mirror of
https://github.com/0glabs/0g-chain.git
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c63ecf908a
* Add 'InterestFactor' to CDP type (#734) * update cdp type to include interest factor * fix build * Add cdp accumulator methods (#735) * remame fees to interest * add accumulate interest method * add basic test * add note * address review comments * update tests * Add sync cdp interest method (#737) * remame fees to interest * add accumulate interest method * add basic test * add note * address review comments * update tests * remove old fee functions * add method to synchronize cdp interest * add multi-cdp tests * add test with many blocks * add test for interest getter * address review comments * calculate time difference then convert to seconds * fix: update collateral index when syncing interest * fix: differentiate between case when apy is zero and all fees are being rounded to zero * fix: round time difference properly * update cdp genesis state and migrations (#738) * remame fees to interest * add accumulate interest method * add basic test * add note * address review comments * update tests * remove old fee functions * add method to synchronize cdp interest * add multi-cdp tests * add test with many blocks * add test for interest getter * update cdp genesis state and migrations * address review comments * calculate time difference then convert to seconds * fix: update collateral index when syncing interest * fix: differentiate between case when apy is zero and all fees are being rounded to zero * fix: simplify add/remove/update collateral index * update genesis state to include total principal amounts * update migration * Delete kava-4-cdp-state-block-500000.json * Add cdp liquidations by external keeper (#750) * feat: split liquidations between external keepers and automated begin blocker * address review comments * USDX incentive accumulators (#752) * feat: split liquidations between external keepers and automated begin blocker * wip: refactor usdx minting incentives to use accumulators/hooks * wip: refactor usdx minting claim object * feat: use accumulators/hooks for usdx minting rewards * fix: get tests passing * fix: don't create claim objects unless that cdp type is eligable for rewards * add begin blocker * update client * cleanup comments/tests * update querier * address review comments * fix: check for division by zero * address review comments * run hook before interest is synced * Remove savings rate (#764) * remove savings rate * remove savings rate from debt param * update migrations * address review comments * Add usdx incentives calculation test (#765) * add usdx incentive calculation test * update reward calculation * add allowable error to test criteria * Update x/incentive/keeper/rewards_test.go Co-authored-by: Kevin Davis <karzak@users.noreply.github.com> * fix: remove old fields from test genesis state Co-authored-by: Ruaridh <rhuairahrighairidh@users.noreply.github.com> Co-authored-by: Ruaridh <rhuairahrighairidh@users.noreply.github.com>
294 lines
11 KiB
Go
294 lines
11 KiB
Go
package simulation
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import (
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"fmt"
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"math/rand"
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"github.com/cosmos/cosmos-sdk/baseapp"
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"github.com/cosmos/cosmos-sdk/codec"
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"github.com/cosmos/cosmos-sdk/simapp/helpers"
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sdk "github.com/cosmos/cosmos-sdk/types"
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"github.com/cosmos/cosmos-sdk/x/simulation"
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appparams "github.com/kava-labs/kava/app/params"
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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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)
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// Simulation operation weights constants
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const (
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OpWeightMsgCdp = "op_weight_msg_cdp"
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)
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// WeightedOperations returns all the operations from the module with their respective weights
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func WeightedOperations(
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appParams simulation.AppParams, cdc *codec.Codec, ak types.AccountKeeper,
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k keeper.Keeper, pfk types.PricefeedKeeper,
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) simulation.WeightedOperations {
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var weightMsgCdp int
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appParams.GetOrGenerate(cdc, OpWeightMsgCdp, &weightMsgCdp, nil,
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func(_ *rand.Rand) {
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weightMsgCdp = appparams.DefaultWeightMsgCdp
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},
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)
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return simulation.WeightedOperations{
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simulation.NewWeightedOperation(
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weightMsgCdp,
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SimulateMsgCdp(ak, k, pfk),
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),
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}
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}
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// SimulateMsgCdp generates a MsgCreateCdp or MsgDepositCdp with random values.
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func SimulateMsgCdp(ak types.AccountKeeper, k keeper.Keeper, pfk types.PricefeedKeeper) simulation.Operation {
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return func(
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r *rand.Rand, app *baseapp.BaseApp, ctx sdk.Context, accs []simulation.Account, chainID string,
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) (simulation.OperationMsg, []simulation.FutureOperation, error) {
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simAccount, _ := simulation.RandomAcc(r, accs)
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acc := ak.GetAccount(ctx, simAccount.Address)
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if acc == nil {
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return simulation.NoOpMsg(types.ModuleName), nil, nil
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}
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coins := acc.GetCoins()
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collateralParams := k.GetParams(ctx).CollateralParams
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if len(collateralParams) == 0 {
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return simulation.NoOpMsg(types.ModuleName), nil, nil
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}
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randCollateralParam := collateralParams[r.Intn(len(collateralParams))]
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debtParam, _ := k.GetDebtParam(ctx, randCollateralParam.DebtLimit.Denom)
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if coins.AmountOf(randCollateralParam.Denom).IsZero() {
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return simulation.NoOpMsg(types.ModuleName), nil, nil
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}
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price, err := pfk.GetCurrentPrice(ctx, randCollateralParam.SpotMarketID)
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if err != nil {
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return simulation.NoOpMsg(types.ModuleName), nil, nil // pricefeed going down is an expected event
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}
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// convert the price to the same units as the debt param
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priceShifted := ShiftDec(price.Price, debtParam.ConversionFactor)
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spendableCoins := acc.SpendableCoins(ctx.BlockTime())
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fees, err := simulation.RandomFees(r, ctx, spendableCoins)
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if err != nil {
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return simulation.NoOpMsg(types.ModuleName), nil, err
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}
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spendableCoins = spendableCoins.Sub(fees)
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existingCDP, found := k.GetCdpByOwnerAndCollateralType(ctx, acc.GetAddress(), randCollateralParam.Type)
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if !found {
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// 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
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// (debtFloor * liquidationRatio)/priceShifted
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minCollateralDeposit := (sdk.NewDecFromInt(debtParam.DebtFloor).Mul(randCollateralParam.LiquidationRatio)).Quo(priceShifted)
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// convert to proper collateral units
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minCollateralDeposit = ShiftDec(minCollateralDeposit, randCollateralParam.ConversionFactor)
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// convert to integer and always round up
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minCollateralDepositRounded := minCollateralDeposit.TruncateInt().Add(sdk.OneInt())
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if spendableCoins.AmountOf(randCollateralParam.Denom).LT(minCollateralDepositRounded) {
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// account doesn't have enough funds to open a cdp for the min debt amount
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return simulation.NewOperationMsgBasic(types.ModuleName, "no-operation", "insufficient funds to open cdp", false, nil), nil, nil
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}
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// set the max collateral deposit to the amount of coins in the account
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maxCollateralDeposit := spendableCoins.AmountOf(randCollateralParam.Denom)
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// randomly select a collateral deposit amount
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collateralDeposit := sdk.NewInt(int64(simulation.RandIntBetween(r, int(minCollateralDepositRounded.Int64()), int(maxCollateralDeposit.Int64()))))
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// calculate how much the randomly selected deposit is worth
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collateralDepositValue := ShiftDec(sdk.NewDecFromInt(collateralDeposit), randCollateralParam.ConversionFactor.Neg()).Mul(priceShifted)
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// calculate the max amount of debt that could be drawn for the chosen deposit
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maxDebtDraw := collateralDepositValue.Quo(randCollateralParam.LiquidationRatio).TruncateInt()
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// check that the debt limit hasn't been reached
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availableAssetDebt := randCollateralParam.DebtLimit.Amount.Sub(k.GetTotalPrincipal(ctx, randCollateralParam.Type, debtParam.Denom))
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if availableAssetDebt.LTE(debtParam.DebtFloor) {
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// debt limit has been reached
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return simulation.NewOperationMsgBasic(types.ModuleName, "no-operation", "debt limit reached, cannot open cdp", false, nil), nil, nil
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}
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// ensure that the debt draw does not exceed the debt limit
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maxDebtDraw = sdk.MinInt(maxDebtDraw, availableAssetDebt)
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// randomly select a debt draw amount
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debtDraw := sdk.NewInt(int64(simulation.RandIntBetween(r, int(debtParam.DebtFloor.Int64()), int(maxDebtDraw.Int64()))))
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msg := types.NewMsgCreateCDP(acc.GetAddress(), sdk.NewCoin(randCollateralParam.Denom, collateralDeposit), sdk.NewCoin(debtParam.Denom, debtDraw), randCollateralParam.Type)
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tx := helpers.GenTx(
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[]sdk.Msg{msg},
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fees,
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helpers.DefaultGenTxGas,
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chainID,
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[]uint64{acc.GetAccountNumber()},
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[]uint64{acc.GetSequence()},
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simAccount.PrivKey,
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)
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_, _, err := app.Deliver(tx)
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if err != nil {
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// to aid debugging, add the stack trace to the comment field of the returned opMsg
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return simulation.NewOperationMsg(msg, false, fmt.Sprintf("%+v", err)), nil, err
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}
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return simulation.NewOperationMsg(msg, true, ""), nil, nil
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}
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// a cdp already exists, deposit to it, draw debt from it, or repay debt to it
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// close 25% of the time
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if canClose(spendableCoins, existingCDP, debtParam.Denom) && shouldClose(r) {
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repaymentAmount := spendableCoins.AmountOf(debtParam.Denom)
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msg := types.NewMsgRepayDebt(acc.GetAddress(), randCollateralParam.Type, sdk.NewCoin(debtParam.Denom, repaymentAmount))
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tx := helpers.GenTx(
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[]sdk.Msg{msg},
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fees,
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helpers.DefaultGenTxGas,
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chainID,
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[]uint64{acc.GetAccountNumber()},
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[]uint64{acc.GetSequence()},
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simAccount.PrivKey,
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)
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_, _, err := app.Deliver(tx)
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if err != nil {
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return simulation.NewOperationMsg(msg, false, fmt.Sprintf("%+v", err)), nil, err
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}
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return simulation.NewOperationMsg(msg, true, ""), nil, nil
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}
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// deposit 25% of the time
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if hasCoins(spendableCoins, randCollateralParam.Denom) && shouldDeposit(r) {
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randDepositAmount := sdk.NewInt(int64(simulation.RandIntBetween(r, 1, int(spendableCoins.AmountOf(randCollateralParam.Denom).Int64()))))
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msg := types.NewMsgDeposit(acc.GetAddress(), acc.GetAddress(), sdk.NewCoin(randCollateralParam.Denom, randDepositAmount), randCollateralParam.Type)
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tx := helpers.GenTx(
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[]sdk.Msg{msg},
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fees,
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helpers.DefaultGenTxGas,
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chainID,
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[]uint64{acc.GetAccountNumber()},
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[]uint64{acc.GetSequence()},
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simAccount.PrivKey,
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)
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_, _, err := app.Deliver(tx)
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if err != nil {
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return simulation.NewOperationMsg(msg, false, fmt.Sprintf("%+v", err)), nil, err
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}
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return simulation.NewOperationMsg(msg, true, ""), nil, nil
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}
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// draw debt 25% of the time
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if shouldDraw(r) {
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collateralShifted := ShiftDec(sdk.NewDecFromInt(existingCDP.Collateral.Amount), randCollateralParam.ConversionFactor.Neg())
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collateralValue := collateralShifted.Mul(priceShifted)
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newFeesAccumulated := k.CalculateNewInterest(ctx, existingCDP)
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totalFees := existingCDP.AccumulatedFees.Add(newFeesAccumulated)
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// given the current collateral value, calculate how much debt we could add while maintaining a valid liquidation ratio
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debt := existingCDP.Principal.Add(totalFees)
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maxTotalDebt := collateralValue.Quo(randCollateralParam.LiquidationRatio)
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maxDebt := (maxTotalDebt.Sub(sdk.NewDecFromInt(debt.Amount))).Mul(sdk.MustNewDecFromStr("0.95")).TruncateInt()
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if maxDebt.LTE(sdk.OneInt()) {
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// debt in cdp is maxed out
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return simulation.NewOperationMsgBasic(types.ModuleName, "no-operation", "cdp debt maxed out, cannot draw more debt", false, nil), nil, nil
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}
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// check if the debt limit has been reached
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availableAssetDebt := randCollateralParam.DebtLimit.Amount.Sub(k.GetTotalPrincipal(ctx, randCollateralParam.Type, debtParam.Denom))
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if availableAssetDebt.LTE(sdk.OneInt()) {
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// debt limit has been reached
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return simulation.NewOperationMsgBasic(types.ModuleName, "no-operation", "debt limit reached, cannot draw more debt", false, nil), nil, nil
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}
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maxDraw := sdk.MinInt(maxDebt, availableAssetDebt)
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randDrawAmount := sdk.NewInt(int64(simulation.RandIntBetween(r, 1, int(maxDraw.Int64()))))
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msg := types.NewMsgDrawDebt(acc.GetAddress(), randCollateralParam.Type, sdk.NewCoin(debtParam.Denom, randDrawAmount))
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tx := helpers.GenTx(
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[]sdk.Msg{msg},
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fees,
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helpers.DefaultGenTxGas,
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chainID,
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[]uint64{acc.GetAccountNumber()},
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[]uint64{acc.GetSequence()},
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simAccount.PrivKey,
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)
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_, _, err := app.Deliver(tx)
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if err != nil {
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return simulation.NewOperationMsg(msg, false, fmt.Sprintf("%+v", err)), nil, err
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}
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return simulation.NewOperationMsg(msg, true, ""), nil, nil
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}
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// repay debt 25% of the time
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if hasCoins(spendableCoins, debtParam.Denom) {
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debt := existingCDP.Principal.Amount
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payableDebt := debt.Sub(debtParam.DebtFloor)
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if payableDebt.IsZero() {
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return simulation.NewOperationMsgBasic(types.ModuleName, "no-operation", "cannot make partial repayment, cdp at debt floor", false, nil), nil, nil
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}
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maxRepay := sdk.MinInt(
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spendableCoins.AmountOf(debtParam.Denom),
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payableDebt,
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)
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var randRepayAmount sdk.Int
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if maxRepay.Equal(sdk.OneInt()) {
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randRepayAmount = sdk.OneInt()
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} else {
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randRepayAmount = sdk.NewInt(int64(simulation.RandIntBetween(r, 1, int(maxRepay.Int64()))))
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}
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msg := types.NewMsgRepayDebt(acc.GetAddress(), randCollateralParam.Type, sdk.NewCoin(debtParam.Denom, randRepayAmount))
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tx := helpers.GenTx(
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[]sdk.Msg{msg},
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fees,
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helpers.DefaultGenTxGas,
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chainID,
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[]uint64{acc.GetAccountNumber()},
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[]uint64{acc.GetSequence()},
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simAccount.PrivKey,
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)
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_, _, err := app.Deliver(tx)
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if err != nil {
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return simulation.NewOperationMsg(msg, false, fmt.Sprintf("%+v", err)), nil, err
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}
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return simulation.NewOperationMsg(msg, true, ""), nil, nil
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}
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return simulation.NoOpMsg(types.ModuleName), nil, nil
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}
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}
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func shouldDraw(r *rand.Rand) bool {
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threshold := 50
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value := simulation.RandIntBetween(r, 1, 100)
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return value > threshold
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}
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func shouldDeposit(r *rand.Rand) bool {
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threshold := 66
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value := simulation.RandIntBetween(r, 1, 100)
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return value > threshold
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}
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func hasCoins(spendableCoins sdk.Coins, denom string) bool {
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return spendableCoins.AmountOf(denom).IsPositive()
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}
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func shouldClose(r *rand.Rand) bool {
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threshold := 75
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value := simulation.RandIntBetween(r, 1, 100)
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return value > threshold
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}
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func canClose(spendableCoins sdk.Coins, c types.CDP, denom string) bool {
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repaymentAmount := c.Principal.Add(c.AccumulatedFees).Amount
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return spendableCoins.AmountOf(denom).GTE(repaymentAmount)
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}
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