def test_should_adjust_amounts_based_on_max_source_amount(
self, token1, token2, token3, token4):
# given
conversion1 = Conversion(token1, token2, Ray.from_number(2.0),
Wad.from_number(10000), 'met1')
conversion2 = Conversion(token2, token3, Ray.from_number(1.6),
Wad.from_number(10000), 'met2')
conversion3 = Conversion(token3, token4, Ray.from_number(1.2),
Wad.from_number(100), 'met3')
conversion4 = Conversion(token4, token1, Ray.from_number(1.1),
Wad.from_number(10000), 'met4')
conversions = [conversion1, conversion4, conversion3, conversion2]
base_token = token1
# when
opportunities = OpportunityFinder(conversions).find_opportunities(
base_token, Wad.from_number(100))
# then
assert len(opportunities) == 1
assert len(opportunities[0].steps) == 4
assert opportunities[0].steps[0].method == "met1"
assert opportunities[0].steps[0].source_amount == Wad.from_number(
31.25)
assert opportunities[0].steps[0].target_amount == Wad.from_number(62.5)
assert opportunities[0].steps[1].method == "met2"
assert opportunities[0].steps[1].source_amount == Wad.from_number(62.5)
assert opportunities[0].steps[1].target_amount == Wad.from_number(100)
assert opportunities[0].steps[2].method == "met3"
assert opportunities[0].steps[2].source_amount == Wad.from_number(100)
assert opportunities[0].steps[2].target_amount == Wad.from_number(120)
assert opportunities[0].steps[3].method == "met4"
assert opportunities[0].steps[3].source_amount == Wad.from_number(120)
assert opportunities[0].steps[3].target_amount == Wad.from_number(132)
def test_should_ignore_irrelevant_conversions(self, token1, token2, token3,
token4):
# given
conversion1 = Conversion(token1, token2, Ray.from_number(1.02),
Wad.from_number(10000), 'met1')
conversion2 = Conversion(token2, token1, Ray.from_number(1.03),
Wad.from_number(10000), 'met2')
conversion3 = Conversion(token1, token3, Ray.from_number(1.04),
Wad.from_number(10000), 'met3')
conversion4 = Conversion(token1, token4, Ray.from_number(1.07),
Wad.from_number(10000), 'met4')
conversion5 = Conversion(token2, token4, Ray.from_number(1.08),
Wad.from_number(10000), 'met5')
conversions = [
conversion1, conversion2, conversion3, conversion4, conversion5
]
base_token = token1
# when
opportunities = OpportunityFinder(conversions).find_opportunities(
base_token, Wad.from_number(100))
# then
assert len(opportunities) == 1
assert len(opportunities[0].steps) == 2
assert opportunities[0].steps[0].method == "met1"
assert opportunities[0].steps[1].method == "met2"
def test_should_identify_multi_step_opportunities(self, token1, token2,
token3, token4):
# given
conversion1 = Conversion(token1, token2, Ray.from_number(1.02),
Wad.from_number(10000), 'met1')
conversion2 = Conversion(token2, token3, Ray.from_number(1.03),
Wad.from_number(10000), 'met2')
conversion3 = Conversion(token3, token4, Ray.from_number(1.05),
Wad.from_number(10000), 'met3')
conversion4 = Conversion(token4, token1, Ray.from_number(1.07),
Wad.from_number(10000), 'met4')
conversions = [conversion1, conversion2, conversion3, conversion4]
base_token = token1
# when
opportunities = OpportunityFinder(conversions).find_opportunities(
base_token, Wad.from_number(100))
# then
assert len(opportunities) == 1
assert len(opportunities[0].steps) == 4
assert opportunities[0].steps[0].method == "met1"
assert opportunities[0].steps[1].method == "met2"
assert opportunities[0].steps[2].method == "met3"
assert opportunities[0].steps[3].method == "met4"
def test_nicely_convert_to_string_with_amounts(token1, token2):
# given
conversion = Conversion(token1, token2, Ray.from_number(1.01), Wad.from_number(1000), 'met()')
conversion.source_amount = Wad.from_number(50)
conversion.target_amount = Wad.from_number(50.5)
# expect
assert str(conversion) == "[50.000000000000000000 0x0101010101010101010101010101010101010101 -> 50.500000000000000000 0x0202020202020202020202020202020202020202 @1.010000000000000000000000000" \
" by met() (max=1000.000000000000000000 0x0101010101010101010101010101010101010101)]"
def test_should_calculate_total_rate(self, token1, token2):
# given
step1 = Conversion(token1, token2, Ray.from_number(1.01),
Wad.from_number(1000), 'met1')
step2 = Conversion(token2, token1, Ray.from_number(1.02),
Wad.from_number(1000), 'met2')
# when
sequence = Sequence([step1, step2])
# then
assert sequence.total_rate() == Ray.from_number(1.0302)
def test_should_recognize_if_there_are_no_opportunities(
self, token1, token2, token3):
# given
conversion1 = Conversion(token1, token2, Ray.from_number(1.02),
Wad.from_number(10000), 'met1')
conversion2 = Conversion(token2, token3, Ray.from_number(1.03),
Wad.from_number(10000), 'met2')
conversions = [conversion1, conversion2]
base_token = token1
# when
opportunities = OpportunityFinder(conversions).find_opportunities(
base_token, Wad.from_number(100))
# then
assert len(opportunities) == 0
def test_should_identify_opportunity(self, token1, token2):
# given
conversion1 = Conversion(token1, token2, Ray.from_number(1.02),
Wad.from_number(10000), 'met1')
conversion2 = Conversion(token2, token1, Ray.from_number(1.03),
Wad.from_number(10000), 'met2')
conversions = [conversion1, conversion2]
base_token = token1
# when
opportunities = OpportunityFinder(conversions).find_opportunities(
base_token, Wad.from_number(100))
# then
assert len(opportunities) == 1
assert len(opportunities[0].steps) == 2
assert opportunities[0].steps[0].method == "met1"
assert opportunities[0].steps[1].method == "met2"
def test_should_calculate_tx_costs(self, token1):
# expect the tx_costs to be non negative and to increase with the number of steps
steps = []
prev_tx_costs = Wad.from_number(0)
for i in range(10):
steps.append(Conversion(token1, token1, Ray(0), Wad(0), 'met'))
opportunity = Sequence(steps)
tx_costs = opportunity.tx_costs()
assert (tx_costs > prev_tx_costs)
prev_tx_costs = tx_costs
def test_should_identify_all_opportunities_regardless_whether_they_are_profitable(
self, token1, token2):
# given
conversion1 = Conversion(token1, token2, Ray.from_number(1.1),
Wad.from_number(10000), 'met1')
conversion2 = Conversion(token2, token1, Ray.from_number(0.6),
Wad.from_number(10000), 'met2')
conversions = [conversion1, conversion2]
base_token = token1
# when
opportunities = OpportunityFinder(conversions).find_opportunities(
base_token, Wad.from_number(100))
# then
assert len(opportunities) == 1
assert len(opportunities[0].steps) == 2
assert opportunities[0].steps[0].method == "met1"
assert opportunities[0].steps[1].method == "met2"
def test_should_calculate_profit(self, token1, token2):
# given
step1 = Conversion(token1, token2, Ray.from_number(1.01),
Wad.from_number(1000), 'met1')
step1.source_amount = Wad.from_number(100)
step1.target_amount = Wad.from_number(101)
step2 = Conversion(token2, token1, Ray.from_number(1.02),
Wad.from_number(1000), 'met2')
step2.source_amount = Wad.from_number(101)
step2.target_amount = Wad.from_number(103.02)
# when
sequence = Sequence([step1, step2])
# then
assert sequence.profit(token1) == Wad.from_number(3.02)
assert sequence.profit(token2) == Wad.from_number(0)
def test_nicely_convert_to_string_without_amounts(token1, token2):
# given
conversion = Conversion(token1, token2, Ray.from_number(1.01), Wad.from_number(1000), 'met()')
# expect
assert str(conversion) == "[0x0101010101010101010101010101010101010101 -> 0x0202020202020202020202020202020202020202 @1.010000000000000000000000000 by met() (max=1000.000000000000000000 0x0101010101010101010101010101010101010101)]"
