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Added unit-tests to verify fixReducedOffersV2 addresses AMM offer red…
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…uced rate on offer adjustment.
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@gregtatcam
gregtatcam committed Jul 12, 2024
1 parent f3bcc65 commit f66251b
Showing 1 changed file with 228 additions and 0 deletions.
228 changes: 228 additions & 0 deletions src/test/app/AMM_test.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -6862,6 +6862,232 @@ struct AMM_test : public jtx::AMMTest
}
}

void
testFixReducedOffers2(FeatureBitset features)
{
testcase("Fix Reduced OffersV2");
using namespace jtx;

{
Env env(*this, features);
auto const magIssuer = Account("mag");
auto const bitcoIssuer = Account("bitco");
auto const rogue = Account("rogue");
auto const ammCreator = Account("amm");

auto const MAG = magIssuer["MAG"];
auto const BIT = bitcoIssuer["BIT"];

env.fund(XRP(10'000'000), magIssuer);
env.fund(XRP(10'000'000), bitcoIssuer);

fund(
env,
{rogue, ammCreator, alice, carol},
XRP(10'000'000),
{MAG(10'000'000)},
Fund::Acct);
fund(
env,
{rogue, ammCreator, alice, carol},
XRP(10'000'000),
{BIT(10'000'000)},
Fund::IOUOnly);

env(offer(
alice,
XRPAmount(2'651'895),
STAmount{BIT, UINT64_C(1894211093920852), -16}));
env(offer(
carol,
STAmount{MAG, UINT64_C(6999444544557101), -17},
XRPAmount(482'751'685)));
env.close();

AMM ammBIT(
env,
ammCreator,
XRPAmount(112'860'408),
STAmount(BIT, UINT64_C(11'70680687051454), -14),
false,
14);
AMM ammMAG(
env,
ammCreator,
XRPAmount(3'530'425'515'218),
STAmount(MAG, UINT64_C(505'5090645117707), -13),
false,
1000);
AMM ammMAG_BIT(
env,
ammCreator,
STAmount(MAG, UINT64_C(7289985642643932), -19),
STAmount(BIT, UINT64_C(5222900686060028), -16),
false,
1);

env(offer(
rogue,
STAmount{BIT, UINT64_C(7027318844740422), -28},
STAmount{MAG, UINT64_C(9808699749086149), -28}),
txflags(tfSell | tfImmediateOrCancel));

if (features[fixReducedOffersV2])
{
// Auto-bridging fails to generate offers if amendment
// is enabled
BEAST_EXPECT(ammBIT.expectBalances(
XRPAmount(112'860'408),
STAmount(BIT, UINT64_C(11'70680687051454), -14),
ammBIT.tokens()));
BEAST_EXPECT(ammMAG.expectBalances(
XRPAmount(3'530'425'515'218),
STAmount(MAG, UINT64_C(505'5090645117707), -13),
ammMAG.tokens()));
// MAG/BIT AMM is consumed
BEAST_EXPECT(ammMAG_BIT.expectBalances(
STAmount(MAG, UINT64_C(7289985652452632), -19),
STAmount(BIT, UINT64_C(5222900679034425), -16),
ammMAG_BIT.tokens()));
}
else
{
// Auto-bridging offers are used if amendment is disabled
// This rounds the XRP offer size to 1 drop resulting
// in altered rate
BEAST_EXPECT(ammBIT.expectBalances(
XRPAmount(112'860'409),
STAmount(BIT, UINT64_C(11'70680676682678), -14),
ammBIT.tokens()));
BEAST_EXPECT(ammMAG.expectBalances(
XRPAmount(3'530'425'515'217),
STAmount(MAG, UINT64_C(505'5090645117717), -13),
ammMAG.tokens()));
// MAG/BIT AMM is not consumed
BEAST_EXPECT(ammMAG_BIT.expectBalances(
STAmount(MAG, UINT64_C(7289985642643932), -19),
STAmount(BIT, UINT64_C(5222900686060028), -16),
ammMAG_BIT.tokens()));
}
}

{
Env env(*this, features);
auto const gateHub = Account("gateHub");
auto const bitstamp = Account("bitstamp");
auto const ammCreator = Account("amm");
auto const rogue = Account("rogue");

auto const USDGit = gateHub["USD"];
auto const USDBit = bitstamp["USD"];

env.fund(XRP(10'000'000), gateHub);
env.fund(XRP(10'000'000), bitstamp);

fund(
env,
{ammCreator, alice, carol, bob, rogue},
XRP(10'000'000),
{USDGit(10'000'000)},
Fund::Acct);
fund(
env,
{ammCreator, alice, carol, bob, rogue},
XRP(10'000'000),
{USDBit(10'000'000)},
Fund::IOUOnly);

env(offer(
alice,
STAmount{USDGit, UINT64_C(2986'982449964811), -12},
STAmount{USDBit, UINT64_C(2942'177713215346), -12}));
env(offer(
carol,
STAmount{USDGit, UINT64_C(43'93168381210000), -14},
XRPAmount(100'040'574)));
env(offer(
bob,
XRPAmount(200'000'000'000),
STAmount{USDBit, UINT64_C(86'733'07240000000), -11}));
env.close();

AMM ammUSDGit(
env,
ammCreator,
XRPAmount(83'912'334'394),
STAmount(USDGit, UINT64_C(36'450'97403472131), -11),
false,
323);
AMM ammUSDBit(
env,
ammCreator,
XRPAmount(14'209'063'792),
STAmount(USDBit, UINT64_C(6'156'703670983485), -12),
false,
276);
AMM ammUSDGit_USDBit(
env,
ammCreator,
STAmount(USDGit, UINT64_C(78'60366403959643), -14),
STAmount(USDBit, UINT64_C(78'14740882911861), -14),
false,
131);

env(offer(
rogue,
STAmount{USDBit, UINT64_C(9189523633053675), -25},
STAmount{USDGit, UINT64_C(9255318092738661), -22}),
txflags(tfSell | tfImmediateOrCancel));

if (features[fixReducedOffersV2])
{
// rogue buys 0.00000087 USDbitstamp with 0.000000926 USDgithub
BEAST_EXPECT(
STAmount(USDBit, 87, -8) ==
(env.balance(rogue, USDBit) - USDBit(10'000'000)));
BEAST_EXPECT(
STAmount(USDGit, 926, -9) ==
(USDGit(10'000'000) - env.balance(rogue, USDGit)));
BEAST_EXPECT(ammUSDGit.expectBalances(
XRPAmount(83'912'334'392),
STAmount(USDGit, UINT64_C(36'450'97403564684), -11),
ammUSDGit.tokens()));
// Not consumed
BEAST_EXPECT(ammUSDBit.expectBalances(
XRPAmount(14'209'063'792),
STAmount(USDBit, UINT64_C(6'156'703670983485), -12),
ammUSDBit.tokens()));
BEAST_EXPECT(ammUSDGit_USDBit.expectBalances(
STAmount(USDGit, UINT64_C(78'60366403959643), -14),
STAmount(USDBit, UINT64_C(78'14740882911861), -14),
ammUSDGit_USDBit.tokens()));
}
else
{
// rogue buys 0.0000013 USDbitstamp with 0.000000926 USDgithub
BEAST_EXPECT(
STAmount(USDBit, 13, -7) ==
(env.balance(rogue, USDBit) - USDBit(10'000'000)));
BEAST_EXPECT(
STAmount(USDGit, 926, -9) ==
(USDGit(10'000'000) - env.balance(rogue, USDGit)));
BEAST_EXPECT(ammUSDGit.expectBalances(
XRPAmount(83'912'334'391),
STAmount(USDGit, UINT64_C(36'450'97403564684), -11),
ammUSDGit.tokens()));
// Not consumed
BEAST_EXPECT(ammUSDBit.expectBalances(
XRPAmount(14'209'063'792),
STAmount(USDBit, UINT64_C(6'156'703670983485), -12),
ammUSDBit.tokens()));
BEAST_EXPECT(ammUSDGit_USDBit.expectBalances(
STAmount(USDGit, UINT64_C(78'60366403959643), -14),
STAmount(USDBit, UINT64_C(78'14740882911861), -14),
ammUSDGit_USDBit.tokens()));
}
}
}

void
run() override
{
Expand Down Expand Up @@ -6908,6 +7134,8 @@ struct AMM_test : public jtx::AMMTest
testFixAMMOfferBlockedByLOB(all - fixAMMv1_1);
testLPTokenBalance(all);
testLPTokenBalance(all - fixAMMv1_1);
testFixReducedOffers2(all);
testFixReducedOffers2(all - fixAMMv1_1 - fixReducedOffersV2);
}
};

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