Working on simulation to make it easier to follow the end-to-end tests. Mostly working.

This commit is contained in:
Greg Hysen
2019-06-25 23:13:36 -07:00
parent 74d9891e06
commit 8a2df9cd1f
16 changed files with 454 additions and 38 deletions

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@@ -1,17 +1,5 @@
import { StakingWrapper } from '../utils/staking_wrapper';
export class Actor {
protected readonly _owner: string;
protected readonly _stakingWrapper: StakingWrapper;
constructor(owner: string, stakingWrapper: StakingWrapper) {
this._owner = owner;
this._stakingWrapper = stakingWrapper;
}
public getOwner(): string {
return this._owner;
}
public getStakingWrapper(): StakingWrapper {
return this._stakingWrapper;
}
}
import { DelegatorActor } from './delegator_actor';
import { MakerActor } from './maker_actor';
import { PoolOperatorActor } from './pool_operator_actor';

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@@ -0,0 +1,17 @@
import { StakingWrapper } from '../utils/staking_wrapper';
export class BaseActor {
protected readonly _owner: string;
protected readonly _stakingWrapper: StakingWrapper;
constructor(owner: string, stakingWrapper: StakingWrapper) {
this._owner = owner;
this._stakingWrapper = stakingWrapper;
}
public getOwner(): string {
return this._owner;
}
public getStakingWrapper(): StakingWrapper {
return this._stakingWrapper;
}
}

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@@ -14,7 +14,7 @@ import * as _ from 'lodash';
import { StakingWrapper } from '../utils/staking_wrapper';
import { DelegatorBalances, StakerBalances } from '../utils/types';
import { StakerActor } from './StakerActor';
import { StakerActor } from './staker_actor';
const expect = chai.expect;

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@@ -15,12 +15,12 @@ import { SignatureType } from '@0x/types';
import { StakingWrapper } from '../utils/staking_wrapper';
import { DelegatorBalances, StakerBalances } from '../utils/types';
import { Actor } from './Actor';
import { BaseActor } from './base_actor';
import { SignedStakingPoolApproval } from '../utils/types';
const expect = chai.expect;
export class MakerActor extends Actor {
export class MakerActor extends BaseActor {
private readonly _ownerPrivateKeyIfExists?: Buffer;
private readonly _signatureVerifierIfExists?: string;
private readonly _chainIdIfExists?: number;

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@@ -14,12 +14,12 @@ import * as _ from 'lodash';
import { StakingWrapper } from '../utils/staking_wrapper';
import { DelegatorBalances, StakerBalances } from '../utils/types';
import { Actor } from './Actor';
import { BaseActor } from './base_actor';
import { constants as stakingConstants } from '../utils/constants';
const expect = chai.expect;
export class PoolOperatorActor extends Actor {
export class PoolOperatorActor extends BaseActor {
constructor(owner: string, stakingWrapper: StakingWrapper) {
super(owner, stakingWrapper);

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@@ -13,11 +13,11 @@ import * as _ from 'lodash';
import { StakingWrapper } from '../utils/staking_wrapper';
import { StakerBalances } from '../utils/types';
import { Actor } from './actor';
import { BaseActor } from './base_actor';
const expect = chai.expect;
export class StakerActor extends Actor {
export class StakerActor extends BaseActor {
constructor(owner: string, stakingWrapper: StakingWrapper) {
super(owner, stakingWrapper);

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@@ -22,8 +22,8 @@ import { ERC20Wrapper, ERC20ProxyContract } from '@0x/contracts-asset-proxy';
import { StakingContract } from '../src';
import { StakerActor } from './actors/StakerActor';
import { DelegatorActor } from './actors/DelegatorActor';
import { StakerActor } from './actors/staker_actor';
import { DelegatorActor } from './actors/delegator_actor';
chaiSetup.configure();
const expect = chai.expect;

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@@ -23,10 +23,10 @@ import { ERC20Wrapper, ERC20ProxyContract } from '@0x/contracts-asset-proxy';
import { StakingContract } from '../src';
import { StakerActor } from './actors/StakerActor';
import { DelegatorActor } from './actors/DelegatorActor';
import { PoolOperatorActor } from './actors/PoolOperatorActor';
import { MakerActor } from './actors/MakerActor';
import { StakerActor } from './actors/staker_actor';
import { DelegatorActor } from './actors/delegator_actor';
import { PoolOperatorActor } from './actors/pool_operator_actor';
import { MakerActor } from './actors/maker_actor';
chaiSetup.configure();
const expect = chai.expect;

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@@ -22,25 +22,32 @@ import { ERC20Wrapper, ERC20ProxyContract } from '@0x/contracts-asset-proxy';
import { StakingContract } from '../src';
import { StakerActor } from './actors/StakerActor';
import { DelegatorActor } from './actors/DelegatorActor';
import { StakerActor } from './actors/staker_actor';
import { DelegatorActor } from './actors/delegator_actor';
import { SimulationParams } from './utils/types';
import { Simulation } from './utils/Simulation';
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
// tslint:disable:no-unnecessary-type-assertion
describe('Rewards', () => {
describe.only('Rewards', () => {
// constants
const ZRX_TOKEN_DECIMALS = new BigNumber(18);
// tokens & addresses
let accounts: string[];
let owner: string;
let exchange: string;
let stakers: string[];
let makers: string[];
let delegators: string[];
let users: string[];
let zrxTokenContract: DummyERC20TokenContract;
let erc20ProxyContract: ERC20ProxyContract;
let stakers: string[];
let makers: string[];
let delegators: string[];
// wrappers
let stakingWrapper: StakingWrapper;
let erc20Wrapper: ERC20Wrapper;
@@ -56,8 +63,13 @@ describe('Rewards', () => {
accounts = await web3Wrapper.getAvailableAddressesAsync();
owner = accounts[0];
exchange = accounts[1];
users = accounts.slice(2);
stakers = accounts.slice(2, 5);
makers = accounts.slice(4, 10);
users = [...users, ...users]; // maybe this'll work? Not sure lol.
// deploy erc20 proxy
erc20Wrapper = new ERC20Wrapper(provider, accounts, owner);
erc20ProxyContract = await erc20Wrapper.deployProxyAsync();
@@ -778,6 +790,193 @@ describe('Rewards', () => {
expect(rewardByDelegator[2]).to.be.bignumber.equal(expectedRewardByDelegator[2]);
});
it.only('SIM - Finalization with Protocol Fees and Delegation with shadow ETH (withdraw w/o undelegating)', async () => {
// @TODO - get computations more accurate
/*
Pool | Total Fees | Total Stake | Total Delegated Stake | Total Stake (Scaled)
0 | 0.304958 | 42 | 0 | 42
1 | 15.323258 | 84 | 0 | 84
3 | 28.12222236 | 97 | 182 | 260.8
...
Cumulative Fees = 43.75043836
Cumulative Stake = 405
Total Rewards = 43.75043836
// In this case, there was already a pot of ETH in the delegator pool that nobody had claimed.
// The first delegator got to claim it all. This is due to the necessary conservation of payouts.
// When a new delegator arrives, their new stake should not affect existing delegator payouts.
// In this case, there was unclaimed $$ in the delegator pool - which is claimed by the first delegator.
*/
const simulationParams = {
users,
numberOfPools: 3,
poolOperatorShares: [39, 59, 43],
stakeByPoolOperator: [
stakingWrapper.toBaseUnitAmount(42),
stakingWrapper.toBaseUnitAmount(84),
stakingWrapper.toBaseUnitAmount(97),
],
numberOfMakers: 6,
numberOfMakersPerPool: [1, 2, 3],
protocolFeesByMaker: [
// pool 1
stakingWrapper.toBaseUnitAmount(0.304958),
// pool 2
stakingWrapper.toBaseUnitAmount(3.2),
stakingWrapper.toBaseUnitAmount(12.123258),
// pool 3
stakingWrapper.toBaseUnitAmount(23.577),
stakingWrapper.toBaseUnitAmount(4.54522236),
stakingWrapper.toBaseUnitAmount(0)
],
numberOfDelegators: 3,
numberOfDelegatorsPerPool: [0, 0, 3],
stakeByDelegator: [
stakingWrapper.toBaseUnitAmount(17),
stakingWrapper.toBaseUnitAmount(75),
stakingWrapper.toBaseUnitAmount(90),
],
delegateInNextEpoch: true, // forces shadow eth
undelegateAtEnd: true, // profits are withdrawn as result of undelegating
expectedFeesByPool: [
stakingWrapper.toBaseUnitAmount(0.304958),
stakingWrapper.toBaseUnitAmount(15.323258),
stakingWrapper.toBaseUnitAmount(28.12222236),
],
expectedPayoutByPool: [
new BigNumber('4.75677'), // 4.756772362932728793619590327361600155564384201215274334070
new BigNumber('16.28130'), // 16.28130500394935316563988584956596823402223838026190634525
new BigNumber('20.31028'), // 20.31028447343014834523983759032242063760612769662934308289
],
expectedPayoutByPoolOperator: [
],
expectedMembersPayoutByPool: [
new BigNumber('2.9016297'), // (1 - 0.39) * 4.75677
new BigNumber('6.675333'), // (1 - 0.59) * 16.28130
new BigNumber('11.5768596'), // (1 - 0.43) * 20.31028
],
expectedPayoutByDelegator: [
new BigNumber('11.5768596'), // (1 - 0.43) * 20.31028
new BigNumber(0),
new BigNumber(0),
],
exchangeAddress: exchange,
};
const simulator = new Simulation(stakingWrapper, simulationParams);
await simulator.runAsync();
});
it.skip('Finalization with Protocol Fees and Delegation with shadow ETH (withdraw w/o undelegating)', async () => {
///// 1 SETUP POOLS /////
///// 2 PAY FEES /////
///// 3 VALIDATE FEES RECORDED FOR EACH POOL /////
///// 4 VALIDATE TOTAL FEES /////
///// 5 STAKE /////
///// 6 FINALIZE /////
///// 7 ADD DELEGATORS (Requires Shadow ETH) /////
///// 7 FINALIZE AGAIN /////
///// 7 CHECK PROFITS /////
// the expected payouts were computed by hand
/*
///// 10 CHECK DELEGATOR PAYOUT BY WITHDRAWING /////
{
const poolPayoutById = await Promise.all([
stakingWrapper.rewardVaultBalanceOfPoolAsync(poolIds[0]),
stakingWrapper.rewardVaultBalanceOfPoolAsync(poolIds[1]),
stakingWrapper.rewardVaultBalanceOfPoolAsync(poolIds[2]),
]);
const ethBalancesByDelegatorInit = await Promise.all([
stakingWrapper.getEthBalanceAsync(delegators[0]),
stakingWrapper.getEthBalanceAsync(delegators[1]),
stakingWrapper.getEthBalanceAsync(delegators[2]),
]);
await Promise.all([
stakingWrapper.withdrawTotalRewardAsync(poolIds[2], delegators[0]),
stakingWrapper.withdrawTotalRewardAsync(poolIds[2], delegators[1]),
stakingWrapper.withdrawTotalRewardAsync(poolIds[2], delegators[2]),
]);
const ethBalancesByDelegatorFinal = await Promise.all([
stakingWrapper.getEthBalanceAsync(delegators[0]),
stakingWrapper.getEthBalanceAsync(delegators[1]),
stakingWrapper.getEthBalanceAsync(delegators[2]),
]);
const rewardByDelegator = [
ethBalancesByDelegatorFinal[0].minus(ethBalancesByDelegatorInit[0]),
ethBalancesByDelegatorFinal[1].minus(ethBalancesByDelegatorInit[1]),
ethBalancesByDelegatorFinal[2].minus(ethBalancesByDelegatorInit[2]),
];
// In this case, there was already a pot of ETH in the delegator pool that nobody had claimed.
// The first delegator got to claim it all. This is due to the necessary conservation of payouts.
// When a new delegator arrives, their new stake should not affect existing delegator payouts.
// In this case, there was unclaimed $$ in the delegator pool - which is claimed by the first delegator.
const expectedRewardByDelegator = [
poolPayoutById[2],
new BigNumber(0),
new BigNumber(0),
];
expect(rewardByDelegator[0]).to.be.bignumber.equal(expectedRewardByDelegator[0]);
expect(rewardByDelegator[1]).to.be.bignumber.equal(expectedRewardByDelegator[1]);
expect(rewardByDelegator[2]).to.be.bignumber.equal(expectedRewardByDelegator[2]);
}
{
///// 10 CHECK DELEGATOR PAYOUT BY UNDELEGATING /////
const poolPayoutById = await Promise.all([
stakingWrapper.rewardVaultBalanceOfPoolAsync(poolIds[0]),
stakingWrapper.rewardVaultBalanceOfPoolAsync(poolIds[1]),
stakingWrapper.rewardVaultBalanceOfPoolAsync(poolIds[2]),
]);
const ethBalancesByDelegatorInit = await Promise.all([
stakingWrapper.getEthBalanceAsync(delegators[0]),
stakingWrapper.getEthBalanceAsync(delegators[1]),
stakingWrapper.getEthBalanceAsync(delegators[2]),
]);
await Promise.all([
stakingWrapper.deactivateAndTimelockDelegatedStakeAsync(delegators[0], poolIds[2], stakeByDelegator[0]),
stakingWrapper.deactivateAndTimelockDelegatedStakeAsync(delegators[1], poolIds[2], stakeByDelegator[1]),
stakingWrapper.deactivateAndTimelockDelegatedStakeAsync(delegators[2], poolIds[2], stakeByDelegator[2]),
]);
const ethBalancesByDelegatorFinal = await Promise.all([
stakingWrapper.getEthBalanceAsync(delegators[0]),
stakingWrapper.getEthBalanceAsync(delegators[1]),
stakingWrapper.getEthBalanceAsync(delegators[2]),
]);
const rewardByDelegator = [
ethBalancesByDelegatorFinal[0].minus(ethBalancesByDelegatorInit[0]),
ethBalancesByDelegatorFinal[1].minus(ethBalancesByDelegatorInit[1]),
ethBalancesByDelegatorFinal[2].minus(ethBalancesByDelegatorInit[2]),
];
// In this case, there was already a pot of ETH in the delegator pool that nobody had claimed.
// The first delegator got to claim it all. This is due to the necessary conservation of payouts.
// When a new delegator arrives, their new stake should not affect existing delegator payouts.
// In this case, there was unclaimed $$ in the delegator pool - which is claimed by the first delegator.
const expectedRewardByDelegator = [
new BigNumber(0),
new BigNumber(0),
new BigNumber(0),
];
expect(rewardByDelegator[0]).to.be.bignumber.equal(expectedRewardByDelegator[0]);
expect(rewardByDelegator[1]).to.be.bignumber.equal(expectedRewardByDelegator[1]);
expect(rewardByDelegator[2]).to.be.bignumber.equal(expectedRewardByDelegator[2]);
}
*/
});
it('Finalization with Protocol Fees and Delegation with shadow ETH (withdraw w/o undelegating)', async () => {
///// 0 DEPLOY EXCHANGE /////
await stakingWrapper.addExchangeAddressAsync(exchange);

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@@ -22,8 +22,8 @@ import { ERC20Wrapper, ERC20ProxyContract } from '@0x/contracts-asset-proxy';
import { StakingContract } from '../src';
import { StakerActor } from './actors/StakerActor';
import { DelegatorActor } from './actors/DelegatorActor';
import { StakerActor } from './actors/staker_actor';
import { DelegatorActor } from './actors/delegator_actor';
chaiSetup.configure();
const expect = chai.expect;

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@@ -0,0 +1,155 @@
import {
chaiSetup,
} from '@0x/contracts-test-utils';
import * as _ from 'lodash';
import * as chai from 'chai';
import { PoolOperatorActor } from '../actors/pool_operator_actor';
import { MakerActor } from '../actors/maker_actor';
import { BigNumber } from '@0x/utils';
import { SimulationParams } from './types';
import { StakingWrapper } from './staking_wrapper';
import { Queue } from './queue';
import { DelegatorActor } from '../actors/delegator_actor';
chaiSetup.configure();
const expect = chai.expect;
export class Simulation {
private readonly _stakingWrapper: StakingWrapper;
private readonly _p: SimulationParams;
private _userQueue: Queue<string>;
private _poolOperators: PoolOperatorActor[];
private _poolOperatorsAsDelegators: DelegatorActor[];
private _poolIds: string[];
private _makers: MakerActor[];
private _delegators: DelegatorActor[];
constructor(stakingWrapper: StakingWrapper, simulationParams: SimulationParams) {
this._stakingWrapper = stakingWrapper;
this._p = simulationParams;
this._userQueue = new Queue<string>();
this._poolOperators = [];
this._poolOperatorsAsDelegators = [];
this._poolIds = [];
this._makers = [];
this._delegators = [];
}
public async runAsync(): Promise<void> {
this._userQueue = new Queue<string>(this._p.users);
await this._stakingWrapper.addExchangeAddressAsync(this._p.exchangeAddress);
await this._setupPoolsAsync(this._p);
await this._setupMakersAsync(this._p);
await this._payProtocolFeesAsync(this._p);
if (this._p.delegateInNextEpoch) {
// this property forces the staking contracts to use shadow ether
await this._stakingWrapper.skipToNextEpochAsync();
}
await this._setupDelegatorsAsync(this._p);
await this._stakingWrapper.skipToNextEpochAsync();
// everyone has been paid out. check balances.
await this._assertVaultBalancesAsync(this._p);
}
private async _setupPoolsAsync(p: SimulationParams): Promise<void> {
for (const i in _.range(p.numberOfPools)) {
// create operator
const poolOperatorAddress = this._userQueue.popFront();
const poolOperator = new PoolOperatorActor(poolOperatorAddress, this._stakingWrapper);
this._poolOperators.push(poolOperator);
// create a pool id for this operator
const poolId = await poolOperator.createPoolAsync(p.poolOperatorShares[i]);
this._poolIds.push(poolId);
// each pool operator can also be a staker/delegator
const poolOperatorAsDelegator = new DelegatorActor(poolOperatorAddress, this._stakingWrapper);
this._poolOperatorsAsDelegators.push(poolOperatorAsDelegator);
// add stake to the operator's pool
const amountOfStake = p.stakeByPoolOperator[i];
await poolOperatorAsDelegator.depositAndStakeAsync(amountOfStake);
}
}
private async _setupMakersAsync(p: SimulationParams): Promise<void> {
// create makers
for (const i in _.range(p.numberOfMakers)) {
const makerAddress = this._userQueue.popFront();
const maker = new MakerActor(makerAddress, this._stakingWrapper);
this._makers.push(maker);
}
// add each maker to their respective pool
let makerIdx = 0;
let poolIdx = 0;
for (const numberOfMakersInPool of p.numberOfMakersPerPool) {
const poolId = this._poolIds[poolIdx];
const poolOperator = this._poolOperators[poolIdx];
for (const j in _.range(numberOfMakersInPool)) {
const maker = this._makers[makerIdx];
const makerApproval = maker.signApprovalForStakingPool(poolId);
const makerAddress = maker.getOwner();
await poolOperator.addMakerToPoolAsync(poolId, makerAddress, makerApproval.signature);
makerIdx += 1;
}
poolIdx += 1;
}
}
private async _setupDelegatorsAsync(p: SimulationParams): Promise<void> {
// create delegators
for (const i in _.range(p.numberOfDelegators)) {
const delegatorAddress = this._userQueue.popFront();
const delegator = new DelegatorActor(delegatorAddress, this._stakingWrapper);
this._delegators.push(delegator);
}
// delegate to pools
// currently each actor delegates to a single pool
let delegatorIdx = 0;
let poolIdx = 0;
for (const numberOfDelegatorsInPool of p.numberOfDelegatorsPerPool) {
const poolId = this._poolIds[poolIdx];
for (const j in _.range(numberOfDelegatorsInPool)) {
const delegator = this._delegators[delegatorIdx];
const amount = p.stakeByDelegator[delegatorIdx];
await delegator.depositAndDelegateAsync(poolId, amount);
delegatorIdx += 1;
}
poolIdx += 1;
}
}
private async _payProtocolFeesAsync(p: SimulationParams): Promise<void> {
// pay fees
for (const i in _.range(this._makers.length)) {
const maker = this._makers[i];
const makerAddress = maker.getOwner();
const feeAmount = p.protocolFeesByMaker[i];
await this._stakingWrapper.payProtocolFeeAsync(makerAddress, feeAmount, p.exchangeAddress);
}
// validate fees per pool
let expectedTotalFeesThisEpoch = new BigNumber(0);
for (const i in _.range(this._poolIds.length)) {
const poolId = this._poolIds[i];
const expectedFees = p.expectedFeesByPool[i];
const fees = await this._stakingWrapper.getProtocolFeesThisEpochByPoolAsync(poolId);
expect(fees, `fees for pool ${poolId}`).to.be.bignumber.equal(expectedFees);
expectedTotalFeesThisEpoch = expectedTotalFeesThisEpoch.plus(fees);
}
// validate total fees
const totalFeesThisEpoch = await this._stakingWrapper.getTotalProtocolFeesThisEpochAsync();
expect(expectedTotalFeesThisEpoch, 'total fees earned').to.be.bignumber.equal(totalFeesThisEpoch);
}
private async _assertVaultBalancesAsync(p: SimulationParams): Promise<void> {
for (const i in _.range(p.numberOfPools)) {
// check pool balance in vault
const poolId = this._poolIds[i];
const rewardVaultBalance = await this._stakingWrapper.rewardVaultBalanceOfAsync(poolId);
const rewardVaultBalanceTrimmed = this._stakingWrapper.trimFloat(this._stakingWrapper.toFloatingPoint(rewardVaultBalance, 18), 5);
const expectedRewardBalance = p.expectedPayoutByPool[i];
expect(rewardVaultBalanceTrimmed, `expected balance in vault for pool with id ${poolId}`).to.be.bignumber.equal(expectedRewardBalance);
// check operator's balance
const poolOperator = this._poolOperators[i];
}
}
}

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@@ -0,0 +1,37 @@
export class Queue<T> {
private _store: T[] = [];
constructor (store?: T[]) {
this._store = store !== undefined ? store : [];
}
public pushBack(val: T): void {
this._store.push(val);
}
public pushFront(val: T): void {
this._store.unshift(val);
}
public popFront(): T {
if (this._store.length === 0) {
throw new Error('Queue is empty');
}
return this._store.shift() as T;
}
public popBack(): T {
if (this._store.length === 0) {
throw new Error('Queue is empty');
}
const backElement = this._store.splice(-1, 1)[0];
return backElement;
}
public mergeBack(q: Queue<T>): void {
this._store = this._store.concat(q._store);
}
public mergeFront(q: Queue<T>): void {
this._store = q._store.concat(this._store);
}
public getStore(): T[] {
return this._store;
}
public peekFront(): T | undefined {
return this._store.length >= 0 ? this._store[0] : undefined;
}
}

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@@ -26,4 +26,24 @@ export interface DelegatorBalances extends StakerBalances {
delegatedStakeBalance: BigNumber;
stakeDelegatedToPoolByOwner: BigNumber[];
stakeDelegatedToPool: BigNumber[];
}
export interface SimulationParams {
users: string[],
numberOfPools: number,
poolOperatorShares: number[],
stakeByPoolOperator: BigNumber[],
numberOfMakers: number,
numberOfMakersPerPool: number[],
protocolFeesByMaker: BigNumber[],
numberOfDelegators: number,
numberOfDelegatorsPerPool: number[],
stakeByDelegator: BigNumber[],
expectedFeesByPool: BigNumber[],
expectedPayoutByPool: BigNumber[],
expectedPayoutByPoolOperator: BigNumber[],
expectedPayoutByDelegator: BigNumber[],
exchangeAddress: string,
delegateInNextEpoch: Boolean,
undelegateAtEnd: Boolean,
}

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@@ -22,8 +22,8 @@ import { ERC20Wrapper, ERC20ProxyContract } from '@0x/contracts-asset-proxy';
import { StakingContract } from '../src';
import { StakerActor } from './actors/StakerActor';
import { DelegatorActor } from './actors/DelegatorActor';
import { StakerActor } from './actors/staker_actor';
import { DelegatorActor } from './actors/delegator_actor';
chaiSetup.configure();
const expect = chai.expect;