From a1a45d392a7bb1b0e7b1d0781825b4600c536f1e Mon Sep 17 00:00:00 2001
From: The3D <emilio@aave.com>
Date: Mon, 21 Sep 2020 15:27:53 +0200
Subject: [PATCH] Updating rebalance rate tests
---
test/helpers/actions.ts | 28 +++++++++-
test/helpers/utils/calculations.ts | 72 +++++++++++++++-----------
test/helpers/utils/helpers.ts | 3 ++
test/helpers/utils/interfaces/index.ts | 1 +
test/scenario.spec.ts | 2 +-
5 files changed, 74 insertions(+), 32 deletions(-)
diff --git a/test/helpers/actions.ts b/test/helpers/actions.ts
index c9bf4bcf..44c134eb 100644
--- a/test/helpers/actions.ts
+++ b/test/helpers/actions.ts
@@ -49,7 +49,8 @@ const almostEqualOrEqual = function (
key === 'marketStableRate' ||
key === 'symbol' ||
key === 'aTokenAddress' ||
- key === 'decimals'
+ key === 'decimals' ||
+ key === 'totalStableDebtLastUpdated'
) {
// skipping consistency check on accessory data
return;
@@ -369,9 +370,23 @@ export const borrow = async (
userDataBefore,
txTimestamp,
timestamp,
- txCost
+ onBehalfOf,
+ user.address
);
+ console.log("total debt stable exp ", expectedReserveData.totalStableDebt.toFixed());
+ console.log("total debt stable act ", reserveDataAfter.totalStableDebt.toFixed());
+
+ console.log("total debt variable exp ", expectedReserveData.totalVariableDebt.toFixed());
+ console.log("total debt variable act ", reserveDataAfter.totalVariableDebt.toFixed());
+
+ console.log("avl liquidity exp ", expectedReserveData.availableLiquidity.toFixed());
+ console.log("avl liquidity exp ", reserveDataAfter.availableLiquidity.toFixed());
+
+ console.log("avg borrow rate exp ", expectedReserveData.averageStableBorrowRate.toFixed());
+ console.log("avl borrow rate exp ", reserveDataAfter.averageStableBorrowRate.toFixed());
+
+
expectEqual(reserveDataAfter, expectedReserveData);
expectEqual(userDataAfter, expectedUserData);
@@ -664,6 +679,15 @@ export const rebalanceStableBorrowRate = async (
txTimestamp
);
+ console.log("total debt stable exp ", expectedReserveData.totalStableDebt.toFixed());
+ console.log("total debt stable act ", reserveDataAfter.totalStableDebt.toFixed());
+
+ console.log("total debt variable exp ", expectedReserveData.totalVariableDebt.toFixed());
+ console.log("total debt variable act ", reserveDataAfter.totalVariableDebt.toFixed());
+
+ console.log("avl liquidity exp ", expectedReserveData.availableLiquidity.toFixed());
+ console.log("avl liquidity exp ", reserveDataAfter.availableLiquidity.toFixed());
+
expectEqual(reserveDataAfter, expectedReserveData);
expectEqual(userDataAfter, expectedUserData);
diff --git a/test/helpers/utils/calculations.ts b/test/helpers/utils/calculations.ts
index 8f029d9a..6d76db67 100644
--- a/test/helpers/utils/calculations.ts
+++ b/test/helpers/utils/calculations.ts
@@ -7,7 +7,7 @@ import {
EXCESS_UTILIZATION_RATE,
ZERO_ADDRESS,
} from '../../../helpers/constants';
-import {IReserveParams, iAavePoolAssets, RateMode} from '../../../helpers/types';
+import {IReserveParams, iAavePoolAssets, RateMode, tEthereumAddress} from '../../../helpers/types';
import './math';
import {ReserveData, UserReserveData} from './interfaces';
@@ -185,7 +185,7 @@ export const calcExpectedReserveDataAfterDeposit = (
expectedReserveData.totalStableDebt = calcExpectedTotalStableDebt(
reserveDataBeforeAction.principalStableDebt,
reserveDataBeforeAction.averageStableBorrowRate,
- reserveDataBeforeAction.lastUpdateTimestamp,
+ reserveDataBeforeAction.totalStableDebtLastUpdated,
txTimestamp
);
expectedReserveData.totalVariableDebt = calcExpectedTotalVariableDebt(
@@ -253,7 +253,7 @@ export const calcExpectedReserveDataAfterWithdraw = (
expectedReserveData.totalStableDebt = calcExpectedTotalStableDebt(
reserveDataBeforeAction.principalStableDebt,
reserveDataBeforeAction.averageStableBorrowRate,
- reserveDataBeforeAction.lastUpdateTimestamp,
+ reserveDataBeforeAction.totalStableDebtLastUpdated,
txTimestamp
);
expectedReserveData.totalVariableDebt = expectedReserveData.scaledVariableDebt.rayMul(
@@ -318,6 +318,7 @@ export const calcExpectedReserveDataAfterBorrow = (
expectedReserveData.lastUpdateTimestamp = txTimestamp;
if (borrowRateMode == RateMode.Stable) {
+
expectedReserveData.scaledVariableDebt = reserveDataBeforeAction.scaledVariableDebt;
const expectedVariableDebtAfterTx = expectedReserveData.scaledVariableDebt.rayMul(
@@ -327,7 +328,7 @@ export const calcExpectedReserveDataAfterBorrow = (
const expectedStableDebtUntilTx = calcExpectedTotalStableDebt(
reserveDataBeforeAction.principalStableDebt,
reserveDataBeforeAction.averageStableBorrowRate,
- reserveDataBeforeAction.lastUpdateTimestamp,
+ reserveDataBeforeAction.totalStableDebtLastUpdated,
txTimestamp
);
@@ -403,7 +404,7 @@ export const calcExpectedReserveDataAfterBorrow = (
expectedReserveData.totalStableDebt = calcExpectedTotalStableDebt(
reserveDataBeforeAction.principalStableDebt,
reserveDataBeforeAction.averageStableBorrowRate,
- reserveDataBeforeAction.lastUpdateTimestamp,
+ reserveDataBeforeAction.totalStableDebtLastUpdated,
currentTimestamp
);
@@ -512,7 +513,7 @@ export const calcExpectedReserveDataAfterRepay = (
const expectedDebt = calcExpectedTotalStableDebt(
reserveDataBeforeAction.principalStableDebt,
reserveDataBeforeAction.averageStableBorrowRate,
- reserveDataBeforeAction.lastUpdateTimestamp,
+ reserveDataBeforeAction.totalStableDebtLastUpdated,
txTimestamp
);
@@ -597,13 +598,15 @@ export const calcExpectedUserDataAfterBorrow = (
userDataBeforeAction: UserReserveData,
txTimestamp: BigNumber,
currentTimestamp: BigNumber,
- txCost: BigNumber
+ user: tEthereumAddress,
+ onBehalfOf: tEthereumAddress
): UserReserveData => {
const expectedUserData = <UserReserveData>{};
const amountBorrowedBN = new BigNumber(amountBorrowed);
if (interestRateMode == RateMode.Stable) {
+
const stableDebtUntilTx = calcExpectedStableDebtTokenBalance(
userDataBeforeAction.principalStableDebt,
userDataBeforeAction.stableBorrowRate,
@@ -805,7 +808,7 @@ export const calcExpectedReserveDataAfterSwapRateMode = (
const totalStableDebtUntilTx = calcExpectedTotalStableDebt(
reserveDataBeforeAction.principalStableDebt,
reserveDataBeforeAction.averageStableBorrowRate,
- reserveDataBeforeAction.lastUpdateTimestamp,
+ reserveDataBeforeAction.totalStableDebtLastUpdated,
txTimestamp
);
@@ -819,7 +822,9 @@ export const calcExpectedReserveDataAfterSwapRateMode = (
expectedReserveData.variableBorrowIndex
);
- expectedReserveData.principalStableDebt = expectedReserveData.totalStableDebt = totalStableDebtUntilTx.minus(stableDebt);
+ expectedReserveData.principalStableDebt = expectedReserveData.totalStableDebt = totalStableDebtUntilTx.minus(
+ stableDebt
+ );
expectedReserveData.averageStableBorrowRate = calcExpectedAverageStableBorrowRate(
reserveDataBeforeAction.averageStableBorrowRate,
@@ -828,7 +833,6 @@ export const calcExpectedReserveDataAfterSwapRateMode = (
userDataBeforeAction.stableBorrowRate
);
} else {
-
//swap variable to stable
expectedReserveData.principalStableDebt = expectedReserveData.totalStableDebt = totalStableDebtUntilTx.plus(
@@ -953,39 +957,58 @@ export const calcExpectedReserveDataAfterStableRateRebalance = (
expectedReserveData.address = reserveDataBeforeAction.address;
- const stableBorrowBalance = calcExpectedStableDebtTokenBalance(
+ const userStableDebt = calcExpectedStableDebtTokenBalance(
userDataBeforeAction.principalStableDebt,
userDataBeforeAction.stableBorrowRate,
userDataBeforeAction.stableRateLastUpdated,
txTimestamp
);
- const debtAccrued = stableBorrowBalance.minus(userDataBeforeAction.principalStableDebt);
+ expectedReserveData.liquidityIndex = calcExpectedLiquidityIndex(
+ reserveDataBeforeAction,
+ txTimestamp
+ );
- expectedReserveData.totalLiquidity = reserveDataBeforeAction.totalLiquidity.plus(debtAccrued);
+ expectedReserveData.variableBorrowIndex = calcExpectedVariableBorrowIndex(
+ reserveDataBeforeAction,
+ txTimestamp
+ );
+
+ expectedReserveData.scaledVariableDebt = reserveDataBeforeAction.scaledVariableDebt;
+ expectedReserveData.totalVariableDebt = expectedReserveData.scaledVariableDebt.rayMul(
+ expectedReserveData.variableBorrowIndex
+ );
+
+ expectedReserveData.principalStableDebt = expectedReserveData.totalStableDebt = calcExpectedTotalStableDebt(
+ reserveDataBeforeAction.principalStableDebt,
+ reserveDataBeforeAction.averageStableBorrowRate,
+ reserveDataBeforeAction.totalStableDebtLastUpdated,
+ txTimestamp
+ );
expectedReserveData.availableLiquidity = reserveDataBeforeAction.availableLiquidity;
+ expectedReserveData.totalLiquidity = expectedReserveData.availableLiquidity
+ .plus(expectedReserveData.totalStableDebt)
+ .plus(expectedReserveData.totalVariableDebt);
+
//removing the stable liquidity at the old rate
const avgRateBefore = calcExpectedAverageStableBorrowRate(
reserveDataBeforeAction.averageStableBorrowRate,
- reserveDataBeforeAction.totalStableDebt.plus(debtAccrued),
- stableBorrowBalance.negated(),
+ expectedReserveData.totalStableDebt,
+ userStableDebt.negated(),
userDataBeforeAction.stableBorrowRate
);
// adding it again at the new rate
expectedReserveData.averageStableBorrowRate = calcExpectedAverageStableBorrowRate(
avgRateBefore,
- reserveDataBeforeAction.totalStableDebt.minus(userDataBeforeAction.principalStableDebt),
- stableBorrowBalance,
+ expectedReserveData.totalStableDebt.minus(userStableDebt),
+ userStableDebt,
reserveDataBeforeAction.stableBorrowRate
);
- expectedReserveData.totalVariableDebt = reserveDataBeforeAction.totalVariableDebt;
- expectedReserveData.totalStableDebt = reserveDataBeforeAction.totalStableDebt.plus(debtAccrued);
-
expectedReserveData.utilizationRate = calcExpectedUtilizationRate(
expectedReserveData.totalStableDebt,
expectedReserveData.totalVariableDebt,
@@ -1007,15 +1030,6 @@ export const calcExpectedReserveDataAfterStableRateRebalance = (
expectedReserveData.variableBorrowRate = rates[2];
- expectedReserveData.liquidityIndex = calcExpectedLiquidityIndex(
- reserveDataBeforeAction,
- txTimestamp
- );
- expectedReserveData.variableBorrowIndex = calcExpectedVariableBorrowIndex(
- reserveDataBeforeAction,
- txTimestamp
- );
-
return expectedReserveData;
};
diff --git a/test/helpers/utils/helpers.ts b/test/helpers/utils/helpers.ts
index b98ba688..7c3dbd2a 100644
--- a/test/helpers/utils/helpers.ts
+++ b/test/helpers/utils/helpers.ts
@@ -25,6 +25,8 @@ export const getReserveData = async (
const variableDebtToken = await getVariableDebtToken(tokenAddresses.variableDebtTokenAddress);
const [principalStableDebt] = await stableDebtToken.getSupplyData();
+ const totalStableDebtLastUpdated = await stableDebtToken.getTotalSupplyLastUpdated();
+
const scaledVariableDebt = await variableDebtToken.scaledTotalSupply();
@@ -57,6 +59,7 @@ export const getReserveData = async (
liquidityIndex: new BigNumber(reserveData.liquidityIndex.toString()),
variableBorrowIndex: new BigNumber(reserveData.variableBorrowIndex.toString()),
lastUpdateTimestamp: new BigNumber(reserveData.lastUpdateTimestamp),
+ totalStableDebtLastUpdated: new BigNumber(totalStableDebtLastUpdated),
principalStableDebt: new BigNumber(principalStableDebt.toString()),
scaledVariableDebt: new BigNumber(scaledVariableDebt.toString()),
address: reserve,
diff --git a/test/helpers/utils/interfaces/index.ts b/test/helpers/utils/interfaces/index.ts
index 3162e398..72b30708 100644
--- a/test/helpers/utils/interfaces/index.ts
+++ b/test/helpers/utils/interfaces/index.ts
@@ -34,6 +34,7 @@ export interface ReserveData {
aTokenAddress: string;
marketStableRate: BigNumber;
lastUpdateTimestamp: BigNumber;
+ totalStableDebtLastUpdated: BigNumber;
liquidityRate: BigNumber;
[key: string]: BigNumber | string;
}
diff --git a/test/scenario.spec.ts b/test/scenario.spec.ts
index 8a14d4e2..54fe7433 100644
--- a/test/scenario.spec.ts
+++ b/test/scenario.spec.ts
@@ -10,7 +10,7 @@ import {executeStory} from './helpers/scenario-engine';
const scenarioFolder = './test/helpers/scenarios/';
-const selectedScenarios: string[] = ['swap-rate-mode.json'];
+const selectedScenarios: string[] = [];
fs.readdirSync(scenarioFolder).forEach((file) => {
if (selectedScenarios.length > 0 && !selectedScenarios.includes(file)) return;