[CLOB-858] Add liquidation tests with different block limits (#772)

* [CLOB-858] Add liquidation tests with different block limits * long tests * comments
dydxprotocol · Nov 9, 2023 · eaf1b04 · eaf1b04
1 parent 238427b
commit eaf1b04
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Showing 3 changed files with 674 additions and 0 deletions.
diff --git a/protocol/testutil/constants/orders.go b/protocol/testutil/constants/orders.go
@@ -610,6 +610,13 @@ var (
 		Subticks:     10,
 		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 15},
 	}
+	Order_Carl_Num0_Id1_Clob0_Buy01BTC_Price49500_GTB10 = clobtypes.Order{
+		OrderId:      clobtypes.OrderId{SubaccountId: Carl_Num0, ClientId: 1, ClobPairId: 0},
+		Side:         clobtypes.Order_SIDE_BUY,
+		Quantums:     10_000_000,
+		Subticks:     49_500_000_000,
+		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 10},
+	}
 	Order_Carl_Num0_Id0_Clob0_Buy1BTC_Price49500_GTB10 = clobtypes.Order{
 		OrderId:      clobtypes.OrderId{SubaccountId: Carl_Num0, ClientId: 0, ClobPairId: 0},
 		Side:         clobtypes.Order_SIDE_BUY,
@@ -624,6 +631,13 @@ var (
 		Subticks:     50_000_000_000,
 		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 10},
 	}
+	Order_Carl_Num0_Id2_Clob0_Buy1BTC_Price50500_GTB10 = clobtypes.Order{
+		OrderId:      clobtypes.OrderId{SubaccountId: Carl_Num0, ClientId: 2, ClobPairId: 0},
+		Side:         clobtypes.Order_SIDE_BUY,
+		Quantums:     100_000_000,
+		Subticks:     50_500_000_000,
+		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 10},
+	}
 	Order_Carl_Num0_Id1_Clob0_Buy1BTC_Price49999 = clobtypes.Order{
 		OrderId:      clobtypes.OrderId{SubaccountId: Carl_Num0, ClientId: 1, ClobPairId: 0},
 		Side:         clobtypes.Order_SIDE_BUY,
@@ -771,6 +785,13 @@ var (
 		Subticks:     50_000_000_000,
 		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 10},
 	}
+	Order_Dave_Num0_Id2_Clob0_Sell1BTC_Price49500_GTB10 = clobtypes.Order{
+		OrderId:      clobtypes.OrderId{SubaccountId: Dave_Num0, ClientId: 2, ClobPairId: 0},
+		Side:         clobtypes.Order_SIDE_SELL,
+		Quantums:     100_000_000,
+		Subticks:     49_500_000_000,
+		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 10},
+	}
 	Order_Dave_Num0_Id0_Clob0_Sell1BTC_Price49999_GTB10 = clobtypes.Order{
 		OrderId:      clobtypes.OrderId{SubaccountId: Dave_Num0, ClientId: 0, ClobPairId: 0},
 		Side:         clobtypes.Order_SIDE_SELL,
@@ -792,6 +813,13 @@ var (
 		Subticks:     50_498_000_000,
 		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 10},
 	}
+	Order_Dave_Num0_Id1_Clob0_Sell01BTC_Price50500_GTB10 = clobtypes.Order{
+		OrderId:      clobtypes.OrderId{SubaccountId: Dave_Num0, ClientId: 1, ClobPairId: 0},
+		Side:         clobtypes.Order_SIDE_SELL,
+		Quantums:     10_000_000,
+		Subticks:     50_500_000_000,
+		GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 10},
+	}
 	Order_Dave_Num0_Id0_Clob0_Sell1BTC_Price50500_GTB10 = clobtypes.Order{
 		OrderId:      clobtypes.OrderId{SubaccountId: Dave_Num0, ClientId: 0, ClobPairId: 0},
 		Side:         clobtypes.Order_SIDE_SELL,

diff --git a/protocol/testutil/constants/subaccounts.go b/protocol/testutil/constants/subaccounts.go
@@ -276,6 +276,21 @@ var (
 			},
 		},
 	}
+	Carl_Num1_1BTC_Short_50499USD = satypes.Subaccount{
+		Id: &Carl_Num1,
+		AssetPositions: []*satypes.AssetPosition{
+			{
+				AssetId:  0,
+				Quantums: dtypes.NewInt(50_499_000_000), // $50,499
+			},
+		},
+		PerpetualPositions: []*satypes.PerpetualPosition{
+			{
+				PerpetualId: 0,
+				Quantums:    dtypes.NewInt(-100_000_000), // -1 BTC
+			},
+		},
+	}
 	Dave_Num0_01BTC_Long_50000USD = satypes.Subaccount{
 		Id: &Dave_Num0,
 		AssetPositions: []*satypes.AssetPosition{
@@ -502,6 +517,21 @@ var (
 			},
 		},
 	}
+	Dave_Num1_1BTC_Long_49501USD_Short = satypes.Subaccount{
+		Id: &Dave_Num1,
+		AssetPositions: []*satypes.AssetPosition{
+			{
+				AssetId:  0,
+				Quantums: dtypes.NewInt(-49_501_000_000), // -$49,501
+			},
+		},
+		PerpetualPositions: []*satypes.PerpetualPosition{
+			{
+				PerpetualId: 0,
+				Quantums:    dtypes.NewInt(100_000_000), // 1 BTC
+			},
+		},
+	}
 	Dave_Num1_1ETH_Long_50000USD = satypes.Subaccount{
 		Id: &Dave_Num1,
 		AssetPositions: []*satypes.AssetPosition{