Loan token interest calculation (#665)

Signed-off-by: Anthony Fieroni <[email protected]>
DeFiCh · Aug 11, 2021 · 23a284c · 23a284c
1 parent 77f9c91
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diff --git a/src/Makefile.test.include b/src/Makefile.test.include
@@ -114,6 +114,7 @@ DEFI_TESTS =\
   test/key_tests.cpp \
   test/limitedmap_tests.cpp \
   test/liquidity_tests.cpp \
+  test/loan_tests.cpp \
   test/dbwrapper_tests.cpp \
   test/validation_tests.cpp \
   test/mempool_tests.cpp \

diff --git a/src/masternodes/loan.cpp b/src/masternodes/loan.cpp
@@ -1,3 +1,5 @@
+
+#include <chainparams.h>
 #include <masternodes/loan.h>
 
 const unsigned char CLoanView::LoanSetCollateralTokenCreationTx           ::prefix = 0x10;
@@ -8,6 +10,7 @@ const unsigned char CLoanView::DelayedLoanSchemeKey                       ::pref
 const unsigned char CLoanView::DestroyLoanSchemeKey                       ::prefix = 0x15;
 const unsigned char CLoanView::LoanSetLoanTokenCreationTx                 ::prefix = 0x17;
 const unsigned char CLoanView::LoanSetLoanTokenKey                        ::prefix = 0x18;
+const unsigned char CLoanView::LoanInterestedRate                         ::prefix = 0x19;
 // Vault
 const unsigned char CVaultView::VaultKey                                  ::prefix = 0x16;
 
@@ -192,6 +195,71 @@ void CLoanView::EraseDelayedDestroyScheme(const std::string& loanSchemeID)
     EraseBy<DestroyLoanSchemeKey>(loanSchemeID);
 }
 
+boost::optional<CInterestRate> CLoanView::GetInterestRate(const std::string& loanSchemeID, DCT_ID id)
+{
+    return ReadBy<LoanInterestedRate, CInterestRate>(std::make_pair(loanSchemeID, id));
+}
+
+Res CLoanView::StoreInterest(uint32_t height, const std::string& loanSchemeID, DCT_ID id)
+{
+    auto scheme = GetLoanScheme(loanSchemeID);
+    if (!scheme) {
+        return Res::Err("No such scheme id %s", loanSchemeID);
+    }
+    auto token = GetLoanSetLoanTokenByID(id);
+    if (!token) {
+        return Res::Err("No such loan token id %s", id.ToString());
+    }
+    CInterestRate rate{};
+    if (auto storedRate = GetInterestRate(loanSchemeID, id)) {
+        rate = *storedRate;
+    }
+    if (rate.height > height) {
+        return Res::Err("Cannot store height in the past");
+    }
+    if (rate.height) {
+        rate.interestToHeight += (height - rate.height) * rate.interestPerBlock;
+    }
+    rate.count++;
+    rate.height = height;
+    int64_t netInterest = scheme->rate + token->interest;
+    rate.interestPerBlock = netInterest * rate.count / (365 * Params().GetConsensus().blocksPerDay());
+    WriteBy<LoanInterestedRate>(std::make_pair(loanSchemeID, id), rate);
+    return Res::Ok();
+}
+
+Res CLoanView::EraseInterest(uint32_t height, const std::string& loanSchemeID, DCT_ID id)
+{
+    auto scheme = GetLoanScheme(loanSchemeID);
+    if (!scheme) {
+        return Res::Err("No such scheme id %s", loanSchemeID);
+    }
+    auto token = GetLoanSetLoanTokenByID(id);
+    if (!token) {
+        return Res::Err("No such loan token id %s", id.ToString());
+    }
+    CInterestRate rate{};
+    if (auto storedRate = GetInterestRate(loanSchemeID, id)) {
+        rate = *storedRate;
+    }
+    if (rate.count <= 1) {
+        EraseBy<LoanInterestedRate>(std::make_pair(loanSchemeID, id));
+        return Res::Ok();
+    }
+    if (rate.height > height) {
+        return Res::Err("Cannot store height in the past");
+    }
+    if (rate.height == 0) {
+        return Res::Err("Data mismatch height == 0");
+    }
+    rate.interestToHeight += (height - rate.height) * rate.interestPerBlock;
+    rate.count--;
+    rate.height = height;
+    int64_t netInterest = scheme->rate + token->interest;
+    rate.interestPerBlock = netInterest * rate.count / (365 * Params().GetConsensus().blocksPerDay());
+    WriteBy<LoanInterestedRate>(std::make_pair(loanSchemeID, id), rate);
+    return Res::Ok();
+}
 
 // VAULT
 

diff --git a/src/masternodes/loan.h b/src/masternodes/loan.h
@@ -177,6 +177,24 @@ struct CDestroyLoanSchemeMessage : public CDefaultLoanSchemeMessage
     }
 };
 
+struct CInterestRate {
+    uint32_t count = 0;
+    uint32_t height = 0;
+    CAmount interestToHeight = 0;
+    CAmount interestPerBlock = 0;
+
+    ADD_SERIALIZE_METHODS;
+
+    template <typename Stream, typename Operation>
+    inline void SerializationOp(Stream& s, Operation ser_action)
+    {
+        READWRITE(count);
+        READWRITE(height);
+        READWRITE(interestToHeight);
+        READWRITE(interestPerBlock);
+    }
+};
+
 // use vault's creation tx for ID
 using CVaultId = uint256;
 struct CVaultMessage {
@@ -226,6 +244,10 @@ class CLoanView : public virtual CStorageView {
     void ForEachDelayedLoanScheme(std::function<bool (const std::pair<std::string, uint64_t>&, const CLoanSchemeMessage&)> callback);
     void ForEachDelayedDestroyScheme(std::function<bool (const std::string&, const uint64_t&)> callback);
 
+    boost::optional<CInterestRate> GetInterestRate(const std::string& loanSchemeID, DCT_ID id);
+    Res StoreInterest(uint32_t height, const std::string& loanSchemeID, DCT_ID id);
+    Res EraseInterest(uint32_t height, const std::string& loanSchemeID, DCT_ID id);
+
     struct LoanSetCollateralTokenCreationTx { static const unsigned char prefix; };
     struct LoanSetCollateralTokenKey { static const unsigned char prefix; };
     struct LoanSetLoanTokenCreationTx { static const unsigned char prefix; };
@@ -234,6 +256,7 @@ class CLoanView : public virtual CStorageView {
     struct DefaultLoanSchemeKey { static const unsigned char prefix; };
     struct DelayedLoanSchemeKey { static const unsigned char prefix; };
     struct DestroyLoanSchemeKey { static const unsigned char prefix; };
+    struct LoanInterestedRate { static const unsigned char prefix; };
 };
 
 class CVaultView : public virtual CStorageView

diff --git a/src/test/loan_tests.cpp b/src/test/loan_tests.cpp
@@ -0,0 +1,99 @@
+#include <chainparams.h>
+#include <masternodes/loan.h>
+#include <masternodes/masternodes.h>
+#include <validation.h>
+
+#include <test/setup_common.h>
+
+#include <boost/test/unit_test.hpp>
+
+
+inline uint256 NextTx()
+{
+    static int txs_counter = 1;
+
+    std::stringstream stream;
+    stream << std::hex << txs_counter++;
+    return uint256S(stream.str() );
+}
+
+DCT_ID CreateLoanToken(CCustomCSView &mnview, CAmount interest)
+{
+    CTokenImplementation token;
+    CLoanSetLoanTokenImplementation loanToken;
+    loanToken.interest = interest;
+    loanToken.creationTx = token.creationTx = NextTx();
+    token.flags = (uint8_t)CToken::TokenFlags::Default;
+    token.flags |= (uint8_t)CToken::TokenFlags::LoanToken | (uint8_t)CToken::TokenFlags::DAT;
+
+    token.symbol = "TST";
+    token.name = "Test";
+
+    auto res = mnview.CreateToken(token, false);
+    if (!res.ok) printf("%s\n", res.msg.c_str());
+    BOOST_REQUIRE(res.ok);
+    auto id = *res.val;
+    mnview.LoanSetLoanToken(loanToken, id);
+    return id;
+}
+
+BOOST_FIXTURE_TEST_SUITE(loan_tests, TestingSetup)
+
+BOOST_AUTO_TEST_CASE(loan_iterest_rate)
+{
+    CCustomCSView mnview(*pcustomcsview);
+
+    const std::string id("sch1");
+    CLoanSchemeMessage msg;
+    msg.ratio = 150;
+    msg.rate = 2 * COIN;
+    msg.identifier = id;
+    mnview.StoreLoanScheme(msg);
+
+    const CAmount tokenInterest = 5 * COIN;
+    auto token_id = CreateLoanToken(mnview, tokenInterest);
+    auto scheme = mnview.GetLoanScheme(id);
+    BOOST_REQUIRE(scheme);
+    BOOST_CHECK_EQUAL(scheme->ratio, 150);
+    BOOST_CHECK_EQUAL(scheme->rate, 2 * COIN);
+
+    mnview.StoreInterest(1, id, token_id);
+    mnview.StoreInterest(1, id, token_id);
+    mnview.StoreInterest(1, id, token_id);
+
+    auto rate = mnview.GetInterestRate(id, token_id);
+    BOOST_REQUIRE(rate);
+    BOOST_CHECK_EQUAL(rate->count, 3);
+    BOOST_CHECK_EQUAL(rate->height, 1);
+    auto netInterest = scheme->rate + tokenInterest;
+    BOOST_CHECK_EQUAL(rate->interestPerBlock, netInterest * rate->count / (365 * Params().GetConsensus().blocksPerDay()));
+
+    auto interestPerBlock = rate->interestPerBlock + rate->interestToHeight;
+    mnview.StoreInterest(5, id, token_id);
+    mnview.StoreInterest(5, id, token_id);
+
+    rate = mnview.GetInterestRate(id, token_id);
+    BOOST_REQUIRE(rate);
+    BOOST_CHECK_EQUAL(rate->count, 5);
+    BOOST_CHECK_EQUAL(rate->height, 5);
+    BOOST_CHECK_EQUAL(rate->interestToHeight, 4 * interestPerBlock);
+    BOOST_CHECK_EQUAL(rate->interestPerBlock, netInterest * rate->count / (365 * Params().GetConsensus().blocksPerDay()));
+
+    interestPerBlock = rate->interestPerBlock + rate->interestToHeight;
+    mnview.EraseInterest(6, id, token_id);
+    rate = mnview.GetInterestRate(id, token_id);
+
+    BOOST_REQUIRE(rate);
+    BOOST_CHECK_EQUAL(rate->count, 4);
+    BOOST_CHECK_EQUAL(rate->interestToHeight, interestPerBlock);
+    BOOST_CHECK_EQUAL(rate->interestPerBlock, netInterest * rate->count / (365 * Params().GetConsensus().blocksPerDay()));
+
+    for (int i = 0; i < 4; i++) {
+        mnview.EraseInterest(6, id, token_id);
+    }
+    rate = mnview.GetInterestRate(id, token_id);
+
+    BOOST_REQUIRE(!rate);
+}
+
+BOOST_AUTO_TEST_SUITE_END()