Median by Position (#533)

* 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

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@@ -27,9 +27,13 @@ serde = { version = "1", default-features = false, features = ["derive", "alloc"
sp-application-crypto = { git = "https://github.com/serai-dex/substrate", default-features = false }
sp-core = { git = "https://github.com/serai-dex/substrate", default-features = false }
sp-runtime = { git = "https://github.com/serai-dex/substrate", default-features = false }
sp-io = { git = "https://github.com/serai-dex/substrate", default-features = false }
frame-support = { git = "https://github.com/serai-dex/substrate", default-features = false }
[dev-dependencies]
rand_core = { version = "0.6", default-features = false, features = ["getrandom"] }
[features]
std = ["zeroize", "scale/std", "borsh?/std", "serde?/std", "scale-info/std", "sp-core/std", "sp-runtime/std", "frame-support/std"]
borsh = ["dep:borsh"]

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@@ -13,8 +13,13 @@ use serde::{Serialize, Deserialize};
use scale::{Encode, Decode, MaxEncodedLen};
use scale_info::TypeInfo;
use sp_core::{ConstU32, bounded::BoundedVec};
#[cfg(test)]
use sp_io::TestExternalities;
#[cfg(test)]
use frame_support::{pallet_prelude::*, Identity, traits::StorageInstance};
use sp_core::{ConstU32, bounded::BoundedVec};
pub use sp_application_crypto as crypto;
mod amount;
@@ -35,6 +40,9 @@ pub use account::*;
mod tx;
pub use tx::*;
pub type BlockNumber = u64;
pub type Header = sp_runtime::generic::Header<BlockNumber, sp_runtime::traits::BlakeTwo256>;
#[cfg(feature = "borsh")]
pub fn borsh_serialize_bounded_vec<W: borsh::io::Write, T: BorshSerialize, const B: u32>(
bounded: &BoundedVec<T, ConstU32<B>>,
@@ -143,5 +151,66 @@ impl AsRef<[u8]> for Data {
}
}
pub type BlockNumber = u64;
pub type Header = sp_runtime::generic::Header<BlockNumber, sp_runtime::traits::BlakeTwo256>;
/// Lexicographically reverses a given byte array.
pub fn reverse_lexicographic_order<const N: usize>(bytes: [u8; N]) -> [u8; N] {
let mut res = [0u8; N];
for (i, byte) in bytes.iter().enumerate() {
res[i] = !*byte;
}
res
}
#[test]
fn test_reverse_lexicographic_order() {
TestExternalities::default().execute_with(|| {
use rand_core::{RngCore, OsRng};
struct Storage;
impl StorageInstance for Storage {
fn pallet_prefix() -> &'static str {
"LexicographicOrder"
}
const STORAGE_PREFIX: &'static str = "storage";
}
type Map = StorageMap<Storage, Identity, [u8; 8], (), OptionQuery>;
struct StorageReverse;
impl StorageInstance for StorageReverse {
fn pallet_prefix() -> &'static str {
"LexicographicOrder"
}
const STORAGE_PREFIX: &'static str = "storagereverse";
}
type MapReverse = StorageMap<StorageReverse, Identity, [u8; 8], (), OptionQuery>;
// populate the maps
let mut amounts = vec![];
for _ in 0 .. 100 {
amounts.push(OsRng.next_u64());
}
let mut amounts_sorted = amounts.clone();
amounts_sorted.sort();
for a in amounts {
Map::set(a.to_be_bytes(), Some(()));
MapReverse::set(reverse_lexicographic_order(a.to_be_bytes()), Some(()));
}
// retrive back and check whether they are sorted as expected
let total_size = amounts_sorted.len();
let mut map_iter = Map::iter_keys();
let mut reverse_map_iter = MapReverse::iter_keys();
for i in 0 .. amounts_sorted.len() {
let first = map_iter.next().unwrap();
let second = reverse_map_iter.next().unwrap();
assert_eq!(u64::from_be_bytes(first), amounts_sorted[i]);
assert_eq!(
u64::from_be_bytes(reverse_lexicographic_order(second)),
amounts_sorted[total_size - (i + 1)]
);
}
});
}