Add tests and update curve consts

smartcontractkit · Jan 21, 2025 · 5353774 · 5353774
1 parent e375627
commit 5353774
Show file tree

Hide file tree

Showing 4 changed files with 102 additions and 10 deletions.
diff --git a/core/services/ocr2/plugins/ccip/internal/ccipcalc/calc.go b/core/services/ocr2/plugins/ccip/internal/ccipcalc/calc.go
@@ -8,6 +8,11 @@ import (
 	"github.com/smartcontractkit/chainlink/v2/core/logger"
 )
 
+const (
+	// DESTINATION_ETH_PPB_GATE is the deviation threshold when writing to ethereum's PriceRegistry
+	ETHEREUM_THRESHOLD_GATE_PPB = 4e9
+)
+
 // ContiguousReqs checks if seqNrs contains all numbers from min to max.
 func ContiguousReqs(lggr logger.Logger, min, max uint64, seqNrs []uint64) bool {
 	if int(max-min+1) != len(seqNrs) {
@@ -68,26 +73,31 @@ func Deviates(x1, x2 *big.Int, ppb int64) bool {
 // DeviatesOnGasCurve calculates a deviation threshold on the fly using xNew. For now it's only used for gas price
 // deviation calculation. It's important to make sure the order of xNew and xOld is correct when passed into this
 // function to get an accurate deviation threshold.
-func DeviatesOnGasCurve(xNew, xOld *big.Int, ppb int64) bool {
-	// If ppb from config is not equal to 4000000000, do not apply the gas curve. This is a temporary gating mechanism
-	// that ensures we only apply the gas curve deviation logic to eth-bound price updates.
-	if ppb != 4000000000 {
+func DeviatesOnGasCurve(xNew, xOld, noDeviationLowerBound *big.Int, ppb int64) bool {
+	// This is a temporary gating mechanism that ensures we only apply the gas curve deviation logic to eth-bound price
+	// updates. If ppb from config is not equal to 4000000000, do not apply the gas curve.
+	if ppb != ETHEREUM_THRESHOLD_GATE_PPB {
 		return Deviates(xOld, xNew, ppb)
 	}
 
+	// If xNew < noDeviationLowerBound, Deviates should never be true
+	if xNew.Cmp(noDeviationLowerBound) < 0 {
+		return false
+	}
+
 	xNewFloat := new(big.Float).SetInt(xNew)
 	xNewFloat64, _ := xNewFloat.Float64()
 
-	// Calculate the deviation threshold percentage with xNew using the formula: y = (5.64e10) / (x^0.654)
-	const constantFactor = 5.64e10
-	const exponent = 0.654
+	// Calculate the deviation threshold percentage with xNew using the formula: y = (10e11) / (x^0.665)
+	const constantFactor = 10e11
+	const exponent = 0.665
 	xNewPower := math.Pow(xNewFloat64, exponent)
 	threshold := constantFactor / xNewPower
 
 	// Convert percentage to PPB
 	thresholdPPB := int64(threshold * 1e7)
 
-	return Deviates(xOld, xNew, thresholdPPB)
+	return Deviates(xNew, xOld, thresholdPPB)
 }
 
 func MergeEpochAndRound(epoch uint32, round uint8) uint64 {

diff --git a/core/services/ocr2/plugins/ccip/internal/ccipcalc/calc_test.go b/core/services/ocr2/plugins/ccip/internal/ccipcalc/calc_test.go
@@ -218,3 +218,75 @@ func TestDeviates(t *testing.T) {
 		})
 	}
 }
+
+func TestDeviatesOnGasCurve(t *testing.T) {
+	type args struct {
+		xNew  *big.Int
+		xOld  *big.Int
+		noDev *big.Int
+		ppb   int64
+	}
+	tests := []struct {
+		name string
+		args args
+		want bool
+	}{
+		{
+			name: "base case deviates from increase",
+			args: args{xNew: big.NewInt(4e14), xOld: big.NewInt(1e13), noDev: big.NewInt(3e13), ppb: ETHEREUM_THRESHOLD_GATE_PPB},
+			want: true,
+		},
+		{
+			name: "base case deviates from decrease",
+			args: args{xNew: big.NewInt(1e13), xOld: big.NewInt(4e15), noDev: big.NewInt(1), ppb: ETHEREUM_THRESHOLD_GATE_PPB},
+			want: true,
+		},
+		{
+			name: "does not deviate when equal",
+			args: args{xNew: big.NewInt(3e14), xOld: big.NewInt(3e14), noDev: big.NewInt(3e13), ppb: ETHEREUM_THRESHOLD_GATE_PPB},
+			want: false,
+		},
+		{
+			name: "does not deviate with small difference when xNew is bigger",
+			args: args{xNew: big.NewInt(3e14 + 1), xOld: big.NewInt(3e14), noDev: big.NewInt(3e13), ppb: ETHEREUM_THRESHOLD_GATE_PPB},
+			want: false,
+		},
+		{
+			name: "does not deviate with small difference when xOld is bigger",
+			args: args{xNew: big.NewInt(3e14), xOld: big.NewInt(3e14 + 1), noDev: big.NewInt(3e13), ppb: ETHEREUM_THRESHOLD_GATE_PPB},
+			want: false,
+		},
+		{
+			name: "deviates when ppb is not equal to ETHEREUM_THRESHOLD_GATE_PPB",
+			args: args{xNew: big.NewInt(1e9), xOld: big.NewInt(2e9), noDev: big.NewInt(1), ppb: 1},
+			want: true,
+		},
+		{
+			name: "does not deviate when xNew is below noDeviationLowerBound",
+			args: args{xNew: big.NewInt(2e13), xOld: big.NewInt(1e13), noDev: big.NewInt(3e13), ppb: ETHEREUM_THRESHOLD_GATE_PPB},
+			want: false,
+		},
+		// thresholdPPB = (10e11) / (xNew^0.665) * 1e7
+		// diff = (xNew - xOld) / min(xNew, xOld) * 1e9
+		// Deviates = abs(diff) > thresholdPPB
+		{
+			name: "xNew is just below deviation threshold and does deviate",
+			args: args{xNew: big.NewInt(3e13), xOld: big.NewInt(2.519478222838e12), noDev: big.NewInt(1), ppb: ETHEREUM_THRESHOLD_GATE_PPB},
+			want: false,
+		},
+		{
+			name: "xNew is just above deviation threshold and does deviate",
+			args: args{xNew: big.NewInt(3e13), xOld: big.NewInt(2.519478222838e12 - 30), noDev: big.NewInt(1), ppb: ETHEREUM_THRESHOLD_GATE_PPB},
+			want: true,
+		},
+	}
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			assert.Equalf(
+				t,
+				tt.want,
+				DeviatesOnGasCurve(tt.args.xNew, tt.args.xOld, tt.args.noDev, tt.args.ppb),
+				"DeviatesOnGasCurve(%v, %v, %v, %v)", tt.args.xNew, tt.args.xOld, tt.args.noDev, tt.args.ppb)
+		})
+	}
+}
diff --git a/core/services/ocr2/plugins/ccip/prices/da_price_estimator.go b/core/services/ocr2/plugins/ccip/prices/da_price_estimator.go
@@ -14,6 +14,16 @@ import (
 	"github.com/smartcontractkit/chainlink/v2/core/services/ocr2/plugins/ccip/internal/ccipcalc"
 )
 
+const (
+	// EXEC_NO_DEVIATION_THRESHOLD_USD is the lower bound no deviation threshold for exec gas. If the exec gas price is
+	// less than this value, we should never trigger a deviation. 0.00003 USD.
+	EXEC_NO_DEVIATION_THRESHOLD_USD = 3e13
+
+	// DA_NO_DEVIATION_THRESHOLD_USD is the lower bound no deviation threshold for DA gas. If the DA gas price is less
+	// than this value, we should never trigger a deviation. 0.00006 USD.
+	DA_NO_DEVIATION_THRESHOLD_USD = 6e13
+)
+
 type DAGasPriceEstimator struct {
 	execEstimator       GasPriceEstimator
 	l1Oracle            rollups.L1Oracle
@@ -135,7 +145,7 @@ func (g DAGasPriceEstimator) Deviates(ctx context.Context, p1, p2 *big.Int) (boo
 		return execDeviates, nil
 	}
 
-	return ccipcalc.DeviatesOnGasCurve(p1DAGasPrice, p2DAGasPrice, g.daDeviationPPB), nil
+	return ccipcalc.DeviatesOnGasCurve(p1DAGasPrice, p2DAGasPrice, big.NewInt(DA_NO_DEVIATION_THRESHOLD_USD), g.daDeviationPPB), nil
 }
 
 func (g DAGasPriceEstimator) EstimateMsgCostUSD(ctx context.Context, p *big.Int, wrappedNativePrice *big.Int, msg cciptypes.EVM2EVMOnRampCCIPSendRequestedWithMeta) (*big.Int, error) {

diff --git a/core/services/ocr2/plugins/ccip/prices/exec_price_estimator.go b/core/services/ocr2/plugins/ccip/prices/exec_price_estimator.go
@@ -52,7 +52,7 @@ func (g ExecGasPriceEstimator) Median(ctx context.Context, gasPrices []*big.Int)
 }
 
 func (g ExecGasPriceEstimator) Deviates(ctx context.Context, p1 *big.Int, p2 *big.Int) (bool, error) {
-	return ccipcalc.DeviatesOnGasCurve(p1, p2, g.deviationPPB), nil
+	return ccipcalc.DeviatesOnGasCurve(p1, p2, big.NewInt(EXEC_NO_DEVIATION_THRESHOLD_USD), g.deviationPPB), nil
 }
 
 func (g ExecGasPriceEstimator) EstimateMsgCostUSD(ctx context.Context, p *big.Int, wrappedNativePrice *big.Int, msg cciptypes.EVM2EVMOnRampCCIPSendRequestedWithMeta) (*big.Int, error) {