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circuits: zk-circuits: valid-match-settle: Add match unit tests
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These tests are moved from the integration tests, they belong better
as unit tests for testing circuit boundary cases.
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@joeykraut
joeykraut committed Nov 25, 2023
1 parent ff25d92 commit c711a92
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Showing 2 changed files with 170 additions and 349 deletions.
348 changes: 0 additions & 348 deletions circuits/integration/zk_circuits/valid_match_mpc.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -336,356 +336,8 @@ async fn test_valid_match__non_integral_price(test_args: IntegrationTestArgs) ->
Ok(())
}

/// Test the case in which the two parties attempt to match on different mints
async fn test_valid_match__different_mints(test_args: IntegrationTestArgs) -> Result<()> {
let fabric = &test_args.mpc_fabric;
let party_id = fabric.party_id();
let price = *DUMMY_PRICE;
let mut my_order = create_test_order(party_id);
let my_balance = create_test_balance(party_id);
let amount = compute_max_amount(price, &my_order, &my_balance);

// One party switches the quote mint of their order
if fabric.party_id() == PARTY0 {
my_order.quote_mint = 42u8.into();
}

// Validate that the constraints are not satisfied
let witness = setup_witness(
price,
amount,
my_order,
my_balance.clone(),
test_args.mpc_fabric.clone(),
)
.await;
if constraints_satisfied(witness, test_args.mpc_fabric.clone()).await? {
return Err(eyre!("Constraints satisfied on invalid witness"));
}

// Now test with base mint switched
let mut my_order = create_test_order(party_id);
if fabric.party_id() == PARTY0 {
my_order.base_mint = 42u8.into();
}

// Validate that the constraints are not satisfied
let witness = setup_witness(
price,
amount,
my_order,
my_balance,
test_args.mpc_fabric.clone(),
)
.await;
if constraints_satisfied(witness, test_args.mpc_fabric.clone()).await? {
return Err(eyre!("Constraints satisfied on invalid witness"));
}

Ok(())
}

/// Test the case in which the parties sit on the same side of the book
async fn test_valid_match__same_side(test_args: IntegrationTestArgs) -> Result<()> {
let fabric = &test_args.mpc_fabric;
let party_id = fabric.party_id();
let price = *DUMMY_PRICE;
let mut my_order = create_test_order(party_id);
let my_balance = create_test_balance(party_id);
let amount = compute_max_amount(price, &my_order, &my_balance);

// Switch the side of the market that the first party sits on
if fabric.party_id() == PARTY0 {
my_order.side = my_order.side.opposite();
}

// Validate that the constraints are not satisfied
let witness = setup_witness(
price,
amount,
my_order,
my_balance,
test_args.mpc_fabric.clone(),
)
.await;
if constraints_satisfied(witness, test_args.mpc_fabric.clone()).await? {
return Err(eyre!("Constraints satisfied on invalid witness"));
}

Ok(())
}

/// Test the case in which the balance provided to the matching engine is not
/// for the correct asset
async fn test_valid_match__invalid_balance_mint(test_args: IntegrationTestArgs) -> Result<()> {
let fabric = &test_args.mpc_fabric;
let party_id = fabric.party_id();
let price = *DUMMY_PRICE;
let my_order = create_test_order(party_id);
let mut my_balance = create_test_balance(party_id);
let amount = compute_max_amount(price, &my_order, &my_balance);

// Switch the mint of the balance to be the wrong asset in the pair
if party_id == PARTY0 {
if my_balance.mint == my_order.quote_mint {
my_balance.mint = my_order.base_mint.clone();
} else {
my_balance.mint = my_order.quote_mint.clone();
}
}

// Validate that the constraints are not satisfied
let witness = setup_witness(
price,
amount,
my_order,
my_balance,
test_args.mpc_fabric.clone(),
)
.await;
if constraints_satisfied(witness, test_args.mpc_fabric.clone()).await? {
return Err(eyre!("Constraints satisfied on invalid witness"));
}

Ok(())
}

/// Test the case in which the balance provided does not cover the advertised
/// amount
async fn test_valid_match__insufficient_balance(test_args: IntegrationTestArgs) -> Result<()> {
let fabric = &test_args.mpc_fabric;
let party_id = fabric.party_id();
let price = *DUMMY_PRICE;
let my_order = create_test_order(party_id);
let mut my_balance = create_test_balance(party_id);
let amount = compute_max_amount(price, &my_order, &my_balance);

// Reduce the balance to be less than the amount
if my_balance.mint == my_order.base_mint {
my_balance.amount = 1;
}

// Validate that the constraints are not satisfied
let witness = setup_witness(
price,
amount,
my_order,
my_balance,
test_args.mpc_fabric.clone(),
)
.await;
if constraints_satisfied(witness, test_args.mpc_fabric.clone()).await? {
return Err(eyre!("Constraints satisfied on invalid witness"));
}

Ok(())
}

/// Test the case in which the matched amount exceeds the order size for a party
async fn test_valid_match__amount_exceeds_order(test_args: IntegrationTestArgs) -> Result<()> {
let fabric = &test_args.mpc_fabric;
let party_id = fabric.party_id();
let price = *DUMMY_PRICE;
let my_order = create_test_order(party_id);
let my_balance = create_test_balance(party_id);

// Both parties give an excessive amount so that the minimum amount certainly
// exceeds the order size
let amount = my_order.amount + 1;

// Validate that the constraints are not satisfied
let witness = setup_witness(
price,
amount,
my_order,
my_balance,
test_args.mpc_fabric.clone(),
)
.await;
if constraints_satisfied(witness, test_args.mpc_fabric.clone()).await? {
return Err(eyre!("Constraints satisfied on invalid witness"));
}

Ok(())
}

/// Test the case in which the `max_minus_min` field is incorrectly computed
async fn test_valid_match__incorrect_max_minus_min(test_args: IntegrationTestArgs) -> Result<()> {
let fabric = &test_args.mpc_fabric;
let party_id = fabric.party_id();
let price = *DUMMY_PRICE;
let my_order = create_test_order(party_id);
let my_balance = create_test_balance(party_id);
let amount = compute_max_amount(price, &my_order, &my_balance);

// Validate that the constraints are not satisfied
let mut witness = setup_witness(
price,
amount,
my_order,
my_balance,
test_args.mpc_fabric.clone(),
)
.await;
let mut rng = thread_rng();
witness.match_res.max_minus_min_amount = Scalar::random(&mut rng)
.to_linkable()
.allocate(PARTY0, fabric);

if constraints_satisfied(witness, test_args.mpc_fabric.clone()).await? {
return Err(eyre!("Constraints satisfied on invalid witness"));
}

Ok(())
}

/// Test the case in which the `max_minus_min` field is switched to be
/// `min - max` (i.e. negative)
async fn test_valid_match__max_minus_min_negative(test_args: IntegrationTestArgs) -> Result<()> {
let fabric = &test_args.mpc_fabric;
let party_id = fabric.party_id();
let price = *DUMMY_PRICE;
let my_order = create_test_order(party_id);
let my_balance = create_test_balance(party_id);
let amount = compute_max_amount(price, &my_order, &my_balance);

let party0_amount = amount
.share_public(PARTY0, test_args.mpc_fabric.clone())
.await;
let party1_amount = amount
.share_public(PARTY1, test_args.mpc_fabric.clone())
.await;
let min_minus_max_amount = Scalar::from(cmp::min(party0_amount, party1_amount))
- Scalar::from(cmp::max(party0_amount, party1_amount));

// Validate that the constraints are not satisfied
let mut witness = setup_witness(
price,
amount,
my_order,
my_balance,
test_args.mpc_fabric.clone(),
)
.await;
witness.match_res.max_minus_min_amount =
min_minus_max_amount.to_linkable().allocate(PARTY0, fabric);

if constraints_satisfied(witness, test_args.mpc_fabric.clone()).await? {
return Err(eyre!("Constraints satisfied on invalid witness"));
}

Ok(())
}

/// Test the case in which the `min_amount_order_index` field is incorrectly
/// computed
async fn test_valid_match__incorrect_min_amount_order_index(
test_args: IntegrationTestArgs,
) -> Result<()> {
let fabric = &test_args.mpc_fabric;
let party_id = fabric.party_id();
let price = *DUMMY_PRICE;
let my_order = create_test_order(party_id);
let my_balance = create_test_balance(party_id);
let amount = compute_max_amount(price, &my_order, &my_balance);

// Validate that the constraints are not satisfied
let mut witness = setup_witness(
price,
amount,
my_order,
my_balance,
test_args.mpc_fabric.clone(),
)
.await;
let min_order_index = witness.match_res.min_amount_order_index.open().await?.val;

// Invert the index
witness.match_res.min_amount_order_index = (Scalar::one() - min_order_index)
.to_linkable()
.allocate(PARTY0, fabric);

if constraints_satisfied(witness, test_args.mpc_fabric.clone()).await? {
return Err(eyre!("Constraints satisfied on invalid witness"));
}

Ok(())
}

/// Test the case in which the execution price exceeds the buy side price
/// protection
async fn test_valid_match__price_protection_violated_buy_side(
test_args: IntegrationTestArgs,
) -> Result<()> {
let fabric = &test_args.mpc_fabric;
let party_id = fabric.party_id();
let my_order = create_test_order(party_id);
let my_balance = create_test_balance(party_id);

// Execution price exceeds the buy side maximum price
let price = *DUMMY_BUY_SIDE_WORST_PRICE + FixedPoint::from_integer(1);
let amount = compute_max_amount(price, &my_order, &my_balance);

// Validate that the constraints are not satisfied
let witness = setup_witness(
price,
amount,
my_order,
my_balance,
test_args.mpc_fabric.clone(),
)
.await;

if constraints_satisfied(witness, test_args.mpc_fabric.clone()).await? {
return Err(eyre!("Constraints satisfied on invalid witness"));
}

Ok(())
}

/// Test the case in which the execution price falls sort of the sell
/// side price protection
async fn test_valid_match__price_protection_violated_sell_side(
test_args: IntegrationTestArgs,
) -> Result<()> {
let fabric = &test_args.mpc_fabric;
let party_id = fabric.party_id();
let my_order = create_test_order(party_id);
let my_balance = create_test_balance(party_id);

// Execution price falls short of the sell side minimum price
let price = *DUMMY_SELL_SIDE_WORST_PRICE - FixedPoint::from_integer(1);
let amount = compute_max_amount(price, &my_order, &my_balance);

// Validate that the constraints are not satisfied
let witness = setup_witness(
price,
amount,
my_order,
my_balance,
test_args.mpc_fabric.clone(),
)
.await;

if constraints_satisfied(witness, test_args.mpc_fabric.clone()).await? {
return Err(eyre!("Constraints satisfied on invalid witness"));
}

Ok(())
}

// Take inventory
integration_test_async!(test_valid_match_mpc_valid);
integration_test_async!(test_valid_match_undercapitalized__base_side);
integration_test_async!(test_valid_match_undercapitalized__quote_side);
integration_test_async!(test_valid_match__non_integral_price);
integration_test_async!(test_valid_match__different_mints);
integration_test_async!(test_valid_match__same_side);
integration_test_async!(test_valid_match__invalid_balance_mint);
integration_test_async!(test_valid_match__insufficient_balance);
integration_test_async!(test_valid_match__amount_exceeds_order);
integration_test_async!(test_valid_match__incorrect_max_minus_min);
integration_test_async!(test_valid_match__max_minus_min_negative);
integration_test_async!(test_valid_match__incorrect_min_amount_order_index);
integration_test_async!(test_valid_match__price_protection_violated_buy_side);
integration_test_async!(test_valid_match__price_protection_violated_sell_side);
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