1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
|
import { ECSignature, ZeroEx } from '0x.js';
import { BlockchainLifecycle, devConstants, web3Factory } from '@0xproject/dev-utils';
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 { Balances } from '../../util/balances';
import { constants } from '../../util/constants';
import { crypto } from '../../util/crypto';
import { ExchangeWrapper } from '../../util/exchange_wrapper';
import { Order } from '../../util/order';
import { OrderFactory } from '../../util/order_factory';
import { BalancesByOwner, ContractName, ExchangeContractErrs } from '../../util/types';
import { chaiSetup } from '../utils/chai_setup';
import { deployer } from '../utils/deployer';
chaiSetup.configure();
const expect = chai.expect;
const web3 = web3Factory.create();
const web3Wrapper = new Web3Wrapper(web3.currentProvider);
const blockchainLifecycle = new BlockchainLifecycle();
describe.only('Arbitrage', () => {
let coinbase: string;
let maker: string;
let edMaker: string;
let edFrontRunner: string;
const feeRecipient = ZeroEx.NULL_ADDRESS;
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 arbitrage: Web3.ContractInstance;
let etherDelta: Web3.ContractInstance;
let order: Order;
let exWrapper: ExchangeWrapper;
let orderFactory: OrderFactory;
let zeroEx: ZeroEx;
before(async () => {
const accounts = await web3Wrapper.getAvailableAddressesAsync();
[coinbase, maker, edMaker, edFrontRunner] = accounts;
weth = await deployer.deployAsync(ContractName.DummyToken);
zrx = await deployer.deployAsync(ContractName.DummyToken);
const accountLevels = await deployer.deployAsync(ContractName.AccountLevels);
const edAdminAddress = accounts[0];
const edMakerFee = 0;
const edTakerFee = 0;
const edFeeRebate = 0;
etherDelta = await deployer.deployAsync(ContractName.EtherDelta, [
edAdminAddress,
feeRecipient,
accountLevels.address,
edMakerFee,
edTakerFee,
edFeeRebate,
]);
const tokenTransferProxy = await deployer.deployAsync(ContractName.TokenTransferProxy);
const exchange = await deployer.deployAsync(ContractName.Exchange, [zrx.address, tokenTransferProxy.address]);
await tokenTransferProxy.addAuthorizedAddress(exchange.address, { from: accounts[0] });
zeroEx = new ZeroEx(web3.currentProvider, {
exchangeContractAddress: exchange.address,
networkId: constants.TESTRPC_NETWORK_ID,
});
exWrapper = new ExchangeWrapper(exchange, zeroEx);
const defaultOrderParams = {
exchangeContractAddress: exchange.address,
maker,
feeRecipient,
makerToken: zrx.address,
takerToken: weth.address,
makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
makerFee: new BigNumber(0),
takerFee: new BigNumber(0),
};
orderFactory = new OrderFactory(web3Wrapper, defaultOrderParams);
arbitrage = await deployer.deployAsync(ContractName.Arbitrage, [
exchange.address,
etherDelta.address,
tokenTransferProxy.address,
]);
// Enable arbitrage and withdrawals of tokens
await arbitrage.setAllowances(weth.address, { from: coinbase });
await arbitrage.setAllowances(zrx.address, { from: coinbase });
// Give some tokens to arbitrage contract
await weth.setBalance(arbitrage.address, ZeroEx.toBaseUnitAmount(new BigNumber(1), 18), { from: coinbase });
// Fund the maker on exchange side
await zrx.setBalance(maker, ZeroEx.toBaseUnitAmount(new BigNumber(1), 18), { from: coinbase });
// Set the allowance for the maker on Exchange side
await zrx.approve(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: maker });
const amountGive = ZeroEx.toBaseUnitAmount(new BigNumber(2), 18);
// Fund the maker on EtherDelta side
await weth.setBalance(edMaker, ZeroEx.toBaseUnitAmount(new BigNumber(2), 18), { from: coinbase });
// Set the allowance for the maker on EtherDelta side
await weth.approve(etherDelta.address, INITIAL_ALLOWANCE, { from: edMaker });
// Deposit maker funds into EtherDelta
await etherDelta.depositToken(weth.address, amountGive, { from: edMaker });
const amountGet = ZeroEx.toBaseUnitAmount(new BigNumber(1), 18);
// Fund the front runner on EtherDelta side
await zrx.setBalance(edFrontRunner, amountGet, { from: coinbase });
// Set the allowance for the maker on EtherDelta side
await zrx.approve(etherDelta.address, INITIAL_ALLOWANCE, { from: edFrontRunner });
// Deposit front runner funds into EtherDelta
await etherDelta.depositToken(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 amountGet: BigNumber;
let amountGive: BigNumber;
let expires: BigNumber;
let nonce: BigNumber;
let edSignature: ECSignature;
before(async () => {
order = await orderFactory.newSignedOrderAsync();
const shouldAddPersonalMessagePrefix = false;
tokenGet = zrx.address;
amountGet = ZeroEx.toBaseUnitAmount(new BigNumber(1), 18);
tokenGive = weth.address;
amountGive = ZeroEx.toBaseUnitAmount(new BigNumber(2), 18);
const blockNumber = await web3Wrapper.getBlockNumberAsync();
expires = new BigNumber(blockNumber + 10);
nonce = new BigNumber(42);
const edOrderHash = `0x${crypto
.solSHA256([etherDelta.address, tokenGet, amountGet, tokenGive, amountGive, expires, nonce])
.toString('hex')}`;
edSignature = await zeroEx.signOrderHashAsync(edOrderHash, edMaker, shouldAddPersonalMessagePrefix);
addresses = [
order.params.maker,
order.params.taker,
order.params.makerToken,
order.params.takerToken,
order.params.feeRecipient,
tokenGet,
tokenGive,
edMaker,
];
const fillTakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), 18);
const edFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), 18);
values = [
order.params.makerTokenAmount,
order.params.takerTokenAmount,
order.params.makerFee,
order.params.takerFee,
order.params.expirationTimestampInSec,
order.params.salt,
fillTakerTokenAmount,
amountGet,
amountGive,
expires,
nonce,
edFillAmount,
];
v = [order.params.v as number, edSignature.v];
r = [order.params.r as string, edSignature.r];
s = [order.params.s as string, edSignature.s];
});
it('1', async () => {
const txHash = await arbitrage.makeAtomicTrade(addresses, values, v, r, s, { from: coinbase });
const res = await zeroEx.awaitTransactionMinedAsync(txHash);
const postBalance = await weth.balanceOf(arbitrage.address);
expect(postBalance).to.be.bignumber.equal(ZeroEx.toBaseUnitAmount(new BigNumber(2), 18));
});
it('2', async () => {
// Front-running transaction
await etherDelta.trade(
tokenGet,
amountGet,
tokenGive,
amountGive,
expires,
nonce,
edMaker,
edSignature.v,
edSignature.r,
edSignature.s,
ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
{ from: edFrontRunner },
);
return expect(arbitrage.makeAtomicTrade(addresses, values, v, r, s, { from: coinbase })).to.be.rejectedWith(
constants.REVERT,
);
});
});
});
|
