feat: benchmark foreign investments worst case

libs/traits/src/benchmarking.rs

@@ -58,3 +58,45 @@ pub trait OrderBookBenchmarkHelper {
 	/// Fulfills the given swap order from the trader account
 	fn bench_fill_order_full(trader: Self::AccountId, order_id: Self::OrderIdNonce);
 }
+
+/// Benchmark utility for updating/collecting foreign investments and
+/// redemptions.
+
+pub trait ForeignInvestmentBenchmarkHelper {
+	type AccountId;
+	type Balance;
+	type CurrencyId;
+	type InvestmentId;
+
+	/// Perform necessary setup to enable an investor to invest with or redeem
+	/// into a foreign currency.
+	///
+	/// Returns
+	///  * The substrate investor address
+	///  * The investment id
+	///  * The pool currency id
+	///  * The foreign currency id
+	///  * A trading account which can bidirectionally fulfill swap orders for
+	///    the (foreign, pool) currency pair
+	fn bench_prepare_foreign_investments_setup() -> (
+		Self::AccountId,
+		Self::InvestmentId,
+		Self::CurrencyId,
+		Self::CurrencyId,
+		Self::AccountId,
+	);
+
+	/// Perform necessary setup to prepare for the worst benchmark case by
+	/// calling just a single subsequent function.
+	///
+	/// NOTE: For the time being, the worst case should be collecting a
+	/// redemption when there is an active invest swap from foreign to pool. The
+	/// redemption collection will initiate a swap from pool to foreign such
+	/// that there is a swap merge conflict to be resolved.
+	fn bench_prep_foreign_investments_worst_case(
+		investor: Self::AccountId,
+		investment_id: Self::InvestmentId,
+		foreign_currency: Self::CurrencyId,
+		pool_currency: Self::CurrencyId,
+	);
+}

pallets/foreign-investments/src/impls/benchmark_utils.rs

@@ -0,0 +1,164 @@
+// Copyright 2021 Centrifuge Foundation (centrifuge.io).
+// This file is part of Centrifuge Chain project.
+
+// Centrifuge is free software: you can redistribute it and/or modify
+// it under the terms of the GNU General Public License as published by
+// the Free Software Foundation, either version 3 of the License, or
+// (at your option) any later version (see http://www.gnu.org/licenses).
+
+// Centrifuge is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+// GNU General Public License for more details.
+
+use cfg_traits::{
+	benchmarking::{
+		ForeignInvestmentBenchmarkHelper, InvestmentIdBenchmarkHelper, OrderBookBenchmarkHelper,
+		PoolBenchmarkHelper,
+	},
+	investments::{ForeignInvestment, OrderManager},
+};
+use cfg_types::{
+	fixed_point::Ratio,
+	orders::{FulfillmentWithPrice, TotalOrder},
+	tokens::CurrencyId,
+};
+use frame_benchmarking::Zero;
+use frame_support::assert_ok;
+use sp_runtime::{DispatchError, FixedPointNumber, Perquintill};
+
+use crate::{Config, Pallet};
+
+pub const CURRENCY_POOL: CurrencyId = CurrencyId::ForeignAsset(1);
+pub const CURRENCY_FOREIGN: CurrencyId = CurrencyId::ForeignAsset(2);
+pub const DECIMALS_POOL: u32 = 12;
+pub const DECIMALS_FOREIGN: u32 = 6;
+pub const INVEST_AMOUNT_POOL_DENOMINATED: u128 = 1_000_000_000_000;
+pub const INVEST_AMOUNT_FOREIGN_DENOMINATED: u128 = INVEST_AMOUNT_POOL_DENOMINATED / 1_000_000;
+
+impl<T: Config> ForeignInvestmentBenchmarkHelper for Pallet<T>
+where
+	T::Balance: From<u128>,
+	T::CurrencyId: From<CurrencyId>,
+	T::PoolInspect: PoolBenchmarkHelper<PoolId = T::PoolId, AccountId = T::AccountId, Balance = T::Balance>
+		+ InvestmentIdBenchmarkHelper<PoolId = T::PoolId, InvestmentId = T::InvestmentId>,
+	T::TokenSwaps: OrderBookBenchmarkHelper<
+		AccountId = T::AccountId,
+		Balance = T::Balance,
+		CurrencyId = T::CurrencyId,
+		OrderIdNonce = T::TokenSwapOrderId,
+	>,
+	T::Investment: OrderManager<
+		Error = DispatchError,
+		InvestmentId = T::InvestmentId,
+		Orders = TotalOrder<T::Balance>,
+		Fulfillment = FulfillmentWithPrice<T::BalanceRatio>,
+	>,
+	T::BalanceRatio: From<Ratio>,
+{
+	type AccountId = T::AccountId;
+	type Balance = T::Balance;
+	type CurrencyId = T::CurrencyId;
+	type InvestmentId = T::InvestmentId;
+
+	fn bench_prepare_foreign_investments_setup() -> (
+		T::AccountId,
+		T::InvestmentId,
+		T::CurrencyId,
+		T::CurrencyId,
+		T::AccountId,
+	) {
+		let pool_id = Default::default();
+		let pool_admin: T::AccountId = frame_benchmarking::account("pool_admin", 0, 0);
+		<T::PoolInspect as PoolBenchmarkHelper>::bench_create_pool(pool_id, &pool_admin);
+
+		// Add bidirectional trading pair and fund both accounts
+		let (investor, trader) =
+			<T::TokenSwaps as OrderBookBenchmarkHelper>::bench_setup_trading_pair(
+				CURRENCY_POOL.into(),
+				CURRENCY_FOREIGN.into(),
+				INVEST_AMOUNT_POOL_DENOMINATED.into(),
+				INVEST_AMOUNT_FOREIGN_DENOMINATED.into(),
+				DECIMALS_POOL.into(),
+				DECIMALS_FOREIGN.into(),
+			);
+		<T::TokenSwaps as OrderBookBenchmarkHelper>::bench_setup_trading_pair(
+			CURRENCY_FOREIGN.into(),
+			CURRENCY_POOL.into(),
+			INVEST_AMOUNT_FOREIGN_DENOMINATED.into(),
+			INVEST_AMOUNT_POOL_DENOMINATED.into(),
+			DECIMALS_FOREIGN.into(),
+			DECIMALS_POOL.into(),
+		);
+
+		// Grant investor permissions
+		<T::PoolInspect as PoolBenchmarkHelper>::bench_investor_setup(
+			pool_id,
+			investor.clone(),
+			T::Balance::zero(),
+		);
+		let investment_id =
+			<T::PoolInspect as InvestmentIdBenchmarkHelper>::bench_default_investment_id(pool_id);
+
+		(
+			investor,
+			investment_id,
+			CURRENCY_POOL.into(),
+			CURRENCY_FOREIGN.into(),
+			trader,
+		)
+	}
+
+	fn bench_prep_foreign_investments_worst_case(
+		investor: Self::AccountId,
+		investment_id: Self::InvestmentId,
+		pool_currency: Self::CurrencyId,
+		foreign_currency: Self::CurrencyId,
+	) {
+		log::debug!(
+			"Preparing worst case foreign investment benchmark setup with pool currency {:?} and foreign currency: {:?}",
+			pool_currency,
+			foreign_currency
+		);
+
+		// Create `InvestState::ActiveSwapIntoPoolCurrency` and prepare redemption for
+		// collection by redeeming
+		assert_ok!(Pallet::<T>::increase_foreign_investment(
+			&investor,
+			investment_id,
+			INVEST_AMOUNT_FOREIGN_DENOMINATED.into(),
+			foreign_currency,
+			pool_currency,
+		));
+		assert_eq!(
+			crate::InvestmentPaymentCurrency::<T>::get(&investor, investment_id).unwrap(),
+			foreign_currency
+		);
+
+		log::debug!("Increasing foreign redemption");
+		assert_ok!(Pallet::<T>::increase_foreign_redemption(
+			&investor,
+			investment_id,
+			INVEST_AMOUNT_FOREIGN_DENOMINATED.into(),
+			foreign_currency,
+		));
+		assert_eq!(
+			crate::RedemptionPayoutCurrency::<T>::get(&investor, investment_id).unwrap(),
+			foreign_currency
+		);
+
+		// Process redemption such that collecting will trigger worst case
+		let fulfillment: FulfillmentWithPrice<T::BalanceRatio> = FulfillmentWithPrice {
+			of_amount: Perquintill::from_percent(50),
+			price: Ratio::checked_from_rational(1, 4).unwrap().into(),
+		};
+		assert_ok!(<T::Investment as OrderManager>::process_redeem_orders(
+			investment_id
+		));
+		assert_ok!(<T::Investment as OrderManager>::redeem_fulfillment(
+			investment_id,
+			fulfillment
+		));
+		log::debug!("Worst case benchmark foreign investment setup done!");
+	}
+}

pallets/foreign-investments/src/impls/mod.rs

@@ -33,6 +33,8 @@ use crate::{
 	RedemptionPayoutCurrency, RedemptionState, SwapOf, TokenSwapOrderIds,
 };
 
+#[cfg(feature = "runtime-benchmarks")]
+mod benchmark_utils;
 mod invest;
 mod redeem;
 
@@ -795,7 +797,7 @@ impl<T: Config> Pallet<T> {
 					swap_order_id,
 					swap.amount,
 					// The max accepted sell rate is independent of the asset type for now
-					T::DefaultTokenSellRate::get(),
+					T::DefaultTokenSellRatio::get(),
 					// The minimum fulfillment must be everything
 					swap.amount,
 				)?;
@@ -824,7 +826,7 @@ impl<T: Config> Pallet<T> {
 					swap.currency_out,
 					swap.amount,
 					// The max accepted sell rate is independent of the asset type for now
-					T::DefaultTokenSellRate::get(),
+					T::DefaultTokenSellRatio::get(),
 					// The minimum fulfillment must be everything
 					swap.amount,
 				)?;
@@ -1250,3 +1252,9 @@ impl<T: Config> Pallet<T> {
 		)
 	}
 }
+
+// #[cfg(feature = "runtime-benchmarks")]
+// impl<T: Config> cfg_traits::benchmarking::ForeignInvestmentBenchmarkHelper
+// for Pallet<T> {
+
+// }

pallets/foreign-investments/src/lib.rs

@@ -152,7 +152,7 @@ pub mod pallet {
 
 		/// Type for price ratio for cost of incoming currency relative to
 		/// outgoing
-		type Rate: Parameter
+		type BalanceRatio: Parameter
 			+ Member
 			+ sp_runtime::FixedPointNumber
 			+ sp_runtime::traits::EnsureMul
@@ -171,7 +171,7 @@ pub mod pallet {
 		/// more sophisticated swap price discovery. For now, this should be set
 		/// to one.
 		#[pallet::constant]
-		type DefaultTokenSellRate: Get<Self::Rate>;
+		type DefaultTokenSellRatio: Get<Self::BalanceRatio>;
 
 		/// The token swap order identifying type
 		type TokenSwapOrderId: Parameter
@@ -190,7 +190,7 @@ pub mod pallet {
 			Balance = Self::Balance,
 			OrderId = Self::TokenSwapOrderId,
 			OrderDetails = Swap<Self::Balance, Self::CurrencyId>,
-			SellRatio = Self::Rate,
+			SellRatio = Self::BalanceRatio,
 		>;
 
 		/// The hook type which acts upon a finalized investment decrement.

pallets/liquidity-pools/src/benchmarking.rs

@@ -0,0 +1,68 @@
+// Copyright 2021 Centrifuge Foundation (centrifuge.io).
+// This file is part of Centrifuge Chain project.
+
+// Centrifuge is free software: you can redistribute it and/or modify
+// it under the terms of the GNU General Public License as published by
+// the Free Software Foundation, either version 3 of the License, or
+// (at your option) any later version (see http://www.gnu.org/licenses).
+
+// Centrifuge is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+// GNU General Public License for more details.
+
+use cfg_traits::{
+	benchmarking::ForeignInvestmentBenchmarkHelper,
+	investments::{ForeignInvestment, TrancheCurrency},
+};
+use frame_benchmarking::v2::*;
+
+use super::*;
+use crate::Pallet;
+
+#[benchmarks(
+    where
+        T::ForeignInvestment: ForeignInvestmentBenchmarkHelper<AccountId = T::AccountId, Balance = T::Balance, CurrencyId = T::CurrencyId, InvestmentId = T::TrancheCurrency>,
+        T::Balance: From<u128>,
+        T::AccountId: From<[u8; 32]> + Into<[u8; 32]>,
+)]
+mod benchmarks {
+	use super::*;
+
+	#[benchmark]
+	fn inbound_collect_redeem() {
+		let (investor, investment_id, pool_currency, foreign_currency, _) = <T::ForeignInvestment as ForeignInvestmentBenchmarkHelper>::bench_prepare_foreign_investments_setup();
+
+		// Fund investor with foreign currency and tranche tokens
+		T::Tokens::mint_into(
+			investment_id.clone().into(),
+			&investor,
+			(u128::max_value() / 10).into(),
+		)?;
+		T::Tokens::mint_into(foreign_currency, &investor, (u128::max_value() / 10).into())?;
+
+		// Increase investment and redemption
+		<T::ForeignInvestment as ForeignInvestmentBenchmarkHelper>::bench_prep_foreign_investments_worst_case(investor.clone(), investment_id.clone(), pool_currency, foreign_currency);
+
+		let investor_pointer = investor.clone();
+		let redeeming_amount =
+			T::ForeignInvestment::redemption(&investor_pointer, investment_id.clone())?;
+		let pool_id = investment_id.of_pool();
+		let tranche_id = investment_id.of_tranche();
+		let foreign_currency_index = Pallet::<T>::try_get_general_index(foreign_currency)?.into();
+
+		#[block]
+		{
+			Pallet::<T>::handle_collect_redemption(
+				pool_id,
+				tranche_id,
+				investor,
+				foreign_currency_index,
+			)?;
+		}
+
+		assert!(
+			T::ForeignInvestment::redemption(&investor_pointer, investment_id)? < redeeming_amount
+		);
+	}
+}

pallets/liquidity-pools/src/lib.rs

@@ -80,6 +80,8 @@ pub use routers::*;
 mod contract;
 pub use contract::*;
 
+#[cfg(feature = "runtime-benchmarks")]
+mod benchmarking;
 pub mod hooks;
 mod inbound;