Generalize gamm Inverse relationship test , add Inverse relationship …

…test for stableswap (#1456) * Generalize inverse testing from balancer package to pool-models * Add stableswap inverse testing * fixed failing lint test * Update x/gamm/pool-models/internal/test_helpers/test_helpers.go Co-authored-by: Roman <[email protected]> * Add test * Address Bez's review * Fix test * Update x/gamm/pool-models/internal/test_helpers/test_helpers.go Co-authored-by: Aleksandr Bezobchuk <[email protected]> Co-authored-by: Xiangan He <[email protected]> Co-authored-by: Xiangan He <[email protected]> Co-authored-by: Roman <[email protected]> Co-authored-by: Aleksandr Bezobchuk <[email protected]>
osmosis-labs · Jul 1, 2022 · 2007bab · 2007bab
1 parent c0573d1
commit 2007bab
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Showing 9 changed files with 215 additions and 25 deletions.
diff --git a/app/apptesting/test_suite.go b/app/apptesting/test_suite.go
@@ -8,6 +8,7 @@ import (
 	"github.com/cosmos/cosmos-sdk/client"
 	"github.com/cosmos/cosmos-sdk/crypto/keys/secp256k1"
 	"github.com/cosmos/cosmos-sdk/simapp"
+	"github.com/cosmos/cosmos-sdk/store/rootmulti"
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	"github.com/cosmos/cosmos-sdk/types/tx/signing"
 	authsigning "github.com/cosmos/cosmos-sdk/x/auth/signing"
@@ -18,7 +19,10 @@ import (
 	"github.com/stretchr/testify/suite"
 	abci "github.com/tendermint/tendermint/abci/types"
 	"github.com/tendermint/tendermint/crypto/ed25519"
+	"github.com/tendermint/tendermint/libs/log"
 	tmproto "github.com/tendermint/tendermint/proto/tendermint/types"
+	tmtypes "github.com/tendermint/tendermint/proto/tendermint/types"
+	dbm "github.com/tendermint/tm-db"
 
 	"github.com/osmosis-labs/osmosis/v7/app"
 	"github.com/osmosis-labs/osmosis/v7/x/gamm/pool-models/balancer"
@@ -47,6 +51,15 @@ func (s *KeeperTestHelper) Setup() {
 	s.TestAccs = CreateRandomAccounts(3)
 }
 
+func (s *KeeperTestHelper) CreateTestContext() sdk.Context {
+	db := dbm.NewMemDB()
+	logger := log.NewNopLogger()
+
+	ms := rootmulti.NewStore(db, logger)
+
+	return sdk.NewContext(ms, tmtypes.Header{}, false, logger)
+}
+
 func (s *KeeperTestHelper) FundAcc(acc sdk.AccAddress, amounts sdk.Coins) {
 	err := simapp.FundAccount(s.App.BankKeeper, s.Ctx, acc, amounts)
 	s.Require().NoError(err)

diff --git a/x/gamm/pool-models/balancer/amm_test.go b/x/gamm/pool-models/balancer/amm_test.go
@@ -7,8 +7,13 @@ import (
 	"github.com/stretchr/testify/require"
 
 	"github.com/osmosis-labs/osmosis/v7/x/gamm/pool-models/balancer"
+	"github.com/osmosis-labs/osmosis/v7/x/gamm/pool-models/internal/test_helpers"
 )
 
+type BalancerTestSuite struct {
+	test_helpers.CfmmCommonTestSuite
+}
+
 func TestBalancerPoolParams(t *testing.T) {
 	// Tests that creating a pool with the given pair of swapfee and exit fee
 	// errors or succeeds as intended. Furthermore, it checks that

diff --git a/x/gamm/pool-models/balancer/pool_test.go b/x/gamm/pool-models/balancer/pool_test.go
@@ -504,7 +504,7 @@ func TestGetPoolAssetsByDenom(t *testing.T) {
 
 // TestCalculateAmountOutAndIn_InverseRelationship tests that the same amount of token is guaranteed upon
 // sequential operation of CalcInAmtGivenOut and CalcOutAmtGivenIn.
-func TestCalculateAmountOutAndIn_InverseRelationship(t *testing.T) {
+func (suite *BalancerTestSuite) TestBalancerCalculateAmountOutAndIn_InverseRelationship(t *testing.T) {
 	type testcase struct {
 		denomOut         string
 		initialPoolOut   int64
@@ -584,7 +584,7 @@ func TestCalculateAmountOutAndIn_InverseRelationship(t *testing.T) {
 	for _, tc := range testcases {
 		for _, swapFee := range swapFeeCases {
 			t.Run(getTestCaseName(tc, swapFee), func(t *testing.T) {
-				ctx := createTestContext(t)
+				ctx := suite.CreateTestContext()
 
 				poolAssetOut := balancer.PoolAsset{
 					Token:  sdk.NewInt64Coin(tc.denomOut, tc.initialPoolOut),
@@ -605,24 +605,9 @@ func TestCalculateAmountOutAndIn_InverseRelationship(t *testing.T) {
 				pool := createTestPool(t, swapFeeDec, exitFeeDec, poolAssetOut, poolAssetIn)
 				require.NotNil(t, pool)
 
-				initialOut := sdk.NewInt64Coin(poolAssetOut.Token.Denom, tc.initialCalcOut)
-				initialOutCoins := sdk.NewCoins(initialOut)
-
 				sut := func() {
-					actualTokenIn, err := pool.CalcInAmtGivenOut(ctx, initialOutCoins, poolAssetIn.Token.Denom, swapFeeDec)
-					require.NoError(t, err)
-
-					inverseTokenOut, err := pool.CalcOutAmtGivenIn(ctx, sdk.NewCoins(actualTokenIn), poolAssetOut.Token.Denom, swapFeeDec)
-					require.NoError(t, err)
-
-					require.Equal(t, initialOut.Denom, inverseTokenOut.Denom)
-
-					expected := initialOut.Amount.ToDec()
-					actual := inverseTokenOut.Amount.ToDec()
+					suite.TestCalculateAmountOutAndIn_InverseRelationship(ctx, pool, poolAssetIn.Token.Denom, poolAssetOut.Token.Denom, tc.initialCalcOut, swapFeeDec)
 
-					// allow a rounding error of up to 1 for this relation
-					tol := sdk.NewDec(1)
-					require.True(osmoutils.DecApproxEq(t, expected, actual, tol))
 				}
 
 				balancerPool, ok := pool.(*balancer.Pool)

diff --git a/x/gamm/pool-models/internal/cfmm_common/lp_test.go b/x/gamm/pool-models/internal/cfmm_common/lp_test.go
@@ -46,7 +46,6 @@ func TestCalcExitPool(t *testing.T) {
 		stableswap.PoolParams{ExitFee: sdk.ZeroDec()},
 		twoStablePoolAssets,
 		"",
-		time.Now(),
 	)
 	require.NoError(t, err)
 
@@ -64,7 +63,6 @@ func TestCalcExitPool(t *testing.T) {
 		stableswap.PoolParams{ExitFee: sdk.MustNewDecFromStr("0.0001")},
 		twoStablePoolAssets,
 		"",
-		time.Now(),
 	)
 	require.NoError(t, err)
 

diff --git a/x/gamm/pool-models/internal/test_helpers/test_helpers.go b/x/gamm/pool-models/internal/test_helpers/test_helpers.go
@@ -0,0 +1,63 @@
+package test_helpers
+
+import (
+	"testing"
+
+	"github.com/cosmos/cosmos-sdk/store/rootmulti"
+	sdk "github.com/cosmos/cosmos-sdk/types"
+	"github.com/stretchr/testify/suite"
+	"github.com/tendermint/tendermint/libs/log"
+	tmtypes "github.com/tendermint/tendermint/proto/tendermint/types"
+	dbm "github.com/tendermint/tm-db"
+
+	"github.com/osmosis-labs/osmosis/v7/osmoutils"
+	"github.com/osmosis-labs/osmosis/v7/x/gamm/types"
+)
+
+// CfmmCommonTestSuite is the common test suite struct of Constant Function Market Maker,
+// that pool-models can inherit from.
+type CfmmCommonTestSuite struct {
+	suite.Suite
+}
+
+func (suite *CfmmCommonTestSuite) CreateTestContext() sdk.Context {
+	db := dbm.NewMemDB()
+	logger := log.NewNopLogger()
+
+	ms := rootmulti.NewStore(db, logger)
+
+	return sdk.NewContext(ms, tmtypes.Header{}, false, logger)
+}
+
+func (suite *CfmmCommonTestSuite) TestCalculateAmountOutAndIn_InverseRelationship(
+	ctx sdk.Context,
+	pool types.PoolI,
+	assetInDenom string,
+	assetOutDenom string,
+	initialCalcOut int64,
+	swapFee sdk.Dec,
+) {
+	initialOut := sdk.NewInt64Coin(assetOutDenom, initialCalcOut)
+	initialOutCoins := sdk.NewCoins(initialOut)
+
+	actualTokenIn, err := pool.CalcInAmtGivenOut(ctx, initialOutCoins, assetInDenom, swapFee)
+	suite.Require().NoError(err)
+
+	inverseTokenOut, err := pool.CalcOutAmtGivenIn(ctx, sdk.NewCoins(actualTokenIn), assetOutDenom, swapFee)
+	suite.Require().NoError(err)
+
+	suite.Require().Equal(initialOut.Denom, inverseTokenOut.Denom)
+
+	expected := initialOut.Amount.ToDec()
+	actual := inverseTokenOut.Amount.ToDec()
+
+	// allow a rounding error of up to 1 for this relation
+	tol := sdk.NewDec(1)
+	_, approxEqual, _, _, _ := osmoutils.DecApproxEq(suite.T(), expected, actual, tol)
+	suite.Require().True(approxEqual)
+}
+
+func TestCfmmCommonTestSuite(t *testing.T) {
+	t.Parallel()
+	suite.Run(t, new(CfmmCommonTestSuite))
+}
diff --git a/x/gamm/pool-models/stableswap/amm_test.go b/x/gamm/pool-models/stableswap/amm_test.go
@@ -6,8 +6,14 @@ import (
 
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	"github.com/stretchr/testify/require"
+
+	"github.com/osmosis-labs/osmosis/v7/x/gamm/pool-models/internal/test_helpers"
 )
 
+type StableSwapTestSuite struct {
+	test_helpers.CfmmCommonTestSuite
+}
+
 // Replace with https://github.com/cosmos/cosmos-sdk/blob/master/types/decimal.go#L892-L895
 // once our SDK branch is up to date with it
 func decApproxEq(t *testing.T, exp sdk.Dec, actual sdk.Dec, errTolerance sdk.Dec) {
@@ -45,7 +51,7 @@ func TestCFMMInvariantTwoAssets(t *testing.T) {
 		// using two-asset cfmm
 		k0 := cfmmConstant(test.xReserve, test.yReserve)
 		xOut := solveCfmm(test.xReserve, test.yReserve, test.yIn)
-		fmt.Println("xOut", xOut)
+
 		k1 := cfmmConstant(test.xReserve.Sub(xOut), test.yReserve.Add(test.yIn))
 		decApproxEq(t, k0, k1, kErrTolerance)
 
@@ -100,3 +106,104 @@ func TestCFMMInvariantMultiAssets(t *testing.T) {
 		decApproxEq(t, k2, k3, kErrTolerance)
 	}
 }
+
+func (suite *StableSwapTestSuite) Test_StableSwap_CalculateAmountOutAndIn_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()
+
+				poolLiquidityIn := sdk.NewInt64Coin(tc.denomOut, tc.initialPoolOut)
+				poolLiquidityOut := sdk.NewInt64Coin(tc.denomIn, tc.initialPoolIn)
+				poolLiquidity := sdk.NewCoins(poolLiquidityIn, poolLiquidityOut)
+
+				swapFeeDec, err := sdk.NewDecFromStr(swapFee)
+				require.NoError(t, err)
+
+				exitFeeDec, err := sdk.NewDecFromStr("0")
+				require.NoError(t, err)
+
+				pool := createTestPool(t, poolLiquidity, swapFeeDec, exitFeeDec)
+				require.NotNil(t, pool)
+
+				suite.TestCalculateAmountOutAndIn_InverseRelationship(ctx, pool, poolLiquidityIn.Denom, poolLiquidityOut.Denom, tc.initialCalcOut, swapFeeDec)
+			})
+		}
+	}
+}
diff --git a/x/gamm/pool-models/stableswap/msgs.go b/x/gamm/pool-models/stableswap/msgs.go
@@ -91,7 +91,7 @@ func (msg MsgCreateStableswapPool) InitialLiquidity() sdk.Coins {
 }
 
 func (msg MsgCreateStableswapPool) CreatePool(ctx sdk.Context, poolId uint64) (types.PoolI, error) {
-	stableswapPool, err := NewStableswapPool(poolId, *msg.PoolParams, msg.InitialPoolLiquidity, msg.FuturePoolGovernor, ctx.BlockTime())
+	stableswapPool, err := NewStableswapPool(poolId, *msg.PoolParams, msg.InitialPoolLiquidity, msg.FuturePoolGovernor)
 	if err != nil {
 		return nil, err
 	}

diff --git a/x/gamm/pool-models/stableswap/stableswap_pool.go b/x/gamm/pool-models/stableswap/stableswap_pool.go
@@ -1,8 +1,6 @@
 package stableswap
 
 import (
-	"time"
-
 	sdk "github.com/cosmos/cosmos-sdk/types"
 
 	"github.com/osmosis-labs/osmosis/v7/x/gamm/types"
@@ -15,7 +13,7 @@ var _ types.PoolI = &Pool{}
 // * len(initialLiquidity) = 2
 // * FutureGovernor is valid
 // * poolID doesn't already exist
-func NewStableswapPool(poolId uint64, stableswapPoolParams PoolParams, initialLiquidity sdk.Coins, futureGovernor string, blockTime time.Time) (Pool, error) {
+func NewStableswapPool(poolId uint64, stableswapPoolParams PoolParams, initialLiquidity sdk.Coins, futureGovernor string) (Pool, error) {
 	pool := Pool{
 		Address:            types.NewPoolAddress(poolId).String(),
 		Id:                 poolId,

diff --git a/x/gamm/pool-models/stableswap/util_test.go b/x/gamm/pool-models/stableswap/util_test.go
@@ -0,0 +1,21 @@
+package stableswap
+
+import (
+	"testing"
+
+	sdk "github.com/cosmos/cosmos-sdk/types"
+	"github.com/stretchr/testify/require"
+
+	"github.com/osmosis-labs/osmosis/v7/x/gamm/types"
+)
+
+func createTestPool(t *testing.T, poolLiquidity sdk.Coins, swapFee, exitFee sdk.Dec) types.PoolI {
+	pool, err := NewStableswapPool(1, PoolParams{
+		SwapFee: swapFee,
+		ExitFee: exitFee,
+	}, poolLiquidity, "")
+
+	require.NoError(t, err)
+
+	return &pool
+}