Merge pull request #547 from pmconrad/issue_338_test

Unit test for issue #338
bitshares · Dec 23, 2017 · f4e8207 · f4e8207
2 parents f9af1b5 + 72032c6
commit f4e8207
Showing 1 changed file with 125 additions and 0 deletions.
diff --git a/tests/tests/market_tests.cpp b/tests/tests/market_tests.cpp
@@ -0,0 +1,125 @@
+/*
+ * Copyright (c) 2017 Peter Conrad, and other contributors.
+ *
+ * The MIT License
+ *
+ * Permission is hereby granted, free of charge, to any person obtaining a copy
+ * of this software and associated documentation files (the "Software"), to deal
+ * in the Software without restriction, including without limitation the rights
+ * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+ * copies of the Software, and to permit persons to whom the Software is
+ * furnished to do so, subject to the following conditions:
+ *
+ * The above copyright notice and this permission notice shall be included in
+ * all copies or substantial portions of the Software.
+ *
+ * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+ * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+ * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+ * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+ * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+ * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+ * THE SOFTWARE.
+ */
+
+#include <boost/test/unit_test.hpp>
+
+#include <graphene/app/database_api.hpp>
+#include <graphene/chain/hardfork.hpp>
+#include <graphene/wallet/wallet.hpp>
+
+#include <iostream>
+
+#include "../common/database_fixture.hpp"
+
+using namespace graphene::chain;
+using namespace graphene::chain::test;
+using namespace graphene::wallet;
+
+BOOST_FIXTURE_TEST_SUITE(market_tests, database_fixture)
+
+/***
+ * Reproduce bitshares-core issue #338
+ */
+BOOST_AUTO_TEST_CASE(issue_338)
+{ try {
+   generate_blocks(HARDFORK_436_TIME);
+   generate_block();
+
+   set_expiration( db, trx );
+
+   ACTORS((buyer)(seller)(borrower)(feedproducer));
+
+   const auto& bitusd = create_bitasset("USDBIT", feedproducer_id);
+   const auto& core   = asset_id_type()(db);
+
+   int64_t init_balance(1000000);
+
+   transfer(committee_account, buyer_id, asset(init_balance));
+   transfer(committee_account, borrower_id, asset(init_balance));
+   update_feed_producers( bitusd, {feedproducer.id} );
+
+   price_feed current_feed;
+   current_feed.maintenance_collateral_ratio = 1750;
+   current_feed.maximum_short_squeeze_ratio = 1100;
+   current_feed.settlement_price = bitusd.amount( 1 ) / core.amount(5);
+   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));
+   transfer(borrower, seller, bitusd.amount(1000));
+
+   BOOST_CHECK_EQUAL( 1000, call.debt.value );
+   BOOST_CHECK_EQUAL( 15000, call.collateral.value );
+   BOOST_CHECK_EQUAL( 1000, get_balance(seller, bitusd) );
+   BOOST_CHECK_EQUAL( 0, get_balance(seller, core) );
+
+   // adjust price feed to get call_order into margin call territory
+   current_feed.settlement_price = bitusd.amount( 1 ) / core.amount(10);
+   publish_feed( bitusd, feedproducer, current_feed );
+   // settlement price = 1/10, mssp = 1/11
+
+   // This order slightly below the call price will not be matched
+   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?!
+   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
+   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;
+   // 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;
+   // 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 (!))
+   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 );
+} FC_LOG_AND_RETHROW() }
+
+BOOST_AUTO_TEST_SUITE_END()