* `@0x/contracts-erc20-bridge-sampler`: Add TwoHopSampler + refactor * `@0x/asset-swapper`: Refactor + add two-hop skeleton * Round out two-hop support in asset-swapper * Add BalancerSampler, use it for two-hop quotes * Fix bugs discovered from simbot * rebases are hard * Add intermediate token to MultiHop source breakdown * Fix market buy bugs * Use hybrid on-chain/off-chain sampling for Balancer * Another day, another rebase * Update changelogs * Address PR feedback, CI fixes * Address more PR feedback
		
			
				
	
	
		
			243 lines
		
	
	
		
			11 KiB
		
	
	
	
		
			TypeScript
		
	
	
	
	
	
			
		
		
	
	
			243 lines
		
	
	
		
			11 KiB
		
	
	
	
		
			TypeScript
		
	
	
	
	
	
| import { encodeERC20AssetData } from '@0x/contracts-asset-proxy';
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| import { DummyERC20TokenContract } from '@0x/contracts-erc20';
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| import { constants, OrderFactory } from '@0x/contracts-test-utils';
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| import { Order, SignedOrder } from '@0x/types';
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| import { TransactionReceiptWithDecodedLogs } from 'ethereum-types';
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| 
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| import { AssertionResult } from '../assertions/function_assertion';
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| import { validJoinStakingPoolAssertion } from '../assertions/joinStakingPool';
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| import { Pseudorandom } from '../utils/pseudorandom';
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| 
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| import { Actor, ActorConfig, Constructor } from './base';
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| 
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| interface MakerConfig extends ActorConfig {
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|     orderConfig: Partial<Order>;
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| }
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| 
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| export interface MakerInterface {
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|     makerPoolId?: string;
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|     orderFactory: OrderFactory;
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|     signOrderAsync: (customOrderParams?: Partial<Order>) => Promise<SignedOrder>;
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|     cancelOrderAsync: (order: SignedOrder) => Promise<TransactionReceiptWithDecodedLogs>;
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|     joinStakingPoolAsync: (poolId: string) => Promise<TransactionReceiptWithDecodedLogs>;
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|     createFillableOrderAsync: (taker: Actor) => Promise<SignedOrder>;
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|     createMatchableOrdersAsync(taker: Actor): Promise<[SignedOrder, SignedOrder]>;
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| }
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| 
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| /**
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|  * This mixin encapsulates functionality associated with makers within the 0x ecosystem.
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|  * This includes signing and canceling orders, as well as joining a staking pool as a maker.
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|  */
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| export function MakerMixin<TBase extends Constructor>(Base: TBase): TBase & Constructor<MakerInterface> {
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|     return class extends Base {
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|         public makerPoolId?: string;
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|         public readonly actor: Actor;
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|         public readonly orderFactory: OrderFactory;
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| 
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|         /**
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|          * The mixin pattern requires that this constructor uses `...args: any[]`, but this class
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|          * really expects a single `MakerConfig` parameter (assuming `Actor` is used as the base
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|          * class).
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|          */
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|         constructor(...args: any[]) {
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|             // tslint:disable-next-line:no-inferred-empty-object-type
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|             super(...args);
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|             this.actor = (this as any) as Actor;
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|             this.actor.mixins.push('Maker');
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| 
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|             const { orderConfig } = args[0] as MakerConfig;
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|             const defaultOrderParams = {
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|                 ...constants.STATIC_ORDER_PARAMS,
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|                 makerAddress: this.actor.address,
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|                 exchangeAddress: this.actor.deployment.exchange.address,
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|                 chainId: this.actor.deployment.chainId,
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|                 ...orderConfig,
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|             };
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|             this.orderFactory = new OrderFactory(this.actor.privateKey, defaultOrderParams);
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| 
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|             // Register this mixin's assertion generators
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|             this.actor.simulationActions = {
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|                 ...this.actor.simulationActions,
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|                 validJoinStakingPool: this._validJoinStakingPool(),
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|             };
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|         }
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| 
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|         /**
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|          * Signs an order (optionally, with custom parameters) as the maker.
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|          */
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|         public async signOrderAsync(customOrderParams: Partial<Order> = {}): Promise<SignedOrder> {
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|             return this.orderFactory.newSignedOrderAsync(customOrderParams);
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|         }
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| 
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|         /**
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|          * Cancels one of the maker's orders.
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|          */
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|         public async cancelOrderAsync(order: SignedOrder): Promise<TransactionReceiptWithDecodedLogs> {
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|             return this.actor.deployment.exchange.cancelOrder(order).awaitTransactionSuccessAsync({
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|                 from: this.actor.address,
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|             });
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|         }
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| 
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|         /**
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|          * Joins the staking pool specified by the given ID.
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|          */
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|         public async joinStakingPoolAsync(poolId: string): Promise<TransactionReceiptWithDecodedLogs> {
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|             const stakingContract = this.actor.deployment.staking.stakingWrapper;
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|             this.makerPoolId = poolId;
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|             return stakingContract.joinStakingPoolAsMaker(poolId).awaitTransactionSuccessAsync({
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|                 from: this.actor.address,
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|             });
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|         }
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| 
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|         public async createFillableOrderAsync(taker: Actor): Promise<SignedOrder> {
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|             const { actors, balanceStore } = this.actor.simulationEnvironment!;
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|             await balanceStore.updateErc20BalancesAsync();
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| 
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|             // Choose the assets for the order
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|             const [makerToken, makerFeeToken, takerToken, takerFeeToken] = Pseudorandom.sampleSize(
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|                 this.actor.deployment.tokens.erc20,
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|                 4, // tslint:disable-line:custom-no-magic-numbers
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|             )!;
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| 
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|             // Maker and taker set balances/allowances to guarantee that the fill succeeds.
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|             // Amounts are chosen to be within each actor's balance (divided by 8, in case
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|             // e.g. makerAsset = makerFeeAsset)
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|             const [makerAssetAmount, makerFee, takerAssetAmount, takerFee] = await Promise.all(
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|                 [
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|                     [this.actor, makerToken],
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|                     [this.actor, makerFeeToken],
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|                     [taker, takerToken],
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|                     [taker, takerFeeToken],
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|                 ].map(async ([owner, token]) => {
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|                     let balance = balanceStore.balances.erc20[owner.address][token.address];
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|                     await (owner as Actor).configureERC20TokenAsync(token as DummyERC20TokenContract);
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|                     balance = balanceStore.balances.erc20[owner.address][token.address] =
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|                         constants.INITIAL_ERC20_BALANCE;
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|                     return Pseudorandom.integer(0, balance.dividedToIntegerBy(2));
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|                 }),
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|             );
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|             // Encode asset data
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|             const [makerAssetData, makerFeeAssetData, takerAssetData, takerFeeAssetData] = [
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|                 makerToken,
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|                 makerFeeToken,
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|                 takerToken,
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|                 takerFeeToken,
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|             ].map(token => encodeERC20AssetData(token.address));
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| 
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|             // Maker signs the order
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|             return this.signOrderAsync({
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|                 makerAssetData,
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|                 takerAssetData,
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|                 makerFeeAssetData,
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|                 takerFeeAssetData,
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|                 makerAssetAmount,
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|                 takerAssetAmount,
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|                 makerFee,
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|                 takerFee,
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|                 feeRecipientAddress: Pseudorandom.sample(actors)!.address,
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|             });
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|         }
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| 
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|         public async createMatchableOrdersAsync(taker: Actor): Promise<[SignedOrder, SignedOrder]> {
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|             const { actors, balanceStore } = this.actor.simulationEnvironment!;
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|             await balanceStore.updateErc20BalancesAsync();
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| 
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|             // Choose the assets for the orders
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|             const [leftMakerToken, leftTakerToken, makerFeeToken, takerFeeToken] = Pseudorandom.sampleSize(
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|                 this.actor.deployment.tokens.erc20,
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|                 4, // tslint:disable-line:custom-no-magic-numbers
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|             )!;
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|             const rightMakerToken = leftTakerToken;
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|             const rightTakerToken = leftMakerToken;
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| 
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|             // Maker and taker set balances/allowances to guarantee that the fill succeeds.
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|             // Amounts are chosen to be within each actor's balance (divided by 2, in case
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|             // e.g. makerAsset = makerFeeAsset)
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|             const [leftMakerAssetAmount, makerFee, leftTakerAssetAmount, takerFee] = await Promise.all(
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|                 [
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|                     [this.actor, leftMakerToken],
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|                     [this.actor, rightMakerToken],
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|                     [this.actor, makerFeeToken],
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|                     [taker, takerFeeToken],
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|                 ].map(async ([owner, token]) => {
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|                     let balance = balanceStore.balances.erc20[owner.address][token.address];
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|                     await (owner as Actor).configureERC20TokenAsync(token as DummyERC20TokenContract);
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|                     balance = balanceStore.balances.erc20[owner.address][token.address] =
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|                         constants.INITIAL_ERC20_BALANCE;
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|                     return Pseudorandom.integer(0, balance.dividedToIntegerBy(8));
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|                 }),
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|             );
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| 
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|             // Select random amounts for the right order. The only constraint is that the slope
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|             // of the left price curve is greater or equal to the inverse right price curve.
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|             //   leftMakerAssetAmount/leftTakerAssetAmount >= rightTakerAssetAmount/rightMakerAssetAmount.
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|             // We set the `rightMakerAssetAmount` equal to the `leftTakerAssetAmount` with probability 1/10,
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|             // otherwise this scenario will never occur.
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|             const shouldSetRightMakerEqualToLeftTakerAmount = Pseudorandom.integer(1, 10).eq(1);
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|             const rightMakerAssetAmount = shouldSetRightMakerEqualToLeftTakerAmount
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|                 ? leftTakerAssetAmount
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|                 : Pseudorandom.integer(1, constants.INITIAL_ERC20_BALANCE.dividedToIntegerBy(8));
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|             const rightTakerAssetAmount = Pseudorandom.integer(
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|                 1,
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|                 rightMakerAssetAmount.times(leftMakerAssetAmount).dividedToIntegerBy(leftTakerAssetAmount),
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|             );
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| 
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|             // Encode asset data
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|             const [
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|                 leftMakerAssetData,
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|                 leftTakerAssetData,
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|                 rightMakerAssetData,
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|                 rightTakerAssetData,
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|                 makerFeeAssetData,
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|                 takerFeeAssetData,
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|             ] = [leftMakerToken, leftTakerToken, rightMakerToken, rightTakerToken, makerFeeToken, takerFeeToken].map(
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|                 token => encodeERC20AssetData(token.address),
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|             );
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| 
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|             // Construct and sign the left order
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|             const leftOrder = await this.signOrderAsync({
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|                 makerAssetData: leftMakerAssetData,
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|                 takerAssetData: leftTakerAssetData,
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|                 makerFeeAssetData,
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|                 takerFeeAssetData,
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|                 makerAssetAmount: leftMakerAssetAmount,
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|                 takerAssetAmount: leftTakerAssetAmount,
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|                 makerFee,
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|                 takerFee,
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|                 feeRecipientAddress: Pseudorandom.sample(actors)!.address,
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|             });
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| 
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|             // Construct and sign the right order
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|             const rightOrder = await this.signOrderAsync({
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|                 makerAssetData: rightMakerAssetData,
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|                 takerAssetData: rightTakerAssetData,
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|                 makerFeeAssetData,
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|                 takerFeeAssetData,
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|                 makerAssetAmount: rightMakerAssetAmount,
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|                 takerAssetAmount: rightTakerAssetAmount,
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|                 makerFee,
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|                 takerFee,
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|                 feeRecipientAddress: Pseudorandom.sample(actors)!.address,
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|             });
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| 
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|             return [leftOrder, rightOrder];
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|         }
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| 
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|         private async *_validJoinStakingPool(): AsyncIterableIterator<AssertionResult | void> {
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|             const { stakingPools } = this.actor.simulationEnvironment!;
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|             const assertion = validJoinStakingPoolAssertion(this.actor.deployment);
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|             while (true) {
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|                 const poolId = Pseudorandom.sample(Object.keys(stakingPools));
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|                 if (poolId === undefined) {
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|                     yield;
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|                 } else {
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|                     this.makerPoolId = poolId;
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|                     yield assertion.executeAsync([poolId], { from: this.actor.address });
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|                 }
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|             }
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|         }
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|     };
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| }
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| 
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| export class Maker extends MakerMixin(Actor) {}
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