120 lines
4.5 KiB
TypeScript
120 lines
4.5 KiB
TypeScript
/*
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Copyright 2020 DODO ZOO.
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SPDX-License-Identifier: Apache-2.0
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*/
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import { DODOContext, getDODOContext } from './utils/Context';
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import { decimalStr } from './utils/Converter';
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import { logGas } from './utils/Log';
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import * as assert from "assert"
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import { newContract, UNISWAP_CONTRACT_NAME, UNISWAP_ARBITRAGEUR_CONTRACT_NAME } from './utils/Contracts';
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import { Contract } from 'web3-eth-contract';
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let lp: string
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let keeper: string
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let Uniswap: Contract
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let UniswapArbitrageur: Contract
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let UniswapReverse: Contract
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let UniswapArbitrageurReverse: Contract
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async function init(ctx: DODOContext): Promise<void> {
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await ctx.setOraclePrice(decimalStr("100"))
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lp = ctx.spareAccounts[0]
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keeper = ctx.spareAccounts[1]
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await ctx.approveDODO(lp)
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await ctx.mintTestToken(lp, decimalStr("100"), decimalStr("10000"))
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await ctx.DODO.methods.depositBase(decimalStr("10")).send(ctx.sendParam(lp))
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await ctx.DODO.methods.depositQuote(decimalStr("1000")).send(ctx.sendParam(lp))
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Uniswap = await newContract(UNISWAP_CONTRACT_NAME)
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Uniswap.methods.initialize(ctx.BASE.options.address, ctx.QUOTE.options.address).send(ctx.sendParam(ctx.Deployer))
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ctx.BASE.methods.transfer(Uniswap.options.address, decimalStr("10")).send(ctx.sendParam(lp))
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ctx.QUOTE.methods.transfer(Uniswap.options.address, decimalStr("2000")).send(ctx.sendParam(lp))
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Uniswap.methods.sync().send(ctx.sendParam(lp))
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UniswapArbitrageur = await newContract(UNISWAP_ARBITRAGEUR_CONTRACT_NAME, [Uniswap.options.address, ctx.DODO.options.address])
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UniswapReverse = await newContract(UNISWAP_CONTRACT_NAME)
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UniswapReverse.methods.initialize(ctx.BASE.options.address, ctx.QUOTE.options.address).send(ctx.sendParam(ctx.Deployer))
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ctx.BASE.methods.transfer(UniswapReverse.options.address, decimalStr("10")).send(ctx.sendParam(lp))
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ctx.QUOTE.methods.transfer(UniswapReverse.options.address, decimalStr("2000")).send(ctx.sendParam(lp))
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UniswapReverse.methods.sync().send(ctx.sendParam(lp))
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UniswapArbitrageurReverse = await newContract(UNISWAP_ARBITRAGEUR_CONTRACT_NAME, [UniswapReverse.options.address, ctx.DODO.options.address])
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}
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describe("Uniswap Arbitrageur", () => {
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let snapshotId: string
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let ctx: DODOContext
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before(async () => {
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ctx = await getDODOContext()
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await init(ctx);
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})
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beforeEach(async () => {
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snapshotId = await ctx.EVM.snapshot();
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});
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afterEach(async () => {
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await ctx.EVM.reset(snapshotId)
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});
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describe("arbitrage with not reverse pair", () => {
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it("buy at dodo", async () => {
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await ctx.setOraclePrice(decimalStr("100"))
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// dodo price 100 uniswap price 200
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// buy at dodo
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logGas(await UniswapArbitrageur.methods.executeBuyArbitrage(decimalStr("1")).send(ctx.sendParam(keeper)), "arbitrage buy at dodo not reverse")
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assert.equal(await ctx.QUOTE.methods.balanceOf(keeper).call(), "79836384956601695518")
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})
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it("sell at dodo", async () => {
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await ctx.setOraclePrice(decimalStr("300"))
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// dodo price 300 uniswap price 200
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// sell at dodo
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logGas(await UniswapArbitrageur.methods.executeSellArbitrage(decimalStr("1")).send(ctx.sendParam(keeper)), "arbitrage sell at dodo not reverse")
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assert.equal(await ctx.BASE.methods.balanceOf(keeper).call(), "252761069524143743")
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})
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})
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describe("arbitrage with reverse pair", () => {
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it("buy at dodo", async () => {
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await ctx.setOraclePrice(decimalStr("100"))
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// dodo price 100 uniswap price 200
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// buy at dodo
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logGas(await UniswapArbitrageurReverse.methods.executeBuyArbitrage(decimalStr("1")).send(ctx.sendParam(keeper)), "arbitrage buy at dodo reverse")
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assert.equal(await ctx.QUOTE.methods.balanceOf(keeper).call(), "79836384956601695518")
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})
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it("sell at dodo", async () => {
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await ctx.setOraclePrice(decimalStr("300"))
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// dodo price 300 uniswap price 200
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// sell at dodo
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logGas(await UniswapArbitrageurReverse.methods.executeSellArbitrage(decimalStr("1")).send(ctx.sendParam(keeper)), "arbitrage sell at dodo reverse")
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assert.equal(await ctx.BASE.methods.balanceOf(keeper).call(), "252761069524143743")
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})
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})
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describe("revert cases", () => {
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it("price not match", async () => {
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await ctx.setOraclePrice(decimalStr("200"))
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await assert.rejects(
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UniswapArbitrageurReverse.methods.executeBuyArbitrage(decimalStr("1")).send(ctx.sendParam(keeper)),
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/NOT_PROFITABLE/
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)
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await assert.rejects(
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UniswapArbitrageurReverse.methods.executeSellArbitrage(decimalStr("1")).send(ctx.sendParam(keeper)),
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/NOT_PROFITABLE/
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)
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})
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})
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}) |