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@0x/dev-utils: Fix dydx min CR not being +1.

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`@0x/dev-utils`: Fix withdraw rate vs order conversion rate check .
This commit is contained in:
Lawrence Forman
2020-02-05 12:14:57 -05:00
parent 865a253eb5
commit 162b6f1a74
2 changed files with 37 additions and 39 deletions
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51
contracts/dev-utils/test/lib_dydx_balance_test.ts
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@@ -53,7 +53,7 @@ blockchainTests('LibDydxBalance', env => {
const INSOLVENT_ACCOUNT_IDX = 2;
const ZERO_BALANCE_ACCOUNT_IDX = 3;
const DYDX_CONFIG: TestDydxConfig = {
marginRatio: fromTokenUnitAmount(MARGIN_RATIO, PRICE_DECIMALS),
marginRatio: fromTokenUnitAmount(MARGIN_RATIO - 1, PRICE_DECIMALS),
operators: [{ owner: ACCOUNT_OWNER, operator: BRIDGE_ADDRESS }],
accounts: [
{
@@ -148,8 +148,7 @@ blockchainTests('LibDydxBalance', env => {
makerAddress: string;
makerTokenAddress: string;
takerTokenAddress: string;
makerAssetAmount: BigNumber;
takerAssetAmount: BigNumber;
orderTakerToMakerRate: BigNumber;
accounts: BigNumber[];
actions: DydxBridgeAction[];
}
@@ -161,8 +160,9 @@ blockchainTests('LibDydxBalance', env => {
makerAddress: ACCOUNT_OWNER,
makerTokenAddress: DYDX_CONFIG.markets[1].token,
takerTokenAddress: DYDX_CONFIG.markets[0].token,
makerAssetAmount: fromTokenUnitAmount(10, MAKER_DECIMALS),
takerAssetAmount: fromTokenUnitAmount(5, TAKER_DECIMALS),
orderTakerToMakerRate: fromTokenUnitAmount(
fromTokenUnitAmount(5, MAKER_DECIMALS).div(fromTokenUnitAmount(10, TAKER_DECIMALS)),
),
accounts: [DYDX_CONFIG.accounts[SOLVENT_ACCOUNT_IDX].accountId],
actions: [],
...fields,
@@ -537,8 +537,9 @@ blockchainTests('LibDydxBalance', env => {
blockchainTests.resets('_getDepositableMakerAmount()', () => {
it('returns infinite if no deposit action', async () => {
const checkInfo = createBalanceCheckInfo({
takerAssetAmount: fromTokenUnitAmount(10, TAKER_DECIMALS),
makerAssetAmount: fromTokenUnitAmount(100, MAKER_DECIMALS),
orderTakerToMakerRate: fromTokenUnitAmount(
fromTokenUnitAmount(100, MAKER_DECIMALS).div(fromTokenUnitAmount(10, TAKER_DECIMALS)),
),
actions: [],
});
const makerAssetFillAmount = await testContract.getDepositableMakerAmount(checkInfo).callAsync();
@@ -547,8 +548,9 @@ blockchainTests('LibDydxBalance', env => {
it('returns infinite if deposit rate is zero', async () => {
const checkInfo = createBalanceCheckInfo({
takerAssetAmount: fromTokenUnitAmount(10, TAKER_DECIMALS),
makerAssetAmount: fromTokenUnitAmount(100, MAKER_DECIMALS),
orderTakerToMakerRate: fromTokenUnitAmount(
fromTokenUnitAmount(100, MAKER_DECIMALS).div(fromTokenUnitAmount(10, TAKER_DECIMALS)),
),
actions: [
{
actionType: DydxBridgeActionType.Deposit,
@@ -565,8 +567,9 @@ blockchainTests('LibDydxBalance', env => {
it('returns infinite if taker tokens cover the deposit rate', async () => {
const checkInfo = createBalanceCheckInfo({
takerAssetAmount: fromTokenUnitAmount(10, TAKER_DECIMALS),
makerAssetAmount: fromTokenUnitAmount(100, MAKER_DECIMALS),
orderTakerToMakerRate: fromTokenUnitAmount(
fromTokenUnitAmount(100, MAKER_DECIMALS).div(fromTokenUnitAmount(10, TAKER_DECIMALS)),
),
actions: [
{
actionType: DydxBridgeActionType.Deposit,
@@ -586,8 +589,9 @@ blockchainTests('LibDydxBalance', env => {
const exchangeRate = 0.1;
const depositRate = Math.random() + exchangeRate;
const checkInfo = createBalanceCheckInfo({
takerAssetAmount: fromTokenUnitAmount(exchangeRate, TAKER_DECIMALS),
makerAssetAmount: fromTokenUnitAmount(1, MAKER_DECIMALS),
orderTakerToMakerRate: fromTokenUnitAmount(
fromTokenUnitAmount(1, MAKER_DECIMALS).div(fromTokenUnitAmount(exchangeRate, TAKER_DECIMALS)),
),
actions: [
{
actionType: DydxBridgeActionType.Deposit,
@@ -619,8 +623,7 @@ blockchainTests('LibDydxBalance', env => {
const checkInfo = createBalanceCheckInfo({
// The `takerTokenAddress` will be zero if the asset is not an ERC20.
takerTokenAddress: constants.NULL_ADDRESS,
takerAssetAmount: new BigNumber(1),
makerAssetAmount: fromTokenUnitAmount(100, MAKER_DECIMALS),
orderTakerToMakerRate: fromTokenUnitAmount(fromTokenUnitAmount(100, MAKER_DECIMALS)),
actions: [
{
actionType: DydxBridgeActionType.Deposit,
@@ -652,8 +655,9 @@ blockchainTests('LibDydxBalance', env => {
takerTokenAddress: randomAddress(),
// These amounts should be effectively ignored in the final computation
// because the token being deposited is not the taker token.
takerAssetAmount: fromTokenUnitAmount(10, TAKER_DECIMALS),
makerAssetAmount: fromTokenUnitAmount(100, MAKER_DECIMALS),
orderTakerToMakerRate: fromTokenUnitAmount(
fromTokenUnitAmount(100, MAKER_DECIMALS).div(fromTokenUnitAmount(10, TAKER_DECIMALS)),
),
actions: [
{
actionType: DydxBridgeActionType.Deposit,
@@ -672,8 +676,9 @@ blockchainTests('LibDydxBalance', env => {
// The taker tokens getting exchanged in will only partially cover the deposit.
const exchangeRate = 0.1;
const checkInfo = createBalanceCheckInfo({
takerAssetAmount: fromTokenUnitAmount(exchangeRate, TAKER_DECIMALS),
makerAssetAmount: fromTokenUnitAmount(1, MAKER_DECIMALS),
orderTakerToMakerRate: fromTokenUnitAmount(
fromTokenUnitAmount(1, MAKER_DECIMALS).div(fromTokenUnitAmount(exchangeRate, TAKER_DECIMALS)),
),
actions: [
// Technically, deposits of the same token are not allowed, but the
// check isn't done in this function so we'll do this to simulate
@@ -728,8 +733,7 @@ blockchainTests('LibDydxBalance', env => {
const exchangeRate = 0.1;
const depositRate = Math.random() + exchangeRate;
const checkInfo = createBalanceCheckInfo({
takerAssetAmount: fromTokenUnitAmount(exchangeRate, TAKER_DECIMALS),
makerAssetAmount: fromTokenUnitAmount(1, MAKER_DECIMALS),
orderTakerToMakerRate: fromTokenUnitAmount(fromTokenUnitAmount(1 / exchangeRate, MAKER_DECIMALS)),
actions: [
{
actionType: DydxBridgeActionType.Deposit,
@@ -756,8 +760,7 @@ blockchainTests('LibDydxBalance', env => {
const exchangeRate = 0.1;
const depositRate = Math.random() + exchangeRate;
const checkInfo = createBalanceCheckInfo({
takerAssetAmount: fromTokenUnitAmount(exchangeRate, TAKER_DECIMALS),
makerAssetAmount: fromTokenUnitAmount(1, MAKER_DECIMALS),
orderTakerToMakerRate: fromTokenUnitAmount(fromTokenUnitAmount(1 / exchangeRate, MAKER_DECIMALS)),
actions: [
{
actionType: DydxBridgeActionType.Deposit,
@@ -1085,7 +1088,7 @@ blockchainTests('LibDydxBalance', env => {
senderAddress: constants.NULL_ADDRESS,
makerFee: getRandomInteger(1, constants.MAX_UINT256),
takerFee: getRandomInteger(1, constants.MAX_UINT256),
makerAssetAmount: fromTokenUnitAmount(100, TAKER_DECIMALS),
makerAssetAmount: fromTokenUnitAmount(100, MAKER_DECIMALS),
takerAssetAmount: fromTokenUnitAmount(10, TAKER_DECIMALS),
makerAssetData: createBridgeAssetData(makerTokenAddress, BRIDGE_ADDRESS),
takerAssetData: createERC20AssetData(takerTokenAddress),