a2d42b07b5
* add balancer v2 * fetch balancer v2 pools from subgraph * feat: initial stab at a Balancer V2 Sampler WIP * feat: add sampling for buys and fix build issues WIP [untested] * fix: BalancerV2Sampler implementation issues, works on Kovan * chore: BalancerV2 sampling boilerplate * fix: update Balancer V2 mainnet address * fix: consolidate differences between the 2 working branches * fix: use mainnet Balancer V2 subgraph * fix: stack too deep by minimizing and inline Balancer V2 vault interface * fix: address review comments and clean up * fix: sampler vault interface and pools cache assuming a pool has swaps * address more review comments * fix: TS type issues and add a comment about deadline argument * fix: pools_cache_tests incorrect token addresses, prettier incompat * fix: make ERC20BridgeSampler support BalancerV2 non view sampler fns * fix: use a struct for passing encoded bridge data for Balancer V2 * chore: add changelog entries * fix: improve gas accuracy of gas schedule for Balancer V2 & Maker Psm * fix: don't exclude sources with stale caches & wait for cache refresh * rebase * `@0x/asset-swapper`: Fix stack too deep errors in sampler * `@0x/asset-swapper`: Add uniswap V3 sampler. * `@0x/contracts-zero-ex`: Add UniswapV3 support to FQT * `@0x/protocol-utils`: Update BridgeProtocols. `@0x/asset-swapper`: Add sell integration for UniswapV3. * `@0x/asset-swapper`: Remove unnecessary swap quote consumer constructor arg. `@0x/asset-swapper`: Enable UniswapV3 on ropsten. * `@0x/asset-swapper`: UniswapV3 fixes * `@0x/asset-swapper`: Fix stuff based on latest deployed testnet contracts * `@0x/asset-swapper`: Remove UniV3 from mainnet sources for now * `@0x/asset-swapper`: Tweak univ3 gas schedule * fix CI? * `@0x/contracts-test-utils`: Set default ganache gas limit to 100e6 Co-authored-by: xianny <xianny@gmail.com> Co-authored-by: Kim Persson <kimpersson88@gmail.com> Co-authored-by: Lawrence Forman <me@merklejerk.com> Co-authored-by: Jacob Evans <jacob@dekz.net>
1189 lines
55 KiB
TypeScript
1189 lines
55 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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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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// tslint:disable: custom-no-magic-numbers
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const { NULL_ADDRESS } = constants;
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blockchainTests('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 ETH2DAI_SALT = '0xb713b61bb9bb2958a0f5d1534b21e94fc68c4c0c034b0902ed844f2f6cd1b4f7';
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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 ETH2DAI_ADDRESS = '';
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let UNISWAP_ADDRESS = '';
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let UNISWAP_V2_ROUTER = '';
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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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ETH2DAI_ADDRESS = await testContract.eth2Dai().callAsync();
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UNISWAP_ADDRESS = await testContract.uniswap().callAsync();
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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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function getUniswapExchangeSalt(tokenAddress: string): string {
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return getPackedHash(UNISWAP_BASE_SALT, tokenAddress);
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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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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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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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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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function areAddressesEqual(a: string, b: string): boolean {
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return a.toLowerCase() === b.toLowerCase();
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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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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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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' || source === 'Eth2Dai') {
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sampleOutputs.push(
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getDeterministicSellQuote(
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source === 'Kyber' ? KYBER_SALT : ETH2DAI_SALT,
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sellToken,
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buyToken,
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amount,
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),
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);
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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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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' || source === 'Eth2Dai') {
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sampleOutputs.push(
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getDeterministicBuyQuote(
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source === 'Kyber' ? KYBER_SALT : ETH2DAI_SALT,
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sellToken,
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buyToken,
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amount,
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),
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);
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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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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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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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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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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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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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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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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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async function enableFailTriggerAsync(): Promise<void> {
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await testContract.enableFailTrigger().awaitTransactionSuccessAsync({ value: 1 });
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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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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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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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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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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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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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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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});
|
|
|
|
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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});
|
|
|
|
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)
|
|
.callAsync();
|
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expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
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
|
|
.sampleSellsFromKyberNetwork(kyberOpts, TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
|
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.callAsync();
|
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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
|
|
.sampleSellsFromKyberNetwork(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] = getDeterministicSellQuotes(WETH_ADDRESS, TAKER_TOKEN, ['Kyber'], sampleAmounts);
|
|
const [, , quotes] = await testContract
|
|
.sampleSellsFromKyberNetwork(kyberOpts, WETH_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
|
|
.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('sampleSellsFromEth2Dai()', () => {
|
|
before(async () => {
|
|
await testContract.createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN]).awaitTransactionSuccessAsync();
|
|
});
|
|
|
|
it('throws if tokens are the same', async () => {
|
|
const tx = testContract.sampleSellsFromEth2Dai(ETH2DAI_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
|
|
.sampleSellsFromEth2Dai(ETH2DAI_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, ['Eth2Dai'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleSellsFromEth2Dai(ETH2DAI_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
|
|
.sampleSellsFromEth2Dai(ETH2DAI_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, ['Eth2Dai'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleSellsFromEth2Dai(ETH2DAI_ADDRESS, TAKER_TOKEN, WETH_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
|
|
.sampleSellsFromEth2Dai(ETH2DAI_ADDRESS, 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] = getDeterministicSellQuotes(WETH_ADDRESS, TAKER_TOKEN, ['Eth2Dai'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleSellsFromEth2Dai(ETH2DAI_ADDRESS, WETH_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
|
|
.sampleSellsFromEth2Dai(ETH2DAI_ADDRESS, WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
});
|
|
|
|
blockchainTests.resets('sampleBuysFromEth2Dai()', () => {
|
|
before(async () => {
|
|
await testContract.createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN]).awaitTransactionSuccessAsync();
|
|
});
|
|
|
|
it('throws if tokens are the same', async () => {
|
|
const tx = testContract.sampleBuysFromEth2Dai(ETH2DAI_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
|
|
.sampleBuysFromEth2Dai(ETH2DAI_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, ['Eth2Dai'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleBuysFromEth2Dai(ETH2DAI_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
|
|
.sampleBuysFromEth2Dai(ETH2DAI_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, ['Eth2Dai'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleBuysFromEth2Dai(ETH2DAI_ADDRESS, TAKER_TOKEN, WETH_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
|
|
.sampleBuysFromEth2Dai(ETH2DAI_ADDRESS, TAKER_TOKEN, WETH_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, ['Eth2Dai'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleBuysFromEth2Dai(ETH2DAI_ADDRESS, WETH_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
|
|
.sampleBuysFromEth2Dai(ETH2DAI_ADDRESS, 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 eth2DaiFirstHop = testContract
|
|
.sampleSellsFromEth2Dai(ETH2DAI_ADDRESS, TAKER_TOKEN, INTERMEDIATE_TOKEN, [constants.ZERO_AMOUNT])
|
|
.getABIEncodedTransactionData();
|
|
const eth2DaiSecondHop = testContract
|
|
.sampleSellsFromEth2Dai(ETH2DAI_ADDRESS, INTERMEDIATE_TOKEN, MAKER_TOKEN, [constants.ZERO_AMOUNT])
|
|
.getABIEncodedTransactionData();
|
|
|
|
const firstHopQuotes = [
|
|
getDeterministicSellQuote(ETH2DAI_SALT, TAKER_TOKEN, INTERMEDIATE_TOKEN, sellAmount),
|
|
getDeterministicUniswapV2SellQuote(uniswapV2FirstHopPath, sellAmount),
|
|
];
|
|
const expectedIntermediateAssetAmount = BigNumber.max(...firstHopQuotes);
|
|
const secondHopQuotes = [
|
|
getDeterministicSellQuote(
|
|
ETH2DAI_SALT,
|
|
INTERMEDIATE_TOKEN,
|
|
MAKER_TOKEN,
|
|
expectedIntermediateAssetAmount,
|
|
),
|
|
getDeterministicUniswapV2SellQuote(uniswapV2SecondHopPath, expectedIntermediateAssetAmount),
|
|
];
|
|
const expectedBuyAmount = BigNumber.max(...secondHopQuotes);
|
|
|
|
const [firstHop, secondHop, buyAmount] = await testContract
|
|
.sampleTwoHopSell(
|
|
[eth2DaiFirstHop, uniswapV2FirstHop],
|
|
[eth2DaiSecondHop, 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 eth2DaiFirstHop = testContract
|
|
.sampleBuysFromEth2Dai(ETH2DAI_ADDRESS, TAKER_TOKEN, INTERMEDIATE_TOKEN, [constants.ZERO_AMOUNT])
|
|
.getABIEncodedTransactionData();
|
|
const eth2DaiSecondHop = testContract
|
|
.sampleBuysFromEth2Dai(ETH2DAI_ADDRESS, INTERMEDIATE_TOKEN, MAKER_TOKEN, [constants.ZERO_AMOUNT])
|
|
.getABIEncodedTransactionData();
|
|
|
|
const secondHopQuotes = [
|
|
getDeterministicBuyQuote(ETH2DAI_SALT, INTERMEDIATE_TOKEN, MAKER_TOKEN, buyAmount),
|
|
getDeterministicUniswapV2BuyQuote(uniswapV2SecondHopPath, buyAmount),
|
|
];
|
|
const expectedIntermediateAssetAmount = BigNumber.min(...secondHopQuotes);
|
|
|
|
const firstHopQuotes = [
|
|
getDeterministicBuyQuote(
|
|
ETH2DAI_SALT,
|
|
TAKER_TOKEN,
|
|
INTERMEDIATE_TOKEN,
|
|
expectedIntermediateAssetAmount,
|
|
),
|
|
getDeterministicUniswapV2BuyQuote(uniswapV2FirstHopPath, expectedIntermediateAssetAmount),
|
|
];
|
|
const expectedSellAmount = BigNumber.min(...firstHopQuotes);
|
|
|
|
const [firstHop, secondHop, sellAmount] = await testContract
|
|
.sampleTwoHopBuy(
|
|
[eth2DaiFirstHop, uniswapV2FirstHop],
|
|
[eth2DaiSecondHop, 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);
|
|
});
|
|
});
|
|
});
|