[R4R] Fix pricefeed sims so does not always go to zero (#434)

* Generate pricefeed prices using a random walk at the beginning of sims

Co-authored-by: rhuairahrighairigh <ruaridh.odonnell@gmail.com>
Co-authored-by: John Maheswaran <john@kava.io>
Co-authored-by: Ruaridh <rhuairahrighairidh@users.noreply.github.com>
Co-authored-by: John Maheswaran <john@noreply>
Co-authored-by: Kevin Davis <karzak@users.noreply.github.com>
Co-authored-by: Kevin Davis <kjydavis3@gmail.com>
Co-authored-by: Denali Marsh <denali@kava.io>

app/sim_test.go

@@ -304,7 +304,7 @@ func testAndRunTxs(app *App, config simulation.Config) []simulation.WeightedOper
 					})
 				return v
 			}(nil),
-			pricefeedsimops.SimulateMsgUpdatePrices(app.pricefeedKeeper),
+			pricefeedsimops.SimulateMsgUpdatePrices(app.pricefeedKeeper, config.NumBlocks),
 		},
 		{
 			func(_ *rand.Rand) int {

x/cdp/simulation/operations/msgs.go

@@ -156,7 +156,7 @@ func SimulateMsgCdp(ak auth.AccountKeeper, k cdp.Keeper, pfk pricefeed.Keeper) s
 
 		// repay debt 25% of the time
 		if hasCoins(acc, randDebtParam.Denom) {
-			debt := (existingCDP.Principal.Add(existingCDP.AccumulatedFees)).AmountOf(randDebtParam.Denom)
+			debt := existingCDP.Principal.AmountOf(randDebtParam.Denom)
 			maxRepay := acc.GetCoins().AmountOf(randDebtParam.Denom)
 			payableDebt := debt.Sub(randDebtParam.DebtFloor)
 			if maxRepay.GT(payableDebt) {

x/pricefeed/simulation/genesis.go

@@ -12,51 +12,61 @@ import (
 	pricefeed "github.com/kava-labs/kava/x/pricefeed/types"
 )
 
+var (
+	// BaseAssets is a list of collateral asset denoms
+	BaseAssets = [3]string{"bnb", "xrp", "btc"}
+	QuoteAsset = "usd"
+)
+
 // RandomizedGenState generates a random GenesisState for pricefeed
 func RandomizedGenState(simState *module.SimulationState) {
-	// get the params with xrp, btc and bnb to usd
+	pricefeedGenesis := loadPricefeedGenState(simState)
-	// getPricefeedSimulationParams is defined to return params with xrp:usd, btc:usd, bnb:usd
-	params := getPricefeedSimulationParams()
-	markets := []types.Market{}
-	genPrices := []types.PostedPrice{}
-	// chose one account to be the oracle
-	oracle := simState.Accounts[simulation.RandIntBetween(simState.Rand, 0, len(simState.Accounts))]
-	for _, market := range params.Markets {
-		updatedMarket := types.Market{market.MarketID, market.BaseAsset, market.QuoteAsset, []sdk.AccAddress{oracle.Address}, true}
-		markets = append(markets, updatedMarket)
-		genPrice := types.PostedPrice{market.MarketID, oracle.Address, getInitialPrice(market.MarketID), simState.GenTimestamp.Add(time.Hour * 24)}
-		genPrices = append(genPrices, genPrice)
-	}
-	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)
 }
 
-// getPricefeedSimulationParams returns the params with xrp:usd, btc:usd, bnb:usd
+// loadPricefeedGenState loads a valid pricefeed gen state
-func getPricefeedSimulationParams() types.Params {
+func loadPricefeedGenState(simState *module.SimulationState) pricefeed.GenesisState {
-	// SET UP THE PRICEFEED GENESIS STATE
+	var markets []pricefeed.Market
-	pricefeedGenesis := pricefeed.GenesisState{
+	var postedPrices []pricefeed.PostedPrice
-		Params: pricefeed.Params{
+	for _, denom := range BaseAssets {
-			Markets: []pricefeed.Market{
+		// Select an account to be the oracle
-				pricefeed.Market{MarketID: "btc:usd", BaseAsset: "btc", QuoteAsset: "usd", Oracles: []sdk.AccAddress{}, Active: true},
+		oracle := simState.Accounts[simulation.RandIntBetween(simState.Rand, 0, len(simState.Accounts))]
-				pricefeed.Market{MarketID: "xrp:usd", BaseAsset: "xrp", QuoteAsset: "usd", Oracles: []sdk.AccAddress{}, Active: true},
+
-				pricefeed.Market{MarketID: "bnb:usd", BaseAsset: "bnb", QuoteAsset: "usd", Oracles: []sdk.AccAddress{}, Active: true},
+		marketID := fmt.Sprintf("%s:%s", denom, QuoteAsset)
-			},
+		// Construct market for asset
-		},
+		market := pricefeed.Market{
+			MarketID:   marketID,
+			BaseAsset:  denom,
+			QuoteAsset: QuoteAsset,
+			Oracles:    []sdk.AccAddress{oracle.Address},
+			Active:     true,
+		}
+
+		// Construct posted price for asset
+		postedPrice := pricefeed.PostedPrice{
+			MarketID:      market.MarketID,
+			OracleAddress: oracle.Address,
+			Price:         getInitialPrice(marketID),
+			Expiry:        simState.GenTimestamp.Add(time.Hour * 24),
+		}
+		markets = append(markets, market)
+		postedPrices = append(postedPrices, postedPrice)
 	}
-	return pricefeedGenesis.Params
+	params := pricefeed.NewParams(markets)
+	return pricefeed.NewGenesisState(params, postedPrices)
 }
 
 // getInitialPrice gets the starting price for each of the base assets
-func getInitialPrice(marketId string) (price sdk.Dec) {
+func getInitialPrice(marketID string) (price sdk.Dec) {
-	switch marketId {
+	switch marketID {
 	case "btc:usd":
 		return sdk.MustNewDecFromStr("7000")
 	case "bnb:usd":
 		return sdk.MustNewDecFromStr("14")
 	case "xrp:usd":
 		return sdk.MustNewDecFromStr("0.2")
+	default:
+		return sdk.MustNewDecFromStr("20") // Catch future additional assets
 	}
-	panic(fmt.Sprintf("Invalid marketId in getInitialPrice: %s\n", marketId))
 }

x/pricefeed/simulation/operations/msg.go

@@ -3,6 +3,7 @@ package operations
 import (
 	"fmt"
 	"math/rand"
+	"sync"
 	"time"
 
 	"github.com/cosmos/cosmos-sdk/baseapp"
@@ -15,44 +16,54 @@ import (
 )
 
 var (
-	noOpMsg = simulation.NoOpMsg(pricefeed.ModuleName)
+	noOpMsg   = simulation.NoOpMsg(pricefeed.ModuleName)
+	btcPrices = []sdk.Dec{}
+	bnbPrices = []sdk.Dec{}
+	xrpPrices = []sdk.Dec{}
+	genPrices sync.Once
 )
 
 // SimulateMsgUpdatePrices updates the prices of various assets by randomly varying them based on current price
-func SimulateMsgUpdatePrices(keeper keeper.Keeper) simulation.Operation {
+func SimulateMsgUpdatePrices(keeper keeper.Keeper, blocks int) simulation.Operation {
 	// get a pricefeed handler
 	handler := pricefeed.NewHandler(keeper)
 
 	return func(r *rand.Rand, app *baseapp.BaseApp, ctx sdk.Context, accs []simulation.Account) (
 		simulation.OperationMsg, []simulation.FutureOperation, error) {
+		genPrices.Do(func() {
+			// generate a random walk for each asset exactly once, with observations equal to the number of blocks in the sim
+			for _, m := range keeper.GetMarkets(ctx) {
+				startPrice := getStartPrice(m.MarketID)
+				// allow prices to fluctuate from 10x GAINZ to 100x REKT
+				maxPrice := sdk.MustNewDecFromStr("10.0").Mul(startPrice)
+				minPrice := sdk.MustNewDecFromStr("0.01").Mul(startPrice)
+				previousPrice := startPrice
+				for i := 0; i < blocks; i++ {
+					increment := getIncrement(m.MarketID)
+					// note calling r instead of rand here breaks determinism
+					upDown := rand.Intn(2)
+					if upDown == 0 {
+						if previousPrice.Add(increment).GT(maxPrice) {
+							previousPrice = maxPrice
+						} else {
+							previousPrice = previousPrice.Add(increment)
+						}
+					} else {
+						if previousPrice.Sub(increment).LT(minPrice) {
+							previousPrice = minPrice
+						} else {
+							previousPrice = previousPrice.Sub(increment)
+						}
+					}
+					setPrice(m.MarketID, previousPrice)
+				}
+			}
+		})
 
-		// OVERALL LOGIC:
-		// (1) RANDOMLY PICK AN ASSET OUT OF BNB AN BTC [TODO QUESTION - USDX IS EXCLUDED AS IT IS A STABLE DENOM
-		// (2) GET THE CURRENT PRICE OF THAT ASSET IN USD
-		// (3) GENERATE A RANDOM NUMBER IN THE RANGE 0.8-1.2 (UNIFORM DISTRIBUTION)
-		// (4) MULTIPLY THE CURRENT PRICE BY THE RANDOM NUMBER
-		// (5) POST THE NEW PRICE TO THE KEEPER
-
-		// pick a random asset out of BNB and BTC
 		randomMarket := pickRandomAsset(ctx, keeper, r)
-
 		marketID := randomMarket.MarketID
-
-		// Get the current price of the asset
-		currentPrice, err := keeper.GetCurrentPrice(ctx, marketID) //  Note this is marketID AND **NOT** just the base asset
-		if err != nil {
-			return noOpMsg, nil, fmt.Errorf("Error getting current price")
-		}
-
-		// get the address for the account
-		// this address needs to be an oracle and also exist. genesis should add all the accounts as oracles.
 		address := getRandomOracle(r, randomMarket)
-
+		price := pickNewRandomPrice(marketID, int(ctx.BlockHeight()))
-		// generate a new random price based off the current price
-		price, err := pickNewRandomPrice(r, currentPrice.Price)
-		if err != nil {
-			return noOpMsg, nil, fmt.Errorf("Error picking random price")
-		}
 
 		// get the expiry time based off the current time
 		expiry := getExpiryTime(ctx)
@@ -73,6 +84,51 @@ func SimulateMsgUpdatePrices(keeper keeper.Keeper) simulation.Operation {
 	}
 }
 
+func getStartPrice(marketID string) (startPrice sdk.Dec) {
+	switch marketID {
+	case "btc:usd":
+		return sdk.MustNewDecFromStr("7000")
+	case "bnb:usd":
+		return sdk.MustNewDecFromStr("15")
+	case "xrp:usd":
+		return sdk.MustNewDecFromStr("0.25")
+	}
+	return sdk.MustNewDecFromStr("100")
+}
+
+func getIncrement(marketID string) (increment sdk.Dec) {
+	startPrice := getStartPrice(marketID)
+	divisor := sdk.MustNewDecFromStr("20")
+	increment = startPrice.Quo(divisor)
+	return increment
+}
+
+func setPrice(marketID string, price sdk.Dec) {
+	switch marketID {
+	case "btc:usd":
+		btcPrices = append(btcPrices, price)
+		return
+	case "bnb:usd":
+		bnbPrices = append(bnbPrices, price)
+		return
+	case "xrp:usd":
+		xrpPrices = append(xrpPrices, price)
+	}
+	return
+}
+
+func pickNewRandomPrice(marketID string, blockHeight int) (newPrice sdk.Dec) {
+	switch marketID {
+	case "btc:usd":
+		return btcPrices[blockHeight-1]
+	case "bnb:usd":
+		return bnbPrices[blockHeight-1]
+	case "xrp:usd":
+		return xrpPrices[blockHeight-1]
+	}
+	panic("invalid price request")
+}
+
 // getRandomOracle picks a random oracle from the list of oracles
 func getRandomOracle(r *rand.Rand, market pricefeed.Market) sdk.AccAddress {
 	randomIndex := simulation.RandIntBetween(r, 0, len(market.Oracles))
@@ -98,31 +154,6 @@ func getExpiryTime(ctx sdk.Context) (t time.Time) {
 	return t
 }
 
-// pickNewRandomPrice picks a new random price given the current price
-// It takes the current price then generates a random number to multiply it by to create variation while
-// still being in the similar range. Random walk style.
-func pickNewRandomPrice(r *rand.Rand, currentPrice sdk.Dec) (price sdk.Dec, err sdk.Error) {
-	// Pick random price
-	// this is in the range [0-0.4) because when added to 0.8 it gives a multiplier in the range 0.8-1.2
-	got := sdk.MustNewDecFromStr("0.4")
-
-	randomPriceMultiplier := simulation.RandomDecAmount(r, got) // get a random number
-	if err != nil {
-		fmt.Errorf("Error generating random price multiplier\n")
-		return sdk.ZeroDec(), err
-	}
-	// 0.8 offset corresponds to 80% of the the current price
-	offset := sdk.MustNewDecFromStr("0.8")
-
-	// gives a result in range 0.8-1.2 inclusive, so the price can fluctuate from 80% to 120% of its current value
-	randomPriceMultiplier = randomPriceMultiplier.Add(offset)
-
-	// multiply the current price by the price multiplier
-	price = randomPriceMultiplier.Mul(currentPrice)
-	// return the price
-	return price, nil
-}
-
 // submitMsg submits a message to the current instance of the keeper and returns a boolean whether the operation completed successfully or not
 func submitMsg(ctx sdk.Context, handler sdk.Handler, msg sdk.Msg) (ok bool) {
 	ctx, write := ctx.CacheContext()