route testing

This commit is contained in:
owen05
2020-11-10 18:37:51 +08:00
parent d965ce1409
commit aadf5eb844
9 changed files with 802 additions and 202 deletions

View File

@@ -5,86 +5,145 @@
*/
// import * as assert from 'assert';
import * as assert from 'assert';
import BigNumber from 'bignumber.js';
import { DODOContext, getDODOContext } from '../utils-v1/Context';
import { decimalStr,MAX_UINT256 } from '../utils-v1/Converter';
import { DODOContext, getDODOContext } from '../utils-v1/Context-route';
import { decimalStr,MAX_UINT256,fromWei,mweiStr} from '../utils-v1/Converter';
import { logGas } from '../utils-v1/Log';
import { DODOHelper } from '../utils-v1/dodoHelper';
let lp: string;
let trader: string;
async function init(ctx: DODOContext): Promise<void> {
await ctx.setOraclePrice(decimalStr("100"));
async function initDODO_USDT(ctx: DODOContext): Promise<void> {
await ctx.setOraclePrice(ctx.DODO_USDT_ORACLE,mweiStr("0.1"));
lp = ctx.spareAccounts[0];
trader = ctx.spareAccounts[1];
await ctx.approveDODO(lp);
await ctx.approveDODO(trader);
let DODO = ctx.DODO;
let USDT = ctx.USDT;
let DODO_USDT = ctx.DODO_USDT;
await ctx.approvePair(DODO,USDT,DODO_USDT.options.address,lp);
await ctx.approvePair(DODO,USDT,DODO_USDT.options.address,trader);
await ctx.mintTestToken(lp, decimalStr("10"), decimalStr("1000"));
await ctx.mintTestToken(trader, decimalStr("10"), decimalStr("1000"));
await ctx.mintToken(DODO,USDT, lp, decimalStr("10000"), mweiStr("1000"));
await ctx.mintToken(DODO,USDT,trader, decimalStr("100"), mweiStr("0"));
await ctx.DODO.methods
.depositBaseTo(lp, decimalStr("10"))
await DODO_USDT.methods
.depositBaseTo(lp, decimalStr("10000"))
.send(ctx.sendParam(lp));
await ctx.DODO.methods
.depositQuoteTo(lp, decimalStr("1000"))
await DODO_USDT.methods
.depositQuoteTo(lp, mweiStr("1000"))
.send(ctx.sendParam(lp));
}
async function calcRoute(ctx: DODOContext) {
let fromTokenAmount = decimalStr("1");
//路径
let routes = [
{
address: ctx.BASE.options.address,
decimals: 18
},
{
address: ctx.QUOTE.options.address,
decimals: 18
}
]
async function initUSDT_USDC(ctx: DODOContext): Promise<void> {
await ctx.setOraclePrice(ctx.USDT_USDC_ORACLE,decimalStr("1"));
lp = ctx.spareAccounts[0];
trader = ctx.spareAccounts[1];
//路径上交易对
let pairs = [
{
pair: ctx.DODO.options.address,
base: ctx.BASE.options.address
}
]
let USDT = ctx.USDT;
let USDC = ctx.USDC;
let USDT_USDC = ctx.USDT_USDC;
await ctx.approvePair(USDT,USDC,USDT_USDC.options.address,lp);
await ctx.mintToken(USDT,USDC,lp, mweiStr("1000"), mweiStr("1000"));
await USDT_USDC.methods
.depositBaseTo(lp, mweiStr("1000"))
.send(ctx.sendParam(lp));
await USDT_USDC.methods
.depositQuoteTo(lp, mweiStr("1000"))
.send(ctx.sendParam(lp));
}
async function initWETH_USDC(ctx: DODOContext): Promise<void> {
await ctx.setOraclePrice(ctx.WETH_USDC_ORACLE,mweiStr("450"));
lp = ctx.spareAccounts[0];
trader = ctx.spareAccounts[1];
let WETH = ctx.WETH;
let USDC = ctx.USDC;
let WETH_USDC = ctx.WETH_USDC;
await ctx.approvePair(WETH,USDC,WETH_USDC.options.address,lp);
await ctx.mintToken(WETH,USDC,lp, decimalStr("1000"), mweiStr("450000"));
await WETH_USDC.methods
.depositBaseTo(lp, decimalStr("1000"))
.send(ctx.sendParam(lp));
await WETH_USDC.methods
.depositQuoteTo(lp, mweiStr("450000"))
.send(ctx.sendParam(lp));
}
//mock sdk logic
async function calcRoute(ctx: DODOContext,fromTokenAmount:string,slippage:number,routes:any[],pairs:any[]) {
let swapAmount = fromTokenAmount
let callPairs: string[] = []
let datas: string = ""
let starts: number[] = []
let gAndV: number[] = []
let swapAmount = fromTokenAmount
for (let i = 0; i < pairs.length; i++) {
let curPair = pairs[i]
callPairs.push(curPair.pair)
//TODO: hardcode
let curContact =ctx.DODO;
let curData = ''
if (curPair.base === routes[i].address) {
curData = await curContact.methods.sellBaseToken(swapAmount, 0, []).encodeABI()
swapAmount = await curContact.methods.querySellBaseToken(swapAmount).call();
} else {
curData = await curContact.methods.buyBaseToken(swapAmount, 0, []).encodABI()
swapAmount = await curContact.methods.queryBuyBaseToken(swapAmount).call();
if(i == 0){
starts.push(0);
}
starts.push(datas.length)
gAndV.push(0)
let curPair = pairs[i]
let curContact =pairs[i].pairContract;
let curData = '';
let curApproveData = '';
if (curPair.base === routes[i].address) {
curApproveData = await pairs[i].baseContract.methods.approve(curPair.pair,swapAmount).encodeABI()
curApproveData = curApproveData.substring(2,curApproveData.length)
datas += curApproveData
starts.push(datas.length/2)
gAndV.push(0)
callPairs.push(pairs[i].baseContract.options.address);
curData = await curContact.methods.sellBaseToken(swapAmount, 0, "0x").encodeABI()
console.log(i + ":b-for-swapAmount:",swapAmount);
swapAmount = await curContact.methods.querySellBaseToken(swapAmount).call();
console.log(i + ":a-for-swapAmount:",swapAmount);
} else {
//TODO: approve的逻辑
curApproveData = await pairs[i].quoteContract.methods.approve(curPair.pair,swapAmount).encodeABI()
curApproveData = curApproveData.substring(2,curApproveData.length)
datas += curApproveData
starts.push(datas.length/2)
gAndV.push(0)
callPairs.push(pairs[i].quoteContract.options.address);
console.log(i + ":b-for-swapAmount:",swapAmount);
let baseDecimal = await pairs[i].baseContract.methods.decimals().call();
let quoteDecimal = await pairs[i].quoteContract.methods.decimals().call();
let curPairDetail = {
B: new BigNumber(await curContact.methods._BASE_BALANCE_().call() / 10 ** baseDecimal),
Q: new BigNumber(await curContact.methods._QUOTE_BALANCE_().call() / 10 ** quoteDecimal),
B0: new BigNumber(await curContact.methods._TARGET_BASE_TOKEN_AMOUNT_().call() / 10 ** baseDecimal),
Q0: new BigNumber(await curContact.methods._TARGET_QUOTE_TOKEN_AMOUNT_().call() / 10 ** quoteDecimal),
RStatus: await curContact.methods._R_STATUS_().call(),
OraclePrice: new BigNumber(await curContact.methods.getOraclePrice().call() / 10 ** (18-baseDecimal + quoteDecimal)),
k: new BigNumber(parseInt(ctx.k) / 1e18),
mtFeeRate: new BigNumber(parseInt(ctx.mtFeeRate) / 1e18),
lpFeeRate: new BigNumber(parseInt(ctx.lpFeeRate) / 1e18)
}
let dodoHelper = new DODOHelper(curPairDetail)
let tmpamount = dodoHelper.queryBuyQuote(new BigNumber(fromWei(swapAmount,'mwei'))).toString();
swapAmount = decimalStr(tmpamount);
curData = await curContact.methods.buyBaseToken(swapAmount, 0, "0x").encodeABI()
console.log(i + ":a-for-swapAmount:",swapAmount);
}
curData = curData.substring(2,curData.length)
datas += curData
starts.push(datas.length/2)
gAndV.push(0)
callPairs.push(curPair.pair)
}
let toAmount = new BigNumber(swapAmount).multipliedBy(0.99).toFixed(0, BigNumber.ROUND_DOWN)
datas = "0x" + datas;
let toAmount = new BigNumber(swapAmount).multipliedBy(1-slippage).toFixed(0, BigNumber.ROUND_DOWN)
return ctx.SmartSwap.methods.dodoSwap(
ctx.BASE.options.address,
ctx.QUOTE.options.address,
routes[0].address,
routes[routes.length-1].address,
fromTokenAmount,
toAmount,
callPairs,
@@ -100,7 +159,9 @@ describe("Trader", () => {
before(async () => {
ctx = await getDODOContext();
await init(ctx);
await initDODO_USDT(ctx);
await initUSDT_USDC(ctx);
await initWETH_USDC(ctx);
});
beforeEach(async () => {
@@ -111,61 +172,138 @@ describe("Trader", () => {
await ctx.EVM.reset(snapshotId);
});
describe("hit currently pair", () => {
it("base to quote", async () => {
var beforeBalance = await ctx.BASE.methods.balanceOf(trader).call()
// await ctx.BASE.methods.approve(ctx.SmartApprove.options.address,MAX_UINT256).send(ctx.sendParam(trader))
console.log("beforeBalance",beforeBalance)
await logGas(await calcRoute(ctx), ctx.sendParam(trader), "buy token")
var afterBalance = await ctx.BASE.methods.balanceOf(trader).call()
console.log("afterBalance",afterBalance)
// // trader balances
// assert.equal(
// await ctx.BASE.methods.balanceOf(trader).call(),
// decimalStr("11")
// );
// assert.equal(
// await ctx.QUOTE.methods.balanceOf(trader).call(),
// "898581839502056240973"
// );
describe("route calc test", () => {
it("DODO to USDT directly swap", async () => {
var b_DODO = await ctx.DODO.methods.balanceOf(trader).call()
var b_USDT = await ctx.USDT.methods.balanceOf(trader).call()
console.log("Before DODO:" + fromWei(b_DODO,'ether') + "; USDT:" + fromWei(b_USDT,'mwei'));
//approve DODO entry
await ctx.DODO.methods.approve(ctx.SmartApprove.options.address,MAX_UINT256).send(ctx.sendParam(trader))
//set route path
var routes = [{
address: ctx.DODO.options.address,
decimals: 18
},
{
address: ctx.USDT.options.address,
decimals: 6
}];
var pairs = [{
pair: ctx.DODO_USDT.options.address,
base: ctx.DODO.options.address,
/*only for test*/
pairContract: ctx.DODO_USDT,
baseContract: ctx.DODO,
quoteContract: ctx.USDT
/**************/
}];
var tx = await logGas(await calcRoute(ctx,decimalStr('10'),0.1,routes,pairs), ctx.sendParam(trader), "route swap")
// console.log(tx.events['Swapped']);
var a_DODO = await ctx.DODO.methods.balanceOf(trader).call()
var a_USDT = await ctx.USDT.methods.balanceOf(trader).call()
console.log("After DODO:" + fromWei(a_DODO,'ether') + "; USDT:" + fromWei(a_USDT,'mwei'));
});
it("DODO to USDC two hops swap", async () => {
var b_DODO = await ctx.DODO.methods.balanceOf(trader).call()
var b_USDC = await ctx.USDC.methods.balanceOf(trader).call()
console.log("Before DODO:" + fromWei(b_DODO,'ether') + "; USDC:" + fromWei(b_USDC,'mwei'));
//approve DODO entry
await ctx.DODO.methods.approve(ctx.SmartApprove.options.address,MAX_UINT256).send(ctx.sendParam(trader))
//set route path
var routes = [{
address: ctx.DODO.options.address,
decimals: 18
},{
address: ctx.USDT.options.address,
decimals: 6
},{
address: ctx.USDC.options.address,
decimals: 6
}];
var pairs = [{
pair: ctx.DODO_USDT.options.address,
base: ctx.DODO.options.address,
/*only for test*/
pairContract: ctx.DODO_USDT,
baseContract: ctx.DODO,
quoteContract: ctx.USDT
/**************/
},{
pair: ctx.USDT_USDC.options.address,
base: ctx.USDT.options.address,
/*only for test*/
pairContract: ctx.USDT_USDC,
baseContract: ctx.USDT,
quoteContract: ctx.USDC
/**************/
}];
var tx = await logGas(await calcRoute(ctx,decimalStr('10'),0.1,routes,pairs), ctx.sendParam(trader), "route swap")
// console.log(tx.events['Swapped']);
var a_DODO = await ctx.DODO.methods.balanceOf(trader).call()
var a_USDC = await ctx.USDC.methods.balanceOf(trader).call()
console.log("After DODO:" + fromWei(a_DODO,'ether') + "; USDC:" + fromWei(a_USDC,'mwei'));
});
it("DODO to WETH three hops swap", async () => {
var b_DODO = await ctx.DODO.methods.balanceOf(trader).call()
var b_WETH = await ctx.WETH.methods.balanceOf(trader).call()
console.log("Before DODO:" + fromWei(b_DODO,'ether') + "; WETH:" + fromWei(b_WETH,'ether'));
//approve DODO entry
await ctx.DODO.methods.approve(ctx.SmartApprove.options.address,MAX_UINT256).send(ctx.sendParam(trader))
//set route path
var routes = [{
address: ctx.DODO.options.address,
decimals: 18
},{
address: ctx.USDT.options.address,
decimals: 6
},{
address: ctx.USDC.options.address,
decimals: 6
},{
address: ctx.WETH.options.address,
decimals: 18
}];
var pairs = [{
pair: ctx.DODO_USDT.options.address,
base: ctx.DODO.options.address,
/*only for test*/
pairContract: ctx.DODO_USDT,
baseContract: ctx.DODO,
quoteContract: ctx.USDT
/**************/
},{
pair: ctx.USDT_USDC.options.address,
base: ctx.USDT.options.address,
/*only for test*/
pairContract: ctx.USDT_USDC,
baseContract: ctx.USDT,
quoteContract: ctx.USDC
/**************/
},{
pair: ctx.WETH_USDC.options.address,
base: ctx.WETH.options.address,
/*only for test*/
pairContract: ctx.WETH_USDC,
baseContract: ctx.WETH,
quoteContract: ctx.USDC
/**************/
}];
var tx = await logGas(await calcRoute(ctx,decimalStr('10'),0.1,routes,pairs), ctx.sendParam(trader), "route swap")
// console.log(tx.events['Swapped']);
var a_DODO = await ctx.DODO.methods.balanceOf(trader).call()
var a_WETH = await ctx.WETH.methods.balanceOf(trader).call()
console.log("After DODO:" + fromWei(a_DODO,'ether') + "; WETH:" + fromWei(a_WETH,'ether'));
});
});
// describe("Revert cases", () => {
// it("price limit", async () => {
// await assert.rejects(
// ctx.DODO.methods
// .buyBaseToken(decimalStr("1"), decimalStr("100"), "0x")
// .send(ctx.sendParam(trader)),
// /BUY_BASE_COST_TOO_MUCH/
// );
// await assert.rejects(
// ctx.DODO.methods
// .sellBaseToken(decimalStr("1"), decimalStr("100"), "0x")
// .send(ctx.sendParam(trader)),
// /SELL_BASE_RECEIVE_NOT_ENOUGH/
// );
// });
// it("base balance limit", async () => {
// await assert.rejects(
// ctx.DODO.methods
// .buyBaseToken(decimalStr("11"), decimalStr("10000"), "0x")
// .send(ctx.sendParam(trader)),
// /DODO_BASE_BALANCE_NOT_ENOUGH/
// );
// await ctx.DODO.methods
// .buyBaseToken(decimalStr("1"), decimalStr("200"), "0x")
// .send(ctx.sendParam(trader));
// await assert.rejects(
// ctx.DODO.methods
// .buyBaseToken(decimalStr("11"), decimalStr("10000"), "0x")
// .send(ctx.sendParam(trader)),
// /DODO_BASE_BALANCE_NOT_ENOUGH/
// );
// });
// });
});