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@0x/contracts-staking: Change the way operator stake is computed.

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`@0x/contracts-staking`: Denominate pool operator shares in parts-per-million.
`@0x/contracts-staking`: Update tests for new stake computation and higher precision math.
`@0x/contracts-staking`: Add `setCobbDouglasAlpha()` function.
This commit is contained in:
Lawrence Forman
2019-08-30 01:37:35 -04:00
committed by Lawrence Forman
parent cb1dc92594
commit 8d5e28f099
21 changed files with 415 additions and 301 deletions
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73
contracts/staking/test/utils/Simulation.ts
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@@ -1,6 +1,5 @@
import { chaiSetup } from '@0x/contracts-test-utils';
import { expect } from '@0x/contracts-test-utils';
import { BigNumber } from '@0x/utils';
import * as chai from 'chai';
import * as _ from 'lodash';
import { DelegatorActor } from '../actors/delegator_actor';
@@ -11,8 +10,7 @@ import { Queue } from './queue';
import { StakingWrapper } from './staking_wrapper';
import { SimulationParams } from './types';
chaiSetup.configure();
const expect = chai.expect;
const REWARD_PRECISION = 12;
export class Simulation {
private readonly _stakingWrapper: StakingWrapper;
@@ -24,6 +22,13 @@ export class Simulation {
private readonly _makers: MakerActor[];
private readonly _delegators: DelegatorActor[];
private static _assertRewardsEqual(actual: BigNumber, expected: BigNumber, message?: string): void {
expect(
StakingWrapper.trimFloat(StakingWrapper.toFloatingPoint(actual, 18), REWARD_PRECISION),
message,
).to.be.bignumber.equal(StakingWrapper.trimFloat(expected, REWARD_PRECISION));
}
constructor(stakingWrapper: StakingWrapper, simulationParams: SimulationParams) {
this._stakingWrapper = stakingWrapper;
this._p = simulationParams;
@@ -75,12 +80,12 @@ export class Simulation {
await delegator.deactivateAndTimeLockDelegatedStakeAsync(poolId, amountOfStakeDelegated);
const finalEthBalance = await this._stakingWrapper.getEthBalanceAsync(delegatorAddress);
const reward = finalEthBalance.minus(initEthBalance);
const rewardTrimmed = StakingWrapper.trimFloat(StakingWrapper.toFloatingPoint(reward, 18), 5);
const expectedReward = p.expectedPayoutByDelegator[delegatorIdx];
expect(
rewardTrimmed,
Simulation._assertRewardsEqual(
reward,
expectedReward,
`reward withdrawn from pool ${poolId} for delegator ${delegatorAddress}`,
).to.be.bignumber.equal(expectedReward);
);
delegatorIdx += 1;
}
poolIdx += 1;
@@ -100,12 +105,12 @@ export class Simulation {
await this._stakingWrapper.withdrawTotalRewardForStakingPoolMemberAsync(poolId, delegatorAddress);
const finalEthBalance = await this._stakingWrapper.getEthBalanceAsync(delegatorAddress);
const reward = finalEthBalance.minus(initEthBalance);
const rewardTrimmed = StakingWrapper.trimFloat(StakingWrapper.toFloatingPoint(reward, 18), 5);
const expectedReward = p.expectedPayoutByDelegator[delegatorIdx];
expect(
rewardTrimmed,
Simulation._assertRewardsEqual(
reward,
expectedReward,
`reward withdrawn from pool ${poolId} for delegator ${delegatorAddress}`,
).to.be.bignumber.equal(expectedReward);
);
delegatorIdx += 1;
}
poolIdx += 1;
@@ -127,7 +132,7 @@ export class Simulation {
this._poolOperatorsAsDelegators.push(poolOperatorAsDelegator);
// add stake to the operator's pool
const amountOfStake = p.stakeByPoolOperator[i];
await poolOperatorAsDelegator.depositZrxAndMintActivatedStakeAsync(amountOfStake);
await poolOperatorAsDelegator.depositZrxAndDelegateToStakingPoolAsync(poolId, amountOfStake);
}
}
@@ -217,44 +222,35 @@ export class Simulation {
private async _assertVaultBalancesAsync(p: SimulationParams): Promise<void> {
// tslint:disable-next-line no-unused-variable
for (const i of _.range(p.numberOfPools)) {
// @TODO - we trim balances in here because payouts are accurate only to 5 decimal places.
// @TODO - we trim balances in here because payouts are accurate only to REWARD_PRECISION decimal places.
// update once more accurate.
// check pool balance in vault
const poolId = this._poolIds[i];
const rewardVaultBalance = await this._stakingWrapper.rewardVaultBalanceOfAsync(poolId);
const rewardVaultBalanceTrimmed = StakingWrapper.trimFloat(
StakingWrapper.toFloatingPoint(rewardVaultBalance, 18),
5,
);
const expectedRewardBalance = p.expectedPayoutByPool[i];
expect(
rewardVaultBalanceTrimmed,
Simulation._assertRewardsEqual(
rewardVaultBalance,
expectedRewardBalance,
`expected balance in vault for pool with id ${poolId}`,
).to.be.bignumber.equal(expectedRewardBalance);
);
// check operator's balance
const poolOperatorVaultBalance = await this._stakingWrapper.getRewardBalanceOfStakingPoolOperatorAsync(
poolId,
);
const poolOperatorVaultBalanceTrimmed = StakingWrapper.trimFloat(
StakingWrapper.toFloatingPoint(poolOperatorVaultBalance, 18),
5,
);
const expectedPoolOperatorVaultBalance = p.expectedPayoutByPoolOperator[i];
expect(
poolOperatorVaultBalanceTrimmed,
Simulation._assertRewardsEqual(
poolOperatorVaultBalance,
expectedPoolOperatorVaultBalance,
`operator balance in vault for pool with id ${poolId}`,
).to.be.bignumber.equal(expectedPoolOperatorVaultBalance);
);
// check balance of pool members
const membersVaultBalance = await this._stakingWrapper.getRewardBalanceOfStakingPoolMembersAsync(poolId);
const membersVaultBalanceTrimmed = StakingWrapper.trimFloat(
StakingWrapper.toFloatingPoint(membersVaultBalance, 18),
5,
);
const expectedMembersVaultBalance = p.expectedMembersPayoutByPool[i];
expect(
membersVaultBalanceTrimmed,
Simulation._assertRewardsEqual(
membersVaultBalance,
expectedMembersVaultBalance,
`members balance in vault for pool with id ${poolId}`,
).to.be.bignumber.equal(expectedMembersVaultBalance);
);
// @TODO compute balance of each member
}
}
@@ -262,7 +258,7 @@ export class Simulation {
private async _withdrawRewardForStakingPoolMemberForOperatorsAsync(p: SimulationParams): Promise<void> {
// tslint:disable-next-line no-unused-variable
for (const i of _.range(p.numberOfPools)) {
// @TODO - we trim balances in here because payouts are accurate only to 5 decimal places.
// @TODO - we trim balances in here because payouts are accurate only to REWARD_PRECISION decimal places.
// update once more accurate.
// check pool balance in vault
const poolId = this._poolIds[i];
@@ -272,11 +268,8 @@ export class Simulation {
await this._stakingWrapper.withdrawTotalRewardForStakingPoolOperatorAsync(poolId, poolOperatorAddress);
const finalEthBalance = await this._stakingWrapper.getEthBalanceAsync(poolOperatorAddress);
const reward = finalEthBalance.minus(initEthBalance);
const rewardTrimmed = StakingWrapper.trimFloat(StakingWrapper.toFloatingPoint(reward, 18), 5);
const expectedReward = p.expectedPayoutByPoolOperator[i];
expect(rewardTrimmed, `reward withdrawn from pool ${poolId} for operator`).to.be.bignumber.equal(
expectedReward,
);
Simulation._assertRewardsEqual(reward, expectedReward, `reward withdrawn from pool ${poolId} for operator`);
}
}
}

34
contracts/staking/test/utils/number_utils.ts Normal file
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@@ -0,0 +1,34 @@
import { expect } from '@0x/contracts-test-utils';
import { BigNumber } from '@0x/utils';
import { Decimal } from 'decimal.js';
Decimal.set({ precision: 80 });
export type Numberish = BigNumber | string | number;
/**
* Converts two decimal numbers to integers with `precision` digits, then returns
* the absolute difference.
*/
export function getNumericalDivergence(a: Numberish, b: Numberish, precision: number = 18): number {
const _toInteger = (n: Numberish) => {
const _n = new BigNumber(n);
const integerDigits = _n.integerValue().sd(true);
const base = 10 ** (precision - integerDigits);
return _n.times(base).integerValue(BigNumber.ROUND_DOWN);
};
return _toInteger(a)
.minus(_toInteger(b))
.abs()
.toNumber();
}
/**
* Asserts that two numbers are equal up to `precision` digits.
*/
export function assertRoughlyEquals(actual: Numberish, expected: Numberish, precision: number = 18): void {
if (getNumericalDivergence(actual, expected, precision) <= 1) {
return;
}
expect(actual).to.bignumber.eq(expected);
}

1
contracts/staking/test/utils/staking_wrapper.ts
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@@ -420,7 +420,6 @@ export class StakingWrapper {
await this._web3Wrapper.mineBlockAsync();
// increment epoch in contracts
const txReceipt = await this.goToNextEpochAsync();
// mine next block
await this._web3Wrapper.mineBlockAsync();
return txReceipt;
}