Merge branch 'main' into test_price_move

hydradx/model/amm/omnipool_amm.py

@@ -102,7 +102,8 @@ def __init__(self,
             if last_oracle_values is None or 'price' not in last_oracle_values:
                 self.oracles['price'] = Oracle(sma_equivalent_length=19, first_block=Block(self))
             else:
-                self.oracles['price'] = Oracle(sma_equivalent_length=19, first_block=Block(self), last_values=last_oracle_values['price'])
+                self.oracles['price'] = Oracle(sma_equivalent_length=19, first_block=Block(self),
+                                               last_values=last_oracle_values['price'])
         if last_oracle_values is not None and oracles is not None:
             self.oracles.update({
                 name: Oracle(sma_equivalent_length=period, last_values=last_oracle_values[name]
@@ -901,8 +902,14 @@ def execute_add_liquidity(
 ) -> tuple[OmnipoolState, Agent]:
     """Compute new state after liquidity addition"""
 
+    if quantity <= 0:
+        return state.fail_transaction('Quantity must be non-negative.', agent)
+
     delta_Q = lrna_price(state, tkn_add) * quantity
-    if not (state.unique_id, tkn_add) in agent.holdings:
+    if (state.unique_id, tkn_add) in agent.holdings:
+        if agent.holdings[(state.unique_id, tkn_add)] != 0:
+            return state.fail_transaction(f'Agent already has liquidity in pool {tkn_add}.', agent)
+    else:
         agent.holdings[(state.unique_id, tkn_add)] = 0
 
     if agent.holdings[tkn_add] < quantity:
@@ -1326,4 +1333,4 @@ def cash_out_omnipool(omnipool: OmnipoolState, agent: Agent, prices) -> float:
         if agent_holdings[tkn] > 0 and tkn not in prices:
             raise ValueError(f'Agent has holdings in {tkn} but no price was given.')
 
-    return value_assets(prices, agent_holdings)
+    return value_assets(prices, agent_holdings)

hydradx/tests/test_omnipool_amm.py

@@ -1,6 +1,5 @@
 import copy
 import math
-import random
 
 import pytest
 from hypothesis import given, strategies as st, assume, settings
@@ -13,7 +12,6 @@
 from hydradx.model.amm.trade_strategies import constant_swaps, omnipool_arbitrage
 from hydradx.tests.strategies_omnipool import omnipool_reasonable_config, omnipool_config, assets_config
 
-
 asset_price_strategy = st.floats(min_value=0.0001, max_value=100000)
 asset_price_bounded_strategy = st.floats(min_value=0.1, max_value=10)
 asset_number_strategy = st.integers(min_value=3, max_value=5)
@@ -127,6 +125,40 @@ def test_add_liquidity(initial_state: oamm.OmnipoolState):
         raise AssertionError(f'legal transaction failed against weight limit in {i} ({new_state.fail})')
 
 
+@settings(max_examples=1)
+@given(omnipool_config(token_count=3, lrna_fee=0, asset_fee=0))
+def test_add_liquidity_with_existing_position_fails(initial_state: oamm.OmnipoolState):
+    old_state = initial_state
+    tkn = old_state.asset_list[0]
+    old_agent = Agent(
+        holdings={tkn: old_state.liquidity[tkn] / 10, (old_state.unique_id, tkn): old_state.shares[tkn] / 10}
+    )
+
+    delta_R = old_agent.holdings[tkn]
+
+    new_state, new_agents = oamm.add_liquidity(old_state, old_agent, delta_R, tkn)
+
+    if not new_state.fail:
+        raise AssertionError(f'Adding liquidity to an existing position should fail.')
+
+
+@settings(max_examples=1)
+@given(omnipool_config(token_count=3, lrna_fee=0, asset_fee=0))
+def test_add_liquidity_with_quantity_zero_should_fail(initial_state: oamm.OmnipoolState):
+    old_state = initial_state
+    tkn = old_state.asset_list[0]
+    old_agent = Agent(
+        holdings={tkn: old_state.liquidity[tkn] / 10, (old_state.unique_id, tkn): old_state.shares[tkn] / 10}
+    )
+
+    delta_R = 0
+
+    new_state, new_agents = oamm.add_liquidity(old_state, old_agent, delta_R, tkn)
+
+    if not new_state.fail:
+        raise AssertionError(f'Adding liquidity with quantity zero should fail.')
+
+
 @given(omnipool_config(token_count=3, withdrawal_fee=False))
 def test_remove_liquidity_no_fee(initial_state: oamm.OmnipoolState):
     i = initial_state.asset_list[2]
@@ -1251,52 +1283,56 @@ def test_volatility_limit(omnipool: oamm.OmnipoolState):
 def test_LP_limits(omnipool: oamm.OmnipoolState, max_withdrawal_per_block, max_lp_per_block):
     omnipool.max_withdrawal_per_block = max_withdrawal_per_block
     omnipool.max_lp_per_block = max_lp_per_block
-    agent = Agent(holdings={'HDX': 10000000000})
+    state = omnipool.copy()
+    initial_agent = Agent(holdings={'HDX': 10000000000})
+    agent = initial_agent.copy()
     oamm.execute_add_liquidity(
-        state=omnipool,
+        state=state,
         agent=agent,
         tkn_add='HDX',
-        quantity=omnipool.liquidity['HDX'] * max_lp_per_block
+        quantity=state.liquidity['HDX'] * max_lp_per_block
     )
-    if omnipool.fail:
+    if state.fail:
         raise AssertionError('Valid LP operation failed.')
-    omnipool.update()
+    state = omnipool.copy()
+    agent = initial_agent.copy()
     oamm.execute_add_liquidity(
-        state=omnipool,
+        state=state,
         agent=agent,
         tkn_add='HDX',
-        quantity=omnipool.liquidity['HDX'] * max_lp_per_block + 1
+        quantity=state.liquidity['HDX'] * max_lp_per_block + 1
     )
-    if not omnipool.fail:
+    if not state.fail:
         raise AssertionError('Invalid LP operation succeeded.')
-    omnipool.update()
+    state = omnipool.copy()
+    agent = initial_agent.copy()
     # add liquidity again to test remove liquidity
     oamm.execute_add_liquidity(
-        state=omnipool,
+        state=state,
         agent=agent,
         tkn_add='HDX',
-        quantity=omnipool.liquidity['HDX'] * max_lp_per_block
+        quantity=state.liquidity['HDX'] * max_lp_per_block
     )
-    if omnipool.fail:
+    if state.fail:
         raise AssertionError('Second LP operation failed.')
     withdraw_quantity = agent.holdings[('omnipool', 'HDX')]
-    total_shares = omnipool.shares['HDX']
+    total_shares = state.shares['HDX']
     oamm.execute_remove_liquidity(
-        state=omnipool,
+        state=state,
         agent=agent,
         tkn_remove='HDX',
         quantity=withdraw_quantity  # agent.holdings[('omnipool', 'HDX')]
     )
-    if withdraw_quantity / total_shares > max_withdrawal_per_block and not omnipool.fail:
+    if withdraw_quantity / total_shares > max_withdrawal_per_block and not state.fail:
         raise AssertionError('Agent was able to remove too much liquidity.')
-    omnipool.update()
+    state.update()
     oamm.execute_remove_liquidity(
-        state=omnipool,
+        state=state,
         agent=agent,
         tkn_remove='HDX',
-        quantity=omnipool.shares['HDX'] * max_withdrawal_per_block
+        quantity=state.shares['HDX'] * max_withdrawal_per_block
     )
-    if omnipool.fail:
+    if state.fail:
         raise AssertionError('Agent was not able to remove liquidity.')