[TRA-81] Check isolated market constraints in UpdateSubaccount. (#1158)

protocol/app/e2e/ante_test.go

@@ -137,7 +137,7 @@ func TestParallelAnteHandler_ClobAndOther(t *testing.T) {
 						},
 					},
 					constants.TestFeeCoins_5Cents,
-					100_000,
+					110_000,
 					ctx.ChainID(),
 					[]uint64{account.GetAccountNumber()},
 					[]uint64{sequenceNumber},

protocol/daemons/liquidation/client/grpc_helper_test.go

@@ -411,6 +411,7 @@ func TestGetAllMarketPrices(t *testing.T) {
 					MarketPrices: []pricestypes.MarketPrice{
 						constants.TestMarketPrices[2],
 						constants.TestMarketPrices[3],
+						constants.TestMarketPrices[4],
 					},
 				}
 				mck.On("AllMarketPrices", mock.Anything, req2).Return(response2, nil)

protocol/testutil/constants/perpetuals.go

@@ -327,6 +327,18 @@ var (
 		},
 		FundingIndex: dtypes.ZeroInt(),
 	}
+	Iso2Usd_IsolatedMarket = perptypes.Perpetual{
+		Params: perptypes.PerpetualParams{
+			Id:                4,
+			Ticker:            "ISO2-USD",
+			MarketId:          uint32(4),
+			AtomicResolution:  int32(-7),
+			DefaultFundingPpm: int32(0),
+			LiquidityTier:     uint32(3),
+			MarketType:        perptypes.PerpetualMarketType_PERPETUAL_MARKET_TYPE_ISOLATED,
+		},
+		FundingIndex: dtypes.ZeroInt(),
+	}
 )
 
 var TestMarketPerpetuals = []perptypes.Perpetual{

protocol/testutil/constants/pricefeed.go

@@ -14,6 +14,7 @@ var (
 	MarketId1 = uint32(1)
 	MarketId2 = uint32(2)
 	MarketId3 = uint32(3)
+	MarketId4 = uint32(4)
 
 	MarketId7  = uint32(7)
 	MarketId8  = uint32(8)
@@ -276,26 +277,35 @@ var (
 				Exchange3_Price3_TimeT,
 			},
 		},
+		{
+			MarketId: MarketId4,
+			ExchangePrices: []*api.ExchangePrice{
+				Exchange3_Price3_TimeT,
+			},
+		},
 	}
 	AtTimeTSingleExchangeSmoothedPrices = map[uint32]uint64{
 		MarketId0: Exchange0_Price4_TimeT.Price,
 		MarketId1: Exchange1_Price1_TimeT.Price,
 		MarketId2: Exchange2_Price2_TimeT.Price,
 		MarketId3: Exchange3_Price3_TimeT.Price,
+		MarketId4: Exchange3_Price3_TimeT.Price,
 	}
 
 	AtTimeTSingleExchangeSmoothedPricesPlus10 = map[uint32]uint64{
 		MarketId0: Exchange0_Price4_TimeT.Price + 10,
 		MarketId1: Exchange1_Price1_TimeT.Price + 10,
 		MarketId2: Exchange2_Price2_TimeT.Price + 10,
 		MarketId3: Exchange3_Price3_TimeT.Price + 10,
+		MarketId4: Exchange3_Price3_TimeT.Price + 10,
 	}
 
 	AtTimeTSingleExchangeSmoothedPricesPlus7 = map[uint32]uint64{
 		MarketId0: Exchange0_Price4_TimeT.Price + 7,
 		MarketId1: Exchange1_Price1_TimeT.Price + 7,
 		MarketId2: Exchange2_Price2_TimeT.Price + 7,
 		MarketId3: Exchange3_Price3_TimeT.Price + 7,
+		MarketId4: Exchange3_Price3_TimeT.Price + 7,
 	}
 
 	MixedTimePriceUpdate = []*api.MarketPriceUpdate{

protocol/testutil/constants/prices.go

@@ -27,6 +27,7 @@ const (
 	SolUsdPair   = "SOL-USD"
 	LtcUsdPair   = "LTC-USD"
 	IsoUsdPair   = "ISO-USD"
+	Iso2UsdPair  = "ISO2-USD"
 
 	BtcUsdExponent   = -5
 	EthUsdExponent   = -6
@@ -36,6 +37,7 @@ const (
 	SolUsdExponent   = -8
 	LtcUsdExponent   = -7
 	IsoUsdExponent   = -8
+	Iso2UsdExponent  = -7
 
 	CoinbaseExchangeName  = "Coinbase"
 	BinanceExchangeName   = "Binance"
@@ -212,6 +214,15 @@ var TestMarketExchangeConfigs = map[pricefeedclient.MarketId]string{
 		  }
 		]
 	  }`,
+	exchange_config.MARKET_ISO2_USD: `{
+			"exchanges": [
+				{
+				"exchangeName": "Binance",
+				"ticker": "ISO2USDT",
+				"adjustByMarket": "USDT-USD"
+				}
+			]
+			}`,
 }
 
 var TestMarketParams = []types.MarketParam{
@@ -247,6 +258,14 @@ var TestMarketParams = []types.MarketParam{
 		MinPriceChangePpm:  50,
 		ExchangeConfigJson: TestMarketExchangeConfigs[exchange_config.MARKET_ISO_USD],
 	},
+	{
+		Id:                 4,
+		Pair:               Iso2UsdPair,
+		Exponent:           Iso2UsdExponent,
+		MinExchanges:       1,
+		MinPriceChangePpm:  50,
+		ExchangeConfigJson: TestMarketExchangeConfigs[exchange_config.MARKET_ISO2_USD],
+	},
 }
 
 var TestMarketPrices = []types.MarketPrice{
@@ -270,13 +289,19 @@ var TestMarketPrices = []types.MarketPrice{
 		Exponent: IsoUsdExponent,
 		Price:    FiveBillion, // 50$ == 1 ISO
 	},
+	{
+		Id:       4,
+		Exponent: Iso2UsdExponent,
+		Price:    ThreeBillion, // 300$ == 1 ISO2
+	},
 }
 
 var TestMarketIdsToExponents = map[uint32]int32{
 	0: BtcUsdExponent,
 	1: EthUsdExponent,
 	2: SolUsdExponent,
 	3: IsoUsdExponent,
+	4: Iso2UsdExponent,
 }
 
 var TestPricesGenesisState = types.GenesisState{
@@ -290,6 +315,7 @@ var (
 		types.NewMarketPriceUpdate(MarketId1, Price6),
 		types.NewMarketPriceUpdate(MarketId2, Price7),
 		types.NewMarketPriceUpdate(MarketId3, Price4),
+		types.NewMarketPriceUpdate(MarketId4, Price3),
 	}
 
 	// `MsgUpdateMarketPrices`.

protocol/testutil/daemons/pricefeed/exchange_config/market_id.go

@@ -75,8 +75,9 @@ const (
 	// MARKET_TEST_USD is the id used for the TEST-USD market pair.
 	MARKET_TEST_USD types.MarketId = 33
 
-	// Arbitrary isolated market
-	MARKET_ISO_USD types.MarketId = 999_999
+	// Arbitrary isolated markets
+	MARKET_ISO2_USD types.MarketId = 999_998
+	MARKET_ISO_USD  types.MarketId = 999_999
 
 	// Non-trading markets.
 	// MARKET_USDT_USD is the id for the USDT-USD market pair.

protocol/x/prices/keeper/msg_server_update_market_prices_test.go

@@ -48,6 +48,7 @@ func TestUpdateMarketPrices_Valid(t *testing.T) {
 				constants.MarketId1: constants.ThreeBillion, // no change
 				constants.MarketId2: constants.FiveBillion,  // no change
 				constants.MarketId3: constants.FiveBillion,  // no change
+				constants.MarketId4: constants.ThreeBillion, // no change
 			},
 		},
 		"Multiple updates": {
@@ -58,6 +59,7 @@ func TestUpdateMarketPrices_Valid(t *testing.T) {
 				constants.MarketId1: constants.Price6,
 				constants.MarketId2: constants.Price7,
 				constants.MarketId3: constants.Price4,
+				constants.MarketId4: constants.Price3,
 			},
 		},
 		"Towards index price = true (current < update < index price)": {
@@ -81,6 +83,7 @@ func TestUpdateMarketPrices_Valid(t *testing.T) {
 				constants.MarketId1: constants.ThreeBillion, // no change
 				constants.MarketId2: constants.FiveBillion,  // no change
 				constants.MarketId3: constants.FiveBillion,  // no change
+				constants.MarketId4: constants.ThreeBillion, // no change
 			},
 		},
 		"Index price crossing = true (price increase), old_ticks > 1, new_ticks <= sqrt(old_ticks) = true": {
@@ -104,6 +107,7 @@ func TestUpdateMarketPrices_Valid(t *testing.T) {
 				constants.MarketId1: constants.ThreeBillion, // no change
 				constants.MarketId2: constants.FiveBillion,  // no change
 				constants.MarketId3: constants.FiveBillion,  // no change
+				constants.MarketId4: constants.ThreeBillion, // no change
 			},
 		},
 		"Index price crossing = true (price decrease), old_ticks > 1, new_ticks <= sqrt(old_ticks) = true": {
@@ -127,6 +131,7 @@ func TestUpdateMarketPrices_Valid(t *testing.T) {
 				constants.MarketId1: constants.ThreeBillion, // no change
 				constants.MarketId2: constants.FiveBillion,  // no change
 				constants.MarketId3: constants.FiveBillion,  // no change
+				constants.MarketId4: constants.ThreeBillion, // no change
 			},
 		},
 		"Index price crossing = true (price increase), old_ticks <= 1, new_ticks <= old_ticks = true": {
@@ -150,6 +155,7 @@ func TestUpdateMarketPrices_Valid(t *testing.T) {
 				constants.MarketId1: constants.ThreeBillion, // no change
 				constants.MarketId2: constants.FiveBillion,  // no change
 				constants.MarketId3: constants.FiveBillion,  // no change
+				constants.MarketId4: constants.ThreeBillion, // no change
 			},
 		},
 		"Index price crossing = true (price decrease), old_ticks <= 1, new_ticks <= old_ticks = true": {
@@ -173,6 +179,7 @@ func TestUpdateMarketPrices_Valid(t *testing.T) {
 				constants.MarketId1: constants.ThreeBillion, // no change
 				constants.MarketId2: constants.FiveBillion,  // no change
 				constants.MarketId3: constants.FiveBillion,  // no change
+				constants.MarketId4: constants.ThreeBillion, // no change
 			},
 		},
 	}
@@ -226,6 +233,7 @@ func TestUpdateMarketPrices_SkipNonDeterministicCheck_Valid(t *testing.T) {
 				constants.MarketId1: constants.ThreeBillion, // no change
 				constants.MarketId2: constants.FiveBillion,  // no change
 				constants.MarketId3: constants.FiveBillion,  // no change
+				constants.MarketId4: constants.ThreeBillion, // no change
 			},
 		},
 		"Index price trends in the opposite direction of update price from current price, but still updates state": {
@@ -249,6 +257,7 @@ func TestUpdateMarketPrices_SkipNonDeterministicCheck_Valid(t *testing.T) {
 				constants.MarketId1: constants.ThreeBillion, // no change
 				constants.MarketId2: constants.FiveBillion,  // no change
 				constants.MarketId3: constants.FiveBillion,  // no change
+				constants.MarketId4: constants.ThreeBillion, // no change
 			},
 		},
 		"Index price crossing = true, old_ticks > 1, new_ticks <= sqrt(old_ticks) = false": {
@@ -272,6 +281,7 @@ func TestUpdateMarketPrices_SkipNonDeterministicCheck_Valid(t *testing.T) {
 				constants.MarketId1: constants.ThreeBillion, // no change
 				constants.MarketId2: constants.FiveBillion,  // no change
 				constants.MarketId3: constants.FiveBillion,  // no change
+				constants.MarketId4: constants.ThreeBillion, // no change
 			},
 		},
 		"Index price crossing = true, old_ticks <= 1, new_ticks <= old_ticks = false": {
@@ -295,6 +305,7 @@ func TestUpdateMarketPrices_SkipNonDeterministicCheck_Valid(t *testing.T) {
 				constants.MarketId1: constants.ThreeBillion, // no change
 				constants.MarketId2: constants.FiveBillion,  // no change
 				constants.MarketId3: constants.FiveBillion,  // no change
+				constants.MarketId4: constants.ThreeBillion, // no change
 			},
 		},
 	}

protocol/x/prices/keeper/smoothed_price_test.go

@@ -59,6 +59,7 @@ func TestUpdateSmoothedPrices(t *testing.T) {
 				constants.MarketId1: constants.Exchange1_Price1_TimeT.Price + 7,
 				constants.MarketId2: constants.Exchange2_Price2_TimeT.Price + 35,
 				constants.MarketId3: constants.Exchange3_Price3_TimeT.Price,
+				constants.MarketId4: constants.Exchange3_Price3_TimeT.Price,
 				constants.MarketId7: constants.Price1,
 			},
 			linearInterpolateFunc: lib.Uint64LinearInterpolate,
@@ -81,7 +82,8 @@ func TestUpdateSmoothedPrices(t *testing.T) {
 			expectedErr: "Error updating smoothed price for market 0: error while interpolating\n" +
 				"Error updating smoothed price for market 1: error while interpolating\n" +
 				"Error updating smoothed price for market 2: error while interpolating\n" +
-				"Error updating smoothed price for market 3: error while interpolating",
+				"Error updating smoothed price for market 3: error while interpolating\n" +
+				"Error updating smoothed price for market 4: error while interpolating",
 			expectedResult: constants.AtTimeTSingleExchangeSmoothedPricesPlus10, // no change
 		},
 		"Single interpolation error - returns error, continues updating other markets": {
@@ -95,6 +97,7 @@ func TestUpdateSmoothedPrices(t *testing.T) {
 				constants.MarketId1: constants.AtTimeTSingleExchangeSmoothedPricesPlus10[constants.MarketId1], // no change
 				constants.MarketId2: constants.AtTimeTSingleExchangeSmoothedPricesPlus7[constants.MarketId2],  // update
 				constants.MarketId3: constants.AtTimeTSingleExchangeSmoothedPricesPlus10[constants.MarketId3], // update
+				constants.MarketId4: constants.AtTimeTSingleExchangeSmoothedPricesPlus7[constants.MarketId4],  // update
 			}, // no change
 		},
 	}

protocol/x/prices/keeper/update_price_test.go

@@ -201,6 +201,7 @@ func TestGetValidMarketPriceUpdates(t *testing.T) {
 					types.NewMarketPriceUpdate(constants.MarketId1, constants.Price1+1),
 					types.NewMarketPriceUpdate(constants.MarketId2, constants.Price2),
 					types.NewMarketPriceUpdate(constants.MarketId3, constants.Price3),
+					types.NewMarketPriceUpdate(constants.MarketId4, constants.Price3),
 				},
 			},
 		},
@@ -232,6 +233,7 @@ func TestGetValidMarketPriceUpdates(t *testing.T) {
 					types.NewMarketPriceUpdate(constants.MarketId1, constants.Price1),
 					types.NewMarketPriceUpdate(constants.MarketId2, constants.Price2),
 					types.NewMarketPriceUpdate(constants.MarketId3, constants.Price3),
+					types.NewMarketPriceUpdate(constants.MarketId4, constants.Price3),
 				},
 			},
 		},
@@ -250,6 +252,7 @@ func TestGetValidMarketPriceUpdates(t *testing.T) {
 					types.NewMarketPriceUpdate(constants.MarketId1, constants.Price1),
 					types.NewMarketPriceUpdate(constants.MarketId2, constants.Price2),
 					types.NewMarketPriceUpdate(constants.MarketId3, constants.Price3),
+					types.NewMarketPriceUpdate(constants.MarketId4, constants.Price3),
 				},
 			},
 		},

protocol/x/prices/keeper/validate_market_price_updates_test.go

@@ -374,7 +374,7 @@ func TestGetMarketsMissingFromPriceUpdates(t *testing.T) {
 			smoothedIndexPrices: constants.AtTimeTSingleExchangeSmoothedPrices,
 			// The returned market ids must be sorted.
 			expectedMarketIds: []uint32{
-				constants.MarketId0, constants.MarketId1, constants.MarketId2, constants.MarketId3,
+				constants.MarketId0, constants.MarketId1, constants.MarketId2, constants.MarketId3, constants.MarketId4,
 			},
 		},
 		"Non-empty proposed updates, Empty local updates": {
@@ -392,6 +392,7 @@ func TestGetMarketsMissingFromPriceUpdates(t *testing.T) {
 				types.NewMarketPriceUpdate(constants.MarketId0, constants.Price5),
 				types.NewMarketPriceUpdate(constants.MarketId1, constants.Price6),
 				types.NewMarketPriceUpdate(constants.MarketId3, constants.Price7),
+				types.NewMarketPriceUpdate(constants.MarketId4, constants.Price4),
 			},
 			indexPrices:         constants.AtTimeTSingleExchangePriceUpdate,
 			smoothedIndexPrices: constants.AtTimeTSingleExchangeSmoothedPrices,
@@ -404,7 +405,7 @@ func TestGetMarketsMissingFromPriceUpdates(t *testing.T) {
 			indexPrices:         constants.AtTimeTSingleExchangePriceUpdate,
 			smoothedIndexPrices: constants.AtTimeTSingleExchangeSmoothedPrices,
 			// The returned market ids must be sorted.
-			expectedMarketIds: []uint32{constants.MarketId0, constants.MarketId2, constants.MarketId3},
+			expectedMarketIds: []uint32{constants.MarketId0, constants.MarketId2, constants.MarketId3, constants.MarketId4},
 		},
 	}
 	for name, tc := range tests {