fixed xyk tests

Author: poliwop

hydradx/model/amm/xyk_amm.py

@@ -75,11 +75,11 @@ def buy_limit(self, tkn_buy, tkn_sell):
 
     def calculate_buy_from_sell(self, tkn_buy, tkn_sell, sell_quantity):
         x, y = self.liquidity[tkn_sell], self.liquidity[tkn_buy]
-        return y * (- sell_quantity / (x + sell_quantity)) * (1 - self.trade_fee)
+        return y * sell_quantity / (x + sell_quantity) * (1 - self.trade_fee)
 
     def calculate_sell_from_buy(self, tkn_buy, tkn_sell, buy_quantity):
         x, y = self.liquidity[tkn_sell], self.liquidity[tkn_buy]
-        return x * (- buy_quantity / (buy_quantity + y * (1 - self.trade_fee)))
+        return x * (buy_quantity / (-buy_quantity + y * (1 - self.trade_fee)))
 
     def price(self, tkn, denomination: str = ''):
         """

hydradx/tests/test_xyk_amm.py

@@ -1,5 +1,6 @@
 import copy
 import math
+from datetime import timedelta
 
 import pytest
 from hypothesis import given, strategies as st, assume, settings, reproduce_failure
@@ -11,6 +12,8 @@
 from hydradx.model.amm.agents import Agent
 from hydradx.model.amm.xyk_amm import XykState
 
+settings.register_profile("long", deadline=timedelta(milliseconds=500), print_blob=True)
+settings.load_profile("long")
 
 def test_xyk_init():
     tokens = {'A': 1000, 'B': 2000}
@@ -79,15 +82,54 @@ def test_spot(liq_A, liq_B, fee):
     st.floats(min_value=0.001, max_value=0.5)
 )
 def test_swap(liq_A, liq_B, fee, swap_pct):
+    from hydradx.model.amm.xyk_amm import simulate_swap
+    # Test sells
     tokens = {'A': liq_A, 'B': liq_B}
-    xyk = XykState(tokens=tokens)
-
-    k_init = xyk.calculate_k()
     swap_quantity = tokens['A'] * swap_pct
     agent = Agent(holdings={'A': swap_quantity})
-
-    # Swap A for B
-
-    xyk.swap(agent, 'A', 'B', sell_quantity=swap_quantity)
-    k_final = xyk.calculate_k()
-    assert k_init == pytest.approx(k_final, rel=1e-12)
+    for f in [0.0, fee]:
+        xyk = XykState(tokens=tokens, trade_fee=f)
+        k_init = xyk.calculate_k()
+        for buy_tkn, sell_tkn in [('B', 'A'), ('A', 'B')]:
+            new_state, new_agent = simulate_swap(xyk, agent, sell_tkn, buy_tkn, sell_quantity=swap_quantity)
+            if f == 0.0:
+                k_final = new_state.calculate_k()
+            else:
+                fee_taken = (xyk.liquidity[buy_tkn] - new_state.liquidity[buy_tkn]) * f/(1 - f)
+                k_final = math.sqrt(new_state.liquidity[sell_tkn] * (new_state.liquidity[buy_tkn] - fee_taken))
+            if k_init != pytest.approx(k_final, rel=1e-12):
+                raise AssertionError("K value changed after swap")
+            init_A_total = xyk.liquidity['A'] + agent.get_holdings('A')
+            final_A_total = new_state.liquidity['A'] + new_agent.get_holdings('A')
+            init_B_total = xyk.liquidity['B'] + agent.get_holdings('B')
+            final_B_total = new_state.liquidity['B'] + new_agent.get_holdings('B')
+            if init_A_total != pytest.approx(final_A_total, rel=1e-12):
+                raise AssertionError("A total quantity changed after swap")
+            if init_B_total != pytest.approx(final_B_total, rel=1e-12):
+                raise AssertionError("B total quantity changed after swap")
+
+    # Test buys, feeless
+    swap_A_quantity = tokens['A'] * swap_pct
+    swap_B_quantity = tokens['B'] * swap_pct
+    agent = Agent(enforce_holdings=False)
+    for f in [0.0, fee]:
+        xyk = XykState(tokens=tokens, trade_fee=f)
+        k_init = xyk.calculate_k()
+        for buy_tkn, sell_tkn in [('B', 'A'), ('A', 'B')]:
+            buy_quantity = swap_A_quantity if buy_tkn == 'A' else swap_B_quantity
+            new_state, new_agent = simulate_swap(xyk, agent, sell_tkn, buy_tkn, buy_quantity=buy_quantity)
+            if f == 0.0:
+                k_final = new_state.calculate_k()
+            else:
+                fee_taken = buy_quantity * f/(1 - f)
+                k_final = math.sqrt(new_state.liquidity[sell_tkn] * (new_state.liquidity[buy_tkn] - fee_taken))
+            if k_init != pytest.approx(k_final, rel=1e-12):
+                raise AssertionError("K value changed after swap")
+            init_A_total = xyk.liquidity['A'] + agent.get_holdings('A')
+            final_A_total = new_state.liquidity['A'] + new_agent.get_holdings('A')
+            init_B_total = xyk.liquidity['B'] + agent.get_holdings('B')
+            final_B_total = new_state.liquidity['B'] + new_agent.get_holdings('B')
+            if init_A_total != pytest.approx(final_A_total, rel=1e-12):
+                raise AssertionError("A total quantity changed after swap")
+            if init_B_total != pytest.approx(final_B_total, rel=1e-12):
+                raise AssertionError("B total quantity changed after swap")