@0x/contracts-integrations
: Add USDC->DAI forked dydx bridge order validation.
This commit is contained in:
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f9a7857a90
commit
a04722b612
@ -31,11 +31,12 @@ enum DydxAssetReference {
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Target = 1,
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}
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const MAKER_ADDRESS = '0x3a9F7C8cA36C42d7035E87C3304eE5cBd353a532';
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const CHONKY_DAI_WALLET = '0x3a9F7C8cA36C42d7035E87C3304eE5cBd353a532';
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const CHONKY_USDC_WALLET = '0x1EDA7056fF11C9817038E0020C3a6F1d6A8Ec32e';
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blockchainTests.configure({
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fork: {
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unlockedAccounts: [MAKER_ADDRESS],
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unlockedAccounts: [CHONKY_DAI_WALLET, CHONKY_USDC_WALLET],
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},
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});
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@ -57,11 +58,10 @@ blockchainTests.fork('DevUtils dydx order validation tests', env => {
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};
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const DAI_DECIMALS = TOKEN_INFO[DAI_ADDRESS].decimals;
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const USDC_DECIMALS = TOKEN_INFO[USDC_ADDRESS].decimals;
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const DAI_MARKET_ID = TOKEN_INFO[DAI_ADDRESS].marketId;
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const USDC_MARKET_ID = TOKEN_INFO[USDC_ADDRESS].marketId;
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let bridge: DydxBridgeContract;
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let dydx: IDydxContract;
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let dai: ERC20TokenContract;
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let usdc: ERC20TokenContract;
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let devUtils: DevUtilsContract;
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let accountOwner: string;
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let minMarginRatio: number;
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@ -70,6 +70,7 @@ blockchainTests.fork('DevUtils dydx order validation tests', env => {
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[accountOwner] = await env.getAccountAddressesAsync();
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dydx = new IDydxContract(DYDX_ADDRESS, env.provider, env.txDefaults);
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dai = new ERC20TokenContract(DAI_ADDRESS, env.provider, env.txDefaults);
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usdc = new ERC20TokenContract(USDC_ADDRESS, env.provider, env.txDefaults);
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bridge = await DydxBridgeContract.deployFrom0xArtifactAsync(
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assetProxyArtifacts.DydxBridge,
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env.provider,
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@ -89,21 +90,36 @@ blockchainTests.fork('DevUtils dydx order validation tests', env => {
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minMarginRatio = toTokenUnitAmount((await dydx.getRiskParams().callAsync()).marginRatio.value)
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.plus(1)
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.toNumber();
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// Deposit Dai collateral.
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await dai.approve(DYDX_ADDRESS, constants.MAX_UINT256).awaitTransactionSuccessAsync({ from: MAKER_ADDRESS });
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// Set approvals and operators.
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await dai
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.approve(DYDX_ADDRESS, constants.MAX_UINT256)
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.awaitTransactionSuccessAsync({ from: CHONKY_DAI_WALLET });
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await usdc
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.approve(DYDX_ADDRESS, constants.MAX_UINT256)
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.awaitTransactionSuccessAsync({ from: CHONKY_USDC_WALLET });
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await dydx
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.setOperators([{ operator: bridge.address, trusted: true }])
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.awaitTransactionSuccessAsync({ from: MAKER_ADDRESS });
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.awaitTransactionSuccessAsync({ from: CHONKY_DAI_WALLET });
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await dydx
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.setOperators([{ operator: bridge.address, trusted: true }])
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.awaitTransactionSuccessAsync({ from: CHONKY_USDC_WALLET });
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});
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async function depositAndWithdrawAsync(
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makerAddress: string,
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accountId: BigNumber,
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depositSize: Numberish = 0,
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withdrawSize: Numberish = 0,
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): Promise<void> {
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const fromToken = makerAddress === CHONKY_DAI_WALLET ? DAI_ADDRESS : USDC_ADDRESS;
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const toToken = fromToken === DAI_ADDRESS ? USDC_ADDRESS : DAI_ADDRESS;
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const fromDecimals = TOKEN_INFO[fromToken].decimals;
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const fromMarketId = TOKEN_INFO[fromToken].marketId;
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const toDecimals = TOKEN_INFO[toToken].decimals;
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const toMarketId = TOKEN_INFO[toToken].marketId;
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await dydx
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.operate(
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[{ owner: MAKER_ADDRESS, number: accountId }],
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[{ owner: makerAddress, number: accountId }],
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[
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...(depositSize > 0
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? [
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@ -114,11 +130,11 @@ blockchainTests.fork('DevUtils dydx order validation tests', env => {
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sign: true,
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denomination: DydxAssetDenomination.Wei,
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ref: DydxAssetReference.Delta,
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value: fromTokenUnitAmount(depositSize, DAI_DECIMALS),
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value: fromTokenUnitAmount(depositSize, fromDecimals),
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},
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primaryMarketId: new BigNumber(DAI_MARKET_ID),
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primaryMarketId: new BigNumber(fromMarketId),
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secondaryMarketId: new BigNumber(constants.NULL_ADDRESS),
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otherAddress: MAKER_ADDRESS,
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otherAddress: makerAddress,
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otherAccountIdx: ZERO,
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data: constants.NULL_BYTES,
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},
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@ -133,11 +149,11 @@ blockchainTests.fork('DevUtils dydx order validation tests', env => {
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sign: false,
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denomination: DydxAssetDenomination.Wei,
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ref: DydxAssetReference.Delta,
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value: fromTokenUnitAmount(withdrawSize, USDC_DECIMALS),
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value: fromTokenUnitAmount(withdrawSize, toDecimals),
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},
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primaryMarketId: new BigNumber(USDC_MARKET_ID),
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primaryMarketId: new BigNumber(toMarketId),
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secondaryMarketId: new BigNumber(constants.NULL_ADDRESS),
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otherAddress: MAKER_ADDRESS,
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otherAddress: makerAddress,
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otherAccountIdx: ZERO,
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data: constants.NULL_BYTES,
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},
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@ -145,7 +161,7 @@ blockchainTests.fork('DevUtils dydx order validation tests', env => {
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: []),
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],
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)
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.awaitTransactionSuccessAsync({ from: MAKER_ADDRESS });
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.awaitTransactionSuccessAsync({ from: makerAddress });
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}
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const SECONDS_IN_ONE_YEAR = 365 * 24 * 60 * 60;
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@ -155,7 +171,7 @@ blockchainTests.fork('DevUtils dydx order validation tests', env => {
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chainId: 1,
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exchangeAddress: contractAddresses.exchange,
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expirationTimeSeconds: new BigNumber(Math.floor(Date.now() / 1000 + SECONDS_IN_ONE_YEAR)),
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makerAddress: MAKER_ADDRESS,
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makerAddress: CHONKY_DAI_WALLET,
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takerAddress: constants.NULL_ADDRESS,
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senderAddress: constants.NULL_ADDRESS,
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feeRecipientAddress: constants.NULL_ADDRESS,
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@ -240,84 +256,199 @@ blockchainTests.fork('DevUtils dydx order validation tests', env => {
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return new BigNumber(hexUtils.random());
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}
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it('validates a fully solvent order', async () => {
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// This account is collateralized enough to fill the order with just
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// withdraws.
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const accountId = randomAccountId();
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await depositAndWithdrawAsync(accountId, 200, 0);
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const order = createOrder({
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makerAssetData: encodeDydxBridgeAssetData({
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accountId,
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depositRate: 0,
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}),
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describe('DAI -> USDC', () => {
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const makerAddress = CHONKY_DAI_WALLET;
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function _createOrder(fields: Partial<Order> = {}): Order {
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return createOrder(fields);
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}
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it('validates a fully solvent order', async () => {
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// This account is collateralized enough to fill the order with just
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// withdraws.
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const accountId = randomAccountId();
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await depositAndWithdrawAsync(makerAddress, accountId, 200, 0);
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const order = _createOrder({
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makerAssetData: encodeDydxBridgeAssetData({
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accountId,
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depositRate: 0,
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}),
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});
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const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
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expect(fillableTakerAssetAmount).to.bignumber.eq(order.takerAssetAmount);
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});
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it('validates a perpetually solvent order', async () => {
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// This account is not very well collateralized, but the deposit rate
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// will keep the collateralization ratio the same or better.
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const accountId = randomAccountId();
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await depositAndWithdrawAsync(makerAddress, accountId, 1, 0);
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const order = _createOrder({
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makerAssetData: encodeDydxBridgeAssetData({
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accountId,
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depositRate: minMarginRatio,
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}),
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});
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const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
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expect(fillableTakerAssetAmount).to.bignumber.eq(order.takerAssetAmount);
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});
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it('validates a partially solvent order with an inadequate deposit', async () => {
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// This account is not very well collateralized and the deposit rate is
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// also too low to sustain the collateralization ratio for the full order.
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const accountId = randomAccountId();
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await depositAndWithdrawAsync(makerAddress, accountId, 1, 0);
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const order = _createOrder({
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makerAssetData: encodeDydxBridgeAssetData({
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accountId,
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depositRate: minMarginRatio * 0.95,
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}),
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});
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const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
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expect(fillableTakerAssetAmount).to.bignumber.gt(0);
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expect(fillableTakerAssetAmount).to.bignumber.lt(order.takerAssetAmount);
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});
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it('validates a partially solvent order with no deposit', async () => {
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// This account is not very well collateralized and there is no deposit
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// to keep the collateralization ratio up.
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const accountId = randomAccountId();
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await depositAndWithdrawAsync(makerAddress, accountId, 1, 0);
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const order = _createOrder({
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makerAssetData: encodeDydxBridgeAssetData({
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accountId,
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depositRate: 0,
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}),
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});
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const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
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expect(fillableTakerAssetAmount).to.bignumber.gt(0);
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expect(fillableTakerAssetAmount).to.bignumber.lt(order.takerAssetAmount);
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});
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// TODO(dorothy-zbornak): We can't actually create an account that's below
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// the margin ratio without replacing the price oracles.
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it('invalidates a virtually insolvent order', async () => {
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// This account has a collateralization ratio JUST above the
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// minimum margin ratio, so it can only withdraw nearly zero maker tokens.
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const accountId = randomAccountId();
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await depositAndWithdrawAsync(makerAddress, accountId, 1, 1 / (minMarginRatio + 3e-4));
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const order = _createOrder({
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makerAssetData: encodeDydxBridgeAssetData({
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accountId,
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depositRate: 0,
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}),
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});
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const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
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// Price fluctuations will cause this to be a little above zero, so we
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// don't compare to zero.
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expect(fillableTakerAssetAmount).to.bignumber.lt(fromTokenUnitAmount(1e-3, DAI_DECIMALS));
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});
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const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
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expect(fillableTakerAssetAmount).to.bignumber.eq(order.takerAssetAmount);
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});
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it.only('validates a perpetually solvent order', async () => {
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// This account is not very well collateralized, but the deposit rate
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// will keep the collateralization ratio the same or better.
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const accountId = randomAccountId();
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await depositAndWithdrawAsync(accountId, 1, 0);
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const order = createOrder({
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makerAssetData: encodeDydxBridgeAssetData({
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accountId,
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depositRate: minMarginRatio,
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}),
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});
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const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
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expect(fillableTakerAssetAmount).to.bignumber.eq(order.takerAssetAmount);
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});
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describe('USDC -> DAI', () => {
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const makerAddress = CHONKY_USDC_WALLET;
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function _createOrder(fields: Partial<Order> = {}): Order {
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return createOrder({
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makerAddress,
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takerAssetData: encodeERC20AssetData(USDC_ADDRESS),
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makerAssetData: encodeDydxBridgeAssetData({
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fromToken: USDC_ADDRESS,
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toToken: DAI_ADDRESS,
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}),
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makerAssetAmount: fromTokenUnitAmount(100, DAI_DECIMALS),
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takerAssetAmount: fromTokenUnitAmount(100, USDC_DECIMALS),
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...fields,
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});
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}
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it('validates a partially solvent order with an inadequate deposit', async () => {
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// This account is not very well collateralized and the deposit rate is
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// also too low to sustain the collateralization ratio for the full order.
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const accountId = randomAccountId();
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await depositAndWithdrawAsync(accountId, 1, 0);
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const order = createOrder({
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makerAssetData: encodeDydxBridgeAssetData({
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accountId,
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depositRate: minMarginRatio * 0.95,
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}),
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it('validates a fully solvent order', async () => {
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// This account is collateralized enough to fill the order with just
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// withdraws.
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const accountId = randomAccountId();
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await depositAndWithdrawAsync(makerAddress, accountId, 200, 0);
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const order = _createOrder({
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makerAssetData: encodeDydxBridgeAssetData({
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accountId,
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depositRate: 0,
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fromToken: USDC_ADDRESS,
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toToken: DAI_ADDRESS,
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}),
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});
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const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
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expect(fillableTakerAssetAmount).to.bignumber.eq(order.takerAssetAmount);
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});
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const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
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expect(fillableTakerAssetAmount).to.bignumber.gt(0);
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expect(fillableTakerAssetAmount).to.bignumber.lt(order.takerAssetAmount);
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});
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it('validates a partially solvent order with no deposit', async () => {
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// This account is not very well collateralized and there is no deposit
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// to keep the collateralization ratio up.
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const accountId = randomAccountId();
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await depositAndWithdrawAsync(accountId, 1, 0);
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const order = createOrder({
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makerAssetData: encodeDydxBridgeAssetData({
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accountId,
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depositRate: 0,
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}),
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it('validates a perpetually solvent order', async () => {
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// This account is not very well collateralized, but the deposit rate
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// will keep the collateralization ratio the same or better.
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const accountId = randomAccountId();
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await depositAndWithdrawAsync(makerAddress, accountId, 1, 0);
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const order = _createOrder({
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makerAssetData: encodeDydxBridgeAssetData({
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accountId,
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depositRate: minMarginRatio,
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fromToken: USDC_ADDRESS,
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toToken: DAI_ADDRESS,
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}),
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});
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const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
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expect(fillableTakerAssetAmount).to.bignumber.eq(order.takerAssetAmount);
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});
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const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
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expect(fillableTakerAssetAmount).to.bignumber.gt(0);
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expect(fillableTakerAssetAmount).to.bignumber.lt(order.takerAssetAmount);
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});
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// TODO(dorothy-zbornak): We can't actually create an account that's below
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// the margin ratio without replacing the price oracles.
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it('invalidates a virtually insolvent order', async () => {
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// This account has a collateralization ratio JUST above the
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// minimum margin ratio, so it can only withdraw nearly zero maker tokens.
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const accountId = randomAccountId();
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await depositAndWithdrawAsync(accountId, 1, 1 / (minMarginRatio + 3e-4));
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const order = createOrder({
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makerAssetData: encodeDydxBridgeAssetData({
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accountId,
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depositRate: 0,
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}),
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it('validates a partially solvent order with an inadequate deposit', async () => {
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// This account is not very well collateralized and the deposit rate is
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// also too low to sustain the collateralization ratio for the full order.
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const accountId = randomAccountId();
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await depositAndWithdrawAsync(makerAddress, accountId, 1, 0);
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const order = _createOrder({
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makerAssetData: encodeDydxBridgeAssetData({
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accountId,
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depositRate: minMarginRatio * 0.95,
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fromToken: USDC_ADDRESS,
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toToken: DAI_ADDRESS,
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}),
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});
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const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
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expect(fillableTakerAssetAmount).to.bignumber.gt(0);
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expect(fillableTakerAssetAmount).to.bignumber.lt(order.takerAssetAmount);
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});
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it('validates a partially solvent order with no deposit', async () => {
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// This account is not very well collateralized and there is no deposit
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// to keep the collateralization ratio up.
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const accountId = randomAccountId();
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await depositAndWithdrawAsync(makerAddress, accountId, 1, 0);
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const order = _createOrder({
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makerAssetData: encodeDydxBridgeAssetData({
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accountId,
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depositRate: 0,
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fromToken: USDC_ADDRESS,
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toToken: DAI_ADDRESS,
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}),
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});
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const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
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expect(fillableTakerAssetAmount).to.bignumber.gt(0);
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expect(fillableTakerAssetAmount).to.bignumber.lt(order.takerAssetAmount);
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});
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// TODO(dorothy-zbornak): We can't actually create an account that's below
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// the margin ratio without replacing the price oracles.
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it('invalidates a virtually insolvent order', async () => {
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// This account has a collateralization ratio JUST above the
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// minimum margin ratio, so it can only withdraw nearly zero maker tokens.
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const accountId = randomAccountId();
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await depositAndWithdrawAsync(makerAddress, accountId, 1, 1 / (minMarginRatio + 3e-4));
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const order = _createOrder({
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makerAssetData: encodeDydxBridgeAssetData({
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accountId,
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depositRate: 0,
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fromToken: USDC_ADDRESS,
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toToken: DAI_ADDRESS,
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}),
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});
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const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
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// Price fluctuations will cause this to be a little above zero, so we
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// don't compare to zero.
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expect(fillableTakerAssetAmount).to.bignumber.lt(fromTokenUnitAmount(1e-3, USDC_DECIMALS));
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});
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const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
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// Price fluctuations will cause this to be a little above zero, so we
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// don't compare to zero.
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expect(fillableTakerAssetAmount).to.bignumber.lt(fromTokenUnitAmount(1e-7, DAI_DECIMALS));
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});
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});
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