d-bis/dodo-contractV2
4
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

add twap switch

Browse Source
This commit is contained in:
owen05
2021-01-19 17:10:46 +08:00
parent 059778b27b
commit 8b683af08f
34 changed files with 519 additions and 174 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
test/V2Proxy/proxy.cp.test.ts
View File

@@ -38,6 +38,7 @@ async function initCreateCP(ctx: ProxyContext, token0: string, token1: string, t
token0Amount,
timeLine,
valueList,
false,
Math.floor(new Date().getTime() / 1000 + 60 * 10)
).send(ctx.sendParam(project, "0.2"));
if (token0 == '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE') token0 = ctx.WETH.options.address;
@@ -120,6 +121,7 @@ describe("DODOProxyV2.0", () => {
baseAmount,
timeLine,
valueList,
false,
Math.floor(new Date().getTime() / 1000 + 60 * 10)
), ctx.sendParam(project, "0.2"), "createCP");
var addrs = await ctx.CPFactory.methods.getCrowdPooling(baseToken, quoteToken).call();

2
test/V2Proxy/proxy.dpp.test.ts
View File

@@ -53,6 +53,7 @@ async function initCreateDPP(ctx: ProxyContext, token0: string, token1: string,
config.lpFeeRate,
i,
config.k,
false,
Math.floor(new Date().getTime() / 1000 + 60 * 10)
).send(ctx.sendParam(project, ethValue));
if (token0 == '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE') token0 = ctx.WETH.options.address;
@@ -115,6 +116,7 @@ describe("DODOProxyV2.0", () => {
config.lpFeeRate,
config.i,
config.k,
false,
Math.floor(new Date().getTime() / 1000 + 60 * 10)
), ctx.sendParam(project), "createDPP");
var addrs = await ctx.DPPFactory.methods.getPrivatePool(baseToken, quoteToken).call();

2
test/V2Proxy/proxy.dvm.test.ts
View File

@@ -52,6 +52,7 @@ async function initCreateDVM(ctx: ProxyContext, token0: string, token1: string,
config.lpFeeRate,
i,
config.k,
true,
Math.floor(new Date().getTime() / 1000 + 60 * 10)
).send(ctx.sendParam(project, ethValue));
if (token0 == '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE') token0 = ctx.WETH.options.address;
@@ -115,6 +116,7 @@ describe("DODOProxyV2.0", () => {
config.lpFeeRate,
config.i,
config.k,
false,
Math.floor(new Date().getTime() / 1000 + 60 * 10)
), ctx.sendParam(project), "createDVM");
var addrs = await ctx.DVMFactory.methods.getVendingMachine(baseToken, quoteToken).call();

2
test/V2Proxy/proxy.incentive.test.ts
View File

@@ -49,6 +49,7 @@ async function initCreateDPP(ctx: ProxyContext, token0: string, token1: string,
config.lpFeeRate,
i,
config.k,
false,
Math.floor(new Date().getTime() / 1000 + 60 * 10)
).send(ctx.sendParam(project, ethValue));
if (token0 == '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE') token0 = ctx.WETH.options.address;
@@ -67,6 +68,7 @@ async function initCreateDVM(ctx: ProxyContext, token0: string, token1: string,
config.lpFeeRate,
i,
config.k,
false,
Math.floor(new Date().getTime() / 1000 + 60 * 10)
).send(ctx.sendParam(project, ethValue));
if (token0 == '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE') token0 = ctx.WETH.options.address;

2
test/V2Proxy/proxy.mix.test.ts
View File

@@ -49,6 +49,7 @@ async function initCreateDPP(ctx: ProxyContext, token0: string, token1: string,
config.lpFeeRate,
i,
config.k,
false,
Math.floor(new Date().getTime() / 1000 + 60 * 10)
).send(ctx.sendParam(project, ethValue));
if (token0 == '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE') token0 = ctx.WETH.options.address;
@@ -67,6 +68,7 @@ async function initCreateDVM(ctx: ProxyContext, token0: string, token1: string,
config.lpFeeRate,
i,
config.k,
false,
Math.floor(new Date().getTime() / 1000 + 60 * 10)
).send(ctx.sendParam(project, ethValue));
if (token0 == '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE') token0 = ctx.WETH.options.address;

184
test/V2Proxy/proxy.twap.test.ts Normal file
View File

@@ -0,0 +1,184 @@
/*
Copyright 2020 DODO ZOO.
SPDX-License-Identifier: Apache-2.0
*/
import { decimalStr, mweiStr } from '../utils/Converter';
import { logGas } from '../utils/Log';
import { ProxyContext, getProxyContext } from '../utils/ProxyContextV2';
import { assert } from 'chai';
import * as contracts from '../utils/Contracts';
let lp: string;
let project: string;
let trader: string;
let config = {
lpFeeRate: decimalStr("0.002"),
mtFeeRate: decimalStr("0.001"),
k: decimalStr("0.1"),
i: decimalStr("100"),
};
async function init(ctx: ProxyContext): Promise<void> {
lp = ctx.SpareAccounts[0];
project = ctx.SpareAccounts[1];
trader = ctx.SpareAccounts[2];
await ctx.mintTestToken(lp, ctx.DODO, decimalStr("1000000"));
await ctx.mintTestToken(project, ctx.DODO, decimalStr("1000000"));
await ctx.mintTestToken(lp, ctx.USDT, mweiStr("1000000"));
await ctx.mintTestToken(project, ctx.USDT, mweiStr("1000000"));
await ctx.approveProxy(lp);
await ctx.approveProxy(project);
await ctx.approveProxy(trader);
}
async function initCreateDPP(ctx: ProxyContext, token0: string, token1: string, token0Amount: string, token1Amount: string, ethValue: string, i: string): Promise<string> {
let PROXY = ctx.DODOProxyV2;
await PROXY.methods.createDODOPrivatePool(
token0,
token1,
token0Amount,
token1Amount,
config.lpFeeRate,
i,
config.k,
true,
Math.floor(new Date().getTime() / 1000 + 60 * 10)
).send(ctx.sendParam(project, ethValue));
if (token0 == '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE') token0 = ctx.WETH.options.address;
if (token1 == '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE') token1 = ctx.WETH.options.address;
var addr = await ctx.DPPFactory.methods._REGISTRY_(token0, token1, 0).call();
return addr;
}
async function initCreateDVM(ctx: ProxyContext, token0: string, token1: string, token0Amount: string, token1Amount: string, ethValue: string, i: string): Promise<string> {
let PROXY = ctx.DODOProxyV2;
await PROXY.methods.createDODOVendingMachine(
token0,
token1,
token0Amount,
token1Amount,
config.lpFeeRate,
i,
config.k,
true,
Math.floor(new Date().getTime() / 1000 + 60 * 10)
).send(ctx.sendParam(project, ethValue));
if (token0 == '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE') token0 = ctx.WETH.options.address;
if (token1 == '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE') token1 = ctx.WETH.options.address;
var addr = await ctx.DVMFactory.methods._REGISTRY_(token0, token1, 0).call();
return addr;
}
describe("DODOProxyV2.0", () => {
let snapshotId: string;
let ctx: ProxyContext;
let dpp_DODO_USDT: string;
let dvm_WETH_USDT: string;
before(async () => {
let ETH = await contracts.newContract(
contracts.WETH_CONTRACT_NAME
);
ctx = await getProxyContext(ETH.options.address);
await init(ctx);
dpp_DODO_USDT = await initCreateDPP(ctx, ctx.DODO.options.address, ctx.USDT.options.address, decimalStr("100000"), mweiStr("20000"), "0", mweiStr("0.2"));
dvm_WETH_USDT = await initCreateDVM(ctx, '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE', ctx.USDT.options.address, decimalStr("5"), mweiStr("3000"), "5", mweiStr("600"));
console.log("dpp_DODO_USDT:", dpp_DODO_USDT);
console.log("dvm_WETH_USDT:", dvm_WETH_USDT);
});
beforeEach(async () => {
snapshotId = await ctx.EVM.snapshot();
});
afterEach(async () => {
await ctx.EVM.reset(snapshotId);
});
describe("DODOProxy", () => {
it("swap - two jump", async () => {
let WETH_USDT_INSTANCE = contracts.getContractWithAddress(contracts.DVM_NAME, dvm_WETH_USDT);
var firstPriceCumulative = await WETH_USDT_INSTANCE.methods._BASE_PRICE_CUMULATIVE_LAST_().call();
var firstBlockTimestampLast = await WETH_USDT_INSTANCE.methods._BLOCK_TIMESTAMP_LAST_().call();
console.log("0 - WETH-USDT - priceCumulative:" + firstPriceCumulative + ";blockTimestampLast:" + firstBlockTimestampLast)
await ctx.mintTestToken(trader, ctx.DODO, decimalStr("1000"));
//Aim to increase block
await ctx.mintTestToken(lp, ctx.DODO, decimalStr("1000"));
await ctx.mintTestToken(lp, ctx.DODO, decimalStr("1000"));
await ctx.mintTestToken(lp, ctx.DODO, decimalStr("1000"));
var b_DOOD = await ctx.DODO.methods.balanceOf(trader).call();
var b_WETH = await ctx.WETH.methods.balanceOf(trader).call();
var dodoPairs = [
dpp_DODO_USDT,
dvm_WETH_USDT
]
var directions = 2
await logGas(await ctx.DODOProxyV2.methods.dodoSwapV2TokenToToken(
ctx.DODO.options.address,
ctx.WETH.options.address,
decimalStr("500"),
1,
dodoPairs,
directions,
false,
Math.floor(new Date().getTime() / 1000 + 60 * 10)
), ctx.sendParam(trader), "swap - two jump");
var priceCumulative = await WETH_USDT_INSTANCE.methods._BASE_PRICE_CUMULATIVE_LAST_().call();
var blockTimestampLast = await WETH_USDT_INSTANCE.methods._BLOCK_TIMESTAMP_LAST_().call();
console.log("1 - WETH-USDT - priceCumulative:" + priceCumulative + ";blockTimestampLast:" + blockTimestampLast)
var a_DOOD = await ctx.DODO.methods.balanceOf(trader).call();
var a_WETH = await ctx.WETH.methods.balanceOf(trader).call();
console.log("b_DOOD:" + b_DOOD + " a_DODO:" + a_DOOD);
console.log("b_WETH:" + b_WETH + " a_WETH:" + a_WETH);
assert.equal(a_DOOD, decimalStr("500"));
assert.equal(a_WETH, "129932374904193666");
await logGas(await ctx.DODOProxyV2.methods.dodoSwapV2TokenToToken(
ctx.DODO.options.address,
ctx.WETH.options.address,
decimalStr("500"),
1,
dodoPairs,
directions,
false,
Math.floor(new Date().getTime() / 1000 + 60 * 10)
), ctx.sendParam(trader), "swap - two jump");
var lastPriceCumulative = await WETH_USDT_INSTANCE.methods._BASE_PRICE_CUMULATIVE_LAST_().call();
var lastBlockTimestampLast = await WETH_USDT_INSTANCE.methods._BLOCK_TIMESTAMP_LAST_().call();
var midPrice = await WETH_USDT_INSTANCE.methods.getMidPrice().call();
console.log("2 - WETH-USDT - priceCumulative:" + lastPriceCumulative + ";blockTimestampLast:" + lastBlockTimestampLast)
var blockNumber = await ctx.Web3.eth.getBlockNumber();
var blockInfo = await ctx.Web3.eth.getBlock(blockNumber);
var curTimeStamp = blockInfo['timestamp']
lastPriceCumulative += (parseInt(curTimeStamp + "") - parseInt(lastBlockTimestampLast)) * midPrice
console.log("twap:", (lastPriceCumulative - firstPriceCumulative) / (parseInt(curTimeStamp + "") - firstBlockTimestampLast))
assert((lastPriceCumulative - firstPriceCumulative) / (parseInt(curTimeStamp + "") - firstBlockTimestampLast) + "", "7722062520")
});
});
});

13
test/utils-v1/ProxyContextV1.ts
View File

@@ -77,8 +77,7 @@ export class DODOContext {
DODOSellHelper: Contract;
//Helper
DODOSwapCalcHelper: Contract;
//Functions
DODOIncentive: Contract;
constructor() { }
@@ -227,12 +226,6 @@ export class DODOContext {
contracts.SMART_APPROVE
);
//DODO Incentive
this.DODOIncentive = await contracts.newContract(
contracts.DODO_INCENTIVE,
[this.DODO.options.address]
)
//Gas Token
this.CHI = await contracts.newContract(
contracts.CHI_TOKEN
@@ -248,16 +241,14 @@ export class DODOContext {
this.DODOV1Proxy02 = await contracts.newContract(
contracts.SMART_SWAP_02,
[this.DODOApprove.options.address, this.DODOSellHelper.options.address, this.WETH.options.address, this.CHI.options.address,this.DODOIncentive.options.address]
[this.DODOApprove.options.address, this.DODOSellHelper.options.address, this.WETH.options.address, this.CHI.options.address]
// [this.DODOApprove.options.address, this.DODOSellHelper.options.address, this.WETH.options.address, "0x0000000000000000000000000000000000000000"]
);
await this.DODOV1Proxy01.methods.initOwner(this.Deployer).send(this.sendParam(this.Deployer));
await this.DODOV1Proxy02.methods.initOwner(this.Deployer).send(this.sendParam(this.Deployer));
await this.DODOIncentive.methods.initOwner(this.Deployer).send(this.sendParam(this.Deployer));
await this.DODOApprove.methods.init(this.Deployer, this.DODOV1Proxy01.options.address).send(this.sendParam(this.Deployer));
await this.DODOIncentive.methods.changeDODOProxy(this.DODOV1Proxy02.options.address).send(this.sendParam(this.Deployer));
this.DODOSwapCalcHelper = await contracts.newContract(
contracts.DODO_SWAP_CALC_HELPER,[this.DODOSellHelper.options.address]

2
test/utils/ProxyContextV2.ts
View File

@@ -85,6 +85,7 @@ export class ProxyContext {
// await mtFeeRateModelTemplate.methods.init(this.Deployer,decimalStr("0.01")).send(this.sendParam(this.Deployer));
await mtFeeRateModelTemplate.methods.init(this.Deployer,decimalStr("0")).send(this.sendParam(this.Deployer));
this.DVMFactory = await contracts.newContract(contracts.DVM_FACTORY_NAME,
[
cloneFactory.options.address,
@@ -130,6 +131,7 @@ export class ProxyContext {
contracts.DODO_SELL_HELPER
);
this.DODOProxyV2 = await contracts.newContract(contracts.DODO_PROXY_NAME,
[
this.DVMFactory.options.address,