Floor token swap result (#1023)

* Floor token swap result Signed-off-by: Anthony Fieroni <[email protected]> * Add poolswap round up test * Do not use floor in unit tests Signed-off-by: Anthony Fieroni <[email protected]> * Use floor right after pool calculation Signed-off-by: Anthony Fieroni <[email protected]> Co-authored-by: Peter Bushnell <[email protected]> Co-authored-by: Prasanna Loganathar <[email protected]>
DeFiCh · Jan 11, 2022 · 079ce94 · 079ce94
1 parent 18199de
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Showing 4 changed files with 118 additions and 44 deletions.
diff --git a/src/masternodes/poolpairs.cpp b/src/masternodes/poolpairs.cpp
@@ -428,22 +428,22 @@ Res CPoolPair::Swap(CTokenAmount in, PoolPrice const & maxPrice, std::function<R
         return Res::Err("Swapping will lead to pool's reserve overflow");
     }
 
-    CAmount result = slopeSwap(in.nValue, reserveF, reserveT, height >= Params().GetConsensus().BayfrontGardensHeight);
+    CAmount result = slopeSwap(in.nValue, reserveF, reserveT, height);
 
     swapEvent = true; // (!!!)
 
     return onTransfer({ forward ? idTokenB : idTokenA, result });
 }
 
-CAmount CPoolPair::slopeSwap(CAmount unswapped, CAmount &poolFrom, CAmount &poolTo, bool postBayfrontGardens) {
+CAmount CPoolPair::slopeSwap(CAmount unswapped, CAmount &poolFrom, CAmount &poolTo, int height) {
     assert (unswapped >= 0);
     assert (SafeAdd(unswapped, poolFrom).ok);
 
     arith_uint256 poolF = arith_uint256(poolFrom);
     arith_uint256 poolT = arith_uint256(poolTo);
 
     arith_uint256 swapped = 0;
-    if (!postBayfrontGardens) {
+    if (height < Params().GetConsensus().BayfrontGardensHeight) {
         CAmount chunk = poolFrom/SLOPE_SWAP_RATE < unswapped ? poolFrom/SLOPE_SWAP_RATE : unswapped;
         while (unswapped > 0) {
             //arith_uint256 stepFrom = std::min(poolFrom/1000, unswapped); // 0.1%
@@ -459,6 +459,10 @@ CAmount CPoolPair::slopeSwap(CAmount unswapped, CAmount &poolFrom, CAmount &pool
         arith_uint256 unswappedA = arith_uint256(unswapped);
 
         swapped = poolT - (poolT * poolF / (poolF + unswappedA));
+        if (height >= Params().GetConsensus().FortCanningHillHeight && swapped != 0) {
+            // floor the result
+            --swapped;
+        }
         poolF += unswappedA;
         poolT -= swapped;
     }

diff --git a/src/masternodes/poolpairs.h b/src/masternodes/poolpairs.h
@@ -130,7 +130,7 @@ class CPoolPair : public CPoolPairMessage
     Res Swap(CTokenAmount in, PoolPrice const & maxPrice, std::function<Res(CTokenAmount const &)> onTransfer, int height = INT_MAX);
 
 private:
-    CAmount slopeSwap(CAmount unswapped, CAmount & poolFrom, CAmount & poolTo, bool postBayfrontGardens = false);
+    CAmount slopeSwap(CAmount unswapped, CAmount & poolFrom, CAmount & poolTo, int height);
 
     inline void ioProofer() const { // Maybe it's more reasonable to use unsigned everywhere, but for basic CAmount compatibility
         if (reserveA < 0 || reserveB < 0 ||

diff --git a/src/test/liquidity_tests.cpp b/src/test/liquidity_tests.cpp
@@ -87,6 +87,9 @@ BOOST_AUTO_TEST_CASE(math_liquidity_and_trade)
     auto optPool = mnview.GetPoolPair(idPool);
     BOOST_REQUIRE(optPool);
 
+    // do not include FCH floor in swap
+    auto height = Params().GetConsensus().FortCanningHillHeight - 1;
+
     Res res{};
     { // basic fails
         CPoolPair pool = *optPool;
@@ -165,7 +168,7 @@ BOOST_AUTO_TEST_CASE(math_liquidity_and_trade)
         res = pool.Swap(CTokenAmount{pool.idTokenA, 1000000}, PoolPrice{std::numeric_limits<CAmount>::max(), 0}, [&] (CTokenAmount const &ta) -> Res{
             BOOST_CHECK_EQUAL(ta.nValue, 1000);
             return Res::Ok();
-        });
+        }, height);
         BOOST_CHECK(res.ok);
         BOOST_CHECK_EQUAL(pool.blockCommissionA, 10000);
         BOOST_CHECK_EQUAL(pool.reserveA, 991001);
@@ -181,7 +184,7 @@ BOOST_AUTO_TEST_CASE(math_liquidity_and_trade)
         res = pool.Swap(CTokenAmount{pool.idTokenA, 2*COIN}, PoolPrice{std::numeric_limits<CAmount>::max(), 0}, [&] (CTokenAmount const &ta) -> Res{
             BOOST_CHECK_EQUAL(ta.nValue, 66442954); // pre-optimization: 66464593
             return Res::Ok();
-        });
+        }, height);
         BOOST_CHECK(res.ok);
         BOOST_CHECK_EQUAL(pool.blockCommissionA, 2000000);
         BOOST_CHECK_EQUAL(pool.reserveA, 298000000);
@@ -198,7 +201,7 @@ BOOST_AUTO_TEST_CASE(math_liquidity_and_trade)
         res = pool.Swap(CTokenAmount{pool.idTokenA, 2*COIN}, PoolPrice{std::numeric_limits<CAmount>::max(), 0}, [&] (CTokenAmount const &ta) -> Res{
             BOOST_CHECK_EQUAL(ta.nValue, 66442953021); // pre-optimization: 66465256146
             return Res::Ok();
-        });
+        }, height);
         BOOST_CHECK(res.ok);
         BOOST_CHECK_EQUAL(pool.blockCommissionA, 2000000);
         BOOST_CHECK_EQUAL(pool.reserveA, 298000000);
@@ -213,7 +216,7 @@ BOOST_AUTO_TEST_CASE(math_liquidity_and_trade)
         res = pool.Swap(CTokenAmount{pool.idTokenA, COIN}, PoolPrice{std::numeric_limits<CAmount>::max(), 0}, [&] (CTokenAmount const &ta) -> Res{
             BOOST_CHECK_EQUAL(ta.nValue, 49748743719); // pre-optimization: 49773755285
             return Res::Ok();
-        });
+        }, height);
         BOOST_CHECK(res.ok);
         BOOST_CHECK_EQUAL(pool.blockCommissionA, 1000000);
         BOOST_CHECK_EQUAL(pool.reserveA, 199000000);
@@ -228,7 +231,7 @@ BOOST_AUTO_TEST_CASE(math_liquidity_and_trade)
         res = pool.Swap(CTokenAmount{pool.idTokenA, COIN/1000}, PoolPrice{std::numeric_limits<CAmount>::max(), 0}, [&] (CTokenAmount const &ta) -> Res{
             BOOST_CHECK_EQUAL(ta.nValue, 98902087); // pre-optimization: 99000000
             return Res::Ok();
-        });
+        }, height);
         BOOST_CHECK(res.ok);
         BOOST_CHECK_EQUAL(pool.blockCommissionA, 1000);
         BOOST_CHECK_EQUAL(pool.reserveA, 100099000);

diff --git a/test/functional/feature_poolswap.py b/test/functional/feature_poolswap.py
@@ -28,18 +28,17 @@ def set_test_params(self):
         # node2: Non Foundation
         self.setup_clean_chain = True
         self.extra_args = [
-            ['-txnotokens=0', '-amkheight=50', '-bayfrontheight=50', '-bayfrontgardensheight=0', '-dakotaheight=160', '-fortcanningheight=163', '-acindex=1'],
-            ['-txnotokens=0', '-amkheight=50', '-bayfrontheight=50', '-bayfrontgardensheight=0', '-dakotaheight=160', '-fortcanningheight=163', '-acindex=1'],
-            ['-txnotokens=0', '-amkheight=50', '-bayfrontheight=50', '-bayfrontgardensheight=0', '-dakotaheight=160', '-fortcanningheight=163',],
-            ['-txnotokens=0', '-amkheight=50', '-bayfrontheight=50', '-bayfrontgardensheight=0', '-dakotaheight=160', '-fortcanningheight=163',]]
+            ['-txnotokens=0', '-amkheight=50', '-bayfrontheight=50', '-bayfrontgardensheight=0', '-dakotaheight=160', '-fortcanningheight=163', '-fortcanninghillheight=170', '-acindex=1'],
+            ['-txnotokens=0', '-amkheight=50', '-bayfrontheight=50', '-bayfrontgardensheight=0', '-dakotaheight=160', '-fortcanningheight=163', '-fortcanninghillheight=170', '-acindex=1'],
+            ['-txnotokens=0', '-amkheight=50', '-bayfrontheight=50', '-bayfrontgardensheight=0', '-dakotaheight=160', '-fortcanningheight=163', '-fortcanninghillheight=170'],
+            ['-txnotokens=0', '-amkheight=50', '-bayfrontheight=50', '-bayfrontgardensheight=0', '-dakotaheight=160', '-fortcanningheight=163', '-fortcanninghillheight=170']]
 
 
     def run_test(self):
         assert_equal(len(self.nodes[0].listtokens()), 1) # only one token == DFI
 
         #self.nodes[0].generate(100)
         #self.sync_all()
-        print("Generating initial chain...")
         self.setup_tokens()
         # Stop node #3 for future revert
         self.stop_node(3)
@@ -53,10 +52,6 @@ def run_test(self):
         idSilver = list(self.nodes[0].gettoken(symbolSILVER).keys())[0]
         accountGN0 = self.nodes[0].get_genesis_keys().ownerAuthAddress
         accountSN1 = self.nodes[1].get_genesis_keys().ownerAuthAddress
-        initialGold = self.nodes[0].getaccount(accountGN0, {}, True)[idGold]
-        initialSilver = self.nodes[1].getaccount(accountSN1, {}, True)[idSilver]
-        print("Initial GOLD AccN0:", initialGold, ", id", idGold)
-        print("Initial SILVER AccN1:", initialSilver, ", id", idSilver)
 
         owner = self.nodes[0].getnewaddress("", "legacy")
 
@@ -68,9 +63,7 @@ def run_test(self):
         self.nodes[0].generate(1)
 
         silverCheckN0 = self.nodes[0].getaccount(accountGN0, {}, True)[idSilver]
-        print("Checking Silver on AccN0:", silverCheckN0, ", id", idSilver)
         silverCheckN1 = self.nodes[1].getaccount(accountSN1, {}, True)[idSilver]
-        print("Checking Silver on AccN1:", silverCheckN1, ", id", idSilver)
 
         # 3 Creating poolpair
         self.nodes[0].createpoolpair({
@@ -130,9 +123,7 @@ def run_test(self):
         #print (list_poolshares)
 
         goldCheckN0 = self.nodes[0].getaccount(accountGN0, {}, True)[idGold]
-        print("Checking Gold on AccN0:", goldCheckN0, ", id", idGold)
         silverCheckN0 = self.nodes[0].getaccount(accountGN0, {}, True)[idSilver]
-        print("Checking Silver on AccN0:", silverCheckN0, ", id", idSilver)
 
         # 5 Checking that liquidity is correct
         assert_equal(goldCheckN0, 700)
@@ -162,13 +153,8 @@ def run_test(self):
         self.nodes[0].updatepoolpair({"pool": "GS", "status": True})
         self.nodes[0].generate(1)
 
-        print("Before swap")
-        print("Checking Gold on AccN0:", goldCheckN0, ", id", idGold)
-        print("Checking Silver on AccN0:", silverCheckN0, ", id", idSilver)
         goldCheckN1 = self.nodes[2].getaccount(accountSN1, {}, True)[idGold]
-        print("Checking Gold on AccN1:", goldCheckN1, ", id", idGold)
         silverCheckN1 = self.nodes[2].getaccount(accountSN1, {}, True)[idSilver]
-        print("Checking Silver on AccN1:", silverCheckN1, ", id", idSilver)
 
         testPoolSwapRes =  self.nodes[0].testpoolswap({
             "from": accountGN0,
@@ -180,8 +166,6 @@ def run_test(self):
 
         # this acc will be
         goldCheckPS = self.nodes[2].getaccount(accountSN1, {}, True)[idGold]
-        print("goldCheckPS:", goldCheckPS)
-        print("testPoolSwapRes:", testPoolSwapRes)
 
         testPoolSwapSplit = str(testPoolSwapRes).split("@", 2)
 
@@ -214,16 +198,11 @@ def run_test(self):
         self.sync_blocks([self.nodes[0], self.nodes[2]])
 
         # 8 Checking that poolswap is correct
-        print("After swap")
         goldCheckN0 = self.nodes[2].getaccount(accountGN0, {}, True)[idGold]
-        print("Checking Gold on AccN0:", goldCheckN0, ", id", idGold)
         silverCheckN0 = self.nodes[2].getaccount(accountGN0, {}, True)[idSilver]
-        print("Checking Silver on AccN0:", silverCheckN0, ", id", idSilver)
 
         goldCheckN1 = self.nodes[2].getaccount(accountSN1, {}, True)[idGold]
-        print("Checking Gold on AccN1:", goldCheckN1, ", id", idGold)
         silverCheckN1 = self.nodes[2].getaccount(accountSN1, {}, True)[idSilver]
-        print("Checking Silver on AccN1:", silverCheckN1, ", id", idSilver)
 
         list_pool = self.nodes[2].listpoolpairs()
         #print (list_pool)
@@ -253,15 +232,6 @@ def run_test(self):
             errorString = e.error['message']
         assert("Price is higher than indicated." in errorString)
 
-        # Visual test for listaccounthistory
-        print("mine@0:", self.nodes[0].listaccounthistory())
-        print("mine@1:", self.nodes[1].listaccounthistory())
-        print("all@0", self.nodes[0].listaccounthistory("all"))
-        print("accountGN0@0", self.nodes[0].listaccounthistory(accountGN0))
-        print("mine@0, depth=3:", self.nodes[0].listaccounthistory("mine", {"depth":3}))
-        print("mine@0, height=158 depth=2:", self.nodes[0].listaccounthistory("mine", {"maxBlockHeight":158, "depth":2}))
-        print("all@0, height=158 depth=2:", self.nodes[0].listaccounthistory("all", {"maxBlockHeight":158, "depth":2}))
-
         # activate max price protection
         maxPrice = self.nodes[0].listpoolpairs()['1']['reserveB/reserveA']
         self.nodes[0].poolswap({
@@ -307,7 +277,6 @@ def run_test(self):
         # Test fort canning max price change
         disconnect_nodes(self.nodes[0], 1)
         disconnect_nodes(self.nodes[0], 2)
-        print(self.nodes[0].getconnectioncount())
         destination = self.nodes[0].getnewaddress("", "legacy")
         swap_from = 200
         coin = 100000000
@@ -355,6 +324,104 @@ def run_test(self):
             errorString = e.error['message']
         assert("Price is higher than indicated" in errorString)
 
+        # Test round up setup
+        self.nodes[0].createtoken({
+                "symbol": "BTC",
+                "name": "Bitcoin",
+                "collateralAddress": accountGN0
+            })
+        self.nodes[0].createtoken({
+                "symbol": "LTC",
+                "name": "Litecoin",
+                "collateralAddress": accountGN0
+            })
+        self.nodes[0].generate(1)
+
+        symbolBTC = "BTC#" + self.get_id_token("BTC")
+        symbolLTC = "LTC#" + self.get_id_token("LTC")
+        idBitcoin = list(self.nodes[0].gettoken(symbolBTC).keys())[0]
+
+        self.nodes[0].minttokens("1@" + symbolBTC)
+        self.nodes[0].minttokens("101@" + symbolLTC)
+        self.nodes[0].generate(1)
+
+        self.nodes[0].createpoolpair({
+            "tokenA": symbolBTC,
+            "tokenB": symbolLTC,
+            "commission": 0.01,
+            "status": True,
+            "ownerAddress": owner,
+            "pairSymbol": "BTC-LTC",
+        }, [])
+        self.nodes[0].generate(1)
+
+        self.nodes[0].addpoolliquidity({
+            accountGN0: ["1@" + symbolBTC, "100@" + symbolLTC]
+        }, accountGN0, [])
+        self.nodes[0].generate(1)
+
+        # Test round up
+        new_dest = self.nodes[0].getnewaddress("", "legacy")
+        self.nodes[0].poolswap({
+                "from": accountGN0,
+                "tokenFrom": symbolLTC,
+                "amountFrom": 0.00000001,
+                "to": new_dest,
+                "tokenTo": symbolBTC
+            })
+        self.nodes[0].generate(1)
+
+        assert_equal(self.nodes[0].getaccount(new_dest, {}, True)[idBitcoin], Decimal('0.00000001'))
+
+        # Reset swap
+        self.nodes[0].invalidateblock(self.nodes[0].getblockhash(self.nodes[0].getblockcount()))
+        self.nodes[0].clearmempool()
+
+        # Test for 2 Sat round up
+        self.nodes[0].poolswap({
+                "from": accountGN0,
+                "tokenFrom": symbolLTC,
+                "amountFrom": 0.00000190,
+                "to": new_dest,
+                "tokenTo": symbolBTC
+            })
+        self.nodes[0].generate(1)
+
+        assert_equal(self.nodes[0].getaccount(new_dest, {}, True)[idBitcoin], Decimal('0.00000002'))
+
+        # Reset swap and move to Fort Canning Park Height and try swap again
+        self.nodes[0].invalidateblock(self.nodes[0].getblockhash(self.nodes[0].getblockcount()))
+        self.nodes[0].clearmempool()
+        self.nodes[0].generate(170 - self.nodes[0].getblockcount())
+
+        # Test swap now results in zero amount
+        self.nodes[0].poolswap({
+                "from": accountGN0,
+                "tokenFrom": symbolLTC,
+                "amountFrom": 0.00000001,
+                "to": new_dest,
+                "tokenTo": symbolBTC
+            })
+        self.nodes[0].generate(1)
+
+        assert(idBitcoin not in self.nodes[0].getaccount(new_dest, {}, True))
+
+        # Reset swap
+        self.nodes[0].invalidateblock(self.nodes[0].getblockhash(self.nodes[0].getblockcount()))
+        self.nodes[0].clearmempool()
+
+        # Test previous 2 Sat swap now results in 1 Sat
+        self.nodes[0].poolswap({
+                "from": accountGN0,
+                "tokenFrom": symbolLTC,
+                "amountFrom": 0.00000190,
+                "to": new_dest,
+                "tokenTo": symbolBTC
+            })
+        self.nodes[0].generate(1)
+
+        assert_equal(self.nodes[0].getaccount(new_dest, {}, True)[idBitcoin], Decimal('0.00000001'))
+
         # REVERTING:
         #========================
         print ("Reverting...")