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testcases for mcr bug #1469

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merged 2 commits into from
Dec 15, 2018
Merged

testcases for mcr bug #1469

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a56562a
update median feeds when crossing hf1270
oxarbitrage Dec 15, 2018
d7306ab
add testcases for mcr bug(hf1270)
oxarbitrage Dec 15, 2018
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17 changes: 17 additions & 0 deletions libraries/chain/db_maint.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -964,6 +964,22 @@ void database::process_bitassets()
}
}

void update_median_feeds(database& db)
{
time_point_sec head_time = db.head_block_time();
time_point_sec next_maint_time = db.get_dynamic_global_properties().next_maintenance_time;

const auto update_bitasset = [head_time, next_maint_time]( asset_bitasset_data_object &o )
{
o.update_median_feeds( head_time, next_maint_time );
};

for( const auto& d : db.get_index_type<asset_bitasset_data_index>().indices() )
{
db.modify( d, update_bitasset );
}
}

/******
* @brief one-time data process for hard fork core-868-890
*
Expand Down Expand Up @@ -1292,6 +1308,7 @@ void database::perform_chain_maintenance(const signed_block& next_block, const g
if( to_update_and_match_call_orders_for_hf_1270 )
{
update_call_orders_hf_1270(*this);
update_median_feeds(*this);
match_call_orders(*this);
}

Expand Down
310 changes: 310 additions & 0 deletions tests/tests/market_tests.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -1507,4 +1507,314 @@ BOOST_AUTO_TEST_CASE(target_cr_test_call_limit)

} FC_LOG_AND_RETHROW() }

BOOST_AUTO_TEST_CASE(mcr_bug_increase_before1270)
{ try {

generate_blocks(HARDFORK_CORE_453_TIME);

generate_block();

set_expiration( db, trx );

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

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

int64_t init_balance(1000000);

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

price_feed current_feed;
current_feed.settlement_price = bitusd.amount( 100 ) / core.amount(100);
current_feed.maintenance_collateral_ratio = 1750;
current_feed.maximum_short_squeeze_ratio = 1100;
publish_feed( bitusd, feedproducer, current_feed );

const call_order_object& b1 = *borrow( borrower, bitusd.amount(1000), asset(1800));
auto b1_id = b1.id;
const call_order_object& b2 = *borrow( borrower2, bitusd.amount(1000), asset(2000) );
auto b2_id = b2.id;

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), init_balance - 1800 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), init_balance - 2000 );

// move order to margin call territory with mcr only
current_feed.maintenance_collateral_ratio = 2000;
publish_feed( bitusd, feedproducer, current_feed );

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), 998200 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), 998000 );

BOOST_CHECK( db.find<call_order_object>( b1_id ) );
BOOST_CHECK( db.find<call_order_object>( b2_id ) );

// attempt to trade the margin call
create_sell_order( borrower2, bitusd.amount(1000), core.amount(1100) );

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 0 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), 998200 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), 998000 );

print_market(bitusd.symbol, core.symbol);

// both calls are still there, no margin call, mcr bug
BOOST_CHECK( db.find<call_order_object>( b1_id ) );
BOOST_CHECK( db.find<call_order_object>( b2_id ) );

} FC_LOG_AND_RETHROW() }

BOOST_AUTO_TEST_CASE(mcr_bug_increase_after1270)
{ try {

generate_blocks(HARDFORK_CORE_1270_TIME);

generate_block();

set_expiration( db, trx );

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

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

int64_t init_balance(1000000);

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

price_feed current_feed;
current_feed.settlement_price = bitusd.amount( 100 ) / core.amount(100);
current_feed.maintenance_collateral_ratio = 1750;
current_feed.maximum_short_squeeze_ratio = 1100;
publish_feed( bitusd, feedproducer, current_feed );

const call_order_object& b1 = *borrow( borrower, bitusd.amount(1000), asset(1800));
auto b1_id = b1.id;
const call_order_object& b2 = *borrow( borrower2, bitusd.amount(1000), asset(2000) );
auto b2_id = b2.id;

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), init_balance - 1800 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), init_balance - 2000 );

// move order to margin call territory with mcr only
current_feed.maintenance_collateral_ratio = 2000;
publish_feed( bitusd, feedproducer, current_feed );

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), 998200 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), 998000 );

BOOST_CHECK( db.find<call_order_object>( b1_id ) );
BOOST_CHECK( db.find<call_order_object>( b2_id ) );

// attempt to trade the margin call
create_sell_order( borrower2, bitusd.amount(1000), core.amount(1100) );

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 0 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), 998900 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), 999100 );

print_market(bitusd.symbol, core.symbol);

// b1 is margin called
BOOST_CHECK( ! db.find<call_order_object>( b1_id ) );
BOOST_CHECK( db.find<call_order_object>( b2_id ) );


} FC_LOG_AND_RETHROW() }

BOOST_AUTO_TEST_CASE(mcr_bug_decrease_before1270)
{ try {

generate_blocks(HARDFORK_CORE_453_TIME);

generate_block();

set_expiration( db, trx );

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

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

int64_t init_balance(1000000);

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

price_feed current_feed;
current_feed.settlement_price = bitusd.amount( 100 ) / core.amount(100);
current_feed.maintenance_collateral_ratio = 1750;
current_feed.maximum_short_squeeze_ratio = 1100;
publish_feed( bitusd, feedproducer, current_feed );

const call_order_object& b1 = *borrow( borrower, bitusd.amount(1000), asset(1800));
auto b1_id = b1.id;
const call_order_object& b2 = *borrow( borrower2, bitusd.amount(1000), asset(2000) );
auto b2_id = b2.id;

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), init_balance - 1800 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), init_balance - 2000 );

// move order to margin call territory with the feed
current_feed.settlement_price = bitusd.amount( 100 ) / core.amount(150);
publish_feed( bitusd, feedproducer, current_feed );

// getting out of margin call territory with mcr change
current_feed.maintenance_collateral_ratio = 1100;
publish_feed( bitusd, feedproducer, current_feed );

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), 998200 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), 998000 );

BOOST_CHECK( db.find<call_order_object>( b1_id ) );
BOOST_CHECK( db.find<call_order_object>( b2_id ) );

// attempt to trade the margin call
create_sell_order( borrower2, bitusd.amount(1000), core.amount(1100) );

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 0 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), 998350 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), 999650 );

print_market(bitusd.symbol, core.symbol);

// margin call at b1, mcr bug
BOOST_CHECK( !db.find<call_order_object>( b1_id ) );
BOOST_CHECK( db.find<call_order_object>( b2_id ) );


} FC_LOG_AND_RETHROW() }

BOOST_AUTO_TEST_CASE(mcr_bug_decrease_after1270)
{ try {

generate_blocks(HARDFORK_CORE_1270_TIME);

generate_block();

set_expiration( db, trx );

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

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

int64_t init_balance(1000000);

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

price_feed current_feed;
current_feed.settlement_price = bitusd.amount( 100 ) / core.amount(100);
current_feed.maintenance_collateral_ratio = 1750;
current_feed.maximum_short_squeeze_ratio = 1100;
publish_feed( bitusd, feedproducer, current_feed );

const call_order_object& b1 = *borrow( borrower, bitusd.amount(1000), asset(1800));
auto b1_id = b1.id;
const call_order_object& b2 = *borrow( borrower2, bitusd.amount(1000), asset(2000) );
auto b2_id = b2.id;

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), init_balance - 1800 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), init_balance - 2000 );

// move order to margin call territory with the feed
current_feed.settlement_price = bitusd.amount( 100 ) / core.amount(150);
publish_feed( bitusd, feedproducer, current_feed );

// getting out of margin call territory with mcr decrease
current_feed.maintenance_collateral_ratio = 1100;
publish_feed( bitusd, feedproducer, current_feed );

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), 998200 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), 998000 );

BOOST_CHECK( db.find<call_order_object>( b1_id ) );
BOOST_CHECK( db.find<call_order_object>( b2_id ) );

// attempt to trade the margin call
create_sell_order( borrower2, bitusd.amount(1000), core.amount(1100) );

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 0 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), 998200 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), 998000 );

print_market(bitusd.symbol, core.symbol);

// both calls are there, no margin call, good
BOOST_CHECK( db.find<call_order_object>( b1_id ) );
BOOST_CHECK( db.find<call_order_object>( b2_id ) );


} FC_LOG_AND_RETHROW() }

BOOST_AUTO_TEST_CASE(mcr_bug_cross1270)
{ try {

INVOKE(mcr_bug_increase_before1270);

auto mi = db.get_global_properties().parameters.maintenance_interval;
generate_blocks(HARDFORK_CORE_1270_TIME - mi);

const asset_object& core = get_asset("BTS");
const asset_object& bitusd = get_asset("USDBIT");
const asset_id_type bitusd_id = bitusd.id;
const account_object& feedproducer = get_account("feedproducer");

// feed is expired
BOOST_CHECK_EQUAL((*bitusd_id(db).bitasset_data_id)(db).current_feed.maintenance_collateral_ratio, 1750);
BOOST_CHECK_EQUAL((*bitusd_id(db).bitasset_data_id)(db).feed_is_expired(db.head_block_time()), false); // should be true?

// make new feed
price_feed current_feed;
current_feed.settlement_price = bitusd.amount( 100 ) / core.amount(100);
current_feed.maintenance_collateral_ratio = 2000;
current_feed.maximum_short_squeeze_ratio = 1100;
publish_feed( bitusd, feedproducer, current_feed );

BOOST_CHECK_EQUAL((*bitusd_id(db).bitasset_data_id)(db).current_feed.maintenance_collateral_ratio, 2000);
BOOST_CHECK_EQUAL((*bitusd_id(db).bitasset_data_id)(db).feed_is_expired(db.head_block_time()), false);

// pass hardfork
generate_blocks(db.get_dynamic_global_properties().next_maintenance_time);
generate_block();

// feed is still valid
BOOST_CHECK_EQUAL((*bitusd_id(db).bitasset_data_id)(db).current_feed.maintenance_collateral_ratio, 2000);

// margin call is traded
print_market(asset_id_type(1)(db).symbol, asset_id_type()(db).symbol);

// call b1 not there anymore
BOOST_CHECK( !db.find<call_order_object>( call_order_id_type() ) );
BOOST_CHECK( db.find<call_order_object>( call_order_id_type(1) ) );

} FC_LOG_AND_RETHROW() }

BOOST_AUTO_TEST_SUITE_END()