cover all lines, some branches show as uncovered even though they are hit (#310)

Author: 0xdomrom

.gas-snapshot

@@ -167,8 +167,8 @@ UNIT_CashAssetTotalSupplyBorrow:testBorrowWillChangeSupplyAndTotalBorrow() (gas:
 UNIT_CashAssetTotalSupplyBorrow:testFuzzDepositDecreasesTotalBorrow(uint256,uint256) (runs: 256, μ: 323159, ~: 327096)
 UNIT_CashAssetTotalSupplyBorrow:testFuzzDepositIncreasesTotalSupply(uint256) (runs: 256, μ: 99926, ~: 100889)
 UNIT_CashAssetTotalSupplyBorrow:testFuzzDepositNegativeBalanceToPositiveBalance(uint256,uint256) (runs: 256, μ: 320203, ~: 325156)
-UNIT_CashAssetTotalSupplyBorrow:testFuzzNormalTransferToNewAccountDoesnotChangeBorrowOrSupply(uint256,uint256) (runs: 256, μ: 511251, ~: 519391)
-UNIT_CashAssetTotalSupplyBorrow:testFuzzTransferDoesnotChangeInvariant(uint256,int256) (runs: 256, μ: 351387, ~: 360110)
+UNIT_CashAssetTotalSupplyBorrow:testFuzzNormalTransferToNewAccountDoesnotChangeBorrowOrSupply(uint256,uint256) (runs: 256, μ: 511604, ~: 519391)
+UNIT_CashAssetTotalSupplyBorrow:testFuzzTransferDoesnotChangeInvariant(uint256,int256) (runs: 256, μ: 351139, ~: 360110)
 UNIT_CashAssetTotalSupplyBorrow:testFuzzWithdrawDecreasesTotalSupply(uint256) (runs: 256, μ: 116523, ~: 118734)
 UNIT_CashAssetTotalSupplyBorrow:testFuzzWithdrawIncreasesTotalBorrow(uint256) (runs: 256, μ: 285790, ~: 296433)
 UNIT_CashAssetTotalSupplyBorrow:testFuzzWithdrawPositiveBalanceToNegativeBalance(uint256,uint256) (runs: 256, μ: 335100, ~: 339444)
@@ -400,16 +400,17 @@ UNIT_TestOptionBasics:testWhitelistedManagerCheck() (gas: 438294)
 UNIT_TestPMRM_ArrangePortfolio:testPMRMArrangePortfolio_ExpiredOption() (gas: 145879)
 UNIT_TestPMRM_ArrangePortfolio:testPMRMArrangePortfolio_MaxExpiries() (gas: 61612)
 UNIT_TestPMRM_Contingencies:testPMRMScenario_OptionContingency() (gas: 178729)
-UNIT_TestPMRM_EdgeCases:testPMRMCanOnlyDepositCashIfLiveAuction() (gas: 1981807)
-UNIT_TestPMRM_EdgeCases:testPMRMCanSettlePerpsIfBeyondMaxAssetSize() (gas: 7113265)
-UNIT_TestPMRM_EdgeCases:testPMRMCanTradeMoreThanMaxAccountSizeIfAlreadyHadIt() (gas: 7156711)
-UNIT_TestPMRM_EdgeCases:testPMRM_CanTradeIfMaxAccountSizeDecreased() (gas: 4251262)
-UNIT_TestPMRM_EdgeCases:testPMRM_CannotTradeIfExceed_MaxAssets() (gas: 2159512)
-UNIT_TestPMRM_EdgeCases:testPMRM_invalidGetMarginState() (gas: 27232)
-UNIT_TestPMRM_EdgeCases:testPMRM_invalidSpotShock() (gas: 174502)
-UNIT_TestPMRM_EdgeCases:testPMRM_noScenarios() (gas: 11262)
+UNIT_TestPMRM_EdgeCases:testPMRMCanGetScenarioMTM() (gas: 5070200)
+UNIT_TestPMRM_EdgeCases:testPMRMCanOnlyDepositCashIfLiveAuction() (gas: 1981881)
+UNIT_TestPMRM_EdgeCases:testPMRMCanSettlePerpsIfBeyondMaxAssetSize() (gas: 7113393)
+UNIT_TestPMRM_EdgeCases:testPMRMCanTradeMoreThanMaxAccountSizeIfAlreadyHadIt() (gas: 7156781)
+UNIT_TestPMRM_EdgeCases:testPMRM_CanTradeIfMaxAccountSizeDecreased() (gas: 4251266)
+UNIT_TestPMRM_EdgeCases:testPMRM_CannotTradeIfExceed_MaxAssets() (gas: 2159446)
+UNIT_TestPMRM_EdgeCases:testPMRM_invalidGetMarginState() (gas: 27164)
+UNIT_TestPMRM_EdgeCases:testPMRM_invalidSpotShock() (gas: 174561)
+UNIT_TestPMRM_EdgeCases:testPMRM_noScenarios() (gas: 11280)
 UNIT_TestPMRM_EdgeCases:testPMRM_notFoundError() (gas: 9501)
-UNIT_TestPMRM_EdgeCases:testPMRM_perpTransfer() (gas: 3375197)
+UNIT_TestPMRM_EdgeCases:testPMRM_perpTransfer() (gas: 3375267)
 UNIT_TestPMRM_EdgeCases:testPMRM_unsupportedAsset() (gas: 788035)
 UNIT_TestPMRM_EdgeCases:testRevertsIfUsingBadScenarioId() (gas: 57350)
 UNIT_TestPMRM_PortfolioCases:testCase1() (gas: 1055995)
@@ -532,12 +533,13 @@ UNIT_TestStandardManager:testSettlePerpWithManagerData() (gas: 670397)
 UNIT_TestStandardManager:testWontSettlePerpIfNoBalance() (gas: 77505)
 UNIT_TestStandardManager_Misc:testCanEnableBorrowing() (gas: 31902)
 UNIT_TestStandardManager_Misc:testCanHaveNegativeCashIfBorrowingEnabled() (gas: 710204)
-UNIT_TestStandardManager_Misc:testCanHaveNegativeCashWhenBorrowingBecomesDisabled() (gas: 1217880)
-UNIT_TestStandardManager_Misc:testCanSettlePerpsIfBeyondMaxAssetSize() (gas: 4571431)
+UNIT_TestStandardManager_Misc:testCanHaveNegativeCashWhenBorrowingBecomesDisabled() (gas: 1218013)
+UNIT_TestStandardManager_Misc:testCanSettlePerpsIfBeyondMaxAssetSize() (gas: 4571409)
 UNIT_TestStandardManager_Misc:testCanTradeMoreThanMaxAccountSizeIfAlreadyHadIt() (gas: 4544104)
 UNIT_TestStandardManager_Misc:testCanTransferCash() (gas: 323912)
-UNIT_TestStandardManager_Misc:testCannotSetInvalidMarginParams() (gas: 15812)
-UNIT_TestStandardManager_Misc:testCannotTradeMoreThanMaxAccountSize() (gas: 2245054)
+UNIT_TestStandardManager_Misc:testCannotSetInvalidMarginParams() (gas: 15790)
+UNIT_TestStandardManager_Misc:testCannotTradeMoreThanMaxAccountSize() (gas: 2245032)
+UNIT_TestStandardManager_Misc:testTrustedRiskAssessorCanBypassIMButNotMM() (gas: 1403691)
 UNIT_TestStandardManager_MultiAsset:testBaseAssetCanAddMargin() (gas: 409369)
 UNIT_TestStandardManager_MultiAsset:testBaseAssetMarginDefaultToZero() (gas: 349399)
 UNIT_TestStandardManager_MultiAsset:testBaseAssetMarginWithContingency() (gas: 524436)

src/risk-managers/PMRMLib.sol

@@ -379,6 +379,5 @@ contract PMRMLib is IPMRMLib, Ownable2Step {
     scenarios[0] = IPMRM.Scenario({spotShock: basisContParams.scenarioSpotUp, volShock: IPMRM.VolShockDirection.None});
     scenarios[1] = IPMRM.Scenario({spotShock: basisContParams.scenarioSpotDown, volShock: IPMRM.VolShockDirection.None});
     scenarios[2] = IPMRM.Scenario({spotShock: DecimalMath.UNIT, volShock: IPMRM.VolShockDirection.None});
-    return scenarios;
   }
 }

test/risk-managers/unit-tests/PMRM/TestPMRM_EdgeCases.t.sol

@@ -285,4 +285,34 @@ contract UNIT_TestPMRM_EdgeCases is PMRMSimTest {
 
     assertEq(subAccounts.getAccountBalances(bobAcc).length, 13);
   }
+
+  function testPMRMCanGetScenarioMTM() public {
+    uint64 expiry = uint64(block.timestamp + 1 weeks);
+
+    _depositCash(aliceAcc, 10_000e18);
+    _depositCash(bobAcc, 10_000e18);
+
+    feed.setForwardPrice(expiry, 1300e18, 1e18);
+
+    ISubAccounts.AssetTransfer[] memory transfers = new ISubAccounts.AssetTransfer[](10);
+    for (uint i; i < 10; i++) {
+      transfers[i] = ISubAccounts.AssetTransfer({
+        fromAcc: aliceAcc,
+        toAcc: bobAcc,
+        asset: option,
+        subId: OptionEncoding.toSubId(expiry, 1500e18 + i * 1e18, true),
+        amount: 0.1e18,
+        assetData: ""
+      });
+      feed.setVol(expiry, uint128(1500e18 + i * 1e18), 0.5e18, 1e18);
+    }
+    subAccounts.submitTransfers(transfers, "");
+
+    IPMRM.Portfolio memory portfolio = pmrm.arrangePortfolio(aliceAcc);
+
+    int mtm = lib.getScenarioMtM(portfolio, lib.getBasisContingencyScenarios()[0]);
+    assertLt(mtm, 0);
+    mtm = lib.getScenarioMtM(portfolio, lib.getBasisContingencyScenarios()[1]);
+    assertGt(mtm, 0);
+  }
 }

test/risk-managers/unit-tests/StandardManager/TestStandardManager_Misc.t.sol

@@ -237,4 +237,43 @@ contract UNIT_TestStandardManager_Misc is TestStandardManagerBase {
     manager.setBorrowingEnabled(true);
     cash.withdraw(bobAcc, 1e18, bob);
   }
+
+  function testTrustedRiskAssessorCanBypassIMButNotMM() public {
+    ISubAccounts.AssetTransfer memory transfer = ISubAccounts.AssetTransfer({
+      fromAcc: aliceAcc,
+      toAcc: bobAcc,
+      asset: ethOption,
+      subId: OptionEncoding.toSubId(expiry2, 1500e18, true),
+      amount: 1e18,
+      assetData: ""
+    });
+
+    // for single option: im ~-220, mm ~-120
+    // so start with 100
+    cash.deposit(aliceAcc, 100e18);
+
+    // set TRA to true
+    manager.setTrustedRiskAssessor(address(this), true);
+
+    // Will still fail as below MM requirements
+    vm.expectRevert(IStandardManager.SRM_PortfolioBelowMargin.selector);
+    subAccounts.submitTransfer(transfer, "");
+
+    cash.deposit(aliceAcc, 100e18);
+
+    manager.setTrustedRiskAssessor(address(this), false);
+
+    // Now above MM requirements, but below IM requirements, so will fail as not TRA
+    vm.expectRevert(IStandardManager.SRM_PortfolioBelowMargin.selector);
+    subAccounts.submitTransfer(transfer, "");
+
+    // But succeeds when TRA set to true
+    manager.setTrustedRiskAssessor(address(this), true);
+    subAccounts.submitTransfer(transfer, "");
+
+    (int im,) = manager.getMarginAndMarkToMarket(aliceAcc, true, 0);
+    assertLt(im, 0);
+    (int mm,) = manager.getMarginAndMarkToMarket(aliceAcc, false, 0);
+    assertGt(mm, 0);
+  }
 }