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feat: minimum swap amount set to $1 #1309

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merged 9 commits into from
May 3, 2023
Merged

feat: minimum swap amount set to $1 #1309

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10a1015
some test fixes
jgimeno May 2, 2023
8d0ee85
fix clearing house
jgimeno May 3, 2023
39fe79f
fix liquidate tests
jgimeno May 3, 2023
42de76e
fix liquidate tests
jgimeno May 3, 2023
9aca9ca
fix more boring tests
jgimeno May 3, 2023
8a077b4
fix all tests
jgimeno May 3, 2023
9341d52
add unit test
jgimeno May 3, 2023
55d5cfe
update changelog
jgimeno May 3, 2023
8b823dc
lint
jgimeno May 3, 2023
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1 change: 1 addition & 0 deletions CHANGELOG.md
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Expand Up @@ -62,6 +62,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
* [#1302](https://github.com/NibiruChain/nibiru/pull/1302) - refactor(oracle)!: price snapshot start time inclusive
* [#1301](https://github.com/NibiruChain/nibiru/pull/1301) - fix(epochs)!: correct epoch start time
* [#1305](https://github.com/NibiruChain/nibiru/pull/1305) - refactor(perp!): Remove unnecessary protos
* [#1309](https://github.com/NibiruChain/nibiru/pull/1309) - feat: minimum swap amount set to $1

### Improvements

Expand Down
96 changes: 48 additions & 48 deletions x/perp/amm/keeper/bias_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -4,8 +4,8 @@ import (
"testing"
"time"

integrationaction "github.com/NibiruChain/nibiru/x/perp/amm/integration/action"
ammassertion "github.com/NibiruChain/nibiru/x/perp/amm/integration/assertion"
. "github.com/NibiruChain/nibiru/x/perp/amm/integration/action"
. "github.com/NibiruChain/nibiru/x/perp/amm/integration/assertion"
. "github.com/NibiruChain/nibiru/x/perp/integration/assertion"

sdk "github.com/cosmos/cosmos-sdk/types"
Expand Down Expand Up @@ -47,16 +47,16 @@ func TestBiasChangeOnMarket(t *testing.T) {
SetBlockTime(startBlockTime),
SetBlockNumber(1),
SetOraclePrice(pairBtcUsdc, sdk.MustNewDecFromStr("2.1")),
FundAccount(alice, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(1020)))),
FundAccount(alice, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(1200000)))),
).
When(
OpenPosition(alice, pairBtcUsdc, types.Direction_LONG, sdk.NewInt(1000), sdk.NewDec(10), sdk.ZeroDec()),
OpenPosition(alice, pairBtcUsdc, types.Direction_LONG, sdk.NewInt(1000000), sdk.NewDec(10), sdk.ZeroDec()),
).
Then(
ammassertion.MarketShouldBeEqual(pairBtcUsdc,
ammassertion.Market_BiasShouldBeEqualTo(sdk.MustNewDecFromStr("9999.999900000001000000")), // Bias equal to PositionSize
MarketShouldBeEqual(pairBtcUsdc,
Market_BiasShouldBeEqualTo(sdk.MustNewDecFromStr("9999900.000999990000099999")), // Bias equal to PositionSize
),
PositionShouldBeEqual(alice, pairBtcUsdc, Position_PositionSizeShouldBeEqualTo(sdk.MustNewDecFromStr("9999.999900000001000000"))),
PositionShouldBeEqual(alice, pairBtcUsdc, Position_PositionSizeShouldBeEqualTo(sdk.MustNewDecFromStr("9999900.000999990000099999"))),
),

TC("additional long position").
Expand All @@ -65,35 +65,35 @@ func TestBiasChangeOnMarket(t *testing.T) {
SetBlockTime(startBlockTime),
SetBlockNumber(1),
SetOraclePrice(pairBtcUsdc, sdk.MustNewDecFromStr("2.1")),
FundAccount(alice, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(2040)))),
OpenPosition(alice, pairBtcUsdc, types.Direction_LONG, sdk.NewInt(1000), sdk.NewDec(10), sdk.ZeroDec()),
FundAccount(alice, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(2200000)))),
OpenPosition(alice, pairBtcUsdc, types.Direction_LONG, sdk.NewInt(1000000), sdk.NewDec(10), sdk.ZeroDec()),
MoveToNextBlock(),
).
When(
OpenPosition(alice, pairBtcUsdc, types.Direction_LONG, sdk.NewInt(1000), sdk.NewDec(10), sdk.ZeroDec()),
OpenPosition(alice, pairBtcUsdc, types.Direction_LONG, sdk.NewInt(1000000), sdk.NewDec(10), sdk.ZeroDec()),
).
Then(
ammassertion.MarketShouldBeEqual(pairBtcUsdc,
ammassertion.Market_BiasShouldBeEqualTo(sdk.MustNewDecFromStr("19999.999600000008000000")), // Bias equal to PositionSize
MarketShouldBeEqual(pairBtcUsdc,
Market_BiasShouldBeEqualTo(sdk.MustNewDecFromStr("19999600.007999840003199936")), // Bias equal to PositionSize
),
PositionShouldBeEqual(alice, pairBtcUsdc, Position_PositionSizeShouldBeEqualTo(sdk.MustNewDecFromStr("19999.999600000008000000"))),
PositionShouldBeEqual(alice, pairBtcUsdc, Position_PositionSizeShouldBeEqualTo(sdk.MustNewDecFromStr("19999600.007999840003199936"))),
),
TC("simple open short position").
Given(
createInitMarket(),
SetBlockTime(startBlockTime),
SetBlockNumber(1),
SetOraclePrice(pairBtcUsdc, sdk.MustNewDecFromStr("2.1")),
FundAccount(alice, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(1020)))),
FundAccount(alice, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(1200000)))),
).
When(
OpenPosition(alice, pairBtcUsdc, types.Direction_SHORT, sdk.NewInt(1000), sdk.NewDec(10), sdk.ZeroDec()),
OpenPosition(alice, pairBtcUsdc, types.Direction_SHORT, sdk.NewInt(1000000), sdk.NewDec(10), sdk.ZeroDec()),
).
Then(
ammassertion.MarketShouldBeEqual(pairBtcUsdc,
ammassertion.Market_BiasShouldBeEqualTo(sdk.MustNewDecFromStr("-10000.000100000001000000")), // Bias equal to PositionSize
MarketShouldBeEqual(pairBtcUsdc,
Market_BiasShouldBeEqualTo(sdk.MustNewDecFromStr("-10000100.001000010000100001")), // Bias equal to PositionSize
),
PositionShouldBeEqual(alice, pairBtcUsdc, Position_PositionSizeShouldBeEqualTo(sdk.MustNewDecFromStr("-10000.000100000001000000"))),
PositionShouldBeEqual(alice, pairBtcUsdc, Position_PositionSizeShouldBeEqualTo(sdk.MustNewDecFromStr("-10000100.001000010000100001"))),
),

TC("additional short position").
Expand All @@ -102,35 +102,35 @@ func TestBiasChangeOnMarket(t *testing.T) {
SetBlockTime(startBlockTime),
SetBlockNumber(1),
SetOraclePrice(pairBtcUsdc, sdk.MustNewDecFromStr("2.1")),
FundAccount(alice, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(2040)))),
OpenPosition(alice, pairBtcUsdc, types.Direction_SHORT, sdk.NewInt(1000), sdk.NewDec(10), sdk.ZeroDec()),
FundAccount(alice, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(2200000)))),
OpenPosition(alice, pairBtcUsdc, types.Direction_SHORT, sdk.NewInt(1000000), sdk.NewDec(10), sdk.ZeroDec()),
MoveToNextBlock(),
).
When(
OpenPosition(alice, pairBtcUsdc, types.Direction_SHORT, sdk.NewInt(1000), sdk.NewDec(10), sdk.ZeroDec()),
OpenPosition(alice, pairBtcUsdc, types.Direction_SHORT, sdk.NewInt(1000000), sdk.NewDec(10), sdk.ZeroDec()),
).
Then(
ammassertion.MarketShouldBeEqual(pairBtcUsdc,
ammassertion.Market_BiasShouldBeEqualTo(sdk.MustNewDecFromStr("-20000.000400000008000000")), // Bias equal to PositionSize
MarketShouldBeEqual(pairBtcUsdc,
Market_BiasShouldBeEqualTo(sdk.MustNewDecFromStr("-20000400.008000160003200064")), // Bias equal to PositionSize
),
PositionShouldBeEqual(alice, pairBtcUsdc, Position_PositionSizeShouldBeEqualTo(sdk.MustNewDecFromStr("-20000.000400000008000000"))),
PositionShouldBeEqual(alice, pairBtcUsdc, Position_PositionSizeShouldBeEqualTo(sdk.MustNewDecFromStr("-20000400.008000160003200064"))),
),
TC("open long position and close it").
Given(
createInitMarket(),
SetBlockTime(startBlockTime),
SetBlockNumber(1),
SetOraclePrice(pairBtcUsdc, sdk.MustNewDecFromStr("2.1")),
FundAccount(alice, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(2040)))),
OpenPosition(alice, pairBtcUsdc, types.Direction_LONG, sdk.NewInt(1000), sdk.NewDec(10), sdk.ZeroDec()),
FundAccount(alice, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(2200000)))),
OpenPosition(alice, pairBtcUsdc, types.Direction_LONG, sdk.NewInt(1000000), sdk.NewDec(10), sdk.ZeroDec()),
MoveToNextBlock(),
).
When(
ClosePosition(alice, pairBtcUsdc),
).
Then(
ammassertion.MarketShouldBeEqual(pairBtcUsdc,
ammassertion.Market_BiasShouldBeEqualTo(sdk.ZeroDec()), // Bias equal to PositionSize
MarketShouldBeEqual(pairBtcUsdc,
Market_BiasShouldBeEqualTo(sdk.ZeroDec()), // Bias equal to PositionSize
),
PositionShouldNotExist(alice, pairBtcUsdc),
),
Expand All @@ -140,18 +140,18 @@ func TestBiasChangeOnMarket(t *testing.T) {
SetBlockTime(startBlockTime),
SetBlockNumber(1),
SetOraclePrice(pairBtcUsdc, sdk.MustNewDecFromStr("2.1")),
FundAccount(alice, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(2040)))),
OpenPosition(alice, pairBtcUsdc, types.Direction_LONG, sdk.NewInt(1000), sdk.NewDec(10), sdk.ZeroDec()),
FundAccount(alice, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(12200000)))),
OpenPosition(alice, pairBtcUsdc, types.Direction_LONG, sdk.NewInt(10000000), sdk.NewDec(10), sdk.ZeroDec()),
MoveToNextBlock(),
).
When(
OpenPosition(alice, pairBtcUsdc, types.Direction_SHORT, sdk.NewInt(100), sdk.NewDec(10), sdk.ZeroDec()),
OpenPosition(alice, pairBtcUsdc, types.Direction_SHORT, sdk.NewInt(1000000), sdk.NewDec(10), sdk.ZeroDec()),
).
Then(
ammassertion.MarketShouldBeEqual(pairBtcUsdc,
ammassertion.Market_BiasShouldBeEqualTo(sdk.MustNewDecFromStr("8999.999919000000729000")), // Bias equal to PositionSize
MarketShouldBeEqual(pairBtcUsdc,
Market_BiasShouldBeEqualTo(sdk.MustNewDecFromStr("89991900.728934395904368607")), // Bias equal to PositionSize
),
PositionShouldBeEqual(alice, pairBtcUsdc, Position_PositionSizeShouldBeEqualTo(sdk.MustNewDecFromStr("8999.999919000000729000"))),
PositionShouldBeEqual(alice, pairBtcUsdc, Position_PositionSizeShouldBeEqualTo(sdk.MustNewDecFromStr("89991900.728934395904368607"))),
),

TC("2 positions, one long, one short with same amount should set Bias to 0").
Expand All @@ -160,19 +160,19 @@ func TestBiasChangeOnMarket(t *testing.T) {
SetBlockTime(startBlockTime),
SetBlockNumber(1),
SetOraclePrice(pairBtcUsdc, sdk.MustNewDecFromStr("2.1")),
FundAccount(alice, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(1020)))),
FundAccount(bob, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(1020)))),
FundAccount(alice, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(1200000)))),
FundAccount(bob, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(1200000)))),
).
When(
OpenPosition(alice, pairBtcUsdc, types.Direction_LONG, sdk.NewInt(1000), sdk.NewDec(10), sdk.ZeroDec()),
OpenPosition(bob, pairBtcUsdc, types.Direction_SHORT, sdk.NewInt(1000), sdk.NewDec(10), sdk.ZeroDec()),
OpenPosition(alice, pairBtcUsdc, types.Direction_LONG, sdk.NewInt(1000000), sdk.NewDec(10), sdk.ZeroDec()),
OpenPosition(bob, pairBtcUsdc, types.Direction_SHORT, sdk.NewInt(1000000), sdk.NewDec(10), sdk.ZeroDec()),
).
Then(
ammassertion.MarketShouldBeEqual(pairBtcUsdc,
ammassertion.Market_BiasShouldBeEqualTo(sdk.ZeroDec()), // Bias equal to PositionSize
MarketShouldBeEqual(pairBtcUsdc,
Market_BiasShouldBeEqualTo(sdk.ZeroDec()), // Bias equal to PositionSize
),
PositionShouldBeEqual(alice, pairBtcUsdc, Position_PositionSizeShouldBeEqualTo(sdk.MustNewDecFromStr("9999.999900000001000000"))),
PositionShouldBeEqual(bob, pairBtcUsdc, Position_PositionSizeShouldBeEqualTo(sdk.MustNewDecFromStr("-9999.999900000001000000"))),
PositionShouldBeEqual(alice, pairBtcUsdc, Position_PositionSizeShouldBeEqualTo(sdk.MustNewDecFromStr("9999900.000999990000099999"))),
PositionShouldBeEqual(bob, pairBtcUsdc, Position_PositionSizeShouldBeEqualTo(sdk.MustNewDecFromStr("-9999900.000999990000099999"))),
),

TC("Open long position and liquidate").
Expand All @@ -182,18 +182,18 @@ func TestBiasChangeOnMarket(t *testing.T) {
SetBlockTime(startBlockTime),
SetBlockNumber(1),
SetOraclePrice(pairBtcUsdc, sdk.MustNewDecFromStr("2.1")),
FundAccount(alice, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(1020)))),
FundAccount(bob, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(1020)))),
OpenPosition(alice, pairBtcUsdc, types.Direction_LONG, sdk.NewInt(1000), sdk.NewDec(10), sdk.ZeroDec()),
FundAccount(alice, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(1200000)))),
FundAccount(bob, sdk.NewCoins(sdk.NewCoin(denoms.USDC, sdk.NewInt(1200000)))),
OpenPosition(alice, pairBtcUsdc, types.Direction_LONG, sdk.NewInt(1000000), sdk.NewDec(10), sdk.ZeroDec()),
MoveToNextBlock(),
integrationaction.ChangeMaintenanceMarginRatio(pairBtcUsdc, sdk.MustNewDecFromStr("0.2")),
ChangeMaintenanceMarginRatio(pairBtcUsdc, sdk.MustNewDecFromStr("0.2")),
ChangeLiquidationFeeRatio(sdk.MustNewDecFromStr("0.2")),
).
When(
LiquidatePosition(bob, alice, pairBtcUsdc),
).Then(
ammassertion.MarketShouldBeEqual(pairBtcUsdc,
ammassertion.Market_BiasShouldBeEqualTo(sdk.ZeroDec()), // Bias equal to PositionSize
MarketShouldBeEqual(pairBtcUsdc,
Market_BiasShouldBeEqualTo(sdk.ZeroDec()), // Bias equal to PositionSize
),
PositionShouldNotExist(alice, pairBtcUsdc),
),
Expand Down
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