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Add test for order quotes #331

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merged 9 commits into from
Jan 16, 2024
Merged

Add test for order quotes #331

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00f19da
add new column simulation_block to settlement_scores table
fhenneke Jan 11, 2024
ef1bb80
rename test db script
fhenneke Jan 11, 2024
41aba0b
add test for order quotes
fhenneke Jan 11, 2024
cc6dfc5
forgot to add actual test
fhenneke Jan 11, 2024
93d209e
fix typo
fhenneke Jan 15, 2024
49e887d
simplify order quotes test database
fhenneke Jan 15, 2024
907f46d
move batch rewards test db setup
fhenneke Jan 15, 2024
e3ec33a
black fix
fhenneke Jan 15, 2024
35b96ad
remove old test database file
fhenneke Jan 15, 2024
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56 changes: 29 additions & 27 deletions populate_cip_20.sql → tests/queries/batch_rewards_test_db.sql
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Expand Up @@ -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.
Expand All @@ -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),
Expand Down Expand Up @@ -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);
67 changes: 67 additions & 0 deletions tests/queries/quote_rewards_test_db.sql
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@@ -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)
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@harisang harisang Jan 15, 2024 •
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the order_quotes table does have a fee entry but i am fine with assuming there is none here and instead treat sell_amount as the total amount users need to send to the contract, according to the quote.

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@fhenneke fhenneke Jan 15, 2024 •
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If I understand correctly, the order_quotes table does not have a fee entry. It does have gas_amount, gas_price, and sellt_token_price but due to hooks this is not enough to recover fees.

For market orders we can use the amount in the orders or trades table. For limit orders I am not sure what to do. Is there a way to recover the estimated fee amount or does quoting maybe work differently for such orders?

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Oh you are right, it is implicit.

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),
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Let's look at order \x05. I think that we should have order_quotes.sell_amount < orders.sell_amount, as the quote takes into account the fee.

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@fhenneke fhenneke Jan 15, 2024 •
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I just checked our database and it seems that for limit orders, the sell amount is not reduced by some fee amount. E.g.
select * from orders where uid = '\xD3C1CE97725452DFF58BDC755DDE48E0A7420046075E092BCBC2F397484A287DBDBCE09CF017D8BD51C88B988297B594BD2D3F1065A5E83A' and select * from order_quotes where order_uid = '\xD3C1CE97725452DFF58BDC755DDE48E0A7420046075E092BCBC2F397484A287DBDBCE09CF017D8BD51C88B988297B594BD2D3F1065A5E83A' both return the same sell amount for some recent order.

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Yeah you are probably right, although I find this a bit confusing and want to look into how the order_quotes table is created. Somewhat irrelevant to this PR though

('\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);
4 changes: 3 additions & 1 deletion tests/queries/test_batch_rewards.py
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Expand Up @@ -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):
Expand Down
39 changes: 39 additions & 0 deletions tests/queries/test_quote_rewards.py
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@@ -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()
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