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[TRA-81] Check isolated market constraints in UpdateSubaccount. #1158

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merged 14 commits into from
Mar 13, 2024
Merged

[TRA-81] Check isolated market constraints in UpdateSubaccount. #1158

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78eee26
In progress changes.
vincentwschau Mar 8, 2024
151a5d7
[TRA-68] Check isolated market constraints in UpdateSubaccount.
vincentwschau Mar 8, 2024
9d996f9
Fix price feed.
vincentwschau Mar 8, 2024
104e3b3
Remove uneeded errors.
vincentwschau Mar 8, 2024
8123415
Fix price feed tests.
vincentwschau Mar 8, 2024
603f470
Fix daemon tests.
vincentwschau Mar 8, 2024
d51033f
Fix nits.
vincentwschau Mar 11, 2024
f4a7413
Update CanUpdateSubaccounts as well.
vincentwschau Mar 12, 2024
733c4c3
Fix comment.
vincentwschau Mar 12, 2024
3b52873
Fix lint.
vincentwschau Mar 12, 2024
ea0985b
Add TODO.
vincentwschau Mar 12, 2024
124bc3f
Increase gas limit in E2E test for transfers.
vincentwschau Mar 13, 2024
a0ed3da
Fix comments.
vincentwschau Mar 13, 2024
6245b7b
Merge branch 'main' into vincentc/isolated-subaccounts-check
vincentwschau Mar 13, 2024
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1 change: 1 addition & 0 deletions protocol/daemons/liquidation/client/grpc_helper_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -411,6 +411,7 @@ func TestGetAllMarketPrices(t *testing.T) {
MarketPrices: []pricestypes.MarketPrice{
constants.TestMarketPrices[2],
constants.TestMarketPrices[3],
constants.TestMarketPrices[4],
},
}
mck.On("AllMarketPrices", mock.Anything, req2).Return(response2, nil)
Expand Down
12 changes: 12 additions & 0 deletions protocol/testutil/constants/perpetuals.go
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Original file line number Diff line number Diff line change
Expand Up @@ -327,6 +327,18 @@ var (
},
FundingIndex: dtypes.ZeroInt(),
}
Iso2Usd_IsolatedMarket = perptypes.Perpetual{
Params: perptypes.PerpetualParams{
Id: 4,
Ticker: "ISO2-USD",
MarketId: uint32(4),
AtomicResolution: int32(-7),
DefaultFundingPpm: int32(0),
LiquidityTier: uint32(3),
MarketType: perptypes.PerpetualMarketType_PERPETUAL_MARKET_TYPE_ISOLATED,
},
FundingIndex: dtypes.ZeroInt(),
}
)

var TestMarketPerpetuals = []perptypes.Perpetual{
Expand Down
10 changes: 10 additions & 0 deletions protocol/testutil/constants/pricefeed.go
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Original file line number Diff line number Diff line change
Expand Up @@ -14,6 +14,7 @@ var (
MarketId1 = uint32(1)
MarketId2 = uint32(2)
MarketId3 = uint32(3)
MarketId4 = uint32(4)

MarketId7 = uint32(7)
MarketId8 = uint32(8)
Expand Down Expand Up @@ -276,26 +277,35 @@ var (
Exchange3_Price3_TimeT,
},
},
{
MarketId: MarketId4,
ExchangePrices: []*api.ExchangePrice{
Exchange3_Price3_TimeT,
},
},
}
AtTimeTSingleExchangeSmoothedPrices = map[uint32]uint64{
MarketId0: Exchange0_Price4_TimeT.Price,
MarketId1: Exchange1_Price1_TimeT.Price,
MarketId2: Exchange2_Price2_TimeT.Price,
MarketId3: Exchange3_Price3_TimeT.Price,
MarketId4: Exchange3_Price3_TimeT.Price,
}

AtTimeTSingleExchangeSmoothedPricesPlus10 = map[uint32]uint64{
MarketId0: Exchange0_Price4_TimeT.Price + 10,
MarketId1: Exchange1_Price1_TimeT.Price + 10,
MarketId2: Exchange2_Price2_TimeT.Price + 10,
MarketId3: Exchange3_Price3_TimeT.Price + 10,
MarketId4: Exchange3_Price3_TimeT.Price + 10,
}

AtTimeTSingleExchangeSmoothedPricesPlus7 = map[uint32]uint64{
MarketId0: Exchange0_Price4_TimeT.Price + 7,
MarketId1: Exchange1_Price1_TimeT.Price + 7,
MarketId2: Exchange2_Price2_TimeT.Price + 7,
MarketId3: Exchange3_Price3_TimeT.Price + 7,
MarketId4: Exchange3_Price3_TimeT.Price + 7,
}

MixedTimePriceUpdate = []*api.MarketPriceUpdate{
Expand Down
26 changes: 26 additions & 0 deletions protocol/testutil/constants/prices.go
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Expand Up @@ -27,6 +27,7 @@ const (
SolUsdPair = "SOL-USD"
LtcUsdPair = "LTC-USD"
IsoUsdPair = "ISO-USD"
Iso2UsdPair = "ISO2-USD"

BtcUsdExponent = -5
EthUsdExponent = -6
Expand All @@ -36,6 +37,7 @@ const (
SolUsdExponent = -8
LtcUsdExponent = -7
IsoUsdExponent = -8
Iso2UsdExponent = -7

CoinbaseExchangeName = "Coinbase"
BinanceExchangeName = "Binance"
Expand Down Expand Up @@ -212,6 +214,15 @@ var TestMarketExchangeConfigs = map[pricefeedclient.MarketId]string{
}
]
}`,
exchange_config.MARKET_ISO2_USD: `{
"exchanges": [
{
"exchangeName": "Binance",
"ticker": "ISO2USDT",
"adjustByMarket": "USDT-USD"
}
]
}`,
}

var TestMarketParams = []types.MarketParam{
Expand Down Expand Up @@ -247,6 +258,14 @@ var TestMarketParams = []types.MarketParam{
MinPriceChangePpm: 50,
ExchangeConfigJson: TestMarketExchangeConfigs[exchange_config.MARKET_ISO_USD],
},
{
Id: 4,
Pair: Iso2UsdPair,
Exponent: Iso2UsdExponent,
MinExchanges: 1,
MinPriceChangePpm: 50,
ExchangeConfigJson: TestMarketExchangeConfigs[exchange_config.MARKET_ISO2_USD],
},
}

var TestMarketPrices = []types.MarketPrice{
Expand All @@ -270,13 +289,19 @@ var TestMarketPrices = []types.MarketPrice{
Exponent: IsoUsdExponent,
Price: FiveBillion, // 50$ == 1 ISO
},
{
Id: 4,
Exponent: Iso2UsdExponent,
Price: ThreeBillion, // 300$ == 1 ISO2
},
}

var TestMarketIdsToExponents = map[uint32]int32{
0: BtcUsdExponent,
1: EthUsdExponent,
2: SolUsdExponent,
3: IsoUsdExponent,
4: Iso2UsdExponent,
}

var TestPricesGenesisState = types.GenesisState{
Expand All @@ -290,6 +315,7 @@ var (
types.NewMarketPriceUpdate(MarketId1, Price6),
types.NewMarketPriceUpdate(MarketId2, Price7),
types.NewMarketPriceUpdate(MarketId3, Price4),
types.NewMarketPriceUpdate(MarketId4, Price3),
}

// `MsgUpdateMarketPrices`.
Expand Down
5 changes: 3 additions & 2 deletions protocol/testutil/daemons/pricefeed/exchange_config/market_id.go
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Original file line number Diff line number Diff line change
Expand Up @@ -75,8 +75,9 @@ const (
// MARKET_TEST_USD is the id used for the TEST-USD market pair.
MARKET_TEST_USD types.MarketId = 33

// Arbitrary isolated market
MARKET_ISO_USD types.MarketId = 999_999
// Arbitrary isolated markets
MARKET_ISO2_USD types.MarketId = 999_998
MARKET_ISO_USD types.MarketId = 999_999

// Non-trading markets.
// MARKET_USDT_USD is the id for the USDT-USD market pair.
Expand Down
11 changes: 11 additions & 0 deletions protocol/x/prices/keeper/msg_server_update_market_prices_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -48,6 +48,7 @@ func TestUpdateMarketPrices_Valid(t *testing.T) {
constants.MarketId1: constants.ThreeBillion, // no change
constants.MarketId2: constants.FiveBillion, // no change
constants.MarketId3: constants.FiveBillion, // no change
constants.MarketId4: constants.ThreeBillion, // no change
},
},
"Multiple updates": {
Expand All @@ -58,6 +59,7 @@ func TestUpdateMarketPrices_Valid(t *testing.T) {
constants.MarketId1: constants.Price6,
constants.MarketId2: constants.Price7,
constants.MarketId3: constants.Price4,
constants.MarketId4: constants.Price3,
},
},
"Towards index price = true (current < update < index price)": {
Expand All @@ -81,6 +83,7 @@ func TestUpdateMarketPrices_Valid(t *testing.T) {
constants.MarketId1: constants.ThreeBillion, // no change
constants.MarketId2: constants.FiveBillion, // no change
constants.MarketId3: constants.FiveBillion, // no change
constants.MarketId4: constants.ThreeBillion, // no change
},
},
"Index price crossing = true (price increase), old_ticks > 1, new_ticks <= sqrt(old_ticks) = true": {
Expand All @@ -104,6 +107,7 @@ func TestUpdateMarketPrices_Valid(t *testing.T) {
constants.MarketId1: constants.ThreeBillion, // no change
constants.MarketId2: constants.FiveBillion, // no change
constants.MarketId3: constants.FiveBillion, // no change
constants.MarketId4: constants.ThreeBillion, // no change
},
},
"Index price crossing = true (price decrease), old_ticks > 1, new_ticks <= sqrt(old_ticks) = true": {
Expand All @@ -127,6 +131,7 @@ func TestUpdateMarketPrices_Valid(t *testing.T) {
constants.MarketId1: constants.ThreeBillion, // no change
constants.MarketId2: constants.FiveBillion, // no change
constants.MarketId3: constants.FiveBillion, // no change
constants.MarketId4: constants.ThreeBillion, // no change
},
},
"Index price crossing = true (price increase), old_ticks <= 1, new_ticks <= old_ticks = true": {
Expand All @@ -150,6 +155,7 @@ func TestUpdateMarketPrices_Valid(t *testing.T) {
constants.MarketId1: constants.ThreeBillion, // no change
constants.MarketId2: constants.FiveBillion, // no change
constants.MarketId3: constants.FiveBillion, // no change
constants.MarketId4: constants.ThreeBillion, // no change
},
},
"Index price crossing = true (price decrease), old_ticks <= 1, new_ticks <= old_ticks = true": {
Expand All @@ -173,6 +179,7 @@ func TestUpdateMarketPrices_Valid(t *testing.T) {
constants.MarketId1: constants.ThreeBillion, // no change
constants.MarketId2: constants.FiveBillion, // no change
constants.MarketId3: constants.FiveBillion, // no change
constants.MarketId4: constants.ThreeBillion, // no change
},
},
}
Expand Down Expand Up @@ -226,6 +233,7 @@ func TestUpdateMarketPrices_SkipNonDeterministicCheck_Valid(t *testing.T) {
constants.MarketId1: constants.ThreeBillion, // no change
constants.MarketId2: constants.FiveBillion, // no change
constants.MarketId3: constants.FiveBillion, // no change
constants.MarketId4: constants.ThreeBillion, // no change
},
},
"Index price trends in the opposite direction of update price from current price, but still updates state": {
Expand All @@ -249,6 +257,7 @@ func TestUpdateMarketPrices_SkipNonDeterministicCheck_Valid(t *testing.T) {
constants.MarketId1: constants.ThreeBillion, // no change
constants.MarketId2: constants.FiveBillion, // no change
constants.MarketId3: constants.FiveBillion, // no change
constants.MarketId4: constants.ThreeBillion, // no change
},
},
"Index price crossing = true, old_ticks > 1, new_ticks <= sqrt(old_ticks) = false": {
Expand All @@ -272,6 +281,7 @@ func TestUpdateMarketPrices_SkipNonDeterministicCheck_Valid(t *testing.T) {
constants.MarketId1: constants.ThreeBillion, // no change
constants.MarketId2: constants.FiveBillion, // no change
constants.MarketId3: constants.FiveBillion, // no change
constants.MarketId4: constants.ThreeBillion, // no change
},
},
"Index price crossing = true, old_ticks <= 1, new_ticks <= old_ticks = false": {
Expand All @@ -295,6 +305,7 @@ func TestUpdateMarketPrices_SkipNonDeterministicCheck_Valid(t *testing.T) {
constants.MarketId1: constants.ThreeBillion, // no change
constants.MarketId2: constants.FiveBillion, // no change
constants.MarketId3: constants.FiveBillion, // no change
constants.MarketId4: constants.ThreeBillion, // no change
},
},
}
Expand Down
5 changes: 4 additions & 1 deletion protocol/x/prices/keeper/smoothed_price_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -59,6 +59,7 @@ func TestUpdateSmoothedPrices(t *testing.T) {
constants.MarketId1: constants.Exchange1_Price1_TimeT.Price + 7,
constants.MarketId2: constants.Exchange2_Price2_TimeT.Price + 35,
constants.MarketId3: constants.Exchange3_Price3_TimeT.Price,
constants.MarketId4: constants.Exchange3_Price3_TimeT.Price,
constants.MarketId7: constants.Price1,
},
linearInterpolateFunc: lib.Uint64LinearInterpolate,
Expand All @@ -81,7 +82,8 @@ func TestUpdateSmoothedPrices(t *testing.T) {
expectedErr: "Error updating smoothed price for market 0: error while interpolating\n" +
"Error updating smoothed price for market 1: error while interpolating\n" +
"Error updating smoothed price for market 2: error while interpolating\n" +
"Error updating smoothed price for market 3: error while interpolating",
"Error updating smoothed price for market 3: error while interpolating\n" +
"Error updating smoothed price for market 4: error while interpolating",
expectedResult: constants.AtTimeTSingleExchangeSmoothedPricesPlus10, // no change
},
"Single interpolation error - returns error, continues updating other markets": {
Expand All @@ -95,6 +97,7 @@ func TestUpdateSmoothedPrices(t *testing.T) {
constants.MarketId1: constants.AtTimeTSingleExchangeSmoothedPricesPlus10[constants.MarketId1], // no change
constants.MarketId2: constants.AtTimeTSingleExchangeSmoothedPricesPlus7[constants.MarketId2], // update
constants.MarketId3: constants.AtTimeTSingleExchangeSmoothedPricesPlus10[constants.MarketId3], // update
constants.MarketId4: constants.AtTimeTSingleExchangeSmoothedPricesPlus7[constants.MarketId4], // update
}, // no change
},
}
Expand Down
3 changes: 3 additions & 0 deletions protocol/x/prices/keeper/update_price_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -201,6 +201,7 @@ func TestGetValidMarketPriceUpdates(t *testing.T) {
types.NewMarketPriceUpdate(constants.MarketId1, constants.Price1+1),
types.NewMarketPriceUpdate(constants.MarketId2, constants.Price2),
types.NewMarketPriceUpdate(constants.MarketId3, constants.Price3),
types.NewMarketPriceUpdate(constants.MarketId4, constants.Price3),
},
},
},
Expand Down Expand Up @@ -232,6 +233,7 @@ func TestGetValidMarketPriceUpdates(t *testing.T) {
types.NewMarketPriceUpdate(constants.MarketId1, constants.Price1),
types.NewMarketPriceUpdate(constants.MarketId2, constants.Price2),
types.NewMarketPriceUpdate(constants.MarketId3, constants.Price3),
types.NewMarketPriceUpdate(constants.MarketId4, constants.Price3),
},
},
},
Expand All @@ -250,6 +252,7 @@ func TestGetValidMarketPriceUpdates(t *testing.T) {
types.NewMarketPriceUpdate(constants.MarketId1, constants.Price1),
types.NewMarketPriceUpdate(constants.MarketId2, constants.Price2),
types.NewMarketPriceUpdate(constants.MarketId3, constants.Price3),
types.NewMarketPriceUpdate(constants.MarketId4, constants.Price3),
},
},
},
Expand Down
5 changes: 3 additions & 2 deletions protocol/x/prices/keeper/validate_market_price_updates_test.go
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Expand Up @@ -374,7 +374,7 @@ func TestGetMarketsMissingFromPriceUpdates(t *testing.T) {
smoothedIndexPrices: constants.AtTimeTSingleExchangeSmoothedPrices,
// The returned market ids must be sorted.
expectedMarketIds: []uint32{
constants.MarketId0, constants.MarketId1, constants.MarketId2, constants.MarketId3,
constants.MarketId0, constants.MarketId1, constants.MarketId2, constants.MarketId3, constants.MarketId4,
},
},
"Non-empty proposed updates, Empty local updates": {
Expand All @@ -392,6 +392,7 @@ func TestGetMarketsMissingFromPriceUpdates(t *testing.T) {
types.NewMarketPriceUpdate(constants.MarketId0, constants.Price5),
types.NewMarketPriceUpdate(constants.MarketId1, constants.Price6),
types.NewMarketPriceUpdate(constants.MarketId3, constants.Price7),
types.NewMarketPriceUpdate(constants.MarketId4, constants.Price4),
},
indexPrices: constants.AtTimeTSingleExchangePriceUpdate,
smoothedIndexPrices: constants.AtTimeTSingleExchangeSmoothedPrices,
Expand All @@ -404,7 +405,7 @@ func TestGetMarketsMissingFromPriceUpdates(t *testing.T) {
indexPrices: constants.AtTimeTSingleExchangePriceUpdate,
smoothedIndexPrices: constants.AtTimeTSingleExchangeSmoothedPrices,
// The returned market ids must be sorted.
expectedMarketIds: []uint32{constants.MarketId0, constants.MarketId2, constants.MarketId3},
expectedMarketIds: []uint32{constants.MarketId0, constants.MarketId2, constants.MarketId3, constants.MarketId4},
},
}
for name, tc := range tests {
Expand Down
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