mirror of
https://github.com/0glabs/0g-chain.git
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Hard: fix liquidation engine (#771)
* initial * liquidation debugging * max lot == macc coin balance * add print statements * add test for pricefeed liquidation scenarios * skip zero lot * add insolvency liquidation test scenario * remove debugging statements * fix tests after rebase Co-authored-by: karzak <kjydavis3@gmail.com>
This commit is contained in:
Denali Marsh
GitHub
parent
b5e02fde35
commit
58494fe357
@ -19,6 +19,7 @@ import (
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aucKeeper "github.com/kava-labs/kava/x/auction/keeper"
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aucKeeper "github.com/kava-labs/kava/x/auction/keeper"
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"github.com/kava-labs/kava/x/hard/keeper"
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"github.com/kava-labs/kava/x/hard/keeper"
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"github.com/kava-labs/kava/x/hard/types"
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"github.com/kava-labs/kava/x/hard/types"
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pfKeeper "github.com/kava-labs/kava/x/pricefeed/keeper"
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)
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)
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// Test suite used for all keeper tests
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// Test suite used for all keeper tests
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@ -26,6 +27,7 @@ type KeeperTestSuite struct {
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suite.Suite
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suite.Suite
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keeper keeper.Keeper
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keeper keeper.Keeper
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auctionKeeper aucKeeper.Keeper
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auctionKeeper aucKeeper.Keeper
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pricefeedKeeper pfKeeper.Keeper
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app app.TestApp
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app app.TestApp
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ctx sdk.Context
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ctx sdk.Context
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addrs []sdk.AccAddress
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addrs []sdk.AccAddress
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@ -101,7 +101,7 @@ func (k Keeper) SeizeDeposits(ctx sdk.Context, keeper sdk.AccAddress, deposit ty
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amount := depCoin.Amount
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amount := depCoin.Amount
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mm, _ := k.GetMoneyMarket(ctx, denom)
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mm, _ := k.GetMoneyMarket(ctx, denom)
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// No rewards for anyone if liquidated by LTV index
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// No keeper rewards if liquidated by LTV index
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if !keeper.Equals(sdk.AccAddress(types.LiquidatorAccount)) {
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if !keeper.Equals(sdk.AccAddress(types.LiquidatorAccount)) {
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keeperReward := mm.KeeperRewardPercentage.MulInt(amount).TruncateInt()
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keeperReward := mm.KeeperRewardPercentage.MulInt(amount).TruncateInt()
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if keeperReward.GT(sdk.ZeroInt()) {
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if keeperReward.GT(sdk.ZeroInt()) {
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@ -158,6 +158,9 @@ func (k Keeper) StartAuctions(ctx sdk.Context, borrower sdk.AccAddress, borrows,
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weights := []sdk.Int{sdk.NewInt(100)}
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weights := []sdk.Int{sdk.NewInt(100)}
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debt := sdk.NewCoin("debt", sdk.ZeroInt())
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debt := sdk.NewCoin("debt", sdk.ZeroInt())
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macc := k.supplyKeeper.GetModuleAccount(ctx, types.ModuleAccountName)
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maccCoins := macc.SpendableCoins(ctx.BlockTime())
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for _, bKey := range bKeys {
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for _, bKey := range bKeys {
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bValue := borrowCoinValues.Get(bKey)
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bValue := borrowCoinValues.Get(bKey)
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maxLotSize := bValue.Quo(ltv)
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maxLotSize := bValue.Quo(ltv)
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@ -168,10 +171,21 @@ func (k Keeper) StartAuctions(ctx sdk.Context, borrower sdk.AccAddress, borrows,
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break // exit out of the loop if we have cleared the full amount
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break // exit out of the loop if we have cleared the full amount
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}
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}
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if dValue.GTE(maxLotSize) { // We can start an auction for the whole borrow amount
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if dValue.GTE(maxLotSize) { // We can start an auction for the whole borrow amount]
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bid := sdk.NewCoin(bKey, borrows.AmountOf(bKey))
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bid := sdk.NewCoin(bKey, borrows.AmountOf(bKey))
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lotSize := maxLotSize.MulInt(liqMap[dKey].conversionFactor).Quo(liqMap[dKey].price)
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lotSize := maxLotSize.MulInt(liqMap[dKey].conversionFactor).Quo(liqMap[dKey].price)
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if lotSize.TruncateInt().Equal(sdk.ZeroInt()) {
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continue
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}
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lot := sdk.NewCoin(dKey, lotSize.TruncateInt())
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lot := sdk.NewCoin(dKey, lotSize.TruncateInt())
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insufficientLotFunds := false
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if lot.Amount.GT(maccCoins.AmountOf(dKey)) {
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insufficientLotFunds = true
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lot = sdk.NewCoin(lot.Denom, maccCoins.AmountOf(dKey))
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}
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// Sanity check that we can deliver coins to the liquidator account
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// Sanity check that we can deliver coins to the liquidator account
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if deposits.AmountOf(dKey).LT(lot.Amount) {
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if deposits.AmountOf(dKey).LT(lot.Amount) {
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return types.ErrInsufficientCoins
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return types.ErrInsufficientCoins
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@ -192,7 +206,11 @@ func (k Keeper) StartAuctions(ctx sdk.Context, borrower sdk.AccAddress, borrows,
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depositCoinValues.Decrement(dKey, maxLotSize)
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depositCoinValues.Decrement(dKey, maxLotSize)
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// Update deposits, borrows
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// Update deposits, borrows
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borrows = borrows.Sub(sdk.NewCoins(bid))
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borrows = borrows.Sub(sdk.NewCoins(bid))
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if insufficientLotFunds {
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deposits = deposits.Sub(sdk.NewCoins(sdk.NewCoin(dKey, deposits.AmountOf(dKey))))
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} else {
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deposits = deposits.Sub(sdk.NewCoins(lot))
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deposits = deposits.Sub(sdk.NewCoins(lot))
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}
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// Update max lot size
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// Update max lot size
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maxLotSize = sdk.ZeroDec()
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maxLotSize = sdk.ZeroDec()
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} else { // We can only start an auction for the partial borrow amount
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} else { // We can only start an auction for the partial borrow amount
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@ -205,6 +223,12 @@ func (k Keeper) StartAuctions(ctx sdk.Context, borrower sdk.AccAddress, borrows,
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continue
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continue
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}
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}
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insufficientLotFunds := false
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if lot.Amount.GT(maccCoins.AmountOf(dKey)) {
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insufficientLotFunds = true
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lot = sdk.NewCoin(lot.Denom, maccCoins.AmountOf(dKey))
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}
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// Sanity check that we can deliver coins to the liquidator account
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// Sanity check that we can deliver coins to the liquidator account
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if deposits.AmountOf(dKey).LT(lot.Amount) {
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if deposits.AmountOf(dKey).LT(lot.Amount) {
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return types.ErrInsufficientCoins
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return types.ErrInsufficientCoins
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@ -223,9 +247,14 @@ func (k Keeper) StartAuctions(ctx sdk.Context, borrower sdk.AccAddress, borrows,
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// Update variables to account for partial auction
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// Update variables to account for partial auction
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borrowCoinValues.Decrement(bKey, maxBid)
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borrowCoinValues.Decrement(bKey, maxBid)
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depositCoinValues.SetZero(dKey)
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depositCoinValues.SetZero(dKey)
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// Update deposits, borrows
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borrows = borrows.Sub(sdk.NewCoins(bid))
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borrows = borrows.Sub(sdk.NewCoins(bid))
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if insufficientLotFunds {
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deposits = deposits.Sub(sdk.NewCoins(sdk.NewCoin(dKey, deposits.AmountOf(dKey))))
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} else {
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deposits = deposits.Sub(sdk.NewCoins(lot))
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deposits = deposits.Sub(sdk.NewCoins(lot))
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}
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// Update max lot size
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// Update max lot size
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maxLotSize = borrowCoinValues.Get(bKey).Quo(ltv)
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maxLotSize = borrowCoinValues.Get(bKey).Quo(ltv)
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}
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}
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@ -21,7 +21,7 @@ func (suite *KeeperTestSuite) TestIndexLiquidation() {
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borrower sdk.AccAddress
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borrower sdk.AccAddress
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initialModuleCoins sdk.Coins
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initialModuleCoins sdk.Coins
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initialBorrowerCoins sdk.Coins
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initialBorrowerCoins sdk.Coins
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depositCoins []sdk.Coin
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depositCoins sdk.Coins
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borrowCoins sdk.Coins
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borrowCoins sdk.Coins
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beginBlockerTime int64
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beginBlockerTime int64
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ltvIndexCount int
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ltvIndexCount int
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@ -60,7 +60,7 @@ func (suite *KeeperTestSuite) TestIndexLiquidation() {
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borrower: borrower,
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borrower: borrower,
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initialModuleCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
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initialModuleCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
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initialBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
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initialBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
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depositCoins: []sdk.Coin{sdk.NewCoin("ukava", sdk.NewInt(10*KAVA_CF))},
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depositCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(10*KAVA_CF))),
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borrowCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(8*KAVA_CF))),
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borrowCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(8*KAVA_CF))),
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beginBlockerTime: oneMonthInSeconds,
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beginBlockerTime: oneMonthInSeconds,
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ltvIndexCount: int(10),
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ltvIndexCount: int(10),
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@ -88,13 +88,160 @@ func (suite *KeeperTestSuite) TestIndexLiquidation() {
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contains: "",
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contains: "",
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},
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},
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},
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},
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{
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"valid: HARD module account starts with no coins",
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args{
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borrower: borrower,
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initialModuleCoins: sdk.Coins{},
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initialBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
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depositCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(10*KAVA_CF))),
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borrowCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(8*KAVA_CF))),
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beginBlockerTime: oneMonthInSeconds,
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ltvIndexCount: int(10),
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expectedBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(98*KAVA_CF))), // initial - deposit + borrow + liquidation leftovers
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expectedAuctions: auctypes.Auctions{
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auctypes.CollateralAuction{
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BaseAuction: auctypes.BaseAuction{
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ID: 1,
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Initiator: "hard_liquidator",
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Lot: sdk.NewInt64Coin("ukava", 2000000),
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Bidder: nil,
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Bid: sdk.NewInt64Coin("ukava", 0),
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HasReceivedBids: false,
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EndTime: endTime,
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MaxEndTime: endTime,
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},
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CorrespondingDebt: sdk.NewInt64Coin("debt", 0),
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MaxBid: sdk.NewInt64Coin("ukava", 8050763),
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LotReturns: lotReturns,
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},
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},
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},
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errArgs{
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expectLiquidate: true,
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contains: "",
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},
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},
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{
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"valid: LTV index liquidates borrow with multiple coin types",
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args{
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borrower: borrower,
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initialModuleCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
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initialBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF)), sdk.NewCoin("bnb", sdk.NewInt(100*BNB_CF))),
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depositCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(10*KAVA_CF)), sdk.NewCoin("bnb", sdk.NewInt(10*BNB_CF))),
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borrowCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(8*KAVA_CF)), sdk.NewCoin("bnb", sdk.NewInt(8*BNB_CF))),
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beginBlockerTime: oneMonthInSeconds,
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ltvIndexCount: int(10),
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expectedBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(98.000001*KAVA_CF)), sdk.NewCoin("bnb", sdk.NewInt(98*BNB_CF))), // initial - deposit + borrow + liquidation leftovers
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expectedAuctions: auctypes.Auctions{
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auctypes.CollateralAuction{
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BaseAuction: auctypes.BaseAuction{
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ID: 1,
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Initiator: "hard_liquidator",
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Lot: sdk.NewInt64Coin("bnb", 200000000),
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Bidder: nil,
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Bid: sdk.NewInt64Coin("bnb", 0),
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HasReceivedBids: false,
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EndTime: endTime,
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MaxEndTime: endTime,
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},
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CorrespondingDebt: sdk.NewInt64Coin("debt", 0),
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MaxBid: sdk.NewInt64Coin("bnb", 804948248),
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LotReturns: lotReturns,
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},
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auctypes.CollateralAuction{
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BaseAuction: auctypes.BaseAuction{
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ID: 2,
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Initiator: "hard_liquidator",
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Lot: sdk.NewInt64Coin("ukava", 8004),
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Bidder: nil,
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Bid: sdk.NewInt64Coin("bnb", 0),
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HasReceivedBids: false,
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EndTime: endTime,
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MaxEndTime: endTime,
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},
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CorrespondingDebt: sdk.NewInt64Coin("debt", 0),
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MaxBid: sdk.NewInt64Coin("bnb", 128242),
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LotReturns: lotReturns,
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},
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auctypes.CollateralAuction{
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BaseAuction: auctypes.BaseAuction{
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ID: 3,
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Initiator: "hard_liquidator",
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Lot: sdk.NewInt64Coin("ukava", 9992406),
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Bidder: nil,
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Bid: sdk.NewInt64Coin("ukava", 0),
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HasReceivedBids: false,
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EndTime: endTime,
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MaxEndTime: endTime,
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},
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CorrespondingDebt: sdk.NewInt64Coin("debt", 0),
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MaxBid: sdk.NewInt64Coin("ukava", 8004766),
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LotReturns: lotReturns,
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},
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},
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},
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errArgs{
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expectLiquidate: true,
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contains: "",
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},
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},
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{
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"valid: HARD module account starts with no coins, LTV index liquidates borrow with multiple coin types",
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args{
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borrower: borrower,
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initialModuleCoins: sdk.Coins{},
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initialBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF)), sdk.NewCoin("bnb", sdk.NewInt(100*BNB_CF))),
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depositCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(10*KAVA_CF)), sdk.NewCoin("bnb", sdk.NewInt(10*BNB_CF))),
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borrowCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(8*KAVA_CF)), sdk.NewCoin("bnb", sdk.NewInt(8*BNB_CF))),
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beginBlockerTime: oneMonthInSeconds,
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ltvIndexCount: int(10),
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expectedBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(98*KAVA_CF)), sdk.NewCoin("bnb", sdk.NewInt(98*BNB_CF))), // initial - deposit + borrow + liquidation leftovers
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expectedAuctions: auctypes.Auctions{
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auctypes.CollateralAuction{
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BaseAuction: auctypes.BaseAuction{
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ID: 1,
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Initiator: "hard_liquidator",
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Lot: sdk.NewInt64Coin("bnb", 200000000),
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Bidder: nil,
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Bid: sdk.NewInt64Coin("bnb", 0),
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HasReceivedBids: false,
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EndTime: endTime,
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MaxEndTime: endTime,
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},
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CorrespondingDebt: sdk.NewInt64Coin("debt", 0),
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MaxBid: sdk.NewInt64Coin("bnb", 805076483),
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LotReturns: lotReturns,
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},
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auctypes.CollateralAuction{
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BaseAuction: auctypes.BaseAuction{
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ID: 2,
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Initiator: "hard_liquidator",
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Lot: sdk.NewInt64Coin("ukava", 2000000),
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Bidder: nil,
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Bid: sdk.NewInt64Coin("ukava", 0),
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HasReceivedBids: false,
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EndTime: endTime,
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MaxEndTime: endTime,
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},
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CorrespondingDebt: sdk.NewInt64Coin("debt", 0),
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MaxBid: sdk.NewInt64Coin("ukava", 8050764),
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LotReturns: lotReturns,
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},
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},
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},
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errArgs{
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expectLiquidate: true,
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contains: "",
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},
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},
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{
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{
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"invalid: borrow not over limit, LTV index does not liquidate",
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"invalid: borrow not over limit, LTV index does not liquidate",
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args{
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args{
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borrower: borrower,
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borrower: borrower,
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initialModuleCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
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initialModuleCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
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initialBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
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initialBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
|
||||||
depositCoins: []sdk.Coin{sdk.NewCoin("ukava", sdk.NewInt(10*KAVA_CF))},
|
depositCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(10*KAVA_CF))),
|
||||||
borrowCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(7*KAVA_CF))),
|
borrowCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(7*KAVA_CF))),
|
||||||
beginBlockerTime: oneMonthInSeconds,
|
beginBlockerTime: oneMonthInSeconds,
|
||||||
ltvIndexCount: int(10),
|
ltvIndexCount: int(10),
|
||||||
@ -319,6 +466,329 @@ func (suite *KeeperTestSuite) TestIndexLiquidation() {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
func (suite *KeeperTestSuite) TestPricefeedLiquidation() {
|
||||||
|
type step struct {
|
||||||
|
action string
|
||||||
|
moveTimeForward int64 // Seconds to increase blocktime before taking action
|
||||||
|
sender sdk.AccAddress
|
||||||
|
coins sdk.Coins
|
||||||
|
}
|
||||||
|
|
||||||
|
type args struct {
|
||||||
|
users []sdk.AccAddress
|
||||||
|
initialUserCoins []sdk.Coins
|
||||||
|
steps []step
|
||||||
|
liquidateUser sdk.AccAddress
|
||||||
|
oracle sdk.AccAddress
|
||||||
|
pricefeedMarket string
|
||||||
|
pricefeedPrice sdk.Dec
|
||||||
|
expectedUserCoins sdk.Coins // additional coins (if any) the borrower address should have after successfully liquidating position
|
||||||
|
expectedAuctions auctypes.Auctions // the auctions we should expect to find have been started
|
||||||
|
}
|
||||||
|
|
||||||
|
type errArgs struct {
|
||||||
|
expectLiquidate bool
|
||||||
|
contains string
|
||||||
|
}
|
||||||
|
|
||||||
|
type liqTest struct {
|
||||||
|
name string
|
||||||
|
args args
|
||||||
|
errArgs errArgs
|
||||||
|
}
|
||||||
|
|
||||||
|
// Set up test constants
|
||||||
|
model := types.NewInterestRateModel(sdk.MustNewDecFromStr("0"), sdk.MustNewDecFromStr("0.1"), sdk.MustNewDecFromStr("0.8"), sdk.MustNewDecFromStr("0.5"))
|
||||||
|
reserveFactor := sdk.MustNewDecFromStr("0.05")
|
||||||
|
oracle := sdk.AccAddress(crypto.AddressHash([]byte("oracleaddr")))
|
||||||
|
|
||||||
|
userOne := sdk.AccAddress(crypto.AddressHash([]byte("useraddrone")))
|
||||||
|
userTwo := sdk.AccAddress(crypto.AddressHash([]byte("useraddrtwo")))
|
||||||
|
userThree := sdk.AccAddress(crypto.AddressHash([]byte("useraddrthree")))
|
||||||
|
users := []sdk.AccAddress{userOne, userTwo, userThree}
|
||||||
|
|
||||||
|
// All users start with 100 KAVA, 100 USDX, 100 HARD
|
||||||
|
initialCoins := sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF)), sdk.NewCoin("usdx", sdk.NewInt(100*KAVA_CF)), sdk.NewCoin("hard", sdk.NewInt(100*KAVA_CF)))
|
||||||
|
initialUserCoins := []sdk.Coins{initialCoins, initialCoins, initialCoins}
|
||||||
|
|
||||||
|
// Set up auction constants
|
||||||
|
layout := "2006-01-02T15:04:05.000Z"
|
||||||
|
endTimeStr := "9000-01-01T00:00:00.000Z"
|
||||||
|
endTime, _ := time.Parse(layout, endTimeStr)
|
||||||
|
lotReturns, _ := auctypes.NewWeightedAddresses([]sdk.AccAddress{userOne}, []sdk.Int{sdk.NewInt(100)})
|
||||||
|
|
||||||
|
testCases := []liqTest{
|
||||||
|
{
|
||||||
|
"scenario 1: solvent",
|
||||||
|
args{
|
||||||
|
users: users,
|
||||||
|
initialUserCoins: initialUserCoins,
|
||||||
|
steps: []step{
|
||||||
|
{ // User one deposits 10 KAVA
|
||||||
|
action: "deposit",
|
||||||
|
moveTimeForward: 0,
|
||||||
|
sender: userOne,
|
||||||
|
coins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(10*KAVA_CF))),
|
||||||
|
},
|
||||||
|
{ // User two deposits 10 USDX
|
||||||
|
action: "deposit",
|
||||||
|
moveTimeForward: 0,
|
||||||
|
sender: userTwo,
|
||||||
|
coins: sdk.NewCoins(sdk.NewCoin("usdx", sdk.NewInt(10*KAVA_CF))),
|
||||||
|
},
|
||||||
|
{ // User one borrows 8 USDX
|
||||||
|
action: "borrow",
|
||||||
|
moveTimeForward: 0,
|
||||||
|
sender: userOne,
|
||||||
|
coins: sdk.NewCoins(sdk.NewCoin("usdx", sdk.NewInt(8*KAVA_CF))),
|
||||||
|
},
|
||||||
|
},
|
||||||
|
liquidateUser: userOne,
|
||||||
|
oracle: oracle,
|
||||||
|
pricefeedMarket: "kava:usd",
|
||||||
|
pricefeedPrice: sdk.MustNewDecFromStr("0.99"),
|
||||||
|
expectedUserCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(90.000001*KAVA_CF)), sdk.NewCoin("usdx", sdk.NewInt(108*KAVA_CF)), sdk.NewCoin("hard", sdk.NewInt(100*KAVA_CF))), // initial - deposit + borrow + liquidation leftovers
|
||||||
|
expectedAuctions: auctypes.Auctions{
|
||||||
|
auctypes.CollateralAuction{
|
||||||
|
BaseAuction: auctypes.BaseAuction{ // Expect: lot = 10 KAVA, max bid = 8 USDX
|
||||||
|
ID: 1,
|
||||||
|
Initiator: "hard_liquidator",
|
||||||
|
Lot: sdk.NewInt64Coin("ukava", 9999999),
|
||||||
|
Bidder: nil,
|
||||||
|
Bid: sdk.NewInt64Coin("usdx", 0),
|
||||||
|
HasReceivedBids: false,
|
||||||
|
EndTime: endTime,
|
||||||
|
MaxEndTime: endTime,
|
||||||
|
},
|
||||||
|
CorrespondingDebt: sdk.NewInt64Coin("debt", 0),
|
||||||
|
MaxBid: sdk.NewInt64Coin("usdx", 8*KAVA_CF),
|
||||||
|
LotReturns: lotReturns,
|
||||||
|
},
|
||||||
|
},
|
||||||
|
},
|
||||||
|
errArgs{
|
||||||
|
expectLiquidate: true,
|
||||||
|
contains: "",
|
||||||
|
},
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"scenario 2: insolvent",
|
||||||
|
args{
|
||||||
|
users: users,
|
||||||
|
initialUserCoins: initialUserCoins,
|
||||||
|
steps: []step{
|
||||||
|
{ // User one deposits 10 KAVA
|
||||||
|
action: "deposit",
|
||||||
|
moveTimeForward: 0,
|
||||||
|
sender: userOne,
|
||||||
|
coins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(10*KAVA_CF))),
|
||||||
|
},
|
||||||
|
{ // User two deposits 10 USDX
|
||||||
|
action: "deposit",
|
||||||
|
moveTimeForward: 0,
|
||||||
|
sender: userTwo,
|
||||||
|
coins: sdk.NewCoins(sdk.NewCoin("usdx", sdk.NewInt(10*KAVA_CF))),
|
||||||
|
},
|
||||||
|
{ // User one borrows 8 USDX
|
||||||
|
action: "borrow",
|
||||||
|
moveTimeForward: 0,
|
||||||
|
sender: userOne,
|
||||||
|
coins: sdk.NewCoins(sdk.NewCoin("usdx", sdk.NewInt(8*KAVA_CF))),
|
||||||
|
},
|
||||||
|
{ // User three deposits 20 HARD
|
||||||
|
action: "deposit",
|
||||||
|
moveTimeForward: 0,
|
||||||
|
sender: userThree,
|
||||||
|
coins: sdk.NewCoins(sdk.NewCoin("hard", sdk.NewInt(20*KAVA_CF))),
|
||||||
|
},
|
||||||
|
{ // User three borrows 8 KAVA
|
||||||
|
action: "borrow",
|
||||||
|
moveTimeForward: 0,
|
||||||
|
sender: userThree,
|
||||||
|
coins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(8*KAVA_CF))),
|
||||||
|
},
|
||||||
|
},
|
||||||
|
liquidateUser: userOne,
|
||||||
|
oracle: oracle,
|
||||||
|
pricefeedMarket: "kava:usd",
|
||||||
|
pricefeedPrice: sdk.MustNewDecFromStr("0.99"),
|
||||||
|
expectedUserCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(90.000000*KAVA_CF)), sdk.NewCoin("usdx", sdk.NewInt(108*KAVA_CF)), sdk.NewCoin("hard", sdk.NewInt(100*KAVA_CF))), // initial - deposit + borrow + liquidation leftovers
|
||||||
|
expectedAuctions: auctypes.Auctions{ // Expect: lot = 2 KAVA, max bid = 8 USDX
|
||||||
|
auctypes.CollateralAuction{
|
||||||
|
BaseAuction: auctypes.BaseAuction{
|
||||||
|
ID: 1,
|
||||||
|
Initiator: "hard_liquidator",
|
||||||
|
Lot: sdk.NewInt64Coin("ukava", 2*KAVA_CF),
|
||||||
|
Bidder: nil,
|
||||||
|
Bid: sdk.NewInt64Coin("usdx", 0),
|
||||||
|
HasReceivedBids: false,
|
||||||
|
EndTime: endTime,
|
||||||
|
MaxEndTime: endTime,
|
||||||
|
},
|
||||||
|
CorrespondingDebt: sdk.NewInt64Coin("debt", 0),
|
||||||
|
MaxBid: sdk.NewInt64Coin("usdx", 8*KAVA_CF),
|
||||||
|
LotReturns: lotReturns,
|
||||||
|
},
|
||||||
|
},
|
||||||
|
},
|
||||||
|
errArgs{
|
||||||
|
expectLiquidate: true,
|
||||||
|
contains: "",
|
||||||
|
},
|
||||||
|
},
|
||||||
|
}
|
||||||
|
|
||||||
|
for _, tc := range testCases {
|
||||||
|
suite.Run(tc.name, func() {
|
||||||
|
// Initialize test app and set context
|
||||||
|
tApp := app.NewTestApp()
|
||||||
|
ctx := tApp.NewContext(true, abci.Header{Height: 1, Time: tmtime.Now()})
|
||||||
|
|
||||||
|
// Auth module genesis state
|
||||||
|
authGS := app.NewAuthGenState(users, initialUserCoins)
|
||||||
|
|
||||||
|
// Hard module genesis state
|
||||||
|
hardGS := types.NewGenesisState(types.NewParams(
|
||||||
|
types.MoneyMarkets{
|
||||||
|
types.NewMoneyMarket("usdx",
|
||||||
|
types.NewBorrowLimit(false, sdk.NewDec(100000000*KAVA_CF), sdk.MustNewDecFromStr("0.8")), // Borrow Limit
|
||||||
|
"usdx:usd", // Market ID
|
||||||
|
sdk.NewInt(KAVA_CF), // Conversion Factor
|
||||||
|
sdk.NewInt(100000*KAVA_CF), // Auction Size
|
||||||
|
model, // Interest Rate Model
|
||||||
|
reserveFactor, // Reserve Factor
|
||||||
|
sdk.MustNewDecFromStr("0.05")), // Keeper Reward Percent
|
||||||
|
types.NewMoneyMarket("ukava",
|
||||||
|
types.NewBorrowLimit(false, sdk.NewDec(100000000*KAVA_CF), sdk.MustNewDecFromStr("0.8")), // Borrow Limit
|
||||||
|
"kava:usd", // Market ID
|
||||||
|
sdk.NewInt(KAVA_CF), // Conversion Factor
|
||||||
|
sdk.NewInt(100000*KAVA_CF), // Auction Size
|
||||||
|
model, // Interest Rate Model
|
||||||
|
reserveFactor, // Reserve Factor
|
||||||
|
sdk.MustNewDecFromStr("0.05")), // Keeper Reward Percent
|
||||||
|
types.NewMoneyMarket("hard",
|
||||||
|
types.NewBorrowLimit(false, sdk.NewDec(100000000*KAVA_CF), sdk.MustNewDecFromStr("0.8")), // Borrow Limit
|
||||||
|
"hard:usd", // Market ID
|
||||||
|
sdk.NewInt(KAVA_CF), // Conversion Factor
|
||||||
|
sdk.NewInt(100000*KAVA_CF), // Auction Size
|
||||||
|
model, // Interest Rate Model
|
||||||
|
reserveFactor, // Reserve Factor
|
||||||
|
sdk.MustNewDecFromStr("0.05")), // Keeper Reward Percent
|
||||||
|
},
|
||||||
|
10, // LTV counter
|
||||||
|
), types.DefaultAccumulationTimes, types.DefaultDeposits, types.DefaultBorrows, types.DefaultTotalSupplied, types.DefaultTotalBorrowed, types.DefaultTotalReserves)
|
||||||
|
|
||||||
|
// Pricefeed module genesis state
|
||||||
|
pricefeedGS := pricefeed.GenesisState{
|
||||||
|
Params: pricefeed.Params{
|
||||||
|
Markets: []pricefeed.Market{
|
||||||
|
{MarketID: "usdx:usd", BaseAsset: "usdx", QuoteAsset: "usd", Oracles: []sdk.AccAddress{oracle}, Active: true},
|
||||||
|
{MarketID: "kava:usd", BaseAsset: "kava", QuoteAsset: "usd", Oracles: []sdk.AccAddress{oracle}, Active: true},
|
||||||
|
{MarketID: "hard:usd", BaseAsset: "hard", QuoteAsset: "usd", Oracles: []sdk.AccAddress{oracle}, Active: true},
|
||||||
|
},
|
||||||
|
},
|
||||||
|
PostedPrices: []pricefeed.PostedPrice{
|
||||||
|
{
|
||||||
|
MarketID: "usdx:usd",
|
||||||
|
OracleAddress: oracle,
|
||||||
|
Price: sdk.MustNewDecFromStr("1.00"),
|
||||||
|
Expiry: time.Now().Add(100 * time.Hour),
|
||||||
|
},
|
||||||
|
{
|
||||||
|
MarketID: "kava:usd",
|
||||||
|
OracleAddress: oracle,
|
||||||
|
Price: sdk.MustNewDecFromStr("2.00"),
|
||||||
|
Expiry: time.Now().Add(100 * time.Hour),
|
||||||
|
},
|
||||||
|
{
|
||||||
|
MarketID: "hard:usd",
|
||||||
|
OracleAddress: oracle,
|
||||||
|
Price: sdk.MustNewDecFromStr("1.00"),
|
||||||
|
Expiry: time.Now().Add(100 * time.Hour),
|
||||||
|
},
|
||||||
|
},
|
||||||
|
}
|
||||||
|
|
||||||
|
// Initialize test application
|
||||||
|
tApp.InitializeFromGenesisStates(authGS,
|
||||||
|
app.GenesisState{pricefeed.ModuleName: pricefeed.ModuleCdc.MustMarshalJSON(pricefeedGS)},
|
||||||
|
app.GenesisState{types.ModuleName: types.ModuleCdc.MustMarshalJSON(hardGS)})
|
||||||
|
// Load keepers
|
||||||
|
auctionKeeper := tApp.GetAuctionKeeper()
|
||||||
|
pricefeedKeeper := tApp.GetPriceFeedKeeper()
|
||||||
|
keeper := tApp.GetHardKeeper()
|
||||||
|
// Set test suite globals
|
||||||
|
suite.app = tApp
|
||||||
|
suite.ctx = ctx
|
||||||
|
suite.keeper = keeper
|
||||||
|
suite.auctionKeeper = auctionKeeper
|
||||||
|
suite.pricefeedKeeper = pricefeedKeeper
|
||||||
|
|
||||||
|
var err error
|
||||||
|
|
||||||
|
// Run begin blocker to set up state
|
||||||
|
hard.BeginBlocker(suite.ctx, suite.keeper)
|
||||||
|
|
||||||
|
currCtx := suite.ctx
|
||||||
|
for _, step := range tc.args.steps {
|
||||||
|
currCtx = currCtx.WithBlockTime(time.Unix(currCtx.BlockTime().Unix()+(step.moveTimeForward), 0))
|
||||||
|
switch step.action {
|
||||||
|
case "deposit":
|
||||||
|
err = suite.keeper.Deposit(currCtx, step.sender, step.coins)
|
||||||
|
suite.Require().NoError(err)
|
||||||
|
case "borrow":
|
||||||
|
err = suite.keeper.Borrow(currCtx, step.sender, step.coins)
|
||||||
|
suite.Require().NoError(err)
|
||||||
|
default:
|
||||||
|
suite.Fail("each define action for each step")
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// Update asset's price in price feed
|
||||||
|
expiryTime := currCtx.BlockTime().Add(100 * time.Hour)
|
||||||
|
_, err = suite.pricefeedKeeper.SetPrice(currCtx, tc.args.oracle, tc.args.pricefeedMarket, tc.args.pricefeedPrice, expiryTime)
|
||||||
|
suite.Require().NoError(err)
|
||||||
|
err = suite.pricefeedKeeper.SetCurrentPrices(currCtx, tc.args.pricefeedMarket)
|
||||||
|
suite.Require().NoError(err)
|
||||||
|
priceInfo, err := suite.pricefeedKeeper.GetCurrentPrice(ctx, tc.args.pricefeedMarket)
|
||||||
|
suite.Require().NoError(err)
|
||||||
|
suite.Require().Equal(tc.args.pricefeedPrice, priceInfo.Price)
|
||||||
|
|
||||||
|
// Liquidate the borrow by running begin blocker
|
||||||
|
hard.BeginBlocker(currCtx, suite.keeper)
|
||||||
|
|
||||||
|
if tc.errArgs.expectLiquidate {
|
||||||
|
// Check borrow does not exist after liquidation
|
||||||
|
_, foundBorrowAfter := suite.keeper.GetBorrow(currCtx, tc.args.liquidateUser)
|
||||||
|
suite.Require().False(foundBorrowAfter)
|
||||||
|
// Check deposits do not exist after liquidation
|
||||||
|
_, foundDepositAfter := suite.keeper.GetDeposit(currCtx, tc.args.liquidateUser)
|
||||||
|
suite.Require().False(foundDepositAfter)
|
||||||
|
|
||||||
|
// Check that borrower's balance contains the expected coins
|
||||||
|
accBorrower := suite.getAccountAtCtx(tc.args.liquidateUser, currCtx)
|
||||||
|
suite.Require().Equal(tc.args.expectedUserCoins, accBorrower.GetCoins())
|
||||||
|
|
||||||
|
// Check that the expected auctions have been created
|
||||||
|
auctions := suite.auctionKeeper.GetAllAuctions(currCtx)
|
||||||
|
suite.Require().True(len(auctions) > 0)
|
||||||
|
suite.Require().Equal(tc.args.expectedAuctions, auctions)
|
||||||
|
} else {
|
||||||
|
// Check that the user's borrow exists
|
||||||
|
_, foundBorrowAfter := suite.keeper.GetBorrow(currCtx, tc.args.liquidateUser)
|
||||||
|
suite.Require().True(foundBorrowAfter)
|
||||||
|
// Check that the user's deposits exist
|
||||||
|
_, foundDepositAfter := suite.keeper.GetDeposit(currCtx, tc.args.liquidateUser)
|
||||||
|
suite.Require().True(foundDepositAfter)
|
||||||
|
|
||||||
|
// Check that no auctions have been created
|
||||||
|
auctions := suite.auctionKeeper.GetAllAuctions(currCtx)
|
||||||
|
suite.Require().True(len(auctions) == 0)
|
||||||
|
}
|
||||||
|
})
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
func (suite *KeeperTestSuite) TestFullIndexLiquidation() {
|
func (suite *KeeperTestSuite) TestFullIndexLiquidation() {
|
||||||
type args struct {
|
type args struct {
|
||||||
borrower sdk.AccAddress
|
borrower sdk.AccAddress
|
||||||
|
|||||||
Loading…
Reference in New Issue
Block a user