test: more precise fee pool testing

Author: sander2

standalone/runtime/tests/mock/redeem_testing_utils.rs

@@ -8,6 +8,16 @@ pub const VAULT: [u8; 32] = BOB;
 pub const VAULT2: [u8; 32] = CAROL;
 pub const USER_BTC_ADDRESS: BtcAddress = BtcAddress::P2PKH(H160([2u8; 20]));
 
+pub trait RedeemRequestTestExt {
+    fn amount_without_fee_as_collateral(&self, currency_id: CurrencyId) -> Amount<Runtime>;
+}
+impl RedeemRequestTestExt for RedeemRequest<AccountId, BlockNumber, Balance, CurrencyId> {
+    fn amount_without_fee_as_collateral(&self, currency_id: CurrencyId) -> Amount<Runtime> {
+        let amount_without_fee = self.amount_btc() + self.transfer_fee_btc();
+        amount_without_fee.convert_to(currency_id).unwrap()
+    }
+}
+
 pub struct ExecuteRedeemBuilder {
     redeem_id: H256,
     redeem: RedeemRequest<AccountId32, BlockNumber, Balance, CurrencyId>,
@@ -80,11 +90,20 @@ pub fn setup_cancelable_redeem(user: [u8; 32], vault: &VaultId, issued_tokens: A
 
     // expire request without transferring btc
     mine_blocks((RedeemPallet::redeem_period() + 99) / 100 + 1);
-    SecurityPallet::set_active_block_number(RedeemPallet::redeem_period() + 1 + 1);
+    SecurityPallet::set_active_block_number(
+        SecurityPallet::active_block_number() + RedeemPallet::redeem_period() + 1 + 1,
+    );
 
     redeem_id
 }
 
+pub fn expire_bans() {
+    mine_blocks((RedeemPallet::redeem_period() + 99) / 100 + 1);
+    SecurityPallet::set_active_block_number(
+        SecurityPallet::active_block_number() + VaultRegistryPallet::punishment_delay() + 1 + 1,
+    );
+}
+
 pub fn set_redeem_state(
     vault_to_be_redeemed: Amount<Runtime>,
     user_to_redeem: Amount<Runtime>,

standalone/runtime/tests/mock/reward_testing_utils.rs

@@ -1,6 +1,6 @@
 use crate::*;
 use primitives::TruncateFixedPointToInt;
-use std::collections::BTreeMap;
+use std::collections::{BTreeMap, HashMap};
 
 pub type StakeId = (VaultId, AccountId);
 
@@ -10,7 +10,7 @@ pub struct IdealRewardPool {
     secure_threshold: BTreeMap<VaultId, FixedU128>,
     accept_new_issues: BTreeMap<VaultId, bool>,
     commission: BTreeMap<VaultId, FixedU128>,
-    collateral: BTreeMap<StakeId, u128>,
+    collateral: BTreeMap<StakeId, FixedU128>,
     rewards: BTreeMap<AccountId, (FixedU128, FixedU128)>,
 }
 
@@ -36,27 +36,33 @@ impl IdealRewardPool {
     pub fn deposit_nominator_collateral(&mut self, account: &StakeId, amount: u128) -> &mut Self {
         log::debug!("deposit_nominator_collateral {amount}");
         let current_collateral = self.collateral.get(account).map(|x| *x).unwrap_or_default();
-        self.collateral.insert(account.clone(), current_collateral + amount);
+        self.collateral
+            .insert(account.clone(), current_collateral + FixedU128::from(amount));
         self
     }
 
     pub fn withdraw_nominator_collateral(&mut self, account: &StakeId, amount: u128) -> &mut Self {
         log::debug!("withdraw_nominator_collateral {amount}");
         let current_collateral = self.collateral.get(account).map(|x| *x).unwrap_or_default();
-        self.collateral.insert(account.clone(), current_collateral - amount);
+        self.collateral
+            .insert(account.clone(), current_collateral - FixedU128::from(amount));
         self
     }
 
     pub fn slash_collateral(&mut self, account: &VaultId, amount: u128) -> &mut Self {
         log::error!("slash_collateral {amount}");
+        let amount = FixedU128::from(amount);
         let nominators: Vec<_> = {
             self.collateral
                 .iter()
                 .filter(|((vault, _nominator), _stake)| vault == account)
                 .map(|(key, value)| (key.clone(), value.clone()))
                 .collect()
         };
-        let total_stake: u128 = nominators.iter().map(|(_key, value)| *value).sum();
+        let total_stake: FixedU128 = nominators
+            .iter()
+            .map(|(_key, value)| *value)
+            .fold(Zero::zero(), |x: FixedU128, y: FixedU128| x + y);
         for (key, stake) in nominators {
             let new_stake = stake - (stake * amount) / total_stake;
             self.collateral.insert(key, new_stake);
@@ -77,26 +83,91 @@ impl IdealRewardPool {
             return self;
         }
 
-        for (stake_id, _) in self.collateral.iter() {
-            let stake = self.stake(stake_id);
-            let reward = (stake * reward) / total_stake;
-
-            let (vault_id, nominator_id) = stake_id;
-
-            let commission = self.commission.get(vault_id).cloned().unwrap_or_default();
-
-            let (vault_commission, vault_reward) = self.rewards.get(&vault_id.account_id).cloned().unwrap_or_default();
-            self.rewards.insert(
-                vault_id.account_id.clone(),
-                (vault_commission + reward * commission, vault_reward),
-            );
-
-            let (nominator_commission, nominator_reward) = self.rewards.get(&nominator_id).cloned().unwrap_or_default();
-            self.rewards.insert(
-                nominator_id.clone(),
-                (nominator_commission, nominator_reward + (reward - reward * commission)),
-            );
+        let vault_stakes: HashMap<_, _> = self
+            .collateral
+            .iter()
+            .map(|((vault, _nominator), collateral)| (vault, collateral))
+            .filter(|(vault, _)| *self.accept_new_issues.get(vault).unwrap_or(&true))
+            .into_group_map()
+            .into_iter()
+            .map(|(vault, nominator_collaterals)| {
+                let vault_collateral = nominator_collaterals
+                    .into_iter()
+                    .cloned()
+                    .fold(Zero::zero(), |x: FixedU128, y: FixedU128| x + y);
+                let threshold = self.secure_threshold[vault];
+                let reward_stake = (vault_collateral / threshold).truncate_to_inner().unwrap();
+                (vault, reward_stake)
+            })
+            .collect();
+
+        let capacity_stakes: Vec<_> = vault_stakes
+            .iter()
+            .map(|(vault, stake)| (vault.collateral_currency(), stake))
+            .into_group_map()
+            .into_iter()
+            .map(|(currency, vault_stakes)| {
+                let currency_capacity: u128 = vault_stakes.into_iter().sum();
+                let exchange_rate = self.exchange_rate[&currency];
+                let capacity_stake = (FixedU128::from(currency_capacity) / exchange_rate)
+                    .truncate_to_inner()
+                    .unwrap();
+                (currency, capacity_stake)
+            })
+            .collect();
+
+        log::error!("Capacity_stakes: {capacity_stakes:?}");
+
+        let total_capacity: u128 = capacity_stakes.iter().map(|(_, capacity)| capacity).sum();
+        for (currency, capacity_stake) in capacity_stakes {
+            let currency_reward = (reward * FixedU128::from(capacity_stake)) / FixedU128::from(total_capacity);
+            let currency_reward = currency_reward.trunc();
+            // reward for this currency = reward * (capacity_stake / total_capacity)
+            let vaults: Vec<_> = vault_stakes
+                .iter()
+                .filter(|(vault, _)| vault.collateral_currency() == currency)
+                .collect();
+            let total_vault_stake: u128 = vaults.iter().map(|(_, stake)| **stake).sum();
+            for vault_stake in vaults.iter() {
+                let nominators: Vec<_> = self
+                    .nominations()
+                    .iter()
+                    .cloned()
+                    .filter(|((vault, _nominator), _stake)| &vault == vault_stake.0)
+                    .map(|((_vault, nominator), stake)| (nominator, stake))
+                    .collect();
+                let total_nomination = nominators
+                    .iter()
+                    .map(|(_, nomination)| *nomination)
+                    .fold(Zero::zero(), |x: FixedU128, y: FixedU128| x + y);
+                let vault_reward =
+                    (currency_reward * FixedU128::from(*vault_stake.1)) / FixedU128::from(total_vault_stake);
+                let vault_reward = vault_reward.trunc();
+                log::error!("vault_reward: {}", vault_reward.truncate_to_inner().unwrap());
+
+                let commission = self.commission.get(vault_stake.0).cloned().unwrap_or_default();
+
+                let vault = vault_stake.0.clone();
+                let (vault_commission, old_vault_reward) =
+                    self.rewards.get(&vault.account_id).cloned().unwrap_or_default();
+                self.rewards.insert(
+                    vault.account_id.clone(),
+                    (vault_commission + vault_reward * commission, old_vault_reward),
+                );
+
+                for (nominator_id, nomination) in nominators {
+                    let nominator_reward = (vault_reward - vault_reward * commission) * nomination / total_nomination;
+
+                    let (nominator_commission, old_nominator_reward) =
+                        self.rewards.get(&nominator_id).cloned().unwrap_or_default();
+                    self.rewards.insert(
+                        nominator_id.clone(),
+                        (nominator_commission, old_nominator_reward + nominator_reward),
+                    );
+                }
+            }
         }
+
         self
     }
 
@@ -120,10 +191,12 @@ impl IdealRewardPool {
             .iter()
             .filter(|((vault, nominator), _stake)| nominator == account && vault.collateral_currency() == currency_id)
             .map(|(_key, value)| *value)
-            .sum()
+            .fold(Zero::zero(), |x: FixedU128, y: FixedU128| x + y)
+            .truncate_to_inner()
+            .unwrap()
     }
 
-    pub fn nominations(&self) -> Vec<(StakeId, u128)> {
+    pub fn nominations(&self) -> Vec<(StakeId, FixedU128)> {
         self.collateral
             .iter()
             .map(|(key, value)| (key.clone(), value.clone()))