Tests with hasReserve == true

[magnetto90]

These test don't apply anymore since Uniswap feed were removed.

v1-core/tests/markets/test_oi_cap.py

Lines 8 to 36 in ad3d152

	def test_cap_notional_front_run_bound(market, feed):
	idx = RiskParameter.LMBDA.value
	lmbda = Decimal(market.params(idx)) / Decimal(1e18)
	data = feed.latest()
	# NOTE: assumes using UniswapV3 feed with hasReserve = true
	_, _, _, _, _, _, reserve_micro, _ = data
	# check front run bound is lmbda * reserveOverMicro when has reserve
	expect = int(lmbda * Decimal(reserve_micro))
	actual = market.frontRunBound(data)
	assert int(actual) == approx(expect)
	def test_cap_notional_back_run_bound(market, feed):
	idx = RiskParameter.DELTA.value
	delta = Decimal(market.params(idx)) / Decimal(1e18)
	data = feed.latest()
	# NOTE: assumes using UniswapV3 feed with hasReserve = true
	average_block_time = market.params(RiskParameter.AVERAGE_BLOCK_TIME.value)
	_, _, macro_window, _, _, _, reserve_micro, _ = data
	# check back run bound is macroWindowInBlocks * reserveInOvl * 2 * delta
	# when has reserve
	window = Decimal(macro_window) / Decimal(average_block_time)
	expect = int(Decimal(2) * delta * Decimal(reserve_micro) * window)
	actual = market.backRunBound(data)
	assert int(actual) == approx(expect)