Skip to content

Commit

Permalink
Test case reproduces #338 #343 #453 #606 #625 #649
Browse files Browse the repository at this point in the history
  • Loading branch information
@abitmore
abitmore committed Feb 6, 2018
1 parent dec75fc commit c58d00b
Showing 1 changed file with 117 additions and 10 deletions.
127 changes: 117 additions & 10 deletions tests/tests/market_tests.cpp
View file
Original file line number Diff line number Diff line change
Expand Up @@ -39,24 +39,28 @@ using namespace graphene::wallet;
BOOST_FIXTURE_TEST_SUITE(market_tests, database_fixture)

/***
* Reproduce bitshares-core issue #338
* Reproduce bitshares-core issue #338 #343 #453 #606 #625 #649
*/
BOOST_AUTO_TEST_CASE(issue_338)
BOOST_AUTO_TEST_CASE(issue_338_etc)
{ try {
generate_blocks(HARDFORK_436_TIME);
generate_block();

set_expiration( db, trx );

ACTORS((buyer)(seller)(borrower)(feedproducer));
ACTORS((buyer)(seller)(borrower)(borrower2)(borrower3)(feedproducer));

const auto& bitusd = create_bitasset("USDBIT", feedproducer_id);
const auto& core = asset_id_type()(db);
asset_id_type usd_id = bitusd.id;
asset_id_type core_id = core.id;

int64_t init_balance(1000000);

transfer(committee_account, buyer_id, asset(init_balance));
transfer(committee_account, borrower_id, asset(init_balance));
transfer(committee_account, borrower2_id, asset(init_balance));
transfer(committee_account, borrower3_id, asset(init_balance));
update_feed_producers( bitusd, {feedproducer.id} );

price_feed current_feed;
Expand All @@ -66,6 +70,13 @@ BOOST_AUTO_TEST_CASE(issue_338)
publish_feed( bitusd, feedproducer, current_feed );
// start out with 300% collateral, call price is 15/1.75 CORE/USD = 60/7
const call_order_object& call = *borrow( borrower, bitusd.amount(1000), asset(15000));
call_order_id_type call_id = call.id;
// create another position with 310% collateral, call price is 15.5/1.75 CORE/USD = 63/7
const call_order_object& call2 = *borrow( borrower2, bitusd.amount(1000), asset(15500));
call_order_id_type call2_id = call2.id;
// create yet another position with 320% collateral, call price is 16/1.75 CORE/USD = 64/7
const call_order_object& call3 = *borrow( borrower3, bitusd.amount(1000), asset(16000));
call_order_id_type call3_id = call3.id;
transfer(borrower, seller, bitusd.amount(1000));

BOOST_CHECK_EQUAL( 1000, call.debt.value );
Expand All @@ -78,48 +89,144 @@ BOOST_AUTO_TEST_CASE(issue_338)
publish_feed( bitusd, feedproducer, current_feed );
// settlement price = 1/10, mssp = 1/11

// This order slightly below the call price will not be matched
// This order slightly below the call price will not be matched #606
limit_order_id_type sell_low = create_sell_order(seller, bitusd.amount(7), core.amount(59))->id;
// This order above the MSSP will not be matched
limit_order_id_type sell_high = create_sell_order(seller, bitusd.amount(7), core.amount(78))->id;
// This would match but is blocked by sell_low?!
// This would match but is blocked by sell_low?! #606
limit_order_id_type sell_med = create_sell_order(seller, bitusd.amount(7), core.amount(60))->id;

cancel_limit_order( sell_med(db) );
cancel_limit_order( sell_high(db) );
cancel_limit_order( sell_low(db) );

// current implementation: an incoming limit order will be filled at the
// requested price
// requested price #338
BOOST_CHECK( !create_sell_order(seller, bitusd.amount(7), core.amount(60)) );
BOOST_CHECK_EQUAL( 993, get_balance(seller, bitusd) );
BOOST_CHECK_EQUAL( 60, get_balance(seller, core) );
BOOST_CHECK_EQUAL( 993, call.debt.value );
BOOST_CHECK_EQUAL( 14940, call.collateral.value );

auto buy_low = create_sell_order(buyer, asset(90), bitusd.amount(10))->id;
limit_order_id_type buy_low = create_sell_order(buyer, asset(90), bitusd.amount(10))->id;
// margin call takes precedence
BOOST_CHECK( !create_sell_order(seller, bitusd.amount(7), core.amount(60)) );
BOOST_CHECK_EQUAL( 986, get_balance(seller, bitusd) );
BOOST_CHECK_EQUAL( 120, get_balance(seller, core) );
BOOST_CHECK_EQUAL( 986, call.debt.value );
BOOST_CHECK_EQUAL( 14880, call.collateral.value );

auto buy_med = create_sell_order(buyer, asset(105), bitusd.amount(10))->id;
limit_order_id_type buy_med = create_sell_order(buyer, asset(105), bitusd.amount(10))->id;
// margin call takes precedence
BOOST_CHECK( !create_sell_order(seller, bitusd.amount(7), core.amount(70)) );
BOOST_CHECK_EQUAL( 979, get_balance(seller, bitusd) );
BOOST_CHECK_EQUAL( 190, get_balance(seller, core) );
BOOST_CHECK_EQUAL( 979, call.debt.value );
BOOST_CHECK_EQUAL( 14810, call.collateral.value );

auto buy_high = create_sell_order(buyer, asset(115), bitusd.amount(10))->id;
// margin call still has precedence (!))
limit_order_id_type buy_high = create_sell_order(buyer, asset(115), bitusd.amount(10))->id;
// margin call still has precedence (!) #625
BOOST_CHECK( !create_sell_order(seller, bitusd.amount(7), core.amount(77)) );
BOOST_CHECK_EQUAL( 972, get_balance(seller, bitusd) );
BOOST_CHECK_EQUAL( 267, get_balance(seller, core) );
BOOST_CHECK_EQUAL( 972, call.debt.value );
BOOST_CHECK_EQUAL( 14733, call.collateral.value );

cancel_limit_order( buy_high(db) );
cancel_limit_order( buy_med(db) );
cancel_limit_order( buy_low(db) );

// call with more usd
BOOST_CHECK( !create_sell_order(seller, bitusd.amount(700), core.amount(7700)) );
BOOST_CHECK_EQUAL( 272, get_balance(seller, bitusd) );
BOOST_CHECK_EQUAL( 7967, get_balance(seller, core) );
BOOST_CHECK_EQUAL( 272, call.debt.value );
BOOST_CHECK_EQUAL( 7033, call.collateral.value );

// at this moment, collateralization of call is 7033 / 272 = 25.8
// collateralization of call2 is 15500 / 1000 = 15.5
// collateralization of call3 is 16000 / 1000 = 16

// call more, still matches with the first call order #343
BOOST_CHECK( !create_sell_order(seller, bitusd.amount(10), core.amount(110)) );
BOOST_CHECK_EQUAL( 262, get_balance(seller, bitusd) );
BOOST_CHECK_EQUAL( 8077, get_balance(seller, core) );
BOOST_CHECK_EQUAL( 262, call.debt.value );
BOOST_CHECK_EQUAL( 6923, call.collateral.value );

// at this moment, collateralization of call is 6923 / 262 = 26.4
// collateralization of call2 is 15500 / 1000 = 15.5
// collateralization of call3 is 16000 / 1000 = 16

// force settle
force_settle( seller, bitusd.amount(10) );
BOOST_CHECK_EQUAL( 252, get_balance(seller, bitusd) );
BOOST_CHECK_EQUAL( 8077, get_balance(seller, core) );
BOOST_CHECK_EQUAL( 262, call.debt.value );
BOOST_CHECK_EQUAL( 6923, call.collateral.value );

// generate blocks to let the settle order execute
generate_blocks( HARDFORK_436_TIME + fc::days(2) );
// call2 get settled #343
BOOST_CHECK_EQUAL( 252, get_balance(seller_id, usd_id) );
BOOST_CHECK_EQUAL( 8177, get_balance(seller_id, core_id) );
BOOST_CHECK_EQUAL( 262, call_id(db).debt.value );
BOOST_CHECK_EQUAL( 6923, call_id(db).collateral.value );
BOOST_CHECK_EQUAL( 990, call2_id(db).debt.value );
BOOST_CHECK_EQUAL( 15400, call2_id(db).collateral.value );

set_expiration( db, trx );
update_feed_producers( usd_id(db), {feedproducer_id} );

// at this moment, collateralization of call is 8177 / 252 = 32.4
// collateralization of call2 is 15400 / 990 = 15.5
// collateralization of call3 is 16000 / 1000 = 16

// adjust price feed to get call2 into black swan territory, but not the first call order
current_feed.settlement_price = asset(1, usd_id) / asset(20, core_id);
publish_feed( usd_id(db), feedproducer_id(db), current_feed );
// settlement price = 1/20, mssp = 1/22

// black swan event doesn't occur #649
BOOST_CHECK( !usd_id(db).bitasset_data(db).has_settlement() );

// generate a block
generate_block();

set_expiration( db, trx );
update_feed_producers( usd_id(db), {feedproducer_id} );

// adjust price feed back
current_feed.settlement_price = asset(1, usd_id) / asset(10, core_id);
publish_feed( usd_id(db), feedproducer_id(db), current_feed );
// settlement price = 1/10, mssp = 1/11

transfer(borrower2_id, seller_id, asset(1000, usd_id));
transfer(borrower3_id, seller_id, asset(1000, usd_id));

// Re-create sell_low, slightly below the call price, will not be matched, will expire soon
sell_low = create_sell_order(seller_id(db), asset(7, usd_id), asset(59), db.head_block_time() )->id;
// This would match but is blocked by sell_low, it has an amount same as call's debt which will be full filled later
sell_med = create_sell_order(seller_id(db), asset(262, usd_id), asset(2620))->id; // 1/10
// Another big order above sell_med, blocked
limit_order_id_type sell_med2 = create_sell_order(seller_id(db), asset(1200, usd_id), asset(12120))->id; // 1/10.1
// Another small order above sell_med2, blocked
limit_order_id_type sell_med3 = create_sell_order(seller_id(db), asset(120, usd_id), asset(1224))->id; // 1/10.2

// generate a block, sell_low will expire
generate_block();
BOOST_CHECK( db.find<limit_order_object>( sell_low ) == nullptr );

// #453 multiple order matching issue occurs
BOOST_CHECK( db.find<limit_order_object>( sell_med ) == nullptr ); // sell_med get filled
BOOST_CHECK( db.find<limit_order_object>( sell_med2 ) != nullptr ); // sell_med2 is still there
BOOST_CHECK( db.find<limit_order_object>( sell_med3 ) == nullptr ); // sell_med3 get filled
BOOST_CHECK( db.find<call_order_object>( call_id ) == nullptr ); // the first call order get filled
BOOST_CHECK( db.find<call_order_object>( call2_id ) == nullptr ); // the second call order get filled
BOOST_CHECK( db.find<call_order_object>( call3_id ) != nullptr ); // the third call order is still there


} FC_LOG_AND_RETHROW() }


BOOST_AUTO_TEST_SUITE_END()

0 comments on commit c58d00b

Please sign in to comment.