@melonproject/protocol
Version:
Technology Regulated and Operated Investment Funds
92 lines (91 loc) • 5.86 kB
JavaScript
"use strict";
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
return new (P || (P = Promise))(function (resolve, reject) {
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
function step(result) { result.done ? resolve(result.value) : new P(function (resolve) { resolve(result.value); }).then(fulfilled, rejected); }
step((generator = generator.apply(thisArg, _arguments || [])).next());
});
};
Object.defineProperty(exports, "__esModule", { value: true });
const token_math_1 = require("@melonproject/token-math");
const Environment_1 = require("../../../utils/environment/Environment");
const deployAndInitTestEnv_1 = require("../../utils/deployAndInitTestEnv");
const setupInvestedTestFund_1 = require("../../utils/setupInvestedTestFund");
const getExpectedRate_1 = require("../../../contracts/exchanges/third-party/kyber/calls/getExpectedRate");
const Contracts_1 = require("../../../Contracts");
const takeOrderOnKyber_1 = require("../../../contracts/fund/trading/transactions/takeOrderOnKyber");
const balanceOf_1 = require("../../../contracts/dependencies/token/calls/balanceOf");
const getTokenBySymbol_1 = require("../../../utils/environment/getTokenBySymbol");
const register_1 = require("../../../contracts/fund/policies/transactions/register");
const FunctionSignatures_1 = require("../../../contracts/fund/trading/utils/FunctionSignatures");
const getPrice_1 = require("../../../contracts/prices/calls/getPrice");
const setBaseRate_1 = require("../../../contracts/exchanges/third-party/kyber/transactions/setBaseRate");
const toBeTrueWith_1 = require("../../utils/toBeTrueWith");
const getFundHoldings_1 = require("../../../contracts/fund/accounting/calls/getFundHoldings");
expect.extend({ toBeTrueWith: toBeTrueWith_1.toBeTrueWith });
describe('Happy Path', () => {
const shared = {};
beforeAll(() => __awaiter(this, void 0, void 0, function* () {
shared.env = yield deployAndInitTestEnv_1.deployAndInitTestEnv();
expect(shared.env.track).toBe(Environment_1.Tracks.TESTING);
shared.accounts = yield shared.env.eth.getAccounts();
shared.kyber =
shared.env.deployment.exchangeConfigs[Contracts_1.Exchanges.KyberNetwork].exchange;
shared.routes = yield setupInvestedTestFund_1.setupInvestedTestFund(shared.env);
shared.weth = getTokenBySymbol_1.getTokenBySymbol(shared.env, 'WETH');
shared.mln = getTokenBySymbol_1.getTokenBySymbol(shared.env, 'MLN');
yield register_1.register(shared.env, shared.routes.policyManagerAddress, {
method: FunctionSignatures_1.FunctionSignatures.takeOrder,
policy: shared.env.deployment.melonContracts.policies.priceTolerance,
});
// Setting rates on kyber reserve
const mlnPrice = yield getPrice_1.getPrice(shared.env, shared.env.deployment.melonContracts.priceSource.toString(), shared.mln);
const ethPriceInMln = token_math_1.createPrice(mlnPrice.quote, mlnPrice.base);
const prices = [
{
buy: ethPriceInMln,
sell: mlnPrice,
},
];
yield setBaseRate_1.setBaseRate(shared.env, shared.env.deployment.thirdPartyContracts.exchanges.kyber.conversionRates, {
prices,
});
}));
test('Trade on kyber', () => __awaiter(this, void 0, void 0, function* () {
yield getFundHoldings_1.getFundHoldings(shared.env, shared.routes.accountingAddress);
const takerQuantity = token_math_1.createQuantity(shared.weth, 0.1);
const expectedRate = yield getExpectedRate_1.getExpectedRate(shared.env, shared.kyber, {
fillTakerQuantity: takerQuantity,
makerAsset: shared.mln,
takerAsset: shared.weth,
});
// Minimum quantity of dest asset expected to get in return in the trade
const minMakerQuantity = token_math_1.valueIn(expectedRate, takerQuantity);
const preMlnBalance = yield balanceOf_1.balanceOf(shared.env, shared.mln.address, {
address: shared.routes.vaultAddress,
});
const result = yield takeOrderOnKyber_1.takeOrderOnKyber(shared.env, shared.routes.tradingAddress, {
makerQuantity: minMakerQuantity,
takerQuantity,
});
expect(result.takerQuantity).toBeTrueWith(token_math_1.isEqual, takerQuantity);
expect(result.makerQuantity).toBeTrueWith(token_math_1.greaterThan, minMakerQuantity);
const holdings = yield getFundHoldings_1.getFundHoldings(shared.env, shared.routes.accountingAddress);
const wethHolding = holdings.find(holding => token_math_1.isEqual(holding.token, shared.weth));
expect(token_math_1.add(wethHolding, takerQuantity)).toBeTrueWith(token_math_1.isEqual, token_math_1.createQuantity(shared.weth, 1));
const postMlnBalance = yield balanceOf_1.balanceOf(shared.env, shared.mln.address, {
address: shared.routes.vaultAddress,
});
expect(token_math_1.greaterThan(token_math_1.subtract(postMlnBalance, preMlnBalance), minMakerQuantity)).toBeTruthy();
}));
test('Price tolerance prevents ill priced trade', () => __awaiter(this, void 0, void 0, function* () {
const takerQuantity = token_math_1.createQuantity(shared.weth, 0.1);
// Minimum quantity of dest asset expected to get in return in the trade
const minMakerQuantity = token_math_1.createQuantity(shared.mln, 0);
yield expect(takeOrderOnKyber_1.takeOrderOnKyber(shared.env, shared.routes.tradingAddress, {
makerQuantity: minMakerQuantity,
takerQuantity,
})).rejects.toThrow();
}));
});