diff options
Diffstat (limited to 'packages/contracts/test/tutorials/arbitrage.ts')
| -rw-r--r-- | packages/contracts/test/tutorials/arbitrage.ts | 39 |
1 files changed, 23 insertions, 16 deletions
diff --git a/packages/contracts/test/tutorials/arbitrage.ts b/packages/contracts/test/tutorials/arbitrage.ts index 7da84ddb9..94589c43a 100644 --- a/packages/contracts/test/tutorials/arbitrage.ts +++ b/packages/contracts/test/tutorials/arbitrage.ts @@ -27,6 +27,10 @@ describe('Arbitrage', () => { let maker: string; let edMaker: string; let edFrontRunner: string; + let amountGet: BigNumber; + let amountGive: BigNumber; + let makerTokenAmount: BigNumber; + let takerTokenAmount: BigNumber; const feeRecipient = ZeroEx.NULL_ADDRESS; const INITIAL_BALANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); const INITIAL_ALLOWANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); @@ -42,6 +46,10 @@ describe('Arbitrage', () => { 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; @@ -69,14 +77,16 @@ describe('Arbitrage', () => { }); exWrapper = new ExchangeWrapper(exchange, zeroEx); + makerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), 18); + takerTokenAmount = makerTokenAmount; 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), + makerTokenAmount, + takerTokenAmount, makerFee: new BigNumber(0), takerFee: new BigNumber(0), }; @@ -91,22 +101,22 @@ describe('Arbitrage', () => { 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 }); + await weth.setBalance(arbitrage.address, takerTokenAmount, { from: coinbase }); // Fund the maker on exchange side - await zrx.setBalance(maker, ZeroEx.toBaseUnitAmount(new BigNumber(1), 18), { from: coinbase }); + await zrx.setBalance(maker, makerTokenAmount, { 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); + 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 }); + await weth.setBalance(edMaker, amountGive, { 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); + amountGet = makerTokenAmount; // Fund the front runner on EtherDelta side await zrx.setBalance(edFrontRunner, amountGet, { from: coinbase }); // Set the allowance for the front-runner on EtherDelta side @@ -128,19 +138,16 @@ describe('Arbitrage', () => { 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(); 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); + 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]) @@ -155,8 +162,8 @@ describe('Arbitrage', () => { order.params.feeRecipient, edMaker, ]; - const fillTakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), 18); - const edFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), 18); + const fillTakerTokenAmount = takerTokenAmount; + const edFillAmount = makerTokenAmount; values = [ order.params.makerTokenAmount, order.params.takerTokenAmount, @@ -179,7 +186,7 @@ describe('Arbitrage', () => { 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)); + expect(postBalance).to.be.bignumber.equal(amountGive); }); it('should fail and revert if front-runned', async () => { const preBalance = await weth.balanceOf(arbitrage.address); @@ -195,7 +202,7 @@ describe('Arbitrage', () => { edSignature.v, edSignature.r, edSignature.s, - ZeroEx.toBaseUnitAmount(new BigNumber(1), 18), + amountGet, { from: edFrontRunner }, ); // tslint:disable-next-line:await-promise |