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added more unit tests for PLP DEX sampling

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This commit is contained in:
Daniel Pyrathon
2020-02-27 16:03:44 -08:00
parent 8be60e2ff5
commit 9608d8fb46
3 changed files with 133 additions and 34 deletions
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110
packages/asset-swapper/test/dex_sampler_test.ts
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@@ -1,14 +1,14 @@
import { constants, expect, getRandomFloat, getRandomInteger, randomAddress, provider, txDefaults } from '@0x/contracts-test-utils';
import { constants, expect, getRandomFloat, getRandomInteger, provider, randomAddress, txDefaults } from '@0x/contracts-test-utils';
import { assetDataUtils, generatePseudoRandomSalt } from '@0x/order-utils';
import { SignedOrder } from '@0x/types';
import { BigNumber, hexUtils, NULL_ADDRESS } from '@0x/utils';
import * as _ from 'lodash';
import { DexOrderSampler, getSampleAmounts } from '../src/utils/market_operation_utils/sampler';
import { ERC20BridgeSource } from '../src/utils/market_operation_utils/types';
import { ERC20BridgeSource, DexSample } from '../src/utils/market_operation_utils/types';
import { MockSamplerContract } from './utils/mock_sampler_contract';
import { DummyLiquidityProviderRegistryContract, ERC20BridgeSamplerContract, IERC20BridgeSamplerContract } from '@0x/contract-wrappers';
import { DummyLiquidityProviderRegistryContract, ERC20BridgeSamplerContract, IERC20BridgeSamplerContract, DummyLiquidityProviderContract } from '@0x/contract-wrappers';
import { artifacts as erc20BridgeSamplerArtifacts } from '@0x/contracts-erc20-bridge-sampler/lib/src/artifacts';
const CHAIN_ID = 1;
@@ -329,42 +329,90 @@ describe('DexSampler tests', () => {
expect(quotes).to.deep.eq(expectedQuotes);
});
it.only('getLiquidityProviderFromRegistry()', async () => {
describe.only('PLP Operations', () => {
const xAsset = randomAddress();
const yAsset = randomAddress();
const zAsset = randomAddress();
const liquidityPool1 = randomAddress();
const liquidityPool2 = randomAddress();
// Deploy Registry
const registryContract = await DummyLiquidityProviderRegistryContract.deployFrom0xArtifactAsync(
erc20BridgeSamplerArtifacts.DummyLiquidityProviderRegistry,
provider,
txDefaults,
{},
);
// Write 2 new liquidity pools
await registryContract.setLiquidityProviderForMarket(xAsset, yAsset, liquidityPool1).awaitTransactionSuccessAsync();
await registryContract.setLiquidityProviderForMarket(xAsset, zAsset, liquidityPool2).awaitTransactionSuccessAsync();
let registryContract: DummyLiquidityProviderRegistryContract;
let samplerContract: ERC20BridgeSamplerContract;
beforeEach(async () => {
registryContract = await DummyLiquidityProviderRegistryContract.deployFrom0xArtifactAsync(
erc20BridgeSamplerArtifacts.DummyLiquidityProviderRegistry,
provider,
txDefaults,
{},
);
samplerContract = await ERC20BridgeSamplerContract.deployFrom0xArtifactAsync(
erc20BridgeSamplerArtifacts.ERC20BridgeSampler,
provider,
txDefaults,
{},
);
});
it('getLiquidityProviderFromRegistry()', async () => {
// Deploy Registry
// Write 2 new liquidity pools
await registryContract.setLiquidityProviderForMarket(xAsset, yAsset, liquidityPool1).awaitTransactionSuccessAsync().txHashPromise;
await registryContract.setLiquidityProviderForMarket(xAsset, zAsset, liquidityPool2).awaitTransactionSuccessAsync().txHashPromise;
// Deploy the sampler
const samplerContract = await ERC20BridgeSamplerContract.deployFrom0xArtifactAsync(
erc20BridgeSamplerArtifacts.ERC20BridgeSampler,
provider,
txDefaults,
{},
);
// Deploy the sampler
// Test multiple combinations: 2 pools that are present, 1 pool that is not present.
const dexOrderSampler = new DexOrderSampler(new IERC20BridgeSamplerContract(samplerContract.address, provider));
const [xyPool, xzPool, yzPool] = await dexOrderSampler.executeBatchAsync([
DexOrderSampler.ops.getLiquidityProviderFromRegistry(registryContract.address, xAsset, yAsset),
DexOrderSampler.ops.getLiquidityProviderFromRegistry(registryContract.address, xAsset, zAsset),
DexOrderSampler.ops.getLiquidityProviderFromRegistry(registryContract.address, yAsset, zAsset),
]);
expect(xyPool).to.eql(liquidityPool1);
expect(xzPool).to.eql(liquidityPool2);
expect(yzPool).to.eql(NULL_ADDRESS);
// Test multiple combinations: 2 pools that are present, 1 pool that is not present.
const dexOrderSampler = new DexOrderSampler(new IERC20BridgeSamplerContract(samplerContract.address, provider));
const [xyPool, xzPool, yzPool] = await dexOrderSampler.executeBatchAsync([
DexOrderSampler.ops.getLiquidityProviderFromRegistry(registryContract.address, xAsset, yAsset),
DexOrderSampler.ops.getLiquidityProviderFromRegistry(registryContract.address, xAsset, zAsset),
DexOrderSampler.ops.getLiquidityProviderFromRegistry(registryContract.address, yAsset, zAsset),
]);
expect(xyPool).to.eql(liquidityPool1);
expect(xzPool).to.eql(liquidityPool2);
expect(yzPool).to.eql(NULL_ADDRESS);
});
it('is able to sample DEX liquidity from PLP', async () => {
const fakeLiquidityPool = await DummyLiquidityProviderContract.deployFrom0xArtifactAsync(
erc20BridgeSamplerArtifacts.DummyLiquidityProvider,
provider,
txDefaults,
{},
);
await registryContract.setLiquidityProviderForMarket(xAsset, yAsset, fakeLiquidityPool.address).awaitTransactionSuccessAsync().txHashPromise;
const dexOrderSampler = new DexOrderSampler(new IERC20BridgeSamplerContract(samplerContract.address, provider));
const [buyQuotes, sellQuotes] = await dexOrderSampler.executeBatchAsync([
DexOrderSampler.ops.getBuyQuotes(
[ERC20BridgeSource.Plp],
xAsset,
yAsset,
[new BigNumber(10), new BigNumber(100)],
registryContract.address,
),
DexOrderSampler.ops.getSellQuotes(
[ERC20BridgeSource.Plp],
xAsset,
yAsset,
[new BigNumber(10), new BigNumber(100), new BigNumber(500)],
registryContract.address,
),
]);
expect(buyQuotes.length).to.eql(1);
const plpBuyQuotes: DexSample[] = buyQuotes[0];
expect(plpBuyQuotes.length).to.eql(2);
for(const quote of plpBuyQuotes) {
expect(quote.source).to.bignumber.eql(ERC20BridgeSource.Plp);
expect(quote.input.plus(1)).to.bignumber.eql(quote.output);
}
expect(sellQuotes.length).to.eql(1);
const plpSellQuotes: DexSample[] = sellQuotes[0];
expect(plpSellQuotes.length).to.eql(3);
for(const quote of plpSellQuotes) {
expect(quote.source).to.bignumber.eql(ERC20BridgeSource.Plp);
expect(quote.input.minus(1)).to.bignumber.eql(quote.output);
}
})
});
});