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test: fix simulation test
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@kingcre
kingcre committed Oct 23, 2023
1 parent 0b265b7 commit 788fad1
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Showing 2 changed files with 50 additions and 103 deletions.
135 changes: 41 additions & 94 deletions x/exchange/simulation/operations.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -145,11 +145,14 @@ func SimulateMsgPlaceLimitOrder(
r *rand.Rand, app *baseapp.BaseApp, ctx sdk.Context,
accs []simtypes.Account, chainID string,
) (simtypes.OperationMsg, []simtypes.FutureOperation, error) {
simAccount, msg, found := findMsgPlaceLimitOrderParams(r, accs, bk, k, ctx)
simAccount, marketId, isBuy, price, qty, lifespan, found := findMsgPlaceLimitOrderParams(
r, accs, bk, k, ctx)
if !found {
return simtypes.NoOpMsg(
types.ModuleName, types.TypeMsgPlaceLimitOrder, "unable to place limit order"), nil, nil
}
msg := types.NewMsgPlaceLimitOrder(
simAccount.Address, marketId, isBuy, price, qty, lifespan)
txCtx := simulation.OperationInput{
R: r,
App: app,
Expand All @@ -174,11 +177,14 @@ func SimulateMsgPlaceMMLimitOrder(
r *rand.Rand, app *baseapp.BaseApp, ctx sdk.Context,
accs []simtypes.Account, chainID string,
) (simtypes.OperationMsg, []simtypes.FutureOperation, error) {
simAccount, msg, found := findMsgPlaceMMLimitOrderParams(r, accs, bk, k, ctx)
simAccount, marketId, isBuy, price, qty, lifespan, found := findMsgPlaceLimitOrderParams(
r, accs, bk, k, ctx)
if !found {
return simtypes.NoOpMsg(
types.ModuleName, types.TypeMsgPlaceMMLimitOrder, "unable to place mm limit order"), nil, nil
}
msg := types.NewMsgPlaceMMLimitOrder(
simAccount.Address, marketId, isBuy, price, qty, lifespan)
txCtx := simulation.OperationInput{
R: r,
App: app,
Expand Down Expand Up @@ -342,7 +348,8 @@ func findMsgCreateMarketParams(r *rand.Rand, accs []simtypes.Account,

func findMsgPlaceLimitOrderParams(
r *rand.Rand, accs []simtypes.Account,
bk types.BankKeeper, k keeper.Keeper, ctx sdk.Context) (acc simtypes.Account, msg *types.MsgPlaceLimitOrder, found bool) {
bk types.BankKeeper, k keeper.Keeper, ctx sdk.Context) (
acc simtypes.Account, marketId uint64, isBuy bool, price sdk.Dec, qty sdk.Int, lifespan time.Duration, found bool) {
accs = utils.ShuffleSimAccounts(r, accs)
var markets []types.Market
k.IterateAllMarkets(ctx, func(market types.Market) (stop bool) {
Expand All @@ -352,101 +359,36 @@ func findMsgPlaceLimitOrderParams(
r.Shuffle(len(markets), func(i, j int) {
markets[i], markets[j] = markets[j], markets[i]
})
lifespan := time.Duration(1+r.Intn(8)) * time.Hour
lifespan = time.Duration(1+r.Intn(8)) * time.Hour
for _, acc = range accs {
spendable := bk.SpendableCoins(ctx, acc.Address)
for _, market := range markets {
marketState := k.MustGetMarketState(ctx, market.Id)
var price sdk.Dec
if marketState.LastPrice != nil {
price = types.PriceAtTick(
types.TickAtPrice(*marketState.LastPrice) + int32(r.Intn(1000)) - 500)
} else {
price = utils.RandomDec(r, utils.ParseDec("0.1"), utils.ParseDec("10"))
price = types.PriceAtTick(types.TickAtPrice(price))
}
minQty := utils.MaxInt(
market.OrderQuantityLimits.Min,
market.OrderQuoteLimits.Min.ToDec().QuoRoundUp(price).Ceil().TruncateInt())
maxQty := minQty.MulRaw(10)
if r.Float64() <= 0.5 { // 50% chance to sell
if balance := spendable.AmountOf(market.BaseDenom); balance.GT(sdk.NewInt(100_000000)) {
qty := utils.RandomInt(
r, utils.MaxInt(
market.OrderQuantityLimits.Min,
market.OrderQuoteLimits.Min.ToDec().QuoRoundUp(price).Ceil().TruncateInt()),
sdk.NewInt(100_000000))
msg = types.NewMsgPlaceLimitOrder(
acc.Address, market.Id, false, price, qty, lifespan)
return acc, msg, true
if balance := spendable.AmountOf(market.BaseDenom); balance.GT(maxQty) {
qty = utils.RandomInt(r, minQty, maxQty)
return acc, market.Id, false, price, qty, lifespan, true
}
}
if balance := spendable.AmountOf(market.QuoteDenom); balance.GT(price.MulInt64(100_000000).TruncateInt()) {
qty := utils.RandomInt(
r, utils.MaxInt(
market.OrderQuantityLimits.Min,
market.OrderQuoteLimits.Min.ToDec().QuoRoundUp(price).Ceil().TruncateInt()),
sdk.NewInt(100_000000))
msg = types.NewMsgPlaceLimitOrder(
acc.Address, market.Id, true, price, qty, lifespan)
return acc, msg, true
if balance := spendable.AmountOf(market.QuoteDenom); balance.GT(
price.MulInt(maxQty).Ceil().TruncateInt()) {
qty = utils.RandomInt(r, minQty, maxQty)
return acc, market.Id, true, price, qty, lifespan, true
}
}
}
return acc, msg, false
}

func findMsgPlaceMMLimitOrderParams(
r *rand.Rand, accs []simtypes.Account,
bk types.BankKeeper, k keeper.Keeper, ctx sdk.Context) (acc simtypes.Account, msg *types.MsgPlaceMMLimitOrder, found bool) {
accs = utils.ShuffleSimAccounts(r, accs)
var markets []types.Market
k.IterateAllMarkets(ctx, func(market types.Market) (stop bool) {
markets = append(markets, market)
return false
})
r.Shuffle(len(markets), func(i, j int) {
markets[i], markets[j] = markets[j], markets[i]
})
lifespan := time.Duration(1+r.Intn(8)) * time.Hour
maxNumMMOrders := k.GetMaxNumMMOrders(ctx)
for _, acc = range accs {
spendable := bk.SpendableCoins(ctx, acc.Address)
for _, market := range markets {
numMMOrders, _ := k.GetNumMMOrders(ctx, acc.Address, market.Id)
if numMMOrders >= maxNumMMOrders {
continue
}
marketState := k.MustGetMarketState(ctx, market.Id)
var price sdk.Dec
if marketState.LastPrice != nil {
price = types.PriceAtTick(
types.TickAtPrice(*marketState.LastPrice) + int32(r.Intn(1000)) - 500)
} else {
price = utils.RandomDec(r, utils.ParseDec("0.1"), utils.ParseDec("10"))
price = types.PriceAtTick(types.TickAtPrice(price))
}
if r.Float64() <= 0.5 { // 50% chance to sell
if balance := spendable.AmountOf(market.BaseDenom); balance.GT(sdk.NewInt(100_000000)) {
qty := utils.RandomInt(
r, utils.MaxInt(
market.OrderQuantityLimits.Min,
market.OrderQuoteLimits.Min.ToDec().QuoRoundUp(price).Ceil().TruncateInt()),
sdk.NewInt(100_000000))
msg = types.NewMsgPlaceMMLimitOrder(
acc.Address, market.Id, false, price, qty, lifespan)
return acc, msg, true
}
}
if balance := spendable.AmountOf(market.QuoteDenom); balance.GT(price.MulInt64(100_000000).TruncateInt()) {
qty := utils.RandomInt(
r, utils.MaxInt(
market.OrderQuantityLimits.Min,
market.OrderQuoteLimits.Min.ToDec().QuoRoundUp(price).Ceil().TruncateInt()),
sdk.NewInt(100_000000))
msg = types.NewMsgPlaceMMLimitOrder(
acc.Address, market.Id, true, price, qty, lifespan)
return acc, msg, true
}
}
}
return acc, msg, false
return
}

func findMsgPlaceMarketOrderParams(
Expand All @@ -465,29 +407,34 @@ func findMsgPlaceMarketOrderParams(
r.Shuffle(len(markets), func(i, j int) {
markets[i], markets[j] = markets[j], markets[i]
})
maxOrderPriceRatio := k.GetMaxOrderPriceRatio(ctx)
for _, acc = range accs {
spendable := bk.SpendableCoins(ctx, acc.Address)
for _, market := range markets {
marketState := k.MustGetMarketState(ctx, market.Id)
if marketState.LastPrice == nil {
continue
}
minPrice, maxPrice := types.OrderPriceLimit(*marketState.LastPrice, maxOrderPriceRatio)
minQty := utils.MaxInt(
market.OrderQuantityLimits.Min,
market.OrderQuoteLimits.Min.ToDec().QuoRoundUp(minPrice).Ceil().TruncateInt())
maxQty := minQty.MulRaw(10)

if r.Float64() <= 0.5 { // 50% chance to sell
if balance := spendable.AmountOf(market.BaseDenom); balance.GT(sdk.NewInt(1_000000)) {
qty := utils.RandomInt(
r, market.OrderQuantityLimits.Min, sdk.NewInt(1_000000))
if balance := spendable.AmountOf(market.BaseDenom); balance.GT(maxQty) {
qty := utils.RandomInt(r, minQty, maxQty)
msg = types.NewMsgPlaceMarketOrder(
acc.Address, market.Id, false, qty)
return acc, msg, true
}
}
marketState := k.MustGetMarketState(ctx, market.Id)
if marketState.LastPrice == nil {
continue
}
qty := utils.RandomInt(r, market.OrderQuantityLimits.Min, sdk.NewInt(1_000000))
cacheCtx, _ := ctx.CacheContext()
if _, _, err := k.PlaceMarketOrder(cacheCtx, market.Id, acc.Address, true, qty); err != nil {
continue
if balance := spendable.AmountOf(market.QuoteDenom); balance.GT(
maxPrice.MulInt(maxQty).Ceil().TruncateInt()) {
qty := utils.RandomInt(r, minQty, maxQty)
msg = types.NewMsgPlaceMarketOrder(acc.Address, market.Id, true, qty)
return acc, msg, true
}
msg = types.NewMsgPlaceMarketOrder(acc.Address, market.Id, true, qty)
return acc, msg, true
}
}
return acc, msg, false
Expand Down
18 changes: 9 additions & 9 deletions x/exchange/simulation/operations_test.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -91,11 +91,11 @@ func (s *SimTestSuite) TestSimulateMsgPlaceLimitOrder() {

s.Require().Equal(types.TypeMsgPlaceLimitOrder, msg.Type())
s.Require().Equal(types.ModuleName, msg.Route())
s.Require().Equal("cosmos1se3z6fgrp0hy7feh2dsntqjwnfy8myg3l6h99r", msg.Sender)
s.Require().Equal("cosmos1r6vgn9cwpvja7448fg0fgglj63rcs6y84p8egu", msg.Sender)
s.Require().EqualValues(1, msg.MarketId)
s.Require().Equal(false, msg.IsBuy)
s.AssertEqual(utils.ParseDec("7.6119"), msg.Price)
s.AssertEqual(sdk.NewInt(79000424), msg.Quantity)
s.Require().Equal(true, msg.IsBuy)
s.AssertEqual(utils.ParseDec("9.5918"), msg.Price)
s.AssertEqual(sdk.NewInt(91289), msg.Quantity)
s.Require().Equal(2*time.Hour, msg.Lifespan)
}

Expand All @@ -117,11 +117,11 @@ func (s *SimTestSuite) TestSimulateMsgPlaceMMLimitOrder() {

s.Require().Equal(types.TypeMsgPlaceMMLimitOrder, msg.Type())
s.Require().Equal(types.ModuleName, msg.Route())
s.Require().Equal("cosmos1se3z6fgrp0hy7feh2dsntqjwnfy8myg3l6h99r", msg.Sender)
s.Require().Equal("cosmos1r6vgn9cwpvja7448fg0fgglj63rcs6y84p8egu", msg.Sender)
s.Require().EqualValues(1, msg.MarketId)
s.Require().Equal(false, msg.IsBuy)
s.AssertEqual(utils.ParseDec("7.6119"), msg.Price)
s.AssertEqual(sdk.NewInt(79000424), msg.Quantity)
s.Require().Equal(true, msg.IsBuy)
s.AssertEqual(utils.ParseDec("9.5918"), msg.Price)
s.AssertEqual(sdk.NewInt(91289), msg.Quantity)
s.Require().Equal(2*time.Hour, msg.Lifespan)
}

Expand Down Expand Up @@ -149,7 +149,7 @@ func (s *SimTestSuite) TestSimulateMsgPlaceMarketOrder() {
s.Require().Equal("cosmos1r6vgn9cwpvja7448fg0fgglj63rcs6y84p8egu", msg.Sender)
s.Require().EqualValues(1, msg.MarketId)
s.Require().Equal(false, msg.IsBuy)
s.AssertEqual(sdk.NewInt(113892), msg.Quantity)
s.AssertEqual(sdk.NewInt(16440), msg.Quantity)
}

func (s *SimTestSuite) TestSimulateMsgCancelOrder() {
Expand Down

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