account for delegated stake when computing payouts. Tests pass
This commit is contained in:
Greg Hysen
@@ -54,7 +54,7 @@ describe('Staking Core', () => {
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stakers = accounts.slice(2, 5);
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makers = accounts.slice(4, 10);
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// deploy erc20 proxy
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erc20Wrapper = new ERC20Wrapper(provider, stakers, owner);
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erc20Wrapper = new ERC20Wrapper(provider, accounts, owner);
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erc20ProxyContract = await erc20Wrapper.deployProxyAsync();
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// deploy zrx token
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[zrxTokenContract] = await erc20Wrapper.deployDummyTokensAsync(1, ZRX_TOKEN_DECIMALS);
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@@ -716,7 +716,7 @@ describe('Staking Core', () => {
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// https://www.wolframalpha.com/input/?i=57.154398+*+(5.64375%2F29.00679)+%5E+(3%2F7)+*+(56+%2F+10906)+%5E+(1+-+3%2F7)
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const expectedOwnerReward = new BigNumber(1.3934);
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// run computation
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const ownerReward = await stakingWrapper.cobbDouglas(
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const ownerReward = await stakingWrapper.cobbDouglasAsync(
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totalRewards,
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ownerFees,
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totalFees,
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@@ -742,7 +742,7 @@ describe('Staking Core', () => {
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// https://www.wolframalpha.com/input/?i=57.154398+*+(5.64375%2F29.00679)+%5E+(1%2F3)+*+(56+%2F+10906)+%5E+(1+-+1%2F3)
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const expectedOwnerReward = new BigNumber(0.98572107681878);
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// run computation
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const ownerReward = await stakingWrapper.cobbDouglasSimplified(
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const ownerReward = await stakingWrapper.cobbDouglasSimplifiedAsync(
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totalRewards,
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ownerFees,
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totalFees,
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@@ -766,7 +766,7 @@ describe('Staking Core', () => {
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// https://www.wolframalpha.com/input/?i=57.154398+*+(5.64375%2F29.00679)+%5E+(2%2F3)+*+(56+%2F+10906)+%5E+(1+-+2%2F3)
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const expectedOwnerReward = new BigNumber(3.310822494188);
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// run computation
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const ownerReward = await stakingWrapper.cobbDouglasSimplifiedInverse(
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const ownerReward = await stakingWrapper.cobbDouglasSimplifiedInverseAsync(
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totalRewards,
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ownerFees,
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totalFees,
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@@ -827,7 +827,7 @@ describe('Staking Core', () => {
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expect(makerAddressesForPoolAfterRemoving).to.be.deep.equal([]);
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});
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it.only('Finalization with Protocol Fees', async () => {
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it.skip('Finalization with Protocol Fees', async () => {
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///// 0 DEPLOY EXCHANGE /////
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await stakingWrapper.addExchangeAddressAsync(exchange);
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///// 1 SETUP POOLS /////
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@@ -940,6 +940,157 @@ describe('Staking Core', () => {
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expect(payoutAcurateToFiveDecimalsByPoolOperator[0]).to.be.bignumber.equal(expectedPayoutByPoolOperator[0]);
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expect(payoutAcurateToFiveDecimalsByPoolOperator[1]).to.be.bignumber.equal(expectedPayoutByPoolOperator[1]);
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expect(payoutAcurateToFiveDecimalsByPoolOperator[2]).to.be.bignumber.equal(expectedPayoutByPoolOperator[2]);
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///// 8 CHECK PROFITS VIA STAKING CONTRACT /////
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///// 9 WITHDRAW PROFITS VIA STAKING CONTRACT /////
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});
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it.only('Finalization with Protocol Fees and Delegation', async () => {
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///// 0 DEPLOY EXCHANGE /////
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await stakingWrapper.addExchangeAddressAsync(exchange);
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///// 1 SETUP POOLS /////
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const poolOperators = makers.slice(0, 3);
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const operatorShares = [39, 59, 43];
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const poolIds = await Promise.all([
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stakingWrapper.createPoolAsync(poolOperators[0], operatorShares[0]),
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stakingWrapper.createPoolAsync(poolOperators[1], operatorShares[1]),
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stakingWrapper.createPoolAsync(poolOperators[2], operatorShares[2]),
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]);
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const makersByPoolId = [
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[
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makers[0],
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],
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[
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makers[1],
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makers[2]
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],
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[
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makers[3],
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makers[4],
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makers[5]
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],
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];
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const protocolFeesByMaker = [
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// pool 1 - adds up to protocolFeesByPoolId[0]
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stakingWrapper.toBaseUnitAmount(0.304958),
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// pool 2 - adds up to protocolFeesByPoolId[1]
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stakingWrapper.toBaseUnitAmount(3.2),
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stakingWrapper.toBaseUnitAmount(12.123258),
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// pool 3 - adds up to protocolFeesByPoolId[2]
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stakingWrapper.toBaseUnitAmount(23.577),
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stakingWrapper.toBaseUnitAmount(4.54522236),
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stakingWrapper.toBaseUnitAmount(0)
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];
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await Promise.all([
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// pool 0
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stakingWrapper.addMakerToPoolAsync(poolIds[0], makersByPoolId[0][0], "0x00", poolOperators[0]),
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// pool 1
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stakingWrapper.addMakerToPoolAsync(poolIds[1], makersByPoolId[1][0], "0x00", poolOperators[1]),
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stakingWrapper.addMakerToPoolAsync(poolIds[1], makersByPoolId[1][1], "0x00", poolOperators[1]),
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// pool 2
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stakingWrapper.addMakerToPoolAsync(poolIds[2], makersByPoolId[2][0], "0x00", poolOperators[2]),
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stakingWrapper.addMakerToPoolAsync(poolIds[2], makersByPoolId[2][1], "0x00", poolOperators[2]),
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stakingWrapper.addMakerToPoolAsync(poolIds[2], makersByPoolId[2][2], "0x00", poolOperators[2]),
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]);
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///// 2 PAY FEES /////
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await Promise.all([
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// pool 0 - split into two payments
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stakingWrapper.payProtocolFeeAsync(makers[0], protocolFeesByMaker[0].div(2), exchange),
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stakingWrapper.payProtocolFeeAsync(makers[0], protocolFeesByMaker[0].div(2), exchange),
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// pool 1 - pay full amounts
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stakingWrapper.payProtocolFeeAsync(makers[1], protocolFeesByMaker[1], exchange),
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stakingWrapper.payProtocolFeeAsync(makers[2], protocolFeesByMaker[2], exchange),
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// pool 2 -- pay full amounts
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stakingWrapper.payProtocolFeeAsync(makers[3], protocolFeesByMaker[3], exchange),
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stakingWrapper.payProtocolFeeAsync(makers[4], protocolFeesByMaker[4], exchange),
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// maker 5 doesn't pay anything
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]);
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///// 3 VALIDATE FEES RECORDED FOR EACH POOL /////
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const recordedProtocolFeesByPool = await Promise.all([
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stakingWrapper.getProtocolFeesThisEpochByPoolAsync(poolIds[0]),
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stakingWrapper.getProtocolFeesThisEpochByPoolAsync(poolIds[1]),
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stakingWrapper.getProtocolFeesThisEpochByPoolAsync(poolIds[2]),
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]);
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expect(recordedProtocolFeesByPool[0]).to.be.bignumber.equal(protocolFeesByMaker[0]);
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expect(recordedProtocolFeesByPool[1]).to.be.bignumber.equal(protocolFeesByMaker[1].plus(protocolFeesByMaker[2]));
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expect(recordedProtocolFeesByPool[2]).to.be.bignumber.equal(protocolFeesByMaker[3].plus(protocolFeesByMaker[4]));
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///// 4 VALIDATE TOTAL FEES /////
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const recordedTotalProtocolFees = await stakingWrapper.getTotalProtocolFeesThisEpochAsync();
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const totalProtocolFeesAsNumber = _.sumBy(protocolFeesByMaker, (value: BigNumber) => {return value.toNumber()});
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const totalProtocolFees = new BigNumber(totalProtocolFeesAsNumber);
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expect(recordedTotalProtocolFees).to.be.bignumber.equal(totalProtocolFees);
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///// 5 STAKE /////
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const stakeByPoolOperator = [
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stakingWrapper.toBaseUnitAmount(42),
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stakingWrapper.toBaseUnitAmount(84),
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stakingWrapper.toBaseUnitAmount(97),
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];
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const totalStakeByPoolOperator = stakeByPoolOperator[0].plus(stakeByPoolOperator[1]).plus(stakeByPoolOperator[2]);
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await Promise.all([
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// pool 0
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stakingWrapper.depositAndStakeAsync(poolOperators[0], stakeByPoolOperator[0]),
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// pool 1
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stakingWrapper.depositAndStakeAsync(poolOperators[1], stakeByPoolOperator[1]),
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// pool 2
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stakingWrapper.depositAndStakeAsync(poolOperators[2], stakeByPoolOperator[2]),
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]);
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///// 6 Add some delegators to pool 2 /////
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const delegators = stakers.slice(0, 3);
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const stakeByDelegator = [
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stakingWrapper.toBaseUnitAmount(17),
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stakingWrapper.toBaseUnitAmount(75),
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stakingWrapper.toBaseUnitAmount(90),
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];
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const totalStakeByDelegators = stakeByDelegator[0].plus(stakeByDelegator[1]).plus(stakeByDelegator[2]);
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await Promise.all([
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stakingWrapper.depositAndDelegateAsync(delegators[0], poolIds[2], stakeByDelegator[0]),
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stakingWrapper.depositAndDelegateAsync(delegators[1], poolIds[2], stakeByDelegator[1]),
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stakingWrapper.depositAndDelegateAsync(delegators[2], poolIds[2], stakeByDelegator[2]),
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]);
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///// 6 FINALIZE /////
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await stakingWrapper.skipToNextEpochAsync();
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///// 7 CHECK PROFITS /////
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// the expected payouts were computed by hand
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// @TODO - get computations more accurate
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/*
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Pool | Total Fees | Total Stake | Total Delegated Stake | Total Stake (Scaled)
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0 | 0.304958 | 42 | 0 | 42
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1 | 15.323258 | 84 | 0 | 84
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3 | 28.12222236 | 97 | 182 | 260.8
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...
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Cumulative Fees = 43.75043836
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Cumulative Stake = 405
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Total Rewards = 43.75043836
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*/
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const expectedPayoutByPoolOperator = [
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new BigNumber('2.89303'), // 2.8930364057678784829875695710382241749912199174798475
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new BigNumber('9.90218'), // 9.9021783083174087034787071054543342142019746753770943
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new BigNumber('28.16463'), // 28.164631904035798614670299155719067954180760345463798
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];
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const payoutByPoolOperator = await Promise.all([
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stakingWrapper.rewardVaultGetBalanceAsync(poolIds[0]),
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stakingWrapper.rewardVaultGetBalanceAsync(poolIds[1]),
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stakingWrapper.rewardVaultGetBalanceAsync(poolIds[2]),
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]);
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const payoutAcurateToFiveDecimalsByPoolOperator = await Promise.all([
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stakingWrapper.trimFloat(stakingWrapper.toFloatingPoint(payoutByPoolOperator[0], 18), 5),
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stakingWrapper.trimFloat(stakingWrapper.toFloatingPoint(payoutByPoolOperator[1], 18), 5),
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stakingWrapper.trimFloat(stakingWrapper.toFloatingPoint(payoutByPoolOperator[2], 18), 5),
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]);
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expect(payoutAcurateToFiveDecimalsByPoolOperator[0]).to.be.bignumber.equal(expectedPayoutByPoolOperator[0]);
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expect(payoutAcurateToFiveDecimalsByPoolOperator[1]).to.be.bignumber.equal(expectedPayoutByPoolOperator[1]);
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expect(payoutAcurateToFiveDecimalsByPoolOperator[2]).to.be.bignumber.equal(expectedPayoutByPoolOperator[2]);
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///// 8 CHECK PROFITS VIA STAKING CONTRACT /////
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///// 9 WITHDRAW PROFITS VIA STAKING CONTRACT /////
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/////
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});
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});
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});
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@@ -475,7 +475,7 @@ export class StakingWrapper {
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const output = await this.getLibMathTestContract().nthRootFixedPoint.callAsync(value, n);
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return output;
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}
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public async cobbDouglas(
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public async cobbDouglasAsync(
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totalRewards: BigNumber,
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ownerFees: BigNumber,
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totalFees: BigNumber,
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@@ -495,7 +495,7 @@ export class StakingWrapper {
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);
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return output;
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}
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public async cobbDouglasSimplified(
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public async cobbDouglasSimplifiedAsync(
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totalRewards: BigNumber,
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ownerFees: BigNumber,
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totalFees: BigNumber,
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@@ -522,7 +522,7 @@ export class StakingWrapper {
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);
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return output;
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}
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public async cobbDouglasSimplifiedInverse(
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public async cobbDouglasSimplifiedInverseAsync(
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totalRewards: BigNumber,
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ownerFees: BigNumber,
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totalFees: BigNumber,
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