Test case reproduces #338 #343 #453 #606 #625 #649

Author: abitmore

tests/tests/market_tests.cpp

@@ -39,24 +39,28 @@ using namespace graphene::wallet;
 BOOST_FIXTURE_TEST_SUITE(market_tests, database_fixture)
 
 /***
- * Reproduce bitshares-core issue #338
+ * Reproduce bitshares-core issue #338 #343 #453 #606 #625 #649
  */
-BOOST_AUTO_TEST_CASE(issue_338)
+BOOST_AUTO_TEST_CASE(issue_338_etc)
 { try {
    generate_blocks(HARDFORK_436_TIME);
    generate_block();
 
    set_expiration( db, trx );
 
-   ACTORS((buyer)(seller)(borrower)(feedproducer));
+   ACTORS((buyer)(seller)(borrower)(borrower2)(borrower3)(feedproducer));
 
    const auto& bitusd = create_bitasset("USDBIT", feedproducer_id);
    const auto& core   = asset_id_type()(db);
+   asset_id_type usd_id = bitusd.id;
+   asset_id_type core_id = core.id;
 
    int64_t init_balance(1000000);
 
    transfer(committee_account, buyer_id, asset(init_balance));
    transfer(committee_account, borrower_id, asset(init_balance));
+   transfer(committee_account, borrower2_id, asset(init_balance));
+   transfer(committee_account, borrower3_id, asset(init_balance));
    update_feed_producers( bitusd, {feedproducer.id} );
 
    price_feed current_feed;
@@ -66,6 +70,13 @@ BOOST_AUTO_TEST_CASE(issue_338)
    publish_feed( bitusd, feedproducer, current_feed );
    // start out with 300% collateral, call price is 15/1.75 CORE/USD = 60/7
    const call_order_object& call = *borrow( borrower, bitusd.amount(1000), asset(15000));
+   call_order_id_type call_id = call.id;
+   // create another position with 310% collateral, call price is 15.5/1.75 CORE/USD = 63/7
+   const call_order_object& call2 = *borrow( borrower2, bitusd.amount(1000), asset(15500));
+   call_order_id_type call2_id = call2.id;
+   // create yet another position with 320% collateral, call price is 16/1.75 CORE/USD = 64/7
+   const call_order_object& call3 = *borrow( borrower3, bitusd.amount(1000), asset(16000));
+   call_order_id_type call3_id = call3.id;
    transfer(borrower, seller, bitusd.amount(1000));
 
    BOOST_CHECK_EQUAL( 1000, call.debt.value );
@@ -78,48 +89,143 @@ BOOST_AUTO_TEST_CASE(issue_338)
    publish_feed( bitusd, feedproducer, current_feed );
    // settlement price = 1/10, mssp = 1/11
 
-   // This order slightly below the call price will not be matched
+   // This order slightly below the call price will not be matched #606
    limit_order_id_type sell_low = create_sell_order(seller, bitusd.amount(7), core.amount(59))->id;
    // This order above the MSSP will not be matched
    limit_order_id_type sell_high = create_sell_order(seller, bitusd.amount(7), core.amount(78))->id;
-   // This would match but is blocked by sell_low?!
+   // This would match but is blocked by sell_low?! #606
    limit_order_id_type sell_med = create_sell_order(seller, bitusd.amount(7), core.amount(60))->id;
 
    cancel_limit_order( sell_med(db) );
    cancel_limit_order( sell_high(db) );
    cancel_limit_order( sell_low(db) );
 
    // current implementation: an incoming limit order will be filled at the
-   // requested price
+   // requested price #338
    BOOST_CHECK( !create_sell_order(seller, bitusd.amount(7), core.amount(60)) );
    BOOST_CHECK_EQUAL( 993, get_balance(seller, bitusd) );
    BOOST_CHECK_EQUAL( 60, get_balance(seller, core) );
    BOOST_CHECK_EQUAL( 993, call.debt.value );
    BOOST_CHECK_EQUAL( 14940, call.collateral.value );
 
-   auto buy_low = create_sell_order(buyer, asset(90), bitusd.amount(10))->id;
+   limit_order_id_type buy_low = create_sell_order(buyer, asset(90), bitusd.amount(10))->id;
    // margin call takes precedence
    BOOST_CHECK( !create_sell_order(seller, bitusd.amount(7), core.amount(60)) );
    BOOST_CHECK_EQUAL( 986, get_balance(seller, bitusd) );
    BOOST_CHECK_EQUAL( 120, get_balance(seller, core) );
    BOOST_CHECK_EQUAL( 986, call.debt.value );
    BOOST_CHECK_EQUAL( 14880, call.collateral.value );
 
-   auto buy_med = create_sell_order(buyer, asset(105), bitusd.amount(10))->id;
+   limit_order_id_type buy_med = create_sell_order(buyer, asset(105), bitusd.amount(10))->id;
    // margin call takes precedence
    BOOST_CHECK( !create_sell_order(seller, bitusd.amount(7), core.amount(70)) );
    BOOST_CHECK_EQUAL( 979, get_balance(seller, bitusd) );
    BOOST_CHECK_EQUAL( 190, get_balance(seller, core) );
    BOOST_CHECK_EQUAL( 979, call.debt.value );
    BOOST_CHECK_EQUAL( 14810, call.collateral.value );
 
-   auto buy_high = create_sell_order(buyer, asset(115), bitusd.amount(10))->id;
-   // margin call still has precedence (!))
+   limit_order_id_type buy_high = create_sell_order(buyer, asset(115), bitusd.amount(10))->id;
+   // margin call still has precedence (!) #625
    BOOST_CHECK( !create_sell_order(seller, bitusd.amount(7), core.amount(77)) );
    BOOST_CHECK_EQUAL( 972, get_balance(seller, bitusd) );
    BOOST_CHECK_EQUAL( 267, get_balance(seller, core) );
    BOOST_CHECK_EQUAL( 972, call.debt.value );
    BOOST_CHECK_EQUAL( 14733, call.collateral.value );
+
+   cancel_limit_order( buy_high(db) );
+   cancel_limit_order( buy_med(db) );
+   cancel_limit_order( buy_low(db) );
+
+   // call with more usd
+   BOOST_CHECK( !create_sell_order(seller, bitusd.amount(700), core.amount(7700)) );
+   BOOST_CHECK_EQUAL( 272, get_balance(seller, bitusd) );
+   BOOST_CHECK_EQUAL( 7967, get_balance(seller, core) );
+   BOOST_CHECK_EQUAL( 272, call.debt.value );
+   BOOST_CHECK_EQUAL( 7033, call.collateral.value );
+
+   // at this moment, collateralization of call is 7033 / 272 = 25.8
+   // collateralization of call2 is 15500 / 1000 = 15.5
+   // collateralization of call3 is 16000 / 1000 = 16
+
+   // call more, still matches with the first call order #343
+   BOOST_CHECK( !create_sell_order(seller, bitusd.amount(10), core.amount(110)) );
+   BOOST_CHECK_EQUAL( 262, get_balance(seller, bitusd) );
+   BOOST_CHECK_EQUAL( 8077, get_balance(seller, core) );
+   BOOST_CHECK_EQUAL( 262, call.debt.value );
+   BOOST_CHECK_EQUAL( 6923, call.collateral.value );
+
+   // at this moment, collateralization of call is 6923 / 262 = 26.4
+   // collateralization of call2 is 15500 / 1000 = 15.5
+   // collateralization of call3 is 16000 / 1000 = 16
+
+   // force settle
+   force_settle( seller, bitusd.amount(10) );
+   BOOST_CHECK_EQUAL( 252, get_balance(seller, bitusd) );
+   BOOST_CHECK_EQUAL( 8077, get_balance(seller, core) );
+   BOOST_CHECK_EQUAL( 262, call.debt.value );
+   BOOST_CHECK_EQUAL( 6923, call.collateral.value );
+
+   // generate blocks to let the settle order execute
+   generate_blocks( HARDFORK_436_TIME + fc::days(2) );
+   // call2 get settled #343
+   BOOST_CHECK_EQUAL( 252, get_balance(seller_id, usd_id) );
+   BOOST_CHECK_EQUAL( 8177, get_balance(seller_id, core_id) );
+   BOOST_CHECK_EQUAL( 262, call_id(db).debt.value );
+   BOOST_CHECK_EQUAL( 6923, call_id(db).collateral.value );
+   BOOST_CHECK_EQUAL( 990, call2_id(db).debt.value );
+   BOOST_CHECK_EQUAL( 15400, call2_id(db).collateral.value );
+
+   set_expiration( db, trx );
+   update_feed_producers( usd_id(db), {feedproducer_id} );
+
+   // at this moment, collateralization of call is 8177 / 252 = 32.4
+   // collateralization of call2 is 15400 / 990 = 15.5
+   // collateralization of call3 is 16000 / 1000 = 16
+
+   // adjust price feed to get call2 into black swan territory, but not the first call order
+   current_feed.settlement_price = asset(1, usd_id) / asset(20, core_id);
+   publish_feed( usd_id(db), feedproducer_id(db), current_feed );
+   // settlement price = 1/20, mssp = 1/22
+
+   // black swan event doesn't occur #649
+   BOOST_CHECK( !usd_id(db).bitasset_data(db).has_settlement() );
+
+   // generate a block
+   generate_block();
+
+   set_expiration( db, trx );
+   update_feed_producers( usd_id(db), {feedproducer_id} );
+
+   // adjust price feed back
+   current_feed.settlement_price = asset(1, usd_id) / asset(10, core_id);
+   publish_feed( usd_id(db), feedproducer_id(db), current_feed );
+   // settlement price = 1/10, mssp = 1/11
+
+   transfer(borrower2_id, seller_id, asset(1000, usd_id));
+   transfer(borrower3_id, seller_id, asset(1000, usd_id));
+
+   // Re-create sell_low, slightly below the call price, will not be matched, will expire soon
+   sell_low = create_sell_order(seller_id(db), asset(7, usd_id), asset(59), db.head_block_time() )->id;
+   // This would match but is blocked by sell_low, it has an amount same as call's debt which will be full filled later
+   sell_med = create_sell_order(seller_id(db), asset(262, usd_id), asset(2620))->id; // 1/10
+   // Another big order above sell_med, blocked
+   limit_order_id_type sell_med2 = create_sell_order(seller_id(db), asset(1200, usd_id), asset(12120))->id; // 1/10.1
+   // Another small order above sell_med2, blocked
+   limit_order_id_type sell_med3 = create_sell_order(seller_id(db), asset(120, usd_id), asset(1224))->id; // 1/10.2
+
+   // generate a block, sell_low will expire
+   generate_block();
+   BOOST_CHECK( db.find<limit_order_object>( sell_low ) == nullptr );
+
+   // #453 multiple order matching issue occurs
+   BOOST_CHECK( db.find<limit_order_object>( sell_med ) == nullptr ); // sell_med get filled
+   BOOST_CHECK( db.find<limit_order_object>( sell_med2 ) != nullptr ); // sell_med2 is still there
+   BOOST_CHECK( db.find<limit_order_object>( sell_med3 ) == nullptr ); // sell_med3 get filled
+   BOOST_CHECK( db.find<call_order_object>( call_id ) == nullptr ); // the first call order get filled
+   BOOST_CHECK( db.find<call_order_object>( call2_id ) == nullptr ); // the second call order get filled
+   BOOST_CHECK( db.find<call_order_object>( call3_id ) != nullptr ); // the third call order is still there
+
+
 } FC_LOG_AND_RETHROW() }
 
 /***