0g-chain/x/incentive/keeper/rewards_supply.go
Ruaridh 42c0b187f4
Incentive Refactor: split large files (#905)
* group reward code by type

* split out usdx reward tests into own file

* split out delegator reward tests into own file

* split supply borrow reward tests into own files

* sync order of test functions in files
2021-05-04 08:47:21 -06:00

428 lines
16 KiB
Go

package keeper
import (
"fmt"
"math"
"time"
sdk "github.com/cosmos/cosmos-sdk/types"
hardtypes "github.com/kava-labs/kava/x/hard/types"
"github.com/kava-labs/kava/x/incentive/types"
)
// AccumulateHardSupplyRewards updates the rewards accumulated for the input reward period
func (k Keeper) AccumulateHardSupplyRewards(ctx sdk.Context, rewardPeriod types.MultiRewardPeriod) error {
previousAccrualTime, found := k.GetPreviousHardSupplyRewardAccrualTime(ctx, rewardPeriod.CollateralType)
if !found {
k.SetPreviousHardSupplyRewardAccrualTime(ctx, rewardPeriod.CollateralType, ctx.BlockTime())
return nil
}
timeElapsed := CalculateTimeElapsed(rewardPeriod.Start, rewardPeriod.End, ctx.BlockTime(), previousAccrualTime)
if timeElapsed.IsZero() {
return nil
}
if rewardPeriod.RewardsPerSecond.IsZero() {
k.SetPreviousHardSupplyRewardAccrualTime(ctx, rewardPeriod.CollateralType, ctx.BlockTime())
return nil
}
totalSuppliedCoins, foundTotalSuppliedCoins := k.hardKeeper.GetSuppliedCoins(ctx)
if !foundTotalSuppliedCoins {
k.SetPreviousHardSupplyRewardAccrualTime(ctx, rewardPeriod.CollateralType, ctx.BlockTime())
return nil
}
totalSupplied := totalSuppliedCoins.AmountOf(rewardPeriod.CollateralType).ToDec()
if totalSupplied.IsZero() {
k.SetPreviousHardSupplyRewardAccrualTime(ctx, rewardPeriod.CollateralType, ctx.BlockTime())
return nil
}
previousRewardIndexes, found := k.GetHardSupplyRewardIndexes(ctx, rewardPeriod.CollateralType)
if !found {
for _, rewardCoin := range rewardPeriod.RewardsPerSecond {
rewardIndex := types.NewRewardIndex(rewardCoin.Denom, sdk.ZeroDec())
previousRewardIndexes = append(previousRewardIndexes, rewardIndex)
}
k.SetHardSupplyRewardIndexes(ctx, rewardPeriod.CollateralType, previousRewardIndexes)
}
hardFactor, found := k.hardKeeper.GetSupplyInterestFactor(ctx, rewardPeriod.CollateralType)
if !found {
k.SetPreviousHardSupplyRewardAccrualTime(ctx, rewardPeriod.CollateralType, ctx.BlockTime())
return nil
}
newRewardIndexes := previousRewardIndexes
for _, rewardCoin := range rewardPeriod.RewardsPerSecond {
newRewards := rewardCoin.Amount.ToDec().Mul(timeElapsed.ToDec())
previousRewardIndex, found := previousRewardIndexes.GetRewardIndex(rewardCoin.Denom)
if !found {
previousRewardIndex = types.NewRewardIndex(rewardCoin.Denom, sdk.ZeroDec())
}
// Calculate new reward factor and update reward index
rewardFactor := newRewards.Mul(hardFactor).Quo(totalSupplied)
newRewardFactorValue := previousRewardIndex.RewardFactor.Add(rewardFactor)
newRewardIndex := types.NewRewardIndex(rewardCoin.Denom, newRewardFactorValue)
i, found := newRewardIndexes.GetFactorIndex(rewardCoin.Denom)
if found {
newRewardIndexes[i] = newRewardIndex
} else {
newRewardIndexes = append(newRewardIndexes, newRewardIndex)
}
}
k.SetHardSupplyRewardIndexes(ctx, rewardPeriod.CollateralType, newRewardIndexes)
k.SetPreviousHardSupplyRewardAccrualTime(ctx, rewardPeriod.CollateralType, ctx.BlockTime())
return nil
}
// InitializeHardSupplyReward initializes the supply-side of a hard liquidity provider claim
// by creating the claim and setting the supply reward factor index
func (k Keeper) InitializeHardSupplyReward(ctx sdk.Context, deposit hardtypes.Deposit) {
var supplyRewardIndexes types.MultiRewardIndexes
for _, coin := range deposit.Amount {
globalRewardIndexes, foundGlobalRewardIndexes := k.GetHardSupplyRewardIndexes(ctx, coin.Denom)
var multiRewardIndex types.MultiRewardIndex
if foundGlobalRewardIndexes {
multiRewardIndex = types.NewMultiRewardIndex(coin.Denom, globalRewardIndexes)
} else {
multiRewardIndex = types.NewMultiRewardIndex(coin.Denom, types.RewardIndexes{})
}
supplyRewardIndexes = append(supplyRewardIndexes, multiRewardIndex)
}
claim, found := k.GetHardLiquidityProviderClaim(ctx, deposit.Depositor)
if !found {
// Instantiate claim object
claim = types.NewHardLiquidityProviderClaim(deposit.Depositor, sdk.Coins{}, nil, nil, nil)
}
claim.SupplyRewardIndexes = supplyRewardIndexes
k.SetHardLiquidityProviderClaim(ctx, claim)
}
// SynchronizeHardSupplyReward updates the claim object by adding any accumulated rewards
// and updating the reward index value
func (k Keeper) SynchronizeHardSupplyReward(ctx sdk.Context, deposit hardtypes.Deposit) {
claim, found := k.GetHardLiquidityProviderClaim(ctx, deposit.Depositor)
if !found {
return
}
for _, coin := range deposit.Amount {
globalRewardIndexes, foundGlobalRewardIndexes := k.GetHardSupplyRewardIndexes(ctx, coin.Denom)
if !foundGlobalRewardIndexes {
continue
}
userMultiRewardIndex, foundUserMultiRewardIndex := claim.SupplyRewardIndexes.GetRewardIndex(coin.Denom)
if !foundUserMultiRewardIndex {
continue
}
userRewardIndexIndex, foundUserRewardIndexIndex := claim.SupplyRewardIndexes.GetRewardIndexIndex(coin.Denom)
if !foundUserRewardIndexIndex {
continue
}
for _, globalRewardIndex := range globalRewardIndexes {
userRewardIndex, foundUserRewardIndex := userMultiRewardIndex.RewardIndexes.GetRewardIndex(globalRewardIndex.CollateralType)
if !foundUserRewardIndex {
// User deposited this coin type before it had rewards. When new rewards are added, legacy depositors
// should immediately begin earning rewards. Enable users to do so by updating their claim with the global
// reward index denom and start their reward factor at 0.0
userRewardIndex = types.NewRewardIndex(globalRewardIndex.CollateralType, sdk.ZeroDec())
userMultiRewardIndex.RewardIndexes = append(userMultiRewardIndex.RewardIndexes, userRewardIndex)
claim.SupplyRewardIndexes[userRewardIndexIndex] = userMultiRewardIndex
}
globalRewardFactor := globalRewardIndex.RewardFactor
userRewardFactor := userRewardIndex.RewardFactor
rewardsAccumulatedFactor := globalRewardFactor.Sub(userRewardFactor)
if rewardsAccumulatedFactor.IsNegative() {
panic(fmt.Sprintf("reward accumulation factor cannot be negative: %s", rewardsAccumulatedFactor))
}
newRewardsAmount := rewardsAccumulatedFactor.Mul(deposit.Amount.AmountOf(coin.Denom).ToDec()).RoundInt()
factorIndex, foundFactorIndex := userMultiRewardIndex.RewardIndexes.GetFactorIndex(globalRewardIndex.CollateralType)
if !foundFactorIndex { // should never trigger, as we basically do this check at the start of this loop
continue
}
claim.SupplyRewardIndexes[userRewardIndexIndex].RewardIndexes[factorIndex].RewardFactor = globalRewardIndex.RewardFactor
newRewardsCoin := sdk.NewCoin(userRewardIndex.CollateralType, newRewardsAmount)
claim.Reward = claim.Reward.Add(newRewardsCoin)
}
}
k.SetHardLiquidityProviderClaim(ctx, claim)
}
// UpdateHardSupplyIndexDenoms adds any new deposit denoms to the claim's supply reward index
func (k Keeper) UpdateHardSupplyIndexDenoms(ctx sdk.Context, deposit hardtypes.Deposit) {
claim, found := k.GetHardLiquidityProviderClaim(ctx, deposit.Depositor)
if !found {
claim = types.NewHardLiquidityProviderClaim(deposit.Depositor, sdk.Coins{}, nil, nil, nil)
}
depositDenoms := getDenoms(deposit.Amount)
supplyRewardIndexDenoms := claim.SupplyRewardIndexes.GetCollateralTypes()
uniqueDepositDenoms := setDifference(depositDenoms, supplyRewardIndexDenoms)
uniqueSupplyRewardDenoms := setDifference(supplyRewardIndexDenoms, depositDenoms)
supplyRewardIndexes := claim.SupplyRewardIndexes
// Create a new multi-reward index in the claim for every new deposit denom
for _, denom := range uniqueDepositDenoms {
_, foundUserRewardIndexes := claim.SupplyRewardIndexes.GetRewardIndex(denom)
if !foundUserRewardIndexes {
globalSupplyRewardIndexes, foundGlobalSupplyRewardIndexes := k.GetHardSupplyRewardIndexes(ctx, denom)
var multiRewardIndex types.MultiRewardIndex
if foundGlobalSupplyRewardIndexes {
multiRewardIndex = types.NewMultiRewardIndex(denom, globalSupplyRewardIndexes)
} else {
multiRewardIndex = types.NewMultiRewardIndex(denom, types.RewardIndexes{})
}
supplyRewardIndexes = append(supplyRewardIndexes, multiRewardIndex)
}
}
// Delete multi-reward index from claim if the collateral type is no longer deposited
for _, denom := range uniqueSupplyRewardDenoms {
supplyRewardIndexes = supplyRewardIndexes.RemoveRewardIndex(denom)
}
claim.SupplyRewardIndexes = supplyRewardIndexes
k.SetHardLiquidityProviderClaim(ctx, claim)
}
// SynchronizeHardLiquidityProviderClaim adds any accumulated rewards
func (k Keeper) SynchronizeHardLiquidityProviderClaim(ctx sdk.Context, owner sdk.AccAddress) {
// Synchronize any hard liquidity supply-side rewards
deposit, foundDeposit := k.hardKeeper.GetDeposit(ctx, owner)
if foundDeposit {
k.SynchronizeHardSupplyReward(ctx, deposit)
}
// Synchronize any hard liquidity borrow-side rewards
borrow, foundBorrow := k.hardKeeper.GetBorrow(ctx, owner)
if foundBorrow {
k.SynchronizeHardBorrowReward(ctx, borrow)
}
// Synchronize any hard delegator rewards
k.SynchronizeHardDelegatorRewards(ctx, owner, nil, false)
}
// ZeroHardLiquidityProviderClaim zeroes out the claim object's rewards and returns the updated claim object
func (k Keeper) ZeroHardLiquidityProviderClaim(ctx sdk.Context, claim types.HardLiquidityProviderClaim) types.HardLiquidityProviderClaim {
claim.Reward = sdk.NewCoins()
k.SetHardLiquidityProviderClaim(ctx, claim)
return claim
}
// SimulateHardSynchronization calculates a user's outstanding hard rewards by simulating reward synchronization
func (k Keeper) SimulateHardSynchronization(ctx sdk.Context, claim types.HardLiquidityProviderClaim) types.HardLiquidityProviderClaim {
// 1. Simulate Hard supply-side rewards
for _, ri := range claim.SupplyRewardIndexes {
globalRewardIndexes, foundGlobalRewardIndexes := k.GetHardSupplyRewardIndexes(ctx, ri.CollateralType)
if !foundGlobalRewardIndexes {
continue
}
userRewardIndexes, foundUserRewardIndexes := claim.SupplyRewardIndexes.GetRewardIndex(ri.CollateralType)
if !foundUserRewardIndexes {
continue
}
userRewardIndexIndex, foundUserRewardIndexIndex := claim.SupplyRewardIndexes.GetRewardIndexIndex(ri.CollateralType)
if !foundUserRewardIndexIndex {
continue
}
for _, globalRewardIndex := range globalRewardIndexes {
userRewardIndex, foundUserRewardIndex := userRewardIndexes.RewardIndexes.GetRewardIndex(globalRewardIndex.CollateralType)
if !foundUserRewardIndex {
userRewardIndex = types.NewRewardIndex(globalRewardIndex.CollateralType, sdk.ZeroDec())
userRewardIndexes.RewardIndexes = append(userRewardIndexes.RewardIndexes, userRewardIndex)
claim.SupplyRewardIndexes[userRewardIndexIndex].RewardIndexes = append(claim.SupplyRewardIndexes[userRewardIndexIndex].RewardIndexes, userRewardIndex)
}
globalRewardFactor := globalRewardIndex.RewardFactor
userRewardFactor := userRewardIndex.RewardFactor
rewardsAccumulatedFactor := globalRewardFactor.Sub(userRewardFactor)
if rewardsAccumulatedFactor.IsZero() {
continue
}
deposit, found := k.hardKeeper.GetDeposit(ctx, claim.GetOwner())
if !found {
continue
}
newRewardsAmount := rewardsAccumulatedFactor.Mul(deposit.Amount.AmountOf(ri.CollateralType).ToDec()).RoundInt()
if newRewardsAmount.IsZero() || newRewardsAmount.IsNegative() {
continue
}
factorIndex, foundFactorIndex := userRewardIndexes.RewardIndexes.GetFactorIndex(globalRewardIndex.CollateralType)
if !foundFactorIndex {
continue
}
claim.SupplyRewardIndexes[userRewardIndexIndex].RewardIndexes[factorIndex].RewardFactor = globalRewardIndex.RewardFactor
newRewardsCoin := sdk.NewCoin(userRewardIndex.CollateralType, newRewardsAmount)
claim.Reward = claim.Reward.Add(newRewardsCoin)
}
}
// 2. Simulate Hard borrow-side rewards
for _, ri := range claim.BorrowRewardIndexes {
globalRewardIndexes, foundGlobalRewardIndexes := k.GetHardBorrowRewardIndexes(ctx, ri.CollateralType)
if !foundGlobalRewardIndexes {
continue
}
userRewardIndexes, foundUserRewardIndexes := claim.BorrowRewardIndexes.GetRewardIndex(ri.CollateralType)
if !foundUserRewardIndexes {
continue
}
userRewardIndexIndex, foundUserRewardIndexIndex := claim.BorrowRewardIndexes.GetRewardIndexIndex(ri.CollateralType)
if !foundUserRewardIndexIndex {
continue
}
for _, globalRewardIndex := range globalRewardIndexes {
userRewardIndex, foundUserRewardIndex := userRewardIndexes.RewardIndexes.GetRewardIndex(globalRewardIndex.CollateralType)
if !foundUserRewardIndex {
userRewardIndex = types.NewRewardIndex(globalRewardIndex.CollateralType, sdk.ZeroDec())
userRewardIndexes.RewardIndexes = append(userRewardIndexes.RewardIndexes, userRewardIndex)
claim.BorrowRewardIndexes[userRewardIndexIndex].RewardIndexes = append(claim.BorrowRewardIndexes[userRewardIndexIndex].RewardIndexes, userRewardIndex)
}
globalRewardFactor := globalRewardIndex.RewardFactor
userRewardFactor := userRewardIndex.RewardFactor
rewardsAccumulatedFactor := globalRewardFactor.Sub(userRewardFactor)
if rewardsAccumulatedFactor.IsZero() {
continue
}
borrow, found := k.hardKeeper.GetBorrow(ctx, claim.GetOwner())
if !found {
continue
}
newRewardsAmount := rewardsAccumulatedFactor.Mul(borrow.Amount.AmountOf(ri.CollateralType).ToDec()).RoundInt()
if newRewardsAmount.IsZero() || newRewardsAmount.IsNegative() {
continue
}
factorIndex, foundFactorIndex := userRewardIndexes.RewardIndexes.GetFactorIndex(globalRewardIndex.CollateralType)
if !foundFactorIndex {
continue
}
claim.BorrowRewardIndexes[userRewardIndexIndex].RewardIndexes[factorIndex].RewardFactor = globalRewardIndex.RewardFactor
newRewardsCoin := sdk.NewCoin(userRewardIndex.CollateralType, newRewardsAmount)
claim.Reward = claim.Reward.Add(newRewardsCoin)
}
}
// 3. Simulate Hard delegator rewards
delagatorFactor, found := k.GetHardDelegatorRewardFactor(ctx, types.BondDenom)
if !found {
return claim
}
delegatorIndex, hasDelegatorRewardIndex := claim.HasDelegatorRewardIndex(types.BondDenom)
if !hasDelegatorRewardIndex {
return claim
}
userRewardFactor := claim.DelegatorRewardIndexes[delegatorIndex].RewardFactor
rewardsAccumulatedFactor := delagatorFactor.Sub(userRewardFactor)
if rewardsAccumulatedFactor.IsZero() {
return claim
}
claim.DelegatorRewardIndexes[delegatorIndex].RewardFactor = delagatorFactor
totalDelegated := sdk.ZeroDec()
delegations := k.stakingKeeper.GetDelegatorDelegations(ctx, claim.GetOwner(), 200)
for _, delegation := range delegations {
validator, found := k.stakingKeeper.GetValidator(ctx, delegation.GetValidatorAddr())
if !found {
continue
}
// Delegators don't accumulate rewards if their validator is unbonded/slashed
if validator.GetStatus() != sdk.Bonded {
continue
}
if validator.GetTokens().IsZero() {
continue
}
delegatedTokens := validator.TokensFromShares(delegation.GetShares())
if delegatedTokens.IsZero() || delegatedTokens.IsNegative() {
continue
}
totalDelegated = totalDelegated.Add(delegatedTokens)
}
rewardsEarned := rewardsAccumulatedFactor.Mul(totalDelegated).RoundInt()
if rewardsEarned.IsZero() || rewardsEarned.IsNegative() {
return claim
}
// Add rewards to delegator's hard claim
newRewardsCoin := sdk.NewCoin(types.HardLiquidityRewardDenom, rewardsEarned)
claim.Reward = claim.Reward.Add(newRewardsCoin)
return claim
}
// CalculateTimeElapsed calculates the number of reward-eligible seconds that have passed since the previous
// time rewards were accrued, taking into account the end time of the reward period
func CalculateTimeElapsed(start, end, blockTime time.Time, previousAccrualTime time.Time) sdk.Int {
if (end.Before(blockTime) &&
(end.Before(previousAccrualTime) || end.Equal(previousAccrualTime))) ||
(start.After(blockTime)) ||
(start.Equal(blockTime)) {
return sdk.ZeroInt()
}
if start.After(previousAccrualTime) && start.Before(blockTime) {
previousAccrualTime = start
}
if end.Before(blockTime) {
return sdk.MaxInt(sdk.ZeroInt(), sdk.NewInt(int64(math.RoundToEven(
end.Sub(previousAccrualTime).Seconds(),
))))
}
return sdk.MaxInt(sdk.ZeroInt(), sdk.NewInt(int64(math.RoundToEven(
blockTime.Sub(previousAccrualTime).Seconds(),
))))
}
// Set setDifference: A - B
func setDifference(a, b []string) (diff []string) {
m := make(map[string]bool)
for _, item := range b {
m[item] = true
}
for _, item := range a {
if _, ok := m[item]; !ok {
diff = append(diff, item)
}
}
return
}
func getDenoms(coins sdk.Coins) []string {
denoms := []string{}
for _, coin := range coins {
denoms = append(denoms, coin.Denom)
}
return denoms
}