import { ERC20ProxyContract, ERC20Wrapper } from '@0x/contracts-asset-proxy'; import { DummyERC20TokenContract } from '@0x/contracts-erc20'; import { blockchainTests, expect } from '@0x/contracts-test-utils'; import { StakingRevertErrors } from '@0x/order-utils'; import { BigNumber } from '@0x/utils'; import * as _ from 'lodash'; import { Simulation } from './utils/Simulation'; import { StakingWrapper } from './utils/staking_wrapper'; // tslint:disable:no-unnecessary-type-assertion blockchainTests('End-To-End Simulations', env => { /* // constants const ZRX_TOKEN_DECIMALS = new BigNumber(18); const PPM_ONE = 1e6; // tokens & addresses let accounts: string[]; let owner: string; let exchange: string; let users: string[]; let zrxTokenContract: DummyERC20TokenContract; let erc20ProxyContract: ERC20ProxyContract; // wrappers let stakingWrapper: StakingWrapper; let erc20Wrapper: ERC20Wrapper; // tests before(async () => { // create accounts accounts = await env.web3Wrapper.getAvailableAddressesAsync(); owner = accounts[0]; exchange = accounts[1]; users = accounts.slice(2); users = [...users]; // deploy erc20 proxy erc20Wrapper = new ERC20Wrapper(env.provider, accounts, owner); erc20ProxyContract = await erc20Wrapper.deployProxyAsync(); // deploy zrx token [zrxTokenContract] = await erc20Wrapper.deployDummyTokensAsync(1, ZRX_TOKEN_DECIMALS); await erc20Wrapper.setBalancesAndAllowancesAsync(); // deploy staking contracts stakingWrapper = new StakingWrapper(env.provider, owner, erc20ProxyContract, zrxTokenContract, accounts); await stakingWrapper.deployAndConfigureContractsAsync(); }); blockchainTests.resets('Simulations', () => { it('Should successfully simulate (no delegators / no shadow balances)', async () => { // @TODO - get computations more accurate const simulationParams = { users, numberOfPools: 3, poolOperatorShares: [100, 100, 100].map(v => (v / 100) * PPM_ONE), stakeByPoolOperator: [ StakingWrapper.toBaseUnitAmount(42), StakingWrapper.toBaseUnitAmount(84), StakingWrapper.toBaseUnitAmount(97), ], numberOfMakers: 6, numberOfMakersPerPool: [1, 2, 3], protocolFeesByMaker: [ // pool 1 StakingWrapper.toBaseUnitAmount(0.304958), // pool 2 StakingWrapper.toBaseUnitAmount(3.2), StakingWrapper.toBaseUnitAmount(12.123258), // pool 3 StakingWrapper.toBaseUnitAmount(23.577), StakingWrapper.toBaseUnitAmount(4.54522236), StakingWrapper.toBaseUnitAmount(0), ], numberOfDelegators: 0, numberOfDelegatorsPerPool: [0, 0, 0], stakeByDelegator: [], delegateInNextEpoch: false, // no shadow eth withdrawByUndelegating: false, // profits are withdrawn without undelegating expectedFeesByPool: [ StakingWrapper.toBaseUnitAmount(0.304958), StakingWrapper.toBaseUnitAmount(15.323258), StakingWrapper.toBaseUnitAmount(28.12222236), ], expectedPayoutByPool: [ new BigNumber('4.7567723629327287936195903273616'), new BigNumber('16.281305003949353165639885849565'), new BigNumber('20.310284473430148345239837590322'), ], expectedPayoutByPoolOperator: [ new BigNumber('4.7567723629327287936195903273616'), new BigNumber('16.281305003949353165639885849565'), new BigNumber('20.310284473430148345239837590322'), ], expectedMembersPayoutByPool: [new BigNumber('0'), new BigNumber('0'), new BigNumber('0')], expectedPayoutByDelegator: [], exchangeAddress: exchange, }; const simulator = new Simulation(stakingWrapper, simulationParams); await simulator.runAsync(); }); it('Should successfully simulate (delegators withdraw by undelegating / no shadow balances)', async () => { // @TODO - get computations more accurate \ // the expected payouts were computed by hand // @TODO - get computations more accurate Pool | Total Fees | Total Stake | Total Delegated Stake | Total Stake (Weighted) | Payout 0 | 0.304958 | 42 | 0 | 42 | 3.0060373... 1 | 15.323258 | 84 | 0 | 84 | 3 | 28.12222236 | 97 | 182 | 260.8 ... Cumulative Fees = 43.75043836 Cumulative Weighted Stake = 386.8 Total Rewards = 43.75043836 const simulationParams = { users, numberOfPools: 3, poolOperatorShares: [39, 59, 43].map(v => (v / 100) * PPM_ONE), stakeByPoolOperator: [ StakingWrapper.toBaseUnitAmount(42), StakingWrapper.toBaseUnitAmount(84), StakingWrapper.toBaseUnitAmount(97), ], numberOfMakers: 6, numberOfMakersPerPool: [1, 2, 3], protocolFeesByMaker: [ // pool 1 StakingWrapper.toBaseUnitAmount(0.304958), // pool 2 StakingWrapper.toBaseUnitAmount(3.2), StakingWrapper.toBaseUnitAmount(12.123258), // pool 3 StakingWrapper.toBaseUnitAmount(23.577), StakingWrapper.toBaseUnitAmount(4.54522236), StakingWrapper.toBaseUnitAmount(0), ], numberOfDelegators: 3, numberOfDelegatorsPerPool: [0, 0, 3], stakeByDelegator: [ StakingWrapper.toBaseUnitAmount(17), StakingWrapper.toBaseUnitAmount(75), StakingWrapper.toBaseUnitAmount(90), ], delegateInNextEpoch: false, // delegated stake is included in payout computation + no shadow ether withdrawByUndelegating: false, // profits are withdrawn without undelegating expectedFeesByPool: [ StakingWrapper.toBaseUnitAmount(0.304958), StakingWrapper.toBaseUnitAmount(15.323258), StakingWrapper.toBaseUnitAmount(28.12222236), ], expectedPayoutByPool: [ new BigNumber('3.0060373101095302067028699237670'), new BigNumber('10.288953635983966866289393130525'), new BigNumber('29.264731802500529663161540874979'), ], expectedPayoutByPoolOperator: [ new BigNumber('1.1723545509427168206625812850596'), new BigNumber('6.0704826452305401312658116198463'), new BigNumber('12.583834675075227560217188236544'), ], expectedMembersPayoutByPool: [ new BigNumber('1.8336827591668133860402886387074'), new BigNumber('4.2184709907534267350235815106787'), new BigNumber('16.680897127425302102944352638435'), ], expectedPayoutByDelegator: [ // note that the on-chain values may be slightly different due to rounding down on each entry // there is a carry over between calls, which we account for here. the result is that delegators // who withdraw later on will scoop up any rounding spillover from those who have already withdrawn. new BigNumber('1.0163987496997496894870114443624'), new BigNumber('4.4841121310283074536191681368932'), new BigNumber('5.3809345572339689443430017642717'), ], exchangeAddress: exchange, }; const simulator = new Simulation(stakingWrapper, simulationParams); await simulator.runAsync(); }); it('Should successfully simulate (delegators withdraw by undelegating / includes shadow balances / delegators enter after reward payouts)', async () => { // @TODO - get computations more accurate Pool | Total Fees | Total Stake | Total Delegated Stake | Total Stake (Scaled) 0 | 0.304958 | 42 | 0 | 42 1 | 15.323258 | 84 | 0 | 84 3 | 28.12222236 | 97 | 182 | 260.8 ... Cumulative Fees = 43.75043836 Cumulative Weighted Stake = 386.8 Total Rewards = 43.75043836 // In this case, there was already a pot of ETH in the delegator pool that nobody had claimed. // The first delegator got to claim it all. This is due to the necessary conservation of payouts. // When a new delegator arrives, their new stake should not affect existing delegator payouts. // In this case, there was unclaimed $$ in the delegator pool - which is claimed by the first delegator. const simulationParams = { users, numberOfPools: 3, poolOperatorShares: [39, 59, 43].map(v => (v / 100) * PPM_ONE), stakeByPoolOperator: [ StakingWrapper.toBaseUnitAmount(42), StakingWrapper.toBaseUnitAmount(84), StakingWrapper.toBaseUnitAmount(97), ], numberOfMakers: 6, numberOfMakersPerPool: [1, 2, 3], protocolFeesByMaker: [ // pool 1 StakingWrapper.toBaseUnitAmount(0.304958), // pool 2 StakingWrapper.toBaseUnitAmount(3.2), StakingWrapper.toBaseUnitAmount(12.123258), // pool 3 StakingWrapper.toBaseUnitAmount(23.577), StakingWrapper.toBaseUnitAmount(4.54522236), StakingWrapper.toBaseUnitAmount(0), ], numberOfDelegators: 3, numberOfDelegatorsPerPool: [0, 0, 3], stakeByDelegator: [ StakingWrapper.toBaseUnitAmount(17), StakingWrapper.toBaseUnitAmount(75), StakingWrapper.toBaseUnitAmount(90), ], delegateInNextEpoch: true, // delegated stake is included in payout computation + forces shadow eth withdrawByUndelegating: true, // profits are withdrawn as result of undelegating expectedFeesByPool: [ StakingWrapper.toBaseUnitAmount(0.304958), StakingWrapper.toBaseUnitAmount(15.323258), StakingWrapper.toBaseUnitAmount(28.12222236), ], expectedPayoutByPool: [ new BigNumber('4.7567723629327287476569912989141'), new BigNumber('16.281305003949352312532097047985'), new BigNumber('20.310284473430147203349271380151'), ], expectedPayoutByPoolOperator: [ new BigNumber('1.8551412215437642749591650093188'), new BigNumber('9.6059699523301173582693060410895'), new BigNumber('8.7334223235749631621465139389311'), ], expectedMembersPayoutByPool: [ new BigNumber('2.9016311413889644726978262895953'), new BigNumber('6.6753350516192349542627910068955'), new BigNumber('11.576862149855184041202757441220'), ], expectedPayoutByDelegator: [new BigNumber(0), new BigNumber(0), new BigNumber(0)], exchangeAddress: exchange, }; const simulator = new Simulation(stakingWrapper, simulationParams); await simulator.runAsync(); }); it('Should successfully simulate (delegators withdraw without undelegating / includes shadow balances / delegators enter after reward payouts)', async () => { // @TODO - get computations more accurate Pool | Total Fees | Total Stake | Total Delegated Stake | Total Stake (Scaled) 0 | 0.304958 | 42 | 0 | 42 1 | 15.323258 | 84 | 0 | 84 3 | 28.12222236 | 97 | 182 | 260.8 ... Cumulative Fees = 43.75043836 Cumulative Weighted Stake = 386.8 Total Rewards = 43.75043836 // In this case, there was already a pot of ETH in the delegator pool that nobody had claimed. // The first delegator got to claim it all. This is due to the necessary conservation of payouts. // When a new delegator arrives, their new stake should not affect existing delegator payouts. // In this case, there was unclaimed $$ in the delegator pool - which is claimed by the first delegator. const simulationParams = { users, numberOfPools: 3, poolOperatorShares: [39, 59, 43].map(v => (v / 100) * PPM_ONE), stakeByPoolOperator: [ StakingWrapper.toBaseUnitAmount(42), StakingWrapper.toBaseUnitAmount(84), StakingWrapper.toBaseUnitAmount(97), ], numberOfMakers: 6, numberOfMakersPerPool: [1, 2, 3], protocolFeesByMaker: [ // pool 1 StakingWrapper.toBaseUnitAmount(0.304958), // pool 2 StakingWrapper.toBaseUnitAmount(3.2), StakingWrapper.toBaseUnitAmount(12.123258), // pool 3 StakingWrapper.toBaseUnitAmount(23.577), StakingWrapper.toBaseUnitAmount(4.54522236), StakingWrapper.toBaseUnitAmount(0), ], numberOfDelegators: 3, numberOfDelegatorsPerPool: [0, 0, 3], stakeByDelegator: [ StakingWrapper.toBaseUnitAmount(17), StakingWrapper.toBaseUnitAmount(75), StakingWrapper.toBaseUnitAmount(90), ], delegateInNextEpoch: true, // delegated stake is included in payout computation + forces shadow eth withdrawByUndelegating: false, // profits are withdrawn without undelegating expectedFeesByPool: [ StakingWrapper.toBaseUnitAmount(0.304958), StakingWrapper.toBaseUnitAmount(15.323258), StakingWrapper.toBaseUnitAmount(28.12222236), ], expectedPayoutByPool: [ new BigNumber('4.7567723629327287476569912989141'), new BigNumber('16.281305003949352312532097047985'), new BigNumber('20.310284473430147203349271380151'), ], expectedPayoutByPoolOperator: [ new BigNumber('1.8551412215437642749591650093188'), new BigNumber('9.6059699523301173582693060410895'), new BigNumber('8.7334223235749631621465139389311'), ], expectedMembersPayoutByPool: [ new BigNumber('2.9016311413889644726978262895953'), new BigNumber('6.6753350516192349542627910068955'), new BigNumber('11.576862149855184041202757441220'), ], expectedPayoutByDelegator: [new BigNumber(0), new BigNumber(0), new BigNumber(0)], exchangeAddress: exchange, }; const simulator = new Simulation(stakingWrapper, simulationParams); await simulator.runAsync(); }); it('Should not be able to record a protocol fee from an unknown exchange', async () => { const makerAddress = users[1]; const protocolFee = new BigNumber(1); // TODO(jalextowle) I need to update this test when I make my PR on adding protocol fees to the Staking contracts const revertError = new StakingRevertErrors.OnlyCallableByExchangeError(owner); const tx = stakingWrapper.payProtocolFeeAsync(makerAddress, makerAddress, protocolFee, protocolFee, owner); await expect(tx).to.revertWith(revertError); }); }); */ }); // tslint:enable:no-unnecessary-type-assertion