diff options
Diffstat (limited to 'packages/contracts/test/tutorials/arbitrage.ts')
| -rw-r--r-- | packages/contracts/test/tutorials/arbitrage.ts | 191 |
1 files changed, 113 insertions, 78 deletions
diff --git a/packages/contracts/test/tutorials/arbitrage.ts b/packages/contracts/test/tutorials/arbitrage.ts index 95bc421e1..c65e050ad 100644 --- a/packages/contracts/test/tutorials/arbitrage.ts +++ b/packages/contracts/test/tutorials/arbitrage.ts @@ -1,23 +1,28 @@ // import { ECSignature, SignedOrder, ZeroEx } from '0x.js'; // import { BlockchainLifecycle, devConstants, web3Factory } from '@0xproject/dev-utils'; +// import { ExchangeContractErrs } from '@0xproject/types'; // import { BigNumber } from '@0xproject/utils'; // import { Web3Wrapper } from '@0xproject/web3-wrapper'; // import * as chai from 'chai'; // import ethUtil = require('ethereumjs-util'); // import * as Web3 from 'web3'; +// import { AccountLevelsContract } from '../../src/contract_wrappers/generated/account_levels'; // import { ArbitrageContract } from '../../src/contract_wrappers/generated/arbitrage'; +// import { DummyTokenContract } from '../../src/contract_wrappers/generated/dummy_token'; // import { EtherDeltaContract } from '../../src/contract_wrappers/generated/ether_delta'; // import { ExchangeContract } from '../../src/contract_wrappers/generated/exchange'; -// import { Balances } from '../../src/utils/balances'; -// import { constants } from '../../src/utils/constants'; -// import { crypto } from '../../src/utils/crypto'; -// import { ExchangeWrapper } from '../../src/utils/exchange_wrapper'; -// import { OrderFactory } from '../../src/utils/order_factory'; -// import { BalancesByOwner, ContractName, ExchangeContractErrs } from '../../src/utils/types'; +// import { TokenTransferProxyContract } from '../../src/contract_wrappers/generated/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 { deployer } from '../utils/deployer'; -// import { provider, web3Wrapper } from '../utils/web3_wrapper'; + +// import { provider, txDefaults, web3Wrapper } from '../utils/web3_wrapper'; // chaiSetup.configure(); // const expect = chai.expect; @@ -36,8 +41,8 @@ // const INITIAL_BALANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); // const INITIAL_ALLOWANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); -// let weth: Web3.ContractInstance; -// let zrx: Web3.ContractInstance; +// let weth: DummyTokenContract; +// let zrx: DummyTokenContract; // let arbitrage: ArbitrageContract; // let etherDelta: EtherDeltaContract; @@ -47,87 +52,117 @@ // 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 deployer.deployAsync(ContractName.DummyERC20Token, constants.DUMMY_TOKEN_ARGS); -// zrx = await deployer.deployAsync(ContractName.DummyERC20Token, constants.DUMMY_TOKEN_ARGS); -// const accountLevels = await deployer.deployAsync(ContractName.AccountLevels); -// const edAdminAddress = accounts[0]; -// const edMakerFee = 0; -// const edTakerFee = 0; -// const edFeeRebate = 0; -// const etherDeltaInstance = await deployer.deployAsync(ContractName.EtherDelta, [ -// edAdminAddress, -// feeRecipient, -// accountLevels.address, -// edMakerFee, -// edTakerFee, -// edFeeRebate, -// ]); -// etherDelta = new EtherDeltaContract(etherDeltaInstance.abi, etherDeltaInstance.address, provider); -// const tokenTransferProxy = await deployer.deployAsync(ContractName.TokenTransferProxy); -// const exchangeInstance = await deployer.deployAsync(ContractName.Exchange, [ -// zrx.address, -// tokenTransferProxy.address, -// ]); -// await tokenTransferProxy.addAuthorizedAddress(exchangeInstance.address, { from: accounts[0] }); -// zeroEx = new ZeroEx(provider, { -// exchangeContractAddress: exchangeInstance.address, -// networkId: constants.TESTRPC_NETWORK_ID, -// }); -// const exchange = new ExchangeContract(exchangeInstance.abi, exchangeInstance.address, provider); -// exWrapper = new ExchangeWrapper(exchange, 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, zeroEx); -// 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); -// const arbitrageInstance = await deployer.deployAsync(ContractName.Arbitrage, [ -// exchange.address, -// etherDelta.address, -// tokenTransferProxy.address, -// ]); -// arbitrage = new ArbitrageContract(arbitrageInstance.abi, arbitrageInstance.address, provider); -// // Enable arbitrage and withdrawals of tokens -// await arbitrage.setAllowances.sendTransactionAsync(weth.address, { from: coinbase }); -// await arbitrage.setAllowances.sendTransactionAsync(zrx.address, { from: coinbase }); +// 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(arbitrage.address, takerTokenAmount, { from: coinbase }); +// await weth.setBalance.sendTransactionAsync(arbitrage.address, takerTokenAmount, { from: coinbase }); // // Fund the maker on exchange side -// await zrx.setBalance(maker, makerTokenAmount, { from: coinbase }); +// await zrx.setBalance.sendTransactionAsync(maker, makerTokenAmount, { from: coinbase }); // // Set the allowance for the maker on Exchange side -// await zrx.approve(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: maker }); +// 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(edMaker, amountGive, { from: coinbase }); +// await weth.setBalance.sendTransactionAsync(edMaker, amountGive, { from: coinbase }); // // Set the allowance for the maker on EtherDelta side -// await weth.approve(etherDelta.address, INITIAL_ALLOWANCE, { from: edMaker }); +// 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(edFrontRunner, amountGet, { from: coinbase }); +// await zrx.setBalance.sendTransactionAsync(edFrontRunner, amountGet, { from: coinbase }); // // Set the allowance for the front-runner on EtherDelta side -// await zrx.approve(etherDelta.address, INITIAL_ALLOWANCE, { from: edFrontRunner }); +// 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 }); // }); @@ -194,11 +229,11 @@ // from: coinbase, // }); // const res = await zeroEx.awaitTransactionMinedAsync(txHash); -// const postBalance = await weth.balanceOf(arbitrage.address); +// 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(arbitrage.address); +// const preBalance = await weth.balanceOf.callAsync(arbitrage.address); // // Front-running transaction // await etherDelta.trade.sendTransactionAsync( // tokenGet, @@ -218,7 +253,7 @@ // await expect( // arbitrage.makeAtomicTrade.sendTransactionAsync(addresses, values, v, r, s, { from: coinbase }), // ).to.be.rejectedWith(constants.REVERT); -// const postBalance = await weth.balanceOf(arbitrage.address); +// const postBalance = await weth.balanceOf.callAsync(arbitrage.address); // expect(preBalance).to.be.bignumber.equal(postBalance); // }); // }); |