Add aggregator mainnet tests (#2407)
* `@0x/contracts-erc20-bridge-sampler`: Add gas limits to external quote calls. `@0x/contract-addresses`: Point `erc20BridgeSampler` to new version. * `@0x/contracts-utils`: Add kovan addresses to `DeploymentConstants`. `@0x/contract-addresses`: Add kovan `ERC20BridgeSampler` address. * `@0x/contracts-erc20-bridge-sampler`: Fix changelog. * `@0x/asset-swapper`: Ignore zero sample results from the sampler contract. `@0x/asset-swapper`: Allow skipping Uniswap when dealing with low precision amounts with `minUniswapDecimals` option. `@0x/asset-swapper`: Increase default `runLimit` from `1024` to `4096`. `@0x/asset-swapper`: Increase default `numSamples` from `8` to `10` `@0x/asset-swapper`: Fix ordering of optimized orders. `@0x/asset-swapper`: Fix best and worst quotes being reversed sometimes. `@0x/asset-swapper`: Fix rounding of quoted asset amounts. * `@0x/asset-swapper`: Change default `minUniswapDecimals` option from 8 to 7. * `@0x/asset-swapper`: Revert uniswap decimals fix. * `@0x/contracts-test-utils`: Add `blockchainTests.live()` for live network tests. `@0x/contracts-test-utils`: Add modifiers to `blockchainTests.fork()`. `@0x/contracts-integrations`: Add aggregator mainnet tests. * `@0x/contracts-integrations`: Fix `fork/resets` modifier ordering on dydx tests. `@0x/contracts-integrations`: Move and tweak aggregation tests. * `@0x/contracts-integrations`: Handle non-responsive third-party SRA ordebooks with a little more grace. * `@0x/contracts-integrations`: Fix linter error. * `@0x/contracts-test-utils`: Consolidate fork provider logic into `mocha_blockchain.ts`. * `@0x/contracts-integrations`: Run prettier on aggregation fill tests. * `@0x/dev-utils`: Add `locked` to `Web3Config`. * `@0x/contracts-integrations`: Update mainnet fork tests. `@0x/contracts-test-utils`: Fix forked tests being skipped. `@0x/contracts-erc20-bridge-sampler`: Regenerate artifacts. * `@0x/contracts-test-utils`: Remove unecessary `locked` option when creating forked ganache provider. * Fix redundant zero check * Set fee amount in fillable amounts test Co-authored-by: Jacob Evans <dekz@dekz.net>
This commit is contained in:
Lawrence Forman
GitHub
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/*
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Copyright 2019 ZeroEx Intl.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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*/
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pragma solidity ^0.5.9;
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pragma experimental ABIEncoderV2;
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import "@0x/contracts-erc20/contracts/src/interfaces/IERC20Token.sol";
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import "@0x/contracts-erc20/contracts/src/LibERC20Token.sol";
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import "@0x/contracts-erc20/contracts/src/interfaces/IEtherToken.sol";
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import "@0x/contracts-exchange/contracts/src/interfaces/IExchange.sol";
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import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol";
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import "@0x/contracts-exchange-libs/contracts/src/LibFillResults.sol";
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import "@0x/contracts-utils/contracts/src/DeploymentConstants.sol";
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import "@0x/contracts-utils/contracts/src/LibSafeMath.sol";
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/// @dev A forwarder contract for filling 0x asset-swapper aggregated orders.
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/// The forwarder is necessary to purchase taker assets and set up
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/// approvals in one transaction. Only call the functions on this contract
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/// in an `eth_call` context or you will lose money!
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contract TestMainnetAggregatorFills is
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DeploymentConstants
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{
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using LibSafeMath for uint256;
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address constant internal EXCHANGE_ADDRESS = 0x61935CbDd02287B511119DDb11Aeb42F1593b7Ef;
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bytes4 constant internal ERC20_PROXY_ID = 0xf47261b0; // bytes4(keccak256("ERC20Token(address)"));
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struct SimulatedMarketFillResults {
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uint256 makerAssetBalanceBefore;
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uint256 takerAssetBalanceBefore;
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uint256 makerAssetBalanceAfter;
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uint256 takerAssetBalanceAfter;
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LibFillResults.FillResults fillResults;
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}
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// solhint-disable-next-line no-empty-blocks
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function() external payable {}
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/// @dev Buy taker assets with ETH from `takerOrders` and then perform a
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/// market buy on `makerOrders`.
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function marketBuy(
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address makerTokenAddress,
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address takerTokenAddress,
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LibOrder.Order[] memory makerOrders,
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LibOrder.Order[] memory takerOrders,
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bytes[] memory makerOrderSignatures,
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bytes[] memory takerOrderSignatures,
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uint256 makerAssetBuyAmount
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)
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public
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payable
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returns (SimulatedMarketFillResults memory results)
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{
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_prepareFunds(takerTokenAddress, makerOrders, takerOrders, takerOrderSignatures);
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results.makerAssetBalanceBefore = IERC20Token(makerTokenAddress).balanceOf(address(this));
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results.takerAssetBalanceBefore = IERC20Token(takerTokenAddress).balanceOf(address(this));
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results.fillResults = IExchange(EXCHANGE_ADDRESS)
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.marketBuyOrdersNoThrow
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.value(address(this).balance)(
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makerOrders,
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makerAssetBuyAmount,
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makerOrderSignatures
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);
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results.makerAssetBalanceAfter = IERC20Token(makerTokenAddress).balanceOf(address(this));
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results.takerAssetBalanceAfter = IERC20Token(takerTokenAddress).balanceOf(address(this));
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}
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/// @dev Buy taker assets with ETH from `takerOrders` and then perform a
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/// market sell on `makerOrders`.
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function marketSell(
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address makerTokenAddress,
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address takerTokenAddress,
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LibOrder.Order[] memory makerOrders,
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LibOrder.Order[] memory takerOrders,
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bytes[] memory makerOrderSignatures,
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bytes[] memory takerOrderSignatures,
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uint256 takerAssetSellAmount
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)
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public
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payable
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returns (SimulatedMarketFillResults memory results)
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{
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_prepareFunds(takerTokenAddress, makerOrders, takerOrders, takerOrderSignatures);
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results.makerAssetBalanceBefore = IERC20Token(makerTokenAddress).balanceOf(address(this));
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results.takerAssetBalanceBefore = IERC20Token(takerTokenAddress).balanceOf(address(this));
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results.fillResults = IExchange(EXCHANGE_ADDRESS)
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.marketSellOrdersNoThrow
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.value(address(this).balance)(
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makerOrders,
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takerAssetSellAmount,
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makerOrderSignatures
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);
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results.makerAssetBalanceAfter = IERC20Token(makerTokenAddress).balanceOf(address(this));
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results.takerAssetBalanceAfter = IERC20Token(takerTokenAddress).balanceOf(address(this));
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}
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/// @dev Like `marketSell`, but calls `fillOrder()` individually to detect
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/// errors.
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function fillOrders(
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address makerTokenAddress,
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address takerTokenAddress,
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LibOrder.Order[] memory makerOrders,
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LibOrder.Order[] memory takerOrders,
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bytes[] memory makerOrderSignatures,
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bytes[] memory takerOrderSignatures,
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uint256 takerAssetSellAmount
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)
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public
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payable
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returns (SimulatedMarketFillResults memory results)
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{
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_prepareFunds(takerTokenAddress, makerOrders, takerOrders, takerOrderSignatures);
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results.makerAssetBalanceBefore = IERC20Token(makerTokenAddress).balanceOf(address(this));
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results.takerAssetBalanceBefore = IERC20Token(takerTokenAddress).balanceOf(address(this));
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for (uint256 i = 0; i < makerOrders.length; i++) {
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if (takerAssetSellAmount == 0) {
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break;
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}
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LibFillResults.FillResults memory fillResults = IExchange(EXCHANGE_ADDRESS)
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.fillOrder
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.value(address(this).balance)(
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makerOrders[i],
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takerAssetSellAmount,
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makerOrderSignatures[i]
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);
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results.fillResults = LibFillResults.addFillResults(results.fillResults, fillResults);
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takerAssetSellAmount = takerAssetSellAmount.safeSub(fillResults.takerAssetFilledAmount);
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}
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results.makerAssetBalanceAfter = IERC20Token(makerTokenAddress).balanceOf(address(this));
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results.takerAssetBalanceAfter = IERC20Token(takerTokenAddress).balanceOf(address(this));
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}
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function _approveAssetProxy(address tokenAddress) private {
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address assetProxyAddress = IExchange(EXCHANGE_ADDRESS).getAssetProxy(ERC20_PROXY_ID);
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LibERC20Token.approve(tokenAddress, assetProxyAddress, uint256(-1));
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}
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/// @dev Buys as much of `takerOrders` as possible with the ETH transferred
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/// to this contract, leaving enough ETH behind for protocol fees.
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function _prepareFunds(
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address takerTokenAddress,
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LibOrder.Order[] memory makerOrders,
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LibOrder.Order[] memory takerOrders,
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bytes[] memory takerOrderSignatures
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)
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private
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{
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_approveAssetProxy(_getWethAddress());
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uint256 protocolFee = IExchange(EXCHANGE_ADDRESS).protocolFeeMultiplier() * tx.gasprice;
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uint256 maxProtocolFees = protocolFee * (takerOrders.length + makerOrders.length);
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uint256 ethSellAmount = msg.value.safeSub(maxProtocolFees);
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IEtherToken(_getWethAddress()).deposit.value(ethSellAmount)();
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if (takerTokenAddress != _getWethAddress()) {
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IExchange(EXCHANGE_ADDRESS)
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.marketSellOrdersNoThrow
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.value(maxProtocolFees)(
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takerOrders,
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ethSellAmount,
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takerOrderSignatures
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);
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_approveAssetProxy(takerTokenAddress);
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}
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}
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}
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