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increase auction maths safety

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This commit is contained in:
rhuairahrighairigh 2020-05-11 20:45:00 +01:00
parent 8899a7ff04
commit 5987d966ef
8 changed files with 167 additions and 66 deletions
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5
x/auction/genesis_test.go
View File

@ -9,17 +9,20 @@ import (
abci "github.com/tendermint/tendermint/abci/types"
sdk "github.com/cosmos/cosmos-sdk/types"
"github.com/kava-labs/kava/app"
"github.com/kava-labs/kava/x/auction"
)
var _, testAddrs = app.GeneratePrivKeyAddressPairs(2)
var testTime = time.Date(1998, 1, 1, 0, 0, 0, 0, time.UTC)
var testAuction = auction.NewCollateralAuction(
"seller",
c("lotdenom", 10),
testTime,
c("biddenom", 1000),
auction.WeightedAddresses{},
auction.WeightedAddresses{Addresses: testAddrs, Weights: []sdk.Int{sdk.OneInt(), sdk.OneInt()}},
c("debt", 1000),
).WithID(3).(auction.GenesisAuction)

2
x/auction/keeper/auctions.go
View File

@ -343,7 +343,7 @@ func (k Keeper) PlaceReverseBidCollateral(ctx sdk.Context, a types.CollateralAuc
}
// Decrease in lot is sent to weighted addresses (normally the CDP depositors)
// TODO: paying out rateably to cdp depositors is vulnerable to errors compounding over multiple bids - check this can't be gamed.
// Note: splitting an integer amount across weighted buckets results in small errors.
lotPayouts, err := splitCoinIntoWeightedBuckets(a.Lot.Sub(lot), a.LotReturns.Weights)
if err != nil {
return a, err

27
x/auction/keeper/math.go
View File

@ -7,41 +7,52 @@ import (
)
// splitIntIntoWeightedBuckets divides an initial +ve integer among several buckets in proportion to the buckets' weights
// It uses the largest remainder method:
// https://en.wikipedia.org/wiki/Largest_remainder_method
// see also: https://stackoverflow.com/questions/13483430/how-to-make-rounded-percentages-add-up-to-100
// It uses the largest remainder method: https://en.wikipedia.org/wiki/Largest_remainder_method
// See also: https://stackoverflow.com/questions/13483430/how-to-make-rounded-percentages-add-up-to-100
func splitIntIntoWeightedBuckets(amount sdk.Int, buckets []sdk.Int) []sdk.Int {
// Limit input to +ve numbers as algorithm hasn't been designed to work with -ve numbers.
// Limit input to +ve numbers as algorithm hasn't been scoped to work with -ve numbers.
if amount.IsNegative() {
panic("negative amount")
}
if len(buckets) < 1 {
panic("no buckets")
}
for _, bucket := range buckets {
if bucket.IsNegative() {
panic("negative bucket")
}
}
totalWeights := totalInts(buckets...)
// 1) Split the amount by weights, recording whole number part and remainder
totalWeights := totalInts(buckets...)
if !totalWeights.IsPositive() {
panic("total weights must sum to > 0")
}
// split amount by weights, recording whole number part and remainder
quotients := make([]quoRem, len(buckets))
for i := range buckets {
// amount * ( weight/total_weight )
q := amount.Mul(buckets[i]).Quo(totalWeights)
r := amount.Mul(buckets[i]).Mod(totalWeights)
quotients[i] = quoRem{index: i, quo: q, rem: r}
}
// apportion left over to buckets with the highest remainder (to minimize error)
// 2) Calculate total left over from remainders, and apportion it to buckets with the highest remainder (to minimize error)
// sort by decreasing remainder order
sort.Slice(quotients, func(i, j int) bool {
return quotients[i].rem.GT(quotients[j].rem) // decreasing remainder order
return quotients[i].rem.GT(quotients[j].rem)
})
// calculate total left over from remainders
allocated := sdk.ZeroInt()
for _, qr := range quotients {
allocated = allocated.Add(qr.quo)
}
leftToAllocate := amount.Sub(allocated)
// apportion according to largest remainder
results := make([]sdk.Int, len(quotients))
for _, qr := range quotients {
results[qr.index] = qr.quo

96
x/auction/keeper/math_test.go
View File

@ -10,19 +10,97 @@ import (
func TestSplitIntIntoWeightedBuckets(t *testing.T) {
testCases := []struct {
name string
amount sdk.Int
buckets []sdk.Int
want []sdk.Int
name string
amount sdk.Int
buckets []sdk.Int
want []sdk.Int
expectPanic bool
}{
{"2split1,1", i(2), is(1, 1), is(1, 1)},
{"100split1,9", i(100), is(1, 9), is(10, 90)},
{"7split1,2", i(7), is(1, 2), is(2, 5)},
{"17split1,1,1", i(17), is(1, 1, 1), is(6, 6, 5)},
{
name: "0split0",
amount: i(0),
buckets: is(0),
expectPanic: true,
},
{
name: "5splitnil",
amount: i(5),
buckets: is(),
expectPanic: true,
},
{
name: "-2split1,1",
amount: i(-2),
buckets: is(1, 1),
expectPanic: true,
},
{
name: "2split1,-1",
amount: i(2),
buckets: is(1, -1),
expectPanic: true,
},
{
name: "0split0,0,0,1",
amount: i(0),
buckets: is(0, 0, 0, 1),
want: is(0, 0, 0, 0),
},
{
name: "2split1,1",
amount: i(2),
buckets: is(1, 1),
want: is(1, 1),
},
{
name: "100split1,9",
amount: i(100),
buckets: is(1, 9),
want: is(10, 90),
},
{
name: "100split9,1",
amount: i(100),
buckets: is(9, 1),
want: is(90, 10),
},
{
name: "7split1,2",
amount: i(7),
buckets: is(1, 2),
want: is(2, 5),
},
{
name: "17split1,1,1",
amount: i(17),
buckets: is(1, 1, 1),
want: is(6, 6, 5),
},
{
name: "10split1000000,1",
amount: i(10),
buckets: is(1000000, 1),
want: is(10, 0),
},
{
name: "334733353split730777,31547",
amount: i(334733353),
buckets: is(730777, 31547),
want: is(320881194, 13852159),
},
}
for _, tc := range testCases {
t.Run(tc.name, func(t *testing.T) {
got := splitIntIntoWeightedBuckets(tc.amount, tc.buckets)
var got []sdk.Int
run := func() {
got = splitIntIntoWeightedBuckets(tc.amount, tc.buckets)
}
if tc.expectPanic {
require.Panics(t, run)
} else {
require.NotPanics(t, run)
}
require.Equal(t, tc.want, got)
})
}

10
x/auction/types/auctions.go
View File

@ -287,15 +287,23 @@ func NewWeightedAddresses(addrs []sdk.AccAddress, weights []sdk.Int) (WeightedAd
return wa, nil
}
// Validate checks for that the weights are not negative and that lengths match.
// Validate checks for that the weights are not negative, not all zero, and the lengths match.
func (wa WeightedAddresses) Validate() error {
if len(wa.Weights) < 1 {
return fmt.Errorf("must be at least 1 weighted address")
}
if len(wa.Addresses) != len(wa.Weights) {
return fmt.Errorf("number of addresses doesn't match number of weights, %d ≠ %d", len(wa.Addresses), len(wa.Weights))
}
totalWeight := sdk.ZeroInt()
for _, w := range wa.Weights {
if w.IsNegative() {
return fmt.Errorf("weights contain a negative amount: %s", w)
}
totalWeight = totalWeight.Add(w)
}
if !totalWeight.IsPositive() {
return fmt.Errorf("total weight must be positive")
}
return nil
}

87
x/auction/types/auctions_test.go
View File

@ -1,6 +1,7 @@
package types
import (
"fmt"
"testing"
"time"
@ -24,48 +25,65 @@ const (
TestAccAddress2 = "kava1pdfav2cjhry9k79nu6r8kgknnjtq6a7rcr0qlr"
)
func d(amount string) sdk.Dec { return sdk.MustNewDecFromStr(amount) }
func c(denom string, amount int64) sdk.Coin { return sdk.NewInt64Coin(denom, amount) }
func i(n int64) sdk.Int { return sdk.NewInt(n) }
func is(ns ...int64) (is []sdk.Int) {
for _, n := range ns {
is = append(is, sdk.NewInt(n))
}
return
}
func TestNewWeightedAddresses(t *testing.T) {
tests := []struct {
name string
addresses []sdk.AccAddress
weights []sdk.Int
expectpass bool
name string
addresses []sdk.AccAddress
weights []sdk.Int
expectedErr error
}{
{
"normal",
[]sdk.AccAddress{
name: "normal",
addresses: []sdk.AccAddress{
sdk.AccAddress([]byte(TestAccAddress1)),
sdk.AccAddress([]byte(TestAccAddress2)),
},
[]sdk.Int{
sdk.NewInt(6),
sdk.NewInt(8),
},
true,
weights: is(6, 8),
expectedErr: nil,
},
{
"mismatched",
[]sdk.AccAddress{
name: "mismatched",
addresses: []sdk.AccAddress{
sdk.AccAddress([]byte(TestAccAddress1)),
sdk.AccAddress([]byte(TestAccAddress2)),
},
[]sdk.Int{
sdk.NewInt(6),
},
false,
weights: is(6),
expectedErr: fmt.Errorf("number of addresses doesn't match number of weights, %d ≠ %d", 2, 1),
},
{
"negativeWeight",
[]sdk.AccAddress{
name: "negativeWeight",
addresses: []sdk.AccAddress{
sdk.AccAddress([]byte(TestAccAddress1)),
sdk.AccAddress([]byte(TestAccAddress2)),
},
[]sdk.Int{
sdk.NewInt(6),
sdk.NewInt(-8),
weights: is(6, -8),
expectedErr: fmt.Errorf("weights contain a negative amount: %s", i(-8)),
},
{
name: "zero total weights",
addresses: []sdk.AccAddress{
sdk.AccAddress([]byte(TestAccAddress1)),
sdk.AccAddress([]byte(TestAccAddress2)),
},
false,
weights: is(0, 0),
expectedErr: fmt.Errorf("total weight must be positive"),
},
{
name: "no weights",
addresses: nil,
weights: nil,
expectedErr: fmt.Errorf("must be at least 1 weighted address"),
},
}
@ -75,27 +93,16 @@ func TestNewWeightedAddresses(t *testing.T) {
// Attempt to instantiate new WeightedAddresses
weightedAddresses, err := NewWeightedAddresses(tc.addresses, tc.weights)
if tc.expectpass {
// Confirm there is no error
require.Nil(t, err)
if tc.expectedErr != nil {
// Confirm the error
require.EqualError(t, err, tc.expectedErr.Error())
} else {
require.NoError(t, err)
// Check addresses, weights
require.Equal(t, tc.addresses, weightedAddresses.Addresses)
require.Equal(t, tc.weights, weightedAddresses.Weights)
} else {
// Confirm that there is an error
require.NotNil(t, err)
switch tc.name {
case "mismatched":
require.Contains(t, err.Error(), "number of addresses doesn't match number of weights")
case "negativeWeight":
require.Contains(t, err.Error(), "weights contain a negative amount")
default:
// Unexpected error state
t.Fail()
}
}
})
}
}

2
x/auction/types/msg_test.go
View File

@ -39,5 +39,3 @@ func TestMsgPlaceBid_ValidateBasic(t *testing.T) {
})
}
}
func c(denom string, amount int64) sdk.Coin { return sdk.NewInt64Coin(denom, amount) }

4
x/auction/types/params_test.go
View File

@ -5,8 +5,6 @@ import (
"time"
"github.com/stretchr/testify/require"
sdk "github.com/cosmos/cosmos-sdk/types"
)
func TestParams_Validate(t *testing.T) {
@ -105,5 +103,3 @@ func TestParams_Validate(t *testing.T) {
})
}
}
func d(amount string) sdk.Dec { return sdk.MustNewDecFromStr(amount) }