2019-09-22 12:20:42 -04:00

570 lines
26 KiB
TypeScript

import {
blockchainTests,
constants,
expect,
filterLogsToArguments,
hexRandom,
Numberish,
shortZip,
} from '@0x/contracts-test-utils';
import { StakingRevertErrors } from '@0x/order-utils';
import { BigNumber } from '@0x/utils';
import { LogEntry } from 'ethereum-types';
import * as _ from 'lodash';
import {
artifacts,
IStakingEventsEpochEndedEventArgs,
IStakingEventsEpochFinalizedEventArgs,
IStakingEventsEvents,
IStakingEventsRewardsPaidEventArgs,
TestFinalizerContract,
TestFinalizerDepositStakingPoolRewardsEventArgs as DepositStakingPoolRewardsEventArgs,
TestFinalizerEvents,
} from '../../src';
import { assertIntegerRoughlyEquals, getRandomInteger, toBaseUnitAmount } from '../utils/number_utils';
blockchainTests.resets('finalizer unit tests', env => {
const { ZERO_AMOUNT } = constants;
const INITIAL_EPOCH = 0;
const INITIAL_BALANCE = toBaseUnitAmount(32);
let operatorRewardsReceiver: string;
let membersRewardsReceiver: string;
let testContract: TestFinalizerContract;
before(async () => {
operatorRewardsReceiver = hexRandom(constants.ADDRESS_LENGTH);
membersRewardsReceiver = hexRandom(constants.ADDRESS_LENGTH);
testContract = await TestFinalizerContract.deployFrom0xArtifactAsync(
artifacts.TestFinalizer,
env.provider,
env.txDefaults,
artifacts,
operatorRewardsReceiver,
membersRewardsReceiver,
);
// Give the contract a balance.
await sendEtherAsync(testContract.address, INITIAL_BALANCE);
});
async function sendEtherAsync(to: string, amount: Numberish): Promise<void> {
await env.web3Wrapper.awaitTransactionSuccessAsync(
await env.web3Wrapper.sendTransactionAsync({
from: (await env.getAccountAddressesAsync())[0],
to,
value: new BigNumber(amount),
}),
);
}
interface ActivePoolOpts {
poolId: string;
operatorShare: number;
feesCollected: Numberish;
membersStake: Numberish;
weightedStake: Numberish;
}
async function addActivePoolAsync(opts?: Partial<ActivePoolOpts>): Promise<ActivePoolOpts> {
const maxAmount = toBaseUnitAmount(1e9);
const _opts = {
poolId: hexRandom(),
operatorShare: Math.floor(Math.random() * constants.PPM_DENOMINATOR) / constants.PPM_DENOMINATOR,
feesCollected: getRandomInteger(0, maxAmount),
membersStake: getRandomInteger(0, maxAmount),
weightedStake: getRandomInteger(0, maxAmount),
...opts,
};
await testContract.addActivePool.awaitTransactionSuccessAsync(
_opts.poolId,
new BigNumber(_opts.operatorShare * constants.PPM_DENOMINATOR).integerValue(),
new BigNumber(_opts.feesCollected),
new BigNumber(_opts.membersStake),
new BigNumber(_opts.weightedStake),
);
return _opts;
}
interface UnfinalizedState {
rewardsAvailable: Numberish;
poolsRemaining: number;
totalFeesCollected: Numberish;
totalWeightedStake: Numberish;
totalRewardsFinalized: Numberish;
}
async function getUnfinalizedStateAsync(): Promise<UnfinalizedState> {
const r = await testContract.unfinalizedState.callAsync();
return {
rewardsAvailable: r[0],
poolsRemaining: r[1].toNumber(),
totalFeesCollected: r[2],
totalWeightedStake: r[3],
totalRewardsFinalized: r[4],
};
}
async function finalizePoolsAsync(poolIds: string[]): Promise<LogEntry[]> {
const logs = [] as LogEntry[];
for (const poolId of poolIds) {
const receipt = await testContract.finalizePool.awaitTransactionSuccessAsync(poolId);
logs.splice(logs.length, 0, ...receipt.logs);
}
return logs;
}
async function assertUnfinalizedStateAsync(expected: Partial<UnfinalizedState>): Promise<void> {
const actual = await getUnfinalizedStateAsync();
assertEqualNumberFields(actual, expected);
}
function assertEpochEndedEvent(logs: LogEntry[], args: Partial<IStakingEventsEpochEndedEventArgs>): void {
const events = getEpochEndedEvents(logs);
expect(events.length).to.eq(1);
assertEqualNumberFields(events[0], args);
}
function assertEpochFinalizedEvent(logs: LogEntry[], args: Partial<IStakingEventsEpochFinalizedEventArgs>): void {
const events = getEpochFinalizedEvents(logs);
expect(events.length).to.eq(1);
assertEqualNumberFields(events[0], args);
}
function assertEqualNumberFields<T>(actual: T, expected: Partial<T>): void {
for (const key of Object.keys(actual)) {
const a = (actual as any)[key] as BigNumber;
const e = (expected as any)[key] as Numberish;
if (e !== undefined) {
expect(a, key).to.bignumber.eq(e);
}
}
}
async function assertFinalizationLogsAndBalancesAsync(
rewardsAvailable: Numberish,
activePools: ActivePoolOpts[],
finalizationLogs: LogEntry[],
): Promise<void> {
const currentEpoch = await getCurrentEpochAsync();
// Compute the expected rewards for each pool.
const poolsWithStake = activePools.filter(p => !new BigNumber(p.weightedStake).isZero());
const poolRewards = await calculatePoolRewardsAsync(rewardsAvailable, poolsWithStake);
const totalRewards = BigNumber.sum(...poolRewards);
const rewardsRemaining = new BigNumber(rewardsAvailable).minus(totalRewards);
const [totalOperatorRewards, totalMembersRewards] = getTotalSplitRewards(activePools, poolRewards);
// Assert the `RewardsPaid` logs.
const rewardsPaidEvents = getRewardsPaidEvents(finalizationLogs);
expect(rewardsPaidEvents.length).to.eq(poolsWithStake.length);
for (const i of _.times(rewardsPaidEvents.length)) {
const event = rewardsPaidEvents[i];
const pool = poolsWithStake[i];
const reward = poolRewards[i];
const [operatorReward, membersReward] = splitRewards(pool, reward);
expect(event.epoch).to.bignumber.eq(currentEpoch);
assertIntegerRoughlyEquals(event.operatorReward, operatorReward);
assertIntegerRoughlyEquals(event.membersReward, membersReward);
}
// Assert the `DepositStakingPoolRewards` logs.
const depositStakingPoolRewardsEvents = getDepositStakingPoolRewardsEvents(finalizationLogs);
expect(depositStakingPoolRewardsEvents.length).to.eq(poolsWithStake.length);
for (const i of _.times(depositStakingPoolRewardsEvents.length)) {
const event = depositStakingPoolRewardsEvents[i];
const pool = poolsWithStake[i];
const reward = poolRewards[i];
expect(event.poolId).to.eq(pool.poolId);
assertIntegerRoughlyEquals(event.reward, reward);
assertIntegerRoughlyEquals(event.membersStake, pool.membersStake);
}
// Make sure they all sum up to the totals.
if (depositStakingPoolRewardsEvents.length > 0) {
const totalDepositRewards = BigNumber.sum(...depositStakingPoolRewardsEvents.map(e => e.reward));
assertIntegerRoughlyEquals(totalDepositRewards, totalRewards);
}
// Assert the `EpochFinalized` logs.
const epochFinalizedEvents = getEpochFinalizedEvents(finalizationLogs);
expect(epochFinalizedEvents.length).to.eq(1);
expect(epochFinalizedEvents[0].epoch).to.bignumber.eq(currentEpoch - 1);
assertIntegerRoughlyEquals(epochFinalizedEvents[0].rewardsPaid, totalRewards);
assertIntegerRoughlyEquals(epochFinalizedEvents[0].rewardsRemaining, rewardsRemaining);
// Assert the receiver balances.
await assertReceiverBalancesAsync(totalOperatorRewards, totalMembersRewards);
}
async function assertReceiverBalancesAsync(operatorRewards: Numberish, membersRewards: Numberish): Promise<void> {
const operatorRewardsBalance = await getBalanceOfAsync(operatorRewardsReceiver);
assertIntegerRoughlyEquals(operatorRewardsBalance, operatorRewards);
const membersRewardsBalance = await getBalanceOfAsync(membersRewardsReceiver);
assertIntegerRoughlyEquals(membersRewardsBalance, membersRewards);
}
async function calculatePoolRewardsAsync(
rewardsAvailable: Numberish,
activePools: ActivePoolOpts[],
): Promise<BigNumber[]> {
const totalFees = BigNumber.sum(...activePools.map(p => p.feesCollected));
const totalStake = BigNumber.sum(...activePools.map(p => p.weightedStake));
const poolRewards = _.times(activePools.length, () => constants.ZERO_AMOUNT);
for (const i of _.times(activePools.length)) {
const pool = activePools[i];
const feesCollected = new BigNumber(pool.feesCollected);
if (feesCollected.isZero()) {
continue;
}
poolRewards[i] = await testContract.cobbDouglas.callAsync(
new BigNumber(rewardsAvailable),
new BigNumber(feesCollected),
new BigNumber(totalFees),
new BigNumber(pool.weightedStake),
new BigNumber(totalStake),
);
}
return poolRewards;
}
function splitRewards(pool: ActivePoolOpts, totalReward: Numberish): [BigNumber, BigNumber] {
if (new BigNumber(pool.membersStake).isZero()) {
return [new BigNumber(totalReward), ZERO_AMOUNT];
}
const operatorShare = new BigNumber(totalReward).times(pool.operatorShare).integerValue(BigNumber.ROUND_UP);
const membersShare = new BigNumber(totalReward).minus(operatorShare);
return [operatorShare, membersShare];
}
// Calculates the split rewards for every pool and returns the operator
// and member sums.
function getTotalSplitRewards(pools: ActivePoolOpts[], rewards: Numberish[]): [BigNumber, BigNumber] {
const _rewards = _.times(pools.length).map(i => splitRewards(pools[i], rewards[i]));
const totalOperatorRewards = BigNumber.sum(..._rewards.map(([o]) => o));
const totalMembersRewards = BigNumber.sum(..._rewards.map(([, m]) => m));
return [totalOperatorRewards, totalMembersRewards];
}
function getEpochEndedEvents(logs: LogEntry[]): IStakingEventsEpochEndedEventArgs[] {
return filterLogsToArguments<IStakingEventsEpochEndedEventArgs>(logs, IStakingEventsEvents.EpochEnded);
}
function getEpochFinalizedEvents(logs: LogEntry[]): IStakingEventsEpochFinalizedEventArgs[] {
return filterLogsToArguments<IStakingEventsEpochFinalizedEventArgs>(logs, IStakingEventsEvents.EpochFinalized);
}
function getDepositStakingPoolRewardsEvents(logs: LogEntry[]): DepositStakingPoolRewardsEventArgs[] {
return filterLogsToArguments<DepositStakingPoolRewardsEventArgs>(
logs,
TestFinalizerEvents.DepositStakingPoolRewards,
);
}
function getRewardsPaidEvents(logs: LogEntry[]): IStakingEventsRewardsPaidEventArgs[] {
return filterLogsToArguments<IStakingEventsRewardsPaidEventArgs>(logs, IStakingEventsEvents.RewardsPaid);
}
async function getCurrentEpochAsync(): Promise<number> {
return (await testContract.currentEpoch.callAsync()).toNumber();
}
async function getBalanceOfAsync(whom: string): Promise<BigNumber> {
return env.web3Wrapper.getBalanceInWeiAsync(whom);
}
describe('endEpoch()', () => {
it('advances the epoch', async () => {
await testContract.endEpoch.awaitTransactionSuccessAsync();
const currentEpoch = await testContract.currentEpoch.callAsync();
expect(currentEpoch).to.bignumber.eq(INITIAL_EPOCH + 1);
});
it('emits an `EpochEnded` event', async () => {
const receipt = await testContract.endEpoch.awaitTransactionSuccessAsync();
assertEpochEndedEvent(receipt.logs, {
epoch: new BigNumber(INITIAL_EPOCH),
numActivePools: ZERO_AMOUNT,
rewardsAvailable: INITIAL_BALANCE,
totalFeesCollected: ZERO_AMOUNT,
totalWeightedStake: ZERO_AMOUNT,
});
});
it('immediately finalizes if there are no active pools', async () => {
const receipt = await testContract.endEpoch.awaitTransactionSuccessAsync();
assertEpochFinalizedEvent(receipt.logs, {
epoch: new BigNumber(INITIAL_EPOCH),
rewardsPaid: ZERO_AMOUNT,
rewardsRemaining: INITIAL_BALANCE,
});
});
it('does not immediately finalize if there is an active pool', async () => {
await addActivePoolAsync();
const receipt = await testContract.endEpoch.awaitTransactionSuccessAsync();
const events = filterLogsToArguments<IStakingEventsEpochFinalizedEventArgs>(
receipt.logs,
IStakingEventsEvents.EpochFinalized,
);
expect(events).to.deep.eq([]);
});
it("clears the next epoch's finalization state", async () => {
// Add a pool so there is state to clear.
await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
const epoch = await testContract.currentEpoch.callAsync();
expect(epoch).to.bignumber.eq(INITIAL_EPOCH + 1);
const numActivePools = await testContract.numActivePoolsThisEpoch.callAsync();
const totalFees = await testContract.totalFeesCollectedThisEpoch.callAsync();
const totalStake = await testContract.totalWeightedStakeThisEpoch.callAsync();
expect(numActivePools).to.bignumber.eq(0);
expect(totalFees).to.bignumber.eq(0);
expect(totalStake).to.bignumber.eq(0);
});
it('prepares unfinalized state', async () => {
// Add a pool so there is state to clear.
const pool = await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
return assertUnfinalizedStateAsync({
poolsRemaining: 1,
rewardsAvailable: INITIAL_BALANCE,
totalFeesCollected: pool.feesCollected,
totalWeightedStake: pool.weightedStake,
});
});
it('reverts if the prior epoch is unfinalized', async () => {
await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
const tx = testContract.endEpoch.awaitTransactionSuccessAsync();
const expectedError = new StakingRevertErrors.PreviousEpochNotFinalizedError(INITIAL_EPOCH, 1);
return expect(tx).to.revertWith(expectedError);
});
});
describe('_finalizePool()', () => {
it('does nothing if there were no active pools', async () => {
await testContract.endEpoch.awaitTransactionSuccessAsync();
const poolId = hexRandom();
const logs = await finalizePoolsAsync([poolId]);
expect(logs).to.deep.eq([]);
});
it('can finalize a pool', async () => {
const pool = await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
const logs = await finalizePoolsAsync([pool.poolId]);
return assertFinalizationLogsAndBalancesAsync(INITIAL_BALANCE, [pool], logs);
});
it('can finalize multiple pools over multiple transactions', async () => {
const pools = await Promise.all(_.times(2, async () => addActivePoolAsync()));
await testContract.endEpoch.awaitTransactionSuccessAsync();
const logs = await finalizePoolsAsync(pools.map(p => p.poolId));
return assertFinalizationLogsAndBalancesAsync(INITIAL_BALANCE, pools, logs);
});
it('ignores a finalized pool', async () => {
const pools = await Promise.all(_.times(3, async () => addActivePoolAsync()));
await testContract.endEpoch.awaitTransactionSuccessAsync();
const [finalizedPool] = _.sampleSize(pools, 1);
await finalizePoolsAsync([finalizedPool.poolId]);
const logs = await finalizePoolsAsync([finalizedPool.poolId]);
const rewardsPaidEvents = getRewardsPaidEvents(logs);
expect(rewardsPaidEvents).to.deep.eq([]);
});
it('resets pool state after finalizing it', async () => {
const pools = await Promise.all(_.times(3, async () => addActivePoolAsync()));
const pool = _.sample(pools) as ActivePoolOpts;
await testContract.endEpoch.awaitTransactionSuccessAsync();
await finalizePoolsAsync([pool.poolId]);
const poolState = await testContract.getActivePoolFromEpoch.callAsync(
new BigNumber(INITIAL_EPOCH),
pool.poolId,
);
expect(poolState.feesCollected).to.bignumber.eq(0);
expect(poolState.weightedStake).to.bignumber.eq(0);
expect(poolState.membersStake).to.bignumber.eq(0);
});
it('`rewardsPaid` <= `rewardsAvailable` <= contract balance at the end of the epoch', async () => {
const pools = await Promise.all(_.times(3, async () => addActivePoolAsync()));
const receipt = await testContract.endEpoch.awaitTransactionSuccessAsync();
const { rewardsAvailable } = getEpochEndedEvents(receipt.logs)[0];
expect(rewardsAvailable).to.bignumber.lte(INITIAL_BALANCE);
const logs = await finalizePoolsAsync(pools.map(r => r.poolId));
const { rewardsPaid } = getEpochFinalizedEvents(logs)[0];
expect(rewardsPaid).to.bignumber.lte(rewardsAvailable);
});
it('`rewardsPaid` <= `rewardsAvailable` with two equal pools', async () => {
const pool1 = await addActivePoolAsync();
const pool2 = await addActivePoolAsync(_.omit(pool1, 'poolId'));
const receipt = await testContract.endEpoch.awaitTransactionSuccessAsync();
const { rewardsAvailable } = getEpochEndedEvents(receipt.logs)[0];
const logs = await finalizePoolsAsync([pool1, pool2].map(r => r.poolId));
const { rewardsPaid } = getEpochFinalizedEvents(logs)[0];
expect(rewardsPaid).to.bignumber.lte(rewardsAvailable);
});
blockchainTests.optional('`rewardsPaid` fuzzing', async () => {
const numTests = 32;
for (const i of _.times(numTests)) {
const numPools = _.random(1, 32);
it(`${i + 1}/${numTests} \`rewardsPaid\` <= \`rewardsAvailable\` (${numPools} pools)`, async () => {
const pools = await Promise.all(_.times(numPools, async () => addActivePoolAsync()));
const receipt = await testContract.endEpoch.awaitTransactionSuccessAsync();
const { rewardsAvailable } = getEpochEndedEvents(receipt.logs)[0];
const logs = await finalizePoolsAsync(pools.map(r => r.poolId));
const { rewardsPaid } = getEpochFinalizedEvents(logs)[0];
expect(rewardsPaid).to.bignumber.lte(rewardsAvailable);
});
}
});
});
describe('lifecycle', () => {
it('can advance the epoch after the prior epoch is finalized', async () => {
const pool = await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
await finalizePoolsAsync([pool.poolId]);
await testContract.endEpoch.awaitTransactionSuccessAsync();
return expect(getCurrentEpochAsync()).to.become(INITIAL_EPOCH + 2);
});
it('does not reward a pool that was only active 2 epochs ago', async () => {
const pool1 = await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
await finalizePoolsAsync([pool1.poolId]);
await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
expect(getCurrentEpochAsync()).to.become(INITIAL_EPOCH + 2);
const logs = await finalizePoolsAsync([pool1.poolId]);
const rewardsPaidEvents = getRewardsPaidEvents(logs);
expect(rewardsPaidEvents).to.deep.eq([]);
});
it('does not reward a pool that was only active 3 epochs ago', async () => {
const pool1 = await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
await finalizePoolsAsync([pool1.poolId]);
await testContract.endEpoch.awaitTransactionSuccessAsync();
await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
expect(getCurrentEpochAsync()).to.become(INITIAL_EPOCH + 3);
const logs = await finalizePoolsAsync([pool1.poolId]);
const rewardsPaidEvents = getRewardsPaidEvents(logs);
expect(rewardsPaidEvents).to.deep.eq([]);
});
it('rolls over leftover rewards into th next epoch', async () => {
const poolIds = _.times(3, () => hexRandom());
await Promise.all(poolIds.map(async id => addActivePoolAsync({ poolId: id })));
await testContract.endEpoch.awaitTransactionSuccessAsync();
const finalizeLogs = await finalizePoolsAsync(poolIds);
const { rewardsRemaining: rolledOverRewards } = getEpochFinalizedEvents(finalizeLogs)[0];
await Promise.all(poolIds.map(async id => addActivePoolAsync({ poolId: id })));
const { logs: endEpochLogs } = await testContract.endEpoch.awaitTransactionSuccessAsync();
const { rewardsAvailable } = getEpochEndedEvents(endEpochLogs)[0];
expect(rewardsAvailable).to.bignumber.eq(rolledOverRewards);
});
});
interface FinalizedPoolRewards {
totalReward: Numberish;
membersStake: Numberish;
}
async function assertUnfinalizedPoolRewardsAsync(
poolId: string,
expected: Partial<FinalizedPoolRewards>,
): Promise<void> {
const actual = await testContract.getUnfinalizedPoolRewards.callAsync(poolId);
if (expected.totalReward !== undefined) {
expect(actual.totalReward).to.bignumber.eq(expected.totalReward);
}
if (expected.membersStake !== undefined) {
expect(actual.membersStake).to.bignumber.eq(expected.membersStake);
}
}
describe('_getUnfinalizedPoolReward()', () => {
const ZERO_REWARDS = {
totalReward: 0,
membersStake: 0,
};
it('returns empty if epoch is 0', async () => {
const poolId = hexRandom();
return assertUnfinalizedPoolRewardsAsync(poolId, ZERO_REWARDS);
});
it('returns empty if pool was not active', async () => {
await testContract.endEpoch.awaitTransactionSuccessAsync();
const poolId = hexRandom();
return assertUnfinalizedPoolRewardsAsync(poolId, ZERO_REWARDS);
});
it('returns empty if pool is active only in the current epoch', async () => {
const pool = await addActivePoolAsync();
return assertUnfinalizedPoolRewardsAsync(pool.poolId, ZERO_REWARDS);
});
it('returns empty if pool was only active in the 2 epochs ago', async () => {
const pool = await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
await finalizePoolsAsync([pool.poolId]);
return assertUnfinalizedPoolRewardsAsync(pool.poolId, ZERO_REWARDS);
});
it('returns empty if pool was already finalized', async () => {
const pools = await Promise.all(_.times(3, async () => addActivePoolAsync()));
const [pool] = _.sampleSize(pools, 1);
await testContract.endEpoch.awaitTransactionSuccessAsync();
await finalizePoolsAsync([pool.poolId]);
return assertUnfinalizedPoolRewardsAsync(pool.poolId, ZERO_REWARDS);
});
it('computes one reward among one pool', async () => {
const pool = await addActivePoolAsync();
await testContract.endEpoch.awaitTransactionSuccessAsync();
const expectedTotalRewards = INITIAL_BALANCE;
return assertUnfinalizedPoolRewardsAsync(pool.poolId, {
totalReward: expectedTotalRewards,
membersStake: pool.membersStake,
});
});
it('computes one reward among multiple pools', async () => {
const pools = await Promise.all(_.times(3, async () => addActivePoolAsync()));
await testContract.endEpoch.awaitTransactionSuccessAsync();
const expectedPoolRewards = await calculatePoolRewardsAsync(INITIAL_BALANCE, pools);
const [pool, reward] = _.sampleSize(shortZip(pools, expectedPoolRewards), 1)[0];
return assertUnfinalizedPoolRewardsAsync(pool.poolId, {
totalReward: (reward as any) as BigNumber,
membersStake: pool.membersStake,
});
});
it('computes a reward with 0% operatorShare', async () => {
const pool = await addActivePoolAsync({ operatorShare: 0 });
await testContract.endEpoch.awaitTransactionSuccessAsync();
return assertUnfinalizedPoolRewardsAsync(pool.poolId, {
totalReward: INITIAL_BALANCE,
membersStake: pool.membersStake,
});
});
it('computes a reward with 100% operatorShare', async () => {
const pool = await addActivePoolAsync({ operatorShare: 1 });
await testContract.endEpoch.awaitTransactionSuccessAsync();
return assertUnfinalizedPoolRewardsAsync(pool.poolId, {
totalReward: INITIAL_BALANCE,
membersStake: pool.membersStake,
});
});
});
});
// tslint:disable: max-file-line-count