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add test for order quotes
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this adds the tables orders, order_quotes, trades to the test database.
a new test using this data was added. it covers
- market orders (normal reward)
- partially fillable orders (no reward)
- in market limit orders (no reward)
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@fhenneke
fhenneke committed Jan 11, 2024
1 parent ef1bb80 commit 41aba0b
Showing 1 changed file with 106 additions and 12 deletions.
118 changes: 106 additions & 12 deletions populate_test_db.sql
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Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,13 @@ DROP TABLE IF EXISTS auction_transaction;
DROP TABLE IF EXISTS auction_participants;
DROP TABLE IF EXISTS settlement_scores;
DROP TABLE IF EXISTS settlement_observations;
DROP TABLE IF EXISTS orders;
DROP TYPE IF EXISTS OrderKind;
DROP TYPE IF EXISTS SigningScheme;
DROP TYPE IF EXISTS TokenBalance;
DROP TYPE IF EXISTS OrderClass;
DROP TABLE IF EXISTS order_quotes;
DROP TABLE IF EXISTS trades;

CREATE TABLE IF NOT EXISTS settlements
(
Expand Down Expand Up @@ -55,21 +62,78 @@ CREATE TABLE IF NOT EXISTS settlement_observations
PRIMARY KEY (block_number, log_index)
);

-- orders table
CREATE TYPE OrderKind AS ENUM ('buy', 'sell');
CREATE TYPE SigningScheme AS ENUM ('presign', 'eip712', 'ethsign');
CREATE TYPE TokenBalance AS ENUM ('erc20', 'external');
CREATE TYPE OrderClass AS ENUM ('market', 'limit');

CREATE TABLE orders (
uid bytea PRIMARY KEY,
owner bytea NOT NULL,
creation_timestamp timestamptz NOT NULL,
sell_token bytea NOT NULL,
buy_token bytea NOT NULL,
sell_amount numeric(78,0) NOT NULL,
buy_amount numeric(78,0) NOT NULL,
valid_to bigint NOT NULL,
fee_amount numeric(78,0) NOT NULL,
kind OrderKind NOT NULL,
partially_fillable boolean NOT NULL,
signature bytea NOT NULL,
cancellation_timestamp timestamptz,
receiver bytea NOT NULL,
app_data bytea NOT NULL,
signing_scheme SigningScheme NOT NULL,
settlement_contract bytea NOT NULL,
sell_token_balance TokenBalance NOT NULL,
buy_token_balance TokenBalance NOT NULL,
full_fee_amount numeric(78,0) NOT NULL,
class OrderClass NOT NULL
);

CREATE TABLE IF NOT EXISTS order_quotes
(
order_uid bytea PRIMARY KEY,
gas_amount double precision NOT NULL,
gas_price double precision NOT NULL,
sell_token_price double precision NOT NULL,
sell_amount numeric(78, 0) NOT NULL,
buy_amount numeric(78, 0) NOT NULL,
solver bytea NOT NULL
);

CREATE TABLE IF NOT EXISTS trades
(
block_number bigint NOT NULL,
log_index bigint NOT NULL,
order_uid bytea NOT NULL,
sell_amount numeric(78, 0) NOT NULL,
buy_amount numeric(78, 0) NOT NULL,
fee_amount numeric(78, 0) NOT NULL,

PRIMARY KEY (block_number, log_index)
);


TRUNCATE settlements;
TRUNCATE auction_transaction;
TRUNCATE auction_participants;
TRUNCATE settlement_scores;
TRUNCATE settlement_observations;
TRUNCATE orders;
TRUNCATE order_quotes;
TRUNCATE trades;


INSERT INTO settlements (block_number, log_index, solver, tx_hash, tx_from, tx_nonce)
VALUES (1, 0, '\x5111111111111111111111111111111111111111'::bytea, '\x7111'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 1),
(2, 0, '\x5222222222222222222222222222222222222222'::bytea, '\x7222'::bytea, '\x5222222222222222222222222222222222222222'::bytea, 1),
(5, 0, '\x5111111111111111111111111111111111111111'::bytea, '\x7333'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 2),
VALUES (1, 10, '\x5111111111111111111111111111111111111111'::bytea, '\x7111'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 1),
(2, 10, '\x5222222222222222222222222222222222222222'::bytea, '\x7222'::bytea, '\x5222222222222222222222222222222222222222'::bytea, 1),
(5, 10, '\x5111111111111111111111111111111111111111'::bytea, '\x7333'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 2),
-- would the following entry be in the data base? (submitted too late) -- YES
(20, 0, '\x5111111111111111111111111111111111111111'::bytea, '\x7444'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 3),
(25, 0, '\x5111111111111111111111111111111111111111'::bytea, '\x7555'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 4),
(26, 0, '\x5111111111111111111111111111111111111111'::bytea, '\x7666'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 6);
(20, 10, '\x5111111111111111111111111111111111111111'::bytea, '\x7444'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 3),
(25, 10, '\x5111111111111111111111111111111111111111'::bytea, '\x7555'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 4),
(26, 10, '\x5111111111111111111111111111111111111111'::bytea, '\x7666'::bytea, '\x5111111111111111111111111111111111111111'::bytea, 6);

INSERT INTO auction_transaction (auction_id, tx_from, tx_nonce)
VALUES (1, '\x5111111111111111111111111111111111111111'::bytea, 1),
Expand Down Expand Up @@ -117,11 +181,41 @@ VALUES (1, 5000000000000000000, 4000000000000000000, '\x511111111111111111111111
(10, 5000000000000000000, 4000000000000000000, '\x5333333333333333333333333333333333333333'::bytea, 37, 9); -- participant with net negative payment

INSERT INTO settlement_observations (block_number, log_index, gas_used, effective_gas_price, surplus, fee)
VALUES (1, 0, 100000, 2000000000, 6000000000000000000, 200000000000000),
(2, 0, 150000, 3000000000, 12000000000000000000, 400000000000000),
(5, 0, 100000, 2000000000, 5000000000000000000, 250000000000000),
VALUES (1, 10, 100000, 2000000000, 6000000000000000000, 200000000000000),
(2, 10, 150000, 3000000000, 12000000000000000000, 400000000000000),
(5, 10, 100000, 2000000000, 5000000000000000000, 250000000000000),
-- Depends on backend (setting surplus and fee to zero).
-- I would prefer to use the real numbers. What is backend gonna do.
(20, 0, 100000, 2000000000, 0, 0), -- would that entry be in the data base? (submitted too late)
(25, 0, 100000, 2000000000, 6000000000000000000, 200000000000000),
(26, 0, 100000, 2000000000, 0, 400000000000000);
(20, 10, 100000, 2000000000, 0, 0), -- would that entry be in the data base? (submitted too late)
(25, 10, 100000, 2000000000, 6000000000000000000, 200000000000000),
(26, 10, 100000, 2000000000, 0, 400000000000000);

INSERT INTO orders (uid, owner, creation_timestamp, sell_token, buy_token, sell_amount, buy_amount, valid_to, fee_amount, kind, partially_fillable, signature, cancellation_timestamp, receiver, app_data, signing_scheme, settlement_contract, sell_token_balance, buy_token_balance, full_fee_amount, class)
VALUES ('\x1111'::bytea, '\x1111111111'::bytea, '2024-01-01 00:00:00.000000+00
', '\x11'::bytea, '\x22'::bytea, 6000000000000000000, 4000000000000000000, 1655195621, 100000000000000000, 'sell', 'f', '\x987987987987'::bytea, NULL, '\x12341234'::bytea, '\x1234512345'::bytea, 'presign', '\x123456123456'::bytea, 'erc20', 'external', 200000000000000000, 'market'), -- normal sell market order
('\x2222'::bytea, '\x1111111111'::bytea, '2024-01-01 00:00:00.000000+00
', '\x11'::bytea, '\x22'::bytea, 6000000000000000000, 4000000000000000000, 1655195621, 100000000000000000, 'buy', 'f', '\x987987987987'::bytea, NULL, '\x12341234'::bytea, '\x1234512345'::bytea, 'presign', '\x123456123456'::bytea, 'erc20', 'external', 200000000000000000, 'market'), -- normal buy market order
('\x3333'::bytea, '\x1111111111'::bytea, '2024-01-01 00:00:00.000000+00
', '\x11'::bytea, '\x22'::bytea, 6000000000000000000, 4000000000000000000, 1655195621, 100000000000000000, 'sell', 't', '\x987987987987'::bytea, NULL, '\x12341234'::bytea, '\x1234512345'::bytea, 'presign', '\x123456123456'::bytea, 'erc20', 'external', 200000000000000000, 'limit'), -- partially fillable sell limit order
('\x4444'::bytea, '\x1111111111'::bytea, '2024-01-01 00:00:00.000000+00
', '\x11'::bytea, '\x22'::bytea, 6000000000000000000, 4000000000000000000, 1655195621, 0, 'buy', 't', '\x987987987987'::bytea, NULL, '\x12341234'::bytea, '\x1234512345'::bytea, 'presign', '\x123456123456'::bytea, 'erc20', 'external', 0, 'limit'), -- partially fillable buy limit order
('\x5555'::bytea, '\x1111111111'::bytea, '2024-01-01 00:00:00.000000+00
', '\x11'::bytea, '\x22'::bytea, 6000000000000000000, 4000000000000000000, 1655195621, 0, 'sell', 'f', '\x987987987987'::bytea, NULL, '\x12341234'::bytea, '\x1234512345'::bytea, 'presign', '\x123456123456'::bytea, 'erc20', 'external', 0, 'limit'), -- in market sell limit order
('\x6666'::bytea, '\x1111111111'::bytea, '2024-01-01 00:00:00.000000+00
', '\x11'::bytea, '\x22'::bytea, 6000000000000000000, 4000000000000000000, 1655195621, 0, 'buy', 'f', '\x987987987987'::bytea, NULL, '\x12341234'::bytea, '\x1234512345'::bytea, 'presign', '\x123456123456'::bytea, 'erc20', 'external', 0, 'limit'); -- in market buy limit order

INSERT INTO order_quotes (order_uid, gas_amount, gas_price, sell_token_price, sell_amount, buy_amount, solver)
VALUES ('\x1111'::bytea, 200000, 110000000000, 0.123, 6000000000000000000, 4500000000000000000, '\x5111111111111111111111111111111111111111'::bytea),
('\x2222'::bytea, 200000, 110000000000, 0.123, 5500000000000000000, 4000000000000000000, '\x5333333333333333333333333333333333333333'::bytea),
('\x3333'::bytea, 200000, 110000000000, 0.123, 6000000000000000000, 3000000000000000000, '\x5222222222222222222222222222222222222222'::bytea),
('\x4444'::bytea, 200000, 110000000000, 0.123, 7000000000000000000, 4000000000000000000, '\x5222222222222222222222222222222222222222'::bytea),
('\x5555'::bytea, 200000, 110000000000, 0.123, 6000000000000000000, 4500000000000000000, '\x5333333333333333333333333333333333333333'::bytea),
('\x6666'::bytea, 200000, 110000000000, 0.123, 5500000000000000000, 4000000000000000000, '\x5444444444444444444444444444444444444444'::bytea);

INSERT INTO trades (block_number, log_index, order_uid, sell_amount, buy_amount, fee_amount)
VALUES (1, 0, '\x1111'::bytea, 6200000000000000000, 4600000000000000000, 200000000000000000),
(2, 0, '\x2222'::bytea, 5600000000000000000, 4000000000000000000, 200000000000000000),
(2, 1, '\x3333'::bytea, 6200000000000000000, 4600000000000000000, 200000000000000000),
(5, 0, '\x4444'::bytea, 5600000000000000000, 4000000000000000000, 200000000000000000),
(5, 1, '\x5555'::bytea, 6200000000000000000, 4600000000000000000, 200000000000000000),
(20, 0, '\x6666'::bytea, 5600000000000000000, 4000000000000000000, 200000000000000000);

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