Line data Source code
1 : /*
2 : This file is part of TALER
3 : Copyright (C) 2023 Taler Systems SA
4 :
5 : TALER is free software; you can redistribute it and/or modify it under the
6 : terms of the GNU General Public License as published by the Free Software
7 : Foundation; either version 3, or (at your option) any later version.
8 :
9 : TALER is distributed in the hope that it will be useful, but WITHOUT ANY
10 : WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR
11 : A PARTICULAR PURPOSE. See the GNU General Public License for more details.
12 :
13 : You should have received a copy of the GNU General Public License along with
14 : TALER; see the file COPYING. If not, see
15 : <http://www.gnu.org/licenses/>
16 : */
17 : /**
18 : * @file lib/exchange_api_stefan.c
19 : * @brief calculations on the STEFAN curve
20 : * @author Christian Grothoff
21 : */
22 : #include "taler/platform.h"
23 : #include "taler/taler_json_lib.h"
24 : #include <gnunet/gnunet_curl_lib.h>
25 : #include "exchange_api_handle.h"
26 : #include <math.h>
27 :
28 :
29 : /**
30 : * Determine smallest denomination in @a keys.
31 : *
32 : * @param keys exchange response to evaluate
33 : * @return NULL on error (no denominations)
34 : */
35 : static const struct TALER_Amount *
36 54460 : get_unit (const struct TALER_EXCHANGE_Keys *keys)
37 : {
38 54460 : const struct TALER_Amount *min = NULL;
39 :
40 108920 : for (unsigned int i = 0; i<keys->num_denom_keys; i++)
41 : {
42 54460 : const struct TALER_EXCHANGE_DenomPublicKey *dk
43 54460 : = &keys->denom_keys[i];
44 :
45 54460 : if ( (NULL == min) ||
46 0 : (1 == TALER_amount_cmp (min,
47 : /* > */
48 : &dk->value)) )
49 54460 : min = &dk->value;
50 : }
51 54460 : GNUNET_break (NULL != min);
52 54460 : return min;
53 : }
54 :
55 :
56 : /**
57 : * Convert amount to double for STEFAN curve evaluation.
58 : *
59 : * @param a input amount
60 : * @return (rounded) amount as a double
61 : */
62 : static double
63 180492 : amount_to_double (const struct TALER_Amount *a)
64 : {
65 180492 : double d = (double) a->value;
66 :
67 180492 : d += a->fraction / ((double) TALER_AMOUNT_FRAC_BASE);
68 180492 : return d;
69 : }
70 :
71 :
72 : /**
73 : * Convert double to amount for STEFAN curve evaluation.
74 : *
75 : * @param dv input amount
76 : * @param currency deisred currency
77 : * @param[out] rval (rounded) amount as a double
78 : */
79 : static void
80 33072 : double_to_amount (double dv,
81 : const char *currency,
82 : struct TALER_Amount *rval)
83 : {
84 : double rem;
85 :
86 33072 : GNUNET_assert (GNUNET_OK ==
87 : TALER_amount_set_zero (currency,
88 : rval));
89 33072 : rval->value = floorl (dv);
90 33072 : rem = dv - ((double) rval->value);
91 33072 : if (rem < 0.0)
92 0 : rem = 0.0;
93 33072 : rem *= TALER_AMOUNT_FRAC_BASE;
94 33072 : rval->fraction = floorl (rem);
95 33072 : if (rval->fraction >= TALER_AMOUNT_FRAC_BASE)
96 : {
97 : /* Strange, multiplication overflowed our range,
98 : round up value instead */
99 0 : rval->fraction = 0;
100 0 : rval->value += 1;
101 : }
102 33072 : }
103 :
104 :
105 : enum GNUNET_GenericReturnValue
106 23762 : TALER_EXCHANGE_keys_stefan_b2n (
107 : const struct TALER_EXCHANGE_Keys *keys,
108 : const struct TALER_Amount *brut,
109 : struct TALER_Amount *net)
110 : {
111 : const struct TALER_Amount *min;
112 23762 : double log_d = amount_to_double (&keys->stefan_log);
113 23762 : double lin_d = keys->stefan_lin;
114 23762 : double abs_d = amount_to_double (&keys->stefan_abs);
115 23762 : double bru_d = amount_to_double (brut);
116 : double min_d;
117 : double fee_d;
118 : double net_d;
119 :
120 23762 : if (TALER_amount_is_zero (brut))
121 : {
122 2376 : *net = *brut;
123 2376 : return GNUNET_NO;
124 : }
125 21386 : min = get_unit (keys);
126 21386 : if (NULL == min)
127 0 : return GNUNET_SYSERR;
128 21386 : if (1.0 <= keys->stefan_lin)
129 : {
130 : /* This cannot work, linear STEFAN fee estimate always
131 : exceed any gross amount. */
132 2 : GNUNET_break_op (0);
133 2 : return GNUNET_SYSERR;
134 : }
135 21384 : min_d = amount_to_double (min);
136 21384 : fee_d = abs_d
137 21384 : + log_d * log2 (bru_d / min_d)
138 21384 : + lin_d * bru_d;
139 21384 : if (fee_d > bru_d)
140 : {
141 4848 : GNUNET_assert (GNUNET_OK ==
142 : TALER_amount_set_zero (brut->currency,
143 : net));
144 4848 : return GNUNET_NO;
145 : }
146 16536 : net_d = bru_d - fee_d;
147 16536 : double_to_amount (net_d,
148 16536 : brut->currency,
149 : net);
150 16536 : return GNUNET_OK;
151 : }
152 :
153 :
154 : /**
155 : * Our function
156 : * f(x) := ne + ab + lo * log2(x/mi) + li * x - x
157 : * for #newton().
158 : */
159 : static double
160 50076 : eval_f (double mi,
161 : double ab,
162 : double lo,
163 : double li,
164 : double ne,
165 : double x)
166 : {
167 50076 : return ne + ab + lo * log2 (x / mi) + li * x - x;
168 : }
169 :
170 :
171 : /**
172 : * Our function
173 : * f'(x) := lo / log(2) / x + li - 1
174 : * for #newton().
175 : */
176 : static double
177 50076 : eval_fp (double mi,
178 : double lo,
179 : double li,
180 : double ne,
181 : double x)
182 : {
183 50076 : return lo / log (2) / x + li - 1;
184 : }
185 :
186 :
187 : /**
188 : * Use Newton's method to find x where f(x)=0.
189 : *
190 : * @return x where "eval_f(x)==0".
191 : */
192 : static double
193 16536 : newton (double mi,
194 : double ab,
195 : double lo,
196 : double li,
197 : double ne)
198 : {
199 16536 : const double eps = 0.00000001; /* max error allowed */
200 16536 : double min_ab = ne + ab; /* result cannot be smaller than this! */
201 : /* compute lower bounds by various heuristics */
202 16536 : double min_ab_li = min_ab + min_ab * li;
203 16536 : double min_ab_li_lo = min_ab_li + log2 (min_ab_li / mi) * lo;
204 16536 : double min_ab_lo = min_ab + log2 (min_ab / mi) * lo;
205 16536 : double min_ab_lo_li = min_ab_lo + min_ab_lo * li;
206 : /* take global lower bound */
207 16536 : double x_min = GNUNET_MAX (min_ab_lo_li,
208 : min_ab_li_lo);
209 16536 : double x = x_min; /* use lower bound as starting point */
210 :
211 : /* Objective: invert
212 : ne := br - ab - lo * log2 (br/mi) - li * br
213 : to find 'br'.
214 : Method: use Newton's method to find root of:
215 : f(x) := ne + ab + lo * log2 (x/mi) + li * x - x
216 : using also
217 : f'(x) := lo / log(2) / x + li - 1
218 : */
219 : /* Loop to abort in case of divergence;
220 : 100 is already very high, 2-4 is normal! */
221 50076 : for (unsigned int i = 0; i<100; i++)
222 : {
223 50076 : double fx = eval_f (mi, ab, lo, li, ne, x);
224 50076 : double fxp = eval_fp (mi, lo, li, ne, x);
225 50076 : double x_new = x - fx / fxp;
226 :
227 50076 : if (fabs (x - x_new) <= eps)
228 : {
229 16536 : GNUNET_log (GNUNET_ERROR_TYPE_INFO,
230 : "Needed %u rounds from %f to result BRUT %f => NET: %f\n",
231 : i,
232 : x_min,
233 : x_new,
234 : x_new - ab - li * x_new - lo * log2 (x / mi));
235 16536 : return x_new;
236 : }
237 33540 : if (x_new < x_min)
238 : {
239 0 : GNUNET_log (GNUNET_ERROR_TYPE_WARNING,
240 : "Divergence, obtained very bad estimate %f after %u rounds!\n",
241 : x_new,
242 : i);
243 0 : return x_min;
244 : }
245 33540 : x = x_new;
246 : }
247 0 : GNUNET_log (GNUNET_ERROR_TYPE_WARNING,
248 : "Slow convergence, returning bad estimate %f!\n",
249 : x);
250 0 : return x;
251 : }
252 :
253 :
254 : enum GNUNET_GenericReturnValue
255 23762 : TALER_EXCHANGE_keys_stefan_n2b (
256 : const struct TALER_EXCHANGE_Keys *keys,
257 : const struct TALER_Amount *net,
258 : struct TALER_Amount *brut)
259 : {
260 : const struct TALER_Amount *min;
261 23762 : double lin_d = keys->stefan_lin;
262 23762 : double log_d = amount_to_double (&keys->stefan_log);
263 23762 : double abs_d = amount_to_double (&keys->stefan_abs);
264 23762 : double net_d = amount_to_double (net);
265 : double min_d;
266 : double brut_d;
267 :
268 23762 : if (TALER_amount_is_zero (net))
269 : {
270 7224 : *brut = *net;
271 7224 : return GNUNET_NO;
272 : }
273 16538 : min = get_unit (keys);
274 16538 : if (NULL == min)
275 0 : return GNUNET_SYSERR;
276 16538 : if (1.0 <= keys->stefan_lin)
277 : {
278 : /* This cannot work, linear STEFAN fee estimate always
279 : exceed any gross amount. */
280 2 : GNUNET_break_op (0);
281 2 : return GNUNET_SYSERR;
282 : }
283 16536 : min_d = amount_to_double (min);
284 16536 : brut_d = newton (min_d,
285 : abs_d,
286 : log_d,
287 : lin_d,
288 : net_d);
289 16536 : double_to_amount (brut_d,
290 16536 : net->currency,
291 : brut);
292 16536 : return GNUNET_OK;
293 : }
294 :
295 :
296 : void
297 17724 : TALER_EXCHANGE_keys_stefan_round (
298 : const struct TALER_EXCHANGE_Keys *keys,
299 : struct TALER_Amount *val)
300 : {
301 : const struct TALER_Amount *min;
302 : uint32_t mod;
303 : uint32_t frac;
304 : uint32_t lim;
305 :
306 17724 : if (0 == val->fraction)
307 : {
308 : /* rounding of non-fractions not supported */
309 1188 : return;
310 : }
311 16536 : min = get_unit (keys);
312 16536 : if (NULL == min)
313 0 : return;
314 16536 : if (0 == min->fraction)
315 : {
316 0 : frac = TALER_AMOUNT_FRAC_BASE;
317 : }
318 : else
319 : {
320 16536 : frac = min->fraction;
321 : }
322 16536 : lim = frac / 2;
323 16536 : mod = val->fraction % frac;
324 16536 : if (mod < lim)
325 0 : val->fraction -= mod; /* round down */
326 : else
327 16536 : val->fraction += frac - mod; /* round up */
328 : }
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