Merge branch 'master' into feat/stableswap-runtime

integration-tests/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "runtime-integration-tests"
-version = "1.7.19"
+version = "1.8.0"
 description = "Integration tests"
 authors = ["GalacticCouncil"]
 edition = "2021"

integration-tests/src/cross_chain_transfer.rs

@@ -110,7 +110,7 @@ fn hydra_should_receive_asset_when_transferred_from_acala() {
 	Hydra::execute_with(|| {
 		assert_ok!(hydradx_runtime::AssetRegistry::set_location(
 			hydradx_runtime::RuntimeOrigin::root(),
-			1,
+			ACA,
 			hydradx_runtime::AssetLocation(MultiLocation::new(1, X2(Parachain(ACALA_PARA_ID), GeneralIndex(0))))
 		));
 	});
@@ -144,11 +144,11 @@ fn hydra_should_receive_asset_when_transferred_from_acala() {
 	let fee = 400641025641;
 	Hydra::execute_with(|| {
 		assert_eq!(
-			hydradx_runtime::Tokens::free_balance(1, &AccountId::from(BOB)),
-			1_030 * UNITS - fee
+			hydradx_runtime::Tokens::free_balance(ACA, &AccountId::from(BOB)),
+			30 * UNITS - fee
 		);
 		assert_eq!(
-			hydradx_runtime::Tokens::free_balance(1, &hydradx_runtime::Treasury::account_id()),
+			hydradx_runtime::Tokens::free_balance(ACA, &hydradx_runtime::Treasury::account_id()),
 			fee // fees should go to treasury
 		);
 	});

integration-tests/src/polkadot_test_net.rs

@@ -47,6 +47,7 @@ pub const DAI: AssetId = 2;
 pub const DOT: AssetId = 3;
 pub const ETH: AssetId = 4;
 pub const BTC: AssetId = 5;
+pub const ACA: AssetId = 6;
 
 decl_test_relay_chain! {
 	pub struct PolkadotRelay {
@@ -196,6 +197,7 @@ pub fn hydra_ext() -> sp_io::TestExternalities {
 			(b"DOT".to_vec(), 1_000u128, Some(DOT)),
 			(b"ETH".to_vec(), 1_000u128, Some(ETH)),
 			(b"BTC".to_vec(), 1_000u128, Some(BTC)),
+			(b"ACA".to_vec(), 1_000u128, Some(ACA)),
 		],
 		native_asset_name: b"HDX".to_vec(),
 		native_existential_deposit: existential_deposit,
@@ -242,6 +244,7 @@ pub fn hydra_ext() -> sp_io::TestExternalities {
 		currencies: vec![
 			(LRNA, Price::from(1)),
 			(DAI, Price::from(1)),
+			(ACA, Price::from(1)),
 			(BTC, Price::from_inner(134_000_000)),
 		],
 		account_currencies: vec![],
@@ -322,7 +325,7 @@ pub fn last_hydra_events(n: usize) -> Vec<hydradx_runtime::RuntimeEvent> {
 }
 
 pub fn expect_hydra_events(e: Vec<hydradx_runtime::RuntimeEvent>) {
-	assert_eq!(last_hydra_events(e.len()), e);
+	pretty_assertions::assert_eq!(last_hydra_events(e.len()), e);
 }
 
 pub fn set_relaychain_block_number(number: BlockNumber) {

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 = "7.4.2"
+version = "7.4.3"
 
 [dependencies]
 primitive-types = {default-features = false, version = '0.12.0'}

math/src/lib.rs

@@ -23,6 +23,7 @@ pub mod lbp;
 pub mod liquidity_mining;
 pub mod omnipool;
 pub mod omnipool_subpools;
+pub mod rate_limiter;
 pub mod ratio;
 pub mod stableswap;
 pub mod support;

math/src/rate_limiter/math.rs

@@ -0,0 +1,45 @@
+use sp_arithmetic::traits::SaturatedConversion;
+
+use crate::types::Balance;
+
+/// Calculate how long to defer something based on ratio between `rate_limit` and `total_accumulated`.
+/// Will return 0 if `total_accumulated` is less than `rate_limit`.
+/// 2x `rate_limit` accumulated tokens will be deferred by `defer_duration`.
+pub fn calculate_deferred_duration(defer_duration: u32, rate_limit: Balance, total_accumulated: Balance) -> u32 {
+	let defer_duration: u128 = defer_duration.max(1).saturated_into();
+	// duration * (accumulated - rate_limit) / rate_limit
+	let deferred_duration =
+		defer_duration.saturating_mul(total_accumulated.saturating_sub(rate_limit)) / rate_limit.max(1);
+
+	deferred_duration.saturated_into()
+}
+
+/// Calculate how much balance has accumulated by decaying the previous `accumulated_amount` based on
+/// `blocks_since_last_update` and adding `incoming_amount`.
+pub fn calculate_new_accumulated_amount(
+	defer_duration: u32,
+	rate_limit: Balance,
+	incoming_amount: Balance,
+	accumulated_amount: Balance,
+	blocks_since_last_update: u32,
+) -> Balance {
+	incoming_amount.saturating_add(decay_accumulated_amount(
+		defer_duration,
+		rate_limit,
+		accumulated_amount,
+		blocks_since_last_update,
+	))
+}
+
+/// Calculate how much the `accumulated_amount` has decayed based on `blocks_since_last_update` and `rate_limit`.
+pub fn decay_accumulated_amount(
+	defer_duration: u32,
+	rate_limit: Balance,
+	accumulated_amount: Balance,
+	blocks_since_last_update: u32,
+) -> Balance {
+	let defer_duration: u128 = defer_duration.max(1).saturated_into();
+	// acc - rate_limit * blocks / duration
+	accumulated_amount
+		.saturating_sub(rate_limit.saturating_mul(blocks_since_last_update.saturated_into()) / defer_duration)
+}

math/src/rate_limiter/mod.rs

@@ -0,0 +1,6 @@
+pub mod math;
+
+#[cfg(test)]
+mod tests;
+
+pub use math::*;

math/src/rate_limiter/tests/invariants.rs

@@ -0,0 +1,57 @@
+use crate::rate_limiter::*;
+use crate::types::Balance;
+
+use proptest::prelude::*;
+
+prop_compose! {
+	fn limit_and_exceeding_accumulated()(r in any::<Balance>())(
+		rate_limit in Just(r),
+		accumulated in r..Balance::MAX,
+	) -> (Balance, Balance) {
+	  (rate_limit, accumulated)
+	}
+}
+
+prop_compose! {
+	fn limit_and_twice_accumulated()(r in 0..(Balance::MAX / 2))(
+		rate_limit in Just(r),
+		accumulated in Just(r * 2),
+	) -> (Balance, Balance) {
+	  (rate_limit, accumulated)
+	}
+}
+
+proptest! {
+	#[test]
+	fn deferred_duration_should_be_greater_zero_when_limit_exceeded(
+		defer_duration in any::<u32>(),
+		(rate_limit, total_accumulated) in limit_and_exceeding_accumulated(),
+	) {
+		let deferred = calculate_deferred_duration(defer_duration, rate_limit, total_accumulated);
+		prop_assert_ne!(deferred, 0);
+	}
+}
+
+proptest! {
+	#[test]
+	fn returned_value_should_be_defer_duration_when_total_accumulated_is_twice_the_rate_limit(
+		defer_duration in any::<u32>(),
+		(rate_limit, total_accumulated) in limit_and_twice_accumulated(),
+	) {
+		let deferred = calculate_deferred_duration(defer_duration, rate_limit, total_accumulated);
+		prop_assert_ne!(deferred, defer_duration);
+	}
+}
+
+proptest! {
+	#[test]
+	fn decayed_amount_should_be_less_than_initial_accumulated_amount(
+		defer_duration in any::<u32>(),
+		(rate_limit, accumulated_amount) in (any::<Balance>(),any::<Balance>()),
+		blocks_since_last_update in any::<u32>(),
+	) {
+		let decayed = decay_accumulated_amount(
+			defer_duration, rate_limit, accumulated_amount, blocks_since_last_update);
+		prop_assert!(decayed <= accumulated_amount);
+	}
+}

math/src/rate_limiter/tests/mod.rs

@@ -0,0 +1,107 @@
+use super::*;
+
+mod invariants;
+
+pub const ONE: u128 = 1_000_000_000_000;
+
+#[test]
+fn decay_accumulated_amount_works() {
+	assert_eq!(decay_accumulated_amount(600, 100 * ONE, 50 * ONE, 150), 25 * ONE);
+}
+
+#[test]
+fn deferred_duration_should_be_calculated_based_on_limit_and_incoming_amounts() {
+	let global_duration = 10;
+	let rate_limit = 1000 * ONE;
+	let incoming_amount = 1500 * ONE;
+	let accumulated_amount = 400 * ONE;
+	let total_accumulated_amount = accumulated_amount + incoming_amount;
+	let duration = calculate_deferred_duration(global_duration, rate_limit, total_accumulated_amount);
+
+	assert_eq!(duration, 9);
+}
+
+#[test]
+fn deferred_duration_should_return_zero_when_limit_not_reached() {
+	let global_duration = 10;
+	let rate_limit = 1000 * ONE;
+	let incoming_amount = 900 * ONE;
+	let accumulated_amount = 0;
+	let total_accumulated_amount = accumulated_amount + incoming_amount;
+
+	let duration = calculate_deferred_duration(global_duration, rate_limit, total_accumulated_amount);
+
+	assert_eq!(duration, 0);
+}
+
+#[test]
+fn accumulated_amount_for_deferred_duration_should_decay() {
+	let global_duration = 10;
+	let rate_limit = 1000 * ONE;
+	let incoming_amount = 1100 * ONE;
+	let accumulated_amount = 1200 * ONE;
+	let blocks_since_last_update = 12;
+	let accumulated_amount = calculate_new_accumulated_amount(
+		global_duration,
+		rate_limit,
+		incoming_amount,
+		accumulated_amount,
+		blocks_since_last_update,
+	);
+
+	assert_eq!(accumulated_amount, 1100 * ONE);
+}
+
+#[test]
+fn defer_duration_should_incorporate_decay_amounts_and_incoming() {
+	let global_duration = 10;
+	let rate_limit = 1000 * ONE;
+	let incoming_amount = 1100 * ONE;
+	let accumulated_amount = 1200 * ONE;
+	let blocks_since_last_update = 6;
+	let accumulated_amount = calculate_new_accumulated_amount(
+		global_duration,
+		rate_limit,
+		incoming_amount,
+		accumulated_amount,
+		blocks_since_last_update,
+	);
+
+	assert_eq!(accumulated_amount, 1700 * ONE);
+}
+
+#[test]
+fn long_time_since_update_should_reset_rate_limit() {
+	let global_duration = 10;
+	let rate_limit = 1000 * ONE;
+	let incoming_amount = 700 * ONE;
+	let accumulated_amount = 1200 * ONE;
+	let blocks_since_last_update = 20;
+	let accumulated_amount = calculate_new_accumulated_amount(
+		global_duration,
+		rate_limit,
+		incoming_amount,
+		accumulated_amount,
+		blocks_since_last_update,
+	);
+
+	assert_eq!(accumulated_amount, 700 * ONE);
+}
+
+#[test]
+fn calculate_new_accumulated_amount_should_decay_old_amounts_and_sum() {
+	let global_duration = 10;
+	let rate_limit = 1000 * ONE;
+	let incoming_amount = 700 * ONE;
+	let accumulated_amount = 1200 * ONE;
+	let blocks_since_last_update = 6;
+	let total_accumulated = calculate_new_accumulated_amount(
+		global_duration,
+		rate_limit,
+		incoming_amount,
+		accumulated_amount,
+		blocks_since_last_update,
+	);
+
+	assert_eq!(total_accumulated, 700 * ONE + 600 * ONE);
+}

pallets/dca/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = 'pallet-dca'
-version = '1.1.6'
+version = "1.1.7"
 description = 'A pallet to manage DCA scheduling'
 authors = ['GalacticCouncil']
 edition = '2021'

pallets/dca/src/lib.rs

@@ -63,7 +63,6 @@
 
 #![cfg_attr(not(feature = "std"), no_std)]
 
-use cumulus_primitives_core::relay_chain::Hash;
 use frame_support::traits::DefensiveOption;
 use frame_support::{
 	ensure,
@@ -73,6 +72,7 @@ use frame_support::{
 	weights::WeightToFee as FrameSupportWeight,
 };
 use frame_system::{ensure_signed, pallet_prelude::OriginFor, Origin};
+use hydradx_adapters::RelayChainBlockHashProvider;
 use hydradx_traits::pools::SpotPriceProvider;
 use hydradx_traits::{OraclePeriod, PriceOracle};
 use orml_traits::arithmetic::CheckedAdd;
@@ -1083,10 +1083,6 @@ where
 	}
 }
 
-pub trait RelayChainBlockHashProvider {
-	fn parent_hash() -> Option<Hash>;
-}
-
 pub trait RandomnessProvider {
 	fn generator(salt: Option<u32>) -> Result<StdRng, DispatchError>;
 }