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dsp ing

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This commit is contained in:
owen05
2021-03-28 11:27:07 +08:00
parent 71260a282a
commit 1f6b51073f
4 changed files with 562 additions and 0 deletions
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204
test/DSP/funding.test.ts Normal file
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/*
Copyright 2020 DODO ZOO.
SPDX-License-Identifier: Apache-2.0
*/
// import * as assert from 'assert';
import { decimalStr, MAX_UINT256 } from '../utils/Converter';
import { logGas } from '../utils/Log';
import { DVMContext, getDVMContext } from '../utils/DVMContext';
import { assert } from 'chai';
import BigNumber from 'bignumber.js';
const truffleAssert = require('truffle-assertions');
let lp: string;
let trader: string;
async function init(ctx: DVMContext): Promise<void> {
lp = ctx.SpareAccounts[0];
trader = ctx.SpareAccounts[1];
await ctx.mintTestToken(lp, decimalStr("10"), decimalStr("1000"));
await ctx.mintTestToken(trader, decimalStr("10"), decimalStr("1000"));
}
describe("Funding", () => {
let snapshotId: string;
let ctx: DVMContext;
before(async () => {
ctx = await getDVMContext();
await init(ctx);
});
beforeEach(async () => {
snapshotId = await ctx.EVM.snapshot();
});
afterEach(async () => {
await ctx.EVM.reset(snapshotId);
});
describe("buy shares", () => {
it("buy shares from init states", async () => {
await ctx.transferBaseToDVM(lp, decimalStr("10"))
await logGas(ctx.DVM.methods.buyShares(lp), ctx.sendParam(lp), "buy shares");
// vault balances
assert.equal(
await ctx.BASE.methods.balanceOf(ctx.DVM.options.address).call(),
decimalStr("10")
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(ctx.DVM.options.address).call(),
decimalStr("0")
);
assert.equal(
await ctx.DVM.methods._BASE_RESERVE_().call(),
decimalStr("10")
)
assert.equal(
await ctx.DVM.methods._QUOTE_RESERVE_().call(),
decimalStr("0")
)
// shares number
assert.equal(await ctx.DVM.methods.balanceOf(lp).call(), decimalStr("10"))
});
it("buy shares from init states with quote != 0", async () => {
await ctx.transferBaseToDVM(lp, decimalStr("10"))
await ctx.transferQuoteToDVM(lp, decimalStr("100"))
await ctx.DVM.methods.buyShares(lp).send(ctx.sendParam(lp));
assert.equal(await ctx.DVM.methods.balanceOf(lp).call(), decimalStr("10"))
assert.equal(await ctx.DVM.methods.getMidPrice().call(), "102078438912577213500")
})
it("buy shares with balanced input", async () => {
await ctx.transferBaseToDVM(lp, decimalStr("10"))
await ctx.DVM.methods.buyShares(lp).send(ctx.sendParam(lp))
await ctx.transferQuoteToDVM(trader, decimalStr("200"))
await ctx.DVM.methods.sellQuote(trader).send(ctx.sendParam(trader))
var vaultBaseBalance = new BigNumber(await ctx.BASE.methods.balanceOf(ctx.DVM.options.address).call())
var vaultQuoteBalance = new BigNumber(await ctx.QUOTE.methods.balanceOf(ctx.DVM.options.address).call())
var increaseRatio = new BigNumber("0.1")
await ctx.transferBaseToDVM(trader, vaultBaseBalance.multipliedBy(increaseRatio).toFixed(0))
await ctx.transferQuoteToDVM(trader, vaultQuoteBalance.multipliedBy(increaseRatio).toFixed(0))
await ctx.DVM.methods.buyShares(trader).send(ctx.sendParam(trader))
assert.equal(
await ctx.BASE.methods.balanceOf(ctx.DVM.options.address).call(),
"8852116395368015179"
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(ctx.DVM.options.address).call(),
"220000000000000000000"
);
assert.equal(await ctx.DVM.methods.balanceOf(trader).call(), "999999999999999990")
})
it("buy shares with unbalanced input (less quote)", async () => {
await ctx.transferBaseToDVM(lp, decimalStr("10"))
await ctx.DVM.methods.buyShares(lp).send(ctx.sendParam(lp))
await ctx.transferQuoteToDVM(trader, decimalStr("200"))
await ctx.DVM.methods.sellQuote(trader).send(ctx.sendParam(trader))
var vaultBaseBalance = new BigNumber(await ctx.BASE.methods.balanceOf(ctx.DVM.options.address).call())
var vaultQuoteBalance = new BigNumber(await ctx.QUOTE.methods.balanceOf(ctx.DVM.options.address).call())
var increaseRatio = new BigNumber("0.1")
await ctx.transferBaseToDVM(trader, vaultBaseBalance.multipliedBy(increaseRatio).toFixed(0))
await ctx.transferQuoteToDVM(trader, vaultQuoteBalance.multipliedBy(increaseRatio).div(2).toFixed(0))
await ctx.DVM.methods.buyShares(trader).send(ctx.sendParam(trader))
assert.equal(await ctx.DVM.methods.balanceOf(trader).call(), "500000000000000000")
})
it("buy shares with unbalanced input (less base)", async () => {
await ctx.transferBaseToDVM(lp, decimalStr("10"))
await ctx.DVM.methods.buyShares(lp).send(ctx.sendParam(lp))
await ctx.transferQuoteToDVM(trader, decimalStr("200"))
await ctx.DVM.methods.sellQuote(trader).send(ctx.sendParam(trader))
var vaultBaseBalance = new BigNumber(await ctx.BASE.methods.balanceOf(ctx.DVM.options.address).call())
var vaultQuoteBalance = new BigNumber(await ctx.QUOTE.methods.balanceOf(ctx.DVM.options.address).call())
var increaseRatio = new BigNumber("0.1")
await ctx.transferBaseToDVM(trader, vaultBaseBalance.multipliedBy(increaseRatio).div(2).toFixed(0))
await ctx.transferQuoteToDVM(trader, vaultQuoteBalance.multipliedBy(increaseRatio).toFixed(0))
await ctx.DVM.methods.buyShares(trader).send(ctx.sendParam(trader))
assert.equal(await ctx.DVM.methods.balanceOf(trader).call(), "499999999999999990")
})
});
describe("sell shares", () => {
it("not the last one sell shares", async () => {
await ctx.transferBaseToDVM(lp, decimalStr("10"))
await ctx.transferQuoteToDVM(lp, decimalStr("100"))
await ctx.DVM.methods.buyShares(lp).send(ctx.sendParam(lp))
await ctx.transferBaseToDVM(trader, decimalStr("1"))
await ctx.transferQuoteToDVM(trader, decimalStr("10"))
await ctx.DVM.methods.buyShares(trader).send(ctx.sendParam(trader))
var vaultShares = new BigNumber(await ctx.DVM.methods.balanceOf(lp).call())
var bob = ctx.SpareAccounts[5]
await ctx.DVM.methods.sellShares(vaultShares.div(2).toFixed(0), bob, 0, 0, "0x", MAX_UINT256).send(ctx.sendParam(lp))
assert.equal(await ctx.BASE.methods.balanceOf(bob).call(), decimalStr("5"))
assert.equal(await ctx.QUOTE.methods.balanceOf(bob).call(), decimalStr("50"))
await ctx.DVM.methods.sellShares(vaultShares.div(2).toFixed(0), bob, 0, 0, "0x", MAX_UINT256).send(ctx.sendParam(lp))
assert.equal(await ctx.BASE.methods.balanceOf(bob).call(), decimalStr("10"))
assert.equal(await ctx.QUOTE.methods.balanceOf(bob).call(), decimalStr("100"))
})
it("the last one sell shares", async () => {
await ctx.transferBaseToDVM(lp, decimalStr("10"))
await ctx.transferQuoteToDVM(lp, decimalStr("100"))
await ctx.DVM.methods.buyShares(lp).send(ctx.sendParam(lp))
var vaultShares = await ctx.DVM.methods.balanceOf(lp).call()
var bob = ctx.SpareAccounts[5]
await ctx.DVM.methods.sellShares(vaultShares, bob, 0, 0, "0x", MAX_UINT256).send(ctx.sendParam(lp))
assert.equal(await ctx.BASE.methods.balanceOf(bob).call(), decimalStr("10"))
assert.equal(await ctx.QUOTE.methods.balanceOf(bob).call(), decimalStr("100"))
})
it("revert cases", async () => {
await ctx.transferBaseToDVM(lp, decimalStr("10"))
await ctx.transferQuoteToDVM(lp, decimalStr("100"))
await ctx.DVM.methods.buyShares(lp).send(ctx.sendParam(lp))
var vaultShares = await ctx.DVM.methods.balanceOf(lp).call()
var bob = ctx.SpareAccounts[5]
await truffleAssert.reverts(
ctx.DVM.methods.sellShares(new BigNumber(vaultShares).multipliedBy(2), bob, 0, 0, "0x", MAX_UINT256).send(ctx.sendParam(lp)),
"DLP_NOT_ENOUGH"
)
await truffleAssert.reverts(
ctx.DVM.methods.sellShares(vaultShares, bob, decimalStr("100"), 0, "0x", MAX_UINT256).send(ctx.sendParam(lp)),
"WITHDRAW_NOT_ENOUGH"
)
await truffleAssert.reverts(
ctx.DVM.methods.sellShares(vaultShares, bob, 0, decimalStr("10000"), "0x", MAX_UINT256).send(ctx.sendParam(lp)),
"WITHDRAW_NOT_ENOUGH"
)
await truffleAssert.reverts(
ctx.DVM.methods.sellShares(vaultShares, bob, 0, decimalStr("10000"), "0x", "0").send(ctx.sendParam(lp)),
"TIME_EXPIRED"
)
})
})
});

202
test/DSP/trader.test.ts Normal file
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/*
Copyright 2020 DODO ZOO.
SPDX-License-Identifier: Apache-2.0
*/
// import * as assert from 'assert';
import { decimalStr, gweiStr } from '../utils/Converter';
import { logGas } from '../utils/Log';
import { DSPContext, getDSPContext } from '../utils/DSPContext';
import { assert } from 'chai';
const truffleAssert = require('truffle-assertions');
let lp: string;
let trader: string;
async function init(ctx: DSPContext): Promise<void> {
lp = ctx.Deployer
trader = ctx.SpareAccounts[1];
await ctx.mintTestToken(lp, decimalStr("1000"), decimalStr("1000"));
await ctx.mintTestToken(trader, decimalStr("1000"), decimalStr("1000"));
await ctx.transferBaseToDSP(lp, decimalStr("1000"))
await ctx.transferQuoteToDSP(lp, decimalStr("1000"))
await ctx.DSP.methods.buyShares(lp).send(ctx.sendParam(lp))
}
describe("DSP Trader", () => {
let snapshotId: string;
let ctx: DSPContext;
before(async () => {
ctx = await getDSPContext();
await init(ctx);
});
beforeEach(async () => {
snapshotId = await ctx.EVM.snapshot();
});
afterEach(async () => {
await ctx.EVM.reset(snapshotId);
});
describe("trade", () => {
it("first buy and then sell", async () => {
// buy at R=1
await ctx.transferQuoteToDSP(trader, decimalStr("100"))
await logGas(ctx.DSP.methods.sellQuote(trader), ctx.sendParam(trader), "sellQuote - buy at R=1")
var balances = await ctx.getBalances(trader)
console.log("Balance:", balances);
// assert.equal(balances.traderBase, "10986174542266106307")
// assert.equal(balances.traderQuote, decimalStr("900"))
// assert.equal(balances.DPPBase, "9012836315765723075")
// assert.equal(balances.DPPQuote, decimalStr("1100"))
// assert.equal(balances.maintainerBase, "989141968170618")
// assert.equal(balances.maintainerQuote, "0")
// buy at R>1
await ctx.transferQuoteToDSP(trader, decimalStr("100"))
await logGas(ctx.DSP.methods.sellQuote(trader), ctx.sendParam(trader), "sellQuote - buy at R>1")
balances = await ctx.getBalances(trader)
console.log("Balance:", balances);
// assert.equal(balances.traderBase, "11946772292527553373")
// assert.equal(balances.traderQuote, decimalStr("800"))
// assert.equal(balances.DPPBase, "8051275077289369844")
// assert.equal(balances.DPPQuote, decimalStr("1200"))
// assert.equal(balances.maintainerBase, "1952630183076783")
// assert.equal(balances.maintainerQuote, "0")
// sell at R>1 and R not change state
await ctx.transferBaseToDSP(trader, decimalStr("100"))
await logGas(ctx.DSP.methods.sellBase(trader), ctx.sendParam(trader), "sellBase - sell at R>1 and R not change state")
balances = await ctx.getBalances(trader)
console.log("Balance:", balances);
// assert.equal(balances.traderBase, "10946772292527553373")
// assert.equal(balances.traderQuote, "903421814651005338950")
// assert.equal(balances.DPPBase, "9051275077289369844")
// assert.equal(balances.DPPQuote, "1096474452335302579467")
// assert.equal(balances.maintainerBase, "1952630183076783")
// assert.equal(balances.maintainerQuote, "103733013692081583")
// sell at R>1 and R change state
await ctx.transferBaseToDSP(trader, decimalStr("200"))
await logGas(ctx.DSP.methods.sellBase(trader), ctx.sendParam(trader), "sellBase - sell at R>1 and R change state")
balances = await ctx.getBalances(trader)
console.log("Balance:", balances);
// assert.equal(balances.traderBase, "8946772292527553373")
// assert.equal(balances.traderQuote, "1102638273848343281094")
// assert.equal(balances.DPPBase, "11051275077289369844")
// assert.equal(balances.DPPQuote, "897058177231046545105")
// assert.equal(balances.maintainerBase, "1952630183076783")
// assert.equal(balances.maintainerQuote, "303548920610173801")
var PMMStat = await ctx.DSP.methods.getPMMState().call()
console.log("PMMStat:", PMMStat)
// assert.equal(PMMStat.R, "2")
// assert.equal(PMMStat.B0, "10005950249348099200")
});
it("first sell and then buy", async () => {
// sell at R=1
await ctx.transferBaseToDSP(trader, decimalStr("1"))
await logGas(ctx.DSP.methods.sellBase(trader), ctx.sendParam(trader), "sellBase - sell at R=1")
var balances = await ctx.getBalances(trader)
console.log("balances:",balances)
// assert.equal(balances.traderBase, decimalStr("9"))
// assert.equal(balances.traderQuote, "1098617454226610630663")
// assert.equal(balances.DPPBase, decimalStr("11"))
// assert.equal(balances.DPPQuote, "901283631576572307521")
// assert.equal(balances.maintainerBase, "0")
// assert.equal(balances.maintainerQuote, "98914196817061816")
// buy at R>1
await ctx.transferBaseToDSP(trader, decimalStr("1"))
await logGas(ctx.DSP.methods.sellBase(trader), ctx.sendParam(trader), "sellBase - buy at R>1")
balances = await ctx.getBalances(trader)
console.log("balances:", balances)
// assert.equal(balances.traderBase, decimalStr("8"))
// assert.equal(balances.traderQuote, "1194677229252755337109")
// assert.equal(balances.DPPBase, decimalStr("12"))
// assert.equal(balances.DPPQuote, "805127507728936984519")
// assert.equal(balances.maintainerBase, "0")
// assert.equal(balances.maintainerQuote, "195263018307678372")
// sell at R>1 and R not change state
await ctx.transferQuoteToDSP(trader, decimalStr("1"))
await logGas(ctx.DSP.methods.sellQuote(trader), ctx.sendParam(trader), "sell at R>1 and R not change state")
balances = await ctx.getBalances(trader)
console.log("balances:", balances)
// assert.equal(balances.traderBase, "9034218146510053391")
// assert.equal(balances.traderQuote, "1094677229252755337109")
// assert.equal(balances.DPPBase, "10964744523353025794")
// assert.equal(balances.DPPQuote, "905127507728936984519")
// assert.equal(balances.maintainerBase, "1037330136920815")
// assert.equal(balances.maintainerQuote, "195263018307678372")
// sell at R>1 and R change state
await ctx.transferQuoteToDSP(trader, decimalStr("2"))
await logGas(ctx.DSP.methods.sellQuote(trader), ctx.sendParam(trader), "sell at R>1 and R change state")
balances = await ctx.getBalances(trader)
console.log("balances:", balances)
// assert.equal(balances.traderBase, "11026382738483432812")
// assert.equal(balances.traderQuote, "894677229252755337109")
// assert.equal(balances.DPPBase, "8970581772310465451")
// assert.equal(balances.DPPQuote, "1105127507728936984519")
// assert.equal(balances.maintainerBase, "3035489206101737")
// assert.equal(balances.maintainerQuote, "195263018307678372")
var PMMStat = await ctx.DSP.methods.getPMMState().call()
console.log("PMMStat:", PMMStat)
// assert.equal(PMMStat.R, "1")
// assert.equal(PMMStat.Q0, "1000595024934809920179")
});
it("flash loan", async () => {
// buy
await ctx.transferQuoteToDSP(trader, decimalStr("200"))
// buy failed
await truffleAssert.reverts(ctx.DSP.methods.flashLoan("1946763594380080790", "0", trader, "0x").send(ctx.sendParam(trader)), "FLASH_LOAN_FAILED")
// 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"
);
})
});
});

2
test/utils/Contracts.ts
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@@ -38,6 +38,8 @@ export const EXTERNAL_VALUE_NAME = "ExternalValue"
export const FEE_RATE_MODEL_NAME = "FeeRateModel"
export const DPP_NAME = "DPP"
export const DPP_FACTORY_NAME = "DPPFactory"
export const DSP_NAME = "DSP"
export const DSP_FACTORY_NAME = "DSPFactory"
export const SMART_APPROVE = "DODOApprove"
export const SMART_APPROVE_PROXY = "DODOApproveProxy"
export const DODO_SELL_HELPER = "DODOSellHelper"

154
test/utils/DSPContext.ts Normal file
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/*
Copyright 2020 DODO ZOO.
SPDX-License-Identifier: Apache-2.0
*/
import BigNumber from 'bignumber.js';
import Web3 from 'web3';
import { Contract } from 'web3-eth-contract';
import * as contracts from './Contracts';
import { decimalStr, MAX_UINT256 } from './Converter';
import { EVM, getDefaultWeb3 } from './EVM';
import * as log from './Log';
BigNumber.config({
EXPONENTIAL_AT: 1000,
DECIMAL_PLACES: 80,
});
export interface DSPContextBalances {
traderBase: string,
traderQuote: string,
DPPBase: string,
DPPQuote: string,
maintainerBase: string,
maintainerQuote: string
}
export interface DSPContextInitConfig {
lpFeeRate: string;
mtFeeRate: string;
k: string;
i: string;
}
/*
price curve when k=0.1
+──────────────────────+───────────────+
| purchase percentage | avg slippage |
+──────────────────────+───────────────+
| 1% | 0.1% |
| 5% | 0.5% |
| 10% | 1.1% |
| 20% | 2.5% |
| 50% | 10% |
| 70% | 23.3% |
+──────────────────────+───────────────+
*/
export let DefaultDSPContextInitConfig = {
lpFeeRate: decimalStr("0.002"),
mtFeeRate: decimalStr("0.001"),
k: decimalStr("0.1"),
i: decimalStr("1"),
};
export class DSPContext {
EVM: EVM;
Web3: Web3;
DSP: Contract;
BASE: Contract;
QUOTE: Contract;
Deployer: string;
Maintainer: string;
MtFeeRate: string;
SpareAccounts: string[];
mtFeeRateModel: Contract;
constructor() { }
async init(config: DVMContextInitConfig) {
this.EVM = new EVM();
this.Web3 = getDefaultWeb3();
this.DSP = await contracts.newContract(contracts.DSP_NAME)
var mtFeeRateModel = await contracts.newContract(contracts.FEE_RATE_MODEL_NAME)
this.mtFeeRateModel = mtFeeRateModel;
this.MtFeeRate = mtFeeRateModel.options.address
this.BASE = await contracts.newContract(
contracts.MINTABLE_ERC20_CONTRACT_NAME,
["TestBase", "BASE", 18]
);
this.QUOTE = await contracts.newContract(
contracts.MINTABLE_ERC20_CONTRACT_NAME,
["TestQuote", "QUOTE", 18]
);
const allAccounts = await this.Web3.eth.getAccounts();
this.Deployer = allAccounts[0];
this.Maintainer = allAccounts[1];
this.SpareAccounts = allAccounts.slice(2, 10);
await this.DSP.methods.init(
this.Maintainer,
this.BASE.options.address,
this.QUOTE.options.address,
0,
mtFeeRateModel.options.address,
config.i,
config.k,
true
).send(this.sendParam(this.Deployer))
console.log(log.blueText("[Init DSP context]"));
}
sendParam(sender, value = "0") {
return {
from: sender,
gas: process.env["COVERAGE"] ? 10000000000 : 7000000,
gasPrice: process.env.GAS_PRICE,
value: decimalStr(value),
};
}
async mintTestToken(to: string, base: string, quote: string) {
await this.BASE.methods.mint(to, base).send(this.sendParam(this.Deployer));
await this.QUOTE.methods
.mint(to, quote)
.send(this.sendParam(this.Deployer));
}
async transferBaseToDSP(account: string, amount: string) {
await this.BASE.methods.transfer(this.DSP.options.address, amount).send(this.sendParam(account))
}
async transferQuoteToDSP(account: string, amount: string) {
await this.QUOTE.methods.transfer(this.DSP.options.address, amount).send(this.sendParam(account))
}
async getBalances(trader: string) {
var balances: DSPContextBalances = {
traderBase: await this.BASE.methods.balanceOf(trader).call(),
traderQuote: await this.QUOTE.methods.balanceOf(trader).call(),
DPPBase: await this.BASE.methods.balanceOf(this.DSP.options.address).call(),
DPPQuote: await this.QUOTE.methods.balanceOf(this.DSP.options.address).call(),
maintainerBase: await this.BASE.methods.balanceOf(this.Maintainer).call(),
maintainerQuote: await this.QUOTE.methods.balanceOf(this.Maintainer).call()
};
return balances;
}
}
export async function getDSPContext(
config: DSPContextInitConfig = DefaultDSPContextInitConfig
): Promise<DSPContext> {
var context = new DSPContext();
await context.init(config);
return context;
}