Merge pull request #637 from galacticcouncil/stableswap-invariants

test: stableswap - add additional invariants tests
galacticcouncil · Jul 31, 2023 · 0a1fc28 · 0a1fc28
2 parents 6173a8b + ca7d4c4
commit 0a1fc28
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Showing 4 changed files with 243 additions and 2 deletions.
diff --git a/Cargo.lock b/Cargo.lock
diff --git a/math/Cargo.toml b/math/Cargo.toml
@@ -6,7 +6,7 @@ license = 'Apache-2.0'
 name = "hydra-dx-math"
 description = "A collection of utilities to make performing liquidity pool calculations more convenient."
 repository = 'https://github.com/galacticcouncil/hydradx-math'
-version = "7.4.3"
+version = "7.4.4"
 
 [dependencies]
 primitive-types = {default-features = false, version = '0.12.0'}

diff --git a/math/src/stableswap/tests/invariants.rs b/math/src/stableswap/tests/invariants.rs
@@ -145,3 +145,72 @@ proptest! {
 		assert!(y >= reserve_a);
 	}
 }
+
+fn decimals() -> impl Strategy<Value = u32> {
+	prop_oneof![Just(6), Just(8), Just(10), Just(12), Just(18)]
+}
+
+fn reserve(max: Balance, precision: u32) -> impl Strategy<Value = Balance> {
+	let min_reserve = 5 * 10u128.pow(precision) + 10u128.pow(precision);
+	let max_reserve = max * 10u128.pow(precision);
+	min_reserve..max_reserve
+}
+
+prop_compose! {
+	fn generate_reserves(dec_1: u32, dec_2: u32, dec_3: u32)
+	(
+		reserve_1 in reserve(1_000, dec_1),
+		reserve_2 in reserve(1_000, dec_2),
+		reserve_3 in reserve(1_000, dec_3),
+	)
+	-> Vec<Balance> {
+		vec![reserve_1, reserve_2, reserve_3]
+	}
+}
+
+prop_compose! {
+	fn some_pool_reserves()
+	(
+		dec_1 in decimals(),
+		dec_2 in decimals(),
+		dec_3 in decimals(),
+	)
+	(
+		dec_1 in Just(dec_1),
+		r in generate_reserves(dec_1, dec_2, dec_3),
+	)
+	-> (Vec<Balance>, u32) {
+		(r, dec_1)
+	}
+}
+proptest! {
+	#![proptest_config(ProptestConfig::with_cases(1000))]
+	#[test]
+	fn in_given_out_should_work_when_reserves_have_various_decimals(
+		(reserves, dec_1) in some_pool_reserves(),
+		amp in amplification(),
+	) {
+		let d0 = calculate_d::<D_ITERATIONS>(&reserves, amp).unwrap();
+		let result = calculate_in_given_out::<D_ITERATIONS,Y_ITERATIONS>(&reserves, 0, 1, 10u128.pow(dec_1), amp);
+		if let Some(amount_in) = result {
+			let d1 = calculate_d::<D_ITERATIONS>(&[reserves[0] + amount_in, reserves[1] - 10u128.pow(dec_1), reserves[2]], amp).unwrap();
+			assert!(d1 >= d0);
+		}
+	}
+}
+
+proptest! {
+	#![proptest_config(ProptestConfig::with_cases(1000))]
+	#[test]
+	fn out_given_in_should_work_when_reserves_have_various_decimals(
+		(reserves, dec_1) in some_pool_reserves(),
+		amp in amplification(),
+	) {
+		let d0 = calculate_d::<D_ITERATIONS>(&reserves, amp).unwrap();
+		let result = calculate_out_given_in::<D_ITERATIONS,Y_ITERATIONS>(&reserves, 0, 1, 10u128.pow(dec_1), amp);
+		if let Some(amount_out) = result {
+			let d1 = calculate_d::<D_ITERATIONS>(&[reserves[0] + 10u128.pow(dec_1), reserves[1] - amount_out, reserves[2]], amp).unwrap();
+			assert!(d1 >= d0);
+		}
+	}
+}
diff --git a/math/src/stableswap/tests/multi_assets.rs b/math/src/stableswap/tests/multi_assets.rs
@@ -455,3 +455,175 @@ fn calculate_in_given_out_with_zero_fee_should_work_when_reserves_have_different
 	);
 	assert_eq!(result.unwrap(), (841869902748480839 - 8335345571767138, 0));
 }
+
+#[test]
+fn test_compare_precision_results_01() {
+	let amp = 1000_u128;
+
+	let balances: [Balance; 3] = [
+		1_000_000_000_000_000_000_000,
+		3_000_000_000_000_000_000_000,
+		5_000_000_000_000_000_000_000,
+	];
+
+	let d_before = calculate_d::<D_ITERATIONS>(&balances, amp).unwrap();
+	let result = calculate_out_given_in_with_fee::<D_ITERATIONS, Y_ITERATIONS>(
+		&balances,
+		1,
+		2,
+		1_000_000_000_000_000_000,
+		amp,
+		Permill::from_percent(0),
+	);
+	let updated_reserves = [
+		balances[0],
+		balances[1] + 1_000_000_000_000_000_000,
+		balances[2] - result.unwrap().0,
+	];
+	let d_after = calculate_d::<D_ITERATIONS>(&updated_reserves, amp).unwrap();
+	assert!(d_after >= d_before);
+	assert_eq!(result.unwrap(), (1_000_079_930_281_397_674, 0));
+
+	let (amount_out, fee) = calculate_out_given_in_with_fee::<D_ITERATIONS, Y_ITERATIONS>(
+		&balances,
+		2,
+		1,
+		1_000_000_000_000_000_000,
+		amp,
+		Permill::from_percent(0),
+	)
+	.unwrap();
+	assert_eq!((amount_out, fee), (999_919_974_816_739_669, 0));
+	let updated_reserves = [
+		balances[0],
+		balances[1] - amount_out,
+		balances[2] + 1_000_000_000_000_000_000,
+	];
+	let d_after = calculate_d::<D_ITERATIONS>(&updated_reserves, amp).unwrap();
+	assert!(d_after >= d_before);
+}
+
+#[test]
+fn test_compare_precision_results_02() {
+	let amp = 1000_u128;
+
+	let balances: [Balance; 3] = [1_000_000_000, 3_000_000_000, 5_000_000_000_000_000_000_000];
+
+	let d_before = calculate_d::<D_ITERATIONS>(&balances, amp).unwrap();
+	let result = calculate_out_given_in_with_fee::<D_ITERATIONS, Y_ITERATIONS>(
+		&balances,
+		1,
+		2,
+		1_000_000,
+		amp,
+		Permill::from_percent(0),
+	);
+	let updated_reserves = [balances[0], balances[1] + 1_000_000, balances[2] - result.unwrap().0];
+	let d_after = calculate_d::<D_ITERATIONS>(&updated_reserves, amp).unwrap();
+	assert!(d_after >= d_before);
+	assert_eq!(result.unwrap(), (833_117_894_058_679_760, 0));
+
+	let (amount_out, fee) = calculate_out_given_in_with_fee::<D_ITERATIONS, Y_ITERATIONS>(
+		&balances,
+		2,
+		1,
+		1_000_000_000_000_000_000,
+		amp,
+		Permill::from_percent(0),
+	)
+	.unwrap();
+	assert_eq!((amount_out, fee), (1_187_653 + 11996, 0));
+	let updated_reserves = [
+		balances[0],
+		balances[1] - amount_out,
+		balances[2] + 1_000_000_000_000_000_000,
+	];
+	let d_after = calculate_d::<D_ITERATIONS>(&updated_reserves, amp).unwrap();
+	assert!(d_after >= d_before);
+}
+
+#[test]
+fn test_compare_precision_results_03() {
+	let amp = 1000_u128;
+
+	let balances: [Balance; 3] = [
+		1_000_000_000_000_000_000_000,
+		3_000_000_000_000_000_000_000,
+		5_000_000_000_000_000_000_000,
+	];
+
+	let d_before = calculate_d::<D_ITERATIONS>(&balances, amp).unwrap();
+	let result = calculate_out_given_in_with_fee::<D_ITERATIONS, Y_ITERATIONS>(
+		&balances,
+		1,
+		2,
+		1_000_000_000_000_000_000,
+		amp,
+		Permill::from_percent(0),
+	);
+	let updated_reserves = [
+		balances[0],
+		balances[1] + 1_000_000_000_000_000_000,
+		balances[2] - result.unwrap().0,
+	];
+	let d_after = calculate_d::<D_ITERATIONS>(&updated_reserves, amp).unwrap();
+	assert!(d_after >= d_before);
+	assert_eq!(result.unwrap(), (1_000_079_930_281_397_674, 0));
+
+	let (amount_in, fee) = calculate_in_given_out_with_fee::<D_ITERATIONS, Y_ITERATIONS>(
+		&balances,
+		1,
+		2,
+		1_000_079_930_281_397_674,
+		amp,
+		Permill::from_percent(0),
+	)
+	.unwrap();
+	assert_eq!((amount_in, fee), (1000000000000000000, 0));
+	let updated_reserves = [
+		balances[0],
+		balances[1] + amount_in,
+		balances[2] - 1_000_079_930_281_397_674,
+	];
+	let d_after = calculate_d::<D_ITERATIONS>(&updated_reserves, amp).unwrap();
+	assert!(d_after >= d_before);
+}
+
+#[test]
+fn test_compare_precision_results_04() {
+	let amp = 1000_u128;
+
+	let balances: [Balance; 3] = [1_000_000_000, 3_000_000_000, 5_000_000_000_000_000_000_000];
+
+	let d_before = calculate_d::<D_ITERATIONS>(&balances, amp).unwrap();
+	let result = calculate_out_given_in_with_fee::<D_ITERATIONS, Y_ITERATIONS>(
+		&balances,
+		1,
+		2,
+		1_000_000,
+		amp,
+		Permill::from_percent(0),
+	);
+	let updated_reserves = [balances[0], balances[1] + 1_000_000, balances[2] - result.unwrap().0];
+	let d_after = calculate_d::<D_ITERATIONS>(&updated_reserves, amp).unwrap();
+	assert!(d_after >= d_before);
+	assert_eq!(result.unwrap(), (833_117_894_058_679_760, 0));
+
+	let (amount_in, fee) = calculate_in_given_out_with_fee::<D_ITERATIONS, Y_ITERATIONS>(
+		&balances,
+		1,
+		2,
+		833_117_894_058_679_760,
+		amp,
+		Permill::from_percent(0),
+	)
+	.unwrap();
+	assert_eq!((amount_in, fee), (1000001, 0));
+	let updated_reserves = [
+		balances[0],
+		balances[1] + amount_in,
+		balances[2] - 833_117_894_058_679_760,
+	];
+	let d_after = calculate_d::<D_ITERATIONS>(&updated_reserves, amp).unwrap();
+	assert!(d_after >= d_before);
+}