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Check that option is settled before pricing pool #150

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Sep 28, 2023
Merged

Check that option is settled before pricing pool #150

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4562f78
Check that option is settled before pricing pool
tensojka Sep 26, 2023
6ebdb92
Add test for deposit/withdraw
Chepelau Sep 26, 2023
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5 changes: 5 additions & 0 deletions contracts/core_amm/liquidity_pool.cairo
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Original file line number Diff line number Diff line change
Expand Up @@ -126,6 +126,11 @@ func _get_value_of_pool_position{syscall_ptr: felt*, pedersen_ptr: HashBuiltin*,
return (res = value_of_rest_of_the_pool_);
}

let (current_block_time) = get_block_timestamp();
with_attr error_message("Option is not yet settled, please wait") {
assert_le_felt(current_block_time, option.maturity);
}

let (current_volatility) = get_pool_volatility_auto(lptoken_address, option.maturity, option.strike_price);

with_attr error_message("Failed getting value of position in _get_value_of_pool_position"){
Expand Down
103 changes: 103 additions & 0 deletions tests/itest_specs/deposit_liquidity.cairo
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Original file line number Diff line number Diff line change
Expand Up @@ -585,5 +585,108 @@ namespace DepositLiquidity {

return ();
}

func test_deposit_failing{syscall_ptr: felt*, pedersen_ptr: HashBuiltin*, range_check_ptr}() {
// scenarios
// deposit to pool with no position
// deposit to pool with both long and short positon (different options)
// watchout for value of pool and that premia is correctly adjusted for fees
alloc_locals;
local lpt_call_addr;
local lpt_put_addr;
local amm_addr;
local myusd_addr;
local myeth_addr;
local admin_addr;
local expiry;
local opt_long_put_addr;
local opt_short_put_addr;
local opt_long_call_addr;
local opt_short_call_addr;

let strike_price = Math64x61.fromFelt(1500);

%{
ids.lpt_call_addr = context.lpt_call_addr
ids.lpt_put_addr = context.lpt_put_addr
ids.amm_addr = context.amm_addr
ids.myusd_addr = context.myusd_address
ids.myeth_addr = context.myeth_address
ids.admin_addr = context.admin_address
ids.expiry = context.expiry_0
ids.opt_long_put_addr = context.opt_long_put_addr_0
ids.opt_short_put_addr = context.opt_short_put_addr_0
ids.opt_long_call_addr = context.opt_long_call_addr_0
ids.opt_short_call_addr = context.opt_short_call_addr_0
%}
local tmp_address = EMPIRIC_ORACLE_ADDRESS;
%{
stop_prank_amm = start_prank(context.admin_address, context.amm_addr)
stop_warp_1 = warp(1000000000, target_contract_address=ids.amm_addr)
stop_mock_current_price = mock_call(
ids.tmp_address, "get_spot_median", [140000000000, 8, 1000000000, 0] # mock current ETH price at 1400
)
%}

// Conduct some trades
// let one_math = Math64x61.fromFelt(1);
let one_int = 1000000000000000000; // 1 * 10**18
let one_k_math = Math64x61.fromFelt(1000);

let x = IAMM.trade_open(
contract_address = amm_addr,
option_type = 0,
strike_price = strike_price,
maturity = expiry,
option_side = 0,
option_size = one_int,
quote_token_address = myusd_addr,
base_token_address = myeth_addr,
limit_total_premia=230584300921369395200000, // 100_000
tx_deadline=99999999999, // Disable deadline
);
let x = IAMM.trade_open(
contract_address = amm_addr,
option_type = 1,
strike_price = strike_price,
maturity = expiry,
option_side = 0,
option_size = one_int,
quote_token_address = myusd_addr,
base_token_address = myeth_addr,
limit_total_premia=230584300921369395200000, // 100_000
tx_deadline=99999999999, // Disable deadline
);
%{
stop_warp_1()
# Warp after maturity
stop_warp_2 = warp(1000000000 + 60 * 60 * 24 + 1, target_contract_address=ids.amm_addr)

# Expect fail
expect_revert(error_message = "Option is not yet settled, please wait")
%}

let one_eth = Uint256(low = 1000000000000000000, high = 0);
let one_thousand_usd = Uint256(low = 1000000000, high = 0);
IAMM.deposit_liquidity(
contract_address=amm_addr,
pooled_token_addr=myeth_addr,
quote_token_address=myusd_addr,
base_token_address=myeth_addr,
option_type=0,
amount=one_eth
);
IAMM.deposit_liquidity(
contract_address=amm_addr,
pooled_token_addr=myusd_addr,
quote_token_address=myusd_addr,
base_token_address=myeth_addr,
option_type=1,
amount=one_thousand_usd
);

return ();
}

}

105 changes: 105 additions & 0 deletions tests/itest_specs/withdraw_liquidity.cairo
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Original file line number Diff line number Diff line change
@@ -1,4 +1,5 @@
%lang starknet
from starkware.cairo.common.cairo_builtins import HashBuiltin

from interface_lptoken import ILPToken
from interface_amm import IAMM
Expand Down Expand Up @@ -449,4 +450,108 @@ namespace WithdrawLiquidity {

return ();
}

func test_withdraw_failing{syscall_ptr: felt*, pedersen_ptr: HashBuiltin*, range_check_ptr}() {
// scenarios
// deposit to pool with no position
// deposit to pool with both long and short positon (different options)
// watchout for value of pool and that premia is correctly adjusted for fees
alloc_locals;
local lpt_call_addr;
local lpt_put_addr;
local amm_addr;
local myusd_addr;
local myeth_addr;
local admin_addr;
local expiry;
local opt_long_put_addr;
local opt_short_put_addr;
local opt_long_call_addr;
local opt_short_call_addr;

let strike_price = Math64x61.fromFelt(1500);

%{
ids.lpt_call_addr = context.lpt_call_addr
ids.lpt_put_addr = context.lpt_put_addr
ids.amm_addr = context.amm_addr
ids.myusd_addr = context.myusd_address
ids.myeth_addr = context.myeth_address
ids.admin_addr = context.admin_address
ids.expiry = context.expiry_0
ids.opt_long_put_addr = context.opt_long_put_addr_0
ids.opt_short_put_addr = context.opt_short_put_addr_0
ids.opt_long_call_addr = context.opt_long_call_addr_0
ids.opt_short_call_addr = context.opt_short_call_addr_0
%}
local tmp_address = EMPIRIC_ORACLE_ADDRESS;
%{
stop_prank_amm = start_prank(context.admin_address, context.amm_addr)
stop_warp_1 = warp(1000000000, target_contract_address=ids.amm_addr)
stop_mock_current_price = mock_call(
ids.tmp_address, "get_spot_median", [140000000000, 8, 1000000000, 0] # mock current ETH price at 1400
)
%}

// Conduct some trades
// let one_math = Math64x61.fromFelt(1);
let one_int = 1000000000000000000; // 1 * 10**18
let one_k_math = Math64x61.fromFelt(1000);

let x = IAMM.trade_open(
contract_address = amm_addr,
option_type = 0,
strike_price = strike_price,
maturity = expiry,
option_side = 0,
option_size = one_int,
quote_token_address = myusd_addr,
base_token_address = myeth_addr,
limit_total_premia=230584300921369395200000, // 100_000
tx_deadline=99999999999, // Disable deadline
);
let x = IAMM.trade_open(
contract_address = amm_addr,
option_type = 1,
strike_price = strike_price,
maturity = expiry,
option_side = 0,
option_size = one_int,
quote_token_address = myusd_addr,
base_token_address = myeth_addr,
limit_total_premia=230584300921369395200000, // 100_000
tx_deadline=99999999999, // Disable deadline
);
%{
stop_warp_1()
# Warp after maturity
stop_warp_2 = warp(1000000000 + 60 * 60 * 24 + 1, target_contract_address=ids.amm_addr)

# Expect fail
expect_revert(error_message = "Option is not yet settled, please wait")
%}

let two_and_half_eth = Uint256(low = 2500000000000000000, high = 0);
IAMM.withdraw_liquidity(
contract_address=amm_addr,
pooled_token_addr=myeth_addr,
quote_token_address=myusd_addr,
base_token_address=myeth_addr,
option_type=0,
lp_token_amount=two_and_half_eth
);

let two_and_half_thousand_usd = Uint256(low = 2500000000, high = 0);
IAMM.withdraw_liquidity(
contract_address=amm_addr,
pooled_token_addr=myusd_addr,
quote_token_address=myusd_addr,
base_token_address=myeth_addr,
option_type=1,
lp_token_amount=two_and_half_thousand_usd
);

return ();
}

}
14 changes: 14 additions & 0 deletions tests/test_run_integration_tests.cairo
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Original file line number Diff line number Diff line change
Expand Up @@ -87,6 +87,20 @@ func test_withdraw_liquidity{syscall_ptr: felt*, range_check_ptr}() {
return ();
}

@external
func test_withdraw_liquidity_failing{syscall_ptr: felt*, pedersen_ptr: HashBuiltin*, range_check_ptr}() {
// test withdraw half of the liquidity that was originally deposited (from both pools)
WithdrawLiquidity.test_withdraw_failing();
return ();
}

@external
func test_deposit_liquidity_failing{syscall_ptr: felt*, pedersen_ptr: HashBuiltin*, range_check_ptr}() {
// test withdraw half of the liquidity that was originally deposited (from both pools)
DepositLiquidity.test_deposit_failing();
return ();
}

@external
func test_withdraw_liquidity_not_enough_unlocked{syscall_ptr: felt*, range_check_ptr}() {
// test what happens when more capital is withdrawn than there is unlocked
Expand Down