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Add test for TransactionQueue::findArbitragePaymentLoop
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@graydon
graydon committed Nov 29, 2021
1 parent a576160 commit b36f935
Showing 1 changed file with 225 additions and 0 deletions.
225 changes: 225 additions & 0 deletions src/herder/test/TransactionQueueTests.cpp
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#include "herder/SurgePricingUtils.h"
#include "herder/TransactionQueue.h"
#include "herder/TxQueueLimiter.h"
#include "ledger/LedgerHashUtils.h"
#include "test/TestAccount.h"
#include "test/TestUtils.h"
#include "test/TxTests.h"
#include "test/test.h"
#include "transactions/SignatureUtils.h"
#include "transactions/TransactionUtils.h"
#include "util/Timer.h"
#include "xdr/Stellar-transaction.h"

#include <chrono>
#include <fmt/chrono.h>
#include <lib/catch.hpp>
#include <numeric>

Expand Down Expand Up @@ -1443,3 +1447,224 @@ TEST_CASE("remove applied", "[herder][transactionqueue]")
TransactionQueue::AddResult::ADD_STATUS_PENDING);
REQUIRE(tq.toTxSet({})->mTransactions.size() == 2);
}

static UnorderedSet<AssetPair, AssetPairHash>
apVecToSet(std::vector<AssetPair> const& v)
{
UnorderedSet<AssetPair, AssetPairHash> ret;
for (auto const& a : v)
{
ret.emplace(a);
}
return ret;
}

TEST_CASE("arbitrage tx identification",
"[herder][transactionqueue][arbitrage]")
{
SecretKey aliceSec = txtest::getAccount("alice");
SecretKey bobSec = txtest::getAccount("bob");
SecretKey carolSec = txtest::getAccount("carol");

PublicKey alicePub = aliceSec.getPublicKey();
PublicKey bobPub = bobSec.getPublicKey();
PublicKey carolPub = carolSec.getPublicKey();

Asset xlm = txtest::makeNativeAsset();
Asset usd = txtest::makeAsset(aliceSec, "USD");
Asset eur = txtest::makeAsset(bobSec, "EUR");
Asset cny = txtest::makeAsset(carolSec, "CNY");
Asset gbp = txtest::makeAsset(carolSec, "GBP");
Asset inr = txtest::makeAsset(carolSec, "INR");
Asset mxn = txtest::makeAsset(carolSec, "MXN");
Asset chf = txtest::makeAsset(carolSec, "CHF");
Asset jpy = txtest::makeAsset(carolSec, "JPY");

TransactionEnvelope tx1, tx2, tx3, tx4, tx5, tx6, tx7;
tx1.type(ENVELOPE_TYPE_TX);
tx2.type(ENVELOPE_TYPE_TX);
tx3.type(ENVELOPE_TYPE_TX);
tx4.type(ENVELOPE_TYPE_TX);
tx5.type(ENVELOPE_TYPE_TX);
tx6.type(ENVELOPE_TYPE_TX);
tx7.type(ENVELOPE_TYPE_TX);

// Tx1 is a one-op XLM->USD->XLM loop.
tx1.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, xlm, 100, xlm, 100, {usd}));

// Tx2 is a two-op contiguous XLM->USD->EUR and EUR->CNY->XLM loop.
tx2.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, xlm, 100, eur, 100, {usd}));
tx2.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, eur, 100, xlm, 100, {cny}));

// Tx3 is a 4-op discontiguous loop: XLM->USD->CNY, GBP->INR->MXN,
// CNY->EUR->GBP, MXN->CHF->XLM.
tx3.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, xlm, 100, cny, 100, {usd}));
tx3.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, gbp, 100, mxn, 100, {inr}));
tx3.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, cny, 100, gbp, 100, {eur}));
tx3.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, mxn, 100, xlm, 100, {chf}));

// Tx4 is the same as Tx3 but the cycle is broken.
tx4.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, xlm, 100, cny, 100, {usd}));
tx4.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, gbp, 100, mxn, 100, {inr}));
tx4.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, cny, 100, jpy, 100, {eur}));
tx4.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, mxn, 100, xlm, 100, {chf}));

// Tx5 is a two-op contiguous USD->EUR->CNY->MXN and
// MXN->JPY->INR->USD loop.
tx5.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, usd, 100, mxn, 100, {eur, cny}));
tx5.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, mxn, 100, usd, 100, {jpy, inr}));

// Tx6 is a four-op pair of loops, formed discontiguously:
// XLM->USD->CNY, GBP->INR->MXN, CNY->EUR->XLM, MXN->CHF->GBP;
// We want to identify _both_ loops.
tx6.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, xlm, 100, cny, 100, {usd}));
tx6.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, gbp, 100, mxn, 100, {inr}));
tx6.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, cny, 100, xlm, 100, {eur}));
tx6.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, mxn, 100, gbp, 100, {chf}));

// Tx7 is a non-cycle that has 2 paths from the same source
// to the same destination.
tx7.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, usd, 100, mxn, 100, {eur, cny}));
tx7.v1().tx.operations.emplace_back(
txtest::pathPayment(bobPub, usd, 100, mxn, 100, {jpy, inr}));

auto tx1f = std::make_shared<TransactionFrame>(Hash(), tx1);
auto tx2f = std::make_shared<TransactionFrame>(Hash(), tx2);
auto tx3f = std::make_shared<TransactionFrame>(Hash(), tx3);
auto tx4f = std::make_shared<TransactionFrame>(Hash(), tx4);
auto tx5f = std::make_shared<TransactionFrame>(Hash(), tx5);
auto tx6f = std::make_shared<TransactionFrame>(Hash(), tx6);
auto tx7f = std::make_shared<TransactionFrame>(Hash(), tx7);

LOG_TRACE(DEFAULT_LOG, "Tx1 - 1 op / 3 asset contiguous loop");
REQUIRE(
apVecToSet(
TransactionQueue::findAllAssetPairsInvolvedInPaymentLoops(tx1f)) ==
UnorderedSet<AssetPair, AssetPairHash>{{xlm, usd}, {usd, xlm}});

LOG_TRACE(DEFAULT_LOG, "Tx2 - 2 op / 4 asset contiguous loop");
REQUIRE(
apVecToSet(TransactionQueue::findAllAssetPairsInvolvedInPaymentLoops(
tx2f)) == UnorderedSet<AssetPair, AssetPairHash>{
{xlm, usd}, {usd, eur}, {eur, cny}, {cny, xlm}});

LOG_TRACE(DEFAULT_LOG, "Tx3 - 4 op / 8 asset discontiguous loop");
REQUIRE(
apVecToSet(TransactionQueue::findAllAssetPairsInvolvedInPaymentLoops(
tx3f)) == UnorderedSet<AssetPair, AssetPairHash>{{xlm, usd},
{usd, cny},
{cny, eur},
{eur, gbp},
{gbp, inr},
{inr, mxn},
{mxn, chf},
{chf, xlm}});

LOG_TRACE(DEFAULT_LOG, "Tx4 - 4 op / 8 asset non-loop");
REQUIRE(
apVecToSet(TransactionQueue::findAllAssetPairsInvolvedInPaymentLoops(
tx4f)) == UnorderedSet<AssetPair, AssetPairHash>{});

LOG_TRACE(DEFAULT_LOG, "Tx5 - 2 op / 6 asset contiguous loop");
REQUIRE(
apVecToSet(TransactionQueue::findAllAssetPairsInvolvedInPaymentLoops(
tx5f)) == UnorderedSet<AssetPair, AssetPairHash>{{usd, eur},
{eur, cny},
{cny, mxn},
{mxn, jpy},
{jpy, inr},
{inr, usd}});

LOG_TRACE(DEFAULT_LOG, "Tx6 - 4 op / 8 asset dual discontiguous loop");
REQUIRE(
apVecToSet(TransactionQueue::findAllAssetPairsInvolvedInPaymentLoops(
tx6f)) == UnorderedSet<AssetPair, AssetPairHash>{{xlm, usd},
{usd, cny},
{cny, eur},
{eur, xlm},
{gbp, inr},
{inr, mxn},
{mxn, chf},
{chf, gbp}});

LOG_TRACE(DEFAULT_LOG, "Tx7 - 2 op / 6 asset non-loop");
REQUIRE(
apVecToSet(TransactionQueue::findAllAssetPairsInvolvedInPaymentLoops(
tx7f)) == UnorderedSet<AssetPair, AssetPairHash>{});
}

TEST_CASE("arbitrage tx identification benchmark",
"[herder][transactionqueue][arbitrage][bench][!hide]")
{
// This test generates a tx with a single 600-step-long discontiguous loop
// formed from 100 7-step ops with 100 overlapping endpoints (forcing the
// use of the SCC checker) and then benchmarks how long it takes to check it
// for payment loops 100 times, giving a rough idea of how much time the
// arb-loop checker might take in the worst case in the middle of the
// txqueue flood loop.
SecretKey bobSec = txtest::getAccount("bob");
PublicKey bobPub = bobSec.getPublicKey();
Asset xlm = txtest::makeNativeAsset();

TransactionEnvelope tx1;
tx1.type(ENVELOPE_TYPE_TX);

Asset prev = xlm;
for (size_t i = 0; i < MAX_OPS_PER_TX / 2; ++i)
{
SecretKey carolSec = txtest::getAccount(fmt::format("carol{}", i));
Asset aaa = txtest::makeAsset(carolSec, "AAA");
Asset bbb = txtest::makeAsset(carolSec, "BBB");
Asset ccc = txtest::makeAsset(carolSec, "CCC");
Asset ddd = txtest::makeAsset(carolSec, "DDD");
Asset eee = txtest::makeAsset(carolSec, "EEE");
Asset fff = txtest::makeAsset(carolSec, "FFF");
Asset ggg = txtest::makeAsset(carolSec, "GGG");
Asset hhh = txtest::makeAsset(carolSec, "HHH");
Asset iii = txtest::makeAsset(carolSec, "III");
Asset jjj = txtest::makeAsset(carolSec, "JJJ");
Asset kkk = txtest::makeAsset(carolSec, "KKK");
Asset lll = txtest::makeAsset(carolSec, "LLL");
if (i == MAX_OPS_PER_TX / 2 - 1)
{
lll = xlm;
}
tx1.v1().tx.operations.emplace_back(txtest::pathPayment(
bobPub, fff, 100, lll, 100, {ggg, hhh, iii, jjj, kkk}));
tx1.v1().tx.operations.emplace_back(txtest::pathPayment(
bobPub, prev, 100, fff, 100, {aaa, bbb, ccc, ddd, eee}));
prev = lll;
}

auto tx1f = std::make_shared<TransactionFrame>(Hash(), tx1);

namespace ch = std::chrono;
using clock = ch::high_resolution_clock;
using usec = ch::microseconds;
auto start = clock::now();
for (size_t i = 0; i < 100; ++i)
{
TransactionQueue::findAllAssetPairsInvolvedInPaymentLoops(tx1f);
}
auto end = clock::now();
LOG_INFO(DEFAULT_LOG, "executed 100 loop-checks of 600-op tx loop in {}",
ch::duration_cast<ch::milliseconds>(end - start));
}

5 comments on commit b36f935

@latobarita
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saw approval from MonsieurNicolas
at graydon@b36f935

@latobarita
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merging graydon/stellar-core/dampen-arb-flooding = b36f935 into auto

@latobarita
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graydon/stellar-core/dampen-arb-flooding = b36f935 merged ok, testing candidate = ecd0a74

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fast-forwarding master to auto = ecd0a74

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