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DPP trade test

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This commit is contained in:
mingda
2020-11-26 13:22:22 +08:00
parent 6d8bd3646a
commit 61479dbf04
6 changed files with 223 additions and 17 deletions
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2
contracts/DODOPrivatePool/impl/DPP.sol
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@@ -25,7 +25,6 @@ contract DPP is DPPTrader {
address kSource,
address iSource,
address gasPriceSource,
address dodoSmartApprove,
address tradePermissionManager
) external {
initOwner(owner);
@@ -38,7 +37,6 @@ contract DPP is DPPTrader {
_K_ = IExternalValue(kSource);
_GAS_PRICE_LIMIT_ = IExternalValue(gasPriceSource);
_TRADE_PERMISSION_ = IPermissionManager(tradePermissionManager);
_DODO_SMART_APPROVE_ = dodoSmartApprove;
_resetTargetAndReserve();
}

6
contracts/DODOPrivatePool/impl/DPPStorage.sol
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@@ -27,8 +27,6 @@ import {PMMPricing} from "../../lib/PMMPricing.sol";
contract DPPStorage is InitializableOwnable, ReentrancyGuard {
using SafeMath for uint256;
address public _DODO_SMART_APPROVE_;
// ============ Variables for Control ============
IExternalValue public _GAS_PRICE_LIMIT_;
@@ -78,10 +76,6 @@ contract DPPStorage is InitializableOwnable, ReentrancyGuard {
_MAINTAINER_ = newMaintainer;
}
function setOperator(address newOperator) external onlyOwner {
_OPERATOR_ = newOperator;
}
function setGasPriceSource(address newGasPriceLimitSource) external onlyOwner {
_GAS_PRICE_LIMIT_ = IExternalValue(newGasPriceLimitSource);
}

6
contracts/DODOPrivatePool/impl/DPPVault.sol
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@@ -64,7 +64,7 @@ contract DPPVault is DPPStorage {
}
function reset(
address from,
address assetTo,
uint256 newLpFeeRate,
uint256 newMtFeeRate,
uint256 newI,
@@ -73,8 +73,8 @@ contract DPPVault is DPPStorage {
uint256 quoteOutAmount
) public onlyOwner {
require(newK > 0 && newK <= 10**18, "K OUT OF RANGE!");
if (baseOutAmount > 0) _transferBaseOut(from, baseOutAmount);
if (quoteOutAmount > 0) _transferQuoteOut(from, quoteOutAmount);
_transferBaseOut(assetTo, baseOutAmount);
_transferQuoteOut(assetTo, quoteOutAmount);
_resetTargetAndReserve();
_LP_FEE_RATE_MODEL_.setFeeRate(newLpFeeRate);
_MT_FEE_RATE_MODEL_.setFeeRate(newMtFeeRate);

5
contracts/lib/PMMPricing.sol
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@@ -213,18 +213,17 @@ library PMMPricing {
// ============ Helper functions ============
// todo 我不确定这个函数是不是能改state的状态
function adjustedTarget(PMMState memory state) internal pure {
if (state.R == RState.BELOW_ONE) {
state.Q0 = DODOMath._SolveQuadraticFunctionForTarget(
state.B,
state.Q,
state.B.sub(state.B0),
state.i,
state.K
);
} else if (state.R == RState.ABOVE_ONE) {
state.B0 = DODOMath._SolveQuadraticFunctionForTarget(
state.Q,
state.B,
state.Q.sub(state.Q0),
DecimalMath.reciprocalFloor(state.i),
state.K

195
test/DPP/trader.test.ts Normal file
View File

@@ -0,0 +1,195 @@
/*
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 { DPPContext, getDPPContext } from '../utils/DPPContext';
import { assert } from 'chai';
import { EXTERNAL_VALUE_NAME, getContractWithAddress } from '../utils/Contracts';
const truffleAssert = require('truffle-assertions');
let lp: string;
let trader: string;
async function init(ctx: DPPContext): Promise<void> {
lp = ctx.Deployer
trader = ctx.SpareAccounts[1];
await ctx.mintTestToken(lp, decimalStr("10"), decimalStr("1000"));
await ctx.mintTestToken(trader, decimalStr("10"), decimalStr("1000"));
await ctx.transferBaseToDPP(lp, decimalStr("10"))
await ctx.transferQuoteToDPP(lp, decimalStr("1000"))
await ctx.DPP.methods.reset(lp, decimalStr("0.002"), decimalStr("0.001"), decimalStr("100"), decimalStr("0.1"), "0", "0").send(ctx.sendParam(ctx.Deployer))
console.log("deposit")
}
describe("DPP Trader", () => {
let snapshotId: string;
let ctx: DPPContext;
before(async () => {
ctx = await getDPPContext();
await init(ctx);
});
beforeEach(async () => {
snapshotId = await ctx.EVM.snapshot();
});
afterEach(async () => {
await ctx.EVM.reset(snapshotId);
});
describe("trade", () => {
// it.only("basic check", async () => {
// console.log(await ctx.DPP.methods.getVaultReserve().call())
// console.log(await ctx.DPP.methods.getPMMState().call())
// console.log(await ctx.DPP.methods.getMidPrice().call())
// console.log(await ctx.DPP.methods.querySellQuote(ctx.Deployer, decimalStr("200")).call())
// console.log(ctx.BASE.options.address)
// console.log(await ctx.DPP.methods._BASE_TOKEN_().call())
// console.log(ctx.QUOTE.options.address)
// console.log(await ctx.DPP.methods._QUOTE_TOKEN_().call())
// })
// it.only("mannually buy", async () => {
// await ctx.QUOTE.methods.transfer(ctx.DPP.options.address, decimalStr("100")).send(ctx.sendParam(lp))
// console.log(await ctx.DPP.methods.getQuoteInput().call())
// console.log(await ctx.DPP.methods.querySellQuote(lp, decimalStr("100")).call())
// await ctx.DPP.methods.sellQuote(lp).send(ctx.sendParam(lp))
// })
it("first buy and then sell", async () => {
// buy at R=1
await ctx.transferQuoteToDPP(trader, decimalStr("100"))
await ctx.DPP.methods.sellQuote(trader).send(ctx.sendParam(trader))
var balances = await ctx.getBalances(trader)
assert.equal(balances.traderBase, "10986174542266106306")
assert.equal(balances.traderQuote, decimalStr("900"))
assert.equal(balances.DPPBase, "9012836315765723075")
assert.equal(balances.DPPQuote, decimalStr("1100"))
assert.equal(balances.maintainerBase, "989141968170619")
assert.equal(balances.maintainerQuote, "0")
// buy at R>1
await ctx.transferQuoteToDPP(trader, decimalStr("100"))
await ctx.DPP.methods.sellQuote(trader).send(ctx.sendParam(trader))
balances = await ctx.getBalances(trader)
assert.equal(balances.traderBase, "11946772292527553371")
assert.equal(balances.traderQuote, decimalStr("800"))
assert.equal(balances.DPPBase, "8051275077289369844")
assert.equal(balances.DPPQuote, decimalStr("1200"))
assert.equal(balances.maintainerBase, "1952630183076785")
assert.equal(balances.maintainerQuote, "0")
// sell at R>1 and R not change state
await ctx.transferBaseToDPP(trader, decimalStr("1"))
await ctx.DPP.methods.sellBase(trader).send(ctx.sendParam(trader))
balances = await ctx.getBalances(trader)
assert.equal(balances.traderBase, "10946772292527553371")
assert.equal(balances.traderQuote, "903421814651005338948")
assert.equal(balances.DPPBase, "9051275077289369844")
assert.equal(balances.DPPQuote, "1096474452335302579468")
assert.equal(balances.maintainerBase, "1952630183076785")
assert.equal(balances.maintainerQuote, "103733013692081584")
// sell at R>1 and R change state
await ctx.transferBaseToDPP(trader, decimalStr("2"))
await ctx.DPP.methods.sellBase(trader).send(ctx.sendParam(trader))
balances = await ctx.getBalances(trader)
assert.equal(balances.traderBase, "8946772292527553371")
assert.equal(balances.traderQuote, "1102638273848343281091")
assert.equal(balances.DPPBase, "11051275077289369844")
assert.equal(balances.DPPQuote, "897058177231046545106")
assert.equal(balances.maintainerBase, "1952630183076785")
assert.equal(balances.maintainerQuote, "303548920610173803")
var PMMStat = await ctx.DPP.methods.getPMMState().call()
assert.equal(PMMStat.R, "2")
assert.equal(PMMStat.B0, "10005950249348099200")
});
it.only("first sell and then buy", async () => {
// sell at R=1
await ctx.transferBaseToDPP(trader, decimalStr("1"))
await ctx.DPP.methods.sellBase(trader).send(ctx.sendParam(trader))
var balances = await ctx.getBalances(trader)
assert.equal(balances.traderBase, decimalStr("9"))
assert.equal(balances.traderQuote, "1098617454226610630662")
assert.equal(balances.DPPBase, decimalStr("11"))
assert.equal(balances.DPPQuote, "901283631576572307521")
assert.equal(balances.maintainerBase, "0")
assert.equal(balances.maintainerQuote, "98914196817061817")
// buy at R>1
await ctx.transferBaseToDPP(trader, decimalStr("1"))
await ctx.DPP.methods.sellBase(trader).send(ctx.sendParam(trader))
balances = await ctx.getBalances(trader)
assert.equal(balances.traderBase, decimalStr("8"))
assert.equal(balances.traderQuote, "1194677229252755337107")
assert.equal(balances.DPPBase, decimalStr("12"))
assert.equal(balances.DPPQuote, "805127507728936984519")
assert.equal(balances.maintainerBase, "0")
assert.equal(balances.maintainerQuote, "195263018307678374")
// sell at R>1 and R not change state
await ctx.transferQuoteToDPP(trader, decimalStr("100"))
await ctx.DPP.methods.sellQuote(trader).send(ctx.sendParam(trader))
balances = await ctx.getBalances(trader)
assert.equal(balances.traderBase, "9034218146510053389")
assert.equal(balances.traderQuote, "1094677229252755337107")
assert.equal(balances.DPPBase, "10964744523353025795")
assert.equal(balances.DPPQuote, "905127507728936984519")
assert.equal(balances.maintainerBase, "1037330136920816")
assert.equal(balances.maintainerQuote, "195263018307678374")
// sell at R>1 and R change state
await ctx.transferQuoteToDPP(trader, decimalStr("200"))
await ctx.DPP.methods.sellQuote(trader).send(ctx.sendParam(trader))
balances = await ctx.getBalances(trader)
assert.equal(balances.traderBase, "11026382738483432810")
assert.equal(balances.traderQuote, "894677229252755337107")
assert.equal(balances.DPPBase, "8970581772310465451")
assert.equal(balances.DPPQuote, "1105127507728936984519")
assert.equal(balances.maintainerBase, "3035489206101739")
assert.equal(balances.maintainerQuote, "195263018307678374")
var PMMStat = await ctx.DPP.methods.getPMMState().call()
assert.equal(PMMStat.R, "1")
assert.equal(PMMStat.Q0, "1000595024934809920179")
});
it("flash loan", async () => {
})
it("revert cases", async () => {
var gasPriceLimitContract = getContractWithAddress(EXTERNAL_VALUE_NAME, await ctx.DPP.methods._GAS_PRICE_LIMIT_().call())
await gasPriceLimitContract.methods.set(gweiStr("10")).send(ctx.sendParam(ctx.Deployer))
await truffleAssert.reverts(
ctx.DPP.methods.sellQuote(trader).send({ from: trader, gas: 300000, gasPrice: gweiStr("200") }), "GAS_PRICE_EXCEED"
)
})
});
});

26
test/utils/DPPContext.ts
View File

@@ -19,6 +19,15 @@ BigNumber.config({
DECIMAL_PLACES: 80,
});
export interface DPPContextBalances {
traderBase: string,
traderQuote: string,
DPPBase: string,
DPPQuote: string,
maintainerBase: string,
maintainerQuote: string
}
export interface DPPContextInitConfig {
lpFeeRate: string;
mtFeeRate: string;
@@ -69,7 +78,6 @@ export class DPPContext {
var gasPriceSource = await contracts.newContract(contracts.EXTERNAL_VALUE_NAME)
var iSource = await contracts.newContract(contracts.EXTERNAL_VALUE_NAME)
var kSource = await contracts.newContract(contracts.EXTERNAL_VALUE_NAME)
this.BASE = await contracts.newContract(
contracts.MINTABLE_ERC20_CONTRACT_NAME,
["TestBase", "BASE", 18]
@@ -87,7 +95,6 @@ export class DPPContext {
await this.DPP.methods.init(
this.Deployer,
this.Maintainer,
this.Deployer,
this.BASE.options.address,
this.QUOTE.options.address,
lpFeeRateModel.options.address,
@@ -98,9 +105,10 @@ export class DPPContext {
permissionManager.options.address,
).send(this.sendParam(this.Deployer))
await gasPriceSource.methods.init(this.DPP.options.address, MAX_UINT256).send(this.sendParam(this.Deployer))
await gasPriceSource.methods.init(this.Deployer, MAX_UINT256).send(this.sendParam(this.Deployer))
await lpFeeRateModel.methods.init(this.DPP.options.address, config.lpFeeRate).send(this.sendParam(this.Deployer))
await mtFeeRateModel.methods.init(this.DPP.options.address, config.mtFeeRate).send(this.sendParam(this.Deployer))
await kSource.methods.init(this.DPP.options.address, config.k).send(this.sendParam(this.Deployer))
await iSource.methods.init(this.DPP.options.address, config.i).send(this.sendParam(this.Deployer))
@@ -130,6 +138,18 @@ export class DPPContext {
async transferQuoteToDPP(account: string, amount: string) {
await this.QUOTE.methods.transfer(this.DPP.options.address, amount).send(this.sendParam(account))
}
async getBalances(trader: string) {
var balances: DPPContextBalances = {
traderBase: await this.BASE.methods.balanceOf(trader).call(),
traderQuote: await this.QUOTE.methods.balanceOf(trader).call(),
DPPBase: await this.BASE.methods.balanceOf(this.DPP.options.address).call(),
DPPQuote: await this.QUOTE.methods.balanceOf(this.DPP.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 getDPPContext(