program: add update_lp_market_position test for big k

CHANGELOG.md

@@ -11,6 +11,8 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Fixes
 
+- program: add update_lp_market_position test for big k ([#565](https://github.com/drift-labs/protocol-v2/pull/565))
+
 ### Breaking
 
 ## [2.37.0] - 2023-08-02

programs/drift/Cargo.toml

@@ -38,3 +38,4 @@ solana-security-txt = "1.1.0"
 [dev-dependencies]
 bytes = "1.2.0"
 pyth = { path = "../pyth", features = ["no-entrypoint"]}
+base64 = "0.13.0"

programs/drift/src/controller/orders/amm_jit_tests.rs

@@ -1541,7 +1541,7 @@ pub mod amm_jit {
         );
 
         assert_eq!(market.amm.quote_asset_amount_per_lp, 0);
-        assert_eq!(market_after.amm.quote_asset_amount_per_lp, -497271);
+        assert_eq!(market_after.amm.quote_asset_amount_per_lp, -497272);
 
         assert_eq!(market.amm.base_asset_amount_per_lp, 0);
         assert_eq!(market_after.amm.base_asset_amount_per_lp, 5000000);

programs/drift/src/controller/position.rs

@@ -403,12 +403,18 @@ pub fn update_lp_market_position(
         total_lp_shares,
     )?;
 
-    let per_lp_delta_quote = get_proportion_i128(
+    let mut per_lp_delta_quote = get_proportion_i128(
         delta.quote_asset_amount.cast()?,
         AMM_RESERVE_PRECISION,
         total_lp_shares,
     )?;
 
+    // user position delta is short => lp position delta is long
+    if per_lp_delta_base < 0 {
+        // add one => lp subtract 1
+        per_lp_delta_quote = per_lp_delta_quote.safe_add(1)?;
+    }
+
     let lp_delta_base =
         get_proportion_i128(per_lp_delta_base, user_lp_shares, AMM_RESERVE_PRECISION)?;
     let lp_delta_quote =

programs/drift/src/controller/position/tests.rs

@@ -2,10 +2,14 @@ use crate::controller::position::{
     update_lp_market_position, update_position_and_market, PositionDelta,
 };
 use crate::math::constants::{
-    AMM_RESERVE_PRECISION, AMM_RESERVE_PRECISION_I128, BASE_PRECISION_I64,
+    AMM_RESERVE_PRECISION, AMM_RESERVE_PRECISION_I128, BASE_PRECISION_I64, QUOTE_PRECISION_I128,
 };
 use crate::state::perp_market::{AMMLiquiditySplit, PerpMarket, AMM};
 use crate::state::user::PerpPosition;
+use crate::test_utils::create_account_info;
+use anchor_lang::prelude::AccountLoader;
+use solana_program::pubkey::Pubkey;
+use std::str::FromStr;
 
 #[test]
 fn full_amm_split() {
@@ -34,6 +38,110 @@ fn full_amm_split() {
     );
 }
 
+#[test]
+fn amm_split_large_k() {
+    let perp_market_str = String::from("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");
+    let mut decoded_bytes = base64::decode(perp_market_str).unwrap();
+    let perp_market_bytes = decoded_bytes.as_mut_slice();
+
+    let key = Pubkey::default();
+    let owner = Pubkey::from_str("dRiftyHA39MWEi3m9aunc5MzRF1JYuBsbn6VPcn33UH").unwrap();
+    let mut lamports = 0;
+    let perp_market_account_info =
+        create_account_info(&key, true, &mut lamports, perp_market_bytes, &owner);
+
+    let perp_market_loader: AccountLoader<PerpMarket> =
+        AccountLoader::try_from(&perp_market_account_info).unwrap();
+    let mut perp_market = perp_market_loader.load_mut().unwrap();
+
+    assert_eq!(perp_market.amm.base_asset_amount_per_lp, -574054756);
+    assert_eq!(perp_market.amm.quote_asset_amount_per_lp, 12535655);
+
+    let og_baapl = perp_market.amm.base_asset_amount_per_lp;
+    let og_qaapl = perp_market.amm.quote_asset_amount_per_lp;
+
+    // msg!("perp_market: {:?}", perp_market);
+
+    // min long order for $2.3
+    let delta = PositionDelta {
+        base_asset_amount: BASE_PRECISION_I64 / 10,
+        quote_asset_amount: -2300000,
+    };
+
+    update_lp_market_position(&mut perp_market, &delta, 0, AMMLiquiditySplit::Shared).unwrap();
+
+    assert_eq!(perp_market.amm.base_asset_amount_per_lp, -574054758);
+    assert_eq!(perp_market.amm.quote_asset_amount_per_lp, 12535655);
+
+    // min short order for $2.3
+    let delta = PositionDelta {
+        base_asset_amount: -BASE_PRECISION_I64 / 10,
+        quote_asset_amount: 2300000,
+    };
+
+    update_lp_market_position(&mut perp_market, &delta, 0, AMMLiquiditySplit::Shared).unwrap();
+
+    assert_eq!(perp_market.amm.base_asset_amount_per_lp, -574054756);
+    assert_eq!(perp_market.amm.quote_asset_amount_per_lp, 12535654);
+
+    // long order for $230
+    let delta = PositionDelta {
+        base_asset_amount: BASE_PRECISION_I64 * 10,
+        quote_asset_amount: -230000000,
+    };
+
+    update_lp_market_position(&mut perp_market, &delta, 0, AMMLiquiditySplit::Shared).unwrap();
+
+    assert_eq!(perp_market.amm.base_asset_amount_per_lp, -574055043);
+    assert_eq!(perp_market.amm.quote_asset_amount_per_lp, 12535660);
+
+    assert_eq!(
+        (perp_market.amm.sqrt_k as i128) * (og_baapl - perp_market.amm.base_asset_amount_per_lp)
+            / AMM_RESERVE_PRECISION_I128,
+        9977763076
+    );
+    // assert_eq!((perp_market.amm.sqrt_k as i128) * (og_baapl-perp_market.amm.base_asset_amount_per_lp) / AMM_RESERVE_PRECISION_I128, 104297175);
+    assert_eq!(
+        (perp_market.amm.sqrt_k as i128) * (og_qaapl - perp_market.amm.quote_asset_amount_per_lp)
+            / QUOTE_PRECISION_I128,
+        -173828625034
+    );
+    assert_eq!(
+        (perp_market.amm.sqrt_k as i128)
+            * (og_qaapl - perp_market.amm.quote_asset_amount_per_lp - 1)
+            / QUOTE_PRECISION_I128,
+        -208594350041
+    );
+    // assert_eq!(243360075047/9977763076 < 23, true); // ensure rounding in favor
+
+    // long order for $230
+    let delta = PositionDelta {
+        base_asset_amount: -BASE_PRECISION_I64 * 10,
+        quote_asset_amount: 230000000,
+    };
+
+    let og_baapl = perp_market.amm.base_asset_amount_per_lp;
+    let og_qaapl = perp_market.amm.quote_asset_amount_per_lp;
+
+    update_lp_market_position(&mut perp_market, &delta, 0, AMMLiquiditySplit::Shared).unwrap();
+
+    assert_eq!(perp_market.amm.base_asset_amount_per_lp, -574054756);
+    assert_eq!(perp_market.amm.quote_asset_amount_per_lp, 12535653);
+
+    assert_eq!(
+        (perp_market.amm.sqrt_k as i128) * (og_baapl - perp_market.amm.base_asset_amount_per_lp)
+            / AMM_RESERVE_PRECISION_I128,
+        -9977763076
+    );
+    // assert_eq!((perp_market.amm.sqrt_k as i128) * (og_baapl-perp_market.amm.base_asset_amount_per_lp) / AMM_RESERVE_PRECISION_I128, 104297175);
+    assert_eq!(
+        (perp_market.amm.sqrt_k as i128) * (og_qaapl - perp_market.amm.quote_asset_amount_per_lp)
+            / QUOTE_PRECISION_I128,
+        243360075047
+    );
+    // assert_eq!(243360075047/9977763076 < 23, true); // ensure rounding in favor
+}
+
 #[test]
 fn full_lp_split() {
     let delta = PositionDelta {

tests/delistMarket.ts

@@ -632,7 +632,7 @@ describe('delist market', () => {
 		const userCostBasisBefore = marketBefore.amm.quoteAssetAmount;
 
 		console.log('userCostBasisBefore:', userCostBasisBefore.toString());
-		assert(userCostBasisBefore.eq(new BN(-1))); // from LP burn
+		assert(userCostBasisBefore.eq(new BN(-2))); // from LP burn
 
 		await liquidatorDriftClient.settlePNL(
 			await liquidatorDriftClient.getUserAccountPublicKey(),

tests/liquidityProvider.ts

@@ -494,19 +494,19 @@ describe('liquidity providing', () => {
 			'=> net baa:',
 			driftClient.getPerpMarketAccount(0).amm.baseAssetAmountWithAmm.toString()
 		);
-		assert(user.perpPositions[0].quoteAssetAmount.eq(new BN(-1233600)));
+		assert(user.perpPositions[0].quoteAssetAmount.eq(new BN(-1233700)));
 		// assert(user.perpPositions[0].unsettledPnl.eq(new BN(900)));
 		// remainder goes into the last
 		assert(user.perpPositions[0].lastBaseAssetAmountPerLp.eq(new BN(12500000)));
-		assert(user.perpPositions[0].lastQuoteAssetAmountPerLp.eq(new BN(-12336)));
+		assert(user.perpPositions[0].lastQuoteAssetAmountPerLp.eq(new BN(-12337)));
 
 		market = await driftClient.getPerpMarketAccount(0);
 		console.log(
 			market.amm.quoteAssetAmountPerLp.toString(),
 			market.amm.baseAssetAmountPerLp.toString()
 		);
 		assert(market.amm.baseAssetAmountPerLp.eq(new BN(12500000)));
-		assert(market.amm.quoteAssetAmountPerLp.eq(new BN(-12336)));
+		assert(market.amm.quoteAssetAmountPerLp.eq(new BN(-12337)));
 
 		// remove
 		console.log('removing liquidity...');
@@ -934,7 +934,7 @@ describe('liquidity providing', () => {
 		console.log(user.perpPositions[0].baseAssetAmount.toString());
 		console.log(user.perpPositions[0].quoteAssetAmount.toString());
 		assert(user.perpPositions[0].baseAssetAmount.eq(new BN('10000000000'))); // lp is long
-		assert(user.perpPositions[0].quoteAssetAmount.eq(new BN(-9550785)));
+		assert(user.perpPositions[0].quoteAssetAmount.eq(new BN(-9550985)));
 
 		console.log('closing trader ...');
 		await adjustOraclePostSwap(tradeSize, SwapDirection.REMOVE, market);
@@ -1020,7 +1020,7 @@ describe('liquidity providing', () => {
 
 		assert(lpTokenAmount.eq(ZERO));
 		assert(user.perpPositions[0].baseAssetAmount.eq(new BN('-10000000000'))); // lp is short
-		assert(user.perpPositions[0].quoteAssetAmount.eq(new BN('11940740')));
+		assert(user.perpPositions[0].quoteAssetAmount.eq(new BN('11940540')));
 		assert(user.perpPositions[0].quoteEntryAmount.eq(new BN('11139500')));
 
 		console.log('closing trader...');
@@ -1125,7 +1125,7 @@ describe('liquidity providing', () => {
 		const baa = user.perpPositions[0].baseAssetAmount;
 		const qaa = user.perpPositions[0].quoteAssetAmount;
 		assert(baa.eq(new BN(10000000000)));
-		assert(qaa.eq(new BN(-6860362)));
+		assert(qaa.eq(new BN(-6860662)));
 
 		console.log('removing the other half of liquidity');
 		await driftClient.removePerpLpShares(market.marketIndex, otherHalfShares);

tests/perpLpJit.ts

@@ -1040,7 +1040,7 @@ describe('lp jit', () => {
 		console.log(marketAfter.amm.baseAssetAmountWithAmm.toString());
 
 		assert(marketAfter.amm.baseAssetAmountPerLp.eq(new BN(-5000000)));
-		assert(marketAfter.amm.quoteAssetAmountPerLp.eq(new BN(144606790)));
+		assert(marketAfter.amm.quoteAssetAmountPerLp.eq(new BN(144606790 - 1)));
 		assert(marketAfter.amm.baseAssetAmountWithUnsettledLp.eq(new BN(-5000000)));
 		assert(marketAfter.amm.baseAssetAmountWithAmm.eq(new BN(5000000)));
 
@@ -1057,7 +1057,7 @@ describe('lp jit', () => {
 		console.log('lpPnl:', lpPnl.toString());
 
 		assert(dustPos.toString() == '0');
-		assert(lpPnl.toString() == '6134172');
+		assert(lpPnl.toString() == '6134171');
 
 		const _sig2 = await driftClient.settleLP(
 			await driftClient.getUserAccountPublicKey(),
@@ -1121,7 +1121,7 @@ describe('lp jit', () => {
 		console.log(marketAfter2.amm.baseAssetAmountWithAmm.toString());
 
 		assert(marketAfter2.amm.baseAssetAmountPerLp.eq(new BN(-2500000)));
-		assert(marketAfter2.amm.quoteAssetAmountPerLp.eq(new BN(78437568)));
+		assert(marketAfter2.amm.quoteAssetAmountPerLp.eq(new BN(78437566)));
 		assert(
 			marketAfter2.amm.baseAssetAmountWithUnsettledLp.eq(new BN(-2500000))
 		);
@@ -1140,7 +1140,7 @@ describe('lp jit', () => {
 		console.log('lpPnl:', lpPnl2.toString());
 
 		assert(dustPos2.toString() == '0');
-		assert(lpPnl2.toString() == '3067087');
+		assert(lpPnl2.toString() == '3067086');
 
 		await driftClient.settleLP(
 			await driftClient.getUserAccountPublicKey(),