add additional unit tests (#560)

dydxprotocol · Oct 12, 2023 · 06e009a · 06e009a
1 parent ac5b7ab
commit 06e009a
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diff --git a/protocol/testutil/constants/subaccounts.go b/protocol/testutil/constants/subaccounts.go
@@ -146,6 +146,21 @@ var (
 			},
 		},
 	}
+	Carl_Num0_1BTC_Long_54999USD = satypes.Subaccount{
+		Id: &Carl_Num0,
+		AssetPositions: []*satypes.AssetPosition{
+			{
+				AssetId:  0,
+				Quantums: dtypes.NewInt(-54_999_000_000), // -$54,999
+			},
+		},
+		PerpetualPositions: []*satypes.PerpetualPosition{
+			{
+				PerpetualId: 0,
+				Quantums:    dtypes.NewInt(100_000_000), // 1 BTC
+			},
+		},
+	}
 	Carl_Num0_1BTC_Short_55000USD = satypes.Subaccount{
 		Id: &Carl_Num0,
 		AssetPositions: []*satypes.AssetPosition{
@@ -176,6 +191,25 @@ var (
 			},
 		},
 	}
+	Carl_Num0_1BTC_Short_1ETH_Long_47000USD = satypes.Subaccount{
+		Id: &Carl_Num0,
+		AssetPositions: []*satypes.AssetPosition{
+			{
+				AssetId:  0,
+				Quantums: dtypes.NewInt(47_000_000_000), // $47,000
+			},
+		},
+		PerpetualPositions: []*satypes.PerpetualPosition{
+			{
+				PerpetualId: 0,
+				Quantums:    dtypes.NewInt(-100_000_000), // -1 BTC
+			},
+			{
+				PerpetualId: 1,
+				Quantums:    dtypes.NewInt(1_000_000_000), // 1 ETH
+			},
+		},
+	}
 	Carl_Num0_599USD = satypes.Subaccount{
 		Id: &Carl_Num0,
 		AssetPositions: []*satypes.AssetPosition{
@@ -266,6 +300,18 @@ var (
 			},
 		},
 	}
+	Dave_Num0_1BTC_Short_100000USD = satypes.Subaccount{
+		Id: &Dave_Num0,
+		AssetPositions: []*satypes.AssetPosition{
+			&Usdc_Asset_100_000,
+		},
+		PerpetualPositions: []*satypes.PerpetualPosition{
+			{
+				PerpetualId: 0,
+				Quantums:    dtypes.NewInt(-100_000_000), // -1 BTC
+			},
+		},
+	}
 	Dave_Num0_1BTC_Long_45001USD_Short = satypes.Subaccount{
 		Id: &Dave_Num0,
 		AssetPositions: []*satypes.AssetPosition{

diff --git a/protocol/x/clob/keeper/deleveraging_test.go b/protocol/x/clob/keeper/deleveraging_test.go
@@ -389,7 +389,7 @@ func TestOffsetSubaccountPerpetualPosition(t *testing.T) {
 		expectedFills             []types.MatchPerpetualDeleveraging_Fill
 		expectedQuantumsRemaining *big.Int
 	}{
-		"Can get one offsetting subaccount": {
+		"Can get one offsetting subaccount for deleveraged short": {
 			subaccounts: []satypes.Subaccount{
 				constants.Carl_Num0_1BTC_Short_54999USD,
 				constants.Dave_Num0_1BTC_Long_50000USD,
@@ -418,6 +418,33 @@ func TestOffsetSubaccountPerpetualPosition(t *testing.T) {
 			},
 			expectedQuantumsRemaining: new(big.Int),
 		},
+		"Can get one offsetting subaccount for deleveraged long": {
+			subaccounts: []satypes.Subaccount{
+				constants.Carl_Num0_1BTC_Long_54999USD,
+				constants.Dave_Num0_1BTC_Short_100000USD,
+			},
+			liquidatedSubaccountId: constants.Carl_Num0,
+			perpetualId:            0,
+			deltaQuantums:          big.NewInt(-100_000_000),
+			expectedSubaccounts: []satypes.Subaccount{
+				{
+					Id: &constants.Carl_Num0,
+				},
+				{
+					Id: &constants.Dave_Num0,
+					AssetPositions: keepertest.CreateUsdcAssetPosition(
+						big.NewInt(100_000_000_000 - 54_999_000_000),
+					),
+				},
+			},
+			expectedFills: []types.MatchPerpetualDeleveraging_Fill{
+				{
+					OffsettingSubaccountId: constants.Dave_Num0,
+					FillAmount:             100_000_000,
+				},
+			},
+			expectedQuantumsRemaining: new(big.Int),
+		},
 		"Can get multiple offsetting subaccounts": {
 			subaccounts: []satypes.Subaccount{
 				constants.Carl_Num0_1BTC_Short_54999USD,
@@ -587,6 +614,45 @@ func TestOffsetSubaccountPerpetualPosition(t *testing.T) {
 			expectedFills:             []types.MatchPerpetualDeleveraging_Fill{},
 			expectedQuantumsRemaining: big.NewInt(100_000_000),
 		},
+		"Can offset subaccount with multiple positions, first position is offset leaving TNC constant": {
+			subaccounts: []satypes.Subaccount{
+				constants.Carl_Num0_1BTC_Short_1ETH_Long_47000USD,
+				constants.Dave_Num0_1BTC_Long_50000USD,
+			},
+			liquidatedSubaccountId: constants.Carl_Num0,
+			perpetualId:            0,
+			deltaQuantums:          big.NewInt(100_000_000),
+			expectedSubaccounts: []satypes.Subaccount{
+				// Carl's BTC short position is offset by Dave's BTC long position at $50,000 leaving
+				// his ETH long position untouched and dropping his asset position to -$3000.
+				{
+					Id: &constants.Carl_Num0,
+					PerpetualPositions: []*satypes.PerpetualPosition{
+						{
+							PerpetualId:  1,
+							Quantums:     dtypes.NewInt(1_000_000_000), // 1 ETH
+							FundingIndex: dtypes.NewInt(0),
+						},
+					},
+					AssetPositions: keepertest.CreateUsdcAssetPosition(
+						big.NewInt(-3_000_000_000),
+					),
+				},
+				{
+					Id: &constants.Dave_Num0,
+					AssetPositions: keepertest.CreateUsdcAssetPosition(
+						big.NewInt(50_000_000_000 + 50_000_000_000),
+					),
+				},
+			},
+			expectedFills: []types.MatchPerpetualDeleveraging_Fill{
+				{
+					OffsettingSubaccountId: constants.Dave_Num0,
+					FillAmount:             100_000_000,
+				},
+			},
+			expectedQuantumsRemaining: big.NewInt(0),
+		},
 	}
 
 	for name, tc := range tests {