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Implement worst case scenario for price algorithm v1 #2219

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merged 14 commits into from
Sep 20, 2024

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rafal-ch
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Closes #2203

Description

This PR adds the worst_case() calculation to the V1 price algorithm.

Checklist

  • New behavior is reflected in tests

Before requesting review

  • I have reviewed the code myself

@rafal-ch rafal-ch added the no changelog Skip the CI check of the changelog modification label Sep 18, 2024
@rafal-ch rafal-ch requested a review from a team September 18, 2024 14:22
@@ -4,3 +4,24 @@

pub mod v0;
pub mod v1;

#[allow(clippy::cast_possible_truncation)]
pub(crate) fn cumulative_percentage(
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I think we should name this "cumulative_percentage_change" or something like that instead

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Updated in adffd99

MitchTurner
MitchTurner previously approved these changes Sep 18, 2024
Comment on lines 19 to 24
// account for rounding errors and take a slightly higher value
const ARB_CUTOFF: f64 = 16948547188989277.0;
if approx > ARB_CUTOFF {
const ARB_ADDITION: f64 = 2000.0;
approx += ARB_ADDITION;
}
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I don't understand what happens here. What's the meaning of ARB_CUTOFF?

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It's a hack for dealing with really large floats. The rounding error will be on the order of 2000 and based on the prop tests will always result in a value that is larger than the actual worst case value.

So ARB_CUTOFF is where we start seeing the error and ARB_ADDITION is the the amount we add to account for that error. This is the cost of using floats to represent these values, maybe there is a cleaner way to represent it :).

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It doesn't sound arbitrary then. Can we rename it to something like this?

Suggested change
// account for rounding errors and take a slightly higher value
const ARB_CUTOFF: f64 = 16948547188989277.0;
if approx > ARB_CUTOFF {
const ARB_ADDITION: f64 = 2000.0;
approx += ARB_ADDITION;
}
// account for rounding errors and take a slightly higher value
const ROUNDING_ERROR_CUTOFF: f64 = 16948547188989277.0;
if approx > ROUNDING_ERROR_CUTOFF {
const ROUNDING_ERROR_COMPENSATION: f64 = 2000.0;
approx += ROUNDING_ERROR_COMPENSATION;
}

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Background:

#2025 (comment)

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It doesn't sound arbitrary then. Can we rename it to something like this?

There isn't a "correct" value to choose here, that's why I called it ARB, but you're right that the reason we chose it isn't completely arbitrary and your suggestion is much clearer and helpful anyway.

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Variable names updated in 4337b14


proptest! {
#[test]
fn worst_case__correctly_calculates_value(
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We should add another test to check for overflows. See the V0 test and this convo:
#2025 (comment)

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Test added in 6cb3161

netrome
netrome previously approved these changes Sep 19, 2024
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Some suggestions, otherwise LGTM

Comment on lines 19 to 24
// account for rounding errors and take a slightly higher value
const ARB_CUTOFF: f64 = 16948547188989277.0;
if approx > ARB_CUTOFF {
const ARB_ADDITION: f64 = 2000.0;
approx += ARB_ADDITION;
}
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It doesn't sound arbitrary then. Can we rename it to something like this?

Suggested change
// account for rounding errors and take a slightly higher value
const ARB_CUTOFF: f64 = 16948547188989277.0;
if approx > ARB_CUTOFF {
const ARB_ADDITION: f64 = 2000.0;
approx += ARB_ADDITION;
}
// account for rounding errors and take a slightly higher value
const ROUNDING_ERROR_CUTOFF: f64 = 16948547188989277.0;
if approx > ROUNDING_ERROR_CUTOFF {
const ROUNDING_ERROR_COMPENSATION: f64 = 2000.0;
approx += ROUNDING_ERROR_COMPENSATION;
}

Comment on lines 8 to 9
#[allow(clippy::cast_possible_truncation)]
pub(crate) fn cumulative_percentage_change(
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It feels unclean to have this function on the crate root. How about putting it in a utils module or something similar?

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Updated in d1672d3

@MitchTurner MitchTurner dismissed their stale review September 19, 2024 09:31

Realized somethings we were missing.

}

#[test]
fn worst_case__same_block_gives_new_exec_price() {
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This name is wrong, it's misssing the da portion in the name. I think instead just saying it gives the same as calculate() would be best, for both the name and how it calculates the expected value.

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Names updated in c55aa65

@MitchTurner MitchTurner enabled auto-merge (squash) September 20, 2024 09:56
@MitchTurner MitchTurner merged commit 43c1676 into master Sep 20, 2024
33 checks passed
@MitchTurner MitchTurner deleted the 2203_worst_case_for_algorithm_v1 branch September 20, 2024 10:15
@xgreenx xgreenx mentioned this pull request Oct 5, 2024
xgreenx added a commit that referenced this pull request Oct 5, 2024
## Version v0.37.0

### Added
- [1609](#1609): Add DA
compression support. Compressed blocks are stored in the offchain
database when blocks are produced, and can be fetched using the GraphQL
API.
- [2290](#2290): Added a new
CLI argument `--graphql-max-directives`. The default value is `10`.
- [2195](#2195): Added
enforcement of the limit on the size of the L2 transactions per block
according to the `block_transaction_size_limit` parameter.
- [2131](#2131): Add flow in
TxPool in order to ask to newly connected peers to share their
transaction pool
- [2182](#2151): Limit number
of transactions that can be fetched via TxSource::next
- [2189](#2151): Select next
DA height to never include more than u16::MAX -1 transactions from L1.
- [2162](#2162): Pool
structure with dependencies, etc.. for the next transaction pool module.
Also adds insertion/verification process in PoolV2 and tests refactoring
- [2265](#2265): Integrate
Block Committer API for DA Block Costs.
- [2280](#2280): Allow comma
separated relayer addresses in cli
- [2299](#2299): Support blobs
in the predicates.
- [2300](#2300): Added new
function to `fuel-core-client` for checking whether a blob exists.

### Changed

#### Breaking
- [2299](#2299): Anyone who
wants to participate in the transaction broadcasting via p2p must
upgrade to support new predicates on the TxPool level.
- [2299](#2299): Upgraded
`fuel-vm` to `0.58.0`. More information in the
[release](https://github.com/FuelLabs/fuel-vm/releases/tag/v0.58.0).
- [2276](#2276): Changed how
complexity for blocks is calculated. The default complexity now is
80_000. All queries that somehow touch the block header now are more
expensive.
- [2290](#2290): Added a new
GraphQL limit on number of `directives`. The default value is `10`.
- [2206](#2206): Use timestamp
of last block when dry running transactions.
- [2153](#2153): Updated
default gas costs for the local testnet configuration to match
`fuel-core 0.35.0`.

## What's Changed
* fix: use core-test.fuellabs.net for dnsaddr resolution by @rymnc in
#2214
* Removed state transition bytecode from the local testnet by @xgreenx
in #2215
* Send whole transaction pool upon subscription to gossip by @AurelienFT
in #2131
* Update default gas costs based on 0.35.0 benchmarks by @xgreenx in
#2153
* feat: Use timestamp of last block when dry running transactions by
@netrome in #2206
* fix(dnsaddr_resolution): use fqdn separator to prevent suffixing by
dns resolvers by @rymnc in
#2222
* TransactionSource: specify maximum number of transactions to be
fetched by @acerone85 in #2182
* Implement worst case scenario for price algorithm v1 by @rafal-ch in
#2219
* chore(gas_price_service): define port for L2 data by @rymnc in
#2224
* Block producer selects da height to never exceed u64::MAX - 1
transactions from L1 by @acerone85 in
#2189
* Weekly `cargo update` by @github-actions in
#2236
* Use fees to calculate DA reward and avoid issues with Gwei/Wei
conversions by @MitchTurner in
#2229
* Protect against passing `i128::MIN` to `abs()` which causes overflow
by @rafal-ch in #2241
* Acquire `da_finalization_period` from the command line by @rafal-ch in
#2240
* Executor: test Tx_count limit with incorrect tx source by @acerone85
in #2242
* Minor updates to docs + a few typos fixed by @rafal-ch in
#2250
* chore(gas_price_service): move algorithm_updater to
fuel-core-gas-price-service by @rymnc in
#2246
* Use single heavy input in the `transaction_throughput.rs` benchmarks
by @xgreenx in #2205
* Enforce the block size limit by @rafal-ch in
#2195
* feat: build ARM and AMD in parallel by @mchristopher in
#2130
* Weekly `cargo update` by @github-actions in
#2268
* chore(gas_price_service): split into v0 and v1 and squash
FuelGasPriceUpdater type into GasPriceService by @rymnc in
#2256
* feat(gas_price_service): update block committer da source with
established contract by @rymnc in
#2265
* Use bytes from `unrecorded_blocks` rather from the block from DA by
@MitchTurner in #2252
* TxPool v2 General architecture by @AurelienFT in
#2162
* Add value delimiter and tests args by @AurelienFT in
#2280
* fix(da_block_costs): remove Arc<Mutex<>> on shared_state and expose
channel by @rymnc in #2278
* fix(combined_database): syncing auxiliary databases on startup with
custom behaviour by @rymnc in
#2272
* fix: Manually encode Authorization header for eventsource_client by
@Br1ght0ne in #2284
* Address `async-graphql` vulnerability by @MitchTurner in
#2290
* Update the WASM compatibility tests for `0.36` release by @rafal-ch in
#2271
* DA compression by @Dentosal in
#1609
* Use different port for every version compatibility test by @rafal-ch
in #2301
* Fix block query complexity by @xgreenx in
#2297
* Support blobs in predicates by @Voxelot in
#2299


**Full Changelog**:
v0.36.0...v0.37.0
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Add worst_case function to V1 algorithm
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