Run all tests
This commit is contained in:
Greg Hysen
@@ -1,756 +0,0 @@
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import {
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chaiSetup,
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constants,
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expectTransactionFailedAsync,
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provider,
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txDefaults,
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web3Wrapper,
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} from '@0x/contracts-test-utils';
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import { DummyERC20TokenContract } from '@0x/contracts-erc20';
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import { BlockchainLifecycle } from '@0x/dev-utils';
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import { RevertReason } from '@0x/types';
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import { BigNumber } from '@0x/utils';
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import * as chai from 'chai';
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import { LogWithDecodedArgs } from 'ethereum-types';
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import * as _ from 'lodash';
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import { constants as stakingConstants } from './utils/constants';
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import { StakingWrapper } from './utils/staking_wrapper';
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import { ERC20Wrapper, ERC20ProxyContract } from '@0x/contracts-asset-proxy';
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import { StakingContract } from '../src';
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import { StakerActor } from './actors/staker_actor';
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import { DelegatorActor } from './actors/delegator_actor';
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import { SimulationParams } from './utils/types';
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import { Simulation } from './utils/Simulation';
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chaiSetup.configure();
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const expect = chai.expect;
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const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
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// tslint:disable:no-unnecessary-type-assertion
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describe.only('Rewards', () => {
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// constants
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const ZRX_TOKEN_DECIMALS = new BigNumber(18);
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// tokens & addresses
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let accounts: string[];
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let owner: string;
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let exchange: string;
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let users: string[];
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let zrxTokenContract: DummyERC20TokenContract;
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let erc20ProxyContract: ERC20ProxyContract;
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let stakers: string[];
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let makers: string[];
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let delegators: string[];
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// wrappers
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let stakingWrapper: StakingWrapper;
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let erc20Wrapper: ERC20Wrapper;
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// tests
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before(async () => {
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await blockchainLifecycle.startAsync();
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});
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after(async () => {
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await blockchainLifecycle.revertAsync();
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});
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before(async () => {
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// create accounts
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accounts = await web3Wrapper.getAvailableAddressesAsync();
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owner = accounts[0];
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exchange = accounts[1];
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users = accounts.slice(2);
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stakers = accounts.slice(2, 5);
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makers = accounts.slice(4, 10);
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users = [...users, ...users]; // maybe this'll work? Not sure lol.
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// deploy erc20 proxy
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erc20Wrapper = new ERC20Wrapper(provider, accounts, owner);
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erc20ProxyContract = await erc20Wrapper.deployProxyAsync();
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// deploy zrx token
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[zrxTokenContract] = await erc20Wrapper.deployDummyTokensAsync(1, ZRX_TOKEN_DECIMALS);
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await erc20Wrapper.setBalancesAndAllowancesAsync();
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// deploy staking contracts
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stakingWrapper = new StakingWrapper(provider, owner, erc20ProxyContract, zrxTokenContract, accounts);
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await stakingWrapper.deployAndConfigureContracts();
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});
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beforeEach(async () => {
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await blockchainLifecycle.startAsync();
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});
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afterEach(async () => {
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await blockchainLifecycle.revertAsync();
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});
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describe('Rewards', () => {
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it('Protocol Fees', async () => {
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///// 0 DEPLOY EXCHANGE /////
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await stakingWrapper.addExchangeAddressAsync(exchange);
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///// 1 SETUP POOLS /////
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const poolOperators = stakers.slice(0, 3);
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const operatorShares = [39, 59, 43];
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const poolIds = await Promise.all([
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stakingWrapper.createPoolAsync(poolOperators[0], operatorShares[0]),
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stakingWrapper.createPoolAsync(poolOperators[1], operatorShares[1]),
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stakingWrapper.createPoolAsync(poolOperators[2], operatorShares[2]),
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]);
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const makersByPoolId = [
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[
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makers[0],
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],
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[
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makers[1],
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makers[2]
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],
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[
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makers[3],
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makers[4],
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makers[5]
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],
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];
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const protocolFeesByMaker = [
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// pool 1 - adds up to protocolFeesByPoolId[0]
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stakingWrapper.toBaseUnitAmount(0.304958),
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// pool 2 - adds up to protocolFeesByPoolId[1]
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stakingWrapper.toBaseUnitAmount(3.2),
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stakingWrapper.toBaseUnitAmount(12.123258),
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// pool 3 - adds up to protocolFeesByPoolId[2]
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stakingWrapper.toBaseUnitAmount(23.577),
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stakingWrapper.toBaseUnitAmount(4.54522236),
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stakingWrapper.toBaseUnitAmount(0)
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];
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const makerSignatures = [
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// pool 0
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stakingWrapper.signApprovalForStakingPool(poolIds[0], makersByPoolId[0][0]).signature,
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// pool 1
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stakingWrapper.signApprovalForStakingPool(poolIds[1], makersByPoolId[1][0]).signature,
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stakingWrapper.signApprovalForStakingPool(poolIds[1], makersByPoolId[1][1]).signature,
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// pool 2
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stakingWrapper.signApprovalForStakingPool(poolIds[2], makersByPoolId[2][0]).signature,
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stakingWrapper.signApprovalForStakingPool(poolIds[2], makersByPoolId[2][1]).signature,
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stakingWrapper.signApprovalForStakingPool(poolIds[2], makersByPoolId[2][2]).signature,
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]
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await Promise.all([
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// pool 0
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stakingWrapper.addMakerToPoolAsync(poolIds[0], makersByPoolId[0][0], makerSignatures[0], poolOperators[0]),
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// pool 1
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stakingWrapper.addMakerToPoolAsync(poolIds[1], makersByPoolId[1][0], makerSignatures[1], poolOperators[1]),
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stakingWrapper.addMakerToPoolAsync(poolIds[1], makersByPoolId[1][1], makerSignatures[2], poolOperators[1]),
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// pool 2
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stakingWrapper.addMakerToPoolAsync(poolIds[2], makersByPoolId[2][0], makerSignatures[3], poolOperators[2]),
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stakingWrapper.addMakerToPoolAsync(poolIds[2], makersByPoolId[2][1], makerSignatures[4], poolOperators[2]),
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stakingWrapper.addMakerToPoolAsync(poolIds[2], makersByPoolId[2][2], makerSignatures[5], poolOperators[2]),
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]);
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///// 2 PAY FEES /////
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await Promise.all([
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// pool 0 - split into two payments
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stakingWrapper.payProtocolFeeAsync(makers[0], protocolFeesByMaker[0].div(2), exchange),
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stakingWrapper.payProtocolFeeAsync(makers[0], protocolFeesByMaker[0].div(2), exchange),
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// pool 1 - pay full amounts
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stakingWrapper.payProtocolFeeAsync(makers[1], protocolFeesByMaker[1], exchange),
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stakingWrapper.payProtocolFeeAsync(makers[2], protocolFeesByMaker[2], exchange),
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// pool 2 -- pay full amounts
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stakingWrapper.payProtocolFeeAsync(makers[3], protocolFeesByMaker[3], exchange),
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stakingWrapper.payProtocolFeeAsync(makers[4], protocolFeesByMaker[4], exchange),
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// maker 5 doesn't pay anything
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]);
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///// 3 VALIDATE FEES RECORDED FOR EACH POOL /////
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const recordedProtocolFeesByPool = await Promise.all([
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stakingWrapper.getProtocolFeesThisEpochByPoolAsync(poolIds[0]),
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stakingWrapper.getProtocolFeesThisEpochByPoolAsync(poolIds[1]),
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stakingWrapper.getProtocolFeesThisEpochByPoolAsync(poolIds[2]),
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]);
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expect(recordedProtocolFeesByPool[0]).to.be.bignumber.equal(protocolFeesByMaker[0]);
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expect(recordedProtocolFeesByPool[1]).to.be.bignumber.equal(protocolFeesByMaker[1].plus(protocolFeesByMaker[2]));
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expect(recordedProtocolFeesByPool[2]).to.be.bignumber.equal(protocolFeesByMaker[3].plus(protocolFeesByMaker[4]));
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///// 4 VALIDATE TOTAL FEES /////
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const recordedTotalProtocolFees = await stakingWrapper.getTotalProtocolFeesThisEpochAsync();
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const totalProtocolFeesAsNumber = _.sumBy(protocolFeesByMaker, (value: BigNumber) => {return value.toNumber()});
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const totalProtocolFees = new BigNumber(totalProtocolFeesAsNumber);
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expect(recordedTotalProtocolFees).to.be.bignumber.equal(totalProtocolFees);
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///// 5 TRY TO RECORD FEE FROM ADDRESS OTHER THAN 0x EXCHANGE /////
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await expectTransactionFailedAsync(
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stakingWrapper.payProtocolFeeAsync(makers[4], protocolFeesByMaker[4], owner),
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RevertReason.OnlyCallableByExchange
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);
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});
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it('Finalization with Protocol Fees (no delegators)', async () => {
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///// 0 DEPLOY EXCHANGE /////
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await stakingWrapper.addExchangeAddressAsync(exchange);
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///// 1 SETUP POOLS /////
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const poolOperators = stakers.slice(0, 3);
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const operatorShares = [100, 100, 100];
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const poolIds = await Promise.all([
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stakingWrapper.createPoolAsync(poolOperators[0], operatorShares[0]),
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stakingWrapper.createPoolAsync(poolOperators[1], operatorShares[1]),
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stakingWrapper.createPoolAsync(poolOperators[2], operatorShares[2]),
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]);
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const makersByPoolId = [
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[
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makers[0],
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],
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[
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makers[1],
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makers[2]
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],
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[
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makers[3],
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makers[4],
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makers[5]
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],
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];
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const protocolFeesByMaker = [
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// pool 1 - adds up to protocolFeesByPoolId[0]
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stakingWrapper.toBaseUnitAmount(0.304958),
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// pool 2 - adds up to protocolFeesByPoolId[1]
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stakingWrapper.toBaseUnitAmount(3.2),
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stakingWrapper.toBaseUnitAmount(12.123258),
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// pool 3 - adds up to protocolFeesByPoolId[2]
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stakingWrapper.toBaseUnitAmount(23.577),
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stakingWrapper.toBaseUnitAmount(4.54522236),
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stakingWrapper.toBaseUnitAmount(0)
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];
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const makerSignatures = [
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// pool 0
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stakingWrapper.signApprovalForStakingPool(poolIds[0], makersByPoolId[0][0]).signature,
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// pool 1
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stakingWrapper.signApprovalForStakingPool(poolIds[1], makersByPoolId[1][0]).signature,
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stakingWrapper.signApprovalForStakingPool(poolIds[1], makersByPoolId[1][1]).signature,
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// pool 2
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stakingWrapper.signApprovalForStakingPool(poolIds[2], makersByPoolId[2][0]).signature,
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stakingWrapper.signApprovalForStakingPool(poolIds[2], makersByPoolId[2][1]).signature,
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stakingWrapper.signApprovalForStakingPool(poolIds[2], makersByPoolId[2][2]).signature,
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]
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await Promise.all([
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// pool 0
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stakingWrapper.addMakerToPoolAsync(poolIds[0], makersByPoolId[0][0], makerSignatures[0], poolOperators[0]),
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// pool 1
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stakingWrapper.addMakerToPoolAsync(poolIds[1], makersByPoolId[1][0], makerSignatures[1], poolOperators[1]),
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stakingWrapper.addMakerToPoolAsync(poolIds[1], makersByPoolId[1][1], makerSignatures[2], poolOperators[1]),
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// pool 2
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stakingWrapper.addMakerToPoolAsync(poolIds[2], makersByPoolId[2][0], makerSignatures[3], poolOperators[2]),
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stakingWrapper.addMakerToPoolAsync(poolIds[2], makersByPoolId[2][1], makerSignatures[4], poolOperators[2]),
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stakingWrapper.addMakerToPoolAsync(poolIds[2], makersByPoolId[2][2], makerSignatures[5], poolOperators[2]),
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]);
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///// 2 PAY FEES /////
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await Promise.all([
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// pool 0 - split into two payments
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stakingWrapper.payProtocolFeeAsync(makers[0], protocolFeesByMaker[0].div(2), exchange),
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stakingWrapper.payProtocolFeeAsync(makers[0], protocolFeesByMaker[0].div(2), exchange),
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// pool 1 - pay full amounts
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stakingWrapper.payProtocolFeeAsync(makers[1], protocolFeesByMaker[1], exchange),
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stakingWrapper.payProtocolFeeAsync(makers[2], protocolFeesByMaker[2], exchange),
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// pool 2 -- pay full amounts
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stakingWrapper.payProtocolFeeAsync(makers[3], protocolFeesByMaker[3], exchange),
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stakingWrapper.payProtocolFeeAsync(makers[4], protocolFeesByMaker[4], exchange),
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// maker 5 doesn't pay anything
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]);
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///// 3 VALIDATE FEES RECORDED FOR EACH POOL /////
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const recordedProtocolFeesByPool = await Promise.all([
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stakingWrapper.getProtocolFeesThisEpochByPoolAsync(poolIds[0]),
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stakingWrapper.getProtocolFeesThisEpochByPoolAsync(poolIds[1]),
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stakingWrapper.getProtocolFeesThisEpochByPoolAsync(poolIds[2]),
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]);
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expect(recordedProtocolFeesByPool[0]).to.be.bignumber.equal(protocolFeesByMaker[0]);
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expect(recordedProtocolFeesByPool[1]).to.be.bignumber.equal(protocolFeesByMaker[1].plus(protocolFeesByMaker[2]));
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expect(recordedProtocolFeesByPool[2]).to.be.bignumber.equal(protocolFeesByMaker[3].plus(protocolFeesByMaker[4]));
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///// 4 VALIDATE TOTAL FEES /////
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const recordedTotalProtocolFees = await stakingWrapper.getTotalProtocolFeesThisEpochAsync();
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const totalProtocolFeesAsNumber = _.sumBy(protocolFeesByMaker, (value: BigNumber) => {return value.toNumber()});
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const totalProtocolFees = new BigNumber(totalProtocolFeesAsNumber);
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expect(recordedTotalProtocolFees).to.be.bignumber.equal(totalProtocolFees);
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///// 5 STAKE /////
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const stakeByPoolOperator = [
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stakingWrapper.toBaseUnitAmount(42),
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stakingWrapper.toBaseUnitAmount(84),
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stakingWrapper.toBaseUnitAmount(97),
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];
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await Promise.all([
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// pool 0
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stakingWrapper.depositAndStakeAsync(poolOperators[0], stakeByPoolOperator[0]),
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// pool 1
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stakingWrapper.depositAndStakeAsync(poolOperators[1], stakeByPoolOperator[1]),
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// pool 2
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stakingWrapper.depositAndStakeAsync(poolOperators[2], stakeByPoolOperator[2]),
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]);
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///// 6 FINALIZE /////
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await stakingWrapper.skipToNextEpochAsync();
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///// 7 CHECK PROFITS /////
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// the expected payouts were computed by hand
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// @TODO - get computations more accurate
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const expectedPayoutByPoolOperator = [
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new BigNumber('4.75677'), // 4.756772362932728793619590327361600155564384201215274334070
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new BigNumber('16.28130'), // 16.28130500394935316563988584956596823402223838026190634525
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new BigNumber('20.31028'), // 20.31028447343014834523983759032242063760612769662934308289
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];
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const payoutByPoolOperator = await Promise.all([
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stakingWrapper.rewardVaultBalanceOfAsync(poolIds[0]),
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stakingWrapper.rewardVaultBalanceOfAsync(poolIds[1]),
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stakingWrapper.rewardVaultBalanceOfAsync(poolIds[2]),
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]);
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const payoutAcurateToFiveDecimalsByPoolOperator = await Promise.all([
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stakingWrapper.trimFloat(stakingWrapper.toFloatingPoint(payoutByPoolOperator[0], 18), 5),
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stakingWrapper.trimFloat(stakingWrapper.toFloatingPoint(payoutByPoolOperator[1], 18), 5),
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stakingWrapper.trimFloat(stakingWrapper.toFloatingPoint(payoutByPoolOperator[2], 18), 5),
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]);
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expect(payoutAcurateToFiveDecimalsByPoolOperator[0]).to.be.bignumber.equal(expectedPayoutByPoolOperator[0]);
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expect(payoutAcurateToFiveDecimalsByPoolOperator[1]).to.be.bignumber.equal(expectedPayoutByPoolOperator[1]);
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expect(payoutAcurateToFiveDecimalsByPoolOperator[2]).to.be.bignumber.equal(expectedPayoutByPoolOperator[2]);
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///// 8 CHECK PROFITS VIA STAKING CONTRACT /////
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const payoutByPoolOperatorFromStakingContract = await Promise.all([
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stakingWrapper.getRewardBalanceAsync(poolIds[0]),
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stakingWrapper.getRewardBalanceAsync(poolIds[1]),
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stakingWrapper.getRewardBalanceAsync(poolIds[2]),
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]);
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expect(payoutByPoolOperatorFromStakingContract[0]).to.be.bignumber.equal(payoutByPoolOperator[0]);
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expect(payoutByPoolOperatorFromStakingContract[1]).to.be.bignumber.equal(payoutByPoolOperator[1]);
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expect(payoutByPoolOperatorFromStakingContract[2]).to.be.bignumber.equal(payoutByPoolOperator[2]);
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///// 9 WITHDRAW PROFITS VIA STAKING CONTRACT /////
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const initOperatorBalances = await Promise.all([
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stakingWrapper.getEthBalanceAsync(poolOperators[0]),
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stakingWrapper.getEthBalanceAsync(poolOperators[1]),
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stakingWrapper.getEthBalanceAsync(poolOperators[2]),
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]);
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await Promise.all([
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stakingWrapper.withdrawTotalOperatorRewardAsync(poolIds[0], poolOperators[0]),
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stakingWrapper.withdrawTotalOperatorRewardAsync(poolIds[1], poolOperators[1]),
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stakingWrapper.withdrawTotalOperatorRewardAsync(poolIds[2], poolOperators[2]),
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]);
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const finalOperatorBalances = await Promise.all([
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stakingWrapper.getEthBalanceAsync(poolOperators[0]),
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stakingWrapper.getEthBalanceAsync(poolOperators[1]),
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stakingWrapper.getEthBalanceAsync(poolOperators[2]),
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]);
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const payoutBalancesByOperator = [
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finalOperatorBalances[0].minus(initOperatorBalances[0]),
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finalOperatorBalances[1].minus(initOperatorBalances[1]),
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finalOperatorBalances[2].minus(initOperatorBalances[2]),
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];
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expect(payoutBalancesByOperator[0]).to.be.bignumber.equal(payoutByPoolOperator[0]);
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expect(payoutBalancesByOperator[1]).to.be.bignumber.equal(payoutByPoolOperator[1]);
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expect(payoutBalancesByOperator[2]).to.be.bignumber.equal(payoutByPoolOperator[2]);
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});
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it('Finalization with Protocol Fees and Delegation', async () => {
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///// 0 DEPLOY EXCHANGE /////
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await stakingWrapper.addExchangeAddressAsync(exchange);
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///// 1 SETUP POOLS /////
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const poolOperators = makers.slice(0, 3);
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const operatorShares = [39, 59, 43];
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const poolIds = await Promise.all([
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stakingWrapper.createPoolAsync(poolOperators[0], operatorShares[0]),
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stakingWrapper.createPoolAsync(poolOperators[1], operatorShares[1]),
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stakingWrapper.createPoolAsync(poolOperators[2], operatorShares[2]),
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]);
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const makersByPoolId = [
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[
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makers[0],
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],
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[
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makers[1],
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makers[2]
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],
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[
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makers[3],
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makers[4],
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makers[5]
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],
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];
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const protocolFeesByMaker = [
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// pool 1 - adds up to protocolFeesByPoolId[0]
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stakingWrapper.toBaseUnitAmount(0.304958),
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// pool 2 - adds up to protocolFeesByPoolId[1]
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stakingWrapper.toBaseUnitAmount(3.2),
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stakingWrapper.toBaseUnitAmount(12.123258),
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// pool 3 - adds up to protocolFeesByPoolId[2]
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stakingWrapper.toBaseUnitAmount(23.577),
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||||
stakingWrapper.toBaseUnitAmount(4.54522236),
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stakingWrapper.toBaseUnitAmount(0)
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||||
];
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const makerSignatures = [
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// pool 0
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stakingWrapper.signApprovalForStakingPool(poolIds[0], makersByPoolId[0][0]).signature,
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||||
// pool 1
|
||||
stakingWrapper.signApprovalForStakingPool(poolIds[1], makersByPoolId[1][0]).signature,
|
||||
stakingWrapper.signApprovalForStakingPool(poolIds[1], makersByPoolId[1][1]).signature,
|
||||
// pool 2
|
||||
stakingWrapper.signApprovalForStakingPool(poolIds[2], makersByPoolId[2][0]).signature,
|
||||
stakingWrapper.signApprovalForStakingPool(poolIds[2], makersByPoolId[2][1]).signature,
|
||||
stakingWrapper.signApprovalForStakingPool(poolIds[2], makersByPoolId[2][2]).signature,
|
||||
]
|
||||
await Promise.all([
|
||||
// pool 0
|
||||
stakingWrapper.addMakerToPoolAsync(poolIds[0], makersByPoolId[0][0], makerSignatures[0], poolOperators[0]),
|
||||
// pool 1
|
||||
stakingWrapper.addMakerToPoolAsync(poolIds[1], makersByPoolId[1][0], makerSignatures[1], poolOperators[1]),
|
||||
stakingWrapper.addMakerToPoolAsync(poolIds[1], makersByPoolId[1][1], makerSignatures[2], poolOperators[1]),
|
||||
// pool 2
|
||||
stakingWrapper.addMakerToPoolAsync(poolIds[2], makersByPoolId[2][0], makerSignatures[3], poolOperators[2]),
|
||||
stakingWrapper.addMakerToPoolAsync(poolIds[2], makersByPoolId[2][1], makerSignatures[4], poolOperators[2]),
|
||||
stakingWrapper.addMakerToPoolAsync(poolIds[2], makersByPoolId[2][2], makerSignatures[5], poolOperators[2]),
|
||||
]);
|
||||
///// 2 PAY FEES /////
|
||||
await Promise.all([
|
||||
// pool 0 - split into two payments
|
||||
stakingWrapper.payProtocolFeeAsync(makers[0], protocolFeesByMaker[0].div(2), exchange),
|
||||
stakingWrapper.payProtocolFeeAsync(makers[0], protocolFeesByMaker[0].div(2), exchange),
|
||||
// pool 1 - pay full amounts
|
||||
stakingWrapper.payProtocolFeeAsync(makers[1], protocolFeesByMaker[1], exchange),
|
||||
stakingWrapper.payProtocolFeeAsync(makers[2], protocolFeesByMaker[2], exchange),
|
||||
// pool 2 -- pay full amounts
|
||||
stakingWrapper.payProtocolFeeAsync(makers[3], protocolFeesByMaker[3], exchange),
|
||||
stakingWrapper.payProtocolFeeAsync(makers[4], protocolFeesByMaker[4], exchange),
|
||||
// maker 5 doesn't pay anything
|
||||
]);
|
||||
///// 3 VALIDATE FEES RECORDED FOR EACH POOL /////
|
||||
const recordedProtocolFeesByPool = await Promise.all([
|
||||
stakingWrapper.getProtocolFeesThisEpochByPoolAsync(poolIds[0]),
|
||||
stakingWrapper.getProtocolFeesThisEpochByPoolAsync(poolIds[1]),
|
||||
stakingWrapper.getProtocolFeesThisEpochByPoolAsync(poolIds[2]),
|
||||
]);
|
||||
expect(recordedProtocolFeesByPool[0]).to.be.bignumber.equal(protocolFeesByMaker[0]);
|
||||
expect(recordedProtocolFeesByPool[1]).to.be.bignumber.equal(protocolFeesByMaker[1].plus(protocolFeesByMaker[2]));
|
||||
expect(recordedProtocolFeesByPool[2]).to.be.bignumber.equal(protocolFeesByMaker[3].plus(protocolFeesByMaker[4]));
|
||||
///// 4 VALIDATE TOTAL FEES /////
|
||||
const recordedTotalProtocolFees = await stakingWrapper.getTotalProtocolFeesThisEpochAsync();
|
||||
const totalProtocolFeesAsNumber = _.sumBy(protocolFeesByMaker, (value: BigNumber) => {return value.toNumber()});
|
||||
const totalProtocolFees = new BigNumber(totalProtocolFeesAsNumber);
|
||||
expect(recordedTotalProtocolFees).to.be.bignumber.equal(totalProtocolFees);
|
||||
///// 5 STAKE /////
|
||||
const stakeByPoolOperator = [
|
||||
stakingWrapper.toBaseUnitAmount(42),
|
||||
stakingWrapper.toBaseUnitAmount(84),
|
||||
stakingWrapper.toBaseUnitAmount(97),
|
||||
];
|
||||
const totalStakeByPoolOperator = stakeByPoolOperator[0].plus(stakeByPoolOperator[1]).plus(stakeByPoolOperator[2]);
|
||||
await Promise.all([
|
||||
// pool 0
|
||||
stakingWrapper.depositAndStakeAsync(poolOperators[0], stakeByPoolOperator[0]),
|
||||
// pool 1
|
||||
stakingWrapper.depositAndStakeAsync(poolOperators[1], stakeByPoolOperator[1]),
|
||||
// pool 2
|
||||
stakingWrapper.depositAndStakeAsync(poolOperators[2], stakeByPoolOperator[2]),
|
||||
])
|
||||
|
||||
///// 6 Add some delegators to pool 2 /////
|
||||
const delegators = stakers.slice(0, 3);
|
||||
const stakeByDelegator = [
|
||||
stakingWrapper.toBaseUnitAmount(17),
|
||||
stakingWrapper.toBaseUnitAmount(75),
|
||||
stakingWrapper.toBaseUnitAmount(90),
|
||||
];
|
||||
const totalStakeByDelegators = stakeByDelegator[0].plus(stakeByDelegator[1]).plus(stakeByDelegator[2]);
|
||||
await Promise.all([
|
||||
stakingWrapper.depositAndDelegateAsync(delegators[0], poolIds[2], stakeByDelegator[0]),
|
||||
stakingWrapper.depositAndDelegateAsync(delegators[1], poolIds[2], stakeByDelegator[1]),
|
||||
stakingWrapper.depositAndDelegateAsync(delegators[2], poolIds[2], stakeByDelegator[2]),
|
||||
]);
|
||||
|
||||
///// 6 FINALIZE /////
|
||||
await stakingWrapper.skipToNextEpochAsync();
|
||||
|
||||
///// 7 CHECK PROFITS /////
|
||||
// the expected payouts were computed by hand
|
||||
// @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
|
||||
*/
|
||||
|
||||
const expectedPayoutByPoolOperator = [
|
||||
new BigNumber('2.89303'), // 2.8930364057678784829875695710382241749912199174798475
|
||||
new BigNumber('9.90218'), // 9.9021783083174087034787071054543342142019746753770943
|
||||
new BigNumber('28.16463'), // 28.164631904035798614670299155719067954180760345463798
|
||||
];
|
||||
|
||||
const payoutByPoolOperator = await Promise.all([
|
||||
stakingWrapper.rewardVaultBalanceOfAsync(poolIds[0]),
|
||||
stakingWrapper.rewardVaultBalanceOfAsync(poolIds[1]),
|
||||
stakingWrapper.rewardVaultBalanceOfAsync(poolIds[2]),
|
||||
]);
|
||||
|
||||
const payoutAcurateToFiveDecimalsByPoolOperator = await Promise.all([
|
||||
stakingWrapper.trimFloat(stakingWrapper.toFloatingPoint(payoutByPoolOperator[0], 18), 5),
|
||||
stakingWrapper.trimFloat(stakingWrapper.toFloatingPoint(payoutByPoolOperator[1], 18), 5),
|
||||
stakingWrapper.trimFloat(stakingWrapper.toFloatingPoint(payoutByPoolOperator[2], 18), 5),
|
||||
]);
|
||||
expect(payoutAcurateToFiveDecimalsByPoolOperator[0]).to.be.bignumber.equal(expectedPayoutByPoolOperator[0]);
|
||||
expect(payoutAcurateToFiveDecimalsByPoolOperator[1]).to.be.bignumber.equal(expectedPayoutByPoolOperator[1]);
|
||||
expect(payoutAcurateToFiveDecimalsByPoolOperator[2]).to.be.bignumber.equal(expectedPayoutByPoolOperator[2]);
|
||||
|
||||
///// 8 CHECK PROFITS VIA STAKING CONTRACT /////
|
||||
const payoutByPoolOperatorFromStakingContract = await Promise.all([
|
||||
stakingWrapper.getRewardBalanceAsync(poolIds[0]),
|
||||
stakingWrapper.getRewardBalanceAsync(poolIds[1]),
|
||||
stakingWrapper.getRewardBalanceAsync(poolIds[2]),
|
||||
]);
|
||||
expect(payoutByPoolOperatorFromStakingContract[0]).to.be.bignumber.equal(payoutByPoolOperator[0]);
|
||||
expect(payoutByPoolOperatorFromStakingContract[1]).to.be.bignumber.equal(payoutByPoolOperator[1]);
|
||||
expect(payoutByPoolOperatorFromStakingContract[2]).to.be.bignumber.equal(payoutByPoolOperator[2]);
|
||||
|
||||
|
||||
///// 8 CHECK DELEGATOR PROFITS /////
|
||||
const poolPayoutById = await Promise.all([
|
||||
stakingWrapper.getRewardBalanceOfPoolAsync(poolIds[0]),
|
||||
stakingWrapper.getRewardBalanceOfPoolAsync(poolIds[1]),
|
||||
stakingWrapper.getRewardBalanceOfPoolAsync(poolIds[2]),
|
||||
]);
|
||||
const expectedRewardByDelegator = [
|
||||
poolPayoutById[2].times(stakeByDelegator[0]).dividedToIntegerBy(totalStakeByDelegators),
|
||||
poolPayoutById[2].times(stakeByDelegator[1]).dividedToIntegerBy(totalStakeByDelegators),
|
||||
poolPayoutById[2].times(stakeByDelegator[2]).dividedToIntegerBy(totalStakeByDelegators),
|
||||
];
|
||||
|
||||
const rewardBalanceByDelegator = await Promise.all([
|
||||
stakingWrapper.computeRewardBalanceAsync(poolIds[2], delegators[0]),
|
||||
stakingWrapper.computeRewardBalanceAsync(poolIds[2], delegators[1]),
|
||||
stakingWrapper.computeRewardBalanceAsync(poolIds[2], delegators[2]),
|
||||
]);
|
||||
expect(rewardBalanceByDelegator[0]).to.to.bignumber.equal(expectedRewardByDelegator[0]);
|
||||
expect(rewardBalanceByDelegator[1]).to.to.bignumber.equal(expectedRewardByDelegator[1]);
|
||||
expect(rewardBalanceByDelegator[2]).to.to.bignumber.equal(expectedRewardByDelegator[2]);
|
||||
|
||||
///// 8 CHECK DELEGATOR BY UNDELEGATING /////
|
||||
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]),
|
||||
];
|
||||
expect(rewardByDelegator[0]).to.be.bignumber.equal(expectedRewardByDelegator[0]);
|
||||
expect(rewardByDelegator[1]).to.be.bignumber.equal(expectedRewardByDelegator[1]);
|
||||
// note that these may be slightly off due to rounding down on each entry
|
||||
// there is a carry over between calls, which we account for here.
|
||||
// if the last person to leave rounded down, then there is some trace amount left in the pool.
|
||||
// carry-over here is 00000000000000000002
|
||||
expect(rewardByDelegator[2]).to.be.bignumber.equal(expectedRewardByDelegator[2].plus('00000000000000000002', 10));
|
||||
|
||||
///// 9 CHECK OPERATOR PROFITS VIA STAKING CONTRACT /////
|
||||
const operatorPayoutByPoolOperatorFromStakingContract = await Promise.all([
|
||||
stakingWrapper.getRewardBalanceOfOperatorAsync(poolIds[0]),
|
||||
stakingWrapper.getRewardBalanceOfOperatorAsync(poolIds[1]),
|
||||
stakingWrapper.getRewardBalanceOfOperatorAsync(poolIds[2]),
|
||||
]);
|
||||
const expectedOperatorPayoutByPoolOperatorFromStakingContract = [
|
||||
payoutByPoolOperator[0].times(operatorShares[0]).plus(99).dividedToIntegerBy(100),
|
||||
payoutByPoolOperator[1].times(operatorShares[1]).plus(99).dividedToIntegerBy(100),
|
||||
payoutByPoolOperator[2].times(operatorShares[2]).plus(99).dividedToIntegerBy(100)
|
||||
];
|
||||
expect(operatorPayoutByPoolOperatorFromStakingContract[0]).to.be.bignumber.equal(expectedOperatorPayoutByPoolOperatorFromStakingContract[0]);
|
||||
expect(operatorPayoutByPoolOperatorFromStakingContract[1]).to.be.bignumber.equal(expectedOperatorPayoutByPoolOperatorFromStakingContract[1]);
|
||||
expect(operatorPayoutByPoolOperatorFromStakingContract[2]).to.be.bignumber.equal(expectedOperatorPayoutByPoolOperatorFromStakingContract[2]);
|
||||
|
||||
///// 10 WITHDRAW PROFITS VIA STAKING CONTRACT /////
|
||||
const initOperatorBalances = await Promise.all([
|
||||
stakingWrapper.getEthBalanceAsync(poolOperators[0]),
|
||||
stakingWrapper.getEthBalanceAsync(poolOperators[1]),
|
||||
stakingWrapper.getEthBalanceAsync(poolOperators[2]),
|
||||
]);
|
||||
await Promise.all([
|
||||
stakingWrapper.withdrawTotalOperatorRewardAsync(poolIds[0], poolOperators[0]),
|
||||
stakingWrapper.withdrawTotalOperatorRewardAsync(poolIds[1], poolOperators[1]),
|
||||
stakingWrapper.withdrawTotalOperatorRewardAsync(poolIds[2], poolOperators[2]),
|
||||
]);
|
||||
const finalOperatorBalances = await Promise.all([
|
||||
stakingWrapper.getEthBalanceAsync(poolOperators[0]),
|
||||
stakingWrapper.getEthBalanceAsync(poolOperators[1]),
|
||||
stakingWrapper.getEthBalanceAsync(poolOperators[2]),
|
||||
]);
|
||||
const payoutBalancesByOperator = [
|
||||
finalOperatorBalances[0].minus(initOperatorBalances[0]),
|
||||
finalOperatorBalances[1].minus(initOperatorBalances[1]),
|
||||
finalOperatorBalances[2].minus(initOperatorBalances[2]),
|
||||
];
|
||||
expect(payoutBalancesByOperator[0]).to.be.bignumber.equal(expectedOperatorPayoutByPoolOperatorFromStakingContract[0]);
|
||||
expect(payoutBalancesByOperator[1]).to.be.bignumber.equal(expectedOperatorPayoutByPoolOperatorFromStakingContract[1]);
|
||||
expect(payoutBalancesByOperator[2]).to.be.bignumber.equal(expectedOperatorPayoutByPoolOperatorFromStakingContract[2]);
|
||||
});
|
||||
|
||||
it.only('Finalization with Protocol Fees and Delegation with shadow ETH (withdraw reward by 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
|
||||
withdrawByUndelegating: 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: [
|
||||
new BigNumber('1.85514'), // 0.39 * 4.75677
|
||||
new BigNumber('9.60597'), // 0.59 * 16.28130
|
||||
new BigNumber('8.73342') // 0.43 * 20.31028
|
||||
],
|
||||
expectedMembersPayoutByPool: [
|
||||
new BigNumber('2.90163'), // (1 - 0.39) * 4.75677
|
||||
new BigNumber('6.67533'), // (1 - 0.59) * 16.28130
|
||||
new BigNumber('11.57686'), // (1 - 0.43) * 20.31028
|
||||
],
|
||||
expectedPayoutByDelegator: [
|
||||
new BigNumber('11.57686'), // (1 - 0.43) * 20.31028
|
||||
new BigNumber(0),
|
||||
new BigNumber(0),
|
||||
],
|
||||
exchangeAddress: exchange,
|
||||
};
|
||||
const simulator = new Simulation(stakingWrapper, simulationParams);
|
||||
await simulator.runAsync();
|
||||
});
|
||||
|
||||
it('Finalization with Protocol Fees and Delegation with shadow ETH (withdraw reward without 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
|
||||
withdrawByUndelegating: false, // profits are withdrawn without 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: [
|
||||
new BigNumber('1.85514'), // 0.39 * 4.75677
|
||||
new BigNumber('9.60597'), // 0.59 * 16.28130
|
||||
new BigNumber('8.73342') // 0.43 * 20.31028
|
||||
],
|
||||
expectedMembersPayoutByPool: [
|
||||
new BigNumber('2.90163'), // (1 - 0.39) * 4.75677
|
||||
new BigNumber('6.67533'), // (1 - 0.59) * 16.28130
|
||||
new BigNumber('11.57686'), // (1 - 0.43) * 20.31028
|
||||
],
|
||||
expectedPayoutByDelegator: [
|
||||
new BigNumber('11.57686'), // (1 - 0.43) * 20.31028
|
||||
new BigNumber(0),
|
||||
new BigNumber(0),
|
||||
],
|
||||
exchangeAddress: exchange,
|
||||
|
||||
};
|
||||
const simulator = new Simulation(stakingWrapper, simulationParams);
|
||||
await simulator.runAsync();
|
||||
});
|
||||
});
|
||||
});
|
||||
// tslint:enable:no-unnecessary-type-assertion
|
||||
395
contracts/staking/test/simulations_test.ts
Normal file
395
contracts/staking/test/simulations_test.ts
Normal file
@@ -0,0 +1,395 @@
|
||||
import {
|
||||
chaiSetup,
|
||||
constants,
|
||||
expectTransactionFailedAsync,
|
||||
provider,
|
||||
txDefaults,
|
||||
web3Wrapper,
|
||||
} from '@0x/contracts-test-utils';
|
||||
import { DummyERC20TokenContract } from '@0x/contracts-erc20';
|
||||
import { BlockchainLifecycle } from '@0x/dev-utils';
|
||||
import { RevertReason } from '@0x/types';
|
||||
import { BigNumber } from '@0x/utils';
|
||||
import * as chai from 'chai';
|
||||
import { LogWithDecodedArgs } from 'ethereum-types';
|
||||
import * as _ from 'lodash';
|
||||
|
||||
import { constants as stakingConstants } from './utils/constants';
|
||||
|
||||
import { StakingWrapper } from './utils/staking_wrapper';
|
||||
|
||||
import { ERC20Wrapper, ERC20ProxyContract } from '@0x/contracts-asset-proxy';
|
||||
import { StakingContract } from '../src';
|
||||
|
||||
|
||||
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('End-To-End Simulations', () => {
|
||||
// constants
|
||||
const ZRX_TOKEN_DECIMALS = new BigNumber(18);
|
||||
// tokens & addresses
|
||||
let accounts: string[];
|
||||
let owner: string;
|
||||
let exchange: 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;
|
||||
// tests
|
||||
before(async () => {
|
||||
await blockchainLifecycle.startAsync();
|
||||
});
|
||||
after(async () => {
|
||||
await blockchainLifecycle.revertAsync();
|
||||
});
|
||||
before(async () => {
|
||||
// create accounts
|
||||
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();
|
||||
// deploy zrx token
|
||||
[zrxTokenContract] = await erc20Wrapper.deployDummyTokensAsync(1, ZRX_TOKEN_DECIMALS);
|
||||
await erc20Wrapper.setBalancesAndAllowancesAsync();
|
||||
// deploy staking contracts
|
||||
stakingWrapper = new StakingWrapper(provider, owner, erc20ProxyContract, zrxTokenContract, accounts);
|
||||
await stakingWrapper.deployAndConfigureContracts();
|
||||
});
|
||||
beforeEach(async () => {
|
||||
await blockchainLifecycle.startAsync();
|
||||
});
|
||||
afterEach(async () => {
|
||||
await blockchainLifecycle.revertAsync();
|
||||
});
|
||||
describe('Simulations', () => {
|
||||
it('Should successfully simulate (no delegators / no shadow balances)', async () => {
|
||||
// @TODO - get computations more accurate
|
||||
const simulationParams = {
|
||||
users,
|
||||
numberOfPools: 3,
|
||||
poolOperatorShares: [100, 100, 100],
|
||||
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: 0,
|
||||
numberOfDelegatorsPerPool: [0, 0, 0],
|
||||
stakeByDelegator: [],
|
||||
delegateInNextEpoch: false, // no shadow eth
|
||||
withdrawByUndelegating: false, // profits are withdrawn without 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: [
|
||||
new BigNumber('4.75677'), // 4.756772362932728793619590327361600155564384201215274334070
|
||||
new BigNumber('16.28130'), // 16.28130500394935316563988584956596823402223838026190634525
|
||||
new BigNumber('20.31028'), // 20.31028447343014834523983759032242063760612769662934308289
|
||||
],
|
||||
expectedMembersPayoutByPool: [
|
||||
new BigNumber('0'),
|
||||
new BigNumber('0'),
|
||||
new BigNumber('0'),
|
||||
],
|
||||
expectedPayoutByDelegator: [],
|
||||
exchangeAddress: exchange,
|
||||
|
||||
};
|
||||
const simulator = new Simulation(stakingWrapper, simulationParams);
|
||||
await simulator.runAsync();
|
||||
});
|
||||
|
||||
it('Should successfully simulate (delegators withdraw by undeleating / no shadow balances)', async () => {
|
||||
// @TODO - get computations more accurate
|
||||
/*
|
||||
\ // the expected payouts were computed by hand
|
||||
// @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
|
||||
*/
|
||||
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: false, // delegated stake is included in payout computation + no shadow ether
|
||||
withdrawByUndelegating: false, // profits are withdrawn without undelegating
|
||||
expectedFeesByPool: [
|
||||
stakingWrapper.toBaseUnitAmount(0.304958),
|
||||
stakingWrapper.toBaseUnitAmount(15.323258),
|
||||
stakingWrapper.toBaseUnitAmount(28.12222236),
|
||||
],
|
||||
expectedPayoutByPool: [
|
||||
new BigNumber('2.89303'), // 2.8930364057678784829875695710382241749912199174798475
|
||||
new BigNumber('9.90218'), // 9.9021783083174087034787071054543342142019746753770943
|
||||
new BigNumber('28.16463'), // 28.164631904035798614670299155719067954180760345463798
|
||||
],
|
||||
expectedPayoutByPoolOperator: [
|
||||
new BigNumber('1.12828'), // 0.39 * 2.89303
|
||||
new BigNumber('5.84228'), // 0.59 * 9.90218
|
||||
new BigNumber('12.11079') // 0.43 * 28.16463
|
||||
],
|
||||
expectedMembersPayoutByPool: [
|
||||
new BigNumber('1.76475'), // (1 - 0.39) * 2.89303
|
||||
new BigNumber('4.05989'), // (1 - 0.59) * 9.90218
|
||||
new BigNumber('16.05383'), // (1 - 0.43) * 28.16463
|
||||
],
|
||||
expectedPayoutByDelegator: [
|
||||
// note that the on-chain values may be slightly different due to rounding down on each entry
|
||||
// there is a carry over between calls, which we account for here. the result is that delegators
|
||||
// who withdraw later on will scoop up any rounding spillover from those who have already withdrawn.
|
||||
new BigNumber('1.49953'), // (17 / 182) * 16.05383
|
||||
new BigNumber('6.61559'), // (75 / 182) * 16.05383
|
||||
new BigNumber('7.93871'), // (90 / 182) * 16.05383
|
||||
],
|
||||
exchangeAddress: exchange,
|
||||
};
|
||||
const simulator = new Simulation(stakingWrapper, simulationParams);
|
||||
await simulator.runAsync();
|
||||
});
|
||||
|
||||
it('Should successfully simulate (delegators withdraw by undelegating / includes shadow balances / delegators enter after reward payouts)', 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, // delegated stake is included in payout computation + forces shadow eth
|
||||
withdrawByUndelegating: 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: [
|
||||
new BigNumber('1.85514'), // 0.39 * 4.75677
|
||||
new BigNumber('9.60597'), // 0.59 * 16.28130
|
||||
new BigNumber('8.73342') // 0.43 * 20.31028
|
||||
],
|
||||
expectedMembersPayoutByPool: [
|
||||
new BigNumber('2.90163'), // (1 - 0.39) * 4.75677
|
||||
new BigNumber('6.67533'), // (1 - 0.59) * 16.28130
|
||||
new BigNumber('11.57686'), // (1 - 0.43) * 20.31028
|
||||
],
|
||||
expectedPayoutByDelegator: [
|
||||
new BigNumber('11.57686'), // (1 - 0.43) * 20.31028
|
||||
new BigNumber(0),
|
||||
new BigNumber(0),
|
||||
],
|
||||
exchangeAddress: exchange,
|
||||
};
|
||||
const simulator = new Simulation(stakingWrapper, simulationParams);
|
||||
await simulator.runAsync();
|
||||
});
|
||||
|
||||
it('Should successfully simulate (delegators withdraw without undelegating / includes shadow balances / delegators enter after reward payouts)', 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, // delegated stake is included in payout computation + forces shadow eth
|
||||
withdrawByUndelegating: false, // profits are withdrawn without 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: [
|
||||
new BigNumber('1.85514'), // 0.39 * 4.75677
|
||||
new BigNumber('9.60597'), // 0.59 * 16.28130
|
||||
new BigNumber('8.73342') // 0.43 * 20.31028
|
||||
],
|
||||
expectedMembersPayoutByPool: [
|
||||
new BigNumber('2.90163'), // (1 - 0.39) * 4.75677
|
||||
new BigNumber('6.67533'), // (1 - 0.59) * 16.28130
|
||||
new BigNumber('11.57686'), // (1 - 0.43) * 20.31028
|
||||
],
|
||||
expectedPayoutByDelegator: [
|
||||
new BigNumber('11.57686'), // (1 - 0.43) * 20.31028
|
||||
new BigNumber(0),
|
||||
new BigNumber(0),
|
||||
],
|
||||
exchangeAddress: exchange,
|
||||
|
||||
};
|
||||
const simulator = new Simulation(stakingWrapper, simulationParams);
|
||||
await simulator.runAsync();
|
||||
});
|
||||
|
||||
it('Should not be able to record a protocol fee from an unknown exchange', async () => {
|
||||
const makerAddress = users[1];
|
||||
const protocolFee = new BigNumber(1);
|
||||
await expectTransactionFailedAsync(
|
||||
stakingWrapper.payProtocolFeeAsync(makerAddress, protocolFee, owner),
|
||||
RevertReason.OnlyCallableByExchange
|
||||
);
|
||||
});
|
||||
});
|
||||
});
|
||||
// tslint:enable:no-unnecessary-type-assertion
|
||||
@@ -1,7 +1,9 @@
|
||||
import * as _ from 'lodash';
|
||||
|
||||
export class Queue<T> {
|
||||
private _store: T[] = [];
|
||||
constructor (store?: T[]) {
|
||||
this._store = store !== undefined ? store : [];
|
||||
this._store = store !== undefined ? _.cloneDeep(store) : [];
|
||||
}
|
||||
public pushBack(val: T): void {
|
||||
this._store.push(val);
|
||||
|
||||
Reference in New Issue
Block a user