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test: Unit test for AMM offer overflow (#4986)
This commit is contained in:
Bronek Kozicki
@@ -4889,6 +4889,280 @@ private:
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false);
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}
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void
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testFixOverflowOffer()
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{
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using namespace jtx;
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using namespace std::chrono;
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FeatureBitset const all{supported_amendments()};
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Account const gatehub{"gatehub"};
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Account const bitstamp{"bitstamp"};
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Account const trader{"trader"};
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auto const usdGH = gatehub["USD"];
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auto const btcGH = gatehub["BTC"];
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auto const usdBIT = bitstamp["USD"];
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struct InputSet
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{
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char const* testCase;
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double const poolUsdBIT;
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double const poolUsdGH;
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sendmax const sendMaxUsdBIT;
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STAmount const sendUsdGH;
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STAmount const failUsdGH;
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STAmount const failUsdBIT;
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STAmount const goodUsdGH;
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STAmount const goodUsdBIT;
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IOUAmount const lpTokenBalance;
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double const offer1BtcGH = 0.1;
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double const offer2BtcGH = 0.1;
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double const offer2UsdGH = 1;
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double const rateBIT = 0.0;
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double const rateGH = 0.0;
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};
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using uint64_t = std::uint64_t;
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for (auto const& input : {
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InputSet{
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.testCase = "Test Fix Overflow Offer", //
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.poolUsdBIT = 3, //
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.poolUsdGH = 273, //
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.sendMaxUsdBIT{usdBIT(50)}, //
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.sendUsdGH{usdGH, uint64_t(272'455089820359), -12}, //
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.failUsdGH = STAmount{0}, //
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.failUsdBIT{usdBIT, uint64_t(46'47826086956522), -14}, //
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.goodUsdGH{usdGH, uint64_t(96'7543114220382), -13}, //
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.goodUsdBIT{usdBIT, uint64_t(8'464739069120721), -15}, //
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.lpTokenBalance = {28'61817604250837, -14}, //
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.offer1BtcGH = 0.1, //
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.offer2BtcGH = 0.1, //
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.offer2UsdGH = 1, //
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.rateBIT = 1.15, //
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.rateGH = 1.2, //
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},
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InputSet{
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.testCase = "Overflow test {1, 100, 0.111}", //
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.poolUsdBIT = 1, //
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.poolUsdGH = 100, //
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.sendMaxUsdBIT{usdBIT(0.111)}, //
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.sendUsdGH{usdGH, 100}, //
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.failUsdGH = STAmount{0}, //
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.failUsdBIT{usdBIT, uint64_t(1'111), -3}, //
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.goodUsdGH{usdGH, uint64_t(90'04347888284115), -14}, //
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.goodUsdBIT{usdBIT, uint64_t(1'111), -3}, //
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.lpTokenBalance{10, 0}, //
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.offer1BtcGH = 1e-5, //
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.offer2BtcGH = 1, //
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.offer2UsdGH = 1e-5, //
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.rateBIT = 0, //
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.rateGH = 0, //
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},
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InputSet{
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.testCase = "Overflow test {1, 100, 1.00}", //
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.poolUsdBIT = 1, //
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.poolUsdGH = 100, //
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.sendMaxUsdBIT{usdBIT(1.00)}, //
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.sendUsdGH{usdGH, 100}, //
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.failUsdGH = STAmount{0}, //
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.failUsdBIT{usdBIT, uint64_t(2), 0}, //
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.goodUsdGH{usdGH, uint64_t(52'94379354424079), -14}, //
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.goodUsdBIT{usdBIT, uint64_t(2), 0}, //
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.lpTokenBalance{10, 0}, //
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.offer1BtcGH = 1e-5, //
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.offer2BtcGH = 1, //
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.offer2UsdGH = 1e-5, //
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.rateBIT = 0, //
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.rateGH = 0, //
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},
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InputSet{
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.testCase = "Overflow test {1, 100, 4.6432}", //
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.poolUsdBIT = 1, //
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.poolUsdGH = 100, //
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.sendMaxUsdBIT{usdBIT(4.6432)}, //
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.sendUsdGH{usdGH, 100}, //
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.failUsdGH = STAmount{0}, //
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.failUsdBIT{usdBIT, uint64_t(5'6432), -4}, //
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.goodUsdGH{usdGH, uint64_t(35'44113971506987), -14}, //
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.goodUsdBIT{usdBIT, uint64_t(2'821579689703915), -15}, //
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.lpTokenBalance{10, 0}, //
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.offer1BtcGH = 1e-5, //
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.offer2BtcGH = 1, //
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.offer2UsdGH = 1e-5, //
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.rateBIT = 0, //
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.rateGH = 0, //
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},
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InputSet{
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.testCase = "Overflow test {1, 100, 10}", //
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.poolUsdBIT = 1, //
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.poolUsdGH = 100, //
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.sendMaxUsdBIT{usdBIT(10)}, //
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.sendUsdGH{usdGH, 100}, //
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.failUsdGH = STAmount{0}, //
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.failUsdBIT{usdBIT, uint64_t(11), 0}, //
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.goodUsdGH{usdGH, uint64_t(35'44113971506987), -14}, //
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.goodUsdBIT{usdBIT, uint64_t(2'821579689703915), -15}, //
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.lpTokenBalance{10, 0}, //
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.offer1BtcGH = 1e-5, //
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.offer2BtcGH = 1, //
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.offer2UsdGH = 1e-5, //
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.rateBIT = 0, //
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.rateGH = 0, //
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},
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InputSet{
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.testCase = "Overflow test {50, 100, 5.55}", //
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.poolUsdBIT = 50, //
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.poolUsdGH = 100, //
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.sendMaxUsdBIT{usdBIT(5.55)}, //
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.sendUsdGH{usdGH, 100}, //
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.failUsdGH = STAmount{0}, //
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.failUsdBIT{usdBIT, uint64_t(55'55), -2}, //
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.goodUsdGH{usdGH, uint64_t(90'04347888284113), -14}, //
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.goodUsdBIT{usdBIT, uint64_t(55'55), -2}, //
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.lpTokenBalance{uint64_t(70'71067811865475), -14}, //
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.offer1BtcGH = 1e-5, //
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.offer2BtcGH = 1, //
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.offer2UsdGH = 1e-5, //
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.rateBIT = 0, //
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.rateGH = 0, //
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},
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InputSet{
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.testCase = "Overflow test {50, 100, 50.00}", //
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.poolUsdBIT = 50, //
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.poolUsdGH = 100, //
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.sendMaxUsdBIT{usdBIT(50.00)}, //
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.sendUsdGH{usdGH, 100}, //
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.failUsdGH{usdGH, uint64_t(52'94379354424081), -14}, //
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.failUsdBIT{usdBIT, uint64_t(100), 0}, //
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.goodUsdGH{usdGH, uint64_t(52'94379354424081), -14}, //
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.goodUsdBIT{usdBIT, uint64_t(100), 0}, //
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.lpTokenBalance{uint64_t(70'71067811865475), -14}, //
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.offer1BtcGH = 1e-5, //
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.offer2BtcGH = 1, //
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.offer2UsdGH = 1e-5, //
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.rateBIT = 0, //
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.rateGH = 0, //
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},
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InputSet{
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.testCase = "Overflow test {50, 100, 232.16}", //
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.poolUsdBIT = 50, //
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.poolUsdGH = 100, //
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.sendMaxUsdBIT{usdBIT(232.16)}, //
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.sendUsdGH{usdGH, 100}, //
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.failUsdGH = STAmount{0}, //
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.failUsdBIT{usdBIT, uint64_t(282'16), -2}, //
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.goodUsdGH{usdGH, uint64_t(35'44113971506987), -14}, //
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.goodUsdBIT{usdBIT, uint64_t(141'0789844851958), -13}, //
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.lpTokenBalance{70'71067811865475, -14}, //
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.offer1BtcGH = 1e-5, //
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.offer2BtcGH = 1, //
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.offer2UsdGH = 1e-5, //
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.rateBIT = 0, //
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.rateGH = 0, //
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},
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InputSet{
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.testCase = "Overflow test {50, 100, 500}", //
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.poolUsdBIT = 50, //
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.poolUsdGH = 100, //
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.sendMaxUsdBIT{usdBIT(500)}, //
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.sendUsdGH{usdGH, 100}, //
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.failUsdGH = STAmount{0}, //
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.failUsdBIT{usdBIT, uint64_t(550), 0}, //
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.goodUsdGH{usdGH, uint64_t(35'44113971506987), -14}, //
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.goodUsdBIT{usdBIT, uint64_t(141'0789844851958), -13}, //
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.lpTokenBalance{70'71067811865475, -14}, //
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.offer1BtcGH = 1e-5, //
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.offer2BtcGH = 1, //
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.offer2UsdGH = 1e-5, //
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.rateBIT = 0, //
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.rateGH = 0, //
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},
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})
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{
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testcase(input.testCase);
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for (auto const& features :
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{all - fixAMMOverflowOffer, all | fixAMMOverflowOffer})
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{
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Env env(*this, features);
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env.fund(XRP(5'000), gatehub, bitstamp, trader);
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env.close();
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if (input.rateGH != 0.0)
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env(rate(gatehub, input.rateGH));
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if (input.rateBIT != 0.0)
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env(rate(bitstamp, input.rateBIT));
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env(trust(trader, usdGH(10'000'000)));
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env(trust(trader, usdBIT(10'000'000)));
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env(trust(trader, btcGH(10'000'000)));
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env.close();
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env(pay(gatehub, trader, usdGH(100'000)));
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env(pay(gatehub, trader, btcGH(100'000)));
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env(pay(bitstamp, trader, usdBIT(100'000)));
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env.close();
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AMM amm{
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env,
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trader,
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usdGH(input.poolUsdGH),
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usdBIT(input.poolUsdBIT)};
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env.close();
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IOUAmount const preSwapLPTokenBalance =
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amm.getLPTokensBalance();
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env(offer(trader, usdBIT(1), btcGH(input.offer1BtcGH)));
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env(offer(
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trader,
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btcGH(input.offer2BtcGH),
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usdGH(input.offer2UsdGH)));
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env.close();
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env(pay(trader, trader, input.sendUsdGH),
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path(~usdGH),
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path(~btcGH, ~usdGH),
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sendmax(input.sendMaxUsdBIT),
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txflags(tfPartialPayment));
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env.close();
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if (!features[fixAMMOverflowOffer])
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BEAST_EXPECT(amm.expectBalances(
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input.failUsdGH,
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input.failUsdBIT,
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input.lpTokenBalance));
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else
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{
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BEAST_EXPECT(amm.expectBalances(
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input.goodUsdGH,
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input.goodUsdBIT,
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input.lpTokenBalance));
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// Invariant: LPToken balance must not change in a payment
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// or a swap transaction
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BEAST_EXPECT(
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amm.getLPTokensBalance() == preSwapLPTokenBalance);
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// Invariant: The square root of (product of the pool
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// balances) must be at least the LPTokenBalance
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Number const sqrtPoolProduct =
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root2(input.goodUsdGH * input.goodUsdBIT);
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// Include a tiny tolerance for the test cases using
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// .goodUsdGH{usdGH, uint64_t(35'44113971506987), -14},
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// .goodUsdBIT{usdBIT, uint64_t(2'821579689703915), -15},
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// These two values multiply
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// to 99.99999999999994227040383754105 which gets internally
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// rounded to 100, due to representation error.
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BEAST_EXPECT(
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(sqrtPoolProduct + Number{1, -14} >=
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input.lpTokenBalance));
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}
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}
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}
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}
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void
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testCore()
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{
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@@ -4916,6 +5190,7 @@ private:
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testAMMID();
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testSelection();
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testFixDefaultInnerObj();
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testFixOverflowOffer();
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}
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void
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