endl;
std::cerr << "prices_syntheticprofits() test value2 (price/PRICES_NORMFACTOR * SATOSHIDEN)/costbasis=" << (costbasis != 0 ? (price / PRICES_NORMFACTOR * SATOSHIDEN)/costbasis : 0) << std::endl;
@@ -720,8 +743,7 @@ int64_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t
std::cerr << "prices_syntheticprofits() value of profits=" << profits << std::endl;
//std::cerr << "prices_syntheticprofits() dprofits=" << dprofits << std::endl;
return profits; // (positionsize + addedbets + profits);
return 0; // (positionsize + addedbets + profits);
}
void prices_betjson(UniValue &result,int64_t profits,int64_t costbasis,int64_t positionsize,int64_t addedbets,int16_t leverage,int32_t firstheight,int64_t firstprice, int64_t lastprice, int64_t equity)
@@ -839,11 +861,11 @@ UniValue PricesBet(int64_t txfee, int64_t amount, int16_t leverage, std::vector<
if (AddNormalinputs(mtx, mypk, amount + 5 * txfee, 64) >= amount + 5 * txfee)
{
betamount = (amount * 199) / 200;
mtx.vout.push_back(MakeCC1vout(cp->evalcode, txfee, /*mypk*/pubkey2pk(ParseHex("03069fc09829259b3cd7b53bd97714498614f9ca323287bc783e39b02046f696db")))); // vout0 baton for total funding
mtx.vout.push_back(MakeCC1vout(cp->evalcode, txfee, mypk)); // vout0 baton for total funding
mtx.vout.push_back(MakeCC1vout(cp->evalcode, (amount - betamount) + 2 * txfee, pricespk)); // vout1, when spent, costbasis is set
mtx.vout.push_back(MakeCC1vout(cp->evalcode, betamount, pricespk));
mtx.vout.push_back(CTxOut(txfee, CScript() << ParseHex(HexStr(pricespk)) << OP_CHECKSIG)); // marker
rawtx = FinalizeCCTx(0, cp, mtx, mypk, txfee, prices_betopret(/*mypk*/ pubkey2pk(ParseHex("03069fc09829259b3cd7b53bd97714498614f9ca323287bc783e39b02046f696db")), nextheight - 1, amount, leverage, firstprice, vec, zeroid));
rawtx = FinalizeCCTx(0, cp, mtx, mypk, txfee, prices_betopret(mypk, nextheight - 1, amount, leverage, firstprice, vec, zeroid));
return(prices_rawtxresult(result, rawtx, 0));
}
result.push_back(Pair("result", "error"));
@@ -921,19 +943,24 @@ UniValue PricesSetcostbasis(int64_t txfee, uint256 bettxid)
addedbets = prices_batontxid(batontxid, bettx, bettxid);
mtx.vin.push_back(CTxIn(bettxid, 1, CScript())); // spend vin1 with betamount
for (i = 0; i < PRICES_DAYWINDOW + 1; i++) // the last datum for 24h is the costbasis value
{
profits = prices_syntheticprofits(costbasis, firstheight, firstheight + i, leverage, vec, positionsize, addedbets, lastprice);
//for (i = 0; i < PRICES_DAYWINDOW + 1; i++) // the last datum for 24h is the actual costbasis value
//{
int32_t retcode = prices_syntheticprofits(costbasis, firstheight, firstheight + PRICES_DAYWINDOW, leverage, vec, positionsize, addedbets, profits, lastprice);
if (retcode < 0) {
result.push_back(Pair("result", "error"));
result.push_back(Pair("error", "cannot calculate costbasis error getting price"));
return(result);
}
equity = positionsize + addedbets + profits;
if (equity < 0)
/*if (equity < 0)
{ // we are in loss
result.push_back(Pair("rekt", (int64_t)1));
result.push_back(Pair("rektheight", (int64_t)firstheight + i));
break;
}
}
if (i == PRICES_DAYWINDOW + 1)
result.push_back(Pair("rekt", 0));
}*/
//}
//if (i == PRICES_DAYWINDOW + 1)
// result.push_back(Pair("rekt", 0));
prices_betjson(result, profits, costbasis, positionsize, addedbets, leverage, firstheight, firstprice, lastprice, equity);
@@ -989,7 +1016,13 @@ UniValue PricesRekt(int64_t txfee, uint256 bettxid, int32_t rektheight)
}
addedbets = prices_batontxid(batontxid, bettx, bettxid);
profits = prices_syntheticprofits(costbasis, firstheight, rektheight, leverage, vec, positionsize, addedbets, lastprice);
int32_t retcode = prices_syntheticprofits(costbasis, firstheight, rektheight, leverage, vec, positionsize, addedbets, profits, lastprice);
if (retcode < 0) {
result.push_back(Pair("result", "error"));
result.push_back(Pair("error", "cannot get price"));
return(result);
}
equity = positionsize + addedbets + profits;
if (equity < 0)
{
@@ -1058,7 +1091,12 @@ UniValue PricesCashout(int64_t txfee, uint256 bettxid)
}
addedbets = prices_batontxid(batontxid, bettx, bettxid);
profits = prices_syntheticprofits(costbasis, firstheight, nextheight - 1, leverage, vec, positionsize, addedbets, lastprice);
int32_t retcode = prices_syntheticprofits(costbasis, firstheight, nextheight - 1, leverage, vec, positionsize, addedbets, profits, lastprice);
if (retcode < 0) {
result.push_back(Pair("result", "error"));
result.push_back(Pair("error", "cannot get price"));
return(result);
}
equity = positionsize + addedbets + profits;
if (equity < 0)
{
@@ -1102,6 +1140,9 @@ UniValue PricesInfo(uint256 bettxid, int32_t refheight)
if (myGetTransaction(bettxid, bettx, hashBlock) != 0 && (numvouts = bettx.vout.size()) > 3)
{
if (hashBlock.IsNull())
throw std::runtime_error("tx still in mempool");
if (prices_betopretdecode(bettx.vout[numvouts - 1].scriptPubKey, pk, firstheight, positionsize, leverage, firstprice, vec, tokenid) == 'B')
{
// check acceptable refheight:
@@ -1117,7 +1158,12 @@ UniValue PricesInfo(uint256 bettxid, int32_t refheight)
addedbets = prices_batontxid(batontxid, bettx, bettxid);
if (costbasis != 0) { // costbasis fixed
profits = prices_syntheticprofits(costbasis, firstheight, refheight, leverage, vec, positionsize, addedbets, lastprice);
int32_t retcode = prices_syntheticprofits(costbasis, firstheight, refheight, leverage, vec, positionsize, addedbets, profits, lastprice);
if (retcode < 0) {
result.push_back(Pair("result", "error"));
result.push_back(Pair("error", "cannot get price"));
return(result);
}
equity = positionsize + addedbets + profits;
if (equity < 0)
{
@@ -1132,7 +1178,12 @@ UniValue PricesInfo(uint256 bettxid, int32_t refheight)
bool isRekt = false;
for (i = 0; i < PRICES_DAYWINDOW + 1 && firstheight + i <= refheight; i++) // the last datum for 24h is the costbasis value
{
profits = prices_syntheticprofits(costbasis, firstheight, firstheight + i, leverage, vec, positionsize, addedbets, lastprice);
int32_t retcode = prices_syntheticprofits(costbasis, firstheight, firstheight + i, leverage, vec, positionsize, addedbets, profits, lastprice);
if (retcode < 0) {
result.push_back(Pair("result", "error"));
result.push_back(Pair("error", "cannot get price"));
return(result);
}
equity = positionsize + addedbets + profits;
if (equity < 0)
{ // we are in loss