261 lines
12 KiB
TypeScript
261 lines
12 KiB
TypeScript
// import { ECSignature, SignedOrder, ZeroEx } from '0x.js';
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// import { BlockchainLifecycle, devConstants, web3Factory } from '@0x/dev-utils';
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// import { ExchangeContractErrs } from 'ethereum-types';
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// import { BigNumber } from '@0x/utils';
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// import { Web3Wrapper } from '@0x/web3-wrapper';
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// import * as chai from 'chai';
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// import ethUtil = require('ethereumjs-util');
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// import * as Web3 from 'web3';
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// import { AccountLevelsContract } from '../../src/generated_contract_wrappers/account_levels';
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// import { ArbitrageContract } from '../../src/generated_contract_wrappers/arbitrage';
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// import { DummyTokenContract } from '../../src/generated_contract_wrappers/dummy_token';
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// import { EtherDeltaContract } from '../../src/generated_contract_wrappers/ether_delta';
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// import { ExchangeContract } from '../../src/generated_contract_wrappers/exchange';
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// import { TokenTransferProxyContract } from '../../src/generated_contract_wrappers/token_transfer_proxy';
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// import { artifacts } from '../../util/artifacts';
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// import { Balances } from '../../util/balances';
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// import { constants } from '../../util/constants';
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// import { crypto } from '../../util/crypto';
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// import { ExchangeWrapper } from '../../util/exchange_wrapper';
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// import { OrderFactory } from '../../util/order_factory';
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// import { BalancesByOwner, ContractName } from '../../util/types';
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// import { chaiSetup } from '../utils/chai_setup';
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// import { provider, txDefaults, web3Wrapper } from '../utils/web3_wrapper';
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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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// describe('Arbitrage', () => {
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// let coinbase: string;
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// let maker: string;
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// let edMaker: string;
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// let edFrontRunner: string;
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// let amountGet: BigNumber;
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// let amountGive: BigNumber;
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// let makerTokenAmount: BigNumber;
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// let takerTokenAmount: BigNumber;
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// const feeRecipient = constants.NULL_ADDRESS;
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// const INITIAL_BALANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
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// const INITIAL_ALLOWANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
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// let weth: DummyTokenContract;
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// let zrx: DummyTokenContract;
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// let arbitrage: ArbitrageContract;
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// let etherDelta: EtherDeltaContract;
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// let signedOrder: SignedOrder;
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// let exWrapper: ExchangeWrapper;
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// let orderFactory: OrderFactory;
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// let zeroEx: ZeroEx;
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// // From a bird's eye view - we create two orders.
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// // 0x order of 1 ZRX (maker) for 1 WETH (taker)
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// // ED order of 2 WETH (tokenGive) for 1 ZRX (tokenGet)
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// // And then we do an atomic arbitrage between them which gives us 1 WETH.
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// before(async () => {
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// const accounts = await web3Wrapper.getAvailableAddressesAsync();
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// [coinbase, maker, edMaker, edFrontRunner] = accounts;
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// weth = await DummyTokenContract.deployFrom0xArtifactAsync(
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// artifacts.DummyToken,
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// provider,
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// txDefaults,
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// constants.DUMMY_TOKEN_NAME,
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// constants.DUMMY_TOKEN_SYMBOL,
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// constants.DUMMY_TOKEN_DECIMALS,
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// constants.DUMMY_TOKEN_TOTAL_SUPPLY,
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// );
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// zrx = await DummyTokenContract.deployFrom0xArtifactAsync(
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// artifacts.DummyToken,
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// provider,
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// txDefaults,
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// constants.DUMMY_TOKEN_NAME,
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// constants.DUMMY_TOKEN_SYMBOL,
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// constants.DUMMY_TOKEN_DECIMALS,
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// constants.DUMMY_TOKEN_TOTAL_SUPPLY,
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// );
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// const accountLevels = await AccountLevelsContract.deployFrom0xArtifactAsync(
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// artifacts.AccountLevels,
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// provider,
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// txDefaults,
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// );
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// const edAdminAddress = accounts[0];
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// const edMakerFee = new BigNumber(0);
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// const edTakerFee = new BigNumber(0);
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// const edFeeRebate = new BigNumber(0);
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// etherDelta = await EtherDeltaContract.deployFrom0xArtifactAsync(
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// artifacts.EtherDelta,
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// provider,
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// txDefaults,
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// edAdminAddress,
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// feeRecipient,
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// accountLevels.address,
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// edMakerFee,
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// edTakerFee,
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// edFeeRebate,
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// );
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// const tokenTransferProxy = await TokenTransferProxyContract.deployFrom0xArtifactAsync(
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// artifacts.TokenTransferProxy,
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// provider,
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// txDefaults,
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// );
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// const exchange = await ExchangeContract.deployFrom0xArtifactAsync(
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// artifacts.Exchange,
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// provider,
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// txDefaults,
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// zrx.address,
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// tokenTransferProxy.address,
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// );
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// await tokenTransferProxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { from: accounts[0] });
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// zeroEx = new ZeroEx(provider, {
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// exchangeContractAddress: exchange.address,
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// networkId: constants.TESTRPC_NETWORK_ID,
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// });
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// exWrapper = new ExchangeWrapper(exchange, provider);
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// makerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), 18);
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// takerTokenAmount = makerTokenAmount;
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// const defaultOrderParams = {
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// exchangeContractAddress: exchange.address,
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// maker,
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// feeRecipient,
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// makerTokenAddress: zrx.address,
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// takerTokenAddress: weth.address,
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// makerTokenAmount,
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// takerTokenAmount,
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// makerFee: new BigNumber(0),
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// takerFee: new BigNumber(0),
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// };
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// orderFactory = new OrderFactory(zeroEx, defaultOrderParams);
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// arbitrage = await ArbitrageContract.deployFrom0xArtifactAsync(
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// artifacts.Arbitrage,
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// provider,
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// txDefaults,
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// exchange.address,
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// etherDelta.address,
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// tokenTransferProxy.address,
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// );
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// // Enable arbitrage and withdrawals of tokens
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// await arbitrage.setAllowances.sendTransactionAsync(weth.address, { from: coinbase });
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// await arbitrage.setAllowances.sendTransactionAsync(zrx.address, { from: coinbase });
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// // Give some tokens to arbitrage contract
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// await weth.setBalance.sendTransactionAsync(arbitrage.address, takerTokenAmount, { from: coinbase });
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// // Fund the maker on exchange side
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// await zrx.setBalance.sendTransactionAsync(maker, makerTokenAmount, { from: coinbase });
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// // Set the allowance for the maker on Exchange side
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// await zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: maker });
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// amountGive = ZeroEx.toBaseUnitAmount(new BigNumber(2), 18);
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// // Fund the maker on EtherDelta side
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// await weth.setBalance.sendTransactionAsync(edMaker, amountGive, { from: coinbase });
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// // Set the allowance for the maker on EtherDelta side
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// await weth.approve.sendTransactionAsync(etherDelta.address, INITIAL_ALLOWANCE, { from: edMaker });
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// // Deposit maker funds into EtherDelta
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// await etherDelta.depositToken.sendTransactionAsync(weth.address, amountGive, { from: edMaker });
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// amountGet = makerTokenAmount;
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// // Fund the front runner on EtherDelta side
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// await zrx.setBalance.sendTransactionAsync(edFrontRunner, amountGet, { from: coinbase });
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// // Set the allowance for the front-runner on EtherDelta side
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// await zrx.approve.sendTransactionAsync(etherDelta.address, INITIAL_ALLOWANCE, { from: edFrontRunner });
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// // Deposit front runner funds into EtherDelta
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// await etherDelta.depositToken.sendTransactionAsync(zrx.address, amountGet, { from: edFrontRunner });
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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('makeAtomicTrade', () => {
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// let addresses: string[];
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// let values: BigNumber[];
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// let v: number[];
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// let r: string[];
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// let s: string[];
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// let tokenGet: string;
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// let tokenGive: string;
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// let expires: BigNumber;
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// let nonce: BigNumber;
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// let edSignature: ECSignature;
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// before(async () => {
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// signedOrder = await orderFactory.newSignedOrderAsync();
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// tokenGet = zrx.address;
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// tokenGive = weth.address;
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// const blockNumber = await web3Wrapper.getBlockNumberAsync();
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// const ED_ORDER_EXPIRATION_IN_BLOCKS = 10;
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// expires = new BigNumber(blockNumber + ED_ORDER_EXPIRATION_IN_BLOCKS);
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// nonce = new BigNumber(42);
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// const edOrderHash = `0x${crypto
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// .solSHA256([etherDelta.address, tokenGet, amountGet, tokenGive, amountGive, expires, nonce])
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// .toString('hex')}`;
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// const shouldAddPersonalMessagePrefix = false;
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// edSignature = await zeroEx.signOrderHashAsync(edOrderHash, edMaker, shouldAddPersonalMessagePrefix);
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// addresses = [
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// signedOrder.maker,
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// signedOrder.taker,
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// signedOrder.makerTokenAddress,
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// signedOrder.takerTokenAddress,
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// signedOrder.feeRecipient,
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// edMaker,
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// ];
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// const fillTakerTokenAmount = takerTokenAmount;
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// const edFillAmount = makerTokenAmount;
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// values = [
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// signedOrder.makerTokenAmount,
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// signedOrder.takerTokenAmount,
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// signedOrder.makerFee,
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// signedOrder.takerFee,
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// signedOrder.expirationUnixTimestampSec,
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// signedOrder.salt,
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// fillTakerTokenAmount,
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// amountGet,
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// amountGive,
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// expires,
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// nonce,
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// edFillAmount,
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// ];
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// v = [signedOrder.ecSignature.v, edSignature.v];
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// r = [signedOrder.ecSignature.r, edSignature.r];
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// s = [signedOrder.ecSignature.s, edSignature.s];
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// });
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// it('should successfully execute the arbitrage if not front-runned', async () => {
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// const txHash = await arbitrage.makeAtomicTrade.sendTransactionAsync(addresses, values, v, r, s, {
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// from: coinbase,
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// });
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// const res = await zeroEx.awaitTransactionMinedAsync(txHash);
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// const postBalance = await weth.balanceOf.callAsync(arbitrage.address);
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// expect(postBalance).to.be.bignumber.equal(amountGive);
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// });
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// it('should fail and revert if front-runned', async () => {
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// const preBalance = await weth.balanceOf.callAsync(arbitrage.address);
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// // Front-running transaction
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// await etherDelta.trade.sendTransactionAsync(
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// tokenGet,
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// amountGet,
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// tokenGive,
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// amountGive,
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// expires,
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// nonce,
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// edMaker,
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// edSignature.v,
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// edSignature.r,
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// edSignature.s,
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// amountGet,
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// { from: edFrontRunner },
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// );
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// // tslint:disable-next-line:await-promise
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// await expect(
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// arbitrage.makeAtomicTrade.sendTransactionAsync(addresses, values, v, r, s, { from: coinbase }),
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// ).to.be.rejectedWith(constants.REVERT);
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// const postBalance = await weth.balanceOf.callAsync(arbitrage.address);
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// expect(preBalance).to.be.bignumber.equal(postBalance);
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// });
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// });
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// });
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