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invariant check
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@enthusiastmartin
enthusiastmartin committed Jan 17, 2025
1 parent eed1306 commit d8c90ec
Showing 1 changed file with 72 additions and 22 deletions.
94 changes: 72 additions & 22 deletions pallets/omnipool/src/tests/invariants.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -37,6 +37,7 @@ fn assert_asset_invariant(
old_state: &AssetReserveState<Balance>,
new_state: &AssetReserveState<Balance>,
tolerance: FixedU128,
fee_amount: Balance,
desc: &str,
) {
let new_s = U256::from(new_state.reserve) * U256::from(new_state.hub_reserve);
Expand All @@ -52,11 +53,33 @@ fn assert_asset_invariant(
old_s
);

/*
let s1_u128 = Balance::try_from(s1).unwrap();
let s2_u128 = Balance::try_from(s2).unwrap();
let invariant = FixedU128::from((s1_u128, ONE)) / FixedU128::from((s2_u128, ONE));
assert_eq_approx!(invariant, FixedU128::from(1u128), tolerance, desc);
*/
if fee_amount >0 {
dbg!(old_state.reserve);
dbg!(new_state.reserve);
let fee_amoont = old_state.reserve - new_state.reserve;
dbg!(fee_amoont);
dbg!(fee_amount);
let delta_x = new_state.hub_reserve- old_state.hub_reserve;

let x = U256::from(old_state.hub_reserve);
let delta_x = U256::from(delta_x);
let f = U256::from(fee_amount);

let left = new_s - old_s;
let right = x * f + delta_x * f;
dbg!(left);
dbg!(right);
}


}
fn fee() -> impl Strategy<Value = Permill> {
// Allow values between 0.001 and 3%
Expand All @@ -71,6 +94,27 @@ fn sum_asset_hub_liquidity() -> Balance {
<Assets<Test>>::iter().fold(0, |acc, v| acc + v.1.hub_reserve)
}

fn get_fee_amount_from_swapped_event_for_asset(asset_id: AssetId) -> Balance {
let events = frame_system::Pallet::<Test>::events().into_iter().map(|e| e.event).collect::<Vec<_>>();

for event in events.into_iter() {
dbg!(&event);
match event {
RuntimeEvent::Broadcast(pallet_broadcast::Event::Swapped{outputs, fees, ..}) => {
if fees.len() > 0 {
let fee = fees.iter().find(|f| f.asset == asset_id);
dbg!(&fee);
if let Some(fee) = fee {
return fee.amount;
}
}
}
_ => {}
}
}
0
}

#[derive(Debug)]
struct PoolToken {
asset_id: AssetId,
Expand Down Expand Up @@ -146,8 +190,8 @@ proptest! {
assert_ne!(new_state_200.reserve, old_state_200.reserve);
assert_ne!(new_state_300.reserve, old_state_300.reserve);

assert_asset_invariant(&old_state_200, &new_state_200, FixedU128::from((TOLERANCE,ONE)), "Invariant 200");
assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), "Invariant 300");
assert_asset_invariant(&old_state_200, &new_state_200, FixedU128::from((TOLERANCE,ONE)), 0, "Invariant 200");
assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), 0, "Invariant 300");

let new_hub_liquidity = Tokens::free_balance(LRNA, &Omnipool::protocol_account());
let new_asset_hub_liquidity = sum_asset_hub_liquidity();
Expand All @@ -168,9 +212,9 @@ proptest! {
}

proptest! {
#![proptest_config(ProptestConfig::with_cases(100))]
#![proptest_config(ProptestConfig::with_cases(1))]
#[test]
fn sell_invariants_with_fees(amount in trade_amount(),
fn sell_invariants_with_fees_martin(amount in trade_amount(),
stable_price in price(),
stable_reserve in asset_reserve(),
native_reserve in asset_reserve(),
Expand Down Expand Up @@ -202,7 +246,7 @@ proptest! {
.with_registered_asset(300)
.with_registered_asset(400)
.with_asset_fee(asset_fee)
.with_protocol_fee(protocol_fee)
//.with_protocol_fee(protocol_fee)
.with_initial_pool(
stable_price,
FixedU128::from(1),
Expand All @@ -224,15 +268,17 @@ proptest! {

assert_ok!(Omnipool::sell(RuntimeOrigin::signed(seller), 200, 300, amount, Balance::zero()));

let fee_amount = get_fee_amount_from_swapped_event_for_asset(300);
dbg!(fee_amount);

let new_state_200 = Omnipool::load_asset_state(200).unwrap();
let new_state_300 = Omnipool::load_asset_state(300).unwrap();

// invariant does not decrease
assert_ne!(new_state_200.reserve, old_state_200.reserve);
assert_ne!(new_state_300.reserve, old_state_300.reserve);

assert_asset_invariant(&old_state_200, &new_state_200, FixedU128::from((TOLERANCE,ONE)), "Invariant 200");
assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), "Invariant 300");
assert_asset_invariant(&old_state_200, &new_state_200, FixedU128::from((TOLERANCE,ONE)), 0u128, "Invariant 200");
assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), fee_amount, "Invariant 300");

let new_hub_liquidity = Tokens::free_balance(LRNA, &Omnipool::protocol_account());
let new_asset_hub_liquidity = sum_asset_hub_liquidity();
Expand Down Expand Up @@ -316,8 +362,8 @@ proptest! {
assert_ne!(new_state_200.reserve, old_state_200.reserve);
assert_ne!(new_state_300.reserve, old_state_300.reserve);

assert_asset_invariant(&old_state_200, &new_state_200, FixedU128::from((TOLERANCE,ONE)), "Invariant 200");
assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), "Invariant 300");
assert_asset_invariant(&old_state_200, &new_state_200, FixedU128::from((TOLERANCE,ONE)), 0, "Invariant 200");
assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), 0, "Invariant 300");

let new_hub_liquidity = Tokens::free_balance(LRNA, &Omnipool::protocol_account());
let new_asset_hub_liquidity = sum_asset_hub_liquidity();
Expand Down Expand Up @@ -396,8 +442,8 @@ proptest! {
assert_ne!(new_state_200.reserve, old_state_200.reserve);
assert_ne!(new_state_300.reserve, old_state_300.reserve);

assert_asset_invariant(&old_state_200, &new_state_200, FixedU128::from((TOLERANCE,ONE)), "Invariant 200");
assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), "Invariant 300");
assert_asset_invariant(&old_state_200, &new_state_200, FixedU128::from((TOLERANCE,ONE)), 0, "Invariant 200");
assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), 0, "Invariant 300");

let new_hub_liquidity = Tokens::free_balance(LRNA, &Omnipool::protocol_account());
let new_asset_hub_liquidity = sum_asset_hub_liquidity();
Expand Down Expand Up @@ -480,8 +526,8 @@ proptest! {
assert_ne!(new_state_200.reserve, old_state_200.reserve);
assert_ne!(new_state_300.reserve, old_state_300.reserve);

assert_asset_invariant(&old_state_200, &new_state_200, FixedU128::from((TOLERANCE,ONE)), "Invariant 200");
assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), "Invariant 300");
assert_asset_invariant(&old_state_200, &new_state_200, FixedU128::from((TOLERANCE,ONE)), 0, "Invariant 200");
assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), 0, "Invariant 300");

let new_hub_liquidity = Tokens::free_balance(LRNA, &Omnipool::protocol_account());
let new_asset_hub_liquidity = sum_asset_hub_liquidity();
Expand Down Expand Up @@ -564,8 +610,8 @@ proptest! {
assert_ne!(new_state_200.reserve, old_state_200.reserve);
assert_ne!(new_state_300.reserve, old_state_300.reserve);

assert_asset_invariant(&old_state_200, &new_state_200, FixedU128::from((TOLERANCE,ONE)), "Invariant 200");
assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), "Invariant 300");
assert_asset_invariant(&old_state_200, &new_state_200, FixedU128::from((TOLERANCE,ONE)), 0, "Invariant 200");
assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), 0, "Invariant 300");

// Total hub asset liquidity has not changed
let new_hub_liquidity = Tokens::free_balance(LRNA, &Omnipool::protocol_account());
Expand Down Expand Up @@ -671,12 +717,14 @@ fn buy_invariant_case_01() {
&old_state_200,
&new_state_200,
FixedU128::from((TOLERANCE, ONE)),
0,
"Invariant 200",
);
assert_asset_invariant(
&old_state_300,
&new_state_300,
FixedU128::from((TOLERANCE, ONE)),
0,
"Invariant 300",
);

Expand Down Expand Up @@ -786,12 +834,14 @@ fn buy_invariant_case_02() {
&old_state_200,
&new_state_200,
FixedU128::from((TOLERANCE, ONE)),
0,
"Invariant 200",
);
assert_asset_invariant(
&old_state_300,
&new_state_300,
FixedU128::from((TOLERANCE, ONE)),
0,
"Invariant 300",
);

Expand Down Expand Up @@ -882,7 +932,7 @@ proptest! {
// invariant does not decrease
assert_ne!(new_state_300.reserve, old_state_300.reserve);

assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), "Invariant 300");
assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), 0, "Invariant 300");

let new_hub_liquidity = Tokens::free_balance(LRNA, &Omnipool::protocol_account());
let new_asset_hub_liquidity = sum_asset_hub_liquidity();
Expand Down Expand Up @@ -953,7 +1003,7 @@ proptest! {
// invariant does not decrease
assert_ne!(new_state_300.reserve, old_state_300.reserve);

assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), "Invariant 300");
assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), 0, "Invariant 300");

let new_hub_liquidity = Tokens::free_balance(LRNA, &Omnipool::protocol_account());
let new_asset_hub_liquidity = sum_asset_hub_liquidity();
Expand Down Expand Up @@ -1023,7 +1073,7 @@ proptest! {
// invariant does not decrease
assert_ne!(new_state_300.reserve, old_state_300.reserve);

assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), "Invariant 300");
assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), 0, "Invariant 300");

// Total hub asset liquidity has not changed
let new_hub_liquidity = Tokens::free_balance(LRNA, &Omnipool::protocol_account());
Expand Down Expand Up @@ -1095,7 +1145,7 @@ proptest! {
// invariant does not decrease
assert_ne!(new_state_300.reserve, old_state_300.reserve);

assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), "Invariant 300");
assert_asset_invariant(&old_state_300, &new_state_300, FixedU128::from((TOLERANCE,ONE)), 0, "Invariant 300");

// Total hub asset liquidity has not changed
let new_hub_liquidity = Tokens::free_balance(LRNA, &Omnipool::protocol_account());
Expand Down Expand Up @@ -1229,7 +1279,7 @@ proptest! {
assert_ok!(Omnipool::buy(RuntimeOrigin::signed(buyer), 200, DAI, buy_amount, Balance::max_value()));
let old_state_200 = Omnipool::load_asset_state(200).unwrap();

assert_asset_invariant(&before_buy_state_200, &old_state_200, FixedU128::from((TOLERANCE,ONE)), "Invariant 200");
assert_asset_invariant(&before_buy_state_200, &old_state_200, FixedU128::from((TOLERANCE,ONE)), 0, "Invariant 200");

assert_ok!(Omnipool::remove_liquidity(RuntimeOrigin::signed(seller), position_id, position.shares));
let new_state_200 = Omnipool::load_asset_state(200).unwrap();
Expand Down Expand Up @@ -1306,7 +1356,7 @@ proptest! {
assert_ok!(Omnipool::buy(RuntimeOrigin::signed(buyer), 200, DAI, buy_amount, Balance::max_value()));
let old_state_200 = Omnipool::load_asset_state(200).unwrap();

assert_asset_invariant(&before_buy_state_200, &old_state_200, FixedU128::from((TOLERANCE,ONE)), "Invariant 200");
assert_asset_invariant(&before_buy_state_200, &old_state_200, FixedU128::from((TOLERANCE,ONE)), 0, "Invariant 200");

assert_ok!(Omnipool::remove_liquidity(RuntimeOrigin::signed(seller), position_id, position.shares));
let new_state_200 = Omnipool::load_asset_state(200).unwrap();
Expand Down

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