Add test for order quotes (#331)

This PR adds a test for the quote rewards query. The tables `orders`, `order_quotes`, `trades` were added to the test database. A new unit test using this data was added. It covers: - market orders (normal reward) - partially fillable orders (no reward) - in market limit orders (reward)
cowprotocol · Jan 16, 2024 · 09804a7 · 09804a7
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commit 09804a7
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Showing 4 changed files with 138 additions and 28 deletions.
diff --git a/populate_cip_20.sql → tests/queries/batch_rewards_test_db.sql b/populate_cip_20.sql → tests/queries/batch_rewards_test_db.sql
@@ -34,11 +34,12 @@ CREATE TABLE IF NOT EXISTS auction_participants
 
 CREATE TABLE IF NOT EXISTS settlement_scores
 (
-  auction_id      bigint PRIMARY KEY,
-  block_deadline  bigint         NOT NULL,
-  winner          bytea          NOT NULL,
-  winning_score   numeric(78, 0) NOT NULL,
-  reference_score numeric(78, 0) NOT NULL
+  auction_id       bigint PRIMARY KEY,
+  winner           bytea          NOT NULL,
+  winning_score    numeric(78, 0) NOT NULL,
+  reference_score  numeric(78, 0) NOT NULL,
+  block_deadline   bigint         NOT NULL,
+  simulation_block bigint         NOT NULL
 );
 
 -- Populated after block finalization via transactionReceipt.
@@ -61,14 +62,15 @@ TRUNCATE auction_participants;
 TRUNCATE settlement_scores;
 TRUNCATE settlement_observations;
 
+
 INSERT INTO settlements (block_number, log_index, solver, tx_hash, tx_from, tx_nonce)
-VALUES (1, 0, '\x5111111111111111111111111111111111111111'::bytea, '\x7111'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 1),
-       (2, 0, '\x5222222222222222222222222222222222222222'::bytea, '\x7222'::bytea, '\x5222222222222222222222222222222222222222'::bytea, 1),
-       (5, 0, '\x5111111111111111111111111111111111111111'::bytea, '\x7333'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 2),
+VALUES (1, 10, '\x5111111111111111111111111111111111111111'::bytea, '\x7111'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 1),
+       (2, 10, '\x5222222222222222222222222222222222222222'::bytea, '\x7222'::bytea, '\x5222222222222222222222222222222222222222'::bytea, 1),
+       (5, 10, '\x5111111111111111111111111111111111111111'::bytea, '\x7333'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 2),
        -- would the following entry be in the data base? (submitted too late) -- YES
-       (20, 0, '\x5111111111111111111111111111111111111111'::bytea, '\x7444'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 3),
-       (25, 0, '\x5111111111111111111111111111111111111111'::bytea, '\x7555'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 4),
-       (26, 0, '\x5111111111111111111111111111111111111111'::bytea, '\x7666'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 6);
+       (20, 10, '\x5111111111111111111111111111111111111111'::bytea, '\x7444'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 3),
+       (25, 10, '\x5111111111111111111111111111111111111111'::bytea, '\x7555'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 4),
+       (26, 10, '\x5111111111111111111111111111111111111111'::bytea, '\x7666'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 6);
 
 INSERT INTO auction_transaction (auction_id, tx_from, tx_nonce)
 VALUES (1, '\x5111111111111111111111111111111111111111'::bytea, 1),
@@ -104,23 +106,23 @@ VALUES (1, '\x5222222222222222222222222222222222222222'::bytea),
        (10, '\x5444444444444444444444444444444444444444'::bytea),
        (10, '\x5333333333333333333333333333333333333333'::bytea);
 
-INSERT INTO settlement_scores (auction_id, block_deadline, winning_score, reference_score, winner)
-VALUES (1, 10, 5000000000000000000, 4000000000000000000, '\x5111111111111111111111111111111111111111'::bytea),
-       (2, 11, 6000000000000000000, 3000000000000000000, '\x5222222222222222222222222222222222222222'::bytea),
-       (3, 12, 21000000000000000000, 3000000000000000000, '\x5111111111111111111111111111111111111111'::bytea),
-       (5, 14, 5000000000000000000, 3000000000000000000, '\x5111111111111111111111111111111111111111'::bytea),  -- jump in auction id
-       (6, 15, 10000000000000000000, 9000000000000000000, '\x5111111111111111111111111111111111111111'::bytea), -- settled too late
-       (7, 30, 5000000000000000000, 0, '\x5111111111111111111111111111111111111111'::bytea),                    -- no competition
-       (8, 35, 5000000000000000000, 0, '\x5111111111111111111111111111111111111111'::bytea),                    -- no competition, failed transaction
-       (9, 36, 5000000000000000000, 1000000000000000000, '\x5111111111111111111111111111111111111111'::bytea),  -- score larger than quality
-       (10, 37, 5000000000000000000, 4000000000000000000, '\x5333333333333333333333333333333333333333'::bytea); -- participant with net negative payment
+INSERT INTO settlement_scores (auction_id, winning_score, reference_score, winner, block_deadline, simulation_block)
+VALUES (1, 5000000000000000000, 4000000000000000000, '\x5111111111111111111111111111111111111111'::bytea, 10, 0),
+       (2, 6000000000000000000, 3000000000000000000, '\x5222222222222222222222222222222222222222'::bytea, 11, 1),
+       (3, 21000000000000000000, 3000000000000000000, '\x5111111111111111111111111111111111111111'::bytea, 12, 2),
+       (5, 5000000000000000000, 3000000000000000000, '\x5111111111111111111111111111111111111111'::bytea, 14, 4),  -- jump in auction id
+       (6, 10000000000000000000, 9000000000000000000, '\x5111111111111111111111111111111111111111'::bytea, 15, 5), -- settled too late
+       (7, 5000000000000000000, 0, '\x5111111111111111111111111111111111111111'::bytea, 30, 6),                    -- no competition
+       (8, 5000000000000000000, 0, '\x5111111111111111111111111111111111111111'::bytea, 35, 7),                    -- no competition, failed transaction
+       (9, 5000000000000000000, 1000000000000000000, '\x5111111111111111111111111111111111111111'::bytea, 36, 8),  -- score larger than quality
+       (10, 5000000000000000000, 4000000000000000000, '\x5333333333333333333333333333333333333333'::bytea, 37, 9); -- participant with net negative payment
 
 INSERT INTO settlement_observations (block_number, log_index, gas_used, effective_gas_price, surplus, fee)
-VALUES (1, 0, 100000, 2000000000, 6000000000000000000, 200000000000000),
-       (2, 0, 150000, 3000000000, 12000000000000000000, 400000000000000),
-       (5, 0, 100000, 2000000000, 5000000000000000000, 250000000000000),
+VALUES (1, 10, 100000, 2000000000, 6000000000000000000, 200000000000000),
+       (2, 10, 150000, 3000000000, 12000000000000000000, 400000000000000),
+       (5, 10, 100000, 2000000000, 5000000000000000000, 250000000000000),
        -- Depends on backend (setting surplus and fee to zero).
        -- I would prefer to use the real numbers. What is backend gonna do.
-       (20, 0, 100000, 2000000000, 0, 0), -- would that entry be in the data base? (submitted too late)
-       (25, 0, 100000, 2000000000, 6000000000000000000, 200000000000000),
-       (26, 0, 100000, 2000000000, 0, 400000000000000);
+       (20, 10, 100000, 2000000000, 0, 0), -- would that entry be in the data base? (submitted too late)
+       (25, 10, 100000, 2000000000, 6000000000000000000, 200000000000000),
+       (26, 10, 100000, 2000000000, 0, 400000000000000);
diff --git a/tests/queries/quote_rewards_test_db.sql b/tests/queries/quote_rewards_test_db.sql
@@ -0,0 +1,67 @@
+DROP TABLE IF EXISTS orders;
+DROP TYPE IF EXISTS OrderKind;
+DROP TABLE IF EXISTS order_quotes;
+DROP TABLE IF EXISTS trades;
+
+
+-- orders table
+CREATE TYPE OrderKind AS ENUM ('buy', 'sell');
+
+CREATE TABLE IF NOT EXISTS orders
+(
+    uid bytea PRIMARY KEY,
+    sell_amount numeric(78,0) NOT NULL,
+    buy_amount numeric(78,0) NOT NULL,
+    fee_amount numeric(78,0) NOT NULL,
+    kind OrderKind NOT NULL,
+    partially_fillable boolean NOT NULL
+);
+
+CREATE TABLE IF NOT EXISTS order_quotes
+(
+  order_uid bytea PRIMARY KEY,
+  sell_amount numeric(78, 0) NOT NULL,
+  buy_amount numeric(78, 0) NOT NULL,
+  solver bytea NOT NULL
+);
+
+CREATE TABLE IF NOT EXISTS trades
+(
+  block_number bigint NOT NULL,
+  log_index bigint NOT NULL,
+  order_uid bytea NOT NULL,
+  sell_amount numeric(78, 0) NOT NULL,
+  buy_amount numeric(78, 0) NOT NULL,
+
+  PRIMARY KEY (block_number, log_index)
+);
+
+
+TRUNCATE orders;
+TRUNCATE order_quotes;
+TRUNCATE trades;
+
+
+INSERT INTO orders (uid, sell_amount, buy_amount, fee_amount, kind, partially_fillable)
+VALUES ('\x01'::bytea, 95000000, 94000000000000000000, 5000000, 'sell', 'f'), -- normal sell market order
+('\x02'::bytea, 101000000, 100000000000000000000, 5000000, 'buy', 'f'), -- normal buy market order
+('\x03'::bytea, 100000000, 100000000000000000000, 0, 'sell', 't'), -- partially fillable sell limit order
+('\x04'::bytea, 100000000, 100000000000000000000, 0, 'buy', 't'), -- partially fillable buy limit order
+('\x05'::bytea, 100000000, 94000000000000000000, 0, 'sell', 'f'), -- in market sell limit order
+('\x06'::bytea, 106000000, 100000000000000000000, 0, 'buy', 'f'); -- in market buy limit order
+
+INSERT INTO order_quotes (order_uid, sell_amount, buy_amount, solver)
+VALUES ('\x01'::bytea, 95000000, 95000000000000000000, '\x01'::bytea),
+('\x02'::bytea, 101000000, 100000000000000000000, '\x02'::bytea),
+('\x03'::bytea, 100000000, 95000000000000000000, '\x03'::bytea),
+('\x04'::bytea, 105000000, 100000000000000000000, '\x03'::bytea),
+('\x05'::bytea, 100000000, 95000000000000000000, '\x03'::bytea),
+('\x06'::bytea, 105000000, 100000000000000000000, '\x03'::bytea);
+
+INSERT INTO trades (block_number, log_index, order_uid, sell_amount, buy_amount)
+VALUES (1, 0, '\x01'::bytea, 100000000, 95000000000000000000),
+(2, 0, '\x02'::bytea, 106000000, 100000000000000000000),
+(3, 0, '\x03'::bytea, 100000000, 101000000000000000000),
+(4, 0, '\x04'::bytea, 99000000, 100000000000000000000),
+(5, 0, '\x05'::bytea, 100000000, 95000000000000000000),
+(6, 0, '\x06'::bytea, 105000000, 100000000000000000000);
diff --git a/tests/queries/test_batch_rewards.py b/tests/queries/test_batch_rewards.py
@@ -10,7 +10,9 @@ class TestBatchRewards(unittest.TestCase):
     def setUp(self) -> None:
         db_url = "postgres:postgres@localhost:5432/postgres"
         self.fetcher = MultiInstanceDBFetcher([db_url])
-        with open("./populate_cip_20.sql", "r", encoding="utf-8") as file:
+        with open(
+            "./tests/queries/batch_rewards_test_db.sql", "r", encoding="utf-8"
+        ) as file:
             self.fetcher.connections[0].execute(file.read())
 
     def test_get_batch_rewards(self):

diff --git a/tests/queries/test_quote_rewards.py b/tests/queries/test_quote_rewards.py
@@ -0,0 +1,39 @@
+import unittest
+
+import pandas.testing
+from pandas import DataFrame
+
+from src.pg_client import MultiInstanceDBFetcher
+
+
+class TestQuoteRewards(unittest.TestCase):
+    def setUp(self) -> None:
+        db_url = "postgres:postgres@localhost:5432/postgres"
+        self.fetcher = MultiInstanceDBFetcher([db_url])
+        with open(
+            "./tests/queries/quote_rewards_test_db.sql", "r", encoding="utf-8"
+        ) as file:
+            self.fetcher.connections[0].execute(file.read())
+
+    def test_get_quote_rewards(self):
+        start_block, end_block = "0", "100"
+        quote_rewards = self.fetcher.get_quote_rewards(start_block, end_block)
+        expected = DataFrame(
+            {
+                "solver": [
+                    "0x01",
+                    "0x02",
+                    "0x03",
+                ],
+                "num_quotes": [
+                    1,
+                    1,
+                    2,
+                ],
+            }
+        )
+        self.assertIsNone(pandas.testing.assert_frame_equal(expected, quote_rewards))
+
+
+if __name__ == "__main__":
+    unittest.main()