0g-chain/x/pricefeed/simulation/operations/msg.go
jmahess 55747ed0b8
[R4R] Fix pricefeed sims so does not always go to zero (#434)
* Generate pricefeed prices using a random walk at the beginning of sims

Co-authored-by: rhuairahrighairigh <ruaridh.odonnell@gmail.com>
Co-authored-by: John Maheswaran <john@kava.io>
Co-authored-by: Ruaridh <rhuairahrighairidh@users.noreply.github.com>
Co-authored-by: John Maheswaran <john@noreply>
Co-authored-by: Kevin Davis <karzak@users.noreply.github.com>
Co-authored-by: Kevin Davis <kjydavis3@gmail.com>
Co-authored-by: Denali Marsh <denali@kava.io>
2020-04-17 18:29:54 -04:00

168 lines
5.2 KiB
Go

package operations
import (
"fmt"
"math/rand"
"sync"
"time"
"github.com/cosmos/cosmos-sdk/baseapp"
sdk "github.com/cosmos/cosmos-sdk/types"
"github.com/cosmos/cosmos-sdk/x/simulation"
"github.com/kava-labs/kava/x/pricefeed"
"github.com/kava-labs/kava/x/pricefeed/keeper"
"github.com/kava-labs/kava/x/pricefeed/types"
)
var (
noOpMsg = simulation.NoOpMsg(pricefeed.ModuleName)
btcPrices = []sdk.Dec{}
bnbPrices = []sdk.Dec{}
xrpPrices = []sdk.Dec{}
genPrices sync.Once
)
// SimulateMsgUpdatePrices updates the prices of various assets by randomly varying them based on current price
func SimulateMsgUpdatePrices(keeper keeper.Keeper, blocks int) simulation.Operation {
// get a pricefeed handler
handler := pricefeed.NewHandler(keeper)
return func(r *rand.Rand, app *baseapp.BaseApp, ctx sdk.Context, accs []simulation.Account) (
simulation.OperationMsg, []simulation.FutureOperation, error) {
genPrices.Do(func() {
// generate a random walk for each asset exactly once, with observations equal to the number of blocks in the sim
for _, m := range keeper.GetMarkets(ctx) {
startPrice := getStartPrice(m.MarketID)
// allow prices to fluctuate from 10x GAINZ to 100x REKT
maxPrice := sdk.MustNewDecFromStr("10.0").Mul(startPrice)
minPrice := sdk.MustNewDecFromStr("0.01").Mul(startPrice)
previousPrice := startPrice
for i := 0; i < blocks; i++ {
increment := getIncrement(m.MarketID)
// note calling r instead of rand here breaks determinism
upDown := rand.Intn(2)
if upDown == 0 {
if previousPrice.Add(increment).GT(maxPrice) {
previousPrice = maxPrice
} else {
previousPrice = previousPrice.Add(increment)
}
} else {
if previousPrice.Sub(increment).LT(minPrice) {
previousPrice = minPrice
} else {
previousPrice = previousPrice.Sub(increment)
}
}
setPrice(m.MarketID, previousPrice)
}
}
})
randomMarket := pickRandomAsset(ctx, keeper, r)
marketID := randomMarket.MarketID
address := getRandomOracle(r, randomMarket)
price := pickNewRandomPrice(marketID, int(ctx.BlockHeight()))
// get the expiry time based off the current time
expiry := getExpiryTime(ctx)
// now create the msg to post price
msg := types.NewMsgPostPrice(address, marketID, price, expiry)
// Perform basic validation of the msg - don't submit errors that fail ValidateBasic, use unit tests for testing ValidateBasic
if err := msg.ValidateBasic(); err != nil {
return noOpMsg, nil, fmt.Errorf("expected msg to pass ValidateBasic: %s", msg.GetSignBytes())
}
// now we submit the pricefeed update message
if ok := submitMsg(ctx, handler, msg); !ok {
return noOpMsg, nil, fmt.Errorf("could not submit pricefeed msg")
}
return simulation.NewOperationMsg(msg, true, "pricefeed update submitted"), nil, nil
}
}
func getStartPrice(marketID string) (startPrice sdk.Dec) {
switch marketID {
case "btc:usd":
return sdk.MustNewDecFromStr("7000")
case "bnb:usd":
return sdk.MustNewDecFromStr("15")
case "xrp:usd":
return sdk.MustNewDecFromStr("0.25")
}
return sdk.MustNewDecFromStr("100")
}
func getIncrement(marketID string) (increment sdk.Dec) {
startPrice := getStartPrice(marketID)
divisor := sdk.MustNewDecFromStr("20")
increment = startPrice.Quo(divisor)
return increment
}
func setPrice(marketID string, price sdk.Dec) {
switch marketID {
case "btc:usd":
btcPrices = append(btcPrices, price)
return
case "bnb:usd":
bnbPrices = append(bnbPrices, price)
return
case "xrp:usd":
xrpPrices = append(xrpPrices, price)
}
return
}
func pickNewRandomPrice(marketID string, blockHeight int) (newPrice sdk.Dec) {
switch marketID {
case "btc:usd":
return btcPrices[blockHeight-1]
case "bnb:usd":
return bnbPrices[blockHeight-1]
case "xrp:usd":
return xrpPrices[blockHeight-1]
}
panic("invalid price request")
}
// getRandomOracle picks a random oracle from the list of oracles
func getRandomOracle(r *rand.Rand, market pricefeed.Market) sdk.AccAddress {
randomIndex := simulation.RandIntBetween(r, 0, len(market.Oracles))
oracle := market.Oracles[randomIndex]
return oracle
}
// pickRandomAsset picks a random asset out of the assets with equal probability
// it returns the Market which includes the base asset as one of its fields
func pickRandomAsset(ctx sdk.Context, keeper keeper.Keeper, r *rand.Rand) (market types.Market) {
// get the params
params := keeper.GetParams(ctx)
// now pick a random asset
randomIndex := simulation.RandIntBetween(r, 0, len(params.Markets))
market = params.Markets[randomIndex]
return market
}
// getExpiryTime gets a price expiry time by taking the current time and adding a delta to it
func getExpiryTime(ctx sdk.Context) (t time.Time) {
// need to use the blocktime from the context as the context generates random start time when running simulations
t = ctx.BlockTime().Add(time.Second * 1000000)
return t
}
// submitMsg submits a message to the current instance of the keeper and returns a boolean whether the operation completed successfully or not
func submitMsg(ctx sdk.Context, handler sdk.Handler, msg sdk.Msg) (ok bool) {
ctx, write := ctx.CacheContext()
got := handler(ctx, msg)
ok = got.IsOK()
if ok {
write()
}
return ok
}