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* Optimize CDP Begin Blocker (#1822) * optimize cdp begin blocker by removing unnecessary checks, reusing data and prefix stores in loops, and reducing number of repeated calculations * fix panic for new cdp types if both previous accural time and global interest factor are not set * do not touch global interest factor if no CDP's exist; revert to panic if global interest factor is not found since this is an unreachable state by normal keeper operation -- it can only be reached if store is modified outside of public interface and normal operation * update changelog --------- Co-authored-by: Nick DeLuca <nickdeluca08@gmail.com>
This commit is contained in:
Robert Pirtle
GitHub
parent
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commit
0dc30538b7
@ -38,6 +38,7 @@ Ref: https://keepachangelog.com/en/1.0.0/
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### Improvements
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- (pricefeed) [#1851] optimize EndBlocker to iterate all markets only once
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- (cdp) [#1822] optimize BeginBlocker by removing unnecessary/redundant checks & calculations
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## [v0.26.0]
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@ -339,6 +340,7 @@ the [changelog](https://github.com/cosmos/cosmos-sdk/blob/v0.38.4/CHANGELOG.md).
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[#1839]: https://github.com/Kava-Labs/kava/pull/1839
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[#1836]: https://github.com/Kava-Labs/kava/pull/1836
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[#1832]: https://github.com/Kava-Labs/kava/pull/1832
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[#1822]: https://github.com/Kava-Labs/kava/pull/1822
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[#1811]: https://github.com/Kava-Labs/kava/pull/1811
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[#1804]: https://github.com/Kava-Labs/kava/pull/1804
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[#1785]: https://github.com/Kava-Labs/kava/pull/1785
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@ -47,7 +47,7 @@ func BeginBlocker(ctx sdk.Context, req abci.RequestBeginBlock, k keeper.Keeper)
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ctx.Logger().Debug(fmt.Sprintf("running x/cdp SynchronizeInterestForRiskyCDPs and LiquidateCdps for %s", cp.Type))
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err = k.SynchronizeInterestForRiskyCDPs(ctx, cp.CheckCollateralizationIndexCount, sdk.MaxSortableDec, cp.Type)
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err = k.SynchronizeInterestForRiskyCDPs(ctx, sdk.MaxSortableDec, cp)
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if err != nil {
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panic(err)
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}
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@ -7,6 +7,7 @@ import (
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"github.com/stretchr/testify/suite"
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sdkmath "cosmossdk.io/math"
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sdk "github.com/cosmos/cosmos-sdk/types"
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"github.com/cosmos/cosmos-sdk/types/simulation"
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@ -19,6 +20,7 @@ import (
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"github.com/kava-labs/kava/x/cdp"
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"github.com/kava-labs/kava/x/cdp/keeper"
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"github.com/kava-labs/kava/x/cdp/types"
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pricefeedtypes "github.com/kava-labs/kava/x/pricefeed/types"
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)
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type ModuleTestSuite struct {
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@ -43,7 +45,7 @@ func (suite *ModuleTestSuite) SetupTest() {
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ctx := tApp.NewContext(true, tmproto.Header{Height: 1, Time: tmtime.Now()})
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tracker := liquidationTracker{}
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coins := cs(c("btc", 100000000), c("xrp", 10000000000))
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coins := cs(c("btc", 100000000), c("xrp", 10000000000), c("erc20/usdc", 10000000000))
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_, addrs := app.GeneratePrivKeyAddressPairs(100)
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authGS := app.NewFundedGenStateWithSameCoins(tApp.AppCodec(), coins, addrs)
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tApp.InitializeFromGenesisStates(
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@ -65,7 +67,7 @@ func (suite *ModuleTestSuite) createCdps() {
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cdps := make(types.CDPs, 100)
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tracker := liquidationTracker{}
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coins := cs(c("btc", 100000000), c("xrp", 10000000000))
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coins := cs(c("btc", 100000000), c("xrp", 10000000000), c("erc20/usdc", 10000000000))
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_, addrs := app.GeneratePrivKeyAddressPairs(100)
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authGS := app.NewFundedGenStateWithSameCoins(tApp.AppCodec(), coins, addrs)
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@ -124,6 +126,86 @@ func (suite *ModuleTestSuite) setPrice(price sdk.Dec, market string) {
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suite.Equal(price, pp.Price)
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}
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func (suite *ModuleTestSuite) TestBeginBlockNewCdpTypeSetsGlobalInterest() {
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suite.createCdps()
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// add a new collateral that does not have previous accumulation time or global interest factor set
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params := suite.keeper.GetParams(suite.ctx)
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usdcCollateral := types.CollateralParam{
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Denom: "erc20/usdc",
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Type: "erc20-usdc",
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LiquidationRatio: sdk.MustNewDecFromStr("1.01"),
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DebtLimit: sdk.NewInt64Coin("usdx", 500000000000),
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StabilityFee: sdk.OneDec(),
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AuctionSize: sdkmath.NewIntFromUint64(10000000000),
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LiquidationPenalty: sdk.MustNewDecFromStr("0.05"),
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CheckCollateralizationIndexCount: sdkmath.NewInt(10),
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KeeperRewardPercentage: sdk.MustNewDecFromStr("0.01"),
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SpotMarketID: "usdc:usd",
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LiquidationMarketID: "usdc:usd",
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ConversionFactor: sdkmath.NewInt(6),
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}
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usdtCollateral := types.CollateralParam{
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Denom: "erc20/usdt",
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Type: "erc20-usdt",
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LiquidationRatio: sdk.MustNewDecFromStr("1.01"),
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DebtLimit: sdk.NewInt64Coin("usdx", 500000000000),
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StabilityFee: sdk.OneDec(),
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AuctionSize: sdkmath.NewIntFromUint64(10000000000),
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LiquidationPenalty: sdk.MustNewDecFromStr("0.05"),
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CheckCollateralizationIndexCount: sdkmath.NewInt(10),
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KeeperRewardPercentage: sdk.MustNewDecFromStr("0.01"),
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SpotMarketID: "usdt:usd",
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LiquidationMarketID: "usdt:usd",
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ConversionFactor: sdkmath.NewInt(18),
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}
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newCollaterals := []types.CollateralParam{usdcCollateral, usdtCollateral}
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params.CollateralParams = append(params.CollateralParams, newCollaterals...)
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suite.keeper.SetParams(suite.ctx, params)
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// setup market for cdp collateral
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priceFeedKeeper := suite.app.GetPriceFeedKeeper()
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priceParams := priceFeedKeeper.GetParams(suite.ctx)
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newMarkets := []pricefeedtypes.Market{
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{MarketID: "usdc:usd", BaseAsset: "usdc", QuoteAsset: "usd", Oracles: []sdk.AccAddress{}, Active: true},
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{MarketID: "usdt:usd", BaseAsset: "usdt", QuoteAsset: "usd", Oracles: []sdk.AccAddress{}, Active: true},
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}
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priceParams.Markets = append(priceParams.Markets, newMarkets...)
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priceFeedKeeper.SetParams(suite.ctx, priceParams)
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suite.setPrice(d("1"), "usdc:usd")
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suite.keeper.UpdatePricefeedStatus(suite.ctx, usdcCollateral.SpotMarketID)
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suite.setPrice(d("1"), "usdt:usd")
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suite.keeper.UpdatePricefeedStatus(suite.ctx, usdtCollateral.SpotMarketID)
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// create a CDP for USDC, no CDPS for USDT
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err := suite.keeper.AddCdp(suite.ctx, suite.addrs[0], c(usdcCollateral.Denom, 100000000), c("usdx", 10000000), usdcCollateral.Type)
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suite.Require().NoError(err)
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// ensure begin block does not panic due to no accumulation time or no global interest factor
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suite.Require().NotPanics(func() {
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cdp.BeginBlocker(suite.ctx, abci.RequestBeginBlock{Header: suite.ctx.BlockHeader()}, suite.keeper)
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}, "expected begin blocker not to panic")
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// set by accumulate interest (or add cdp above)
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// usdc has accural time set
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previousAccrualTime, found := suite.keeper.GetPreviousAccrualTime(suite.ctx, usdcCollateral.Type)
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suite.Require().True(found, "expected previous accrual time for new market to be set")
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suite.Equal(suite.ctx.BlockTime(), previousAccrualTime, "expected previous accrual time to equal block time")
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// usdt has accural time set
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previousAccrualTime, found = suite.keeper.GetPreviousAccrualTime(suite.ctx, usdtCollateral.Type)
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suite.Require().True(found, "expected previous accrual time for new market to be set")
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suite.Equal(suite.ctx.BlockTime(), previousAccrualTime, "expected previous accrual time to equal block time")
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// set for USDC by AddCdp
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globalInterestFactor, found := suite.keeper.GetInterestFactor(suite.ctx, usdcCollateral.Type)
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suite.Require().True(found, "expected global interest factor for new collateral to be set")
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suite.Equal(sdk.OneDec(), globalInterestFactor, "expected global interest factor to equal 1")
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// not set for USDT since it has no cdps
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globalInterestFactor, found = suite.keeper.GetInterestFactor(suite.ctx, usdtCollateral.Type)
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suite.Require().False(found, "expected global interest factor for new collateral to not be set")
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suite.Equal(sdk.ZeroDec(), globalInterestFactor, "expected global interest factor to equal 0")
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}
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func (suite *ModuleTestSuite) TestBeginBlock() {
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// test setup, creating
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// 50 xrp cdps each with
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@ -5,6 +5,7 @@ import (
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"math"
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sdkmath "cosmossdk.io/math"
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"github.com/cosmos/cosmos-sdk/store/prefix"
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sdk "github.com/cosmos/cosmos-sdk/types"
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"github.com/kava-labs/kava/x/cdp/types"
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@ -161,11 +162,110 @@ func (k Keeper) CalculateNewInterest(ctx sdk.Context, cdp types.CDP) sdk.Coin {
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}
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// SynchronizeInterestForRiskyCDPs synchronizes the interest for the slice of cdps with the lowest collateral:debt ratio
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func (k Keeper) SynchronizeInterestForRiskyCDPs(ctx sdk.Context, slice sdkmath.Int, targetRatio sdk.Dec, collateralType string) error {
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cdps := k.GetSliceOfCDPsByRatioAndType(ctx, slice, targetRatio, collateralType)
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for _, cdp := range cdps {
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k.hooks.BeforeCDPModified(ctx, cdp)
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k.SynchronizeInterest(ctx, cdp)
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func (k Keeper) SynchronizeInterestForRiskyCDPs(ctx sdk.Context, targetRatio sdk.Dec, cp types.CollateralParam) error {
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debtParam := k.GetParams(ctx).DebtParam
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cdpStore := prefix.NewStore(ctx.KVStore(k.key), types.CdpKeyPrefix)
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collateralRatioStore := prefix.NewStore(ctx.KVStore(k.key), types.CollateralRatioIndexPrefix)
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cdpIDs := make([]uint64, 0, cp.CheckCollateralizationIndexCount.Int64())
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iterator := collateralRatioStore.Iterator(types.CollateralRatioIterKey(cp.Type, sdk.ZeroDec()), types.CollateralRatioIterKey(cp.Type, targetRatio))
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for ; iterator.Valid(); iterator.Next() {
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_, id, _ := types.SplitCollateralRatioKey(iterator.Key())
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cdpIDs = append(cdpIDs, id)
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if int64(len(cdpIDs)) >= cp.CheckCollateralizationIndexCount.Int64() {
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break
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}
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}
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iterator.Close()
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globalInterestFactor, found := k.GetInterestFactor(ctx, cp.Type)
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if !found && len(cdpIDs) > 0 {
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panic(fmt.Sprintf("global interest factor not found for type %s", cp.Type))
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}
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prevAccrualTime, found := k.GetPreviousAccrualTime(ctx, cp.Type)
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if !found {
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panic(fmt.Sprintf("previous accrual time not found for type %s", cp.Type))
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}
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for _, cdpID := range cdpIDs {
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//
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// GET CDP
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//
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bz := cdpStore.Get(types.CdpKey(cp.Type, cdpID))
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if bz == nil {
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panic(fmt.Sprintf("cdp %d does not exist", cdpID))
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}
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var cdp types.CDP
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k.cdc.MustUnmarshal(bz, &cdp)
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if debtParam.Denom != cdp.GetTotalPrincipal().Denom {
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panic(fmt.Sprintf("unkown debt param %s", cdp.GetTotalPrincipal().Denom))
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}
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//
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// HOOK
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//
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k.hooks.BeforeCDPModified(ctx, cdp)
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//
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// CALC INTEREST
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//
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accumulatedInterest := sdk.ZeroInt()
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cdpInterestFactor := globalInterestFactor.Quo(cdp.InterestFactor)
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if !cdpInterestFactor.Equal(sdk.OneDec()) {
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accumulatedInterest = sdk.NewDecFromInt(cdp.GetTotalPrincipal().Amount).Mul(cdpInterestFactor).RoundInt().Sub(cdp.GetTotalPrincipal().Amount)
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}
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if accumulatedInterest.IsZero() {
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// accumulated interest is zero if apy is zero or are if the total fees for all cdps round to zero
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if cdp.FeesUpdated.Equal(prevAccrualTime) {
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// if all fees are rounding to zero, don't update FeesUpdated
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continue
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}
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// if apy is zero, we need to update FeesUpdated
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cdp.FeesUpdated = prevAccrualTime
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bz = k.cdc.MustMarshal(&cdp)
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cdpStore.Set(types.CdpKey(cdp.Type, cdp.ID), bz)
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}
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//
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// GET OLD RATIO
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//
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previousCollateralRatio := calculateCollateralRatio(debtParam, cp, cdp)
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//
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// UPDATE CDP
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//
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cdp.AccumulatedFees = cdp.AccumulatedFees.Add(sdk.NewCoin(cdp.AccumulatedFees.Denom, accumulatedInterest))
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cdp.FeesUpdated = prevAccrualTime
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cdp.InterestFactor = globalInterestFactor
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//
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// CALC NEW RATIO
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//
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updatedCollateralRatio := calculateCollateralRatio(debtParam, cp, cdp)
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//
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// UPDATE STORE
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//
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collateralRatioStore.Delete(types.CollateralRatioKey(cdp.Type, cdp.ID, previousCollateralRatio))
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bz = k.cdc.MustMarshal(&cdp)
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cdpStore.Set(types.CdpKey(cdp.Type, cdp.ID), bz)
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collateralRatioStore.Set(types.CollateralRatioKey(cdp.Type, cdp.ID, updatedCollateralRatio), types.GetCdpIDBytes(cdp.ID))
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}
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return nil
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}
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func calculateCollateralRatio(debtParam types.DebtParam, collateralParam types.CollateralParam, cdp types.CDP) sdk.Dec {
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debtTotal := sdk.NewDecFromInt(cdp.GetTotalPrincipal().Amount).Mul(sdk.NewDecFromIntWithPrec(sdk.OneInt(), debtParam.ConversionFactor.Int64()))
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if debtTotal.IsZero() || debtTotal.GTE(types.MaxSortableDec) {
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return types.MaxSortableDec.Sub(sdk.SmallestDec())
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} else {
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collateralBaseUnits := sdk.NewDecFromInt(cdp.Collateral.Amount).Mul(sdk.NewDecFromIntWithPrec(sdk.OneInt(), collateralParam.ConversionFactor.Int64()))
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return collateralBaseUnits.Quo(debtTotal)
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}
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}
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@ -713,7 +713,19 @@ func (suite *InterestTestSuite) TestSyncInterestForRiskyCDPs() {
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err = suite.keeper.AccumulateInterest(suite.ctx, tc.args.ctype)
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suite.Require().NoError(err)
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err = suite.keeper.SynchronizeInterestForRiskyCDPs(suite.ctx, i(int64(tc.args.slice)), sdk.MaxSortableDec, tc.args.ctype)
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params := suite.keeper.GetParams(suite.ctx)
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var ctype types.CollateralParam
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for _, cp := range params.CollateralParams {
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if cp.Type == tc.args.ctype {
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ctype = cp
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cp.CheckCollateralizationIndexCount = sdk.NewInt(int64(tc.args.slice))
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break
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}
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}
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err = suite.keeper.SynchronizeInterestForRiskyCDPs(suite.ctx, sdk.MaxSortableDec, ctype)
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suite.Require().NoError(err)
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cdpsUpdatedCount := 0
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