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>
508 lines
25 KiB
TypeScript
508 lines
25 KiB
TypeScript
import { getContractAddressesForChainOrThrow } from '@0x/contract-addresses';
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import { constants as contractConstants, getRandomInteger, randomAddress } from '@0x/contracts-test-utils';
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import {
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decodeAffiliateFeeTransformerData,
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decodeFillQuoteTransformerData,
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decodePayTakerTransformerData,
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decodePositiveSlippageFeeTransformerData,
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decodeWethTransformerData,
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ETH_TOKEN_ADDRESS,
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FillQuoteTransformerLimitOrderInfo,
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FillQuoteTransformerOrderType,
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FillQuoteTransformerSide,
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getTransformerAddress,
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LimitOrderFields,
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} from '@0x/protocol-utils';
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import { AbiEncoder, BigNumber, hexUtils } from '@0x/utils';
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import * as chai from 'chai';
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import * as _ from 'lodash';
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import 'mocha';
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import { constants, POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS } from '../src/constants';
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import { ExchangeProxySwapQuoteConsumer } from '../src/quote_consumers/exchange_proxy_swap_quote_consumer';
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import { AffiliateFeeType, MarketBuySwapQuote, MarketOperation, MarketSellSwapQuote } from '../src/types';
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import {
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ERC20BridgeSource,
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OptimizedLimitOrder,
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OptimizedMarketOrder,
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} from '../src/utils/market_operation_utils/types';
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import { chaiSetup } from './utils/chai_setup';
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import { getRandomAmount, getRandomSignature } from './utils/utils';
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chaiSetup.configure();
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const expect = chai.expect;
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const { NULL_ADDRESS } = constants;
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const { MAX_UINT256, ZERO_AMOUNT } = contractConstants;
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// tslint:disable: custom-no-magic-numbers
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describe('ExchangeProxySwapQuoteConsumer', () => {
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const CHAIN_ID = 1;
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const TAKER_TOKEN = randomAddress();
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const MAKER_TOKEN = randomAddress();
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const INTERMEDIATE_TOKEN = randomAddress();
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const TRANSFORMER_DEPLOYER = randomAddress();
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const contractAddresses = {
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...getContractAddressesForChainOrThrow(CHAIN_ID),
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exchangeProxy: randomAddress(),
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exchangeProxyAllowanceTarget: randomAddress(),
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exchangeProxyTransformerDeployer: TRANSFORMER_DEPLOYER,
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transformers: {
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wethTransformer: getTransformerAddress(TRANSFORMER_DEPLOYER, 1),
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payTakerTransformer: getTransformerAddress(TRANSFORMER_DEPLOYER, 2),
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fillQuoteTransformer: getTransformerAddress(TRANSFORMER_DEPLOYER, 3),
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affiliateFeeTransformer: getTransformerAddress(TRANSFORMER_DEPLOYER, 4),
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positiveSlippageFeeTransformer: getTransformerAddress(TRANSFORMER_DEPLOYER, 5),
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},
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};
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let consumer: ExchangeProxySwapQuoteConsumer;
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before(async () => {
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consumer = new ExchangeProxySwapQuoteConsumer(contractAddresses, { chainId: CHAIN_ID });
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});
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function getRandomOrder(orderFields?: Partial<LimitOrderFields>): LimitOrderFields {
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return {
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chainId: CHAIN_ID,
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verifyingContract: contractAddresses.exchangeProxy,
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expiry: getRandomInteger(1, 2e9),
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feeRecipient: randomAddress(),
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sender: randomAddress(),
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pool: hexUtils.random(32),
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maker: randomAddress(),
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makerAmount: getRandomAmount(),
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takerAmount: getRandomAmount(),
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takerTokenFeeAmount: getRandomAmount(),
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salt: getRandomAmount(2e9),
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taker: NULL_ADDRESS,
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makerToken: MAKER_TOKEN,
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takerToken: TAKER_TOKEN,
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...orderFields,
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};
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}
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function getRandomOptimizedMarketOrder(
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optimizerFields?: Partial<OptimizedLimitOrder>,
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orderFields?: Partial<LimitOrderFields>,
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): OptimizedLimitOrder {
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const order = getRandomOrder(orderFields);
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return {
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source: ERC20BridgeSource.Native,
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fillData: {
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order,
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signature: getRandomSignature(),
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maxTakerTokenFillAmount: order.takerAmount,
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},
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type: FillQuoteTransformerOrderType.Limit,
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makerToken: order.makerToken,
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takerToken: order.takerToken,
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makerAmount: order.makerAmount,
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takerAmount: order.takerAmount,
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fills: [],
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...optimizerFields,
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};
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}
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function getRandomQuote(side: MarketOperation): MarketBuySwapQuote | MarketSellSwapQuote {
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const order = getRandomOptimizedMarketOrder();
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const makerTokenFillAmount = order.makerAmount;
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const takerTokenFillAmount = order.takerAmount;
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return {
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gasPrice: getRandomInteger(1, 1e9),
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makerToken: MAKER_TOKEN,
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takerToken: TAKER_TOKEN,
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orders: [order],
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makerTokenDecimals: 18,
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takerTokenDecimals: 18,
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sourceBreakdown: {} as any,
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isTwoHop: false,
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bestCaseQuoteInfo: {
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makerAmount: makerTokenFillAmount,
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takerAmount: takerTokenFillAmount,
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totalTakerAmount: takerTokenFillAmount,
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gas: Math.floor(Math.random() * 8e6),
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protocolFeeInWeiAmount: getRandomAmount(),
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feeTakerTokenAmount: getRandomAmount(),
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},
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worstCaseQuoteInfo: {
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makerAmount: makerTokenFillAmount,
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takerAmount: takerTokenFillAmount,
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totalTakerAmount: takerTokenFillAmount,
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gas: Math.floor(Math.random() * 8e6),
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protocolFeeInWeiAmount: getRandomAmount(),
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feeTakerTokenAmount: getRandomAmount(),
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},
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makerAmountPerEth: getRandomInteger(1, 1e9),
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takerAmountPerEth: getRandomInteger(1, 1e9),
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...(side === MarketOperation.Buy
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? { type: MarketOperation.Buy, makerTokenFillAmount }
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: { type: MarketOperation.Sell, takerTokenFillAmount }),
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};
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}
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function getRandomTwoHopQuote(side: MarketOperation): MarketBuySwapQuote | MarketSellSwapQuote {
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return {
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...getRandomQuote(side),
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orders: [
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getRandomOptimizedMarketOrder({ makerToken: INTERMEDIATE_TOKEN }, { makerToken: INTERMEDIATE_TOKEN }),
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getRandomOptimizedMarketOrder({ takerToken: INTERMEDIATE_TOKEN }, { takerToken: INTERMEDIATE_TOKEN }),
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],
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isTwoHop: true,
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} as any;
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}
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function getRandomSellQuote(): MarketSellSwapQuote {
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return getRandomQuote(MarketOperation.Sell) as MarketSellSwapQuote;
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}
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function getRandomBuyQuote(): MarketBuySwapQuote {
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return getRandomQuote(MarketOperation.Buy) as MarketBuySwapQuote;
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}
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type PlainOrder = Exclude<LimitOrderFields, ['chainId', 'exchangeAddress']>;
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function cleanOrders(orders: OptimizedMarketOrder[]): PlainOrder[] {
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return orders.map(
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o =>
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_.omit(
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{
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...o.fillData,
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order: _.omit((o.fillData as FillQuoteTransformerLimitOrderInfo).order, [
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'chainId',
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'verifyingContract',
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]) as any,
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},
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[
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'fillableMakerAssetAmount',
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'fillableTakerAssetAmount',
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'fillableTakerFeeAmount',
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'fills',
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'chainId',
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'verifyingContract',
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],
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) as PlainOrder,
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);
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}
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const transformERC20Encoder = AbiEncoder.createMethod('transformERC20', [
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{ type: 'address', name: 'inputToken' },
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{ type: 'address', name: 'outputToken' },
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{ type: 'uint256', name: 'inputTokenAmount' },
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{ type: 'uint256', name: 'minOutputTokenAmount' },
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{
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type: 'tuple[]',
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name: 'transformations',
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components: [{ type: 'uint32', name: 'deploymentNonce' }, { type: 'bytes', name: 'data' }],
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},
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]);
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interface TransformERC20Args {
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inputToken: string;
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outputToken: string;
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inputTokenAmount: BigNumber;
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minOutputTokenAmount: BigNumber;
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transformations: Array<{
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deploymentNonce: BigNumber;
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data: string;
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}>;
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}
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// const liquidityProviderEncoder = AbiEncoder.createMethod('sellToLiquidityProvider', [
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// { type: 'address', name: 'inputToken' },
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// { type: 'address', name: 'outputToken' },
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// { type: 'address', name: 'target' },
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// { type: 'address', name: 'recipient' },
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// { type: 'uint256', name: 'sellAmount' },
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// { type: 'uint256', name: 'minBuyAmount' },
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// { type: 'bytes', name: 'auxiliaryData' },
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// ]);
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// interface LiquidityProviderArgs {
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// inputToken: string;
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// outputToken: string;
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// target: string;
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// recipient: string;
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// sellAmount: BigNumber;
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// minBuyAmount: BigNumber;
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// auxiliaryData: string;
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// }
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describe('getCalldataOrThrow()', () => {
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it('can produce a sell quote', async () => {
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const quote = getRandomSellQuote();
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const callInfo = await consumer.getCalldataOrThrowAsync(quote);
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const callArgs = transformERC20Encoder.decode(callInfo.calldataHexString) as TransformERC20Args;
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expect(callArgs.inputToken).to.eq(TAKER_TOKEN);
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expect(callArgs.outputToken).to.eq(MAKER_TOKEN);
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expect(callArgs.inputTokenAmount).to.bignumber.eq(quote.worstCaseQuoteInfo.totalTakerAmount);
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expect(callArgs.minOutputTokenAmount).to.bignumber.eq(quote.worstCaseQuoteInfo.makerAmount);
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expect(callArgs.transformations).to.be.length(2);
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expect(
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callArgs.transformations[0].deploymentNonce.toNumber() ===
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consumer.transformerNonces.fillQuoteTransformer,
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);
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expect(
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callArgs.transformations[1].deploymentNonce.toNumber() ===
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consumer.transformerNonces.payTakerTransformer,
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);
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const fillQuoteTransformerData = decodeFillQuoteTransformerData(callArgs.transformations[0].data);
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expect(fillQuoteTransformerData.side).to.eq(FillQuoteTransformerSide.Sell);
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expect(fillQuoteTransformerData.fillAmount).to.bignumber.eq(quote.takerTokenFillAmount);
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expect(fillQuoteTransformerData.limitOrders).to.deep.eq(cleanOrders(quote.orders));
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expect(fillQuoteTransformerData.limitOrders.map(o => o.signature)).to.deep.eq(
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(quote.orders as OptimizedLimitOrder[]).map(o => o.fillData.signature),
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);
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expect(fillQuoteTransformerData.sellToken).to.eq(TAKER_TOKEN);
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expect(fillQuoteTransformerData.buyToken).to.eq(MAKER_TOKEN);
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const payTakerTransformerData = decodePayTakerTransformerData(callArgs.transformations[1].data);
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expect(payTakerTransformerData.amounts).to.deep.eq([]);
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expect(payTakerTransformerData.tokens).to.deep.eq([TAKER_TOKEN, MAKER_TOKEN, ETH_TOKEN_ADDRESS]);
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});
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it('can produce a buy quote', async () => {
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const quote = getRandomBuyQuote();
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const callInfo = await consumer.getCalldataOrThrowAsync(quote);
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const callArgs = transformERC20Encoder.decode(callInfo.calldataHexString) as TransformERC20Args;
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expect(callArgs.inputToken).to.eq(TAKER_TOKEN);
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expect(callArgs.outputToken).to.eq(MAKER_TOKEN);
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expect(callArgs.inputTokenAmount).to.bignumber.eq(quote.worstCaseQuoteInfo.totalTakerAmount);
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expect(callArgs.minOutputTokenAmount).to.bignumber.eq(quote.worstCaseQuoteInfo.makerAmount);
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expect(callArgs.transformations).to.be.length(2);
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expect(
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callArgs.transformations[0].deploymentNonce.toNumber() ===
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consumer.transformerNonces.fillQuoteTransformer,
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);
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expect(
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callArgs.transformations[1].deploymentNonce.toNumber() ===
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consumer.transformerNonces.payTakerTransformer,
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);
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const fillQuoteTransformerData = decodeFillQuoteTransformerData(callArgs.transformations[0].data);
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expect(fillQuoteTransformerData.side).to.eq(FillQuoteTransformerSide.Buy);
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expect(fillQuoteTransformerData.fillAmount).to.bignumber.eq(quote.makerTokenFillAmount);
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expect(fillQuoteTransformerData.limitOrders).to.deep.eq(cleanOrders(quote.orders));
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expect(fillQuoteTransformerData.limitOrders.map(o => o.signature)).to.deep.eq(
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(quote.orders as OptimizedLimitOrder[]).map(o => o.fillData.signature),
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);
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expect(fillQuoteTransformerData.sellToken).to.eq(TAKER_TOKEN);
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expect(fillQuoteTransformerData.buyToken).to.eq(MAKER_TOKEN);
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const payTakerTransformerData = decodePayTakerTransformerData(callArgs.transformations[1].data);
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expect(payTakerTransformerData.amounts).to.deep.eq([]);
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expect(payTakerTransformerData.tokens).to.deep.eq([TAKER_TOKEN, MAKER_TOKEN, ETH_TOKEN_ADDRESS]);
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});
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it('ERC20 -> ERC20 does not have a WETH transformer', async () => {
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const quote = getRandomSellQuote();
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const callInfo = await consumer.getCalldataOrThrowAsync(quote);
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const callArgs = transformERC20Encoder.decode(callInfo.calldataHexString) as TransformERC20Args;
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const nonces = callArgs.transformations.map(t => t.deploymentNonce);
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expect(nonces).to.not.include(consumer.transformerNonces.wethTransformer);
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});
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it('ETH -> ERC20 has a WETH transformer before the fill', async () => {
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const quote = getRandomSellQuote();
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const callInfo = await consumer.getCalldataOrThrowAsync(quote, {
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extensionContractOpts: { isFromETH: true },
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});
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const callArgs = transformERC20Encoder.decode(callInfo.calldataHexString) as TransformERC20Args;
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expect(callArgs.transformations[0].deploymentNonce.toNumber()).to.eq(
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consumer.transformerNonces.wethTransformer,
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);
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const wethTransformerData = decodeWethTransformerData(callArgs.transformations[0].data);
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expect(wethTransformerData.amount).to.bignumber.eq(quote.worstCaseQuoteInfo.totalTakerAmount);
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expect(wethTransformerData.token).to.eq(ETH_TOKEN_ADDRESS);
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});
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it('ERC20 -> ETH has a WETH transformer after the fill', async () => {
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const quote = getRandomSellQuote();
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const callInfo = await consumer.getCalldataOrThrowAsync(quote, {
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extensionContractOpts: { isToETH: true },
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});
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const callArgs = transformERC20Encoder.decode(callInfo.calldataHexString) as TransformERC20Args;
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expect(callArgs.transformations[1].deploymentNonce.toNumber()).to.eq(
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consumer.transformerNonces.wethTransformer,
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);
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const wethTransformerData = decodeWethTransformerData(callArgs.transformations[1].data);
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expect(wethTransformerData.amount).to.bignumber.eq(MAX_UINT256);
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expect(wethTransformerData.token).to.eq(contractAddresses.etherToken);
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});
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it('Appends an affiliate fee transformer after the fill if a buy token affiliate fee is provided', async () => {
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const quote = getRandomSellQuote();
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const affiliateFee = {
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recipient: randomAddress(),
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buyTokenFeeAmount: getRandomAmount(),
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sellTokenFeeAmount: ZERO_AMOUNT,
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feeType: AffiliateFeeType.PercentageFee,
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};
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const callInfo = await consumer.getCalldataOrThrowAsync(quote, {
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extensionContractOpts: { affiliateFee },
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});
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const callArgs = transformERC20Encoder.decode(callInfo.calldataHexString) as TransformERC20Args;
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expect(callArgs.transformations[1].deploymentNonce.toNumber()).to.eq(
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consumer.transformerNonces.affiliateFeeTransformer,
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);
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const affiliateFeeTransformerData = decodeAffiliateFeeTransformerData(callArgs.transformations[1].data);
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expect(affiliateFeeTransformerData.fees).to.deep.equal([
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{ token: MAKER_TOKEN, amount: affiliateFee.buyTokenFeeAmount, recipient: affiliateFee.recipient },
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]);
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});
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it('Appends a positive slippage affiliate fee transformer after the fill if the positive slippage fee feeType is specified', async () => {
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const quote = getRandomSellQuote();
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const affiliateFee = {
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recipient: randomAddress(),
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buyTokenFeeAmount: ZERO_AMOUNT,
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sellTokenFeeAmount: ZERO_AMOUNT,
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feeType: AffiliateFeeType.PositiveSlippageFee,
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};
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const callInfo = await consumer.getCalldataOrThrowAsync(quote, {
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extensionContractOpts: { affiliateFee },
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});
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const callArgs = transformERC20Encoder.decode(callInfo.calldataHexString) as TransformERC20Args;
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expect(callArgs.transformations[1].deploymentNonce.toNumber()).to.eq(
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consumer.transformerNonces.positiveSlippageFeeTransformer,
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);
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const positiveSlippageFeeTransformerData = decodePositiveSlippageFeeTransformerData(
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callArgs.transformations[1].data,
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);
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const bestCaseAmount = quote.bestCaseQuoteInfo.makerAmount.plus(
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POSITIVE_SLIPPAGE_FEE_TRANSFORMER_GAS.multipliedBy(quote.gasPrice).multipliedBy(
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quote.makerAmountPerEth,
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),
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);
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expect(positiveSlippageFeeTransformerData).to.deep.equal({
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token: MAKER_TOKEN,
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bestCaseAmount,
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recipient: affiliateFee.recipient,
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});
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});
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it('Throws if a sell token affiliate fee is provided', async () => {
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const quote = getRandomSellQuote();
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const affiliateFee = {
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recipient: randomAddress(),
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buyTokenFeeAmount: ZERO_AMOUNT,
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sellTokenFeeAmount: getRandomAmount(),
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feeType: AffiliateFeeType.PercentageFee,
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};
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expect(
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consumer.getCalldataOrThrowAsync(quote, {
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extensionContractOpts: { affiliateFee },
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}),
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).to.eventually.be.rejectedWith('Affiliate fees denominated in sell token are not yet supported');
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});
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it('Uses two `FillQuoteTransformer`s if given two-hop sell quote', async () => {
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const quote = getRandomTwoHopQuote(MarketOperation.Sell) as MarketSellSwapQuote;
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const callInfo = await consumer.getCalldataOrThrowAsync(quote, {
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extensionContractOpts: { isTwoHop: true },
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});
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const callArgs = transformERC20Encoder.decode(callInfo.calldataHexString) as TransformERC20Args;
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expect(callArgs.inputToken).to.eq(TAKER_TOKEN);
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expect(callArgs.outputToken).to.eq(MAKER_TOKEN);
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|
expect(callArgs.inputTokenAmount).to.bignumber.eq(quote.worstCaseQuoteInfo.totalTakerAmount);
|
|
expect(callArgs.minOutputTokenAmount).to.bignumber.eq(quote.worstCaseQuoteInfo.makerAmount);
|
|
expect(callArgs.transformations).to.be.length(3);
|
|
expect(
|
|
callArgs.transformations[0].deploymentNonce.toNumber() ===
|
|
consumer.transformerNonces.fillQuoteTransformer,
|
|
);
|
|
expect(
|
|
callArgs.transformations[1].deploymentNonce.toNumber() ===
|
|
consumer.transformerNonces.fillQuoteTransformer,
|
|
);
|
|
expect(
|
|
callArgs.transformations[2].deploymentNonce.toNumber() ===
|
|
consumer.transformerNonces.payTakerTransformer,
|
|
);
|
|
const [firstHopOrder, secondHopOrder] = quote.orders;
|
|
const firstHopFillQuoteTransformerData = decodeFillQuoteTransformerData(callArgs.transformations[0].data);
|
|
expect(firstHopFillQuoteTransformerData.side).to.eq(FillQuoteTransformerSide.Sell);
|
|
expect(firstHopFillQuoteTransformerData.fillAmount).to.bignumber.eq(firstHopOrder.takerAmount);
|
|
expect(firstHopFillQuoteTransformerData.limitOrders).to.deep.eq(cleanOrders([firstHopOrder]));
|
|
expect(firstHopFillQuoteTransformerData.limitOrders.map(o => o.signature)).to.deep.eq([
|
|
(firstHopOrder as OptimizedLimitOrder).fillData.signature,
|
|
]);
|
|
expect(firstHopFillQuoteTransformerData.sellToken).to.eq(TAKER_TOKEN);
|
|
expect(firstHopFillQuoteTransformerData.buyToken).to.eq(INTERMEDIATE_TOKEN);
|
|
const secondHopFillQuoteTransformerData = decodeFillQuoteTransformerData(callArgs.transformations[1].data);
|
|
expect(secondHopFillQuoteTransformerData.side).to.eq(FillQuoteTransformerSide.Sell);
|
|
expect(secondHopFillQuoteTransformerData.fillAmount).to.bignumber.eq(contractConstants.MAX_UINT256);
|
|
expect(secondHopFillQuoteTransformerData.limitOrders).to.deep.eq(cleanOrders([secondHopOrder]));
|
|
expect(secondHopFillQuoteTransformerData.limitOrders.map(o => o.signature)).to.deep.eq([
|
|
(secondHopOrder as OptimizedLimitOrder).fillData.signature,
|
|
]);
|
|
expect(secondHopFillQuoteTransformerData.sellToken).to.eq(INTERMEDIATE_TOKEN);
|
|
expect(secondHopFillQuoteTransformerData.buyToken).to.eq(MAKER_TOKEN);
|
|
const payTakerTransformerData = decodePayTakerTransformerData(callArgs.transformations[2].data);
|
|
expect(payTakerTransformerData.amounts).to.deep.eq([]);
|
|
expect(payTakerTransformerData.tokens).to.deep.eq([
|
|
TAKER_TOKEN,
|
|
MAKER_TOKEN,
|
|
ETH_TOKEN_ADDRESS,
|
|
INTERMEDIATE_TOKEN,
|
|
]);
|
|
});
|
|
// it.skip('Uses the `LiquidityProviderFeature` if given a single LiquidityProvider order', async () => {
|
|
// const quote = {
|
|
// ...getRandomSellQuote(),
|
|
// orders: [
|
|
// {
|
|
// ...getRandomOrder(),
|
|
// fills: [
|
|
// {
|
|
// source: ERC20BridgeSource.LiquidityProvider,
|
|
// sourcePathId: '',
|
|
// input: constants.ZERO_AMOUNT,
|
|
// output: constants.ZERO_AMOUNT,
|
|
// subFills: [],
|
|
// },
|
|
// ],
|
|
// },
|
|
// ],
|
|
// };
|
|
// const callInfo = await consumer.getCalldataOrThrowAsync(quote);
|
|
// const callArgs = liquidityProviderEncoder.decode(callInfo.calldataHexString) as LiquidityProviderArgs;
|
|
// expect(callArgs).to.deep.equal({
|
|
// inputToken: TAKER_TOKEN,
|
|
// outputToken: MAKER_TOKEN,
|
|
// target: quote.orders[0].makerAddress,
|
|
// recipient: constants.NULL_ADDRESS,
|
|
// sellAmount: quote.worstCaseQuoteInfo.feeTakerTokenAmount,
|
|
// minBuyAmount: getSwapMinBuyAmount(quote),
|
|
// auxiliaryData: constants.NULL_BYTES,
|
|
// });
|
|
// });
|
|
it('allows selling the entire balance for CFL', async () => {
|
|
const quote = getRandomSellQuote();
|
|
const callInfo = await consumer.getCalldataOrThrowAsync(quote, {
|
|
extensionContractOpts: { shouldSellEntireBalance: true },
|
|
});
|
|
const callArgs = transformERC20Encoder.decode(callInfo.calldataHexString) as TransformERC20Args;
|
|
expect(callArgs.inputToken).to.eq(TAKER_TOKEN);
|
|
expect(callArgs.outputToken).to.eq(MAKER_TOKEN);
|
|
expect(callArgs.inputTokenAmount).to.bignumber.eq(MAX_UINT256);
|
|
expect(callArgs.minOutputTokenAmount).to.bignumber.eq(quote.worstCaseQuoteInfo.makerAmount);
|
|
expect(callArgs.transformations).to.be.length(2);
|
|
expect(
|
|
callArgs.transformations[0].deploymentNonce.toNumber() ===
|
|
consumer.transformerNonces.fillQuoteTransformer,
|
|
);
|
|
expect(
|
|
callArgs.transformations[1].deploymentNonce.toNumber() ===
|
|
consumer.transformerNonces.payTakerTransformer,
|
|
);
|
|
const fillQuoteTransformerData = decodeFillQuoteTransformerData(callArgs.transformations[0].data);
|
|
expect(fillQuoteTransformerData.side).to.eq(FillQuoteTransformerSide.Sell);
|
|
expect(fillQuoteTransformerData.fillAmount).to.bignumber.eq(MAX_UINT256);
|
|
expect(fillQuoteTransformerData.limitOrders).to.deep.eq(cleanOrders(quote.orders));
|
|
expect(fillQuoteTransformerData.limitOrders.map(o => o.signature)).to.deep.eq(
|
|
(quote.orders as OptimizedLimitOrder[]).map(o => o.fillData.signature),
|
|
);
|
|
expect(fillQuoteTransformerData.sellToken).to.eq(TAKER_TOKEN);
|
|
expect(fillQuoteTransformerData.buyToken).to.eq(MAKER_TOKEN);
|
|
const payTakerTransformerData = decodePayTakerTransformerData(callArgs.transformations[1].data);
|
|
expect(payTakerTransformerData.amounts).to.deep.eq([]);
|
|
expect(payTakerTransformerData.tokens).to.deep.eq([TAKER_TOKEN, MAKER_TOKEN, ETH_TOKEN_ADDRESS]);
|
|
});
|
|
});
|
|
});
|