2019-09-22 12:07:46 -04:00

609 lines
26 KiB
TypeScript

import {
blockchainTests,
constants,
expect,
filterLogsToArguments,
hexRandom,
Numberish,
} from '@0x/contracts-test-utils';
import { StakingRevertErrors } from '@0x/order-utils';
import { BigNumber } from '@0x/utils';
import { LogEntry } from 'ethereum-types';
import * as _ from 'lodash';
import {
artifacts,
IStakingEventsEpochEndedEventArgs,
IStakingEventsEpochFinalizedEventArgs,
IStakingEventsEvents,
IStakingEventsRewardsPaidEventArgs,
TestFinalizerContract,
TestFinalizerDepositIntoStakingPoolRewardVaultCallEventArgs,
TestFinalizerEvents,
} from '../../src';
import { getRandomInteger, toBaseUnitAmount } from '../utils/number_utils';
blockchainTests.resets.only('finalization tests', env => {
const { ONE_ETHER, ZERO_AMOUNT } = constants;
const INITIAL_EPOCH = 0;
const INITIAL_BALANCE = toBaseUnitAmount(32);
let senderAddress: string;
let testContract: TestFinalizerContract;
before(async () => {
[senderAddress] = await env.getAccountAddressesAsync();
testContract = await TestFinalizerContract.deployFrom0xArtifactAsync(
artifacts.TestFinalizer,
env.provider,
env.txDefaults,
artifacts,
);
// Give the contract a balance.
await sendEtherAsync(testContract.address, INITIAL_BALANCE);
});
async function sendEtherAsync(to: string, amount: Numberish): Promise<void> {
await env.web3Wrapper.awaitTransactionSuccessAsync(
await env.web3Wrapper.sendTransactionAsync({
from: senderAddress,
to,
value: new BigNumber(amount),
}),
);
}
interface ActivePoolOpts {
poolId: string;
operatorShare: number;
feesCollected: Numberish;
membersStake: Numberish;
weightedStake: Numberish;
}
async function addActivePoolAsync(opts?: Partial<ActivePoolOpts>): Promise<ActivePoolOpts> {
const _opts = {
poolId: hexRandom(),
operatorShare: Math.floor(Math.random() * constants.PPM_DENOMINATOR) / constants.PPM_DENOMINATOR,
feesCollected: getRandomInteger(0, ONE_ETHER),
membersStake: getRandomInteger(0, ONE_ETHER),
weightedStake: getRandomInteger(0, ONE_ETHER),
...opts,
};
await testContract.addActivePool.awaitTransactionSuccessAsync(
_opts.poolId,
new BigNumber(_opts.operatorShare * constants.PPM_DENOMINATOR).integerValue(),
new BigNumber(_opts.feesCollected),
new BigNumber(_opts.membersStake),
new BigNumber(_opts.weightedStake),
);
return _opts;
}
interface FinalizationState {
balance: Numberish;
currentEpoch: number;
closingEpoch: number;
numActivePoolsThisEpoch: number;
totalFeesCollectedThisEpoch: Numberish;
totalWeightedStakeThisEpoch: Numberish;
unfinalizedPoolsRemaining: number;
unfinalizedRewardsAvailable: Numberish;
unfinalizedTotalFeesCollected: Numberish;
unfinalizedTotalWeightedStake: Numberish;
}
async function getFinalizationStateAsync(): Promise<FinalizationState> {
const r = await testContract.getFinalizationState.callAsync();
return {
balance: r[0],
currentEpoch: r[1].toNumber(),
closingEpoch: r[2].toNumber(),
numActivePoolsThisEpoch: r[3].toNumber(),
totalFeesCollectedThisEpoch: r[4],
totalWeightedStakeThisEpoch: r[5],
unfinalizedPoolsRemaining: r[6].toNumber(),
unfinalizedRewardsAvailable: r[7],
unfinalizedTotalFeesCollected: r[8],
unfinalizedTotalWeightedStake: r[9],
};
}
async function assertFinalizationStateAsync(
expected: Partial<FinalizationState>,
): Promise<void> {
const actual = await getFinalizationStateAsync();
if (expected.balance !== undefined) {
expect(actual.balance).to.bignumber.eq(expected.balance);
}
if (expected.currentEpoch !== undefined) {
expect(actual.currentEpoch).to.eq(expected.currentEpoch);
}
if (expected.closingEpoch !== undefined) {
expect(actual.closingEpoch).to.eq(expected.closingEpoch);
}
if (expected.numActivePoolsThisEpoch !== undefined) {
expect(actual.numActivePoolsThisEpoch)
.to.eq(expected.numActivePoolsThisEpoch);
}
if (expected.totalFeesCollectedThisEpoch !== undefined) {
expect(actual.totalFeesCollectedThisEpoch)
.to.bignumber.eq(expected.totalFeesCollectedThisEpoch);
}
if (expected.totalWeightedStakeThisEpoch !== undefined) {
expect(actual.totalWeightedStakeThisEpoch)
.to.bignumber.eq(expected.totalWeightedStakeThisEpoch);
}
if (expected.unfinalizedPoolsRemaining !== undefined) {
expect(actual.unfinalizedPoolsRemaining)
.to.eq(expected.unfinalizedPoolsRemaining);
}
if (expected.unfinalizedRewardsAvailable !== undefined) {
expect(actual.unfinalizedRewardsAvailable)
.to.bignumber.eq(expected.unfinalizedRewardsAvailable);
}
if (expected.unfinalizedTotalFeesCollected !== undefined) {
expect(actual.unfinalizedTotalFeesCollected)
.to.bignumber.eq(expected.unfinalizedTotalFeesCollected);
}
if (expected.unfinalizedTotalFeesCollected !== undefined) {
expect(actual.unfinalizedTotalFeesCollected)
.to.bignumber.eq(expected.unfinalizedTotalFeesCollected);
}
}
function assertEpochEndedEvent(
logs: LogEntry[],
args: Partial<IStakingEventsEpochEndedEventArgs>,
): void {
const events = filterLogsToArguments<IStakingEventsEpochEndedEventArgs>(
logs,
IStakingEventsEvents.EpochEnded,
);
expect(events.length).to.eq(1);
if (args.epoch !== undefined) {
expect(events[0].epoch).to.bignumber.eq(INITIAL_EPOCH);
}
if (args.numActivePools !== undefined) {
expect(events[0].numActivePools).to.bignumber.eq(args.numActivePools);
}
if (args.rewardsAvailable !== undefined) {
expect(events[0].rewardsAvailable).to.bignumber.eq(args.rewardsAvailable);
}
if (args.totalFeesCollected !== undefined) {
expect(events[0].totalFeesCollected).to.bignumber.eq(args.totalFeesCollected);
}
if (args.totalWeightedStake !== undefined) {
expect(events[0].totalWeightedStake).to.bignumber.eq(args.totalWeightedStake);
}
}
function assertEpochFinalizedEvent(
logs: LogEntry[],
args: Partial<IStakingEventsEpochFinalizedEventArgs>,
): void {
const events = getEpochFinalizedEvents(logs);
expect(events.length).to.eq(1);
if (args.epoch !== undefined) {
expect(events[0].epoch).to.bignumber.eq(args.epoch);
}
if (args.rewardsPaid !== undefined) {
expect(events[0].rewardsPaid).to.bignumber.eq(args.rewardsPaid);
}
if (args.rewardsRemaining !== undefined) {
expect(events[0].rewardsRemaining).to.bignumber.eq(args.rewardsRemaining);
}
}
function assertDepositIntoStakingPoolRewardVaultCallEvent(
logs: LogEntry[],
amount?: Numberish,
): void {
const events = filterLogsToArguments<TestFinalizerDepositIntoStakingPoolRewardVaultCallEventArgs>(
logs,
TestFinalizerEvents.DepositIntoStakingPoolRewardVaultCall,
);
expect(events.length).to.eq(1);
if (amount !== undefined) {
expect(events[0].amount).to.bignumber.eq(amount);
}
}
function getEpochFinalizedEvents(logs: LogEntry[]): IStakingEventsEpochFinalizedEventArgs[] {
return filterLogsToArguments<IStakingEventsEpochFinalizedEventArgs>(
logs,
IStakingEventsEvents.EpochFinalized,
);
}
function getRewardsPaidEvents(logs: LogEntry[]): IStakingEventsRewardsPaidEventArgs[] {
return filterLogsToArguments<IStakingEventsRewardsPaidEventArgs>(
logs,
IStakingEventsEvents.RewardsPaid,
);
}
async function getCurrentEpochAsync(): Promise<number> {
return (await testContract.getCurrentEpoch.callAsync()).toNumber();
}
describe('endEpoch()', () => {
it('advances the epoch', async () => {
await testContract.endEpoch.awaitTransactionSuccessAsync();
const currentEpoch = await testContract.getCurrentEpoch.callAsync();
expect(currentEpoch).to.bignumber.eq(INITIAL_EPOCH + 1);
});
it('emits an `EpochEnded` event', async () => {
const receipt = await testContract.endEpoch.awaitTransactionSuccessAsync();
assertEpochEndedEvent(
receipt.logs,
{
epoch: new BigNumber(INITIAL_EPOCH),
numActivePools: ZERO_AMOUNT,
rewardsAvailable: INITIAL_BALANCE,
totalFeesCollected: ZERO_AMOUNT,
totalWeightedStake: ZERO_AMOUNT,
},
);
});
it('immediately finalizes if there are no active pools', async () => {
const receipt = await testContract.endEpoch.awaitTransactionSuccessAsync();
assertEpochFinalizedEvent(
receipt.logs,
{
epoch: new BigNumber(INITIAL_EPOCH),
rewardsPaid: ZERO_AMOUNT,
rewardsRemaining: INITIAL_BALANCE,
},
);
});
it('does not immediately finalize if there is an active pool', async () => {
await addActivePoolAsync();
const receipt = await testContract.endEpoch.awaitTransactionSuccessAsync();
const events = filterLogsToArguments<IStakingEventsEpochFinalizedEventArgs>(
receipt.logs,
IStakingEventsEvents.EpochFinalized,
);
expect(events).to.deep.eq([]);
});
it('clears the next epoch\'s finalization state', async () => {
// Add a pool so there is state to clear.
await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
assertFinalizationStateAsync({
currentEpoch: INITIAL_EPOCH + 1,
closingEpoch: INITIAL_EPOCH,
numActivePoolsThisEpoch: 0,
totalFeesCollectedThisEpoch: 0,
totalWeightedStakeThisEpoch: 0,
});
});
it('prepares finalization state', async () => {
// Add a pool so there is state to clear.
const pool = await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
assertFinalizationStateAsync({
unfinalizedPoolsRemaining: 1,
unfinalizedRewardsAvailable: INITIAL_BALANCE,
unfinalizedTotalFeesCollected: pool.feesCollected,
unfinalizedTotalWeightedStake: pool.weightedStake,
});
});
it('reverts if the prior epoch is unfinalized', async () => {
await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
const tx = testContract.endEpoch.awaitTransactionSuccessAsync();
const expectedError = new StakingRevertErrors.PreviousEpochNotFinalizedError(
INITIAL_EPOCH,
1,
);
return expect(tx).to.revertWith(expectedError);
});
});
describe('finalizePools()', () => {
it('does nothing if there were no active pools', async () => {
await testContract.endEpoch.awaitTransactionSuccessAsync();
const poolId = hexRandom();
const receipt = await testContract.finalizePools.awaitTransactionSuccessAsync([poolId]);
expect(receipt.logs).to.deep.eq([]);
});
it('does nothing if no pools are passed in', async () => {
await testContract.endEpoch.awaitTransactionSuccessAsync();
const receipt = await testContract.finalizePools.awaitTransactionSuccessAsync([]);
expect(receipt.logs).to.deep.eq([]);
});
it('can finalize a single pool', async () => {
const pool = await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
const receipt = await testContract.finalizePools.awaitTransactionSuccessAsync([pool.poolId]);
const rewardsPaidEvents = getRewardsPaidEvents(receipt.logs);
expect(rewardsPaidEvents.length).to.eq(1);
expect(rewardsPaidEvents[0].epoch).to.bignumber.eq(INITIAL_EPOCH + 1);
expect(rewardsPaidEvents[0].poolId).to.eq(pool.poolId);
assertEpochFinalizedEvent(
receipt.logs,
{
epoch: new BigNumber(INITIAL_EPOCH),
rewardsPaid: INITIAL_BALANCE,
},
);
assertDepositIntoStakingPoolRewardVaultCallEvent(
receipt.logs,
INITIAL_BALANCE,
);
});
it('can finalize multiple pools', async () => {
const nextEpoch = INITIAL_EPOCH + 1;
const pools = await Promise.all(_.times(3, () => addActivePoolAsync()));
const poolIds = pools.map(p => p.poolId);
await testContract.endEpoch.awaitTransactionSuccessAsync();
const receipt = await testContract.finalizePools.awaitTransactionSuccessAsync(poolIds);
const rewardsPaidEvents = getRewardsPaidEvents(receipt.logs);
expect(rewardsPaidEvents.length).to.eq(pools.length);
for (const [pool, event] of _.zip(pools, rewardsPaidEvents) as
Array<[ActivePoolOpts, IStakingEventsRewardsPaidEventArgs]>) {
expect(event.epoch).to.bignumber.eq(nextEpoch);
expect(event.poolId).to.eq(pool.poolId);
}
assertEpochFinalizedEvent(
receipt.logs,
{ epoch: new BigNumber(INITIAL_EPOCH) },
);
assertDepositIntoStakingPoolRewardVaultCallEvent(receipt.logs);
});
it('ignores a non-active pool', async () => {
const pools = await Promise.all(_.times(3, () => addActivePoolAsync()));
const nonActivePoolId = hexRandom();
const poolIds = _.shuffle([...pools.map(p => p.poolId), nonActivePoolId]);
await testContract.endEpoch.awaitTransactionSuccessAsync();
const receipt = await testContract.finalizePools.awaitTransactionSuccessAsync(poolIds);
const rewardsPaidEvents = getRewardsPaidEvents(receipt.logs);
expect(rewardsPaidEvents.length).to.eq(pools.length);
for (const event of rewardsPaidEvents) {
expect(event.poolId).to.not.eq(nonActivePoolId);
}
});
it('ignores a finalized pool', async () => {
const pools = await Promise.all(_.times(3, () => addActivePoolAsync()));
const poolIds = pools.map(p => p.poolId);
await testContract.endEpoch.awaitTransactionSuccessAsync();
const [finalizedPool] = _.sampleSize(pools, 1);
await testContract.finalizePools.awaitTransactionSuccessAsync([finalizedPool.poolId]);
const receipt = await testContract.finalizePools.awaitTransactionSuccessAsync(poolIds);
const rewardsPaidEvents = getRewardsPaidEvents(receipt.logs);
expect(rewardsPaidEvents.length).to.eq(pools.length - 1);
for (const event of rewardsPaidEvents) {
expect(event.poolId).to.not.eq(finalizedPool.poolId);
}
});
it('resets pool state after finalizing it', async () => {
const pools = await Promise.all(_.times(3, () => addActivePoolAsync()));
const pool = _.sample(pools) as ActivePoolOpts;
await testContract.endEpoch.awaitTransactionSuccessAsync();
await testContract.finalizePools.awaitTransactionSuccessAsync([pool.poolId]);
const poolState = await testContract
.internalGetActivePoolFromEpoch
.callAsync(new BigNumber(INITIAL_EPOCH), pool.poolId);
expect(poolState.feesCollected).to.bignumber.eq(0);
expect(poolState.weightedStake).to.bignumber.eq(0);
expect(poolState.membersStake).to.bignumber.eq(0);
});
});
describe('lifecycle', () => {
it('can advance the epoch after the prior epoch is finalized', async () => {
const pool = await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
await testContract.finalizePools.awaitTransactionSuccessAsync([pool.poolId]);
await testContract.endEpoch.awaitTransactionSuccessAsync();
return expect(getCurrentEpochAsync()).to.become(INITIAL_EPOCH + 2);
});
it('does not reward a pool that was only active 2 epochs ago', async () => {
const pool1 = await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
await testContract.finalizePools.awaitTransactionSuccessAsync([pool1.poolId]);
await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
expect(getCurrentEpochAsync()).to.become(INITIAL_EPOCH + 2);
const receipt = await testContract.finalizePools.awaitTransactionSuccessAsync([pool1.poolId]);
const rewardsPaidEvents = getRewardsPaidEvents(receipt.logs);
expect(rewardsPaidEvents).to.deep.eq([]);
});
it('does not reward a pool that was only active 3 epochs ago', async () => {
const pool1 = await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
await testContract.finalizePools.awaitTransactionSuccessAsync([pool1.poolId]);
await testContract.endEpoch.awaitTransactionSuccessAsync();
await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
expect(getCurrentEpochAsync()).to.become(INITIAL_EPOCH + 3);
const receipt = await testContract.finalizePools.awaitTransactionSuccessAsync([pool1.poolId]);
const rewardsPaidEvents = getRewardsPaidEvents(receipt.logs);
expect(rewardsPaidEvents).to.deep.eq([]);
});
});
interface PoolRewards {
operatorReward: Numberish;
membersReward: Numberish;
membersStake: Numberish;
}
function assertPoolRewards(actual: PoolRewards, expected: Partial<PoolRewards>): void {
if (expected.operatorReward !== undefined) {
expect(actual.operatorReward).to.bignumber.eq(expected.operatorReward);
}
if (expected.membersReward !== undefined) {
expect(actual.membersReward).to.bignumber.eq(expected.membersReward);
}
if (expected.membersStake !== undefined) {
expect(actual.membersStake).to.bignumber.eq(expected.membersStake);
}
}
async function callCobbDouglasAsync(
totalRewards: Numberish,
fees: Numberish,
totalFees: Numberish,
stake: Numberish,
totalStake: Numberish,
): Promise<BigNumber> {
return testContract.cobbDouglas.callAsync(
new BigNumber(totalRewards),
new BigNumber(fees),
new BigNumber(totalFees),
new BigNumber(stake),
new BigNumber(totalStake),
);
}
function splitRewards(pool: ActivePoolOpts, totalReward: Numberish): [BigNumber, BigNumber] {
if (new BigNumber(pool.membersStake).isZero()) {
return [new BigNumber(totalReward), ZERO_AMOUNT];
}
const operatorShare = new BigNumber(totalReward)
.times(pool.operatorShare).integerValue(BigNumber.ROUND_DOWN);
const membersShare = new BigNumber(totalReward).minus(operatorShare);
return [operatorShare, membersShare];
}
describe('_getUnfinalizedPoolReward()', () => {
const ZERO_REWARDS = {
operatorReward: 0,
membersReward: 0,
membersStake: 0,
};
it('returns empty if epoch is 0', async () => {
const poolId = hexRandom();
const rewards = await testContract
.internalGetUnfinalizedPoolRewards.callAsync(poolId);
assertPoolRewards(rewards, ZERO_REWARDS);
});
it('returns empty if pool was not active', async () => {
await testContract.endEpoch.awaitTransactionSuccessAsync();
const poolId = hexRandom();
const rewards = await testContract
.internalGetUnfinalizedPoolRewards.callAsync(poolId);
assertPoolRewards(rewards, ZERO_REWARDS);
});
it('returns empty if pool is active only in the current epoch', async () => {
const pool = await addActivePoolAsync();
const rewards = await testContract
.internalGetUnfinalizedPoolRewards.callAsync(pool.poolId);
assertPoolRewards(rewards, ZERO_REWARDS);
});
it('returns empty if pool was only active in the 2 epochs ago', async () => {
const pool = await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
await testContract.finalizePools.awaitTransactionSuccessAsync([pool.poolId]);
const rewards = await testContract
.internalGetUnfinalizedPoolRewards.callAsync(pool.poolId);
assertPoolRewards(rewards, ZERO_REWARDS);
});
it('returns empty if pool was already finalized', async () => {
const pools = await Promise.all(_.times(3, () => addActivePoolAsync()));
const [pool] = _.sampleSize(pools, 1);
await testContract.endEpoch.awaitTransactionSuccessAsync();
await testContract.finalizePools.awaitTransactionSuccessAsync([pool.poolId]);
const rewards = await testContract
.internalGetUnfinalizedPoolRewards.callAsync(pool.poolId);
assertPoolRewards(rewards, ZERO_REWARDS);
});
it('computes one reward among one pool', async () => {
const pool = await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
const expectedTotalRewards = INITIAL_BALANCE;
const [expectedOperatorReward, expectedMembersReward] =
splitRewards(pool, expectedTotalRewards);
const actualRewards = await testContract
.internalGetUnfinalizedPoolRewards.callAsync(pool.poolId);
assertPoolRewards(
actualRewards,
{
operatorReward: expectedOperatorReward,
membersReward: expectedMembersReward,
membersStake: pool.membersStake,
},
);
});
it('computes one reward among multiple pools', async () => {
const pools = await Promise.all(_.times(3, () => addActivePoolAsync()));
await testContract.endEpoch.awaitTransactionSuccessAsync();
const [pool] = _.sampleSize(pools, 1);
const totalFeesCollected = BigNumber.sum(...pools.map(p => p.feesCollected));
const totalWeightedStake = BigNumber.sum(...pools.map(p => p.weightedStake));
const expectedTotalRewards = await callCobbDouglasAsync(
INITIAL_BALANCE,
pool.feesCollected,
totalFeesCollected,
pool.weightedStake,
totalWeightedStake,
);
const [expectedOperatorReward, expectedMembersReward] =
splitRewards(pool, expectedTotalRewards);
const actualRewards = await testContract
.internalGetUnfinalizedPoolRewards.callAsync(pool.poolId);
assertPoolRewards(
actualRewards,
{
operatorReward: expectedOperatorReward,
membersReward: expectedMembersReward,
membersStake: pool.membersStake,
},
);
});
it('computes a reward with 0% operatorShare', async () => {
const pool = await addActivePoolAsync({ operatorShare: 0 });
await testContract.endEpoch.awaitTransactionSuccessAsync();
const actualRewards = await testContract
.internalGetUnfinalizedPoolRewards.callAsync(pool.poolId);
assertPoolRewards(
actualRewards,
{
operatorReward: 0,
membersReward: INITIAL_BALANCE,
membersStake: pool.membersStake,
},
);
});
it('computes a reward with 100% operatorShare', async () => {
const pool = await addActivePoolAsync({ operatorShare: 1 });
await testContract.endEpoch.awaitTransactionSuccessAsync();
const actualRewards = await testContract
.internalGetUnfinalizedPoolRewards.callAsync(pool.poolId);
assertPoolRewards(
actualRewards,
{
operatorReward: INITIAL_BALANCE,
membersReward: 0,
membersStake: pool.membersStake,
},
);
});
});
});
// tslint:disable: max-file-line-count