protocol/contracts/integrations/test/stop-limit/chainlink_stop_limit_test.ts

import { ExchangeRevertErrors } from '@0x/contracts-exchange';
import {
    blockchainTests,
    constants,
    expect,
    getRandomInteger,
    orderHashUtils,
    randomAddress,
} from '@0x/contracts-test-utils';
import { assetDataUtils } from '@0x/order-utils';
import { SignedOrder } from '@0x/types';
import { BigNumber, StringRevertError } from '@0x/utils';

import {
    decodeChainlinkStopLimitData,
    decodeStopLimitStaticCallData,
    encodeChainlinkStopLimitData,
    encodeStopLimitStaticCallData,
} from '../../src/chainlink_utils';

import { artifacts } from '../artifacts';
import { Actor } from '../framework/actors/base';
import { Maker } from '../framework/actors/maker';
import { Taker } from '../framework/actors/taker';
import { BlockchainBalanceStore } from '../framework/balances/blockchain_balance_store';
import { LocalBalanceStore } from '../framework/balances/local_balance_store';
import { DeploymentManager } from '../framework/deployment_manager';
import { ChainlinkStopLimitContract, TestChainlinkAggregatorContract } from '../wrappers';

blockchainTests.resets('Chainlink stop-limit order tests', env => {
    let deployment: DeploymentManager;
    let balanceStore: BlockchainBalanceStore;
    let initialBalances: LocalBalanceStore;

    let chainLinkAggregator: TestChainlinkAggregatorContract;
    let chainlinkStopLimit: ChainlinkStopLimitContract;

    let maker: Maker;
    let taker: Taker;

    let order: SignedOrder;

    const minPrice = new BigNumber(42);
    const maxPrice = new BigNumber(1337);

    before(async () => {
        deployment = await DeploymentManager.deployAsync(env, {
            numErc20TokensToDeploy: 2,
            numErc721TokensToDeploy: 0,
            numErc1155TokensToDeploy: 0,
        });
        const [makerToken, takerToken] = deployment.tokens.erc20;

        chainlinkStopLimit = await ChainlinkStopLimitContract.deployFrom0xArtifactAsync(
            artifacts.ChainlinkStopLimit,
            env.provider,
            env.txDefaults,
            artifacts,
        );
        chainLinkAggregator = await TestChainlinkAggregatorContract.deployFrom0xArtifactAsync(
            artifacts.TestChainlinkAggregator,
            env.provider,
            env.txDefaults,
            artifacts,
        );

        const makerAssetData = assetDataUtils.encodeMultiAssetData(
            [new BigNumber(1), new BigNumber(1)],
            [
                assetDataUtils.encodeERC20AssetData(makerToken.address),
                encodeStopLimitStaticCallData(chainlinkStopLimit.address, {
                    oracle: chainLinkAggregator.address,
                    minPrice,
                    maxPrice,
                }),
            ],
        );

        const orderConfig = {
            feeRecipientAddress: constants.NULL_ADDRESS,
            makerAssetData,
            takerAssetData: assetDataUtils.encodeERC20AssetData(takerToken.address),
            makerFeeAssetData: constants.NULL_BYTES,
            takerFeeAssetData: constants.NULL_BYTES,
            makerFee: constants.ZERO_AMOUNT,
            takerFee: constants.ZERO_AMOUNT,
        };

        maker = new Maker({
            name: 'Maker',
            deployment,
            orderConfig,
        });
        taker = new Taker({ name: 'Taker', deployment });

        // Set balances and allowances
        await maker.configureERC20TokenAsync(makerToken);
        await taker.configureERC20TokenAsync(takerToken);

        order = await maker.signOrderAsync();

        // Set up balance stores
        const tokenOwners = {
            Maker: maker.address,
            Taker: taker.address,
        };
        const tokenContracts = {
            erc20: { makerToken, takerToken },
        };
        balanceStore = new BlockchainBalanceStore(tokenOwners, tokenContracts);
        await balanceStore.updateBalancesAsync();
        initialBalances = LocalBalanceStore.create(balanceStore);
    });

    after(async () => {
        Actor.reset();
    });

    describe('filling stop-limit orders', () => {
        it('fillOrder reverts if price < minPrice', async () => {
            await chainLinkAggregator.setPrice(minPrice.minus(1)).awaitTransactionSuccessAsync();
            const tx = taker.fillOrderAsync(order, order.takerAssetAmount);
            const expectedError = new ExchangeRevertErrors.AssetProxyTransferError(
                orderHashUtils.getOrderHashHex(order),
                order.makerAssetData,
                new StringRevertError('ChainlinkStopLimit/OUT_OF_PRICE_RANGE').encode(),
            );
            return expect(tx).to.revertWith(expectedError);
        });
        it('fillOrder reverts price > maxPrice', async () => {
            await chainLinkAggregator.setPrice(maxPrice.plus(1)).awaitTransactionSuccessAsync();
            const tx = taker.fillOrderAsync(order, order.takerAssetAmount);
            const expectedError = new ExchangeRevertErrors.AssetProxyTransferError(
                orderHashUtils.getOrderHashHex(order),
                order.makerAssetData,
                new StringRevertError('ChainlinkStopLimit/OUT_OF_PRICE_RANGE').encode(),
            );
            return expect(tx).to.revertWith(expectedError);
        });
        it('fillOrder succeeds if price = minPrice', async () => {
            await chainLinkAggregator.setPrice(minPrice).awaitTransactionSuccessAsync();
            const receipt = await taker.fillOrderAsync(order, order.takerAssetAmount);
            const expectedBalances = LocalBalanceStore.create(initialBalances);
            expectedBalances.simulateFills([order], taker.address, receipt, deployment, DeploymentManager.protocolFee);
            await balanceStore.updateBalancesAsync();
            balanceStore.assertEquals(expectedBalances);
        });
        it('fillOrder succeeds if price = maxPrice', async () => {
            await chainLinkAggregator.setPrice(maxPrice).awaitTransactionSuccessAsync();
            const receipt = await taker.fillOrderAsync(order, order.takerAssetAmount);
            const expectedBalances = LocalBalanceStore.create(initialBalances);
            expectedBalances.simulateFills([order], taker.address, receipt, deployment, DeploymentManager.protocolFee);
            await balanceStore.updateBalancesAsync();
            balanceStore.assertEquals(expectedBalances);
        });
        it('fillOrder succeeds if minPrice < price < maxPrice', async () => {
            await chainLinkAggregator
                .setPrice(minPrice.plus(maxPrice).dividedToIntegerBy(2))
                .awaitTransactionSuccessAsync();
            const receipt = await taker.fillOrderAsync(order, order.takerAssetAmount);
            const expectedBalances = LocalBalanceStore.create(initialBalances);
            expectedBalances.simulateFills([order], taker.address, receipt, deployment, DeploymentManager.protocolFee);
            await balanceStore.updateBalancesAsync();
            balanceStore.assertEquals(expectedBalances);
        });
    });

    describe('Data encoding/decoding tools', () => {
        const MAX_INT256 = new BigNumber(2).exponentiatedBy(255).minus(1);

        it('correctly decodes chainlink stop-limit params', async () => {
            const params = {
                oracle: randomAddress(),
                minPrice: getRandomInteger(0, MAX_INT256),
                maxPrice: getRandomInteger(0, MAX_INT256),
            };
            const encoded = encodeChainlinkStopLimitData(params);
            const decoded = decodeChainlinkStopLimitData(encoded);
            expect(decoded).to.deep.equal(params);
        });
        it('correctly decodes stop-limit assetData', async () => {
            const params = {
                oracle: randomAddress(),
                minPrice: getRandomInteger(0, MAX_INT256),
                maxPrice: getRandomInteger(0, MAX_INT256),
            };
            const encoded = encodeStopLimitStaticCallData(chainlinkStopLimit.address, params);
            const decoded = decodeStopLimitStaticCallData(encoded);
            expect(decoded).to.deep.equal(params);
        });
    });
});