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fix swap test

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This commit is contained in:
owen05
2020-12-01 11:32:47 +08:00
parent 21624daa07
commit b14eef1b80
8 changed files with 432 additions and 446 deletions
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354
test/Proxy/proxy.classical.test.ts
View File

@@ -5,9 +5,10 @@
*/
import BigNumber from 'bignumber.js';
import { assert } from 'chai';
import { DODOContext, getDODOContext } from '../utils-v1/Context-route';
import { ProxyContext, getProxyContext } from '../utils/ProxyContext';
import { DODOContext, getDODOContext } from '../utils-v1/ProxyContextV1';
import { ProxyContext, getProxyContext } from '../utils/ProxyContextV2';
import { decimalStr, MAX_UINT256, fromWei, mweiStr } from '../utils-v1/Converter';
import { logGas } from '../utils-v1/Log';
import * as contracts from '../utils-v1/Contracts';
@@ -38,6 +39,26 @@ async function initDODO_USDT(ctx: DODOContext): Promise<void> {
.send(ctx.sendParam(lp));
}
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];
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("1000000"), mweiStr("1000000"));
await USDT_USDC.methods
.depositBaseTo(lp, mweiStr("1000000"))
.send(ctx.sendParam(lp));
await USDT_USDC.methods
.depositQuoteTo(lp, mweiStr("1000000"))
.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];
@@ -60,6 +81,48 @@ async function initWETH_USDC(ctx: DODOContext): Promise<void> {
.send(ctx.sendParam(lp));
}
//mock sdk logic
async function calcRoute(ctx: ProxyContext, fromTokenAmount: string, slippage: number, routes: any[], pairs: any[]) {
let swapAmount = fromTokenAmount
let directions: number[] = []
let dodoPairs: string[] = []
for (let i = 0; i < pairs.length; i++) {
let curPair = pairs[i]
dodoPairs.push(curPair.pair)
let curContact = pairs[i].pairContract
if (routes[i].address == '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE') {
directions[i] = 0;
swapAmount = await curContact.methods.querySellBaseToken(swapAmount).call();
// console.log(i + "-swapAmount:", swapAmount);
} else if (curPair.base === routes[i].address) {
directions[i] = 0;
swapAmount = await curContact.methods.querySellBaseToken(swapAmount).call();
// console.log(i + "-swapAmount:", swapAmount);
} else {
directions[i] = 1;
swapAmount = await ctx.DODOSellHelper.methods.querySellQuoteToken(curPair.pair, swapAmount).call();
// console.log(i + "-swapAmount:", swapAmount);
}
}
let toAmount = new BigNumber(swapAmount).multipliedBy(1 - slippage).toFixed(0, BigNumber.ROUND_DOWN)
// console.log("minAmount:", toAmount);
let deadline = Math.floor(new Date().getTime() / 1000 + 60 * 10);
return ctx.DODOProxyV2.methods.dodoSwapV1(
routes[0].address,
routes[routes.length - 1].address,
fromTokenAmount,
toAmount,
dodoPairs,
directions,
deadline
)
}
describe("AddLiquidity", () => {
let snapshotId1: string;
let snapshotId2: string;
@@ -77,6 +140,7 @@ describe("AddLiquidity", () => {
ctxV1 = await getDODOContext(ETH.options.address);
ctxV2 = await getProxyContext(ETH.options.address);
await initDODO_USDT(ctxV1);
await initUSDT_USDC(ctxV1);
await initWETH_USDC(ctxV1);
var dodo_dlp = await ctxV1.DODO_USDT.methods._BASE_CAPITAL_TOKEN_().call();
var usdt_dlp = await ctxV1.DODO_USDT.methods._QUOTE_CAPITAL_TOKEN_().call();
@@ -107,9 +171,9 @@ describe("AddLiquidity", () => {
var usdt_lp = await USDT_LP.methods.balanceOf(trader).call()
console.log("Before DODO:" + fromWei(b_DODO, 'ether') + "; USDT:" + fromWei(b_USDT, 'mwei'));
console.log("dodo_lp:" + dodo_lp + " usdt_lp:" + usdt_lp);
await ctxV1.DODO.methods.approve(ctxV2.SmartApprove.options.address, MAX_UINT256).send(ctxV2.sendParam(trader));
await ctxV1.USDT.methods.approve(ctxV2.SmartApprove.options.address, MAX_UINT256).send(ctxV2.sendParam(trader));
var tx = await logGas(await ctxV2.DODOProxy.methods.addLiquidityToV1(
await ctxV1.DODO.methods.approve(ctxV2.DODOApprove.options.address, MAX_UINT256).send(ctxV2.sendParam(trader));
await ctxV1.USDT.methods.approve(ctxV2.DODOApprove.options.address, MAX_UINT256).send(ctxV2.sendParam(trader));
var tx = await logGas(await ctxV2.DODOProxyV2.methods.addLiquidityToV1(
trader,
ctxV1.DODO_USDT.options.address,
decimalStr("100"),
@@ -138,8 +202,8 @@ describe("AddLiquidity", () => {
var usdc_lp = await USDC_LP.methods.balanceOf(trader).call()
console.log("Before WETH:" + fromWei(b_WETH, 'ether') + "; USDC:" + fromWei(b_USDC, 'mwei') + "; ETH:" + fromWei(b_ETH, 'ether'));
console.log("weth_lp:" + weth_lp + " usdc_lp:" + usdc_lp);
await ctxV1.USDC.methods.approve(ctxV2.SmartApprove.options.address, MAX_UINT256).send(ctxV2.sendParam(trader));
var tx = await logGas(await ctxV2.DODOProxy.methods.addLiquidityToV1(
await ctxV1.USDC.methods.approve(ctxV2.DODOApprove.options.address, MAX_UINT256).send(ctxV2.sendParam(trader));
var tx = await logGas(await ctxV2.DODOProxyV2.methods.addLiquidityToV1(
trader,
ctxV1.WETH_USDC.options.address,
decimalStr("1"),
@@ -158,5 +222,281 @@ describe("AddLiquidity", () => {
assert.equal(weth_lp,decimalStr("1"));
assert.equal(usdc_lp,mweiStr("100"));
});
it("DODO to USDT directly swap", async () => {
var b_DODO = await ctxV1.DODO.methods.balanceOf(trader).call()
var b_USDT = await ctxV1.USDT.methods.balanceOf(trader).call()
console.log("Before DODO:" + fromWei(b_DODO, 'ether') + "; USDT:" + fromWei(b_USDT, 'mwei'));
//approve DODO entry
await ctxV1.DODO.methods.approve(ctxV2.DODOApprove.options.address, MAX_UINT256).send(ctxV2.sendParam(trader))
//set route path
var routes = [{
address: ctxV1.DODO.options.address,
decimals: 18
},
{
address: ctxV1.USDT.options.address,
decimals: 6
}];
var pairs = [{
pair: ctxV1.DODO_USDT.options.address,
base: ctxV1.DODO.options.address,
pairContract: ctxV1.DODO_USDT
}];
await logGas(await calcRoute(ctxV2, decimalStr('10'), 0.1, routes, pairs), ctxV2.sendParam(trader), "directly swap")
await logGas(await calcRoute(ctxV2, decimalStr('10'), 0.1, routes, pairs), ctxV2.sendParam(trader), "directly swap")
// console.log(tx.events['OrderHistory']);
var a_DODO = await ctxV1.DODO.methods.balanceOf(trader).call()
var a_USDT = await ctxV1.USDT.methods.balanceOf(trader).call()
console.log("After DODO:" + fromWei(a_DODO, 'ether') + "; USDT:" + fromWei(a_USDT, 'mwei'));
console.log("===============================================")
var c_DODO = await ctxV1.DODO.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
var c_USDT = await ctxV1.USDT.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
console.log("Contract DODO:" + fromWei(c_DODO, 'ether') + "; USDT:" + fromWei(c_USDT, 'mwei'));
assert(a_USDT, "1994000");
});
it("DODO to USDC two hops swap", async () => {
var b_DODO = await ctxV1.DODO.methods.balanceOf(trader).call()
var b_USDC = await ctxV1.USDC.methods.balanceOf(trader).call()
console.log("Before DODO:" + fromWei(b_DODO, 'ether') + "; USDC:" + fromWei(b_USDC, 'mwei'));
//approve DODO entry
await ctxV1.DODO.methods.approve(ctxV2.DODOApprove.options.address, MAX_UINT256).send(ctxV2.sendParam(trader))
//set route path
var routes = [{
address: ctxV1.DODO.options.address,
decimals: 18
}, {
address: ctxV1.USDT.options.address,
decimals: 6
}, {
address: ctxV1.USDC.options.address,
decimals: 6
}];
var pairs = [{
pair: ctxV1.DODO_USDT.options.address,
base: ctxV1.DODO.options.address,
pairContract: ctxV1.DODO_USDT
}, {
pair: ctxV1.USDT_USDC.options.address,
base: ctxV1.USDT.options.address,
pairContract: ctxV1.USDT_USDC
}];
var tx = await logGas(await calcRoute(ctxV2, decimalStr('10'), 0.1, routes, pairs), ctxV2.sendParam(trader), "two hops swap")
var tx = await logGas(await calcRoute(ctxV2, decimalStr('10'), 0.1, routes, pairs), ctxV2.sendParam(trader), "two hops swap")
// console.log(tx.events['Swapped']);
var a_DODO = await ctxV1.DODO.methods.balanceOf(trader).call()
var a_USDC = await ctxV1.USDC.methods.balanceOf(trader).call()
console.log("After DODO:" + fromWei(a_DODO, 'ether') + "; USDC:" + fromWei(a_USDC, 'mwei'));
console.log("===============================================")
var c_DODO = await ctxV1.DODO.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
var c_USDT = await ctxV1.USDT.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
var c_USDC = await ctxV1.USDC.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
console.log("Contract DODO:" + fromWei(c_DODO, 'ether') + "; USDT:" + fromWei(c_USDT, 'mwei') + "; USDC:" + fromWei(c_USDC, 'mwei'));
assert(a_USDC, "1988019");
});
it("DODO to WETH three hops swap", async () => {
var b_DODO = await ctxV1.DODO.methods.balanceOf(trader).call()
var b_WETH = await ctxV1.WETH.methods.balanceOf(trader).call()
console.log("Before DODO:" + fromWei(b_DODO, 'ether') + "; WETH:" + fromWei(b_WETH, 'ether'));
//approve DODO entry
await ctxV1.DODO.methods.approve(ctxV2.DODOApprove.options.address, MAX_UINT256).send(ctxV2.sendParam(trader))
//set route path
var routes = [{
address: ctxV1.DODO.options.address,
decimals: 18
}, {
address: ctxV1.USDT.options.address,
decimals: 6
}, {
address: ctxV1.USDC.options.address,
decimals: 6
}, {
address: ctxV1.WETH.options.address,
decimals: 18
}];
var pairs = [{
pair: ctxV1.DODO_USDT.options.address,
base: ctxV1.DODO.options.address,
pairContract: ctxV1.DODO_USDT
}, {
pair: ctxV1.USDT_USDC.options.address,
base: ctxV1.USDT.options.address,
pairContract: ctxV1.USDT_USDC
}, {
pair: ctxV1.WETH_USDC.options.address,
base: ctxV1.WETH.options.address,
pairContract: ctxV1.WETH_USDC
}];
var tx = await logGas(await calcRoute(ctxV2, decimalStr('10'), 0.1, routes, pairs), ctxV2.sendParam(trader), "three hops swap")
var tx = await logGas(await calcRoute(ctxV2, decimalStr('10'), 0.1, routes, pairs), ctxV2.sendParam(trader), "three hops swap")
console.log(tx.events['TestAmount']);
var a_DODO = await ctxV1.DODO.methods.balanceOf(trader).call()
var a_WETH = await ctxV1.WETH.methods.balanceOf(trader).call()
console.log("After DODO:" + fromWei(a_DODO, 'ether') + "; WETH:" + fromWei(a_WETH, 'ether'));
console.log("===============================================")
var c_DODO = await ctxV1.DODO.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
var c_USDT = await ctxV1.USDT.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
var c_USDC = await ctxV1.USDC.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
var c_WETH = await ctxV1.WETH.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
console.log("Contract DODO:" + fromWei(c_DODO, 'ether') + "; USDT:" + fromWei(c_USDT, 'mwei') + "; USDC:" + fromWei(c_USDC, 'mwei') + "; WETH:" + fromWei(c_WETH, 'ether'));
assert(a_WETH, "4404365055045800");
});
it("ETH to USDT wrap eth and directly swap", async () => {
var b_ETH = await ctxV1.Web3.eth.getBalance(trader)
var b_WETH = await ctxV1.WETH.methods.balanceOf(trader).call()
var b_USDC = await ctxV1.USDC.methods.balanceOf(trader).call()
console.log("Before ETH:" + fromWei(b_ETH, 'ether') + "; WETH:" + fromWei(b_WETH, 'ether') + "; USDC:" + fromWei(b_USDC, 'mwei'));
var b_w_eth = await ctxV1.Web3.eth.getBalance(ctxV1.WETH.options.address)
console.log("weth contract Before:" + fromWei(b_w_eth, 'ether'))
//set route path
var routes = [{
address: "0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE",
decimals: 18
}, {
address: ctxV1.USDC.options.address,
decimals: 6
}];
var pairs = [{
pair: ctxV1.WETH_USDC.options.address,
base: ctxV1.WETH.options.address,
pairContract: ctxV1.WETH_USDC
}];
var tx = await logGas(await calcRoute(ctxV2, decimalStr('1'), 0.1, routes, pairs), ctxV2.sendParam(trader, '1'), "wrap eth and directly swap")
var tx = await logGas(await calcRoute(ctxV2, decimalStr('1'), 0.1, routes, pairs), ctxV2.sendParam(trader, '1'), "wrap eth and directly swap")
var a_ETH = await ctxV1.Web3.eth.getBalance(trader)
var a_WETH = await ctxV1.WETH.methods.balanceOf(trader).call()
var a_USDC = await ctxV1.USDC.methods.balanceOf(trader).call()
console.log("After ETH:" + fromWei(a_ETH, 'ether') + "; WETH:" + fromWei(a_WETH, 'ether') + "; USDC:" + fromWei(a_USDC, 'mwei'));
console.log("===============================================")
var c_ETH = await ctxV1.Web3.eth.getBalance(ctxV2.DODOProxyV2.options.address)
var c_WETH = await ctxV1.WETH.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
var c_USDT = await ctxV1.USDT.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
var c_USDC = await ctxV1.USDC.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
console.log("Contract ETH:" + fromWei(c_ETH, 'ether') + "; WETH:" + fromWei(c_WETH, 'ether') + "; USDT:" + fromWei(c_USDT, 'mwei') + "; USDC:" + fromWei(c_USDC, 'mwei'));
var a_w_eth = await ctxV1.Web3.eth.getBalance(ctxV1.WETH.options.address)
console.log("weth contract After:" + fromWei(a_w_eth, 'ether'))
assert(a_USDC, "869508322");
});
it("ETH to USDT wrap eth and two hops swap", async () => {
var b_ETH = await ctxV1.Web3.eth.getBalance(trader)
var b_WETH = await ctxV1.WETH.methods.balanceOf(trader).call()
var b_USDT = await ctxV1.USDT.methods.balanceOf(trader).call()
console.log("Before ETH:" + fromWei(b_ETH, 'ether') + "; WETH:" + fromWei(b_WETH, 'ether') + "; USDT:" + fromWei(b_USDT, 'mwei'));
var b_w_eth = await ctxV1.Web3.eth.getBalance(ctxV1.WETH.options.address)
console.log("weth contract Before:" + fromWei(b_w_eth, 'ether'))
//set route path
var routes = [{
address: "0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE",
decimals: 18
}, {
address: ctxV1.USDC.options.address,
decimals: 6
}, {
address: ctxV1.USDT.options.address,
decimals: 6
}];
var pairs = [{
pair: ctxV1.WETH_USDC.options.address,
base: ctxV1.WETH.options.address,
pairContract: ctxV1.WETH_USDC
}, {
pair: ctxV1.USDT_USDC.options.address,
base: ctxV1.USDT.options.address,
pairContract: ctxV1.USDT_USDC
}];
var tx = await logGas(await calcRoute(ctxV2, decimalStr('1'), 0.1, routes, pairs), ctxV2.sendParam(trader, '1'), "wrap eth and two hops swap")
var tx = await logGas(await calcRoute(ctxV2, decimalStr('1'), 0.1, routes, pairs), ctxV2.sendParam(trader, '1'), "wrap eth and two hops swap")
var a_ETH = await ctxV1.Web3.eth.getBalance(trader)
var a_WETH = await ctxV1.WETH.methods.balanceOf(trader).call()
var a_USDT = await ctxV1.USDT.methods.balanceOf(trader).call()
console.log("After ETH:" + fromWei(a_ETH, 'ether') + "; WETH:" + fromWei(a_WETH, 'ether') + "; USDT:" + fromWei(a_USDT, 'mwei'));
console.log("===============================================")
var c_ETH = await ctxV1.Web3.eth.getBalance(ctxV2.DODOProxyV2.options.address)
var c_WETH = await ctxV1.WETH.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
var c_USDT = await ctxV1.USDT.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
var c_USDC = await ctxV1.USDC.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
console.log("Contract ETH:" + fromWei(c_ETH, 'ether') + "; WETH:" + fromWei(c_WETH, 'ether') + "; USDT:" + fromWei(c_USDT, 'mwei') + "; USDC:" + fromWei(c_USDC, 'mwei'));
var a_w_eth = await ctxV1.Web3.eth.getBalance(ctxV1.WETH.options.address)
console.log("weth contract After:" + fromWei(a_w_eth, 'ether'))
assert(a_USDT, "866832169");
});
it("DODO to ETH unwrap eth and three hops swap", async () => {
var b_DODO = await ctxV1.DODO.methods.balanceOf(trader).call()
var b_ETH = await ctxV1.Web3.eth.getBalance(trader)
var b_WETH = await ctxV1.WETH.methods.balanceOf(trader).call()
console.log("User Before ETH:" + fromWei(b_ETH, 'ether') + "; WETH:" + fromWei(b_WETH, 'ether') + "; DODO:" + fromWei(b_DODO, 'ether'));
var b_w_eth = await ctxV1.Web3.eth.getBalance(ctxV1.WETH.options.address)
console.log("weth contract Before:" + fromWei(b_w_eth, 'ether'))
//approve DODO entry
await ctxV1.DODO.methods.approve(ctxV2.DODOApprove.options.address, MAX_UINT256).send(ctxV2.sendParam(trader))
//set route path
var routes = [{
address: ctxV1.DODO.options.address,
decimals: 18
}, {
address: ctxV1.USDT.options.address,
decimals: 6
}, {
address: ctxV1.USDC.options.address,
decimals: 6
}, {
address: "0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE",
decimals: 18
}];
var pairs = [{
pair: ctxV1.DODO_USDT.options.address,
base: ctxV1.DODO.options.address,
pairContract: ctxV1.DODO_USDT
}, {
pair: ctxV1.USDT_USDC.options.address,
base: ctxV1.USDT.options.address,
pairContract: ctxV1.USDT_USDC
}, {
pair: ctxV1.WETH_USDC.options.address,
base: ctxV1.WETH.options.address,
pairContract: ctxV1.WETH_USDC
}];
var tx = await logGas(await calcRoute(ctxV2, decimalStr('100'), 0.1, routes, pairs), ctxV2.sendParam(trader), "unwrap eth and three hops swap")
var tx = await logGas(await calcRoute(ctxV2, decimalStr('100'), 0.1, routes, pairs), ctxV2.sendParam(trader), "unwrap eth and three hops swap")
var a_ETH = await ctxV1.Web3.eth.getBalance(trader)
var a_WETH = await ctxV1.WETH.methods.balanceOf(trader).call()
var a_DODO = await ctxV1.DODO.methods.balanceOf(trader).call()
console.log("After ETH:" + fromWei(a_ETH, 'ether') + "; WETH:" + fromWei(a_WETH, 'ether') + "; DODO:" + fromWei(a_DODO, 'ether'));
console.log("===============================================")
var c_ETH = await ctxV1.Web3.eth.getBalance(ctxV2.DODOProxyV2.options.address)
var c_WETH = await ctxV1.WETH.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
var c_USDT = await ctxV1.USDT.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
var c_USDC = await ctxV1.USDC.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
var c_DODO = await ctxV1.DODO.methods.balanceOf(ctxV2.DODOProxyV2.options.address).call()
console.log("Contract ETH:" + fromWei(c_ETH, 'ether') + "; WETH:" + fromWei(c_WETH, 'ether') + "; USDT:" + fromWei(c_USDT, 'mwei') + "; USDC:" + fromWei(c_USDC, 'mwei') + "; DODO:" + fromWei(c_DODO, "ether"));
var w_eth = await ctxV1.Web3.eth.getBalance(ctxV1.WETH.options.address)
console.log("weth contract After:" + fromWei(w_eth, 'ether'))
assert(tx.events['OrderHistory'].returnValues['returnAmount'], "22004556829826281");
});
});
});

22
test/Proxy/proxy.dpp.test.ts
View File

@@ -8,7 +8,7 @@
import BigNumber from "bignumber.js";
import { decimalStr, mweiStr } from '../utils/Converter';
import { logGas } from '../utils/Log';
import { ProxyContext, getProxyContext } from '../utils/ProxyContext';
import { ProxyContext, getProxyContext } from '../utils/ProxyContextV2';
import { assert } from 'chai';
import * as contracts from '../utils/Contracts';
import { Contract } from 'web3-eth-contract';
@@ -42,7 +42,7 @@ async function init(ctx: ProxyContext): Promise<void> {
async function initCreateDPP(ctx: ProxyContext, token0: string, token1:string, token0Amount: string, token1Amount: string, ethValue:string,i:string): Promise<string> {
let PROXY = ctx.DODOProxy;
let PROXY = ctx.DODOProxyV2;
await PROXY.methods.createDODOPrivatePool(
token0,
token1,
@@ -96,7 +96,7 @@ describe("DODOProxyV2.0", () => {
var quoteToken = ctx.USDT.options.address;
var baseAmount = decimalStr("10000");
var quoteAmount = mweiStr("10000");
await logGas(await ctx.DODOProxy.methods.createDODOPrivatePool(
await logGas(await ctx.DODOProxyV2.methods.createDODOPrivatePool(
baseToken,
quoteToken,
baseAmount,
@@ -124,7 +124,7 @@ describe("DODOProxyV2.0", () => {
var quoteToken = ctx.USDT.options.address;
var baseAmount = decimalStr("5");
var quoteAmount = mweiStr("10000");
await logGas(await ctx.DODOProxy.methods.createDODOPrivatePool(
await logGas(await ctx.DODOProxyV2.methods.createDODOPrivatePool(
baseToken,
quoteToken,
baseAmount,
@@ -151,7 +151,7 @@ describe("DODOProxyV2.0", () => {
assert.equal(beforeState.K,config.k);
assert.equal(beforeState.B0,decimalStr("100000"));
assert.equal(beforeState.Q0,mweiStr("30000"));
await logGas(await ctx.DODOProxy.methods.resetDODOPrivatePool(
await logGas(await ctx.DODOProxyV2.methods.resetDODOPrivatePool(
dpp_DODO_USDT,
config.lpFeeRate,
config.mtFeeRate,
@@ -177,7 +177,7 @@ describe("DODOProxyV2.0", () => {
assert.equal(beforeState.B0,decimalStr("5"));
assert.equal(beforeState.Q0,mweiStr("30000"));
var b_ETH = await ctx.Web3.eth.getBalance(project);
var tx = await logGas(await ctx.DODOProxy.methods.resetDODOPrivatePool(
var tx = await logGas(await ctx.DODOProxyV2.methods.resetDODOPrivatePool(
dpp_WETH_USDT,
config.lpFeeRate,
config.mtFeeRate,
@@ -207,7 +207,7 @@ describe("DODOProxyV2.0", () => {
assert.equal(beforeState.B0,decimalStr("5"));
assert.equal(beforeState.Q0,mweiStr("30000"));
var b_ETH = await ctx.Web3.eth.getBalance(project);
var tx = await logGas(await ctx.DODOProxy.methods.resetDODOPrivatePool(
var tx = await logGas(await ctx.DODOProxyV2.methods.resetDODOPrivatePool(
dpp_WETH_USDT,
config.lpFeeRate,
config.mtFeeRate,
@@ -240,7 +240,7 @@ describe("DODOProxyV2.0", () => {
var directions = [
0
]
var tx = await logGas(await ctx.DODOProxy.methods.dodoSwapV2TokenToToken(
var tx = await logGas(await ctx.DODOProxyV2.methods.dodoSwapV2TokenToToken(
trader,
ctx.DODO.options.address,
ctx.USDT.options.address,
@@ -270,7 +270,7 @@ describe("DODOProxyV2.0", () => {
0,
1
]
var tx = await logGas(await ctx.DODOProxy.methods.dodoSwapV2TokenToToken(
var tx = await logGas(await ctx.DODOProxyV2.methods.dodoSwapV2TokenToToken(
trader,
ctx.DODO.options.address,
ctx.WETH.options.address,
@@ -300,7 +300,7 @@ describe("DODOProxyV2.0", () => {
0,
1
]
var tx = await logGas(await ctx.DODOProxy.methods.dodoSwapV2ETHToToken(
var tx = await logGas(await ctx.DODOProxyV2.methods.dodoSwapV2ETHToToken(
trader,
ctx.DODO.options.address,
1,
@@ -331,7 +331,7 @@ describe("DODOProxyV2.0", () => {
0,
1
]
var tx = await logGas(await ctx.DODOProxy.methods.dodoSwapV2TokenToETH(
var tx = await logGas(await ctx.DODOProxyV2.methods.dodoSwapV2TokenToETH(
trader,
ctx.DODO.options.address,
decimalStr("10000"),

20
test/Proxy/proxy.dvm.test.ts
View File

@@ -10,7 +10,7 @@ import { SignHelper } from "../utils/SignHelper";
import BigNumber from "bignumber.js";
import { decimalStr, MAX_UINT256, mweiStr } from '../utils/Converter';
import { logGas } from '../utils/Log';
import { ProxyContext, getProxyContext } from '../utils/ProxyContext';
import { ProxyContext, getProxyContext } from '../utils/ProxyContextV2';
import { assert } from 'chai';
import * as contracts from '../utils/Contracts';
import { Contract } from 'web3-eth-contract';
@@ -76,7 +76,7 @@ async function init(ctx: ProxyContext): Promise<void> {
}
async function initCreateDVM(ctx: ProxyContext, token0: string, token1:string, token0Amount: string, token1Amount: string, ethValue:string,i:string): Promise<string> {
let PROXY = ctx.DODOProxy;
let PROXY = ctx.DODOProxyV2;
await PROXY.methods.createDODOVendingMachine(
project,
token0,
@@ -132,7 +132,7 @@ describe("DODOProxyV2.0", () => {
var quoteToken = ctx.USDT.options.address;
var baseAmount = decimalStr("10000");
var quoteAmount = mweiStr("10000");
await logGas(await ctx.DODOProxy.methods.createDODOVendingMachine(
await logGas(await ctx.DODOProxyV2.methods.createDODOVendingMachine(
project,
baseToken,
quoteToken,
@@ -161,7 +161,7 @@ describe("DODOProxyV2.0", () => {
var quoteToken = ctx.USDT.options.address;
var baseAmount = decimalStr("5");
var quoteAmount = mweiStr("10000");
await logGas(await ctx.DODOProxy.methods.createDODOVendingMachine(
await logGas(await ctx.DODOProxyV2.methods.createDODOVendingMachine(
project,
baseToken,
quoteToken,
@@ -192,7 +192,7 @@ describe("DODOProxyV2.0", () => {
assert.equal(b_baseReserve,decimalStr("100000"));
assert.equal(b_quoteReserve,mweiStr("30000"));
assert.equal(b_dlp,decimalStr("0"));
await logGas(await ctx.DODOProxy.methods.addDVMLiquidity(
await logGas(await ctx.DODOProxyV2.methods.addDVMLiquidity(
dvm_DODO_USDT,
lp,
decimalStr("1000"),
@@ -218,7 +218,7 @@ describe("DODOProxyV2.0", () => {
assert.equal(b_baseReserve,decimalStr("5"));
assert.equal(b_quoteReserve,mweiStr("30000"));
assert.equal(b_dlp,decimalStr("0"));
await logGas(await ctx.DODOProxy.methods.addDVMLiquidity(
await logGas(await ctx.DODOProxyV2.methods.addDVMLiquidity(
dvm_WETH_USDT,
lp,
decimalStr("1"),
@@ -284,7 +284,7 @@ describe("DODOProxyV2.0", () => {
var directions = [
0
]
var tx = await logGas(await ctx.DODOProxy.methods.dodoSwapV2TokenToToken(
var tx = await logGas(await ctx.DODOProxyV2.methods.dodoSwapV2TokenToToken(
trader,
ctx.DODO.options.address,
ctx.USDT.options.address,
@@ -315,7 +315,7 @@ describe("DODOProxyV2.0", () => {
0,
1
]
var tx = await logGas(await ctx.DODOProxy.methods.dodoSwapV2TokenToToken(
var tx = await logGas(await ctx.DODOProxyV2.methods.dodoSwapV2TokenToToken(
trader,
ctx.DODO.options.address,
ctx.WETH.options.address,
@@ -345,7 +345,7 @@ describe("DODOProxyV2.0", () => {
0,
1
]
var tx = await logGas(await ctx.DODOProxy.methods.dodoSwapV2ETHToToken(
var tx = await logGas(await ctx.DODOProxyV2.methods.dodoSwapV2ETHToToken(
trader,
ctx.DODO.options.address,
1,
@@ -376,7 +376,7 @@ describe("DODOProxyV2.0", () => {
0,
1
]
var tx = await logGas(await ctx.DODOProxy.methods.dodoSwapV2TokenToETH(
var tx = await logGas(await ctx.DODOProxyV2.methods.dodoSwapV2TokenToETH(
trader,
ctx.DODO.options.address,
decimalStr("10000"),

12
test/Proxy/proxy.mix.test.ts
View File

@@ -7,7 +7,7 @@
import { decimalStr, mweiStr } from '../utils/Converter';
import { logGas } from '../utils/Log';
import { ProxyContext, getProxyContext } from '../utils/ProxyContext';
import { ProxyContext, getProxyContext } from '../utils/ProxyContextV2';
import { assert } from 'chai';
import * as contracts from '../utils/Contracts';
@@ -40,7 +40,7 @@ async function init(ctx: ProxyContext): Promise<void> {
async function initCreateDPP(ctx: ProxyContext, token0: string, token1: string, token0Amount: string, token1Amount: string, ethValue: string, i: string): Promise<string> {
let PROXY = ctx.DODOProxy;
let PROXY = ctx.DODOProxyV2;
await PROXY.methods.createDODOPrivatePool(
token0,
token1,
@@ -59,7 +59,7 @@ async function initCreateDPP(ctx: ProxyContext, token0: string, token1: string,
}
async function initCreateDVM(ctx: ProxyContext, token0: string, token1: string, token0Amount: string, token1Amount: string, ethValue: string, i: string): Promise<string> {
let PROXY = ctx.DODOProxy;
let PROXY = ctx.DODOProxyV2;
await PROXY.methods.createDODOVendingMachine(
project,
token0,
@@ -118,7 +118,7 @@ describe("DODOProxyV2.0", () => {
0,
1
]
var tx = await logGas(await ctx.DODOProxy.methods.dodoSwapV2TokenToToken(
var tx = await logGas(await ctx.DODOProxyV2.methods.dodoSwapV2TokenToToken(
trader,
ctx.DODO.options.address,
ctx.WETH.options.address,
@@ -148,7 +148,7 @@ describe("DODOProxyV2.0", () => {
0,
1
]
var tx = await logGas(await ctx.DODOProxy.methods.dodoSwapV2ETHToToken(
var tx = await logGas(await ctx.DODOProxyV2.methods.dodoSwapV2ETHToToken(
trader,
ctx.DODO.options.address,
1,
@@ -179,7 +179,7 @@ describe("DODOProxyV2.0", () => {
0,
1
]
var tx = await logGas(await ctx.DODOProxy.methods.dodoSwapV2TokenToETH(
var tx = await logGas(await ctx.DODOProxyV2.methods.dodoSwapV2TokenToETH(
trader,
ctx.DODO.options.address,
decimalStr("10000"),

72
test/Route/Route.test.ts
View File

@@ -6,10 +6,11 @@
*/
import BigNumber from 'bignumber.js';
import { DODOContext, getDODOContext } from '../utils-v1/Context-route';
import { DODOContext, getDODOContext } from '../utils-v1/ProxyContextV1';
import { decimalStr, MAX_UINT256, fromWei, mweiStr } from '../utils-v1/Converter';
import { logGas } from '../utils-v1/Log';
import * as contracts from '../utils-v1/Contracts';
import { assert } from 'chai';
let lp: string;
let trader: string;
@@ -106,10 +107,10 @@ async function calcRoute(ctx: DODOContext, fromTokenAmount: string, slippage: nu
let toAmount = new BigNumber(swapAmount).multipliedBy(1 - slippage).toFixed(0, BigNumber.ROUND_DOWN)
console.log("minAmount:",toAmount);
// console.log("minAmount:",toAmount);
let deadline = Math.floor(new Date().getTime()/1000 + 60 * 10);
return ctx.SmartSwap.methods.dodoSwapV1(
return ctx.DODOProxyV1.methods.dodoSwapV1(
routes[0].address,
routes[routes.length - 1].address,
fromTokenAmount,
@@ -148,7 +149,7 @@ describe("Trader", () => {
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))
await ctx.DODO.methods.approve(ctx.DODOApprove.options.address, MAX_UINT256).send(ctx.sendParam(trader))
//set route path
var routes = [{
address: ctx.DODO.options.address,
@@ -172,9 +173,11 @@ describe("Trader", () => {
var a_USDT = await ctx.USDT.methods.balanceOf(trader).call()
console.log("After DODO:" + fromWei(a_DODO, 'ether') + "; USDT:" + fromWei(a_USDT, 'mwei'));
console.log("===============================================")
var c_DODO = await ctx.DODO.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_USDT = await ctx.USDT.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_DODO = await ctx.DODO.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
var c_USDT = await ctx.USDT.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
console.log("Contract DODO:" + fromWei(c_DODO, 'ether') + "; USDT:" + fromWei(c_USDT, 'mwei'));
// console.log("USDT:" + a_USDT);
assert(a_USDT, "1994000");
});
@@ -183,7 +186,7 @@ describe("Trader", () => {
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))
await ctx.DODO.methods.approve(ctx.DODOApprove.options.address, MAX_UINT256).send(ctx.sendParam(trader))
//set route path
var routes = [{
address: ctx.DODO.options.address,
@@ -213,10 +216,12 @@ describe("Trader", () => {
var a_USDC = await ctx.USDC.methods.balanceOf(trader).call()
console.log("After DODO:" + fromWei(a_DODO, 'ether') + "; USDC:" + fromWei(a_USDC, 'mwei'));
console.log("===============================================")
var c_DODO = await ctx.DODO.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_USDT = await ctx.USDT.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_USDC = await ctx.USDC.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_DODO = await ctx.DODO.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
var c_USDT = await ctx.USDT.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
var c_USDC = await ctx.USDC.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
console.log("Contract DODO:" + fromWei(c_DODO, 'ether') + "; USDT:" + fromWei(c_USDT, 'mwei') + "; USDC:" + fromWei(c_USDC, 'mwei'));
// console.log("USDC:" + a_USDC);
assert(a_USDC, "1988019");
});
it("DODO to WETH three hops swap", async () => {
@@ -224,7 +229,7 @@ describe("Trader", () => {
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))
await ctx.DODO.methods.approve(ctx.DODOApprove.options.address, MAX_UINT256).send(ctx.sendParam(trader))
//set route path
var routes = [{
address: ctx.DODO.options.address,
@@ -261,15 +266,17 @@ describe("Trader", () => {
var a_WETH = await ctx.WETH.methods.balanceOf(trader).call()
console.log("After DODO:" + fromWei(a_DODO, 'ether') + "; WETH:" + fromWei(a_WETH, 'ether'));
console.log("===============================================")
var c_DODO = await ctx.DODO.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_USDT = await ctx.USDT.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_USDC = await ctx.USDC.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_WETH = await ctx.WETH.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_DODO = await ctx.DODO.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
var c_USDT = await ctx.USDT.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
var c_USDC = await ctx.USDC.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
var c_WETH = await ctx.WETH.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
console.log("Contract DODO:" + fromWei(c_DODO, 'ether') + "; USDT:" + fromWei(c_USDT, 'mwei') + "; USDC:" + fromWei(c_USDC, 'mwei') + "; WETH:" + fromWei(c_WETH, 'ether'));
// console.log("WETH:" + a_WETH);
assert(a_WETH, "4404365055045800");
});
it("ETH to USDT wrap eth and directly swap", async () => {
it("ETH to USDC wrap eth and directly swap", async () => {
var b_ETH = await ctx.Web3.eth.getBalance(trader)
var b_WETH = await ctx.WETH.methods.balanceOf(trader).call()
var b_USDC = await ctx.USDC.methods.balanceOf(trader).call()
@@ -298,13 +305,14 @@ describe("Trader", () => {
var a_USDC = await ctx.USDC.methods.balanceOf(trader).call()
console.log("After ETH:" + fromWei(a_ETH, 'ether') + "; WETH:" + fromWei(a_WETH, 'ether') + "; USDC:" + fromWei(a_USDC, 'mwei'));
console.log("===============================================")
var c_ETH = await ctx.Web3.eth.getBalance(ctx.SmartSwap.options.address)
var c_WETH = await ctx.WETH.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_USDT = await ctx.USDT.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_USDC = await ctx.USDC.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_ETH = await ctx.Web3.eth.getBalance(ctx.DODOProxyV1.options.address)
var c_WETH = await ctx.WETH.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
var c_USDT = await ctx.USDT.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
var c_USDC = await ctx.USDC.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
console.log("Contract ETH:" + fromWei(c_ETH, 'ether') + "; WETH:" + fromWei(c_WETH, 'ether') + "; USDT:" + fromWei(c_USDT, 'mwei') + "; USDC:" + fromWei(c_USDC, 'mwei'));
var a_w_eth = await ctx.Web3.eth.getBalance(ctx.WETH.options.address)
console.log("weth contract After:" + fromWei(a_w_eth, 'ether'))
assert(a_USDC, "869508322");
});
@@ -344,13 +352,15 @@ describe("Trader", () => {
var a_USDT = await ctx.USDT.methods.balanceOf(trader).call()
console.log("After ETH:" + fromWei(a_ETH, 'ether') + "; WETH:" + fromWei(a_WETH, 'ether') + "; USDT:" + fromWei(a_USDT, 'mwei'));
console.log("===============================================")
var c_ETH = await ctx.Web3.eth.getBalance(ctx.SmartSwap.options.address)
var c_WETH = await ctx.WETH.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_USDT = await ctx.USDT.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_USDC = await ctx.USDC.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_ETH = await ctx.Web3.eth.getBalance(ctx.DODOProxyV1.options.address)
var c_WETH = await ctx.WETH.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
var c_USDT = await ctx.USDT.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
var c_USDC = await ctx.USDC.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
console.log("Contract ETH:" + fromWei(c_ETH, 'ether') + "; WETH:" + fromWei(c_WETH, 'ether') + "; USDT:" + fromWei(c_USDT, 'mwei') + "; USDC:" + fromWei(c_USDC, 'mwei'));
var a_w_eth = await ctx.Web3.eth.getBalance(ctx.WETH.options.address)
console.log("weth contract After:" + fromWei(a_w_eth, 'ether'))
// console.log("USDT:" + a_USDT);
assert(a_USDT, "866832169");
});
@@ -363,7 +373,7 @@ describe("Trader", () => {
console.log("weth contract Before:" + fromWei(b_w_eth, 'ether'))
//approve DODO entry
await ctx.DODO.methods.approve(ctx.SmartApprove.options.address, MAX_UINT256).send(ctx.sendParam(trader))
await ctx.DODO.methods.approve(ctx.DODOApprove.options.address, MAX_UINT256).send(ctx.sendParam(trader))
//set route path
var routes = [{
address: ctx.DODO.options.address,
@@ -400,14 +410,16 @@ describe("Trader", () => {
var a_DODO = await ctx.DODO.methods.balanceOf(trader).call()
console.log("After ETH:" + fromWei(a_ETH, 'ether') + "; WETH:" + fromWei(a_WETH, 'ether') + "; DODO:" + fromWei(a_DODO, 'ether'));
console.log("===============================================")
var c_ETH = await ctx.Web3.eth.getBalance(ctx.SmartSwap.options.address)
var c_WETH = await ctx.WETH.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_USDT = await ctx.USDT.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_USDC = await ctx.USDC.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_DODO = await ctx.DODO.methods.balanceOf(ctx.SmartSwap.options.address).call()
var c_ETH = await ctx.Web3.eth.getBalance(ctx.DODOProxyV1.options.address)
var c_WETH = await ctx.WETH.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
var c_USDT = await ctx.USDT.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
var c_USDC = await ctx.USDC.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
var c_DODO = await ctx.DODO.methods.balanceOf(ctx.DODOProxyV1.options.address).call()
console.log("Contract ETH:" + fromWei(c_ETH, 'ether') + "; WETH:" + fromWei(c_WETH, 'ether') + "; USDT:" + fromWei(c_USDT, 'mwei') + "; USDC:" + fromWei(c_USDC, 'mwei') + "; DODO:" + fromWei(c_DODO, "ether"));
var w_eth = await ctx.Web3.eth.getBalance(ctx.WETH.options.address)
console.log("weth contract After:" + fromWei(w_eth, 'ether'))
// console.log("ETH returmAmount:" + tx.events['OrderHistory'].returnValues['returnAmount']);
assert(tx.events['OrderHistory'].returnValues['returnAmount'], "22004556829826281");
});
});

12
test/utils-v1/Context-route.ts → test/utils-v1/ProxyContextV1.ts
View File

@@ -69,8 +69,8 @@ export class DODOContext {
DODO_USDT_ORACLE: Contract;
USDT_USDC_ORACLE: Contract;
WETH_USDC_ORACLE: Contract;
SmartSwap: Contract;
SmartApprove: Contract;
DODOProxyV1: Contract;
DODOApprove: Contract;
DODOSellHelper: Contract;
constructor() { }
@@ -216,16 +216,16 @@ export class DODOContext {
contracts.DODO_SELL_HELPER
);
this.SmartApprove = await contracts.newContract(
this.DODOApprove = await contracts.newContract(
contracts.SMART_APPROVE
);
this.SmartSwap = await contracts.newContract(
this.DODOProxyV1 = await contracts.newContract(
contracts.SMART_SWAP,
[this.SmartApprove.options.address, this.DODOSellHelper.options.address, this.WETH.options.address]
[this.DODOApprove.options.address, this.DODOSellHelper.options.address, this.WETH.options.address]
);
await this.SmartApprove.methods.setDODOProxy(this.SmartSwap.options.address).send(this.sendParam(this.Deployer));
await this.DODOApprove.methods.setDODOProxy(this.DODOProxyV1.options.address).send(this.sendParam(this.Deployer));
console.log(log.blueText("[Init dodo context]"));
}

366
test/utils-v1/dodoHelper.ts
View File

@@ -1,366 +0,0 @@
import { BigNumber } from 'bignumber.js';
export const RStatusOne = 0;
export const RStatusAboveOne = 1;
export const RStatusBelowOne = 2;
export class DODOHelper {
// unstable
public B!: BigNumber; // DODO._BASE_BALANCE_() / 10^baseDecimals
public Q!: BigNumber; // DODO._QUOTE_BALANCE_() / 10^quoteDecimals
public B0!: BigNumber; // DODO._TARGET_BASE_TOKEN_AMOUNT_() / 10^baseDecimals
public Q0!: BigNumber; // DODO._TARGET_QUOTE_TOKEN_AMOUNT_() / 10^quoteDecimals
public RStatus!: number; // DODO._R_STATUS_()
public OraclePrice!: BigNumber; // DODO.getOraclePrice() / 10^(18-baseDecimals+quoteDecimals)
// stable
public k!: BigNumber; // DODO._K_()/10^18
public mtFeeRate!: BigNumber; // DODO._MT_FEE_RATE_()/10^18
public lpFeeRate!: BigNumber; // DODO._LP_FEE_RATE_()/10^18
constructor(pairDetail:any) {
this.B = pairDetail.B
this.Q = pairDetail.Q
this.B0 = pairDetail.B0
this.Q0 = pairDetail.Q0
this.RStatus = pairDetail.RStatus
this.OraclePrice = pairDetail.OraclePrice
this.k = pairDetail.k
this.mtFeeRate = pairDetail.mtFeeRate
this.lpFeeRate = pairDetail.lpFeeRate
}
// return mid price
public getMidPrice(): BigNumber {
if (this.RStatus === RStatusOne) {
return this.OraclePrice;
}
if (this.RStatus === RStatusAboveOne) {
let R = this.B0.div(this.B);
R = R.multipliedBy(R)
.multipliedBy(this.k)
.minus(this.k)
.plus(new BigNumber(1));
return this.OraclePrice.multipliedBy(R);
}
if (this.RStatus === RStatusBelowOne) {
let R = this.Q0.div(this.Q);
R = R.multipliedBy(R)
.multipliedBy(this.k)
.minus(this.k)
.plus(new BigNumber(1));
return this.OraclePrice.div(R);
}
return this.OraclePrice;
}
// return the targetBase and targetQuote assuming system balanced
public getExpectedTarget(): { base: BigNumber; quote: BigNumber } {
let baseTarget: BigNumber;
let quoteTarget: BigNumber;
baseTarget = this.B0;
quoteTarget = this.Q0;
if (this.RStatus === RStatusOne) {
baseTarget = this.B0;
quoteTarget = this.Q0;
}
if (this.RStatus === RStatusAboveOne) {
quoteTarget = this.Q0;
baseTarget = solveQuadraticFunctionForTarget(this.B, this.k, this.Q.minus(this.Q0).div(this.OraclePrice));
}
if (this.RStatus === RStatusBelowOne) {
baseTarget = this.B0;
quoteTarget = solveQuadraticFunctionForTarget(
this.Q,
this.k,
this.B.minus(this.B0).multipliedBy(this.OraclePrice)
);
}
return {
base: baseTarget,
quote: quoteTarget
};
}
// return paid quote amount (fee deducted)
public queryBuyBase(amount: BigNumber) {
let mtFee = amount.multipliedBy(this.mtFeeRate);
let lpFee = amount.multipliedBy(this.lpFeeRate);
amount = amount.plus(mtFee).plus(lpFee);
let target = this.getExpectedTarget();
let quote = new BigNumber(0);
if (this.RStatus === RStatusOne) {
quote = this.ROneBuyBase(amount, target.base);
} else if (this.RStatus === RStatusAboveOne) {
quote = this.RAboveBuyBase(amount, target.base);
} else {
let backOneBase = this.B.minus(target.base);
let backOneQuote = target.quote.minus(this.Q);
if (amount.isLessThanOrEqualTo(backOneBase)) {
quote = this.RBelowBuyBase(amount, target.quote);
} else {
quote = backOneQuote.plus(this.ROneBuyBase(amount.minus(backOneBase), target.base));
}
}
return quote
}
// return received quote amount (fee deducted)
public querySellBase(amount: BigNumber) {
let result: BigNumber;
let target = this.getExpectedTarget();
if (this.RStatus === RStatusOne) {
result = this.ROneSellBase(amount, target.quote);
} else if (this.RStatus === RStatusBelowOne) {
result = this.RBelowSellBase(amount, target.quote);
} else {
let backOneBase = target.base.minus(this.B);
let backOneQuote = this.Q.minus(target.quote);
if (amount.isLessThanOrEqualTo(backOneBase)) {
result = this.RAboveSellBase(amount, target.base);
} else {
result = backOneQuote.plus(this.ROneSellBase(amount.minus(backOneBase), target.quote));
}
}
let mtFee = result.multipliedBy(this.mtFeeRate);
let lpFee = result.multipliedBy(this.lpFeeRate);
const quote = result.minus(mtFee).minus(lpFee);
return quote
}
// return paid base amount (fee deducted)
public queryBuyQuote(amount: BigNumber): BigNumber {
let mtFee = amount.multipliedBy(this.mtFeeRate);
let lpFee = amount.multipliedBy(this.lpFeeRate);
amount = amount.plus(mtFee).plus(lpFee);
let target = this.getExpectedTarget();
if (this.RStatus === RStatusOne) {
return this.ROneBuyQuote(amount, target.quote);
} else if (this.RStatus === RStatusBelowOne) {
return this.RBelowBuyQuote(amount, target.quote);
} else {
let backOneBase = target.base.minus(this.B);
let backOneQuote = this.Q.minus(target.quote);
if (amount.isLessThanOrEqualTo(backOneQuote)) {
return this.RAboveBuyQuote(amount, target.base);
} else {
return backOneBase.plus(this.ROneBuyQuote(amount.minus(backOneQuote), target.quote));
}
}
}
// return received base amount (fee deducted)
public querySellQuote(amount: BigNumber): BigNumber {
let result: BigNumber;
let target = this.getExpectedTarget();
if (this.RStatus === RStatusOne) {
result = this.ROneSellQuote(amount, target.base);
} else if (this.RStatus === RStatusAboveOne) {
result = this.RAboveSellQuote(amount, target.base);
} else {
let backOneBase = this.B.minus(target.base);
let backOneQuote = target.quote.minus(this.Q);
if (amount.isLessThanOrEqualTo(backOneQuote)) {
result = this.RBelowSellQuote(amount, target.quote);
} else {
result = backOneBase.plus(this.ROneSellQuote(amount.minus(backOneQuote), target.base));
}
}
let mtFee = result.multipliedBy(this.mtFeeRate);
let lpFee = result.multipliedBy(this.lpFeeRate);
return result.minus(mtFee).minus(lpFee);
}
public getWithdrawBasePenalty(amount: BigNumber): BigNumber {
if (this.RStatus === RStatusAboveOne) {
let baseTarget = solveQuadraticFunctionForTarget(this.B, this.k, this.Q.minus(this.Q0).div(this.OraclePrice));
let baseTargetWithdraw = solveQuadraticFunctionForTarget(
this.B.minus(amount),
this.k,
this.Q.minus(this.Q0).div(this.OraclePrice)
);
let penalty = baseTarget.minus(baseTargetWithdraw).minus(amount);
return penalty;
} else {
return new BigNumber(0);
}
}
public getWithdrawQuotePenalty(amount: BigNumber): BigNumber {
if (this.RStatus === RStatusBelowOne) {
let quoteTarget = solveQuadraticFunctionForTarget(
this.Q,
this.k,
this.B.minus(this.B0).multipliedBy(this.OraclePrice)
);
let quoteTargetWithdraw = solveQuadraticFunctionForTarget(
this.Q.minus(amount),
this.k,
this.B.minus(this.B0).multipliedBy(this.OraclePrice)
);
let penalty = quoteTarget.minus(quoteTargetWithdraw).minus(amount);
return penalty;
} else {
return new BigNumber(0);
}
}
// =========== helper ROne ===========
public ROneBuyBase(amount: BigNumber, targetBase: BigNumber): BigNumber {
if (amount.isGreaterThanOrEqualTo(targetBase)) {
throw new Error('ROne Buy Base Amount Exceed Limitation');
}
return integrate(targetBase, targetBase, targetBase.minus(amount), this.OraclePrice, this.k);
}
public ROneBuyQuote(amount: BigNumber, targetQuote: BigNumber): BigNumber {
if (amount.isGreaterThanOrEqualTo(targetQuote)) {
throw new Error('ROne Buy Quote Amount Exceed Limitation');
}
return integrate(
targetQuote,
targetQuote,
targetQuote.minus(amount),
new BigNumber(1).div(this.OraclePrice),
this.k
);
}
public ROneSellBase(amount: BigNumber, targetQuote: BigNumber): BigNumber {
let newQ = solveQuadraticFunctionForTrade(targetQuote, targetQuote, this.OraclePrice, amount.negated(), this.k);
return targetQuote.minus(newQ);
}
public ROneSellQuote(amount: BigNumber, targetBase: BigNumber): BigNumber {
let newB = solveQuadraticFunctionForTrade(
targetBase,
targetBase,
new BigNumber(1).div(this.OraclePrice),
amount.negated(),
this.k
);
return targetBase.minus(newB);
}
// =========== helper RAbove ===========
public RAboveBuyBase(amount: BigNumber, targetBase: BigNumber): BigNumber {
if (amount.isGreaterThanOrEqualTo(this.B)) {
throw new Error('RAbove Buy Base Amount Exceed Limitation');
}
return integrate(targetBase, this.B, this.B.minus(amount), this.OraclePrice, this.k);
}
public RAboveSellBase(amount: BigNumber, targetBase: BigNumber): BigNumber {
if (amount.plus(this.B).isGreaterThan(targetBase)) {
throw new Error('RAbove Sell Base Amount Exceed Limitation');
}
return integrate(targetBase, this.B.plus(amount), this.B, this.OraclePrice, this.k);
}
public RAboveBuyQuote(amount: BigNumber, targetBase: BigNumber): BigNumber {
let newB = solveQuadraticFunctionForTrade(
targetBase,
this.B,
new BigNumber(1).div(this.OraclePrice),
amount,
this.k
);
return newB.minus(this.B);
}
public RAboveSellQuote(amount: BigNumber, targetBase: BigNumber): BigNumber {
let newB = solveQuadraticFunctionForTrade(
targetBase,
this.B,
new BigNumber(1).div(this.OraclePrice),
amount.negated(),
this.k
);
return this.B.minus(newB);
}
// =========== helper RBelow ===========
public RBelowBuyQuote(amount: BigNumber, targetQuote: BigNumber): BigNumber {
if (amount.isGreaterThanOrEqualTo(this.Q)) {
throw new Error('RBelow Buy Quote Amount Exceed Limitation');
}
return integrate(targetQuote, this.Q, this.Q.minus(amount), new BigNumber(1).div(this.OraclePrice), this.k);
}
public RBelowSellQuote(amount: BigNumber, targetQuote: BigNumber): BigNumber {
if (amount.plus(this.Q).isGreaterThan(targetQuote)) {
throw new Error('RBelow Sell Quote Amount Exceed Limitation');
}
return integrate(targetQuote, this.Q.plus(amount), this.Q, new BigNumber(1).div(this.OraclePrice), this.k);
}
public RBelowBuyBase(amount: BigNumber, targetQuote: BigNumber): BigNumber {
let newQ = solveQuadraticFunctionForTrade(targetQuote, this.Q, this.OraclePrice, amount, this.k);
return newQ.minus(this.Q);
}
public RBelowSellBase(amount: BigNumber, targetQuote: BigNumber): BigNumber {
let newQ = solveQuadraticFunctionForTrade(targetQuote, this.Q, this.OraclePrice, amount.negated(), this.k);
return this.Q.minus(newQ);
}
}
export const integrate = (V0: BigNumber, V1: BigNumber, V2: BigNumber, i: BigNumber, k: BigNumber): BigNumber => {
let fairAmount = i.multipliedBy(V1.minus(V2));
let penalty = V0.multipliedBy(V0)
.div(V1)
.div(V2)
.multipliedBy(k);
return fairAmount.multipliedBy(new BigNumber(1).minus(k).plus(penalty));
};
export const solveQuadraticFunctionForTrade = (
V0: BigNumber,
V1: BigNumber,
i: BigNumber,
delta: BigNumber,
k: BigNumber
): BigNumber => {
// -b = (1-k)V1-kV0^2/V1+i*delta
let minusB = new BigNumber(1).minus(k).multipliedBy(V1);
minusB = minusB.minus(
k
.multipliedBy(V0)
.multipliedBy(V0)
.div(V1)
);
minusB = minusB.plus(i.multipliedBy(delta));
// sqrt(b*b+4(1-k)kQ0*Q0)
let squareRoot = new BigNumber(4)
.multipliedBy(new BigNumber(1).minus(k))
.multipliedBy(k)
.multipliedBy(V0)
.multipliedBy(V0);
squareRoot = minusB
.multipliedBy(minusB)
.plus(squareRoot)
.sqrt();
// 2(1-k)
let denominator = new BigNumber(2).multipliedBy(new BigNumber(1).minus(k));
return minusB.plus(squareRoot).div(denominator);
};
export const solveQuadraticFunctionForTarget = (V1: BigNumber, k: BigNumber, fairAmount: BigNumber): BigNumber => {
// V0 = V1+V1*(sqrt-1)/2k
let sqrt = new BigNumber(4)
.multipliedBy(k)
.multipliedBy(fairAmount)
.div(V1);
sqrt = new BigNumber(1).plus(sqrt).sqrt();
let premium = sqrt.minus(new BigNumber(1)).div(k.multipliedBy(new BigNumber(2)));
return V1.multipliedBy(new BigNumber(1).plus(premium));
};

20
test/utils/ProxyContext.ts → test/utils/ProxyContextV2.ts
View File

@@ -23,10 +23,10 @@ BigNumber.config({
export class ProxyContext {
EVM: EVM;
Web3: Web3;
DODOProxy: Contract;
DODOProxyV2: Contract;
DVMFactory: Contract;
DPPFactory: Contract;
SmartApprove: Contract;
DODOApprove: Contract;
DODOCalleeHelper: Contract;
DODOSellHelper: Contract;
@@ -76,7 +76,7 @@ export class ProxyContext {
]
)
this.SmartApprove = await contracts.newContract(
this.DODOApprove = await contracts.newContract(
contracts.SMART_APPROVE
);
@@ -89,7 +89,7 @@ export class ProxyContext {
permissionManagerTemplate.options.address,
vauleSource.options.address,
defaultGasSource.options.address,
this.SmartApprove.options.address
this.DODOApprove.options.address
]
)
@@ -97,17 +97,17 @@ export class ProxyContext {
contracts.DODO_SELL_HELPER
);
this.DODOProxy = await contracts.newContract(contracts.DODO_PROXY_NAME,
this.DODOProxyV2 = await contracts.newContract(contracts.DODO_PROXY_NAME,
[
this.DVMFactory.options.address,
this.DPPFactory.options.address,
this.WETH.options.address,
this.SmartApprove.options.address,
this.DODOApprove.options.address,
this.DODOSellHelper.options.address
]
);
await this.SmartApprove.methods.setDODOProxy(this.DODOProxy.options.address).send(this.sendParam(this.Deployer));
await this.DODOApprove.methods.setDODOProxy(this.DODOProxyV2.options.address).send(this.sendParam(this.Deployer));
this.DODO = await contracts.newContract(
contracts.MINTABLE_ERC20_CONTRACT_NAME,
@@ -141,13 +141,13 @@ export class ProxyContext {
async approveProxy(account: string) {
await this.DODO.methods
.approve(this.SmartApprove.options.address, MAX_UINT256)
.approve(this.DODOApprove.options.address, MAX_UINT256)
.send(this.sendParam(account));
await this.USDT.methods
.approve(this.SmartApprove.options.address, MAX_UINT256)
.approve(this.DODOApprove.options.address, MAX_UINT256)
.send(this.sendParam(account));
await this.WETH.methods
.approve(this.SmartApprove.options.address, MAX_UINT256)
.approve(this.DODOApprove.options.address, MAX_UINT256)
.send(this.sendParam(account));
}
}