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dydxprotocol · Mar 21, 2024 · 2c9f80a · 2c9f80a
1 parent 3164b81
commit 2c9f80a
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Showing 4 changed files with 76 additions and 22 deletions.
diff --git a/protocol/x/subaccounts/keeper/oimf.go b/protocol/x/subaccounts/keeper/oimf.go
@@ -68,7 +68,10 @@ func GetDeltaOpenInterestFromPerpMatchUpdates(
 		)
 	}
 
-	if settledUpdates[0].PerpetualUpdates[0].PerpetualId != settledUpdates[1].PerpetualUpdates[0].PerpetualId {
+	perpUpdate0 := settledUpdates[0].PerpetualUpdates[0]
+	perpUpdate1 := settledUpdates[1].PerpetualUpdates[0]
+
+	if perpUpdate0.PerpetualId != perpUpdate1.PerpetualId {
 		panic(
 			fmt.Sprintf(
 				types.ErrMatchUpdatesMustBeSamePerpId,
@@ -79,6 +82,16 @@ func GetDeltaOpenInterestFromPerpMatchUpdates(
 		updatedPerpId = settledUpdates[0].PerpetualUpdates[0].PerpetualId
 	}
 
+	if (perpUpdate0.BigQuantumsDelta.Sign()*perpUpdate1.BigQuantumsDelta.Sign() > 0) ||
+		perpUpdate0.BigQuantumsDelta.CmpAbs(perpUpdate1.BigQuantumsDelta) != 0 {
+		panic(
+			fmt.Sprintf(
+				types.ErrMatchUpdatesInvalidSize,
+				settledUpdates,
+			),
+		)
+	}
+
 	deltaOpenInterest = big.NewInt(0)
 	for _, u := range settledUpdates {
 		deltaLong := getDeltaLongFromSettledUpdate(u, updatedPerpId)

diff --git a/protocol/x/subaccounts/keeper/oimf_test.go b/protocol/x/subaccounts/keeper/oimf_test.go
@@ -89,6 +89,60 @@ func TestGetDeltaOpenInterestFromPerpMatchUpdates(t *testing.T) {
 			},
 			panicErr: types.ErrMatchUpdatesMustBeSamePerpId,
 		},
+		"Invalid: updates don't have opposite signs": {
+			settledUpdates: []keeper.SettledUpdate{
+				{
+					SettledSubaccount: types.Subaccount{
+						Id: aliceSubaccountId,
+					},
+					PerpetualUpdates: []types.PerpetualUpdate{
+						{
+							PerpetualId:      1,
+							BigQuantumsDelta: big.NewInt(500),
+						},
+					},
+				},
+				{
+					SettledSubaccount: types.Subaccount{
+						Id: bobSubaccountId,
+					},
+					PerpetualUpdates: []types.PerpetualUpdate{
+						{
+							PerpetualId:      1,
+							BigQuantumsDelta: big.NewInt(500),
+						},
+					},
+				},
+			},
+			panicErr: types.ErrMatchUpdatesInvalidSize,
+		},
+		"Invalid: updates don't have equal absolute base quantums": {
+			settledUpdates: []keeper.SettledUpdate{
+				{
+					SettledSubaccount: types.Subaccount{
+						Id: aliceSubaccountId,
+					},
+					PerpetualUpdates: []types.PerpetualUpdate{
+						{
+							PerpetualId:      1,
+							BigQuantumsDelta: big.NewInt(500),
+						},
+					},
+				},
+				{
+					SettledSubaccount: types.Subaccount{
+						Id: bobSubaccountId,
+					},
+					PerpetualUpdates: []types.PerpetualUpdate{
+						{
+							PerpetualId:      1,
+							BigQuantumsDelta: big.NewInt(-499),
+						},
+					},
+				},
+			},
+			panicErr: types.ErrMatchUpdatesInvalidSize,
+		},
 		"Valid: 0 -> -500, 0 -> 500, delta = 500": {
 			settledUpdates: []keeper.SettledUpdate{
 				{

diff --git a/protocol/x/subaccounts/keeper/subaccount_test.go b/protocol/x/subaccounts/keeper/subaccount_test.go
@@ -3247,10 +3247,7 @@ func TestCanUpdateSubaccounts(t *testing.T) {
 			},
 			additionalTestSubaccounts: []types.Subaccount{
 				{
-					Id: &types.SubaccountId{
-						Owner:  "Bob",
-						Number: 0,
-					},
+					Id: &constants.Bob_Num0,
 					AssetPositions: []*types.AssetPosition{
 						{
 							AssetId: uint32(0),
@@ -3314,10 +3311,7 @@ func TestCanUpdateSubaccounts(t *testing.T) {
 			},
 			additionalTestSubaccounts: []types.Subaccount{
 				{
-					Id: &types.SubaccountId{
-						Owner:  "Bob",
-						Number: 0,
-					},
+					Id: &constants.Bob_Num0,
 					AssetPositions: []*types.AssetPosition{
 						{
 							AssetId: uint32(0),
@@ -3388,10 +3382,7 @@ func TestCanUpdateSubaccounts(t *testing.T) {
 			},
 			additionalTestSubaccounts: []types.Subaccount{
 				{
-					Id: &types.SubaccountId{
-						Owner:  "Bob",
-						Number: 0,
-					},
+					Id: &constants.Bob_Num0,
 					AssetPositions: []*types.AssetPosition{
 						{
 							AssetId: uint32(0),
@@ -3464,10 +3455,7 @@ func TestCanUpdateSubaccounts(t *testing.T) {
 			},
 			additionalTestSubaccounts: []types.Subaccount{
 				{
-					Id: &types.SubaccountId{
-						Owner:  "Bob",
-						Number: 0,
-					},
+					Id: &constants.Bob_Num0,
 					AssetPositions: []*types.AssetPosition{
 						{
 							AssetId: uint32(0),
@@ -3539,10 +3527,7 @@ func TestCanUpdateSubaccounts(t *testing.T) {
 			},
 			additionalTestSubaccounts: []types.Subaccount{
 				{
-					Id: &types.SubaccountId{
-						Owner:  "Bob",
-						Number: 0,
-					},
+					Id: &constants.Bob_Num0,
 					AssetPositions: []*types.AssetPosition{
 						{
 							AssetId: uint32(0),

diff --git a/protocol/x/subaccounts/types/errors.go b/protocol/x/subaccounts/types/errors.go
@@ -13,8 +13,10 @@ const (
 		"exactly 2 updates, got settledUpdates: %+v"
 	ErrMatchUpdatesMustUpdateOnePerp = "internalCanUpdateSubaccounts: MATCH subaccount updates must each have " +
 		"exactly 1 PerpetualUpdate, got settledUpdates: %+v"
-	ErrMatchUpdatesMustBeSamePerpId = "internalCanUpdateSubaccounts: MATCH subaccount updates must consists two " +
+	ErrMatchUpdatesMustBeSamePerpId = "internalCanUpdateSubaccounts: MATCH subaccount updates must consists of two " +
 		"updates on same perpetual Id, got settledUpdates: %+v"
+	ErrMatchUpdatesInvalidSize = "internalCanUpdateSubaccounts: MATCH subaccount updates must consists of two " +
+		"updates of equal absolute base quantums and opposite sign: %+v"
 )
 
 // x/subaccounts module sentinel errors