Hard: automatic liquidation by LTV index (#743)

* hotfix

* update params, keys

* liquidation by keeper

* refactor GetPendingBorrowBalance

* fix app build

* elegant handling of denom arrays

* auction deposit in lots

* add error msg

* update tests with new params

* happy path liquidation test

* update liquidator macc name

* refactor reward % to money market params

* refactor tests for updated params

* compile: harvest liquidator module account

* add liquidate msg

* liquidation approach

* update liquidations

* return remaining deposit coins to original borrowr

* check keeper reward before sending

* introduce ValuationMap

* convert Ints <> Decs

* implement double-loop

* ModuleAccountName

* sort keys for deterministic auctions

* test: correct auctions created

* test: preset keeper coins

* ensure deterministic iteration

* test cases

* update repay test

* auction fixes, tests

* LTV index

* user actions sync interest and update ltv index

* tests: all deposits must have money markets

* reorder borrow logic

* ltv index liquidation logic

* test specific items in ltv index

* index liquidation tests

* update repay to spendable coins

* revisions

* remove address sort method

* merge master test package
This commit is contained in:
Denali Marsh 2020-12-18 02:12:48 +01:00 committed by GitHub
parent 6c0890d5ff
commit 83a5f51c11
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
18 changed files with 928 additions and 77 deletions

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@ -12,5 +12,6 @@ func BeginBlocker(ctx sdk.Context, k Keeper) {
k.SetPreviousDelegationDistribution(ctx, ctx.BlockTime(), k.BondDenom(ctx))
}
k.ApplyInterestRateUpdates(ctx)
k.AttemptIndexLiquidations(ctx)
k.SetPreviousBlockTime(ctx, ctx.BlockTime())
}

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@ -23,7 +23,7 @@ func (k Keeper) Borrow(ctx sdk.Context, borrower sdk.AccAddress, coins sdk.Coins
}
// Get current stored LTV based on stored borrows/deposits
prevLtv, shouldRemoveIndex, err := k.GetCurrentLTV(ctx, borrower)
prevLtv, shouldRemoveIndex, err := k.GetStoreLTV(ctx, borrower)
if err != nil {
return err
}
@ -31,7 +31,7 @@ func (k Keeper) Borrow(ctx sdk.Context, borrower sdk.AccAddress, coins sdk.Coins
// If the user has an existing borrow, sync its outstanding interest
_, found := k.GetBorrow(ctx, borrower)
if found {
k.SyncOustandingInterest(ctx, borrower)
k.SyncOutstandingInterest(ctx, borrower)
}
// Validate borrow amount within user and protocol limits
@ -92,8 +92,8 @@ func (k Keeper) Borrow(ctx sdk.Context, borrower sdk.AccAddress, coins sdk.Coins
return nil
}
// SyncOustandingInterest updates the user's owed interest on newly borrowed coins to the latest global state
func (k Keeper) SyncOustandingInterest(ctx sdk.Context, addr sdk.AccAddress) {
// SyncOutstandingInterest updates the user's owed interest on newly borrowed coins to the latest global state
func (k Keeper) SyncOutstandingInterest(ctx sdk.Context, addr sdk.AccAddress) {
totalNewInterest := sdk.Coins{}
// Update user's borrow index list for each asset in the 'coins' array.

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@ -283,6 +283,7 @@ func (suite *KeeperTestSuite) TestBorrow() {
types.NewMoneyMarket("bnb", types.NewBorrowLimit(false, sdk.NewDec(100000000*BNB_CF), tc.args.loanToValueBNB), "bnb:usd", sdk.NewInt(BNB_CF), sdk.NewInt(BNB_CF*1000), types.NewInterestRateModel(sdk.MustNewDecFromStr("0.05"), sdk.MustNewDecFromStr("2"), sdk.MustNewDecFromStr("0.8"), sdk.MustNewDecFromStr("10")), sdk.MustNewDecFromStr("0.05"), sdk.ZeroDec()),
types.NewMoneyMarket("xyz", types.NewBorrowLimit(false, sdk.NewDec(1), tc.args.loanToValueBNB), "xyz:usd", sdk.NewInt(1), sdk.NewInt(1), types.NewInterestRateModel(sdk.MustNewDecFromStr("0.05"), sdk.MustNewDecFromStr("2"), sdk.MustNewDecFromStr("0.8"), sdk.MustNewDecFromStr("10")), sdk.MustNewDecFromStr("0.05"), sdk.ZeroDec()),
},
0, // LTV counter
), types.DefaultPreviousBlockTime, types.DefaultDistributionTimes)
// Pricefeed module genesis state

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@ -268,6 +268,7 @@ func (suite *KeeperTestSuite) TestClaim() {
types.NewMoneyMarket("usdx", types.NewBorrowLimit(false, sdk.NewDec(1000000000000000), loanToValue), "usdx:usd", sdk.NewInt(1000000), sdk.NewInt(USDX_CF*1000), types.NewInterestRateModel(sdk.MustNewDecFromStr("0.05"), sdk.MustNewDecFromStr("2"), sdk.MustNewDecFromStr("0.8"), sdk.MustNewDecFromStr("10")), sdk.MustNewDecFromStr("0.05"), sdk.ZeroDec()),
types.NewMoneyMarket("ukava", types.NewBorrowLimit(false, sdk.NewDec(1000000000000000), loanToValue), "kava:usd", sdk.NewInt(1000000), sdk.NewInt(KAVA_CF*1000), types.NewInterestRateModel(sdk.MustNewDecFromStr("0.05"), sdk.MustNewDecFromStr("2"), sdk.MustNewDecFromStr("0.8"), sdk.MustNewDecFromStr("10")), sdk.MustNewDecFromStr("0.05"), sdk.ZeroDec()),
},
0, // LTV counter
), types.DefaultPreviousBlockTime, types.DefaultDistributionTimes)
tApp.InitializeFromGenesisStates(authGS, app.GenesisState{types.ModuleName: types.ModuleCdc.MustMarshalJSON(harvestGS)})
if tc.args.validatorVesting {

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@ -11,12 +11,12 @@ import (
// Deposit deposit
func (k Keeper) Deposit(ctx sdk.Context, depositor sdk.AccAddress, amount sdk.Coin) error {
// Get current stored LTV based on stored borrows/deposits
prevLtv, shouldRemoveIndex, err := k.GetCurrentLTV(ctx, depositor)
prevLtv, shouldRemoveIndex, err := k.GetStoreLTV(ctx, depositor)
if err != nil {
return err
}
k.SyncOustandingInterest(ctx, depositor)
k.SyncOutstandingInterest(ctx, depositor)
err = k.ValidateDeposit(ctx, amount)
if err != nil {

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@ -115,6 +115,7 @@ func (suite *KeeperTestSuite) TestDeposit() {
types.NewMoneyMarket("bnb", types.NewBorrowLimit(false, sdk.NewDec(1000000000000000), loanToValue), "bnb:usd", sdk.NewInt(1000000), sdk.NewInt(BNB_CF*1000), types.NewInterestRateModel(sdk.MustNewDecFromStr("0.05"), sdk.MustNewDecFromStr("2"), sdk.MustNewDecFromStr("0.8"), sdk.MustNewDecFromStr("10")), sdk.MustNewDecFromStr("0.05"), sdk.ZeroDec()),
types.NewMoneyMarket("btcb", types.NewBorrowLimit(false, sdk.NewDec(1000000000000000), loanToValue), "btcb:usd", sdk.NewInt(1000000), sdk.NewInt(BTCB_CF*1000), types.NewInterestRateModel(sdk.MustNewDecFromStr("0.05"), sdk.MustNewDecFromStr("2"), sdk.MustNewDecFromStr("0.8"), sdk.MustNewDecFromStr("10")), sdk.MustNewDecFromStr("0.05"), sdk.ZeroDec()),
},
0, // LTV counter
), types.DefaultPreviousBlockTime, types.DefaultDistributionTimes)
// Pricefeed module genesis state
@ -303,6 +304,7 @@ func (suite *KeeperTestSuite) TestWithdraw() {
types.NewMoneyMarket("usdx", types.NewBorrowLimit(false, sdk.NewDec(1000000000000000), loanToValue), "usdx:usd", sdk.NewInt(1000000), sdk.NewInt(USDX_CF*1000), types.NewInterestRateModel(sdk.MustNewDecFromStr("0.05"), sdk.MustNewDecFromStr("2"), sdk.MustNewDecFromStr("0.8"), sdk.MustNewDecFromStr("10")), sdk.MustNewDecFromStr("0.05"), sdk.ZeroDec()),
types.NewMoneyMarket("ukava", types.NewBorrowLimit(false, sdk.NewDec(1000000000000000), loanToValue), "kava:usd", sdk.NewInt(1000000), sdk.NewInt(KAVA_CF*1000), types.NewInterestRateModel(sdk.MustNewDecFromStr("0.05"), sdk.MustNewDecFromStr("2"), sdk.MustNewDecFromStr("0.8"), sdk.MustNewDecFromStr("10")), sdk.MustNewDecFromStr("0.05"), sdk.ZeroDec()),
},
0, // LTV counter
), types.DefaultPreviousBlockTime, types.DefaultDistributionTimes)
tApp.InitializeFromGenesisStates(authGS, app.GenesisState{types.ModuleName: types.ModuleCdc.MustMarshalJSON(harvestGS)})
keeper := tApp.GetHarvestKeeper()

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@ -666,6 +666,7 @@ func (suite *KeeperTestSuite) TestInterest() {
tc.args.reserveFactor, // Reserve Factor
sdk.ZeroDec()), // Keeper Reward Percentage
},
0, // LTV counter
), types.DefaultPreviousBlockTime, types.DefaultDistributionTimes)
// Pricefeed module genesis state

View File

@ -376,7 +376,7 @@ func (k Keeper) RemoveFromLtvIndex(ctx sdk.Context, ltv sdk.Dec, borrower sdk.Ac
func (k Keeper) IterateLtvIndex(ctx sdk.Context, cutoffCount int,
cb func(addr sdk.AccAddress) (stop bool)) {
store := prefix.NewStore(ctx.KVStore(k.key), types.LtvIndexPrefix)
iterator := store.Iterator(nil, nil)
iterator := store.ReverseIterator(nil, nil)
count := 0
defer iterator.Close()
@ -394,8 +394,8 @@ func (k Keeper) IterateLtvIndex(ctx sdk.Context, cutoffCount int,
}
// GetLtvIndexSlice returns the first 10 items in the LTV index from the store
func (k Keeper) GetLtvIndexSlice(ctx sdk.Context) (addrs []sdk.AccAddress) {
k.IterateLtvIndex(ctx, 10, func(addr sdk.AccAddress) bool {
func (k Keeper) GetLtvIndexSlice(ctx sdk.Context, count int) (addrs []sdk.AccAddress) {
k.IterateLtvIndex(ctx, count, func(addr sdk.AccAddress) bool {
addrs = append(addrs, addr)
return false
})

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@ -2,6 +2,7 @@ package keeper_test
import (
"fmt"
"sort"
"strconv"
"testing"
@ -160,7 +161,7 @@ func (suite *KeeperTestSuite) TestGetSetDeleteInterestRateModel() {
denom := "test"
model := types.NewInterestRateModel(sdk.MustNewDecFromStr("0.05"), sdk.MustNewDecFromStr("2"), sdk.MustNewDecFromStr("0.8"), sdk.MustNewDecFromStr("10"))
borrowLimit := types.NewBorrowLimit(false, sdk.MustNewDecFromStr("0.2"), sdk.MustNewDecFromStr("0.5"))
moneyMarket := types.NewMoneyMarket(denom, borrowLimit, denom+":usd", sdk.NewInt(1000000), sdk.NewInt(KAVA_CF*1000), model, sdk.MustNewDecFromStr("0.05"), sdk.ZeroDec())
moneyMarket := types.NewMoneyMarket(denom, borrowLimit, denom+":usd", sdk.NewInt(1000000), sdk.NewInt(1000000000), model, sdk.MustNewDecFromStr("0.05"), sdk.ZeroDec())
_, f := suite.keeper.GetMoneyMarket(suite.ctx, denom)
suite.Require().False(f)
@ -186,7 +187,7 @@ func (suite *KeeperTestSuite) TestIterateInterestRateModels() {
denom := testDenom + strconv.Itoa(i)
model := types.NewInterestRateModel(sdk.MustNewDecFromStr("0.05"), sdk.MustNewDecFromStr("2"), sdk.MustNewDecFromStr("0.8"), sdk.MustNewDecFromStr("10"))
borrowLimit := types.NewBorrowLimit(false, sdk.MustNewDecFromStr("0.2"), sdk.MustNewDecFromStr("0.5"))
moneyMarket := types.NewMoneyMarket(denom, borrowLimit, denom+":usd", sdk.NewInt(1000000), sdk.NewInt(KAVA_CF*1000), model, sdk.MustNewDecFromStr("0.05"), sdk.ZeroDec())
moneyMarket := types.NewMoneyMarket(denom, borrowLimit, denom+":usd", sdk.NewInt(1000000), sdk.NewInt(1000000000), model, sdk.MustNewDecFromStr("0.05"), sdk.ZeroDec())
// Store money market in the module's store
suite.Require().NotPanics(func() { suite.keeper.SetMoneyMarket(suite.ctx, denom, moneyMarket) })
@ -210,7 +211,7 @@ func (suite *KeeperTestSuite) TestIterateInterestRateModels() {
func (suite *KeeperTestSuite) TestSetDeleteLtvIndex() {
// LTV index should have 0 items
firstAddrs := suite.keeper.GetLtvIndexSlice(suite.ctx)
firstAddrs := suite.keeper.GetLtvIndexSlice(suite.ctx, 10)
suite.Require().Equal(0, len(firstAddrs))
// Add an item to the LTV index
@ -219,7 +220,7 @@ func (suite *KeeperTestSuite) TestSetDeleteLtvIndex() {
suite.Require().NotPanics(func() { suite.keeper.InsertIntoLtvIndex(suite.ctx, ltv, addr) })
// LTV index should have 1 item
secondAddrs := suite.keeper.GetLtvIndexSlice(suite.ctx)
secondAddrs := suite.keeper.GetLtvIndexSlice(suite.ctx, 10)
suite.Require().Equal(1, len(secondAddrs))
// Attempt to remove invalid item from LTV index
@ -227,14 +228,14 @@ func (suite *KeeperTestSuite) TestSetDeleteLtvIndex() {
suite.Require().NotPanics(func() { suite.keeper.RemoveFromLtvIndex(suite.ctx, fakeLtv, addr) })
// LTV index should still have 1 item
thirdAddrs := suite.keeper.GetLtvIndexSlice(suite.ctx)
thirdAddrs := suite.keeper.GetLtvIndexSlice(suite.ctx, 10)
suite.Require().Equal(1, len(thirdAddrs))
// Attempt to remove valid item from LTV index
suite.Require().NotPanics(func() { suite.keeper.RemoveFromLtvIndex(suite.ctx, ltv, addr) })
// LTV index should still have 0 items
fourthAddrs := suite.keeper.GetLtvIndexSlice(suite.ctx)
fourthAddrs := suite.keeper.GetLtvIndexSlice(suite.ctx, 10)
suite.Require().Equal(0, len(fourthAddrs))
}
@ -252,8 +253,23 @@ func (suite *KeeperTestSuite) TestIterateLtvIndex() {
}
// Only the first 10 addresses should be returned
sliceAddrs := suite.keeper.GetLtvIndexSlice(suite.ctx)
suite.Require().Equal(setAddrs[:10], sliceAddrs)
sliceAddrs := suite.keeper.GetLtvIndexSlice(suite.ctx, 10)
suite.Require().Equal(addressSort(setAddrs[10:20]), addressSort(sliceAddrs))
// Insert an additional item into the LTV index that should be returned in the first 10 elements
addr := sdk.AccAddress("test" + fmt.Sprint(21))
ltv := sdk.OneDec().Add(sdk.MustNewDecFromStr("15").Quo(sdk.NewDec(10)))
suite.Require().NotPanics(func() { suite.keeper.InsertIntoLtvIndex(suite.ctx, ltv, addr) })
// Fetch the updated LTV index
updatedSliceAddrs := suite.keeper.GetLtvIndexSlice(suite.ctx, 10)
sawAddr := false
for _, updatedSliceAddr := range updatedSliceAddrs {
if updatedSliceAddr.Equals(addr) {
sawAddr = true
}
}
suite.Require().Equal(true, sawAddr)
}
func (suite *KeeperTestSuite) getAccount(addr sdk.AccAddress) authexported.Account {
@ -276,6 +292,21 @@ func (suite *KeeperTestSuite) getModuleAccountAtCtx(name string, ctx sdk.Context
return sk.GetModuleAccount(ctx, name)
}
func addressSort(addrs []sdk.AccAddress) (sortedAddrs []sdk.AccAddress) {
addrStrs := []string{}
for _, addr := range addrs {
addrStrs = append(addrStrs, addr.String())
}
sort.Strings(addrStrs)
for _, addrStr := range addrStrs {
addr, _ := sdk.AccAddressFromBech32(addrStr)
sortedAddrs = append(sortedAddrs, addr)
}
return sortedAddrs
}
func TestKeeperTestSuite(t *testing.T) {
suite.Run(t, new(KeeperTestSuite))
}

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@ -1,6 +1,8 @@
package keeper
import (
"errors"
sdk "github.com/cosmos/cosmos-sdk/types"
sdkerrors "github.com/cosmos/cosmos-sdk/types/errors"
@ -16,23 +18,31 @@ type LiqData struct {
// AttemptIndexLiquidations attempts to liquidate the lowest LTV borrows
func (k Keeper) AttemptIndexLiquidations(ctx sdk.Context) error {
// use moneyMarketCache := map[string]types.MoneyMarket{}
// Iterate over index
// Get borrower's address
// Use borrower's address to fetch borrow object
// Calculate outstanding interest and add to borrow balances
// Use current asset prices from pricefeed to calculate current LTV for each asset
// If LTV of any asset is over the max, liquidate it by
// Sending coins to auction module
// (?) Removing borrow from the store
// (?) Removing borrow LTV from LTV index
params := k.GetParams(ctx)
borrowers := k.GetLtvIndexSlice(ctx, params.CheckLtvIndexCount)
for _, borrower := range borrowers {
_, err := k.AttemptKeeperLiquidation(ctx, sdk.AccAddress(types.LiquidatorAccount), borrower)
if err != nil {
if !errors.Is(err, types.ErrBorrowNotLiquidatable) {
panic(err)
}
}
}
return nil
}
// AttemptKeeperLiquidation enables a keeper to liquidate an individual borrower's position
func (k Keeper) AttemptKeeperLiquidation(ctx sdk.Context, keeper sdk.AccAddress, borrower sdk.AccAddress) error {
func (k Keeper) AttemptKeeperLiquidation(ctx sdk.Context, keeper sdk.AccAddress, borrower sdk.AccAddress) (bool, error) {
prevLtv, shouldInsertIndex, err := k.GetStoreLTV(ctx, borrower)
if err != nil {
return false, err
}
k.SyncOutstandingInterest(ctx, borrower)
k.UpdateItemInLtvIndex(ctx, prevLtv, shouldInsertIndex, borrower)
// Fetch deposits and parse coin denoms
deposits := k.GetDepositsByUser(ctx, borrower)
depositDenoms := []string{}
@ -41,8 +51,11 @@ func (k Keeper) AttemptKeeperLiquidation(ctx sdk.Context, keeper sdk.AccAddress,
}
// Fetch borrow balances and parse coin denoms
borrowBalances := k.GetBorrowBalance(ctx, borrower)
borrowDenoms := getDenoms(borrowBalances)
borrows, found := k.GetBorrow(ctx, borrower)
if !found {
return false, types.ErrBorrowNotFound
}
borrowDenoms := getDenoms(borrows.Amount)
liqMap := make(map[string]LiqData)
@ -51,12 +64,12 @@ func (k Keeper) AttemptKeeperLiquidation(ctx sdk.Context, keeper sdk.AccAddress,
for _, denom := range denoms {
mm, found := k.GetMoneyMarket(ctx, denom)
if !found {
return sdkerrors.Wrapf(types.ErrMarketNotFound, "no market found for denom %s", denom)
return false, sdkerrors.Wrapf(types.ErrMarketNotFound, "no market found for denom %s", denom)
}
priceData, err := k.pricefeedKeeper.GetCurrentPrice(ctx, mm.SpotMarketID)
if err != nil {
return err
return false, err
}
liqMap[denom] = LiqData{priceData.Price, mm.BorrowLimit.LoanToValue, mm.ConversionFactor}
@ -73,7 +86,7 @@ func (k Keeper) AttemptKeeperLiquidation(ctx sdk.Context, keeper sdk.AccAddress,
}
totalBorrowedUSDAmount := sdk.ZeroDec()
for _, coin := range borrowBalances {
for _, coin := range borrows.Amount {
lData := liqMap[coin.Denom]
usdValue := sdk.NewDecFromInt(coin.Amount).Quo(sdk.NewDecFromInt(lData.conversionFactor)).Mul(lData.price)
totalBorrowedUSDAmount = totalBorrowedUSDAmount.Add(usdValue)
@ -81,23 +94,29 @@ func (k Keeper) AttemptKeeperLiquidation(ctx sdk.Context, keeper sdk.AccAddress,
// Validate that the proposed borrow's USD value is within user's borrowable limit
if totalBorrowedUSDAmount.LTE(totalBorrowableUSDAmount) {
return sdkerrors.Wrapf(types.ErrBorrowNotLiquidatable, "borrowed %s <= borrowable %s", totalBorrowedUSDAmount, totalBorrowableUSDAmount)
return false, sdkerrors.Wrapf(types.ErrBorrowNotLiquidatable, "borrowed %s <= borrowable %s", totalBorrowedUSDAmount, totalBorrowableUSDAmount)
}
// Sending coins to auction module with keeper address getting % of the profits
borrow, _ := k.GetBorrow(ctx, borrower)
err := k.SeizeDeposits(ctx, keeper, liqMap, deposits, borrowBalances, depositDenoms, borrowDenoms)
// Seize deposits and auciton them off
err = k.SeizeDeposits(ctx, keeper, liqMap, deposits, borrows.Amount, depositDenoms, borrowDenoms)
if err != nil {
return err
return false, err
}
currLtv, _, err := k.GetStoreLTV(ctx, borrower)
if err != nil {
return false, err
}
k.RemoveFromLtvIndex(ctx, currLtv, borrower)
borrow, _ := k.GetBorrow(ctx, borrower)
k.DeleteBorrow(ctx, borrow)
for _, oldDeposit := range deposits {
k.DeleteDeposit(ctx, oldDeposit)
}
return nil
return true, err
}
// SeizeDeposits seizes a list of deposits and sends them to auction
@ -111,16 +130,20 @@ func (k Keeper) SeizeDeposits(ctx sdk.Context, keeper sdk.AccAddress, liqMap map
amount := deposit.Amount.Amount
mm, _ := k.GetMoneyMarket(ctx, denom)
keeperReward := mm.KeeperRewardPercentage.MulInt(amount).TruncateInt()
if keeperReward.GT(sdk.ZeroInt()) {
// Send keeper their reward
keeperCoin := sdk.NewCoin(denom, keeperReward)
err := k.supplyKeeper.SendCoinsFromModuleToAccount(ctx, types.ModuleAccountName, keeper, sdk.NewCoins(keeperCoin))
if err != nil {
return err
// No rewards for anyone if liquidated by LTV index
if !keeper.Equals(sdk.AccAddress(types.LiquidatorAccount)) {
keeperReward := mm.KeeperRewardPercentage.MulInt(amount).TruncateInt()
if keeperReward.GT(sdk.ZeroInt()) {
// Send keeper their reward
keeperCoin := sdk.NewCoin(denom, keeperReward)
err := k.supplyKeeper.SendCoinsFromModuleToAccount(ctx, types.ModuleAccountName, keeper, sdk.NewCoins(keeperCoin))
if err != nil {
return err
}
amount = amount.Sub(keeperReward)
}
amount = amount.Sub(keeperReward)
}
// Add remaining deposit coin to aucDeposits
aucDeposits = aucDeposits.Add(sdk.NewCoin(denom, amount))
}
@ -253,8 +276,9 @@ func (k Keeper) StartAuctions(ctx sdk.Context, borrower sdk.AccAddress, borrows,
return nil
}
// GetCurrentLTV calculates the user's current LTV based on their deposits/borrows in the store
func (k Keeper) GetCurrentLTV(ctx sdk.Context, addr sdk.AccAddress) (sdk.Dec, bool, error) {
// GetStoreLTV calculates the user's current LTV based on their deposits/borrows in the store
// and does not include any outsanding interest.
func (k Keeper) GetStoreLTV(ctx sdk.Context, addr sdk.AccAddress) (sdk.Dec, bool, error) {
// Fetch deposits and parse coin denoms
deposits := k.GetDepositsByUser(ctx, addr)
depositDenoms := []string{}
@ -263,11 +287,11 @@ func (k Keeper) GetCurrentLTV(ctx sdk.Context, addr sdk.AccAddress) (sdk.Dec, bo
}
// Fetch borrow balances and parse coin denoms
borrowBalances := k.GetBorrowBalance(ctx, addr)
if borrowBalances.IsZero() {
borrows, found := k.GetBorrow(ctx, addr)
if !found {
return sdk.ZeroDec(), false, nil
}
borrowDenoms := getDenoms(borrowBalances)
borrowDenoms := getDenoms(borrows.Amount)
liqMap := make(map[string]LiqData)
@ -297,7 +321,7 @@ func (k Keeper) GetCurrentLTV(ctx sdk.Context, addr sdk.AccAddress) (sdk.Dec, bo
// Build valuation map to hold borrow coin USD valuations
borrowCoinValues := types.NewValuationMap()
for _, bCoin := range borrowBalances {
for _, bCoin := range borrows.Amount {
bData := liqMap[bCoin.Denom]
bCoinUsdValue := sdk.NewDecFromInt(bCoin.Amount).Quo(sdk.NewDecFromInt(bData.conversionFactor)).Mul(bData.price)
borrowCoinValues.Increment(bCoin.Denom, bCoinUsdValue)
@ -316,7 +340,7 @@ func (k Keeper) GetCurrentLTV(ctx sdk.Context, addr sdk.AccAddress) (sdk.Dec, bo
// UpdateItemInLtvIndex updates the key a borrower's address is stored under in the LTV index
func (k Keeper) UpdateItemInLtvIndex(ctx sdk.Context, prevLtv sdk.Dec,
shouldRemoveIndex bool, borrower sdk.AccAddress) error {
currLtv, shouldInsertIndex, err := k.GetCurrentLTV(ctx, borrower)
currLtv, shouldInsertIndex, err := k.GetStoreLTV(ctx, borrower)
if err != nil {
return err
}

View File

@ -16,6 +16,755 @@ import (
"github.com/kava-labs/kava/x/pricefeed"
)
func (suite *KeeperTestSuite) TestIndexLiquidation() {
type args struct {
borrower sdk.AccAddress
initialModuleCoins sdk.Coins
initialBorrowerCoins sdk.Coins
depositCoins []sdk.Coin
borrowCoins sdk.Coins
beginBlockerTime int64
ltvIndexCount int
expectedBorrowerCoins 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")
oneMonthInSeconds := int64(2592000)
borrower := sdk.AccAddress(crypto.AddressHash([]byte("randomaddr")))
// 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{borrower}, []sdk.Int{sdk.NewInt(100)})
testCases := []liqTest{
{
"valid: LTV index liquidates borrow",
args{
borrower: borrower,
initialModuleCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
initialBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
depositCoins: []sdk.Coin{sdk.NewCoin("ukava", sdk.NewInt(10*KAVA_CF))},
borrowCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(8*KAVA_CF))),
beginBlockerTime: oneMonthInSeconds,
ltvIndexCount: int(10),
expectedBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(98*KAVA_CF))), // initial - deposit + borrow + liquidation leftovers
expectedAuctions: auctypes.Auctions{
auctypes.CollateralAuction{
BaseAuction: auctypes.BaseAuction{
ID: 1,
Initiator: "harvest_liquidator",
Lot: sdk.NewInt64Coin("ukava", 10*KAVA_CF),
Bidder: nil,
Bid: sdk.NewInt64Coin("ukava", 0),
HasReceivedBids: false,
EndTime: endTime,
MaxEndTime: endTime,
},
CorrespondingDebt: sdk.NewInt64Coin("debt", 0),
MaxBid: sdk.NewInt64Coin("ukava", 8004766),
LotReturns: lotReturns,
},
},
},
errArgs{
expectLiquidate: true,
contains: "",
},
},
{
"invalid: borrow not over limit, LTV index does not liquidate",
args{
borrower: borrower,
initialModuleCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
initialBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
depositCoins: []sdk.Coin{sdk.NewCoin("ukava", sdk.NewInt(10*KAVA_CF))},
borrowCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(7*KAVA_CF))),
beginBlockerTime: oneMonthInSeconds,
ltvIndexCount: int(10),
expectedBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(97*KAVA_CF))), // initial - deposit + borrow
expectedAuctions: auctypes.Auctions{},
},
errArgs{
expectLiquidate: false,
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(
[]sdk.AccAddress{tc.args.borrower},
[]sdk.Coins{tc.args.initialBorrowerCoins},
)
// Harvest module genesis state
harvestGS := types.NewGenesisState(types.NewParams(
true,
types.DistributionSchedules{
types.NewDistributionSchedule(true, "usdx", time.Date(2020, 10, 8, 14, 0, 0, 0, time.UTC), time.Date(2020, 11, 22, 14, 0, 0, 0, time.UTC), sdk.NewCoin("hard", sdk.NewInt(5000)), time.Date(2021, 11, 22, 14, 0, 0, 0, time.UTC), types.Multipliers{types.NewMultiplier(types.Small, 0, sdk.MustNewDecFromStr("0.33")), types.NewMultiplier(types.Medium, 6, sdk.MustNewDecFromStr("0.5")), types.NewMultiplier(types.Medium, 24, sdk.OneDec())}),
types.NewDistributionSchedule(true, "usdc", time.Date(2020, 10, 8, 14, 0, 0, 0, time.UTC), time.Date(2020, 11, 22, 14, 0, 0, 0, time.UTC), sdk.NewCoin("hard", sdk.NewInt(5000)), time.Date(2021, 11, 22, 14, 0, 0, 0, time.UTC), types.Multipliers{types.NewMultiplier(types.Small, 0, sdk.MustNewDecFromStr("0.33")), types.NewMultiplier(types.Medium, 6, sdk.MustNewDecFromStr("0.5")), types.NewMultiplier(types.Medium, 24, sdk.OneDec())}),
types.NewDistributionSchedule(true, "usdt", time.Date(2020, 10, 8, 14, 0, 0, 0, time.UTC), time.Date(2020, 11, 22, 14, 0, 0, 0, time.UTC), sdk.NewCoin("hard", sdk.NewInt(5000)), time.Date(2021, 11, 22, 14, 0, 0, 0, time.UTC), types.Multipliers{types.NewMultiplier(types.Small, 0, sdk.MustNewDecFromStr("0.33")), types.NewMultiplier(types.Medium, 6, sdk.MustNewDecFromStr("0.5")), types.NewMultiplier(types.Medium, 24, sdk.OneDec())}),
types.NewDistributionSchedule(true, "dai", time.Date(2020, 10, 8, 14, 0, 0, 0, time.UTC), time.Date(2020, 11, 22, 14, 0, 0, 0, time.UTC), sdk.NewCoin("hard", sdk.NewInt(5000)), time.Date(2021, 11, 22, 14, 0, 0, 0, time.UTC), types.Multipliers{types.NewMultiplier(types.Small, 0, sdk.MustNewDecFromStr("0.33")), types.NewMultiplier(types.Medium, 6, sdk.MustNewDecFromStr("0.5")), types.NewMultiplier(types.Medium, 24, sdk.OneDec())}),
types.NewDistributionSchedule(true, "ukava", time.Date(2020, 10, 8, 14, 0, 0, 0, time.UTC), time.Date(2020, 11, 22, 14, 0, 0, 0, time.UTC), sdk.NewCoin("hard", sdk.NewInt(5000)), time.Date(2021, 11, 22, 14, 0, 0, 0, time.UTC), types.Multipliers{types.NewMultiplier(types.Small, 0, sdk.MustNewDecFromStr("0.33")), types.NewMultiplier(types.Medium, 6, sdk.MustNewDecFromStr("0.5")), types.NewMultiplier(types.Medium, 24, sdk.OneDec())}),
types.NewDistributionSchedule(true, "bnb", time.Date(2020, 10, 8, 14, 0, 0, 0, time.UTC), time.Date(2020, 11, 22, 14, 0, 0, 0, time.UTC), sdk.NewCoin("hard", sdk.NewInt(5000)), time.Date(2021, 11, 22, 14, 0, 0, 0, time.UTC), types.Multipliers{types.NewMultiplier(types.Small, 0, sdk.MustNewDecFromStr("0.33")), types.NewMultiplier(types.Medium, 6, sdk.MustNewDecFromStr("0.5")), types.NewMultiplier(types.Medium, 24, sdk.OneDec())}),
types.NewDistributionSchedule(true, "btc", time.Date(2020, 10, 8, 14, 0, 0, 0, time.UTC), time.Date(2020, 11, 22, 14, 0, 0, 0, time.UTC), sdk.NewCoin("hard", sdk.NewInt(5000)), time.Date(2021, 11, 22, 14, 0, 0, 0, time.UTC), types.Multipliers{types.NewMultiplier(types.Small, 0, sdk.MustNewDecFromStr("0.33")), types.NewMultiplier(types.Medium, 6, sdk.MustNewDecFromStr("0.5")), types.NewMultiplier(types.Medium, 24, sdk.OneDec())}),
},
types.DelegatorDistributionSchedules{types.NewDelegatorDistributionSchedule(
types.NewDistributionSchedule(true, "usdx", time.Date(2020, 10, 8, 14, 0, 0, 0, time.UTC), time.Date(2025, 10, 8, 14, 0, 0, 0, time.UTC), sdk.NewCoin("hard", sdk.NewInt(500)), time.Date(2026, 10, 8, 14, 0, 0, 0, time.UTC), types.Multipliers{types.NewMultiplier(types.Small, 0, sdk.MustNewDecFromStr("0.33")), types.NewMultiplier(types.Medium, 6, sdk.MustNewDecFromStr("0.5")), types.NewMultiplier(types.Medium, 24, sdk.OneDec())}),
time.Hour*24,
),
},
types.MoneyMarkets{
types.NewMoneyMarket("usdx",
types.NewBorrowLimit(false, sdk.NewDec(100000000*KAVA_CF), sdk.MustNewDecFromStr("0.9")), // 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("usdt",
types.NewBorrowLimit(false, sdk.NewDec(100000000*KAVA_CF), sdk.MustNewDecFromStr("0.9")), // Borrow Limit
"usdt: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("usdc",
types.NewBorrowLimit(false, sdk.NewDec(100000000*KAVA_CF), sdk.MustNewDecFromStr("0.9")), // Borrow Limit
"usdc: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("dai",
types.NewBorrowLimit(false, sdk.NewDec(100000000*KAVA_CF), sdk.MustNewDecFromStr("0.9")), // Borrow Limit
"dai: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("bnb",
types.NewBorrowLimit(false, sdk.NewDec(100000000*BNB_CF), sdk.MustNewDecFromStr("0.8")), // Borrow Limit
"bnb:usd", // Market ID
sdk.NewInt(BNB_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("btc",
types.NewBorrowLimit(false, sdk.NewDec(100000000*BTCB_CF), sdk.MustNewDecFromStr("0.8")), // Borrow Limit
"btc:usd", // Market ID
sdk.NewInt(BTCB_CF), // Conversion Factor
sdk.NewInt(100000*KAVA_CF), // Auction Size
model, // Interest Rate Model
reserveFactor, // Reserve Factor
sdk.MustNewDecFromStr("0.05")), // Keeper Reward Percent
},
tc.args.ltvIndexCount, // LTV counter
), types.DefaultPreviousBlockTime, types.DefaultDistributionTimes)
// Pricefeed module genesis state
pricefeedGS := pricefeed.GenesisState{
Params: pricefeed.Params{
Markets: []pricefeed.Market{
{MarketID: "usdx:usd", BaseAsset: "usdx", QuoteAsset: "usd", Oracles: []sdk.AccAddress{}, Active: true},
{MarketID: "usdt:usd", BaseAsset: "usdt", QuoteAsset: "usd", Oracles: []sdk.AccAddress{}, Active: true},
{MarketID: "usdc:usd", BaseAsset: "usdc", QuoteAsset: "usd", Oracles: []sdk.AccAddress{}, Active: true},
{MarketID: "dai:usd", BaseAsset: "dai", QuoteAsset: "usd", Oracles: []sdk.AccAddress{}, Active: true},
{MarketID: "kava:usd", BaseAsset: "kava", QuoteAsset: "usd", Oracles: []sdk.AccAddress{}, Active: true},
{MarketID: "bnb:usd", BaseAsset: "bnb", QuoteAsset: "usd", Oracles: []sdk.AccAddress{}, Active: true},
{MarketID: "btc:usd", BaseAsset: "btc", QuoteAsset: "usd", Oracles: []sdk.AccAddress{}, Active: true},
},
},
PostedPrices: []pricefeed.PostedPrice{
{
MarketID: "usdx:usd",
OracleAddress: sdk.AccAddress{},
Price: sdk.MustNewDecFromStr("1.00"),
Expiry: time.Now().Add(100 * time.Hour),
},
{
MarketID: "usdt:usd",
OracleAddress: sdk.AccAddress{},
Price: sdk.MustNewDecFromStr("1.00"),
Expiry: time.Now().Add(100 * time.Hour),
},
{
MarketID: "usdc:usd",
OracleAddress: sdk.AccAddress{},
Price: sdk.MustNewDecFromStr("1.00"),
Expiry: time.Now().Add(100 * time.Hour),
},
{
MarketID: "dai:usd",
OracleAddress: sdk.AccAddress{},
Price: sdk.MustNewDecFromStr("1.00"),
Expiry: time.Now().Add(100 * time.Hour),
},
{
MarketID: "kava:usd",
OracleAddress: sdk.AccAddress{},
Price: sdk.MustNewDecFromStr("2.00"),
Expiry: time.Now().Add(100 * time.Hour),
},
{
MarketID: "bnb:usd",
OracleAddress: sdk.AccAddress{},
Price: sdk.MustNewDecFromStr("10.00"),
Expiry: time.Now().Add(100 * time.Hour),
},
{
MarketID: "btc:usd",
OracleAddress: sdk.AccAddress{},
Price: sdk.MustNewDecFromStr("100.00"),
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(harvestGS)})
// Mint coins to Harvest module account
supplyKeeper := tApp.GetSupplyKeeper()
supplyKeeper.MintCoins(ctx, types.ModuleAccountName, tc.args.initialModuleCoins)
auctionKeeper := tApp.GetAuctionKeeper()
keeper := tApp.GetHarvestKeeper()
suite.app = tApp
suite.ctx = ctx
suite.keeper = keeper
suite.auctionKeeper = auctionKeeper
var err error
// Run begin blocker to set up state
harvest.BeginBlocker(suite.ctx, suite.keeper)
// Deposit coins
for _, coin := range tc.args.depositCoins {
err = suite.keeper.Deposit(suite.ctx, tc.args.borrower, coin)
suite.Require().NoError(err)
}
// Borrow coins
err = suite.keeper.Borrow(suite.ctx, tc.args.borrower, tc.args.borrowCoins)
suite.Require().NoError(err)
// Check borrow exists before liquidation
_, foundBorrowBefore := suite.keeper.GetBorrow(suite.ctx, tc.args.borrower)
suite.Require().True(foundBorrowBefore)
// Check that the user's deposits exist before liquidation
for _, coin := range tc.args.depositCoins {
_, foundDepositBefore := suite.keeper.GetDeposit(suite.ctx, tc.args.borrower, coin.Denom)
suite.Require().True(foundDepositBefore)
}
// Liquidate the borrow by running begin blocker
runAtTime := time.Unix(suite.ctx.BlockTime().Unix()+(tc.args.beginBlockerTime), 0)
liqCtx := suite.ctx.WithBlockTime(runAtTime)
harvest.BeginBlocker(liqCtx, suite.keeper)
if tc.errArgs.expectLiquidate {
// Check borrow does not exist after liquidation
_, foundBorrowAfter := suite.keeper.GetBorrow(liqCtx, tc.args.borrower)
suite.Require().False(foundBorrowAfter)
// Check deposits do not exist after liquidation
for _, coin := range tc.args.depositCoins {
_, foundDepositAfter := suite.keeper.GetDeposit(liqCtx, tc.args.borrower, coin.Denom)
suite.Require().False(foundDepositAfter)
}
// Check that borrower's balance contains the expected coins
accBorrower := suite.getAccountAtCtx(tc.args.borrower, liqCtx)
suite.Require().Equal(tc.args.expectedBorrowerCoins, accBorrower.GetCoins())
// Check that the expected auctions have been created
auctions := suite.auctionKeeper.GetAllAuctions(liqCtx)
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(liqCtx, tc.args.borrower)
suite.Require().True(foundBorrowAfter)
// Check that the user's deposits exist
for _, coin := range tc.args.depositCoins {
_, foundDepositAfter := suite.keeper.GetDeposit(liqCtx, tc.args.borrower, coin.Denom)
suite.Require().True(foundDepositAfter)
}
// Check that no auctions have been created
auctions := suite.auctionKeeper.GetAllAuctions(liqCtx)
suite.Require().True(len(auctions) == 0)
}
})
}
}
func (suite *KeeperTestSuite) TestFullIndexLiquidation() {
type args struct {
borrower sdk.AccAddress
otherBorrowers []sdk.AccAddress
initialModuleCoins sdk.Coins
initialBorrowerCoins sdk.Coins
depositCoins []sdk.Coin
borrowCoins sdk.Coins
otherBorrowCoins sdk.Coins
beginBlockerTime int64
ltvIndexCount int
expectedBorrowerCoins 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
expectLiquidateOtherBorrowers 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")
oneMonthInSeconds := int64(2592000)
borrower := sdk.AccAddress(crypto.AddressHash([]byte("randomaddr")))
otherBorrower1 := sdk.AccAddress(crypto.AddressHash([]byte("AotherBorrower1")))
otherBorrower2 := sdk.AccAddress(crypto.AddressHash([]byte("BotherBorrower2")))
otherBorrower3 := sdk.AccAddress(crypto.AddressHash([]byte("CotherBorrower3")))
otherBorrower4 := sdk.AccAddress(crypto.AddressHash([]byte("DotherBorrower4")))
otherBorrower5 := sdk.AccAddress(crypto.AddressHash([]byte("EotherBorrower5")))
otherBorrower6 := sdk.AccAddress(crypto.AddressHash([]byte("FotherBorrower6")))
otherBorrower7 := sdk.AccAddress(crypto.AddressHash([]byte("GotherBorrower7")))
otherBorrower8 := sdk.AccAddress(crypto.AddressHash([]byte("HotherBorrower8")))
otherBorrower9 := sdk.AccAddress(crypto.AddressHash([]byte("IotherBorrower9")))
otherBorrower10 := sdk.AccAddress(crypto.AddressHash([]byte("JotherBorrower10")))
// 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{borrower}, []sdk.Int{sdk.NewInt(100)})
otherBorrower1LotReturns, _ := auctypes.NewWeightedAddresses([]sdk.AccAddress{otherBorrower1}, []sdk.Int{sdk.NewInt(100)})
otherBorrower2LotReturns, _ := auctypes.NewWeightedAddresses([]sdk.AccAddress{otherBorrower2}, []sdk.Int{sdk.NewInt(100)})
otherBorrower3LotReturns, _ := auctypes.NewWeightedAddresses([]sdk.AccAddress{otherBorrower3}, []sdk.Int{sdk.NewInt(100)})
testCases := []liqTest{
{
"valid: LTV index only liquidates positions over LTV",
args{
borrower: borrower,
otherBorrowers: []sdk.AccAddress{otherBorrower1, otherBorrower2, otherBorrower3},
initialModuleCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
initialBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
depositCoins: []sdk.Coin{sdk.NewCoin("ukava", sdk.NewInt(10*KAVA_CF))},
borrowCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(8*KAVA_CF))),
otherBorrowCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(7*KAVA_CF))),
beginBlockerTime: oneMonthInSeconds,
ltvIndexCount: int(10),
expectedBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(98*KAVA_CF))), // initial - deposit + borrow + liquidation leftovers
expectedAuctions: auctypes.Auctions{
auctypes.CollateralAuction{
BaseAuction: auctypes.BaseAuction{
ID: 1,
Initiator: "harvest_liquidator",
Lot: sdk.NewInt64Coin("ukava", 10*KAVA_CF),
Bidder: nil,
Bid: sdk.NewInt64Coin("ukava", 0),
HasReceivedBids: false,
EndTime: endTime,
MaxEndTime: endTime,
},
CorrespondingDebt: sdk.NewInt64Coin("debt", 0),
MaxBid: sdk.NewInt64Coin("ukava", 8013492), // TODO: why isn't this 8004766
LotReturns: lotReturns,
},
},
},
errArgs{
expectLiquidate: true,
expectLiquidateOtherBorrowers: false,
contains: "",
},
},
{
"valid: LTV liquidates multiple positions over LTV",
args{
borrower: borrower,
otherBorrowers: []sdk.AccAddress{otherBorrower1, otherBorrower2, otherBorrower3},
initialModuleCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
initialBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
depositCoins: []sdk.Coin{sdk.NewCoin("ukava", sdk.NewInt(10*KAVA_CF))},
borrowCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(8*KAVA_CF))),
otherBorrowCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(8*KAVA_CF))),
beginBlockerTime: oneMonthInSeconds,
ltvIndexCount: int(10),
expectedBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(98*KAVA_CF))), // initial - deposit + borrow + liquidation leftovers
expectedAuctions: auctypes.Auctions{
auctypes.CollateralAuction{
BaseAuction: auctypes.BaseAuction{
ID: 1,
Initiator: "harvest_liquidator",
Lot: sdk.NewInt64Coin("ukava", 10*KAVA_CF),
Bidder: nil,
Bid: sdk.NewInt64Coin("ukava", 0),
HasReceivedBids: false,
EndTime: endTime,
MaxEndTime: endTime,
},
CorrespondingDebt: sdk.NewInt64Coin("debt", 0),
MaxBid: sdk.NewInt64Coin("ukava", 8014873), // TODO: Why isn't this 8013492
LotReturns: otherBorrower3LotReturns,
},
auctypes.CollateralAuction{
BaseAuction: auctypes.BaseAuction{
ID: 2,
Initiator: "harvest_liquidator",
Lot: sdk.NewInt64Coin("ukava", 10*KAVA_CF),
Bidder: nil,
Bid: sdk.NewInt64Coin("ukava", 0),
HasReceivedBids: false,
EndTime: endTime,
MaxEndTime: endTime,
},
CorrespondingDebt: sdk.NewInt64Coin("debt", 0),
MaxBid: sdk.NewInt64Coin("ukava", 8014873),
LotReturns: otherBorrower2LotReturns,
},
auctypes.CollateralAuction{
BaseAuction: auctypes.BaseAuction{
ID: 3,
Initiator: "harvest_liquidator",
Lot: sdk.NewInt64Coin("ukava", 10*KAVA_CF),
Bidder: nil,
Bid: sdk.NewInt64Coin("ukava", 0),
HasReceivedBids: false,
EndTime: endTime,
MaxEndTime: endTime,
},
CorrespondingDebt: sdk.NewInt64Coin("debt", 0),
MaxBid: sdk.NewInt64Coin("ukava", 8014873),
LotReturns: lotReturns,
},
auctypes.CollateralAuction{
BaseAuction: auctypes.BaseAuction{
ID: 4,
Initiator: "harvest_liquidator",
Lot: sdk.NewInt64Coin("ukava", 10*KAVA_CF),
Bidder: nil,
Bid: sdk.NewInt64Coin("ukava", 0),
HasReceivedBids: false,
EndTime: endTime,
MaxEndTime: endTime,
},
CorrespondingDebt: sdk.NewInt64Coin("debt", 0),
MaxBid: sdk.NewInt64Coin("ukava", 8014873),
LotReturns: otherBorrower1LotReturns,
},
},
},
errArgs{
expectLiquidate: true,
expectLiquidateOtherBorrowers: true,
contains: "",
},
},
{
"valid: LTV index doesn't liquidate over limit positions outside of top 10",
args{
borrower: borrower,
otherBorrowers: []sdk.AccAddress{otherBorrower1, otherBorrower2, otherBorrower3, otherBorrower4, otherBorrower5, otherBorrower6, otherBorrower7, otherBorrower8, otherBorrower9, otherBorrower10},
initialModuleCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
initialBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(100*KAVA_CF))),
depositCoins: []sdk.Coin{sdk.NewCoin("ukava", sdk.NewInt(10*KAVA_CF))},
borrowCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(7.99*KAVA_CF))),
otherBorrowCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(8*KAVA_CF))),
beginBlockerTime: oneMonthInSeconds,
ltvIndexCount: int(10),
expectedBorrowerCoins: sdk.NewCoins(sdk.NewCoin("ukava", sdk.NewInt(98*KAVA_CF))), // initial - deposit + borrow + liquidation leftovers
expectedAuctions: auctypes.Auctions{}, // Ignoring other borrower auctions for this test
},
errArgs{
expectLiquidate: false,
expectLiquidateOtherBorrowers: 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()})
otherBorrowersCoins := make([]sdk.Coins, len(tc.args.otherBorrowers))
i := 0
for i < len(tc.args.otherBorrowers) {
otherBorrowersCoins[i] = tc.args.initialBorrowerCoins
i++
}
appCoins := append([]sdk.Coins{tc.args.initialBorrowerCoins}, otherBorrowersCoins...)
appAddrs := append([]sdk.AccAddress{tc.args.borrower}, tc.args.otherBorrowers...)
// Auth module genesis state
authGS := app.NewAuthGenState(appAddrs, appCoins)
// Harvest module genesis state
harvestGS := types.NewGenesisState(types.NewParams(
true,
types.DistributionSchedules{
types.NewDistributionSchedule(true, "usdx", time.Date(2020, 10, 8, 14, 0, 0, 0, time.UTC), time.Date(2020, 11, 22, 14, 0, 0, 0, time.UTC), sdk.NewCoin("hard", sdk.NewInt(5000)), time.Date(2021, 11, 22, 14, 0, 0, 0, time.UTC), types.Multipliers{types.NewMultiplier(types.Small, 0, sdk.MustNewDecFromStr("0.33")), types.NewMultiplier(types.Medium, 6, sdk.MustNewDecFromStr("0.5")), types.NewMultiplier(types.Medium, 24, sdk.OneDec())}),
types.NewDistributionSchedule(true, "ukava", time.Date(2020, 10, 8, 14, 0, 0, 0, time.UTC), time.Date(2020, 11, 22, 14, 0, 0, 0, time.UTC), sdk.NewCoin("hard", sdk.NewInt(5000)), time.Date(2021, 11, 22, 14, 0, 0, 0, time.UTC), types.Multipliers{types.NewMultiplier(types.Small, 0, sdk.MustNewDecFromStr("0.33")), types.NewMultiplier(types.Medium, 6, sdk.MustNewDecFromStr("0.5")), types.NewMultiplier(types.Medium, 24, sdk.OneDec())}),
},
types.DelegatorDistributionSchedules{types.NewDelegatorDistributionSchedule(
types.NewDistributionSchedule(true, "usdx", time.Date(2020, 10, 8, 14, 0, 0, 0, time.UTC), time.Date(2025, 10, 8, 14, 0, 0, 0, time.UTC), sdk.NewCoin("hard", sdk.NewInt(500)), time.Date(2026, 10, 8, 14, 0, 0, 0, time.UTC), types.Multipliers{types.NewMultiplier(types.Small, 0, sdk.MustNewDecFromStr("0.33")), types.NewMultiplier(types.Medium, 6, sdk.MustNewDecFromStr("0.5")), types.NewMultiplier(types.Medium, 24, sdk.OneDec())}),
time.Hour*24,
),
},
types.MoneyMarkets{
types.NewMoneyMarket("usdx",
types.NewBorrowLimit(false, sdk.NewDec(100000000*KAVA_CF), sdk.MustNewDecFromStr("0.9")), // 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
},
tc.args.ltvIndexCount, // LTV counter
), types.DefaultPreviousBlockTime, types.DefaultDistributionTimes)
// Pricefeed module genesis state
pricefeedGS := pricefeed.GenesisState{
Params: pricefeed.Params{
Markets: []pricefeed.Market{
{MarketID: "usdx:usd", BaseAsset: "usdx", QuoteAsset: "usd", Oracles: []sdk.AccAddress{}, Active: true},
{MarketID: "kava:usd", BaseAsset: "kava", QuoteAsset: "usd", Oracles: []sdk.AccAddress{}, Active: true},
},
},
PostedPrices: []pricefeed.PostedPrice{
{
MarketID: "usdx:usd",
OracleAddress: sdk.AccAddress{},
Price: sdk.MustNewDecFromStr("1.00"),
Expiry: time.Now().Add(100 * time.Hour),
},
{
MarketID: "kava:usd",
OracleAddress: sdk.AccAddress{},
Price: sdk.MustNewDecFromStr("2.00"),
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(harvestGS)})
// Mint coins to Harvest module account
supplyKeeper := tApp.GetSupplyKeeper()
supplyKeeper.MintCoins(ctx, types.ModuleAccountName, tc.args.initialModuleCoins)
auctionKeeper := tApp.GetAuctionKeeper()
keeper := tApp.GetHarvestKeeper()
suite.app = tApp
suite.ctx = ctx
suite.keeper = keeper
suite.auctionKeeper = auctionKeeper
var err error
// Run begin blocker to set up state
harvest.BeginBlocker(suite.ctx, suite.keeper)
// ----------- Users get inserted into the LTV index -----------
// Other borrowers take out positions by depositing and borrowing coins
for _, otherBorrower := range tc.args.otherBorrowers {
for _, coin := range tc.args.depositCoins {
err = suite.keeper.Deposit(suite.ctx, otherBorrower, coin)
suite.Require().NoError(err)
}
err = suite.keeper.Borrow(suite.ctx, otherBorrower, tc.args.otherBorrowCoins)
suite.Require().NoError(err)
}
// Primary borrower deposits and borrows
for _, coin := range tc.args.depositCoins {
err = suite.keeper.Deposit(suite.ctx, tc.args.borrower, coin)
suite.Require().NoError(err)
}
err = suite.keeper.Borrow(suite.ctx, tc.args.borrower, tc.args.borrowCoins)
suite.Require().NoError(err)
// ----------- Check state before liquidation -----------
// Other borrowers
for _, otherBorrower := range tc.args.otherBorrowers {
_, foundBorrowBefore := suite.keeper.GetBorrow(suite.ctx, otherBorrower)
suite.Require().True(foundBorrowBefore)
for _, coin := range tc.args.depositCoins {
_, foundDepositBefore := suite.keeper.GetDeposit(suite.ctx, otherBorrower, coin.Denom)
suite.Require().True(foundDepositBefore)
}
}
// Primary borrower
_, foundBorrowBefore := suite.keeper.GetBorrow(suite.ctx, tc.args.borrower)
suite.Require().True(foundBorrowBefore)
for _, coin := range tc.args.depositCoins {
_, foundDepositBefore := suite.keeper.GetDeposit(suite.ctx, tc.args.borrower, coin.Denom)
suite.Require().True(foundDepositBefore)
}
// ----------- Liquidate and check state -----------
// Liquidate the borrow by running begin blocker
runAtTime := time.Unix(suite.ctx.BlockTime().Unix()+(tc.args.beginBlockerTime), 0)
liqCtx := suite.ctx.WithBlockTime(runAtTime)
harvest.BeginBlocker(liqCtx, suite.keeper)
if tc.errArgs.expectLiquidate {
// Check borrow does not exist after liquidation
_, foundBorrowAfter := suite.keeper.GetBorrow(liqCtx, tc.args.borrower)
suite.Require().False(foundBorrowAfter)
// Check deposits do not exist after liquidation
for _, coin := range tc.args.depositCoins {
_, foundDepositAfter := suite.keeper.GetDeposit(liqCtx, tc.args.borrower, coin.Denom)
suite.Require().False(foundDepositAfter)
}
// Check that borrower's balance contains the expected coins
accBorrower := suite.getAccountAtCtx(tc.args.borrower, liqCtx)
suite.Require().Equal(tc.args.expectedBorrowerCoins, accBorrower.GetCoins())
// Check that the expected auctions have been created
auctions := suite.auctionKeeper.GetAllAuctions(liqCtx)
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(liqCtx, tc.args.borrower)
suite.Require().True(foundBorrowAfter)
// Check that the user's deposits exist
for _, coin := range tc.args.depositCoins {
_, foundDepositAfter := suite.keeper.GetDeposit(liqCtx, tc.args.borrower, coin.Denom)
suite.Require().True(foundDepositAfter)
}
if !tc.errArgs.expectLiquidateOtherBorrowers {
// Check that no auctions have been created
auctions := suite.auctionKeeper.GetAllAuctions(liqCtx)
suite.Require().True(len(auctions) == 0)
}
}
// Check other borrowers
if tc.errArgs.expectLiquidateOtherBorrowers {
for _, otherBorrower := range tc.args.otherBorrowers {
// Check borrow does not exist after liquidation
_, foundBorrowAfter := suite.keeper.GetBorrow(liqCtx, otherBorrower)
suite.Require().False(foundBorrowAfter)
// Check deposits do not exist after liquidation
for _, coin := range tc.args.depositCoins {
_, foundDepositAfter := suite.keeper.GetDeposit(liqCtx, otherBorrower, coin.Denom)
suite.Require().False(foundDepositAfter)
}
}
var expectedLtvIndexItemCount int
if tc.errArgs.expectLiquidate {
expectedLtvIndexItemCount = 0
} else {
expectedLtvIndexItemCount = 1
}
indexAddrs := suite.keeper.GetLtvIndexSlice(liqCtx, 1000) // Get all items in the index...
suite.Require().Equal(expectedLtvIndexItemCount, len(indexAddrs))
} else {
for _, otherBorrower := range tc.args.otherBorrowers {
// Check borrow does not exist after liquidation
_, foundBorrowAfter := suite.keeper.GetBorrow(liqCtx, otherBorrower)
suite.Require().True(foundBorrowAfter)
// Check deposits do not exist after liquidation
for _, coin := range tc.args.depositCoins {
_, foundDepositAfter := suite.keeper.GetDeposit(liqCtx, otherBorrower, coin.Denom)
suite.Require().True(foundDepositAfter)
}
}
var expectedLtvIndexItemCount int
if tc.errArgs.expectLiquidate {
expectedLtvIndexItemCount = len(tc.args.otherBorrowers)
} else {
expectedLtvIndexItemCount = len(tc.args.otherBorrowers) + 1
}
indexAddrs := suite.keeper.GetLtvIndexSlice(liqCtx, tc.args.ltvIndexCount)
suite.Require().Equal(expectedLtvIndexItemCount, len(indexAddrs))
}
})
}
}
func (suite *KeeperTestSuite) TestKeeperLiquidation() {
type args struct {
borrower sdk.AccAddress
@ -526,6 +1275,7 @@ func (suite *KeeperTestSuite) TestKeeperLiquidation() {
reserveFactor, // Reserve Factor
tc.args.keeperRewardPercent), // Keeper Reward Percent
},
0, // LTV counter
), types.DefaultPreviousBlockTime, types.DefaultDistributionTimes)
// Pricefeed module genesis state
@ -634,8 +1384,9 @@ func (suite *KeeperTestSuite) TestKeeperLiquidation() {
}
// Attempt to liquidate
err = suite.keeper.AttemptKeeperLiquidation(liqCtx, tc.args.keeper, tc.args.borrower)
liquidated, err := suite.keeper.AttemptKeeperLiquidation(liqCtx, tc.args.keeper, tc.args.borrower)
if tc.errArgs.expectPass {
suite.Require().True(liquidated)
suite.Require().NoError(err)
// Check borrow does not exist after liquidation
@ -660,6 +1411,7 @@ func (suite *KeeperTestSuite) TestKeeperLiquidation() {
suite.Require().True(len(auctions) > 0)
suite.Require().Equal(tc.args.expectedAuctions, auctions)
} else {
suite.Require().False(liquidated)
suite.Require().Error(err)
suite.Require().True(strings.Contains(err.Error(), tc.errArgs.contains))

View File

@ -10,13 +10,13 @@ import (
// Repay borrowed funds
func (k Keeper) Repay(ctx sdk.Context, sender sdk.AccAddress, coins sdk.Coins) error {
// Get current stored LTV based on stored borrows/deposits
prevLtv, shouldRemoveIndex, err := k.GetCurrentLTV(ctx, sender)
prevLtv, shouldRemoveIndex, err := k.GetStoreLTV(ctx, sender)
if err != nil {
return err
}
// Sync interest so loan is up-to-date
k.SyncOustandingInterest(ctx, sender)
k.SyncOutstandingInterest(ctx, sender)
// Validate requested repay
err = k.ValidateRepay(ctx, sender, coins)
@ -61,7 +61,8 @@ func (k Keeper) Repay(ctx sdk.Context, sender sdk.AccAddress, coins sdk.Coins) e
// ValidateRepay validates a requested loan repay
func (k Keeper) ValidateRepay(ctx sdk.Context, sender sdk.AccAddress, coins sdk.Coins) error {
senderAcc := k.accountKeeper.GetAccount(ctx, sender)
senderCoins := senderAcc.GetCoins()
senderCoins := senderAcc.SpendableCoins(ctx.BlockTime())
for _, coin := range coins {
if senderCoins.AmountOf(coin.Denom).LT(coin.Amount) {
return sdkerrors.Wrapf(types.ErrInsufficientBalanceForRepay, "account can only repay up to %s%s", senderCoins.AmountOf(coin.Denom), coin.Denom)

View File

@ -144,6 +144,7 @@ func (suite *KeeperTestSuite) TestRepay() {
sdk.MustNewDecFromStr("0.05"), // Reserve Factor
sdk.MustNewDecFromStr("0.05")), // Keeper Reward Percent
},
0, // LTV counter
), types.DefaultPreviousBlockTime, types.DefaultDistributionTimes)
// Pricefeed module genesis state

View File

@ -78,6 +78,7 @@ func (suite *KeeperTestSuite) TestApplyDepositRewards() {
types.NewMoneyMarket("usdx", types.NewBorrowLimit(false, sdk.NewDec(1000000000000000), loanToValue), "usdx:usd", sdk.NewInt(1000000), sdk.NewInt(USDX_CF*1000), types.NewInterestRateModel(sdk.MustNewDecFromStr("0.05"), sdk.MustNewDecFromStr("2"), sdk.MustNewDecFromStr("0.8"), sdk.MustNewDecFromStr("10")), sdk.MustNewDecFromStr("0.05"), sdk.ZeroDec()),
types.NewMoneyMarket("ukava", types.NewBorrowLimit(false, sdk.NewDec(1000000000000000), loanToValue), "kava:usd", sdk.NewInt(1000000), sdk.NewInt(KAVA_CF*1000), types.NewInterestRateModel(sdk.MustNewDecFromStr("0.05"), sdk.MustNewDecFromStr("2"), sdk.MustNewDecFromStr("0.8"), sdk.MustNewDecFromStr("10")), sdk.MustNewDecFromStr("0.05"), sdk.ZeroDec()),
},
0, // LTV counter
), tc.args.previousBlockTime, types.DefaultDistributionTimes)
tApp.InitializeFromGenesisStates(app.GenesisState{types.ModuleName: types.ModuleCdc.MustMarshalJSON(harvestGS)})
supplyKeeper := tApp.GetSupplyKeeper()
@ -446,6 +447,7 @@ func harvestGenesisState(rewardRate sdk.Coin) app.GenesisState {
types.NewMoneyMarket("usdx", types.NewBorrowLimit(false, sdk.NewDec(1000000000000000), loanToValue), "usdx:usd", sdk.NewInt(1000000), sdk.NewInt(USDX_CF*1000), types.NewInterestRateModel(sdk.MustNewDecFromStr("0.05"), sdk.MustNewDecFromStr("2"), sdk.MustNewDecFromStr("0.8"), sdk.MustNewDecFromStr("10")), sdk.MustNewDecFromStr("0.05"), sdk.ZeroDec()),
types.NewMoneyMarket("ukava", types.NewBorrowLimit(false, sdk.NewDec(1000000000000000), loanToValue), "kava:usd", sdk.NewInt(1000000), sdk.NewInt(KAVA_CF*1000), types.NewInterestRateModel(sdk.MustNewDecFromStr("0.05"), sdk.MustNewDecFromStr("2"), sdk.MustNewDecFromStr("0.8"), sdk.MustNewDecFromStr("10")), sdk.MustNewDecFromStr("0.05"), sdk.ZeroDec()),
},
0, // LTV counter
),
types.DefaultPreviousBlockTime,
types.DefaultDistributionTimes,

View File

@ -294,6 +294,7 @@ func (suite *KeeperTestSuite) TestSendTimeLockedCoinsToAccount() {
types.NewMoneyMarket("usdx", types.NewBorrowLimit(false, sdk.NewDec(1000000000000000), loanToValue), "usdx:usd", sdk.NewInt(1000000), sdk.NewInt(USDX_CF*1000), types.NewInterestRateModel(sdk.MustNewDecFromStr("0.05"), sdk.MustNewDecFromStr("2"), sdk.MustNewDecFromStr("0.8"), sdk.MustNewDecFromStr("10")), sdk.MustNewDecFromStr("0.05"), sdk.ZeroDec()),
types.NewMoneyMarket("ukava", types.NewBorrowLimit(false, sdk.NewDec(1000000000000000), loanToValue), "kava:usd", sdk.NewInt(1000000), sdk.NewInt(KAVA_CF*1000), types.NewInterestRateModel(sdk.MustNewDecFromStr("0.05"), sdk.MustNewDecFromStr("2"), sdk.MustNewDecFromStr("0.8"), sdk.MustNewDecFromStr("10")), sdk.MustNewDecFromStr("0.05"), sdk.ZeroDec()),
},
0, // LTV counter
), types.DefaultPreviousBlockTime, types.DefaultDistributionTimes)
tApp.InitializeFromGenesisStates(authGS, app.GenesisState{types.ModuleName: types.ModuleCdc.MustMarshalJSON(harvestGS)})
if tc.args.accArgs.vestingAccountBefore {

View File

@ -52,6 +52,7 @@ func (suite *GenesisTestSuite) TestGenesisValidation() {
),
},
types.DefaultMoneyMarkets,
types.DefaultCheckLtvIndexCount,
),
pbt: time.Date(2020, 10, 8, 12, 0, 0, 0, time.UTC),
pdts: types.GenesisDistributionTimes{
@ -75,6 +76,7 @@ func (suite *GenesisTestSuite) TestGenesisValidation() {
),
},
types.DefaultMoneyMarkets,
types.DefaultCheckLtvIndexCount,
),
pbt: time.Time{},
pdts: types.GenesisDistributionTimes{
@ -98,6 +100,7 @@ func (suite *GenesisTestSuite) TestGenesisValidation() {
),
},
types.DefaultMoneyMarkets,
types.DefaultCheckLtvIndexCount,
),
pbt: time.Date(2020, 10, 8, 12, 0, 0, 0, time.UTC),
pdts: types.GenesisDistributionTimes{

View File

@ -17,11 +17,13 @@ var (
KeyLPSchedules = []byte("LPSchedules")
KeyDelegatorSchedule = []byte("DelegatorSchedule")
KeyMoneyMarkets = []byte("MoneyMarkets")
KeyCheckLtvIndexCount = []byte("CheckLtvIndexCount")
DefaultActive = true
DefaultGovSchedules = DistributionSchedules{}
DefaultLPSchedules = DistributionSchedules{}
DefaultDelegatorSchedules = DelegatorDistributionSchedules{}
DefaultMoneyMarkets = MoneyMarkets{}
DefaultCheckLtvIndexCount = 10
GovDenom = cdptypes.DefaultGovDenom
)
@ -31,6 +33,7 @@ type Params struct {
LiquidityProviderSchedules DistributionSchedules `json:"liquidity_provider_schedules" yaml:"liquidity_provider_schedules"`
DelegatorDistributionSchedules DelegatorDistributionSchedules `json:"delegator_distribution_schedules" yaml:"delegator_distribution_schedules"`
MoneyMarkets MoneyMarkets `json:"money_markets" yaml:"money_markets"`
CheckLtvIndexCount int `json:"check_ltv_index_count" yaml:"check_ltv_index_count"`
}
// DistributionSchedule distribution schedule for liquidity providers
@ -423,18 +426,21 @@ func (irm InterestRateModel) Equal(irmCompareTo InterestRateModel) bool {
type InterestRateModels []InterestRateModel
// NewParams returns a new params object
func NewParams(active bool, lps DistributionSchedules, dds DelegatorDistributionSchedules, moneyMarkets MoneyMarkets) Params {
func NewParams(active bool, lps DistributionSchedules, dds DelegatorDistributionSchedules,
moneyMarkets MoneyMarkets, checkLtvIndexCount int) Params {
return Params{
Active: active,
LiquidityProviderSchedules: lps,
DelegatorDistributionSchedules: dds,
MoneyMarkets: moneyMarkets,
CheckLtvIndexCount: checkLtvIndexCount,
}
}
// DefaultParams returns default params for harvest module
func DefaultParams() Params {
return NewParams(DefaultActive, DefaultLPSchedules, DefaultDelegatorSchedules, DefaultMoneyMarkets)
return NewParams(DefaultActive, DefaultLPSchedules, DefaultDelegatorSchedules,
DefaultMoneyMarkets, DefaultCheckLtvIndexCount)
}
// String implements fmt.Stringer
@ -443,8 +449,10 @@ func (p Params) String() string {
Active: %t
Liquidity Provider Distribution Schedules %s
Delegator Distribution Schedule %s
Money Markets %v`,
p.Active, p.LiquidityProviderSchedules, p.DelegatorDistributionSchedules, p.MoneyMarkets)
Money Markets %v
Check LTV Index Count: %v`,
p.Active, p.LiquidityProviderSchedules, p.DelegatorDistributionSchedules,
p.MoneyMarkets, p.CheckLtvIndexCount)
}
// ParamKeyTable Key declaration for parameters
@ -459,6 +467,7 @@ func (p *Params) ParamSetPairs() params.ParamSetPairs {
params.NewParamSetPair(KeyLPSchedules, &p.LiquidityProviderSchedules, validateLPParams),
params.NewParamSetPair(KeyDelegatorSchedule, &p.DelegatorDistributionSchedules, validateDelegatorParams),
params.NewParamSetPair(KeyMoneyMarkets, &p.MoneyMarkets, validateMoneyMarketParams),
params.NewParamSetPair(KeyCheckLtvIndexCount, &p.CheckLtvIndexCount, validateCheckLtvIndexCount),
}
}
@ -472,7 +481,15 @@ func (p Params) Validate() error {
return err
}
return validateLPParams(p.LiquidityProviderSchedules)
if err := validateLPParams(p.LiquidityProviderSchedules); err != nil {
return err
}
if err := validateMoneyMarketParams(p.MoneyMarkets); err != nil {
return err
}
return validateCheckLtvIndexCount(p.CheckLtvIndexCount)
}
func validateActiveParam(i interface{}) error {
@ -517,3 +534,16 @@ func validateMoneyMarketParams(i interface{}) error {
return mm.Validate()
}
func validateCheckLtvIndexCount(i interface{}) error {
ltvCheckCount, ok := i.(int)
if !ok {
return fmt.Errorf("invalid parameter type: %T", i)
}
if ltvCheckCount < 0 {
return fmt.Errorf("CheckLtvIndexCount param must be positive, got: %d", ltvCheckCount)
}
return nil
}

View File

@ -18,12 +18,12 @@ type ParamTestSuite struct {
func (suite *ParamTestSuite) TestParamValidation() {
type args struct {
lps types.DistributionSchedules
gds types.DistributionSchedules
dds types.DelegatorDistributionSchedules
mms types.MoneyMarkets
kpr sdk.Dec
active bool
lps types.DistributionSchedules
gds types.DistributionSchedules
dds types.DelegatorDistributionSchedules
mms types.MoneyMarkets
ltvCounter int
active bool
}
testCases := []struct {
name string
@ -52,9 +52,9 @@ func (suite *ParamTestSuite) TestParamValidation() {
time.Hour*24,
),
},
mms: types.DefaultMoneyMarkets,
kpr: sdk.MustNewDecFromStr("0.05"),
active: true,
mms: types.DefaultMoneyMarkets,
ltvCounter: 10,
active: true,
},
expectPass: true,
expectedErr: "",
@ -70,9 +70,9 @@ func (suite *ParamTestSuite) TestParamValidation() {
time.Hour*24,
),
},
mms: types.DefaultMoneyMarkets,
kpr: sdk.MustNewDecFromStr("0.05"),
active: true,
mms: types.DefaultMoneyMarkets,
ltvCounter: 10,
active: true,
},
expectPass: false,
expectedErr: "reward denom should be hard",
@ -80,7 +80,7 @@ func (suite *ParamTestSuite) TestParamValidation() {
}
for _, tc := range testCases {
suite.Run(tc.name, func() {
params := types.NewParams(tc.args.active, tc.args.lps, tc.args.dds, tc.args.mms)
params := types.NewParams(tc.args.active, tc.args.lps, tc.args.dds, tc.args.mms, tc.args.ltvCounter)
err := params.Validate()
if tc.expectPass {
suite.NoError(err)