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optimize internal swap #1704

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merged 12 commits into from
Dec 18, 2021
Merged

optimize internal swap #1704

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9da1d45
optimize internal swap
wangjj9219 Dec 15, 2021
4724ccf
update
wangjj9219 Dec 15, 2021
9c51477
update
wangjj9219 Dec 17, 2021
cf63b88
Merge remote-tracking branch 'origin/master' into optimize-internal-swap
Dec 17, 2021
e8f7883
cargo run --release --color=never --bin=acala --features=runtime-benc…
Dec 17, 2021
761f2d1
cargo run --release --color=never --bin=acala --features=runtime-benc…
Dec 17, 2021
8326c30
cargo run --release --color=never --bin=acala --features=runtime-benc…
Dec 17, 2021
0ac8599
cargo run --release --color=never --bin=acala --features=runtime-benc…
Dec 17, 2021
55c6c8d
cargo run --release --color=never --bin=acala --features=runtime-benc…
Dec 17, 2021
264fe6a
cargo run --release --color=never --bin=acala --features=runtime-benc…
Dec 17, 2021
68a9d2b
update
wangjj9219 Dec 18, 2021
15bc580
Merge remote-tracking branch 'origin/optimize-internal-swap' into opt…
wangjj9219 Dec 18, 2021
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144 changes: 51 additions & 93 deletions modules/auction-manager/src/lib.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -51,7 +51,7 @@ use sp_runtime::{
DispatchError, DispatchResult, FixedPointNumber, RuntimeDebug,
};
use sp_std::prelude::*;
use support::{AuctionManager, CDPTreasury, CDPTreasuryExtended, DEXManager, EmergencyShutdown, PriceProvider, Rate};
use support::{AuctionManager, CDPTreasury, CDPTreasuryExtended, EmergencyShutdown, PriceProvider, Rate, SwapLimit};

mod mock;
mod tests;
Expand Down Expand Up @@ -158,9 +158,6 @@ pub mod module {
/// CDP treasury to escrow assets related to auction
type CDPTreasury: CDPTreasuryExtended<Self::AccountId, Balance = Balance, CurrencyId = CurrencyId>;

/// DEX to get exchange info
type DEX: DEXManager<Self::AccountId, CurrencyId, Balance>;

/// The price source of currencies
type PriceSource: PriceProvider<CurrencyId>;

Expand All @@ -174,12 +171,6 @@ pub mod module {
/// Emergency shutdown.
type EmergencyShutdown: EmergencyShutdown;

/// The default parital path list for DEX to directly take auction,
/// Note: the path is parital, the whole swap path is collateral currency id concat
/// the partial path. And the list is sorted, DEX try to take auction by order.
#[pallet::constant]
type DefaultSwapParitalPathList: Get<Vec<Vec<CurrencyId>>>;

/// Weight information for the extrinsics in this module.
type WeightInfo: WeightInfo;
}
Expand Down Expand Up @@ -263,12 +254,6 @@ pub mod module {
}
}
}

fn integrity_test() {
assert!(T::DefaultSwapParitalPathList::get()
.iter()
.all(|path| !path.is_empty() && path[path.len() - 1] == T::GetStableCurrencyId::get()));
}
}

#[pallet::call]
Expand Down Expand Up @@ -597,85 +582,58 @@ impl<T: Config> Pallet<T> {

// if bid_price doesn't reach target, DEX will try trading with DEX to get better result.
if !collateral_auction.in_reverse_stage(bid_price) {
let default_swap_parital_path_list: Vec<Vec<CurrencyId>> = T::DefaultSwapParitalPathList::get();

// iterator default_swap_parital_path_list to try swap until swap succeed.
for partial_path in default_swap_parital_path_list {
let partial_path_len = partial_path.len();

// check collateral currency_id and partial_path can form a valid swap path.
if partial_path_len > 0 && collateral_auction.currency_id != partial_path[0] {
let mut swap_path = vec![collateral_auction.currency_id];
swap_path.extend(partial_path);

// DEX must take a higher bid.
if bid_price
< T::DEX::get_swap_target_amount(&swap_path, collateral_auction.amount).unwrap_or_default()
{
// try swap collateral in auction with DEX to get stable.
if let Ok(stable_amount) = T::CDPTreasury::swap_exact_collateral_to_stable(
collateral_auction.currency_id,
collateral_auction.amount,
Zero::zero(),
&swap_path,
true,
) {
// swap successfully, will not deal.
should_deal = false;

// refund stable currency to the last bidder, it shouldn't fail and affect the
// process. but even it failed, just the winner did not get the bid price. it
// can be fixed by treasury council.
if let Some(bidder) = maybe_bidder.as_ref() {
let res = T::CDPTreasury::issue_debit(bidder, bid_price, false);
if let Err(e) = res {
log::warn!(
target: "auction-manager",
"issue_debit: failed to issue stable {:?} to {:?}: {:?}. \
This is unexpected but should be safe",
bid_price, bidder, e
);
debug_assert!(false);
}
}

// DEX bid is higher than the target amount of auction,
// need refund extra stable currency to recipient.
if collateral_auction.in_reverse_stage(stable_amount) {
let refund_amount = stable_amount
.checked_sub(collateral_auction.target)
.expect("ensured stable_amount > target; qed");
// it shouldn't fail and affect the process.
// but even it failed, just the winner did not get the refund amount. it can be
// fixed by treasury council.
let res = T::CDPTreasury::issue_debit(
&collateral_auction.refund_recipient,
refund_amount,
false,
);
if let Err(e) = res {
log::warn!(
target: "auction-manager",
"issue_debit: failed to issue stable {:?} to {:?}: {:?}. \
This is unexpected but should be safe",
refund_amount, collateral_auction.refund_recipient, e
);
debug_assert!(false);
}
}

Self::deposit_event(Event::DEXTakeCollateralAuction(
auction_id,
collateral_auction.currency_id,
collateral_auction.amount,
stable_amount,
));

// break loop.
break;
}
// try swap collateral in auction with DEX to get stable at least bid_price.
if let Ok((_, stable_amount)) = T::CDPTreasury::swap_collateral_to_stable(
collateral_auction.currency_id,
SwapLimit::ExactSupply(collateral_auction.amount, bid_price),
true,
) {
// swap successfully, will not deal.
should_deal = false;

// refund stable currency to the last bidder, it shouldn't fail and affect the
// process. but even it failed, just the winner did not get the bid price. it
// can be fixed by treasury council.
if let Some(bidder) = maybe_bidder.as_ref() {
let res = T::CDPTreasury::issue_debit(bidder, bid_price, false);
if let Err(e) = res {
log::warn!(
target: "auction-manager",
"issue_debit: failed to issue stable {:?} to {:?}: {:?}. \
This is unexpected but should be safe",
bid_price, bidder, e
);
debug_assert!(false);
}
}

// DEX bid is higher than the target amount of auction,
// need refund extra stable currency to recipient.
if collateral_auction.in_reverse_stage(stable_amount) {
let refund_amount = stable_amount
.checked_sub(collateral_auction.target)
.expect("ensured stable_amount > target; qed");
// it shouldn't fail and affect the process.
// but even it failed, just the winner did not get the refund amount. it can be
// fixed by treasury council.
let res = T::CDPTreasury::issue_debit(&collateral_auction.refund_recipient, refund_amount, false);
if let Err(e) = res {
log::warn!(
target: "auction-manager",
"issue_debit: failed to issue stable {:?} to {:?}: {:?}. \
This is unexpected but should be safe",
refund_amount, collateral_auction.refund_recipient, e
);
debug_assert!(false);
}
}

Self::deposit_event(Event::DEXTakeCollateralAuction(
auction_id,
collateral_auction.currency_id,
collateral_auction.amount,
stable_amount,
));
}
}

Expand Down
10 changes: 4 additions & 6 deletions modules/auction-manager/src/mock.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -118,6 +118,9 @@ parameter_types! {
pub const MaxAuctionsCount: u32 = 10_000;
pub const CDPTreasuryPalletId: PalletId = PalletId(*b"aca/cdpt");
pub TreasuryAccount: AccountId = PalletId(*b"aca/hztr").into_account();
pub AlternativeSwapPathJointList: Vec<Vec<CurrencyId>> = vec![
vec![DOT],
];
}

impl cdp_treasury::Config for Runtime {
Expand All @@ -130,6 +133,7 @@ impl cdp_treasury::Config for Runtime {
type MaxAuctionsCount = MaxAuctionsCount;
type PalletId = CDPTreasuryPalletId;
type TreasuryAccount = TreasuryAccount;
type AlternativeSwapPathJointList = AlternativeSwapPathJointList;
type WeightInfo = ();
}

Expand Down Expand Up @@ -196,10 +200,6 @@ parameter_types! {
pub const AuctionTimeToClose: u64 = 100;
pub const AuctionDurationSoftCap: u64 = 2000;
pub const UnsignedPriority: u64 = 1 << 20;
pub DefaultSwapParitalPathList: Vec<Vec<CurrencyId>> = vec![
vec![AUSD],
vec![DOT, AUSD],
];
}

impl Config for Runtime {
Expand All @@ -211,11 +211,9 @@ impl Config for Runtime {
type AuctionDurationSoftCap = AuctionDurationSoftCap;
type GetStableCurrencyId = GetStableCurrencyId;
type CDPTreasury = CDPTreasuryModule;
type DEX = DEXModule;
type PriceSource = MockPriceSource;
type UnsignedPriority = UnsignedPriority;
type EmergencyShutdown = MockEmergencyShutdown;
type DefaultSwapParitalPathList = DefaultSwapParitalPathList;
type WeightInfo = ();
}

Expand Down
21 changes: 17 additions & 4 deletions modules/auction-manager/src/tests.rs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -26,6 +26,7 @@ use mock::{Call as MockCall, Event, *};
use sp_core::offchain::{testing, DbExternalities, OffchainDbExt, OffchainWorkerExt, StorageKind, TransactionPoolExt};
use sp_io::offchain;
use sp_runtime::traits::One;
use support::DEXManager;

fn run_to_block_offchain(n: u64) {
while System::block_number() < n {
Expand Down Expand Up @@ -187,7 +188,10 @@ fn collateral_auction_end_handler_without_bid() {
false
));
assert_eq!(DEXModule::get_liquidity_pool(BTC, AUSD), (100, 1000));
assert_eq!(DEXModule::get_swap_target_amount(&[BTC, AUSD], 100).unwrap(), 500);
assert_eq!(
DEXModule::get_swap_amount(&vec![BTC, AUSD], SwapLimit::ExactSupply(100, 0)),
Some((100, 500))
);

assert_ok!(AuctionManagerModule::new_collateral_auction(&ALICE, BTC, 100, 200));
assert_eq!(CDPTreasuryModule::total_collaterals(BTC), 100);
Expand Down Expand Up @@ -244,8 +248,14 @@ fn collateral_auction_end_handler_without_bid_and_swap_by_alternative_path() {
));
assert_eq!(DEXModule::get_liquidity_pool(BTC, DOT), (100, 1000));
assert_eq!(DEXModule::get_liquidity_pool(DOT, AUSD), (1000, 1000));
assert_eq!(DEXModule::get_swap_target_amount(&[BTC, AUSD], 100), None);
assert_eq!(DEXModule::get_swap_target_amount(&[BTC, DOT, AUSD], 100), Some(333));
assert_eq!(
DEXModule::get_swap_amount(&vec![BTC, AUSD], SwapLimit::ExactSupply(100, 0)),
None
);
assert_eq!(
DEXModule::get_swap_amount(&vec![BTC, DOT, AUSD], SwapLimit::ExactSupply(100, 0)),
Some((100, 333))
);

assert_ok!(AuctionManagerModule::new_collateral_auction(&ALICE, BTC, 100, 200));
assert_eq!(Tokens::free_balance(BTC, &ALICE), 1000);
Expand Down Expand Up @@ -354,7 +364,10 @@ fn collateral_auction_end_handler_by_dex_which_target_not_zero() {
0,
false
));
assert_eq!(DEXModule::get_swap_target_amount(&[BTC, AUSD], 100).unwrap(), 500);
assert_eq!(
DEXModule::get_swap_amount(&vec![BTC, AUSD], SwapLimit::ExactSupply(100, 0)),
Some((100, 500))
);

assert_eq!(CDPTreasuryModule::total_collaterals(BTC), 100);
assert_eq!(AuctionManagerModule::total_target_in_auction(), 200);
Expand Down
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