470e9a4697
* Draft. PoC pseudo code showing general idea for resuing SOR path creation logic and adding multihop support. * Add actual Balancer SDK function calls. * Update to handle buys. * Correct taker>maker for buy. * Draft. PoC pseudo code showing general idea for resuing SOR path creation logic and adding multihop support. * make it build * rebase * add BalancerV2Batch protocol * add BalancerV2Batch protocol * get balancer v2 multihop working * fix BalancerV2Batch for sells (buys still iffy) * fix buys, appease linter and prettier * remove unused RPC URL from balancer sdk construction * update changelogs * clean up comments add event loop yield in `BalancerV2SwapInfoCache.loadTopPools()` * add negative result check on balancerv2batch swap output * compiler hack * reintroduce CompilerHack * delete unused multibridge sampler * remove compilerhack * reintroduce compilerhack * try to fix CI compile errors * plz work * plz work * pretty plz work * yay it works, also address feedback * appease linter * deploy new FQTs Co-authored-by: johngrantuk <johngrantuk@googlemail.com> Co-authored-by: Lawrence Forman <me@merklejerk.com>
984 lines
48 KiB
TypeScript
984 lines
48 KiB
TypeScript
// import {
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// blockchainTests,
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// constants,
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// expect,
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// getRandomInteger,
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// getRandomPortion,
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// randomAddress,
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// } from '@0x/contracts-test-utils';
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// import { SignatureType } from '@0x/protocol-utils';
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// import { BigNumber, hexUtils, NULL_BYTES } from '@0x/utils';
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// import * as _ from 'lodash';
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//
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// import { FillQuoteTransformerOrderType, LimitOrderFields } from '../../src';
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// import { SamplerCallResult, SignedNativeOrder } from '../../src/types';
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// import { artifacts } from '../artifacts';
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// import { DummyLiquidityProviderContract, TestERC20BridgeSamplerContract } from '../wrappers';
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//
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// // tslint:disable: custom-no-magic-numbers
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//
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// const { NULL_ADDRESS } = constants;
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// // HACK(dorothy-zbornak): Disabled because these tests are flakey and all this logic is moving to
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// // the sampler service anyway.
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// blockchainTests.skip('erc20-bridge-sampler', env => {
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// let testContract: TestERC20BridgeSamplerContract;
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// const RATE_DENOMINATOR = constants.ONE_ETHER;
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// const MIN_RATE = new BigNumber('0.01');
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// const MAX_RATE = new BigNumber('100');
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// const MIN_DECIMALS = 4;
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// const MAX_DECIMALS = 20;
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// const WETH_ADDRESS = '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2';
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// const KYBER_SALT = '0x0ff3ca9d46195c39f9a12afb74207b4970349fb3cfb1e459bbf170298d326bc7';
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// const UNISWAP_BASE_SALT = '0x1d6a6a0506b0b4a554b907a4c29d9f4674e461989d9c1921feb17b26716385ab';
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// const UNISWAP_V2_SALT = '0xadc7fcb33c735913b8635927e66896b356a53a912ab2ceff929e60a04b53b3c1';
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// const INVALID_TOKEN_PAIR_ERROR = 'ERC20BridgeSampler/INVALID_TOKEN_PAIR';
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// const MAKER_TOKEN = randomAddress();
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// const TAKER_TOKEN = randomAddress();
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// const INTERMEDIATE_TOKEN = randomAddress();
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// const KYBER_RESERVE_OFFSET = new BigNumber(0);
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// let KYBER_ADDRESS = '';
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// let UNISWAP_ADDRESS = '';
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// let UNISWAP_V2_ROUTER = '';
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//
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// before(async () => {
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// testContract = await TestERC20BridgeSamplerContract.deployFrom0xArtifactAsync(
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// artifacts.TestERC20BridgeSampler,
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// env.provider,
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// { ...env.txDefaults, gas: 100e6 },
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// {},
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// );
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// UNISWAP_V2_ROUTER = await testContract.uniswapV2Router().callAsync();
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// KYBER_ADDRESS = await testContract.kyber().callAsync();
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// UNISWAP_ADDRESS = await testContract.uniswap().callAsync();
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// });
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//
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// function getPackedHash(...args: string[]): string {
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// return hexUtils.hash(hexUtils.concat(...args.map(a => hexUtils.toHex(a))));
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// }
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//
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// function getUniswapExchangeSalt(tokenAddress: string): string {
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// return getPackedHash(UNISWAP_BASE_SALT, tokenAddress);
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// }
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//
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// function getDeterministicRate(salt: string, sellToken: string, buyToken: string): BigNumber {
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// const hash = getPackedHash(salt, sellToken, buyToken);
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// const _minRate = RATE_DENOMINATOR.times(MIN_RATE);
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// const _maxRate = RATE_DENOMINATOR.times(MAX_RATE);
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// return new BigNumber(hash)
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// .mod(_maxRate.minus(_minRate))
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// .plus(_minRate)
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// .div(RATE_DENOMINATOR);
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// }
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//
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// function getDeterministicTokenDecimals(token: string): number {
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// if (token === WETH_ADDRESS) {
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// return 18;
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// }
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// // HACK(dorothy-zbornak): Linter will complain about the addition not being
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// // between two numbers, even though they are.
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// // tslint:disable-next-line restrict-plus-operands
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// return new BigNumber(getPackedHash(token)).mod(MAX_DECIMALS - MIN_DECIMALS).toNumber() + MIN_DECIMALS;
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// }
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//
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// function getDeterministicSellQuote(
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// salt: string,
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// sellToken: string,
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// buyToken: string,
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// sellAmount: BigNumber,
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// ): BigNumber {
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// const sellBase = new BigNumber(10).pow(getDeterministicTokenDecimals(sellToken));
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// const buyBase = new BigNumber(10).pow(getDeterministicTokenDecimals(buyToken));
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// const rate = getDeterministicRate(salt, sellToken, buyToken);
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// return sellAmount
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// .times(rate)
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// .times(buyBase)
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// .dividedToIntegerBy(sellBase);
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// }
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//
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// function getDeterministicBuyQuote(
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// salt: string,
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// sellToken: string,
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// buyToken: string,
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// buyAmount: BigNumber,
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// ): BigNumber {
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// const sellBase = new BigNumber(10).pow(getDeterministicTokenDecimals(sellToken));
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// const buyBase = new BigNumber(10).pow(getDeterministicTokenDecimals(buyToken));
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// const rate = getDeterministicRate(salt, sellToken, buyToken);
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// return buyAmount
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// .times(sellBase)
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// .dividedToIntegerBy(rate)
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// .dividedToIntegerBy(buyBase);
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// }
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//
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// function areAddressesEqual(a: string, b: string): boolean {
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// return a.toLowerCase() === b.toLowerCase();
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// }
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//
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// function getDeterministicUniswapSellQuote(sellToken: string, buyToken: string, sellAmount: BigNumber): BigNumber {
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// if (areAddressesEqual(buyToken, WETH_ADDRESS)) {
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// return getDeterministicSellQuote(getUniswapExchangeSalt(sellToken), sellToken, WETH_ADDRESS, sellAmount);
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// }
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// if (areAddressesEqual(sellToken, WETH_ADDRESS)) {
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// return getDeterministicSellQuote(getUniswapExchangeSalt(buyToken), buyToken, WETH_ADDRESS, sellAmount);
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// }
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// const ethBought = getDeterministicSellQuote(
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// getUniswapExchangeSalt(sellToken),
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// sellToken,
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// WETH_ADDRESS,
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// sellAmount,
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// );
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// return getDeterministicSellQuote(getUniswapExchangeSalt(buyToken), buyToken, WETH_ADDRESS, ethBought);
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// }
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//
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// function getDeterministicUniswapBuyQuote(sellToken: string, buyToken: string, buyAmount: BigNumber): BigNumber {
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// if (areAddressesEqual(buyToken, WETH_ADDRESS)) {
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// return getDeterministicBuyQuote(getUniswapExchangeSalt(sellToken), WETH_ADDRESS, sellToken, buyAmount);
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// }
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// if (areAddressesEqual(sellToken, WETH_ADDRESS)) {
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// return getDeterministicBuyQuote(getUniswapExchangeSalt(buyToken), WETH_ADDRESS, buyToken, buyAmount);
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// }
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// const ethSold = getDeterministicBuyQuote(getUniswapExchangeSalt(buyToken), WETH_ADDRESS, buyToken, buyAmount);
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// return getDeterministicBuyQuote(getUniswapExchangeSalt(sellToken), WETH_ADDRESS, sellToken, ethSold);
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// }
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//
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// function getDeterministicSellQuotes(
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// sellToken: string,
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// buyToken: string,
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// sources: string[],
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// sampleAmounts: BigNumber[],
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// ): BigNumber[][] {
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// const quotes: BigNumber[][] = [];
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// for (const source of sources) {
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// const sampleOutputs = [];
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// for (const amount of sampleAmounts) {
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// if (source === 'Kyber') {
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// sampleOutputs.push(getDeterministicSellQuote(KYBER_SALT, sellToken, buyToken, amount));
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// } else if (source === 'Uniswap') {
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// sampleOutputs.push(getDeterministicUniswapSellQuote(sellToken, buyToken, amount));
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// }
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// }
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// quotes.push(sampleOutputs);
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// }
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// return quotes;
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// }
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//
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// function getDeterministicBuyQuotes(
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// sellToken: string,
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// buyToken: string,
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// sources: string[],
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// sampleAmounts: BigNumber[],
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// ): BigNumber[][] {
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// const quotes: BigNumber[][] = [];
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// for (const source of sources) {
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// const sampleOutputs = [];
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// for (const amount of sampleAmounts) {
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// if (source === 'Kyber') {
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// sampleOutputs.push(getDeterministicBuyQuote(KYBER_SALT, sellToken, buyToken, amount));
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// } else if (source === 'Uniswap') {
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// sampleOutputs.push(getDeterministicUniswapBuyQuote(sellToken, buyToken, amount));
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// }
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// }
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// quotes.push(sampleOutputs);
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// }
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// return quotes;
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// }
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//
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// function getDeterministicUniswapV2SellQuote(path: string[], sellAmount: BigNumber): BigNumber {
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// let bought = sellAmount;
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// for (let i = 0; i < path.length - 1; ++i) {
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// bought = getDeterministicSellQuote(UNISWAP_V2_SALT, path[i], path[i + 1], bought);
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// }
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// return bought;
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// }
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//
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// function getDeterministicUniswapV2BuyQuote(path: string[], buyAmount: BigNumber): BigNumber {
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// let sold = buyAmount;
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// for (let i = path.length - 1; i > 0; --i) {
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// sold = getDeterministicBuyQuote(UNISWAP_V2_SALT, path[i - 1], path[i], sold);
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// }
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// return sold;
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// }
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//
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// function getDeterministicFillableTakerAssetAmount(order: SignedNativeOrder): BigNumber {
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// const hash = getPackedHash(hexUtils.leftPad(order.order.salt));
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// return new BigNumber(hash).mod(order.order.takerAmount);
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// }
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//
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// function getDeterministicFillableMakerAssetAmount(order: SignedNativeOrder): BigNumber {
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// const takerAmount = getDeterministicFillableTakerAssetAmount(order);
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// return order.order.makerAmount
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// .times(takerAmount)
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// .div(order.order.takerAmount)
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// .integerValue(BigNumber.ROUND_UP);
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// }
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//
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// function getSampleAmounts(tokenAddress: string, count?: number): BigNumber[] {
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// const tokenDecimals = getDeterministicTokenDecimals(tokenAddress);
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// const _upperLimit = getRandomPortion(getRandomInteger(1000, 50000).times(10 ** tokenDecimals));
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// const _count = count || _.random(1, 16);
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// const d = _upperLimit.div(_count);
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// return _.times(_count, i => d.times((i + 1) / _count).integerValue());
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// }
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//
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// function createOrder(makerToken: string, takerToken: string): SignedNativeOrder {
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// return {
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// order: {
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// chainId: 1337,
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// verifyingContract: randomAddress(),
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// maker: randomAddress(),
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// taker: randomAddress(),
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// pool: NULL_BYTES,
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// sender: NULL_ADDRESS,
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// feeRecipient: randomAddress(),
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// makerAmount: getRandomInteger(1, 1e18),
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// takerAmount: getRandomInteger(1, 1e18),
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// takerTokenFeeAmount: getRandomInteger(1, 1e18),
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// makerToken,
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// takerToken,
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// salt: new BigNumber(hexUtils.random()),
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// expiry: getRandomInteger(0, 2 ** 32),
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// },
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// signature: { v: 1, r: NULL_BYTES, s: NULL_BYTES, signatureType: SignatureType.EthSign },
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// type: FillQuoteTransformerOrderType.Limit,
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// };
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// }
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//
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// function createOrders(makerToken: string, takerToken: string, count?: number): SignedNativeOrder[] {
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// return _.times(count || _.random(1, 16), () => createOrder(makerToken, takerToken));
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// }
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//
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// async function enableFailTriggerAsync(): Promise<void> {
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// await testContract.enableFailTrigger().awaitTransactionSuccessAsync({ value: 1 });
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// }
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//
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// function expectQuotesWithinRange(
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// quotes: BigNumber[],
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// expectedQuotes: BigNumber[],
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// maxSlippage: BigNumber | number,
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// ): void {
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// quotes.forEach((_q, i) => {
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// // If we're within 1 base unit of a low decimal token
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// // then that's as good as we're going to get (and slippage is "high")
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// if (
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// expectedQuotes[i].isZero() ||
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// BigNumber.max(expectedQuotes[i], quotes[i])
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// .minus(BigNumber.min(expectedQuotes[i], quotes[i]))
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// .eq(1)
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// ) {
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// return;
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// }
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// const slippage = quotes[i]
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// .dividedBy(expectedQuotes[i])
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// .minus(1)
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// .decimalPlaces(4);
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// expect(slippage, `quote[${i}]: ${slippage} ${quotes[i]} ${expectedQuotes[i]}`).to.be.bignumber.gte(0);
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// expect(slippage, `quote[${i}] ${slippage} ${quotes[i]} ${expectedQuotes[i]}`).to.be.bignumber.lte(
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// new BigNumber(maxSlippage),
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// );
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// });
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// }
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//
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// describe('getOrderFillableTakerAssetAmounts()', () => {
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// it('returns the expected amount for each order', async () => {
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// const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN);
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// const expected = orders.map(getDeterministicFillableTakerAssetAmount);
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// const actual = await testContract
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// .getLimitOrderFillableTakerAssetAmounts(
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// // tslint:disable-next-line:no-unnecessary-type-assertion
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// orders.map(o => o.order as LimitOrderFields),
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// orders.map(o => o.signature),
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// NULL_ADDRESS,
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// )
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// .callAsync();
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// expect(actual).to.deep.eq(expected);
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// });
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//
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// it('returns empty for no orders', async () => {
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// const actual = await testContract.getLimitOrderFillableTakerAssetAmounts([], [], NULL_ADDRESS).callAsync();
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// expect(actual).to.deep.eq([]);
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// });
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// });
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//
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// describe('getOrderFillableMakerAssetAmounts()', () => {
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// it('returns the expected amount for each order', async () => {
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// const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN);
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// const expected = orders.map(getDeterministicFillableMakerAssetAmount);
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// const actual = await testContract
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// .getLimitOrderFillableMakerAssetAmounts(
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// // tslint:disable-next-line:no-unnecessary-type-assertion
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// orders.map(o => o.order as LimitOrderFields),
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// orders.map(o => o.signature),
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// NULL_ADDRESS,
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// )
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// .callAsync();
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// expect(actual).to.deep.eq(expected);
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// });
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//
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// it('returns empty for no orders', async () => {
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// const actual = await testContract.getLimitOrderFillableMakerAssetAmounts([], [], NULL_ADDRESS).callAsync();
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// expect(actual).to.deep.eq([]);
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// });
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// });
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//
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// blockchainTests.resets('sampleSellsFromKyberNetwork()', () => {
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// let kyberOpts = {
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// hintHandler: NULL_ADDRESS,
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// networkProxy: NULL_ADDRESS,
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// weth: WETH_ADDRESS,
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// reserveOffset: KYBER_RESERVE_OFFSET,
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// hint: NULL_BYTES,
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// };
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// before(async () => {
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// await testContract.createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN]).awaitTransactionSuccessAsync();
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// kyberOpts = {
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// ...kyberOpts,
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// hintHandler: KYBER_ADDRESS,
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// networkProxy: KYBER_ADDRESS,
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// };
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// });
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//
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// it('throws if tokens are the same', async () => {
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// const tx = testContract.sampleSellsFromKyberNetwork(kyberOpts, MAKER_TOKEN, MAKER_TOKEN, []).callAsync();
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// return expect(tx).to.revertWith(INVALID_TOKEN_PAIR_ERROR);
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// });
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//
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// it('can return no quotes', async () => {
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// const [, , quotes] = await testContract
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// .sampleSellsFromKyberNetwork(kyberOpts, TAKER_TOKEN, MAKER_TOKEN, [])
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// .callAsync();
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// expect(quotes).to.deep.eq([]);
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// });
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//
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// it('returns zero if token -> token fails', async () => {
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// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
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// const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
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// await enableFailTriggerAsync();
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// const [, , quotes] = await testContract
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// .sampleSellsFromKyberNetwork(kyberOpts, TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
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// .callAsync();
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// expect(quotes).to.deep.eq(expectedQuotes);
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// });
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//
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// it('can quote token -> ETH', async () => {
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// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
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// const [expectedQuotes] = getDeterministicSellQuotes(TAKER_TOKEN, WETH_ADDRESS, ['Kyber'], sampleAmounts);
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// const [, , quotes] = await testContract
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// .sampleSellsFromKyberNetwork(kyberOpts, TAKER_TOKEN, WETH_ADDRESS, sampleAmounts)
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// .callAsync();
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// expect(quotes).to.deep.eq(expectedQuotes);
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// });
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//
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// it('can quote token -> token', async () => {
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// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
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// const [expectedQuotes] = getDeterministicSellQuotes(TAKER_TOKEN, MAKER_TOKEN, ['Kyber'], sampleAmounts);
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// const [, , quotes] = await testContract
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// .sampleSellsFromKyberNetwork(kyberOpts, TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
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// .callAsync();
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// expect(quotes).to.deep.eq(expectedQuotes);
|
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// });
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//
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// it('returns zero if token -> ETH fails', async () => {
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// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
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// const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
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// await enableFailTriggerAsync();
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// const [, , quotes] = await testContract
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// .sampleSellsFromKyberNetwork(kyberOpts, TAKER_TOKEN, WETH_ADDRESS, sampleAmounts)
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// .callAsync();
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// expect(quotes).to.deep.eq(expectedQuotes);
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// });
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//
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// it('can quote ETH -> token', async () => {
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// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
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// const [expectedQuotes] = getDeterministicSellQuotes(WETH_ADDRESS, TAKER_TOKEN, ['Kyber'], sampleAmounts);
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// const [, , quotes] = await testContract
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// .sampleSellsFromKyberNetwork(kyberOpts, WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
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// .callAsync();
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// expect(quotes).to.deep.eq(expectedQuotes);
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// });
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|
//
|
|
// it('returns zero if ETH -> token fails', async () => {
|
|
// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
// const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
// await enableFailTriggerAsync();
|
|
// const [, , quotes] = await testContract
|
|
// .sampleSellsFromKyberNetwork(kyberOpts, WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
// });
|
|
//
|
|
// blockchainTests.resets('sampleBuysFromKyberNetwork()', () => {
|
|
// let kyberOpts = {
|
|
// hintHandler: NULL_ADDRESS,
|
|
// networkProxy: NULL_ADDRESS,
|
|
// weth: WETH_ADDRESS,
|
|
// reserveOffset: KYBER_RESERVE_OFFSET,
|
|
// hint: NULL_BYTES,
|
|
// };
|
|
// const ACCEPTABLE_SLIPPAGE = 0.0005;
|
|
// before(async () => {
|
|
// await testContract.createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN]).awaitTransactionSuccessAsync();
|
|
// kyberOpts = {
|
|
// ...kyberOpts,
|
|
// hintHandler: KYBER_ADDRESS,
|
|
// networkProxy: KYBER_ADDRESS,
|
|
// };
|
|
// });
|
|
//
|
|
// it('throws if tokens are the same', async () => {
|
|
// const tx = testContract.sampleBuysFromKyberNetwork(kyberOpts, MAKER_TOKEN, MAKER_TOKEN, []).callAsync();
|
|
// return expect(tx).to.revertWith(INVALID_TOKEN_PAIR_ERROR);
|
|
// });
|
|
//
|
|
// it('can return no quotes', async () => {
|
|
// const [, , quotes] = await testContract
|
|
// .sampleBuysFromKyberNetwork(kyberOpts, TAKER_TOKEN, MAKER_TOKEN, [])
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq([]);
|
|
// });
|
|
//
|
|
// it('can quote token -> token', async () => {
|
|
// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
// const [expectedQuotes] = getDeterministicBuyQuotes(TAKER_TOKEN, MAKER_TOKEN, ['Kyber'], sampleAmounts);
|
|
// const [, , quotes] = await testContract
|
|
// .sampleBuysFromKyberNetwork(kyberOpts, TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
|
|
// .callAsync();
|
|
// expectQuotesWithinRange(quotes, expectedQuotes, ACCEPTABLE_SLIPPAGE);
|
|
// });
|
|
//
|
|
// it('returns zero if token -> token fails', async () => {
|
|
// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
// const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
// await enableFailTriggerAsync();
|
|
// const [, , quotes] = await testContract
|
|
// .sampleBuysFromKyberNetwork(kyberOpts, TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('can quote token -> ETH', async () => {
|
|
// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
// const [expectedQuotes] = getDeterministicBuyQuotes(TAKER_TOKEN, WETH_ADDRESS, ['Kyber'], sampleAmounts);
|
|
// const [, , quotes] = await testContract
|
|
// .sampleBuysFromKyberNetwork(kyberOpts, TAKER_TOKEN, WETH_ADDRESS, sampleAmounts)
|
|
// .callAsync();
|
|
// expectQuotesWithinRange(quotes, expectedQuotes, ACCEPTABLE_SLIPPAGE);
|
|
// });
|
|
//
|
|
// it('returns zero if token -> ETH fails', async () => {
|
|
// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
// const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
// await enableFailTriggerAsync();
|
|
// const [, , quotes] = await testContract
|
|
// .sampleBuysFromKyberNetwork(kyberOpts, TAKER_TOKEN, WETH_ADDRESS, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('can quote ETH -> token', async () => {
|
|
// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
// const [expectedQuotes] = getDeterministicBuyQuotes(WETH_ADDRESS, TAKER_TOKEN, ['Kyber'], sampleAmounts);
|
|
// const [, , quotes] = await testContract
|
|
// .sampleBuysFromKyberNetwork(kyberOpts, WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
|
|
// .callAsync();
|
|
// expectQuotesWithinRange(quotes, expectedQuotes, ACCEPTABLE_SLIPPAGE);
|
|
// });
|
|
//
|
|
// it('returns zero if ETH -> token fails', async () => {
|
|
// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
// const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
// await enableFailTriggerAsync();
|
|
// const [, , quotes] = await testContract
|
|
// .sampleBuysFromKyberNetwork(kyberOpts, WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
// });
|
|
//
|
|
// blockchainTests.resets('sampleSellsFromUniswap()', () => {
|
|
// const UNISWAP_ETH_ADDRESS = NULL_ADDRESS;
|
|
// before(async () => {
|
|
// await testContract.createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN]).awaitTransactionSuccessAsync();
|
|
// });
|
|
//
|
|
// it('throws if tokens are the same', async () => {
|
|
// const tx = testContract.sampleSellsFromUniswap(UNISWAP_ADDRESS, MAKER_TOKEN, MAKER_TOKEN, []).callAsync();
|
|
// return expect(tx).to.revertWith(INVALID_TOKEN_PAIR_ERROR);
|
|
// });
|
|
//
|
|
// it('can return no quotes', async () => {
|
|
// const quotes = await testContract
|
|
// .sampleSellsFromUniswap(UNISWAP_ADDRESS, TAKER_TOKEN, MAKER_TOKEN, [])
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq([]);
|
|
// });
|
|
//
|
|
// it('can quote token -> token', async () => {
|
|
// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
// const [expectedQuotes] = getDeterministicSellQuotes(TAKER_TOKEN, MAKER_TOKEN, ['Uniswap'], sampleAmounts);
|
|
// const quotes = await testContract
|
|
// .sampleSellsFromUniswap(UNISWAP_ADDRESS, TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('returns zero if token -> token fails', async () => {
|
|
// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
// const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
// await enableFailTriggerAsync();
|
|
// const quotes = await testContract
|
|
// .sampleSellsFromUniswap(UNISWAP_ADDRESS, TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('can quote token -> ETH', async () => {
|
|
// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
// const [expectedQuotes] = getDeterministicSellQuotes(TAKER_TOKEN, WETH_ADDRESS, ['Uniswap'], sampleAmounts);
|
|
// const quotes = await testContract
|
|
// .sampleSellsFromUniswap(UNISWAP_ADDRESS, TAKER_TOKEN, UNISWAP_ETH_ADDRESS, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('returns zero if token -> ETH fails', async () => {
|
|
// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
// const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
// await enableFailTriggerAsync();
|
|
// const quotes = await testContract
|
|
// .sampleSellsFromUniswap(UNISWAP_ADDRESS, TAKER_TOKEN, UNISWAP_ETH_ADDRESS, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('can quote ETH -> token', async () => {
|
|
// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
// const [expectedQuotes] = getDeterministicSellQuotes(WETH_ADDRESS, TAKER_TOKEN, ['Uniswap'], sampleAmounts);
|
|
// const quotes = await testContract
|
|
// .sampleSellsFromUniswap(UNISWAP_ADDRESS, UNISWAP_ETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('returns zero if ETH -> token fails', async () => {
|
|
// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
// const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
// await enableFailTriggerAsync();
|
|
// const quotes = await testContract
|
|
// .sampleSellsFromUniswap(UNISWAP_ADDRESS, UNISWAP_ETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('returns zero if no exchange exists for the maker token', async () => {
|
|
// const nonExistantToken = randomAddress();
|
|
// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
// const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
// const quotes = await testContract
|
|
// .sampleSellsFromUniswap(UNISWAP_ADDRESS, TAKER_TOKEN, nonExistantToken, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('returns zero if no exchange exists for the taker token', async () => {
|
|
// const nonExistantToken = randomAddress();
|
|
// const sampleAmounts = getSampleAmounts(nonExistantToken);
|
|
// const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
// const quotes = await testContract
|
|
// .sampleSellsFromUniswap(UNISWAP_ADDRESS, nonExistantToken, MAKER_TOKEN, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
// });
|
|
//
|
|
// blockchainTests.resets('sampleBuysFromUniswap()', () => {
|
|
// const UNISWAP_ETH_ADDRESS = NULL_ADDRESS;
|
|
// before(async () => {
|
|
// await testContract.createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN]).awaitTransactionSuccessAsync();
|
|
// });
|
|
//
|
|
// it('throws if tokens are the same', async () => {
|
|
// const tx = testContract.sampleBuysFromUniswap(UNISWAP_ADDRESS, MAKER_TOKEN, MAKER_TOKEN, []).callAsync();
|
|
// return expect(tx).to.revertWith(INVALID_TOKEN_PAIR_ERROR);
|
|
// });
|
|
//
|
|
// it('can return no quotes', async () => {
|
|
// const quotes = await testContract
|
|
// .sampleBuysFromUniswap(UNISWAP_ADDRESS, TAKER_TOKEN, MAKER_TOKEN, [])
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq([]);
|
|
// });
|
|
//
|
|
// it('can quote token -> token', async () => {
|
|
// const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
// const [expectedQuotes] = getDeterministicBuyQuotes(TAKER_TOKEN, MAKER_TOKEN, ['Uniswap'], sampleAmounts);
|
|
// const quotes = await testContract
|
|
// .sampleBuysFromUniswap(UNISWAP_ADDRESS, TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('returns zero if token -> token fails', async () => {
|
|
// const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
// const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
// await enableFailTriggerAsync();
|
|
// const quotes = await testContract
|
|
// .sampleBuysFromUniswap(UNISWAP_ADDRESS, TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('can quote token -> ETH', async () => {
|
|
// const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
// const [expectedQuotes] = getDeterministicBuyQuotes(TAKER_TOKEN, WETH_ADDRESS, ['Uniswap'], sampleAmounts);
|
|
// const quotes = await testContract
|
|
// .sampleBuysFromUniswap(UNISWAP_ADDRESS, TAKER_TOKEN, UNISWAP_ETH_ADDRESS, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('returns zero if token -> ETH fails', async () => {
|
|
// const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
// const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
// await enableFailTriggerAsync();
|
|
// const quotes = await testContract
|
|
// .sampleBuysFromUniswap(UNISWAP_ADDRESS, TAKER_TOKEN, UNISWAP_ETH_ADDRESS, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('can quote ETH -> token', async () => {
|
|
// const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
// const [expectedQuotes] = getDeterministicBuyQuotes(WETH_ADDRESS, TAKER_TOKEN, ['Uniswap'], sampleAmounts);
|
|
// const quotes = await testContract
|
|
// .sampleBuysFromUniswap(UNISWAP_ADDRESS, UNISWAP_ETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('returns zero if ETH -> token fails', async () => {
|
|
// const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
// const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
// await enableFailTriggerAsync();
|
|
// const quotes = await testContract
|
|
// .sampleBuysFromUniswap(UNISWAP_ADDRESS, UNISWAP_ETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('returns zero if no exchange exists for the maker token', async () => {
|
|
// const nonExistantToken = randomAddress();
|
|
// const sampleAmounts = getSampleAmounts(nonExistantToken);
|
|
// const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
// const quotes = await testContract
|
|
// .sampleBuysFromUniswap(UNISWAP_ADDRESS, TAKER_TOKEN, nonExistantToken, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('returns zero if no exchange exists for the taker token', async () => {
|
|
// const nonExistantToken = randomAddress();
|
|
// const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
// const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
// const quotes = await testContract
|
|
// .sampleBuysFromUniswap(UNISWAP_ADDRESS, nonExistantToken, MAKER_TOKEN, sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
// });
|
|
//
|
|
// describe('liquidity provider', () => {
|
|
// const xAsset = randomAddress();
|
|
// const yAsset = randomAddress();
|
|
// const sampleAmounts = getSampleAmounts(yAsset);
|
|
// let liquidityProvider: DummyLiquidityProviderContract;
|
|
//
|
|
// before(async () => {
|
|
// liquidityProvider = await DummyLiquidityProviderContract.deployFrom0xArtifactAsync(
|
|
// artifacts.DummyLiquidityProvider,
|
|
// env.provider,
|
|
// env.txDefaults,
|
|
// {},
|
|
// );
|
|
// });
|
|
//
|
|
// it('should be able to query sells from the liquidity provider', async () => {
|
|
// const quotes = await testContract
|
|
// .sampleSellsFromLiquidityProvider(liquidityProvider.address, yAsset, xAsset, sampleAmounts)
|
|
// .callAsync();
|
|
// quotes.forEach((value, idx) => {
|
|
// expect(value).is.bignumber.eql(sampleAmounts[idx].minus(1));
|
|
// });
|
|
// });
|
|
//
|
|
// it('should be able to query buys from the liquidity provider', async () => {
|
|
// const quotes = await testContract
|
|
// .sampleBuysFromLiquidityProvider(liquidityProvider.address, yAsset, xAsset, sampleAmounts)
|
|
// .callAsync();
|
|
// quotes.forEach((value, idx) => {
|
|
// expect(value).is.bignumber.eql(sampleAmounts[idx].plus(1));
|
|
// });
|
|
// });
|
|
//
|
|
// it('should just return zeros if the liquidity provider does not exist', async () => {
|
|
// const quotes = await testContract
|
|
// .sampleBuysFromLiquidityProvider(randomAddress(), yAsset, xAsset, sampleAmounts)
|
|
// .callAsync();
|
|
// quotes.forEach(value => {
|
|
// expect(value).is.bignumber.eql(constants.ZERO_AMOUNT);
|
|
// });
|
|
// });
|
|
// });
|
|
//
|
|
// blockchainTests.resets('sampleSellsFromUniswapV2()', () => {
|
|
// function predictSellQuotes(path: string[], sellAmounts: BigNumber[]): BigNumber[] {
|
|
// return sellAmounts.map(a => getDeterministicUniswapV2SellQuote(path, a));
|
|
// }
|
|
//
|
|
// it('can return no quotes', async () => {
|
|
// const quotes = await testContract
|
|
// .sampleSellsFromUniswapV2(UNISWAP_V2_ROUTER, [TAKER_TOKEN, MAKER_TOKEN], [])
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq([]);
|
|
// });
|
|
//
|
|
// it('can quote token -> token', async () => {
|
|
// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
// const expectedQuotes = predictSellQuotes([TAKER_TOKEN, MAKER_TOKEN], sampleAmounts);
|
|
// const quotes = await testContract
|
|
// .sampleSellsFromUniswapV2(UNISWAP_V2_ROUTER, [TAKER_TOKEN, MAKER_TOKEN], sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('returns zero if token -> token fails', async () => {
|
|
// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
// const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
// await enableFailTriggerAsync();
|
|
// const quotes = await testContract
|
|
// .sampleSellsFromUniswapV2(UNISWAP_V2_ROUTER, [TAKER_TOKEN, MAKER_TOKEN], sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('can quote token -> token -> token', async () => {
|
|
// const intermediateToken = randomAddress();
|
|
// const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
// const expectedQuotes = predictSellQuotes([TAKER_TOKEN, intermediateToken, MAKER_TOKEN], sampleAmounts);
|
|
// const quotes = await testContract
|
|
// .sampleSellsFromUniswapV2(
|
|
// UNISWAP_V2_ROUTER,
|
|
// [TAKER_TOKEN, intermediateToken, MAKER_TOKEN],
|
|
// sampleAmounts,
|
|
// )
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
// });
|
|
//
|
|
// blockchainTests.resets('sampleBuysFromUniswapV2()', () => {
|
|
// function predictBuyQuotes(path: string[], buyAmounts: BigNumber[]): BigNumber[] {
|
|
// return buyAmounts.map(a => getDeterministicUniswapV2BuyQuote(path, a));
|
|
// }
|
|
//
|
|
// it('can return no quotes', async () => {
|
|
// const quotes = await testContract
|
|
// .sampleBuysFromUniswapV2(UNISWAP_V2_ROUTER, [TAKER_TOKEN, MAKER_TOKEN], [])
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq([]);
|
|
// });
|
|
//
|
|
// it('can quote token -> token', async () => {
|
|
// const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
// const expectedQuotes = predictBuyQuotes([TAKER_TOKEN, MAKER_TOKEN], sampleAmounts);
|
|
// const quotes = await testContract
|
|
// .sampleBuysFromUniswapV2(UNISWAP_V2_ROUTER, [TAKER_TOKEN, MAKER_TOKEN], sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('returns zero if token -> token fails', async () => {
|
|
// const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
// const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
// await enableFailTriggerAsync();
|
|
// const quotes = await testContract
|
|
// .sampleBuysFromUniswapV2(UNISWAP_V2_ROUTER, [TAKER_TOKEN, MAKER_TOKEN], sampleAmounts)
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
//
|
|
// it('can quote token -> token -> token', async () => {
|
|
// const intermediateToken = randomAddress();
|
|
// const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
// const expectedQuotes = predictBuyQuotes([TAKER_TOKEN, intermediateToken, MAKER_TOKEN], sampleAmounts);
|
|
// const quotes = await testContract
|
|
// .sampleBuysFromUniswapV2(
|
|
// UNISWAP_V2_ROUTER,
|
|
// [TAKER_TOKEN, intermediateToken, MAKER_TOKEN],
|
|
// sampleAmounts,
|
|
// )
|
|
// .callAsync();
|
|
// expect(quotes).to.deep.eq(expectedQuotes);
|
|
// });
|
|
// });
|
|
//
|
|
// describe('batchCall()', () => {
|
|
// it('can call one function', async () => {
|
|
// const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN);
|
|
// const expected = orders.map(getDeterministicFillableTakerAssetAmount);
|
|
// const calls = [
|
|
// testContract
|
|
// .getLimitOrderFillableTakerAssetAmounts(
|
|
// // tslint:disable-next-line:no-unnecessary-type-assertion
|
|
// orders.map(o => o.order as LimitOrderFields),
|
|
// orders.map(o => o.signature),
|
|
// NULL_ADDRESS,
|
|
// )
|
|
// .getABIEncodedTransactionData(),
|
|
// ];
|
|
// const r = await testContract.batchCall(calls).callAsync();
|
|
// expect(r).to.be.length(1);
|
|
// const actual = testContract.getABIDecodedReturnData<BigNumber[]>(
|
|
// 'getLimitOrderFillableTakerAssetAmounts',
|
|
// r[0].data,
|
|
// );
|
|
// expect(actual).to.deep.eq(expected);
|
|
// });
|
|
//
|
|
// it('can call two functions', async () => {
|
|
// const numOrders = _.random(1, 10);
|
|
// const orders = _.times(2, () => createOrders(MAKER_TOKEN, TAKER_TOKEN, numOrders));
|
|
// const expecteds = [
|
|
// orders[0].map(getDeterministicFillableTakerAssetAmount),
|
|
// orders[1].map(getDeterministicFillableMakerAssetAmount),
|
|
// ];
|
|
// const calls = [
|
|
// testContract
|
|
// .getLimitOrderFillableTakerAssetAmounts(
|
|
// // tslint:disable-next-line:no-unnecessary-type-assertion
|
|
// orders[0].map(o => o.order as LimitOrderFields),
|
|
// orders[0].map(o => o.signature),
|
|
// NULL_ADDRESS,
|
|
// )
|
|
// .getABIEncodedTransactionData(),
|
|
// testContract
|
|
// .getLimitOrderFillableMakerAssetAmounts(
|
|
// // tslint:disable-next-line:no-unnecessary-type-assertion
|
|
// orders[1].map(o => o.order as LimitOrderFields),
|
|
// orders[1].map(o => o.signature),
|
|
// NULL_ADDRESS,
|
|
// )
|
|
// .getABIEncodedTransactionData(),
|
|
// ];
|
|
// const r = await testContract.batchCall(calls).callAsync();
|
|
// expect(r).to.be.length(2);
|
|
// expect(
|
|
// testContract.getABIDecodedReturnData('getLimitOrderFillableTakerAssetAmounts', r[0].data),
|
|
// ).to.deep.eq(expecteds[0]);
|
|
// expect(
|
|
// testContract.getABIDecodedReturnData('getLimitOrderFillableMakerAssetAmounts', r[1].data),
|
|
// ).to.deep.eq(expecteds[1]);
|
|
// });
|
|
//
|
|
// it('can make recursive calls', async () => {
|
|
// const numOrders = _.random(1, 10);
|
|
// const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN, numOrders);
|
|
// const expected = orders.map(getDeterministicFillableTakerAssetAmount);
|
|
// let r = await testContract
|
|
// .batchCall([
|
|
// testContract
|
|
// .batchCall([
|
|
// testContract
|
|
// .getLimitOrderFillableTakerAssetAmounts(
|
|
// // tslint:disable-next-line:no-unnecessary-type-assertion
|
|
// orders.map(o => o.order as LimitOrderFields),
|
|
// orders.map(o => o.signature),
|
|
// NULL_ADDRESS,
|
|
// )
|
|
// .getABIEncodedTransactionData(),
|
|
// ])
|
|
// .getABIEncodedTransactionData(),
|
|
// ])
|
|
// .callAsync();
|
|
// expect(r).to.be.length(1);
|
|
// r = testContract.getABIDecodedReturnData<SamplerCallResult[]>('batchCall', r[0].data);
|
|
// expect(r).to.be.length(1);
|
|
// expect(
|
|
// testContract.getABIDecodedReturnData('getLimitOrderFillableTakerAssetAmounts', r[0].data),
|
|
// ).to.deep.eq(expected);
|
|
// });
|
|
// });
|
|
//
|
|
// blockchainTests.resets('TwoHopSampler', () => {
|
|
// before(async () => {
|
|
// await testContract
|
|
// .createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN, INTERMEDIATE_TOKEN])
|
|
// .awaitTransactionSuccessAsync();
|
|
// });
|
|
//
|
|
// it('sampleTwoHopSell', async () => {
|
|
// // tslint:disable-next-line no-unnecessary-type-assertion
|
|
// const sellAmount = _.last(getSampleAmounts(TAKER_TOKEN))!;
|
|
// const uniswapV2FirstHopPath = [TAKER_TOKEN, INTERMEDIATE_TOKEN];
|
|
// const uniswapV2FirstHop = testContract
|
|
// .sampleSellsFromUniswapV2(UNISWAP_V2_ROUTER, uniswapV2FirstHopPath, [constants.ZERO_AMOUNT])
|
|
// .getABIEncodedTransactionData();
|
|
//
|
|
// const uniswapV2SecondHopPath = [INTERMEDIATE_TOKEN, randomAddress(), MAKER_TOKEN];
|
|
// const uniswapV2SecondHop = testContract
|
|
// .sampleSellsFromUniswapV2(UNISWAP_V2_ROUTER, uniswapV2SecondHopPath, [constants.ZERO_AMOUNT])
|
|
// .getABIEncodedTransactionData();
|
|
//
|
|
// const firstHopQuotes = [getDeterministicUniswapV2SellQuote(uniswapV2FirstHopPath, sellAmount)];
|
|
// const expectedIntermediateAssetAmount = BigNumber.max(...firstHopQuotes);
|
|
// const secondHopQuotes = [
|
|
// getDeterministicUniswapV2SellQuote(uniswapV2SecondHopPath, expectedIntermediateAssetAmount),
|
|
// ];
|
|
// const expectedBuyAmount = BigNumber.max(...secondHopQuotes);
|
|
//
|
|
// const [firstHop, secondHop, buyAmount] = await testContract
|
|
// .sampleTwoHopSell([uniswapV2FirstHop], [uniswapV2SecondHop], sellAmount)
|
|
// .callAsync();
|
|
// expect(firstHop.sourceIndex, 'First hop source index').to.bignumber.equal(
|
|
// firstHopQuotes.findIndex(quote => quote.isEqualTo(expectedIntermediateAssetAmount)),
|
|
// );
|
|
// expect(secondHop.sourceIndex, 'Second hop source index').to.bignumber.equal(
|
|
// secondHopQuotes.findIndex(quote => quote.isEqualTo(expectedBuyAmount)),
|
|
// );
|
|
// expect(buyAmount, 'Two hop buy amount').to.bignumber.equal(expectedBuyAmount);
|
|
// });
|
|
// it('sampleTwoHopBuy', async () => {
|
|
// // tslint:disable-next-line no-unnecessary-type-assertion
|
|
// const buyAmount = _.last(getSampleAmounts(MAKER_TOKEN))!;
|
|
// const uniswapV2FirstHopPath = [TAKER_TOKEN, INTERMEDIATE_TOKEN];
|
|
// const uniswapV2FirstHop = testContract
|
|
// .sampleBuysFromUniswapV2(UNISWAP_V2_ROUTER, uniswapV2FirstHopPath, [constants.ZERO_AMOUNT])
|
|
// .getABIEncodedTransactionData();
|
|
//
|
|
// const uniswapV2SecondHopPath = [INTERMEDIATE_TOKEN, randomAddress(), MAKER_TOKEN];
|
|
// const uniswapV2SecondHop = testContract
|
|
// .sampleBuysFromUniswapV2(UNISWAP_V2_ROUTER, uniswapV2SecondHopPath, [constants.ZERO_AMOUNT])
|
|
// .getABIEncodedTransactionData();
|
|
//
|
|
// const secondHopQuotes = [getDeterministicUniswapV2BuyQuote(uniswapV2SecondHopPath, buyAmount)];
|
|
// const expectedIntermediateAssetAmount = BigNumber.min(...secondHopQuotes);
|
|
//
|
|
// const firstHopQuotes = [
|
|
// getDeterministicUniswapV2BuyQuote(uniswapV2FirstHopPath, expectedIntermediateAssetAmount),
|
|
// ];
|
|
// const expectedSellAmount = BigNumber.min(...firstHopQuotes);
|
|
//
|
|
// const [firstHop, secondHop, sellAmount] = await testContract
|
|
// .sampleTwoHopBuy([uniswapV2FirstHop], [uniswapV2SecondHop], buyAmount)
|
|
// .callAsync();
|
|
// expect(firstHop.sourceIndex, 'First hop source index').to.bignumber.equal(
|
|
// firstHopQuotes.findIndex(quote => quote.isEqualTo(expectedSellAmount)),
|
|
// );
|
|
// expect(secondHop.sourceIndex, 'Second hop source index').to.bignumber.equal(
|
|
// secondHopQuotes.findIndex(quote => quote.isEqualTo(expectedIntermediateAssetAmount)),
|
|
// );
|
|
// expect(sellAmount, 'Two hop sell amount').to.bignumber.equal(expectedSellAmount);
|
|
// });
|
|
// });
|
|
// });
|