364 lines
16 KiB
TypeScript
364 lines
16 KiB
TypeScript
import { ERC20TokenEvents, ERC20TokenTransferEventArgs } from '@0x/contracts-erc20';
|
|
import { ExchangeEvents, ExchangeFillEventArgs } from '@0x/contracts-exchange';
|
|
import { ReferenceFunctions } from '@0x/contracts-exchange-libs';
|
|
import {
|
|
constants as stakingConstants,
|
|
IStakingEventsEpochEndedEventArgs,
|
|
IStakingEventsEpochFinalizedEventArgs,
|
|
IStakingEventsEvents,
|
|
IStakingEventsRewardsPaidEventArgs,
|
|
IStakingEventsStakingPoolEarnedRewardsInEpochEventArgs,
|
|
} from '@0x/contracts-staking';
|
|
import {
|
|
blockchainTests,
|
|
constants,
|
|
expect,
|
|
orderHashUtils,
|
|
toBaseUnitAmount,
|
|
verifyEvents,
|
|
} from '@0x/contracts-test-utils';
|
|
import { SignedOrder } from '@0x/types';
|
|
import { BigNumber } from '@0x/utils';
|
|
import { TransactionReceiptWithDecodedLogs } from 'ethereum-types';
|
|
|
|
import { Actor } from '../framework/actors/base';
|
|
import { FeeRecipient } from '../framework/actors/fee_recipient';
|
|
import { OperatorStakerMaker, StakerKeeper } from '../framework/actors/hybrids';
|
|
import { Maker } from '../framework/actors/maker';
|
|
import { Taker } from '../framework/actors/taker';
|
|
import { actorAddressesByName } from '../framework/actors/utils';
|
|
import { BlockchainBalanceStore } from '../framework/balances/blockchain_balance_store';
|
|
import { LocalBalanceStore } from '../framework/balances/local_balance_store';
|
|
import { DeploymentManager } from '../framework/deployment_manager';
|
|
|
|
blockchainTests.resets('fillOrder integration tests', env => {
|
|
let deployment: DeploymentManager;
|
|
let balanceStore: BlockchainBalanceStore;
|
|
|
|
let feeRecipient: FeeRecipient;
|
|
let operator: OperatorStakerMaker;
|
|
let maker: Maker;
|
|
let taker: Taker;
|
|
let delegator: StakerKeeper;
|
|
|
|
let poolId: string;
|
|
let operatorShare: number;
|
|
|
|
before(async () => {
|
|
deployment = await DeploymentManager.deployAsync(env, {
|
|
numErc20TokensToDeploy: 2,
|
|
numErc721TokensToDeploy: 0,
|
|
numErc1155TokensToDeploy: 0,
|
|
});
|
|
const [makerToken, takerToken] = deployment.tokens.erc20;
|
|
|
|
feeRecipient = new FeeRecipient({
|
|
name: 'Fee recipient',
|
|
deployment,
|
|
});
|
|
const orderConfig = {
|
|
feeRecipientAddress: feeRecipient.address,
|
|
makerAssetData: deployment.assetDataEncoder.ERC20Token(makerToken.address).getABIEncodedTransactionData(),
|
|
takerAssetData: deployment.assetDataEncoder.ERC20Token(takerToken.address).getABIEncodedTransactionData(),
|
|
makerFeeAssetData: deployment.assetDataEncoder
|
|
.ERC20Token(makerToken.address)
|
|
.getABIEncodedTransactionData(),
|
|
takerFeeAssetData: deployment.assetDataEncoder
|
|
.ERC20Token(takerToken.address)
|
|
.getABIEncodedTransactionData(),
|
|
makerFee: constants.ZERO_AMOUNT,
|
|
takerFee: constants.ZERO_AMOUNT,
|
|
};
|
|
operator = new OperatorStakerMaker({
|
|
name: 'Pool operator',
|
|
deployment,
|
|
orderConfig,
|
|
});
|
|
maker = new Maker({
|
|
name: 'Maker',
|
|
deployment,
|
|
orderConfig,
|
|
});
|
|
taker = new Taker({ name: 'Taker', deployment });
|
|
delegator = new StakerKeeper({ name: 'Delegator', deployment });
|
|
|
|
await operator.configureERC20TokenAsync(makerToken);
|
|
await maker.configureERC20TokenAsync(makerToken);
|
|
await taker.configureERC20TokenAsync(takerToken);
|
|
await taker.configureERC20TokenAsync(deployment.tokens.weth, deployment.staking.stakingProxy.address);
|
|
|
|
await operator.configureERC20TokenAsync(deployment.tokens.zrx);
|
|
await delegator.configureERC20TokenAsync(deployment.tokens.zrx);
|
|
|
|
// Create a staking pool with the operator as a maker.
|
|
operatorShare = stakingConstants.PPM * 0.95;
|
|
poolId = await operator.createStakingPoolAsync(operatorShare, true);
|
|
// A vanilla maker joins the pool as well.
|
|
await maker.joinStakingPoolAsync(poolId);
|
|
|
|
const tokenOwners = {
|
|
...actorAddressesByName([feeRecipient, operator, maker, taker, delegator]),
|
|
StakingProxy: deployment.staking.stakingProxy.address,
|
|
ZrxVault: deployment.staking.zrxVault.address,
|
|
};
|
|
const tokenContracts = {
|
|
erc20: { makerToken, takerToken, ZRX: deployment.tokens.zrx, WETH: deployment.tokens.weth },
|
|
};
|
|
balanceStore = new BlockchainBalanceStore(tokenOwners, tokenContracts);
|
|
await balanceStore.updateBalancesAsync();
|
|
});
|
|
|
|
after(async () => {
|
|
Actor.reset();
|
|
});
|
|
|
|
function verifyFillEvents(order: SignedOrder, receipt: TransactionReceiptWithDecodedLogs): void {
|
|
// Ensure that the fill event was correct.
|
|
verifyEvents<ExchangeFillEventArgs>(
|
|
receipt,
|
|
[
|
|
{
|
|
makerAddress: maker.address,
|
|
feeRecipientAddress: feeRecipient.address,
|
|
makerAssetData: order.makerAssetData,
|
|
takerAssetData: order.takerAssetData,
|
|
makerFeeAssetData: order.makerFeeAssetData,
|
|
takerFeeAssetData: order.takerFeeAssetData,
|
|
orderHash: orderHashUtils.getOrderHashHex(order),
|
|
takerAddress: taker.address,
|
|
senderAddress: taker.address,
|
|
makerAssetFilledAmount: order.makerAssetAmount,
|
|
takerAssetFilledAmount: order.takerAssetAmount,
|
|
makerFeePaid: constants.ZERO_AMOUNT,
|
|
takerFeePaid: constants.ZERO_AMOUNT,
|
|
protocolFeePaid: DeploymentManager.protocolFee,
|
|
},
|
|
],
|
|
ExchangeEvents.Fill,
|
|
);
|
|
|
|
// Ensure that the transfer events were correctly emitted.
|
|
verifyEvents<ERC20TokenTransferEventArgs>(
|
|
receipt,
|
|
[
|
|
{
|
|
_from: taker.address,
|
|
_to: maker.address,
|
|
_value: order.takerAssetAmount,
|
|
},
|
|
{
|
|
_from: maker.address,
|
|
_to: taker.address,
|
|
_value: order.makerAssetAmount,
|
|
},
|
|
],
|
|
ERC20TokenEvents.Transfer,
|
|
);
|
|
}
|
|
|
|
it('should fill an order', async () => {
|
|
// Create and fill the order
|
|
const order = await maker.signOrderAsync();
|
|
const receipt = await taker.fillOrderAsync(order, order.takerAssetAmount);
|
|
|
|
// Check balances
|
|
const expectedBalances = LocalBalanceStore.create(balanceStore);
|
|
expectedBalances.simulateFills([order], taker.address, receipt, deployment, DeploymentManager.protocolFee);
|
|
await balanceStore.updateBalancesAsync();
|
|
balanceStore.assertEquals(expectedBalances);
|
|
|
|
// There should have been a fill event and two transfer events. A
|
|
// 'StakingPoolEarnedRewardsInEpoch' event should not be expected because the only staking
|
|
// pool that was created does not have enough stake.
|
|
verifyFillEvents(order, receipt);
|
|
});
|
|
it('should activate a staking pool if it has sufficient stake', async () => {
|
|
// Stake just enough to qualify the pool for rewards.
|
|
await delegator.stakeAsync(toBaseUnitAmount(100), poolId);
|
|
|
|
// The delegator, functioning as a keeper, ends the epoch so that delegated stake (theirs
|
|
// and the operator's) becomes active. This puts the staking pool above the minimumPoolStake
|
|
// threshold, so it should be able to earn rewards in the new epoch.
|
|
// Finalizing the pool shouldn't settle rewards because it didn't earn rewards last epoch.
|
|
await delegator.endEpochAsync();
|
|
await delegator.finalizePoolsAsync([poolId]);
|
|
await balanceStore.updateBalancesAsync();
|
|
|
|
// Create and fill the order
|
|
const order = await maker.signOrderAsync();
|
|
const receipt = await taker.fillOrderAsync(order, order.takerAssetAmount);
|
|
|
|
// Check balances
|
|
const expectedBalances = LocalBalanceStore.create(balanceStore);
|
|
expectedBalances.simulateFills([order], taker.address, receipt, deployment, DeploymentManager.protocolFee);
|
|
await balanceStore.updateBalancesAsync();
|
|
balanceStore.assertEquals(expectedBalances);
|
|
|
|
// In addition to the fill event and two transfer events emitted in the previous test, we
|
|
// now expect a `StakingPoolEarnedRewardsInEpoch` event to be emitted because the staking
|
|
// pool now has enough stake in the current epoch to earn rewards.
|
|
verifyFillEvents(order, receipt);
|
|
const currentEpoch = await deployment.staking.stakingWrapper.currentEpoch().callAsync();
|
|
verifyEvents<IStakingEventsStakingPoolEarnedRewardsInEpochEventArgs>(
|
|
receipt,
|
|
[
|
|
{
|
|
epoch: currentEpoch,
|
|
poolId,
|
|
},
|
|
],
|
|
IStakingEventsEvents.StakingPoolEarnedRewardsInEpoch,
|
|
);
|
|
});
|
|
it('should pay out rewards to operator and delegator', async () => {
|
|
// Operator and delegator each stake some ZRX; wait an epoch so that the stake is active.
|
|
await operator.stakeAsync(toBaseUnitAmount(100), poolId);
|
|
await delegator.stakeAsync(toBaseUnitAmount(50), poolId);
|
|
await delegator.endEpochAsync();
|
|
|
|
// Create and fill the order. One order's worth of protocol fees are now available as rewards.
|
|
const order = await maker.signOrderAsync();
|
|
await taker.fillOrderAsync(order, order.takerAssetAmount);
|
|
const rewardsAvailable = DeploymentManager.protocolFee;
|
|
|
|
// Fetch the current balances
|
|
await balanceStore.updateBalancesAsync();
|
|
const expectedBalances = LocalBalanceStore.create(balanceStore);
|
|
|
|
// End the epoch. This should wrap the staking proxy's ETH balance.
|
|
const endEpochReceipt = await delegator.endEpochAsync();
|
|
const newEpoch = await deployment.staking.stakingWrapper.currentEpoch().callAsync();
|
|
|
|
// Check balances
|
|
expectedBalances.wrapEth(
|
|
deployment.staking.stakingProxy.address,
|
|
deployment.tokens.weth.address,
|
|
DeploymentManager.protocolFee,
|
|
);
|
|
expectedBalances.burnGas(delegator.address, DeploymentManager.gasPrice.times(endEpochReceipt.gasUsed));
|
|
await balanceStore.updateBalancesAsync();
|
|
balanceStore.assertEquals(expectedBalances);
|
|
|
|
// Check the EpochEnded event
|
|
const weightedDelegatorStake = toBaseUnitAmount(50).times(0.9);
|
|
verifyEvents<IStakingEventsEpochEndedEventArgs>(
|
|
endEpochReceipt,
|
|
[
|
|
{
|
|
epoch: newEpoch.minus(1),
|
|
numPoolsToFinalize: new BigNumber(1),
|
|
rewardsAvailable,
|
|
totalFeesCollected: DeploymentManager.protocolFee,
|
|
totalWeightedStake: toBaseUnitAmount(100).plus(weightedDelegatorStake),
|
|
},
|
|
],
|
|
IStakingEventsEvents.EpochEnded,
|
|
);
|
|
|
|
// The rewards are split between the operator and delegator based on the pool's operatorShare
|
|
const operatorReward = ReferenceFunctions.getPartialAmountFloor(
|
|
new BigNumber(operatorShare),
|
|
new BigNumber(constants.PPM_DENOMINATOR),
|
|
rewardsAvailable,
|
|
);
|
|
const delegatorReward = rewardsAvailable.minus(operatorReward);
|
|
|
|
// Finalize the pool. This should automatically pay the operator in WETH.
|
|
const [finalizePoolReceipt] = await delegator.finalizePoolsAsync([poolId]);
|
|
|
|
// Check balances
|
|
expectedBalances.transferAsset(
|
|
deployment.staking.stakingProxy.address,
|
|
operator.address,
|
|
operatorReward,
|
|
deployment.assetDataEncoder.ERC20Token(deployment.tokens.weth.address).getABIEncodedTransactionData(),
|
|
);
|
|
expectedBalances.burnGas(delegator.address, DeploymentManager.gasPrice.times(finalizePoolReceipt.gasUsed));
|
|
await balanceStore.updateBalancesAsync();
|
|
balanceStore.assertEquals(expectedBalances);
|
|
|
|
// Check finalization events
|
|
verifyEvents<IStakingEventsRewardsPaidEventArgs>(
|
|
finalizePoolReceipt,
|
|
[
|
|
{
|
|
epoch: newEpoch,
|
|
poolId,
|
|
operatorReward,
|
|
membersReward: delegatorReward,
|
|
},
|
|
],
|
|
IStakingEventsEvents.RewardsPaid,
|
|
);
|
|
verifyEvents<IStakingEventsEpochFinalizedEventArgs>(
|
|
finalizePoolReceipt,
|
|
[
|
|
{
|
|
epoch: newEpoch.minus(1),
|
|
rewardsPaid: rewardsAvailable,
|
|
rewardsRemaining: constants.ZERO_AMOUNT,
|
|
},
|
|
],
|
|
IStakingEventsEvents.EpochFinalized,
|
|
);
|
|
});
|
|
it('should credit rewards from orders made by the operator to their pool', async () => {
|
|
// Stake just enough to qualify the pool for rewards.
|
|
await delegator.stakeAsync(toBaseUnitAmount(100), poolId);
|
|
await delegator.endEpochAsync();
|
|
|
|
// Create and fill the order
|
|
const order = await operator.signOrderAsync();
|
|
await taker.fillOrderAsync(order, order.takerAssetAmount);
|
|
|
|
// Check that the pool has collected fees from the above fill.
|
|
const poolStats = await deployment.staking.stakingWrapper.getStakingPoolStatsThisEpoch(poolId).callAsync();
|
|
expect(poolStats.feesCollected).to.bignumber.equal(DeploymentManager.protocolFee);
|
|
});
|
|
it('should collect WETH fees and pay out rewards', async () => {
|
|
// Operator and delegator each stake some ZRX; wait an epoch so that the stake is active.
|
|
await operator.stakeAsync(toBaseUnitAmount(100), poolId);
|
|
await delegator.stakeAsync(toBaseUnitAmount(50), poolId);
|
|
await delegator.endEpochAsync();
|
|
|
|
// Fetch the current balances
|
|
await balanceStore.updateBalancesAsync();
|
|
|
|
// Create and fill the order. One order's worth of protocol fees are now available as rewards.
|
|
const order = await maker.signOrderAsync();
|
|
const receipt = await taker.fillOrderAsync(order, order.takerAssetAmount, { value: constants.ZERO_AMOUNT });
|
|
const rewardsAvailable = DeploymentManager.protocolFee;
|
|
const expectedBalances = LocalBalanceStore.create(balanceStore);
|
|
expectedBalances.simulateFills([order], taker.address, receipt, deployment);
|
|
|
|
// End the epoch. This should wrap the staking proxy's ETH balance.
|
|
const endEpochReceipt = await delegator.endEpochAsync();
|
|
|
|
// Check balances
|
|
expectedBalances.burnGas(delegator.address, DeploymentManager.gasPrice.times(endEpochReceipt.gasUsed));
|
|
await balanceStore.updateBalancesAsync();
|
|
balanceStore.assertEquals(expectedBalances);
|
|
|
|
// The rewards are split between the operator and delegator based on the pool's operatorShare
|
|
const operatorReward = ReferenceFunctions.getPartialAmountFloor(
|
|
new BigNumber(operatorShare),
|
|
new BigNumber(constants.PPM_DENOMINATOR),
|
|
rewardsAvailable,
|
|
);
|
|
|
|
// Finalize the pool. This should automatically pay the operator in WETH.
|
|
const [finalizePoolReceipt] = await delegator.finalizePoolsAsync([poolId]);
|
|
|
|
// Check balances
|
|
expectedBalances.transferAsset(
|
|
deployment.staking.stakingProxy.address,
|
|
operator.address,
|
|
operatorReward,
|
|
deployment.assetDataEncoder.ERC20Token(deployment.tokens.weth.address).getABIEncodedTransactionData(),
|
|
);
|
|
expectedBalances.burnGas(delegator.address, DeploymentManager.gasPrice.times(finalizePoolReceipt.gasUsed));
|
|
await balanceStore.updateBalancesAsync();
|
|
balanceStore.assertEquals(expectedBalances);
|
|
});
|
|
});
|