7f56091fbd
`@0x/asset-swapper`: Disable ethgasstation polling in tests. `@0x/asset-swapper`: Tweak default hyper parameters to be friendlier to big fills.
241 lines
10 KiB
TypeScript
241 lines
10 KiB
TypeScript
import { ContractAddresses } from '@0x/contract-addresses';
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import { WETH9Contract } from '@0x/contract-wrappers';
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import { constants as devConstants, OrderFactory } from '@0x/contracts-test-utils';
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import { BlockchainLifecycle, tokenUtils } from '@0x/dev-utils';
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import { migrateOnceAsync } from '@0x/migrations';
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import { assetDataUtils } from '@0x/order-utils';
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import { BigNumber } from '@0x/utils';
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import * as chai from 'chai';
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import 'mocha';
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import { SwapQuote, SwapQuoteConsumer } from '../src';
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import { constants } from '../src/constants';
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import { ExtensionContractType, MarketOperation, SignedOrderWithFillableAmounts } from '../src/types';
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import { ProtocolFeeUtils } from '../src/utils/protocol_fee_utils';
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import { chaiSetup } from './utils/chai_setup';
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import { getFullyFillableSwapQuoteWithNoFeesAsync } from './utils/swap_quote';
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import { provider, web3Wrapper } from './utils/web3_wrapper';
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chaiSetup.configure();
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const expect = chai.expect;
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const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
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const ONE_ETH_IN_WEI = new BigNumber(1000000000000000000);
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const TESTRPC_CHAIN_ID = 1337;
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const GAS_PRICE = new BigNumber(devConstants.DEFAULT_GAS_PRICE);
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const PARTIAL_PRUNED_SIGNED_ORDERS: Array<Partial<SignedOrderWithFillableAmounts>> = [
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{
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takerAssetAmount: new BigNumber(2).multipliedBy(ONE_ETH_IN_WEI),
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makerAssetAmount: new BigNumber(2).multipliedBy(ONE_ETH_IN_WEI),
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fillableTakerAssetAmount: new BigNumber(2).multipliedBy(ONE_ETH_IN_WEI),
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fillableMakerAssetAmount: new BigNumber(2).multipliedBy(ONE_ETH_IN_WEI),
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},
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{
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takerAssetAmount: new BigNumber(3).multipliedBy(ONE_ETH_IN_WEI),
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makerAssetAmount: new BigNumber(3).multipliedBy(ONE_ETH_IN_WEI),
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fillableTakerAssetAmount: new BigNumber(3).multipliedBy(ONE_ETH_IN_WEI),
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fillableMakerAssetAmount: new BigNumber(3).multipliedBy(ONE_ETH_IN_WEI),
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},
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{
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takerAssetAmount: new BigNumber(5).multipliedBy(ONE_ETH_IN_WEI),
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makerAssetAmount: new BigNumber(5).multipliedBy(ONE_ETH_IN_WEI),
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fillableTakerAssetAmount: new BigNumber(5).multipliedBy(ONE_ETH_IN_WEI),
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fillableMakerAssetAmount: new BigNumber(5).multipliedBy(ONE_ETH_IN_WEI),
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},
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];
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const PARTIAL_LARGE_PRUNED_SIGNED_ORDERS: Array<Partial<SignedOrderWithFillableAmounts>> = [
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{
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takerAssetAmount: new BigNumber(20).multipliedBy(ONE_ETH_IN_WEI),
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makerAssetAmount: new BigNumber(20).multipliedBy(ONE_ETH_IN_WEI),
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fillableTakerAssetAmount: new BigNumber(20).multipliedBy(ONE_ETH_IN_WEI),
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fillableMakerAssetAmount: new BigNumber(20).multipliedBy(ONE_ETH_IN_WEI),
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},
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{
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takerAssetAmount: new BigNumber(20).multipliedBy(ONE_ETH_IN_WEI),
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makerAssetAmount: new BigNumber(20).multipliedBy(ONE_ETH_IN_WEI),
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fillableTakerAssetAmount: new BigNumber(20).multipliedBy(ONE_ETH_IN_WEI),
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fillableMakerAssetAmount: new BigNumber(20).multipliedBy(ONE_ETH_IN_WEI),
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},
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{
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takerAssetAmount: new BigNumber(20).multipliedBy(ONE_ETH_IN_WEI),
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makerAssetAmount: new BigNumber(20).multipliedBy(ONE_ETH_IN_WEI),
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fillableTakerAssetAmount: new BigNumber(20).multipliedBy(ONE_ETH_IN_WEI),
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fillableMakerAssetAmount: new BigNumber(20).multipliedBy(ONE_ETH_IN_WEI),
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},
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];
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describe('swapQuoteConsumerUtils', () => {
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let wethContract: WETH9Contract;
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let protocolFeeUtils: ProtocolFeeUtils;
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let userAddresses: string[];
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let makerAddress: string;
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let takerAddress: string;
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let makerTokenAddress: string;
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let takerTokenAddress: string;
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let makerAssetData: string;
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let takerAssetData: string;
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let wethAssetData: string;
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let contractAddresses: ContractAddresses;
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let swapQuoteConsumer: SwapQuoteConsumer;
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let orderFactory: OrderFactory;
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let forwarderOrderFactory: OrderFactory;
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const chainId = TESTRPC_CHAIN_ID;
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before(async () => {
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contractAddresses = await migrateOnceAsync(provider);
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await blockchainLifecycle.startAsync();
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userAddresses = await web3Wrapper.getAvailableAddressesAsync();
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wethContract = new WETH9Contract(contractAddresses.etherToken, provider);
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[takerAddress, makerAddress] = userAddresses;
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[makerTokenAddress, takerTokenAddress] = tokenUtils.getDummyERC20TokenAddresses();
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[makerAssetData, takerAssetData, wethAssetData] = [
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assetDataUtils.encodeERC20AssetData(makerTokenAddress),
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assetDataUtils.encodeERC20AssetData(takerTokenAddress),
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assetDataUtils.encodeERC20AssetData(contractAddresses.etherToken),
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];
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const defaultOrderParams = {
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...devConstants.STATIC_ORDER_PARAMS,
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makerAddress,
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takerAddress: constants.NULL_ADDRESS,
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makerAssetData,
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takerAssetData,
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makerFeeAssetData: constants.NULL_ERC20_ASSET_DATA,
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takerFeeAssetData: constants.NULL_ERC20_ASSET_DATA,
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makerFee: constants.ZERO_AMOUNT,
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takerFee: constants.ZERO_AMOUNT,
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feeRecipientAddress: constants.NULL_ADDRESS,
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exchangeAddress: contractAddresses.exchange,
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chainId,
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};
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const defaultForwarderOrderParams = {
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...defaultOrderParams,
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...{
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takerAssetData: wethAssetData,
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},
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};
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const privateKey = devConstants.TESTRPC_PRIVATE_KEYS[userAddresses.indexOf(makerAddress)];
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orderFactory = new OrderFactory(privateKey, defaultOrderParams);
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protocolFeeUtils = new ProtocolFeeUtils(constants.PROTOCOL_FEE_UTILS_POLLING_INTERVAL_IN_MS, new BigNumber(1));
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forwarderOrderFactory = new OrderFactory(privateKey, defaultForwarderOrderParams);
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swapQuoteConsumer = new SwapQuoteConsumer(provider, {
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chainId,
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});
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});
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after(async () => {
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await blockchainLifecycle.revertAsync();
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await protocolFeeUtils.destroyAsync();
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});
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beforeEach(async () => {
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await blockchainLifecycle.startAsync();
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});
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afterEach(async () => {
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await blockchainLifecycle.revertAsync();
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});
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describe('getConsumerTypeForSwapQuoteAsync', () => {
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let forwarderOrders: SignedOrderWithFillableAmounts[];
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let exchangeOrders: SignedOrderWithFillableAmounts[];
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let largeForwarderOrders: SignedOrderWithFillableAmounts[];
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let forwarderSwapQuote: SwapQuote;
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let exchangeSwapQuote: SwapQuote;
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let largeForwarderSwapQuote: SwapQuote;
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beforeEach(async () => {
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exchangeOrders = [];
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for (const partialOrder of PARTIAL_PRUNED_SIGNED_ORDERS) {
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const order = await orderFactory.newSignedOrderAsync(partialOrder);
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const prunedOrder = {
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...order,
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...partialOrder,
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};
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exchangeOrders.push(prunedOrder as SignedOrderWithFillableAmounts);
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}
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forwarderOrders = [];
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for (const partialOrder of PARTIAL_PRUNED_SIGNED_ORDERS) {
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const order = await forwarderOrderFactory.newSignedOrderAsync(partialOrder);
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const prunedOrder = {
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...order,
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...partialOrder,
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};
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forwarderOrders.push(prunedOrder as SignedOrderWithFillableAmounts);
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}
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largeForwarderOrders = [];
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for (const partialOrder of PARTIAL_LARGE_PRUNED_SIGNED_ORDERS) {
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const order = await forwarderOrderFactory.newSignedOrderAsync(partialOrder);
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const prunedOrder = {
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...order,
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...partialOrder,
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};
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largeForwarderOrders.push(prunedOrder as SignedOrderWithFillableAmounts);
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}
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forwarderSwapQuote = await getFullyFillableSwapQuoteWithNoFeesAsync(
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makerAssetData,
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wethAssetData,
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forwarderOrders,
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MarketOperation.Sell,
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GAS_PRICE,
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protocolFeeUtils,
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);
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largeForwarderSwapQuote = await getFullyFillableSwapQuoteWithNoFeesAsync(
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makerAssetData,
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wethAssetData,
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largeForwarderOrders,
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MarketOperation.Sell,
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GAS_PRICE,
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protocolFeeUtils,
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);
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exchangeSwapQuote = await getFullyFillableSwapQuoteWithNoFeesAsync(
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makerAssetData,
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takerAssetData,
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exchangeOrders,
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MarketOperation.Sell,
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GAS_PRICE,
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protocolFeeUtils,
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);
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});
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it('should return exchange consumer if takerAsset is not wEth', async () => {
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const extensionContractType = await swapQuoteConsumer.getOptimalExtensionContractTypeAsync(
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exchangeSwapQuote,
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{ takerAddress },
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);
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expect(extensionContractType).to.equal(ExtensionContractType.None);
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});
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it('should return forwarder consumer if takerAsset is wEth and have enough eth balance', async () => {
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const extensionContractType = await swapQuoteConsumer.getOptimalExtensionContractTypeAsync(
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forwarderSwapQuote,
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{ takerAddress },
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);
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expect(extensionContractType).to.equal(ExtensionContractType.Forwarder);
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});
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it('should return exchange consumer if takerAsset is wEth and taker has enough weth', async () => {
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const etherInWei = new BigNumber(20).multipliedBy(ONE_ETH_IN_WEI);
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await wethContract.deposit().sendTransactionAsync({ value: etherInWei, from: takerAddress });
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const extensionContractType = await swapQuoteConsumer.getOptimalExtensionContractTypeAsync(
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forwarderSwapQuote,
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{ takerAddress },
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);
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expect(extensionContractType).to.equal(ExtensionContractType.None);
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});
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it('should return forwarder consumer if takerAsset is wEth and takerAddress has no available balance in either weth or eth (defaulting behavior)', async () => {
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const etherInWei = new BigNumber(50).multipliedBy(ONE_ETH_IN_WEI);
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await wethContract.deposit().sendTransactionAsync({ value: etherInWei, from: takerAddress });
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const extensionContractType = await swapQuoteConsumer.getOptimalExtensionContractTypeAsync(
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largeForwarderSwapQuote,
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{ takerAddress },
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);
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expect(extensionContractType).to.equal(ExtensionContractType.Forwarder);
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});
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});
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});
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