Merge pull request #191 from osmosis-labs/connor/e2e-testing

[Sumtree]: E2E and Fuzz Testing

Author: crnbarr93

Cargo.lock

@@ -31,6 +31,7 @@ rpath = false
 backtraces = ["cosmwasm-std/backtraces"]
 # use library feature to disable all instantiate/execute/query exports
 library = []
+skip-integration-tests = []
 
 [package.metadata.scripts]
 optimize = """docker run --rm -v "$(pwd)":/code \
@@ -52,12 +53,13 @@ schemars = "0.8.15"
 serde = { version = "1.0.189", default-features = false, features = ["derive"] }
 thiserror = { version = "1.0.49" }
 osmosis-std-derive = "0.15.3"
-osmosis-std = "0.16.0"
+osmosis-std = "0.25.0"
 prost = { version = "0.11.2", default-features = false, features = [
   "prost-derive",
 ] }
 
 
 [dev-dependencies]
 cw-multi-test = "0.18.0"
+osmosis-test-tube = { version = "25.0.0", features = ["wasm-sudo"] }
 rand = "0.8.4"

contracts/sumtree-orderbook/Cargo.toml

@@ -143,6 +143,7 @@ pub fn query(deps: Deps, _env: Env, msg: QueryMsg) -> ContractResult<Binary> {
         } => Ok(to_json_binary(&query::orders_by_owner(
             deps, owner, start_from, end_at, limit,
         )?)?),
+        QueryMsg::OrderbookState {} => Ok(to_json_binary(&query::orderbook_state(deps)?)?),
         QueryMsg::TicksById { tick_ids } => {
             Ok(to_json_binary(&query::ticks_by_id(deps, tick_ids)?)?)
         }

contracts/sumtree-orderbook/src/contract.rs

@@ -109,7 +109,7 @@ pub enum QueryMsg {
     #[returns(bool)]
     IsActive {},
 
-    #[returns(Vec<crate::types::LimitOrder>)]
+    #[returns(OrdersResponse)]
     OrdersByOwner {
         // The address of the order maker
         owner: Addr,
@@ -129,6 +129,9 @@ pub enum QueryMsg {
         limit: Option<u64>,
     },
 
+    #[returns(crate::types::Orderbook)]
+    OrderbookState {},
+
     #[returns(DenomsResponse)]
     Denoms {},
 

contracts/sumtree-orderbook/src/msg.rs

@@ -106,7 +106,6 @@ pub fn place_limit(
     .with_placed_at(env.block.time);
 
     let quant_dec256 = Decimal256::from_ratio(limit_order.quantity.u128(), Uint256::one());
-
     // Save the order to the orderbook
     orders().save(deps.storage, &(tick_id, order_id), &limit_order)?;
 
@@ -166,7 +165,6 @@ pub fn cancel_limit(
             .effective_total_amount_swapped,
     )?;
 
-    // Ensure the order has not been filled.
     let tick_state = TICK_STATE.load(deps.storage, tick_id).unwrap_or_default();
     let tick_values = tick_state.get_values(order.order_direction);
     ensure!(
@@ -213,10 +211,10 @@ pub fn cancel_limit(
     );
 
     orders().remove(deps.storage, &(order.tick_id, order.order_id))?;
-
     curr_tick_values.total_amount_of_liquidity = curr_tick_values
         .total_amount_of_liquidity
         .checked_sub(Decimal256::from_ratio(order.quantity, Uint256::one()))?;
+
     curr_tick_state.set_values(order.order_direction, curr_tick_values);
     TICK_STATE.save(deps.storage, order.tick_id, &curr_tick_state)?;
     subtract_directional_liquidity(deps.storage, order.order_direction, quant_dec256)?;
@@ -503,6 +501,11 @@ pub(crate) fn run_market_order_internal(
         let current_tick_id = maybe_current_tick?;
         let mut current_tick = TICK_STATE.load(storage, current_tick_id)?;
         let mut current_tick_values = current_tick.get_values(order.order_direction.opposite());
+
+        if current_tick_values.total_amount_of_liquidity.is_zero() {
+            continue;
+        }
+
         let tick_price = tick_to_price(current_tick_id)?;
         last_tick_price = tick_price;
 
@@ -634,6 +637,7 @@ pub(crate) fn claim_order(
     // Sync the tick the order is on to ensure correct ETAS
     let bid_tick_values = tick_state.get_values(OrderDirection::Bid);
     let ask_tick_values = tick_state.get_values(OrderDirection::Ask);
+
     sync_tick(
         storage,
         tick_id,

contracts/sumtree-orderbook/src/order.rs

@@ -18,7 +18,7 @@ use crate::{
     sudo::ensure_swap_fee,
     sumtree::tree::{get_prefix_sum, get_root_node},
     tick_math::tick_to_price,
-    types::{FilterOwnerOrders, LimitOrder, MarketOrder, OrderDirection, TickState},
+    types::{FilterOwnerOrders, MarketOrder, OrderDirection, Orderbook, TickState},
     ContractError,
 };
 
@@ -60,8 +60,8 @@ pub(crate) fn spot_price(
     let price = tick_to_price(next_tick)?;
 
     let spot_price = match direction {
-        OrderDirection::Ask => price.inv().unwrap(),
-        OrderDirection::Bid => price,
+        OrderDirection::Ask => price,
+        OrderDirection::Bid => price.inv().unwrap(),
     };
 
     Ok(SpotPriceResponse {
@@ -205,15 +205,25 @@ pub(crate) fn orders_by_owner(
     start_from: Option<(i64, u64)>,
     end_at: Option<(i64, u64)>,
     limit: Option<u64>,
-) -> ContractResult<Vec<LimitOrder>> {
+) -> ContractResult<OrdersResponse> {
+    let count = orders()
+        .idx
+        .owner
+        .prefix(owner.clone())
+        .keys(deps.storage, None, None, Order::Ascending)
+        .count();
     let orders = get_orders_by_owner(
         deps.storage,
         FilterOwnerOrders::all(owner),
         start_from,
         end_at,
         limit,
     )?;
-    Ok(orders)
+
+    Ok(OrdersResponse {
+        count: count as u64,
+        orders,
+    })
 }
 
 pub(crate) fn denoms(deps: Deps) -> ContractResult<DenomsResponse> {
@@ -224,6 +234,11 @@ pub(crate) fn denoms(deps: Deps) -> ContractResult<DenomsResponse> {
     })
 }
 
+pub(crate) fn orderbook_state(deps: Deps) -> ContractResult<Orderbook> {
+    let orderbook = ORDERBOOK.load(deps.storage)?;
+    Ok(orderbook)
+}
+
 pub(crate) fn ticks_by_id(deps: Deps, tick_ids: Vec<i64>) -> ContractResult<TicksResponse> {
     let mut ticks: Vec<TickIdAndState> = vec![];
     for tick_id in tick_ids {

contracts/sumtree-orderbook/src/query.rs

@@ -83,7 +83,7 @@ pub fn get_orders_by_owner(
     page_size: Option<u64>,
 ) -> StdResult<Vec<LimitOrder>> {
     let page_size = page_size.unwrap_or(DEFAULT_PAGE_SIZE) as usize;
-    let min = min.map(Bound::exclusive);
+    let min = min.map(Bound::inclusive);
     let max = max.map(Bound::inclusive);
 
     // Define the prefix iterator based on the filter

contracts/sumtree-orderbook/src/state.rs

@@ -64,6 +64,7 @@ pub fn get_prefix_sum(
 // Since the longest path this function can walk is from the root to a leaf, it runs in O(log(N)) time. Given
 // how it is able to terminate early using our sumtree's range properties, in many cases it will likely run
 // in much less.
+
 fn prefix_sum_walk(
     storage: &dyn Storage,
     node: &TreeNode,

contracts/sumtree-orderbook/src/sumtree/tree.rs

@@ -0,0 +1,2 @@
+mod test_fuzz;
+mod test_orders;