@0x/contracts-integrations: Add DydxBridge validation integration tests.
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Lawrence Forman
parent
bd9c9cedca
commit
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@ -35,6 +35,10 @@
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{
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"note": "Add DydxBridge validation",
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"pr": 2466
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},
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{
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"note": "Add DevUtils DydxBridge validation mainnet tests",
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"pr": 2466
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}
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],
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"timestamp": 1581204851
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@ -0,0 +1,323 @@
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import {
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artifacts as assetProxyArtifacts,
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DydxBridgeActionType,
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DydxBridgeContract,
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DydxBridgeData,
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dydxBridgeDataEncoder,
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encodeERC20AssetData,
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encodeERC20BridgeAssetData,
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IDydxContract,
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} from '@0x/contracts-asset-proxy';
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import { artifacts as devUtilsArtifacts, DevUtilsContract } from '@0x/contracts-dev-utils';
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import { ERC20TokenContract } from '@0x/contracts-erc20';
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import { blockchainTests, constants, expect, Numberish } from '@0x/contracts-test-utils';
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import { Order } from '@0x/types';
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import { BigNumber, fromTokenUnitAmount, hexUtils, toTokenUnitAmount } from '@0x/utils';
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import { contractAddresses } from '../mainnet_fork_utils';
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enum DydxActionType {
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Deposit = 0,
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Withdraw = 1,
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}
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enum DydxAssetDenomination {
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Wei = 0,
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Par = 1,
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}
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enum DydxAssetReference {
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Delta = 0,
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Target = 1,
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}
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const MAKER_ADDRESS = '0x3a9F7C8cA36C42d7035E87C3304eE5cBd353a532';
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blockchainTests.config = {
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fork: {
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unlockedAccounts: [MAKER_ADDRESS],
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},
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};
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blockchainTests.fork('DevUtils dydx order validation tests', env => {
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const { ZERO_AMOUNT: ZERO } = constants;
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const SIGNATURE = '0x01'; // Invalid signature. Doesn't matter.
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const DAI_ADDRESS = '0x6B175474E89094C44Da98b954EedeAC495271d0F';
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const USDC_ADDRESS = '0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48';
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const DYDX_ADDRESS = '0x1E0447b19BB6EcFdAe1e4AE1694b0C3659614e4e';
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const TOKEN_INFO: { [addr: string]: { decimals: number; marketId: number } } = {
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[DAI_ADDRESS]: {
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decimals: 18,
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marketId: 3,
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},
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[USDC_ADDRESS]: {
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decimals: 6,
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marketId: 2,
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},
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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 devUtils: DevUtilsContract;
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let accountOwner: string;
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let minMarginRatio: number;
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before(async () => {
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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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bridge = await DydxBridgeContract.deployFrom0xArtifactAsync(
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assetProxyArtifacts.DydxBridge,
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env.provider,
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env.txDefaults,
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{},
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);
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devUtils = await DevUtilsContract.deployWithLibrariesFrom0xArtifactAsync(
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devUtilsArtifacts.DevUtils,
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devUtilsArtifacts,
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env.provider,
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env.txDefaults,
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devUtilsArtifacts,
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contractAddresses.exchange,
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contractAddresses.chaiBridge,
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bridge.address,
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);
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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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await dydx
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.setOperators([{ operator: bridge.address, trusted: true }])
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.awaitTransactionSuccessAsync({ from: MAKER_ADDRESS });
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});
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async function depositAndWithdrawAsync(
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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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await dydx
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.operate(
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[{ owner: MAKER_ADDRESS, number: accountId }],
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[
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...(depositSize > 0
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? [
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{
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actionType: DydxActionType.Deposit,
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accountIdx: ZERO,
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amount: {
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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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},
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primaryMarketId: new BigNumber(DAI_MARKET_ID),
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secondaryMarketId: new BigNumber(constants.NULL_ADDRESS),
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otherAddress: MAKER_ADDRESS,
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otherAccountIdx: ZERO,
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data: constants.NULL_BYTES,
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},
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]
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: []),
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...(withdrawSize > 0
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? [
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{
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actionType: DydxActionType.Withdraw,
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accountIdx: ZERO,
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amount: {
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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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},
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primaryMarketId: new BigNumber(USDC_MARKET_ID),
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secondaryMarketId: new BigNumber(constants.NULL_ADDRESS),
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otherAddress: MAKER_ADDRESS,
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otherAccountIdx: ZERO,
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data: constants.NULL_BYTES,
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},
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]
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: []),
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],
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)
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.awaitTransactionSuccessAsync({ from: MAKER_ADDRESS });
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}
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const SECONDS_IN_ONE_YEAR = 365 * 24 * 60 * 60;
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function createOrder(fields: Partial<Order> = {}): Order {
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return {
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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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takerAddress: constants.NULL_ADDRESS,
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senderAddress: constants.NULL_ADDRESS,
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feeRecipientAddress: constants.NULL_ADDRESS,
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salt: new BigNumber(hexUtils.random()),
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makerAssetAmount: fromTokenUnitAmount(100, USDC_DECIMALS),
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takerAssetAmount: fromTokenUnitAmount(200, DAI_DECIMALS),
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makerFee: ZERO,
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takerFee: ZERO,
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makerAssetData: encodeDydxBridgeAssetData(),
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takerAssetData: encodeERC20AssetData(DAI_ADDRESS),
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makerFeeAssetData: constants.NULL_BYTES,
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takerFeeAssetData: constants.NULL_BYTES,
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...fields,
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};
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}
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function encodeDydxBridgeAssetData(
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fields: Partial<{
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fromToken: string;
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toToken: string;
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depositRate: number;
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withdrawRate: number;
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accountId: BigNumber;
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}> = {},
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): string {
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const { fromToken, toToken, depositRate, withdrawRate, accountId } = {
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fromToken: DAI_ADDRESS,
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toToken: USDC_ADDRESS,
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depositRate: 1,
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withdrawRate: 1,
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accountId: ZERO,
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...fields,
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};
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const fromTokenMarketId = new BigNumber(TOKEN_INFO[fromToken].marketId);
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const toTokenMarketId = new BigNumber(TOKEN_INFO[toToken].marketId);
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const bridgeData: DydxBridgeData = {
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accountNumbers: [accountId],
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actions: [
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...(depositRate > 0
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? [
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{
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actionType: DydxBridgeActionType.Deposit,
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accountIdx: ZERO,
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marketId: fromTokenMarketId,
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...createConversionFraction(toToken, fromToken, depositRate),
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},
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]
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: []),
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...(withdrawRate > 0
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? [
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{
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actionType: DydxBridgeActionType.Withdraw,
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accountIdx: ZERO,
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marketId: toTokenMarketId,
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...createConversionFraction(toToken, toToken, withdrawRate),
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},
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]
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: []),
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],
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};
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return encodeERC20BridgeAssetData(toToken, bridge.address, dydxBridgeDataEncoder.encode({ bridgeData }));
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}
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// Create fraction with default 18 decimal precision.
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function createConversionFraction(
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fromToken: string,
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toToken: string,
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rate: number,
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): {
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conversionRateNumerator: BigNumber;
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conversionRateDenominator: BigNumber;
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} {
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const fromDecimals = TOKEN_INFO[fromToken].decimals;
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const toDecimals = TOKEN_INFO[toToken].decimals;
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return {
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conversionRateNumerator: fromTokenUnitAmount(rate, toDecimals),
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conversionRateDenominator: fromTokenUnitAmount(1, fromDecimals),
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};
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}
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function randomAccountId(): BigNumber {
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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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});
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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(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(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(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(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-7, DAI_DECIMALS));
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});
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});
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@ -1,4 +1,13 @@
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[
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{
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"version": "5.3.0",
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"changes": [
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{
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"note": "Add `blockchainTests.config`",
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"pr": 2466
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}
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]
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},
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{
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"timestamp": 1581748629,
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"version": "5.1.5",
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