blockworks-foundation
/
mango-explorer
mirror of https://github.com/blockworks-foundation/mango-explorer.git
1
0
Fork 0
Code Issues Projects Releases Wiki Activity
mango-explorer/tests/test_liquidatablereport.py

407 lines
20 KiB
Python
Raw Blame History

# from .context import mango
# from .mocks import mock_group, mock_prices, mock_margin_account, mock_open_orders
# import typing
# from decimal import Decimal
# def test_constructor():
# group = mock_group()
# prices = mock_prices(["2000", "30000", "40", "5", "1"])
# deposits = ["0", "0", "0", "0", "1000"]
# borrows = ["0", "0", "0", "0", "0"]
# margin_account = mock_margin_account(group, deposits, borrows, [])
# balance_sheet = margin_account.get_balance_sheet_totals(group, prices)
# balances = margin_account.get_intrinsic_balances(group)
# state = mango.LiquidatableState.RIPE | mango.LiquidatableState.LIQUIDATABLE | mango.LiquidatableState.ABOVE_WATER
# worthwhile_threshold = Decimal(1)
# actual = mango.LiquidatableReport(group, prices, margin_account, balance_sheet,
# balances, state, worthwhile_threshold)
# assert actual is not None
# assert actual.logger is not None
# assert actual.balance_sheet == balance_sheet
# assert actual.balances == balances
# assert actual.state != mango.LiquidatableState.UNSET
# assert actual.state & mango.LiquidatableState.RIPE
# assert actual.state & mango.LiquidatableState.LIQUIDATABLE
# assert actual.state & mango.LiquidatableState.ABOVE_WATER
# assert not (actual.state & mango.LiquidatableState.WORTHWHILE)
# assert actual.worthwhile_threshold == worthwhile_threshold
# def test_non_ripe_account_no_openorders():
# group = mock_group()
# prices = mock_prices(["2000", "30000", "40", "5", "1"])
# deposits = ["0", "0", "0", "0", "1000"]
# borrows = ["0", "0", "0", "0", "0"]
# margin_account = mock_margin_account(group, deposits, borrows, [])
# worthwhile_threshold = Decimal("0.01")
# actual = mango.LiquidatableReport.build(group, prices, margin_account, worthwhile_threshold)
# assert actual.state == mango.LiquidatableState.UNSET
# assert not (actual.state & mango.LiquidatableState.RIPE)
# assert not (actual.state & mango.LiquidatableState.LIQUIDATABLE)
# assert not (actual.state & mango.LiquidatableState.ABOVE_WATER)
# assert not (actual.state & mango.LiquidatableState.WORTHWHILE)
# def test_ripe_account_no_openorders():
# group = mock_group()
# prices = mock_prices(["2000", "30000", "40", "5", "1"])
# deposits = ["0", "0", "0", "0", "1000"]
# # 170 @ 5 = 850 for a collateral ratio of 1000/850 = 117% - ripe but not liquidatable
# borrows = ["0", "0", "0", "170", "0"]
# margin_account = mock_margin_account(group, deposits, borrows, [])
# worthwhile_threshold = Decimal("0.01")
# actual = mango.LiquidatableReport.build(group, prices, margin_account, worthwhile_threshold)
# assert actual.state != mango.LiquidatableState.UNSET
# assert actual.state & mango.LiquidatableState.RIPE
# assert not (actual.state & mango.LiquidatableState.LIQUIDATABLE)
# assert actual.state & mango.LiquidatableState.ABOVE_WATER
# assert actual.state & mango.LiquidatableState.WORTHWHILE
# def test_liquidatable_account_no_openorders():
# group = mock_group()
# prices = mock_prices(["2000", "30000", "40", "5", "1"])
# deposits = ["0", "0", "0", "0", "1000"]
# # 200 @ 5 = 1000 for a collateral ratio of 1000/1000 = 100% - liquidatable but not above water
# borrows = ["0", "0", "0", "200", "0"]
# margin_account = mock_margin_account(group, deposits, borrows, [])
# worthwhile_threshold = Decimal("0.01")
# actual = mango.LiquidatableReport.build(group, prices, margin_account, worthwhile_threshold)
# assert actual.state != mango.LiquidatableState.UNSET
# assert actual.state & mango.LiquidatableState.RIPE
# assert actual.state & mango.LiquidatableState.LIQUIDATABLE
# assert not (actual.state & mango.LiquidatableState.ABOVE_WATER)
# assert not (actual.state & mango.LiquidatableState.WORTHWHILE)
# def test_above_water_account_no_openorders():
# group = mock_group()
# prices = mock_prices(["2000", "30000", "40", "5", "1"])
# deposits = ["0", "0", "0", "0", "1000"]
# # 199.998 @ 5 = 999.99 for a collateral ratio of 1000/999.99 = 100.001% - liquidatable and above
# # water but not worthwhile because the $0.01 available is not greater than the whorthwhile_threshold.
# borrows = ["0", "0", "0", "199.998", "0"]
# margin_account = mock_margin_account(group, deposits, borrows, [])
# worthwhile_threshold = Decimal("0.01")
# actual = mango.LiquidatableReport.build(group, prices, margin_account, worthwhile_threshold)
# assert actual.state != mango.LiquidatableState.UNSET
# assert actual.state & mango.LiquidatableState.RIPE
# assert actual.state & mango.LiquidatableState.LIQUIDATABLE
# assert actual.state & mango.LiquidatableState.ABOVE_WATER
# assert not (actual.state & mango.LiquidatableState.WORTHWHILE)
# def test_worthwhile_account_no_openorders():
# group = mock_group()
# prices = mock_prices(["2000", "30000", "40", "5", "1"])
# deposits = ["0", "0", "0", "0", "1000"]
# # 199.99 @ 5 = 999.95 for a collateral ratio of 1000/999.99 = 100.005% - liquidatable, above water
# # and worthwhile because the $0.05 available is greater than the whorthwhile_threshold.
# borrows = ["0", "0", "0", "199.99", "0"]
# margin_account = mock_margin_account(group, deposits, borrows, [])
# worthwhile_threshold = Decimal("0.01")
# actual = mango.LiquidatableReport.build(group, prices, margin_account, worthwhile_threshold)
# assert actual.state != mango.LiquidatableState.UNSET
# assert actual.state & mango.LiquidatableState.RIPE
# assert actual.state & mango.LiquidatableState.LIQUIDATABLE
# assert actual.state & mango.LiquidatableState.ABOVE_WATER
# assert actual.state & mango.LiquidatableState.WORTHWHILE
# def test_non_ripe_account_openorders_base():
# group = mock_group()
# prices = mock_prices(["2000", "30000", "40", "5", "1"])
# deposits = ["0", "0", "0", "0", "1000"]
# borrows = ["0", "0", "0", "100", "0"]
# open_orders: typing.Sequence[mango.OpenOrders] = [None,
# None,
# None,
# mock_open_orders(base_token_total=Decimal(0)),
# None]
# margin_account = mock_margin_account(group, deposits, borrows, open_orders)
# worthwhile_threshold = Decimal("0.01")
# actual = mango.LiquidatableReport.build(group, prices, margin_account, worthwhile_threshold)
# assert actual.state != mango.LiquidatableState.UNSET
# assert not (actual.state & mango.LiquidatableState.RIPE)
# assert not (actual.state & mango.LiquidatableState.LIQUIDATABLE)
# assert actual.state & mango.LiquidatableState.ABOVE_WATER
# assert actual.state & mango.LiquidatableState.WORTHWHILE
# # The idea of these OpenOrders tests is that the deposits and borrows remain the same and the only
# # differences are through changes in OpenOrders balances.
# def test_ripe_account_openorders_base():
# group = mock_group()
# prices = mock_prices(["2000", "30000", "40", "5", "1"])
# deposits = ["0", "0", "0", "0", "900"]
# borrows = ["0", "0", "0", "200", "0"]
# # 1150/1000 = 115% - ripe but not liquidatable
# open_orders: typing.Sequence[mango.OpenOrders] = [None,
# None,
# None,
# mock_open_orders(base_token_total=Decimal(50)),
# None
# ]
# margin_account = mock_margin_account(group, deposits, borrows, open_orders)
# worthwhile_threshold = Decimal("0.01")
# actual = mango.LiquidatableReport.build(group, prices, margin_account, worthwhile_threshold)
# assert actual.state != mango.LiquidatableState.UNSET
# assert actual.state & mango.LiquidatableState.RIPE
# assert not (actual.state & mango.LiquidatableState.LIQUIDATABLE)
# assert actual.state & mango.LiquidatableState.ABOVE_WATER
# assert actual.state & mango.LiquidatableState.WORTHWHILE
# def test_liquidatable_account_openorders_base():
# group = mock_group()
# prices = mock_prices(["2000", "30000", "40", "5", "1"])
# deposits = ["0", "0", "0", "0", "900"]
# borrows = ["0", "0", "0", "200", "0"]
# # 200 @ 5 = 1000 for a collateral ratio of 1000/1000 = 100% - liquidatable but not above water
# open_orders: typing.Sequence[mango.OpenOrders] = [None,
# None,
# None,
# mock_open_orders(base_token_total=Decimal(20)),
# None]
# margin_account = mock_margin_account(group, deposits, borrows, open_orders)
# worthwhile_threshold = Decimal("0.01")
# actual = mango.LiquidatableReport.build(group, prices, margin_account, worthwhile_threshold)
# assert actual.state != mango.LiquidatableState.UNSET
# assert actual.state & mango.LiquidatableState.RIPE
# assert actual.state & mango.LiquidatableState.LIQUIDATABLE
# assert not (actual.state & mango.LiquidatableState.ABOVE_WATER)
# assert not (actual.state & mango.LiquidatableState.WORTHWHILE)
# def test_above_water_account_openorders_base():
# group = mock_group()
# prices = mock_prices(["2000", "30000", "40", "5", "1"])
# deposits = ["0", "0", "0", "0", "900"]
# borrows = ["0", "0", "0", "200", "0"]
# # 900 + (20.002 @ 5) = 1000.01 for a collateral ratio of 1000.01/1000 = 100.001% - liquidatable and above
# # water but not worthwhile because the $0.01 available is not greater than the whorthwhile_threshold.
# open_orders: typing.Sequence[mango.OpenOrders] = [None,
# None,
# None,
# mock_open_orders(base_token_total=Decimal("20.002")),
# None]
# margin_account = mock_margin_account(group, deposits, borrows, open_orders)
# worthwhile_threshold = Decimal("0.01")
# actual = mango.LiquidatableReport.build(group, prices, margin_account, worthwhile_threshold)
# assert actual.state != mango.LiquidatableState.UNSET
# assert actual.state & mango.LiquidatableState.RIPE
# assert actual.state & mango.LiquidatableState.LIQUIDATABLE
# assert actual.state & mango.LiquidatableState.ABOVE_WATER
# assert not (actual.state & mango.LiquidatableState.WORTHWHILE)
# def test_worthwhile_account_openorders_base():
# group = mock_group()
# prices = mock_prices(["2000", "30000", "40", "5", "1"])
# deposits = ["0", "0", "0", "0", "900"]
# borrows = ["0", "0", "0", "200", "0"]
# # 900 + (20.003 @ 5) = 1000.015 for a collateral ratio of 1000.015/1000 = 100.0015% - liquidatable, above water
# # and worthwhile because the $0.015 available is greater than the whorthwhile_threshold.
# open_orders: typing.Sequence[mango.OpenOrders] = [None,
# None,
# None,
# mock_open_orders(base_token_total=Decimal("20.003")),
# None]
# margin_account = mock_margin_account(group, deposits, borrows, open_orders)
# worthwhile_threshold = Decimal("0.01")
# actual = mango.LiquidatableReport.build(group, prices, margin_account, worthwhile_threshold)
# assert actual.state != mango.LiquidatableState.UNSET
# assert actual.state & mango.LiquidatableState.RIPE
# assert actual.state & mango.LiquidatableState.LIQUIDATABLE
# assert actual.state & mango.LiquidatableState.ABOVE_WATER
# assert actual.state & mango.LiquidatableState.WORTHWHILE
# def test_non_ripe_account_openorders_quote():
# group = mock_group()
# prices = mock_prices(["2000", "30000", "40", "5", "1"])
# deposits = ["0", "0", "0", "0", "1000"]
# borrows = ["0", "0", "0", "100", "0"]
# open_orders: typing.Sequence[mango.OpenOrders] = [None,
# None,
# None,
# mock_open_orders(quote_token_total=Decimal(0)),
# None]
# margin_account = mock_margin_account(group, deposits, borrows, open_orders)
# worthwhile_threshold = Decimal("0.01")
# actual = mango.LiquidatableReport.build(group, prices, margin_account, worthwhile_threshold)
# assert actual.state != mango.LiquidatableState.UNSET
# assert not (actual.state & mango.LiquidatableState.RIPE)
# assert not (actual.state & mango.LiquidatableState.LIQUIDATABLE)
# assert actual.state & mango.LiquidatableState.ABOVE_WATER
# assert actual.state & mango.LiquidatableState.WORTHWHILE
# # The idea of these OpenOrders tests is that the deposits and borrows remain the same and the only
# # differences are through changes in OpenOrders balances.
# def test_ripe_account_openorders_quote():
# group = mock_group()
# prices = mock_prices(["2000", "30000", "40", "5", "1"])
# deposits = ["0", "0", "0", "0", "900"]
# borrows = ["0", "0", "0", "200", "0"]
# # 1150/1000 = 115% - ripe but not liquidatable
# open_orders: typing.Sequence[mango.OpenOrders] = [None,
# None,
# None,
# mock_open_orders(quote_token_total=Decimal(250)),
# None
# ]
# margin_account = mock_margin_account(group, deposits, borrows, open_orders)
# worthwhile_threshold = Decimal("0.01")
# actual = mango.LiquidatableReport.build(group, prices, margin_account, worthwhile_threshold)
# assert actual.state != mango.LiquidatableState.UNSET
# assert actual.state & mango.LiquidatableState.RIPE
# assert not (actual.state & mango.LiquidatableState.LIQUIDATABLE)
# assert actual.state & mango.LiquidatableState.ABOVE_WATER
# assert actual.state & mango.LiquidatableState.WORTHWHILE
# def test_liquidatable_account_openorders_quote():
# group = mock_group()
# prices = mock_prices(["2000", "30000", "40", "5", "1"])
# deposits = ["0", "0", "0", "0", "900"]
# borrows = ["0", "0", "0", "200", "0"]
# # 200 @ 5 = 1000 for a collateral ratio of 1000/1000 = 100% - liquidatable but not above water
# open_orders: typing.Sequence[mango.OpenOrders] = [None,
# None,
# None,
# mock_open_orders(quote_token_total=Decimal(100)),
# None]
# margin_account = mock_margin_account(group, deposits, borrows, open_orders)
# worthwhile_threshold = Decimal("0.01")
# actual = mango.LiquidatableReport.build(group, prices, margin_account, worthwhile_threshold)
# assert actual.state != mango.LiquidatableState.UNSET
# assert actual.state & mango.LiquidatableState.RIPE
# assert actual.state & mango.LiquidatableState.LIQUIDATABLE
# assert not (actual.state & mango.LiquidatableState.ABOVE_WATER)
# assert not (actual.state & mango.LiquidatableState.WORTHWHILE)
# def test_above_water_account_openorders_quote():
# group = mock_group()
# prices = mock_prices(["2000", "30000", "40", "5", "1"])
# deposits = ["0", "0", "0", "0", "900"]
# borrows = ["0", "0", "0", "200", "0"]
# # 900 + 100.01 for a collateral ratio of 1000.01/1000 = 100.001% - liquidatable and above
# # water but not worthwhile because the $0.01 available is not greater than the whorthwhile_threshold.
# open_orders: typing.Sequence[mango.OpenOrders] = [None,
# None,
# None,
# mock_open_orders(quote_token_total=Decimal("100.01")),
# None]
# margin_account = mock_margin_account(group, deposits, borrows, open_orders)
# worthwhile_threshold = Decimal("0.01")
# actual = mango.LiquidatableReport.build(group, prices, margin_account, worthwhile_threshold)
# assert actual.state != mango.LiquidatableState.UNSET
# assert actual.state & mango.LiquidatableState.RIPE
# assert actual.state & mango.LiquidatableState.LIQUIDATABLE
# assert actual.state & mango.LiquidatableState.ABOVE_WATER
# assert not (actual.state & mango.LiquidatableState.WORTHWHILE)
# def test_worthwhile_account_openorders_quote():
# group = mock_group()
# prices = mock_prices(["2000", "30000", "40", "5", "1"])
# deposits = ["0", "0", "0", "0", "900"]
# borrows = ["0", "0", "0", "200", "0"]
# # 199.99 @ 5 = 999.95 for a collateral ratio of 1000/999.99 = 100.005% - liquidatable, above water
# # and worthwhile because the $0.05 available is greater than the whorthwhile_threshold.
# open_orders: typing.Sequence[mango.OpenOrders] = [None,
# None,
# None,
# mock_open_orders(quote_token_total=Decimal(101)),
# None]
# margin_account = mock_margin_account(group, deposits, borrows, open_orders)
# worthwhile_threshold = Decimal("0.01")
# actual = mango.LiquidatableReport.build(group, prices, margin_account, worthwhile_threshold)
# assert actual.state != mango.LiquidatableState.UNSET
# assert actual.state & mango.LiquidatableState.RIPE
# assert actual.state & mango.LiquidatableState.LIQUIDATABLE
# assert actual.state & mango.LiquidatableState.ABOVE_WATER
# assert actual.state & mango.LiquidatableState.WORTHWHILE
# def test_liquidatable_account_referrer_fee():
# group = mock_group()
# prices = mock_prices(["2000", "30000", "40", "5", "1"])
# deposits = ["0", "0", "0", "0", "900"]
# borrows = ["0", "0", "0", "200", "0"]
# # 200 @ 5 = 1000 for a collateral ratio of 1000/1000 = 100% - liquidatable but not above water
# open_orders: typing.Sequence[mango.OpenOrders] = [None,
# None,
# None,
# mock_open_orders(quote_token_total=Decimal(100)),
# None]
# margin_account = mock_margin_account(group, deposits, borrows, open_orders)
# worthwhile_threshold = Decimal("0.01")
# actual = mango.LiquidatableReport.build(group, prices, margin_account, worthwhile_threshold)
# assert actual.state != mango.LiquidatableState.UNSET
# assert actual.state & mango.LiquidatableState.RIPE
# assert actual.state & mango.LiquidatableState.LIQUIDATABLE
# assert not (actual.state & mango.LiquidatableState.ABOVE_WATER)
# assert not (actual.state & mango.LiquidatableState.WORTHWHILE)
# # Exactly the same scenario as above, but with referrer_rebate_accrued=Decimal(1) in one OpenOrders.
# # This gives a collateral ratio of 1.001, which is ripe, liquidatable, above water and worthwhile.
# open_orders: typing.Sequence[mango.OpenOrders] = [None,
# None,
# None,
# mock_open_orders(quote_token_total=Decimal(100),
# referrer_rebate_accrued=Decimal(1)),
# None]
# margin_account = mock_margin_account(group, deposits, borrows, open_orders)
# worthwhile_threshold = Decimal("0.01")
# actual = mango.LiquidatableReport.build(group, prices, margin_account, worthwhile_threshold)
# assert actual.state != mango.LiquidatableState.UNSET
# assert actual.state & mango.LiquidatableState.RIPE
# assert actual.state & mango.LiquidatableState.LIQUIDATABLE
# assert actual.state & mango.LiquidatableState.ABOVE_WATER
# assert actual.state & mango.LiquidatableState.WORTHWHILE
Reference in New Issue View Git Blame Copy Permalink