Skip to content

Commit

Permalink
test case for volume matching
Browse files Browse the repository at this point in the history
  • Loading branch information
@lilione
lilione committed Dec 8, 2019
1 parent b178020 commit db4f0fa
Show file tree
Hide file tree
Showing 2 changed files with 261 additions and 52 deletions.
142 changes: 90 additions & 52 deletions apps/auctions/volume_matching.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -4,6 +4,7 @@
"""
import asyncio
import logging
import copy
from honeybadgermpc.preprocessing import (
PreProcessedElements as FakePreProcessedElements,
)
Expand All @@ -24,8 +25,15 @@
async def compute_bids(ctx, balances, bids, price):
one = ctx.Share(1)
zero = ctx.Share(0)
fp_one = FixedPoint(ctx, one * 2 ** 32)
fp_zero = FixedPoint(ctx, zero)

used_balances = {}
for key in balances.keys():
used_balances[key] = {
"eth": create_clear_share(ctx, 0),
"erc20": create_clear_share(ctx, 0),
}

buys = []
sells = []

Expand All @@ -35,27 +43,35 @@ async def compute_bids(ctx, balances, bids, price):
is_sell = await vol.ltz()
is_buy = one - is_sell

sell_vol = FixedPoint(ctx, await (is_sell * vol.share))
sell_vol = fp_zero.sub(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)
is_sell_vol_valid = one - await balances[addr]["erc20"].lt(
sell_vol.add(used_balances[addr]["erc20"])
)
is_buy_vol_valid = one - await balances[addr]["eth"].lt(
await buy_vol.mul(price)
(await buy_vol.mul(price)).add(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)

sells.append((addr, fp_zero.sub(await fp_is_sell_vol_valid.mul(sell_vol))))
buys.append((addr, 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)
)

return buys, sells


async def volume_matching(ctx, bids):
one = ctx.Share(1)
zero = ctx.Share(0)
fp_one = FixedPoint(ctx, one * 2 ** 32)
fp_zero = FixedPoint(ctx, zero)

(buys, sells) = bids
Expand Down Expand Up @@ -83,7 +99,7 @@ async def volume_matching(ctx, bids):
z2 = await L.lt(sell_vol)
fp_z2 = FixedPoint(ctx, z2 * 2 ** 32)

matched_vol = (await L.sub(sell_vol).mul(fp_z2)).add(await sell_vol.mul(fp_z1))
matched_vol = await (await L.sub(sell_vol).mul(fp_z2)).add(sell_vol).mul(fp_z1)
L = L.sub(matched_vol)

matched_sells.append([addr, matched_vol])
Expand All @@ -98,7 +114,7 @@ async def volume_matching(ctx, bids):
z2 = await L.lt(buy_vol)
fp_z2 = FixedPoint(ctx, z2 * 2 ** 32)

matched_vol = (await (L.sub(buy_vol)).mul(fp_z2)).add(await buy_vol.mul(fp_z1))
matched_vol = await (await (L.sub(buy_vol)).mul(fp_z2)).add(buy_vol).mul(fp_z1)
L = L.sub(matched_vol)

matched_buys.append([addr, matched_vol])
Expand All @@ -107,7 +123,7 @@ async def volume_matching(ctx, bids):
return matched_buys, matched_sells, res_buys, res_sells


async def compute_new_balances(ctx, balances, matched_buys, matched_sells, price):
async def compute_new_balances(balances, matched_buys, matched_sells, price):
for i, sell in enumerate(matched_sells):
addr, vol = sell

Expand All @@ -131,75 +147,97 @@ def create_clear_share(ctx, x):
return FixedPoint(ctx, ctx.Share(x * 2 ** 32))


async def dot_product(ctx, xs, ys):
return sum((x * y for x, y in zip(xs, ys)), ctx.Share(0))


async def prog(ctx):
ctx.preproc = FakePreProcessedElements()
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)])

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),
# 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),
}

bal = [(await x["eth"].open(), await x["erc20"].open()) for x in balances.values()]
print(f"balances initial {bal}")
balances["0x121"] = {
"eth": create_clear_share(ctx, 42),
"erc20": create_clear_share(ctx, 11),
}

_balances = [
(await x["eth"].open(), await x["erc20"].open()) for x in balances.values()
]
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)])

price = create_clear_share(ctx, 3)
buys, sells = await compute_bids(ctx, balances, bids, price)

_buys = [await x[1].open() for x in buys]
_sells = [await x[1].open() for x in sells]
print(f"buys initial: {_buys} and sells initial: {_sells}")
logging.info(f"buys initial: {_buys} and sells initial: {_sells}")

logging.info(f"[{ctx.myid}] Running prog 1.")
matched_buys, matched_sells, res_buys, res_sells = await volume_matching(
ctx, (buys, sells)
)

_buys = [await x[1].open() for x in matched_buys]
_sells = [await x[1].open() for x in matched_sells]
print(f"buys matched: {_buys} and sells matched: {_sells}")
_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}")

_res_buys = [await x[1].open() for x in res_buys]
_res_sells = [await x[1].open() for x in res_sells]
logging.info(f"buys rest: {_res_buys} and sells rest: {_res_sells}")

_buys = [await x[1].open() for x in res_buys]
_sells = [await x[1].open() for x in res_sells]
print(f"buys rest: {_buys} and sells rest: {_sells}")
_balances = [
(await x["eth"].open(), await x["erc20"].open()) for x in balances.values()
]
logging.info(f"balances rest {_balances}")

balances = await compute_new_balances(
ctx, balances, matched_buys, matched_sells, price
final_balances = await compute_new_balances(
balances, matched_buys, matched_sells, price
)

bal = [(await x["eth"].open(), await x["erc20"].open()) for x in balances.values()]
print(f"balances rest {bal}")
_final_balances = [
(await x["eth"].open(), await x["erc20"].open())
for x in final_balances.values()
]
logging.info(f"balances rest {_final_balances}")

logging.info(f"[{ctx.myid}] done")


async def dark_pewl():
n, t = 4, 1
k = 10000
pp = FakePreProcessedElements()
pp.generate_zeros(10000, n, t)
pp.generate_triples(10000, n, t)
pp.generate_bits(10000, n, t)
pp.generate_zeros(k, n, t)
pp.generate_triples(k, n, t)
pp.generate_bits(k, n, t)
program_runner = TaskProgramRunner(n, t, config)
program_runner.add(prog)
results = await program_runner.join()
Expand Down
Loading

0 comments on commit db4f0fa

Please sign in to comment.