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Diffstat (limited to 'contracts/core/test/tutorials/arbitrage.ts')
| -rw-r--r-- | contracts/core/test/tutorials/arbitrage.ts | 260 |
1 files changed, 260 insertions, 0 deletions
diff --git a/contracts/core/test/tutorials/arbitrage.ts b/contracts/core/test/tutorials/arbitrage.ts new file mode 100644 index 000000000..78e0bc238 --- /dev/null +++ b/contracts/core/test/tutorials/arbitrage.ts @@ -0,0 +1,260 @@ +// import { ECSignature, SignedOrder, ZeroEx } from '0x.js'; +// import { BlockchainLifecycle, devConstants, web3Factory } from '@0x/dev-utils'; +// import { ExchangeContractErrs } from 'ethereum-types'; +// import { BigNumber } from '@0x/utils'; +// import { Web3Wrapper } from '@0x/web3-wrapper'; +// import * as chai from 'chai'; +// import ethUtil = require('ethereumjs-util'); +// import * as Web3 from 'web3'; + +// import { AccountLevelsContract } from '../../src/generated_contract_wrappers/account_levels'; +// import { ArbitrageContract } from '../../src/generated_contract_wrappers/arbitrage'; +// import { DummyTokenContract } from '../../src/generated_contract_wrappers/dummy_token'; +// import { EtherDeltaContract } from '../../src/generated_contract_wrappers/ether_delta'; +// import { ExchangeContract } from '../../src/generated_contract_wrappers/exchange'; +// import { TokenTransferProxyContract } from '../../src/generated_contract_wrappers/token_transfer_proxy'; +// import { artifacts } from '../../util/artifacts'; +// import { Balances } from '../../util/balances'; +// import { constants } from '../../util/constants'; +// import { crypto } from '../../util/crypto'; +// import { ExchangeWrapper } from '../../util/exchange_wrapper'; +// import { OrderFactory } from '../../util/order_factory'; +// import { BalancesByOwner, ContractName } from '../../util/types'; +// import { chaiSetup } from '../utils/chai_setup'; + +// import { provider, txDefaults, web3Wrapper } from '../utils/web3_wrapper'; + +// chaiSetup.configure(); +// const expect = chai.expect; +// const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); + +// describe('Arbitrage', () => { +// let coinbase: string; +// let maker: string; +// let edMaker: string; +// let edFrontRunner: string; +// let amountGet: BigNumber; +// let amountGive: BigNumber; +// let makerTokenAmount: BigNumber; +// let takerTokenAmount: BigNumber; +// const feeRecipient = constants.NULL_ADDRESS; +// const INITIAL_BALANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); +// const INITIAL_ALLOWANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); + +// let weth: DummyTokenContract; +// let zrx: DummyTokenContract; +// let arbitrage: ArbitrageContract; +// let etherDelta: EtherDeltaContract; + +// let signedOrder: SignedOrder; +// let exWrapper: ExchangeWrapper; +// let orderFactory: OrderFactory; + +// let zeroEx: ZeroEx; + +// // From a bird's eye view - we create two orders. +// // 0x order of 1 ZRX (maker) for 1 WETH (taker) +// // ED order of 2 WETH (tokenGive) for 1 ZRX (tokenGet) +// // And then we do an atomic arbitrage between them which gives us 1 WETH. +// before(async () => { +// const accounts = await web3Wrapper.getAvailableAddressesAsync(); +// [coinbase, maker, edMaker, edFrontRunner] = accounts; +// weth = await DummyTokenContract.deployFrom0xArtifactAsync( +// artifacts.DummyToken, +// provider, +// txDefaults, +// constants.DUMMY_TOKEN_NAME, +// constants.DUMMY_TOKEN_SYMBOL, +// constants.DUMMY_TOKEN_DECIMALS, +// constants.DUMMY_TOKEN_TOTAL_SUPPLY, +// ); +// zrx = await DummyTokenContract.deployFrom0xArtifactAsync( +// artifacts.DummyToken, +// provider, +// txDefaults, +// constants.DUMMY_TOKEN_NAME, +// constants.DUMMY_TOKEN_SYMBOL, +// constants.DUMMY_TOKEN_DECIMALS, +// constants.DUMMY_TOKEN_TOTAL_SUPPLY, +// ); +// const accountLevels = await AccountLevelsContract.deployFrom0xArtifactAsync( +// artifacts.AccountLevels, +// provider, +// txDefaults, +// ); +// const edAdminAddress = accounts[0]; +// const edMakerFee = new BigNumber(0); +// const edTakerFee = new BigNumber(0); +// const edFeeRebate = new BigNumber(0); +// etherDelta = await EtherDeltaContract.deployFrom0xArtifactAsync( +// artifacts.EtherDelta, +// provider, +// txDefaults, +// edAdminAddress, +// feeRecipient, +// accountLevels.address, +// edMakerFee, +// edTakerFee, +// edFeeRebate, +// ); +// const tokenTransferProxy = await TokenTransferProxyContract.deployFrom0xArtifactAsync( +// artifacts.TokenTransferProxy, +// provider, +// txDefaults, +// ); +// const exchange = await ExchangeContract.deployFrom0xArtifactAsync( +// artifacts.Exchange, +// provider, +// txDefaults, +// zrx.address, +// tokenTransferProxy.address, +// ); +// await tokenTransferProxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { from: accounts[0] }); +// zeroEx = new ZeroEx(provider, { +// exchangeContractAddress: exchange.address, +// networkId: constants.TESTRPC_NETWORK_ID, +// }); +// exWrapper = new ExchangeWrapper(exchange, provider); + +// makerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), 18); +// takerTokenAmount = makerTokenAmount; +// const defaultOrderParams = { +// exchangeContractAddress: exchange.address, +// maker, +// feeRecipient, +// makerTokenAddress: zrx.address, +// takerTokenAddress: weth.address, +// makerTokenAmount, +// takerTokenAmount, +// makerFee: new BigNumber(0), +// takerFee: new BigNumber(0), +// }; +// orderFactory = new OrderFactory(zeroEx, defaultOrderParams); +// arbitrage = await ArbitrageContract.deployFrom0xArtifactAsync( +// artifacts.Arbitrage, +// provider, +// txDefaults, +// exchange.address, +// etherDelta.address, +// tokenTransferProxy.address, +// ); +// // Enable arbitrage and withdrawals of tokens +// await arbitrage.setAllowances.sendTransactionAsync(weth.address, { from: coinbase }); +// await arbitrage.setAllowances.sendTransactionAsync(zrx.address, { from: coinbase }); + +// // Give some tokens to arbitrage contract +// await weth.setBalance.sendTransactionAsync(arbitrage.address, takerTokenAmount, { from: coinbase }); + +// // Fund the maker on exchange side +// await zrx.setBalance.sendTransactionAsync(maker, makerTokenAmount, { from: coinbase }); +// // Set the allowance for the maker on Exchange side +// await zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: maker }); + +// amountGive = ZeroEx.toBaseUnitAmount(new BigNumber(2), 18); +// // Fund the maker on EtherDelta side +// await weth.setBalance.sendTransactionAsync(edMaker, amountGive, { from: coinbase }); +// // Set the allowance for the maker on EtherDelta side +// await weth.approve.sendTransactionAsync(etherDelta.address, INITIAL_ALLOWANCE, { from: edMaker }); +// // Deposit maker funds into EtherDelta +// await etherDelta.depositToken.sendTransactionAsync(weth.address, amountGive, { from: edMaker }); + +// amountGet = makerTokenAmount; +// // Fund the front runner on EtherDelta side +// await zrx.setBalance.sendTransactionAsync(edFrontRunner, amountGet, { from: coinbase }); +// // Set the allowance for the front-runner on EtherDelta side +// await zrx.approve.sendTransactionAsync(etherDelta.address, INITIAL_ALLOWANCE, { from: edFrontRunner }); +// // Deposit front runner funds into EtherDelta +// await etherDelta.depositToken.sendTransactionAsync(zrx.address, amountGet, { from: edFrontRunner }); +// }); +// beforeEach(async () => { +// await blockchainLifecycle.startAsync(); +// }); +// afterEach(async () => { +// await blockchainLifecycle.revertAsync(); +// }); +// describe('makeAtomicTrade', () => { +// let addresses: string[]; +// let values: BigNumber[]; +// let v: number[]; +// let r: string[]; +// let s: string[]; +// let tokenGet: string; +// let tokenGive: string; +// let expires: BigNumber; +// let nonce: BigNumber; +// let edSignature: ECSignature; +// before(async () => { +// signedOrder = await orderFactory.newSignedOrderAsync(); +// tokenGet = zrx.address; +// tokenGive = weth.address; +// const blockNumber = await web3Wrapper.getBlockNumberAsync(); +// const ED_ORDER_EXPIRATION_IN_BLOCKS = 10; +// expires = new BigNumber(blockNumber + ED_ORDER_EXPIRATION_IN_BLOCKS); +// nonce = new BigNumber(42); +// const edOrderHash = `0x${crypto +// .solSHA256([etherDelta.address, tokenGet, amountGet, tokenGive, amountGive, expires, nonce]) +// .toString('hex')}`; +// const shouldAddPersonalMessagePrefix = false; +// edSignature = await zeroEx.signOrderHashAsync(edOrderHash, edMaker, shouldAddPersonalMessagePrefix); +// addresses = [ +// signedOrder.maker, +// signedOrder.taker, +// signedOrder.makerTokenAddress, +// signedOrder.takerTokenAddress, +// signedOrder.feeRecipient, +// edMaker, +// ]; +// const fillTakerTokenAmount = takerTokenAmount; +// const edFillAmount = makerTokenAmount; +// values = [ +// signedOrder.makerTokenAmount, +// signedOrder.takerTokenAmount, +// signedOrder.makerFee, +// signedOrder.takerFee, +// signedOrder.expirationUnixTimestampSec, +// signedOrder.salt, +// fillTakerTokenAmount, +// amountGet, +// amountGive, +// expires, +// nonce, +// edFillAmount, +// ]; +// v = [signedOrder.ecSignature.v, edSignature.v]; +// r = [signedOrder.ecSignature.r, edSignature.r]; +// s = [signedOrder.ecSignature.s, edSignature.s]; +// }); +// it('should successfully execute the arbitrage if not front-runned', async () => { +// const txHash = await arbitrage.makeAtomicTrade.sendTransactionAsync(addresses, values, v, r, s, { +// from: coinbase, +// }); +// const res = await zeroEx.awaitTransactionMinedAsync(txHash); +// const postBalance = await weth.balanceOf.callAsync(arbitrage.address); +// expect(postBalance).to.be.bignumber.equal(amountGive); +// }); +// it('should fail and revert if front-runned', async () => { +// const preBalance = await weth.balanceOf.callAsync(arbitrage.address); +// // Front-running transaction +// await etherDelta.trade.sendTransactionAsync( +// tokenGet, +// amountGet, +// tokenGive, +// amountGive, +// expires, +// nonce, +// edMaker, +// edSignature.v, +// edSignature.r, +// edSignature.s, +// amountGet, +// { from: edFrontRunner }, +// ); +// // tslint:disable-next-line:await-promise +// await expect( +// arbitrage.makeAtomicTrade.sendTransactionAsync(addresses, values, v, r, s, { from: coinbase }), +// ).to.be.rejectedWith(constants.REVERT); +// const postBalance = await weth.balanceOf.callAsync(arbitrage.address); +// expect(preBalance).to.be.bignumber.equal(postBalance); +// }); +// }); +// }); |