serai/substrate/client/tests/dex.rs
Luke Parker 6f5d794f10
Median by Position (#533)
* use median price instead of the highest sustained

* add test for lexicographically reversing a byte slice

* fix pr comments

* fix CI fail

* fix dex tests

* Use a fuzz-tested list of prices

* Working median algorithm based on position + lints

---------

Co-authored-by: akildemir <aeg_asd@hotmail.com>
2024-02-19 20:50:04 -05:00

446 lines
13 KiB
Rust

use rand_core::{RngCore, OsRng};
use scale::Encode;
use sp_core::{Pair as PairTrait, bounded_vec::BoundedVec, hashing::blake2_256};
use serai_abi::in_instructions::primitives::DexCall;
use serai_client::{
primitives::{
Amount, NetworkId, Coin, Balance, BlockHash, insecure_pair_from_name, ExternalAddress,
SeraiAddress, PublicKey,
},
in_instructions::primitives::{
InInstruction, InInstructionWithBalance, Batch, IN_INSTRUCTION_EXECUTOR, OutAddress,
},
dex::DexEvent,
Serai,
};
mod common;
use common::{
in_instructions::{provide_batch, mint_coin},
dex::{add_liquidity as common_add_liquidity, swap as common_swap},
};
// TODO: Calculate all constants in the following tests
// TODO: Check LP token, coin balances
// TODO: Modularize common code
// TODO: Check Transfer events
serai_test!(
create_pool: (|serai: Serai| async move {
let block = serai.finalized_block_by_number(0).await.unwrap().unwrap().hash();
let events = serai.as_of(block).dex().events().await.unwrap();
assert_eq!(
events,
vec![
DexEvent::PoolCreated {
pool_id: Coin::Bitcoin,
pool_account: PublicKey::from_raw(blake2_256(&Coin::Bitcoin.encode())).into(),
},
DexEvent::PoolCreated {
pool_id: Coin::Ether,
pool_account: PublicKey::from_raw(blake2_256(&Coin::Ether.encode())).into(),
},
DexEvent::PoolCreated {
pool_id: Coin::Dai,
pool_account: PublicKey::from_raw(blake2_256(&Coin::Dai.encode())).into(),
},
DexEvent::PoolCreated {
pool_id: Coin::Monero,
pool_account: PublicKey::from_raw(blake2_256(&Coin::Monero.encode())).into(),
},
]
);
})
add_liquidity: (|serai: Serai| async move {
let coin = Coin::Monero;
let pair = insecure_pair_from_name("Ferdie");
// mint sriXMR in the account so that we can add liq.
// Ferdie account is already pre-funded with SRI.
mint_coin(
&serai,
Balance { coin, amount: Amount(100_000_000_000_000) },
NetworkId::Monero,
0,
pair.clone().public().into(),
)
.await;
// add liquidity
let coin_amount = Amount(50_000_000_000_000);
let sri_amount = Amount(50_000_000_000_000);
let block = common_add_liquidity(&serai,
coin,
coin_amount,
sri_amount,
0,
pair.clone()
).await;
// get only the add liq events
let mut events = serai.as_of(block).dex().events().await.unwrap();
events.retain(|e| matches!(e, DexEvent::LiquidityAdded { .. }));
assert_eq!(
events,
vec![DexEvent::LiquidityAdded {
who: pair.public().into(),
mint_to: pair.public().into(),
pool_id: Coin::Monero,
coin_amount: coin_amount.0,
sri_amount: sri_amount.0,
lp_token_minted: 49_999999990000
}]
);
})
// Tests coin -> SRI and SRI -> coin swaps.
swap_coin_to_sri: (|serai: Serai| async move {
let coin = Coin::Ether;
let pair = insecure_pair_from_name("Ferdie");
// mint sriXMR in the account so that we can add liq.
// Ferdie account is already pre-funded with SRI.
mint_coin(
&serai,
Balance { coin, amount: Amount(100_000_000_000_000) },
NetworkId::Ethereum,
0,
pair.clone().public().into(),
)
.await;
// add liquidity
common_add_liquidity(&serai,
coin,
Amount(50_000_000_000_000),
Amount(50_000_000_000_000),
0,
pair.clone()
).await;
// now that we have our liquid pool, swap some coin to SRI.
let mut amount_in = Amount(25_000_000_000_000);
let mut block = common_swap(&serai, coin, Coin::Serai, amount_in, Amount(1), 1, pair.clone())
.await;
// get only the swap events
let mut events = serai.as_of(block).dex().events().await.unwrap();
events.retain(|e| matches!(e, DexEvent::SwapExecuted { .. }));
let mut path = BoundedVec::try_from(vec![coin, Coin::Serai]).unwrap();
assert_eq!(
events,
vec![DexEvent::SwapExecuted {
who: pair.clone().public().into(),
send_to: pair.public().into(),
path,
amount_in: amount_in.0,
amount_out: 16633299966633
}]
);
// now swap some SRI to coin
amount_in = Amount(10_000_000_000_000);
block = common_swap(&serai, Coin::Serai, coin, amount_in, Amount(1), 2, pair.clone()).await;
// get only the swap events
let mut events = serai.as_of(block).dex().events().await.unwrap();
events.retain(|e| matches!(e, DexEvent::SwapExecuted { .. }));
path = BoundedVec::try_from(vec![Coin::Serai, coin]).unwrap();
assert_eq!(
events,
vec![DexEvent::SwapExecuted {
who: pair.clone().public().into(),
send_to: pair.public().into(),
path,
amount_in: amount_in.0,
amount_out: 17254428681101
}]
);
})
swap_coin_to_coin: (|serai: Serai| async move {
let coin1 = Coin::Monero;
let coin2 = Coin::Dai;
let pair = insecure_pair_from_name("Ferdie");
// mint coins
mint_coin(
&serai,
Balance { coin: coin1, amount: Amount(100_000_000_000_000) },
NetworkId::Monero,
0,
pair.clone().public().into(),
)
.await;
mint_coin(
&serai,
Balance { coin: coin2, amount: Amount(100_000_000_000_000) },
NetworkId::Ethereum,
0,
pair.clone().public().into(),
)
.await;
// add liquidity to pools
common_add_liquidity(&serai,
coin1,
Amount(50_000_000_000_000),
Amount(50_000_000_000_000),
0,
pair.clone()
).await;
common_add_liquidity(&serai,
coin2,
Amount(50_000_000_000_000),
Amount(50_000_000_000_000),
1,
pair.clone()
).await;
// swap coin1 -> coin2
let amount_in = Amount(25_000_000_000_000);
let block = common_swap(&serai, coin1, coin2, amount_in, Amount(1), 2, pair.clone()).await;
// get only the swap events
let mut events = serai.as_of(block).dex().events().await.unwrap();
events.retain(|e| matches!(e, DexEvent::SwapExecuted { .. }));
let path = BoundedVec::try_from(vec![coin1, Coin::Serai, coin2]).unwrap();
assert_eq!(
events,
vec![DexEvent::SwapExecuted {
who: pair.clone().public().into(),
send_to: pair.public().into(),
path,
amount_in: amount_in.0,
amount_out: 12453103964435,
}]
);
})
add_liquidity_in_instructions: (|serai: Serai| async move {
let coin = Coin::Bitcoin;
let pair = insecure_pair_from_name("Ferdie");
let mut batch_id = 0;
// mint sriBTC in the account so that we can add liq.
// Ferdie account is already pre-funded with SRI.
mint_coin(
&serai,
Balance { coin, amount: Amount(100_000_000_000_000) },
NetworkId::Bitcoin,
batch_id,
pair.clone().public().into(),
)
.await;
batch_id += 1;
// add liquidity
common_add_liquidity(&serai,
coin,
Amount(5_000_000_000_000),
Amount(500_000_000_000),
0,
pair.clone()
).await;
// now that we have our liquid SRI/BTC pool, we can add more liquidity to it via an
// InInstruction
let mut block_hash = BlockHash([0; 32]);
OsRng.fill_bytes(&mut block_hash.0);
let batch = Batch {
network: NetworkId::Bitcoin,
id: batch_id,
block: block_hash,
instructions: vec![InInstructionWithBalance {
instruction: InInstruction::Dex(DexCall::SwapAndAddLiquidity(pair.public().into())),
balance: Balance { coin: Coin::Bitcoin, amount: Amount(20_000_000_000_000) },
}],
};
let block = provide_batch(&serai, batch).await;
let mut events = serai.as_of(block).dex().events().await.unwrap();
events.retain(|e| matches!(e, DexEvent::LiquidityAdded { .. }));
assert_eq!(
events,
vec![DexEvent::LiquidityAdded {
who: IN_INSTRUCTION_EXECUTOR,
mint_to: pair.public().into(),
pool_id: Coin::Bitcoin,
coin_amount: 10_000_000_000_000, // half of sent amount
sri_amount: 111_333_778_668,
lp_token_minted: 1_054_092_553_383
}]
);
})
swap_in_instructions: (|serai: Serai| async move {
let coin1 = Coin::Monero;
let coin2 = Coin::Ether;
let pair = insecure_pair_from_name("Ferdie");
let mut coin1_batch_id = 0;
let mut coin2_batch_id = 0;
// mint coins
mint_coin(
&serai,
Balance { coin: coin1, amount: Amount(10_000_000_000_000_000) },
NetworkId::Monero,
coin1_batch_id,
pair.clone().public().into(),
)
.await;
coin1_batch_id += 1;
mint_coin(
&serai,
Balance { coin: coin2, amount: Amount(100_000_000_000_000) },
NetworkId::Ethereum,
coin2_batch_id,
pair.clone().public().into(),
)
.await;
coin2_batch_id += 1;
// add liquidity to pools
common_add_liquidity(&serai,
coin1,
Amount(5_000_000_000_000_000), // monero has 12 decimals
Amount(50_000_000_000),
0,
pair.clone()
).await;
common_add_liquidity(&serai,
coin2,
Amount(5_000_000_000_000), // ether still has 8 in our codebase
Amount(500_000_000_000),
1,
pair.clone()
).await;
// rand address bytes
let mut rand_bytes = vec![0; 32];
OsRng.fill_bytes(&mut rand_bytes);
// XMR -> ETH
{
// make an out address
let out_address = OutAddress::External(ExternalAddress::new(rand_bytes.clone()).unwrap());
// amount is the min out amount
let out_balance = Balance { coin: coin2, amount: Amount(1) };
// now that we have our pools, we can try to swap
let mut block_hash = BlockHash([0; 32]);
OsRng.fill_bytes(&mut block_hash.0);
let batch = Batch {
network: NetworkId::Monero,
id: coin1_batch_id,
block: block_hash,
instructions: vec![InInstructionWithBalance {
instruction: InInstruction::Dex(DexCall::Swap(out_balance, out_address)),
balance: Balance { coin: coin1, amount: Amount(200_000_000_000_000) },
}],
};
let block = provide_batch(&serai, batch).await;
coin1_batch_id += 1;
let mut events = serai.as_of(block).dex().events().await.unwrap();
events.retain(|e| matches!(e, DexEvent::SwapExecuted { .. }));
let path = BoundedVec::try_from(vec![coin1, Coin::Serai, coin2]).unwrap();
assert_eq!(
events,
vec![DexEvent::SwapExecuted {
who: IN_INSTRUCTION_EXECUTOR,
send_to: IN_INSTRUCTION_EXECUTOR,
path,
amount_in: 200_000_000_000_000,
amount_out: 19_044_944_233
}]
);
}
// ETH -> sriXMR
{
// make an out address
let out_address =
OutAddress::Serai(SeraiAddress::new(rand_bytes.clone().try_into().unwrap()));
// amount is the min out amount
let out_balance = Balance { coin: coin1, amount: Amount(1) };
// now that we have our pools, we can try to swap
let mut block_hash = BlockHash([0; 32]);
OsRng.fill_bytes(&mut block_hash.0);
let batch = Batch {
network: NetworkId::Ethereum,
id: coin2_batch_id,
block: block_hash,
instructions: vec![InInstructionWithBalance {
instruction: InInstruction::Dex(DexCall::Swap(out_balance, out_address.clone())),
balance: Balance { coin: coin2, amount: Amount(200_000_000_000) },
}],
};
let block = provide_batch(&serai, batch).await;
let mut events = serai.as_of(block).dex().events().await.unwrap();
events.retain(|e| matches!(e, DexEvent::SwapExecuted { .. }));
let path = BoundedVec::try_from(vec![coin2, Coin::Serai, coin1]).unwrap();
assert_eq!(
events,
vec![DexEvent::SwapExecuted {
who: IN_INSTRUCTION_EXECUTOR,
send_to: out_address.as_native().unwrap(),
path,
amount_in: 200_000_000_000,
amount_out: 1487294253782353
}]
);
}
// XMR -> SRI
{
// make an out address
let out_address = OutAddress::Serai(SeraiAddress::new(rand_bytes.try_into().unwrap()));
// amount is the min out amount
let out_balance = Balance { coin: Coin::Serai, amount: Amount(1) };
// now that we have our pools, we can try to swap
let mut block_hash = BlockHash([0; 32]);
OsRng.fill_bytes(&mut block_hash.0);
let batch = Batch {
network: NetworkId::Monero,
id: coin1_batch_id,
block: block_hash,
instructions: vec![InInstructionWithBalance {
instruction: InInstruction::Dex(DexCall::Swap(out_balance, out_address.clone())),
balance: Balance { coin: coin1, amount: Amount(100_000_000_000_000) },
}],
};
let block = provide_batch(&serai, batch).await;
let mut events = serai.as_of(block).dex().events().await.unwrap();
events.retain(|e| matches!(e, DexEvent::SwapExecuted { .. }));
let path = BoundedVec::try_from(vec![coin1, Coin::Serai]).unwrap();
assert_eq!(
events,
vec![DexEvent::SwapExecuted {
who: IN_INSTRUCTION_EXECUTOR,
send_to: out_address.as_native().unwrap(),
path,
amount_in: 100_000_000_000_000,
amount_out: 1_762_662_819
}]
);
}
})
);