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pool_test.go
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pool_test.go
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package balancer_test
import (
"errors"
"fmt"
"testing"
time "time"
sdk "github.com/cosmos/cosmos-sdk/types"
"github.com/stretchr/testify/require"
"github.com/osmosis-labs/osmosis/v7/osmoutils"
"github.com/osmosis-labs/osmosis/v7/x/gamm/pool-models/balancer"
"github.com/osmosis-labs/osmosis/v7/x/gamm/types"
)
var (
defaultSwapFee = sdk.MustNewDecFromStr("0.025")
defaultExitFee = sdk.MustNewDecFromStr("0.025")
defaultPoolId = uint64(10)
defaultBalancerPoolParams = balancer.PoolParams{
SwapFee: defaultSwapFee,
ExitFee: defaultExitFee,
}
defaultFutureGovernor = ""
defaultCurBlockTime = time.Unix(1618700000, 0)
//
dummyPoolAssets = []balancer.PoolAsset{}
wantErr = true
noErr = false
)
// TestUpdateIntermediaryPoolAssetsLiquidity tests if `updateIntermediaryPoolAssetsLiquidity` returns poolAssetsByDenom map
// with the updated liquidity given by the parameter
func TestUpdateIntermediaryPoolAssetsLiquidity(t *testing.T) {
testCases := []struct {
name string
// returns newLiquidity, originalPoolAssetsByDenom, expectedPoolAssetsByDenom
setup func() (sdk.Coins, map[string]balancer.PoolAsset, map[string]balancer.PoolAsset)
err error
}{
{
name: "regular case with multiple pool assets and a subset of newLiquidity to update",
setup: func() (sdk.Coins, map[string]balancer.PoolAsset, map[string]balancer.PoolAsset) {
const (
uosmoValueOriginal = 1_000_000_000_000
atomValueOriginal = 123
ionValueOriginal = 657
// Weight does not affect calculations so it is shared
weight = 100
)
newLiquidity := sdk.NewCoins(
sdk.NewInt64Coin("uosmo", 1_000),
sdk.NewInt64Coin("atom", 2_000),
sdk.NewInt64Coin("ion", 3_000))
originalPoolAssetsByDenom := map[string]balancer.PoolAsset{
"uosmo": {
Token: sdk.NewInt64Coin("uosmo", uosmoValueOriginal),
Weight: sdk.NewInt(weight),
},
"atom": {
Token: sdk.NewInt64Coin("atom", atomValueOriginal),
Weight: sdk.NewInt(weight),
},
"ion": {
Token: sdk.NewInt64Coin("ion", ionValueOriginal),
Weight: sdk.NewInt(weight),
},
}
expectedPoolAssetsByDenom := map[string]balancer.PoolAsset{}
for k, v := range originalPoolAssetsByDenom {
expectedValue := balancer.PoolAsset{Token: v.Token, Weight: v.Weight}
expectedValue.Token.Amount = expectedValue.Token.Amount.Add(newLiquidity.AmountOf(k))
expectedPoolAssetsByDenom[k] = expectedValue
}
return newLiquidity, originalPoolAssetsByDenom, expectedPoolAssetsByDenom
},
},
{
name: "new liquidity has no coins",
setup: func() (sdk.Coins, map[string]balancer.PoolAsset, map[string]balancer.PoolAsset) {
const (
uosmoValueOriginal = 1_000_000_000_000
atomValueOriginal = 123
ionValueOriginal = 657
// Weight does not affect calculations so it is shared
weight = 100
)
newLiquidity := sdk.NewCoins()
originalPoolAssetsByDenom := map[string]balancer.PoolAsset{
"uosmo": {
Token: sdk.NewInt64Coin("uosmo", uosmoValueOriginal),
Weight: sdk.NewInt(weight),
},
"atom": {
Token: sdk.NewInt64Coin("atom", atomValueOriginal),
Weight: sdk.NewInt(weight),
},
"ion": {
Token: sdk.NewInt64Coin("ion", ionValueOriginal),
Weight: sdk.NewInt(weight),
},
}
return newLiquidity, originalPoolAssetsByDenom, originalPoolAssetsByDenom
},
},
{
name: "newLiquidity has a coin that poolAssets don't",
setup: func() (sdk.Coins, map[string]balancer.PoolAsset, map[string]balancer.PoolAsset) {
const (
uosmoValueOriginal = 1_000_000_000_000
// Weight does not affect calculations so it is shared
weight = 100
)
newLiquidity := sdk.NewCoins(
sdk.NewInt64Coin("juno", 1_000))
originalPoolAssetsByDenom := map[string]balancer.PoolAsset{
"uosmo": {
Token: sdk.NewInt64Coin("uosmo", uosmoValueOriginal),
Weight: sdk.NewInt(weight),
},
}
return newLiquidity, originalPoolAssetsByDenom, originalPoolAssetsByDenom
},
err: fmt.Errorf(balancer.ErrMsgFormatFailedInterimLiquidityUpdate, "juno"),
},
}
for _, tc := range testCases {
t.Run(tc.name, func(t *testing.T) {
newLiquidity, originalPoolAssetsByDenom, expectedPoolAssetsByDenom := tc.setup()
err := balancer.UpdateIntermediaryPoolAssetsLiquidity(newLiquidity, originalPoolAssetsByDenom)
require.Equal(t, tc.err, err)
if tc.err != nil {
return
}
require.Equal(t, expectedPoolAssetsByDenom, originalPoolAssetsByDenom)
})
}
}
func TestCalcSingleAssetJoin(t *testing.T) {
for _, tc := range calcSingleAssetJoinTestCases {
tc := tc
t.Run(tc.name, func(t *testing.T) {
pool := createTestPool(t, tc.swapFee, sdk.MustNewDecFromStr("0"), tc.poolAssets...)
balancerPool, ok := pool.(*balancer.Pool)
require.True(t, ok)
tokenIn := tc.tokensIn[0]
poolAssetInDenom := tokenIn.Denom
// when testing a case with tokenIn that does not exist in pool, we just want
// to provide any pool asset.
if tc.expErr != nil && errors.Is(tc.expErr, types.ErrDenomNotFoundInPool) {
poolAssetInDenom = tc.poolAssets[0].Token.Denom
}
// find pool asset in pool
// must be in pool since weights get scaled in Balancer pool
// constructor
poolAssetIn, err := balancerPool.GetPoolAsset(poolAssetInDenom)
require.NoError(t, err)
// system under test
sut := func() {
shares, err := balancerPool.CalcSingleAssetJoin(tokenIn, tc.swapFee, poolAssetIn, pool.GetTotalShares())
if tc.expErr != nil {
require.Error(t, err)
require.ErrorAs(t, tc.expErr, &err)
require.Equal(t, sdk.ZeroInt(), shares)
return
}
require.NoError(t, err)
assertExpectedSharesErrRatio(t, tc.expectShares, shares)
}
assertPoolStateNotModified(t, balancerPool, func() {
assertPanic(t, tc.expectPanic, sut)
})
})
}
}
func TestCalcJoinSingleAssetTokensIn(t *testing.T) {
testCases := []struct {
name string
swapFee sdk.Dec
poolAssets []balancer.PoolAsset
tokensIn sdk.Coins
expectShares sdk.Int
expectLiqudity sdk.Coins
expErr error
}{
{
// Expected output from Balancer paper (https://balancer.fi/whitepaper.pdf) using equation (25) on page 10:
// P_issued = P_supply * ((1 + (A_t / B_t))^W_t - 1)
//
// 2_499_999_968_750 = 1e20 * (( 1 + (50,000 / 1e12))^0.5 - 1)
//
// where:
// P_supply = initial pool supply = 1e20
// A_t = amount of deposited asset = 50,000
// B_t = existing balance of deposited asset in the pool prior to deposit = 1,000,000,000,000
// W_t = normalized weight of deposited asset in pool = 0.5 (equally weighted two-asset pool)
// Plugging all of this in, we get:
// Full solution: https://www.wolframalpha.com/input?i=100000000000000000000*%28%281+%2B+%2850000%2F1000000000000%29%29%5E0.5+-+1%29
// Simplified: P_issued = 2,499,999,968,750
name: "one token in - equal weights with zero swap fee",
swapFee: sdk.MustNewDecFromStr("0"),
poolAssets: oneTrillionEvenPoolAssets,
tokensIn: sdk.NewCoins(sdk.NewInt64Coin("uosmo", 50_000)),
expectShares: sdk.NewInt(2_499_999_968_750),
},
{
// Expected output from Balancer paper (https://balancer.fi/whitepaper.pdf) using equation (25) on page 10:
// P_issued = P_supply * ((1 + (A_t / B_t))^W_t - 1)
//
// 2_499_999_968_750 = 1e20 * (( 1 + (50,000 / 1e12))^0.5 - 1)
//
// where:
// P_supply = initial pool supply = 1e20
// A_t = amount of deposited asset = 50,000
// B_t = existing balance of deposited asset in the pool prior to deposit = 1,000,000,000,000
// W_t = normalized weight of deposited asset in pool = 0.5 (equally weighted two-asset pool)
// Plugging all of this in, we get:
// Full solution: https://www.wolframalpha.com/input?i=100000000000000000000*%28%281+%2B+%2850000%2F1000000000000%29%29%5E0.5+-+1%29
// Simplified: P_issued = 2,499,999,968,750
name: "two tokens in - equal weights with zero swap fee",
swapFee: sdk.MustNewDecFromStr("0"),
poolAssets: oneTrillionEvenPoolAssets,
tokensIn: sdk.NewCoins(sdk.NewInt64Coin("uosmo", 50_000), sdk.NewInt64Coin("uatom", 50_000)),
expectShares: sdk.NewInt(2_499_999_968_750 * 2),
},
{
// Expected output from Balancer paper (https://balancer.fi/whitepaper.pdf) using equation (25) with on page 10
// with swapFeeRatio added:
// P_issued = P_supply * ((1 + (A_t * swapFeeRatio / B_t))^W_t - 1)
//
// 2_487_500_000_000 = 1e20 * (( 1 + (50,000 * (1 - (1 - 0.5) * 0.01) / 1e12))^0.5 - 1)
//
// where:
// P_supply = initial pool supply = 1e20
// A_t = amount of deposited asset = 50,000
// B_t = existing balance of deposited asset in the pool prior to deposit = 1,000,000,000,000
// W_t = normalized weight of deposited asset in pool = 0.5 (equally weighted two-asset pool)
// swapFeeRatio = (1 - (1 - W_t) * swapFee)
// Plugging all of this in, we get:
// Full solution: https://www.wolframalpha.com/input?i=100+*10%5E18*%28%281+%2B+%2850000*%281+-+%281-0.5%29+*+0.01%29%2F1000000000000%29%29%5E0.5+-+1%29
// Simplified: P_issued = 2_487_500_000_000
name: "one token in - equal weights with swap fee of 0.01",
swapFee: sdk.MustNewDecFromStr("0.01"),
poolAssets: oneTrillionEvenPoolAssets,
tokensIn: sdk.NewCoins(sdk.NewInt64Coin("uosmo", 50_000)),
expectShares: sdk.NewInt(2_487_500_000_000),
},
{
// Expected output from Balancer paper (https://balancer.fi/whitepaper.pdf) using equation (25) with on page 10
// with swapFeeRatio added:
// P_issued = P_supply * ((1 + (A_t * swapFeeRatio / B_t))^W_t - 1)
//
// 2_487_500_000_000 = 1e20 * (( 1 + (50,000 * (1 - (1 - 0.5) * 0.01) / 1e12))^0.5 - 1)
//
// where:
// P_supply = initial pool supply = 1e20
// A_t = amount of deposited asset = 50,000
// B_t = existing balance of deposited asset in the pool prior to deposit = 1,000,000,000,000
// W_t = normalized weight of deposited asset in pool = 0.5 (equally weighted two-asset pool)
// swapFeeRatio = (1 - (1 - W_t) * swapFee)
// Plugging all of this in, we get:
// Full solution: https://www.wolframalpha.com/input?i=100+*10%5E18*%28%281+%2B+%2850000*%281+-+%281-0.5%29+*+0.01%29%2F1000000000000%29%29%5E0.5+-+1%29
// Simplified: P_issued = 2_487_500_000_000
name: "two tokens in - equal weights with swap fee of 0.01",
swapFee: sdk.MustNewDecFromStr("0.01"),
poolAssets: oneTrillionEvenPoolAssets,
tokensIn: sdk.NewCoins(sdk.NewInt64Coin("uosmo", 50_000), sdk.NewInt64Coin("uatom", 50_000)),
expectShares: sdk.NewInt(2_487_500_000_000 * 2),
},
{
// For uosmo:
//
// Expected output from Balancer paper (https://balancer.fi/whitepaper.pdf) using equation (25) with on page 10
// with swapFeeRatio added:
// P_issued = P_supply * ((1 + (A_t * swapFeeRatio / B_t))^W_t - 1)
//
// 2_072_912_400_000_000 = 1e20 * (( 1 + (50,000 * (1 - (1 - 0.83) * 0.03) / 2_000_000_000))^0.83 - 1)
//
// where:
// P_supply = initial pool supply = 1e20
// A_t = amount of deposited asset = 50,000
// B_t = existing balance of deposited asset in the pool prior to deposit = 2_000_000_000
// W_t = normalized weight of deposited asset in pool = 500 / 500 + 100 = 0.83
// swapFeeRatio = (1 - (1 - W_t) * swapFee)
// Plugging all of this in, we get:
// Full solution: https://www.wolframalpha.com/input?i=100+*10%5E18*%28%281+%2B+%2850000*%281+-+%281-%28500+%2F+%28500+%2B+100%29%29%29+*+0.03%29%2F2000000000%29%29%5E%28500+%2F+%28500+%2B+100%29%29+-+1%29
// Simplified: P_issued = 2_072_912_400_000_000
//
//
// For uatom:
//
// Expected output from Balancer paper (https://balancer.fi/whitepaper.pdf) using equation (25) with on page 10
// with swapFeeRatio added:
// P_issued = P_supply * ((1 + (A_t * swapFeeRatio / B_t))^W_t - 1)
//
// 1_624_999_900_000 = 1e20 * (( 1 + (100_000 * (1 - (1 - 0.167) * 0.03) / 1e12))^0.167 - 1)
//
// where:
// P_supply = initial pool supply = 1e20
// A_t = amount of deposited asset = 50,000
// B_t = existing balance of deposited asset in the pool prior to deposit = 1,000,000,000,000
// W_t = normalized weight of deposited asset in pool = 100 / 500 + 100 = 0.167
// swapFeeRatio = (1 - (1 - W_t) * swapFee)
// Plugging all of this in, we get:
// Full solution: https://www.wolframalpha.com/input?i=100+*10%5E18*%28%281+%2B+%28100000*%281+-+%281-%28100+%2F+%28500+%2B+100%29%29%29+*+0.03%29%2F1000000000000%29%29%5E%28100+%2F+%28500+%2B+100%29%29+-+1%29
// Simplified: P_issued = 1_624_999_900_000
name: "two varying tokens in, varying weights, with swap fee of 0.03",
swapFee: sdk.MustNewDecFromStr("0.03"),
poolAssets: []balancer.PoolAsset{
{
Token: sdk.NewInt64Coin("uosmo", 2_000_000_000),
Weight: sdk.NewInt(500),
},
{
Token: sdk.NewInt64Coin("uatom", 1e12),
Weight: sdk.NewInt(100),
},
},
tokensIn: sdk.NewCoins(sdk.NewInt64Coin("uosmo", 50_000), sdk.NewInt64Coin("uatom", 100_000)),
expectShares: sdk.NewInt(2_072_912_400_000_000 + 1_624_999_900_000),
},
{
name: "no tokens in",
swapFee: sdk.MustNewDecFromStr("0.03"),
poolAssets: oneTrillionEvenPoolAssets,
tokensIn: sdk.NewCoins(),
expectShares: sdk.NewInt(0),
},
{
name: "one of the tokensIn asset does not exist in pool",
swapFee: sdk.ZeroDec(),
poolAssets: oneTrillionEvenPoolAssets,
// Second tokenIn does not exist.
tokensIn: sdk.NewCoins(sdk.NewInt64Coin("uosmo", 50_000), sdk.NewInt64Coin(doesNotExistDenom, 50_000)),
expectShares: sdk.ZeroInt(),
expErr: fmt.Errorf(balancer.ErrMsgFormatNoPoolAssetFound, doesNotExistDenom),
},
}
for _, tc := range testCases {
tc := tc
t.Run(tc.name, func(t *testing.T) {
pool := createTestPool(t, tc.swapFee, sdk.ZeroDec(), tc.poolAssets...)
balancerPool, ok := pool.(*balancer.Pool)
require.True(t, ok)
poolAssetsByDenom, err := balancer.GetPoolAssetsByDenom(balancerPool.GetAllPoolAssets())
require.NoError(t, err)
// estimate expected liquidity
expectedNewLiquidity := sdk.NewCoins()
for _, tokenIn := range tc.tokensIn {
expectedNewLiquidity = expectedNewLiquidity.Add(tokenIn)
}
sut := func() {
totalNumShares, totalNewLiquidity, err := balancerPool.CalcJoinSingleAssetTokensIn(tc.tokensIn, pool.GetTotalShares(), poolAssetsByDenom, tc.swapFee)
if tc.expErr != nil {
require.Error(t, err)
require.ErrorAs(t, tc.expErr, &err)
require.Equal(t, sdk.ZeroInt(), totalNumShares)
require.Equal(t, sdk.Coins{}, totalNewLiquidity)
return
}
require.NoError(t, err)
require.Equal(t, expectedNewLiquidity, totalNewLiquidity)
if tc.expectShares.Int64() == 0 {
require.Equal(t, tc.expectShares, totalNumShares)
return
}
assertExpectedSharesErrRatio(t, tc.expectShares, totalNumShares)
}
assertPoolStateNotModified(t, balancerPool, sut)
})
}
}
// TestGetPoolAssetsByDenom tests if `GetPoolAssetsByDenom` succesfully creates a map of denom to pool asset
// given pool asset as parameter
func TestGetPoolAssetsByDenom(t *testing.T) {
testCases := []struct {
name string
poolAssets []balancer.PoolAsset
expectedPoolAssetsByDenom map[string]balancer.PoolAsset
err error
}{
{
name: "zero pool assets",
poolAssets: []balancer.PoolAsset{},
expectedPoolAssetsByDenom: make(map[string]balancer.PoolAsset),
},
{
name: "one pool asset",
poolAssets: []balancer.PoolAsset{
{
Token: sdk.NewInt64Coin("uosmo", 1e12),
Weight: sdk.NewInt(100),
},
},
expectedPoolAssetsByDenom: map[string]balancer.PoolAsset{
"uosmo": {
Token: sdk.NewInt64Coin("uosmo", 1e12),
Weight: sdk.NewInt(100),
},
},
},
{
name: "two pool assets",
poolAssets: []balancer.PoolAsset{
{
Token: sdk.NewInt64Coin("uosmo", 1e12),
Weight: sdk.NewInt(100),
},
{
Token: sdk.NewInt64Coin("atom", 123),
Weight: sdk.NewInt(400),
},
},
expectedPoolAssetsByDenom: map[string]balancer.PoolAsset{
"uosmo": {
Token: sdk.NewInt64Coin("uosmo", 1e12),
Weight: sdk.NewInt(100),
},
"atom": {
Token: sdk.NewInt64Coin("atom", 123),
Weight: sdk.NewInt(400),
},
},
},
{
name: "duplicate pool assets",
poolAssets: []balancer.PoolAsset{
{
Token: sdk.NewInt64Coin("uosmo", 1e12),
Weight: sdk.NewInt(100),
},
{
Token: sdk.NewInt64Coin("uosmo", 123),
Weight: sdk.NewInt(400),
},
},
err: fmt.Errorf(balancer.ErrMsgFormatRepeatingPoolAssetsNotAllowed, "uosmo"),
},
}
for _, tc := range testCases {
t.Run(tc.name, func(t *testing.T) {
actualPoolAssetsByDenom, err := balancer.GetPoolAssetsByDenom(tc.poolAssets)
require.Equal(t, tc.err, err)
if tc.err != nil {
return
}
require.Equal(t, tc.expectedPoolAssetsByDenom, actualPoolAssetsByDenom)
})
}
}
// TestCalculateAmountOutAndIn_InverseRelationship tests that the same amount of token is guaranteed upon
// sequential operation of CalcInAmtGivenOut and CalcOutAmtGivenIn.
func (suite *BalancerTestSuite) TestBalancerCalculateAmountOutAndIn_InverseRelationship(t *testing.T) {
type testcase struct {
denomOut string
initialPoolOut int64
initialWeightOut int64
initialCalcOut int64
denomIn string
initialPoolIn int64
initialWeightIn int64
}
// For every test case in testcases, apply a swap fee in swapFeeCases.
testcases := []testcase{
{
denomOut: "uosmo",
initialPoolOut: 1_000_000_000_000,
initialWeightOut: 100,
initialCalcOut: 100,
denomIn: "ion",
initialPoolIn: 1_000_000_000_000,
initialWeightIn: 100,
},
{
denomOut: "uosmo",
initialPoolOut: 1_000,
initialWeightOut: 100,
initialCalcOut: 100,
denomIn: "ion",
initialPoolIn: 1_000_000,
initialWeightIn: 100,
},
{
denomOut: "uosmo",
initialPoolOut: 1_000,
initialWeightOut: 100,
initialCalcOut: 100,
denomIn: "ion",
initialPoolIn: 1_000_000,
initialWeightIn: 100,
},
{
denomOut: "uosmo",
initialPoolOut: 1_000,
initialWeightOut: 200,
initialCalcOut: 100,
denomIn: "ion",
initialPoolIn: 1_000_000,
initialWeightIn: 50,
},
{
denomOut: "uosmo",
initialPoolOut: 1_000_000,
initialWeightOut: 200,
initialCalcOut: 100000,
denomIn: "ion",
initialPoolIn: 1_000_000_000,
initialWeightIn: 50,
},
}
swapFeeCases := []string{"0", "0.001", "0.1", "0.5", "0.99"}
getTestCaseName := func(tc testcase, swapFeeCase string) string {
return fmt.Sprintf("tokenOutInitial: %d, tokenInInitial: %d, initialOut: %d, swapFee: %s",
tc.initialPoolOut,
tc.initialPoolIn,
tc.initialCalcOut,
swapFeeCase,
)
}
for _, tc := range testcases {
for _, swapFee := range swapFeeCases {
t.Run(getTestCaseName(tc, swapFee), func(t *testing.T) {
ctx := suite.CreateTestContext()
poolAssetOut := balancer.PoolAsset{
Token: sdk.NewInt64Coin(tc.denomOut, tc.initialPoolOut),
Weight: sdk.NewInt(tc.initialWeightOut),
}
poolAssetIn := balancer.PoolAsset{
Token: sdk.NewInt64Coin(tc.denomIn, tc.initialPoolIn),
Weight: sdk.NewInt(tc.initialWeightIn),
}
swapFeeDec, err := sdk.NewDecFromStr(swapFee)
require.NoError(t, err)
exitFeeDec, err := sdk.NewDecFromStr("0")
require.NoError(t, err)
pool := createTestPool(t, swapFeeDec, exitFeeDec, poolAssetOut, poolAssetIn)
require.NotNil(t, pool)
sut := func() {
suite.TestCalculateAmountOutAndIn_InverseRelationship(ctx, pool, poolAssetIn.Token.Denom, poolAssetOut.Token.Denom, tc.initialCalcOut, swapFeeDec)
}
balancerPool, ok := pool.(*balancer.Pool)
require.True(t, ok)
assertPoolStateNotModified(t, balancerPool, sut)
})
}
}
}
func TestCalcSingleAssetInAndOut_InverseRelationship(t *testing.T) {
type testcase struct {
initialPoolOut int64
initialPoolIn int64
initialWeightOut int64
tokenOut int64
initialWeightIn int64
}
// For every test case in testcases, apply a swap fee in swapFeeCases.
testcases := []testcase{
{
initialPoolOut: 1_000_000_000_000,
tokenOut: 100,
initialWeightOut: 100,
initialWeightIn: 100,
},
{
initialPoolOut: 1_000_000_000_000,
tokenOut: 100,
initialWeightOut: 50,
initialWeightIn: 100,
},
{
initialPoolOut: 1_000_000_000_000,
tokenOut: 50,
initialWeightOut: 100,
initialWeightIn: 100,
},
{
initialPoolOut: 1_000_000_000_000,
tokenOut: 100,
initialWeightOut: 100,
initialWeightIn: 50,
},
{
initialPoolOut: 1_000_000,
tokenOut: 100,
initialWeightOut: 100,
initialWeightIn: 100,
},
{
initialPoolOut: 2_351_333,
tokenOut: 7,
initialWeightOut: 148,
initialWeightIn: 57,
},
{
initialPoolOut: 1_000,
tokenOut: 25,
initialWeightOut: 100,
initialWeightIn: 100,
},
{
initialPoolOut: 1_000,
tokenOut: 26,
initialWeightOut: 100,
initialWeightIn: 100,
},
}
swapFeeCases := []string{"0", "0.001", "0.1", "0.5", "0.99"}
getTestCaseName := func(tc testcase, swapFeeCase string) string {
return fmt.Sprintf("initialPoolOut: %d, initialCalcOut: %d, initialWeightOut: %d, initialWeightIn: %d, swapFee: %s",
tc.initialPoolOut,
tc.tokenOut,
tc.initialWeightOut,
tc.initialWeightIn,
swapFeeCase,
)
}
for _, tc := range testcases {
for _, swapFee := range swapFeeCases {
t.Run(getTestCaseName(tc, swapFee), func(t *testing.T) {
swapFeeDec, err := sdk.NewDecFromStr(swapFee)
require.NoError(t, err)
initialPoolBalanceOut := sdk.NewInt(tc.initialPoolOut)
initialWeightOut := sdk.NewInt(tc.initialWeightOut)
initialWeightIn := sdk.NewInt(tc.initialWeightIn)
initialTotalShares := types.InitPoolSharesSupply.ToDec()
initialCalcTokenOut := sdk.NewInt(tc.tokenOut)
actualSharesOut := balancer.CalcPoolSharesOutGivenSingleAssetIn(
initialPoolBalanceOut.ToDec(),
initialWeightOut.ToDec().Quo(initialWeightOut.Add(initialWeightIn).ToDec()),
initialTotalShares,
initialCalcTokenOut.ToDec(),
swapFeeDec,
)
inverseCalcTokenOut := balancer.CalcSingleAssetInGivenPoolSharesOut(
initialPoolBalanceOut.Add(initialCalcTokenOut).ToDec(),
initialWeightOut.ToDec().Quo(initialWeightOut.Add(initialWeightIn).ToDec()),
initialTotalShares.Add(actualSharesOut),
actualSharesOut,
swapFeeDec,
)
tol := sdk.NewDec(1)
require.True(osmoutils.DecApproxEq(t, initialCalcTokenOut.ToDec(), inverseCalcTokenOut, tol))
})
}
}
}
// Expected is un-scaled
func testTotalWeight(t *testing.T, expected sdk.Int, pool balancer.Pool) {
scaledExpected := expected.MulRaw(balancer.GuaranteedWeightPrecision)
require.Equal(t,
scaledExpected.String(),
pool.GetTotalWeight().String())
}
// TODO: Refactor this into multiple tests
func TestBalancerPoolUpdatePoolAssetBalance(t *testing.T) {
var poolId uint64 = 10
initialAssets := []balancer.PoolAsset{
{
Weight: sdk.NewInt(100),
Token: sdk.NewCoin("test1", sdk.NewInt(50000)),
},
{
Weight: sdk.NewInt(200),
Token: sdk.NewCoin("test2", sdk.NewInt(50000)),
},
}
pacc, err := balancer.NewBalancerPool(poolId, defaultBalancerPoolParams, initialAssets, defaultFutureGovernor, defaultCurBlockTime)
require.NoError(t, err)
_, err = pacc.GetPoolAsset("unknown")
require.Error(t, err)
_, err = pacc.GetPoolAsset("")
require.Error(t, err)
testTotalWeight(t, sdk.NewInt(300), pacc)
// Break abstractions and start reasoning about the underlying internal representation's APIs.
// TODO: This test actually just needs to be refactored to not be doing this, and just
// create a different pool each time.
err = pacc.SetInitialPoolAssets([]balancer.PoolAsset{{
Weight: sdk.NewInt(-1),
Token: sdk.NewCoin("negativeWeight", sdk.NewInt(50000)),
}})
require.Error(t, err)
err = pacc.SetInitialPoolAssets([]balancer.PoolAsset{{
Weight: sdk.NewInt(0),
Token: sdk.NewCoin("zeroWeight", sdk.NewInt(50000)),
}})
require.Error(t, err)
err = pacc.UpdatePoolAssetBalance(
sdk.NewCoin("test1", sdk.NewInt(0)))
require.Error(t, err)
err = pacc.UpdatePoolAssetBalance(
sdk.Coin{Denom: "test1", Amount: sdk.NewInt(-1)},
)
require.Error(t, err)
err = pacc.UpdatePoolAssetBalance(
sdk.NewCoin("test1", sdk.NewInt(1)))
require.NoError(t, err)
testTotalWeight(t, sdk.NewInt(300), pacc)
PoolAsset, err := pacc.GetPoolAsset("test1")
require.NoError(t, err)
require.Equal(t, sdk.NewInt(1).String(), PoolAsset.Token.Amount.String())
}
func TestBalancerPoolAssetsWeightAndTokenBalance(t *testing.T) {
// TODO: Add more cases
// asset names should be i ascending order, starting from test1
tests := []struct {
assets []balancer.PoolAsset
shouldErr bool
}{
// weight 0
{
[]balancer.PoolAsset{
{
Weight: sdk.NewInt(0),
Token: sdk.NewCoin("test1", sdk.NewInt(50000)),
},
},
wantErr,
},
// negative weight
{
[]balancer.PoolAsset{
{
Weight: sdk.NewInt(-1),
Token: sdk.NewCoin("test1", sdk.NewInt(50000)),
},
},
wantErr,
},
// 0 token amount
{
[]balancer.PoolAsset{
{
Weight: sdk.NewInt(100),
Token: sdk.NewCoin("test1", sdk.NewInt(0)),
},
},
wantErr,
},
// negative token amount
{
[]balancer.PoolAsset{
{
Weight: sdk.NewInt(100),
Token: sdk.Coin{
Denom: "test1",
Amount: sdk.NewInt(-1),
},
},
},
wantErr,
},
// total weight 300
{
[]balancer.PoolAsset{
{
Weight: sdk.NewInt(200),
Token: sdk.NewCoin("test2", sdk.NewInt(50000)),
},
{
Weight: sdk.NewInt(100),
Token: sdk.NewCoin("test1", sdk.NewInt(10000)),
},
},
noErr,
},
// two of the same token
{
[]balancer.PoolAsset{
{
Weight: sdk.NewInt(200),
Token: sdk.NewCoin("test2", sdk.NewInt(50000)),
},
{
Weight: sdk.NewInt(300),
Token: sdk.NewCoin("test1", sdk.NewInt(10000)),
},
{
Weight: sdk.NewInt(100),
Token: sdk.NewCoin("test2", sdk.NewInt(10000)),
},
},
wantErr,
},
// total weight 7300
{
[]balancer.PoolAsset{
{
Weight: sdk.NewInt(200),
Token: sdk.NewCoin("test2", sdk.NewInt(50000)),
},
{
Weight: sdk.NewInt(100),
Token: sdk.NewCoin("test1", sdk.NewInt(10000)),
},
{
Weight: sdk.NewInt(7000),
Token: sdk.NewCoin("test3", sdk.NewInt(10000)),
},
},
noErr,
},
}
var poolId uint64 = 10
for i, tc := range tests {
pacc, err := balancer.NewBalancerPool(poolId, defaultBalancerPoolParams, tc.assets, defaultFutureGovernor, defaultCurBlockTime)
if tc.shouldErr {
require.Error(t, err, "unexpected lack of error, tc %v", i)
} else {
require.NoError(t, err, "unexpected error, tc %v", i)
expectedTotalWeight := sdk.ZeroInt()
for i, asset := range tc.assets {
expectedTotalWeight = expectedTotalWeight.Add(asset.Weight)
// Ensure pool assets are sorted
require.Equal(t, "test"+fmt.Sprint(i+1), pacc.PoolAssets[i].Token.Denom)
}
testTotalWeight(t, expectedTotalWeight, pacc)
}
}
}
// TODO: Figure out what parts of this test, if any, make sense.
func TestGetBalancerPoolAssets(t *testing.T) {
// Adds []PoolAssets, one after another
// if the addition doesn't error, adds the weight of the pool assets to a running total,
// and ensures the pool's total weight is equal to the expected.
// This also ensures that the pool assets remain sorted within the pool.
// Furthermore, it ensures that GetPoolAsset succeeds for everything in the pool,
// and fails for things not in it.
denomNotInPool := "xyzCoin"
assets := []balancer.PoolAsset{
{
Weight: sdk.NewInt(200),
Token: sdk.NewCoin("test2", sdk.NewInt(50000)),
},
{
Weight: sdk.NewInt(100),
Token: sdk.NewCoin("test1", sdk.NewInt(10000)),
},
{
Weight: sdk.NewInt(200),
Token: sdk.NewCoin("test3", sdk.NewInt(50000)),
},
{
Weight: sdk.NewInt(100),
Token: sdk.NewCoin("test4", sdk.NewInt(10000)),
},
}
// TODO: We need way more robust test cases here, and should table drive these cases
pacc, err := balancer.NewBalancerPool(defaultPoolId, defaultBalancerPoolParams, assets, defaultFutureGovernor, defaultCurBlockTime)
require.NoError(t, err)
// Hardcoded GetPoolAssets tests.
assets, err = pacc.GetPoolAssets("test1", "test2")
require.NoError(t, err)
require.Equal(t, 2, len(assets))
assets, err = pacc.GetPoolAssets("test1", "test2", "test3", "test4")
require.NoError(t, err)
require.Equal(t, 4, len(assets))
_, err = pacc.GetPoolAssets("test1", "test5")
require.Error(t, err)
_, err = pacc.GetPoolAssets(denomNotInPool)
require.Error(t, err)
assets, err = pacc.GetPoolAssets()
require.NoError(t, err)
require.Equal(t, 0, len(assets))
}
func TestLBPParamsEmptyStartTime(t *testing.T) {
// Test that when the start time is empty, the pool
// sets its start time to be the first start time it is called on
defaultDuration := 100 * time.Second
initialPoolAssets := []balancer.PoolAsset{
{
Weight: sdk.NewInt(1),
Token: sdk.NewCoin("asset1", sdk.NewInt(1000)),
},
{
Weight: sdk.NewInt(1),
Token: sdk.NewCoin("asset2", sdk.NewInt(1000)),
},
}
params := balancer.SmoothWeightChangeParams{
Duration: defaultDuration,
TargetPoolWeights: []balancer.PoolAsset{
{
Weight: sdk.NewInt(1),
Token: sdk.NewCoin("asset1", sdk.NewInt(0)),
},
{
Weight: sdk.NewInt(2),