dsp ing
This commit is contained in:
204
test/DSP/funding.test.ts
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204
test/DSP/funding.test.ts
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@@ -0,0 +1,204 @@
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/*
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Copyright 2020 DODO ZOO.
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SPDX-License-Identifier: Apache-2.0
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*/
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// import * as assert from 'assert';
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import { decimalStr, MAX_UINT256 } from '../utils/Converter';
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import { logGas } from '../utils/Log';
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import { DVMContext, getDVMContext } from '../utils/DVMContext';
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import { assert } from 'chai';
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import BigNumber from 'bignumber.js';
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const truffleAssert = require('truffle-assertions');
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let lp: string;
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let trader: string;
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async function init(ctx: DVMContext): Promise<void> {
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lp = ctx.SpareAccounts[0];
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trader = ctx.SpareAccounts[1];
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await ctx.mintTestToken(lp, decimalStr("10"), decimalStr("1000"));
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await ctx.mintTestToken(trader, decimalStr("10"), decimalStr("1000"));
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}
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describe("Funding", () => {
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let snapshotId: string;
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let ctx: DVMContext;
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before(async () => {
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ctx = await getDVMContext();
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await init(ctx);
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});
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beforeEach(async () => {
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snapshotId = await ctx.EVM.snapshot();
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});
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afterEach(async () => {
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await ctx.EVM.reset(snapshotId);
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});
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describe("buy shares", () => {
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it("buy shares from init states", async () => {
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await ctx.transferBaseToDVM(lp, decimalStr("10"))
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await logGas(ctx.DVM.methods.buyShares(lp), ctx.sendParam(lp), "buy shares");
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// vault balances
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assert.equal(
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await ctx.BASE.methods.balanceOf(ctx.DVM.options.address).call(),
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decimalStr("10")
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);
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assert.equal(
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await ctx.QUOTE.methods.balanceOf(ctx.DVM.options.address).call(),
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decimalStr("0")
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);
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assert.equal(
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await ctx.DVM.methods._BASE_RESERVE_().call(),
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decimalStr("10")
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)
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assert.equal(
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await ctx.DVM.methods._QUOTE_RESERVE_().call(),
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decimalStr("0")
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)
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// shares number
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assert.equal(await ctx.DVM.methods.balanceOf(lp).call(), decimalStr("10"))
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});
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it("buy shares from init states with quote != 0", async () => {
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await ctx.transferBaseToDVM(lp, decimalStr("10"))
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await ctx.transferQuoteToDVM(lp, decimalStr("100"))
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await ctx.DVM.methods.buyShares(lp).send(ctx.sendParam(lp));
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assert.equal(await ctx.DVM.methods.balanceOf(lp).call(), decimalStr("10"))
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assert.equal(await ctx.DVM.methods.getMidPrice().call(), "102078438912577213500")
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})
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it("buy shares with balanced input", async () => {
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await ctx.transferBaseToDVM(lp, decimalStr("10"))
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await ctx.DVM.methods.buyShares(lp).send(ctx.sendParam(lp))
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await ctx.transferQuoteToDVM(trader, decimalStr("200"))
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await ctx.DVM.methods.sellQuote(trader).send(ctx.sendParam(trader))
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var vaultBaseBalance = new BigNumber(await ctx.BASE.methods.balanceOf(ctx.DVM.options.address).call())
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var vaultQuoteBalance = new BigNumber(await ctx.QUOTE.methods.balanceOf(ctx.DVM.options.address).call())
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var increaseRatio = new BigNumber("0.1")
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await ctx.transferBaseToDVM(trader, vaultBaseBalance.multipliedBy(increaseRatio).toFixed(0))
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await ctx.transferQuoteToDVM(trader, vaultQuoteBalance.multipliedBy(increaseRatio).toFixed(0))
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await ctx.DVM.methods.buyShares(trader).send(ctx.sendParam(trader))
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assert.equal(
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await ctx.BASE.methods.balanceOf(ctx.DVM.options.address).call(),
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"8852116395368015179"
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);
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assert.equal(
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await ctx.QUOTE.methods.balanceOf(ctx.DVM.options.address).call(),
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"220000000000000000000"
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);
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assert.equal(await ctx.DVM.methods.balanceOf(trader).call(), "999999999999999990")
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})
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it("buy shares with unbalanced input (less quote)", async () => {
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await ctx.transferBaseToDVM(lp, decimalStr("10"))
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await ctx.DVM.methods.buyShares(lp).send(ctx.sendParam(lp))
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await ctx.transferQuoteToDVM(trader, decimalStr("200"))
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await ctx.DVM.methods.sellQuote(trader).send(ctx.sendParam(trader))
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var vaultBaseBalance = new BigNumber(await ctx.BASE.methods.balanceOf(ctx.DVM.options.address).call())
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var vaultQuoteBalance = new BigNumber(await ctx.QUOTE.methods.balanceOf(ctx.DVM.options.address).call())
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var increaseRatio = new BigNumber("0.1")
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await ctx.transferBaseToDVM(trader, vaultBaseBalance.multipliedBy(increaseRatio).toFixed(0))
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await ctx.transferQuoteToDVM(trader, vaultQuoteBalance.multipliedBy(increaseRatio).div(2).toFixed(0))
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await ctx.DVM.methods.buyShares(trader).send(ctx.sendParam(trader))
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assert.equal(await ctx.DVM.methods.balanceOf(trader).call(), "500000000000000000")
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})
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it("buy shares with unbalanced input (less base)", async () => {
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await ctx.transferBaseToDVM(lp, decimalStr("10"))
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await ctx.DVM.methods.buyShares(lp).send(ctx.sendParam(lp))
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await ctx.transferQuoteToDVM(trader, decimalStr("200"))
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await ctx.DVM.methods.sellQuote(trader).send(ctx.sendParam(trader))
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var vaultBaseBalance = new BigNumber(await ctx.BASE.methods.balanceOf(ctx.DVM.options.address).call())
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var vaultQuoteBalance = new BigNumber(await ctx.QUOTE.methods.balanceOf(ctx.DVM.options.address).call())
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var increaseRatio = new BigNumber("0.1")
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await ctx.transferBaseToDVM(trader, vaultBaseBalance.multipliedBy(increaseRatio).div(2).toFixed(0))
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await ctx.transferQuoteToDVM(trader, vaultQuoteBalance.multipliedBy(increaseRatio).toFixed(0))
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await ctx.DVM.methods.buyShares(trader).send(ctx.sendParam(trader))
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assert.equal(await ctx.DVM.methods.balanceOf(trader).call(), "499999999999999990")
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})
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});
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describe("sell shares", () => {
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it("not the last one sell shares", async () => {
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await ctx.transferBaseToDVM(lp, decimalStr("10"))
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await ctx.transferQuoteToDVM(lp, decimalStr("100"))
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await ctx.DVM.methods.buyShares(lp).send(ctx.sendParam(lp))
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await ctx.transferBaseToDVM(trader, decimalStr("1"))
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await ctx.transferQuoteToDVM(trader, decimalStr("10"))
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await ctx.DVM.methods.buyShares(trader).send(ctx.sendParam(trader))
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var vaultShares = new BigNumber(await ctx.DVM.methods.balanceOf(lp).call())
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var bob = ctx.SpareAccounts[5]
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await ctx.DVM.methods.sellShares(vaultShares.div(2).toFixed(0), bob, 0, 0, "0x", MAX_UINT256).send(ctx.sendParam(lp))
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assert.equal(await ctx.BASE.methods.balanceOf(bob).call(), decimalStr("5"))
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assert.equal(await ctx.QUOTE.methods.balanceOf(bob).call(), decimalStr("50"))
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await ctx.DVM.methods.sellShares(vaultShares.div(2).toFixed(0), bob, 0, 0, "0x", MAX_UINT256).send(ctx.sendParam(lp))
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assert.equal(await ctx.BASE.methods.balanceOf(bob).call(), decimalStr("10"))
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assert.equal(await ctx.QUOTE.methods.balanceOf(bob).call(), decimalStr("100"))
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})
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it("the last one sell shares", async () => {
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await ctx.transferBaseToDVM(lp, decimalStr("10"))
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await ctx.transferQuoteToDVM(lp, decimalStr("100"))
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await ctx.DVM.methods.buyShares(lp).send(ctx.sendParam(lp))
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var vaultShares = await ctx.DVM.methods.balanceOf(lp).call()
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var bob = ctx.SpareAccounts[5]
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await ctx.DVM.methods.sellShares(vaultShares, bob, 0, 0, "0x", MAX_UINT256).send(ctx.sendParam(lp))
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assert.equal(await ctx.BASE.methods.balanceOf(bob).call(), decimalStr("10"))
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assert.equal(await ctx.QUOTE.methods.balanceOf(bob).call(), decimalStr("100"))
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})
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it("revert cases", async () => {
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await ctx.transferBaseToDVM(lp, decimalStr("10"))
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await ctx.transferQuoteToDVM(lp, decimalStr("100"))
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await ctx.DVM.methods.buyShares(lp).send(ctx.sendParam(lp))
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var vaultShares = await ctx.DVM.methods.balanceOf(lp).call()
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var bob = ctx.SpareAccounts[5]
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await truffleAssert.reverts(
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ctx.DVM.methods.sellShares(new BigNumber(vaultShares).multipliedBy(2), bob, 0, 0, "0x", MAX_UINT256).send(ctx.sendParam(lp)),
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"DLP_NOT_ENOUGH"
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)
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await truffleAssert.reverts(
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ctx.DVM.methods.sellShares(vaultShares, bob, decimalStr("100"), 0, "0x", MAX_UINT256).send(ctx.sendParam(lp)),
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"WITHDRAW_NOT_ENOUGH"
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)
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await truffleAssert.reverts(
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ctx.DVM.methods.sellShares(vaultShares, bob, 0, decimalStr("10000"), "0x", MAX_UINT256).send(ctx.sendParam(lp)),
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"WITHDRAW_NOT_ENOUGH"
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)
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await truffleAssert.reverts(
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ctx.DVM.methods.sellShares(vaultShares, bob, 0, decimalStr("10000"), "0x", "0").send(ctx.sendParam(lp)),
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"TIME_EXPIRED"
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)
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})
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})
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});
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202
test/DSP/trader.test.ts
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202
test/DSP/trader.test.ts
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@@ -0,0 +1,202 @@
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/*
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Copyright 2020 DODO ZOO.
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SPDX-License-Identifier: Apache-2.0
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*/
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// import * as assert from 'assert';
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import { decimalStr, gweiStr } from '../utils/Converter';
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import { logGas } from '../utils/Log';
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import { DSPContext, getDSPContext } from '../utils/DSPContext';
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import { assert } from 'chai';
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const truffleAssert = require('truffle-assertions');
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let lp: string;
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let trader: string;
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async function init(ctx: DSPContext): Promise<void> {
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lp = ctx.Deployer
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trader = ctx.SpareAccounts[1];
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await ctx.mintTestToken(lp, decimalStr("1000"), decimalStr("1000"));
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await ctx.mintTestToken(trader, decimalStr("1000"), decimalStr("1000"));
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await ctx.transferBaseToDSP(lp, decimalStr("1000"))
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await ctx.transferQuoteToDSP(lp, decimalStr("1000"))
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await ctx.DSP.methods.buyShares(lp).send(ctx.sendParam(lp))
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}
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describe("DSP Trader", () => {
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let snapshotId: string;
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let ctx: DSPContext;
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before(async () => {
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ctx = await getDSPContext();
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await init(ctx);
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});
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beforeEach(async () => {
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snapshotId = await ctx.EVM.snapshot();
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});
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afterEach(async () => {
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await ctx.EVM.reset(snapshotId);
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});
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describe("trade", () => {
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it("first buy and then sell", async () => {
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// buy at R=1
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await ctx.transferQuoteToDSP(trader, decimalStr("100"))
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await logGas(ctx.DSP.methods.sellQuote(trader), ctx.sendParam(trader), "sellQuote - buy at R=1")
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var balances = await ctx.getBalances(trader)
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console.log("Balance:", balances);
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// assert.equal(balances.traderBase, "10986174542266106307")
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// assert.equal(balances.traderQuote, decimalStr("900"))
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// assert.equal(balances.DPPBase, "9012836315765723075")
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// assert.equal(balances.DPPQuote, decimalStr("1100"))
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// assert.equal(balances.maintainerBase, "989141968170618")
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// assert.equal(balances.maintainerQuote, "0")
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// buy at R>1
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await ctx.transferQuoteToDSP(trader, decimalStr("100"))
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await logGas(ctx.DSP.methods.sellQuote(trader), ctx.sendParam(trader), "sellQuote - buy at R>1")
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balances = await ctx.getBalances(trader)
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console.log("Balance:", balances);
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// assert.equal(balances.traderBase, "11946772292527553373")
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// assert.equal(balances.traderQuote, decimalStr("800"))
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// assert.equal(balances.DPPBase, "8051275077289369844")
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// assert.equal(balances.DPPQuote, decimalStr("1200"))
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// assert.equal(balances.maintainerBase, "1952630183076783")
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// assert.equal(balances.maintainerQuote, "0")
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// sell at R>1 and R not change state
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await ctx.transferBaseToDSP(trader, decimalStr("100"))
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await logGas(ctx.DSP.methods.sellBase(trader), ctx.sendParam(trader), "sellBase - sell at R>1 and R not change state")
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balances = await ctx.getBalances(trader)
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console.log("Balance:", balances);
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// assert.equal(balances.traderBase, "10946772292527553373")
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// assert.equal(balances.traderQuote, "903421814651005338950")
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// assert.equal(balances.DPPBase, "9051275077289369844")
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// assert.equal(balances.DPPQuote, "1096474452335302579467")
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// assert.equal(balances.maintainerBase, "1952630183076783")
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// assert.equal(balances.maintainerQuote, "103733013692081583")
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// sell at R>1 and R change state
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await ctx.transferBaseToDSP(trader, decimalStr("200"))
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await logGas(ctx.DSP.methods.sellBase(trader), ctx.sendParam(trader), "sellBase - sell at R>1 and R change state")
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balances = await ctx.getBalances(trader)
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console.log("Balance:", balances);
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// assert.equal(balances.traderBase, "8946772292527553373")
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// assert.equal(balances.traderQuote, "1102638273848343281094")
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// assert.equal(balances.DPPBase, "11051275077289369844")
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// assert.equal(balances.DPPQuote, "897058177231046545105")
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// assert.equal(balances.maintainerBase, "1952630183076783")
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// assert.equal(balances.maintainerQuote, "303548920610173801")
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var PMMStat = await ctx.DSP.methods.getPMMState().call()
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console.log("PMMStat:", PMMStat)
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// assert.equal(PMMStat.R, "2")
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// assert.equal(PMMStat.B0, "10005950249348099200")
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});
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it("first sell and then buy", async () => {
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// sell at R=1
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await ctx.transferBaseToDSP(trader, decimalStr("1"))
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await logGas(ctx.DSP.methods.sellBase(trader), ctx.sendParam(trader), "sellBase - sell at R=1")
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var balances = await ctx.getBalances(trader)
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console.log("balances:",balances)
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// assert.equal(balances.traderBase, decimalStr("9"))
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// assert.equal(balances.traderQuote, "1098617454226610630663")
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// assert.equal(balances.DPPBase, decimalStr("11"))
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// assert.equal(balances.DPPQuote, "901283631576572307521")
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// assert.equal(balances.maintainerBase, "0")
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// assert.equal(balances.maintainerQuote, "98914196817061816")
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// buy at R>1
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await ctx.transferBaseToDSP(trader, decimalStr("1"))
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await logGas(ctx.DSP.methods.sellBase(trader), ctx.sendParam(trader), "sellBase - buy at R>1")
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balances = await ctx.getBalances(trader)
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console.log("balances:", balances)
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// assert.equal(balances.traderBase, decimalStr("8"))
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// assert.equal(balances.traderQuote, "1194677229252755337109")
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// assert.equal(balances.DPPBase, decimalStr("12"))
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// assert.equal(balances.DPPQuote, "805127507728936984519")
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// assert.equal(balances.maintainerBase, "0")
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// assert.equal(balances.maintainerQuote, "195263018307678372")
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// sell at R>1 and R not change state
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await ctx.transferQuoteToDSP(trader, decimalStr("1"))
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await logGas(ctx.DSP.methods.sellQuote(trader), ctx.sendParam(trader), "sell at R>1 and R not change state")
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balances = await ctx.getBalances(trader)
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console.log("balances:", balances)
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// assert.equal(balances.traderBase, "9034218146510053391")
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// assert.equal(balances.traderQuote, "1094677229252755337109")
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// assert.equal(balances.DPPBase, "10964744523353025794")
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// assert.equal(balances.DPPQuote, "905127507728936984519")
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// assert.equal(balances.maintainerBase, "1037330136920815")
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// assert.equal(balances.maintainerQuote, "195263018307678372")
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// sell at R>1 and R change state
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await ctx.transferQuoteToDSP(trader, decimalStr("2"))
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await logGas(ctx.DSP.methods.sellQuote(trader), ctx.sendParam(trader), "sell at R>1 and R change state")
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balances = await ctx.getBalances(trader)
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console.log("balances:", balances)
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// assert.equal(balances.traderBase, "11026382738483432812")
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// assert.equal(balances.traderQuote, "894677229252755337109")
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// assert.equal(balances.DPPBase, "8970581772310465451")
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// assert.equal(balances.DPPQuote, "1105127507728936984519")
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// assert.equal(balances.maintainerBase, "3035489206101737")
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// assert.equal(balances.maintainerQuote, "195263018307678372")
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var PMMStat = await ctx.DSP.methods.getPMMState().call()
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console.log("PMMStat:", PMMStat)
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// assert.equal(PMMStat.R, "1")
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// assert.equal(PMMStat.Q0, "1000595024934809920179")
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});
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it("flash loan", async () => {
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// buy
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await ctx.transferQuoteToDSP(trader, decimalStr("200"))
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// buy failed
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await truffleAssert.reverts(ctx.DSP.methods.flashLoan("1946763594380080790", "0", trader, "0x").send(ctx.sendParam(trader)), "FLASH_LOAN_FAILED")
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||||
|
||||
// buy succeed
|
||||
await ctx.DSP.methods.flashLoan("1946763594380080789", "0", trader, "0x").send(ctx.sendParam(trader))
|
||||
|
||||
// trader balances
|
||||
assert.equal(
|
||||
await ctx.BASE.methods.balanceOf(trader).call(),
|
||||
"11946763594380080789"
|
||||
);
|
||||
|
||||
// sell
|
||||
await ctx.transferBaseToDSP(trader, decimalStr("1"))
|
||||
|
||||
// sell failed
|
||||
await truffleAssert.reverts(ctx.DSP.methods.flashLoan("0", "103421810640399874606", trader, "0x").send(ctx.sendParam(trader)), "FLASH_LOAN_FAILED")
|
||||
|
||||
// sell succeed
|
||||
await ctx.DSP.methods.flashLoan("0", "103421810640399874605", trader, "0x").send(ctx.sendParam(trader))
|
||||
|
||||
// trader balances
|
||||
assert.equal(
|
||||
await ctx.QUOTE.methods.balanceOf(trader).call(),
|
||||
"903421810640399874605"
|
||||
);
|
||||
})
|
||||
});
|
||||
});
|
||||
Reference in New Issue
Block a user