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Fix broken update_mia test

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This commit is contained in:
Nathan Hourt 2015-06-19 12:28:02 -04:00
parent 19f1e04986
commit 626b5cbb23
4 changed files with 22 additions and 20 deletions
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4
libraries/chain/asset.cpp
View file

@ -122,7 +122,9 @@ namespace graphene { namespace chain {
{ try { { try {
if( !settlement_price.is_null() ) if( !settlement_price.is_null() )
settlement_price.validate(); settlement_price.validate();
FC_ASSERT( maximum_short_squeeze_ratio >= 1000 ); FC_ASSERT( maximum_short_squeeze_ratio >= GRAPHENE_MIN_COLLATERAL_RATIO );
FC_ASSERT( maximum_short_squeeze_ratio <= GRAPHENE_MAX_COLLATERAL_RATIO );
FC_ASSERT( maintenance_collateral_ratio >= GRAPHENE_MIN_COLLATERAL_RATIO );
FC_ASSERT( maintenance_collateral_ratio <= maximum_short_squeeze_ratio ); FC_ASSERT( maintenance_collateral_ratio <= maximum_short_squeeze_ratio );
} FC_CAPTURE_AND_RETHROW( (*this) ) } } FC_CAPTURE_AND_RETHROW( (*this) ) }

3
libraries/chain/include/graphene/chain/config.hpp
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@ -61,9 +61,10 @@
#define GRAPHENE_DEFAULT_MAX_ASSET_WHITELIST_AUTHORITIES 10 #define GRAPHENE_DEFAULT_MAX_ASSET_WHITELIST_AUTHORITIES 10
#define GRAPHENE_DEFAULT_MAX_ASSET_FEED_PUBLISHERS 10 #define GRAPHENE_DEFAULT_MAX_ASSET_FEED_PUBLISHERS 10
// These are NOT percentages
#define GRAPHENE_MIN_COLLATERAL_RATIO 1001 // lower than this could result in divide by 0 #define GRAPHENE_MIN_COLLATERAL_RATIO 1001 // lower than this could result in divide by 0
#define GRAPHENE_MAX_COLLATERAL_RATIO 32000 // higher than this is unnecessary and may exceed int16 storage #define GRAPHENE_MAX_COLLATERAL_RATIO 32000 // higher than this is unnecessary and may exceed int16 storage
#define GRAPHENE_DEFAULT_MAINTENANCE_COLLATERAL_RATIO 1500 // We require collateral of 1.5x or more #define GRAPHENE_DEFAULT_MAINTENANCE_COLLATERAL_RATIO 1500 // We require collateral of 1.5x or more
#define GRAPHENE_DEFAULT_MAX_SHORT_SQUEEZE_RATIO 1750 // If there is a squeeze you are protected up to 1.75x... but black swan could occur first #define GRAPHENE_DEFAULT_MAX_SHORT_SQUEEZE_RATIO 1750 // If there is a squeeze you are protected up to 1.75x... but black swan could occur first
#define GRAPHENE_DEFAULT_MARGIN_PERIOD_SEC (30*60*60*24) #define GRAPHENE_DEFAULT_MARGIN_PERIOD_SEC (30*60*60*24)

31
tests/tests/operation_tests.cpp
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@ -44,7 +44,7 @@ BOOST_AUTO_TEST_CASE( feed_limit_logic_test )
try { try {
asset usd(100,1); asset usd(100,1);
asset core(100,0); asset core(100,0);
price_feed feed; price_feed feed;
feed.settlement_price = usd / core; feed.settlement_price = usd / core;
FC_ASSERT( usd * feed.settlement_price < usd * feed.maintenance_price() ); FC_ASSERT( usd * feed.settlement_price < usd * feed.maintenance_price() );
@ -56,7 +56,7 @@ BOOST_AUTO_TEST_CASE( feed_limit_logic_test )
} }
} }
BOOST_AUTO_TEST_CASE( call_order_update_test ) BOOST_AUTO_TEST_CASE( call_order_update_test )
{ {
try { try {
ACTORS((dan)(sam)); ACTORS((dan)(sam));
const auto& bitusd = create_bitasset("BITUSD"); const auto& bitusd = create_bitasset("BITUSD");
@ -70,7 +70,7 @@ BOOST_AUTO_TEST_CASE( call_order_update_test )
FC_ASSERT( bitusd.bitasset_data(db).current_feed.settlement_price == current_feed.settlement_price ); FC_ASSERT( bitusd.bitasset_data(db).current_feed.settlement_price == current_feed.settlement_price );
auto default_call_price = ~price::call_price( bitusd.amount(5000), asset(5000), 1750); auto default_call_price = ~price::call_price( bitusd.amount(5000), asset(5000), 1750);
BOOST_TEST_MESSAGE( "attempting to borrow using 2x collateral at 1:1 price now that there is a valid order" ); BOOST_TEST_MESSAGE( "attempting to borrow using 2x collateral at 1:1 price now that there is a valid order" );
borrow( dan, bitusd.amount(5000), asset(10000), default_call_price ); borrow( dan, bitusd.amount(5000), asset(10000), default_call_price );
@ -94,7 +94,7 @@ BOOST_AUTO_TEST_CASE( call_order_update_test )
BOOST_REQUIRE_EQUAL( get_balance( dan, bitusd ), 5000 ); BOOST_REQUIRE_EQUAL( get_balance( dan, bitusd ), 5000 );
BOOST_REQUIRE_EQUAL( get_balance( dan, core ), 10000000 - 10000 ); BOOST_REQUIRE_EQUAL( get_balance( dan, core ), 10000000 - 10000 );
// test just increasing collateral // test just increasing collateral
BOOST_TEST_MESSAGE( "increasing collateral" ); BOOST_TEST_MESSAGE( "increasing collateral" );
borrow( dan, bitusd.amount(0), asset(10000), default_call_price ); borrow( dan, bitusd.amount(0), asset(10000), default_call_price );
@ -123,11 +123,11 @@ BOOST_AUTO_TEST_CASE( call_order_update_test )
cover( dan, bitusd.amount(0), asset(1000), default_call_price ); cover( dan, bitusd.amount(0), asset(1000), default_call_price );
BOOST_TEST_MESSAGE( "attempting change call price without changing debt/collateral ratio" ); BOOST_TEST_MESSAGE( "attempting change call price without changing debt/collateral ratio" );
default_call_price = ~price::call_price( bitusd.amount(100), asset(50), 1750); default_call_price = ~price::call_price( bitusd.amount(100), asset(50), 1750);
cover( dan, bitusd.amount(0), asset(0), default_call_price ); cover( dan, bitusd.amount(0), asset(0), default_call_price );
BOOST_TEST_MESSAGE( "attempting change call price to be below minimum for debt/collateral ratio" ); BOOST_TEST_MESSAGE( "attempting change call price to be below minimum for debt/collateral ratio" );
default_call_price = ~price::call_price( bitusd.amount(100), asset(500), 1750); default_call_price = ~price::call_price( bitusd.amount(100), asset(500), 1750);
BOOST_REQUIRE_THROW( cover( dan, bitusd.amount(0), asset(0), default_call_price ), fc::exception ); BOOST_REQUIRE_THROW( cover( dan, bitusd.amount(0), asset(0), default_call_price ), fc::exception );
} catch (fc::exception& e) { } catch (fc::exception& e) {
@ -143,10 +143,10 @@ BOOST_AUTO_TEST_CASE( call_order_update_test )
* A margin call can happen in the following situation: * A margin call can happen in the following situation:
* 0. there exists a bid above the mas short squeeze price * 0. there exists a bid above the mas short squeeze price
* 1. highest bid is lower than the call price of an order * 1. highest bid is lower than the call price of an order
* 2. the asset is not a prediction market * 2. the asset is not a prediction market
* 3. there is a valid price feed * 3. there is a valid price feed
* *
* This test creates two scenarios: * This test creates two scenarios:
* a) when the bids are above the short squeese limit (should execute) * a) when the bids are above the short squeese limit (should execute)
* b) when the bids are below the short squeeze limit (should not execute) * b) when the bids are below the short squeeze limit (should not execute)
*/ */
@ -164,14 +164,14 @@ BOOST_AUTO_TEST_CASE( margin_call_limit_test )
transfer(genesis_account, borrower2_id, asset(init_balance)); transfer(genesis_account, borrower2_id, asset(init_balance));
update_feed_producers( bitusd, {feedproducer.id} ); update_feed_producers( bitusd, {feedproducer.id} );
price_feed current_feed; price_feed current_feed;
current_feed.settlement_price = bitusd.amount( 100 ) / core.amount(100); current_feed.settlement_price = bitusd.amount( 100 ) / core.amount(100);
auto default_call_price = ~price::call_price( bitusd.amount(100), asset(100), 1750); auto default_call_price = ~price::call_price( bitusd.amount(100), asset(100), 1750);
// starting out with price 1:1 // starting out with price 1:1
publish_feed( bitusd, feedproducer, current_feed ); publish_feed( bitusd, feedproducer, current_feed );
// start out with 2:1 collateral // start out with 2:1 collateral
borrow( borrower, bitusd.amount(1000), asset(2000), default_call_price ); borrow( borrower, bitusd.amount(1000), asset(2000), default_call_price );
borrow( borrower2, bitusd.amount(1000), asset(4000), default_call_price ); borrow( borrower2, bitusd.amount(1000), asset(4000), default_call_price );
@ -456,8 +456,7 @@ BOOST_AUTO_TEST_CASE( create_mia )
} }
} }
BOOST_AUTO_TEST_CASE_EXPECTED_FAILURES( broken_update_mia, 1 ) BOOST_AUTO_TEST_CASE( update_mia )
BOOST_AUTO_TEST_CASE( broken_update_mia )
{ {
try { try {
INVOKE(create_mia); INVOKE(create_mia);
@ -477,7 +476,6 @@ BOOST_AUTO_TEST_CASE( broken_update_mia )
trx.operations.back() = op; trx.operations.back() = op;
PUSH_TX( db, trx, ~0 ); PUSH_TX( db, trx, ~0 );
//idump((bit_usd));
{ {
asset_publish_feed_operation pop; asset_publish_feed_operation pop;
pop.asset_id = bit_usd.get_id(); pop.asset_id = bit_usd.get_id();
@ -485,8 +483,9 @@ BOOST_AUTO_TEST_CASE( broken_update_mia )
price_feed feed; price_feed feed;
feed.settlement_price = price(bit_usd.amount(5), bit_usd.amount(5)); feed.settlement_price = price(bit_usd.amount(5), bit_usd.amount(5));
REQUIRE_THROW_WITH_VALUE(pop, feed, feed); REQUIRE_THROW_WITH_VALUE(pop, feed, feed);
feed.settlement_price = price(bit_usd.amount(5), asset(5)); feed.settlement_price = ~price(bit_usd.amount(5), asset(5));
REQUIRE_THROW_WITH_VALUE(pop, feed, feed); REQUIRE_THROW_WITH_VALUE(pop, feed, feed);
feed.settlement_price = price(bit_usd.amount(5), asset(5));
pop.feed = feed; pop.feed = feed;
REQUIRE_THROW_WITH_VALUE(pop, feed.maintenance_collateral_ratio, 0); REQUIRE_THROW_WITH_VALUE(pop, feed.maintenance_collateral_ratio, 0);
trx.operations.back() = pop; trx.operations.back() = pop;

4
tests/tests/operation_tests2.cpp
View file

@ -356,8 +356,8 @@ BOOST_AUTO_TEST_CASE( mia_feeds )
op.publisher = dan_id; op.publisher = dan_id;
op.feed.settlement_price = ~price(asset(GRAPHENE_BLOCKCHAIN_PRECISION),bit_usd.amount(40)); op.feed.settlement_price = ~price(asset(GRAPHENE_BLOCKCHAIN_PRECISION),bit_usd.amount(40));
op.feed.maximum_short_squeeze_ratio = 1000; op.feed.maximum_short_squeeze_ratio = 1001;
op.feed.maintenance_collateral_ratio = 1000; op.feed.maintenance_collateral_ratio = 1001;
trx.operations.back() = op; trx.operations.back() = op;
PUSH_TX( db, trx, ~0 ); PUSH_TX( db, trx, ~0 );