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Tests for volumes (#2223)
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* Tests for volumes

Signed-off-by: deniallugo <[email protected]>

* Fix get amount info

Signed-off-by: deniallugo <[email protected]>

* Rename metric

Signed-off-by: deniallugo <[email protected]>
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@Deniallugo
Deniallugo authored Mar 29, 2022
1 parent d9850da commit 0e01669
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Showing 4 changed files with 160 additions and 11 deletions.
3 changes: 3 additions & 0 deletions Cargo.lock
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5 changes: 5 additions & 0 deletions core/lib/prometheus_exporter/Cargo.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -27,3 +27,8 @@ metrics = "0.17"
metrics-exporter-prometheus = "0.6"
metrics-macros = "0.4"
metrics-util = "0.10"

[dev-dependencies]
zksync_utils = { path = "../../lib/utils", version = "1.0" }
chrono = { version = "0.4", features = ["serde", "rustc-serialize"] }
zksync_crypto = { path = "../../lib/crypto", version = "1.0" }
159 changes: 150 additions & 9 deletions core/lib/prometheus_exporter/src/lib.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -12,7 +12,7 @@ use zksync_storage::{ConnectionPool, QueryResult, StorageProcessor};
use zksync_token_db_cache::TokenDBCache;
use zksync_types::aggregated_operations::AggregatedActionType::*;
use zksync_types::block::IncompleteBlock;
use zksync_types::TokenId;
use zksync_types::{ExecutedOperations, TokenId};

const QUERY_INTERVAL: Duration = Duration::from_secs(30);

Expand Down Expand Up @@ -63,12 +63,11 @@ async fn prometheus_exporter_iteration(connection_pool: ConnectionPool) -> Query
}

/// Extract volumes from block
fn get_volumes(block: &IncompleteBlock) -> HashMap<TokenId, BigUint> {
fn get_volumes(txs: &[ExecutedOperations]) -> HashMap<TokenId, BigUint> {
let mut volumes: HashMap<TokenId, BigUint> = HashMap::new();

// Iterator over tx amounts in the block.
let amounts_iter = block
.block_transactions
let amounts_iter = txs
.iter()
.filter(|executed_op| executed_op.is_successful()) // Only process successful operations.
.filter_map(|executed_op| executed_op.get_executed_op()) // Obtain transaction.
Expand All @@ -91,25 +90,27 @@ pub async fn calculate_volume_for_block(
token_db_cache: &mut TokenDBCache,
) -> Result<(), anyhow::Error> {
let start = Instant::now();
let volumes = get_volumes(block);
let volumes = get_volumes(&block.block_transactions);
for (token_id, amount) in volumes.into_iter() {
if let Some(price) = storage
.tokens_schema()
.get_historical_ticker_price(token_id)
.await?
{
let token = token_db_cache.get_token(storage, token_id).await?.unwrap();
let usd_amount = token_amount_to_usd(amount, token.decimals, price.usd_price);
let labels = vec![("token", token.symbol)];
let usd_amount = Ratio::from(amount)
/ BigUint::from(10u32).pow(u32::from(token.decimals))
* price.usd_price;
metrics::increment_gauge!("txs_volume", usd_amount.to_f64().unwrap(), &labels);
metrics::increment_gauge!("txs_volumes", usd_amount.to_f64().unwrap(), &labels);
}
}
metrics::histogram!("calculate_metric", start.elapsed(), "type" => "volume_for_block");
Ok(())
}

fn token_amount_to_usd(amount: BigUint, decimals: u8, usd_price: Ratio<BigUint>) -> Ratio<BigUint> {
Ratio::from(amount) / BigUint::from(10u32).pow(u32::from(decimals)) * usd_price
}

pub fn run_prometheus_exporter(port: u16) -> JoinHandle<()> {
let addr = ([0, 0, 0, 0], port);
let (recorder, exporter) = PrometheusBuilder::new()
Expand All @@ -127,3 +128,143 @@ pub fn run_prometheus_exporter(port: u16) -> JoinHandle<()> {
}
})
}

#[cfg(test)]
mod tests {
use crate::{get_volumes, token_amount_to_usd, BigUint, ToPrimitive, TokenId};
use chrono::Utc;
use num::FromPrimitive;
use zksync_crypto::{
priv_key_from_fs,
rand::{thread_rng, Rng},
};
use zksync_storage::BigDecimal;
use zksync_types::{
AccountId, Address, ExecutedOperations, ExecutedTx, Nonce, Order, SignedZkSyncTx, Swap,
SwapOp, Transfer, TransferOp, ZkSyncOp, ZkSyncTx,
};
use zksync_utils::big_decimal_to_ratio;

#[test]
fn calculate_volume() {
let usdc_price = big_decimal_to_ratio(&BigDecimal::from_f64(1.032).unwrap()).unwrap();
let usdc_amount = BigUint::from(65169500u32);
let usdc_decimals = 6;
let volume = token_amount_to_usd(usdc_amount, usdc_decimals, usdc_price);
assert!((67.254924 - volume.to_f64().unwrap()).abs() <= f64::EPSILON);
let eth_price = big_decimal_to_ratio(&BigDecimal::from_f64(3424.05).unwrap()).unwrap();
let eth_amount = BigUint::from(87829590000000000u64);
let eth_decimals = 18;
let volume = token_amount_to_usd(eth_amount, eth_decimals, eth_price);
assert!((300.7329076395 - volume.to_f64().unwrap()).abs() <= f64::EPSILON);
}

fn create_transfer(amount: u64, token: TokenId, success: bool) -> ExecutedOperations {
let correct_transfer = Transfer::new(
AccountId(0),
Default::default(),
Default::default(),
token,
BigUint::from(amount),
BigUint::from(10u64),
Nonce(0),
Default::default(),
None,
);
let transfer_op = TransferOp {
tx: correct_transfer.clone(),
from: Default::default(),
to: Default::default(),
};

ExecutedOperations::Tx(Box::new(ExecutedTx {
signed_tx: SignedZkSyncTx::from(ZkSyncTx::Transfer(Box::new(correct_transfer))),
success,
op: Some(ZkSyncOp::Transfer(Box::new(transfer_op))),
fail_reason: None,
block_index: None,
created_at: Utc::now(),
batch_id: None,
}))
}

fn create_swap(
amount: u64,
token_0: TokenId,
token_1: TokenId,
success: bool,
) -> ExecutedOperations {
let rng = &mut thread_rng();
let sk = priv_key_from_fs(rng.gen());
let swap = Swap::new(
AccountId(0),
Default::default(),
Nonce(0),
(
Order::new_signed(
AccountId(1),
Address::random(),
Nonce(0),
token_1,
token_0,
(BigUint::from(1u64), BigUint::from(1u64)),
BigUint::from(amount),
Default::default(),
&sk,
)
.unwrap(),
Order::new_signed(
AccountId(1),
Address::random(),
Nonce(0),
token_0,
token_1,
(BigUint::from(1u64), BigUint::from(1u64)),
BigUint::from(amount),
Default::default(),
&sk,
)
.unwrap(),
),
(BigUint::from(amount), BigUint::from(amount)),
BigUint::from(10u64),
TokenId(0),
None,
);
let swap_op = SwapOp {
tx: swap.clone(),
submitter: Default::default(),
accounts: (Default::default(), Default::default()),
recipients: (Default::default(), Default::default()),
};

ExecutedOperations::Tx(Box::new(ExecutedTx {
signed_tx: SignedZkSyncTx::from(ZkSyncTx::Swap(Box::new(swap))),
success,
op: Some(ZkSyncOp::Swap(Box::new(swap_op))),
fail_reason: None,
block_index: None,
created_at: Utc::now(),
batch_id: None,
}))
}

#[test]
fn test_get_volumes() {
let txs = vec![
create_transfer(100, TokenId(0), true),
create_transfer(200, TokenId(0), false),
create_transfer(10, TokenId(0), true),
create_transfer(10, TokenId(1), true),
create_transfer(10, TokenId(33), true),
create_swap(10, TokenId(0), TokenId(33), true),
];
let res = get_volumes(&txs);
let volume = res.get(&TokenId(0)).unwrap().clone();
assert_eq!(volume, BigUint::from(120u64));
let volume = res.get(&TokenId(1)).unwrap().clone();
assert_eq!(volume, BigUint::from(10u64));
let volume = res.get(&TokenId(33)).unwrap().clone();
assert_eq!(volume, BigUint::from(20u64));
}
}
4 changes: 2 additions & 2 deletions core/lib/types/src/operations/mod.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -82,8 +82,8 @@ impl ZkSyncOp {
ZkSyncOp::ForcedExit(_) => None,
ZkSyncOp::MintNFTOp(_) => None,
ZkSyncOp::Swap(tx) => Some(vec![
(tx.tx.orders.0.token_buy, tx.tx.amounts.0.clone()),
(tx.tx.orders.1.token_buy, tx.tx.amounts.1.clone()),
(tx.tx.orders.0.token_sell, tx.tx.amounts.0.clone()),
(tx.tx.orders.1.token_sell, tx.tx.amounts.1.clone()),
]),
ZkSyncOp::Deposit(tx) => {
Some(vec![(tx.priority_op.token, tx.priority_op.amount.clone())])
Expand Down

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