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Fix of Hybrid Router after asset system merge #1309

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merged 5 commits into from
Apr 9, 2024
Merged

Fix of Hybrid Router after asset system merge #1309

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1b082ee
wip
Chralt98 Apr 9, 2024
7249246
use asset conversions
Chralt98 Apr 9, 2024
e3ebf72
adapt hybrid router to new asset system
Chralt98 Apr 9, 2024
20dd0f0
apply review suggestions
Chralt98 Apr 9, 2024
b1f45a1
fmt
Chralt98 Apr 9, 2024
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2 changes: 2 additions & 0 deletions Cargo.lock
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35 changes: 8 additions & 27 deletions primitives/src/market.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -121,10 +121,7 @@ impl<AI, BA, BN, M, A> Market<AI, BA, BN, M, A> {

for i in 0..categories {
match self.scoring_rule {
ScoringRule::Orderbook => {
assets.push(MarketAssetClass::<MI>::CategoricalOutcome(market_id, i))
}
ScoringRule::Lmsr => {
ScoringRule::AmmCdaHybrid => {
assets.push(MarketAssetClass::<MI>::CategoricalOutcome(market_id, i))
}
ScoringRule::Parimutuel => {
Expand Down Expand Up @@ -182,10 +179,7 @@ impl<AI, BA, BN, M, A> Market<AI, BA, BN, M, A> {
) -> Option<MarketAssetClass<MI>> {
match outcome_report {
OutcomeReport::Categorical(idx) => match self.scoring_rule {
ScoringRule::Orderbook => {
Some(MarketAssetClass::<MI>::CategoricalOutcome(market_id, *idx))
}
ScoringRule::Lmsr => {
ScoringRule::AmmCdaHybrid => {
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Some(MarketAssetClass::<MI>::CategoricalOutcome(market_id, *idx))
}
ScoringRule::Parimutuel => {
Expand Down Expand Up @@ -521,15 +515,9 @@ mod tests {

#[test_case(
MarketType::Categorical(2),
ScoringRule::Lmsr,
ScoringRule::AmmCdaHybrid,
vec![MarketAsset::CategoricalOutcome(0, 0), MarketAsset::CategoricalOutcome(0, 1)];
"categorical_market_lmsr"
)]
#[test_case(
MarketType::Categorical(2),
ScoringRule::Orderbook,
vec![MarketAsset::CategoricalOutcome(0, 0), MarketAsset::CategoricalOutcome(0, 1)];
"categorical_market_orderbook"
"categorical_market_amm_cda_hybrid"
)]
#[test_case(
MarketType::Categorical(2),
Expand All @@ -539,7 +527,7 @@ mod tests {
)]
#[test_case(
MarketType::Scalar(12..=34),
ScoringRule::Lmsr,
ScoringRule::AmmCdaHybrid,
vec![MarketAsset::ScalarOutcome(0, ScalarPosition::Long), MarketAsset::ScalarOutcome(0, ScalarPosition::Short)];
"scalar_market"
)]
Expand Down Expand Up @@ -575,17 +563,10 @@ mod tests {

#[test_case(
MarketType::Categorical(2),
ScoringRule::Lmsr,
OutcomeReport::Categorical(2),
Some(MarketAsset::CategoricalOutcome(0, 2));
"categorical_market_lmsr"
)]
#[test_case(
MarketType::Categorical(2),
ScoringRule::Orderbook,
ScoringRule::AmmCdaHybrid,
OutcomeReport::Categorical(2),
Some(MarketAsset::CategoricalOutcome(0, 2));
"categorical_market_orderbook"
"categorical_market_amm_cda_hybrid"
)]
#[test_case(
MarketType::Categorical(2),
Expand All @@ -596,7 +577,7 @@ mod tests {
)]
#[test_case(
MarketType::Scalar(12..=34),
ScoringRule::Lmsr,
ScoringRule::AmmCdaHybrid,
OutcomeReport::Scalar(2),
None;
"scalar_market"
Expand Down
6 changes: 6 additions & 0 deletions zrml/hybrid-router/Cargo.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -13,6 +13,7 @@ zrml-market-commons = { workspace = true }
orml-asset-registry = { workspace = true, optional = true }
orml-currencies = { workspace = true, optional = true }
orml-tokens = { workspace = true, optional = true }
pallet-assets = { workspace = true, optional = true }
pallet-balances = { workspace = true, optional = true }
pallet-randomness-collective-flip = { workspace = true, optional = true }
pallet-timestamp = { workspace = true, optional = true }
Expand All @@ -22,6 +23,7 @@ serde = { workspace = true, optional = true }
sp-io = { workspace = true, optional = true }
xcm = { workspace = true, optional = true }
xcm-builder = { workspace = true, optional = true }
zrml-asset-router = { workspace = true, optional = true }
zrml-authorized = { workspace = true, optional = true }
zrml-court = { workspace = true, optional = true }
zrml-global-disputes = { workspace = true, optional = true }
Expand All @@ -42,6 +44,7 @@ mock = [
"orml-asset-registry/default",
"orml-currencies/default",
"orml-tokens/default",
"pallet-assets/default",
"pallet-balances/default",
"pallet-randomness-collective-flip/default",
"pallet-timestamp/default",
Expand All @@ -51,6 +54,7 @@ mock = [
"sp-io/default",
"xcm/default",
"zeitgeist-primitives/mock",
"zrml-asset-router/default",
"zrml-market-commons/default",
"zrml-neo-swaps/default",
"zrml-orderbook/default",
Expand All @@ -70,7 +74,9 @@ runtime-benchmarks = [
"frame-support/runtime-benchmarks",
"frame-system/runtime-benchmarks",
"xcm-builder/runtime-benchmarks",
"pallet-assets?/runtime-benchmarks",
"pallet-xcm/runtime-benchmarks",
"zrml-prediction-markets/runtime-benchmarks",
]
std = [
"frame-benchmarking?/std",
Expand Down
35 changes: 21 additions & 14 deletions zrml/hybrid-router/src/benchmarking.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -38,7 +38,10 @@ use zeitgeist_primitives::{
constants::{base_multiples::*, CENT},
math::fixed::{BaseProvider, FixedDiv, ZeitgeistBase},
traits::{CompleteSetOperationsApi, DeployPoolApi, HybridRouterOrderbookApi},
types::{Asset, Market, MarketCreation, MarketPeriod, MarketStatus, MarketType, ScoringRule},
types::{
Asset, BaseAssetClass, Market, MarketCreation, MarketPeriod, MarketStatus, MarketType,
ScoringRule,
},
};
use zrml_market_commons::MarketCommonsPalletApi;

Expand All @@ -65,7 +68,11 @@ fn create_spot_prices<T: Config>(asset_count: u16) -> Vec<BalanceOf<T>> {
amounts
}

fn create_market<T>(caller: T::AccountId, base_asset: AssetOf<T>, asset_count: u16) -> MarketIdOf<T>
fn create_market<T>(
caller: T::AccountId,
base_asset: BaseAssetClass,
asset_count: u16,
) -> MarketIdOf<T>
where
T: Config,
{
Expand Down Expand Up @@ -93,16 +100,16 @@ where

fn create_market_and_deploy_pool<T: Config>(
caller: T::AccountId,
base_asset: AssetOf<T>,
base_asset: BaseAssetClass,
asset_count: u16,
amount: BalanceOf<T>,
) -> MarketIdOf<T>
where
T: Config,
{
let market_id = create_market::<T>(caller.clone(), base_asset, asset_count);
let total_cost = amount + T::AssetManager::minimum_balance(base_asset);
assert_ok!(T::AssetManager::deposit(base_asset, &caller, total_cost));
let total_cost = amount + T::AssetManager::minimum_balance(base_asset.into());
assert_ok!(T::AssetManager::deposit(base_asset.into(), &caller, total_cost));
assert_ok_with_transaction!(T::CompleteSetOperations::buy_complete_set(
caller.clone(),
market_id,
Expand All @@ -125,7 +132,7 @@ mod benchmarks {
#[benchmark]
fn buy(n: Linear<2, 16>, o: Linear<0, 10>) {
let buyer: T::AccountId = whitelisted_caller();
let base_asset = Asset::Ztg;
let base_asset = BaseAssetClass::Ztg;
let asset_count = n.try_into().unwrap();
let market_id = create_market_and_deploy_pool::<T>(
buyer.clone(),
Expand All @@ -136,7 +143,7 @@ mod benchmarks {

let asset = Asset::CategoricalOutcome(market_id, 0u16);
let amount_in = _1000.saturated_into();
assert_ok!(T::AssetManager::deposit(base_asset, &buyer, amount_in));
assert_ok!(T::AssetManager::deposit(base_asset.into(), &buyer, amount_in));

let spot_prices = create_spot_prices::<T>(asset_count);
let first_spot_price = spot_prices[0];
Expand All @@ -145,7 +152,7 @@ mod benchmarks {
let orders = (0u128..o as u128).collect::<Vec<_>>();
let maker_asset = asset;
let maker_amount = _20.saturated_into();
let taker_asset = base_asset;
let taker_asset: AssetOf<T> = base_asset.into();
let taker_amount: BalanceOf<T> = _11.saturated_into();
assert!(taker_amount.bdiv_floor(maker_amount).unwrap() > first_spot_price);
for (i, order_id) in orders.iter().enumerate() {
Expand Down Expand Up @@ -179,14 +186,14 @@ mod benchmarks {
let buyer_limit_order = T::OrderBook::order(o as u128).unwrap();
assert_eq!(buyer_limit_order.market_id, market_id);
assert_eq!(buyer_limit_order.maker, buyer);
assert_eq!(buyer_limit_order.maker_asset, base_asset);
assert_eq!(buyer_limit_order.maker_asset, base_asset.into());
assert_eq!(buyer_limit_order.taker_asset, asset);
}

#[benchmark]
fn sell(n: Linear<2, 10>, o: Linear<0, 10>) {
let seller: T::AccountId = whitelisted_caller();
let base_asset = Asset::Ztg;
let base_asset = BaseAssetClass::Ztg;
let asset_count = n.try_into().unwrap();
let market_id = create_market_and_deploy_pool::<T>(
seller.clone(),
Expand All @@ -201,15 +208,15 @@ mod benchmarks {
// seller base asset amount needs to exist,
// otherwise repatriate_reserved_named from order book fails
// with DeadAccount for base asset repatriate to seller beneficiary
let min_balance = T::AssetManager::minimum_balance(base_asset);
assert_ok!(T::AssetManager::deposit(base_asset, &seller, min_balance));
let min_balance = T::AssetManager::minimum_balance(base_asset.into());
assert_ok!(T::AssetManager::deposit(base_asset.into(), &seller, min_balance));

let spot_prices = create_spot_prices::<T>(asset_count);
let first_spot_price = spot_prices[0];

let min_price = _1_100.saturated_into();
let orders = (0u128..o as u128).collect::<Vec<_>>();
let maker_asset = base_asset;
let maker_asset: AssetOf<T> = base_asset.into();
let maker_amount: BalanceOf<T> = _9.saturated_into();
let taker_asset = asset;
let taker_amount = _100.saturated_into();
Expand Down Expand Up @@ -247,7 +254,7 @@ mod benchmarks {
assert_eq!(seller_limit_order.market_id, market_id);
assert_eq!(seller_limit_order.maker, seller);
assert_eq!(seller_limit_order.maker_asset, asset);
assert_eq!(seller_limit_order.taker_asset, base_asset);
assert_eq!(seller_limit_order.taker_asset, base_asset.into());
}

impl_benchmark_test_suite!(
Expand Down
18 changes: 9 additions & 9 deletions zrml/hybrid-router/src/lib.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -67,7 +67,7 @@ mod pallet {
},
orderbook::{Order, OrderId},
traits::{HybridRouterAmmApi, HybridRouterOrderbookApi},
types::{Asset, Market, MarketType, ScalarPosition},
types::{Asset, BaseAsset, Market, MarketType, ScalarPosition},
};
use zrml_market_commons::MarketCommonsPalletApi;

Expand Down Expand Up @@ -140,7 +140,7 @@ mod pallet {
<<T as Config>::MarketCommons as MarketCommonsPalletApi>::MarketId;
pub(crate) type MomentOf<T> = <<T as Config>::MarketCommons as MarketCommonsPalletApi>::Moment;
pub(crate) type MarketOf<T> =
Market<AccountIdOf<T>, BalanceOf<T>, BlockNumberFor<T>, MomentOf<T>, Asset<MarketIdOf<T>>>;
Market<AccountIdOf<T>, BalanceOf<T>, BlockNumberFor<T>, MomentOf<T>, BaseAsset>;
pub(crate) type AmmTradeOf<T> = AmmTrade<BalanceOf<T>>;
pub(crate) type OrderTradeOf<T> = OrderbookTrade<AccountIdOf<T>, BalanceOf<T>>;

Expand Down Expand Up @@ -455,7 +455,7 @@ mod pallet {
mut remaining: BalanceOf<T>,
who: &AccountIdOf<T>,
market_id: MarketIdOf<T>,
base_asset: AssetOf<T>,
base_asset: BaseAsset,
asset: AssetOf<T>,
price_limit: BalanceOf<T>,
) -> Result<OrderAmmTradesInfo<T>, DispatchError> {
Expand All @@ -471,7 +471,7 @@ mod pallet {
Err(_) => continue,
};

let order_price = order.price(base_asset)?;
let order_price = order.price(base_asset.into())?;

match tx_type {
TxType::Buy => {
Expand Down Expand Up @@ -619,12 +619,12 @@ mod pallet {
);
ensure!(orders.len() as u32 <= T::MaxOrders::get(), Error::<T>::MaxOrdersExceeded);
let market = T::MarketCommons::market(&market_id)?;
let assets = Self::outcome_assets(market_id, &market);
let assets = market.outcome_assets(market_id);
ensure!(asset_count as usize == assets.len(), Error::<T>::AssetCountMismatch);

let (asset_in, asset_out) = match tx_type {
TxType::Buy => (market.base_asset, asset),
TxType::Sell => (asset, market.base_asset),
TxType::Buy => (market.base_asset.into(), asset),
TxType::Sell => (asset, market.base_asset.into()),
};
T::AssetManager::ensure_can_withdraw(asset_in, &who, amount_in)?;

Expand Down Expand Up @@ -665,7 +665,7 @@ mod pallet {
if !remaining.is_zero() {
let (maker_asset, maker_amount, taker_asset, taker_amount) = match tx_type {
TxType::Buy => {
let maker_asset = market.base_asset;
let maker_asset = market.base_asset.into();
let maker_amount = remaining;
let taker_asset = asset;
let taker_amount = remaining.bdiv_ceil(price_limit)?;
Expand All @@ -674,7 +674,7 @@ mod pallet {
TxType::Sell => {
let maker_asset = asset;
let maker_amount = remaining;
let taker_asset = market.base_asset;
let taker_asset = market.base_asset.into();
let taker_amount = price_limit.bmul_floor(remaining)?;
(maker_asset, maker_amount, taker_asset, taker_amount)
}
Expand Down
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