File size: 4,287 Bytes
6570567 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 | """A weekly settlement against the test database: snapshot (fake Solana RPC) then allocation from indexed events."""
import pytest
from fly_trader import config
from fly_trader.db.connection import transaction
from fly_trader.vault import settle, state
T1 = 345600 + 2921 * 604800 # a Monday 00:00 UTC
T0 = T1 - 604800
A, B = "0x" + "aa" * 20, "0x" + "bb" * 20
E18 = 10 ** 18
class Rpc:
def __init__(self, native):
self.native = native
def call(self, method, params=None):
assert method == "getSlot"
return 1000
def get_balance_ctx(self, wallet, commitment="confirmed", min_context_slot=None):
return self.native, 1000
def get_token_accounts_by_owner(self, wallet, commitment="confirmed"):
return [{"mint": "EMPTY", "amount": 0, "lamports": 2_000_000}]
def get_signatures_for_address(self, *a, **k):
return []
@pytest.fixture(autouse=True)
def clean(monkeypatch):
monkeypatch.setattr(config, "RH_CHAIN_ID", 777)
monkeypatch.setattr(config, "VAULT_PERIOD_S", 604800)
monkeypatch.setattr(config, "GAS_RESERVE_SOL", 0.3)
monkeypatch.setattr(config, "VAULT_IMPL_CODEHASHES", [])
with transaction() as c:
for t in ("vault_allocations", "vault_settlements", "vault_claims", "vault_flows", "vault_kv", "vault_events"):
c.execute(f"DELETE FROM {t}")
c.execute("DELETE FROM vault_scan")
c.execute("DELETE FROM positions WHERE book = 'live'")
c.execute("DELETE FROM fills WHERE book = 'live'")
# 5 SOL deposit and a 0.2 SOL gift, both before the snapshot slot; one open position that cost 1 SOL
c.execute("INSERT INTO vault_flows (signature, slot, direction, kind, counterparty, lamports) VALUES "
"('dep', 10, 'in', 'deposit', 'F', 5000000000), ('gift', 20, 'in', 'profit', 'X', 200000000)")
c.execute("INSERT INTO positions (book, mint, qty, cost_sol, status) VALUES ('live', 'M1', 1, 1.0, 'open')")
# A holds 100 all week; B locks 100 halfway through; A requests 50 at 3/4
for n, (t, who, after) in enumerate([(T0 - 10, A, 100), (T0 + 302400, B, 100), (T0 + 453600, A, 50)]):
c.execute("INSERT INTO vault_events (chain_id, block_number, log_index, tx_hash, block_time, event, account, locked_after) "
"VALUES (777, %s, 0, 'h', %s, 'x', %s, %s)", (n + 1, t, who, after * E18))
state.put("vault_started_at", T0 - 100)
yield
with transaction() as c:
c.execute("DELETE FROM positions WHERE book = 'live'")
def test_weekly_settlement(monkeypatch):
monkeypatch.setattr("fly_trader.vault.flows.scan", lambda rpc, wallet: {"through_slot": 1000})
monkeypatch.setattr("fly_trader.vault.flows.scanned_through", lambda: 1000)
# the wallet made +0.8 SOL closed profit: 5 deposit + 0.2 gift + 0.8 - 1.0 open cost = 5.0 native
native = 5_000_000_000
assert settle.due(T1 + 60) == (T0, T1)
sid = settle.take_snapshot(Rpc(native), "W", T0, T1)
with transaction() as c:
s = c.execute("SELECT * FROM vault_settlements WHERE id = %s", (sid,)).fetchone()
# R = N + K + C - D = 5.0 + 0.002 + 1.0 - 5.0 = 1.002 SOL (the gift counts as profit)
assert s["realized"] == 1_002_000_000 and s["status"] == "snapshotted"
assert settle.allocate_settlement(sid, {"through_time": T1 - 1})["waiting"]
res = settle.allocate_settlement(sid, {"through_time": T1 + 1, "through_block": 99})
# liquid cap: 5.0 - 0 reserved - 0.3 gas = 4.7 > pot 1.002, so the whole pot goes out
assert res["pot"] == 1_002_000_000 and res["allocated"] <= res["pot"] and res["pot"] - res["allocated"] < 3
with transaction() as c:
al = {r["evm"]: int(r["lamports"]) for r in c.execute("SELECT evm, lamports FROM vault_allocations")}
# weights: A = 100*0.75 + 50*0.25 = 87.5 ; B = 100*0.5 = 50 (week units)
assert abs(al[A] / al[B] - 87.5 / 50) < 1e-6
assert settle.due(T1 + 60) is None # settled once
sid2 = settle.take_snapshot(Rpc(native - 300_000_000), "W", T1, T1 + 604800) # a 0.3 SOL loss next week
res2 = settle.allocate_settlement(sid2, {"through_time": T1 + 604801})
assert res2["pot"] == 0 and res2["allocated"] == 0 # nothing until the loss is earned back
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