f14b6f2ba2
* `@0x/contracts-erc20-bridge-sampler`: Fix `sampleBuysFromUniswapV2()` * fix uniswapV2 buys * redeploy ERC20BridgeSampler to fix Uniswap buys * fix changelog, move artifact to correct dir Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
1087 lines
50 KiB
TypeScript
1087 lines
50 KiB
TypeScript
import {
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blockchainTests,
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constants,
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expect,
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getRandomInteger,
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getRandomPortion,
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randomAddress,
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} from '@0x/contracts-test-utils';
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import { Order } from '@0x/types';
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import { BigNumber, hexUtils } from '@0x/utils';
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import * as _ from 'lodash';
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import { artifacts } from './artifacts';
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import {
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DummyLiquidityProviderContract,
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DummyLiquidityProviderRegistryContract,
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TestERC20BridgeSamplerContract,
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} from './wrappers';
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blockchainTests('erc20-bridge-sampler', env => {
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let testContract: TestERC20BridgeSamplerContract;
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const RATE_DENOMINATOR = constants.ONE_ETHER;
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const MIN_RATE = new BigNumber('0.01');
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const MAX_RATE = new BigNumber('100');
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const MIN_DECIMALS = 4;
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const MAX_DECIMALS = 20;
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const WETH_ADDRESS = '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2';
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const KYBER_SALT = '0x0ff3ca9d46195c39f9a12afb74207b4970349fb3cfb1e459bbf170298d326bc7';
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const ETH2DAI_SALT = '0xb713b61bb9bb2958a0f5d1534b21e94fc68c4c0c034b0902ed844f2f6cd1b4f7';
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const UNISWAP_BASE_SALT = '0x1d6a6a0506b0b4a554b907a4c29d9f4674e461989d9c1921feb17b26716385ab';
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const UNISWAP_V2_SALT = '0xadc7fcb33c735913b8635927e66896b356a53a912ab2ceff929e60a04b53b3c1';
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const ERC20_PROXY_ID = '0xf47261b0';
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const INVALID_TOKEN_PAIR_ERROR = 'ERC20BridgeSampler/INVALID_TOKEN_PAIR';
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const MAKER_TOKEN = randomAddress();
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const TAKER_TOKEN = randomAddress();
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const FAKE_BUY_OPTS = {
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targetSlippageBps: new BigNumber(5),
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maxIterations: new BigNumber(5),
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};
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before(async () => {
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testContract = await TestERC20BridgeSamplerContract.deployFrom0xArtifactAsync(
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artifacts.TestERC20BridgeSampler,
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env.provider,
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env.txDefaults,
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{},
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);
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});
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function getPackedHash(...args: string[]): string {
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return hexUtils.hash(hexUtils.concat(...args.map(a => hexUtils.toHex(a))));
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}
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function getUniswapExchangeSalt(tokenAddress: string): string {
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return getPackedHash(UNISWAP_BASE_SALT, tokenAddress);
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}
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function getDeterministicRate(salt: string, sellToken: string, buyToken: string): BigNumber {
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const hash = getPackedHash(salt, sellToken, buyToken);
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const _minRate = RATE_DENOMINATOR.times(MIN_RATE);
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const _maxRate = RATE_DENOMINATOR.times(MAX_RATE);
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return new BigNumber(hash)
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.mod(_maxRate.minus(_minRate))
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.plus(_minRate)
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.div(RATE_DENOMINATOR);
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}
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function getDeterministicTokenDecimals(token: string): number {
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if (token === WETH_ADDRESS) {
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return 18;
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}
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// HACK(dorothy-zbornak): Linter will complain about the addition not being
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// between two numbers, even though they are.
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// tslint:disable-next-line restrict-plus-operands
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return new BigNumber(getPackedHash(token)).mod(MAX_DECIMALS - MIN_DECIMALS).toNumber() + MIN_DECIMALS;
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}
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function getDeterministicSellQuote(
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salt: string,
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sellToken: string,
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buyToken: string,
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sellAmount: BigNumber,
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): BigNumber {
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const sellBase = new BigNumber(10).pow(getDeterministicTokenDecimals(sellToken));
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const buyBase = new BigNumber(10).pow(getDeterministicTokenDecimals(buyToken));
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const rate = getDeterministicRate(salt, sellToken, buyToken);
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return sellAmount
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.times(rate)
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.times(buyBase)
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.dividedToIntegerBy(sellBase);
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}
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function getDeterministicBuyQuote(
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salt: string,
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sellToken: string,
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buyToken: string,
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buyAmount: BigNumber,
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): BigNumber {
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const sellBase = new BigNumber(10).pow(getDeterministicTokenDecimals(sellToken));
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const buyBase = new BigNumber(10).pow(getDeterministicTokenDecimals(buyToken));
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const rate = getDeterministicRate(salt, sellToken, buyToken);
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return buyAmount
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.times(sellBase)
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.dividedToIntegerBy(rate)
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.dividedToIntegerBy(buyBase);
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}
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function areAddressesEqual(a: string, b: string): boolean {
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return a.toLowerCase() === b.toLowerCase();
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}
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function getDeterministicUniswapSellQuote(sellToken: string, buyToken: string, sellAmount: BigNumber): BigNumber {
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if (areAddressesEqual(buyToken, WETH_ADDRESS)) {
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return getDeterministicSellQuote(getUniswapExchangeSalt(sellToken), sellToken, WETH_ADDRESS, sellAmount);
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}
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if (areAddressesEqual(sellToken, WETH_ADDRESS)) {
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return getDeterministicSellQuote(getUniswapExchangeSalt(buyToken), buyToken, WETH_ADDRESS, sellAmount);
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}
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const ethBought = getDeterministicSellQuote(
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getUniswapExchangeSalt(sellToken),
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sellToken,
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WETH_ADDRESS,
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sellAmount,
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);
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return getDeterministicSellQuote(getUniswapExchangeSalt(buyToken), buyToken, WETH_ADDRESS, ethBought);
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}
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function getDeterministicUniswapBuyQuote(sellToken: string, buyToken: string, buyAmount: BigNumber): BigNumber {
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if (areAddressesEqual(buyToken, WETH_ADDRESS)) {
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return getDeterministicBuyQuote(getUniswapExchangeSalt(sellToken), WETH_ADDRESS, sellToken, buyAmount);
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}
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if (areAddressesEqual(sellToken, WETH_ADDRESS)) {
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return getDeterministicBuyQuote(getUniswapExchangeSalt(buyToken), WETH_ADDRESS, buyToken, buyAmount);
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}
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const ethSold = getDeterministicBuyQuote(getUniswapExchangeSalt(buyToken), WETH_ADDRESS, buyToken, buyAmount);
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return getDeterministicBuyQuote(getUniswapExchangeSalt(sellToken), WETH_ADDRESS, sellToken, ethSold);
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}
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function getDeterministicSellQuotes(
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sellToken: string,
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buyToken: string,
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sources: string[],
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sampleAmounts: BigNumber[],
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): BigNumber[][] {
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const quotes: BigNumber[][] = [];
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for (const source of sources) {
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const sampleOutputs = [];
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for (const amount of sampleAmounts) {
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if (source === 'Kyber' || source === 'Eth2Dai') {
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sampleOutputs.push(
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getDeterministicSellQuote(
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source === 'Kyber' ? KYBER_SALT : ETH2DAI_SALT,
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sellToken,
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buyToken,
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amount,
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),
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);
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} else if (source === 'Uniswap') {
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sampleOutputs.push(getDeterministicUniswapSellQuote(sellToken, buyToken, amount));
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}
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}
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quotes.push(sampleOutputs);
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}
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return quotes;
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}
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function getDeterministicBuyQuotes(
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sellToken: string,
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buyToken: string,
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sources: string[],
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sampleAmounts: BigNumber[],
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): BigNumber[][] {
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const quotes: BigNumber[][] = [];
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for (const source of sources) {
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const sampleOutputs = [];
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for (const amount of sampleAmounts) {
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if (source === 'Kyber' || source === 'Eth2Dai') {
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sampleOutputs.push(
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getDeterministicBuyQuote(
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source === 'Kyber' ? KYBER_SALT : ETH2DAI_SALT,
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sellToken,
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buyToken,
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amount,
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),
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);
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} else if (source === 'Uniswap') {
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sampleOutputs.push(getDeterministicUniswapBuyQuote(sellToken, buyToken, amount));
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}
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}
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quotes.push(sampleOutputs);
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}
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return quotes;
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}
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function getDeterministicUniswapV2SellQuote(path: string[], sellAmount: BigNumber): BigNumber {
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let bought = sellAmount;
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for (let i = 0; i < path.length - 1; ++i) {
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bought = getDeterministicSellQuote(UNISWAP_V2_SALT, path[i], path[i + 1], bought);
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}
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return bought;
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}
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function getDeterministicUniswapV2BuyQuote(path: string[], buyAmount: BigNumber): BigNumber {
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let sold = buyAmount;
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for (let i = path.length - 1; i > 0; --i) {
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sold = getDeterministicBuyQuote(UNISWAP_V2_SALT, path[i - 1], path[i], sold);
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}
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return sold;
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}
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function getDeterministicFillableTakerAssetAmount(order: Order): BigNumber {
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const hash = getPackedHash(hexUtils.leftPad(order.salt));
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const orderStatus = new BigNumber(hash).mod(100).toNumber() > 90 ? 5 : 3;
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const isValidSignature = !!new BigNumber(hash).mod(2).toNumber();
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if (orderStatus !== 3 || !isValidSignature) {
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return constants.ZERO_AMOUNT;
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}
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return order.takerAssetAmount.minus(new BigNumber(hash).mod(order.takerAssetAmount));
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}
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function getDeterministicFillableMakerAssetAmount(order: Order): BigNumber {
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const takerAmount = getDeterministicFillableTakerAssetAmount(order);
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return order.makerAssetAmount
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.times(takerAmount)
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.div(order.takerAssetAmount)
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.integerValue(BigNumber.ROUND_UP);
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}
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function getERC20AssetData(tokenAddress: string): string {
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return hexUtils.concat(ERC20_PROXY_ID, hexUtils.leftPad(tokenAddress));
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}
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function getSampleAmounts(tokenAddress: string, count?: number): BigNumber[] {
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const tokenDecimals = getDeterministicTokenDecimals(tokenAddress);
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const _upperLimit = getRandomPortion(getRandomInteger(1000, 50000).times(10 ** tokenDecimals));
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const _count = count || _.random(1, 16);
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const d = _upperLimit.div(_count);
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return _.times(_count, i => d.times((i + 1) / _count).integerValue());
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}
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function createOrder(makerToken: string, takerToken: string): Order {
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return {
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chainId: 1337,
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exchangeAddress: randomAddress(),
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makerAddress: randomAddress(),
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takerAddress: randomAddress(),
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senderAddress: randomAddress(),
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feeRecipientAddress: randomAddress(),
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makerAssetAmount: getRandomInteger(1, 1e18),
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takerAssetAmount: getRandomInteger(1, 1e18),
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makerFee: getRandomInteger(1, 1e18),
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takerFee: getRandomInteger(1, 1e18),
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makerAssetData: getERC20AssetData(makerToken),
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takerAssetData: getERC20AssetData(takerToken),
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makerFeeAssetData: getERC20AssetData(randomAddress()),
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takerFeeAssetData: getERC20AssetData(randomAddress()),
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salt: new BigNumber(hexUtils.random()),
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expirationTimeSeconds: getRandomInteger(0, 2 ** 32),
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};
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}
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function createOrders(makerToken: string, takerToken: string, count?: number): Order[] {
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return _.times(count || _.random(1, 16), () => createOrder(makerToken, takerToken));
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}
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async function enableFailTriggerAsync(): Promise<void> {
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await testContract.enableFailTrigger().awaitTransactionSuccessAsync({ value: 1 });
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}
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describe('getOrderFillableTakerAssetAmounts()', () => {
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it('returns the expected amount for each order', async () => {
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const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN);
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const signatures: string[] = _.times(orders.length, i => hexUtils.random());
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const expected = orders.map(getDeterministicFillableTakerAssetAmount);
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const actual = await testContract.getOrderFillableTakerAssetAmounts(orders, signatures).callAsync();
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expect(actual).to.deep.eq(expected);
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});
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it('returns empty for no orders', async () => {
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const actual = await testContract.getOrderFillableTakerAssetAmounts([], []).callAsync();
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expect(actual).to.deep.eq([]);
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});
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it('returns zero for an order with zero maker asset amount', async () => {
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const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN, 1);
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orders[0].makerAssetAmount = constants.ZERO_AMOUNT;
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const signatures: string[] = _.times(orders.length, i => hexUtils.random());
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const actual = await testContract.getOrderFillableTakerAssetAmounts(orders, signatures).callAsync();
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expect(actual).to.deep.eq([constants.ZERO_AMOUNT]);
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});
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it('returns zero for an order with zero taker asset amount', async () => {
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const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN, 1);
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orders[0].takerAssetAmount = constants.ZERO_AMOUNT;
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const signatures: string[] = _.times(orders.length, i => hexUtils.random());
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const actual = await testContract.getOrderFillableTakerAssetAmounts(orders, signatures).callAsync();
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expect(actual).to.deep.eq([constants.ZERO_AMOUNT]);
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});
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it('returns zero for an order with an empty signature', async () => {
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const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN, 1);
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const signatures: string[] = _.times(orders.length, () => constants.NULL_BYTES);
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const actual = await testContract.getOrderFillableTakerAssetAmounts(orders, signatures).callAsync();
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expect(actual).to.deep.eq([constants.ZERO_AMOUNT]);
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});
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});
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describe('getOrderFillableMakerAssetAmounts()', () => {
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it('returns the expected amount for each order', async () => {
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const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN);
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const signatures: string[] = _.times(orders.length, i => hexUtils.random());
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const expected = orders.map(getDeterministicFillableMakerAssetAmount);
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const actual = await testContract.getOrderFillableMakerAssetAmounts(orders, signatures).callAsync();
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expect(actual).to.deep.eq(expected);
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});
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it('returns empty for no orders', async () => {
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const actual = await testContract.getOrderFillableMakerAssetAmounts([], []).callAsync();
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expect(actual).to.deep.eq([]);
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});
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it('returns zero for an order with zero maker asset amount', async () => {
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const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN, 1);
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orders[0].makerAssetAmount = constants.ZERO_AMOUNT;
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const signatures: string[] = _.times(orders.length, i => hexUtils.random());
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const actual = await testContract.getOrderFillableMakerAssetAmounts(orders, signatures).callAsync();
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expect(actual).to.deep.eq([constants.ZERO_AMOUNT]);
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});
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it('returns zero for an order with zero taker asset amount', async () => {
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const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN, 1);
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orders[0].takerAssetAmount = constants.ZERO_AMOUNT;
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const signatures: string[] = _.times(orders.length, i => hexUtils.random());
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const actual = await testContract.getOrderFillableMakerAssetAmounts(orders, signatures).callAsync();
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expect(actual).to.deep.eq([constants.ZERO_AMOUNT]);
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});
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it('returns zero for an order with an empty signature', async () => {
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const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN, 1);
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const signatures: string[] = _.times(orders.length, () => constants.NULL_BYTES);
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const actual = await testContract.getOrderFillableMakerAssetAmounts(orders, signatures).callAsync();
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expect(actual).to.deep.eq([constants.ZERO_AMOUNT]);
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});
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});
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blockchainTests.resets('sampleSellsFromKyberNetwork()', () => {
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before(async () => {
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await testContract.createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN]).awaitTransactionSuccessAsync();
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});
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it('throws if tokens are the same', async () => {
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const tx = testContract.sampleSellsFromKyberNetwork(MAKER_TOKEN, MAKER_TOKEN, []).callAsync();
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return expect(tx).to.revertWith(INVALID_TOKEN_PAIR_ERROR);
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});
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it('can return no quotes', async () => {
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const quotes = await testContract.sampleSellsFromKyberNetwork(TAKER_TOKEN, MAKER_TOKEN, []).callAsync();
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expect(quotes).to.deep.eq([]);
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});
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it('can quote token -> token', async () => {
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const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
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const [takerToEthQuotes] = getDeterministicSellQuotes(TAKER_TOKEN, WETH_ADDRESS, ['Kyber'], sampleAmounts);
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const [expectedQuotes] = getDeterministicSellQuotes(WETH_ADDRESS, MAKER_TOKEN, ['Kyber'], takerToEthQuotes);
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const quotes = await testContract
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.sampleSellsFromKyberNetwork(TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
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.callAsync();
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expect(quotes).to.deep.eq(expectedQuotes);
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});
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it('returns zero if token -> token fails', async () => {
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const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
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const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
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await enableFailTriggerAsync();
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const quotes = await testContract
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.sampleSellsFromKyberNetwork(TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
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.callAsync();
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expect(quotes).to.deep.eq(expectedQuotes);
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});
|
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it('can quote token -> ETH', async () => {
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const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
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const [expectedQuotes] = getDeterministicSellQuotes(TAKER_TOKEN, WETH_ADDRESS, ['Kyber'], sampleAmounts);
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const quotes = await testContract
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.sampleSellsFromKyberNetwork(TAKER_TOKEN, WETH_ADDRESS, sampleAmounts)
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.callAsync();
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expect(quotes).to.deep.eq(expectedQuotes);
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});
|
|
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it('returns zero if token -> ETH fails', async () => {
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const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
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const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
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await enableFailTriggerAsync();
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const quotes = await testContract
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.sampleSellsFromKyberNetwork(TAKER_TOKEN, WETH_ADDRESS, sampleAmounts)
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.callAsync();
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expect(quotes).to.deep.eq(expectedQuotes);
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});
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it('can quote ETH -> token', async () => {
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const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
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const [expectedQuotes] = getDeterministicSellQuotes(WETH_ADDRESS, TAKER_TOKEN, ['Kyber'], sampleAmounts);
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const quotes = await testContract
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.sampleSellsFromKyberNetwork(WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
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.callAsync();
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expect(quotes).to.deep.eq(expectedQuotes);
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});
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it('returns zero if ETH -> token fails', async () => {
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const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
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const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
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await enableFailTriggerAsync();
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const quotes = await testContract
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.sampleSellsFromKyberNetwork(WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
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.callAsync();
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expect(quotes).to.deep.eq(expectedQuotes);
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});
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});
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blockchainTests.resets('sampleBuysFromKyberNetwork()', () => {
|
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const ACCEPTABLE_SLIPPAGE = 0.0005;
|
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before(async () => {
|
|
await testContract.createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN]).awaitTransactionSuccessAsync();
|
|
});
|
|
|
|
it('throws if tokens are the same', async () => {
|
|
const tx = testContract.sampleBuysFromKyberNetwork(MAKER_TOKEN, MAKER_TOKEN, [], FAKE_BUY_OPTS).callAsync();
|
|
return expect(tx).to.revertWith(INVALID_TOKEN_PAIR_ERROR);
|
|
});
|
|
|
|
it('can return no quotes', async () => {
|
|
const quotes = await testContract
|
|
.sampleBuysFromKyberNetwork(TAKER_TOKEN, MAKER_TOKEN, [], FAKE_BUY_OPTS)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq([]);
|
|
});
|
|
const expectQuotesWithinRange = (
|
|
quotes: BigNumber[],
|
|
expectedQuotes: BigNumber[],
|
|
maxSlippage: BigNumber | number,
|
|
) => {
|
|
quotes.forEach((_q, i) => {
|
|
// If we're within 1 base unit of a low decimal token
|
|
// then that's as good as we're going to get (and slippage is "high")
|
|
if (
|
|
expectedQuotes[i].isZero() ||
|
|
BigNumber.max(expectedQuotes[i], quotes[i])
|
|
.minus(BigNumber.min(expectedQuotes[i], quotes[i]))
|
|
.eq(1)
|
|
) {
|
|
return;
|
|
}
|
|
const slippage = quotes[i]
|
|
.dividedBy(expectedQuotes[i])
|
|
.minus(1)
|
|
.decimalPlaces(4);
|
|
expect(slippage, `quote[${i}]: ${slippage} ${quotes[i]} ${expectedQuotes[i]}`).to.be.bignumber.gte(0);
|
|
expect(slippage, `quote[${i}] ${slippage} ${quotes[i]} ${expectedQuotes[i]}`).to.be.bignumber.lte(
|
|
new BigNumber(maxSlippage),
|
|
);
|
|
});
|
|
};
|
|
|
|
it('can quote token -> token', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const [ethToMakerQuotes] = getDeterministicBuyQuotes(WETH_ADDRESS, MAKER_TOKEN, ['Kyber'], sampleAmounts);
|
|
const [expectedQuotes] = getDeterministicBuyQuotes(TAKER_TOKEN, WETH_ADDRESS, ['Kyber'], ethToMakerQuotes);
|
|
const quotes = await testContract
|
|
.sampleBuysFromKyberNetwork(TAKER_TOKEN, MAKER_TOKEN, sampleAmounts, FAKE_BUY_OPTS)
|
|
.callAsync();
|
|
expectQuotesWithinRange(quotes, expectedQuotes, ACCEPTABLE_SLIPPAGE);
|
|
});
|
|
|
|
it('returns zero if token -> token fails', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
await enableFailTriggerAsync();
|
|
const quotes = await testContract
|
|
.sampleBuysFromKyberNetwork(TAKER_TOKEN, MAKER_TOKEN, sampleAmounts, FAKE_BUY_OPTS)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('can quote token -> ETH', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const [expectedQuotes] = getDeterministicBuyQuotes(TAKER_TOKEN, WETH_ADDRESS, ['Kyber'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleBuysFromKyberNetwork(TAKER_TOKEN, WETH_ADDRESS, sampleAmounts, FAKE_BUY_OPTS)
|
|
.callAsync();
|
|
expectQuotesWithinRange(quotes, expectedQuotes, ACCEPTABLE_SLIPPAGE);
|
|
});
|
|
|
|
it('returns zero if token -> ETH fails', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
await enableFailTriggerAsync();
|
|
const quotes = await testContract
|
|
.sampleBuysFromKyberNetwork(TAKER_TOKEN, WETH_ADDRESS, sampleAmounts, FAKE_BUY_OPTS)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('can quote ETH -> token', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const [expectedQuotes] = getDeterministicBuyQuotes(WETH_ADDRESS, TAKER_TOKEN, ['Kyber'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleBuysFromKyberNetwork(WETH_ADDRESS, TAKER_TOKEN, sampleAmounts, FAKE_BUY_OPTS)
|
|
.callAsync();
|
|
expectQuotesWithinRange(quotes, expectedQuotes, ACCEPTABLE_SLIPPAGE);
|
|
});
|
|
|
|
it('returns zero if ETH -> token fails', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
await enableFailTriggerAsync();
|
|
const quotes = await testContract
|
|
.sampleBuysFromKyberNetwork(WETH_ADDRESS, TAKER_TOKEN, sampleAmounts, FAKE_BUY_OPTS)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
});
|
|
|
|
blockchainTests.resets('sampleSellsFromEth2Dai()', () => {
|
|
before(async () => {
|
|
await testContract.createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN]).awaitTransactionSuccessAsync();
|
|
});
|
|
|
|
it('throws if tokens are the same', async () => {
|
|
const tx = testContract.sampleSellsFromEth2Dai(MAKER_TOKEN, MAKER_TOKEN, []).callAsync();
|
|
return expect(tx).to.revertWith(INVALID_TOKEN_PAIR_ERROR);
|
|
});
|
|
|
|
it('can return no quotes', async () => {
|
|
const quotes = await testContract.sampleSellsFromEth2Dai(TAKER_TOKEN, MAKER_TOKEN, []).callAsync();
|
|
expect(quotes).to.deep.eq([]);
|
|
});
|
|
|
|
it('can quote token -> token', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const [expectedQuotes] = getDeterministicSellQuotes(TAKER_TOKEN, MAKER_TOKEN, ['Eth2Dai'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleSellsFromEth2Dai(TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('returns zero if token -> token fails', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
await enableFailTriggerAsync();
|
|
const quotes = await testContract
|
|
.sampleSellsFromEth2Dai(TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('can quote token -> ETH', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const [expectedQuotes] = getDeterministicSellQuotes(TAKER_TOKEN, WETH_ADDRESS, ['Eth2Dai'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleSellsFromEth2Dai(TAKER_TOKEN, WETH_ADDRESS, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('returns zero if token -> ETH fails', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
await enableFailTriggerAsync();
|
|
const quotes = await testContract
|
|
.sampleSellsFromEth2Dai(TAKER_TOKEN, WETH_ADDRESS, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('can quote ETH -> token', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const [expectedQuotes] = getDeterministicSellQuotes(WETH_ADDRESS, TAKER_TOKEN, ['Eth2Dai'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleSellsFromEth2Dai(WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('returns zero if ETH -> token fails', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
await enableFailTriggerAsync();
|
|
const quotes = await testContract
|
|
.sampleSellsFromEth2Dai(WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
});
|
|
|
|
blockchainTests.resets('sampleBuysFromEth2Dai()', () => {
|
|
before(async () => {
|
|
await testContract.createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN]).awaitTransactionSuccessAsync();
|
|
});
|
|
|
|
it('throws if tokens are the same', async () => {
|
|
const tx = testContract.sampleBuysFromEth2Dai(MAKER_TOKEN, MAKER_TOKEN, []).callAsync();
|
|
return expect(tx).to.revertWith(INVALID_TOKEN_PAIR_ERROR);
|
|
});
|
|
|
|
it('can return no quotes', async () => {
|
|
const quotes = await testContract.sampleBuysFromEth2Dai(TAKER_TOKEN, MAKER_TOKEN, []).callAsync();
|
|
expect(quotes).to.deep.eq([]);
|
|
});
|
|
|
|
it('can quote token -> token', async () => {
|
|
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
const [expectedQuotes] = getDeterministicBuyQuotes(TAKER_TOKEN, MAKER_TOKEN, ['Eth2Dai'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleBuysFromEth2Dai(TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('returns zero if token -> token fails', async () => {
|
|
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
await enableFailTriggerAsync();
|
|
const quotes = await testContract
|
|
.sampleBuysFromEth2Dai(TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('can quote token -> ETH', async () => {
|
|
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
const [expectedQuotes] = getDeterministicBuyQuotes(TAKER_TOKEN, WETH_ADDRESS, ['Eth2Dai'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleBuysFromEth2Dai(TAKER_TOKEN, WETH_ADDRESS, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('returns zero if token -> ETH fails', async () => {
|
|
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
await enableFailTriggerAsync();
|
|
const quotes = await testContract
|
|
.sampleBuysFromEth2Dai(TAKER_TOKEN, WETH_ADDRESS, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('can quote ETH -> token', async () => {
|
|
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
const [expectedQuotes] = getDeterministicBuyQuotes(WETH_ADDRESS, TAKER_TOKEN, ['Eth2Dai'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleBuysFromEth2Dai(WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('returns zero if ETH -> token fails', async () => {
|
|
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
await enableFailTriggerAsync();
|
|
const quotes = await testContract
|
|
.sampleBuysFromEth2Dai(WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
});
|
|
|
|
blockchainTests.resets('sampleSellsFromUniswap()', () => {
|
|
before(async () => {
|
|
await testContract.createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN]).awaitTransactionSuccessAsync();
|
|
});
|
|
|
|
it('throws if tokens are the same', async () => {
|
|
const tx = testContract.sampleSellsFromUniswap(MAKER_TOKEN, MAKER_TOKEN, []).callAsync();
|
|
return expect(tx).to.revertWith(INVALID_TOKEN_PAIR_ERROR);
|
|
});
|
|
|
|
it('can return no quotes', async () => {
|
|
const quotes = await testContract.sampleSellsFromUniswap(TAKER_TOKEN, MAKER_TOKEN, []).callAsync();
|
|
expect(quotes).to.deep.eq([]);
|
|
});
|
|
|
|
it('can quote token -> token', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const [expectedQuotes] = getDeterministicSellQuotes(TAKER_TOKEN, MAKER_TOKEN, ['Uniswap'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleSellsFromUniswap(TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('returns zero if token -> token fails', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
await enableFailTriggerAsync();
|
|
const quotes = await testContract
|
|
.sampleSellsFromUniswap(TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('can quote token -> ETH', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const [expectedQuotes] = getDeterministicSellQuotes(TAKER_TOKEN, WETH_ADDRESS, ['Uniswap'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleSellsFromUniswap(TAKER_TOKEN, WETH_ADDRESS, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('returns zero if token -> ETH fails', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
await enableFailTriggerAsync();
|
|
const quotes = await testContract
|
|
.sampleSellsFromUniswap(TAKER_TOKEN, WETH_ADDRESS, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('can quote ETH -> token', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const [expectedQuotes] = getDeterministicSellQuotes(WETH_ADDRESS, TAKER_TOKEN, ['Uniswap'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleSellsFromUniswap(WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('returns zero if ETH -> token fails', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
await enableFailTriggerAsync();
|
|
const quotes = await testContract
|
|
.sampleSellsFromUniswap(WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('returns zero if no exchange exists for the maker token', async () => {
|
|
const nonExistantToken = randomAddress();
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
const quotes = await testContract
|
|
.sampleSellsFromUniswap(TAKER_TOKEN, nonExistantToken, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('returns zero if no exchange exists for the taker token', async () => {
|
|
const nonExistantToken = randomAddress();
|
|
const sampleAmounts = getSampleAmounts(nonExistantToken);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
const quotes = await testContract
|
|
.sampleSellsFromUniswap(nonExistantToken, MAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
});
|
|
|
|
blockchainTests.resets('sampleBuysFromUniswap()', () => {
|
|
before(async () => {
|
|
await testContract.createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN]).awaitTransactionSuccessAsync();
|
|
});
|
|
|
|
it('throws if tokens are the same', async () => {
|
|
const tx = testContract.sampleBuysFromUniswap(MAKER_TOKEN, MAKER_TOKEN, []).callAsync();
|
|
return expect(tx).to.revertWith(INVALID_TOKEN_PAIR_ERROR);
|
|
});
|
|
|
|
it('can return no quotes', async () => {
|
|
const quotes = await testContract.sampleBuysFromUniswap(TAKER_TOKEN, MAKER_TOKEN, []).callAsync();
|
|
expect(quotes).to.deep.eq([]);
|
|
});
|
|
|
|
it('can quote token -> token', async () => {
|
|
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
const [expectedQuotes] = getDeterministicBuyQuotes(TAKER_TOKEN, MAKER_TOKEN, ['Uniswap'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleBuysFromUniswap(TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('returns zero if token -> token fails', async () => {
|
|
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
await enableFailTriggerAsync();
|
|
const quotes = await testContract
|
|
.sampleBuysFromUniswap(TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('can quote token -> ETH', async () => {
|
|
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
const [expectedQuotes] = getDeterministicBuyQuotes(TAKER_TOKEN, WETH_ADDRESS, ['Uniswap'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleBuysFromUniswap(TAKER_TOKEN, WETH_ADDRESS, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('returns zero if token -> ETH fails', async () => {
|
|
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
await enableFailTriggerAsync();
|
|
const quotes = await testContract
|
|
.sampleBuysFromUniswap(TAKER_TOKEN, WETH_ADDRESS, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('can quote ETH -> token', async () => {
|
|
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
const [expectedQuotes] = getDeterministicBuyQuotes(WETH_ADDRESS, TAKER_TOKEN, ['Uniswap'], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleBuysFromUniswap(WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('returns zero if ETH -> token fails', async () => {
|
|
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
await enableFailTriggerAsync();
|
|
const quotes = await testContract
|
|
.sampleBuysFromUniswap(WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('returns zero if no exchange exists for the maker token', async () => {
|
|
const nonExistantToken = randomAddress();
|
|
const sampleAmounts = getSampleAmounts(nonExistantToken);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
const quotes = await testContract
|
|
.sampleBuysFromUniswap(TAKER_TOKEN, nonExistantToken, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('returns zero if no exchange exists for the taker token', async () => {
|
|
const nonExistantToken = randomAddress();
|
|
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
const quotes = await testContract
|
|
.sampleBuysFromUniswap(nonExistantToken, MAKER_TOKEN, sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
});
|
|
|
|
describe('getLiquidityProviderFromRegistry', () => {
|
|
const xAsset = randomAddress();
|
|
const yAsset = randomAddress();
|
|
const sampleAmounts = getSampleAmounts(yAsset);
|
|
let liquidityProvider: DummyLiquidityProviderContract;
|
|
let registryContract: DummyLiquidityProviderRegistryContract;
|
|
|
|
before(async () => {
|
|
liquidityProvider = await DummyLiquidityProviderContract.deployFrom0xArtifactAsync(
|
|
artifacts.DummyLiquidityProvider,
|
|
env.provider,
|
|
env.txDefaults,
|
|
{},
|
|
);
|
|
|
|
registryContract = await DummyLiquidityProviderRegistryContract.deployFrom0xArtifactAsync(
|
|
artifacts.DummyLiquidityProviderRegistry,
|
|
env.provider,
|
|
env.txDefaults,
|
|
{},
|
|
);
|
|
await registryContract
|
|
.setLiquidityProviderForMarket(xAsset, yAsset, liquidityProvider.address)
|
|
.awaitTransactionSuccessAsync();
|
|
});
|
|
|
|
it('should be able to get the liquidity provider', async () => {
|
|
const xyLiquidityProvider = await testContract
|
|
.getLiquidityProviderFromRegistry(registryContract.address, xAsset, yAsset)
|
|
.callAsync();
|
|
const yxLiquidityProvider = await testContract
|
|
.getLiquidityProviderFromRegistry(registryContract.address, yAsset, xAsset)
|
|
.callAsync();
|
|
const unknownLiquidityProvider = await testContract
|
|
.getLiquidityProviderFromRegistry(registryContract.address, yAsset, randomAddress())
|
|
.callAsync();
|
|
|
|
expect(xyLiquidityProvider).to.eq(liquidityProvider.address);
|
|
expect(yxLiquidityProvider).to.eq(liquidityProvider.address);
|
|
expect(unknownLiquidityProvider).to.eq(constants.NULL_ADDRESS);
|
|
});
|
|
|
|
it('should be able to query sells from the liquidity provider', async () => {
|
|
const result = await testContract
|
|
.sampleSellsFromLiquidityProviderRegistry(registryContract.address, yAsset, xAsset, sampleAmounts)
|
|
.callAsync();
|
|
result.forEach((value, idx) => {
|
|
expect(value).is.bignumber.eql(sampleAmounts[idx].minus(1));
|
|
});
|
|
});
|
|
|
|
it('should be able to query buys from the liquidity provider', async () => {
|
|
const result = await testContract
|
|
.sampleBuysFromLiquidityProviderRegistry(
|
|
registryContract.address,
|
|
yAsset,
|
|
xAsset,
|
|
sampleAmounts,
|
|
FAKE_BUY_OPTS,
|
|
)
|
|
.callAsync();
|
|
result.forEach((value, idx) => {
|
|
expect(value).is.bignumber.eql(sampleAmounts[idx].plus(1));
|
|
});
|
|
});
|
|
|
|
it('should just return zeros if the liquidity provider cannot be found', async () => {
|
|
const result = await testContract
|
|
.sampleBuysFromLiquidityProviderRegistry(
|
|
registryContract.address,
|
|
yAsset,
|
|
randomAddress(),
|
|
sampleAmounts,
|
|
FAKE_BUY_OPTS,
|
|
)
|
|
.callAsync();
|
|
result.forEach(value => {
|
|
expect(value).is.bignumber.eql(constants.ZERO_AMOUNT);
|
|
});
|
|
});
|
|
|
|
it('should just return zeros if the registry does not exist', async () => {
|
|
const result = await testContract
|
|
.sampleBuysFromLiquidityProviderRegistry(randomAddress(), yAsset, xAsset, sampleAmounts, FAKE_BUY_OPTS)
|
|
.callAsync();
|
|
result.forEach(value => {
|
|
expect(value).is.bignumber.eql(constants.ZERO_AMOUNT);
|
|
});
|
|
});
|
|
});
|
|
|
|
blockchainTests.resets('sampleSellsFromUniswapV2()', () => {
|
|
function predictSellQuotes(path: string[], sellAmounts: BigNumber[]): BigNumber[] {
|
|
return sellAmounts.map(a => getDeterministicUniswapV2SellQuote(path, a));
|
|
}
|
|
|
|
it('can return no quotes', async () => {
|
|
const quotes = await testContract.sampleSellsFromUniswapV2([TAKER_TOKEN, MAKER_TOKEN], []).callAsync();
|
|
expect(quotes).to.deep.eq([]);
|
|
});
|
|
|
|
it('can quote token -> token', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const expectedQuotes = predictSellQuotes([TAKER_TOKEN, MAKER_TOKEN], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleSellsFromUniswapV2([TAKER_TOKEN, MAKER_TOKEN], sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('returns zero if token -> token fails', async () => {
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
await enableFailTriggerAsync();
|
|
const quotes = await testContract
|
|
.sampleSellsFromUniswapV2([TAKER_TOKEN, MAKER_TOKEN], sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('can quote token -> token -> token', async () => {
|
|
const intermediateToken = randomAddress();
|
|
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
|
|
const expectedQuotes = predictSellQuotes([TAKER_TOKEN, intermediateToken, MAKER_TOKEN], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleSellsFromUniswapV2([TAKER_TOKEN, intermediateToken, MAKER_TOKEN], sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
});
|
|
|
|
blockchainTests.resets('sampleBuysFromUniswapV2()', () => {
|
|
function predictBuyQuotes(path: string[], buyAmounts: BigNumber[]): BigNumber[] {
|
|
return buyAmounts.map(a => getDeterministicUniswapV2BuyQuote(path, a));
|
|
}
|
|
|
|
it('can return no quotes', async () => {
|
|
const quotes = await testContract.sampleBuysFromUniswapV2([TAKER_TOKEN, MAKER_TOKEN], []).callAsync();
|
|
expect(quotes).to.deep.eq([]);
|
|
});
|
|
|
|
it('can quote token -> token', async () => {
|
|
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
const expectedQuotes = predictBuyQuotes([TAKER_TOKEN, MAKER_TOKEN], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleBuysFromUniswapV2([TAKER_TOKEN, MAKER_TOKEN], sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('returns zero if token -> token fails', async () => {
|
|
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
|
|
await enableFailTriggerAsync();
|
|
const quotes = await testContract
|
|
.sampleBuysFromUniswapV2([TAKER_TOKEN, MAKER_TOKEN], sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
|
|
it('can quote token -> token -> token', async () => {
|
|
const intermediateToken = randomAddress();
|
|
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
|
|
const expectedQuotes = predictBuyQuotes([TAKER_TOKEN, intermediateToken, MAKER_TOKEN], sampleAmounts);
|
|
const quotes = await testContract
|
|
.sampleBuysFromUniswapV2([TAKER_TOKEN, intermediateToken, MAKER_TOKEN], sampleAmounts)
|
|
.callAsync();
|
|
expect(quotes).to.deep.eq(expectedQuotes);
|
|
});
|
|
});
|
|
|
|
describe('batchCall()', () => {
|
|
it('can call one function', async () => {
|
|
const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN);
|
|
const signatures: string[] = _.times(orders.length, i => hexUtils.random());
|
|
const expected = orders.map(getDeterministicFillableTakerAssetAmount);
|
|
const calls = [
|
|
testContract.getOrderFillableTakerAssetAmounts(orders, signatures).getABIEncodedTransactionData(),
|
|
];
|
|
const r = await testContract.batchCall(calls).callAsync();
|
|
expect(r).to.be.length(1);
|
|
const actual = testContract.getABIDecodedReturnData<BigNumber[]>('getOrderFillableTakerAssetAmounts', r[0]);
|
|
expect(actual).to.deep.eq(expected);
|
|
});
|
|
|
|
it('can call two functions', async () => {
|
|
const numOrders = _.random(1, 10);
|
|
const orders = _.times(2, () => createOrders(MAKER_TOKEN, TAKER_TOKEN, numOrders));
|
|
const signatures: string[] = _.times(numOrders, i => hexUtils.random());
|
|
const expecteds = [
|
|
orders[0].map(getDeterministicFillableTakerAssetAmount),
|
|
orders[1].map(getDeterministicFillableMakerAssetAmount),
|
|
];
|
|
const calls = [
|
|
testContract.getOrderFillableTakerAssetAmounts(orders[0], signatures).getABIEncodedTransactionData(),
|
|
testContract.getOrderFillableMakerAssetAmounts(orders[1], signatures).getABIEncodedTransactionData(),
|
|
];
|
|
const r = await testContract.batchCall(calls).callAsync();
|
|
expect(r).to.be.length(2);
|
|
expect(testContract.getABIDecodedReturnData('getOrderFillableTakerAssetAmounts', r[0])).to.deep.eq(
|
|
expecteds[0],
|
|
);
|
|
expect(testContract.getABIDecodedReturnData('getOrderFillableMakerAssetAmounts', r[1])).to.deep.eq(
|
|
expecteds[1],
|
|
);
|
|
});
|
|
|
|
it('can make recursive calls', async () => {
|
|
const numOrders = _.random(1, 10);
|
|
const orders = createOrders(MAKER_TOKEN, TAKER_TOKEN, numOrders);
|
|
const signatures: string[] = _.times(numOrders, i => hexUtils.random());
|
|
const expected = orders.map(getDeterministicFillableTakerAssetAmount);
|
|
let r = await testContract
|
|
.batchCall([
|
|
testContract
|
|
.batchCall([
|
|
testContract
|
|
.getOrderFillableTakerAssetAmounts(orders, signatures)
|
|
.getABIEncodedTransactionData(),
|
|
])
|
|
.getABIEncodedTransactionData(),
|
|
])
|
|
.callAsync();
|
|
expect(r).to.be.length(1);
|
|
r = testContract.getABIDecodedReturnData<string[]>('batchCall', r[0]);
|
|
expect(r).to.be.length(1);
|
|
expect(testContract.getABIDecodedReturnData('getOrderFillableTakerAssetAmounts', r[0])).to.deep.eq(
|
|
expected,
|
|
);
|
|
});
|
|
});
|
|
});
|