E2E Tests for Replacement RO Orders, allow all types of RO order repl…

…acements (#949) * take in account previous fill values in validation * remove erroroneous validation, redo tests * grammar and spelling
dydxprotocol · Jan 12, 2024 · b81fd5c · b81fd5c
1 parent 932307b
commit b81fd5c
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Showing 5 changed files with 445 additions and 47 deletions.
diff --git a/protocol/testutil/app/app.go b/protocol/testutil/app/app.go
@@ -3,14 +3,9 @@ package app
 import (
 	"bytes"
 	"context"
-	"cosmossdk.io/log"
-	"cosmossdk.io/store/rootmulti"
-	storetypes "cosmossdk.io/store/types"
 	"encoding/json"
 	"errors"
 	"fmt"
-	cmtlog "github.com/cometbft/cometbft/libs/log"
-	dbm "github.com/cosmos/cosmos-db"
 	"math"
 	"math/rand"
 	"os"
@@ -20,6 +15,12 @@ import (
 	"testing"
 	"time"
 
+	"cosmossdk.io/log"
+	"cosmossdk.io/store/rootmulti"
+	storetypes "cosmossdk.io/store/types"
+	cmtlog "github.com/cometbft/cometbft/libs/log"
+	dbm "github.com/cosmos/cosmos-db"
+
 	tmcfg "github.com/cometbft/cometbft/config"
 	tmcli "github.com/cometbft/cometbft/libs/cli"
 	"github.com/cosmos/cosmos-sdk/client/flags"
@@ -1079,7 +1080,7 @@ func (tApp *TestApp) CheckTx(req abcitypes.RequestCheckTx) abcitypes.ResponseChe
 		require.Truef(
 			tApp.builder.t,
 			res.Code == parallelRes.Code && ((err == nil && parallelErr == nil) || (err != nil && parallelErr != nil)),
-			"Non-determinism detected during CheckTx, expected %+v with err %+v, got %+v with err %+v.",
+			"Parallel app non-determinism detected during CheckTx, expected %+v with err %+v, got %+v with err %+v.",
 			res,
 			err,
 			parallelRes,
@@ -1093,7 +1094,7 @@ func (tApp *TestApp) CheckTx(req abcitypes.RequestCheckTx) abcitypes.ResponseChe
 			require.Truef(
 				tApp.builder.t,
 				res.Code == crashingRes.Code && ((err == nil && crashingErr == nil) || (err != nil && crashingErr != nil)),
-				"Non-determinism detected during CheckTx, expected %+v with err %+v, got %+v with err %+v.",
+				"Crashing app non-determinism detected during CheckTx, expected %+v with err %+v, got %+v with err %+v.",
 				res,
 				err,
 				crashingRes,

diff --git a/protocol/testutil/constants/orders.go b/protocol/testutil/constants/orders.go
@@ -344,6 +344,27 @@ var (
 		Subticks:     50,
 		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 30},
 	}
+	Order_Alice_Num1_Id0_Clob0_Sell100_Price500000_GTB20 = clobtypes.Order{
+		OrderId:      clobtypes.OrderId{SubaccountId: Alice_Num1, ClientId: 0, ClobPairId: 0},
+		Side:         clobtypes.Order_SIDE_SELL,
+		Quantums:     100,
+		Subticks:     500_000_000_000,
+		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 20},
+	}
+	Order_Alice_Num1_Id0_Clob0_Sell100_Price51000_GTB20 = clobtypes.Order{
+		OrderId:      clobtypes.OrderId{SubaccountId: Alice_Num1, ClientId: 0, ClobPairId: 0},
+		Side:         clobtypes.Order_SIDE_SELL,
+		Quantums:     100,
+		Subticks:     51_000_000_000,
+		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 20},
+	}
+	Order_Alice_Num1_Id0_Clob0_Sell100_Price100000_GTB20 = clobtypes.Order{
+		OrderId:      clobtypes.OrderId{SubaccountId: Alice_Num1, ClientId: 0, ClobPairId: 0},
+		Side:         clobtypes.Order_SIDE_SELL,
+		Quantums:     100,
+		Subticks:     1_000_000_000_000,
+		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 20},
+	}
 	Order_Bob_Num0_Id0_Clob1_Sell10_Price15_GTB20 = clobtypes.Order{
 		OrderId:      clobtypes.OrderId{SubaccountId: Bob_Num0, ClientId: 0, ClobPairId: 1},
 		Side:         clobtypes.Order_SIDE_SELL,
@@ -610,6 +631,27 @@ var (
 		Subticks:     500_000_000_000,
 		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 10},
 	}
+	Order_Carl_Num0_Id0_Clob0_Buy70_Price500000_GTB10 = clobtypes.Order{
+		OrderId:      clobtypes.OrderId{SubaccountId: Carl_Num0, ClientId: 0, ClobPairId: 0},
+		Side:         clobtypes.Order_SIDE_BUY,
+		Quantums:     70,
+		Subticks:     500_000_000_000,
+		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 10},
+	}
+	Order_Carl_Num0_Id0_Clob0_Buy110_Price500000_GTB10 = clobtypes.Order{
+		OrderId:      clobtypes.OrderId{SubaccountId: Carl_Num0, ClientId: 0, ClobPairId: 0},
+		Side:         clobtypes.Order_SIDE_BUY,
+		Quantums:     110,
+		Subticks:     500_000_000_000,
+		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 10},
+	}
+	Order_Carl_Num0_Id0_Clob0_Buy110_Price50000_GTB10 = clobtypes.Order{
+		OrderId:      clobtypes.OrderId{SubaccountId: Carl_Num0, ClientId: 0, ClobPairId: 0},
+		Side:         clobtypes.Order_SIDE_BUY,
+		Quantums:     110,
+		Subticks:     50_000_000_000,
+		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 10},
+	}
 	Order_Carl_Num0_Id0_Clob0_Buy10_Price500000_GTB20 = clobtypes.Order{
 		OrderId:      clobtypes.OrderId{SubaccountId: Carl_Num0, ClientId: 0, ClobPairId: 0},
 		Side:         clobtypes.Order_SIDE_BUY,
@@ -624,6 +666,20 @@ var (
 		Subticks:     500_000_000_000,
 		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 20},
 	}
+	Order_Carl_Num0_Id0_Clob0_Buy10_Price50000_GTB20 = clobtypes.Order{
+		OrderId:      clobtypes.OrderId{SubaccountId: Carl_Num0, ClientId: 0, ClobPairId: 0},
+		Side:         clobtypes.Order_SIDE_BUY,
+		Quantums:     10,
+		Subticks:     500_000_000_000,
+		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 20},
+	}
+	Order_Carl_Num0_Id0_Clob0_Buy110_Price50000_GTB20 = clobtypes.Order{
+		OrderId:      clobtypes.OrderId{SubaccountId: Carl_Num0, ClientId: 0, ClobPairId: 0},
+		Side:         clobtypes.Order_SIDE_BUY,
+		Quantums:     110,
+		Subticks:     500_000_000_000,
+		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 20},
+	}
 	Order_Carl_Num0_Id2_Clob0_Sell5_Price10_GTB15 = clobtypes.Order{
 		OrderId:      clobtypes.OrderId{SubaccountId: Carl_Num0, ClientId: 2, ClobPairId: 0},
 		Side:         clobtypes.Order_SIDE_SELL,
@@ -1209,6 +1265,24 @@ var (
 		TimeInForce:  clobtypes.Order_TIME_IN_FORCE_FILL_OR_KILL,
 		ReduceOnly:   true,
 	}
+	Order_Alice_Num1_Id0_Clob0_Buy110_Price50000_GTB21_FOK_RO = clobtypes.Order{
+		OrderId:      clobtypes.OrderId{SubaccountId: Alice_Num1, ClientId: 0, ClobPairId: 0},
+		Side:         clobtypes.Order_SIDE_BUY,
+		Quantums:     110,
+		Subticks:     50_000_000_000,
+		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 21},
+		TimeInForce:  clobtypes.Order_TIME_IN_FORCE_FILL_OR_KILL,
+		ReduceOnly:   true,
+	}
+	Order_Alice_Num1_Id0_Clob0_Sell110_Price50000_GTB21_FOK_RO = clobtypes.Order{
+		OrderId:      clobtypes.OrderId{SubaccountId: Alice_Num1, ClientId: 0, ClobPairId: 0},
+		Side:         clobtypes.Order_SIDE_SELL,
+		Quantums:     110,
+		Subticks:     50_000_000_000,
+		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 21},
+		TimeInForce:  clobtypes.Order_TIME_IN_FORCE_FILL_OR_KILL,
+		ReduceOnly:   true,
+	}
 	Order_Alice_Num1_Id1_Clob0_Sell15_Price500000_GTB20_FOK_RO = clobtypes.Order{
 		OrderId:      clobtypes.OrderId{SubaccountId: Alice_Num1, ClientId: 1, ClobPairId: 0},
 		Side:         clobtypes.Order_SIDE_SELL,
@@ -1264,6 +1338,24 @@ var (
 		TimeInForce:  clobtypes.Order_TIME_IN_FORCE_IOC,
 		ReduceOnly:   true,
 	}
+	Order_Alice_Num1_Id0_Clob0_Sell110_Price50000_GTB21_IOC_RO = clobtypes.Order{
+		OrderId:      clobtypes.OrderId{SubaccountId: Alice_Num1, ClientId: 0, ClobPairId: 0},
+		Side:         clobtypes.Order_SIDE_SELL,
+		Quantums:     110,
+		Subticks:     50_000_000_000,
+		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 21},
+		TimeInForce:  clobtypes.Order_TIME_IN_FORCE_IOC,
+		ReduceOnly:   true,
+	}
+	Order_Alice_Num1_Id0_Clob0_Buy110_Price50000_GTB21_IOC_RO = clobtypes.Order{
+		OrderId:      clobtypes.OrderId{SubaccountId: Alice_Num1, ClientId: 0, ClobPairId: 0},
+		Side:         clobtypes.Order_SIDE_BUY,
+		Quantums:     110,
+		Subticks:     50_000_000_000,
+		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 21},
+		TimeInForce:  clobtypes.Order_TIME_IN_FORCE_IOC,
+		ReduceOnly:   true,
+	}
 
 	// Reduce-only orders.
 	Order_Alice_Num1_Id1_Clob0_Sell10_Price15_GTB20_RO = clobtypes.Order{