add test with real omnipool data

galacticcouncil · Oct 16, 2024 · 5c33d40 · 5c33d40
1 parent c77fdf9
commit 5c33d40
Showing 1 changed file with 41 additions and 0 deletions.
diff --git a/hydradx/tests/test_solver.py b/hydradx/tests/test_solver.py
@@ -214,3 +214,44 @@ def test_with_lrna_intent():
     assert validate_and_execute_solution(initial_state, intents, intent_deltas)
 
     pprint(intent_deltas)
+
+
+def test_solver_with_real_omnipool():
+    agents = [
+        Agent(holdings={'HDX': 100}),
+        Agent(holdings={'CRUST': 5}),
+    ]
+
+    intents = [
+        {'sell_quantity': mpf(100), 'buy_quantity': mpf(1.149711278057), 'tkn_sell': 'HDX', 'tkn_buy': 'CRU', 'agent': agents[0]},
+        {'sell_quantity': mpf(1.149711278057), 'buy_quantity': mpf(100), 'tkn_sell': 'CRU', 'tkn_buy': 'HDX', 'agent': agents[1]},
+    ]
+
+    liquidity = {'4-Pool': mpf(1392263.9295618401), 'HDX': mpf(140474254.46393022), 'KILT': mpf(1941765.8700688032),
+                 'WETH': mpf(897.820372708098), '2-Pool': mpf(80.37640742108785), 'GLMR': mpf(7389788.325282889),
+                 'BNC': mpf(5294190.655262755), 'RING': mpf(30608622.54045291), 'vASTR': mpf(1709768.9093601815),
+                 'vDOT': mpf(851755.7840315843), 'CFG': mpf(3497639.0397717496), 'CRU': mpf(337868.26827475097),
+                 '2-Pool': mpf(14626788.977583803), 'DOT': mpf(2369965.4990946855), 'PHA': mpf(6002455.470581388),
+                 'ZTG': mpf(9707643.829161936), 'INTR': mpf(52756928.48950746), 'ASTR': mpf(31837859.71273387), }
+    lrna = {'4-Pool': mpf(50483.454258911326), 'HDX': mpf(24725.8021660851), 'KILT': mpf(10802.301353604526),
+            'WETH': mpf(82979.9927924809), '2-Pool': mpf(197326.54331209575), 'GLMR': mpf(44400.11377262768),
+            'BNC': mpf(35968.10763198863), 'RING': mpf(1996.48438233777), 'vASTR': mpf(4292.819030020081),
+            'vDOT': mpf(182410.99000727307), 'CFG': mpf(41595.57689216696), 'CRU': mpf(4744.442135139952),
+            '2-Pool': mpf(523282.70722423657), 'DOT': mpf(363516.4838824808), 'PHA': mpf(24099.247547699764),
+            'ZTG': mpf(4208.90365804613), 'INTR': mpf(19516.483401186168), 'ASTR': mpf(68571.5237579274), }
+
+    initial_state = OmnipoolState(
+        tokens={
+            tkn: {'liquidity': liquidity[tkn], 'LRNA': lrna[tkn]} for tkn in lrna
+        },
+        asset_fee=mpf(0.0025),
+        lrna_fee=mpf(0.0005)
+    )
+    initial_state.last_fee = {tkn: mpf(0.0025) for tkn in lrna}
+    initial_state.last_lrna_fee = {tkn: mpf(0.0005) for tkn in lrna}
+
+    intent_deltas = find_solution2(initial_state, intents)
+
+    assert validate_and_execute_solution(initial_state, intents, intent_deltas)
+
+    pprint(intent_deltas)