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feat: Enable partial Native order fills. Union intermediary tokens (#309)

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* feat: Enable partial Native order fills

* change intermediary tokens to be a UNION.

Hint to cvxCRV and CRV

* Pin asset-swapper to use contracts-zero-ex 0.27.0 for now

* feat: Retire Eth2Dai/Oasis
This commit is contained in:
Jacob Evans
2021-08-19 15:21:23 +10:00
committed by GitHub
parent 68656b4a4d
commit 9727f0cebe
18 changed files with 105 additions and 778 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
packages/asset-swapper/test/artifacts.ts
View File

@@ -15,12 +15,10 @@ import * as DODOSampler from '../test/generated-artifacts/DODOSampler.json';
import * as DODOV2Sampler from '../test/generated-artifacts/DODOV2Sampler.json';
import * as DummyLiquidityProvider from '../test/generated-artifacts/DummyLiquidityProvider.json';
import * as ERC20BridgeSampler from '../test/generated-artifacts/ERC20BridgeSampler.json';
import * as Eth2DaiSampler from '../test/generated-artifacts/Eth2DaiSampler.json';
import * as FakeTaker from '../test/generated-artifacts/FakeTaker.json';
import * as IBalancer from '../test/generated-artifacts/IBalancer.json';
import * as IBancor from '../test/generated-artifacts/IBancor.json';
import * as ICurve from '../test/generated-artifacts/ICurve.json';
import * as IEth2Dai from '../test/generated-artifacts/IEth2Dai.json';
import * as IKyberNetwork from '../test/generated-artifacts/IKyberNetwork.json';
import * as IMooniswap from '../test/generated-artifacts/IMooniswap.json';
import * as IMStable from '../test/generated-artifacts/IMStable.json';
@@ -58,7 +56,6 @@ export const artifacts = {
DODOSampler: DODOSampler as ContractArtifact,
DODOV2Sampler: DODOV2Sampler as ContractArtifact,
ERC20BridgeSampler: ERC20BridgeSampler as ContractArtifact,
Eth2DaiSampler: Eth2DaiSampler as ContractArtifact,
FakeTaker: FakeTaker as ContractArtifact,
KyberDmmSampler: KyberDmmSampler as ContractArtifact,
KyberSampler: KyberSampler as ContractArtifact,
@@ -80,7 +77,6 @@ export const artifacts = {
IBalancer: IBalancer as ContractArtifact,
IBancor: IBancor as ContractArtifact,
ICurve: ICurve as ContractArtifact,
IEth2Dai: IEth2Dai as ContractArtifact,
IKyberNetwork: IKyberNetwork as ContractArtifact,
IMStable: IMStable as ContractArtifact,
IMooniswap: IMooniswap as ContractArtifact,

223
packages/asset-swapper/test/contracts/erc20_bridge_sampler_test.ts
View File

@@ -27,7 +27,6 @@ blockchainTests('erc20-bridge-sampler', env => {
const MAX_DECIMALS = 20;
const WETH_ADDRESS = '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2';
const KYBER_SALT = '0x0ff3ca9d46195c39f9a12afb74207b4970349fb3cfb1e459bbf170298d326bc7';
const ETH2DAI_SALT = '0xb713b61bb9bb2958a0f5d1534b21e94fc68c4c0c034b0902ed844f2f6cd1b4f7';
const UNISWAP_BASE_SALT = '0x1d6a6a0506b0b4a554b907a4c29d9f4674e461989d9c1921feb17b26716385ab';
const UNISWAP_V2_SALT = '0xadc7fcb33c735913b8635927e66896b356a53a912ab2ceff929e60a04b53b3c1';
const INVALID_TOKEN_PAIR_ERROR = 'ERC20BridgeSampler/INVALID_TOKEN_PAIR';
@@ -36,7 +35,6 @@ blockchainTests('erc20-bridge-sampler', env => {
const INTERMEDIATE_TOKEN = randomAddress();
const KYBER_RESERVE_OFFSET = new BigNumber(0);
let KYBER_ADDRESS = '';
let ETH2DAI_ADDRESS = '';
let UNISWAP_ADDRESS = '';
let UNISWAP_V2_ROUTER = '';
@@ -49,7 +47,6 @@ blockchainTests('erc20-bridge-sampler', env => {
);
UNISWAP_V2_ROUTER = await testContract.uniswapV2Router().callAsync();
KYBER_ADDRESS = await testContract.kyber().callAsync();
ETH2DAI_ADDRESS = await testContract.eth2Dai().callAsync();
UNISWAP_ADDRESS = await testContract.uniswap().callAsync();
});
@@ -152,15 +149,8 @@ blockchainTests('erc20-bridge-sampler', env => {
for (const source of sources) {
const sampleOutputs = [];
for (const amount of sampleAmounts) {
if (source === 'Kyber' || source === 'Eth2Dai') {
sampleOutputs.push(
getDeterministicSellQuote(
source === 'Kyber' ? KYBER_SALT : ETH2DAI_SALT,
sellToken,
buyToken,
amount,
),
);
if (source === 'Kyber') {
sampleOutputs.push(getDeterministicSellQuote(KYBER_SALT, sellToken, buyToken, amount));
} else if (source === 'Uniswap') {
sampleOutputs.push(getDeterministicUniswapSellQuote(sellToken, buyToken, amount));
}
@@ -180,15 +170,8 @@ blockchainTests('erc20-bridge-sampler', env => {
for (const source of sources) {
const sampleOutputs = [];
for (const amount of sampleAmounts) {
if (source === 'Kyber' || source === 'Eth2Dai') {
sampleOutputs.push(
getDeterministicBuyQuote(
source === 'Kyber' ? KYBER_SALT : ETH2DAI_SALT,
sellToken,
buyToken,
amount,
),
);
if (source === 'Kyber') {
sampleOutputs.push(getDeterministicBuyQuote(KYBER_SALT, sellToken, buyToken, amount));
} else if (source === 'Uniswap') {
sampleOutputs.push(getDeterministicUniswapBuyQuote(sellToken, buyToken, amount));
}
@@ -510,156 +493,6 @@ blockchainTests('erc20-bridge-sampler', env => {
});
});
blockchainTests.resets('sampleSellsFromEth2Dai()', () => {
before(async () => {
await testContract.createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN]).awaitTransactionSuccessAsync();
});
it('throws if tokens are the same', async () => {
const tx = testContract.sampleSellsFromEth2Dai(ETH2DAI_ADDRESS, MAKER_TOKEN, MAKER_TOKEN, []).callAsync();
return expect(tx).to.revertWith(INVALID_TOKEN_PAIR_ERROR);
});
it('can return no quotes', async () => {
const quotes = await testContract
.sampleSellsFromEth2Dai(ETH2DAI_ADDRESS, TAKER_TOKEN, MAKER_TOKEN, [])
.callAsync();
expect(quotes).to.deep.eq([]);
});
it('can quote token -> token', async () => {
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
const [expectedQuotes] = getDeterministicSellQuotes(TAKER_TOKEN, MAKER_TOKEN, ['Eth2Dai'], sampleAmounts);
const quotes = await testContract
.sampleSellsFromEth2Dai(ETH2DAI_ADDRESS, TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
.callAsync();
expect(quotes).to.deep.eq(expectedQuotes);
});
it('returns zero if token -> token fails', async () => {
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
await enableFailTriggerAsync();
const quotes = await testContract
.sampleSellsFromEth2Dai(ETH2DAI_ADDRESS, TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
.callAsync();
expect(quotes).to.deep.eq(expectedQuotes);
});
it('can quote token -> ETH', async () => {
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
const [expectedQuotes] = getDeterministicSellQuotes(TAKER_TOKEN, WETH_ADDRESS, ['Eth2Dai'], sampleAmounts);
const quotes = await testContract
.sampleSellsFromEth2Dai(ETH2DAI_ADDRESS, TAKER_TOKEN, WETH_ADDRESS, sampleAmounts)
.callAsync();
expect(quotes).to.deep.eq(expectedQuotes);
});
it('returns zero if token -> ETH fails', async () => {
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
await enableFailTriggerAsync();
const quotes = await testContract
.sampleSellsFromEth2Dai(ETH2DAI_ADDRESS, TAKER_TOKEN, WETH_ADDRESS, sampleAmounts)
.callAsync();
expect(quotes).to.deep.eq(expectedQuotes);
});
it('can quote ETH -> token', async () => {
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
const [expectedQuotes] = getDeterministicSellQuotes(WETH_ADDRESS, TAKER_TOKEN, ['Eth2Dai'], sampleAmounts);
const quotes = await testContract
.sampleSellsFromEth2Dai(ETH2DAI_ADDRESS, WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
.callAsync();
expect(quotes).to.deep.eq(expectedQuotes);
});
it('returns zero if ETH -> token fails', async () => {
const sampleAmounts = getSampleAmounts(TAKER_TOKEN);
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
await enableFailTriggerAsync();
const quotes = await testContract
.sampleSellsFromEth2Dai(ETH2DAI_ADDRESS, WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
.callAsync();
expect(quotes).to.deep.eq(expectedQuotes);
});
});
blockchainTests.resets('sampleBuysFromEth2Dai()', () => {
before(async () => {
await testContract.createTokenExchanges([MAKER_TOKEN, TAKER_TOKEN]).awaitTransactionSuccessAsync();
});
it('throws if tokens are the same', async () => {
const tx = testContract.sampleBuysFromEth2Dai(ETH2DAI_ADDRESS, MAKER_TOKEN, MAKER_TOKEN, []).callAsync();
return expect(tx).to.revertWith(INVALID_TOKEN_PAIR_ERROR);
});
it('can return no quotes', async () => {
const quotes = await testContract
.sampleBuysFromEth2Dai(ETH2DAI_ADDRESS, TAKER_TOKEN, MAKER_TOKEN, [])
.callAsync();
expect(quotes).to.deep.eq([]);
});
it('can quote token -> token', async () => {
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
const [expectedQuotes] = getDeterministicBuyQuotes(TAKER_TOKEN, MAKER_TOKEN, ['Eth2Dai'], sampleAmounts);
const quotes = await testContract
.sampleBuysFromEth2Dai(ETH2DAI_ADDRESS, TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
.callAsync();
expect(quotes).to.deep.eq(expectedQuotes);
});
it('returns zero if token -> token fails', async () => {
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
await enableFailTriggerAsync();
const quotes = await testContract
.sampleBuysFromEth2Dai(ETH2DAI_ADDRESS, TAKER_TOKEN, MAKER_TOKEN, sampleAmounts)
.callAsync();
expect(quotes).to.deep.eq(expectedQuotes);
});
it('can quote token -> ETH', async () => {
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
const [expectedQuotes] = getDeterministicBuyQuotes(TAKER_TOKEN, WETH_ADDRESS, ['Eth2Dai'], sampleAmounts);
const quotes = await testContract
.sampleBuysFromEth2Dai(ETH2DAI_ADDRESS, TAKER_TOKEN, WETH_ADDRESS, sampleAmounts)
.callAsync();
expect(quotes).to.deep.eq(expectedQuotes);
});
it('returns zero if token -> ETH fails', async () => {
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
await enableFailTriggerAsync();
const quotes = await testContract
.sampleBuysFromEth2Dai(ETH2DAI_ADDRESS, TAKER_TOKEN, WETH_ADDRESS, sampleAmounts)
.callAsync();
expect(quotes).to.deep.eq(expectedQuotes);
});
it('can quote ETH -> token', async () => {
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
const [expectedQuotes] = getDeterministicBuyQuotes(WETH_ADDRESS, TAKER_TOKEN, ['Eth2Dai'], sampleAmounts);
const quotes = await testContract
.sampleBuysFromEth2Dai(ETH2DAI_ADDRESS, WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
.callAsync();
expect(quotes).to.deep.eq(expectedQuotes);
});
it('returns zero if ETH -> token fails', async () => {
const sampleAmounts = getSampleAmounts(MAKER_TOKEN);
const expectedQuotes = _.times(sampleAmounts.length, () => constants.ZERO_AMOUNT);
await enableFailTriggerAsync();
const quotes = await testContract
.sampleBuysFromEth2Dai(ETH2DAI_ADDRESS, WETH_ADDRESS, TAKER_TOKEN, sampleAmounts)
.callAsync();
expect(quotes).to.deep.eq(expectedQuotes);
});
});
blockchainTests.resets('sampleSellsFromUniswap()', () => {
const UNISWAP_ETH_ADDRESS = NULL_ADDRESS;
before(async () => {
@@ -1094,35 +927,15 @@ blockchainTests('erc20-bridge-sampler', env => {
.sampleSellsFromUniswapV2(UNISWAP_V2_ROUTER, uniswapV2SecondHopPath, [constants.ZERO_AMOUNT])
.getABIEncodedTransactionData();
const eth2DaiFirstHop = testContract
.sampleSellsFromEth2Dai(ETH2DAI_ADDRESS, TAKER_TOKEN, INTERMEDIATE_TOKEN, [constants.ZERO_AMOUNT])
.getABIEncodedTransactionData();
const eth2DaiSecondHop = testContract
.sampleSellsFromEth2Dai(ETH2DAI_ADDRESS, INTERMEDIATE_TOKEN, MAKER_TOKEN, [constants.ZERO_AMOUNT])
.getABIEncodedTransactionData();
const firstHopQuotes = [
getDeterministicSellQuote(ETH2DAI_SALT, TAKER_TOKEN, INTERMEDIATE_TOKEN, sellAmount),
getDeterministicUniswapV2SellQuote(uniswapV2FirstHopPath, sellAmount),
];
const firstHopQuotes = [getDeterministicUniswapV2SellQuote(uniswapV2FirstHopPath, sellAmount)];
const expectedIntermediateAssetAmount = BigNumber.max(...firstHopQuotes);
const secondHopQuotes = [
getDeterministicSellQuote(
ETH2DAI_SALT,
INTERMEDIATE_TOKEN,
MAKER_TOKEN,
expectedIntermediateAssetAmount,
),
getDeterministicUniswapV2SellQuote(uniswapV2SecondHopPath, expectedIntermediateAssetAmount),
];
const expectedBuyAmount = BigNumber.max(...secondHopQuotes);
const [firstHop, secondHop, buyAmount] = await testContract
.sampleTwoHopSell(
[eth2DaiFirstHop, uniswapV2FirstHop],
[eth2DaiSecondHop, uniswapV2SecondHop],
sellAmount,
)
.sampleTwoHopSell([uniswapV2FirstHop], [uniswapV2SecondHop], sellAmount)
.callAsync();
expect(firstHop.sourceIndex, 'First hop source index').to.bignumber.equal(
firstHopQuotes.findIndex(quote => quote.isEqualTo(expectedIntermediateAssetAmount)),
@@ -1145,36 +958,16 @@ blockchainTests('erc20-bridge-sampler', env => {
.sampleBuysFromUniswapV2(UNISWAP_V2_ROUTER, uniswapV2SecondHopPath, [constants.ZERO_AMOUNT])
.getABIEncodedTransactionData();
const eth2DaiFirstHop = testContract
.sampleBuysFromEth2Dai(ETH2DAI_ADDRESS, TAKER_TOKEN, INTERMEDIATE_TOKEN, [constants.ZERO_AMOUNT])
.getABIEncodedTransactionData();
const eth2DaiSecondHop = testContract
.sampleBuysFromEth2Dai(ETH2DAI_ADDRESS, INTERMEDIATE_TOKEN, MAKER_TOKEN, [constants.ZERO_AMOUNT])
.getABIEncodedTransactionData();
const secondHopQuotes = [
getDeterministicBuyQuote(ETH2DAI_SALT, INTERMEDIATE_TOKEN, MAKER_TOKEN, buyAmount),
getDeterministicUniswapV2BuyQuote(uniswapV2SecondHopPath, buyAmount),
];
const secondHopQuotes = [getDeterministicUniswapV2BuyQuote(uniswapV2SecondHopPath, buyAmount)];
const expectedIntermediateAssetAmount = BigNumber.min(...secondHopQuotes);
const firstHopQuotes = [
getDeterministicBuyQuote(
ETH2DAI_SALT,
TAKER_TOKEN,
INTERMEDIATE_TOKEN,
expectedIntermediateAssetAmount,
),
getDeterministicUniswapV2BuyQuote(uniswapV2FirstHopPath, expectedIntermediateAssetAmount),
];
const expectedSellAmount = BigNumber.min(...firstHopQuotes);
const [firstHop, secondHop, sellAmount] = await testContract
.sampleTwoHopBuy(
[eth2DaiFirstHop, uniswapV2FirstHop],
[eth2DaiSecondHop, uniswapV2SecondHop],
buyAmount,
)
.sampleTwoHopBuy([uniswapV2FirstHop], [uniswapV2SecondHop], buyAmount)
.callAsync();
expect(firstHop.sourceIndex, 'First hop source index').to.bignumber.equal(
firstHopQuotes.findIndex(quote => quote.isEqualTo(expectedSellAmount)),

94
packages/asset-swapper/test/dex_sampler_test.ts
View File

@@ -264,39 +264,6 @@ describe('DexSampler tests', () => {
]);
});
it('getEth2DaiSellQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
const sampler = new MockSamplerContract({
sampleSellsFromEth2Dai: (_router, takerToken, makerToken, fillAmounts) => {
expect(takerToken).to.eq(expectedTakerToken);
expect(makerToken).to.eq(expectedMakerToken);
expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
return expectedMakerFillAmounts;
},
});
const dexOrderSampler = new DexOrderSampler(
chainId,
sampler,
undefined,
undefined,
undefined,
undefined,
async () => undefined,
);
const [fillableAmounts] = await dexOrderSampler.executeAsync(
dexOrderSampler.getEth2DaiSellQuotes(
randomAddress(),
expectedMakerToken,
expectedTakerToken,
expectedTakerFillAmounts,
),
);
expect(fillableAmounts).to.deep.eq(expectedMakerFillAmounts);
});
it('getUniswapSellQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
@@ -361,39 +328,6 @@ describe('DexSampler tests', () => {
expect(fillableAmounts).to.deep.eq(expectedMakerFillAmounts);
});
it('getEth2DaiBuyQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 10);
const sampler = new MockSamplerContract({
sampleBuysFromEth2Dai: (_router, takerToken, makerToken, fillAmounts) => {
expect(takerToken).to.eq(expectedTakerToken);
expect(makerToken).to.eq(expectedMakerToken);
expect(fillAmounts).to.deep.eq(expectedMakerFillAmounts);
return expectedTakerFillAmounts;
},
});
const dexOrderSampler = new DexOrderSampler(
chainId,
sampler,
undefined,
undefined,
undefined,
undefined,
async () => undefined,
);
const [fillableAmounts] = await dexOrderSampler.executeAsync(
dexOrderSampler.getEth2DaiBuyQuotes(
randomAddress(),
expectedMakerToken,
expectedTakerToken,
expectedMakerFillAmounts,
),
);
expect(fillableAmounts).to.deep.eq(expectedTakerFillAmounts);
});
it('getUniswapBuyQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
@@ -434,17 +368,15 @@ describe('DexSampler tests', () => {
it('getSellQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
const sources = [ERC20BridgeSource.Eth2Dai, ERC20BridgeSource.Uniswap, ERC20BridgeSource.UniswapV2];
const sources = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.UniswapV2];
const ratesBySource: RatesBySource = {
[ERC20BridgeSource.Kyber]: getRandomFloat(0, 100),
[ERC20BridgeSource.Eth2Dai]: getRandomFloat(0, 100),
[ERC20BridgeSource.Uniswap]: getRandomFloat(0, 100),
[ERC20BridgeSource.UniswapV2]: getRandomFloat(0, 100),
};
const expectedTakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 3);
let uniswapRouter: string;
let uniswapV2Router: string;
let eth2DaiRouter: string;
const sampler = new MockSamplerContract({
sampleSellsFromUniswap: (router, takerToken, makerToken, fillAmounts) => {
uniswapRouter = router;
@@ -453,13 +385,6 @@ describe('DexSampler tests', () => {
expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
return fillAmounts.map(a => a.times(ratesBySource[ERC20BridgeSource.Uniswap]).integerValue());
},
sampleSellsFromEth2Dai: (router, takerToken, makerToken, fillAmounts) => {
eth2DaiRouter = router;
expect(takerToken).to.eq(expectedTakerToken);
expect(makerToken).to.eq(expectedMakerToken);
expect(fillAmounts).to.deep.eq(expectedTakerFillAmounts);
return fillAmounts.map(a => a.times(ratesBySource[ERC20BridgeSource.Eth2Dai]).integerValue());
},
sampleSellsFromUniswapV2: (router, path, fillAmounts) => {
uniswapV2Router = router;
if (path.length === 2) {
@@ -502,9 +427,6 @@ describe('DexSampler tests', () => {
tokenAddressPath: [expectedTakerToken, expectedMakerToken],
};
}
if (s === ERC20BridgeSource.Eth2Dai) {
return { router: eth2DaiRouter };
}
// TODO jacob pass through
if (s === ERC20BridgeSource.Uniswap) {
return { router: uniswapRouter };
@@ -532,16 +454,14 @@ describe('DexSampler tests', () => {
it('getBuyQuotes()', async () => {
const expectedTakerToken = randomAddress();
const expectedMakerToken = randomAddress();
const sources = [ERC20BridgeSource.Eth2Dai, ERC20BridgeSource.Uniswap, ERC20BridgeSource.UniswapV2];
const sources = [ERC20BridgeSource.Uniswap, ERC20BridgeSource.UniswapV2];
const ratesBySource: RatesBySource = {
[ERC20BridgeSource.Eth2Dai]: getRandomFloat(0, 100),
[ERC20BridgeSource.Uniswap]: getRandomFloat(0, 100),
[ERC20BridgeSource.UniswapV2]: getRandomFloat(0, 100),
};
const expectedMakerFillAmounts = getSampleAmounts(new BigNumber(100e18), 3);
let uniswapRouter: string;
let uniswapV2Router: string;
let eth2DaiRouter: string;
const sampler = new MockSamplerContract({
sampleBuysFromUniswap: (router, takerToken, makerToken, fillAmounts) => {
uniswapRouter = router;
@@ -550,13 +470,6 @@ describe('DexSampler tests', () => {
expect(fillAmounts).to.deep.eq(expectedMakerFillAmounts);
return fillAmounts.map(a => a.times(ratesBySource[ERC20BridgeSource.Uniswap]).integerValue());
},
sampleBuysFromEth2Dai: (router, takerToken, makerToken, fillAmounts) => {
eth2DaiRouter = router;
expect(takerToken).to.eq(expectedTakerToken);
expect(makerToken).to.eq(expectedMakerToken);
expect(fillAmounts).to.deep.eq(expectedMakerFillAmounts);
return fillAmounts.map(a => a.times(ratesBySource[ERC20BridgeSource.Eth2Dai]).integerValue());
},
sampleBuysFromUniswapV2: (router, path, fillAmounts) => {
uniswapV2Router = router;
if (path.length === 2) {
@@ -594,9 +507,6 @@ describe('DexSampler tests', () => {
tokenAddressPath: [expectedTakerToken, expectedMakerToken],
};
}
if (s === ERC20BridgeSource.Eth2Dai) {
return { router: eth2DaiRouter };
}
if (s === ERC20BridgeSource.Uniswap) {
return { router: uniswapRouter };
}

24
packages/asset-swapper/test/path_test.ts
View File

@@ -53,26 +53,6 @@ describe('Path', () => {
]);
});
it('Removes partial Native orders', () => {
const targetInput = new BigNumber(100);
const path = Path.create(
MarketOperation.Sell,
[
createFill(ERC20BridgeSource.Uniswap),
createFill(ERC20BridgeSource.LiquidityProvider),
createFill(ERC20BridgeSource.Native),
],
targetInput,
);
const fallback = Path.create(MarketOperation.Sell, [createFill(ERC20BridgeSource.Kyber)], targetInput);
path.addFallback(fallback);
const sources = path.fills.map(f => f.source);
expect(sources).to.deep.eq([
ERC20BridgeSource.Uniswap,
ERC20BridgeSource.LiquidityProvider,
ERC20BridgeSource.Kyber,
]);
});
it('Handles duplicates', () => {
const targetInput = new BigNumber(100);
const path = Path.create(
@@ -85,7 +65,7 @@ describe('Path', () => {
const sources = path.fills.map(f => f.source);
expect(sources).to.deep.eq([ERC20BridgeSource.Uniswap, ERC20BridgeSource.LiquidityProvider]);
});
it('Removes partial Native orders and replaces with unused fills', () => {
it('Moves Native orders to the front and appends with unused fills', () => {
const targetInput = new BigNumber(100);
const path = Path.create(
MarketOperation.Sell,
@@ -105,6 +85,6 @@ describe('Path', () => {
);
path.addFallback(fallback);
const sources = path.fills.map(f => f.source);
expect(sources).to.deep.eq([ERC20BridgeSource.Uniswap, ERC20BridgeSource.Uniswap]);
expect(sources).to.deep.eq([ERC20BridgeSource.Native, ERC20BridgeSource.Uniswap, ERC20BridgeSource.Uniswap]);
});
});

34
packages/asset-swapper/test/utils/mock_sampler_contract.ts
View File

@@ -72,10 +72,8 @@ interface Handlers {
getLimitOrderFillableTakerAssetAmounts: GetOrderFillableAssetAmountHandler;
sampleSellsFromKyberNetwork: SampleSellsKyberHandler;
sampleSellsFromLiquidityProvider: SampleSellsLPHandler;
sampleSellsFromEth2Dai: SampleSellsEth2DaiHandler;
sampleSellsFromUniswap: SampleSellsUniswapHandler;
sampleSellsFromUniswapV2: SampleUniswapV2Handler;
sampleBuysFromEth2Dai: SampleBuysEth2DaiHandler;
sampleBuysFromUniswap: SampleBuysUniswapHandler;
sampleBuysFromUniswapV2: SampleUniswapV2Handler;
sampleBuysFromLiquidityProvider: SampleSellsLPHandler;
@@ -141,22 +139,6 @@ export class MockSamplerContract extends ERC20BridgeSamplerContract {
);
}
public sampleSellsFromEth2Dai(
router: string,
takerToken: string,
makerToken: string,
takerAssetAmounts: BigNumber[],
): ContractTxFunctionObj<BigNumber[]> {
return this._wrapCall(
super.sampleSellsFromEth2Dai,
this._handlers.sampleSellsFromEth2Dai,
router,
takerToken,
makerToken,
takerAssetAmounts,
);
}
public sampleSellsFromUniswap(
router: string,
takerToken: string,
@@ -203,22 +185,6 @@ export class MockSamplerContract extends ERC20BridgeSamplerContract {
);
}
public sampleBuysFromEth2Dai(
router: string,
takerToken: string,
makerToken: string,
makerAssetAmounts: BigNumber[],
): ContractTxFunctionObj<BigNumber[]> {
return this._wrapCall(
super.sampleBuysFromEth2Dai,
this._handlers.sampleBuysFromEth2Dai,
router,
takerToken,
makerToken,
makerAssetAmounts,
);
}
public sampleBuysFromUniswap(
router: string,
takerToken: string,

2
packages/asset-swapper/test/wrappers.ts
View File

@@ -13,12 +13,10 @@ export * from '../test/generated-wrappers/d_o_d_o_sampler';
export * from '../test/generated-wrappers/d_o_d_o_v2_sampler';
export * from '../test/generated-wrappers/dummy_liquidity_provider';
export * from '../test/generated-wrappers/erc20_bridge_sampler';
export * from '../test/generated-wrappers/eth2_dai_sampler';
export * from '../test/generated-wrappers/fake_taker';
export * from '../test/generated-wrappers/i_balancer';
export * from '../test/generated-wrappers/i_bancor';
export * from '../test/generated-wrappers/i_curve';
export * from '../test/generated-wrappers/i_eth2_dai';
export * from '../test/generated-wrappers/i_kyber_network';
export * from '../test/generated-wrappers/i_m_stable';
export * from '../test/generated-wrappers/i_mooniswap';