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mcr bug testcases
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@oxarbitrage
oxarbitrage committed Dec 12, 2018
1 parent 2e0bf85 commit d9bb527
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285 changes: 285 additions & 0 deletions tests/tests/market_tests.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -1507,4 +1507,289 @@ BOOST_AUTO_TEST_CASE(target_cr_test_call_limit)

} FC_LOG_AND_RETHROW() }

BOOST_AUTO_TEST_CASE(mcr_bug_increase_before1270)
{ try {

generate_blocks(HARDFORK_CORE_453_TIME);

generate_block();

set_expiration( db, trx );

ACTORS((seller)(borrower)(borrower2)(feedproducer));

const auto& bitusd = create_bitasset("USDBIT", feedproducer_id);
const auto& core = asset_id_type()(db);

int64_t init_balance(1000000);

transfer(committee_account, borrower_id, asset(init_balance));
transfer(committee_account, borrower2_id, asset(init_balance));
update_feed_producers( bitusd, {feedproducer.id} );

price_feed current_feed;
current_feed.settlement_price = bitusd.amount( 100 ) / core.amount(100);
current_feed.maintenance_collateral_ratio = 1750;
current_feed.maximum_short_squeeze_ratio = 1100;
publish_feed( bitusd, feedproducer, current_feed );

const call_order_object& b1 = *borrow( borrower, bitusd.amount(1000), asset(1800));
auto b1_id = b1.id;
const call_order_object& b2 = *borrow( borrower2, bitusd.amount(1000), asset(2000) );
auto b2_id = b2.id;

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), init_balance - 1800 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), init_balance - 2000 );

// move order to margin call territory with mcr only
current_feed.maintenance_collateral_ratio = 2000;
publish_feed( bitusd, feedproducer, current_feed );

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), 998200 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), 998000 );

BOOST_CHECK( db.find<call_order_object>( b1_id ) );
BOOST_CHECK( db.find<call_order_object>( b2_id ) );

// attempt to trade the margin call
create_sell_order( borrower2, bitusd.amount(1000), core.amount(1100) );

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 0 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), 998200 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), 998000 );

print_market(bitusd.symbol, core.symbol);

// both calls are still there, no margin call, mcr bug
BOOST_CHECK( db.find<call_order_object>( b1_id ) );
BOOST_CHECK( db.find<call_order_object>( b2_id ) );


} FC_LOG_AND_RETHROW() }

BOOST_AUTO_TEST_CASE(mcr_bug_increase_after1270)
{ try {

generate_blocks(HARDFORK_CORE_1270_TIME);

generate_block();

set_expiration( db, trx );

ACTORS((seller)(borrower)(borrower2)(feedproducer));

const auto& bitusd = create_bitasset("USDBIT", feedproducer_id);
const auto& core = asset_id_type()(db);

int64_t init_balance(1000000);

transfer(committee_account, borrower_id, asset(init_balance));
transfer(committee_account, borrower2_id, asset(init_balance));
update_feed_producers( bitusd, {feedproducer.id} );

price_feed current_feed;
current_feed.settlement_price = bitusd.amount( 100 ) / core.amount(100);
current_feed.maintenance_collateral_ratio = 1750;
current_feed.maximum_short_squeeze_ratio = 1100;
publish_feed( bitusd, feedproducer, current_feed );

const call_order_object& b1 = *borrow( borrower, bitusd.amount(1000), asset(1800));
auto b1_id = b1.id;
const call_order_object& b2 = *borrow( borrower2, bitusd.amount(1000), asset(2000) );
auto b2_id = b2.id;

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), init_balance - 1800 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), init_balance - 2000 );

// move order to margin call territory with mcr only
current_feed.maintenance_collateral_ratio = 2000;
publish_feed( bitusd, feedproducer, current_feed );

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), 998200 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), 998000 );

BOOST_CHECK( db.find<call_order_object>( b1_id ) );
BOOST_CHECK( db.find<call_order_object>( b2_id ) );

// attempt to trade the margin call
create_sell_order( borrower2, bitusd.amount(1000), core.amount(1100) );

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 0 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), 998900 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), 999100 );

print_market(bitusd.symbol, core.symbol);

// b1 is margin called
BOOST_CHECK( ! db.find<call_order_object>( b1_id ) );
BOOST_CHECK( db.find<call_order_object>( b2_id ) );


} FC_LOG_AND_RETHROW() }

BOOST_AUTO_TEST_CASE(mcr_bug_decrease_before1270)
{ try {

generate_blocks(HARDFORK_CORE_453_TIME);

generate_block();

set_expiration( db, trx );

ACTORS((seller)(borrower)(borrower2)(feedproducer));

const auto& bitusd = create_bitasset("USDBIT", feedproducer_id);
const auto& core = asset_id_type()(db);

int64_t init_balance(1000000);

transfer(committee_account, borrower_id, asset(init_balance));
transfer(committee_account, borrower2_id, asset(init_balance));
update_feed_producers( bitusd, {feedproducer.id} );

price_feed current_feed;
current_feed.settlement_price = bitusd.amount( 100 ) / core.amount(100);
current_feed.maintenance_collateral_ratio = 1750;
current_feed.maximum_short_squeeze_ratio = 1100;
publish_feed( bitusd, feedproducer, current_feed );

const call_order_object& b1 = *borrow( borrower, bitusd.amount(1000), asset(1800));
auto b1_id = b1.id;
const call_order_object& b2 = *borrow( borrower2, bitusd.amount(1000), asset(2000) );
auto b2_id = b2.id;

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), init_balance - 1800 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), init_balance - 2000 );

// move order to margin call territory with the feed
current_feed.settlement_price = bitusd.amount( 100 ) / core.amount(150);
publish_feed( bitusd, feedproducer, current_feed );

// getting out of margin call territory with mcr change
current_feed.maintenance_collateral_ratio = 1100;
publish_feed( bitusd, feedproducer, current_feed );

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), 998200 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), 998000 );

BOOST_CHECK( db.find<call_order_object>( b1_id ) );
BOOST_CHECK( db.find<call_order_object>( b2_id ) );

// attempt to trade the margin call
create_sell_order( borrower2, bitusd.amount(1000), core.amount(1100) );

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 0 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), 998350 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), 999650 );

print_market(bitusd.symbol, core.symbol);

// margin call at b1, mcr bug
BOOST_CHECK( !db.find<call_order_object>( b1_id ) );
BOOST_CHECK( db.find<call_order_object>( b2_id ) );


} FC_LOG_AND_RETHROW() }

BOOST_AUTO_TEST_CASE(mcr_bug_decrease_after1270)
{ try {

generate_blocks(HARDFORK_CORE_1270_TIME);

generate_block();

set_expiration( db, trx );

ACTORS((seller)(borrower)(borrower2)(feedproducer));

const auto& bitusd = create_bitasset("USDBIT", feedproducer_id);
const auto& core = asset_id_type()(db);

int64_t init_balance(1000000);

transfer(committee_account, borrower_id, asset(init_balance));
transfer(committee_account, borrower2_id, asset(init_balance));
update_feed_producers( bitusd, {feedproducer.id} );

price_feed current_feed;
current_feed.settlement_price = bitusd.amount( 100 ) / core.amount(100);
current_feed.maintenance_collateral_ratio = 1750;
current_feed.maximum_short_squeeze_ratio = 1100;
publish_feed( bitusd, feedproducer, current_feed );

const call_order_object& b1 = *borrow( borrower, bitusd.amount(1000), asset(1800));
auto b1_id = b1.id;
const call_order_object& b2 = *borrow( borrower2, bitusd.amount(1000), asset(2000) );
auto b2_id = b2.id;

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), init_balance - 1800 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), init_balance - 2000 );

// move order to margin call territory with the feed
current_feed.settlement_price = bitusd.amount( 100 ) / core.amount(150);
publish_feed( bitusd, feedproducer, current_feed );

// getting out of margin call territory with mcr decrease
current_feed.maintenance_collateral_ratio = 1100;
publish_feed( bitusd, feedproducer, current_feed );

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), 998200 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), 998000 );

BOOST_CHECK( db.find<call_order_object>( b1_id ) );
BOOST_CHECK( db.find<call_order_object>( b2_id ) );

// attempt to trade the margin call
create_sell_order( borrower2, bitusd.amount(1000), core.amount(1100) );

BOOST_CHECK_EQUAL( get_balance( borrower, bitusd ), 1000 );
BOOST_CHECK_EQUAL( get_balance( borrower2, bitusd ), 0 );
BOOST_CHECK_EQUAL( get_balance( borrower , core ), 998200 );
BOOST_CHECK_EQUAL( get_balance( borrower2, core ), 998000 );

print_market(bitusd.symbol, core.symbol);

// both calls are there, no margin call, good
BOOST_CHECK( db.find<call_order_object>( b1_id ) );
BOOST_CHECK( db.find<call_order_object>( b2_id ) );


} FC_LOG_AND_RETHROW() }

BOOST_AUTO_TEST_CASE(mcr_bug_cross1270)
{ try {

INVOKE(mcr_bug_increase_before1270);
generate_blocks(HARDFORK_CORE_1270_TIME);
print_market(asset_id_type(1)(db).symbol, asset_id_type()(db).symbol);

// if call orders are created before HF1270 and:
// - mcr changes to put position in margin call territory before or after HF
// - trigger(create_sell_order) is done before of after HF
// margin calls will not be executed just because call was created before HF.
// is this intended behaviour ?

} FC_LOG_AND_RETHROW() }



BOOST_AUTO_TEST_SUITE_END()

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