feat: backport swap sims for deposit, withdraw (#965)

* sims: MsgDeposit operation

* implement withdraw

* update comment

* fix: add interest factors to cdp sims

Co-authored-by: denalimarsh <denalimarsh@gmail.com>
This commit is contained in:
Kevin Davis 2021-07-15 10:35:24 -05:00 committed by GitHub
parent bb1bc7fed4
commit 290cb61882
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
7 changed files with 361 additions and 7 deletions

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@ -445,7 +445,7 @@ func NewApp(logger log.Logger, db dbm.DB, traceStore io.Writer, appOpts AppOptio
committee.NewAppModule(app.committeeKeeper, app.accountKeeper),
issuance.NewAppModule(app.issuanceKeeper, app.accountKeeper, app.supplyKeeper),
hard.NewAppModule(app.hardKeeper, app.supplyKeeper, app.pricefeedKeeper),
swap.NewAppModule(app.swapKeeper),
swap.NewAppModule(app.swapKeeper, app.accountKeeper),
)
// During begin block slashing happens after distr.BeginBlocker so that
@ -499,7 +499,7 @@ func NewApp(logger log.Logger, db dbm.DB, traceStore io.Writer, appOpts AppOptio
committee.NewAppModule(app.committeeKeeper, app.accountKeeper),
issuance.NewAppModule(app.issuanceKeeper, app.accountKeeper, app.supplyKeeper),
hard.NewAppModule(app.hardKeeper, app.supplyKeeper, app.pricefeedKeeper),
swap.NewAppModule(app.swapKeeper),
swap.NewAppModule(app.swapKeeper, app.accountKeeper),
)
app.sm.RegisterStoreDecoders()

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@ -13,6 +13,8 @@ const (
DefaultWeightMsgUpdatePrices int = 20
DefaultWeightMsgCdp int = 20
DefaultWeightMsgClaimReward int = 20
DefaultWeightMsgDeposit int = 20
DefaultWeightMsgWithdraw int = 20
DefaultWeightMsgIssue int = 20
DefaultWeightMsgRedeem int = 20
DefaultWeightMsgBlock int = 20

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@ -53,6 +53,11 @@ func DecodeStore(cdc *codec.Codec, kvA, kvB kv.Pair) string {
cdc.MustUnmarshalBinaryLengthPrefixed(kvB.Value, &totalB)
return fmt.Sprintf("%s\n%s", totalA, totalB)
case bytes.Equal(kvA.Key[:1], types.InterestFactorPrefix):
var totalA, totalB sdk.Dec
cdc.MustUnmarshalBinaryBare(kvA.Value, &totalA)
cdc.MustUnmarshalBinaryBare(kvB.Value, &totalB)
return fmt.Sprintf("%s\n%s", totalA, totalB)
default:
panic(fmt.Sprintf("invalid %s key prefix %X", types.ModuleName, kvA.Key[:1]))
}

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@ -2,6 +2,7 @@ package simulation
import (
"fmt"
"time"
"github.com/cosmos/cosmos-sdk/codec"
sdk "github.com/cosmos/cosmos-sdk/types"
@ -127,6 +128,23 @@ func randomCdpGenState(selection int) types.GenesisState {
DebtDenom: types.DefaultDebtDenom,
GovDenom: types.DefaultGovDenom,
CDPs: types.CDPs{},
PreviousAccumulationTimes: types.GenesisAccumulationTimes{
types.GenesisAccumulationTime{
CollateralType: "xrp-a",
PreviousAccumulationTime: time.Unix(0, 0),
InterestFactor: sdk.OneDec(),
},
types.GenesisAccumulationTime{
CollateralType: "btc-a",
PreviousAccumulationTime: time.Unix(0, 0),
InterestFactor: sdk.OneDec(),
},
types.GenesisAccumulationTime{
CollateralType: "bnb-a",
PreviousAccumulationTime: time.Unix(0, 0),
InterestFactor: sdk.OneDec(),
},
},
}
case 1:
return types.GenesisState{
@ -162,6 +180,13 @@ func randomCdpGenState(selection int) types.GenesisState {
DebtDenom: types.DefaultDebtDenom,
GovDenom: types.DefaultGovDenom,
CDPs: types.CDPs{},
PreviousAccumulationTimes: types.GenesisAccumulationTimes{
types.GenesisAccumulationTime{
CollateralType: "bnb-a",
PreviousAccumulationTime: time.Unix(0, 0),
InterestFactor: sdk.OneDec(),
},
},
}
default:
panic("invalid genesis state selector")

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@ -77,14 +77,16 @@ func (AppModuleBasic) GetQueryCmd(cdc *codec.Codec) *cobra.Command {
type AppModule struct {
AppModuleBasic
keeper Keeper
keeper Keeper
accountKeeper types.AccountKeeper
}
// NewAppModule creates a new AppModule object
func NewAppModule(keeper Keeper) AppModule {
func NewAppModule(keeper Keeper, accountKeeper types.AccountKeeper) AppModule {
return AppModule{
AppModuleBasic: AppModuleBasic{},
keeper: keeper,
accountKeeper: accountKeeper,
}
}
@ -164,5 +166,5 @@ func (AppModuleBasic) RegisterStoreDecoder(sdr sdk.StoreDecoderRegistry) {
// WeightedOperations returns the all the swap module operations with their respective weights.
func (am AppModule) WeightedOperations(simState module.SimulationState) []sim.WeightedOperation {
return nil
return simulation.WeightedOperations(simState.AppParams, simState.Cdc, am.accountKeeper, am.keeper)
}

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@ -17,7 +17,7 @@ import (
var (
//nolint
accs []simulation.Account
consistentPools = [2][2]string{{"ukava", "usdx"}, {"hard", "usdx"}}
consistentPools = [2][2]string{{"ukava", "usdx"}, {"bnb", "stake"}}
)
// GenSwapFee generates a random SwapFee in range [0.01, 1.00]

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@ -1,12 +1,332 @@
package simulation
import (
"errors"
"fmt"
"math/big"
"math/rand"
"time"
"github.com/cosmos/cosmos-sdk/baseapp"
"github.com/cosmos/cosmos-sdk/codec"
"github.com/cosmos/cosmos-sdk/simapp/helpers"
sdk "github.com/cosmos/cosmos-sdk/types"
authexported "github.com/cosmos/cosmos-sdk/x/auth/exported"
"github.com/cosmos/cosmos-sdk/x/simulation"
appparams "github.com/kava-labs/kava/app/params"
"github.com/kava-labs/kava/x/swap/keeper"
"github.com/kava-labs/kava/x/swap/types"
)
var (
//nolint
noOpMsg = simulation.NoOpMsg(types.ModuleName)
noOpMsg = simulation.NoOpMsg(types.ModuleName)
errorNotEnoughCoins = errors.New("account doesn't have enough coins")
)
// Simulation operation weights constants
const (
OpWeightMsgDeposit = "op_weight_msg_deposit"
OpWeightMsgWithdraw = "op_weight_msg_withdraw"
)
// WeightedOperations returns all the operations from the module with their respective weights
func WeightedOperations(
appParams simulation.AppParams, cdc *codec.Codec, ak types.AccountKeeper, k keeper.Keeper,
) simulation.WeightedOperations {
var weightMsgDeposit int
var weightMsgWithdraw int
appParams.GetOrGenerate(cdc, OpWeightMsgDeposit, &weightMsgDeposit, nil,
func(_ *rand.Rand) {
weightMsgDeposit = appparams.DefaultWeightMsgDeposit
},
)
appParams.GetOrGenerate(cdc, OpWeightMsgWithdraw, &weightMsgWithdraw, nil,
func(_ *rand.Rand) {
weightMsgWithdraw = appparams.DefaultWeightMsgWithdraw
},
)
return simulation.WeightedOperations{
simulation.NewWeightedOperation(
weightMsgDeposit,
SimulateMsgDeposit(ak, k),
),
simulation.NewWeightedOperation(
weightMsgWithdraw,
SimulateMsgWithdraw(ak, k),
),
}
}
// SimulateMsgDeposit generates a MsgDeposit
func SimulateMsgDeposit(ak types.AccountKeeper, k keeper.Keeper) simulation.Operation {
return func(
r *rand.Rand, app *baseapp.BaseApp, ctx sdk.Context, accs []simulation.Account, chainID string,
) (simulation.OperationMsg, []simulation.FutureOperation, error) {
// Get possible pools and shuffle so that deposits are evenly distributed across pools
params := k.GetParams(ctx)
allowedPools := params.AllowedPools
r.Shuffle(len(allowedPools), func(i, j int) {
allowedPools[i], allowedPools[j] = allowedPools[j], allowedPools[i]
})
// Find an account-pool pair that is likely to result in a successful deposit
blockTime := ctx.BlockHeader().Time
depositor, allowedPool, found := findValidAccountAllowedPoolPair(accs, allowedPools, func(acc simulation.Account, pool types.AllowedPool) bool {
account := ak.GetAccount(ctx, acc.Address)
err := validateDepositor(ctx, k, pool, account, blockTime)
if err == errorNotEnoughCoins {
return false // keep searching
} else if err != nil {
panic(err) // raise errors
}
return true // found valid pair
})
if !found {
return simulation.NewOperationMsgBasic(types.ModuleName, "no-operation (no valid allowed pool and depositor)", "", false, nil), nil, nil
}
// Get random slippage amount between 1-99%
slippageRaw, err := RandIntInclusive(r, sdk.OneInt(), sdk.NewInt(99))
if err != nil {
panic(err)
}
slippage := slippageRaw.ToDec().Quo(sdk.NewDec(100))
// Set up deadline
durationNanoseconds, err := RandIntInclusive(r,
sdk.NewInt((time.Second * 10).Nanoseconds()), // ten seconds
sdk.NewInt((time.Hour * 24).Nanoseconds()), // one day
)
if err != nil {
panic(err)
}
extraTime := time.Duration(durationNanoseconds.Int64())
deadline := blockTime.Add(extraTime).Unix()
depositorAcc := ak.GetAccount(ctx, depositor.Address)
depositorCoins := depositorAcc.SpendableCoins(blockTime)
// Construct initial msg (without coin amounts)
msg := types.NewMsgDeposit(depositorAcc.GetAddress(), sdk.Coin{}, sdk.Coin{}, slippage, deadline)
// Populate msg with randomized token amounts
pool, found := k.GetPool(ctx, allowedPool.Name())
if !found { // Pool doesn't exist: first deposit
depositTokenA := randCoinFromCoins(r, depositorCoins, allowedPool.TokenA)
msg.TokenA = depositTokenA
depositTokenB := randCoinFromCoins(r, depositorCoins, allowedPool.TokenB)
msg.TokenB = depositTokenB
} else { // Pool exists: successive deposit
var denomX string // Denom X is the token denom in the pool with the larger amount
var denomY string // Denom Y is the token denom in the pool with the larger amount
if pool.ReservesA.Amount.GTE(pool.ReservesB.Amount) {
denomX = pool.ReservesA.Denom
denomY = pool.ReservesB.Denom
} else {
denomX = pool.ReservesB.Denom
denomY = pool.ReservesA.Denom
}
depositTokenY := randCoinFromCoins(r, depositorCoins, denomY)
msg.TokenA = depositTokenY
// Calculate the pool's slippage ratio and use it to build other coin
ratio := pool.Reserves().AmountOf(denomX).ToDec().Quo(pool.Reserves().AmountOf(denomY).ToDec())
amtTokenX := depositTokenY.Amount.ToDec().Mul(ratio).RoundInt()
depositTokenX := sdk.NewCoin(denomX, amtTokenX)
if depositorCoins.AmountOf(denomX).LT(amtTokenX) {
return simulation.NewOperationMsgBasic(types.ModuleName, "no-operation (depositor has insufficient coins)", "", false, nil), nil, nil
}
msg.TokenB = depositTokenX
}
err = msg.ValidateBasic()
if err != nil {
return noOpMsg, nil, nil
}
tx := helpers.GenTx(
[]sdk.Msg{msg},
sdk.NewCoins(),
helpers.DefaultGenTxGas,
chainID,
[]uint64{depositorAcc.GetAccountNumber()},
[]uint64{depositorAcc.GetSequence()},
depositor.PrivKey,
)
_, result, err := app.Deliver(tx)
if err != nil {
// to aid debugging, add the stack trace to the comment field of the returned opMsg
return simulation.NewOperationMsg(msg, false, fmt.Sprintf("%+v", err)), nil, err
}
return simulation.NewOperationMsg(msg, true, result.Log), nil, nil
}
}
// SimulateMsgWithdraw generates a MsgWithdraw
func SimulateMsgWithdraw(ak types.AccountKeeper, k keeper.Keeper) simulation.Operation {
return func(
r *rand.Rand, app *baseapp.BaseApp, ctx sdk.Context, accs []simulation.Account, chainID string,
) (simulation.OperationMsg, []simulation.FutureOperation, error) {
poolRecords := k.GetAllPools(ctx)
r.Shuffle(len(poolRecords), func(i, j int) {
poolRecords[i], poolRecords[j] = poolRecords[j], poolRecords[i]
})
// Find an account-pool pair for which withdraw is possible
withdrawer, poolRecord, found := findValidAccountPoolRecordPair(accs, poolRecords, func(acc simulation.Account, poolRecord types.PoolRecord) bool {
_, found := k.GetDepositorShares(ctx, acc.Address, poolRecord.PoolID)
if !found {
return false // keep searching
}
return true
})
if !found {
return simulation.NewOperationMsgBasic(types.ModuleName, "no-operation (no valid pool record and withdrawer)", "", false, nil), nil, nil
}
withdrawerAcc := ak.GetAccount(ctx, withdrawer.Address)
shareRecord, _ := k.GetDepositorShares(ctx, withdrawerAcc.GetAddress(), poolRecord.PoolID)
denominatedPool, err := types.NewDenominatedPoolWithExistingShares(poolRecord.Reserves(), poolRecord.TotalShares)
if err != nil {
return noOpMsg, nil, nil
}
coinsOwned := denominatedPool.ShareValue(shareRecord.SharesOwned)
// Get random amount of shares between 2-50% of the total
sharePercentage, err := RandIntInclusive(r, sdk.NewInt(2), sdk.NewInt(50))
if err != nil {
panic(err)
}
shares := shareRecord.SharesOwned.Mul(sharePercentage).Quo(sdk.NewInt(100))
// Expect minimum token amounts relative to the % of shares owned and withdrawn
oneLessThanSharePercentage := sharePercentage.Sub(sdk.OneInt())
amtTokenAOwned := coinsOwned.AmountOf(poolRecord.ReservesA.Denom)
minAmtTokenA := amtTokenAOwned.Mul(oneLessThanSharePercentage).Quo(sdk.NewInt(100))
minTokenA := sdk.NewCoin(poolRecord.ReservesA.Denom, minAmtTokenA)
amtTokenBOwned := coinsOwned.AmountOf(poolRecord.ReservesB.Denom)
minTokenAmtB := amtTokenBOwned.Mul(oneLessThanSharePercentage).Quo(sdk.NewInt(100))
minTokenB := sdk.NewCoin(poolRecord.ReservesB.Denom, minTokenAmtB)
// Set up deadline
blockTime := ctx.BlockHeader().Time
durationNanoseconds, err := RandIntInclusive(r,
sdk.NewInt((time.Second * 10).Nanoseconds()), // ten seconds
sdk.NewInt((time.Hour * 24).Nanoseconds()), // one day
)
if err != nil {
panic(err)
}
extraTime := time.Duration(durationNanoseconds.Int64())
deadline := blockTime.Add(extraTime).Unix()
// Construct MsgWithdraw
msg := types.NewMsgWithdraw(withdrawerAcc.GetAddress(), shares, minTokenA, minTokenB, deadline)
err = msg.ValidateBasic()
if err != nil {
return noOpMsg, nil, nil
}
tx := helpers.GenTx(
[]sdk.Msg{msg},
sdk.NewCoins(),
helpers.DefaultGenTxGas,
chainID,
[]uint64{withdrawerAcc.GetAccountNumber()},
[]uint64{withdrawerAcc.GetSequence()},
withdrawer.PrivKey,
)
_, result, err := app.Deliver(tx)
if err != nil {
// to aid debugging, add the stack trace to the comment field of the returned opMsg
return simulation.NewOperationMsg(msg, false, fmt.Sprintf("%+v", err)), nil, err
}
return simulation.NewOperationMsg(msg, true, result.Log), nil, nil
}
}
// From a set of coins return a coin of the specified denom with 1-10% of the total amount
func randCoinFromCoins(r *rand.Rand, coins sdk.Coins, denom string) sdk.Coin {
percentOfBalance, err := RandIntInclusive(r, sdk.OneInt(), sdk.NewInt(10))
if err != nil {
panic(err)
}
balance := coins.AmountOf(denom)
amtToken := balance.Mul(percentOfBalance).Quo(sdk.NewInt(100))
return sdk.NewCoin(denom, amtToken)
}
func validateDepositor(ctx sdk.Context, k keeper.Keeper, allowedPool types.AllowedPool,
depositor authexported.Account, blockTime time.Time) error {
depositorCoins := depositor.SpendableCoins(blockTime)
tokenABalance := depositorCoins.AmountOf(allowedPool.TokenA)
tokenBBalance := depositorCoins.AmountOf(allowedPool.TokenB)
oneThousand := sdk.NewInt(1000)
if tokenABalance.LT(oneThousand) || tokenBBalance.LT(oneThousand) {
return errorNotEnoughCoins
}
return nil
}
// findValidAccountAllowedPoolPair finds an account for which the callback func returns true
func findValidAccountAllowedPoolPair(accounts []simulation.Account, pools types.AllowedPools,
cb func(simulation.Account, types.AllowedPool) bool) (simulation.Account, types.AllowedPool, bool) {
for _, pool := range pools {
for _, acc := range accounts {
if isValid := cb(acc, pool); isValid {
return acc, pool, true
}
}
}
return simulation.Account{}, types.AllowedPool{}, false
}
// findValidAccountPoolRecordPair finds an account for which the callback func returns true
func findValidAccountPoolRecordPair(accounts []simulation.Account, pools types.PoolRecords,
cb func(simulation.Account, types.PoolRecord) bool) (simulation.Account, types.PoolRecord, bool) {
for _, pool := range pools {
for _, acc := range accounts {
if isValid := cb(acc, pool); isValid {
return acc, pool, true
}
}
}
return simulation.Account{}, types.PoolRecord{}, false
}
// RandIntInclusive randomly generates an sdk.Int in the range [inclusiveMin, inclusiveMax]. It works for negative and positive integers.
func RandIntInclusive(r *rand.Rand, inclusiveMin, inclusiveMax sdk.Int) (sdk.Int, error) {
if inclusiveMin.GT(inclusiveMax) {
return sdk.Int{}, fmt.Errorf("min larger than max")
}
return RandInt(r, inclusiveMin, inclusiveMax.Add(sdk.OneInt()))
}
// RandInt randomly generates an sdk.Int in the range [inclusiveMin, exclusiveMax). It works for negative and positive integers.
func RandInt(r *rand.Rand, inclusiveMin, exclusiveMax sdk.Int) (sdk.Int, error) {
// validate input
if inclusiveMin.GTE(exclusiveMax) {
return sdk.Int{}, fmt.Errorf("min larger or equal to max")
}
// shift the range to start at 0
shiftedRange := exclusiveMax.Sub(inclusiveMin) // should always be positive given the check above
// randomly pick from the shifted range
shiftedRandInt := sdk.NewIntFromBigInt(new(big.Int).Rand(r, shiftedRange.BigInt()))
// shift back to the original range
return shiftedRandInt.Add(inclusiveMin), nil
}