From 2872cda890c64fe923296d6c0038b606b65168ac Mon Sep 17 00:00:00 2001
From: wwestgarth <william@vega.xyz>
Date: Wed, 17 Jul 2024 11:08:37 +0100
Subject: [PATCH] fix: populate all fields to prevent 0 div panic
---
datanode/service/market_depth_amm.go | 6 +++--
datanode/service/market_depth_amm_test.go | 27 +++++++++++++++++++++++
2 files changed, 31 insertions(+), 2 deletions(-)
diff --git a/datanode/service/market_depth_amm.go b/datanode/service/market_depth_amm.go
index b0a92b7344..949f696fec 100644
--- a/datanode/service/market_depth_amm.go
+++ b/datanode/service/market_depth_amm.go
@@ -518,15 +518,16 @@ func definitionFromEntity(ent entities.AMMPool, position int64, priceFactor num.
assetHigh, _ := num.UintFromDecimal(high.ToDecimal().Mul(priceFactor))
assetBase, _ := num.UintFromDecimal(base.ToDecimal().Mul(priceFactor))
- assetlow, _ := num.UintFromDecimal(low.ToDecimal().Mul(priceFactor))
+ assetLow, _ := num.UintFromDecimal(low.ToDecimal().Mul(priceFactor))
return &ammDefn{
position: num.DecimalFromInt64(position),
lower: &curve{
low: low,
high: base,
- assetLow: assetlow,
+ assetLow: assetLow,
assetHigh: assetBase,
+ sqrtLow: num.UintOne().Sqrt(assetLow),
sqrtHigh: num.UintOne().Sqrt(assetBase),
isLower: true,
l: ent.LowerVirtualLiquidity,
@@ -537,6 +538,7 @@ func definitionFromEntity(ent entities.AMMPool, position int64, priceFactor num.
high: high,
assetLow: assetBase,
assetHigh: assetHigh,
+ sqrtLow: num.UintOne().Sqrt(assetBase),
sqrtHigh: num.UintOne().Sqrt(assetHigh),
l: ent.UpperVirtualLiquidity,
pv: ent.UpperTheoreticalPosition,
diff --git a/datanode/service/market_depth_amm_test.go b/datanode/service/market_depth_amm_test.go
index bbf96e8b61..3b3bc0df64 100644
--- a/datanode/service/market_depth_amm_test.go
+++ b/datanode/service/market_depth_amm_test.go
@@ -250,6 +250,33 @@ func TestAMMSmallBounds(t *testing.T) {
assert.Equal(t, 0, int(mds.service.GetVolumeAtPrice(marketID, types.SideSell, 2002)))
}
+func TestEstimatedStepOverAMMBound(t *testing.T) {
+ ctx := context.Background()
+ mds := getServiceWithConfig(t,
+ service.MarketDepthConfig{
+ AmmFullExpansionPercentage: 5,
+ AmmEstimatedStepPercentage: 7.6, // make this a werid number so our estimated steps are not nice multiplies of 10
+ AmmMaxEstimatedSteps: 5,
+ },
+ )
+ defer mds.ctrl.Finish()
+
+ marketID := vgcrypto.RandomHash()
+ ensureLiveOrders(t, mds, marketID)
+ ensureDecimalPlaces(t, mds)
+ mds.pos.EXPECT().GetByMarketAndParty(gomock.Any(), gomock.Any(), gomock.Any()).Return(entities.Position{OpenVolume: 0}, nil)
+ mds.marketData.EXPECT().GetMarketDataByID(gomock.Any(), gomock.Any()).Times(1).Return(entities.MarketData{MidPrice: num.DecimalFromInt64(2000)}, nil)
+
+ // data node is starting from network history, initialise market-depth based on whats aleady there
+ ensureAMMs(t, mds, marketID)
+ mds.service.Initialise(ctx)
+
+ assert.Equal(t, "1999", mds.service.GetBestBidPrice(marketID).String())
+ assert.Equal(t, "2001", mds.service.GetBestAskPrice(marketID).String())
+ assert.Equal(t, 3, int(mds.service.GetVolumeAtPrice(marketID, types.SideBuy, 1999)))
+ assert.Equal(t, 3, int(mds.service.GetVolumeAtPrice(marketID, types.SideSell, 2001)))
+}
+
func ensureLiveOrders(t *testing.T, mds *MDS, marketID string) {
t.Helper()
mds.orders.EXPECT().GetLiveOrders(gomock.Any()).Return([]entities.Order{