Update documetation

Update documetation

pragma solidity ^0.4.11;
import './SafeMath.sol';
import './interfaces/IBancorFormula.sol';

contract BancorFormula is IBancorFormula, SafeMath {

    string public version = '0.2';

    uint256[128] maxExpArray;
    uint256 constant UINT256_1 = 1;
    uint256 constant UINT256_2 = 2;
    uint256 constant UINT256_3 = 3;
    uint8 constant MIN_PRECISION = 32;
    uint8 constant MAX_PRECISION = 127;

    /**
        The values below depend on MIN_PRECISION and MAX_PRECISION. If you choose to change either one of them:
        Apply the same change in file 'PrintLn2ScalingFactors.py', run it and paste the printed results below.
    */
    uint256 constant CEILING_LN2_MANTISSA = 0xb17217f8;
    uint256 constant FLOOR_LN2_MANTISSA   = 0x2c5c85fdf473de6af278ece600fcbda;
    uint8   constant FLOOR_LN2_EXPONENT   = 122;

    /**
        The function below depends on MIN_PRECISION and MAX_PRECISION. If you choose to change either one of them:
        Apply the same change in file 'PrintFunctionBancorFormula.py', run it and paste the printed results below.
    */
    function BancorFormula() {
    //  maxExpArray[  0] = 0xc1;
    //  maxExpArray[  1] = 0x17a;
    //  maxExpArray[  2] = 0x2e5;
    //  maxExpArray[  3] = 0x5ab;
    //  maxExpArray[  4] = 0xb1b;
    //  maxExpArray[  5] = 0x15bf;
    //  maxExpArray[  6] = 0x2a0c;
    //  maxExpArray[  7] = 0x50a2;
    //  maxExpArray[  8] = 0x9aa2;
    //  maxExpArray[  9] = 0x1288c;
    //  maxExpArray[ 10] = 0x238b2;
    //  maxExpArray[ 11] = 0x4429a;
    //  maxExpArray[ 12] = 0x82b78;
    //  maxExpArray[ 13] = 0xfaadc;
    //  maxExpArray[ 14] = 0x1e0bb8;
    //  maxExpArray[ 15] = 0x399e96;
    //  maxExpArray[ 16] = 0x6e7f88;
    //  maxExpArray[ 17] = 0xd3e7a3;
    //  maxExpArray[ 18] = 0x1965fea;
    //  maxExpArray[ 19] = 0x30b5057;
    //  maxExpArray[ 20] = 0x5d681f3;
    //  maxExpArray[ 21] = 0xb320d03;
    //  maxExpArray[ 22] = 0x15784a40;
    //  maxExpArray[ 23] = 0x292c5bdd;
    //  maxExpArray[ 24] = 0x4ef57b9b;
    //  maxExpArray[ 25] = 0x976bd995;
    //  maxExpArray[ 26] = 0x122624e32;
    //  maxExpArray[ 27] = 0x22ce03cd5;
    //  maxExpArray[ 28] = 0x42beef808;
    //  maxExpArray[ 29] = 0x7ffffffff;
    //  maxExpArray[ 30] = 0xf577eded5;
    //  maxExpArray[ 31] = 0x1d6bd8b2eb;
        maxExpArray[ 32] = 0x386bfdba29;
        maxExpArray[ 33] = 0x6c3390ecc8;
        maxExpArray[ 34] = 0xcf8014760f;
        maxExpArray[ 35] = 0x18ded91f0e7;
        maxExpArray[ 36] = 0x2fb1d8fe082;
        maxExpArray[ 37] = 0x5b771955b36;
        maxExpArray[ 38] = 0xaf67a93bb50;
        maxExpArray[ 39] = 0x15060c256cb2;
        maxExpArray[ 40] = 0x285145f31ae5;
        maxExpArray[ 41] = 0x4d5156639708;
        maxExpArray[ 42] = 0x944620b0e70e;
        maxExpArray[ 43] = 0x11c592761c666;
        maxExpArray[ 44] = 0x2214d10d014ea;
        maxExpArray[ 45] = 0x415bc6d6fb7dd;
        maxExpArray[ 46] = 0x7d56e76777fc5;
        maxExpArray[ 47] = 0xf05dc6b27edad;
        maxExpArray[ 48] = 0x1ccf4b44bb4820;
        maxExpArray[ 49] = 0x373fc456c53bb7;
        maxExpArray[ 50] = 0x69f3d1c921891c;
        maxExpArray[ 51] = 0xcb2ff529eb71e4;
        maxExpArray[ 52] = 0x185a82b87b72e95;
        maxExpArray[ 53] = 0x2eb40f9f620fda6;
        maxExpArray[ 54] = 0x5990681d961a1ea;
        maxExpArray[ 55] = 0xabc25204e02828d;
        maxExpArray[ 56] = 0x14962dee9dc97640;
        maxExpArray[ 57] = 0x277abdcdab07d5a7;
        maxExpArray[ 58] = 0x4bb5ecca963d54ab;
        maxExpArray[ 59] = 0x9131271922eaa606;
        maxExpArray[ 60] = 0x116701e6ab0cd188d;
        maxExpArray[ 61] = 0x215f77c045fbe8856;
        maxExpArray[ 62] = 0x3ffffffffffffffff;
        maxExpArray[ 63] = 0x7abbf6f6abb9d087f;
        maxExpArray[ 64] = 0xeb5ec597592befbf4;
        maxExpArray[ 65] = 0x1c35fedd14b861eb04;
        maxExpArray[ 66] = 0x3619c87664579bc94a;
        maxExpArray[ 67] = 0x67c00a3b07ffc01fd6;
        maxExpArray[ 68] = 0xc6f6c8f8739773a7a4;
        maxExpArray[ 69] = 0x17d8ec7f04136f4e561;
        maxExpArray[ 70] = 0x2dbb8caad9b7097b91a;
        maxExpArray[ 71] = 0x57b3d49dda84556d6f6;
        maxExpArray[ 72] = 0xa830612b6591d9d9e61;
        maxExpArray[ 73] = 0x1428a2f98d728ae223dd;
        maxExpArray[ 74] = 0x26a8ab31cb8464ed99e1;
        maxExpArray[ 75] = 0x4a23105873875bd52dfd;
        maxExpArray[ 76] = 0x8e2c93b0e33355320ead;
        maxExpArray[ 77] = 0x110a688680a7530515f3e;
        maxExpArray[ 78] = 0x20ade36b7dbeeb8d79659;
        maxExpArray[ 79] = 0x3eab73b3bbfe282243ce1;
        maxExpArray[ 80] = 0x782ee3593f6d69831c453;
        maxExpArray[ 81] = 0xe67a5a25da41063de1495;
        maxExpArray[ 82] = 0x1b9fe22b629ddbbcdf8754;
        maxExpArray[ 83] = 0x34f9e8e490c48e67e6ab8b;
        maxExpArray[ 84] = 0x6597fa94f5b8f20ac16666;
        maxExpArray[ 85] = 0xc2d415c3db974ab32a5184;
        maxExpArray[ 86] = 0x175a07cfb107ed35ab61430;
        maxExpArray[ 87] = 0x2cc8340ecb0d0f520a6af58;
        maxExpArray[ 88] = 0x55e129027014146b9e37405;
        maxExpArray[ 89] = 0xa4b16f74ee4bb2040a1ec6c;
        maxExpArray[ 90] = 0x13bd5ee6d583ead3bd636b5c;
        maxExpArray[ 91] = 0x25daf6654b1eaa55fd64df5e;
        maxExpArray[ 92] = 0x4898938c9175530325b9d116;
        maxExpArray[ 93] = 0x8b380f3558668c46c91c49a2;
        maxExpArray[ 94] = 0x10afbbe022fdf442b2a522507;
        maxExpArray[ 95] = 0x1ffffffffffffffffffffffff;
        maxExpArray[ 96] = 0x3d5dfb7b55dce843f89a7dbcb;
        maxExpArray[ 97] = 0x75af62cbac95f7dfa3295ec26;
        maxExpArray[ 98] = 0xe1aff6e8a5c30f58221fbf899;
        maxExpArray[ 99] = 0x1b0ce43b322bcde4a56e8ada5a;
        maxExpArray[100] = 0x33e0051d83ffe00feb432b473b;
        maxExpArray[101] = 0x637b647c39cbb9d3d26c56e949;
        maxExpArray[102] = 0xbec763f8209b7a72b0afea0d31;
        maxExpArray[103] = 0x16ddc6556cdb84bdc8d12d22e6f;
        maxExpArray[104] = 0x2bd9ea4eed422ab6b7b072b029e;
        maxExpArray[105] = 0x54183095b2c8ececf30dd533d03;
        maxExpArray[106] = 0xa14517cc6b9457111eed5b8adf1;
        maxExpArray[107] = 0x13545598e5c23276ccf0ede68034;
        maxExpArray[108] = 0x2511882c39c3adea96fec2102329;
        maxExpArray[109] = 0x471649d87199aa990756806903c5;
        maxExpArray[110] = 0x88534434053a9828af9f37367ee6;
        maxExpArray[111] = 0x1056f1b5bedf75c6bcb2ce8aed428;
        maxExpArray[112] = 0x1f55b9d9ddff141121e70ebe0104e;
        maxExpArray[113] = 0x3c1771ac9fb6b4c18e229803dae82;
        maxExpArray[114] = 0x733d2d12ed20831ef0a4aead8c66d;
        maxExpArray[115] = 0xdcff115b14eedde6fc3aa5353f2e4;
        maxExpArray[116] = 0x1a7cf47248624733f355c5c1f0d1f1;
        maxExpArray[117] = 0x32cbfd4a7adc790560b3335687b89b;
        maxExpArray[118] = 0x616a0ae1edcba5599528c20605b3f6;
        maxExpArray[119] = 0xbad03e7d883f69ad5b0a186184e06b;
        maxExpArray[120] = 0x16641a07658687a905357ac0ebe198b;
        maxExpArray[121] = 0x2af09481380a0a35cf1ba02f36c6a56;
        maxExpArray[122] = 0x5258b7ba7725d902050f6360afddf96;
        maxExpArray[123] = 0x9deaf736ac1f569deb1b5ae3f36c130;
        maxExpArray[124] = 0x12ed7b32a58f552afeb26faf21deca06;
        maxExpArray[125] = 0x244c49c648baa98192dce88b42f53caf;
        maxExpArray[126] = 0x459c079aac334623648e24d17c74b3dc;
        maxExpArray[127] = 0x6ae67b5f2f528d5f3189036ee0f27453;
    }

    /**
        @dev given a token supply, reserve, CRR and a deposit amount (in the reserve token), calculates the return for a given change (in the main token)

        Formula:
        Return = _supply * ((1 + _depositAmount / _reserveBalance) ^ (_reserveRatio / 100) - 1)

        @param _supply             token total supply
        @param _reserveBalance     total reserve
        @param _reserveRatio       constant reserve ratio, 1-100
        @param _depositAmount      deposit amount, in reserve token

        @return purchase return amount
    */
    function calculatePurchaseReturn(uint256 _supply, uint256 _reserveBalance, uint8 _reserveRatio, uint256 _depositAmount) public constant returns (uint256) {
        // validate input
        require(_supply != 0 && _reserveBalance != 0 && _reserveRatio > 0 && _reserveRatio <= 100);

        // special case for 0 deposit amount
        if (_depositAmount == 0)
            return 0;

        uint256 baseN = safeAdd(_depositAmount, _reserveBalance);
        uint256 temp;

        // special case if the CRR = 100
        if (_reserveRatio == 100) {
            temp = safeMul(_supply, baseN) / _reserveBalance;
            return safeSub(temp, _supply);
        }

        uint8 precision = calculateBestPrecision(baseN, _reserveBalance, _reserveRatio, 100);
        uint256 resN = power(baseN, _reserveBalance, _reserveRatio, 100, precision);
        temp = safeMul(_supply, resN) >> precision;
        return safeSub(temp, _supply);
     }

    /**
        @dev given a token supply, reserve, CRR and a sell amount (in the main token), calculates the return for a given change (in the reserve token)

        Formula:
        Return = _reserveBalance * (1 - (1 - _sellAmount / _supply) ^ (1 / (_reserveRatio / 100)))

        @param _supply             token total supply
        @param _reserveBalance     total reserve
        @param _reserveRatio       constant reserve ratio, 1-100
        @param _sellAmount         sell amount, in the token itself

        @return sale return amount
    */
    function calculateSaleReturn(uint256 _supply, uint256 _reserveBalance, uint8 _reserveRatio, uint256 _sellAmount) public constant returns (uint256) {
        // validate input
        require(_supply != 0 && _reserveBalance != 0 && _reserveRatio > 0 && _reserveRatio <= 100 && _sellAmount <= _supply);

        // special case for 0 sell amount
        if (_sellAmount == 0)
            return 0;

        uint256 baseD = safeSub(_supply, _sellAmount);
        uint256 temp1;
        uint256 temp2;

        // special case if the CRR = 100
        if (_reserveRatio == 100) {
            temp1 = safeMul(_reserveBalance, _supply);
            temp2 = safeMul(_reserveBalance, baseD);
            return safeSub(temp1, temp2) / _supply;
        }

        // special case for selling the entire supply
        if (_sellAmount == _supply)
            return _reserveBalance;

        uint8 precision = calculateBestPrecision(_supply, baseD, 100, _reserveRatio);
        uint256 resN = power(_supply, baseD, 100, _reserveRatio, precision);
        temp1 = safeMul(_reserveBalance, resN);
        temp2 = safeMul(_reserveBalance, UINT256_1 << precision);
        return safeSub(temp1, temp2) / resN;
    }

    /**
        Predicts the highest precision which can be used in order to compute "base ^ exp" without exceeding 256 bits in any of the intermediate computations.
        Instead of calculating "base ^ exp", we calculate "e ^ (ln(base) * exp)".
        The value of "ln(base)" is represented with an integer slightly smaller than "ln(base) * 2 ^ precision".
        The larger "precision" is, the more accurately this value represents the real value.
        However, the larger "precision" is, the more bits are required in order to store this value.
        And the exponentiation function, which takes "x" and calculates "e ^ x", is limited to a maximum exponent (maximum value of "x").
        This maximum exponent depends on the precision used ("maxExpArray" maps each precision between 0 and 127 to its maximum exponent).
        Hence before calling the exponentiation function, we need to determine the highest precision which can be used.
        We do this by estimating an upper-bound for "ln(base) * exp", and then choosing the highest precision which this value is permitted for.
        Of course, we should later assert that the actual value representing "ln(base) * exp" is indeed not larger than the maximum exponent of the chosen precision.
        Note that the outcome of this function only affects the accuracy of the computation of "base ^ exp".
        Therefore, we do not need to assert that no intermediate result exceeds 256 bits (nor in this function, neither in any of the functions down the calling tree).
    */
    function calculateBestPrecision(uint256 _baseN, uint256 _baseD, uint256 _expN, uint256 _expD) constant returns (uint8) {
        uint256 maxVal = lnUpperBound(_baseN, _baseD) * _expN;
        uint8 lo = MIN_PRECISION;
        uint8 hi = MAX_PRECISION;
        while (lo + 1 < hi) {
            uint8 mid = (lo + hi) / 2;
            if ((maxVal << (mid - MIN_PRECISION)) / _expD <= maxExpArray[mid])
                lo = mid;
            else
                hi = mid;
        }
        if ((maxVal << (hi - MIN_PRECISION)) / _expD <= maxExpArray[hi])
            return hi;
        else
            return lo;
    }

    /**
        Calculates an integer approximation of "(_baseN / _baseD) ^ (_expN / _expD) * 2 ^ _precision".
        This method is overflow-safe.
    */
    function power(uint256 _baseN, uint256 _baseD, uint256 _expN, uint256 _expD, uint8 _precision) constant returns (uint256) {
        uint256 logbase = ln(_baseN, _baseD, _precision);
        return fixedExp(safeMul(logbase, _expN) / _expD, _precision);
    }

    /**
        Returns floor(ln(numerator / denominator) * 2 ^ precision)

        Ranges:
            precision   between MIN_PRECISION and MAX_PRECISION
            numerator   between 1             and 2 ^ (256 - precision) - 1
            denominator between 1             and numerator
            output      between 0             and floor(ln(2 ^ (256 - precision) - 1) * 2 ^ precision)

        This function asserts "0 < denominator <= numerator < 2 ^ (256 - precision)".
    */
    function ln(uint256 _numerator, uint256 _denominator, uint8 _precision) public constant returns (uint256) {
        assert(0 < _denominator && _denominator <= _numerator && _numerator < (UINT256_1 << (256 - _precision)));
        return fixedLoge( (_numerator << _precision) / _denominator, _precision);
    }

    /**
        Takes a rational number "numerator / denominator" as input.
        Returns an integer upper-bound of the natural logarithm of the input scaled by "2 ^ MIN_PRECISION".
        We do this by calculating "Ceiling(log2(numerator / denominator)) * Ceiling(ln(2) * 2 ^ MIN_PRECISION)".
        For small values of "numerator / denominator", this sometimes yields a bad upper-bound approximation.
        We therefore cover these cases (and a few more) manually.
        This function assumes "0 < denominator < numerator < 2 ^ (256 - MIN_PRECISION)".
        Complexity is O(log(input bit-length)).
    */
    function lnUpperBound(uint256 _numerator, uint256 _denominator) constant returns (uint256) {
        uint256 scaledNumerator = _numerator << MIN_PRECISION;

        if (scaledNumerator <= _denominator *  0x2b7e15162) // _numerator / _denominator < e^1 (floorLog2 will return 0 if _numerator / _denominator < 2)
            return UINT256_1 << MIN_PRECISION;
        if (scaledNumerator <= _denominator *  0x763992e35) // _numerator / _denominator < e^2 (floorLog2 will return 1 if _numerator / _denominator < 4)
            return UINT256_2 << MIN_PRECISION;
        if (scaledNumerator <= _denominator * 0x1415e5bf6f) // _numerator / _denominator < e^3 (floorLog2 will return 2 if _numerator / _denominator < 8)
            return UINT256_3 << MIN_PRECISION;

        return ceilLog2(_numerator, _denominator) * CEILING_LN2_MANTISSA;
    }

    /**
        Returns floor(ln(x / 2 ^ precision) * 2 ^ precision)
    */
    function fixedLoge(uint256 _x, uint8 _precision) constant returns (uint256) {
        uint256 log2 = fixedLog2(_x, _precision);
        return (log2 * FLOOR_LN2_MANTISSA) >> FLOOR_LN2_EXPONENT;
    }

    /**
        Returns floor(log2(x / 2 ^ precision) * 2 ^ precision)

        Ranges:
            precision between MIN_PRECISION and MAX_PRECISION
            x         between 2 ^ precision and (2 ^ (256 - precision) - 1) * (2 ^ precision)
            output    between 0             and floor(log2(2 ^ (256 - precision) - 1) * 2 ^ precision)
    */
    function fixedLog2(uint256 _x, uint8 _precision) constant returns (uint256) {
        uint256 hi = 0;
        uint256 fixedOne = UINT256_1 << _precision;
        uint256 fixedTwo = UINT256_2 << _precision;

        while (_x >= fixedTwo) {
            _x >>= 1;
            hi += fixedOne;
        }

        for (uint8 i = 0; i < _precision; ++i) {
            _x = (_x * _x) / fixedOne;
            if (_x >= fixedTwo) {
                _x >>= 1;
                hi += UINT256_1 << (_precision - 1 - i);
            }
        }

        return hi;
    }

    /**
        Takes a rational number "numerator / denominator" as input.
        Returns the smallest integer larger than or equal to the binary logarithm of the input.
        Complexity is O(log(input bit-length)).
    */
    function ceilLog2(uint256 _numerator, uint256 _denominator) constant returns (uint256) {
        return floorLog2((_numerator - 1) / _denominator) + 1;
    }

    /**
        Takes a natural number "n" as input.
        Returns the largest integer smaller than or equal to the binary logarithm of the input.
        Complexity is O(log(input bit-length)).
    */
    function floorLog2(uint256 _n) constant returns (uint256) {
        uint8 t = 0;
        for (uint8 s = 128; s > 0; s >>= 1) {
            if (_n >= (UINT256_1 << s)) {
                _n >>= s;
                t |= s;
            }
        }

        return t;
    }

    /**
        fixedExp is a 'protected' version of fixedExpUnsafe, which asserts instead of overflows.
        The maximum value which can be passed to fixedExpUnsafe depends on the precision used.
        The global maxExpArray maps each precision between 0 and 127 to the maximum value permitted.
    */
    function fixedExp(uint256 _x, uint8 _precision) constant returns (uint256) {
        assert(_x <= maxExpArray[_precision]);
        return fixedExpUnsafe(_x, _precision);
    }

    /**
        This function can be auto-generated by the script 'PrintFunctionFixedExpUnsafe.py'.
        It approximates "e ^ x" via maclauren summation: "(x^0)/0! + (x^1)/1! + ... + (x^n)/n!".
        It returns "e ^ (x >> precision) << precision", that is, the result is upshifted for accuracy.
        The maximum permitted value for _x depends on the value of _precision (see maxExpArray).
    */
    function fixedExpUnsafe(uint256 _x, uint8 _precision) constant returns (uint256) {
        uint256 xi = _x;
        uint256 res = uint256(0xde1bc4d19efcac82445da75b00000000) << _precision;

        res += xi * 0xde1bc4d19efcac82445da75b00000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x6f0de268cf7e5641222ed3ad80000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x2504a0cd9a7f7215b60f9be480000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x9412833669fdc856d83e6f920000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x1d9d4d714865f4de2b3fafea0000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x4ef8ce836bba8cfb1dff2a70000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0xb481d807d1aa66d04490610000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x16903b00fa354cda08920c2000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x281cdaac677b334ab9e732000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x402e2aad725eb8778fd85000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x5d5a6c9f31fe2396a2af000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x7c7890d442a82f73839400000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x9931ed54034526b58e400000;
        xi = (xi * _x) >> _precision;
        res += xi * 0xaf147cf24ce150cf7e00000;
        xi = (xi * _x) >> _precision;
        res += xi * 0xbac08546b867cdaa200000;
        xi = (xi * _x) >> _precision;
        res += xi * 0xbac08546b867cdaa20000;
        xi = (xi * _x) >> _precision;
        res += xi * 0xafc441338061b2820000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x9c3cabbc0056d790000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x839168328705c30000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x694120286c049c000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x50319e98b3d2c000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x3a52a1e36b82000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x289286e0fce000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x1b0c59eb53400;
        xi = (xi * _x) >> _precision;
        res += xi * 0x114f95b55400;
        xi = (xi * _x) >> _precision;
        res += xi * 0xaa7210d200;
        xi = (xi * _x) >> _precision;
        res += xi * 0x650139600;
        xi = (xi * _x) >> _precision;
        res += xi * 0x39b78e80;
        xi = (xi * _x) >> _precision;
        res += xi * 0x1fd8080;
        xi = (xi * _x) >> _precision;
        res += xi * 0x10fbc0;
        xi = (xi * _x) >> _precision;
        res += xi * 0x8c40;
        xi = (xi * _x) >> _precision;
        res += xi * 0x462;
        xi = (xi * _x) >> _precision;
        res += xi * 0x22;

        return res / 0xde1bc4d19efcac82445da75b00000000;
    }
}

pragma solidity ^0.4.11;
import './SafeMath.sol';
import './interfaces/IBancorFormula.sol';

contract BancorFormula is IBancorFormula, SafeMath {

    string public version = '0.2';

    uint256[128] maxExpArray;
    uint256 constant UINT256_1 = 1;
    uint256 constant UINT256_2 = 2;
    uint256 constant UINT256_3 = 3;
    uint8 constant MIN_PRECISION = 32;
    uint8 constant MAX_PRECISION = 127;

    /**
        The values below depend on MIN_PRECISION and MAX_PRECISION. If you choose to change either one of them:
        Apply the same change in file 'PrintLn2ScalingFactors.py', run it and paste the printed results below.
    */
    uint256 constant CEILING_LN2_MANTISSA = 0xb17217f8;
    uint256 constant FLOOR_LN2_MANTISSA   = 0x2c5c85fdf473de6af278ece600fcbda;
    uint8   constant FLOOR_LN2_EXPONENT   = 122;

    /**
        The function below depends on MIN_PRECISION and MAX_PRECISION. If you choose to change either one of them:
        Apply the same change in file 'PrintFunctionBancorFormula.py', run it and paste the printed results below.
    */
    function BancorFormula() {
    //  maxExpArray[  0] = 0xc1;
    //  maxExpArray[  1] = 0x17a;
    //  maxExpArray[  2] = 0x2e5;
    //  maxExpArray[  3] = 0x5ab;
    //  maxExpArray[  4] = 0xb1b;
    //  maxExpArray[  5] = 0x15bf;
    //  maxExpArray[  6] = 0x2a0c;
    //  maxExpArray[  7] = 0x50a2;
    //  maxExpArray[  8] = 0x9aa2;
    //  maxExpArray[  9] = 0x1288c;
    //  maxExpArray[ 10] = 0x238b2;
    //  maxExpArray[ 11] = 0x4429a;
    //  maxExpArray[ 12] = 0x82b78;
    //  maxExpArray[ 13] = 0xfaadc;
    //  maxExpArray[ 14] = 0x1e0bb8;
    //  maxExpArray[ 15] = 0x399e96;
    //  maxExpArray[ 16] = 0x6e7f88;
    //  maxExpArray[ 17] = 0xd3e7a3;
    //  maxExpArray[ 18] = 0x1965fea;
    //  maxExpArray[ 19] = 0x30b5057;
    //  maxExpArray[ 20] = 0x5d681f3;
    //  maxExpArray[ 21] = 0xb320d03;
    //  maxExpArray[ 22] = 0x15784a40;
    //  maxExpArray[ 23] = 0x292c5bdd;
    //  maxExpArray[ 24] = 0x4ef57b9b;
    //  maxExpArray[ 25] = 0x976bd995;
    //  maxExpArray[ 26] = 0x122624e32;
    //  maxExpArray[ 27] = 0x22ce03cd5;
    //  maxExpArray[ 28] = 0x42beef808;
    //  maxExpArray[ 29] = 0x7ffffffff;
    //  maxExpArray[ 30] = 0xf577eded5;
    //  maxExpArray[ 31] = 0x1d6bd8b2eb;
        maxExpArray[ 32] = 0x386bfdba29;
        maxExpArray[ 33] = 0x6c3390ecc8;
        maxExpArray[ 34] = 0xcf8014760f;
        maxExpArray[ 35] = 0x18ded91f0e7;
        maxExpArray[ 36] = 0x2fb1d8fe082;
        maxExpArray[ 37] = 0x5b771955b36;
        maxExpArray[ 38] = 0xaf67a93bb50;
        maxExpArray[ 39] = 0x15060c256cb2;
        maxExpArray[ 40] = 0x285145f31ae5;
        maxExpArray[ 41] = 0x4d5156639708;
        maxExpArray[ 42] = 0x944620b0e70e;
        maxExpArray[ 43] = 0x11c592761c666;
        maxExpArray[ 44] = 0x2214d10d014ea;
        maxExpArray[ 45] = 0x415bc6d6fb7dd;
        maxExpArray[ 46] = 0x7d56e76777fc5;
        maxExpArray[ 47] = 0xf05dc6b27edad;
        maxExpArray[ 48] = 0x1ccf4b44bb4820;
        maxExpArray[ 49] = 0x373fc456c53bb7;
        maxExpArray[ 50] = 0x69f3d1c921891c;
        maxExpArray[ 51] = 0xcb2ff529eb71e4;
        maxExpArray[ 52] = 0x185a82b87b72e95;
        maxExpArray[ 53] = 0x2eb40f9f620fda6;
        maxExpArray[ 54] = 0x5990681d961a1ea;
        maxExpArray[ 55] = 0xabc25204e02828d;
        maxExpArray[ 56] = 0x14962dee9dc97640;
        maxExpArray[ 57] = 0x277abdcdab07d5a7;
        maxExpArray[ 58] = 0x4bb5ecca963d54ab;
        maxExpArray[ 59] = 0x9131271922eaa606;
        maxExpArray[ 60] = 0x116701e6ab0cd188d;
        maxExpArray[ 61] = 0x215f77c045fbe8856;
        maxExpArray[ 62] = 0x3ffffffffffffffff;
        maxExpArray[ 63] = 0x7abbf6f6abb9d087f;
        maxExpArray[ 64] = 0xeb5ec597592befbf4;
        maxExpArray[ 65] = 0x1c35fedd14b861eb04;
        maxExpArray[ 66] = 0x3619c87664579bc94a;
        maxExpArray[ 67] = 0x67c00a3b07ffc01fd6;
        maxExpArray[ 68] = 0xc6f6c8f8739773a7a4;
        maxExpArray[ 69] = 0x17d8ec7f04136f4e561;
        maxExpArray[ 70] = 0x2dbb8caad9b7097b91a;
        maxExpArray[ 71] = 0x57b3d49dda84556d6f6;
        maxExpArray[ 72] = 0xa830612b6591d9d9e61;
        maxExpArray[ 73] = 0x1428a2f98d728ae223dd;
        maxExpArray[ 74] = 0x26a8ab31cb8464ed99e1;
        maxExpArray[ 75] = 0x4a23105873875bd52dfd;
        maxExpArray[ 76] = 0x8e2c93b0e33355320ead;
        maxExpArray[ 77] = 0x110a688680a7530515f3e;
        maxExpArray[ 78] = 0x20ade36b7dbeeb8d79659;
        maxExpArray[ 79] = 0x3eab73b3bbfe282243ce1;
        maxExpArray[ 80] = 0x782ee3593f6d69831c453;
        maxExpArray[ 81] = 0xe67a5a25da41063de1495;
        maxExpArray[ 82] = 0x1b9fe22b629ddbbcdf8754;
        maxExpArray[ 83] = 0x34f9e8e490c48e67e6ab8b;
        maxExpArray[ 84] = 0x6597fa94f5b8f20ac16666;
        maxExpArray[ 85] = 0xc2d415c3db974ab32a5184;
        maxExpArray[ 86] = 0x175a07cfb107ed35ab61430;
        maxExpArray[ 87] = 0x2cc8340ecb0d0f520a6af58;
        maxExpArray[ 88] = 0x55e129027014146b9e37405;
        maxExpArray[ 89] = 0xa4b16f74ee4bb2040a1ec6c;
        maxExpArray[ 90] = 0x13bd5ee6d583ead3bd636b5c;
        maxExpArray[ 91] = 0x25daf6654b1eaa55fd64df5e;
        maxExpArray[ 92] = 0x4898938c9175530325b9d116;
        maxExpArray[ 93] = 0x8b380f3558668c46c91c49a2;
        maxExpArray[ 94] = 0x10afbbe022fdf442b2a522507;
        maxExpArray[ 95] = 0x1ffffffffffffffffffffffff;
        maxExpArray[ 96] = 0x3d5dfb7b55dce843f89a7dbcb;
        maxExpArray[ 97] = 0x75af62cbac95f7dfa3295ec26;
        maxExpArray[ 98] = 0xe1aff6e8a5c30f58221fbf899;
        maxExpArray[ 99] = 0x1b0ce43b322bcde4a56e8ada5a;
        maxExpArray[100] = 0x33e0051d83ffe00feb432b473b;
        maxExpArray[101] = 0x637b647c39cbb9d3d26c56e949;
        maxExpArray[102] = 0xbec763f8209b7a72b0afea0d31;
        maxExpArray[103] = 0x16ddc6556cdb84bdc8d12d22e6f;
        maxExpArray[104] = 0x2bd9ea4eed422ab6b7b072b029e;
        maxExpArray[105] = 0x54183095b2c8ececf30dd533d03;
        maxExpArray[106] = 0xa14517cc6b9457111eed5b8adf1;
        maxExpArray[107] = 0x13545598e5c23276ccf0ede68034;
        maxExpArray[108] = 0x2511882c39c3adea96fec2102329;
        maxExpArray[109] = 0x471649d87199aa990756806903c5;
        maxExpArray[110] = 0x88534434053a9828af9f37367ee6;
        maxExpArray[111] = 0x1056f1b5bedf75c6bcb2ce8aed428;
        maxExpArray[112] = 0x1f55b9d9ddff141121e70ebe0104e;
        maxExpArray[113] = 0x3c1771ac9fb6b4c18e229803dae82;
        maxExpArray[114] = 0x733d2d12ed20831ef0a4aead8c66d;
        maxExpArray[115] = 0xdcff115b14eedde6fc3aa5353f2e4;
        maxExpArray[116] = 0x1a7cf47248624733f355c5c1f0d1f1;
        maxExpArray[117] = 0x32cbfd4a7adc790560b3335687b89b;
        maxExpArray[118] = 0x616a0ae1edcba5599528c20605b3f6;
        maxExpArray[119] = 0xbad03e7d883f69ad5b0a186184e06b;
        maxExpArray[120] = 0x16641a07658687a905357ac0ebe198b;
        maxExpArray[121] = 0x2af09481380a0a35cf1ba02f36c6a56;
        maxExpArray[122] = 0x5258b7ba7725d902050f6360afddf96;
        maxExpArray[123] = 0x9deaf736ac1f569deb1b5ae3f36c130;
        maxExpArray[124] = 0x12ed7b32a58f552afeb26faf21deca06;
        maxExpArray[125] = 0x244c49c648baa98192dce88b42f53caf;
        maxExpArray[126] = 0x459c079aac334623648e24d17c74b3dc;
        maxExpArray[127] = 0x6ae67b5f2f528d5f3189036ee0f27453;
    }

    /**
        @dev given a token supply, reserve, CRR and a deposit amount (in the reserve token), calculates the return for a given change (in the main token)

        Formula:
        Return = _supply * ((1 + _depositAmount / _reserveBalance) ^ (_reserveRatio / 100) - 1)

        @param _supply             token total supply
        @param _reserveBalance     total reserve
        @param _reserveRatio       constant reserve ratio, 1-100
        @param _depositAmount      deposit amount, in reserve token

        @return purchase return amount
    */
    function calculatePurchaseReturn(uint256 _supply, uint256 _reserveBalance, uint8 _reserveRatio, uint256 _depositAmount) public constant returns (uint256) {
        // validate input
        require(_supply != 0 && _reserveBalance != 0 && _reserveRatio > 0 && _reserveRatio <= 100);

        // special case for 0 deposit amount
        if (_depositAmount == 0)
            return 0;

        uint256 baseN = safeAdd(_depositAmount, _reserveBalance);
        uint256 temp;

        // special case if the CRR = 100
        if (_reserveRatio == 100) {
            temp = safeMul(_supply, baseN) / _reserveBalance;
            return safeSub(temp, _supply);
        }

        uint8 precision = calculateBestPrecision(baseN, _reserveBalance, _reserveRatio, 100);
        uint256 resN = power(baseN, _reserveBalance, _reserveRatio, 100, precision);
        temp = safeMul(_supply, resN) >> precision;
        return safeSub(temp, _supply);
     }

    /**
        @dev given a token supply, reserve, CRR and a sell amount (in the main token), calculates the return for a given change (in the reserve token)

        Formula:
        Return = _reserveBalance * (1 - (1 - _sellAmount / _supply) ^ (1 / (_reserveRatio / 100)))

        @param _supply             token total supply
        @param _reserveBalance     total reserve
        @param _reserveRatio       constant reserve ratio, 1-100
        @param _sellAmount         sell amount, in the token itself

        @return sale return amount
    */
    function calculateSaleReturn(uint256 _supply, uint256 _reserveBalance, uint8 _reserveRatio, uint256 _sellAmount) public constant returns (uint256) {
        // validate input
        require(_supply != 0 && _reserveBalance != 0 && _reserveRatio > 0 && _reserveRatio <= 100 && _sellAmount <= _supply);

        // special case for 0 sell amount
        if (_sellAmount == 0)
            return 0;

        uint256 baseD = safeSub(_supply, _sellAmount);
        uint256 temp1;
        uint256 temp2;

        // special case if the CRR = 100
        if (_reserveRatio == 100) {
            temp1 = safeMul(_reserveBalance, _supply);
            temp2 = safeMul(_reserveBalance, baseD);
            return safeSub(temp1, temp2) / _supply;
        }

        // special case for selling the entire supply
        if (_sellAmount == _supply)
            return _reserveBalance;

        uint8 precision = calculateBestPrecision(_supply, baseD, 100, _reserveRatio);
        uint256 resN = power(_supply, baseD, 100, _reserveRatio, precision);
        temp1 = safeMul(_reserveBalance, resN);
        temp2 = safeMul(_reserveBalance, UINT256_1 << precision);
        return safeSub(temp1, temp2) / resN;
    }

    /**
        Predicts the highest precision which can be used in order to compute "base ^ exp" without exceeding 256 bits in any of the intermediate computations.
        Instead of calculating "base ^ exp", we calculate "e ^ (ln(base) * exp)".
        The value of "ln(base)" is represented with an integer slightly smaller than "ln(base) * 2 ^ precision".
        The larger "precision" is, the more accurately this value represents the real value.
        However, the larger "precision" is, the more bits are required in order to store this value.
        And the exponentiation function, which takes "x" and calculates "e ^ x", is limited to a maximum exponent (maximum value of "x").
        This maximum exponent depends on the precision used ("maxExpArray" maps each precision between 0 and 127 to its maximum exponent).
        Hence before calling the exponentiation function, we need to determine the highest precision which can be used.
        We do this by estimating an upper-bound for "ln(base) * exp", and then choosing the highest precision which this value is permitted for.
        Of course, we should later assert that the actual value representing "ln(base) * exp" is indeed not larger than the maximum exponent of the chosen precision.
        Note that the outcome of this function only affects the accuracy of the computation of "base ^ exp".
        Therefore, we do not need to assert that no intermediate result exceeds 256 bits (nor in this function, neither in any of the functions down the calling tree).
    */
    function calculateBestPrecision(uint256 _baseN, uint256 _baseD, uint256 _expN, uint256 _expD) constant returns (uint8) {
        uint256 maxVal = lnUpperBound(_baseN, _baseD) * _expN;
        uint8 lo = MIN_PRECISION;
        uint8 hi = MAX_PRECISION;
        while (lo + 1 < hi) {
            uint8 mid = (lo + hi) / 2;
            if ((maxVal << (mid - MIN_PRECISION)) / _expD <= maxExpArray[mid])
                lo = mid;
            else
                hi = mid;
        }
        if ((maxVal << (hi - MIN_PRECISION)) / _expD <= maxExpArray[hi])
            return hi;
        else
            return lo;
    }

    /**
        Calculates an integer approximation of "(_baseN / _baseD) ^ (_expN / _expD) * 2 ^ _precision".
        This method is overflow-safe.
    */
    function power(uint256 _baseN, uint256 _baseD, uint256 _expN, uint256 _expD, uint8 _precision) constant returns (uint256) {
        uint256 logbase = ln(_baseN, _baseD, _precision);
        return fixedExp(safeMul(logbase, _expN) / _expD, _precision);
    }

    /**
        input range:
            - numerator: [1, uint256_max / 2 ^ precision]
            - denominator: [1, numerator]
            If numerator / denominator < 1 then ln(numerator / denominator) < 0
        output range:
            [0, ln(uint256_max) * 2 ^ precision]

        This method asserts outside of bounds
    */
    function ln(uint256 _numerator, uint256 _denominator, uint8 _precision) public constant returns (uint256) {
        assert(0 < _denominator && _denominator <= _numerator && _numerator < (UINT256_1 << (256 - _precision)));
        return fixedLoge( (_numerator << _precision) / _denominator, _precision);
    }

    /**
        Takes a rational number "numerator / denominator" as input.
        Returns an integer upper-bound of the natural logarithm of the input scaled by "2 ^ MIN_PRECISION".
        We do this by calculating "Ceiling(log2(numerator / denominator)) * Ceiling(ln(2) * 2 ^ MIN_PRECISION)".
        For small values of "numerator / denominator", this sometimes yields a bad upper-bound approximation.
        We therefore cover these cases (and a few more) manually.
        Complexity is O(log(input bit-length)).
    */
    function lnUpperBound(uint256 _numerator, uint256 _denominator) constant returns (uint256) {
        assert(_numerator > _denominator);

        uint256 scaledNumerator = _numerator << MIN_PRECISION;
        if (scaledNumerator <= _denominator *  0x2b7e15162) // _numerator / _denominator < e^1 (floorLog2 will return 0 if _numerator / _denominator < 2)
            return UINT256_1 << MIN_PRECISION;
        if (scaledNumerator <= _denominator *  0x763992e35) // _numerator / _denominator < e^2 (floorLog2 will return 1 if _numerator / _denominator < 4)
            return UINT256_2 << MIN_PRECISION;
        if (scaledNumerator <= _denominator * 0x1415e5bf6f) // _numerator / _denominator < e^3 (floorLog2 will return 2 if _numerator / _denominator < 8)
            return UINT256_3 << MIN_PRECISION;

        return ceilLog2(_numerator, _denominator) * CEILING_LN2_MANTISSA;
    }

    /**
        Returns floor(ln(x / 2 ^ precision) * 2 ^ precision)
    */
    function fixedLoge(uint256 _x, uint8 _precision) constant returns (uint256) {
        uint256 log2 = fixedLog2(_x, _precision);
        return (log2 * FLOOR_LN2_MANTISSA) >> FLOOR_LN2_EXPONENT;
    }

    /**
        Returns floor(log2(x / 2 ^ precision) * 2 ^ precision)

        Ranges:
            precision between MIN_PRECISION and MAX_PRECISION
            x         between 2 ^ precision and (2 ^ (256 - precision) - 1) * (2 ^ precision)
            output    between 0             and floor(log2(2 ^ (256 - precision) - 1) * 2 ^ precision)
    */
    function fixedLog2(uint256 _x, uint8 _precision) constant returns (uint256) {
        uint256 hi = 0;
        uint256 fixedOne = UINT256_1 << _precision;
        uint256 fixedTwo = UINT256_2 << _precision;

        while (_x >= fixedTwo) {
            _x >>= 1;
            hi += fixedOne;
        }

        for (uint8 i = 0; i < _precision; ++i) {
            _x = (_x * _x) / fixedOne;
            if (_x >= fixedTwo) {
                _x >>= 1;
                hi += UINT256_1 << (_precision - 1 - i);
            }
        }

        return hi;
    }

    /**
        Takes a rational number "numerator / denominator" as input.
        Returns the smallest integer larger than or equal to the binary logarithm of the input.
        Complexity is O(log(input bit-length)).
    */
    function ceilLog2(uint256 _numerator, uint256 _denominator) constant returns (uint256) {
        return floorLog2((_numerator - 1) / _denominator) + 1;
    }

    /**
        Takes a natural number "n" as input.
        Returns the largest integer smaller than or equal to the binary logarithm of the input.
        Complexity is O(log(input bit-length)).
    */
    function floorLog2(uint256 _n) constant returns (uint256) {
        uint8 t = 0;
        for (uint8 s = 128; s > 0; s >>= 1) {
            if (_n >= (UINT256_1 << s)) {
                _n >>= s;
                t |= s;
            }
        }

        return t;
    }

    /**
        fixedExp is a 'protected' version of fixedExpUnsafe, which asserts instead of overflows.
        The maximum value which can be passed to fixedExpUnsafe depends on the precision used.
        The global maxExpArray maps each precision between 0 and 127 to the maximum value permitted.
    */
    function fixedExp(uint256 _x, uint8 _precision) constant returns (uint256) {
        assert(_x <= maxExpArray[_precision]);
        return fixedExpUnsafe(_x, _precision);
    }

    /**
        This function can be auto-generated by the script 'PrintFunctionFixedExpUnsafe.py'.
        It approximates "e ^ x" via maclauren summation: "(x^0)/0! + (x^1)/1! + ... + (x^n)/n!".
        It returns "e ^ (x >> precision) << precision", that is, the result is upshifted for accuracy.
        The maximum permitted value for _x depends on the value of _precision (see maxExpArray).
    */
    function fixedExpUnsafe(uint256 _x, uint8 _precision) constant returns (uint256) {
        uint256 xi = _x;
        uint256 res = uint256(0xde1bc4d19efcac82445da75b00000000) << _precision;

        res += xi * 0xde1bc4d19efcac82445da75b00000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x6f0de268cf7e5641222ed3ad80000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x2504a0cd9a7f7215b60f9be480000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x9412833669fdc856d83e6f920000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x1d9d4d714865f4de2b3fafea0000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x4ef8ce836bba8cfb1dff2a70000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0xb481d807d1aa66d04490610000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x16903b00fa354cda08920c2000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x281cdaac677b334ab9e732000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x402e2aad725eb8778fd85000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x5d5a6c9f31fe2396a2af000000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x7c7890d442a82f73839400000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x9931ed54034526b58e400000;
        xi = (xi * _x) >> _precision;
        res += xi * 0xaf147cf24ce150cf7e00000;
        xi = (xi * _x) >> _precision;
        res += xi * 0xbac08546b867cdaa200000;
        xi = (xi * _x) >> _precision;
        res += xi * 0xbac08546b867cdaa20000;
        xi = (xi * _x) >> _precision;
        res += xi * 0xafc441338061b2820000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x9c3cabbc0056d790000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x839168328705c30000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x694120286c049c000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x50319e98b3d2c000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x3a52a1e36b82000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x289286e0fce000;
        xi = (xi * _x) >> _precision;
        res += xi * 0x1b0c59eb53400;
        xi = (xi * _x) >> _precision;
        res += xi * 0x114f95b55400;
        xi = (xi * _x) >> _precision;
        res += xi * 0xaa7210d200;
        xi = (xi * _x) >> _precision;
        res += xi * 0x650139600;
        xi = (xi * _x) >> _precision;
        res += xi * 0x39b78e80;
        xi = (xi * _x) >> _precision;
        res += xi * 0x1fd8080;
        xi = (xi * _x) >> _precision;
        res += xi * 0x10fbc0;
        xi = (xi * _x) >> _precision;
        res += xi * 0x8c40;
        xi = (xi * _x) >> _precision;
        res += xi * 0x462;
        xi = (xi * _x) >> _precision;
        res += xi * 0x22;

        return res / 0xde1bc4d19efcac82445da75b00000000;
    }
}


Add FIXMEs to non-working function

Add FIXMEs to non-working function

There is a problem with the array `arr`.

/*
    Work in process
    Still a couple of issues
*/

/// Iteratable data structure of the type [bytes32 k, NettingContract v]
library IterableMapping
{
    // Might have to define the NettingContract type here for insertion
    struct itmap {
        mapping(bytes32 => IndexValue) data;
        KeyFlag[] keys;
        uint size;
    }
    struct IndexValue { uint keyIndex; NettingContract value; }
    struct KeyFlag { bytes32 key; bool deleted; }

    function insert(itmap storage self, bytes32 key, NettingContract value) returns (bool replaced) {
        uint keyIndex = self.data[key].keyIndex;
        self.data[key].value = value;
        if (keyIndex > 0)
            return true;
        else {
            keyIndex = self.keys.length++;
            self.data[key].keyIndex = keyIndex + 1;
            self.keys[keyIndex].key = key;
            self.size++;
            return false;
        }
    }

    function remove(itmap storage self, bytes32 key) returns (bool success){
        uint keyIndex = self.data[key].keyIndex;
        if (keyIndex == 0)
          return false;
        delete self.data[key];
        self.keys[keyIndex - 1].deleted = true;
        self.size --;
    }

    function contains(itmap storage self, bytes32 key) returns (bool) {
        return self.data[key].keyIndex > 0;
    }

    function atIndex(itmap storage self, bytes32 key) returns (uint index) {
        return self.data[key].keyIndex;
    }

    function iterate_start(itmap storage self) returns (uint keyIndex){
        return iterate_next(self, uint(-1));
    }

    function iterate_valid(itmap storage self, uint keyIndex) returns (bool){
        return keyIndex < self.keys.length;
    }

    function iterate_next(itmap storage self, uint keyIndex) returns (uint r_keyIndex){
        keyIndex++;
        while (keyIndex < self.keys.length && self.keys[keyIndex].deleted)
            keyIndex++;
        return keyIndex;
    }

    function iterate_get(itmap storage self, uint keyIndex) returns (bytes32 key, NettingContract value){
        key = self.keys[keyIndex].key;
        value = self.data[key].value;
    }
}
contract Wrapper
{
    // Just a struct holding our data.
    IterableMapping.itmap data;
    // Insert something
    function insert(bytes32 k, NettingContract v) returns (uint size)
    {
        // Actually calls itmap_impl.insert, auto-supplying the first parameter for us.
        IterableMapping.insert(data, k, v);
        // We can still access members of the struct - but we should take care not to mess with them.
        return data.size;
    }

    function contains(bytes32 k) returns (bool c) {
        c = IterableMapping.contains(data, k);
    }

    function lengthOf() returns (uint l) {
        l = data.keys.length - 1;
    }

    function get(bytes32 k) returns (bytes32 key, NettingContract value) {
        uint index = IterableMapping.atIndex(data, k);
        (key, value) = IterableMapping.iterate_get(data, index -1);
    }

    function remove(bytes32 k) returns (bool success) {
        success = IterableMapping.remove(data, k);
    }

    function getIndex(bytes32 k) returns (uint i) {
        i = IterableMapping.atIndex(data, k);
    }

    function getAllKeys() returns (bytes32[] keys) {
        bytes32[] memory arr; // FIXME: w/o memory: 'uninitialized storage pointer'
        for (var i = IterableMapping.iterate_start(data); IterableMapping.iterate_valid(data, i); i = IterableMapping.iterate_next(data, i)) {
            var(key, value) = IterableMapping.iterate_get(data, i);
            //arr.push(key); FIXME: push not allowed on memory bytes32
            throw; //FIXME: broken!
        }
        keys = arr;
    }

    function getValues(address v) returns (NettingContract[] values) {
        for (var i = IterableMapping.iterate_start(data); IterableMapping.iterate_valid(data, i); i = IterableMapping.iterate_next(data, i)) {
            uint len;
            var (key, value) = IterableMapping.iterate_get(data, i);
            // Size of participants is 2
            for (var j = 0; j < 2; j++) {
                var(addr, dep) = value.participants(j);
                if (addr == v) {
                    values[len] = value;
                    len++;
                }
            }
        }
        if (values.length == 0) throw; //maybe find other way to show that no such channel exists
    }
}

contract NettingContractTest {
    bytes32 constant TEST_KEY3 = 0x654321;
    address constant TEST_ADDRESS1 = 0x123456;
    address constant TEST_ADDRESS2 = 0x654321;
    address constant TEST_ADDRESS3 = 0xB00B123;
    address constant ASSET_ADDRESS = 0xDEADBEEF;
    bytes32 constant TEST_KEY1 = sha3(TEST_ADDRESS1, TEST_ADDRESS2);
    bytes32 constant TEST_KEY2 = sha3(TEST_ADDRESS1, TEST_ADDRESS3);

    function testInsert() returns (bool isIn, bool has, bool hasPar, bool hasDep) {
        NettingContract nc = new NettingContract(ASSET_ADDRESS);
        Wrapper wrp = new Wrapper();
        wrp.insert(TEST_KEY1, nc);
        isIn = wrp.contains(TEST_KEY1);
        var(k, c) = wrp.get(TEST_KEY1);
        has = k == TEST_KEY1 && c.assetAddress() == ASSET_ADDRESS;
        var(addr0, deposit0) = c.participants(0);
        var(addr1, deposit1) = c.participants(1);
        hasPar = addr0 == TEST_ADDRESS1 && addr1 == TEST_ADDRESS2;
        hasDep = deposit0 == 10 && deposit1 == 10;
    }

    function testRemove() returns (bool removed, bool isIn, bool exist) {
        NettingContract nc = new NettingContract(ASSET_ADDRESS);
        Wrapper wrp = new Wrapper();
        wrp.insert(TEST_KEY1, nc);
        wrp.lengthOf() == 1;
        exist = wrp.contains(TEST_KEY1);
        wrp.remove(TEST_KEY1);
        removed = wrp.lengthOf() == 0;
        isIn = false == wrp.contains(TEST_KEY1);
        return;
    }

    // Will not work for testing, since dynamic arrays cannot be passed
    // between contracts or libraries
    function testGetValues() returns (bool yay) {
        NettingContract nc = new NettingContract(ASSET_ADDRESS);
        Wrapper wrp = new Wrapper();
        wrp.insert(TEST_KEY1, nc);
        wrp.insert(TEST_KEY2, nc);
        //NettingContract[] a = wrp.getValues(TEST_ADDRESS1);
    }

}

// Just for the sake of interface
contract NettingContract {
    uint lockedTime;
    address public assetAddress;
    uint public opened;
    uint public closed;
    uint public settled;
    address public TEST_ADDRESS1 = 0x123456;
    address public TEST_ADDRESS2 = 0x654321;

    struct Transfer {} // TODO
    struct Unlocked {} // TODO
    struct Participant
    {
        address addr;
        uint deposit;
        //Transfer[] lastSentTransfers;
        //Unlocked unlocked;
    }
    //mapping(address => Participant) public participants;

    Participant[2] public participants; // Might make more sense to use an array like this for participants */
                                 /*// since it only holds two.*/

    event ChannelOpened(address assetAdr); // TODO
    event ChannelClosed(); // TODO
    event ChannelSettled(); // TODO

    function NettingContract(address assetAdr) {
        opened = 0;
        closed = 0;
        settled = 0;
        assetAddress = assetAdr;
        participants[0].addr = TEST_ADDRESS1;
        participants[1].addr = TEST_ADDRESS2;
        participants[0].deposit = 10;
        participants[1].deposit = 10;
    }
}

/*
    Work in process
    Still a couple of issues
*/

/// Iteratable data structure of the type [bytes32 k, NettingContract v]
library IterableMapping
{
    // Might have to define the NettingContract type here for insertion
    struct itmap {
        mapping(bytes32 => IndexValue) data;
        KeyFlag[] keys;
        uint size;
    }
    struct IndexValue { uint keyIndex; NettingContract value; }
    struct KeyFlag { bytes32 key; bool deleted; }

    function insert(itmap storage self, bytes32 key, NettingContract value) returns (bool replaced) {
        uint keyIndex = self.data[key].keyIndex;
        self.data[key].value = value;
        if (keyIndex > 0)
            return true;
        else {
            keyIndex = self.keys.length++;
            self.data[key].keyIndex = keyIndex + 1;
            self.keys[keyIndex].key = key;
            self.size++;
            return false;
        }
    }

    function remove(itmap storage self, bytes32 key) returns (bool success){
        uint keyIndex = self.data[key].keyIndex;
        if (keyIndex == 0)
          return false;
        delete self.data[key];
        self.keys[keyIndex - 1].deleted = true;
        self.size --;
    }

    function contains(itmap storage self, bytes32 key) returns (bool) {
        return self.data[key].keyIndex > 0;
    }

    function atIndex(itmap storage self, bytes32 key) returns (uint index) {
        return self.data[key].keyIndex;
    }

    function iterate_start(itmap storage self) returns (uint keyIndex){
        return iterate_next(self, uint(-1));
    }

    function iterate_valid(itmap storage self, uint keyIndex) returns (bool){
        return keyIndex < self.keys.length;
    }

    function iterate_next(itmap storage self, uint keyIndex) returns (uint r_keyIndex){
        keyIndex++;
        while (keyIndex < self.keys.length && self.keys[keyIndex].deleted)
            keyIndex++;
        return keyIndex;
    }

    function iterate_get(itmap storage self, uint keyIndex) returns (bytes32 key, NettingContract value){
        key = self.keys[keyIndex].key;
        value = self.data[key].value;
    }
}
contract Wrapper
{
    // Just a struct holding our data.
    IterableMapping.itmap data;
    // Insert something
    function insert(bytes32 k, NettingContract v) returns (uint size)
    {
        // Actually calls itmap_impl.insert, auto-supplying the first parameter for us.
        IterableMapping.insert(data, k, v);
        // We can still access members of the struct - but we should take care not to mess with them.
        return data.size;
    }

    function contains(bytes32 k) returns (bool c) {
        c = IterableMapping.contains(data, k);
    }

    function lengthOf() returns (uint l) {
        l = data.keys.length - 1;
    }

    function get(bytes32 k) returns (bytes32 key, NettingContract value) {
        uint index = IterableMapping.atIndex(data, k);
        (key, value) = IterableMapping.iterate_get(data, index -1);
    }

    function remove(bytes32 k) returns (bool success) {
        success = IterableMapping.remove(data, k);
    }

    function getIndex(bytes32 k) returns (uint i) {
        i = IterableMapping.atIndex(data, k);
    }

    function getAllKeys() returns (bytes32[] keys) {
        bytes32[] arr;
        for (var i = IterableMapping.iterate_start(data); IterableMapping.iterate_valid(data, i); i = IterableMapping.iterate_next(data, i)) {
            var(key, value) = IterableMapping.iterate_get(data, i);
            arr.push(key);
        }
        keys = arr;
    }

    function getValues(address v) returns (NettingContract[] values) {
        for (var i = IterableMapping.iterate_start(data); IterableMapping.iterate_valid(data, i); i = IterableMapping.iterate_next(data, i)) {
            uint len;
            var (key, value) = IterableMapping.iterate_get(data, i);
            // Size of participants is 2
            for (var j = 0; j < 2; j++) {
                var(addr, dep) = value.participants(j);
                if (addr == v) {
                    values[len] = value;
                    len++;
                }
            }
        }
        if (values.length == 0) throw; //maybe find other way to show that no such channel exists
    }
}

contract NettingContractTest {
    bytes32 constant TEST_KEY3 = 0x654321;
    address constant TEST_ADDRESS1 = 0x123456;
    address constant TEST_ADDRESS2 = 0x654321;
    address constant TEST_ADDRESS3 = 0xB00B123;
    address constant ASSET_ADDRESS = 0xDEADBEEF;
    bytes32 constant TEST_KEY1 = sha3(TEST_ADDRESS1, TEST_ADDRESS2);
    bytes32 constant TEST_KEY2 = sha3(TEST_ADDRESS1, TEST_ADDRESS3);

    function testInsert() returns (bool isIn, bool has, bool hasPar, bool hasDep) {
        NettingContract nc = new NettingContract(ASSET_ADDRESS);
        Wrapper wrp = new Wrapper();
        wrp.insert(TEST_KEY1, nc);
        isIn = wrp.contains(TEST_KEY1);
        var(k, c) = wrp.get(TEST_KEY1);
        has = k == TEST_KEY1 && c.assetAddress() == ASSET_ADDRESS;
        var(addr0, deposit0) = c.participants(0);
        var(addr1, deposit1) = c.participants(1);
        hasPar = addr0 == TEST_ADDRESS1 && addr1 == TEST_ADDRESS2;
        hasDep = deposit0 == 10 && deposit1 == 10;
    }

    function testRemove() returns (bool removed, bool isIn, bool exist) {
        NettingContract nc = new NettingContract(ASSET_ADDRESS);
        Wrapper wrp = new Wrapper();
        wrp.insert(TEST_KEY1, nc);
        wrp.lengthOf() == 1;
        exist = wrp.contains(TEST_KEY1);
        wrp.remove(TEST_KEY1);
        removed = wrp.lengthOf() == 0;
        isIn = false == wrp.contains(TEST_KEY1);
        return;
    }

    // Will not work for testing, since dynamic arrays cannot be passed
    // between contracts or libraries
    function testGetValues() returns (bool yay) {
        NettingContract nc = new NettingContract(ASSET_ADDRESS);
        Wrapper wrp = new Wrapper();
        wrp.insert(TEST_KEY1, nc);
        wrp.insert(TEST_KEY2, nc);
        //NettingContract[] a = wrp.getValues(TEST_ADDRESS1);
    }

}

// Just for the sake of interface
contract NettingContract {
    uint lockedTime;
    address public assetAddress;
    uint public opened;
    uint public closed;
    uint public settled;
    address public TEST_ADDRESS1 = 0x123456;
    address public TEST_ADDRESS2 = 0x654321;

    struct Transfer {} // TODO
    struct Unlocked {} // TODO
    struct Participant
    {
        address addr;
        uint deposit;
        //Transfer[] lastSentTransfers;
        //Unlocked unlocked;
    }
    //mapping(address => Participant) public participants;

    Participant[2] public participants; // Might make more sense to use an array like this for participants */
                                 /*// since it only holds two.*/

    event ChannelOpened(address assetAdr); // TODO
    event ChannelClosed(); // TODO
    event ChannelSettled(); // TODO

    function NettingContract(address assetAdr) {
        opened = 0;
        closed = 0;
        settled = 0;
        assetAddress = assetAdr;
        participants[0].addr = TEST_ADDRESS1;
        participants[1].addr = TEST_ADDRESS2;
        participants[0].deposit = 10;
        participants[1].deposit = 10;
    }
}


made requires have consistent order

made requires have consistent order

pragma solidity ^0.4.4;

contract KetherHomepage {
    // TODO: Do we care about timestamps?

    /// Buy is emitted when an ad unit is reserved.
    event Buy(
        uint indexed idx,
        address owner,
        uint x,
        uint y,
        uint width,
        uint height
    );

    /// Publish is emitted whenever the contents of an ad is changed.
    event Publish(
        uint indexed idx,
        string link,
        string image,
        string title,
        bool NSFW
    );

    /// SetAdOwner is emitted whenever the ownership of an ad is transfered
    event SetAdOwner(
        uint indexed idx,
        address from,
        address to
    );

    /// Price is 1 kether divided by 1,000,000 pixels
    uint public constant weiPixelPrice = 10000000000000000;

    /// Each grid cell represents 10 pixels.
    uint public constant pixelsPerCell = 10;

    bool[100][100] public grid;

    /// owner can withdraw the funds and override NSFW status of ad units.
    address public owner;

    struct Ad {
        address owner;
        uint x;
        uint y;
        uint width;
        uint height;
        string link;
        string image;
        string title;

        /// NSFW is whether the ad is suitable for people of all
        /// ages and workplaces.
        bool NSFW;
        /// forceNSFW can be set by owner.
        bool forceNSFW;
    }

    /// ads are stored in an array, the id of an ad is its index in this array.
    Ad[] public ads;

    function KetherHomepage(address _owner) {
        owner = _owner;
    }

    /// getAdsLength tells you how many ads there are
    function getAdsLength() returns (uint) {
        return ads.length;
    }

    /// getAd gives you the Ad at a specific id
    function getAd(uint idx) returns (address adOwner, uint x, uint y, uint width, uint height, string link, string image, string title, bool nsfw) {
        Ad memory ad = ads[idx];
        adOwner = ad.owner;
        x = ad.x;
        y = ad.y;
        width = ad.width;
        height = ad.height;
        link = ad.link;
        image = ad.image;
        title = ad.title;
        nsfw = ad.NSFW || ad.forceNSFW;
    }

    /// Ads must be purchased in 10x10 pixel blocks.
    /// Each coordinate represents 10 pixels. That is,
    ///   _x=5, _y=10, _width=3, _height=3
    /// Represents a 30x30 pixel ad at coordinates (50, 100)
    function buy(uint _x, uint _y, uint _width, uint _height) payable returns (uint idx) {
        uint cost = _width * _height * pixelsPerCell * weiPixelPrice;
        require(cost > 0);
        require(msg.value >= cost);

        // Loop over relevant grid entries
        for(uint i=0; i<_width; i++) {
            for(uint j=0; j<_height; j++) {
                if (grid[_x+i][_y+j]) {
                    // Already taken, undo.
                    revert();
                }
                grid[_x+i][_y+j] = true;
            }
        }

        // We reserved space in the grid, now make a placeholder entry.
        Ad memory ad = Ad(msg.sender, _x, _y, _width, _height, "", "", "", false, false);
        idx = ads.push(ad) - 1;
        Buy(idx, msg.sender, _x, _y, _width, _height);
        return idx;
    }

    /// Publish allows for setting the link, image, and NSFW status for the ad
    /// unit that is identified by the idx which was returned during the buy step.
    /// The link and image must be full web3-recognizeable URLs, such as:
    ///  - bzz://a5c10851ef054c268a2438f10a21f6efe3dc3dcdcc2ea0e6a1a7a38bf8c91e23
    ///  - bzz://mydomain.eth/ad.png
    ///  - https://cdn.mydomain.com/ad.png
    /// Images should be valid PNG.
    function publish(uint _idx, string _link, string _image, string _title, bool _NSFW) {
        Ad storage ad = ads[_idx];
        require(msg.sender == ad.owner);
        ad.link = _link;
        ad.image = _image;
        ad.title = _title;
        ad.NSFW = _NSFW;

        Publish(_idx, ad.link, ad.image, ad.title, ad.NSFW || ad.forceNSFW);
    }

    /// setAdOwner allows the owner of an ad unit to transfer the rigths to publish to another address
    function setAdOwner(uint _idx, address _newOwner) {
        Ad storage ad = ads[_idx];
        require(msg.sender == ad.owner);
        ad.owner = _newOwner;

        SetAdOwner(_idx, msg.sender, _newOwner);
    }

    /// forceNSFW allows the owner to override the NSFW status for a specific ad unit.
    function forceNSFW(uint _idx, bool _NSFW) {
        require(msg.sender == owner);
        Ad storage ad = ads[_idx];
        ad.forceNSFW = _NSFW;

        Publish(_idx, ad.link, ad.image, ad.title, ad.NSFW || ad.forceNSFW);
    }

    /// withdraw allows the owner to transfer out the balance of the contract.
    function withdraw() {
        require(msg.sender == owner);
        owner.transfer(this.balance);
    }
}

pragma solidity ^0.4.4;

contract KetherHomepage {
    // TODO: Do we care about timestamps?

    /// Buy is emitted when an ad unit is reserved.
    event Buy(
        uint indexed idx,
        address owner,
        uint x,
        uint y,
        uint width,
        uint height
    );

    /// Publish is emitted whenever the contents of an ad is changed.
    event Publish(
        uint indexed idx,
        string link,
        string image,
        string title,
        bool NSFW
    );

    /// SetAdOwner is emitted whenever the ownership of an ad is transfered
    event SetAdOwner(
        uint indexed idx,
        address from,
        address to
    );

    /// Price is 1 kether divided by 1,000,000 pixels
    uint public constant weiPixelPrice = 10000000000000000;

    /// Each grid cell represents 10 pixels.
    uint public constant pixelsPerCell = 10;

    bool[100][100] public grid;

    /// owner can withdraw the funds and override NSFW status of ad units.
    address public owner;

    struct Ad {
        address owner;
        uint x;
        uint y;
        uint width;
        uint height;
        string link;
        string image;
        string title;

        /// NSFW is whether the ad is suitable for people of all
        /// ages and workplaces.
        bool NSFW;
        /// forceNSFW can be set by owner.
        bool forceNSFW;
    }

    /// ads are stored in an array, the id of an ad is its index in this array.
    Ad[] public ads;

    function KetherHomepage(address _owner) {
        owner = _owner;
    }

    /// getAdsLength tells you how many ads there are
    function getAdsLength() returns (uint) {
        return ads.length;
    }

    /// getAd gives you the Ad at a specific id
    function getAd(uint idx) returns (address adOwner, uint x, uint y, uint width, uint height, string link, string image, string title, bool nsfw) {
        Ad memory ad = ads[idx];
        adOwner = ad.owner;
        x = ad.x;
        y = ad.y;
        width = ad.width;
        height = ad.height;
        link = ad.link;
        image = ad.image;
        title = ad.title;
        nsfw = ad.NSFW || ad.forceNSFW;
    }

    /// Ads must be purchased in 10x10 pixel blocks.
    /// Each coordinate represents 10 pixels. That is,
    ///   _x=5, _y=10, _width=3, _height=3
    /// Represents a 30x30 pixel ad at coordinates (50, 100)
    function buy(uint _x, uint _y, uint _width, uint _height) payable returns (uint idx) {
        uint cost = _width * _height * pixelsPerCell * weiPixelPrice;
        require(cost > 0);
        require(msg.value >= cost);

        // Loop over relevant grid entries
        for(uint i=0; i<_width; i++) {
            for(uint j=0; j<_height; j++) {
                if (grid[_x+i][_y+j]) {
                    // Already taken, undo.
                    revert();
                }
                grid[_x+i][_y+j] = true;
            }
        }

        // We reserved space in the grid, now make a placeholder entry.
        Ad memory ad = Ad(msg.sender, _x, _y, _width, _height, "", "", "", false, false);
        idx = ads.push(ad) - 1;
        Buy(idx, msg.sender, _x, _y, _width, _height);
        return idx;
    }

    /// Publish allows for setting the link, image, and NSFW status for the ad
    /// unit that is identified by the idx which was returned during the buy step.
    /// The link and image must be full web3-recognizeable URLs, such as:
    ///  - bzz://a5c10851ef054c268a2438f10a21f6efe3dc3dcdcc2ea0e6a1a7a38bf8c91e23
    ///  - bzz://mydomain.eth/ad.png
    ///  - https://cdn.mydomain.com/ad.png
    /// Images should be valid PNG.
    function publish(uint _idx, string _link, string _image, string _title, bool _NSFW) {
        Ad storage ad = ads[_idx];
        require(ad.owner == msg.sender);
        ad.link = _link;
        ad.image = _image;
        ad.title = _title;
        ad.NSFW = _NSFW;

        Publish(_idx, ad.link, ad.image, ad.title, ad.NSFW || ad.forceNSFW);
    }

    /// setAdOwner allows the owner of an ad unit to transfer the rigths to publish to another address
    function setAdOwner(uint _idx, address _newOwner) {
        Ad storage ad = ads[_idx];
        require(ad.owner == msg.sender);
        ad.owner = _newOwner;

        SetAdOwner(_idx, msg.sender, _newOwner);
    }

    /// forceNSFW allows the owner to override the NSFW status for a specific ad unit.
    function forceNSFW(uint _idx, bool _NSFW) {
        require(msg.sender == owner);
        Ad storage ad = ads[_idx];
        ad.forceNSFW = _NSFW;

        Publish(_idx, ad.link, ad.image, ad.title, ad.NSFW || ad.forceNSFW);
    }

    /// withdraw allows the owner to transfer out the balance of the contract.
    function withdraw() {
        require(msg.sender == owner);
        owner.transfer(this.balance);
    }
}


adding comment

adding comment

/*
    Copyright 2017 Phillip A. Elsasser

    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.
    You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

    Unless required by applicable law or agreed to in writing, software
    distributed under the License is distributed on an "AS IS" BASIS,
    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    See the License for the specific language governing permissions and
    limitations under the License.
*/

pragma solidity 0.4.18;

import "./Creatable.sol";
import "./oraclize/oraclizeAPI.sol";
import "./libraries/MathLib.sol";
import "./libraries/HashLib.sol";
import "zeppelin-solidity/contracts/token/ERC20.sol";
import "zeppelin-solidity/contracts/token/SafeERC20.sol";

//TODO: fix style issues
//      add failsafe for pool distribution.
//      push as much into library as possible
//      create mappings for deposit tokens and balance of collateral pool
//      think about circuit breaker in case of issues
contract MarketContract is Creatable, usingOraclize  {
    using MathLib for uint256;
    using MathLib for int;
    using HashLib for address;
    using SafeERC20 for ERC20;

    struct UserNetPosition {
        address userAddress;
        Position[] positions;   // all open positions (lifo upon exit - allows us to not reindex array!)
        int netPosition;        // net position across all prices / executions
    }

    struct Position {
        uint price;
        int qty;
    }

    struct Order {
        address maker;
        address taker;
        address feeRecipient;
        uint makerFee;
        uint takerFee;
        uint qty;
        uint price;
        uint8 makerSide;            // 0=Buy 1=Sell
        uint expirationTimeStamp;
        bytes32 orderHash;
    }

    // constants
    string public CONTRACT_NAME;
    address public BASE_TOKEN_ADDRESS;
    ERC20 public BASE_TOKEN;
    uint public PRICE_CAP;
    uint public PRICE_FLOOR;
    uint public PRICE_DECIMAL_PLACES;   // how to convert the pricing from decimal format (if valid) to integer
    uint public QTY_DECIMAL_PLACES;     // how many tradeable units make up a whole pricing increment
    uint public EXPIRATION;
    string public ORACLE_DATA_SOURCE;
    string public ORACLE_QUERY;
    uint public ORACLE_QUERY_REPEAT;
    uint8 constant public BUY_SIDE = 0;
    uint8 constant public SELL_SIDE = 1;
    uint constant public COST_PER_QUERY = 2 finney;    // leave static for now, price of first query from oraclize is 0
    uint constant public QUERY_CALLBACK_GAS = 300000;

    // state variables
    string public lastPriceQueryResult;
    uint public lastPrice;
    bool public isExpired;
    mapping(bytes32 => bool) validQueryIDs;

    // accounting
    mapping(address => UserNetPosition) addressToUserPosition;
    mapping(address => uint) userAddressToAccountBalance;   // stores account balances allowed to be allocated to orders
    uint collateralPoolBalance = 0;                         // current balance of all collateral committed

    // events
    event OracleQuerySuccess();
    event OracleQueryFailed();
    event UpdatedLastPrice(string price);
    event ContractSettled();
    event DepositReceived(address user, uint depositAmount, uint totalBalance);
    event WithdrawCompleted(address user, uint withdrawAmount, uint totalBalance);

    function MarketContract(
        string contractName,
        address baseTokenAddress,
        string oracleDataSource,
        string oracleQuery,
        uint oracleQueryRepeatSeconds,
        uint floorPrice,
        uint capPrice,
        uint priceDecimalPlaces,
        uint qtyDecimalPlaces,
        uint secondsToExpiration
    ) public payable {

        require(capPrice > floorPrice);
        oraclize_setProof(proofType_TLSNotary | proofStorage_IPFS);
        CONTRACT_NAME = contractName;
        BASE_TOKEN_ADDRESS = baseTokenAddress;
        BASE_TOKEN = ERC20(baseTokenAddress);
        PRICE_CAP = capPrice;
        PRICE_FLOOR = floorPrice;
        EXPIRATION = now + secondsToExpiration;
        ORACLE_DATA_SOURCE = oracleDataSource;
        ORACLE_QUERY = oracleQuery;
        ORACLE_QUERY_REPEAT = oracleQueryRepeatSeconds;
        PRICE_DECIMAL_PLACES = priceDecimalPlaces;
        QTY_DECIMAL_PLACES = qtyDecimalPlaces;
        require(checkSufficientStartingBalance(secondsToExpiration));
        queryOracle();  // schedules recursive calls to oracle
    }

    function __callback(bytes32 queryID, string result, bytes proof) public {
        require(validQueryIDs[queryID]);
        require(msg.sender == oraclize_cbAddress());
        lastPriceQueryResult = result;
        lastPrice = parseInt(result, PRICE_DECIMAL_PLACES);
        UpdatedLastPrice(result);
        delete validQueryIDs[queryID];
        checkSettlement();
        if (!isExpired) {
            queryOracle();  // set up our next query
        }
    }

    function getUserPosition(address userAddress) external view returns (int)  {
        return addressToUserPosition[userAddress].netPosition;
    }

    function depositEtherForTrading() external payable {
        // should we allow ether or force users to use WETH?
    }

    // allows for all ERC20 tokens to be used for collateral and trading.
    function depositTokensForTrading(uint256 depositAmount) external {
        // user must call approve!
        BASE_TOKEN.safeTransferFrom(msg.sender, this, depositAmount);
        uint256 balanceAfterDeposit = userAddressToAccountBalance[msg.sender].add(depositAmount);
        userAddressToAccountBalance[msg.sender] = balanceAfterDeposit;
        DepositReceived(msg.sender, depositAmount, balanceAfterDeposit);
    }

    // allows user to remove token from trading account that have not been allocated to open positions
    function withdrawTokens(uint256 withdrawAmount) external {
        require(userAddressToAccountBalance[msg.sender] >= withdrawAmount);   // ensure sufficient balance
        uint256 balanceAfterWithdrawal = userAddressToAccountBalance[msg.sender].subtract(withdrawAmount);
        userAddressToAccountBalance[msg.sender] = balanceAfterWithdrawal;   // update balance before external call!
        BASE_TOKEN.safeTransfer(msg.sender, withdrawAmount);
        WithdrawCompleted(msg.sender, withdrawAmount, balanceAfterWithdrawal);
    }

    function trade(address maker, address taker) external {
        require(maker != address(0) && maker != taker);     // do not allow self trade
        // TODO validate orders, etc
    }

    function updatePositions(address maker, address taker, int qty, uint price) private {
        updatePosition(addressToUserPosition[maker], qty, price);
        // continue process for taker, but qty is opposite sign for taker
        updatePosition(addressToUserPosition[taker], qty * -1, price);
    }

    function updatePosition(UserNetPosition storage userNetPosition, int qty, uint price) private {
        if(userNetPosition.netPosition == 0 ||  userNetPosition.netPosition.isSameSign(qty)) {
            // new position or adding to open pos, no collateral returned
            userNetPosition.positions.push(Position(price, newNetPos)); //append array with new position
        }
        else {
            // opposite side from open position, reduce, flattened, or flipped.
            if(userNetPosition.netPosition >= qty * -1) { // pos is reduced of flattened
                reduceUserNetPosition(userNetPosition, qty, price);
            } else {    // pos is flipped, reduce and then create new open pos!
                reduceUserNetPosition(userNetPosition, userNetPosition.netPosition * -1, price); // flatten completely
                int newNetPos = userNetPosition.netPosition + qty;            // the portion remaining after flattening
                userNetPosition.positions.push(Position(price, newNetPos));   // append array with new position
            }
        }
        userNetPosition.netPosition += qty;
    }

    function reduceUserNetPosition(UserNetPosition storage userNetPos, int qty, uint price) private {
        int qtyToReduce = qty;
        assert(userNetPos.positions.length != 0);  // sanity check
        while(qtyToReduce != 0) {   //TODO: ensure we dont run out of gas here!
            Position storage position = userNetPos.positions[userNetPos.positions.length - 1];  // get the last pos (LIFO)
            if(position.qty.abs() <= qtyToReduce.abs()) { // this position is completely consumed!
                qtyToReduce = qtyToReduce + position.qty;
                // TODO: work on refunding correct amount of collateral.
                userNetPos.positions.length--;  // remove this position from our array.
            }
            else {  // this position stays, just reduce the qty.
                position.qty += qtyToReduce;
                // TODO: return collateral
                //qtyToReduce = 0; // completely reduced now!
                break;
            }
        }
    }

    function commitCollateralToPool(address fromAddress, uint collateralAmount) private {

    }

    function withdrawCollateralFromPool(address toAddress, uint collateralAmount) private {

    }

    function queryOracle() private {
        if (oraclize_getPrice(ORACLE_DATA_SOURCE) > this.balance) {
            OracleQueryFailed();
            lastPriceQueryResult = "FAILED"; //TODO: failsafe
        } else {
            OracleQuerySuccess();
            bytes32 queryId = oraclize_query(ORACLE_QUERY_REPEAT, ORACLE_DATA_SOURCE, ORACLE_QUERY, QUERY_CALLBACK_GAS);
            validQueryIDs[queryId] = true;
        }
    }

    function checkSettlement() private {
        if(isExpired)   // already expired.
            return;

        if(now > EXPIRATION) {
            isExpired = true;   // time based expiration has occurred.
        } else if(lastPrice >= PRICE_CAP || lastPrice <= PRICE_FLOOR) {
            isExpired = true;   // we have breached/touched our pricing bands
        }

        if(isExpired) {
            settleContract();
        }
    }

    function settleContract() private {
        // TODO: build mechanism for distribution of collateral
        ContractSettled();
    }

    // for now lets require alot of padding for the settlement,
    function checkSufficientStartingBalance(uint secondsToExpiration) private view returns (bool isSufficient) {
        //uint costPerQuery = oraclize_getPrice(ORACLE_DATA_SOURCE); this doesn't work prior to first query(its free)
        uint expectedNoOfQueries = secondsToExpiration / ORACLE_QUERY_REPEAT;
        uint approxGasRequired = COST_PER_QUERY * expectedNoOfQueries;
        return this.balance > (approxGasRequired * 2);
    }
}

/*
    Copyright 2017 Phillip A. Elsasser

    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.
    You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

    Unless required by applicable law or agreed to in writing, software
    distributed under the License is distributed on an "AS IS" BASIS,
    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    See the License for the specific language governing permissions and
    limitations under the License.
*/

pragma solidity 0.4.18;

import "./Creatable.sol";
import "./oraclize/oraclizeAPI.sol";
import "./libraries/MathLib.sol";
import "./libraries/HashLib.sol";
import "zeppelin-solidity/contracts/token/ERC20.sol";
import "zeppelin-solidity/contracts/token/SafeERC20.sol";

//TODO: fix style issues
//      add failsafe for pool distribution.
//      push as much into library as possible
//      create mappings for deposit tokens and balance of collateral pool
//      think about circuit breaker in case of issues
contract MarketContract is Creatable, usingOraclize  {
    using MathLib for uint256;
    using MathLib for int;
    using HashLib for address;
    using SafeERC20 for ERC20;

    struct UserNetPosition {
        address userAddress;
        Position[] positions;   // all open positions (lifo upon exit - allows us to not reindex array!)
        int netPosition;        // net position across all prices / executions
    }

    struct Position {
        uint price;
        int qty;
    }

    struct Order {
        address maker;
        address taker;
        address feeRecipient;
        uint makerFee;
        uint takerFee;
        uint qty;
        uint price;
        uint8 makerSide;            // 0=Buy 1=Sell
        uint expirationTimeStamp;
        bytes32 orderHash;
    }

    // constants
    string public CONTRACT_NAME;
    address public BASE_TOKEN_ADDRESS;
    ERC20 public BASE_TOKEN;
    uint public PRICE_CAP;
    uint public PRICE_FLOOR;
    uint public PRICE_DECIMAL_PLACES;   // how to convert the pricing from decimal format (if valid) to integer
    uint public QTY_DECIMAL_PLACES;     // how many tradeable units make up a whole pricing increment
    uint public EXPIRATION;
    string public ORACLE_DATA_SOURCE;
    string public ORACLE_QUERY;
    uint public ORACLE_QUERY_REPEAT;
    uint8 constant public BUY_SIDE = 0;
    uint8 constant public SELL_SIDE = 1;
    uint constant public COST_PER_QUERY = 2 finney;    // leave static for now, price of first query from oraclize is 0
    uint constant public QUERY_CALLBACK_GAS = 300000;

    // state variables
    string public lastPriceQueryResult;
    uint public lastPrice;
    bool public isExpired;
    mapping(bytes32 => bool) validQueryIDs;

    // accounting
    mapping(address => UserNetPosition) addressToUserPosition;
    mapping(address => uint) userAddressToAccountBalance;   // stores account balances allowed to be allocated to orders
    uint collateralPoolBalance = 0;                         // current balance of all collateral committed

    // events
    event OracleQuerySuccess();
    event OracleQueryFailed();
    event UpdatedLastPrice(string price);
    event ContractSettled();
    event DepositReceived(address user, uint depositAmount, uint totalBalance);
    event WithdrawCompleted(address user, uint withdrawAmount, uint totalBalance);

    function MarketContract(
        string contractName,
        address baseTokenAddress,
        string oracleDataSource,
        string oracleQuery,
        uint oracleQueryRepeatSeconds,
        uint floorPrice,
        uint capPrice,
        uint priceDecimalPlaces,
        uint qtyDecimalPlaces,
        uint secondsToExpiration
    ) public payable {

        require(capPrice > floorPrice);
        oraclize_setProof(proofType_TLSNotary | proofStorage_IPFS);
        CONTRACT_NAME = contractName;
        BASE_TOKEN_ADDRESS = baseTokenAddress;
        BASE_TOKEN = ERC20(baseTokenAddress);
        PRICE_CAP = capPrice;
        PRICE_FLOOR = floorPrice;
        EXPIRATION = now + secondsToExpiration;
        ORACLE_DATA_SOURCE = oracleDataSource;
        ORACLE_QUERY = oracleQuery;
        ORACLE_QUERY_REPEAT = oracleQueryRepeatSeconds;
        PRICE_DECIMAL_PLACES = priceDecimalPlaces;
        QTY_DECIMAL_PLACES = qtyDecimalPlaces;
        require(checkSufficientStartingBalance(secondsToExpiration));
        queryOracle();  // schedules recursive calls to oracle
    }

    function __callback(bytes32 queryID, string result, bytes proof) public {
        require(validQueryIDs[queryID]);
        require(msg.sender == oraclize_cbAddress());
        lastPriceQueryResult = result;
        lastPrice = parseInt(result, PRICE_DECIMAL_PLACES);
        UpdatedLastPrice(result);
        delete validQueryIDs[queryID];
        checkSettlement();
        if (!isExpired) {
            queryOracle();  // set up our next query
        }
    }

    function getUserPosition(address userAddress) external view returns (int)  {
        return addressToUserPosition[userAddress].netPosition;
    }

    function depositEtherForTrading() external payable {
        // should we allow ether or force users to use WETH?
    }

    // allows for all ERC20 tokens to be used for collateral and trading.
    function depositTokensForTrading(uint256 depositAmount) external {
        // user must call approve!
        BASE_TOKEN.safeTransferFrom(msg.sender, this, depositAmount);
        uint256 balanceAfterDeposit = userAddressToAccountBalance[msg.sender].add(depositAmount);
        userAddressToAccountBalance[msg.sender] = balanceAfterDeposit;
        DepositReceived(msg.sender, depositAmount, balanceAfterDeposit);
    }

    // allows user to remove token from trading account that have not been allocated to open positions
    function withdrawTokens(uint256 withdrawAmount) external {
        require(userAddressToAccountBalance[msg.sender] >= withdrawAmount);   // ensure sufficient balance
        uint256 balanceAfterWithdrawal = userAddressToAccountBalance[msg.sender].subtract(withdrawAmount);
        userAddressToAccountBalance[msg.sender] = balanceAfterWithdrawal;   // update balance before external call!
        BASE_TOKEN.safeTransfer(msg.sender, withdrawAmount);
        WithdrawCompleted(msg.sender, withdrawAmount, balanceAfterWithdrawal);
    }

    function trade(address maker, address taker) external {
        require(maker != address(0) && maker != taker);     // do not allow self trade
        // TODO validate orders, etc
    }

    function updatePositions(address maker, address taker, int qty, uint price) private {
        updatePosition(addressToUserPosition[maker], qty, price);
        // continue process for taker, but qty is opposite sign for taker
        updatePosition(addressToUserPosition[taker], qty * -1, price);
    }

    function updatePosition(UserNetPosition storage userNetPosition, int qty, uint price) private {
        if(userNetPosition.netPosition == 0 ||  userNetPosition.netPosition.isSameSign(qty)) {
            // new position or adding to open pos, no collateral returned
            userNetPosition.positions.push(Position(price, newNetPos)); //append array with new position
        }
        else {
            // opposite side from open position, reduce, flattened, or flipped.
            if(userNetPosition.netPosition >= qty * -1) { // pos is reduced of flattened
                reduceUserNetPosition(userNetPosition, qty, price);
            } else {    // pos is flipped, reduce and then create new open pos!
                reduceUserNetPosition(userNetPosition, userNetPosition.netPosition * -1, price); // flatten completely
                int newNetPos = userNetPosition.netPosition + qty;            // the portion remaining after flattening
                userNetPosition.positions.push(Position(price, newNetPos));   // append array with new position
            }
        }
        userNetPosition.netPosition += qty;
    }

    function reduceUserNetPosition(UserNetPosition storage userNetPos, int qty, uint price) private {
        int qtyToReduce = qty;
        assert(userNetPos.positions.length != 0);  // sanity check
        while(qtyToReduce != 0) {
            Position storage position = userNetPos.positions[userNetPos.positions.length - 1];  // get the last pos (LIFO)
            if(position.qty.abs() <= qtyToReduce.abs()) { // this position is completely consumed!
                qtyToReduce = qtyToReduce + position.qty;
                // TODO: work on refunding correct amount of collateral.
                userNetPos.positions.length--;  // remove this position from our array.
            }
            else {  // this position stays, just reduce the qty.
                position.qty += qtyToReduce;
                // TODO: return collateral
                //qtyToReduce = 0; // completely reduced now!
                break;
            }
        }
    }

    function commitCollateralToPool(address fromAddress, uint collateralAmount) private {

    }

    function withdrawCollateralFromPool(address toAddress, uint collateralAmount) private {

    }

    function queryOracle() private {
        if (oraclize_getPrice(ORACLE_DATA_SOURCE) > this.balance) {
            OracleQueryFailed();
            lastPriceQueryResult = "FAILED"; //TODO: failsafe
        } else {
            OracleQuerySuccess();
            bytes32 queryId = oraclize_query(ORACLE_QUERY_REPEAT, ORACLE_DATA_SOURCE, ORACLE_QUERY, QUERY_CALLBACK_GAS);
            validQueryIDs[queryId] = true;
        }
    }

    function checkSettlement() private {
        if(isExpired)   // already expired.
            return;

        if(now > EXPIRATION) {
            isExpired = true;   // time based expiration has occurred.
        } else if(lastPrice >= PRICE_CAP || lastPrice <= PRICE_FLOOR) {
            isExpired = true;   // we have breached/touched our pricing bands
        }

        if(isExpired) {
            settleContract();
        }
    }

    function settleContract() private {
        // TODO: build mechanism for distribution of collateral
        ContractSettled();
    }

    // for now lets require alot of padding for the settlement,
    function checkSufficientStartingBalance(uint secondsToExpiration) private view returns (bool isSufficient) {
        //uint costPerQuery = oraclize_getPrice(ORACLE_DATA_SOURCE); this doesn't work prior to first query(its free)
        uint expectedNoOfQueries = secondsToExpiration / ORACLE_QUERY_REPEAT;
        uint approxGasRequired = COST_PER_QUERY * expectedNoOfQueries;
        return this.balance > (approxGasRequired * 2);
    }
}