diff --git a/protocol/x/clob/e2e/order_removal_test.go b/protocol/x/clob/e2e/order_removal_test.go
index fe887f774c3..c3e9ecc8044 100644
--- a/protocol/x/clob/e2e/order_removal_test.go
+++ b/protocol/x/clob/e2e/order_removal_test.go
@@ -183,35 +183,6 @@ func TestConditionalOrderRemoval(t *testing.T) {
// TODO(CORE-858): Re-enable determinism checks once non-determinism issue is found and resolved.
disableNonDeterminismChecks: true,
},
- "under-collateralized conditional taker when adding to book is removed": {
- subaccounts: []satypes.Subaccount{
- constants.Carl_Num0_100000USD,
- constants.Dave_Num0_10000USD,
- },
- orders: []clobtypes.Order{
- constants.LongTermOrder_Carl_Num0_Id0_Clob0_Buy1BTC_Price49500_GTBT10,
- // Does not cross with best bid.
- constants.ConditionalOrder_Dave_Num0_Id0_Clob0_Sell1BTC_Price50000_GTBT10_SL_50003,
- },
- withdrawal: &sendingtypes.MsgWithdrawFromSubaccount{
- Sender: constants.Dave_Num0,
- Recipient: constants.DaveAccAddress.String(),
- AssetId: constants.Usdc.Id,
- Quantums: 10_000_000_000,
- },
- priceUpdate: &prices.MsgUpdateMarketPrices{
- MarketPriceUpdates: []*prices.MsgUpdateMarketPrices_MarketPrice{
- prices.NewMarketPriceUpdate(0, 5_000_250_000),
- },
- },
-
- expectedOrderRemovals: []bool{
- false,
- true, // taker order fails add-to-orderbook collateralization check
- },
- // TODO(CORE-858): Re-enable determinism checks once non-determinism issue is found and resolved.
- disableNonDeterminismChecks: true,
- },
"under-collateralized conditional maker is removed": {
subaccounts: []satypes.Subaccount{
constants.Carl_Num0_10000USD,
@@ -808,27 +779,6 @@ func TestOrderRemoval(t *testing.T) {
// TODO(CORE-858): Re-enable determinism checks once non-determinism issue is found and resolved.
disableNonDeterminismChecks: true,
},
- "under-collateralized taker when adding to book is removed": {
- subaccounts: []satypes.Subaccount{
- constants.Carl_Num0_10000USD,
- constants.Dave_Num0_10000USD,
- },
- firstOrder: constants.LongTermOrder_Carl_Num0_Id0_Clob0_Buy1BTC_Price49500_GTBT10,
- // Does not cross with best bid.
- secondOrder: constants.LongTermOrder_Dave_Num0_Id0_Clob0_Sell1BTC_Price50000_GTBT10,
-
- withdrawal: &sendingtypes.MsgWithdrawFromSubaccount{
- Sender: constants.Dave_Num0,
- Recipient: constants.DaveAccAddress.String(),
- AssetId: constants.Usdc.Id,
- Quantums: 10_000_000_000,
- },
-
- expectedFirstOrderRemoved: false,
- expectedSecondOrderRemoved: true, // taker order fails add-to-orderbook collateralization check
- // TODO(CORE-858): Re-enable determinism checks once non-determinism issue is found and resolved.
- disableNonDeterminismChecks: true,
- },
"under-collateralized maker is removed": {
subaccounts: []satypes.Subaccount{
constants.Carl_Num0_10000USD,
diff --git a/protocol/x/clob/keeper/orders_test.go b/protocol/x/clob/keeper/orders_test.go
index c01b27aaba0..e3b27261f3f 100644
--- a/protocol/x/clob/keeper/orders_test.go
+++ b/protocol/x/clob/keeper/orders_test.go
@@ -158,29 +158,6 @@ func TestPlaceShortTermOrder(t *testing.T) {
constants.BtcUsd_SmallMarginRequirement.Params.Id: big.NewInt(0),
},
},
- "Cannot place an order on the orderbook if the account would be undercollateralized": {
- perpetuals: []perptypes.Perpetual{
- constants.BtcUsd_SmallMarginRequirement,
- constants.EthUsd_20PercentInitial_10PercentMaintenance,
- },
- subaccounts: []satypes.Subaccount{
- constants.Carl_Num0_599USD,
- },
- clobs: []types.ClobPair{
- constants.ClobPair_Btc,
- constants.ClobPair_Eth,
- },
- feeParams: constants.PerpetualFeeParams,
-
- order: constants.Order_Carl_Num0_Id3_Clob1_Buy1ETH_Price3000,
-
- expectedOrderStatus: types.Undercollateralized,
- expectedFilledSize: 0,
- expectedOpenInterests: map[uint32]*big.Int{
- // unchanged, no match happened
- constants.BtcUsd_SmallMarginRequirement.Params.Id: big.NewInt(100_000_000),
- },
- },
"Can place an order on the orderbook if the subaccount is right at the initial margin ratio": {
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_100PercentMarginRequirement,
@@ -202,28 +179,6 @@ func TestPlaceShortTermOrder(t *testing.T) {
constants.BtcUsd_SmallMarginRequirement.Params.Id: big.NewInt(100_000_000),
},
},
- "Cannot place an order on the orderbook if the account would be undercollateralized due to fees paid": {
- perpetuals: []perptypes.Perpetual{
- constants.BtcUsd_100PercentMarginRequirement,
- },
- subaccounts: []satypes.Subaccount{
- constants.Carl_Num0_1BTC_Short,
- },
- clobs: []types.ClobPair{
- // Exact same set-up as the previous test, except the clob pair has fees.
- constants.ClobPair_Btc,
- },
- feeParams: constants.PerpetualFeeParams,
-
- order: constants.Order_Carl_Num0_Id0_Clob0_Buy10QtBTC_Price100000QuoteQt,
-
- expectedOrderStatus: types.Undercollateralized,
- expectedFilledSize: 0,
- expectedOpenInterests: map[uint32]*big.Int{
- // unchanged, no match happened
- constants.BtcUsd_SmallMarginRequirement.Params.Id: big.NewInt(100_000_000),
- },
- },
"Can place an order on the orderbook if the account would be collateralized due to rebate": {
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_100PercentMarginRequirement,
@@ -394,73 +349,6 @@ func TestPlaceShortTermOrder(t *testing.T) {
constants.BtcUsd_SmallMarginRequirement.Params.Id: big.NewInt(100_000_000),
},
},
- // This is a regression test for an issue whereby orders that had been previously matched were being checked for
- // collateralization as if the subticks of the order were `0`. This resulted in always using `0`
- // `bigFillQuoteQuantums` for the order when performing collateralization checks during `PlaceOrder`.
- // This meant that previous buy orders in the match queue could only ever increase collateralization
- // of the subaccount.
- // Context: https://dydx-team.slack.com/archives/C03SLFHC3L7/p1668105457456389
- `Regression: New order should be undercollateralized when adding to the orderbook when previous fills make it
- undercollateralized`: {
- perpetuals: []perptypes.Perpetual{
- constants.BtcUsd_100PercentMarginRequirement,
- },
- subaccounts: []satypes.Subaccount{
- constants.Carl_Num1_500USD,
- constants.Carl_Num0_10000USD,
- },
- clobs: []types.ClobPair{
- constants.ClobPair_Btc,
- },
- existingOrders: []types.Order{
- // The maker subaccount places an order which is a maker order to buy $500 worth of BTC.
- // The subaccount has a balance of $500 worth of USDC, and the perpetual has a 100% margin requirement.
- // This order does not match, and is placed on the book as a maker order.
- constants.Order_Carl_Num1_Id0_Clob0_Buy1kQtBTC_Price50000,
- // The taker subaccount places an order which fully fills the previous order.
- constants.Order_Carl_Num0_Id0_Clob0_Sell1kQtBTC_Price50000,
- },
- feeParams: constants.PerpetualFeeParamsNoFee,
- // The maker subaccount places a second order identical to the first.
- // This should fail, because the maker subaccount currently has a balance of $0 USDC, and a perpetual of size
- // 0.01 BTC ($500), and the perpetual has a 100% margin requirement.
- order: constants.Order_Carl_Num1_Id1_Clob0_Buy1kQtBTC_Price50000,
- expectedOrderStatus: types.Undercollateralized,
- },
- `Regression: New order should be undercollateralized when matching when previous fills make it
- undercollateralized`: {
- perpetuals: []perptypes.Perpetual{
- constants.BtcUsd_100PercentMarginRequirement,
- },
- subaccounts: []satypes.Subaccount{
- constants.Carl_Num1_500USD,
- constants.Carl_Num0_10000USD,
- },
- clobs: []types.ClobPair{
- constants.ClobPair_Btc,
- },
- existingOrders: []types.Order{
- // The maker subaccount places an order which is a maker order to buy $500 worth of BTC.
- // The subaccount has a balance of $500 worth of USDC, and the perpetual has a 100% margin requirement.
- // This order does not match, and is placed on the book as a maker order.
- constants.Order_Carl_Num1_Id0_Clob0_Buy1kQtBTC_Price50000,
- // The taker subaccount places an order which fully fills the previous order.
- constants.Order_Carl_Num0_Id0_Clob0_Sell1kQtBTC_Price50000,
- // Match queue is now empty.
- // The subaccount from the above order now places an order which is added to the book.
- constants.Order_Carl_Num0_Id1_Clob0_Sell1kQtBTC_Price50000,
- },
- feeParams: constants.PerpetualFeeParamsNoFee,
- // The maker subaccount places a second order identical to the first.
- // This should fail, because the maker during matching, because subaccount currently has a balance of $0 USDC,
- // and a perpetual of size 0.01 BTC ($500), and the perpetual has a 100% margin requirement.
- order: constants.Order_Carl_Num1_Id1_Clob0_Buy1kQtBTC_Price50000,
- expectedOrderStatus: types.Undercollateralized,
- expectedOpenInterests: map[uint32]*big.Int{
- // 1 BTC + 0.01 BTC filled
- constants.BtcUsd_100PercentMarginRequirement.Params.Id: big.NewInt(101_000_000),
- },
- },
`New order should be undercollateralized when matching when previous fills make it undercollateralized when using
maker orders subticks, but would be collateralized if using taker order subticks`: {
perpetuals: []perptypes.Perpetual{
@@ -599,22 +487,6 @@ func TestPlaceShortTermOrder(t *testing.T) {
expectedFilledSize: 0,
expectedMultiStoreWrites: []string{},
},
- `Subaccount cannot place buy order due to a failed collateralization check with its maker price but would
- pass if using the oracle price`: {
- perpetuals: []perptypes.Perpetual{
- constants.BtcUsd_50PercentInitial_40PercentMaintenance,
- },
- subaccounts: []satypes.Subaccount{constants.Carl_Num0_100000USD},
- clobs: []types.ClobPair{
- constants.ClobPair_Btc,
- },
- existingOrders: []types.Order{},
- feeParams: constants.PerpetualFeeParamsNoFee,
- order: constants.Order_Carl_Num0_Id0_Clob0_Buy1BTC_Price500000_GTB10,
- expectedOrderStatus: types.Undercollateralized,
- expectedFilledSize: 0,
- expectedMultiStoreWrites: []string{},
- },
`Subaccount placed buy order passes collateralization check when using the maker price`: {
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_50PercentInitial_40PercentMaintenance,
@@ -652,22 +524,6 @@ func TestPlaceShortTermOrder(t *testing.T) {
expectedFilledSize: 0,
expectedMultiStoreWrites: []string{},
},
- `Subaccount cannot place sell order due to a failed collateralization check with its maker price but would
- pass if using the oracle price`: {
- perpetuals: []perptypes.Perpetual{
- constants.BtcUsd_50PercentInitial_40PercentMaintenance,
- },
- subaccounts: []satypes.Subaccount{constants.Carl_Num0_50000USD},
- clobs: []types.ClobPair{
- constants.ClobPair_Btc,
- },
- existingOrders: []types.Order{},
- feeParams: constants.PerpetualFeeParamsNoFee,
- order: constants.Order_Carl_Num0_Id0_Clob0_Sell1BTC_Price5000_GTB10,
- expectedOrderStatus: types.Undercollateralized,
- expectedFilledSize: 0,
- expectedMultiStoreWrites: []string{},
- },
`Subaccount placed sell order passes collateralization check when using the maker price`: {
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_50PercentInitial_40PercentMaintenance,
diff --git a/protocol/x/clob/memclob/memclob_cancel_order_test.go b/protocol/x/clob/memclob/memclob_cancel_order_test.go
index 6dc1bee2c78..c6cd1b0fed2 100644
--- a/protocol/x/clob/memclob/memclob_cancel_order_test.go
+++ b/protocol/x/clob/memclob/memclob_cancel_order_test.go
@@ -433,21 +433,6 @@ func TestCancelOrder_OperationsQueue(t *testing.T) {
},
collateralizationCheck: map[int]testutil_memclob.CollateralizationCheck{
0: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num1: {
- {
- RemainingQuantums: 30,
- IsBuy: true,
- Subticks: 50,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Alice_Num1: satypes.Success,
- },
- },
- 1: {
CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
constants.Alice_Num0: {
{
@@ -539,21 +524,6 @@ func TestCancelOrder_OperationsQueue(t *testing.T) {
},
collateralizationCheck: map[int]testutil_memclob.CollateralizationCheck{
0: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num1: {
- {
- RemainingQuantums: 30,
- IsBuy: true,
- Subticks: 50,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Alice_Num0: satypes.Success,
- },
- },
- 1: {
CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
constants.Alice_Num0: {
{
@@ -642,23 +612,7 @@ func TestCancelOrder_OperationsQueue(t *testing.T) {
),
),
},
- collateralizationCheck: map[int]testutil_memclob.CollateralizationCheck{
- 0: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num1: {
- {
- RemainingQuantums: 30,
- IsBuy: true,
- Subticks: 50,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Alice_Num1: satypes.Success,
- },
- },
- },
+ collateralizationCheck: map[int]testutil_memclob.CollateralizationCheck{},
expectedOperations: []types.Operation{},
expectedInternalOperations: []types.InternalOperation{},
@@ -682,21 +636,6 @@ func TestCancelOrder_OperationsQueue(t *testing.T) {
},
collateralizationCheck: map[int]testutil_memclob.CollateralizationCheck{
0: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num1: {
- {
- RemainingQuantums: 30,
- IsBuy: true,
- Subticks: 50,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Alice_Num1: satypes.Success,
- },
- },
- 1: {
CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
constants.Alice_Num1: {
{
@@ -720,21 +659,6 @@ func TestCancelOrder_OperationsQueue(t *testing.T) {
constants.Bob_Num0: satypes.Success,
},
},
- 2: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Bob_Num0: {
- {
- RemainingQuantums: 5,
- IsBuy: false,
- Subticks: 35,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Bob_Num0: satypes.Success,
- },
- },
},
expectedOperations: []types.Operation{
@@ -807,21 +731,6 @@ func TestCancelOrder_OperationsQueue(t *testing.T) {
},
collateralizationCheck: map[int]testutil_memclob.CollateralizationCheck{
0: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num0: {
- {
- RemainingQuantums: 5,
- IsBuy: false,
- Subticks: 10,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Alice_Num0: satypes.Success,
- },
- },
- 1: {
CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
constants.Alice_Num0: {
{
@@ -845,37 +754,7 @@ func TestCancelOrder_OperationsQueue(t *testing.T) {
constants.Alice_Num1: satypes.Success,
},
},
- 2: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num1: {
- {
- RemainingQuantums: 25,
- IsBuy: true,
- Subticks: 50,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Alice_Num1: satypes.Success,
- },
- },
- 3: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num0: {
- {
- RemainingQuantums: 25,
- IsBuy: false,
- Subticks: 15,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Bob_Num0: satypes.Success,
- },
- },
- 4: {
+ 1: {
CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
constants.Alice_Num0: {
{
@@ -899,22 +778,7 @@ func TestCancelOrder_OperationsQueue(t *testing.T) {
constants.Alice_Num1: satypes.Success,
},
},
- 5: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num1: {
- {
- RemainingQuantums: 10,
- IsBuy: true,
- Subticks: 45,
- ClobPairId: 1,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Alice_Num1: satypes.Success,
- },
- },
- 6: {
+ 2: {
CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
constants.Alice_Num0: {
{
@@ -1079,21 +943,6 @@ func TestCancelOrder_OperationsQueue(t *testing.T) {
},
collateralizationCheck: map[int]testutil_memclob.CollateralizationCheck{
0: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num1: {
- {
- RemainingQuantums: 30,
- IsBuy: true,
- Subticks: 50,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Alice_Num0: satypes.Success,
- },
- },
- 1: {
CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
constants.Alice_Num0: {
{
@@ -1117,21 +966,6 @@ func TestCancelOrder_OperationsQueue(t *testing.T) {
constants.Alice_Num1: satypes.Success,
},
},
- 2: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num1: {
- {
- RemainingQuantums: 45,
- IsBuy: true,
- Subticks: 50,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Alice_Num1: satypes.Success,
- },
- },
},
expectedOperations: []types.Operation{
@@ -1202,24 +1036,7 @@ func TestCancelOrder_OperationsQueue(t *testing.T) {
),
},
collateralizationCheck: map[int]testutil_memclob.CollateralizationCheck{
- // Collateralization checks for first order placement.
0: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num1: {
- {
- RemainingQuantums: 30,
- IsBuy: true,
- Subticks: 50,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Alice_Num0: satypes.Success,
- },
- },
- // Collateralization checks for second order placement.
- 1: {
CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
constants.Alice_Num0: {
{
@@ -1243,24 +1060,7 @@ func TestCancelOrder_OperationsQueue(t *testing.T) {
constants.Alice_Num1: satypes.Success,
},
},
- // Collateralization checks for third order placement.
- 2: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Bob_Num0: {
- {
- RemainingQuantums: 20,
- IsBuy: false,
- Subticks: 10,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Bob_Num0: satypes.Success,
- },
- },
- // Collateralization checks for fourth order placement.
- 3: {
+ 1: {
CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
constants.Alice_Num1: {
{
@@ -1284,21 +1084,6 @@ func TestCancelOrder_OperationsQueue(t *testing.T) {
constants.Bob_Num0: satypes.Success,
},
},
- 4: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num1: {
- {
- RemainingQuantums: 25,
- IsBuy: true,
- Subticks: 50,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Alice_Num1: satypes.Success,
- },
- },
},
expectedOperations: []types.Operation{
@@ -1386,21 +1171,6 @@ func TestCancelOrder_OperationsQueue(t *testing.T) {
},
collateralizationCheck: map[int]testutil_memclob.CollateralizationCheck{
0: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num1: {
- {
- RemainingQuantums: 30,
- IsBuy: true,
- Subticks: 50,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Alice_Num1: satypes.Success,
- },
- },
- 1: {
CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
constants.Alice_Num0: {
{
@@ -1424,21 +1194,6 @@ func TestCancelOrder_OperationsQueue(t *testing.T) {
constants.Alice_Num1: satypes.Success,
},
},
- 2: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num1: {
- {
- RemainingQuantums: 45,
- IsBuy: true,
- Subticks: 50,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Alice_Num1: satypes.Success,
- },
- },
},
expectedOperations: []types.Operation{
diff --git a/protocol/x/clob/memclob/memclob_place_order_long_term_test.go b/protocol/x/clob/memclob/memclob_place_order_long_term_test.go
index df31dfb750c..45a04726244 100644
--- a/protocol/x/clob/memclob/memclob_place_order_long_term_test.go
+++ b/protocol/x/clob/memclob/memclob_place_order_long_term_test.go
@@ -32,24 +32,8 @@ func TestPlaceOrder_LongTerm(t *testing.T) {
expectedErr error
}{
"Can place a valid Long-Term buy order on an empty orderbook": {
- placedMatchableOrders: []types.MatchableOrder{},
- collateralizationCheck: map[int]testutil_memclob.CollateralizationCheck{
- 0: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num0: {
- {
- RemainingQuantums: constants.LongTermOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT15.GetBaseQuantums(),
- IsBuy: constants.LongTermOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT15.IsBuy(),
- Subticks: constants.LongTermOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT15.GetOrderSubticks(),
- ClobPairId: constants.LongTermOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT15.GetClobPairId(),
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Alice_Num0: satypes.Success,
- },
- },
- },
+ placedMatchableOrders: []types.MatchableOrder{},
+ collateralizationCheck: map[int]testutil_memclob.CollateralizationCheck{},
order: constants.LongTermOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT15,
@@ -99,21 +83,6 @@ func TestPlaceOrder_LongTerm(t *testing.T) {
constants.Bob_Num0: satypes.Success,
},
},
- 1: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Bob_Num0: {
- {
- RemainingQuantums: 15,
- IsBuy: true,
- Subticks: 30,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Bob_Num0: satypes.Success,
- },
- },
},
order: constants.LongTermOrder_Bob_Num0_Id0_Clob0_Buy25_Price30_GTBT10,
@@ -473,98 +442,6 @@ func TestPlaceOrder_LongTerm(t *testing.T) {
expectedRemainingBids: []OrderWithRemainingSize{},
expectedRemainingAsks: []OrderWithRemainingSize{},
},
- `A Long-Term sell order can partially match with a Long-Term buy order, fail collateralization
- checks when adding to orderbook, and all existing matches are considered valid`: {
- placedMatchableOrders: []types.MatchableOrder{
- &constants.LongTermOrder_Bob_Num0_Id0_Clob0_Buy25_Price30_GTBT10,
- },
- collateralizationCheck: map[int]testutil_memclob.CollateralizationCheck{
- 0: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num0: {
- {
- RemainingQuantums: 25,
- IsBuy: false,
- Subticks: 30,
- ClobPairId: 0,
- },
- },
- constants.Bob_Num0: {
- {
- RemainingQuantums: 25,
- IsBuy: true,
- Subticks: 30,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Alice_Num0: satypes.Success,
- constants.Bob_Num0: satypes.Success,
- },
- },
- 1: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num0: {
- {
- RemainingQuantums: 40,
- IsBuy: false,
- Subticks: 10,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Alice_Num0: satypes.NewlyUndercollateralized,
- },
- },
- },
-
- order: constants.LongTermOrder_Alice_Num0_Id2_Clob0_Sell65_Price10_GTBT25,
-
- expectedFilledSize: 25,
- expectedOrderStatus: types.Undercollateralized,
- expectedOperations: []types.Operation{
- clobtest.NewOrderPlacementOperation(
- constants.LongTermOrder_Bob_Num0_Id0_Clob0_Buy25_Price30_GTBT10,
- ),
- clobtest.NewOrderPlacementOperation(
- constants.LongTermOrder_Alice_Num0_Id2_Clob0_Sell65_Price10_GTBT25,
- ),
- clobtest.NewMatchOperation(
- &constants.LongTermOrder_Alice_Num0_Id2_Clob0_Sell65_Price10_GTBT25,
- []types.MakerFill{
- {
- MakerOrderId: constants.LongTermOrder_Bob_Num0_Id0_Clob0_Buy25_Price30_GTBT10.OrderId,
- FillAmount: 25,
- },
- },
- ),
- },
- expectedInternalOperations: []types.InternalOperation{
- types.NewPreexistingStatefulOrderPlacementInternalOperation(
- constants.LongTermOrder_Bob_Num0_Id0_Clob0_Buy25_Price30_GTBT10,
- ),
- types.NewPreexistingStatefulOrderPlacementInternalOperation(
- constants.LongTermOrder_Alice_Num0_Id2_Clob0_Sell65_Price10_GTBT25,
- ),
- types.NewMatchOrdersInternalOperation(
- constants.LongTermOrder_Alice_Num0_Id2_Clob0_Sell65_Price10_GTBT25,
- []types.MakerFill{
- {
- MakerOrderId: constants.LongTermOrder_Bob_Num0_Id0_Clob0_Buy25_Price30_GTBT10.OrderId,
- FillAmount: 25,
- },
- },
- ),
- types.NewOrderRemovalInternalOperation(
- constants.LongTermOrder_Alice_Num0_Id2_Clob0_Sell65_Price10_GTBT25.OrderId,
- types.OrderRemoval_REMOVAL_REASON_UNDERCOLLATERALIZED,
- ),
- },
- expectedRemainingBids: []OrderWithRemainingSize{},
- expectedRemainingAsks: []OrderWithRemainingSize{},
- },
`A Long-Term post-only sell order can partially match with a Long-Term buy order,
all existing matches are reverted and it's not added to pendingStatefulOrders`: {
placedMatchableOrders: []types.MatchableOrder{
@@ -626,23 +503,7 @@ func TestPlaceOrder_LongTerm(t *testing.T) {
placedMatchableOrders: []types.MatchableOrder{
&constants.LongTermOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT15,
},
- collateralizationCheck: map[int]testutil_memclob.CollateralizationCheck{
- 0: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num0: {
- {
- RemainingQuantums: constants.LongTermOrder_Alice_Num0_Id2_Clob0_Sell65_Price10_GTBT25.GetBaseQuantums(),
- IsBuy: constants.LongTermOrder_Alice_Num0_Id2_Clob0_Sell65_Price10_GTBT25.IsBuy(),
- Subticks: constants.LongTermOrder_Alice_Num0_Id2_Clob0_Sell65_Price10_GTBT25.GetOrderSubticks(),
- ClobPairId: constants.LongTermOrder_Alice_Num0_Id2_Clob0_Sell65_Price10_GTBT25.GetClobPairId(),
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Alice_Num0: satypes.Success,
- },
- },
- },
+ collateralizationCheck: map[int]testutil_memclob.CollateralizationCheck{},
order: constants.LongTermOrder_Alice_Num0_Id2_Clob0_Sell65_Price10_GTBT25,
@@ -706,23 +567,7 @@ func TestPlaceOrder_PreexistingStatefulOrder(t *testing.T) {
ctx, _, _ := sdktest.NewSdkContextWithMultistore()
ctx = ctx.WithIsCheckTx(true)
longTermOrder := constants.LongTermOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT15
- collateralizationCheck := map[int]testutil_memclob.CollateralizationCheck{
- 0: {
- CollatCheck: map[satypes.SubaccountId][]types.PendingOpenOrder{
- constants.Alice_Num0: {
- {
- RemainingQuantums: 5,
- IsBuy: true,
- Subticks: 10,
- ClobPairId: 0,
- },
- },
- },
- Result: map[satypes.SubaccountId]satypes.UpdateResult{
- constants.Alice_Num0: satypes.Success,
- },
- },
- }
+ collateralizationCheck := map[int]testutil_memclob.CollateralizationCheck{}
memclob, fakeMemClobKeeper, expectedNumCollateralizationChecks, numCollateralChecks := simplePlaceOrderTestSetup(
t,
ctx,
diff --git a/protocol/x/clob/memclob/memclob_place_order_test.go b/protocol/x/clob/memclob/memclob_place_order_test.go
index 01a58de0e85..cb6957a64b3 100644
--- a/protocol/x/clob/memclob/memclob_place_order_test.go
+++ b/protocol/x/clob/memclob/memclob_place_order_test.go
@@ -177,24 +177,6 @@ func TestPlaceOrder_AddOrderToOrderbook(t *testing.T) {
expectedOrderStatus: types.Success,
expectedToReplaceOrder: false,
},
- "Placing an order that causes the account to be undercollateralized fails": {
- existingOrders: []types.MatchableOrder{},
- collateralizationCheck: satypes.NewlyUndercollateralized,
-
- order: constants.Order_Bob_Num0_Id1_Clob1_Sell11_Price16_GTB20,
-
- expectedOrderStatus: types.Undercollateralized,
- expectedToReplaceOrder: false,
- },
- "Placing an order that throws an error from the collateralization check fails": {
- existingOrders: []types.MatchableOrder{},
- collateralizationCheck: satypes.UpdateCausedError,
-
- order: constants.Order_Bob_Num0_Id1_Clob1_Sell11_Price16_GTB20,
-
- expectedOrderStatus: types.InternalError,
- expectedToReplaceOrder: false,
- },
"Replacing an order fails if GoodTilBlock is lower than existing order": {
existingOrders: []types.MatchableOrder{
&constants.Order_Bob_Num0_Id1_Clob1_Sell11_Price16_GTB20,
@@ -276,18 +258,6 @@ func TestPlaceOrder_AddOrderToOrderbook(t *testing.T) {
expectedOrderStatus: types.Success,
expectedToReplaceOrder: true,
},
- `Old order is removed from the book if GoodTilBlock is greater than existing order, the order
- passes initial validation, and new replacement order fails collateralization checks`: {
- existingOrders: []types.MatchableOrder{
- &constants.Order_Alice_Num0_Id0_Clob0_Buy5_Price10_GTB15,
- },
-
- order: constants.Order_Alice_Num0_Id0_Clob0_Buy6_Price10_GTB20,
-
- collateralizationCheck: satypes.NewlyUndercollateralized,
- expectedOrderStatus: types.Undercollateralized,
- expectedToReplaceOrder: true,
- },
`Replacing an order succeeds and old order is skipped during matching if GoodTilBlock is greater
than existing order and the new replacement order is on the opposite side of the existing order`: {
existingOrders: []types.MatchableOrder{
diff --git a/protocol/x/clob/memclob/memclob_purge_invalid_memclob_state_test.go b/protocol/x/clob/memclob/memclob_purge_invalid_memclob_state_test.go
index 88b7b2d8e10..1d783dede1a 100644
--- a/protocol/x/clob/memclob/memclob_purge_invalid_memclob_state_test.go
+++ b/protocol/x/clob/memclob/memclob_purge_invalid_memclob_state_test.go
@@ -260,7 +260,7 @@ func TestPurgeInvalidMemclobState(t *testing.T) {
case *types.Operation_ShortTermOrderPlacement:
order := operation.GetShortTermOrderPlacement().Order
orderId := order.OrderId
- // Mock out the first 4 calls to GetOrderFillAmount, which is called during test setup.
+ // Mock out calls to GetOrderFillAmount during test setup.
mockMemClobKeeper.On("GetOrderFillAmount", mock.Anything, orderId).Return(
false,
satypes.BaseQuantums(0),
@@ -291,6 +291,20 @@ func TestPurgeInvalidMemclobState(t *testing.T) {
mockMemClobKeeper,
)
+ for _, operation := range tc.placedOperations {
+ switch operation.Operation.(type) {
+ case *types.Operation_ShortTermOrderPlacement:
+ order := operation.GetShortTermOrderPlacement().Order
+ orderId := order.OrderId
+ // Mock out calls to GetOrderFillAmount during test setup.
+ // Mock out all remaining calls to GetOrderFillAmount, which is called in
+ // `memclob.PurgeInvalidMemclobState` and during test assertions.
+ fillAmount, exists := tc.newOrderFillAmounts[orderId]
+ mockMemClobKeeper.On("GetOrderFillAmount", mock.Anything, orderId).Unset()
+ mockMemClobKeeper.On("GetOrderFillAmount", mock.Anything, orderId).Return(exists, fillAmount, uint32(5))
+ }
+ }
+
// Run the test.
ctx = ctx.WithBlockHeight(10)
offchainUpdates := types.NewOffchainUpdates()
diff --git a/protocol/x/clob/memclob/memclob_test_util.go b/protocol/x/clob/memclob/memclob_test_util.go
index 43ad915f39d..85c2458b729 100644
--- a/protocol/x/clob/memclob/memclob_test_util.go
+++ b/protocol/x/clob/memclob/memclob_test_util.go
@@ -102,26 +102,6 @@ func createCollatCheckExpectationsFromPendingMatches(
expectedCollatChecks[i] = expectedPendingMatchesForCollatCheck
}
- expectedMatchingCollateralizationChecks := len(expectedPendingMatches)
-
- // If this is not a liquidation and taker order size will be added to the book, populate the
- // expected parameters of the collateralization check for adding an order to the orderbook.
- if !order.IsLiquidation() && addToOrderbookSize > 0 {
- orderbookPendingMatches := []types.PendingOpenOrder{
- {
- RemainingQuantums: addToOrderbookSize,
- IsBuy: order.IsBuy(),
- Subticks: order.GetOrderSubticks(),
- ClobPairId: clobPairId,
- },
- }
-
- expectedCollatChecks[expectedMatchingCollateralizationChecks] =
- map[satypes.SubaccountId][]types.PendingOpenOrder{
- order.GetSubaccountId(): orderbookPendingMatches,
- }
- }
-
return expectedCollatChecks
}