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add test_calculate_sell_from_buy and improve test_lrna_swap_equivalency
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@jepidoptera
jepidoptera committed Dec 13, 2024
1 parent 4136feb commit 41d5148
Showing 1 changed file with 72 additions and 11 deletions.
83 changes: 72 additions & 11 deletions hydradx/tests/test_omnipool_amm.py
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Original file line number Diff line number Diff line change
Expand Up @@ -2099,6 +2099,37 @@ def test_add_and_remove_liquidity():
raise


@given(tkn_lrna=st.floats(min_value=100000, max_value=10000000))
def test_calculate_sell_from_buy(tkn_lrna):
omnipool = OmnipoolState(
tokens={
"HDX": {"liquidity": mpf(10000000), "LRNA": mpf(1000000)},
"USDT": {"liquidity": mpf(1000000), "LRNA": mpf(1000000)},
"TKN": {"liquidity": mpf(100000), "LRNA": mpf(tkn_lrna)}
},
lrna_fee=0.0005,
asset_fee=0.0025,
)
buy_quantity = 1
tkn_sell = 'TKN'
tkn_buy = 'USDT'
sell_quantity = omnipool.calculate_sell_from_buy(
tkn_sell=tkn_sell,
tkn_buy=tkn_buy,
buy_quantity=1
)
buy_agent = Agent(holdings={tkn: 1000000 for tkn in omnipool.asset_list})
buy_state = omnipool.copy().swap(
agent=buy_agent,
tkn_sell=tkn_sell,
tkn_buy=tkn_buy,
buy_quantity=buy_quantity
)
actual_sell_quantity = buy_agent.initial_holdings[tkn_sell] - buy_agent.holdings[tkn_sell]
if actual_sell_quantity != pytest.approx(sell_quantity, rel=1e-20):
raise AssertionError(f'sell quantity {actual_sell_quantity} != calculated {sell_quantity}')


def test_calculate_sell_from_buy_low_liq_sell_asset():
tokens = {
"HDX": {"liquidity": mpf(10000000), "LRNA": mpf(1000000)},
Expand Down Expand Up @@ -2377,15 +2408,17 @@ def test_lrna_swap_equivalency(lp_lrna_share):
asset_fee={'HDX': 0.007, 'USD': 0.0025},
lp_lrna_share=lp_lrna_share
)
agent = Agent(holdings={'HDX': 1000000})
sell_quantity = 1
agent = Agent(holdings={'HDX': 1000000, 'LRNA': 0})
sell_quantity = 1000
sell_agent = agent.copy()
sell_state = initial_state.copy().swap(
sell_quantity=sell_quantity,
agent=sell_agent,
tkn_sell='HDX',
tkn_buy='LRNA'
).swap(
)
mid_sell_agent = sell_agent.copy()
sell_state.swap(
sell_quantity=sell_agent.holdings['LRNA'],
agent=sell_agent,
tkn_buy='USD',
Expand All @@ -2400,18 +2433,32 @@ def test_lrna_swap_equivalency(lp_lrna_share):
)
buy_quantity = direct_sell_agent.holdings['USD']
if sell_state.liquidity['USD'] != pytest.approx(direct_sell_state.liquidity['USD'], rel=1e-12):
raise AssertionError("Direct swap was not equivalent to LRNA swap.")
if sell_state.lrna['HDX'] != pytest.approx(direct_sell_state.lrna['HDX'], rel=1e-12):
raise AssertionError("Direct swap was not equivalent to LRNA swap.")
raise AssertionError("Direct sell was not equivalent to two LRNA swaps (USD liquidity).")
elif sell_state.lrna['USD'] != pytest.approx(direct_sell_state.lrna['USD'], rel=1e-12):
raise AssertionError("Direct sell was not equivalent to two LRNA swaps (USD LRNA).")
elif sell_state.lrna['HDX'] != pytest.approx(direct_sell_state.lrna['HDX'], rel=1e-12):
raise AssertionError("Direct sell was not equivalent to two LRNA swaps (HDX LRNA).")
elif sell_state.liquidity['HDX'] != pytest.approx(direct_sell_state.liquidity['HDX'], rel=1e-12):
raise AssertionError("Direct sell was not equivalent to two LRNA swaps (HDX liquidity).")
elif sell_agent.holdings['USD'] != pytest.approx(direct_sell_agent.holdings['USD'], rel=1e-12):
raise AssertionError("Direct sell was not equivalent to two LRNA swaps (agent USD).")
elif sell_agent.holdings['HDX'] != pytest.approx(direct_sell_agent.holdings['HDX'], rel=1e-12):
raise AssertionError("Direct sell was not equivalent to two LRNA swaps (agent HDX).")
elif sell_agent.holdings['LRNA'] != pytest.approx(direct_sell_agent.holdings['LRNA'], rel=1e-12):
raise AssertionError("Direct sell was not equivalent to two LRNA swaps (agent LRNA).")
elif direct_sell_state.fail:
raise AssertionError("Sell failed.")
else:
er = 'no problem'

buy_agent = agent.copy()
buy_state = initial_state.copy().swap(
buy_quantity=1,
buy_quantity=mid_sell_agent.holdings['LRNA'],
agent=buy_agent,
tkn_sell='HDX',
tkn_buy='LRNA'
).swap(
buy_quantity=initial_state.calculate_sell_from_buy('USD', 'HDX', 1),
buy_quantity=buy_quantity,
agent=buy_agent,
tkn_buy='USD',
tkn_sell='LRNA'
Expand All @@ -2425,9 +2472,23 @@ def test_lrna_swap_equivalency(lp_lrna_share):
buy_quantity=buy_quantity
)
if buy_state.liquidity['USD'] != pytest.approx(direct_buy_state.liquidity['USD'], rel=1e-12):
raise AssertionError("Direct swap was not equivalent to LRNA swap.")
if buy_state.lrna['HDX'] != pytest.approx(direct_buy_state.lrna['HDX'], rel=1e-12):
raise AssertionError("Direct swap was not equivalent to LRNA swap.")
raise AssertionError("Direct buy was not equivalent to two LRNA swaps (USD liquidity).")
elif buy_state.lrna['USD'] != pytest.approx(direct_buy_state.lrna['USD'], rel=1e-12):
raise AssertionError("Direct buy was not equivalent to two LRNA swaps (USD LRNA).")
elif buy_state.liquidity['HDX'] != pytest.approx(direct_buy_state.liquidity['HDX'], rel=1e-12):
raise AssertionError("Direct buy was not equivalent to two LRNA swaps (HDX liquidity).")
elif buy_state.lrna['HDX'] != pytest.approx(direct_buy_state.lrna['HDX'], rel=1e-12):
raise AssertionError("Direct buy was not equivalent to two LRNA swaps (HDX lrna).")
elif buy_agent.holdings['USD'] != pytest.approx(direct_buy_agent.holdings['USD'], rel=1e-12):
raise AssertionError("Direct buy was not equivalent to two LRNA swaps (agent USD).")
elif buy_agent.holdings['HDX'] != pytest.approx(direct_buy_agent.holdings['HDX'], rel=1e-12):
raise AssertionError("Direct buy was not equivalent to two LRNA swaps (agent HDX).")
elif buy_agent.holdings['LRNA'] != pytest.approx(direct_buy_agent.holdings['LRNA'], rel=1e-12):
raise AssertionError("Direct buy was not equivalent to two LRNA swaps (agent LRNA).")
elif direct_buy_state.fail:
raise AssertionError("Buy failed.")
else:
er = 'no problem'


def test_cash_out_omnipool_exact():
Expand Down

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