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feat: Adding spot market support for perftest
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@peterbarrow
peterbarrow committed Apr 18, 2024
1 parent ec3e132 commit ee2a1b2
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Showing 3 changed files with 106 additions and 11 deletions.
1 change: 1 addition & 0 deletions cmd/perftest.go
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Original file line number Diff line number Diff line change
Expand Up @@ -41,6 +41,7 @@ func init() {
perfTestCmd.Flags().BoolVarP(&opts.DoNotInitialise, "donotinitialise", "I", false, "skip the initialise steps")
perfTestCmd.Flags().BoolVarP(&opts.UseLPsForOrders, "uselpsfororders", "U", true, "allow lp users to place orders during setup")
perfTestCmd.Flags().BoolVarP(&opts.BatchOnly, "batchonly", "B", false, "all transactions are sent in batches")
perfTestCmd.Flags().BoolVarP(&opts.SpotMarkets, "spotmarkets", "P", false, "use spot markets")
perfTestCmd.MarkFlagRequired("address")
perfTestCmd.MarkFlagRequired("wallet")
perfTestCmd.MarkFlagRequired("faucet")
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57 changes: 46 additions & 11 deletions perftest/perftest.go
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Original file line number Diff line number Diff line change
Expand Up @@ -45,6 +45,7 @@ type Opts struct {
DoNotInitialise bool
UseLPsForOrders bool
BatchOnly bool
SpotMarkets bool
}

type perfLoadTesting struct {
Expand Down Expand Up @@ -125,6 +126,20 @@ func (p *perfLoadTesting) depositTokens(assets map[string]string, opts Opts) err
}
}

// If we are using spot markets we need to top up both assets
if opts.SpotMarkets {
asset := assets["fBTC"]
for _, user := range p.users {
for t := 0; t < 50; t++ {
err := topUpAsset(opts.FaucetURL, user.pubKey, asset, 1000000)
if err != nil {
return err
}
time.Sleep(time.Millisecond * 5)
}
}
}

// If the first user has no tokens, top everyone up
// quickly without checking if they need it
asset := assets["fUSDC"]
Expand Down Expand Up @@ -260,9 +275,16 @@ func (p *perfLoadTesting) proposeAndEnactMarket(opts Opts) ([]string, error) {

if len(markets) == 0 {
for i := 0; i < opts.MarketCount; i++ {
err := p.wallet.NewMarket(i, p.users[0])
if err != nil {
return nil, err
if opts.SpotMarkets {
err := p.wallet.NewSpotMarket(i, p.users[0])
if err != nil {
return nil, err
}
} else {
err := p.wallet.NewMarket(i, p.users[0])
if err != nil {
return nil, err
}
}
propID, err := p.dataNode.getPendingProposalID(20)
if err != nil {
Expand Down Expand Up @@ -292,25 +314,25 @@ func (p *perfLoadTesting) proposeAndEnactMarket(opts Opts) ([]string, error) {
if market.State != proto.Market_STATE_ACTIVE {
p.wallet.SendOrder(p.users[0], &commandspb.OrderSubmission{MarketId: market.Id,
Price: fmt.Sprint(opts.StartingMidPrice + 100),
Size: 100,
Size: 5,
Side: proto.Side_SIDE_SELL,
Type: proto.Order_TYPE_LIMIT,
TimeInForce: proto.Order_TIME_IN_FORCE_GTC})
p.wallet.SendOrder(p.users[1], &commandspb.OrderSubmission{MarketId: market.Id,
Price: fmt.Sprint(opts.StartingMidPrice - 100),
Size: 100,
Size: 5,
Side: proto.Side_SIDE_BUY,
Type: proto.Order_TYPE_LIMIT,
TimeInForce: proto.Order_TIME_IN_FORCE_GTC})
p.wallet.SendOrder(p.users[0], &commandspb.OrderSubmission{MarketId: market.Id,
Price: fmt.Sprint(opts.StartingMidPrice),
Size: 5,
Size: 1,
Side: proto.Side_SIDE_BUY,
Type: proto.Order_TYPE_LIMIT,
TimeInForce: proto.Order_TIME_IN_FORCE_GTC})
p.wallet.SendOrder(p.users[1], &commandspb.OrderSubmission{MarketId: market.Id,
Price: fmt.Sprint(opts.StartingMidPrice),
Size: 5,
Size: 1,
Side: proto.Side_SIDE_SELL,
Type: proto.Order_TYPE_LIMIT,
TimeInForce: proto.Order_TIME_IN_FORCE_GTC})
Expand Down Expand Up @@ -496,21 +518,34 @@ func (p *perfLoadTesting) sendSLAOrders(marketID string, deleteFirst bool, opts
}

// Send new ones
commitmentAmount := uint64(1000000000.0 * p.stakeScale)
orderSize := (commitmentAmount / uint64(opts.StartingMidPrice) * 2)
var (
commitmentAmount uint64
orderSizeBuy uint64
orderSizeSell uint64
)
// Spot markets scale order size depending on the side of the book the orders are placed.
if opts.SpotMarkets {
commitmentAmount = uint64(10000000.0 * p.stakeScale)
orderSizeBuy = (commitmentAmount / uint64(opts.StartingMidPrice) * 2)
orderSizeSell = (commitmentAmount / uint64(opts.StartingMidPrice) * 2) / 10
} else {
commitmentAmount = uint64(1000000000.0 * p.stakeScale)
orderSizeBuy = (commitmentAmount / uint64(opts.StartingMidPrice) * 2)
orderSizeSell = (commitmentAmount / uint64(opts.StartingMidPrice) * 2)
}

for p := 0; p < opts.SLAPriceLevels; p++ {
// Send in an order for both buy and sell side to cover the commitment
// Orders go before the commitment otherwise we can be punished for not having the orders on in time
batch.orders = append(batch.orders, &commandspb.OrderSubmission{MarketId: marketID,
Price: fmt.Sprint(opts.StartingMidPrice + int64(opts.PriceLevels+1+p)),
Size: orderSize / uint64(opts.SLAPriceLevels),
Size: orderSizeSell / uint64(opts.SLAPriceLevels),
Side: proto.Side_SIDE_SELL,
Type: proto.Order_TYPE_LIMIT,
TimeInForce: proto.Order_TIME_IN_FORCE_GTC})
batch.orders = append(batch.orders, &commandspb.OrderSubmission{MarketId: marketID,
Price: fmt.Sprint(opts.StartingMidPrice - int64(opts.PriceLevels+1+p)),
Size: orderSize / uint64(opts.SLAPriceLevels),
Size: orderSizeBuy / uint64(opts.SLAPriceLevels),
Side: proto.Side_SIDE_BUY,
Type: proto.Order_TYPE_LIMIT,
TimeInForce: proto.Order_TIME_IN_FORCE_GTC})
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59 changes: 59 additions & 0 deletions perftest/wallet.go
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Original file line number Diff line number Diff line change
Expand Up @@ -236,6 +236,65 @@ func (w walletWrapper) NewMarket(offset int, user UserDetails) error {
return err
}

func (w walletWrapper) NewSpotMarket(offset int, user UserDetails) error {
// marketName := fmt.Sprintf("JUN 2023 BTV vs USD future %d", offset)
newMarket := map[string]interface{}{
"rationale": map[string]interface{}{
"description": "desc",
"title": "title",
},
"terms": map[string]interface{}{
"closingTimestamp": w.SecondsFromNowInSecs(15),
"enactmentTimestamp": w.SecondsFromNowInSecs(30),
"newSpotMarket": map[string]interface{}{
"changes": map[string]interface{}{
"tickSize": "1",
"sizeDecimalPlaces": "2",
"priceDecimalPlaces": "2",
"instrument": map[string]interface{}{
"name": "NAME",
"code": "CODE",
"spot": map[string]interface{}{
"baseAsset": "fBTC",
"quoteAsset": "fUSDC",
"name": "OURPRODUCT",
},
},
"simple": map[string]interface{}{
"factorLong": "0.15",
"factorShort": "0.25",
"maxMoveUp": "1000000",
"minMoveDown": "-1000000",
"probabilityOfTrading": "0.9",
},
"slaParams": map[string]interface{}{
"priceRange": "1",
"commitmentMinTimeFraction": "1.0",
"performanceHysteresisEpochs": 60,
"slaCompetitionFactor": "1.0",
},
"targetStakeParameters": map[string]interface{}{
"timeWindow": "10",
"scalingFactor": "5.0",
},
"priceMonitoringParameters": map[string]interface{}{
"triggers": []interface{}{
map[string]interface{}{
"horizon": "6000000",
"probability": "0.999999999",
"auctionExtension": 1,
},
},
},
},
},
},
}

_, err := w.sendTransaction(user, "proposalSubmission", newMarket)
return err
}

// GetFirstKey gives us the first public key linked to our wallet
func (w walletWrapper) GetFirstKey(longLivedToken string) (string, error) {
post, _ := json.Marshal(map[string]interface{}{
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