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Feat: Add minAverageSellPrice for LO #736

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merged 10 commits into from
Oct 14, 2024
Merged

Feat: Add minAverageSellPrice for LO #736

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1d1c83a
add minAverageSellPrice
jcompagni10 Sep 20, 2024
4cf7dd3
comments + fmt
jcompagni10 Sep 23, 2024
744bfc8
Merge remote-tracking branch 'origin/main' into feat/lo_slop_tolerance
jcompagni10 Sep 24, 2024
0abd365
Add param to SimulatePlaceLimitOrder
jcompagni10 Sep 24, 2024
9e6a99b
fix merge
jcompagni10 Sep 24, 2024
1848d68
fix tests
jcompagni10 Sep 24, 2024
f289c3e
fix: better test naming
jcompagni10 Sep 25, 2024
a5c3314
Merge remote-tracking branch 'origin/main' into feat/lo_slop_tolerance
jcompagni10 Oct 11, 2024
78730d7
fix proto version
jcompagni10 Oct 11, 2024
4fbfc01
Add additional test for MinAveragePrice > LimitSellPrice
jcompagni10 Oct 11, 2024
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42 changes: 42 additions & 0 deletions x/dex/keeper/integration_placelimitorder_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -396,6 +396,48 @@ func (s *DexTestSuite) TestPlaceLimitOrderIOCWithDustMinAvgPrice() {
s.NoError(err)
}

func (s *DexTestSuite) TestPlaceLimitOrderIOCMinAvgPriceGTSellPriceFails() {
s.fundAliceBalances(40, 0)
s.fundBobBalances(0, 40)
// GIVEN LP liq between taker price .995 and .992
s.bobDeposits(
NewDeposit(0, 10, 50, 1),
NewDeposit(0, 10, 60, 1),
NewDeposit(0, 10, 70, 1),
NewDeposit(0, 10, 80, 1),
)
// THEN alice places IOC limitOrder with very low MinAveragePrice Fails
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With very high? (not "low")

_, err := s.aliceLimitSellsWithMinAvgPrice(
"TokenA",
math_utils.MustNewPrecDecFromStr("0.99"),
40,
math_utils.MustNewPrecDecFromStr("0.995"),
types.LimitOrderType_IMMEDIATE_OR_CANCEL,
)
s.ErrorIs(err, types.ErrLimitPriceNotSatisfied)
}

func (s *DexTestSuite) TestPlaceLimitOrderIOCMinAvgPriceGTSellPrice() {
s.fundAliceBalances(40, 0)
s.fundBobBalances(0, 40)
// GIVEN LP liq between taker price .995 and .992
s.bobDeposits(
NewDeposit(0, 10, 50, 1),
NewDeposit(0, 10, 60, 1),
NewDeposit(0, 10, 70, 1),
NewDeposit(0, 10, 80, 1),
)
// THEN alice places IOC limitOrder with an achievable MinAveragePrice
_, err := s.aliceLimitSellsWithMinAvgPrice(
"TokenA",
math_utils.MustNewPrecDecFromStr("0.99"),
40,
math_utils.MustNewPrecDecFromStr("0.993"),
types.LimitOrderType_IMMEDIATE_OR_CANCEL,
)
s.NoError(err)
}

func (s *DexTestSuite) TestPlaceLimitOrderWithDust() {
s.fundAliceBalances(1, 0)
s.fundBobBalances(0, 1)
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