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@bancor/contracts-solidity - npm Package Compare versions

Comparing version 0.6.22 to 0.6.23

solidity/test/LiquidityProtectionAverageRate.js

8

CHANGELOG.md

@@ -0,1 +1,9 @@

### 0.6.23
LiquidityProtection
* Improved accuracy of the return/fee calculations
General
* Many other minor changes and cleanups
### 0.6.22

@@ -2,0 +10,0 @@ LiquidityProtection

2

package.json
{
"name": "@bancor/contracts-solidity",
"version": "0.6.22",
"version": "0.6.23",
"description": "The solidity version of the Bancor smart contracts is composed of many different components that work together to create the Bancor Network deployment.",

@@ -5,0 +5,0 @@ "repository": {

@@ -7,2 +7,4 @@ const { expect } = require('chai');

const LiquidTokenConverterFactory = artifacts.require('LiquidTokenConverterFactory');
const LiquidityPoolV1ConverterFactory = artifacts.require('LiquidityPoolV1ConverterFactory');
const LiquidityPoolV2ConverterFactory = artifacts.require('LiquidityPoolV2ConverterFactory');
const TypedConverterAnchorFactory = artifacts.require('TestTypedConverterAnchorFactory');

@@ -22,99 +24,103 @@ const ConverterBase = artifacts.require('ConverterBase');

before(async () => {
// The following contracts are unaffected by the underlying tests, this can be shared.
contractRegistry = await ContractRegistry.new();
});
for (const Factory of [LiquidTokenConverterFactory, LiquidityPoolV1ConverterFactory, LiquidityPoolV2ConverterFactory]) {
describe(Factory.contractName, () => {
before(async () => {
// The following contracts are unaffected by the underlying tests, this can be shared.
contractRegistry = await ContractRegistry.new();
});
beforeEach(async () => {
converterFactory = await ConverterFactory.new();
anchorFactory = await TypedConverterAnchorFactory.new('TypedAnchor');
factory = await LiquidTokenConverterFactory.new();
});
beforeEach(async () => {
converterFactory = await ConverterFactory.new();
anchorFactory = await TypedConverterAnchorFactory.new('TypedAnchor');
factory = await Factory.new();
});
it('should allow the owner to register a typed converter anchor factory', async () => {
await converterFactory.registerTypedConverterAnchorFactory(anchorFactory.address);
expect(await converterFactory.anchorFactories.call(await anchorFactory.converterType.call())).to.eql(anchorFactory.address);
});
it('should allow the owner to register a typed converter anchor factory', async () => {
await converterFactory.registerTypedConverterAnchorFactory(anchorFactory.address);
expect(await converterFactory.anchorFactories.call(await anchorFactory.converterType.call())).to.eql(anchorFactory.address);
});
it('should allow the owner to reregister a typed converter anchor factory', async () => {
await converterFactory.registerTypedConverterAnchorFactory(anchorFactory.address);
it('should allow the owner to reregister a typed converter anchor factory', async () => {
await converterFactory.registerTypedConverterAnchorFactory(anchorFactory.address);
const anchorFactory2 = await TypedConverterAnchorFactory.new('TypedAnchor2');
expect(await anchorFactory.converterType.call()).to.be.bignumber.equal(await anchorFactory.converterType.call());
const anchorFactory2 = await TypedConverterAnchorFactory.new('TypedAnchor2');
expect(await anchorFactory.converterType.call()).to.be.bignumber.equal(await anchorFactory.converterType.call());
await converterFactory.registerTypedConverterAnchorFactory(anchorFactory2.address);
expect(await converterFactory.anchorFactories.call(await anchorFactory2.converterType.call())).to.eql(anchorFactory2.address);
});
await converterFactory.registerTypedConverterAnchorFactory(anchorFactory2.address);
expect(await converterFactory.anchorFactories.call(await anchorFactory2.converterType.call())).to.eql(anchorFactory2.address);
});
it('should revert if a non-owner attempts to register a typed converter anchor factory', async () => {
await expectRevert(converterFactory.registerTypedConverterAnchorFactory(anchorFactory.address, { from: nonOwner }), 'ERR_ACCESS_DENIED');
});
it('should revert if a non-owner attempts to register a typed converter anchor factory', async () => {
await expectRevert(converterFactory.registerTypedConverterAnchorFactory(anchorFactory.address, { from: nonOwner }), 'ERR_ACCESS_DENIED');
});
it('should allow the owner to register a typed converter factory', async () => {
await converterFactory.registerTypedConverterFactory(factory.address);
expect(await converterFactory.converterFactories.call(await factory.converterType.call())).to.eql(factory.address);
});
it('should allow the owner to register a typed converter factory', async () => {
await converterFactory.registerTypedConverterFactory(factory.address);
expect(await converterFactory.converterFactories.call(await factory.converterType.call())).to.eql(factory.address);
});
it('should allow the owner to reregister a typed converter factory', async () => {
await converterFactory.registerTypedConverterFactory(factory.address);
it('should allow the owner to reregister a typed converter factory', async () => {
await converterFactory.registerTypedConverterFactory(factory.address);
const factory2 = await LiquidTokenConverterFactory.new();
expect(await factory.converterType.call()).to.be.bignumber.equal(await factory2.converterType.call());
const factory2 = await Factory.new();
expect(await factory.converterType.call()).to.be.bignumber.equal(await factory2.converterType.call());
await converterFactory.registerTypedConverterFactory(factory2.address);
expect(await converterFactory.converterFactories.call(await factory2.converterType.call())).to.eql(factory2.address);
});
await converterFactory.registerTypedConverterFactory(factory2.address);
expect(await converterFactory.converterFactories.call(await factory2.converterType.call())).to.eql(factory2.address);
});
it('should revert if a non-owner attempts to register a typed converter factory', async () => {
await expectRevert(converterFactory.registerTypedConverterFactory(factory.address, { from: nonOwner }), 'ERR_ACCESS_DENIED');
});
it('should revert if a non-owner attempts to register a typed converter factory', async () => {
await expectRevert(converterFactory.registerTypedConverterFactory(factory.address, { from: nonOwner }), 'ERR_ACCESS_DENIED');
});
it('should create an achor using an existing factory', async () => {
await converterFactory.registerTypedConverterAnchorFactory(anchorFactory.address);
it('should create an achor using an existing factory', async () => {
await converterFactory.registerTypedConverterAnchorFactory(anchorFactory.address);
const name = 'Anchor1';
await converterFactory.createAnchor(await anchorFactory.converterType.call(), name, 'ANCHOR1', 2);
const name = 'Anchor1';
await converterFactory.createAnchor(await anchorFactory.converterType.call(), name, 'ANCHOR1', 2);
const anchorAddress = await converterFactory.createdAnchor.call();
const anchor = await DSToken.at(anchorAddress);
const anchorAddress = await converterFactory.createdAnchor.call();
const anchor = await DSToken.at(anchorAddress);
expect(await anchor.name.call()).to.not.be.eql(name);
expect(await anchor.name.call()).to.be.eql(await anchorFactory.name.call());
expect(await anchor.owner.call()).to.be.eql(converterFactory.address);
expect(await anchor.newOwner.call()).to.be.eql(owner);
});
expect(await anchor.name.call()).to.not.be.eql(name);
expect(await anchor.name.call()).to.be.eql(await anchorFactory.name.call());
expect(await anchor.owner.call()).to.be.eql(converterFactory.address);
expect(await anchor.newOwner.call()).to.be.eql(owner);
});
it('should create an achor using custom settings', async () => {
const name = 'Anchor1';
await converterFactory.createAnchor(11, name, 'ANCHOR1', 2);
it('should create an achor using custom settings', async () => {
const name = 'Anchor1';
await converterFactory.createAnchor(11, name, 'ANCHOR1', 2);
const anchorAddress = await converterFactory.createdAnchor.call();
const anchor = await DSToken.at(anchorAddress);
const anchorAddress = await converterFactory.createdAnchor.call();
const anchor = await DSToken.at(anchorAddress);
expect(await anchor.name.call()).to.be.eql(name);
expect(await anchor.name.call()).not.to.be.eql(await anchorFactory.name.call());
expect(await anchor.owner.call()).to.be.eql(converterFactory.address);
expect(await anchor.newOwner.call()).to.be.eql(owner);
});
expect(await anchor.name.call()).to.be.eql(name);
expect(await anchor.name.call()).not.to.be.eql(await anchorFactory.name.call());
expect(await anchor.owner.call()).to.be.eql(converterFactory.address);
expect(await anchor.newOwner.call()).to.be.eql(owner);
});
it('should create converter', async () => {
await converterFactory.registerTypedConverterFactory(factory.address);
it('should create converter', async () => {
await converterFactory.registerTypedConverterFactory(factory.address);
const anchor = await DSToken.new('Token1', 'TKN1', 2);
const anchor = await DSToken.new('Token1', 'TKN1', 2);
const converterType = await factory.converterType.call();
const converterType = await factory.converterType.call();
const res = await converterFactory.createConverter(converterType, anchor.address,
contractRegistry.address, MAX_CONVERSION_FEE);
const converterAddress = await converterFactory.createdConverter.call();
const converter = await ConverterBase.at(converterAddress);
const res = await converterFactory.createConverter(converterType, anchor.address,
contractRegistry.address, MAX_CONVERSION_FEE);
const converterAddress = await converterFactory.createdConverter.call();
const converter = await ConverterBase.at(converterAddress);
expect(await converter.anchor.call()).to.be.eql(anchor.address);
expect(await converter.registry.call()).to.be.eql(contractRegistry.address);
expect(await converter.maxConversionFee.call()).to.be.bignumber.equal(MAX_CONVERSION_FEE);
expect(await converter.owner.call()).to.be.eql(converterFactory.address);
expect(await converter.newOwner.call()).to.be.eql(owner);
expect(await converter.anchor.call()).to.be.eql(anchor.address);
expect(await converter.registry.call()).to.be.eql(contractRegistry.address);
expect(await converter.maxConversionFee.call()).to.be.bignumber.equal(MAX_CONVERSION_FEE);
expect(await converter.owner.call()).to.be.eql(converterFactory.address);
expect(await converter.newOwner.call()).to.be.eql(owner);
expectEvent(res, 'NewConverter', { _type: converterType, _converter: converter.address, _owner: owner });
});
expectEvent(res, 'NewConverter', { _type: converterType, _converter: converter.address, _owner: owner });
});
});
}
});
const { expect } = require('chai');
const { expectRevert, BN, balance } = require('@openzeppelin/test-helpers');
const { expectRevert, BN, balance, constants } = require('@openzeppelin/test-helpers');
const Decimal = require('decimal.js');
const { ETH_RESERVE_ADDRESS, registry } = require('./helpers/Constants');
const { MAX_UINT256 } = constants;

@@ -23,3 +24,3 @@ const LiquidityPoolV1Converter = artifacts.require('LiquidityPoolV1Converter');

else {
const erc20Token = await ERC20Token.new('name', 'symbol', 0, -1);
const erc20Token = await ERC20Token.new('name', 'symbol', 0, MAX_UINT256);
await converter.addReserve(erc20Token.address, weights[i] * 10000);

@@ -86,3 +87,3 @@ }

await Promise.all(reserveTokens.map((reserveToken, i) => approve(reserveToken, converter, reserveAmounts[i])));
await expectRevert(converter.addLiquidity(reserveTokens, reserveAmounts, -1), 'ERR_RETURN_TOO_LOW');
await expectRevert(converter.addLiquidity(reserveTokens, reserveAmounts, MAX_UINT256), 'ERR_RETURN_TOO_LOW');
});

@@ -89,0 +90,0 @@

@@ -22,3 +22,3 @@ const { expect } = require('chai');

const ConverterRegistryData = artifacts.require('ConverterRegistryData');
const TestConverterRegistry = artifacts.require('TestConverterRegistry');
const ConverterRegistry = artifacts.require('TestConverterRegistry');
const ConverterHelper = require('./helpers/Converter');

@@ -47,3 +47,3 @@

converterRegistry = await TestConverterRegistry.new(contractRegistry.address);
converterRegistry = await ConverterRegistry.new(contractRegistry.address);
converterRegistryData = await ConverterRegistryData.new(contractRegistry.address);

@@ -663,2 +663,8 @@

.to.eql(anchors[5]);
expect(await converterRegistry.getLiquidityPoolByConfig.call(2, [ETH_RESERVE_ADDRESS, erc20Token1.address], [0x4000, 0x4100]))
.to.eql(anchors[6]);
expect(await converterRegistry.getLiquidityPoolByConfig.call(2, [erc20Token1.address, erc20Token2.address], [0x5100, 0x5200]))
.to.eql(anchors[7]);
expect(await converterRegistry.getLiquidityPoolByConfig.call(2, [erc20Token2.address, ETH_RESERVE_ADDRESS], [0x6200, 0x6000]))
.to.eql(anchors[8]);
});

@@ -698,2 +704,8 @@

.to.eql(ZERO_ADDRESS);
expect(await converterRegistry.getLiquidityPoolByConfig.call(2, [ETH_RESERVE_ADDRESS, erc20Token1.address], [0x4000, 0x4100]))
.to.eql(ZERO_ADDRESS);
expect(await converterRegistry.getLiquidityPoolByConfig.call(2, [erc20Token1.address, erc20Token2.address], [0x5100, 0x5200]))
.to.eql(ZERO_ADDRESS);
expect(await converterRegistry.getLiquidityPoolByConfig.call(2, [erc20Token2.address, ETH_RESERVE_ADDRESS], [0x6200, 0x6000]))
.to.eql(ZERO_ADDRESS);
});

@@ -700,0 +712,0 @@ });

@@ -306,8 +306,18 @@ const { expect } = require('chai');

const initFuncs = [
initWithoutReserves,
initWith1Reserve,
initWith2Reserves,
initLPV2,
initWithEtherReserve,
initWithETHReserve
];
const f = (a, b) => [].concat(...a.map(d => b.map(e => [].concat(d, e))));
const cartesian = (a, b, ...c) => (b ? cartesian(f(a, b), ...c) : a);
const product = cartesian([initWithoutReserves, initWith1Reserve, initWith2Reserves, initLPV2, initWithEtherReserve, initWithETHReserve],
[...VERSIONS, null], [false, true]);
const combinations = product.filter(([init, version, active]) => !(init === initWithoutReserves && active) &&
!(init === initWithETHReserve && version));
const product = cartesian(initFuncs, [...VERSIONS, null], [false, true]);
const combinations = product.filter(([init, version, active]) =>
!(init === initWithoutReserves && active) &&
!(init === initWithETHReserve && version)
);

@@ -320,15 +330,16 @@ for (const [init, version, activate] of combinations) {

if (init === initWithEtherReserve) {
switch (init) {
case initWithEtherReserve:
reserveTokens = [etherToken.address, reserveToken2.address];
// An EtherToken reserve is always upgraded to ETH_RESERVE_ADDRESS.
upgradedReserveTokens = [ETH_RESERVE_ADDRESS, reserveToken2.address];
}
else if (init === initWithETHReserve) {
break;
case initWithETHReserve:
reserveTokens = [reserveToken1.address, ETH_RESERVE_ADDRESS];
upgradedReserveTokens = reserveTokens;
}
else {
break;
default:
reserveTokens = [reserveToken1.address, reserveToken2.address];
upgradedReserveTokens = reserveTokens;
break;
}

@@ -335,0 +346,0 @@

@@ -99,27 +99,2 @@ const { expect } = require('chai');

});
it('verifies the balances after a transfer', async () => {
const value = new BN(5666);
await token.issue(owner, value);
const value2 = new BN(666);
await token.transfer(receiver, value2);
const ownerBalance = await token.balanceOf.call(owner);
expect(ownerBalance).to.be.bignumber.equal(value.sub(value2));
const receiverBalance = await token.balanceOf.call(receiver);
expect(receiverBalance).to.be.bignumber.equal(value2);
});
it('verifies the allowance after an approval', async () => {
const value = new BN(1000);
await token.issue(owner, value);
const value2 = new BN(200);
await token.approve(receiver, value2);
const allowance = await token.allowance.call(owner, receiver);
expect(allowance).to.be.bignumber.equal(value2);
});
});
module.exports = {
floorSqrt,
ceilSqrt,
reducedRatio,

@@ -18,2 +19,6 @@ normalizedRatio,

function ceilSqrt(n) {
return Decimal(n.toString()).sqrt().ceil().toFixed();
}
function reducedRatio(a, b, max) {

@@ -20,0 +25,0 @@ [a, b, max] = [...arguments].map(x => Decimal(x));

@@ -729,6 +729,11 @@ const { expect } = require('chai');

const getPrevAverageRateUpdateTime = async () => {
const prevAverageRateUpdateTime = await converter.prevAverageRateUpdateTime.call();
return prevAverageRateUpdateTime;
};
it('should be initially equal to the current rate', async () => {
const averageRate = await getAverageRate(ETH_RESERVE_ADDRESS);
const currentRate = await getCurrentRate(ETH_RESERVE_ADDRESS, reserveToken2.address);
const prevAverageRateUpdateTime = await converter.prevAverageRateUpdateTime.call();
const prevAverageRateUpdateTime = await getPrevAverageRateUpdateTime();

@@ -745,3 +750,3 @@ expect(averageRate.n).to.be.bignumber.equal(currentRate.n);

const prevAverageRate = await getAverageRate(ETH_RESERVE_ADDRESS);
const prevAverageRateUpdateTime = await converter.prevAverageRateUpdateTime.call();
const prevAverageRateUpdateTime = await getPrevAverageRateUpdateTime();

@@ -752,3 +757,3 @@ await converter.setTime(now.add(duration.seconds(10)));

const averageRate = await getAverageRate(ETH_RESERVE_ADDRESS);
const averageRateUpdateTime = await converter.prevAverageRateUpdateTime.call()
const averageRateUpdateTime = await getPrevAverageRateUpdateTime()

@@ -755,0 +760,0 @@ expect(averageRate.n).not.to.be.bignumber.equal(prevAverageRate.n);

@@ -5,2 +5,3 @@ const { expect } = require('chai');

const Decimal = require('decimal.js');
const { ZERO_ADDRESS, MAX_UINT256 } = constants;

@@ -48,3 +49,3 @@ const ContractRegistry = artifacts.require('ContractRegistry');

const NUM_OF_DAYS = [30, 100];
const DECIMAL_COMBINATIONS = cartesian([12, 25], [12, 25], [15, 22], [15, 22]);
const DECIMAL_COMBINATIONS = cartesian([12, 24], [12, 24], [15, 21], [15, 21]);

@@ -64,17 +65,15 @@ const FULL_PPM = percentageToPPM('100%');

const path = [sourceToken.address, poolToken.address, targetToken.address];
await bancorNetwork.convertByPath(path, amount, 1, constants.ZERO_ADDRESS, constants.ZERO_ADDRESS, 0);
await bancorNetwork.convertByPath(path, amount, 1, ZERO_ADDRESS, ZERO_ADDRESS, 0);
};
const increaseRate = async (sourceToken, targetToken, amount) => {
await convert(
sourceToken,
targetToken,
new BN(Decimal(2).sqrt().sub(1).mul(amount.toString()).toFixed(0))
);
const increaseRate = async (sourceToken, targetToken) => {
const sourceBalance = await converter.reserveBalance(sourceToken.address);
await convert(sourceToken, targetToken, sourceBalance.div(new BN(100)));
};
const generateFee = async (conversionFee, sourceToken, targetToken, amount) => {
const generateFee = async (conversionFee, sourceToken, targetToken) => {
await converter.setConversionFee(conversionFee);
const prevBalance = await targetToken.balanceOf(owner);
await convert(sourceToken, targetToken, amount.div(new BN(2)));
const sourceBalance = await converter.reserveBalance(sourceToken.address);
await convert(sourceToken, targetToken, sourceBalance.div(new BN(100)));
const currBalance = await targetToken.balanceOf(owner);

@@ -131,4 +130,4 @@ await convert(targetToken, sourceToken, currBalance.sub(prevBalance));

await baseToken.issue(owner, new BN('1'.padEnd(30, '0')));
await networkToken.issue(owner, new BN('1'.padEnd(30, '0')));
await baseToken.issue(owner, new BN('1'.padEnd(40, '0')));
await networkToken.issue(owner, new BN('1'.padEnd(40, '0')));

@@ -152,3 +151,3 @@ await converterRegistry.newConverter(1, 'PT', 'PT', 18, FULL_PPM, [baseToken.address, networkToken.address], [HALF_PPM, HALF_PPM]);

await liquidityProtection.whitelistPool(poolToken.address, true);
await liquidityProtection.setSystemNetworkTokenLimits(-1, FULL_PPM);
await liquidityProtection.setSystemNetworkTokenLimits(MAX_UINT256, FULL_PPM);
await liquidityProtection.setAverageRateMaxDeviation(FULL_PPM);

@@ -165,3 +164,3 @@ });

if (!config.increaseRate && !config.generateFee) {
test = (actual, expected) => condOrAlmostEqual(actual.eq(expected), actual, expected, '0.000000000000001');
test = (actual, expected) => condOrAlmostEqual(actual.eq(expected), actual, expected, '0.0');
}

@@ -172,3 +171,3 @@ else if (!config.increaseRate && config.generateFee) {

else if (config.increaseRate && !config.generateFee && numOfDays < 100) {
test = (actual, expected) => condOrAlmostEqual(actual.lt(expected), actual, expected, '0.00000000000000002');
test = (actual, expected) => condOrAlmostEqual(actual.lt(expected), actual, expected, '0.0');
}

@@ -186,3 +185,3 @@ else if (config.increaseRate && !config.generateFee && numOfDays >= 100) {

await converter.addLiquidity([baseToken.address, networkToken.address], [amounts[0], amounts[1]], 1);
await addProtectedLiquidity(baseToken, amounts[2]);

@@ -193,11 +192,11 @@ const networkTokenMaxAmount = await getNetworkTokenMaxAmount();

await addProtectedLiquidity(networkToken, amounts[3]);
if (config.increaseRate) {
await increaseRate(networkToken, baseToken, amounts[3]);
await increaseRate(networkToken, baseToken);
}
if (config.generateFee) {
await generateFee(FEE_PPM, baseToken, networkToken, amounts[2]);
await generateFee(FEE_PPM, baseToken, networkToken);
}
await converter.setTime(timestamp);

@@ -220,6 +219,6 @@ const actual = await liquidityProtection.removeLiquidityReturn(0, FULL_PPM, timestamp);

if (!config.increaseRate && !config.generateFee) {
test = (actual, expected) => condOrAlmostEqual(actual.eq(expected), actual, expected, '0.000000000000002');
test = (actual, expected) => condOrAlmostEqual(actual.eq(expected), actual, expected, '0.0');
}
else if (!config.increaseRate && config.generateFee) {
test = (actual, expected) => condOrAlmostEqual(actual.gt(expected), actual, expected, '0.0');
test = (actual, expected) => condOrAlmostEqual(actual.gt(expected), actual, expected, '0.002');
}

@@ -230,3 +229,3 @@ else if (config.increaseRate && !config.generateFee && numOfDays < 100) {

else if (config.increaseRate && !config.generateFee && numOfDays >= 100) {
test = (actual, expected) => condOrAlmostEqual(actual.eq(expected), actual, expected, '0.000000002');
test = (actual, expected) => condOrAlmostEqual(actual.eq(expected), actual, expected, '0.002');
}

@@ -249,7 +248,7 @@ else {

if (config.increaseRate) {
await increaseRate(baseToken, networkToken, amounts[2]);
await increaseRate(baseToken, networkToken);
}
if (config.generateFee) {
await generateFee(FEE_PPM, networkToken, baseToken, amounts[3]);
await generateFee(FEE_PPM, networkToken, baseToken);
}

@@ -256,0 +255,0 @@

@@ -27,2 +27,13 @@ const { expect } = require('chai');

for (let n = 1; n <= 256; n++) {
for (const k of n < 256 ? [-1, 0, +1] : [-1]) {
const x = new BN(2).pow(new BN(n)).add(new BN(k));
it(`Function ceilSqrt(0x${x.toString(16)})`, async () => {
const expected = MathUtils.ceilSqrt(x);
const actual = await mathContract.ceilSqrtTest(x);
expect(actual).to.be.bignumber.equal(expected);
});
}
}
for (const scale of SCALES) {

@@ -29,0 +40,0 @@ for (let a = 0; a < 10; a++) {

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