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SpotTrading.test.js
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// SPDX-License-Identifier: BUSL-1.1
const { expect } = require("chai");
const {
run,
network,
ethers: {
provider,
getContract,
getContractAt,
getNamedSigners,
utils: { parseEther, parseUnits, defaultAbiCoder },
constants: { NegativeOne, AddressZero, MaxUint256 },
BigNumber,
},
deployments: { fixture },
} = require("hardhat");
const {
WAD,
CloseReason,
FeeRateType,
TradingOrderType,
LIMIT_PRICE_CM_TYPE,
TAKE_PROFIT_STOP_LOSS_CM_TYPE,
MAX_TOKEN_DECIMALITY,
USD_DECIMALS,
USD_MULTIPLIER,
} = require("./utils/constants");
const { wadDiv, wadMul } = require("./utils/math");
const { calculateFeeInPaymentAsset, calculateMinPositionSize, calculateFeeAmountInPmx } = require("./utils/protocolUtils");
const {
getAmountsOut,
addLiquidity,
getPair,
swapExactTokensForTokens,
checkIsDexSupported,
getAncillaryDexData,
getSingleMegaRoute,
getGas,
} = require("./utils/dexOperations");
const { eventValidation, parseArguments } = require("./utils/eventValidation");
const {
getTakeProfitStopLossParams,
getLimitPriceParams,
getLimitPriceAdditionalParams,
getCondition,
} = require("./utils/conditionParams");
const { encodeFunctionData } = require("../tasks/utils/encodeFunctionData");
const {
setupUsdOraclesForToken,
setupUsdOraclesForTokens,
getEncodedChainlinkRouteViaUsd,
getEncodedChainlinkRouteToUsd,
setOraclePrice,
setBadOraclePrice,
} = require("./utils/oracleUtils");
process.env.TEST = true;
describe("SpotTrading", function () {
let dex,
dex2,
positionManager,
traderBalanceVault,
testTokenC,
testTokenB,
testTokenD,
decimalsC,
decimalsD,
multiplierC,
multiplierD,
limitOrderManager,
bestDexLens,
primexLens,
pmAddress,
PMXToken,
PrimexDNS,
SwapManager,
Treasury,
ancillaryDexData,
ancillaryDexData2,
firstAssetMegaRoutes,
dex2Route,
megaRoutesForClose;
let pair;
let priceOracle;
let trader, liquidator;
let snapshotIdBase;
let depositAmount, ttaPriceInETH;
let ErrorsLibrary;
before(async function () {
await fixture(["Test"]);
({ trader, liquidator } = await getNamedSigners());
traderBalanceVault = await getContract("TraderBalanceVault");
Treasury = await getContract("Treasury");
await run("deploy:ERC20Mock", {
name: "TestTokenC",
symbol: "TTC",
decimals: "18",
});
await run("deploy:ERC20Mock", {
name: "TestTokenD",
symbol: "TTD",
decimals: "18",
});
await run("deploy:ERC20Mock", {
name: "Wrapped Ether",
symbol: "WETH",
decimals: "18",
});
testTokenC = await getContract("TestTokenC");
testTokenD = await getContract("TestTokenD");
testTokenB = await getContract("TestTokenB");
decimalsC = await testTokenC.decimals();
decimalsD = await testTokenD.decimals();
multiplierC = BigNumber.from("10").pow(MAX_TOKEN_DECIMALITY.sub(decimalsC));
multiplierD = BigNumber.from("10").pow(MAX_TOKEN_DECIMALITY.sub(decimalsD));
await testTokenC.mint(trader.address, parseEther("100"));
PMXToken = await getContract("EPMXToken");
bestDexLens = await getContract("BestDexLens");
primexLens = await getContract("PrimexLens");
positionManager = await getContract("PositionManager");
pmAddress = positionManager.address;
limitOrderManager = await getContract("LimitOrderManager");
PrimexDNS = await getContract("PrimexDNS");
SwapManager = await getContract("SwapManager");
ErrorsLibrary = await getContract("Errors");
if (process.env.DEX && process.env.DEX !== "uniswap") {
dex = process.env.DEX;
dex2 = "uniswap";
} else {
dex = "uniswap";
dex2 = "sushiswap";
}
ancillaryDexData = await getAncillaryDexData({ dex });
ancillaryDexData2 = await getAncillaryDexData({ dex: dex2 });
checkIsDexSupported(dex);
firstAssetMegaRoutes = await getSingleMegaRoute([testTokenC.address, testTokenD.address], dex);
dex2Route = await getSingleMegaRoute([testTokenD.address, testTokenC.address], dex2);
megaRoutesForClose = await getSingleMegaRoute([testTokenD.address, testTokenC.address], dex);
const data = await addLiquidity({ dex: dex, from: "lender", tokenA: testTokenC, tokenB: testTokenD });
await addLiquidity({ dex: dex2, from: "lender", tokenA: testTokenC, tokenB: testTokenD });
const pairAddress = await getPair(dex, testTokenC.address, testTokenD.address, data);
pair = await getContractAt("@openzeppelin/contracts/token/ERC20/IERC20.sol:IERC20", pairAddress);
priceOracle = await getContract("PriceOracle");
ttaPriceInETH = parseUnits("0.3", USD_DECIMALS); // 1 tta=0.3 ETH
await setupUsdOraclesForTokens(testTokenC, await priceOracle.eth(), ttaPriceInETH);
await setupUsdOraclesForToken(testTokenD, parseUnits("1", USD_DECIMALS));
depositAmount = parseEther("15");
const { payload } = await encodeFunctionData(
"setMaxPositionSize",
[testTokenC.address, testTokenD.address, 0, MaxUint256],
"PositionManagerExtension",
);
await positionManager.setProtocolParamsByAdmin(payload);
//
snapshotIdBase = await network.provider.request({
method: "evm_snapshot",
params: [],
});
});
describe("openPosition", function () {
let snapshotId, openPositionParams, borrowedAmount, amountOutMin, takeDepositFromWallet, amountDOut, marginParams;
before(async function () {
borrowedAmount = BigNumber.from(0);
amountOutMin = BigNumber.from(0);
takeDepositFromWallet = true;
await testTokenC.connect(trader).approve(positionManager.address, depositAmount);
amountDOut = await getAmountsOut(dex, depositAmount, [testTokenC.address, testTokenD.address]);
const limitPrice = wadDiv(amountDOut.toString(), depositAmount.toString()).toString();
await setOraclePrice(testTokenC, testTokenD, limitPrice);
marginParams = {
bucket: "",
borrowedAmount: borrowedAmount,
depositInThirdAssetMegaRoutes: [],
};
});
after(async function () {
await network.provider.request({
method: "evm_revert",
params: [snapshotIdBase],
});
snapshotIdBase = await network.provider.request({
method: "evm_snapshot",
params: [],
});
});
beforeEach(async function () {
const deadline = new Date().getTime() + 600;
openPositionParams = {
marginParams: marginParams,
firstAssetMegaRoutes: firstAssetMegaRoutes,
depositAsset: testTokenC.address,
depositAmount: depositAmount,
positionAsset: testTokenD.address,
amountOutMin: amountOutMin,
deadline: deadline,
takeDepositFromWallet: takeDepositFromWallet,
closeConditions: [],
firstAssetOracleData: [],
thirdAssetOracleData: [],
depositSoldAssetOracleData: [],
positionUsdOracleData: getEncodedChainlinkRouteToUsd(),
nativePositionAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenD),
pmxPositionAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenD),
nativeSoldAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenC),
pullOracleData: [],
pullOracleTypes: [],
};
snapshotId = await network.provider.request({
method: "evm_snapshot",
params: [],
});
});
afterEach(async function () {
await network.provider.request({
method: "evm_revert",
params: [snapshotId],
});
});
it("Should revert openPosition when firstAssetMegaRoutes is empty list and it's spot", async function () {
await expect(
positionManager.connect(trader).openPosition({ ...openPositionParams, firstAssetMegaRoutes: [] }),
).to.be.revertedWithCustomError(ErrorsLibrary, "SUM_OF_SHARES_SHOULD_BE_GREATER_THAN_ZERO");
});
it("Should revert openPosition when depositInThirdAssetMegaRoutes is not empty list and it's spot", async function () {
await expect(
positionManager.connect(trader).openPosition({
...openPositionParams,
marginParams: { ...openPositionParams.marginParams, depositInThirdAssetMegaRoutes: firstAssetMegaRoutes },
}),
).to.be.revertedWithCustomError(ErrorsLibrary, "DEPOSIT_IN_THIRD_ASSET_ROUTES_LENGTH_SHOULD_BE_0");
});
it("Should revert openPosition when depositAsset is equal positionAsset", async function () {
await expect(
positionManager.connect(trader).openPosition({ ...openPositionParams, positionAsset: testTokenC.address }),
).to.be.revertedWithCustomError(ErrorsLibrary, "SHOULD_BE_DIFFERENT_ASSETS_IN_SPOT");
});
it("Should create 'Position' and swap trader deposit", async function () {
await expect(() => positionManager.connect(trader).openPosition({ ...openPositionParams })).to.changeTokenBalances(
testTokenD,
[pair, positionManager],
[amountDOut.mul(NegativeOne), amountDOut],
);
});
it("Should create 'Position' and transfer depositAmount from trader", async function () {
await expect(() => positionManager.connect(trader).openPosition({ ...openPositionParams })).to.changeTokenBalances(
testTokenC,
[trader, pair],
[depositAmount.mul(NegativeOne), depositAmount],
);
});
it("Should create position and increase traders count, and add traderPositions", async function () {
await positionManager.connect(trader).openPosition({ ...openPositionParams });
expect(await positionManager.getTraderPositionsLength(trader.address)).to.equal(1);
const timestamp = (await provider.getBlock("latest")).timestamp;
const position = await positionManager.getPosition(0);
const extraParams = defaultAbiCoder.encode(["address"], [testTokenC.address]);
const expectedPosition = {
id: 0,
scaledDebtAmount: 0,
bucket: AddressZero,
depositAsset: testTokenC.address,
depositAmount: depositAmount,
positionAsset: testTokenD.address,
positionAmount: amountDOut,
trader: trader.address,
openBorrowIndex: 0,
createdAt: timestamp,
updatedConditionsAt: timestamp,
extraParams: extraParams,
};
parseArguments(position, expectedPosition);
});
it("Should open position and throw event", async function () {
const positionId = 0;
const amount0Out = await getAmountsOut(dex, borrowedAmount.add(depositAmount), [testTokenC.address, testTokenD.address]);
const entryPrice = wadDiv(borrowedAmount.add(depositAmount).toString(), amount0Out.toString()).toString();
const leverage = wadDiv(borrowedAmount.add(depositAmount).toString(), depositAmount.toString()).toString();
const txOpenPosition = await positionManager.connect(trader).openPosition({ ...openPositionParams });
const position = await positionManager.getPosition(0);
const expectedArguments = {
positionId: positionId,
trader: trader.address,
openedBy: trader.address,
position: position,
entryPrice: entryPrice,
leverage: leverage,
closeConditions: [],
};
eventValidation("OpenPosition", await txOpenPosition.wait(), expectedArguments);
});
it("Should open position with stopLoss price < currentPrice", async function () {
const stopLossPrice = wadDiv(depositAmount.toString(), amountDOut.toString()).toString();
await expect(
positionManager.connect(trader).openPosition({
...openPositionParams,
closeConditions: [
getCondition(TAKE_PROFIT_STOP_LOSS_CM_TYPE, getTakeProfitStopLossParams(0, BigNumber.from(stopLossPrice).sub(3))),
],
}),
).to.emit(positionManager, "OpenPosition");
});
it("Should transfer tokens from traderBalanceVault when openPosition with takeDepositFromWallet is false", async function () {
await testTokenC.connect(trader).approve(traderBalanceVault.address, depositAmount);
await traderBalanceVault.connect(trader).deposit(testTokenC.address, depositAmount);
const { availableBalance: traderAvailableBalanceBefore } = await traderBalanceVault.balances(trader.address, testTokenC.address);
const tx = positionManager.connect(trader).openPosition({ ...openPositionParams, takeDepositFromWallet: false });
await expect(() => tx).to.changeTokenBalance(testTokenC, traderBalanceVault, depositAmount.mul(NegativeOne));
const { availableBalance: traderAvailableBalanceAfter } = await traderBalanceVault.balances(trader.address, testTokenC.address);
expect(traderAvailableBalanceBefore.sub(traderAvailableBalanceAfter)).to.equal(depositAmount);
});
});
describe("openPosition with minPositionSize", function () {
let snapshotId, borrowedAmount, takeDepositFromWallet, deadline, marginParams;
before(async function () {
deadline = new Date().getTime() + 600;
takeDepositFromWallet = true;
borrowedAmount = 0;
marginParams = {
bucket: "",
borrowedAmount: borrowedAmount,
depositInThirdAssetMegaRoutes: [],
};
});
after(async function () {
await network.provider.request({
method: "evm_revert",
params: [snapshotIdBase],
});
snapshotIdBase = await network.provider.request({
method: "evm_snapshot",
params: [],
});
});
beforeEach(async function () {
snapshotId = await network.provider.request({
method: "evm_snapshot",
params: [],
});
});
afterEach(async function () {
await network.provider.request({
method: "evm_revert",
params: [snapshotId],
});
});
it("Should revert when depositAmount < minPositionSize", async function () {
const depositAmount = parseUnits("1", 14);
const amountDOut = await getAmountsOut(dex, depositAmount, [testTokenC.address, testTokenD.address]);
const limitPrice = wadDiv(amountDOut.toString(), depositAmount.toString()).toString();
await setOraclePrice(testTokenC, testTokenD, limitPrice);
await testTokenC.connect(trader).approve(positionManager.address, depositAmount);
await expect(
positionManager.connect(trader).openPosition({
marginParams: marginParams,
firstAssetMegaRoutes: firstAssetMegaRoutes,
depositAsset: testTokenC.address,
depositAmount: depositAmount,
positionAsset: testTokenD.address,
amountOutMin: 0,
deadline: deadline,
takeDepositFromWallet: takeDepositFromWallet,
closeConditions: [],
firstAssetOracleData: [],
thirdAssetOracleData: [],
depositSoldAssetOracleData: [],
positionUsdOracleData: getEncodedChainlinkRouteToUsd(),
nativePositionAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenD),
pmxPositionAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenD),
nativeSoldAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenC),
pullOracleData: [],
pullOracleTypes: [],
}),
).to.be.revertedWithCustomError(ErrorsLibrary, "INSUFFICIENT_POSITION_SIZE");
});
it("Should open position when position size >= minPositionSize", async function () {
const depositAmount = parseEther("4");
const amountDOut = await getAmountsOut(dex, depositAmount, [testTokenC.address, testTokenD.address]);
const limitPrice = wadDiv(amountDOut.toString(), depositAmount.toString()).toString();
await setOraclePrice(testTokenC, testTokenD, limitPrice);
await testTokenC.connect(trader).approve(positionManager.address, depositAmount);
await expect(
positionManager.connect(trader).openPosition({
marginParams: marginParams,
firstAssetMegaRoutes: firstAssetMegaRoutes,
depositAsset: testTokenC.address,
depositAmount: depositAmount,
positionAsset: testTokenD.address,
amountOutMin: 0,
deadline: deadline,
takeDepositFromWallet: takeDepositFromWallet,
closeConditions: [],
firstAssetOracleData: [],
thirdAssetOracleData: [],
depositSoldAssetOracleData: [],
positionUsdOracleData: getEncodedChainlinkRouteToUsd(),
nativePositionAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenD),
pmxPositionAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenD),
nativeSoldAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenC),
pullOracleData: [],
pullOracleTypes: [],
}),
).to.emit(positionManager, "OpenPosition");
});
});
describe("openPosition with maxPositionSize", function () {
let snapshotId, borrowedAmount, takeDepositFromWallet, deadline, marginParams;
before(async function () {
deadline = new Date().getTime() + 600;
takeDepositFromWallet = true;
borrowedAmount = 0;
marginParams = {
bucket: "",
borrowedAmount: borrowedAmount,
depositInThirdAssetMegaRoutes: [],
};
});
after(async function () {
await network.provider.request({
method: "evm_revert",
params: [snapshotIdBase],
});
snapshotIdBase = await network.provider.request({
method: "evm_snapshot",
params: [],
});
});
beforeEach(async function () {
snapshotId = await network.provider.request({
method: "evm_snapshot",
params: [],
});
});
afterEach(async function () {
await network.provider.request({
method: "evm_revert",
params: [snapshotId],
});
});
it("Should open position when position size > maxPositionSize", async function () {
const depositAmount = parseEther("3");
const amountDOut = await getAmountsOut(dex, depositAmount, [testTokenC.address, testTokenD.address]);
const limitPrice = wadDiv(amountDOut.toString(), depositAmount.toString()).toString();
await setOraclePrice(testTokenC, testTokenD, limitPrice);
await testTokenC.connect(trader).approve(positionManager.address, depositAmount);
const { payload } = await encodeFunctionData(
"setMaxPositionSize",
[testTokenC.address, testTokenD.address, 0, amountDOut.sub(1)],
"PositionManagerExtension",
);
await positionManager.setProtocolParamsByAdmin(payload);
await expect(
positionManager.connect(trader).openPosition({
marginParams: marginParams,
firstAssetMegaRoutes: firstAssetMegaRoutes,
depositAsset: testTokenC.address,
depositAmount: depositAmount,
positionAsset: testTokenD.address,
amountOutMin: 0,
deadline: deadline,
takeDepositFromWallet: takeDepositFromWallet,
closeConditions: [],
firstAssetOracleData: [],
thirdAssetOracleData: [],
depositSoldAssetOracleData: [],
positionUsdOracleData: getEncodedChainlinkRouteToUsd(),
nativePositionAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenD),
pmxPositionAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenD),
nativeSoldAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenC),
pullOracleData: [],
pullOracleTypes: [],
}),
).to.emit(positionManager, "OpenPosition");
});
it("Should open position when position size <= maxPositionSize", async function () {
const depositAmount = parseEther("4");
const amountDOut = await getAmountsOut(dex, depositAmount, [testTokenC.address, testTokenD.address]);
const limitPrice = wadDiv(amountDOut.toString(), depositAmount.toString()).toString();
await setOraclePrice(testTokenC, testTokenD, limitPrice);
await testTokenC.connect(trader).approve(positionManager.address, depositAmount);
const { payload } = await encodeFunctionData(
"setMaxPositionSize",
[testTokenC.address, testTokenD.address, 0, amountDOut],
"PositionManagerExtension",
);
await positionManager.setProtocolParamsByAdmin(payload);
await expect(
positionManager.connect(trader).openPosition({
marginParams: marginParams,
firstAssetMegaRoutes: firstAssetMegaRoutes,
depositAsset: testTokenC.address,
depositAmount: depositAmount,
positionAsset: testTokenD.address,
amountOutMin: 0,
deadline: deadline,
takeDepositFromWallet: takeDepositFromWallet,
closeConditions: [],
firstAssetOracleData: [],
thirdAssetOracleData: [],
depositSoldAssetOracleData: [],
positionUsdOracleData: getEncodedChainlinkRouteToUsd(),
nativePositionAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenD),
pmxPositionAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenD),
nativeSoldAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenC),
pullOracleData: [],
pullOracleTypes: [],
}),
).to.emit(positionManager, "OpenPosition");
});
});
describe("closePosition", function () {
let snapshotId;
before(async function () {
const borrowedAmount = 0;
const amountOutMin = 0;
const takeDepositFromWallet = true;
await testTokenC.connect(trader).approve(positionManager.address, depositAmount);
const amountDOut = await getAmountsOut(dex, depositAmount, [testTokenC.address, testTokenD.address]);
const limitPrice = wadDiv(amountDOut.toString(), depositAmount.toString()).toString();
await setOraclePrice(testTokenC, testTokenD, limitPrice);
const deadline = new Date().getTime() + 600;
await positionManager.connect(trader).openPosition({
marginParams: {
bucket: "",
borrowedAmount: borrowedAmount,
depositInThirdAssetMegaRoutes: [],
},
firstAssetMegaRoutes: firstAssetMegaRoutes,
depositAsset: testTokenC.address,
depositAmount: depositAmount,
positionAsset: testTokenD.address,
amountOutMin: amountOutMin,
deadline: deadline,
takeDepositFromWallet: takeDepositFromWallet,
closeConditions: [],
firstAssetOracleData: [],
thirdAssetOracleData: [],
depositSoldAssetOracleData: [],
positionUsdOracleData: getEncodedChainlinkRouteToUsd(),
nativePositionAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenD),
pmxPositionAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenD),
nativeSoldAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenC),
pullOracleData: [],
pullOracleTypes: [],
});
const { positionAmount } = await positionManager.getPosition(0);
const amountCOut = await getAmountsOut(dex, positionAmount, [testTokenD.address, testTokenC.address]);
const amountCOutInWadDecimals = amountCOut.mul(multiplierC);
const positionAmountInWadDecimals = positionAmount.mul(multiplierD);
let price = wadDiv(positionAmountInWadDecimals.toString(), amountCOutInWadDecimals.toString()).toString();
price = BigNumber.from(price).div(USD_MULTIPLIER);
await setOraclePrice(testTokenC, testTokenD, price);
});
after(async function () {
await network.provider.request({
method: "evm_revert",
params: [snapshotIdBase],
});
snapshotIdBase = await network.provider.request({
method: "evm_snapshot",
params: [],
});
});
beforeEach(async function () {
snapshotId = await network.provider.request({
method: "evm_snapshot",
params: [],
});
});
afterEach(async function () {
await network.provider.request({
method: "evm_revert",
params: [snapshotId],
});
});
it("Should revert if SHARESONDEX_LENGTH_IS_0", async function () {
await expect(
positionManager
.connect(trader)
.closePosition(
0,
trader.address,
[],
0,
getEncodedChainlinkRouteViaUsd(testTokenC),
getEncodedChainlinkRouteViaUsd(testTokenD),
getEncodedChainlinkRouteViaUsd(testTokenD),
[],
[],
),
).to.be.revertedWithCustomError(ErrorsLibrary, "SUM_OF_SHARES_SHOULD_BE_GREATER_THAN_ZERO");
});
it("Should close position and transfer testTokenD from 'PositionManager' to 'Pair'", async function () {
const { positionAmount } = await positionManager.getPosition(0);
await expect(() =>
positionManager
.connect(trader)
.closePosition(
0,
trader.address,
megaRoutesForClose,
0,
getEncodedChainlinkRouteViaUsd(testTokenC),
getEncodedChainlinkRouteViaUsd(testTokenD),
getEncodedChainlinkRouteViaUsd(testTokenD),
[],
[],
),
).to.changeTokenBalances(testTokenD, [positionManager, pair], [positionAmount.mul(NegativeOne), positionAmount]);
});
it("Should close position and transfer testTokenC from 'Pair' to 'traderBalanceVault'", async function () {
const { positionAmount } = await positionManager.getPosition(0);
const amountCOut = await getAmountsOut(dex, positionAmount, [testTokenD.address, testTokenC.address]);
const feeInPaymentAsset = await calculateFeeInPaymentAsset(
testTokenC.address,
amountCOut,
FeeRateType.SpotPositionClosedByTrader,
0,
false,
getEncodedChainlinkRouteViaUsd(testTokenC),
);
if (dex === "quickswapv3") {
const balancePairBefore = await testTokenC.balanceOf(pair.address);
const balanceTraderBalanceVaultBefore = await testTokenC.balanceOf(traderBalanceVault.address);
await positionManager
.connect(trader)
.closePosition(
0,
trader.address,
megaRoutesForClose,
0,
getEncodedChainlinkRouteViaUsd(testTokenC),
getEncodedChainlinkRouteViaUsd(testTokenD),
getEncodedChainlinkRouteViaUsd(testTokenD),
[],
[],
);
const balancePairAfter = await testTokenC.balanceOf(pair.address);
const balanceTraderBalanceVaultAfter = await testTokenC.balanceOf(traderBalanceVault.address);
const delta = wadMul(amountCOut.toString(), parseEther("0.01").toString()).toString();
expect(balancePairAfter).to.be.closeTo(balancePairBefore.sub(amountCOut), delta);
expect(balanceTraderBalanceVaultAfter).to.be.closeTo(balanceTraderBalanceVaultBefore.add(amountCOut).add(feeInPaymentAsset), delta);
} else {
await expect(() =>
positionManager
.connect(trader)
.closePosition(
0,
trader.address,
megaRoutesForClose,
0,
getEncodedChainlinkRouteViaUsd(testTokenC),
getEncodedChainlinkRouteViaUsd(testTokenD),
getEncodedChainlinkRouteViaUsd(testTokenD),
[],
[],
),
).to.changeTokenBalances(testTokenC, [pair, traderBalanceVault], [amountCOut.mul(NegativeOne), amountCOut.sub(feeInPaymentAsset)]);
}
});
it("Should close position and delete trader position from traderPositions list", async function () {
await positionManager
.connect(trader)
.closePosition(
0,
trader.address,
megaRoutesForClose,
0,
getEncodedChainlinkRouteViaUsd(testTokenC),
getEncodedChainlinkRouteViaUsd(testTokenD),
getEncodedChainlinkRouteViaUsd(testTokenD),
[],
[],
);
expect(await positionManager.getTraderPositionsLength(trader.address)).to.equal(0);
});
it("Should close position and update available balance of trader's tokens in trader balance Vault", async function () {
const { positionAmount } = await positionManager.getPosition(0);
const amountCOut = await getAmountsOut(dex, positionAmount, [testTokenD.address, testTokenC.address]);
const feeInPaymentAsset = await calculateFeeInPaymentAsset(
testTokenC.address,
amountCOut,
FeeRateType.SpotPositionClosedByTrader,
0,
false,
getEncodedChainlinkRouteViaUsd(testTokenC),
);
const { availableBalance: availableABefore } = await traderBalanceVault.balances(trader.address, testTokenC.address);
await positionManager
.connect(trader)
.closePosition(
0,
trader.address,
megaRoutesForClose,
0,
getEncodedChainlinkRouteViaUsd(testTokenC),
getEncodedChainlinkRouteViaUsd(testTokenD),
getEncodedChainlinkRouteViaUsd(testTokenD),
[],
[],
);
const { availableBalance: availableAAfter } = await traderBalanceVault.balances(trader.address, testTokenC.address);
expect(availableABefore).to.equal(0);
if (dex === "quickswapv3") {
const delta = wadMul(amountCOut.toString(), parseEther("0.01").toString()).toString();
expect(availableAAfter).to.be.closeTo(amountCOut.sub(feeInPaymentAsset), delta);
} else {
expect(availableAAfter).to.equal(amountCOut.sub(feeInPaymentAsset));
}
});
it("Should close position and throw event", async function () {
await network.provider.send("evm_mine");
const { positionAmount, depositAmountInSoldAsset } = await positionManager.getPosition(0);
const amountCOut = await getAmountsOut(dex, positionAmount, [testTokenD.address, testTokenC.address]);
const feeInPaymentAsset = await calculateFeeInPaymentAsset(
testTokenC.address,
amountCOut,
FeeRateType.SpotPositionClosedByTrader,
0,
false,
getEncodedChainlinkRouteViaUsd(testTokenC),
);
const profit = amountCOut.sub(depositAmountInSoldAsset).sub(feeInPaymentAsset);
const tx = await positionManager
.connect(trader)
.closePosition(
0,
trader.address,
megaRoutesForClose,
0,
getEncodedChainlinkRouteViaUsd(testTokenC),
getEncodedChainlinkRouteViaUsd(testTokenD),
getEncodedChainlinkRouteViaUsd(testTokenD),
[],
[],
);
const expectedClosePosition = {
positionI: 0,
trader: trader.address,
closedBy: trader.address,
bucketAddress: AddressZero,
soldAsset: testTokenC.address,
positionAsset: testTokenD.address,
decreasePositionAmount: positionAmount,
profit: profit,
positionDebt: 0,
amountOut: amountCOut.sub(feeInPaymentAsset),
reason: CloseReason.CLOSE_BY_TRADER,
};
eventValidation(
"ClosePosition",
await tx.wait(),
expectedClosePosition,
await getContractAt("PositionLibrary", positionManager.address),
);
});
it("Should NOT revert close position when prices on dex and oracle are different, but the position is spot", async function () {
await setBadOraclePrice(testTokenC, testTokenD);
expect(
await positionManager
.connect(trader)
.closePosition(
0,
trader.address,
megaRoutesForClose,
0,
getEncodedChainlinkRouteViaUsd(testTokenC),
getEncodedChainlinkRouteViaUsd(testTokenD),
getEncodedChainlinkRouteViaUsd(testTokenD),
[],
[],
),
);
});
it("Should NOT revert partially close position when prices on dex and oracle are different", async function () {
await setBadOraclePrice(testTokenC, testTokenD);
const amount = parseEther("0.1");
expect(
await positionManager.connect(trader).partiallyClosePosition(
0,
amount,
trader.address,
megaRoutesForClose,
0,
getEncodedChainlinkRouteViaUsd(testTokenC),
getEncodedChainlinkRouteViaUsd(testTokenD),
getEncodedChainlinkRouteViaUsd(testTokenC),
getEncodedChainlinkRouteViaUsd(testTokenC),
[],
[],
),
);
});
it("Should partially close spot position", async function () {
// Since the quickswapv3 has a dynamic fee system the amount0Out from the Quoter may differ from the actual amountOut in swap in separate transactions
if (dex === "quickswapv3") this.skip();
const amount = parseEther("0.1");
const amountOutMin = 0;
const amountInBorrowed = await getAmountsOut(dex, amount, [testTokenD.address, testTokenC.address]);
const feeInPaymentAsset = await calculateFeeInPaymentAsset(
testTokenC.address,
amountInBorrowed,
FeeRateType.SpotPositionClosedByTrader,
0,
false,
getEncodedChainlinkRouteViaUsd(testTokenC),
);
const { availableBalance: availableBefore } = await traderBalanceVault.balances(trader.address, testTokenC.address);
const positionBefore = await positionManager.getPosition(0);
await expect(() =>
positionManager
.connect(trader)
.partiallyClosePosition(
0,
amount,
trader.address,
megaRoutesForClose,
amountOutMin,
getEncodedChainlinkRouteViaUsd(testTokenC),
getEncodedChainlinkRouteViaUsd(testTokenD),
getEncodedChainlinkRouteViaUsd(testTokenC),
getEncodedChainlinkRouteViaUsd(testTokenC),
[],
[],
),
).to.changeTokenBalance(testTokenC, traderBalanceVault, amountInBorrowed.sub(feeInPaymentAsset));
const { availableBalance: availableAfter } = await traderBalanceVault.balances(trader.address, testTokenC.address);
expect(availableAfter).to.equal(availableBefore.add(amountInBorrowed).sub(feeInPaymentAsset));
const position = await positionManager.getPosition(0);
expect(position.positionAmount).to.be.equal(positionBefore.positionAmount.sub(amount));
expect(position.scaledDebtAmount).to.be.equal(0);
});
});
describe("closePosition by SL/TP", function () {
let borrowedAmount,
amountOutMin,
deadline,
takeDepositFromWallet,
snapshotId,
stopLossPrice,
takeProfitPrice,
conditionIndex,
closePositionByConditionParams;
before(async function () {
conditionIndex = 0;
borrowedAmount = 0;
amountOutMin = 0;
takeDepositFromWallet = true;
await testTokenC.connect(trader).approve(positionManager.address, depositAmount.add(depositAmount));
const amountDOut = await getAmountsOut(dex, depositAmount, [testTokenC.address, testTokenD.address]);
const limitPrice = wadDiv(amountDOut.toString(), depositAmount.toString()).toString();
const price0 = BigNumber.from(limitPrice).div(USD_MULTIPLIER);
await setOraclePrice(testTokenC, testTokenD, price0);
stopLossPrice = BigNumber.from(wadDiv(depositAmount.toString(), amountDOut.toString()).toString()).sub("10");
takeProfitPrice = BigNumber.from(wadDiv(depositAmount.toString(), amountDOut.toString()).toString()).add("10");
deadline = new Date().getTime() + 600;
await positionManager.connect(trader).openPosition({
marginParams: {
bucket: "",
borrowedAmount: borrowedAmount,
depositInThirdAssetMegaRoutes: [],
},
firstAssetMegaRoutes: firstAssetMegaRoutes,
depositAsset: testTokenC.address,
depositAmount: depositAmount,
positionAsset: testTokenD.address,
amountOutMin: amountOutMin,
deadline: deadline,
takeDepositFromWallet: takeDepositFromWallet,
closeConditions: [getCondition(TAKE_PROFIT_STOP_LOSS_CM_TYPE, getTakeProfitStopLossParams(takeProfitPrice, stopLossPrice))],
firstAssetOracleData: [],
thirdAssetOracleData: [],
depositSoldAssetOracleData: [],
positionUsdOracleData: getEncodedChainlinkRouteToUsd(),
nativePositionAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenD),
pmxPositionAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenD),
nativeSoldAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenC),
pullOracleData: [],
pullOracleTypes: [],
});
await setOraclePrice(testTokenC, testTokenD, BigNumber.from(price0).mul(2));
});
after(async function () {
await network.provider.request({
method: "evm_revert",
params: [snapshotIdBase],
});
snapshotIdBase = await network.provider.request({
method: "evm_snapshot",
params: [],
});
});
beforeEach(async function () {
const ethAddress = await priceOracle.eth();
closePositionByConditionParams = {
id: 0,
keeper: liquidator.address,
megaRoutes: megaRoutesForClose,
conditionIndex: conditionIndex,
ccmAdditionalParams: "0x",
closeReason: CloseReason.LIMIT_CONDITION,
positionSoldAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenC),
nativePmxOracleData: getEncodedChainlinkRouteViaUsd(PMXToken),
positionNativeAssetOracleData: getEncodedChainlinkRouteViaUsd({ address: ethAddress }),
pmxSoldAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenC),
nativeSoldAssetOracleData: getEncodedChainlinkRouteViaUsd(testTokenC),
pullOracleData: [],