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[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>
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jmahess
GitHub
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@ -304,7 +304,7 @@ func testAndRunTxs(app *App, config simulation.Config) []simulation.WeightedOper
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})
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return v
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}(nil),
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pricefeedsimops.SimulateMsgUpdatePrices(app.pricefeedKeeper),
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pricefeedsimops.SimulateMsgUpdatePrices(app.pricefeedKeeper, config.NumBlocks),
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},
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{
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func(_ *rand.Rand) int {
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@ -156,7 +156,7 @@ func SimulateMsgCdp(ak auth.AccountKeeper, k cdp.Keeper, pfk pricefeed.Keeper) s
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// repay debt 25% of the time
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if hasCoins(acc, randDebtParam.Denom) {
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debt := (existingCDP.Principal.Add(existingCDP.AccumulatedFees)).AmountOf(randDebtParam.Denom)
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debt := existingCDP.Principal.AmountOf(randDebtParam.Denom)
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maxRepay := acc.GetCoins().AmountOf(randDebtParam.Denom)
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payableDebt := debt.Sub(randDebtParam.DebtFloor)
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if maxRepay.GT(payableDebt) {
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@ -12,51 +12,61 @@ import (
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pricefeed "github.com/kava-labs/kava/x/pricefeed/types"
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)
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var (
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// BaseAssets is a list of collateral asset denoms
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BaseAssets = [3]string{"bnb", "xrp", "btc"}
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QuoteAsset = "usd"
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)
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// RandomizedGenState generates a random GenesisState for pricefeed
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func RandomizedGenState(simState *module.SimulationState) {
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// get the params with xrp, btc and bnb to usd
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// getPricefeedSimulationParams is defined to return params with xrp:usd, btc:usd, bnb:usd
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params := getPricefeedSimulationParams()
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markets := []types.Market{}
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genPrices := []types.PostedPrice{}
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// chose one account to be the oracle
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oracle := simState.Accounts[simulation.RandIntBetween(simState.Rand, 0, len(simState.Accounts))]
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for _, market := range params.Markets {
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updatedMarket := types.Market{market.MarketID, market.BaseAsset, market.QuoteAsset, []sdk.AccAddress{oracle.Address}, true}
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markets = append(markets, updatedMarket)
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genPrice := types.PostedPrice{market.MarketID, oracle.Address, getInitialPrice(market.MarketID), simState.GenTimestamp.Add(time.Hour * 24)}
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genPrices = append(genPrices, genPrice)
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}
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params = types.NewParams(markets)
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pricefeedGenesis := types.NewGenesisState(params, genPrices)
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pricefeedGenesis := loadPricefeedGenState(simState)
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fmt.Printf("Selected randomly generated %s parameters:\n%s\n", types.ModuleName, codec.MustMarshalJSONIndent(simState.Cdc, pricefeedGenesis))
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simState.GenState[types.ModuleName] = simState.Cdc.MustMarshalJSON(pricefeedGenesis)
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}
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// getPricefeedSimulationParams returns the params with xrp:usd, btc:usd, bnb:usd
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func getPricefeedSimulationParams() types.Params {
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// SET UP THE PRICEFEED GENESIS STATE
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pricefeedGenesis := pricefeed.GenesisState{
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Params: pricefeed.Params{
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Markets: []pricefeed.Market{
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pricefeed.Market{MarketID: "btc:usd", BaseAsset: "btc", QuoteAsset: "usd", Oracles: []sdk.AccAddress{}, Active: true},
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pricefeed.Market{MarketID: "xrp:usd", BaseAsset: "xrp", QuoteAsset: "usd", Oracles: []sdk.AccAddress{}, Active: true},
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pricefeed.Market{MarketID: "bnb:usd", BaseAsset: "bnb", QuoteAsset: "usd", Oracles: []sdk.AccAddress{}, Active: true},
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},
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},
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// loadPricefeedGenState loads a valid pricefeed gen state
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func loadPricefeedGenState(simState *module.SimulationState) pricefeed.GenesisState {
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var markets []pricefeed.Market
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var postedPrices []pricefeed.PostedPrice
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for _, denom := range BaseAssets {
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// Select an account to be the oracle
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oracle := simState.Accounts[simulation.RandIntBetween(simState.Rand, 0, len(simState.Accounts))]
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marketID := fmt.Sprintf("%s:%s", denom, QuoteAsset)
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// Construct market for asset
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market := pricefeed.Market{
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MarketID: marketID,
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BaseAsset: denom,
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QuoteAsset: QuoteAsset,
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Oracles: []sdk.AccAddress{oracle.Address},
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Active: true,
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}
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return pricefeedGenesis.Params
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// Construct posted price for asset
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postedPrice := pricefeed.PostedPrice{
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MarketID: market.MarketID,
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OracleAddress: oracle.Address,
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Price: getInitialPrice(marketID),
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Expiry: simState.GenTimestamp.Add(time.Hour * 24),
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}
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markets = append(markets, market)
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postedPrices = append(postedPrices, postedPrice)
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}
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params := pricefeed.NewParams(markets)
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return pricefeed.NewGenesisState(params, postedPrices)
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}
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// getInitialPrice gets the starting price for each of the base assets
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func getInitialPrice(marketId string) (price sdk.Dec) {
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switch marketId {
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func getInitialPrice(marketID string) (price sdk.Dec) {
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switch marketID {
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case "btc:usd":
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return sdk.MustNewDecFromStr("7000")
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case "bnb:usd":
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return sdk.MustNewDecFromStr("14")
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case "xrp:usd":
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return sdk.MustNewDecFromStr("0.2")
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default:
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return sdk.MustNewDecFromStr("20") // Catch future additional assets
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}
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panic(fmt.Sprintf("Invalid marketId in getInitialPrice: %s\n", marketId))
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}
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@ -3,6 +3,7 @@ package operations
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import (
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"fmt"
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"math/rand"
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"sync"
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"time"
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"github.com/cosmos/cosmos-sdk/baseapp"
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@ -16,43 +17,53 @@ import (
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var (
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noOpMsg = simulation.NoOpMsg(pricefeed.ModuleName)
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btcPrices = []sdk.Dec{}
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bnbPrices = []sdk.Dec{}
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xrpPrices = []sdk.Dec{}
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genPrices sync.Once
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)
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// SimulateMsgUpdatePrices updates the prices of various assets by randomly varying them based on current price
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func SimulateMsgUpdatePrices(keeper keeper.Keeper) simulation.Operation {
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func SimulateMsgUpdatePrices(keeper keeper.Keeper, blocks int) simulation.Operation {
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// get a pricefeed handler
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handler := pricefeed.NewHandler(keeper)
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return func(r *rand.Rand, app *baseapp.BaseApp, ctx sdk.Context, accs []simulation.Account) (
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simulation.OperationMsg, []simulation.FutureOperation, error) {
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genPrices.Do(func() {
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// generate a random walk for each asset exactly once, with observations equal to the number of blocks in the sim
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for _, m := range keeper.GetMarkets(ctx) {
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startPrice := getStartPrice(m.MarketID)
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// allow prices to fluctuate from 10x GAINZ to 100x REKT
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maxPrice := sdk.MustNewDecFromStr("10.0").Mul(startPrice)
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minPrice := sdk.MustNewDecFromStr("0.01").Mul(startPrice)
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previousPrice := startPrice
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for i := 0; i < blocks; i++ {
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increment := getIncrement(m.MarketID)
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// note calling r instead of rand here breaks determinism
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upDown := rand.Intn(2)
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if upDown == 0 {
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if previousPrice.Add(increment).GT(maxPrice) {
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previousPrice = maxPrice
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} else {
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previousPrice = previousPrice.Add(increment)
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}
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} else {
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if previousPrice.Sub(increment).LT(minPrice) {
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previousPrice = minPrice
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} else {
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previousPrice = previousPrice.Sub(increment)
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}
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}
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setPrice(m.MarketID, previousPrice)
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}
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}
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})
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// OVERALL LOGIC:
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// (1) RANDOMLY PICK AN ASSET OUT OF BNB AN BTC [TODO QUESTION - USDX IS EXCLUDED AS IT IS A STABLE DENOM
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// (2) GET THE CURRENT PRICE OF THAT ASSET IN USD
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// (3) GENERATE A RANDOM NUMBER IN THE RANGE 0.8-1.2 (UNIFORM DISTRIBUTION)
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// (4) MULTIPLY THE CURRENT PRICE BY THE RANDOM NUMBER
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// (5) POST THE NEW PRICE TO THE KEEPER
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// pick a random asset out of BNB and BTC
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randomMarket := pickRandomAsset(ctx, keeper, r)
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marketID := randomMarket.MarketID
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// Get the current price of the asset
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currentPrice, err := keeper.GetCurrentPrice(ctx, marketID) // Note this is marketID AND **NOT** just the base asset
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if err != nil {
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return noOpMsg, nil, fmt.Errorf("Error getting current price")
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}
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// get the address for the account
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// this address needs to be an oracle and also exist. genesis should add all the accounts as oracles.
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address := getRandomOracle(r, randomMarket)
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// generate a new random price based off the current price
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price, err := pickNewRandomPrice(r, currentPrice.Price)
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if err != nil {
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return noOpMsg, nil, fmt.Errorf("Error picking random price")
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}
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price := pickNewRandomPrice(marketID, int(ctx.BlockHeight()))
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// get the expiry time based off the current time
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expiry := getExpiryTime(ctx)
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@ -73,6 +84,51 @@ func SimulateMsgUpdatePrices(keeper keeper.Keeper) simulation.Operation {
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}
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}
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func getStartPrice(marketID string) (startPrice sdk.Dec) {
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switch marketID {
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case "btc:usd":
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return sdk.MustNewDecFromStr("7000")
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case "bnb:usd":
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return sdk.MustNewDecFromStr("15")
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case "xrp:usd":
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return sdk.MustNewDecFromStr("0.25")
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}
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return sdk.MustNewDecFromStr("100")
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}
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func getIncrement(marketID string) (increment sdk.Dec) {
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startPrice := getStartPrice(marketID)
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divisor := sdk.MustNewDecFromStr("20")
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increment = startPrice.Quo(divisor)
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return increment
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}
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func setPrice(marketID string, price sdk.Dec) {
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switch marketID {
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case "btc:usd":
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btcPrices = append(btcPrices, price)
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return
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case "bnb:usd":
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bnbPrices = append(bnbPrices, price)
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return
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case "xrp:usd":
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xrpPrices = append(xrpPrices, price)
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}
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return
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}
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func pickNewRandomPrice(marketID string, blockHeight int) (newPrice sdk.Dec) {
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switch marketID {
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case "btc:usd":
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return btcPrices[blockHeight-1]
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case "bnb:usd":
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return bnbPrices[blockHeight-1]
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case "xrp:usd":
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return xrpPrices[blockHeight-1]
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}
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panic("invalid price request")
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}
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// getRandomOracle picks a random oracle from the list of oracles
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func getRandomOracle(r *rand.Rand, market pricefeed.Market) sdk.AccAddress {
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randomIndex := simulation.RandIntBetween(r, 0, len(market.Oracles))
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@ -98,31 +154,6 @@ func getExpiryTime(ctx sdk.Context) (t time.Time) {
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return t
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}
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// pickNewRandomPrice picks a new random price given the current price
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// It takes the current price then generates a random number to multiply it by to create variation while
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// still being in the similar range. Random walk style.
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func pickNewRandomPrice(r *rand.Rand, currentPrice sdk.Dec) (price sdk.Dec, err sdk.Error) {
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// Pick random price
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// 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
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got := sdk.MustNewDecFromStr("0.4")
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randomPriceMultiplier := simulation.RandomDecAmount(r, got) // get a random number
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if err != nil {
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fmt.Errorf("Error generating random price multiplier\n")
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return sdk.ZeroDec(), err
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}
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// 0.8 offset corresponds to 80% of the the current price
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offset := sdk.MustNewDecFromStr("0.8")
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// gives a result in range 0.8-1.2 inclusive, so the price can fluctuate from 80% to 120% of its current value
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randomPriceMultiplier = randomPriceMultiplier.Add(offset)
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// multiply the current price by the price multiplier
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price = randomPriceMultiplier.Mul(currentPrice)
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// return the price
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return price, nil
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}
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// submitMsg submits a message to the current instance of the keeper and returns a boolean whether the operation completed successfully or not
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func submitMsg(ctx sdk.Context, handler sdk.Handler, msg sdk.Msg) (ok bool) {
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ctx, write := ctx.CacheContext()
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