AMM deposit and withdrawal arithmetic the node agrees with - #141
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The SDK offered no way to work out what an AMMDeposit would credit before submitting it, so consumers reached for the widely quoted T*(sqrt(1 + b*(1 - f/2)/B) - 1). That is the right formula with the fee applied loosely: exact wherever there is no fee, which is what makes it hard to catch, and at a 1% fee it credits 0.41244*T where the node credits 0.41213*T - out by 0.08%, always promising more tokens than arrive. AmmMath takes equations 3 and 7 from rippled's AMMHelpers.cpp verbatim. The two are not symmetric: lpTokensIn multiplies by the fee where lpTokensOut multiplies by 1 - fee, and swapping them survives a round-trip inequality, so the zero-fee identity is pinned by its own test. Two things outside the formulas decide whether an estimate matches, and both are documented where a caller will meet them. The auction slot holder trades at DiscountedFee, a tenth of the pool's fee, and AMMCreate hands the slot to the pool's creator - estimating at the pool's fee was out by 0.23% in the integration test, three times the error this replaces, with every equation right. And amm_info has to be read immediately before the calculation, or the drift reads as an arithmetic error. A fee outside rippled's kTradingFeeThreshold is refused rather than answered: in units of 1/100 000 a caller reaching for basis points is out by a factor of ten, and at 5000 every intermediate value stays finite and a plausible wrong number comes back. decimal throughout, with a Newton square root, because Math.Sqrt carries 15 significant digits against decimal's 28 and the root is where the precision is needed. Verified against a node, not only against the source: deposits and withdrawals on the standalone stand agree with what was actually credited to 15 significant digits. Closes #133
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Included review availability: 0 reviews are currently available. Your included PR review attempts over the past 7 days set your current allowance at 2 reviews per hour. 📝 WalkthroughWalkthroughAdded ChangesAMM mathematics
Estimated code review effort: 4 (Complex) | ~45 minutes Merge Risk: 🟡 Moderate · up to The PR adds node-backed AMM integration tests, but the new test class is still missing the repository-required amendment gate, so the tests may run outside their supported ledger feature context and provide misleading results. Merge should wait for that gate to be added or for the risk to be explicitly accepted. Sequence Diagram(s)sequenceDiagram
participant TestIAmmMathAgainstTheNode
participant XRPLNode
participant AmmMath
participant AMMPool
TestIAmmMathAgainstTheNode->>XRPLNode: Read current AMM state
TestIAmmMathAgainstTheNode->>AmmMath: Calculate estimate with effective fee
TestIAmmMathAgainstTheNode->>XRPLNode: Submit AMM transaction
XRPLNode->>AMMPool: Apply AMM formula and fee
XRPLNode-->>TestIAmmMathAgainstTheNode: Return balance changes
TestIAmmMathAgainstTheNode->>AmmMath: Compare node result with estimate
🚥 Pre-merge checks | ✅ 4 | ❌ 1❌ Failed checks (1 warning)
✅ Passed checks (4 passed)
Full details: Linked Issues checkExplanation The PR implements the requested AMM mathematics in Xrpl/Sugar, including rippled-compatible single-sided deposit and withdrawal formulas, decimal precision, Newton square root calculation, auction-slot fee discounts, proportional operations, validation, and node-backed verification for issue Full details: Out of Scope Changes checkExplanation The changes remain within the AMM mathematics scope. Swap calculations, inverse formulas, changelog entries, and expanded unit and integration tests directly support the AMM calculation utility and its node compatibility. Full details: Docstring CoverageExplanation Docstring coverage is 74.47% which is insufficient. The required threshold is 80.00%. Docstring coverage is scoped to functions touched by this diff. Analyzed 47 functions across 3 files. (1 skipped: 1 unsupported.)
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Inline comments:
In `@CHANGES.md`:
- Around line 54-59: Complete the truncated zero-fee identity sentence in the
AMM math notes. Update the node-comparison precision claim to match the
integration tests’ enforced relativeError < 0.00001m bound, or tighten those
test tolerances if retaining the 15-significant-digit claim.
In `@Tests/Xrpl.Tests/Integration/transactions/TestIAmmMathAgainstTheNode.cs`:
- Around line 39-52: Add both AMM and fixAMMv1_3 to AmendmentGuard in
TestIAmmMathAgainstTheNode, and update the inherited test-initialization flow to
call Assert.Inconclusive whenever either amendment is inactive, while preserving
the existing client setup and cleanup behavior.
Apply the same fix in
`@Tests/Xrpl.Tests/Integration/transactions/TestIAmmMathAgainstTheNode.cs` around
lines 62 - 66: Covers the class-level AMM guard needed before CreatePool().
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CHANGES.mdTests/Xrpl.Tests/Integration/transactions/TestIAmmMathAgainstTheNode.csTests/Xrpl.Tests/Sugar/TestUAmmMath.csXrpl/Sugar/AmmMath.cs
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The changelog claimed agreement to 15 significant digits while the tests enforced 1e-5, so a formula subtly wrong at 1e-7 would have passed both. Tightened to 1e-9: still six orders of margin over the measured 3.4e-15 and 1.6e-15, and five over the 8e-4 error being guarded against. Not tighter, and the gap is now written down. The figure compared is the difference of two reported LP token balances, so the last of STAmount's 15 significant digits goes to cancellation before the comparison happens; asserting near the measurement would buy brittleness rather than coverage. Also completes a changelog sentence that read as truncated.
AmmMath answered "what will this deposit be worth" and "what will this withdrawal cost" and nothing else. Three questions a caller actually asks were missing, and two neighbouring projects had already written their own answers to them - one of which was wrong in precisely the way this class exists to fix. SwapAssetIn/SwapAssetOut are rippled's own, equation (2) in AMMHelpers.h. A payment routed through a pool takes the fee off the input before the curve sees it, which is a different number from taking it off the output, and the natural mistake. Both are written in the rearranged form: the node's own expression subtracts two nearly equal numbers for a small swap and loses digits to the cancellation, while poolOut*x/(poolIn + x) has nothing to cancel. SingleAssetDepositForLPTokens and SingleAssetWithdrawForLPTokens are equations 4 and 8 - what an AMMDeposit carrying LPTokenOut costs, and what an AMMWithdraw carrying LPTokenIn returns. Equation 4 runs through a quadratic, so it is pinned by composition with equation 3 rather than by a hand-computed figure; likewise 8 against 7, and SwapAssetOut against SwapAssetIn. Mutations to each break at least one of those identities. Units are the caller's and nothing converts between them, now said out loud in the class docs because it bit while writing the tests: amm_info reports the XRP side of a pool in drops, so a balance read from it and an amount a caller thinks of in XRP are a million apart, and mixing them reads as a broken formula. Verified against the node. The swap test routes a partial payment through the pool from a second holder - the one account in the class that does not hold the auction slot, so it is also the only case that exercises the pool's own fee rather than the discount. Relative errors: 9.7e-17 on the swap, 6.2e-14 and 3.8e-14 on equations 4 and 8.
Self-review of the additions. The class summary still described a class that only did deposits and withdrawals; it now does swaps and reads each equation backwards too. SolveQuadratic hands Sqrt an unguarded radicand, which rippled's own solveQuadraticEq does as well, and a reader has no way to tell whether that can throw. Swept across every fee up to the cap and token ratios from 1e-6 to 1000, the discriminant never falls below 1 - so it cannot, and that is now written down rather than left to be rediscovered. The swap test held SendXrp and SendDrops as two independent constants, in a test whose whole subject is that mixing those two units produces a number looking like a broken formula. The second now derives from the first. Fixes a typo in a test method name: TheePool.
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Расширил после ревью — PR теперь закрывает не только оценку депозита и вывода. Добавлены четыре метода, все взяты из rippled дословно:
Уравнения 4 и 8 закреплены композицией с 3 и 7, а Проверка на узле — пять тестов вместо двух. Своп идёт настоящим платежом через пул, а не AMM-транзакцией, потому что своп попадает в пул именно платежом. Расхождения: 9.7e-17 (своп), 3.4e-15 и 1.6e-15 (уравнения 3 и 7), 6.2e-14 и 3.8e-14 (уравнения 4 и 8). Тест свопа закрыл и пробел в покрытии: свопит второй холдер, а не создатель пула, поэтому это единственный случай, идущий по комиссии пула, а не по аукционной скидке. Раньше проверялась только скидочная ветка Найдено при написании тестов: Найдено самопроверкой (45ad339): сводка класса описывала класс, который умеет только депозит и вывод; Прогоны: 1352 юнит-теста зелёные; интеграционный набор 276 из 276 — включая два теста админ-креденшелов на порту 6007, которые в прошлый раз падали из-за занятых портов соседнего проекта. Это первый полностью зелёный прогон. @coderabbitai full review |
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@coderabbitai review Предыдущий запрос был подтверждён в 00:12, но обзор так и не появился — возможно, упёрся в часовую квоту. Нужен обзор коммитов Что добавилось после него: |
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1 participant
Closes #133.
The problem
The SDK offered no way to work out what an
AMMDepositwould credit before submitting it, so consumers reach for the widely quotedT·(√(1 + b·(1 − f/2)/B) − 1).That formula is the right one with the fee applied loosely. It is exact wherever there is no fee, which is what makes it hard to catch. At a 1% fee it credits 0.41244·T where the node credits 0.41213·T — out by 0.08%, always in the direction that promises more tokens than arrive.
What landed
Xrpl.Sugar.AmmMath, static and needing no client:LPTokensForSingleAssetDeposit,LPTokensForSingleAssetWithdraw,LPTokensForProportionalDeposit,AssetsForProportionalDeposit,AssetsForProportionalWithdraw, plusTradingFeeFraction,DiscountedTradingFeeand the constants behind them.The single-asset pair are equations 3 and 7 from rippled's
AMMHelpers.cpp, transcribed rather than derived, and checked against the source character by character:f1 = feeMult(tfee)f1 = 1 - feef2 = feeMultHalf(tfee) / f1f2 = (1 - fee/2) / f1c = root2(f2*f2 + r/f1) - f2c = Sqrt(f2*f2 + r/f1) - f2t = lptAMMBalance * (r - c) / (1 + c)lpTokenBalance * (r - c) / (1 + c)The block comment above equation 3 writes the radicand as
f2² − b/(B·f1), with a minus; the code uses+, and so does the derivation of equation 4 immediately below it. With a minus the radicand goes negative for ordinary inputs, which settles it. That is recorded where someone will check the comment against the code.The two equations are not symmetric:
lpTokensIncallsgetFee,lpTokensOutcallsfeeMult, so one multiplies by the fee where the other multiplies by1 − fee. Swapping them survives the round-trip inequality — a mutation proved it — so the zero-fee identity is pinned by its own test, which is exact and does not.The trap that makes correct formulas look wrong
AMMCreatehands the auction slot to whoever created the pool, and the slot holder trades atDiscountedFee, a tenth of the pool's fee. The account most likely to be estimating is the one the pool's fee is wrong for.The first version of the integration test fell into exactly this and was out by 0.23% — three times the error of the approximation this replaces, with every equation right. Both tests now assert both halves: the effective fee matches, and the pool's fee visibly does not.
The other half is freshness —
amm_infohas to be read immediately before the calculation, or the drift reads as an arithmetic error. Both are documented where a caller meets them.Found in self-review
TradingFeeis in units of 1/100 000 and rippled caps it at 1000 (kTradingFeeThreshold, enforced astemBAD_FEEinAMMCreate). Reaching for basis points or whole per cent is out by a factor of ten or a hundred, and nothing noticed: at 5000 every intermediate value stays finite and a plausible wrong number comes back; only at 100 000 does1 − feereach zero and the division fail. NowAmmMath.TradingFeeThresholdand anArgumentOutOfRangeException. The bound is on the fee itself, so it holds even for an amount of zero — otherwise whether bad input is reported would depend on how much was being deposited.fixAMMv1_3rippled rounds the final multiplication against the caller in both directions —lpTokensOutdownward ("minimize tokens out"),lpTokensInupward ("maximize tokens in"). A deposit is credited this much or a shade less; a withdrawal costs this much or a shade more. It lands in the last ofSTAmount's 15 significant digits, which is below what differencing two reported LP balances can resolve — so this is stated from the source, not claimed from the measurement.InternalsVisibleTo Include="Xrpl.Tests"is already declared, so the test'sAmmMathTestAccesswrapper around the internalSqrtwas doing nothing. Removed.Precision
decimalthroughout, with a Newton square root seeded fromMath.Sqrt.Math.Sqrtcarries 15 significant digits againstdecimal's 28, and the root is the one step where the formulas need it.Verification
Unit tests prove a formula was transcribed faithfully. They cannot prove it is the right formula — a faithful copy of the wrong equation passes every one of them. So deposits and withdrawals run against the standalone stand and are compared with what was actually credited:
Agreement to 15 significant digits — the precision the node reports balances at.
Local runs before opening: 1343 unit tests, all green; 25 AMM integration tests on the stand, all green. Mutations M1–M4 each caught by a named test.
Two integration tests unrelated to this change (
TestIAdminCredentials) fail locally because another repository's stand is holding ports 5005/5006/6006 without publishing 6007; both directories are named.ci-config, so Compose treats them as one project. Nothing in this change touches that file.Summary by CodeRabbit
New Features
Tests
Documentation