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integration_cancellimitorder_test.go
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package keeper_test
import (
"math"
"time"
sdkmath "cosmossdk.io/math"
"github.com/neutron-org/neutron/v4/x/dex/types"
)
func (s *DexTestSuite) TestCancelEntireLimitOrderAOneExists() {
s.fundAliceBalances(50, 50)
// CASE
// Alice adds a limit order of A for B and cancels it right away
trancheKey := s.aliceLimitSells("TokenA", 0, 10)
s.assertAliceBalances(40, 50)
s.assertDexBalances(10, 0)
s.assertCurr1To0(0)
s.assertCurr0To1(math.MaxInt64)
s.aliceCancelsLimitSell(trancheKey)
s.assertAliceBalances(50, 50)
s.assertDexBalances(0, 0)
s.assertCurr1To0(math.MinInt64)
s.assertCurr0To1(math.MaxInt64)
// Assert that the LimitOrderTrancheUser has been deleted
_, found := s.App.DexKeeper.GetLimitOrderTrancheUser(s.Ctx, s.alice.String(), trancheKey)
s.Assert().False(found)
}
func (s *DexTestSuite) TestCancelEntireLimitOrderBOneExists() {
s.fundAliceBalances(50, 50)
// CASE
// Alice adds a limit order of B for A and cancels it right away
trancheKey := s.aliceLimitSells("TokenB", 0, 10)
s.assertAliceBalances(50, 40)
s.assertDexBalances(0, 10)
s.assertCurr1To0(math.MinInt64)
s.assertCurr0To1(0)
s.aliceCancelsLimitSell(trancheKey)
s.assertAliceBalances(50, 50)
s.assertDexBalances(0, 0)
s.assertCurr1To0(math.MinInt64)
s.assertCurr0To1(math.MaxInt64)
// Tranche is deleted
tranche, _, found := s.App.DexKeeper.FindLimitOrderTranche(
s.Ctx,
&types.LimitOrderTrancheKey{
TradePairId: types.MustNewTradePairID("TokenA", "TokenB"),
TickIndexTakerToMaker: 0,
TrancheKey: trancheKey,
},
)
s.Nil(tranche)
s.False(found)
}
func (s *DexTestSuite) TestCancelHigherEntireLimitOrderATwoExistDiffTicksSameDirection() {
s.fundAliceBalances(50, 50)
// CASE
// Alice adds two limit orders from A to B and removes the one at the higher tick (0)
trancheKey := s.aliceLimitSells("TokenA", 0, 10)
s.aliceLimitSells("TokenA", -1, 10)
s.assertAliceBalances(30, 50)
s.assertDexBalances(20, 0)
s.assertCurr1To0(0)
s.assertCurr0To1(math.MaxInt64)
s.aliceCancelsLimitSell(trancheKey)
s.assertAliceBalances(40, 50)
s.assertDexBalances(10, 0)
s.assertCurr1To0(-1)
s.assertCurr0To1(math.MaxInt64)
}
func (s *DexTestSuite) TestCancelLowerEntireLimitOrderATwoExistDiffTicksSameDirection() {
s.fundAliceBalances(50, 50)
// CASE
// Alice adds two limit orders from A to B and removes the one at the lower tick (-1)
s.aliceLimitSells("TokenA", 0, 10)
trancheKey := s.aliceLimitSells("TokenA", -1, 10)
s.assertAliceBalances(30, 50)
s.assertDexBalances(20, 0)
s.assertCurr1To0(0)
s.assertCurr0To1(math.MaxInt64)
s.aliceCancelsLimitSell(trancheKey)
s.assertAliceBalances(40, 50)
s.assertDexBalances(10, 0)
s.assertCurr1To0(0)
s.assertCurr0To1(math.MaxInt64)
}
func (s *DexTestSuite) TestCancelLowerEntireLimitOrderATwoExistDiffTicksDiffDirection() {
s.fundAliceBalances(50, 50)
// CASE
// Alice adds one limit orders from A to B and one from B to A and removes the one from A to B
trancheKey := s.aliceLimitSells("TokenA", 0, 10)
s.aliceLimitSells("TokenB", 1, 10)
s.assertAliceBalances(40, 40)
s.assertDexBalances(10, 10)
s.assertCurr1To0(0)
s.assertCurr0To1(1)
s.aliceCancelsLimitSell(trancheKey)
s.assertAliceBalances(50, 40)
s.assertDexBalances(0, 10)
s.assertCurr1To0(math.MinInt64)
s.assertCurr0To1(1)
}
func (s *DexTestSuite) TestCancelHigherEntireLimitOrderBTwoExistDiffTicksSameDirection() {
s.fundAliceBalances(50, 50)
// CASE
// Alice adds two limit orders from B to A and removes the one at tick 0
trancheKey := s.aliceLimitSells("TokenB", 0, 10)
s.aliceLimitSells("TokenB", -1, 10)
s.assertAliceBalances(50, 30)
s.assertDexBalances(0, 20)
s.assertCurr1To0(math.MinInt64)
s.assertCurr0To1(-1)
s.aliceCancelsLimitSell(trancheKey)
s.assertAliceBalances(50, 40)
s.assertDexBalances(0, 10)
s.assertCurr1To0(math.MinInt64)
s.assertCurr0To1(-1)
}
func (s *DexTestSuite) TestCancelLowerEntireLimitOrderBTwoExistDiffTicksSameDirection() {
s.fundAliceBalances(50, 50)
// CASE
// Alice adds two limit orders from B to A and removes the one at tick 0
s.aliceLimitSells("TokenB", 0, 10)
trancheKey := s.aliceLimitSells("TokenB", -1, 10)
s.assertAliceBalances(50, 30)
s.assertDexBalances(0, 20)
s.assertCurr1To0(math.MinInt64)
s.assertCurr0To1(-1)
s.aliceCancelsLimitSell(trancheKey)
s.assertAliceBalances(50, 40)
s.assertDexBalances(0, 10)
s.assertCurr1To0(math.MinInt64)
s.assertCurr0To1(0)
}
func (s *DexTestSuite) TestCancelTwiceFails() {
s.fundAliceBalances(50, 50)
// CASE
// Alice tries to cancel the same limit order twice
trancheKey := s.aliceLimitSells("TokenB", 0, 10)
s.assertAliceBalances(50, 40)
s.assertDexBalances(0, 10)
s.aliceCancelsLimitSell(trancheKey)
s.assertAliceBalances(50, 50)
s.assertDexBalances(0, 0)
s.aliceCancelsLimitSellFails(trancheKey, types.ErrActiveLimitOrderNotFound)
}
func (s *DexTestSuite) TestCancelPartiallyFilled() {
s.fundAliceBalances(50, 0)
s.fundBobBalances(0, 50)
// GIVEN alice limit sells 50 TokenA
trancheKey := s.aliceLimitSells("TokenA", 0, 50)
// Bob swaps 25 TokenB for TokenA
s.bobLimitSells("TokenB", -10, 25, types.LimitOrderType_FILL_OR_KILL)
s.assertDexBalances(25, 25)
s.assertAliceBalances(0, 0)
// WHEN alice cancels her limit order
s.aliceCancelsLimitSell(trancheKey)
// Then alice gets back remaining 25 TokenA LO reserves & 25 TokenB taker tokens
s.assertAliceBalances(25, 25)
s.assertDexBalances(0, 0)
// Assert that the LimitOrderTrancheUser has been deleted
_, found := s.App.DexKeeper.GetLimitOrderTrancheUser(s.Ctx, s.alice.String(), trancheKey)
s.Assert().False(found)
}
func (s *DexTestSuite) TestCancelPartiallyFilledWithdrawFails() {
s.fundAliceBalances(50, 0)
s.fundBobBalances(0, 10)
// GIVEN alice limit sells 50 TokenA
trancheKey := s.aliceLimitSells("TokenA", 2000, 50)
// Bob swaps 10 TokenB for TokenA
s.bobLimitSells("TokenB", -2001, 10, types.LimitOrderType_FILL_OR_KILL)
s.assertDexBalancesInt(sdkmath.NewInt(37786095), sdkmath.NewInt(10000000))
s.assertAliceBalances(0, 0)
// WHEN alice cancels her limit order
s.aliceCancelsLimitSell(trancheKey)
// Then alice gets back remaining ~37 BIGTokenA LO reserves & 10 BIGTokenB taker tokens
s.assertAliceBalancesInt(sdkmath.NewInt(37786094), sdkmath.NewInt(10000000))
s.assertDexBalancesInt(sdkmath.OneInt(), sdkmath.ZeroInt())
// Assert that the LimitOrderTrancheUser has been deleted
_, found := s.App.DexKeeper.GetLimitOrderTrancheUser(s.Ctx, s.alice.String(), trancheKey)
s.Assert().False(found)
s.aliceWithdrawLimitSellFails(types.ErrValidLimitOrderTrancheNotFound, trancheKey)
}
func (s *DexTestSuite) TestCancelPartiallyFilledMultiUser() {
s.fundAliceBalances(50, 0)
s.fundBobBalances(0, 50)
s.fundCarolBalances(100, 0)
// GIVEN alice limit sells 50 TokenA; carol sells 100 tokenA
trancheKey := s.aliceLimitSells("TokenA", 0, 50)
s.carolLimitSells("TokenA", 0, 100)
// Bob swaps 25 TokenB for TokenA
s.bobLimitSells("TokenB", -10, 25, types.LimitOrderType_FILL_OR_KILL)
s.assertLimitLiquidityAtTick("TokenA", 0, 125)
s.assertDexBalances(125, 25)
s.assertAliceBalances(0, 0)
// WHEN alice and carol cancel their limit orders
s.aliceCancelsLimitSell(trancheKey)
s.carolCancelsLimitSell(trancheKey)
// THEN alice gets back ~41 BIGTokenA (125 * 1/3) & ~8.3 BIGTokenB Taker tokens (25 * 1/3)
s.assertAliceBalancesInt(sdkmath.NewInt(41_666_666), sdkmath.NewInt(8333333))
// Carol gets back 83 TokenA (125 * 2/3) & ~16.6 BIGTokenB Taker tokens (25 * 2/3)
s.assertCarolBalancesInt(sdkmath.NewInt(83_333_333), sdkmath.NewInt(16666667))
s.assertDexBalancesInt(sdkmath.OneInt(), sdkmath.ZeroInt())
// Assert that the LimitOrderTrancheUsers has been deleted
_, found := s.App.DexKeeper.GetLimitOrderTrancheUser(s.Ctx, s.alice.String(), trancheKey)
s.Assert().False(found)
_, found = s.App.DexKeeper.GetLimitOrderTrancheUser(s.Ctx, s.carol.String(), trancheKey)
s.Assert().False(found)
}
func (s *DexTestSuite) TestCancelPartiallyFilledMultiUser2() {
s.fundAliceBalances(50, 0)
s.fundBobBalances(50, 0)
s.fundCarolBalances(0, 40)
// // GIVEN alice and bob each limit sells 50 TokenA
trancheKey := s.aliceLimitSells("TokenA", 2000, 50)
s.bobLimitSells("TokenA", 2000, 50)
// carol swaps 20 TokenB for TokenA
s.carolLimitSells("TokenB", -2001, 20, types.LimitOrderType_FILL_OR_KILL)
// WHEN alice cancels her limit order
s.aliceCancelsLimitSell(trancheKey)
// THEN alice gets back remaining ~38 BIGTokenA LO reserves & 10 BIGTokenB taker tokens
s.assertAliceBalancesInt(sdkmath.NewInt(37786094), sdkmath.NewInt(10000000))
s.assertDexBalancesInt(sdkmath.NewInt(37786096), sdkmath.NewInt(10000000))
// THEN carol swap through more of the limitorder
s.carolLimitSells("TokenB", -2001, 20, types.LimitOrderType_FILL_OR_KILL)
// And bob can withdraw his portion
s.bobWithdrawsLimitSell(trancheKey)
s.assertBobBalancesInt(sdkmath.ZeroInt(), sdkmath.NewInt(30000000))
}
func (s *DexTestSuite) TestCancelFirstMultiCancel() {
s.fundAliceBalances(50, 0)
s.fundBobBalances(50, 0)
s.fundCarolBalances(0, 40)
// // GIVEN alice and bob each limit sells 50 TokenA
trancheKey := s.aliceLimitSells("TokenA", 0, 50)
s.bobLimitSells("TokenA", 0, 50)
s.bobCancelsLimitSell(trancheKey)
// carol swaps 10 TokenB for TokenA
s.carolLimitSells("TokenB", -1, 10, types.LimitOrderType_FILL_OR_KILL)
// WHEN alice cancels her limit order
s.aliceCancelsLimitSell(trancheKey)
// THEN alice gets back remaining 40 tokenA 10 TokenB taker tokens
s.assertAliceBalances(40, 10)
}
func (s *DexTestSuite) TestCancelFirstMultiWithdraw() {
s.fundAliceBalances(50, 0)
s.fundBobBalances(50, 0)
s.fundCarolBalances(0, 40)
// // GIVEN alice and bob each limit sells 50 TokenA
trancheKey := s.aliceLimitSells("TokenA", 0, 50)
s.bobLimitSells("TokenA", 0, 50)
s.bobCancelsLimitSell(trancheKey)
// carol swaps 10 TokenB for TokenA
s.carolLimitSells("TokenB", -1, 10, types.LimitOrderType_FILL_OR_KILL)
// WHEN alice withdraws her limit order
s.aliceWithdrawsLimitSell(trancheKey)
// THEN alice gets 10 TokenB
s.assertAliceBalances(0, 10)
}
func (s *DexTestSuite) TestCancelGoodTil() {
s.fundAliceBalances(50, 0)
tomorrow := time.Now().AddDate(0, 0, 1)
// GIVEN alice limit sells 50 TokenA with goodTil date of tommrow
trancheKey := s.aliceLimitSellsGoodTil("TokenA", 0, 50, tomorrow)
s.assertLimitLiquidityAtTick("TokenA", 0, 50)
s.assertNLimitOrderExpiration(1)
// WHEN alice cancels the limit order
s.aliceCancelsLimitSell(trancheKey)
// THEN there is no liquidity left
s.assertLimitLiquidityAtTick("TokenA", 0, 0)
// and the LimitOrderExpiration has been removed
s.assertNLimitOrderExpiration(0)
}
func (s *DexTestSuite) TestCancelGoodTilAfterExpirationFails() {
s.fundAliceBalances(50, 0)
tomorrow := time.Now().AddDate(0, 0, 1)
// GIVEN alice limit sells 50 TokenA with goodTil date of tommrow
trancheKey := s.aliceLimitSellsGoodTil("TokenA", 0, 50, tomorrow)
s.assertLimitLiquidityAtTick("TokenA", 0, 50)
s.assertNLimitOrderExpiration(1)
// WHEN expiration date has passed
s.beginBlockWithTime(time.Now().AddDate(0, 0, 2))
// THEN alice cancellation fails
s.aliceCancelsLimitSellFails(trancheKey, types.ErrActiveLimitOrderNotFound)
}
func (s *DexTestSuite) TestCancelJITSameBlock() {
s.fundAliceBalances(50, 0)
// GIVEN alice limit sells 50 TokenA as JIT
trancheKey := s.aliceLimitSells("TokenA", 0, 50, types.LimitOrderType_JUST_IN_TIME)
s.assertLimitLiquidityAtTick("TokenA", 0, 50)
s.assertNLimitOrderExpiration(1)
// WHEN alice cancels the limit order
s.aliceCancelsLimitSell(trancheKey)
// THEN there is no liquidity left
s.assertLimitLiquidityAtTick("TokenA", 0, 0)
// and the LimitOrderExpiration has been removed
s.assertNLimitOrderExpiration(0)
}
func (s *DexTestSuite) TestCancelJITNextBlock() {
s.fundAliceBalances(50, 0)
// GIVEN alice limit sells 50 TokenA as JIT
trancheKey := s.aliceLimitSells("TokenA", 0, 50, types.LimitOrderType_JUST_IN_TIME)
s.assertLimitLiquidityAtTick("TokenA", 0, 50)
s.assertNLimitOrderExpiration(1)
// WHEN we move to block N+1
s.nextBlockWithTime(time.Now())
s.beginBlockWithTime(time.Now())
// THEN alice cancellation fails
s.aliceCancelsLimitSellFails(trancheKey, types.ErrActiveLimitOrderNotFound)
s.assertAliceBalances(0, 0)
}
func (s *DexTestSuite) TestWithdrawThenCancel() {
s.fundAliceBalances(50, 0)
s.fundBobBalances(50, 0)
s.fundCarolBalances(0, 40)
// // GIVEN alice and bob each limit sells 50 TokenA
trancheKey := s.aliceLimitSells("TokenA", 0, 50)
s.bobLimitSells("TokenA", 0, 50)
s.carolLimitSells("TokenB", -1, 10, types.LimitOrderType_FILL_OR_KILL)
// WHEN alice withdraws and cancels her limit order
s.aliceWithdrawsLimitSell(trancheKey)
s.aliceCancelsLimitSell(trancheKey)
s.assertAliceBalances(45, 5)
s.bobWithdrawsLimitSell(trancheKey)
s.assertBobBalances(0, 5)
s.bobCancelsLimitSell(trancheKey)
s.assertBobBalances(45, 5)
}
func (s *DexTestSuite) TestWithdrawThenCancel2() {
s.fundAliceBalances(50, 0)
s.fundBobBalances(50, 0)
s.fundCarolBalances(0, 40)
// // GIVEN alice and bob each limit sells 50 TokenA
trancheKey := s.aliceLimitSells("TokenA", 0, 50)
s.bobLimitSells("TokenA", 0, 50)
s.carolLimitSells("TokenB", -1, 10, types.LimitOrderType_FILL_OR_KILL)
// WHEN alice withdraws and cancels her limit order
s.aliceWithdrawsLimitSell(trancheKey)
s.aliceCancelsLimitSell(trancheKey)
s.assertAliceBalances(45, 5)
s.bobCancelsLimitSell(trancheKey)
s.assertBobBalances(45, 5)
}
func (s *DexTestSuite) TestWithdrawThenCancelLowTick() {
s.fundAliceBalances(50, 0)
s.fundBobBalances(50, 0)
s.fundCarolBalances(0, 40)
// // GIVEN alice and bob each limit sells 50 TokenA
trancheKey := s.aliceLimitSells("TokenA", 20000, 50)
s.bobLimitSells("TokenA", 20000, 50)
s.carolLimitSells("TokenB", -20001, 10, types.LimitOrderType_FILL_OR_KILL)
// WHEN alice withdraws and cancels her limit order
s.aliceWithdrawsLimitSell(trancheKey)
s.aliceCancelsLimitSell(trancheKey)
s.assertAliceBalancesInt(sdkmath.NewInt(13058413), sdkmath.NewInt(4999999))
s.bobWithdrawsLimitSell(trancheKey)
s.assertBobBalancesInt(sdkmath.ZeroInt(), sdkmath.NewInt(4999999))
s.bobCancelsLimitSell(trancheKey)
s.assertBobBalancesInt(sdkmath.NewInt(13058413), sdkmath.NewInt(4999999))
}