From e22c6544ccdd4eb7e57c928b1574dcac7c71119f Mon Sep 17 00:00:00 2001 From: Michal Strug Date: Thu, 9 Jan 2025 16:34:55 +0100 Subject: [PATCH] Added out of price test --- src/tests/okx/mod.rs | 1 + src/tests/okx/out_of_price.rs | 189 ++++++++++++++++++++++++++++++++++ 2 files changed, 190 insertions(+) create mode 100644 src/tests/okx/out_of_price.rs diff --git a/src/tests/okx/mod.rs b/src/tests/okx/mod.rs index 8995aa9..eba6274 100644 --- a/src/tests/okx/mod.rs +++ b/src/tests/okx/mod.rs @@ -3,6 +3,7 @@ use {crate::tests, std::net::SocketAddr}; mod api_calls; mod market_order; mod not_found; +mod out_of_price; /// Creates a temporary file containing the config of the given solver. pub fn config(solver_addr: &SocketAddr) -> tests::Config { diff --git a/src/tests/okx/out_of_price.rs b/src/tests/okx/out_of_price.rs new file mode 100644 index 0000000..2a3f91b --- /dev/null +++ b/src/tests/okx/out_of_price.rs @@ -0,0 +1,189 @@ +//! This test verifies that the OKX solver does not generate solutions when +//! the swap returned from the API does not satisfy an order's limit price. +//! +//! The actual test case is a modified version of the [`super::market_order`] +//! test with an exuberant buy amount. + +use { + crate::tests::{self, mock}, + serde_json::json, +}; + +#[tokio::test] +async fn sell() { + let api = mock::http::setup(vec![ + mock::http::Expectation::Get { + path: mock::http::Path::exact( + "?chainId=1\ + &amount=1000000000000000000\ + &fromTokenAddress=0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2\ + &toTokenAddress=0xe41d2489571d322189246dafa5ebde1f4699f498\ + &slippage=0.01\ + &userWalletAddress=0x2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a" + ), + res: json!( + { + "code":"0", + "data":[ + { + "routerResult":{ + "chainId":"1", + "dexRouterList":[ + { + "router":"0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2--0xe41d2489571d322189246dafa5ebde1f4699f498", + "routerPercent":"100", + "subRouterList":[ + { + "dexProtocol":[ + { + "dexName":"Uniswap V3", + "percent":"100" + } + ], + "fromToken":{ + "decimal":"18", + "isHoneyPot":false, + "taxRate":"0", + "tokenContractAddress":"0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", + "tokenSymbol":"WETH", + "tokenUnitPrice":"3315.553196726842565048" + }, + "toToken":{ + "decimal":"18", + "isHoneyPot":false, + "taxRate":"0", + "tokenContractAddress":"0xe41d2489571d322189246dafa5ebde1f4699f498", + "tokenSymbol":"ZRX", + "tokenUnitPrice":"0.504455838152300152" + } + } + ] + } + ], + "estimateGasFee":"135000", + "fromToken":{ + "decimal":"18", + "isHoneyPot":false, + "taxRate":"0", + "tokenContractAddress":"0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", + "tokenSymbol":"WETH", + "tokenUnitPrice":"3315.553196726842565048" + }, + "fromTokenAmount":"1000000000000000000", + "priceImpactPercentage":"-0.25", + "quoteCompareList":[ + { + "amountOut":"6556.259156432631386442", + "dexLogo":"https://static.okx.com/cdn/wallet/logo/UNI.png", + "dexName":"Uniswap V3", + "tradeFee":"2.3554356342513966" + }, + { + "amountOut":"6375.198002761542738881", + "dexLogo":"https://static.okx.com/cdn/wallet/logo/UNI.png", + "dexName":"Uniswap V2", + "tradeFee":"3.34995290204643072" + }, + { + "amountOut":"4456.799978982369793812", + "dexLogo":"https://static.okx.com/cdn/wallet/logo/UNI.png", + "dexName":"Uniswap V1", + "tradeFee":"4.64638467513839940864" + }, + { + "amountOut":"2771.072269036022134969", + "dexLogo":"https://static.okx.com/cdn/wallet/logo/SUSHI.png", + "dexName":"SushiSwap", + "tradeFee":"3.34995290204643072" + } + ], + "toToken":{ + "decimal":"18", + "isHoneyPot":false, + "taxRate":"0", + "tokenContractAddress":"0xe41d2489571d322189246dafa5ebde1f4699f498", + "tokenSymbol":"ZRX", + "tokenUnitPrice":"0.504455838152300152" + }, + "toTokenAmount":"6556259156432631386442", + "tradeFee":"2.3554356342513966" + }, + "tx":{ + "data":"0x0d5f0e3b00000000000000000001a0cf2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a0000000000000000000000000000000000000000000000000de0b6b3a764000000000000000000000000000000000000000000000000015fdc8278903f7f31c10000000000000000000000000000000000000000000000000000000000000080000000000000000000000000000000000000000000000000000000000000000100000000000000000000000014424eeecbff345b38187d0b8b749e56faa68539", + "from":"0x2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a", + "gas":"202500", + "gasPrice":"6756286873", + "maxPriorityFeePerGas":"1000000000", + "minReceiveAmount":"6490696564868305072578", + "signatureData":[ + "" + ], + "slippage":"0.01", + "to":"0x7D0CcAa3Fac1e5A943c5168b6CEd828691b46B36", + "value":"0" + } + } + ], + "msg":"" + }), + } + ]) + .await; + + let engine = tests::SolverEngine::new("okx", super::config(&api.address)).await; + + let solution = engine + .solve(json!({ + "id": "1", + "tokens": { + "0xe41d2489571d322189246dafa5ebde1f4699f498": { + "decimals": 18, + "symbol": "ZRX", + "referencePrice": "4327903683155778", + "availableBalance": "1583034704488033979459", + "trusted": true, + }, + "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2": { + "decimals": 18, + "symbol": "WETH", + "referencePrice": "1000000000000000000", + "availableBalance": "482725140468789680", + "trusted": true, + }, + }, + "orders": [ + { + "uid": "0x2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a\ + 2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a\ + 2a2a2a2a", + "sellToken": "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", + "buyToken": "0xe41d2489571d322189246dafa5ebde1f4699f498", + "sellAmount": "1000000000000000000", + // Way too much... + "buyAmount": "1000000000000000000000000000000000000", + "fullSellAmount": "1000000000000000000", + "fullBuyAmount": "1000000000000000000000000000000000000", + "kind": "sell", + "partiallyFillable": false, + "class": "market", + "sellTokenSource": "erc20", + "buyTokenDestination": "erc20", + "preInteractions": [], + "postInteractions": [], + "owner": "0x5b1e2c2762667331bc91648052f646d1b0d35984", + "validTo": 0, + "appData": "0x0000000000000000000000000000000000000000000000000000000000000000", + "signingScheme": "presign", + "signature": "0x", + } + ], + "liquidity": [], + "effectiveGasPrice": "15000000000", + "deadline": "2106-01-01T00:00:00.000Z", + "surplusCapturingJitOrderOwners": [] + })) + .await + .unwrap(); + + assert_eq!(solution, json!({ "solutions": [] }),); +}