Merge pull request #165 from crescent-network/fix-amm-module-1

fix: fix bug in placeLimitOrder and exchange invariant checks

app/testutil/test_suite.go

@@ -3,6 +3,7 @@ package testutil
 import (
 	"time"
 
+	"github.com/gogo/protobuf/proto"
 	"github.com/stretchr/testify/suite"
 
 	sdk "github.com/cosmos/cosmos-sdk/types"
@@ -76,3 +77,23 @@ func (s *TestSuite) FundedAccount(addrNum int, amt sdk.Coins) sdk.AccAddress {
 	s.FundAccount(addr, amt)
 	return addr
 }
+
+func (s *TestSuite) CheckEvent(evtType proto.Message, attrs map[string][]byte) {
+	s.T().Helper()
+	evtTypeName := proto.MessageName(evtType)
+	for _, ev := range s.Ctx.EventManager().ABCIEvents() {
+		if ev.Type == evtTypeName {
+			attrMap := make(map[string][]byte)
+			for _, attr := range ev.Attributes {
+				attrMap[string(attr.Key)] = attr.Value
+			}
+			for k, v := range attrs {
+				value, ok := attrMap[k]
+				s.Require().Truef(ok, "key %s not found", k)
+				s.Require().Equal(v, value)
+			}
+			return
+		}
+	}
+	s.FailNowf("CheckEvent failed", "event with type %s not found", evtTypeName)
+}

x/exchange/keeper/invariants.go

@@ -39,6 +39,9 @@ func CanCancelOrderInvariant(k Keeper) sdk.Invariant {
 		msg := ""
 		cnt := 0
 		k.IterateAllOrders(ctx, func(order types.Order) (stop bool) {
+			if order.MsgHeight == ctx.BlockHeight() {
+				return false
+			}
 			if _, err := k.CancelOrder(ctx, order.MustGetOrdererAddress(), order.Id); err != nil {
 				msg += fmt.Sprintf("\tcannot cancel order %d: %v\n", order.Id, err)
 				cnt++
@@ -103,14 +106,14 @@ func OrderBookInvariant(k Keeper) sdk.Invariant {
 				}
 			}
 			marketState := k.MustGetMarketState(ctx, market.Id)
-			if marketState.LastPrice != nil {
-				if !bestSellPrice.IsNil() && bestSellPrice.LT(*marketState.LastPrice) {
+			if marketState.LastPrice != nil && !bestSellPrice.IsNil() && !bestBuyPrice.IsNil() {
+				if bestSellPrice.LT(*marketState.LastPrice) && bestBuyPrice.GTE(bestSellPrice) {
 					msg += fmt.Sprintf(
 						"\tmarket %d has sell order under the last price: %s < %s\n",
 						market.Id, bestSellPrice, marketState.LastPrice)
 					cnt++
 				}
-				if !bestBuyPrice.IsNil() && bestBuyPrice.GT(*marketState.LastPrice) {
+				if bestBuyPrice.GT(*marketState.LastPrice) && bestSellPrice.LTE(bestBuyPrice) {
 					msg += fmt.Sprintf(
 						"\tmarket %d has buy order above the last price: %s > %s\n",
 						market.Id, bestBuyPrice, marketState.LastPrice)

x/exchange/keeper/order.go

@@ -155,11 +155,15 @@ func (k Keeper) placeLimitOrder(
 		}
 	}
 
-	if isBatch || qty.Sub(res.ExecutedQuantity).IsPositive() {
+	openQty := qty
+	if !isBatch {
+		openQty = openQty.Sub(res.ExecutedQuantity)
+	}
+	if isBatch || openQty.IsPositive() {
 		deadline := ctx.BlockTime().Add(lifespan)
 		order, err = k.newOrder(
 			ctx, orderId, typ, market, ordererAddr, isBuy, price,
-			qty, qty.Sub(res.ExecutedQuantity), deadline, false)
+			qty, openQty, deadline, false)
 		if err != nil {
 			return
 		}

x/exchange/keeper/order_test.go

@@ -6,14 +6,99 @@ import (
 	sdk "github.com/cosmos/cosmos-sdk/types"
 
 	utils "github.com/crescent-network/crescent/v5/types"
+	"github.com/crescent-network/crescent/v5/x/exchange/keeper"
+	"github.com/crescent-network/crescent/v5/x/exchange/types"
 )
 
-func (s *KeeperTestSuite) TestOrderMatching() {
-	aliceAddr := utils.TestAddress(1)
-	bobAddr := utils.TestAddress(2)
+func (s *KeeperTestSuite) TestPlaceLimitOrder() {
+	market := s.CreateMarket(utils.TestAddress(0), "ucre", "uusd", true)
+
+	ordererAddr1 := s.FundedAccount(1, enoughCoins)
+	ordererAddr2 := s.FundedAccount(2, enoughCoins)
+
+	msgServer := keeper.NewMsgServerImpl(s.keeper)
+	s.Ctx = s.Ctx.WithEventManager(sdk.NewEventManager())
+	resp, err := msgServer.PlaceLimitOrder(
+		sdk.WrapSDKContext(s.Ctx), types.NewMsgPlaceLimitOrder(
+			ordererAddr1, market.Id, true, utils.ParseDec("5.1"), sdk.NewInt(10_000000), time.Hour))
+	s.Require().NoError(err)
+	s.Require().EqualValues(1, resp.OrderId)
+	s.Require().Equal(sdk.NewInt(0), resp.ExecutedQuantity)
+	s.Require().Equal(sdk.NewInt64Coin("uusd", 0), resp.Paid)
+	s.Require().Equal(sdk.NewInt64Coin("ucre", 0), resp.Received)
+	s.CheckEvent(&types.EventPlaceLimitOrder{}, map[string][]byte{
+		"executed_quantity": []byte(`"0"`),
+		"paid":              []byte(`{"denom":"uusd","amount":"0"}`),
+		"received":          []byte(`{"denom":"ucre","amount":"0"}`),
+	})
+
+	s.Ctx = s.Ctx.WithEventManager(sdk.NewEventManager())
+	resp, err = msgServer.PlaceLimitOrder(
+		sdk.WrapSDKContext(s.Ctx), types.NewMsgPlaceLimitOrder(
+			ordererAddr2, market.Id, false, utils.ParseDec("5"), sdk.NewInt(5_000000), time.Hour))
+	s.Require().NoError(err)
+	s.Require().EqualValues(2, resp.OrderId)
+	s.Require().Equal(sdk.NewInt(5_000000), resp.ExecutedQuantity)
+	s.Require().Equal(sdk.NewInt64Coin("ucre", 5_000000), resp.Paid)
+	// Matched at 5.1
+	s.Require().Equal(sdk.NewInt64Coin("uusd", 25_423500), resp.Received)
+	s.CheckEvent(&types.EventPlaceLimitOrder{}, map[string][]byte{
+		"executed_quantity": []byte(`"5000000"`),
+		"paid":              []byte(`{"denom":"ucre","amount":"5000000"}`),
+		"received":          []byte(`{"denom":"uusd","amount":"25423500"}`),
+	})
+}
+
+func (s *KeeperTestSuite) TestPlaceBatchLimitOrder() {
+	market := s.CreateMarket(utils.TestAddress(0), "ucre", "uusd", true)
+
+	ordererAddr1 := s.FundedAccount(1, enoughCoins)
+	ordererAddr2 := s.FundedAccount(2, enoughCoins)
 
-	s.FundAccount(aliceAddr, utils.ParseCoins("1000000ucre,1000000uusd"))
-	s.FundAccount(bobAddr, utils.ParseCoins("1000000ucre,1000000uusd"))
+	ordererBalances1Before := s.GetAllBalances(ordererAddr1)
+	ordererBalances2Before := s.GetAllBalances(ordererAddr2)
+	s.PlaceBatchLimitOrder(
+		market.Id, ordererAddr1, true, utils.ParseDec("5.1"), sdk.NewInt(10_000000), 0)
+	s.PlaceBatchLimitOrder(
+		market.Id, ordererAddr2, false, utils.ParseDec("5"), sdk.NewInt(10_000000), 0)
+	s.Require().NoError(s.keeper.RunBatchMatching(s.Ctx, market))
+	s.NextBlock()
+
+	marketState := s.keeper.MustGetMarketState(s.Ctx, market.Id)
+	s.Require().NotNil(marketState.LastPrice)
+	s.Require().Equal("5.050000000000000000", marketState.LastPrice.String())
+	ordererBalances1After := s.GetAllBalances(ordererAddr1)
+	ordererBalances2After := s.GetAllBalances(ordererAddr2)
+	ordererBalances1Diff, _ := ordererBalances1After.SafeSub(ordererBalances1Before)
+	ordererBalances2Diff, _ := ordererBalances2After.SafeSub(ordererBalances2Before)
+	// Both taker
+	s.Require().Equal("9970000ucre,-50500000uusd", ordererBalances1Diff.String())
+	s.Require().Equal("-10000000ucre,50348500uusd", ordererBalances2Diff.String())
+
+	ordererBalances1Before = ordererBalances1After
+	ordererBalances2Before = ordererBalances2After
+	s.PlaceBatchLimitOrder(
+		market.Id, ordererAddr1, true, utils.ParseDec("5.2"), sdk.NewInt(10_000000), 0)
+	s.PlaceBatchLimitOrder(
+		market.Id, ordererAddr2, false, utils.ParseDec("5.07"), sdk.NewInt(10_000000), 0)
+	s.Require().NoError(s.keeper.RunBatchMatching(s.Ctx, market))
+	s.NextBlock()
+
+	marketState = s.keeper.MustGetMarketState(s.Ctx, market.Id)
+	s.Require().NotNil(marketState.LastPrice)
+	s.Require().Equal("5.070000000000000000", marketState.LastPrice.String())
+	ordererBalances1After = s.GetAllBalances(ordererAddr1)
+	ordererBalances2After = s.GetAllBalances(ordererAddr2)
+	ordererBalances1Diff, _ = ordererBalances1After.SafeSub(ordererBalances1Before)
+	ordererBalances2Diff, _ = ordererBalances2After.SafeSub(ordererBalances2Before)
+	s.Require().Equal("9970000ucre,-50700000uusd", ordererBalances1Diff.String())
+	// Maker
+	s.Require().Equal("-9985000ucre,50700000uusd", ordererBalances2Diff.String())
+}
+
+func (s *KeeperTestSuite) TestOrderMatching() {
+	aliceAddr := s.FundedAccount(1, utils.ParseCoins("1000000ucre,1000000uusd"))
+	bobAddr := s.FundedAccount(2, utils.ParseCoins("1000000ucre,1000000uusd"))
 
 	market := s.CreateMarket(utils.TestAddress(3), "ucre", "uusd", true)