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format checking & typo fixed
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@lilione
lilione committed Mar 5, 2020
1 parent aa3401a commit 02a00ef
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Showing 2 changed files with 51 additions and 63 deletions.
112 changes: 50 additions & 62 deletions apps/auctions/volume_matching.py
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Original file line number Diff line number Diff line change
Expand Up @@ -5,7 +5,6 @@
"""
import asyncio
import logging
import copy
from honeybadgermpc.preprocessing import (
PreProcessedElements as FakePreProcessedElements,
)
Expand Down Expand Up @@ -44,28 +43,28 @@ async def compute_bids(ctx, balances, bids, price):
is_sell = await vol.ltz()
is_buy = one - is_sell

sell_vol = fp_zero.sub(FixedPoint(ctx, await (is_sell * vol.share)))
sell_vol = fp_zero - FixedPoint(ctx, await (is_sell * vol.share))
buy_vol = FixedPoint(ctx, await (is_buy * vol.share))

is_sell_vol_valid = one - await balances[addr]["erc20"].lt(
sell_vol.add(used_balances[addr]["erc20"])
sell_vol + used_balances[addr]["erc20"]
)
is_buy_vol_valid = one - await balances[addr]["eth"].lt(
(await buy_vol.mul(price)).add(used_balances[addr]["eth"])
(await buy_vol.__mul__(price)) + used_balances[addr]["eth"]
)

fp_is_sell_vol_valid = FixedPoint(ctx, is_sell_vol_valid * 2 ** 32)
fp_is_buy_vol_valid = FixedPoint(ctx, is_buy_vol_valid * 2 ** 32)

sell_vol = await fp_is_sell_vol_valid.mul(sell_vol)
buy_vol = await fp_is_buy_vol_valid.mul(buy_vol)
sell_vol = await fp_is_sell_vol_valid.__mul__(sell_vol)
buy_vol = await fp_is_buy_vol_valid.__mul__(buy_vol)

sells.append((addr, sell_vol))
buys.append((addr, buy_vol))

used_balances[addr]["erc20"] = used_balances[addr]["erc20"].add(sell_vol)
used_balances[addr]["eth"] = used_balances[addr]["eth"].add(
await buy_vol.mul(price)
used_balances[addr]["erc20"] = used_balances[addr]["erc20"] + sell_vol
used_balances[addr]["eth"] = used_balances[addr]["eth"] + (
await buy_vol.__mul__(price)
)

return buys, sells
Expand All @@ -81,45 +80,49 @@ async def volume_matching(ctx, bids):

total_sells = fp_zero
for sell in sells:
total_sells = total_sells.add(sell[1])
total_sells = total_sells + sell[1]

total_buys = fp_zero
for buy in buys:
total_buys = total_buys.add(buy[1])
total_buys = total_buys + buy[1]

f = await total_buys.lt(total_sells)
fp_f = FixedPoint(ctx, f * 2 ** 32)
T = (await total_buys.sub(total_sells).mul(fp_f)).add(total_sells)
matching_volume = (await (total_buys - total_sells).__mul__(fp_f)) + total_sells

L = T
rest_volume = matching_volume
for i, sell in enumerate(sells):
addr, sell_vol = sell

z1 = await fp_zero.lt(L)
z1 = await fp_zero.lt(rest_volume)
fp_z1 = FixedPoint(ctx, z1 * 2 ** 32)
z2 = await L.lt(sell_vol)
z2 = await rest_volume.lt(sell_vol)
fp_z2 = FixedPoint(ctx, z2 * 2 ** 32)

matched_vol = await (await L.sub(sell_vol).mul(fp_z2)).add(sell_vol).mul(fp_z1)
L = L.sub(matched_vol)
matched_vol = await (
(await (rest_volume - sell_vol).__mul__(fp_z2)) + sell_vol
).__mul__(fp_z1)
rest_volume = rest_volume - matched_vol

matched_sells.append([addr, matched_vol])
res_sells.append([addr, sell_vol.sub(matched_vol)])
res_sells.append([addr, sell_vol - matched_vol])

L = T
rest_volume = matching_volume
for i, buy in enumerate(buys):
addr, buy_vol = buy

z1 = await fp_zero.lt(L)
z1 = await fp_zero.lt(rest_volume)
fp_z1 = FixedPoint(ctx, z1 * 2 ** 32)
z2 = await L.lt(buy_vol)
z2 = await rest_volume.lt(buy_vol)
fp_z2 = FixedPoint(ctx, z2 * 2 ** 32)

matched_vol = await (await (L.sub(buy_vol)).mul(fp_z2)).add(buy_vol).mul(fp_z1)
L = L.sub(matched_vol)
matched_vol = await (
(await (rest_volume - buy_vol).__mul__(fp_z2)) + buy_vol
).__mul__(fp_z1)
rest_volume = rest_volume - matched_vol

matched_buys.append([addr, matched_vol])
res_buys.append([addr, buy_vol.sub(matched_vol)])
res_buys.append([addr, buy_vol - matched_vol])

return matched_buys, matched_sells, res_buys, res_sells

Expand All @@ -128,14 +131,14 @@ async def compute_new_balances(balances, matched_buys, matched_sells, price):
for i, sell in enumerate(matched_sells):
addr, vol = sell

balances[addr]["erc20"] = balances[addr]["erc20"].sub(vol)
balances[addr]["eth"] = balances[addr]["eth"].add(await vol.mul(price))
balances[addr]["erc20"] = balances[addr]["erc20"] - vol
balances[addr]["eth"] = balances[addr]["eth"] + (await vol.__mul__(price))

for i, buy in enumerate(matched_buys):
addr, vol = buy

balances[addr]["eth"] = balances[addr]["eth"].sub(await vol.mul(price))
balances[addr]["erc20"] = balances[addr]["erc20"].add(vol)
balances[addr]["eth"] = balances[addr]["eth"] - (await vol.__mul__(price))
balances[addr]["erc20"] = balances[addr]["erc20"] + vol

return balances

Expand All @@ -152,34 +155,23 @@ async def prog(ctx):
ctx.preproc = FakePreProcessedElements()

price = create_clear_share(ctx, 3)
# price = create_clear_share(ctx, 2)

balances = {}
# balances["0x125"] = {
# "eth": create_clear_share(ctx, 15),
# "erc20": create_clear_share(ctx, 1),
# }
# balances["0x127"] = {
# "eth": create_clear_share(ctx, 18),
# "erc20": create_clear_share(ctx, 0),
# }
# balances["0x128"] = {
# "eth": create_clear_share(ctx, 2),
# "erc20": create_clear_share(ctx, 3),
# }
# balances["0x129"] = {
# "eth": create_clear_share(ctx, 0),
# "erc20": create_clear_share(ctx, 15),
# }

balances["0x120"] = {
"eth": create_clear_share(ctx, 78),
"erc20": create_clear_share(ctx, 15),
balances["0x125"] = {
"eth": create_clear_share(ctx, 15),
"erc20": create_clear_share(ctx, 1),
}

balances["0x121"] = {
"eth": create_clear_share(ctx, 42),
"erc20": create_clear_share(ctx, 11),
balances["0x127"] = {
"eth": create_clear_share(ctx, 18),
"erc20": create_clear_share(ctx, 0),
}
balances["0x128"] = {
"eth": create_clear_share(ctx, 2),
"erc20": create_clear_share(ctx, 3),
}
balances["0x129"] = {
"eth": create_clear_share(ctx, 0),
"erc20": create_clear_share(ctx, 15),
}

_balances = [
Expand All @@ -188,14 +180,10 @@ async def prog(ctx):
logging.info(f"balances initial {_balances}")

bids = []
# bids.append(["0x125", create_secret_share(ctx, 5)])
# bids.append(["0x127", create_secret_share(ctx, 7)])
# bids.append(["0x128", create_secret_share(ctx, -3)])
# bids.append(["0x129", create_secret_share(ctx, -11)])
bids.append(["0x121", create_secret_share(ctx, 1)])
bids.append(["0x120", create_secret_share(ctx, -5)])
bids.append(["0x121", create_secret_share(ctx, -9)])

bids.append(["0x125", create_secret_share(ctx, 5)])
bids.append(["0x127", create_secret_share(ctx, 7)])
bids.append(["0x128", create_secret_share(ctx, -3)])
bids.append(["0x129", create_secret_share(ctx, -11)])
buys, sells = await compute_bids(ctx, balances, bids, price)

_buys = [await x[1].open() for x in buys]
Expand All @@ -208,7 +196,7 @@ async def prog(ctx):

_matched_buys = [await x[1].open() for x in matched_buys]
_matched_sells = [await x[1].open() for x in matched_sells]
logging.info(f"buys matched: {_matched_buys} and sells matched: {_sells}")
logging.info(f"buys matched: {_matched_buys} and sells matched: {_matched_sells}")

_res_buys = [await x[1].open() for x in res_buys]
_res_sells = [await x[1].open() for x in res_sells]
Expand Down
2 changes: 1 addition & 1 deletion tests/test_volume_matching.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -93,6 +93,7 @@ async def _prog(ctx):

num_addrs = random.randint(1, 2)
logging.info(f"num_addrs: {num_addrs}")

addrs = []
bal = {}
for i in range(num_addrs):
Expand Down Expand Up @@ -140,7 +141,6 @@ async def _prog(ctx):
vol = min(matched, b[i])
m_buy.append(vol)
matched -= vol

matched = min(sum_sell, sum_buy)
m_sell = []
for i in range(num_bids):
Expand Down

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