0g-chain/x/cdp/keeper/seize_test.go
Kevin Davis e4daffcaf8
fix: enforce max number of liquidations in cdp begin blocker (#849)
* fix: enforce max number of liquidations in cdp begin blocker

* address review comments
2021-02-23 12:39:39 -07:00

464 lines
14 KiB
Go

package keeper_test
import (
"errors"
"math/rand"
"strings"
"testing"
"time"
"github.com/stretchr/testify/suite"
sdk "github.com/cosmos/cosmos-sdk/types"
"github.com/cosmos/cosmos-sdk/x/simulation"
abci "github.com/tendermint/tendermint/abci/types"
tmtime "github.com/tendermint/tendermint/types/time"
"github.com/kava-labs/kava/app"
"github.com/kava-labs/kava/x/auction"
"github.com/kava-labs/kava/x/cdp/keeper"
"github.com/kava-labs/kava/x/cdp/types"
)
type SeizeTestSuite struct {
suite.Suite
keeper keeper.Keeper
addrs []sdk.AccAddress
app app.TestApp
cdps types.CDPs
ctx sdk.Context
liquidations liquidationTracker
}
type liquidationTracker struct {
xrp []uint64
btc []uint64
debt int64
}
func (suite *SeizeTestSuite) SetupTest() {
tApp := app.NewTestApp()
ctx := tApp.NewContext(true, abci.Header{Height: 1, Time: tmtime.Now()})
coins := []sdk.Coins{}
tracker := liquidationTracker{}
for j := 0; j < 100; j++ {
coins = append(coins, cs(c("btc", 100000000), c("xrp", 10000000000)))
}
_, addrs := app.GeneratePrivKeyAddressPairs(100)
authGS := app.NewAuthGenState(
addrs, coins)
tApp.InitializeFromGenesisStates(
authGS,
NewPricefeedGenStateMulti(),
NewCDPGenStateMulti(),
)
suite.ctx = ctx
suite.app = tApp
suite.keeper = tApp.GetCDPKeeper()
suite.cdps = types.CDPs{}
suite.addrs = addrs
suite.liquidations = tracker
}
func (suite *SeizeTestSuite) createCdps() {
tApp := app.NewTestApp()
ctx := tApp.NewContext(true, abci.Header{Height: 1, Time: tmtime.Now()})
cdps := make(types.CDPs, 100)
_, addrs := app.GeneratePrivKeyAddressPairs(100)
coins := []sdk.Coins{}
tracker := liquidationTracker{}
for j := 0; j < 100; j++ {
coins = append(coins, cs(c("btc", 100000000), c("xrp", 10000000000)))
}
authGS := app.NewAuthGenState(
addrs, coins)
tApp.InitializeFromGenesisStates(
authGS,
NewPricefeedGenStateMulti(),
NewCDPGenStateMulti(),
)
suite.ctx = ctx
suite.app = tApp
suite.keeper = tApp.GetCDPKeeper()
randSource := rand.New(rand.NewSource(int64(777)))
for j := 0; j < 100; j++ {
collateral := "xrp"
amount := 10000000000
debt := simulation.RandIntBetween(randSource, 750000000, 1249000000)
if j%2 == 0 {
collateral = "btc"
amount = 100000000
debt = simulation.RandIntBetween(randSource, 2700000000, 5332000000)
if debt >= 4000000000 {
tracker.btc = append(tracker.btc, uint64(j+1))
tracker.debt += int64(debt)
}
} else {
if debt >= 1000000000 {
tracker.xrp = append(tracker.xrp, uint64(j+1))
tracker.debt += int64(debt)
}
}
err := suite.keeper.AddCdp(suite.ctx, addrs[j], c(collateral, int64(amount)), c("usdx", int64(debt)), collateral+"-a")
suite.NoError(err)
c, f := suite.keeper.GetCDP(suite.ctx, collateral+"-a", uint64(j+1))
suite.True(f)
cdps[j] = c
}
suite.cdps = cdps
suite.addrs = addrs
suite.liquidations = tracker
}
func (suite *SeizeTestSuite) setPrice(price sdk.Dec, market string) {
pfKeeper := suite.app.GetPriceFeedKeeper()
pfKeeper.SetPrice(suite.ctx, sdk.AccAddress{}, market, price, suite.ctx.BlockTime().Add(time.Hour*3))
err := pfKeeper.SetCurrentPrices(suite.ctx, market)
suite.NoError(err)
pp, err := pfKeeper.GetCurrentPrice(suite.ctx, market)
suite.NoError(err)
suite.Equal(price, pp.Price)
}
func (suite *SeizeTestSuite) TestSeizeCollateral() {
suite.createCdps()
sk := suite.app.GetSupplyKeeper()
cdp, found := suite.keeper.GetCDP(suite.ctx, "xrp-a", uint64(2))
suite.True(found)
p := cdp.Principal.Amount
cl := cdp.Collateral.Amount
tpb := suite.keeper.GetTotalPrincipal(suite.ctx, "xrp-a", "usdx")
err := suite.keeper.SeizeCollateral(suite.ctx, cdp)
suite.NoError(err)
tpa := suite.keeper.GetTotalPrincipal(suite.ctx, "xrp-a", "usdx")
suite.Equal(tpb.Sub(tpa), p)
auctionKeeper := suite.app.GetAuctionKeeper()
_, found = auctionKeeper.GetAuction(suite.ctx, auction.DefaultNextAuctionID)
suite.True(found)
auctionMacc := sk.GetModuleAccount(suite.ctx, auction.ModuleName)
suite.Equal(cs(c("debt", p.Int64()), c("xrp", cl.Int64())), auctionMacc.GetCoins())
ak := suite.app.GetAccountKeeper()
acc := ak.GetAccount(suite.ctx, suite.addrs[1])
suite.Equal(p.Int64(), acc.GetCoins().AmountOf("usdx").Int64())
err = suite.keeper.WithdrawCollateral(suite.ctx, suite.addrs[1], suite.addrs[1], c("xrp", 10), "xrp-a")
suite.Require().True(errors.Is(err, types.ErrCdpNotFound))
}
func (suite *SeizeTestSuite) TestSeizeCollateralMultiDeposit() {
suite.createCdps()
sk := suite.app.GetSupplyKeeper()
cdp, found := suite.keeper.GetCDP(suite.ctx, "xrp-a", uint64(2))
suite.True(found)
err := suite.keeper.DepositCollateral(suite.ctx, suite.addrs[1], suite.addrs[0], c("xrp", 6999000000), "xrp-a")
suite.NoError(err)
cdp, found = suite.keeper.GetCDP(suite.ctx, "xrp-a", uint64(2))
suite.True(found)
deposits := suite.keeper.GetDeposits(suite.ctx, cdp.ID)
suite.Equal(2, len(deposits))
p := cdp.Principal.Amount
cl := cdp.Collateral.Amount
tpb := suite.keeper.GetTotalPrincipal(suite.ctx, "xrp-a", "usdx")
err = suite.keeper.SeizeCollateral(suite.ctx, cdp)
suite.NoError(err)
tpa := suite.keeper.GetTotalPrincipal(suite.ctx, "xrp-a", "usdx")
suite.Equal(tpb.Sub(tpa), p)
auctionMacc := sk.GetModuleAccount(suite.ctx, auction.ModuleName)
suite.Equal(cs(c("debt", p.Int64()), c("xrp", cl.Int64())), auctionMacc.GetCoins())
ak := suite.app.GetAccountKeeper()
acc := ak.GetAccount(suite.ctx, suite.addrs[1])
suite.Equal(p.Int64(), acc.GetCoins().AmountOf("usdx").Int64())
err = suite.keeper.WithdrawCollateral(suite.ctx, suite.addrs[1], suite.addrs[1], c("xrp", 10), "xrp-a")
suite.Require().True(errors.Is(err, types.ErrCdpNotFound))
}
func (suite *SeizeTestSuite) TestLiquidateCdps() {
suite.createCdps()
sk := suite.app.GetSupplyKeeper()
acc := sk.GetModuleAccount(suite.ctx, types.ModuleName)
originalXrpCollateral := acc.GetCoins().AmountOf("xrp")
suite.setPrice(d("0.2"), "xrp:usd")
p, found := suite.keeper.GetCollateral(suite.ctx, "xrp-a")
suite.True(found)
suite.keeper.LiquidateCdps(suite.ctx, "xrp:usd", "xrp-a", p.LiquidationRatio, p.CheckCollateralizationIndexCount)
acc = sk.GetModuleAccount(suite.ctx, types.ModuleName)
finalXrpCollateral := acc.GetCoins().AmountOf("xrp")
seizedXrpCollateral := originalXrpCollateral.Sub(finalXrpCollateral)
xrpLiquidations := int(seizedXrpCollateral.Quo(i(10000000000)).Int64())
suite.Equal(10, xrpLiquidations)
}
func (suite *SeizeTestSuite) TestApplyLiquidationPenalty() {
penalty := suite.keeper.ApplyLiquidationPenalty(suite.ctx, "xrp-a", i(1000))
suite.Equal(i(50), penalty)
penalty = suite.keeper.ApplyLiquidationPenalty(suite.ctx, "btc-a", i(1000))
suite.Equal(i(25), penalty)
penalty = suite.keeper.ApplyLiquidationPenalty(suite.ctx, "xrp-a", i(675760172))
suite.Equal(i(33788009), penalty)
suite.Panics(func() { suite.keeper.ApplyLiquidationPenalty(suite.ctx, "lol-a", i(1000)) })
}
func (suite *SeizeTestSuite) TestKeeperLiquidation() {
type args struct {
ctype string
blockTime time.Time
initialPrice sdk.Dec
finalPrice sdk.Dec
collateral sdk.Coin
principal sdk.Coin
expectedKeeperCoins sdk.Coins // additional coins (if any) the borrower address should have after successfully liquidating position
expectedAuctions auction.Auctions // the auctions we should expect to find have been started
}
type errArgs struct {
expectLiquidate bool
contains string
}
type test struct {
name string
args args
errArgs errArgs
}
// Set up auction constants
layout := "2006-01-02T15:04:05.000Z"
endTimeStr := "9000-01-01T00:00:00.000Z"
endTime, _ := time.Parse(layout, endTimeStr)
addr, _ := sdk.AccAddressFromBech32("kava1ze7y9qwdddejmy7jlw4cymqqlt2wh05yhwmrv2")
testCases := []test{
{
"valid liquidation",
args{
"btc-a",
time.Date(2020, 12, 15, 14, 0, 0, 0, time.UTC),
d("20000.00"),
d("19000.0"),
c("btc", 10000000),
c("usdx", 1333330000),
cs(c("btc", 100100000), c("xrp", 10000000000)),
auction.Auctions{
auction.CollateralAuction{
BaseAuction: auction.BaseAuction{
ID: 1,
Initiator: "liquidator",
Lot: c("btc", 9900000),
Bidder: nil,
Bid: c("usdx", 0),
HasReceivedBids: false,
EndTime: endTime,
MaxEndTime: endTime,
},
CorrespondingDebt: c("debt", 1333330000),
MaxBid: c("usdx", 1366663250),
LotReturns: auction.WeightedAddresses{[]sdk.AccAddress{addr}, []sdk.Int{sdk.NewInt(9900000)}},
},
},
},
errArgs{
true,
"",
},
},
{
"invalid - not below collateralization ratio",
args{
"btc-a",
time.Date(2020, 12, 15, 14, 0, 0, 0, time.UTC),
d("20000.00"),
d("21000.0"),
c("btc", 10000000),
c("usdx", 1333330000),
cs(),
auction.Auctions{},
},
errArgs{
false,
"collateral ratio not below liquidation ratio",
},
},
}
for _, tc := range testCases {
suite.Run(tc.name, func() {
suite.SetupTest()
// setup pricefeed
pk := suite.app.GetPriceFeedKeeper()
_, err := pk.SetPrice(suite.ctx, sdk.AccAddress{}, "btc:usd", tc.args.initialPrice, suite.ctx.BlockTime().Add(time.Hour*24))
suite.Require().NoError(err)
err = pk.SetCurrentPrices(suite.ctx, "btc:usd")
suite.Require().NoError(err)
// setup cdp state
suite.keeper.SetPreviousAccrualTime(suite.ctx, tc.args.ctype, suite.ctx.BlockTime())
suite.keeper.SetInterestFactor(suite.ctx, tc.args.ctype, sdk.OneDec())
err = suite.keeper.AddCdp(suite.ctx, suite.addrs[0], tc.args.collateral, tc.args.principal, tc.args.ctype)
suite.Require().NoError(err)
// update pricefeed
_, err = pk.SetPrice(suite.ctx, sdk.AccAddress{}, "btc:usd", tc.args.finalPrice, suite.ctx.BlockTime().Add(time.Hour*24))
suite.Require().NoError(err)
err = pk.SetCurrentPrices(suite.ctx, "btc:usd")
suite.Require().NoError(err)
_, found := suite.keeper.GetCdpByOwnerAndCollateralType(suite.ctx, suite.addrs[0], tc.args.ctype)
suite.Require().True(found)
err = suite.keeper.AttemptKeeperLiquidation(suite.ctx, suite.addrs[1], suite.addrs[0], tc.args.ctype)
if tc.errArgs.expectLiquidate {
suite.Require().NoError(err)
_, found = suite.keeper.GetCdpByOwnerAndCollateralType(suite.ctx, suite.addrs[0], tc.args.ctype)
suite.Require().False(found)
ak := suite.app.GetAuctionKeeper()
auctions := ak.GetAllAuctions(suite.ctx)
suite.Require().Equal(tc.args.expectedAuctions, auctions)
ack := suite.app.GetAccountKeeper()
keeper := ack.GetAccount(suite.ctx, suite.addrs[1])
suite.Require().Equal(tc.args.expectedKeeperCoins, keeper.GetCoins())
} else {
suite.Require().Error(err)
suite.Require().True(strings.Contains(err.Error(), tc.errArgs.contains))
}
})
}
}
func (suite *SeizeTestSuite) TestBeginBlockerLiquidation() {
type args struct {
ctype string
blockTime time.Time
initialPrice sdk.Dec
finalPrice sdk.Dec
collaterals sdk.Coins
principals sdk.Coins
expectedAuctions auction.Auctions // the auctions we should expect to find have been started
}
type errArgs struct {
expectLiquidate bool
contains string
}
type test struct {
name string
args args
errArgs errArgs
}
// Set up auction constants
layout := "2006-01-02T15:04:05.000Z"
endTimeStr := "9000-01-01T00:00:00.000Z"
endTime, _ := time.Parse(layout, endTimeStr)
addr, _ := sdk.AccAddressFromBech32("kava1ze7y9qwdddejmy7jlw4cymqqlt2wh05yhwmrv2")
testCases := []test{
{
"1 liquidation",
args{
"btc-a",
time.Date(2020, 12, 15, 14, 0, 0, 0, time.UTC),
d("20000.00"),
d("10000.00"),
sdk.Coins{c("btc", 10000000), c("btc", 10000000)},
sdk.Coins{c("usdx", 1000000000), c("usdx", 500000000)},
auction.Auctions{
auction.CollateralAuction{
BaseAuction: auction.BaseAuction{
ID: 1,
Initiator: "liquidator",
Lot: c("btc", 10000000),
Bidder: nil,
Bid: c("usdx", 0),
HasReceivedBids: false,
EndTime: endTime,
MaxEndTime: endTime,
},
CorrespondingDebt: c("debt", 1000000000),
MaxBid: c("usdx", 1025000000),
LotReturns: auction.WeightedAddresses{[]sdk.AccAddress{addr}, []sdk.Int{sdk.NewInt(10000000)}},
},
},
},
errArgs{
true,
"",
},
},
{
"no liquidation",
args{
"btc-a",
time.Date(2020, 12, 15, 14, 0, 0, 0, time.UTC),
d("20000.00"),
d("10000.00"),
sdk.Coins{c("btc", 10000000), c("btc", 10000000)},
sdk.Coins{c("usdx", 500000000), c("usdx", 500000000)},
auction.Auctions{},
},
errArgs{
false,
"collateral ratio not below liquidation ratio",
},
},
}
for _, tc := range testCases {
suite.Run(tc.name, func() {
suite.SetupTest()
// setup pricefeed
pk := suite.app.GetPriceFeedKeeper()
_, err := pk.SetPrice(suite.ctx, sdk.AccAddress{}, "btc:usd", tc.args.initialPrice, suite.ctx.BlockTime().Add(time.Hour*24))
suite.Require().NoError(err)
err = pk.SetCurrentPrices(suite.ctx, "btc:usd")
suite.Require().NoError(err)
// setup cdp state
suite.keeper.SetPreviousAccrualTime(suite.ctx, tc.args.ctype, suite.ctx.BlockTime())
suite.keeper.SetInterestFactor(suite.ctx, tc.args.ctype, sdk.OneDec())
for idx, col := range tc.args.collaterals {
err := suite.keeper.AddCdp(suite.ctx, suite.addrs[idx], col, tc.args.principals[idx], tc.args.ctype)
suite.Require().NoError(err)
}
// update pricefeed
_, err = pk.SetPrice(suite.ctx, sdk.AccAddress{}, "btc:usd", tc.args.finalPrice, suite.ctx.BlockTime().Add(time.Hour*24))
suite.Require().NoError(err)
err = pk.SetCurrentPrices(suite.ctx, "btc:usd")
suite.Require().NoError(err)
_ = suite.app.BeginBlocker(suite.ctx, abci.RequestBeginBlock{Header: suite.ctx.BlockHeader()})
ak := suite.app.GetAuctionKeeper()
auctions := ak.GetAllAuctions(suite.ctx)
if tc.errArgs.expectLiquidate {
suite.Require().Equal(tc.args.expectedAuctions, auctions)
for _, a := range auctions {
ca := a.(auction.CollateralAuction)
_, found := suite.keeper.GetCdpByOwnerAndCollateralType(suite.ctx, ca.LotReturns.Addresses[0], tc.args.ctype)
suite.Require().False(found)
}
} else {
suite.Require().Equal(0, len(auctions))
for idx, _ := range tc.args.collaterals {
_, found := suite.keeper.GetCdpByOwnerAndCollateralType(suite.ctx, suite.addrs[idx], tc.args.ctype)
suite.Require().True(found)
}
}
})
}
}
func TestSeizeTestSuite(t *testing.T) {
suite.Run(t, new(SeizeTestSuite))
}