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Diffstat (limited to 'packages/contracts/test/tutorials/arbitrage.ts')
| -rw-r--r-- | packages/contracts/test/tutorials/arbitrage.ts | 260 |
1 files changed, 0 insertions, 260 deletions
diff --git a/packages/contracts/test/tutorials/arbitrage.ts b/packages/contracts/test/tutorials/arbitrage.ts deleted file mode 100644 index 78e0bc238..000000000 --- a/packages/contracts/test/tutorials/arbitrage.ts +++ /dev/null @@ -1,260 +0,0 @@ -// 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); -// }); -// }); -// }); |