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Median by Position (#533)

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* use median price instead of the highest sustained

* add test for lexicographically reversing a byte slice

* fix pr comments

* fix CI fail

* fix dex tests

* Use a fuzz-tested list of prices

* Working median algorithm based on position + lints

---------

Co-authored-by: akildemir <aeg_asd@hotmail.com>
This commit is contained in:
Luke Parker
2024-02-19 20:50:04 -05:00
committed by GitHub
parent 34b93b882c
commit 6f5d794f10
12 changed files with 334 additions and 92 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
substrate/client/tests/common/mod.rs
View File

@@ -9,6 +9,7 @@ macro_rules! serai_test {
$(
#[tokio::test]
async fn $name() {
use std::collections::HashMap;
use dockertest::{
PullPolicy, StartPolicy, LogOptions, LogAction, LogPolicy, LogSource, Image,
TestBodySpecification, DockerTest,
@@ -28,6 +29,7 @@ macro_rules! serai_test {
"--rpc-cors".to_string(),
"all".to_string(),
])
.replace_env(HashMap::from([("RUST_LOG".to_string(), "runtime=debug".to_string())]))
.set_publish_all_ports(true)
.set_handle(handle)
.set_start_policy(StartPolicy::Strict)

36
substrate/client/tests/dex.rs
View File

@@ -244,8 +244,8 @@ serai_test!(
// add liquidity
common_add_liquidity(&serai,
coin,
Amount(50_000_000_000_000),
Amount(50_000_000_000_000),
Amount(5_000_000_000_000),
Amount(500_000_000_000),
0,
pair.clone()
).await;
@@ -274,8 +274,8 @@ serai_test!(
mint_to: pair.public().into(),
pool_id: Coin::Bitcoin,
coin_amount: 10_000_000_000_000, // half of sent amount
sri_amount: 6_947_918_403_646,
lp_token_minted: 8333333333332
sri_amount: 111_333_778_668,
lp_token_minted: 1_054_092_553_383
}]
);
})
@@ -290,7 +290,7 @@ serai_test!(
// mint coins
mint_coin(
&serai,
Balance { coin: coin1, amount: Amount(100_000_000_000_000) },
Balance { coin: coin1, amount: Amount(10_000_000_000_000_000) },
NetworkId::Monero,
coin1_batch_id,
pair.clone().public().into(),
@@ -310,15 +310,15 @@ serai_test!(
// add liquidity to pools
common_add_liquidity(&serai,
coin1,
Amount(50_000_000_000_000),
Amount(50_000_000_000_000),
Amount(5_000_000_000_000_000), // monero has 12 decimals
Amount(50_000_000_000),
0,
pair.clone()
).await;
common_add_liquidity(&serai,
coin2,
Amount(50_000_000_000_000),
Amount(50_000_000_000_000),
Amount(5_000_000_000_000), // ether still has 8 in our codebase
Amount(500_000_000_000),
1,
pair.clone()
).await;
@@ -344,7 +344,7 @@ serai_test!(
block: block_hash,
instructions: vec![InInstructionWithBalance {
instruction: InInstruction::Dex(DexCall::Swap(out_balance, out_address)),
balance: Balance { coin: coin1, amount: Amount(20_000_000_000_000) },
balance: Balance { coin: coin1, amount: Amount(200_000_000_000_000) },
}],
};
@@ -360,8 +360,8 @@ serai_test!(
who: IN_INSTRUCTION_EXECUTOR,
send_to: IN_INSTRUCTION_EXECUTOR,
path,
amount_in: 20_000_000_000_000,
amount_out: 11066655622377
amount_in: 200_000_000_000_000,
amount_out: 19_044_944_233
}]
);
}
@@ -384,7 +384,7 @@ serai_test!(
block: block_hash,
instructions: vec![InInstructionWithBalance {
instruction: InInstruction::Dex(DexCall::Swap(out_balance, out_address.clone())),
balance: Balance { coin: coin2, amount: Amount(20_000_000_000_000) },
balance: Balance { coin: coin2, amount: Amount(200_000_000_000) },
}],
};
@@ -399,8 +399,8 @@ serai_test!(
who: IN_INSTRUCTION_EXECUTOR,
send_to: out_address.as_native().unwrap(),
path,
amount_in: 20_000_000_000_000,
amount_out: 26440798801319
amount_in: 200_000_000_000,
amount_out: 1487294253782353
}]
);
}
@@ -422,7 +422,7 @@ serai_test!(
block: block_hash,
instructions: vec![InInstructionWithBalance {
instruction: InInstruction::Dex(DexCall::Swap(out_balance, out_address.clone())),
balance: Balance { coin: coin1, amount: Amount(10_000_000_000_000) },
balance: Balance { coin: coin1, amount: Amount(100_000_000_000_000) },
}],
};
@@ -437,8 +437,8 @@ serai_test!(
who: IN_INSTRUCTION_EXECUTOR,
send_to: out_address.as_native().unwrap(),
path,
amount_in: 10_000_000_000_000,
amount_out: 10711005507065
amount_in: 100_000_000_000_000,
amount_out: 1_762_662_819
}]
);
}