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[CLOB-636] - update e2e stateful cancellations tests (#750)
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* update e2e stateful cancellations tests

* pr nits

* lint

* fix txIndex
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@jakob-dydx
jakob-dydx authored Nov 7, 2023
1 parent c1c7595 commit 0385e41
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Showing 3 changed files with 148 additions and 26 deletions.
15 changes: 8 additions & 7 deletions protocol/testutil/app/app.go
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Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,14 @@ import (
"encoding/json"
"errors"
"fmt"
"math"
"math/rand"
"os"
"path/filepath"
"sync"
"testing"
"time"

tmcfg "github.com/cometbft/cometbft/config"
tmcli "github.com/cometbft/cometbft/libs/cli"
"github.com/cosmos/cosmos-sdk/client/flags"
Expand All @@ -14,13 +22,6 @@ import (
srvtypes "github.com/cosmos/cosmos-sdk/server/types"
"github.com/dydxprotocol/v4-chain/protocol/cmd/dydxprotocold/cmd"
"github.com/dydxprotocol/v4-chain/protocol/indexer"
"math"
"math/rand"
"os"
"path/filepath"
"sync"
"testing"
"time"

dbm "github.com/cometbft/cometbft-db"
abcitypes "github.com/cometbft/cometbft/abci/types"
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10 changes: 10 additions & 0 deletions protocol/x/clob/e2e/app_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -176,6 +176,16 @@ var (
},
testapp.DefaultGenesis(),
))
PlaceOrder_Bob_Num0_Id0_Clob0_Sell4_Price10_GTB20 = *clobtypes.NewMsgPlaceOrder(MustScaleOrder(
clobtypes.Order{
OrderId: clobtypes.OrderId{SubaccountId: constants.Bob_Num0, ClientId: 0, ClobPairId: 0},
Side: clobtypes.Order_SIDE_SELL,
Quantums: 4,
Subticks: 10,
GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 20},
},
testapp.DefaultGenesis(),
))
CancelOrder_Bob_Num0_Id0_Clob0_GTB20 = *clobtypes.NewMsgCancelOrderShortTerm(
clobtypes.OrderId{
SubaccountId: constants.Bob_Num0,
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149 changes: 130 additions & 19 deletions protocol/x/clob/e2e/long_term_orders_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,8 @@ import (

"github.com/cometbft/cometbft/crypto/tmhash"

abcitypes "github.com/cometbft/cometbft/abci/types"
sdktypes "github.com/cosmos/cosmos-sdk/types"
"github.com/dydxprotocol/v4-chain/protocol/dtypes"
"github.com/dydxprotocol/v4-chain/protocol/indexer"
indexerevents "github.com/dydxprotocol/v4-chain/protocol/indexer/events"
Expand Down Expand Up @@ -69,11 +71,88 @@ func TestPlaceOrder_StatefulCancelFollowedByPlaceInSameBlockErrorsInCheckTx(t *t
require.NotContains(t, orders, LongTermPlaceOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT5.Order.OrderId)
}

// TestCancelFullyFilledStatefulOrderInSameBlockItIsFilled tests the scenario where an honest block proposer
// may propose a stateful cancellation which fails because the order was fully filled in the same block.
func TestCancelFullyFilledStatefulOrderInSameBlockItIsFilled(t *testing.T) {
tApp := testapp.NewTestAppBuilder(t).Build()
ctx := tApp.InitChain()

// Place order
result := tApp.CheckTx(testapp.MustMakeCheckTx(
ctx,
tApp.App,
testapp.MustMakeCheckTxOptions{
AccAddressForSigning: testtx.MustGetOnlySignerAddress(&LongTermPlaceOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT5),
},
&LongTermPlaceOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT5,
))
require.True(t, result.IsOK(), "Expected CheckTx to succeed. Response: %+v", result)
ctx = tApp.AdvanceToBlock(2, testapp.AdvanceToBlockOptions{})

// Place order which fully matches the first order
result = tApp.CheckTx(testapp.MustMakeCheckTx(
ctx,
tApp.App,
testapp.MustMakeCheckTxOptions{
AccAddressForSigning: testtx.MustGetOnlySignerAddress(&PlaceOrder_Bob_Num0_Id0_Clob0_Sell5_Price10_GTB20),
},
&PlaceOrder_Bob_Num0_Id0_Clob0_Sell5_Price10_GTB20,
))
require.True(t, result.IsOK(), "Expected CheckTx to succeed. Response: %+v", result)

// Place cancellation
cancellationTx := testapp.MustMakeCheckTx(
ctx,
tApp.App,
testapp.MustMakeCheckTxOptions{
AccAddressForSigning: testtx.MustGetOnlySignerAddress(&constants.CancelLongTermOrder_Alice_Num0_Id0_Clob0_GTBT15),
},
&constants.CancelLongTermOrder_Alice_Num0_Id0_Clob0_GTBT15,
)
result = tApp.CheckTx(cancellationTx)
require.True(t, result.IsOK(), "Expected CheckTx to succeed. Response: %+v", result)

// DeliverTx should fail for cancellation tx
ctx = tApp.AdvanceToBlock(3, testapp.AdvanceToBlockOptions{
ValidateDeliverTxs: func(
ctx sdktypes.Context,
request abcitypes.RequestDeliverTx,
response abcitypes.ResponseDeliverTx,
txIndex int,
) (haltChain bool) {
// "Other" msgs come directly after ProposedOperations which is first.
if txIndex == 1 {
require.True(t, response.IsErr())
require.Equal(t, clobtypes.ErrStatefulOrderCancellationFailedForAlreadyRemovedOrder.ABCICode(), response.Code)
} else {
require.True(t, response.IsOK(), "Expected DeliverTx to succeed. Response log: %+v", response.Log)
}

return false
},
})

_, exists := tApp.App.ClobKeeper.GetLongTermOrderPlacement(
ctx,
LongTermPlaceOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT5.Order.OrderId,
)
require.False(t, exists)
exists, _, _ = tApp.App.ClobKeeper.GetOrderFillAmount(
ctx,
LongTermPlaceOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT5.Order.OrderId,
)
require.False(t, exists)
}

func TestCancelStatefulOrder(t *testing.T) {
type checkResults struct {
orderId clobtypes.OrderId
existsInState bool
}

tests := map[string]struct {
blockWithMessages []testmsgs.TestBlockWithMsgs
checkCancelledPlaceOrder clobtypes.MsgPlaceOrder
checkResultsBlock uint32
blockWithMessages []testmsgs.TestBlockWithMsgs
expectations checkResults
}{
"Test stateful order is cancelled when placed and cancelled in the same block": {
blockWithMessages: []testmsgs.TestBlockWithMsgs{
Expand All @@ -92,8 +171,10 @@ func TestCancelStatefulOrder(t *testing.T) {
},
},

checkCancelledPlaceOrder: LongTermPlaceOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT5,
checkResultsBlock: 4,
expectations: checkResults{
orderId: LongTermPlaceOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT5.Order.OrderId,
existsInState: false,
},
},
"Test stateful order is cancelled when placed then cancelled in a future block": {
blockWithMessages: []testmsgs.TestBlockWithMsgs{
Expand All @@ -113,10 +194,12 @@ func TestCancelStatefulOrder(t *testing.T) {
},
},

checkCancelledPlaceOrder: LongTermPlaceOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT5,
checkResultsBlock: 4,
expectations: checkResults{
orderId: LongTermPlaceOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT5.Order.OrderId,
existsInState: false,
},
},
"Test stateful order is cancelled when placed, matched, and cancelled in the same block": {
"Test stateful order is cancelled when placed and then partially matched and cancelled in next block": {
blockWithMessages: []testmsgs.TestBlockWithMsgs{
{
Block: 2,
Expand All @@ -125,8 +208,13 @@ func TestCancelStatefulOrder(t *testing.T) {
Msg: &LongTermPlaceOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT5,
ExpectedIsOk: true,
},
},
},
{
Block: 3,
Msgs: []testmsgs.TestSdkMsg{
{
Msg: &PlaceOrder_Bob_Num0_Id0_Clob0_Sell5_Price10_GTB20,
Msg: &PlaceOrder_Bob_Num0_Id0_Clob0_Sell4_Price10_GTB20,
ExpectedIsOk: true,
},
{
Expand All @@ -136,11 +224,12 @@ func TestCancelStatefulOrder(t *testing.T) {
},
},
},

checkCancelledPlaceOrder: LongTermPlaceOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT5,
checkResultsBlock: 4,
expectations: checkResults{
orderId: LongTermPlaceOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT5.Order.OrderId,
existsInState: false,
},
},
"Test stateful order is cancelled when placed, cancelled, then re-placed with the same order id": {
"Test stateful order is placed when placed, cancelled, then re-placed with the same order id": {
blockWithMessages: []testmsgs.TestBlockWithMsgs{
{
Block: 2,
Expand All @@ -164,17 +253,36 @@ func TestCancelStatefulOrder(t *testing.T) {
},
},

checkCancelledPlaceOrder: LongTermPlaceOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT5,
checkResultsBlock: 4,
expectations: checkResults{
orderId: LongTermPlaceOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT5.Order.OrderId,
existsInState: true,
},
},
"Test stateful order cancel for non existent order fails": {
blockWithMessages: []testmsgs.TestBlockWithMsgs{
{
Block: 2,
Msgs: []testmsgs.TestSdkMsg{
{
Msg: &constants.CancelLongTermOrder_Alice_Num0_Id0_Clob0_GTBT15,
ExpectedIsOk: false,
},
},
},
},

expectations: checkResults{
orderId: constants.CancelLongTermOrder_Alice_Num0_Id0_Clob0_GTBT15.OrderId,
existsInState: false,
},
},
}
for name, tc := range tests {
t.Run(name, func(t *testing.T) {
tApp := testapp.NewTestAppBuilder(t).Build()
ctx := tApp.InitChain()

for _, blockWithMessages := range tc.blockWithMessages {
ctx := tApp.AdvanceToBlock(blockWithMessages.Block, testapp.AdvanceToBlockOptions{})

for _, testSdkMsg := range blockWithMessages.Msgs {
result := tApp.CheckTx(testapp.MustMakeCheckTx(
ctx,
Expand All @@ -188,12 +296,15 @@ func TestCancelStatefulOrder(t *testing.T) {
return result.IsOK() == testSdkMsg.ExpectedIsOk
}, "Expected CheckTx to succeed. Response: %+v", result)
}

ctx = tApp.AdvanceToBlock(blockWithMessages.Block, testapp.AdvanceToBlockOptions{})
}

ctx := tApp.AdvanceToBlock(tc.checkResultsBlock, testapp.AdvanceToBlockOptions{})
_, exists := tApp.App.ClobKeeper.GetLongTermOrderPlacement(ctx, tc.expectations.orderId)
require.Equal(t, exists, tc.expectations.existsInState)
exists, fillAmount, _ := tApp.App.ClobKeeper.GetOrderFillAmount(
ctx,
tc.checkCancelledPlaceOrder.Order.OrderId,
tc.expectations.orderId,
)
require.False(t, exists)
require.Equal(t, uint64(0), fillAmount.ToUint64())
Expand Down

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