Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

feat: add RandomInt and RandomDec helper #179

Merged
merged 1 commit into from
Feb 14, 2022
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
12 changes: 12 additions & 0 deletions types/utils.go
Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,8 @@ package types
import (
"encoding/json"
"fmt"
"math/big"
"math/rand"
"time"

sdk "github.com/cosmos/cosmos-sdk/types"
Expand Down Expand Up @@ -89,3 +91,13 @@ func DecApproxEqual(a, b sdk.Dec) bool {
}
return a.Sub(b).Quo(a).LTE(sdk.NewDecWithPrec(1, 3))
}

// RandomInt returns a random integer in the half-open interval [min, max).
func RandomInt(r *rand.Rand, min, max sdk.Int) sdk.Int {
return min.Add(sdk.NewIntFromBigInt(new(big.Int).Rand(r, max.Sub(min).BigInt())))
}

// RandomDec returns a random decimal in the half-open interval [min, max).
func RandomDec(r *rand.Rand, min, max sdk.Dec) sdk.Dec {
return min.Add(sdk.NewDecFromBigIntWithPrec(new(big.Int).Rand(r, max.Sub(min).BigInt()), sdk.Precision))
}
15 changes: 3 additions & 12 deletions x/liquidity/amm/match_bench_test.go
Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,6 @@ package amm_test

import (
"fmt"
"math/big"
"math/rand"
"testing"

Expand All @@ -12,14 +11,6 @@ import (
"github.com/cosmosquad-labs/squad/x/liquidity/amm"
)

func randInt(r *rand.Rand, min, max sdk.Int) sdk.Int {
return min.Add(sdk.NewIntFromBigInt(new(big.Int).Rand(r, max.Sub(min).BigInt())))
}

func randDec(r *rand.Rand, min, max sdk.Dec) sdk.Dec {
return min.Add(sdk.NewDecFromBigIntWithPrec(new(big.Int).Rand(r, max.Sub(min).BigInt()), sdk.Precision))
}

func BenchmarkFindMatchPrice(b *testing.B) {
minPrice, maxPrice := squad.ParseDec("0.0000001"), squad.ParseDec("10000000")
minAmt, maxAmt := sdk.NewInt(100), sdk.NewInt(10000000)
Expand All @@ -30,12 +21,12 @@ func BenchmarkFindMatchPrice(b *testing.B) {
r := rand.New(rand.NewSource(seed))
ob := amm.NewOrderBook()
for i := 0; i < 10000; i++ {
ob.Add(newOrder(amm.Buy, randDec(r, minPrice, maxPrice), randInt(r, minAmt, maxAmt)))
ob.Add(newOrder(amm.Sell, randDec(r, minPrice, maxPrice), randInt(r, minAmt, maxAmt)))
ob.Add(newOrder(amm.Buy, squad.RandomDec(r, minPrice, maxPrice), squad.RandomInt(r, minAmt, maxAmt)))
ob.Add(newOrder(amm.Sell, squad.RandomDec(r, minPrice, maxPrice), squad.RandomInt(r, minAmt, maxAmt)))
}
var poolOrderSources []amm.OrderSource
for i := 0; i < 1000; i++ {
rx, ry := randInt(r, minReserveAmt, maxReserveAmt), randInt(r, minReserveAmt, maxReserveAmt)
rx, ry := squad.RandomInt(r, minReserveAmt, maxReserveAmt), squad.RandomInt(r, minReserveAmt, maxReserveAmt)
pool := amm.NewBasicPool(rx, ry, sdk.ZeroInt())
poolOrderSources = append(poolOrderSources, amm.NewMockPoolOrderSource(pool, "denom1", "denom2"))
}
Expand Down
27 changes: 9 additions & 18 deletions x/liquidity/simulation/operations.go
Original file line number Diff line number Diff line change
Expand Up @@ -13,6 +13,7 @@ import (
"github.com/cosmos/cosmos-sdk/x/simulation"

squadappparams "github.com/cosmosquad-labs/squad/app/params"
squad "github.com/cosmosquad-labs/squad/types"
"github.com/cosmosquad-labs/squad/x/liquidity/amm"
"github.com/cosmosquad-labs/squad/x/liquidity/keeper"
"github.com/cosmosquad-labs/squad/x/liquidity/types"
Expand Down Expand Up @@ -194,11 +195,11 @@ func SimulateMsgCreatePool(ak types.AccountKeeper, bk types.BankKeeper, k keeper
depositCoins := sdk.NewCoins(
sdk.NewCoin(
pair.BaseCoinDenom,
randomInt(r, minDepositAmt, spendable.Sub(params.PoolCreationFee).AmountOf(pair.BaseCoinDenom)),
squad.RandomInt(r, minDepositAmt, spendable.Sub(params.PoolCreationFee).AmountOf(pair.BaseCoinDenom)),
),
sdk.NewCoin(
pair.QuoteCoinDenom,
randomInt(r, minDepositAmt, spendable.Sub(params.PoolCreationFee).AmountOf(pair.QuoteCoinDenom)),
squad.RandomInt(r, minDepositAmt, spendable.Sub(params.PoolCreationFee).AmountOf(pair.QuoteCoinDenom)),
),
)

Expand Down Expand Up @@ -249,10 +250,10 @@ func SimulateMsgDeposit(ak types.AccountKeeper, bk types.BankKeeper, k keeper.Ke
depositCoins = sdk.NewCoins(
sdk.NewCoin(
pair.BaseCoinDenom,
randomInt(r, sdk.OneInt(), spendable.AmountOf(pair.BaseCoinDenom))),
squad.RandomInt(r, sdk.OneInt(), spendable.AmountOf(pair.BaseCoinDenom))),
sdk.NewCoin(
pair.QuoteCoinDenom,
randomInt(r, sdk.OneInt(), spendable.AmountOf(pair.QuoteCoinDenom))),
squad.RandomInt(r, sdk.OneInt(), spendable.AmountOf(pair.QuoteCoinDenom))),
)
if depositCoins.IsAllLTE(spendable) {
skip = false
Expand Down Expand Up @@ -316,7 +317,7 @@ func SimulateMsgWithdraw(ak types.AccountKeeper, bk types.BankKeeper, k keeper.K
}

pool, _ := k.GetPool(ctx, poolId)
poolCoin := sdk.NewCoin(pool.PoolCoinDenom, randomInt(r, sdk.OneInt(), spendable.AmountOf(pool.PoolCoinDenom)))
poolCoin := sdk.NewCoin(pool.PoolCoinDenom, squad.RandomInt(r, sdk.OneInt(), spendable.AmountOf(pool.PoolCoinDenom)))
msg := types.NewMsgWithdraw(simAccount.Address, poolId, poolCoin)

txCtx := simulation.OperationInput{
Expand Down Expand Up @@ -376,9 +377,9 @@ func SimulateMsgLimitOrder(ak types.AccountKeeper, bk types.BankKeeper, k keeper
ammPool := amm.NewBasicPool(rx, ry, sdk.ZeroInt())
minPrice, maxPrice = minMaxPrice(k, ctx, ammPool.Price())
}
price := amm.PriceToDownTick(randomDec(r, minPrice, maxPrice), int(params.TickPrecision))
price := amm.PriceToDownTick(squad.RandomDec(r, minPrice, maxPrice), int(params.TickPrecision))

amt := randomInt(r, types.MinCoinAmount, sdk.NewInt(1000000))
amt := squad.RandomInt(r, types.MinCoinAmount, sdk.NewInt(1000000))

var offerCoin sdk.Coin
var demandCoinDenom string
Expand Down Expand Up @@ -452,7 +453,7 @@ func SimulateMsgMarketOrder(ak types.AccountKeeper, bk types.BankKeeper, k keepe

_, maxPrice := minMaxPrice(k, ctx, *pair.LastPrice)

amt := randomInt(r, types.MinCoinAmount, sdk.NewInt(1000000))
amt := squad.RandomInt(r, types.MinCoinAmount, sdk.NewInt(1000000))

var offerCoin sdk.Coin
var demandCoinDenom string
Expand Down Expand Up @@ -614,16 +615,6 @@ func SimulateMsgCancelAllOrders(ak types.AccountKeeper, bk types.BankKeeper, k k
}
}

// randomInt returns an integer within a range [min, max].
func randomInt(r *rand.Rand, min, max sdk.Int) sdk.Int {
return sdk.MaxInt(min, min.Add(simtypes.RandomAmount(r, max.Sub(min))))
}

// randomDec returns a decimal within a range [min, max].
func randomDec(r *rand.Rand, min, max sdk.Dec) sdk.Dec {
return sdk.MaxDec(min, min.Add(simtypes.RandomDecAmount(r, max.Sub(min))))
}

var once sync.Once

func fundAccountsOnce(r *rand.Rand, ctx sdk.Context, bk types.BankKeeper, accs []simtypes.Account) {
Expand Down