Skip to content

Commit

Permalink
Extend neo-swaps tests and clean up math.rs (#1238)
Browse files Browse the repository at this point in the history 
* Add tests to neo-swaps that check large buy/sell amounts at high liquidity

* Use new implementation of HydraDX's `exp`

* Add failure tests to neo-swaps's `math.rs`

* Fix formatting

* Update copyright notices

---------

Co-authored-by: mergify[bot] <37929162+mergify[bot]@users.noreply.github.com>
  • Loading branch information
@maltekliemann @mergify
maltekliemann and mergify[bot] authored Jan 23, 2024
1 parent 0cab1fa commit dcbb006
Show file tree
Hide file tree
Showing 4 changed files with 110 additions and 35 deletions.
4 changes: 2 additions & 2 deletions Cargo.lock
View file

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

2 changes: 1 addition & 1 deletion Cargo.toml
View file
Original file line number Diff line number Diff line change
Expand Up @@ -263,7 +263,7 @@ arrayvec = { version = "0.7.4", default-features = false }
cfg-if = { version = "1.0.0" }
fixed = { version = "=1.15.0", default-features = false, features = ["num-traits"] }
# Using math code directly from the HydraDX node repository as https://github.com/galacticcouncil/hydradx-math is outdated and has been archived in May 2023.
hydra-dx-math = { git = "https://github.com/galacticcouncil/HydraDX-node", package = "hydra-dx-math", tag = "v18.0.0", default-features = false }
hydra-dx-math = { git = "https://github.com/galacticcouncil/HydraDX-node", package = "hydra-dx-math", tag = "v21.1.1", default-features = false }
# Hashbrown works in no_std by default and default features are used in Rikiddo
hashbrown = { version = "0.12.3", default-features = true }
hex-literal = { version = "0.3.4", default-features = false }
Expand Down
3 changes: 2 additions & 1 deletion zrml/neo-swaps/src/consts.rs
View file
Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
// Copyright 2023 Forecasting Technologies LTD.
// Copyright 2023-2024 Forecasting Technologies LTD.
//
// This file is part of Zeitgeist.
//
Expand Down Expand Up @@ -70,3 +70,4 @@ pub(crate) const _1_10: u128 = _1 / 10;
pub(crate) const _2_10: u128 = _2 / 10;
pub(crate) const _3_10: u128 = _3 / 10;
pub(crate) const _4_10: u128 = _4 / 10;
pub(crate) const _9_10: u128 = _9 / 10;
136 changes: 105 additions & 31 deletions zrml/neo-swaps/src/math.rs
View file
Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
// Copyright 2023 Forecasting Technologies LTD.
// Copyright 2023-2024 Forecasting Technologies LTD.
//
// This file is part of Zeitgeist.
//
Expand Down Expand Up @@ -34,8 +34,7 @@
//
// Original source: https://github.com/encointer/substrate-fixed
//
// The changes applied are: 1) Used same design for definition of `exp`
// as in the source. 2) Re-used and extended tests for `exp` and other
// The changes applied are: Re-used and extended tests for `exp` and other
// functions.

use crate::{
Expand Down Expand Up @@ -277,6 +276,10 @@ mod detail {
amount: FixedType,
spot_prices: Vec<FixedType>,
) -> Option<(FixedType, Vec<FixedType>)> {
if amount.is_zero() {
// Ensure that if the amount is zero, we don't accidentally return meaningless results.
return None;
}
let tmp_reserves = spot_prices
.iter()
// Drop the bool (second tuple component) as ln(p) is always negative.
Expand Down Expand Up @@ -308,22 +311,7 @@ mod detail {
}

mod transcendental {
use fixed::traits::FixedUnsigned;
pub(crate) use hydra_dx_math::transcendental::{exp as inner_exp, ln};
use sp_runtime::traits::One;

pub(crate) fn exp<S, D>(operand: S, neg: bool) -> Result<D, ()>
where
S: FixedUnsigned + PartialOrd<D> + One,
D: FixedUnsigned + PartialOrd<S> + From<S> + One,
{
if operand == S::one() && neg {
let e_inverse =
S::from_str("0.367879441171442321595523770161460867445").map_err(|_| ())?;
return Ok(D::from(e_inverse));
}
inner_exp(operand, neg)
}
pub(crate) use hydra_dx_math::transcendental::{exp, ln};

#[cfg(test)]
mod tests {
Expand All @@ -337,7 +325,7 @@ mod transcendental {

#[test_case("0", false, "1")]
#[test_case("0", true, "1")]
#[test_case("1", false, "2.718281828459045235360287471352662497757")]
#[test_case("1", false, "2.7182818284590452353")]
#[test_case("1", true, "0.367879441171442321595523770161460867445")]
#[test_case("2", false, "7.3890560989306502265")]
#[test_case("2", true, "0.13533528323661269186")]
Expand Down Expand Up @@ -411,6 +399,7 @@ mod tests {
use super::*;
use crate::{consts::*, mock::Runtime as MockRuntime};
use alloc::str::FromStr;
use frame_support::assert_err;
use test_case::test_case;

type MockBalance = BalanceOf<MockRuntime>;
Expand All @@ -431,6 +420,19 @@ mod tests {
#[test_case(_30, _30, _1 - 100_000, _30)]
#[test_case(_1_10, _30, _1 - 100_000, _1_10)]
#[test_case(_30, _1_10, _1 - 100_000, 276_478_645_689)]
#[test_case(10_000_000 * _1, _1, 144_269_504_088_896_352, 9_999_999_307)]
#[test_case(
100_000_000 * _1,
100_000_000 * _1,
434_294_481_903_251_840,
959_041_392_321_093_596
)]
#[test_case(
45_757_490_560_675_120,
100_000_000 * _1,
434_294_481_903_251_840,
41_392_685_158_225_036
)]
fn calculate_swap_amount_out_for_buy_works(
reserve: MockBalance,
amount_in: MockBalance,
Expand All @@ -443,6 +445,22 @@ mod tests {
);
}

#[test_case(_1, _1, 0)] // Division by zero
#[test_case(_1, 1_000 * _1, _1)] // Overflow
#[test_case(u128::MAX, _1, _1)] // to_fixed error
#[test_case(_1, u128::MAX, _1)] // to_fixed error
#[test_case(_1, _1, u128::MAX)] // to_fixed error
fn calculate_swap_amount_out_for_buy_throws_math_error(
reserve: MockBalance,
amount_in: MockBalance,
liquidity: MockBalance,
) {
assert_err!(
MockMath::calculate_swap_amount_out_for_buy(reserve, amount_in, liquidity),
Error::<MockRuntime>::MathError
);
}

#[test_case(_10, _10, 144_269_504_088, 41_503_749_928)]
#[test_case(_1, _1, _1, 2_646_743_359)]
#[test_case(_2, _2, _2, 5_293_486_719)]
Expand All @@ -454,6 +472,19 @@ mod tests {
#[test_case(_30, _30, _1 - 100_000, 0)]
#[test_case(_1_10, _30, _1 - 100_000, 23_521_354_311)]
#[test_case(_30, _1_10, _1 - 100_000, 0)]
#[test_case(10_000_000 * _1, _1, 144_269_504_088_896_352, 4_999_999_913)]
#[test_case(
100_000_000 * _1,
100_000_000 * _1,
434_294_481_903_251_840,
40_958_607_678_906_404
)]
#[test_case(
45_757_490_560_675_120,
100_000_000 * _1,
434_294_481_903_251_840,
721_246_399_047_171_074
)]
fn calculate_swap_amount_out_for_sell_works(
reserve: MockBalance,
amount_in: MockBalance,
Expand All @@ -466,9 +497,21 @@ mod tests {
);
}

#[test]
fn calculate_swap_amount_out_for_sell_fails_if_reserve_is_zero() {
assert!(MockMath::calculate_swap_amount_out_for_sell(0, _1, _1).is_err());
#[test_case(0, _1, _1)]
#[test_case(_1, _1, 0)] // Division by zero
#[test_case(1000 * _1, _1, _1)] // Overflow
#[test_case(u128::MAX, _1, _1)] // to_fixed error
#[test_case(_1, u128::MAX, _1)] // to_fixed error
#[test_case(_1, _1, u128::MAX)] // to_fixed error
fn calculate_swap_amount_out_for_sell_throws_math_error(
reserve: MockBalance,
amount_in: MockBalance,
liquidity: MockBalance,
) {
assert_err!(
MockMath::calculate_swap_amount_out_for_sell(reserve, amount_in, liquidity),
Error::<MockRuntime>::MathError
);
}

#[test_case(_10, 144_269_504_088, _1_2)]
Expand All @@ -482,6 +525,17 @@ mod tests {
assert_eq!(MockMath::calculate_spot_price(reserve, liquidity).unwrap(), expected);
}

#[test_case(_1, 0)] // Division by zero
#[test_case(1_000 * _1, _1)] // Overflow
#[test_case(u128::MAX, _1)] // to_fixed error
#[test_case(_1, u128::MAX)] // to_fixed error
fn calculate_spot_price_throws_math_error(reserve: MockBalance, liquidity: MockBalance) {
assert_err!(
MockMath::calculate_spot_price(reserve, liquidity),
Error::<MockRuntime>::MathError
);
}

#[test_case(_10, vec![_1_2, _1_2], vec![_10, _10], 144_269_504_089)]
#[test_case(_20, vec![_3_4, _1_4], vec![_10 - 58_496_250_072, _20], 144_269_504_089)]
#[test_case(
Expand All @@ -496,6 +550,12 @@ mod tests {
vec![_100, _100, _100, 30_673_687_183],
188_739_165_818
)]
#[test_case(
100_000_000 * _1,
vec![_1_10, _9_10],
vec![100_000_000 * _1, 45_757_490_560_675_125],
434_294_481_903_251_828
)]
fn calculate_reserves_from_spot_prices_works(
amount: MockBalance,
spot_prices: Vec<MockBalance>,
Expand All @@ -508,19 +568,33 @@ mod tests {
assert_eq!(reserves, expected_reserves);
}

#[test_case(_10, _10, 144_269_504_088, _1 + _1_2)]
#[test_case(_10, _1, 144_269_504_088, 5_717_734_625)]
#[test_case(_1, _1, _1, 20_861_612_696)]
#[test_case(_444, _1, _11, 951_694_399; "underflow_to_zero")]
#[test_case(0, vec![_1_10, _2_10, _3_10, _4_10])]
#[test_case(u128::MAX, vec![_1_10, _2_10, _3_10, _4_10])] // to_fixed error
#[test_case(_1, vec![u128::MAX, 0, 0])] // to_fixed error
#[test_case(_1, vec![_1, 0])] // ln out of range
fn calculate_reserves_from_spot_prices_throws_math_error(
amount: MockBalance,
spot_prices: Vec<MockBalance>,
) {
assert_err!(
MockMath::calculate_reserves_from_spot_prices(amount, spot_prices),
Error::<MockRuntime>::MathError
);
}

#[test_case(_1, _1, 0)] // Division by zero
#[test_case(_1, 1_000 * _1, _1)] // Overflow
#[test_case(u128::MAX, _1, _1)] // to_fixed error
#[test_case(_1, u128::MAX, _1)] // to_fixed error
#[test_case(_1, _1, u128::MAX)] // to_fixed error
fn calculate_buy_ln_argument_fixed_works(
reserve: MockBalance,
amount_in: MockBalance,
liquidity: MockBalance,
expected: MockBalance,
) {
assert_eq!(
MockMath::calculate_buy_ln_argument(reserve, amount_in, liquidity).unwrap(),
expected
assert_err!(
MockMath::calculate_buy_ln_argument(reserve, amount_in, liquidity),
Error::<MockRuntime>::MathError
);
}

Expand Down

0 comments on commit dcbb006

Please sign in to comment.