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Clean up open-interest liquidity tier calculations #1592

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merged 3 commits into from
May 29, 2024
Merged

Clean up open-interest liquidity tier calculations #1592

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315515e
add benchmark
BrendanChou May 28, 2024
6ce712e
add tests and modify implementation
BrendanChou May 28, 2024
62fdc9d
CR review
BrendanChou May 29, 2024
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22 changes: 22 additions & 0 deletions protocol/x/perpetuals/types/liquidity_tier_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -219,6 +219,28 @@ func TestLiquidityTierGetMaxAbsFundingClampPpm(t *testing.T) {
}
}

func BenchmarkGetInitialMarginQuoteQuantums(b *testing.B) {
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On darwin/arm64 for reference:
Before

BenchmarkGetInitialMarginQuoteQuantums-10    	 1322443	       907.5 ns/op	     832 B/op	      44 allocs/op

After

BenchmarkGetInitialMarginQuoteQuantums-10    	 2147283	       573.7 ns/op	     600 B/op	      28 allocs/op

Perhaps in the future we can add some workflow that compare these benchmarks on linux/amd64?

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There is a workflow to run on amd64 that runs in CI. I added it, but currently only runs on changes to protocol/lib/. I can change it to run on any changes to protocol/. I'm not very worried about negative impact on performance in this PR given that it's significantly better on arm64 but will be good to keep and eye on in the future

openInterestLowerCap := uint64(1_000_000)
openInterestUpperCap := uint64(2_000_000)
openInterestMiddle := (openInterestLowerCap + openInterestUpperCap) / 2
liquidityTier := &types.LiquidityTier{
OpenInterestLowerCap: openInterestLowerCap,
OpenInterestUpperCap: openInterestUpperCap,
InitialMarginPpm: 200_000, // 20%
}
bigQuoteQuantums := big.NewInt(500_000)
oiLower := new(big.Int).SetUint64(openInterestLowerCap)
oiUpper := new(big.Int).SetUint64(openInterestUpperCap)
oiMiddle := new(big.Int).SetUint64(openInterestMiddle)

b.ResetTimer()
for i := 0; i < b.N; i++ {
_ = liquidityTier.GetInitialMarginQuoteQuantums(bigQuoteQuantums, oiLower)
_ = liquidityTier.GetInitialMarginQuoteQuantums(bigQuoteQuantums, oiUpper)
_ = liquidityTier.GetInitialMarginQuoteQuantums(bigQuoteQuantums, oiMiddle)
}
}

func TestGetInitialMarginQuoteQuantums(t *testing.T) {
tests := map[string]struct {
initialMarginPpm uint32
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