Merge branch 'master' into kd-pricefeed-cleanup

This commit is contained in:
Kevin Davis 2020-04-13 21:30:33 -04:00
commit 28a2ec6996
9 changed files with 436 additions and 11 deletions

View File

@ -330,8 +330,8 @@ func NewApp(logger log.Logger, db dbm.DB, traceStore io.Writer, loadLatest bool,
distr.NewAppModule(app.distrKeeper, app.supplyKeeper),
staking.NewAppModule(app.stakingKeeper, app.accountKeeper, app.supplyKeeper),
slashing.NewAppModule(app.slashingKeeper, app.stakingKeeper),
cdp.NewAppModule(app.cdpKeeper, app.pricefeedKeeper, app.supplyKeeper), // TODO how is the order be decided here? Is this order correct?
pricefeed.NewAppModule(app.pricefeedKeeper),
cdp.NewAppModule(app.cdpKeeper, app.pricefeedKeeper, app.supplyKeeper),
auction.NewAppModule(app.auctionKeeper, app.supplyKeeper),
bep3.NewAppModule(app.bep3Keeper, app.supplyKeeper),
kavadist.NewAppModule(app.kavadistKeeper, app.supplyKeeper),

View File

@ -37,6 +37,7 @@ import (
auctionsimops "github.com/kava-labs/kava/x/auction/simulation/operations"
bep3simops "github.com/kava-labs/kava/x/bep3/simulation/operations"
cdpsimops "github.com/kava-labs/kava/x/cdp/simulation/operations"
pricefeedsimops "github.com/kava-labs/kava/x/pricefeed/simulation/operations"
)
@ -63,6 +64,7 @@ const (
OpWeightMsgPlaceBid = "op_weight_msg_place_bid"
OpWeightMsgPricefeed = "op_weight_msg_pricefeed"
OpWeightMsgCreateAtomicSwap = "op_weight_msg_create_atomic_Swap"
OpWeightMsgCdp = "op_weight_msg_cdp"
)
// TestMain runs setup and teardown code before all tests.
@ -304,6 +306,17 @@ func testAndRunTxs(app *App, config simulation.Config) []simulation.WeightedOper
}(nil),
pricefeedsimops.SimulateMsgUpdatePrices(app.pricefeedKeeper),
},
{
func(_ *rand.Rand) int {
var v int
ap.GetOrGenerate(app.cdc, OpWeightMsgCdp, &v, nil,
func(_ *rand.Rand) {
v = 100 // TODO
})
return v
}(nil),
cdpsimops.SimulateMsgCdp(app.accountKeeper, app.cdpKeeper, app.pricefeedKeeper),
},
}
}

View File

@ -41,3 +41,5 @@ AWS Batch allows for "array jobs" which are a way of specifying many duplicates
- click on the compute environment name, to get details, then click the link ECS Cluster Name to get details on the actual machines running
- for array jobs, click the job name to get details of the individual jobs
## Sims - TODO

View File

@ -4,19 +4,164 @@ import (
"fmt"
"github.com/cosmos/cosmos-sdk/codec"
sdk "github.com/cosmos/cosmos-sdk/types"
"github.com/cosmos/cosmos-sdk/types/module"
"github.com/cosmos/cosmos-sdk/x/auth"
authexported "github.com/cosmos/cosmos-sdk/x/auth/exported"
"github.com/cosmos/cosmos-sdk/x/supply"
supplyExported "github.com/cosmos/cosmos-sdk/x/supply/exported"
"github.com/kava-labs/kava/x/cdp/types"
)
// RandomizedGenState generates a random GenesisState for cdp
func RandomizedGenState(simState *module.SimulationState) {
// TODO implement this fully
// - randomly generating the genesis params
// - overwriting with genesis provided to simulation
cdpGenesis := types.DefaultGenesisState()
cdpGenesis := randomCdpGenState(simState.Rand.Intn(2))
// hacky way to give accounts coins so they can create cdps (coins includes usdx so it's possible to have sufficient balance to close a cdp)
var authGenesis auth.GenesisState
simState.Cdc.MustUnmarshalJSON(simState.GenState[auth.ModuleName], &authGenesis)
totalCdpCoins := sdk.NewCoins()
for _, acc := range authGenesis.Accounts {
_, ok := acc.(supplyExported.ModuleAccountI)
if ok {
continue
}
coinsToAdd := sdk.NewCoins(
sdk.NewCoin("bnb", sdk.NewInt(int64(simState.Rand.Intn(100000000000)))),
sdk.NewCoin("xrp", sdk.NewInt(int64(simState.Rand.Intn(100000000000)))),
sdk.NewCoin("btc", sdk.NewInt(int64(simState.Rand.Intn(500000000)))),
sdk.NewCoin("usdx", sdk.NewInt(int64(simState.Rand.Intn(1000000000)))),
)
err := acc.SetCoins(acc.GetCoins().Add(coinsToAdd))
if err != nil {
panic(err)
}
totalCdpCoins = totalCdpCoins.Add(coinsToAdd)
authGenesis.Accounts = replaceOrAppendAccount(authGenesis.Accounts, acc)
}
simState.GenState[auth.ModuleName] = simState.Cdc.MustMarshalJSON(authGenesis)
var supplyGenesis supply.GenesisState
simState.Cdc.MustUnmarshalJSON(simState.GenState[supply.ModuleName], &supplyGenesis)
supplyGenesis.Supply = supplyGenesis.Supply.Add(totalCdpCoins)
simState.GenState[supply.ModuleName] = simState.Cdc.MustMarshalJSON(supplyGenesis)
fmt.Printf("Selected randomly generated %s parameters:\n%s\n", types.ModuleName, codec.MustMarshalJSONIndent(simState.Cdc, cdpGenesis))
simState.GenState[types.ModuleName] = simState.Cdc.MustMarshalJSON(cdpGenesis)
}
// In a list of accounts, replace the first account found with the same address. If not found, append the account.
func replaceOrAppendAccount(accounts []authexported.GenesisAccount, acc authexported.GenesisAccount) []authexported.GenesisAccount {
newAccounts := accounts
for i, a := range accounts {
if a.GetAddress().Equals(acc.GetAddress()) {
newAccounts[i] = acc
return newAccounts
}
}
return append(newAccounts, acc)
}
func randomCdpGenState(selection int) types.GenesisState {
switch selection {
case 0:
return types.GenesisState{
Params: types.Params{
GlobalDebtLimit: sdk.NewCoins(sdk.NewInt64Coin("usdx", 100000000000000)),
SurplusAuctionThreshold: types.DefaultSurplusThreshold,
DebtAuctionThreshold: types.DefaultDebtThreshold,
SavingsDistributionFrequency: types.DefaultSavingsDistributionFrequency,
CollateralParams: types.CollateralParams{
{
Denom: "xrp",
LiquidationRatio: sdk.MustNewDecFromStr("2.0"),
DebtLimit: sdk.NewCoins(sdk.NewInt64Coin("usdx", 20000000000000)),
StabilityFee: sdk.MustNewDecFromStr("1.000000004431822130"),
LiquidationPenalty: sdk.MustNewDecFromStr("0.075"),
AuctionSize: sdk.NewInt(10000000000),
Prefix: 0x20,
MarketID: "xrp:usd",
ConversionFactor: sdk.NewInt(6),
},
{
Denom: "btc",
LiquidationRatio: sdk.MustNewDecFromStr("1.25"),
DebtLimit: sdk.NewCoins(sdk.NewInt64Coin("usdx", 50000000000000)),
StabilityFee: sdk.MustNewDecFromStr("1.000000000782997609"),
LiquidationPenalty: sdk.MustNewDecFromStr("0.05"),
AuctionSize: sdk.NewInt(50000000),
Prefix: 0x21,
MarketID: "btc:usd",
ConversionFactor: sdk.NewInt(8),
},
{
Denom: "bnb",
LiquidationRatio: sdk.MustNewDecFromStr("1.5"),
DebtLimit: sdk.NewCoins(sdk.NewInt64Coin("usdx", 30000000000000)),
StabilityFee: sdk.MustNewDecFromStr("1.000000002293273137"),
LiquidationPenalty: sdk.MustNewDecFromStr("0.15"),
AuctionSize: sdk.NewInt(10000000000),
Prefix: 0x22,
MarketID: "bnb:usd",
ConversionFactor: sdk.NewInt(8),
},
},
DebtParams: types.DebtParams{
{
Denom: "usdx",
ReferenceAsset: "usd",
ConversionFactor: sdk.NewInt(6),
DebtFloor: sdk.NewInt(10000000),
SavingsRate: sdk.MustNewDecFromStr("0.95"),
},
},
},
StartingCdpID: types.DefaultCdpStartingID,
DebtDenom: types.DefaultDebtDenom,
GovDenom: types.DefaultGovDenom,
CDPs: types.CDPs{},
PreviousBlockTime: types.DefaultPreviousBlockTime,
PreviousDistributionTime: types.DefaultPreviousDistributionTime,
}
case 1:
return types.GenesisState{
Params: types.Params{
GlobalDebtLimit: sdk.NewCoins(sdk.NewInt64Coin("usdx", 100000000000000)),
SurplusAuctionThreshold: types.DefaultSurplusThreshold,
DebtAuctionThreshold: types.DefaultDebtThreshold,
SavingsDistributionFrequency: types.DefaultSavingsDistributionFrequency,
CollateralParams: types.CollateralParams{
{
Denom: "bnb",
LiquidationRatio: sdk.MustNewDecFromStr("1.5"),
DebtLimit: sdk.NewCoins(sdk.NewInt64Coin("usdx", 100000000000000)),
StabilityFee: sdk.MustNewDecFromStr("1.000000002293273137"),
LiquidationPenalty: sdk.MustNewDecFromStr("0.075"),
AuctionSize: sdk.NewInt(10000000000),
Prefix: 0x20,
MarketID: "bnb:usd",
ConversionFactor: sdk.NewInt(8),
},
},
DebtParams: types.DebtParams{
{
Denom: "usdx",
ReferenceAsset: "usd",
ConversionFactor: sdk.NewInt(6),
DebtFloor: sdk.NewInt(10000000),
SavingsRate: sdk.MustNewDecFromStr("0.95"),
},
},
},
StartingCdpID: types.DefaultCdpStartingID,
DebtDenom: types.DefaultDebtDenom,
GovDenom: types.DefaultGovDenom,
CDPs: types.CDPs{},
PreviousBlockTime: types.DefaultPreviousBlockTime,
PreviousDistributionTime: types.DefaultPreviousDistributionTime,
}
default:
panic("invalid genesis state selector")
}
}

View File

@ -0,0 +1,215 @@
package operations
import (
"fmt"
"math/rand"
"github.com/cosmos/cosmos-sdk/baseapp"
sdk "github.com/cosmos/cosmos-sdk/types"
"github.com/cosmos/cosmos-sdk/x/auth"
authexported "github.com/cosmos/cosmos-sdk/x/auth/exported"
"github.com/cosmos/cosmos-sdk/x/simulation"
"github.com/kava-labs/kava/x/cdp"
"github.com/kava-labs/kava/x/pricefeed"
)
// SimulateMsgCdp generates a MsgCreateCdp or MsgDepositCdp with random values.
func SimulateMsgCdp(ak auth.AccountKeeper, k cdp.Keeper, pfk pricefeed.Keeper) simulation.Operation {
return func(r *rand.Rand, app *baseapp.BaseApp, ctx sdk.Context, accs []simulation.Account) (
opMsg simulation.OperationMsg, fOps []simulation.FutureOperation, err error) {
handler := cdp.NewHandler(k)
simacc := simulation.RandomAcc(r, accs)
acc := ak.GetAccount(ctx, simacc.Address)
if acc == nil {
return simulation.NoOpMsg(cdp.ModuleName), nil, nil
}
coins := acc.GetCoins()
collateralParams := k.GetParams(ctx).CollateralParams
if len(collateralParams) == 0 {
return simulation.NoOpMsg(cdp.ModuleName), nil, nil
}
randCollateralParam := collateralParams[r.Intn(len(collateralParams))]
randDebtAsset := randCollateralParam.DebtLimit[r.Intn(len(randCollateralParam.DebtLimit))]
randDebtParam, _ := k.GetDebtParam(ctx, randDebtAsset.Denom)
if coins.AmountOf(randCollateralParam.Denom).IsZero() {
return simulation.NoOpMsg(cdp.ModuleName), nil, nil
}
price, err := pfk.GetCurrentPrice(ctx, randCollateralParam.MarketID)
if err != nil {
return simulation.NoOpMsg(cdp.ModuleName), nil, err
}
// convert the price to the same units as the debt param
priceShifted := ShiftDec(price.Price, randDebtParam.ConversionFactor)
existingCDP, found := k.GetCdpByOwnerAndDenom(ctx, acc.GetAddress(), randCollateralParam.Denom)
if !found {
// calculate the minimum amount of collateral that is needed to create a cdp with the debt floor amount of debt and the minimum liquidation ratio
// (debtFloor * liquidationRatio)/priceShifted
minCollateralDeposit := (sdk.NewDecFromInt(randDebtParam.DebtFloor).Mul(randCollateralParam.LiquidationRatio)).Quo(priceShifted)
// convert to proper collateral units
minCollateralDeposit = ShiftDec(minCollateralDeposit, randCollateralParam.ConversionFactor)
// convert to integer and always round up
minCollateralDepositRounded := minCollateralDeposit.TruncateInt().Add(sdk.OneInt())
// if the account has less than the min deposit, return
if coins.AmountOf(randCollateralParam.Denom).LT(minCollateralDepositRounded) {
return simulation.NoOpMsg(cdp.ModuleName), nil, nil
}
// set the max collateral deposit to the amount of coins in the account
maxCollateralDeposit := coins.AmountOf(randCollateralParam.Denom)
// randomly select a collateral deposit amount
collateralDeposit := sdk.NewInt(int64(simulation.RandIntBetween(r, int(minCollateralDepositRounded.Int64()), int(maxCollateralDeposit.Int64()))))
// calculate how much the randomly selected deposit is worth
collateralDepositValue := ShiftDec(sdk.NewDecFromInt(collateralDeposit), randCollateralParam.ConversionFactor.Neg()).Mul(priceShifted)
// calculate the max amount of debt that could be drawn for the chosen deposit
maxDebtDraw := collateralDepositValue.Quo(randCollateralParam.LiquidationRatio).TruncateInt()
// randomly select a debt draw amount
debtDraw := sdk.NewInt(int64(simulation.RandIntBetween(r, int(randDebtParam.DebtFloor.Int64()), int(maxDebtDraw.Int64()))))
msg := cdp.NewMsgCreateCDP(acc.GetAddress(), sdk.NewCoins(sdk.NewCoin(randCollateralParam.Denom, collateralDeposit)), sdk.NewCoins(sdk.NewCoin(randDebtParam.Denom, debtDraw)))
err := msg.ValidateBasic()
if err != nil {
return simulation.NoOpMsg(cdp.ModuleName), nil, fmt.Errorf("expected msg to pass ValidateBasic: %v", err)
}
ok := submitMsg(msg, handler, ctx)
if !ok {
return simulation.NoOpMsg(cdp.ModuleName), nil, fmt.Errorf("could not submit create cdp msg")
}
return simulation.NewOperationMsg(msg, ok, "create cdp"), nil, nil
}
// a cdp already exists, deposit to it, draw debt from it, or repay debt to it
// close 25% of the time
if canClose(acc, existingCDP, randDebtParam.Denom) && shouldClose(r) {
repaymentAmount := coins.AmountOf(randDebtParam.Denom)
msg := cdp.NewMsgRepayDebt(acc.GetAddress(), randCollateralParam.Denom, sdk.NewCoins(sdk.NewCoin(randDebtParam.Denom, repaymentAmount)))
err := msg.ValidateBasic()
if err != nil {
return simulation.NoOpMsg(cdp.ModuleName), nil, fmt.Errorf("expected repay (close) msg to pass ValidateBasic: %v", err)
}
ok := submitMsg(msg, handler, ctx)
if !ok {
return simulation.NoOpMsg(cdp.ModuleName), nil, fmt.Errorf("could not submit repay (close) msg")
}
return simulation.NewOperationMsg(msg, ok, "repay debt (close) cdp"), nil, nil
}
// deposit 25% of the time
if hasCoins(acc, randCollateralParam.Denom) && shouldDeposit(r) {
randDepositAmount := sdk.NewInt(int64(simulation.RandIntBetween(r, 1, int(acc.GetCoins().AmountOf(randCollateralParam.Denom).Int64()))))
msg := cdp.NewMsgDeposit(acc.GetAddress(), acc.GetAddress(), sdk.NewCoins(sdk.NewCoin(randCollateralParam.Denom, randDepositAmount)))
err := msg.ValidateBasic()
if err != nil {
return simulation.NoOpMsg(cdp.ModuleName), nil, fmt.Errorf("expected deposit msg to pass ValidateBasic: %v", err)
}
ok := submitMsg(msg, handler, ctx)
if !ok {
return simulation.NoOpMsg(cdp.ModuleName), nil, fmt.Errorf("could not submit deposit msg")
}
return simulation.NewOperationMsg(msg, ok, "deposit to cdp"), nil, nil
}
// draw debt 25% of the time
if shouldDraw(r) {
collateralShifted := ShiftDec(sdk.NewDecFromInt(existingCDP.Collateral.AmountOf(randCollateralParam.Denom)), randCollateralParam.ConversionFactor.Neg())
collateralValue := collateralShifted.Mul(priceShifted)
debt := (existingCDP.Principal.Add(existingCDP.AccumulatedFees)).AmountOf(randDebtParam.Denom)
maxTotalDebt := collateralValue.Quo(randCollateralParam.LiquidationRatio)
maxDebt := maxTotalDebt.Sub(sdk.NewDecFromInt(debt)).TruncateInt().Sub(sdk.OneInt())
randDrawAmount := sdk.NewInt(int64(simulation.RandIntBetween(r, 1, int(maxDebt.Int64()))))
msg := cdp.NewMsgDrawDebt(acc.GetAddress(), randCollateralParam.Denom, sdk.NewCoins(sdk.NewCoin(randDebtParam.Denom, randDrawAmount)))
err := msg.ValidateBasic()
if err != nil {
return simulation.NoOpMsg(cdp.ModuleName), nil, fmt.Errorf("expected draw msg to pass ValidateBasic: %v", err)
}
ok := submitMsg(msg, handler, ctx)
if !ok {
return simulation.NoOpMsg(cdp.ModuleName), nil, fmt.Errorf("could not submit draw msg")
}
return simulation.NewOperationMsg(msg, ok, "draw debt from cdp"), nil, nil
}
// repay debt 25% of the time
if hasCoins(acc, randDebtParam.Denom) {
debt := (existingCDP.Principal.Add(existingCDP.AccumulatedFees)).AmountOf(randDebtParam.Denom)
maxRepay := acc.GetCoins().AmountOf(randDebtParam.Denom)
payableDebt := debt.Sub(randDebtParam.DebtFloor)
if maxRepay.GT(payableDebt) {
maxRepay = payableDebt
}
randRepayAmount := sdk.NewInt(int64(simulation.RandIntBetween(r, 1, int(maxRepay.Int64()))))
if debt.Equal(randDebtParam.DebtFloor) {
if acc.GetCoins().AmountOf(randDebtParam.Denom).GTE(debt) {
randRepayAmount = debt
}
}
msg := cdp.NewMsgRepayDebt(acc.GetAddress(), randCollateralParam.Denom, sdk.NewCoins(sdk.NewCoin(randDebtParam.Denom, randRepayAmount)))
err := msg.ValidateBasic()
if err != nil {
return simulation.NoOpMsg(cdp.ModuleName), nil, fmt.Errorf("expected repay msg to pass ValidateBasic: %v", err)
}
ok := submitMsg(msg, handler, ctx)
if !ok {
return simulation.NoOpMsg(cdp.ModuleName), nil, fmt.Errorf("could not submit repay msg")
}
return simulation.NewOperationMsg(msg, ok, "repay debt cdp"), nil, nil
}
return simulation.NewOperationMsgBasic(cdp.ModuleName, "no-operation (no valid actions)", "", false, nil), nil, nil
}
}
func submitMsg(msg sdk.Msg, handler sdk.Handler, ctx sdk.Context) (ok bool) {
ctx, write := ctx.CacheContext()
res := handler(ctx, msg)
if res.IsOK() {
write()
} else {
fmt.Println(res.Log)
}
return res.IsOK()
}
func shouldDraw(r *rand.Rand) bool {
threshold := 50
value := simulation.RandIntBetween(r, 1, 100)
if value > threshold {
return true
}
return false
}
func shouldDeposit(r *rand.Rand) bool {
threshold := 66
value := simulation.RandIntBetween(r, 1, 100)
if value > threshold {
return true
}
return false
}
func hasCoins(acc authexported.Account, denom string) bool {
if acc.GetCoins().AmountOf(denom).IsZero() {
return false
}
return true
}
func shouldClose(r *rand.Rand) bool {
threshold := 75
value := simulation.RandIntBetween(r, 1, 100)
if value > threshold {
return true
}
return false
}
func canClose(acc authexported.Account, c cdp.CDP, denom string) bool {
repaymentAmount := c.Principal.Add(c.AccumulatedFees).AmountOf(denom)
if acc.GetCoins().AmountOf(denom).GTE(repaymentAmount) {
return true
}
return false
}

View File

@ -0,0 +1,26 @@
package operations
import (
sdk "github.com/cosmos/cosmos-sdk/types"
)
func ShiftDec(x sdk.Dec, places sdk.Int) sdk.Dec {
neg := places.IsNegative()
for i := 0; i < int(abs(places.Int64())); i++ {
if neg {
x = x.Mul(sdk.MustNewDecFromStr("0.1"))
} else {
x = x.Mul(sdk.NewDecFromInt(sdk.NewInt(10)))
}
}
return x
}
// abs returns the absolute value of x.
func abs(x int64) int64 {
if x < 0 {
return -x
}
return x
}

View File

@ -0,0 +1,28 @@
package operations_test
import (
"testing"
sdk "github.com/cosmos/cosmos-sdk/types"
"github.com/kava-labs/kava/x/cdp/simulation/operations"
"github.com/stretchr/testify/require"
)
func TestShiftDec(t *testing.T) {
tests := []struct {
value sdk.Dec
shift sdk.Int
expected sdk.Dec
}{
{sdk.MustNewDecFromStr("5.5"), sdk.NewInt(1), sdk.MustNewDecFromStr("55")},
{sdk.MustNewDecFromStr("5.5"), sdk.NewInt(-1), sdk.MustNewDecFromStr("0.55")},
{sdk.MustNewDecFromStr("5.5"), sdk.NewInt(2), sdk.MustNewDecFromStr("550")},
{sdk.MustNewDecFromStr("5.5"), sdk.NewInt(-2), sdk.MustNewDecFromStr("0.055")},
}
for _, tt := range tests {
t.Run(tt.value.String(), func(t *testing.T) {
require.Equal(t, tt.expected, operations.ShiftDec(tt.value, tt.shift))
})
}
}

View File

@ -9,6 +9,5 @@ import (
// ParamChanges defines the parameters that can be modified by param change proposals
// on the simulation
func ParamChanges(r *rand.Rand) []simulation.ParamChange {
// TODO implement this
return []simulation.ParamChange{}
}

View File

@ -5,13 +5,11 @@ import (
"time"
"github.com/cosmos/cosmos-sdk/codec"
sdk "github.com/cosmos/cosmos-sdk/types"
"github.com/cosmos/cosmos-sdk/types/module"
"github.com/cosmos/cosmos-sdk/x/simulation"
"github.com/kava-labs/kava/x/pricefeed/types"
pricefeed "github.com/kava-labs/kava/x/pricefeed/types"
sdk "github.com/cosmos/cosmos-sdk/types"
)
// RandomizedGenState generates a random GenesisState for pricefeed
@ -31,7 +29,6 @@ func RandomizedGenState(simState *module.SimulationState) {
}
params = types.NewParams(markets)
pricefeedGenesis := types.NewGenesisState(params, genPrices)
fmt.Printf("Selected randomly generated %s parameters:\n%s\n", types.ModuleName, codec.MustMarshalJSONIndent(simState.Cdc, pricefeedGenesis))
simState.GenState[types.ModuleName] = simState.Cdc.MustMarshalJSON(pricefeedGenesis)
}