Make number of payouts configurable

This allows us to use less payouts in the tests which makes them
faster.

.github/workflows/ci.yml

@@ -97,8 +97,8 @@ jobs:
       - name: Setup rust toolchain
         run: rustup show
       - uses: Swatinem/rust-cache@v1.3.0
-      - run: cargo build --features expensive_tests --bins --tests
-      - run: cargo test --workspace --features expensive_tests
+      - run: cargo build --bins --tests
+      - run: cargo test --workspace
       - name: Smoke test ${{ matrix.os }} binary
         shell: bash
         run: |

daemon/Cargo.toml

@@ -48,10 +48,6 @@ x25519-dalek = { version = "1.1" }
 xtra = { version = "0.6", features = ["with-tokio-1"] }
 xtra_productivity = { version = "0.1.0" }
 
-[features]
-# Feature flag to enable tests that take longer to compile.
-expensive_tests = []
-
 [[bin]]
 name = "taker"
 path = "src/taker.rs"

daemon/src/lib.rs

@@ -46,6 +46,8 @@ pub mod wallet;
 pub mod wallet_sync;
 pub mod wire;
 
+pub const N_PAYOUTS: usize = 200;
+
 pub struct MakerActorSystem<O, M, T, W> {
     pub cfd_actor_addr: Address<maker_cfd::Actor<O, M, T, W>>,
     pub cfd_feed_receiver: watch::Receiver<Vec<Cfd>>,
@@ -70,6 +72,7 @@ where
         + xtra::Handler<wallet::Sign>
         + xtra::Handler<wallet::TryBroadcastTransaction>,
 {
+    #[allow(clippy::too_many_arguments)]
     pub async fn new<F>(
         db: SqlitePool,
         wallet_addr: Address<W>,
@@ -81,6 +84,7 @@ where
             Box<dyn MessageChannel<FromTaker>>,
         ) -> T,
         settlement_time_interval_hours: time::Duration,
+        n_payouts: usize,
     ) -> Result<Self>
     where
         F: Future<Output = Result<M>>,
@@ -109,6 +113,7 @@ where
             inc_conn_addr.clone(),
             monitor_addr.clone(),
             oracle_addr.clone(),
+            n_payouts,
         )
         .create(None)
         .spawn_global();
@@ -172,6 +177,7 @@ where
         + xtra::Handler<wallet::Sign>
         + xtra::Handler<wallet::TryBroadcastTransaction>,
 {
+    #[allow(clippy::too_many_arguments)]
     pub async fn new<F>(
         db: SqlitePool,
         wallet_addr: Address<W>,
@@ -180,6 +186,7 @@ where
         read_from_maker: Box<dyn Stream<Item = taker_cfd::MakerStreamMessage> + Unpin + Send>,
         oracle_constructor: impl FnOnce(Vec<Cfd>, Box<dyn StrongMessageChannel<Attestation>>) -> O,
         monitor_constructor: impl FnOnce(Box<dyn StrongMessageChannel<monitor::Event>>, Vec<Cfd>) -> F,
+        n_payouts: usize,
     ) -> Result<Self>
     where
         F: Future<Output = Result<M>>,
@@ -206,6 +213,7 @@ where
             send_to_maker,
             monitor_addr.clone(),
             oracle_addr,
+            n_payouts,
         )
         .create(None)
         .spawn_global();

daemon/src/maker.rs

@@ -8,7 +8,7 @@ use daemon::model::WalletInfo;
 use daemon::seed::Seed;
 use daemon::{
     bitmex_price_feed, db, housekeeping, logger, maker_cfd, maker_inc_connections, monitor, oracle,
-    wallet, wallet_sync, MakerActorSystem,
+    wallet, wallet_sync, MakerActorSystem, N_PAYOUTS,
 };
 use sqlx::sqlite::SqliteConnectOptions;
 use sqlx::SqlitePool;
@@ -260,6 +260,7 @@ async fn main() -> Result<()> {
         },
         |channel0, channel1| maker_inc_connections::Actor::new(channel0, channel1, noise_static_sk),
         time::Duration::hours(opts.settlement_time_interval_hours as i64),
+        N_PAYOUTS,
     )
     .await?;
 

daemon/src/maker_cfd.rs

@@ -74,6 +74,7 @@ pub struct Actor<O, M, T, W> {
     // Maker needs to also store TakerId to be able to send a reply back
     current_pending_proposals: HashMap<OrderId, (UpdateCfdProposal, TakerId)>,
     current_agreed_proposals: HashMap<OrderId, (SettlementProposal, TakerId)>,
+    n_payouts: usize,
 }
 
 enum SetupState {
@@ -105,6 +106,7 @@ impl<O, M, T, W> Actor<O, M, T, W> {
         takers: Address<T>,
         monitor_actor: Address<M>,
         oracle_actor: Address<O>,
+        n_payouts: usize,
     ) -> Self {
         Self {
             db,
@@ -122,6 +124,7 @@ impl<O, M, T, W> Actor<O, M, T, W> {
             oracle_actor,
             current_pending_proposals: HashMap::new(),
             current_agreed_proposals: HashMap::new(),
+            n_payouts,
         }
     }
 
@@ -593,6 +596,7 @@ where
             cfd,
             self.wallet.clone(),
             Role::Maker,
+            self.n_payouts,
         );
 
         let this = ctx
@@ -795,6 +799,7 @@ where
             cfd,
             Role::Maker,
             dlc,
+            self.n_payouts,
         );
 
         let this = ctx

daemon/src/model/cfd.rs

@@ -627,9 +627,17 @@ impl Cfd {
         Ok((p_n_l, p_n_l_percent))
     }
 
-    pub fn calculate_settlement(&self, current_price: Price) -> Result<SettlementProposal> {
-        let payout_curve =
-            payout_curve::calculate(self.order.price, self.quantity_usd, self.order.leverage)?;
+    pub fn calculate_settlement(
+        &self,
+        current_price: Price,
+        n_payouts: usize,
+    ) -> Result<SettlementProposal> {
+        let payout_curve = payout_curve::calculate(
+            self.order.price,
+            self.quantity_usd,
+            self.order.leverage,
+            n_payouts,
+        )?;
 
         let payout = {
             let current_price = current_price.try_into_u64()?;

daemon/src/payout_curve.rs

@@ -43,8 +43,13 @@ mod utils;
 /// ### Returns
 ///
 /// The list of [`Payout`]s for the given price, quantity and leverage.
-pub fn calculate(price: Price, quantity: Usd, leverage: Leverage) -> Result<Vec<Payout>> {
-    let payouts = calculate_payout_parameters(price, quantity, leverage)?
+pub fn calculate(
+    price: Price,
+    quantity: Usd,
+    leverage: Leverage,
+    n_payouts: usize,
+) -> Result<Vec<Payout>> {
+    let payouts = calculate_payout_parameters(price, quantity, leverage, n_payouts)?
         .into_iter()
         .map(PayoutParameter::into_payouts)
         .flatten_ok()
@@ -54,7 +59,6 @@ pub fn calculate(price: Price, quantity: Usd, leverage: Leverage) -> Result<Vec<
 }
 
 const CONTRACT_VALUE: f64 = 1.;
-const N_PAYOUTS: usize = 200;
 const SHORT_LEVERAGE: usize = 1;
 
 /// Internal calculate function for the payout curve.
@@ -65,6 +69,7 @@ fn calculate_payout_parameters(
     price: Price,
     quantity: Usd,
     long_leverage: Leverage,
+    n_payouts: usize,
 ) -> Result<Vec<PayoutParameter>> {
     let initial_rate = price
         .try_into_f64()
@@ -83,7 +88,7 @@ fn calculate_payout_parameters(
     )?;
 
     let payout_parameters = payout_curve
-        .generate_payout_scheme(N_PAYOUTS)?
+        .generate_payout_scheme(n_payouts)?
         .rows()
         .into_iter()
         .map(|row| {
@@ -509,6 +514,7 @@ mod tests {
             Price::new(dec!(54000.00)).unwrap(),
             Usd::new(dec!(3500.00)),
             Leverage::new(5).unwrap(),
+            200,
         )
         .unwrap();
 
@@ -725,6 +731,7 @@ mod tests {
             Price::new(dec!(54000.00)).unwrap(),
             Usd::new(dec!(3500.00)),
             Leverage::new(5).unwrap(),
+            200,
         )
         .unwrap();
 

daemon/src/setup_contract.rs

@@ -33,6 +33,7 @@ pub async fn new<W>(
     cfd: Cfd,
     wallet: Address<W>,
     role: Role,
+    n_payouts: usize,
 ) -> Result<Dlc>
 where
     W: xtra::Handler<wallet::Sign> + xtra::Handler<wallet::BuildPartyParams>,
@@ -83,7 +84,12 @@ where
 
     let payouts = HashMap::from_iter([(
         announcement.into(),
-        payout_curve::calculate(cfd.order.price, cfd.quantity_usd, cfd.order.leverage)?,
+        payout_curve::calculate(
+            cfd.order.price,
+            cfd.quantity_usd,
+            cfd.order.leverage,
+            n_payouts,
+        )?,
     )]);
 
     let own_cfd_txs = create_cfd_transactions(
@@ -267,6 +273,7 @@ pub async fn roll_over(
     cfd: Cfd,
     our_role: Role,
     dlc: Dlc,
+    n_payouts: usize,
 ) -> Result<Dlc> {
     let sk = dlc.identity;
     let pk = PublicKey::new(secp256k1_zkp::PublicKey::from_secret_key(SECP256K1, &sk));
@@ -301,7 +308,12 @@ pub async fn roll_over(
             id: announcement.id.to_string(),
             nonce_pks: announcement.nonce_pks.clone(),
         },
-        payout_curve::calculate(cfd.order.price, cfd.quantity_usd, cfd.order.leverage)?,
+        payout_curve::calculate(
+            cfd.order.price,
+            cfd.quantity_usd,
+            cfd.order.leverage,
+            n_payouts,
+        )?,
     )]);
 
     // unsign lock tx because PartiallySignedTransaction needs an unsigned tx

daemon/src/taker.rs

@@ -7,7 +7,7 @@ use daemon::model::WalletInfo;
 use daemon::seed::Seed;
 use daemon::{
     bitmex_price_feed, connection, db, housekeeping, logger, monitor, oracle, taker_cfd, wallet,
-    wallet_sync, TakerActorSystem,
+    wallet_sync, TakerActorSystem, N_PAYOUTS,
 };
 use sqlx::sqlite::SqliteConnectOptions;
 use sqlx::SqlitePool;
@@ -245,6 +245,7 @@ async fn main() -> Result<()> {
                 monitor::Actor::new(electrum, channel, cfds)
             }
         },
+        N_PAYOUTS,
     )
     .await?;
 

daemon/src/taker_cfd.rs

@@ -78,6 +78,7 @@ pub struct Actor<O, M, W> {
     roll_over_state: RollOverState,
     oracle_actor: Address<O>,
     current_pending_proposals: UpdateCfdProposals,
+    n_payouts: usize,
 }
 
 impl<O, M, W> Actor<O, M, W>
@@ -97,6 +98,7 @@ where
         send_to_maker: Box<dyn MessageChannel<wire::TakerToMaker>>,
         monitor_actor: Address<M>,
         oracle_actor: Address<O>,
+        n_payouts: usize,
     ) -> Self {
         Self {
             db,
@@ -111,6 +113,7 @@ where
             roll_over_state: RollOverState::None,
             oracle_actor,
             current_pending_proposals: HashMap::new(),
+            n_payouts,
         }
     }
 }
@@ -197,7 +200,7 @@ where
         let mut conn = self.db.acquire().await?;
         let cfd = load_cfd_by_order_id(order_id, &mut conn).await?;
 
-        let proposal = cfd.calculate_settlement(current_price)?;
+        let proposal = cfd.calculate_settlement(current_price, self.n_payouts)?;
 
         if self
             .current_pending_proposals
@@ -509,6 +512,7 @@ where
             cfd,
             self.wallet.clone(),
             Role::Taker,
+            self.n_payouts,
         );
 
         let this = ctx
@@ -570,6 +574,7 @@ where
             cfd,
             Role::Taker,
             dlc,
+            self.n_payouts,
         );
 
         let this = ctx

daemon/tests/happy_path.rs

@@ -58,8 +58,8 @@ async fn taker_takes_order_and_maker_rejects() {
     assert!(matches!(taker_cfd.state, CfdState::Rejected { .. }));
     assert!(matches!(maker_cfd.state, CfdState::Rejected { .. }));
 }
+
 #[tokio::test]
-#[cfg_attr(not(feature = "expensive_tests"), ignore)]
 async fn taker_takes_order_and_maker_accepts_and_contract_setup() {
     let _guard = init_tracing();
     let (mut maker, mut taker) = start_both().await;

daemon/tests/harness/mod.rs

@@ -36,6 +36,8 @@ pub async fn start_both() -> (Maker, Taker) {
     (maker, taker)
 }
 
+const N_PAYOUTS_FOR_TEST: usize = 5;
+
 /// Maker Test Setup
 #[derive(Clone)]
 pub struct Maker {
@@ -78,6 +80,7 @@ impl Maker {
                 maker_inc_connections::Actor::new(channel0, channel1, noise_static_sk)
             },
             settlement_time_interval_hours,
+            N_PAYOUTS_FOR_TEST,
         )
         .await
         .unwrap();
@@ -178,6 +181,7 @@ impl Taker {
             read_from_maker,
             |_, _| oracle,
             |_, _| async { Ok(monitor) },
+            N_PAYOUTS_FOR_TEST,
         )
         .await
         .unwrap();