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Safe Price accumulated LP supply migration fix #863

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merged 2 commits into from
Apr 8, 2024
Merged

Safe Price accumulated LP supply migration fix #863

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7a4f5a1
Safe Price accumulated LP supply migration fix
psorinionut Mar 25, 2024
b72b93c
small code update
psorinionut Mar 26, 2024
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29 changes: 17 additions & 12 deletions dex/pair/src/safe_price_view.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -97,15 +97,6 @@ pub trait SafePriceViewModule:
.get_from_address(&pair_address);
let price_observations = self.price_observations();

let last_price_observation = self.get_price_observation(
&pair_address,
&first_token_id,
&second_token_id,
safe_price_current_index,
&price_observations,
end_round,
);

let oldest_price_observation = self.get_oldest_price_observation(
&pair_address,
safe_price_current_index,
Expand All @@ -126,6 +117,15 @@ pub trait SafePriceViewModule:
start_round,
);

let last_price_observation = self.get_price_observation(
&pair_address,
&first_token_id,
&second_token_id,
safe_price_current_index,
&price_observations,
end_round,
);

let mut weighted_amounts =
self.compute_weighted_amounts(&first_price_observation, &last_price_observation);

Expand Down Expand Up @@ -512,12 +512,17 @@ pub trait SafePriceViewModule:
- first_price_observation
.second_token_reserve_accumulated
.clone();
let lp_supply_diff = last_price_observation.lp_supply_accumulated.clone()
- first_price_observation.lp_supply_accumulated.clone();

let weighted_first_token_reserve = first_token_reserve_diff / weight_diff;
let weighted_second_token_reserve = second_token_reserve_diff / weight_diff;
let weighted_lp_supply = lp_supply_diff / weight_diff;

let weighted_lp_supply = if first_price_observation.lp_supply_accumulated > 0 {
let lp_supply_diff = &last_price_observation.lp_supply_accumulated
- &first_price_observation.lp_supply_accumulated;
lp_supply_diff / weight_diff
} else {
BigUint::zero()
};

PriceObservationWeightedAmounts {
weighted_first_token_reserve,
Expand Down
194 changes: 194 additions & 0 deletions dex/pair/tests/pair_rs_test.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -111,6 +111,200 @@ fn test_safe_price_observation_decoding() {
);
}

#[test]
fn test_safe_price_migration() {
let mut pair_setup = PairSetup::new(pair::contract_obj);
let pair_address = pair_setup.pair_wrapper.address_ref().clone();
let starting_round = 1000;
let payment_amount = 1000;
let mut expected_amount = 996;

let mut first_token_reserve = 1_002_000;
let mut second_token_reserve = 1_000_004;
let mut first_token_accumulated = 1_001_000;
let mut second_token_accumulated = 1_001_000;

let weight = 10;
let mut block_round = starting_round + weight;
pair_setup.b_mock.set_block_round(block_round);

let lp_increase = 1_000_000;
let min_lp_amount = 1_000;
let mut lp_amount = lp_increase + min_lp_amount;
pair_setup.add_liquidity(
lp_increase + min_lp_amount,
lp_increase,
lp_increase + min_lp_amount,
lp_increase,
lp_increase,
lp_increase + min_lp_amount,
lp_increase + min_lp_amount,
);
pair_setup.swap_fixed_input(
WEGLD_TOKEN_ID,
payment_amount,
MEX_TOKEN_ID,
900,
expected_amount,
);
pair_setup.check_lp_amount(lp_amount);

block_round += weight;
expected_amount -= 2; // slippage
pair_setup.b_mock.set_block_round(block_round);
pair_setup.swap_fixed_input(
WEGLD_TOKEN_ID,
payment_amount,
MEX_TOKEN_ID,
900,
expected_amount,
);
pair_setup.check_lp_amount(lp_amount);

first_token_accumulated += weight * first_token_reserve;
second_token_accumulated += weight * second_token_reserve;

block_round += weight;
first_token_reserve += payment_amount;
second_token_reserve -= expected_amount;
first_token_accumulated += weight * first_token_reserve;
second_token_accumulated += weight * second_token_reserve;
expected_amount -= 2;
pair_setup.b_mock.set_block_round(block_round);

// Change LP amount starting block 1030
let lp_amount_increase = 998_005;
lp_amount += lp_amount_increase;
pair_setup.add_liquidity(
lp_increase,
lp_increase,
996_021,
996_021,
lp_amount_increase,
lp_increase,
996_021,
);
pair_setup.swap_fixed_input(
WEGLD_TOKEN_ID,
payment_amount,
MEX_TOKEN_ID,
900,
expected_amount,
);
pair_setup.check_lp_amount(lp_amount);

block_round += weight;
first_token_reserve += payment_amount;
second_token_reserve -= expected_amount;
first_token_accumulated += weight * first_token_reserve;
second_token_accumulated += weight * second_token_reserve;
expected_amount -= 1;
pair_setup.b_mock.set_block_round(block_round);
pair_setup.swap_fixed_input(
WEGLD_TOKEN_ID,
payment_amount,
MEX_TOKEN_ID,
900,
expected_amount,
);
pair_setup.check_lp_amount(lp_amount);

block_round += weight;
first_token_reserve += payment_amount;
second_token_reserve -= expected_amount;
first_token_accumulated += weight * first_token_reserve;
second_token_accumulated += weight * second_token_reserve;
expected_amount -= 1;
pair_setup.b_mock.set_block_round(block_round);
pair_setup.swap_fixed_input(
WEGLD_TOKEN_ID,
payment_amount,
MEX_TOKEN_ID,
900,
expected_amount,
);
pair_setup.check_lp_amount(lp_amount);

// Check the normal safe price
let lp_token_amount = 100_000;
pair_setup.check_lp_tokens_safe_price(
&pair_address,
1011,
1019,
lp_token_amount,
WEGLD_TOKEN_ID,
100_099,
MEX_TOKEN_ID,
99_900,
);

pair_setup.check_lp_tokens_safe_price(
&pair_address,
1020,
1030,
lp_token_amount,
WEGLD_TOKEN_ID,
100_199,
MEX_TOKEN_ID,
99_801,
);

pair_setup.check_lp_tokens_safe_price(
&pair_address,
1030,
1040,
lp_token_amount,
WEGLD_TOKEN_ID,
100_249,
MEX_TOKEN_ID,
99_751,
);

// Simulate old price observations
pair_setup.set_price_observation_as_old(&pair_address, 1);
pair_setup.set_price_observation_as_old(&pair_address, 2);

// Check migration safe price
// Both observations are old
// Latest LP amount is used, so this should be the different than before
pair_setup.check_lp_tokens_safe_price(
&pair_address,
1011,
1019,
lp_token_amount,
WEGLD_TOKEN_ID,
50124,
MEX_TOKEN_ID,
50_025,
);

// First observation is old and the last observation is migrated
// Latest LP amount is used, so this should be the different than before
pair_setup.check_lp_tokens_safe_price(
&pair_address,
1020,
1030,
lp_token_amount,
WEGLD_TOKEN_ID,
50_174,
MEX_TOKEN_ID,
49_975,
);

// Both observations are migrated,
// Saved LP is used, so this should be the same as before
pair_setup.check_lp_tokens_safe_price(
&pair_address,
1030,
1040,
lp_token_amount,
WEGLD_TOKEN_ID,
100_249,
MEX_TOKEN_ID,
99_751,
);
}

#[test]
fn test_safe_price() {
let mut pair_setup = PairSetup::new(pair::contract_obj);
Expand Down
65 changes: 64 additions & 1 deletion dex/pair/tests/pair_setup/mod.rs
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
use multiversx_sc::codec::multi_types::MultiValue3;
use multiversx_sc::types::{
Address, EsdtLocalRole, EsdtTokenPayment, ManagedAddress, MultiValueEncoded,
Address, BigUint, EsdtLocalRole, EsdtTokenPayment, ManagedAddress, MultiValueEncoded,
};
use multiversx_sc_scenario::whitebox_legacy::TxTokenTransfer;
use multiversx_sc_scenario::{
Expand All @@ -22,6 +22,7 @@ pub const USER_TOTAL_WEGLD_TOKENS: u64 = 5_000_000_000;
use pair::config::ConfigModule as PairConfigModule;
use pair::pair_actions::add_liq::AddLiquidityModule;
use pair::pair_actions::swap::SwapModule;
use pair::safe_price::SafePriceModule;
use pair::safe_price_view::*;
use pair::*;
use pausable::{PausableModule, State};
Expand Down Expand Up @@ -274,6 +275,15 @@ where
);
}

pub fn check_lp_amount(&mut self, expected_amount: u64) {
self.b_mock
.execute_query(&self.pair_wrapper, |sc| {
let lp_amount = sc.lp_token_supply().get();
assert_eq!(lp_amount, managed_biguint!(expected_amount));
})
.assert_ok();
}

pub fn check_price_observation(
&mut self,
pair_address: &Address,
Expand Down Expand Up @@ -358,6 +368,59 @@ where
});
}

#[allow(clippy::too_many_arguments)]
pub fn check_lp_tokens_safe_price(
&mut self,
pair_address: &Address,
start_round: u64,
end_round: u64,
lp_token_amount: u64,
expected_first_token_id: &[u8],
expected_first_token_amount: u64,
expected_second_token_id: &[u8],
expected_second_token_amount: u64,
) {
let _ = self.b_mock.execute_query(&self.pair_wrapper, |sc| {
let lp_tokens_safe_price = sc.get_lp_tokens_safe_price(
managed_address!(pair_address),
start_round,
end_round,
managed_biguint!(lp_token_amount),
);
let (first_payment, second_payment) = lp_tokens_safe_price.into_tuple();
assert_eq!(
first_payment.token_identifier,
managed_token_id!(expected_first_token_id)
);
assert_eq!(
first_payment.amount,
managed_biguint!(expected_first_token_amount)
);
assert_eq!(
second_payment.token_identifier,
managed_token_id!(expected_second_token_id)
);
assert_eq!(
second_payment.amount,
managed_biguint!(expected_second_token_amount)
);
});
}

pub fn set_price_observation_as_old(
&mut self,
pair_address: &Address,
observation_index: usize,
) {
let _ = self.b_mock.execute_query(&self.pair_wrapper, |sc| {
let price_observations = sc.price_observations();

let mut price_observation = price_observations.get(observation_index);
price_observation.lp_supply_accumulated = BigUint::zero();
price_observations.set(observation_index, &price_observation);
});
}

#[allow(clippy::too_many_arguments)]
pub fn check_safe_price_from_second_pair(
&mut self,
Expand Down