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Implement full testing, fix critical bug
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@maltekliemann
maltekliemann committed Sep 13, 2024
1 parent 5e7691e commit 402c1cc
Showing 1 changed file with 146 additions and 15 deletions.
161 changes: 146 additions & 15 deletions zrml/neo-swaps/src/math/types/combo_math.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -217,6 +217,10 @@ mod detail {
amount_in: FixedType,
liquidity: FixedType,
) -> Option<FixedType> {
if buy.is_empty() || sell.is_empty() || amount_in.is_zero() {
return None;
}

let exp_sum_buy = exp_sum(buy, liquidity)?;
let exp_sum_sell = exp_sum(sell, liquidity)?;
let amount_in_div_liquidity = amount_in.checked_div(liquidity)?;
Expand All @@ -228,9 +232,6 @@ mod detail {
.checked_sub(exp_of_minus_amount_in_times_exp_sum_sell)?;
let ln_arg = numerator.checked_div(exp_sum_buy)?;
let (ln_val, _): (FixedType, _) = ln(ln_arg).ok()?;
if let Some(res) = ln_val.checked_mul(liquidity) {
println!("{}", res);
}
ln_val.checked_mul(liquidity)
}

Expand All @@ -241,6 +242,10 @@ mod detail {
amount_sell: FixedType,
liquidity: FixedType,
) -> Option<FixedType> {
if buy.is_empty() || sell.is_empty() || amount_buy.is_zero() {
return None;
}

let exp_sum_buy = exp_sum(buy, liquidity)?;
let exp_sum_sell = exp_sum(sell, liquidity)?;
let numerator = exp_sum_buy.checked_add(exp_sum_sell)?;
Expand All @@ -262,20 +267,37 @@ mod detail {
amount_keep: FixedType,
liquidity: FixedType,
) -> Option<FixedType> {
let amount_buy_keep = if keep.is_empty() {
amount_buy
// Ensure that either `keep` is empty and `amount_keep` is zero, or `keep` is non-empty and
// `amount_keep` is non-zero.
if keep.is_empty() && !amount_keep.is_zero() || !keep.is_empty() && amount_keep.is_zero() {
return None;
}

// Reserves change after the first equalization. Since we do two equalization calculations
// in one, we need to determine the intermediate reserves for the second calculation.
let (amount_buy_keep, buy_keep) = if keep.is_empty() {
(amount_buy, buy)
} else {
let delta_buy = calculate_equalize_amount_fixed(
buy.clone(),
sell.clone(),
keep.clone(),
amount_buy,
amount_keep,
liquidity,
)?;
amount_buy.checked_sub(delta_buy)?

let delta_keep = amount_buy.checked_sub(delta_buy)?.checked_sub(amount_keep)?;

let buy_intermediate =
buy.into_iter().map(|x| x.checked_add(delta_buy)).collect::<Option<Vec<_>>>()?;
let keep_intermediate =
keep.into_iter().map(|x| x.checked_sub(delta_keep)).collect::<Option<Vec<_>>>()?;
let buy_keep =
buy_intermediate.into_iter().chain(keep_intermediate.into_iter()).collect();

(amount_buy.checked_sub(delta_buy)?, buy_keep)
};

let buy_keep = buy.into_iter().chain(keep.into_iter()).collect();
let delta_buy_keep = calculate_equalize_amount_fixed(
buy_keep,
sell,
Expand Down Expand Up @@ -374,13 +396,6 @@ mod tests {
527_114_788_714,
1
)]
#[test_case(
vec![848_358_525_162, 482_990_395_533],
vec![730_736_259_258, _100],
0,
527_114_788_714,
0
)]
fn calculate_swap_amount_out_for_buy_works(
buy: Vec<MockBalance>,
sell: Vec<MockBalance>,
Expand All @@ -400,6 +415,9 @@ mod tests {
#[test_case(vec![_1], vec![u128::MAX], _1, _1)] // to_fixed error
#[test_case(vec![_1], vec![_1], u128::MAX, _1)] // to_fixed error
#[test_case(vec![_1], vec![_1], _1, u128::MAX)] // to_fixed error
#[test_case(vec![], vec![_1], _1, _1)] // empty vector
#[test_case(vec![_1], vec![], _1, _1)] // empty vector
#[test_case(vec![_1], vec![_1], 0, _1)] // zero value
fn calculate_swap_amount_out_for_buy_throws_math_error(
buy: Vec<MockBalance>,
sell: Vec<MockBalance>,
Expand Down Expand Up @@ -544,6 +562,30 @@ mod tests {
);
}

#[test_case(vec![_1], vec![_1], _1, _1, 0)] // Division by zero
#[test_case(vec![_1], vec![_1], 1_000 * _1, _1, _1)] // Overflow
#[test_case(vec![_1], vec![_1], _1, 1_000 * _1, _1)] // Overflow
#[test_case(vec![u128::MAX], vec![_1], _1, _1, _1)] // to_fixed error
#[test_case(vec![_1], vec![u128::MAX], _1, _1, _1)] // to_fixed error
#[test_case(vec![_1], vec![_1], u128::MAX, _1, _1)] // to_fixed error
#[test_case(vec![_1], vec![_1], _1, u128::MAX, _1)] // to_fixed error
#[test_case(vec![_1], vec![_1], _1, _1, u128::MAX)] // to_fixed error
#[test_case(vec![], vec![_1], _1, _1, _1)] // empty vector
#[test_case(vec![_1], vec![], _1, _1, _1)] // empty vector
#[test_case(vec![_1], vec![_1], 0, _1, _1)] // zero value
fn calculate_equalize_amount_throws_error(
buy: Vec<MockBalance>,
sell: Vec<MockBalance>,
amount_buy: MockBalance,
amount_sell: MockBalance,
liquidity: MockBalance,
) {
assert_err!(
MockMath::calculate_equalize_amount(buy, sell, amount_buy, amount_sell, liquidity),
Error::<MockRuntime>::MathError
);
}

// Tests for `calculate_equalize`.
#[test_case(
vec![_10 - 58_496_250_072],
Expand Down Expand Up @@ -583,6 +625,61 @@ mod tests {
_1_10;
"negative ln"
)]
// Tests generated by Python.
#[test_case(
vec![_100, 305_865_360_520],
vec![768_621_786_840, _100, 768_621_786_840, _100],
vec![462_756_426_319],
76_500_000_000,
43_200_000_000,
333_808_200_695,
45_943_057_520
)]
#[test_case(
vec![_100, 305_865_360_520],
vec![768_621_786_840, _100, 768_621_786_840, _100],
vec![462_756_426_319],
_2,
_1,
333_808_200_695,
11_900_842_524
)]
#[test_case(
vec![_100, 305_865_360_520, 768_621_786_840],
vec![_100, 768_621_786_840],
vec![462_756_426_319, _100],
123_400_000_000,
_1,
333_808_200_695,
63_972_215_306
)]
#[test_case(
vec![_100, 305_865_360_520, 768_621_786_840],
vec![_100],
vec![462_756_426_319, _100, 768_621_786_840],
123_400_000_000,
1,
333_808_200_695,
62_187_083_257
)]
#[test_case(
vec![_100, 305_865_360_520, 768_621_786_840],
vec![_100],
vec![462_756_426_319, _100, 768_621_786_840],
2,
1,
333_808_200_695,
1
)]
#[test_case(
vec![_100, 305_865_360_520, 768_621_786_840],
vec![],
vec![462_756_426_319, _100, 768_621_786_840, _100],
123_400_000_000,
0,
333_808_200_695,
62_187_083_257
)]
fn calculate_swap_amount_out_for_sell_works(
buy: Vec<MockBalance>,
keep: Vec<MockBalance>,
Expand All @@ -606,6 +703,40 @@ mod tests {
);
}

#[test_case(vec![_1], vec![_1], vec![_1], _1, _1, 0)] // Division by zero
#[test_case(vec![_1], vec![_1], vec![_1], 1_000 * _1, _1, _1)] // Overflow
#[test_case(vec![_1], vec![_1], vec![_1], _1, 1_000 * _1, _1)] // Overflow
#[test_case(vec![u128::MAX], vec![_1], vec![_1], _1, _1, _1)] // to_fixed error
#[test_case(vec![_1], vec![u128::MAX], vec![_1], _1, _1, _1)] // to_fixed error
#[test_case(vec![_1], vec![_1], vec![u128::MAX], u128::MAX, _1, _1)] // to_fixed error
#[test_case(vec![_1], vec![_1], vec![_1], _1, u128::MAX, _1)] // to_fixed error
#[test_case(vec![_1], vec![_1], vec![_1], _1, _1, u128::MAX)] // to_fixed error
#[test_case(vec![], vec![_1], vec![_1], _1, _1, _1)] // empty vector
#[test_case(vec![_1], vec![_1], vec![], _1, _1, _1)] // empty vector
#[test_case(vec![_1], vec![], vec![_1], _1, _1, _1)] // empty vector
#[test_case(vec![_1], vec![_1], vec![_1], 0, _1, _1)] // zero value
#[test_case(vec![_1], vec![_1], vec![_1], _1, 0, _1)] // zero value
fn calculate_swap_amount_out_for_sell_throws_error(
buy: Vec<MockBalance>,
keep: Vec<MockBalance>,
sell: Vec<MockBalance>,
amount_buy: MockBalance,
amount_keep: MockBalance,
liquidity: MockBalance,
) {
assert_err!(
MockMath::calculate_swap_amount_out_for_sell(
buy,
keep,
sell,
amount_buy,
amount_keep,
liquidity
),
Error::<MockRuntime>::MathError
);
}

#[test_case(vec![_10], vec![_10], 144_269_504_088, _1_2)]
#[test_case(vec![_10 - 58_496_250_072], vec![_20], 144_269_504_088, _3_4)]
#[test_case(vec![_20], vec![_10 - 58_496_250_072], 144_269_504_088, _1_4)]
Expand Down

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