protocol/contracts/staking/test/unit_tests/protocol_fees_test.ts
2019-11-27 13:02:37 +11:00

477 lines
24 KiB
TypeScript

import {
blockchainTests,
constants,
expect,
filterLogsToArguments,
hexRandom,
Numberish,
randomAddress,
} from '@0x/contracts-test-utils';
import { BigNumber, StakingRevertErrors } from '@0x/utils';
import { LogEntry } from 'ethereum-types';
import * as _ from 'lodash';
import { artifacts } from '../artifacts';
import {
IStakingEventsEvents,
IStakingEventsStakingPoolEarnedRewardsInEpochEventArgs,
TestProtocolFeesContract,
TestProtocolFeesERC20ProxyTransferFromEventArgs,
TestProtocolFeesEvents,
} from '../wrappers';
import { getRandomInteger } from '../utils/number_utils';
blockchainTests('Protocol Fees unit tests', env => {
let ownerAddress: string;
let exchangeAddress: string;
let notExchangeAddress: string;
let testContract: TestProtocolFeesContract;
let minimumStake: BigNumber;
before(async () => {
[ownerAddress, exchangeAddress, notExchangeAddress] = await env.web3Wrapper.getAvailableAddressesAsync();
// Deploy the protocol fees contract.
testContract = await TestProtocolFeesContract.deployFrom0xArtifactAsync(
artifacts.TestProtocolFees,
env.provider,
{
...env.txDefaults,
from: ownerAddress,
},
artifacts,
exchangeAddress,
);
minimumStake = (await testContract.getParams().callAsync())[2];
});
interface CreateTestPoolOpts {
poolId: string;
operatorStake: Numberish;
membersStake: Numberish;
makers: string[];
}
async function createTestPoolAsync(opts?: Partial<CreateTestPoolOpts>): Promise<CreateTestPoolOpts> {
const _opts = {
poolId: hexRandom(),
operatorStake: getRandomInteger(minimumStake, '100e18'),
membersStake: getRandomInteger(minimumStake, '100e18'),
makers: _.times(2, () => randomAddress()),
...opts,
};
await testContract
.createTestPool(
_opts.poolId,
new BigNumber(_opts.operatorStake),
new BigNumber(_opts.membersStake),
_opts.makers,
)
.awaitTransactionSuccessAsync();
return _opts;
}
blockchainTests.resets('payProtocolFee()', () => {
const DEFAULT_PROTOCOL_FEE_PAID = new BigNumber(150e3).times(1e9);
const { ZERO_AMOUNT } = constants;
const makerAddress = randomAddress();
const payerAddress = randomAddress();
describe('forbidden actions', () => {
it('should revert if called by a non-exchange', async () => {
const tx = testContract
.payProtocolFee(makerAddress, payerAddress, DEFAULT_PROTOCOL_FEE_PAID)
.awaitTransactionSuccessAsync({ from: notExchangeAddress });
const expectedError = new StakingRevertErrors.OnlyCallableByExchangeError(notExchangeAddress);
return expect(tx).to.revertWith(expectedError);
});
it('should revert if `protocolFee` is zero with non-zero value sent', async () => {
const tx = testContract
.payProtocolFee(makerAddress, payerAddress, ZERO_AMOUNT)
.awaitTransactionSuccessAsync({ from: exchangeAddress, value: DEFAULT_PROTOCOL_FEE_PAID });
const expectedError = new StakingRevertErrors.InvalidProtocolFeePaymentError(
ZERO_AMOUNT,
DEFAULT_PROTOCOL_FEE_PAID,
);
return expect(tx).to.revertWith(expectedError);
});
it('should revert if `protocolFee` is < than the provided message value', async () => {
const tx = testContract
.payProtocolFee(makerAddress, payerAddress, DEFAULT_PROTOCOL_FEE_PAID)
.awaitTransactionSuccessAsync({ from: exchangeAddress, value: DEFAULT_PROTOCOL_FEE_PAID.minus(1) });
const expectedError = new StakingRevertErrors.InvalidProtocolFeePaymentError(
DEFAULT_PROTOCOL_FEE_PAID,
DEFAULT_PROTOCOL_FEE_PAID.minus(1),
);
return expect(tx).to.revertWith(expectedError);
});
it('should revert if `protocolFee` is > than the provided message value', async () => {
const tx = testContract
.payProtocolFee(makerAddress, payerAddress, DEFAULT_PROTOCOL_FEE_PAID)
.awaitTransactionSuccessAsync({ from: exchangeAddress, value: DEFAULT_PROTOCOL_FEE_PAID.plus(1) });
const expectedError = new StakingRevertErrors.InvalidProtocolFeePaymentError(
DEFAULT_PROTOCOL_FEE_PAID,
DEFAULT_PROTOCOL_FEE_PAID.plus(1),
);
return expect(tx).to.revertWith(expectedError);
});
});
async function getProtocolFeesAsync(poolId: string): Promise<BigNumber> {
return (await testContract.getStakingPoolStatsThisEpoch(poolId).callAsync()).feesCollected;
}
describe('ETH fees', () => {
function assertNoWETHTransferLogs(logs: LogEntry[]): void {
const logsArgs = filterLogsToArguments<TestProtocolFeesERC20ProxyTransferFromEventArgs>(
logs,
TestProtocolFeesEvents.ERC20ProxyTransferFrom,
);
expect(logsArgs).to.deep.eq([]);
}
it('should not transfer WETH if value is sent', async () => {
await createTestPoolAsync({ operatorStake: minimumStake });
const receipt = await testContract
.payProtocolFee(makerAddress, payerAddress, DEFAULT_PROTOCOL_FEE_PAID)
.awaitTransactionSuccessAsync({ from: exchangeAddress, value: DEFAULT_PROTOCOL_FEE_PAID });
assertNoWETHTransferLogs(receipt.logs);
});
it('should credit pool if the maker is in a pool', async () => {
const { poolId } = await createTestPoolAsync({ operatorStake: minimumStake, makers: [makerAddress] });
const receipt = await testContract
.payProtocolFee(makerAddress, payerAddress, DEFAULT_PROTOCOL_FEE_PAID)
.awaitTransactionSuccessAsync({ from: exchangeAddress, value: DEFAULT_PROTOCOL_FEE_PAID });
assertNoWETHTransferLogs(receipt.logs);
const poolFees = await getProtocolFeesAsync(poolId);
expect(poolFees).to.bignumber.eq(DEFAULT_PROTOCOL_FEE_PAID);
});
it('should not credit the pool if maker is not in a pool', async () => {
const { poolId } = await createTestPoolAsync({ operatorStake: minimumStake });
const receipt = await testContract
.payProtocolFee(makerAddress, payerAddress, DEFAULT_PROTOCOL_FEE_PAID)
.awaitTransactionSuccessAsync({ from: exchangeAddress, value: DEFAULT_PROTOCOL_FEE_PAID });
assertNoWETHTransferLogs(receipt.logs);
const poolFees = await getProtocolFeesAsync(poolId);
expect(poolFees).to.bignumber.eq(ZERO_AMOUNT);
});
it('fees paid to the same maker should go to the same pool', async () => {
const { poolId } = await createTestPoolAsync({ operatorStake: minimumStake, makers: [makerAddress] });
const payAsync = async () => {
const receipt = await testContract
.payProtocolFee(makerAddress, payerAddress, DEFAULT_PROTOCOL_FEE_PAID)
.awaitTransactionSuccessAsync({ from: exchangeAddress, value: DEFAULT_PROTOCOL_FEE_PAID });
assertNoWETHTransferLogs(receipt.logs);
};
await payAsync();
await payAsync();
const expectedTotalFees = DEFAULT_PROTOCOL_FEE_PAID.times(2);
const poolFees = await getProtocolFeesAsync(poolId);
expect(poolFees).to.bignumber.eq(expectedTotalFees);
});
});
describe('WETH fees', () => {
function assertWETHTransferLogs(logs: LogEntry[], fromAddress: string, amount: BigNumber): void {
const logsArgs = filterLogsToArguments<TestProtocolFeesERC20ProxyTransferFromEventArgs>(
logs,
TestProtocolFeesEvents.ERC20ProxyTransferFrom,
);
expect(logsArgs.length).to.eq(1);
for (const args of logsArgs) {
expect(args.from).to.eq(fromAddress);
expect(args.to).to.eq(testContract.address);
expect(args.amount).to.bignumber.eq(amount);
}
}
it('should transfer WETH if no value is sent and the maker is not in a pool', async () => {
await createTestPoolAsync({ operatorStake: minimumStake });
const receipt = await testContract
.payProtocolFee(makerAddress, payerAddress, DEFAULT_PROTOCOL_FEE_PAID)
.awaitTransactionSuccessAsync({ from: exchangeAddress, value: ZERO_AMOUNT });
assertWETHTransferLogs(receipt.logs, payerAddress, DEFAULT_PROTOCOL_FEE_PAID);
});
it('should update `protocolFeesThisEpochByPool` if the maker is in a pool', async () => {
const { poolId } = await createTestPoolAsync({ operatorStake: minimumStake, makers: [makerAddress] });
const receipt = await testContract
.payProtocolFee(makerAddress, payerAddress, DEFAULT_PROTOCOL_FEE_PAID)
.awaitTransactionSuccessAsync({ from: exchangeAddress, value: ZERO_AMOUNT });
assertWETHTransferLogs(receipt.logs, payerAddress, DEFAULT_PROTOCOL_FEE_PAID);
const poolFees = await getProtocolFeesAsync(poolId);
expect(poolFees).to.bignumber.eq(DEFAULT_PROTOCOL_FEE_PAID);
});
it('should not update `protocolFeesThisEpochByPool` if maker is not in a pool', async () => {
const { poolId } = await createTestPoolAsync({ operatorStake: minimumStake });
const receipt = await testContract
.payProtocolFee(makerAddress, payerAddress, DEFAULT_PROTOCOL_FEE_PAID)
.awaitTransactionSuccessAsync({ from: exchangeAddress, value: ZERO_AMOUNT });
assertWETHTransferLogs(receipt.logs, payerAddress, DEFAULT_PROTOCOL_FEE_PAID);
const poolFees = await getProtocolFeesAsync(poolId);
expect(poolFees).to.bignumber.eq(ZERO_AMOUNT);
});
it('fees paid to the same maker should go to the same pool', async () => {
const { poolId } = await createTestPoolAsync({ operatorStake: minimumStake, makers: [makerAddress] });
const payAsync = async () => {
const receipt = await testContract
.payProtocolFee(makerAddress, payerAddress, DEFAULT_PROTOCOL_FEE_PAID)
.awaitTransactionSuccessAsync({ from: exchangeAddress, value: ZERO_AMOUNT });
assertWETHTransferLogs(receipt.logs, payerAddress, DEFAULT_PROTOCOL_FEE_PAID);
};
await payAsync();
await payAsync();
const expectedTotalFees = DEFAULT_PROTOCOL_FEE_PAID.times(2);
const poolFees = await getProtocolFeesAsync(poolId);
expect(poolFees).to.bignumber.eq(expectedTotalFees);
});
it('fees paid to the same maker in WETH then ETH should go to the same pool', async () => {
const { poolId } = await createTestPoolAsync({ operatorStake: minimumStake, makers: [makerAddress] });
const payAsync = async (inWETH: boolean) => {
await testContract
.payProtocolFee(makerAddress, payerAddress, DEFAULT_PROTOCOL_FEE_PAID)
.awaitTransactionSuccessAsync({
from: exchangeAddress,
value: inWETH ? ZERO_AMOUNT : DEFAULT_PROTOCOL_FEE_PAID,
});
};
await payAsync(true);
await payAsync(false);
const expectedTotalFees = DEFAULT_PROTOCOL_FEE_PAID.times(2);
const poolFees = await getProtocolFeesAsync(poolId);
expect(poolFees).to.bignumber.eq(expectedTotalFees);
});
});
describe('Dust stake', () => {
it('credits pools with stake > minimum', async () => {
const { poolId } = await createTestPoolAsync({
operatorStake: minimumStake.plus(1),
membersStake: 0,
makers: [makerAddress],
});
await testContract
.payProtocolFee(makerAddress, constants.NULL_ADDRESS, DEFAULT_PROTOCOL_FEE_PAID)
.awaitTransactionSuccessAsync({ from: exchangeAddress, value: DEFAULT_PROTOCOL_FEE_PAID });
const feesCredited = await getProtocolFeesAsync(poolId);
expect(feesCredited).to.bignumber.eq(DEFAULT_PROTOCOL_FEE_PAID);
});
it('credits pools with stake == minimum', async () => {
const { poolId } = await createTestPoolAsync({
operatorStake: minimumStake,
membersStake: 0,
makers: [makerAddress],
});
await testContract
.payProtocolFee(makerAddress, constants.NULL_ADDRESS, DEFAULT_PROTOCOL_FEE_PAID)
.awaitTransactionSuccessAsync({ from: exchangeAddress, value: DEFAULT_PROTOCOL_FEE_PAID });
const feesCredited = await getProtocolFeesAsync(poolId);
expect(feesCredited).to.bignumber.eq(DEFAULT_PROTOCOL_FEE_PAID);
});
it('does not credit pools with stake < minimum', async () => {
const { poolId } = await createTestPoolAsync({
operatorStake: minimumStake.minus(1),
membersStake: 0,
makers: [makerAddress],
});
await testContract
.payProtocolFee(makerAddress, constants.NULL_ADDRESS, DEFAULT_PROTOCOL_FEE_PAID)
.awaitTransactionSuccessAsync({ from: exchangeAddress, value: DEFAULT_PROTOCOL_FEE_PAID });
const feesCredited = await getProtocolFeesAsync(poolId);
expect(feesCredited).to.bignumber.eq(0);
});
});
blockchainTests.resets('Finalization', () => {
let membersStakeWeight: number;
before(async () => {
membersStakeWeight = (await testContract.getParams().callAsync())[1];
});
interface FinalizationState {
numPoolsToFinalize: BigNumber;
totalFeesCollected: BigNumber;
totalWeightedStake: BigNumber;
}
async function getFinalizationStateAsync(): Promise<FinalizationState> {
const aggregatedStats = await testContract.getAggregatedStatsForCurrentEpoch().callAsync();
return {
numPoolsToFinalize: aggregatedStats.numPoolsToFinalize,
totalFeesCollected: aggregatedStats.totalFeesCollected,
totalWeightedStake: aggregatedStats.totalWeightedStake,
};
}
interface PayToMakerResult {
poolEarnedRewardsEvents: IStakingEventsStakingPoolEarnedRewardsInEpochEventArgs[];
fee: BigNumber;
}
async function payToMakerAsync(poolMaker: string, fee?: Numberish): Promise<PayToMakerResult> {
const _fee = fee === undefined ? getRandomInteger(1, '1e18') : fee;
const receipt = await testContract
.payProtocolFee(poolMaker, payerAddress, new BigNumber(_fee))
.awaitTransactionSuccessAsync({ from: exchangeAddress, value: _fee });
const events = filterLogsToArguments<IStakingEventsStakingPoolEarnedRewardsInEpochEventArgs>(
receipt.logs,
IStakingEventsEvents.StakingPoolEarnedRewardsInEpoch,
);
return {
fee: new BigNumber(_fee),
poolEarnedRewardsEvents: events,
};
}
function toWeightedStake(operatorStake: Numberish, membersStake: Numberish): BigNumber {
return new BigNumber(membersStake)
.times(membersStakeWeight)
.dividedToIntegerBy(constants.PPM_DENOMINATOR)
.plus(operatorStake);
}
it('no pools to finalize to start', async () => {
const state = await getFinalizationStateAsync();
expect(state.numPoolsToFinalize).to.bignumber.eq(0);
expect(state.totalFeesCollected).to.bignumber.eq(0);
expect(state.totalWeightedStake).to.bignumber.eq(0);
});
it('pool is not registered to start', async () => {
const { poolId } = await createTestPoolAsync();
const pool = await testContract.getStakingPoolStatsThisEpoch(poolId).callAsync();
expect(pool.feesCollected).to.bignumber.eq(0);
expect(pool.membersStake).to.bignumber.eq(0);
expect(pool.weightedStake).to.bignumber.eq(0);
});
it('correctly emits event for pool the first time it earns a fee', async () => {
const pool = await createTestPoolAsync();
const {
poolId,
makers: [poolMaker],
} = pool;
const { fee, poolEarnedRewardsEvents } = await payToMakerAsync(poolMaker);
expect(poolEarnedRewardsEvents.length).to.eq(1);
expect(poolEarnedRewardsEvents[0].poolId).to.eq(poolId);
const actualPoolStats = await testContract.getStakingPoolStatsThisEpoch(poolId).callAsync();
const expectedWeightedStake = toWeightedStake(pool.operatorStake, pool.membersStake);
expect(actualPoolStats.feesCollected).to.bignumber.eq(fee);
expect(actualPoolStats.membersStake).to.bignumber.eq(pool.membersStake);
expect(actualPoolStats.weightedStake).to.bignumber.eq(expectedWeightedStake);
const state = await getFinalizationStateAsync();
expect(state.numPoolsToFinalize).to.bignumber.eq(1);
expect(state.totalFeesCollected).to.bignumber.eq(fee);
expect(state.totalWeightedStake).to.bignumber.eq(expectedWeightedStake);
});
it('only adds to the already activated pool in the same epoch', async () => {
const pool = await createTestPoolAsync();
const {
poolId,
makers: [poolMaker],
} = pool;
const { fee: fee1 } = await payToMakerAsync(poolMaker);
const { fee: fee2, poolEarnedRewardsEvents } = await payToMakerAsync(poolMaker);
expect(poolEarnedRewardsEvents).to.deep.eq([]);
const actualPoolStats = await testContract.getStakingPoolStatsThisEpoch(poolId).callAsync();
const expectedWeightedStake = toWeightedStake(pool.operatorStake, pool.membersStake);
const fees = BigNumber.sum(fee1, fee2);
expect(actualPoolStats.feesCollected).to.bignumber.eq(fees);
expect(actualPoolStats.membersStake).to.bignumber.eq(pool.membersStake);
expect(actualPoolStats.weightedStake).to.bignumber.eq(expectedWeightedStake);
const state = await getFinalizationStateAsync();
expect(state.numPoolsToFinalize).to.bignumber.eq(1);
expect(state.totalFeesCollected).to.bignumber.eq(fees);
expect(state.totalWeightedStake).to.bignumber.eq(expectedWeightedStake);
});
it('can activate multiple pools in the same epoch', async () => {
const pools = await Promise.all(_.times(3, async () => createTestPoolAsync()));
let totalFees = new BigNumber(0);
let totalWeightedStake = new BigNumber(0);
for (const pool of pools) {
const {
poolId,
makers: [poolMaker],
} = pool;
const { fee, poolEarnedRewardsEvents } = await payToMakerAsync(poolMaker);
expect(poolEarnedRewardsEvents.length).to.eq(1);
expect(poolEarnedRewardsEvents[0].poolId).to.eq(poolId);
const actualPoolStats = await testContract.getStakingPoolStatsThisEpoch(poolId).callAsync();
const expectedWeightedStake = toWeightedStake(pool.operatorStake, pool.membersStake);
expect(actualPoolStats.feesCollected).to.bignumber.eq(fee);
expect(actualPoolStats.membersStake).to.bignumber.eq(pool.membersStake);
expect(actualPoolStats.weightedStake).to.bignumber.eq(expectedWeightedStake);
totalFees = totalFees.plus(fee);
totalWeightedStake = totalWeightedStake.plus(expectedWeightedStake);
}
const state = await getFinalizationStateAsync();
expect(state.numPoolsToFinalize).to.bignumber.eq(pools.length);
expect(state.totalFeesCollected).to.bignumber.eq(totalFees);
expect(state.totalWeightedStake).to.bignumber.eq(totalWeightedStake);
});
it('resets the pool after the epoch advances', async () => {
const pool = await createTestPoolAsync();
const {
poolId,
makers: [poolMaker],
} = pool;
await payToMakerAsync(poolMaker);
await testContract.advanceEpoch().awaitTransactionSuccessAsync();
const actualPoolStats = await testContract.getStakingPoolStatsThisEpoch(poolId).callAsync();
expect(actualPoolStats.feesCollected).to.bignumber.eq(0);
expect(actualPoolStats.membersStake).to.bignumber.eq(0);
expect(actualPoolStats.weightedStake).to.bignumber.eq(0);
});
describe('Multiple makers', () => {
it('fees paid to different makers in the same pool go to that pool', async () => {
const { poolId, makers } = await createTestPoolAsync();
const { fee: fee1 } = await payToMakerAsync(makers[0]);
const { fee: fee2 } = await payToMakerAsync(makers[1]);
const expectedTotalFees = BigNumber.sum(fee1, fee2);
const poolFees = await getProtocolFeesAsync(poolId);
expect(poolFees).to.bignumber.eq(expectedTotalFees);
});
it('fees paid to makers in different pools go to their respective pools', async () => {
const {
poolId: poolId1,
makers: [maker1],
} = await createTestPoolAsync();
const {
poolId: poolId2,
makers: [maker2],
} = await createTestPoolAsync();
const { fee: fee1 } = await payToMakerAsync(maker1);
const { fee: fee2 } = await payToMakerAsync(maker2);
const [poolFees, otherPoolFees] = await Promise.all([
getProtocolFeesAsync(poolId1),
getProtocolFeesAsync(poolId2),
]);
expect(poolFees).to.bignumber.eq(fee1);
expect(otherPoolFees).to.bignumber.eq(fee2);
});
});
});
});
});
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