def test_one_ask_on_books_buy_excess_order(contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
fillOrder = contractsFixture.contracts['FillOrder']
orders = contractsFixture.contracts['Orders']
tradeGroupID = "42"
# create order
orderID = createOrder.publicCreateOrder(ASK, fix(12), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, sender = tester.k1, value=fix('12', '4000'))
# fill best order
fillOrderID = trade.publicBuy(market.address, YES, fix(15), 6000, "0", "0", tradeGroupID, sender = tester.k2, value=fix('15', '6000'))
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
assert orders.getAmount(fillOrderID) == fix(3)
assert orders.getPrice(fillOrderID) == 6000
assert orders.getOrderCreator(fillOrderID) == bytesToHexString(tester.a2)
assert orders.getOrderMoneyEscrowed(fillOrderID) == fix('3', '6000')
assert orders.getOrderSharesEscrowed(fillOrderID) == 0
assert orders.getBetterOrderId(fillOrderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(fillOrderID) == longTo32Bytes(0)
def test_one_bid_on_books_buy_full_order(contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
fillOrder = contractsFixture.contracts['FillOrder']
orders = contractsFixture.contracts['Orders']
tradeGroupID = "42"
# create order
orderID = createOrder.publicCreateOrder(BID, fix(2), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, sender = tester.k1, value=fix('2', '6000'))
# fill best order
orderFilledLog = {
"filler": bytesToHexString(tester.a2),
"numCreatorShares": 0,
"numCreatorTokens": fix('2', '6000'),
"numFillerShares": 0,
"numFillerTokens": fix('2', '4000'),
"marketCreatorFees": 0,
"reporterFees": 0,
"shareToken": market.getShareToken(YES),
"tradeGroupId": stringToBytes("42"),
}
with AssertLog(contractsFixture, "OrderFilled", orderFilledLog):
assert trade.publicSell(market.address, YES, fix(2), 6000, "0", "0", tradeGroupID, sender = tester.k2, value=fix('2', '4000'))
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
def test_two_asks_on_books_buy_full_and_partial(contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
fillOrder = contractsFixture.contracts['FillOrder']
orders = contractsFixture.contracts['Orders']
tradeGroupID = "42"
# create order 1
orderID1 = createOrder.publicCreateOrder(ASK, fix(12), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, sender = tester.k1, value=fix('12', '4000'))
# create order 2
orderID2 = createOrder.publicCreateOrder(ASK, fix(7), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, sender = tester.k3, value=fix('7', '4000'))
# fill best order
fillOrderID = trade.publicBuy(market.address, YES, fix(15), 6000, "0", "0", tradeGroupID, sender = tester.k2, value=fix('15', '6000'))
assert orders.getAmount(orderID1) == 0
assert orders.getPrice(orderID1) == 0
assert orders.getOrderCreator(orderID1) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID1) == 0
assert orders.getOrderSharesEscrowed(orderID1) == 0
assert orders.getBetterOrderId(orderID1) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID1) == longTo32Bytes(0)
assert orders.getAmount(orderID2) == fix(4)
assert orders.getPrice(orderID2) == 6000
assert orders.getOrderCreator(orderID2) == bytesToHexString(tester.a3)
assert orders.getOrderMoneyEscrowed(orderID2) == fix('4', '4000')
assert orders.getOrderSharesEscrowed(orderID2) == 0
assert orders.getBetterOrderId(orderID2) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID2) == longTo32Bytes(0)
assert fillOrderID == longTo32Bytes(1)
def test_two_bids_on_books_buy_both(contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
fillOrder = contractsFixture.contracts['FillOrder']
orders = contractsFixture.contracts['Orders']
tradeGroupID = "42"
# create order 1
orderID1 = createOrder.publicCreateOrder(BID, fix(4), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, sender = tester.k1, value=fix('4', '6000'))
# create order 2
orderID2 = createOrder.publicCreateOrder(BID, fix(1), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, sender = tester.k3, value=fix('1', '6000'))
# fill best order
fillOrderID = trade.publicSell(market.address, YES, fix(5), 6000, "0", "0", tradeGroupID, sender = tester.k2, value=fix('5', '4000'))
assert orders.getAmount(orderID1) == 0
assert orders.getPrice(orderID1) == 0
assert orders.getOrderCreator(orderID1) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID1) == 0
assert orders.getOrderSharesEscrowed(orderID1) == 0
assert orders.getBetterOrderId(orderID1) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID1) == longTo32Bytes(0)
assert orders.getAmount(orderID2) == 0
assert orders.getPrice(orderID2) == 0
assert orders.getOrderCreator(orderID2) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID2) == 0
assert orders.getOrderSharesEscrowed(orderID2) == 0
assert orders.getBetterOrderId(orderID2) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID2) == longTo32Bytes(0)
assert fillOrderID == longTo32Bytes(1)
def test_one_bid_on_books_buy_partial_order(useTrade, contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
fillOrder = contractsFixture.contracts['FillOrder']
orders = contractsFixture.contracts['Orders']
tradeGroupID = "42"
# create order
orderID = createOrder.publicCreateOrder(BID, fix(2), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, sender = tester.k1, value=fix('2', '6000'))
# fill best order
fillOrderID = None
if useTrade:
fillOrderID = trade.publicTrade(1, market.address, YES, fix(1), 6000, "0", "0", tradeGroupID, sender = tester.k2, value=fix('1', '4000'))
else:
fillOrderID = trade.publicSell(market.address, YES, fix(1), 6000, "0", "0", tradeGroupID, sender = tester.k2, value=fix('1', '4000'))
assert orders.getAmount(orderID) == fix(1)
assert orders.getPrice(orderID) == 6000
assert orders.getOrderCreator(orderID) == bytesToHexString(tester.a1)
assert orders.getOrderMoneyEscrowed(orderID) == fix('1', '6000')
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
assert fillOrderID == longTo32Bytes(1)
def test_publicFillOrder_ask(contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
fillOrder = contractsFixture.contracts['FillOrder']
orders = contractsFixture.contracts['Orders']
tradeGroupID = "42"
initialMakerETH = contractsFixture.chain.head_state.get_balance(tester.a1)
initialFillerETH = contractsFixture.chain.head_state.get_balance(tester.a2)
creatorCost = fix('2', '4000')
fillerCost = fix('2', '6000')
# create order
orderID = createOrder.publicCreateOrder(ASK, fix(2), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, sender = tester.k1, value=creatorCost)
# fill best order
fillOrderID = fillOrder.publicFillOrder(orderID, fix(2), tradeGroupID, sender = tester.k2, value=fillerCost)
assert contractsFixture.chain.head_state.get_balance(tester.a1) == initialMakerETH - creatorCost
assert contractsFixture.chain.head_state.get_balance(tester.a2) == initialFillerETH - fillerCost
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
assert fillOrderID == 0
def test_publicCreateOrder_bid2(contractsFixture, cash, market, universe):
orders = contractsFixture.contracts['Orders']
createOrder = contractsFixture.contracts['CreateOrder']
orderType = BID
amount = fix(1)
fxpPrice = 4000
outcome = 0
tradeGroupID = "42"
marketInitialCash = cash.balanceOf(market.address)
creatorInitialETH = contractsFixture.chain.head_state.get_balance(tester.a1)
orderID = None
shareToken = contractsFixture.getShareToken(market, 0)
orderCreatedLog = {
'creator': bytesToHexString(tester.a1),
'shareToken': shareToken.address,
'tradeGroupId': stringToBytes("42"),
}
with AssertLog(contractsFixture, "OrderCreated", orderCreatedLog):
orderID = createOrder.publicCreateOrder(orderType, amount, fxpPrice, market.address, outcome, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, sender=tester.k1, value = fix('1', '4000'))
assert orderID != bytearray(32), "Order ID should be non-zero"
assert orders.getAmount(orderID) == amount
assert orders.getPrice(orderID) == fxpPrice
assert orders.getOrderCreator(orderID) == bytesToHexString(tester.a1)
assert orders.getOrderMoneyEscrowed(orderID) == fix(1, 4000)
assert orders.getOrderSharesEscrowed(orderID) == 0
assert cash.balanceOf(tester.a1) == 0
assert contractsFixture.chain.head_state.get_balance(tester.a1) == creatorInitialETH - long(4000 * 10**18)
assert cash.balanceOf(market.address) - marketInitialCash == 4000 * 10**18
def test_publicFillOrder_bid_scalar(contractsFixture, cash, scalarMarket, universe):
createOrder = contractsFixture.contracts['CreateOrder']
fillOrder = contractsFixture.contracts['FillOrder']
orders = contractsFixture.contracts['Orders']
# We're testing the scalar market because it has a different numTicks than 10**18 as the other do. In particular it's numTicks is 40*18**18
market = scalarMarket
tradeGroupID = "42"
initialMakerETH = contractsFixture.chain.head_state.get_balance(tester.a1)
initialFillerETH = contractsFixture.chain.head_state.get_balance(tester.a2)
creatorCost = fix('2', '6000')
fillerCost = fix('2', '394000')
# create order
orderID = createOrder.publicCreateOrder(BID, fix(2), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, sender = tester.k1, value=creatorCost)
# fill best order
fillOrderID = fillOrder.publicFillOrder(orderID, fix(2), tradeGroupID, sender = tester.k2, value=fillerCost)
assert contractsFixture.chain.head_state.get_balance(tester.a1) == initialMakerETH - creatorCost
assert contractsFixture.chain.head_state.get_balance(tester.a2) == initialFillerETH - fillerCost
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
assert fillOrderID == 0
def test_take_best_order_with_shares_escrowed_buy_with_cash(contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
orders = contractsFixture.contracts['Orders']
completeSets = contractsFixture.contracts['CompleteSets']
yesShareToken = contractsFixture.applySignature('ShareToken', market.getShareToken(YES))
# buy complete sets
assert completeSets.publicBuyCompleteSets(market.address, fix(1), sender=tester.k1, value=fix('1', '10000'))
assert yesShareToken.balanceOf(tester.a1) == fix(1)
# create order with shares
orderID = createOrder.publicCreateOrder(ASK, fix(1), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), "42", sender=tester.k1)
assert orderID
# fill order with cash using on-chain matcher
assert trade.publicFillBestOrder(BID, market.address, YES, fix(1), 6000, "43", sender=tester.k2, value=fix('1', '6000')) == 0
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
def test_ask_withPartialShares(contractsFixture, universe, cash, market):
orders = contractsFixture.contracts['Orders']
createOrder = contractsFixture.contracts['CreateOrder']
fillOrder = contractsFixture.contracts['FillOrder']
completeSets = contractsFixture.contracts['CompleteSets']
yesShareToken = contractsFixture.applySignature('ShareToken', market.getShareToken(YES))
noShareToken = contractsFixture.applySignature('ShareToken', market.getShareToken(NO))
# buy fix(2) complete sets
assert completeSets.publicBuyCompleteSets(market.address, fix(2), sender = tester.k1, value= fix(2, market.getNumTicks()))
assert cash.balanceOf(tester.a1) == fix('0')
assert yesShareToken.balanceOf(tester.a1) == fix(2)
assert noShareToken.balanceOf(tester.a1) == fix(2)
orderID = None
orderCreatedLog = {
'creator': bytesToHexString(tester.a1),
'shareToken': yesShareToken.address,
'tradeGroupId': stringToBytes("42"),
}
with AssertLog(contractsFixture, "OrderCreated", orderCreatedLog):
orderID = createOrder.publicCreateOrder(ASK, fix(3), 4000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), "42", sender=tester.k1, value=fix('6000'))
assert cash.balanceOf(tester.a1) == fix('0')
assert yesShareToken.balanceOf(tester.a1) == 0
assert noShareToken.balanceOf(tester.a1) == fix(2)
# validate the order contains expected results
assert orderID != bytearray(32), "Order ID should be non-zero"
assert orders.getAmount(orderID) == fix(3)
assert orders.getPrice(orderID) == 4000
assert orders.getOrderCreator(orderID) == bytesToHexString(tester.a1)
assert orders.getOrderMoneyEscrowed(orderID) == fix('6000')
assert orders.getOrderSharesEscrowed(orderID) == fix(2)
def test_take_best_order_multiple_orders(contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
orders = contractsFixture.contracts['Orders']
initialTester1ETH = contractsFixture.chain.head_state.get_balance(tester.a1)
initialTester2ETH = contractsFixture.chain.head_state.get_balance(tester.a2)
# create orders with cash
orderIDs = []
numOrders = 5
for i in range(numOrders):
orderID = createOrder.publicCreateOrder(ASK, fix(1), 6000 + i, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), "42", sender=tester.k1, value=fix('1', 4000 - i))
assert orderID
orderIDs.append(orderID)
# fill orders with cash using on-chain matcher
price = 6000 + numOrders
assert trade.publicFillBestOrder(BID, market.address, YES, fix(numOrders), price, "43", sender=tester.k2, value=fix(numOrders, price)) == 0
for i in range(numOrders):
orderID = orderIDs[i]
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
def test_duplicate_creation_transaction(contractsFixture, cash, market):
orders = contractsFixture.contracts['Orders']
createOrder = contractsFixture.contracts['CreateOrder']
with EtherDelta(-fix(1, 4000), tester.a0, contractsFixture.chain):
orderID = createOrder.publicCreateOrder(BID, fix(1), 4000, market.address, 1, longTo32Bytes(0), longTo32Bytes(0), "7", value = fix(1, 4000))
assert orderID
with raises(TransactionFailed):
createOrder.publicCreateOrder(BID, fix(1), 4000, market.address, 1, longTo32Bytes(0), longTo32Bytes(0), "7", value = fix(1, 4000))
def test_fill_order_with_shares(localFixture, zeroX, market, cash, controller):
expirationTimestampInSec = controller.getTimestamp() + 1
orderAddresses = [tester.a0, market.address]
orderValues = [YES, ASK, 10, 1000, expirationTimestampInSec, 42]
orderHash = zeroX.getOrderHash(orderAddresses, orderValues)
v, r, s = createOrder(orderHash)
fillAmount = 5
# Fail with no shares deposited
with raises(TransactionFailed):
zeroX.fillOrder(
orderAddresses,
orderValues,
fillAmount,
v,
r,
s,
sender = tester.k1)
yesShareAddress = market.getShareToken(YES)
noShareAddress = market.getShareToken(NO)
yesShareToken = localFixture.applySignature('ShareToken', yesShareAddress)
noShareToken = localFixture.applySignature('ShareToken', noShareAddress)
completeSets = localFixture.contracts['CompleteSets']
assert completeSets.publicBuyCompleteSets(market.address, fix(20), value=fix('20', market.getNumTicks()))
assert noShareToken.transfer(tester.a1, 10)
assert yesShareToken.approve(zeroX.address, 10)
assert zeroX.deposit(yesShareAddress, 10)
assert noShareToken.approve(zeroX.address, 10, sender=tester.k1)
assert zeroX.deposit(noShareAddress, 10, sender=tester.k1)
with PrintGasUsed(localFixture, "FILL_0X"):
assert zeroX.fillOrder(
orderAddresses,
orderValues,
fillAmount,
v,
r,
s,
sender = tester.k1)
yesShareAddress = market.getShareToken(YES)
noShareAddress = market.getShareToken(NO)
assert zeroX.getTokenBalance(cash.address, tester.a0) == 4900
assert zeroX.getTokenBalance(yesShareAddress, tester.a0) == 5
assert zeroX.getTokenBalance(cash.address, tester.a1) == 44100
assert zeroX.getTokenBalance(noShareAddress, tester.a1) == 5
assert zeroX.getUnavailableAmount(orderHash) == fillAmount
def check_randoms(market, price, numTicks):
fxpPrice = fix(price)
fxpMaxDisplayPrice = numTicks
fxpTradingFee = fix('0.0101')
if fxpPrice <= 0:
return 0
if fxpPrice >= fxpMaxDisplayPrice:
return 0
if fxpTradingFee >= fxpPrice:
return 0
if fxpTradingFee >= fxpMaxDisplayPrice - fxpPrice:
return 0
return 1
def test_orderFilling(localFixture, market):
createOrder = localFixture.contracts['CreateOrder']
fillOrder = localFixture.contracts['FillOrder']
tradeGroupID = "42"
creatorCost = fix('2', '4000')
fillerCost = fix('2', '6000')
# create order
orderID = createOrder.publicCreateOrder(ASK, fix(2), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, sender = tester.k1, value=creatorCost)
with PrintGasUsed(localFixture, "FillOrder:publicFillOrder", FILL_ORDER):
fillOrderID = fillOrder.publicFillOrder(orderID, fix(2), tradeGroupID, sender = tester.k2, value=fillerCost)
def test_publicCreateOrder_ask(contractsFixture, cash, market):
orders = contractsFixture.contracts['Orders']
createOrder = contractsFixture.contracts['CreateOrder']
orderID = createOrder.publicCreateOrder(ASK, fix(1), 4000, market.address, 0, longTo32Bytes(0), longTo32Bytes(0), "7", value = fix(1, 6000))
assert orders.getAmount(orderID) == fix(1)
assert orders.getPrice(orderID) == 4000
assert orders.getOrderCreator(orderID) == bytesToHexString(tester.a0)
assert orders.getOrderMoneyEscrowed(orderID) == fix(1, 6000)
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == bytearray(32)
assert orders.getWorseOrderId(orderID) == bytearray(32)
assert cash.balanceOf(market.address) == fix(1, 6000)
def test_cancelBid(contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
cancelOrder = contractsFixture.contracts['CancelOrder']
orders = contractsFixture.contracts['Orders']
orderType = BID
fxpAmount = fix(1)
fxpPrice = 6000
outcomeID = YES
tradeGroupID = "42"
yesShareToken = contractsFixture.applySignature('ShareToken', market.getShareToken(YES))
noShareToken = contractsFixture.applySignature('ShareToken', market.getShareToken(NO))
creatorInitialETH = contractsFixture.chain.head_state.get_balance(tester.a1)
creatorInitialShares = yesShareToken.balanceOf(tester.a1)
marketInitialCash = cash.balanceOf(market.address)
marketInitialYesShares = yesShareToken.totalSupply()
marketInitialNoShares = noShareToken.totalSupply()
orderID = createOrder.publicCreateOrder(orderType, fxpAmount, fxpPrice, market.address, outcomeID, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, sender=tester.k1, value = fix('10000'))
assert orderID, "Order ID should be non-zero"
assert orders.getOrderCreator(orderID), "Order should have an owner"
assert contractsFixture.chain.head_state.get_balance(tester.a1) == creatorInitialETH - fix('1', '6000'), "ETH should be deducted from the creator balance"
orderCanceledLog = {
'orderId': orderID,
'shareToken': yesShareToken.address,
'sender': bytesToHexString(tester.a1),
'orderType': orderType,
'sharesRefund': 0,
'tokenRefund': fix('1', '6000'),
}
with AssertLog(contractsFixture, 'OrderCanceled', orderCanceledLog):
assert(cancelOrder.cancelOrder(orderID, sender=tester.k1) == 1), "cancelOrder should succeed"
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
assert(creatorInitialETH == contractsFixture.chain.head_state.get_balance(tester.a1)), "Maker's ETH should be the same as before the order was placed"
assert(marketInitialCash == cash.balanceOf(market.address)), "Market's cash balance should be the same as before the order was placed"
assert(creatorInitialShares == yesShareToken.balanceOf(tester.a1)), "Maker's shares should be unchanged"
assert(marketInitialYesShares == yesShareToken.totalSupply()), "Market's yes shares should be unchanged"
assert marketInitialNoShares == noShareToken.totalSupply(), "Market's no shares should be unchanged"
def icon_style(self,Style,kml):
href = unicode(Style.IconStyle.Icon.href)
href = utils.fix(href)
icon = None
if href.startswith('http'):
path = self.handle_href_icon(Style,href)
if path:
icon = mapnik.PointSymbolizer(mapnik.PathExpression(str(path)))
icon.allow_overlap = True
else:
# local file (maybe bundled with kmz)
if not os.path.exists(href):
href = os.path.join(os.path.dirname(kml),href)
if os.path.exists(href):
path = self.handle_icon(Style,href)
if path:
icon = mapnik.PointSymbolizer(mapnik.PathExpression(str(path)))
icon.allow_overlap = True
else:
sys.stderr.write('could not find %s\n' % href)
if not icon:
icon = mapnik.PointSymbolizer()
icon.allow_overlap = True
#else:
# im = Image.open(href)
# icon = mapnik.PointSymbolizer(mapnik.PathExpression(href))
# #icon = mapnik.PointSymbolizer(href, im.format.lower(), im.size[0], im.size[1])
# icon.allow_overlap = True
# rule.symbols.append(icon)
return icon
def test_order_creation_best_case(numOutcomes, localFixture, markets):
createOrder = localFixture.contracts['CreateOrder']
completeSets = localFixture.contracts['CompleteSets']
marketIndex = numOutcomes - 2
market = markets[marketIndex]
maxGas = 0
cost = fix('1', '5000')
outcome = 0
startGas = localFixture.chain.head_state.gas_used
orderID = createOrder.publicCreateOrder(BID, fix(1), 5000, market.address, outcome, longTo32Bytes(0), longTo32Bytes(0), "7", value = fix(1, 5000))
maxGas = localFixture.chain.head_state.gas_used - startGas
assert maxGas == CREATE_ORDER_BEST_CASE[marketIndex]
def test_take_best_order_with_shares_escrowed_buy_with_shares_categorical(contractsFixture, cash, categoricalMarket, universe):
market = categoricalMarket
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
orders = contractsFixture.contracts['Orders']
completeSets = contractsFixture.contracts['CompleteSets']
firstShareToken = contractsFixture.applySignature('ShareToken', market.getShareToken(0))
secondShareToken = contractsFixture.applySignature('ShareToken', market.getShareToken(1))
thirdShareToken = contractsFixture.applySignature('ShareToken', market.getShareToken(2))
# buy complete sets for both users
numTicks = market.getNumTicks()
assert completeSets.publicBuyCompleteSets(market.address, fix(1), sender=tester.k1, value=fix('1', numTicks))
assert completeSets.publicBuyCompleteSets(market.address, fix(1), sender=tester.k2, value=fix('1', numTicks))
assert firstShareToken.balanceOf(tester.a1) == firstShareToken.balanceOf(tester.a2) == fix(1)
assert secondShareToken.balanceOf(tester.a1) == secondShareToken.balanceOf(tester.a2) == fix(1)
assert thirdShareToken.balanceOf(tester.a1) == thirdShareToken.balanceOf(tester.a2) == fix(1)
# create order with shares
orderID = createOrder.publicCreateOrder(ASK, fix(1), 6000, market.address, 0, longTo32Bytes(0), longTo32Bytes(0), "42", sender=tester.k1)
assert orderID
# fill order with shares using on-chain matcher
totalProceeds = fix(1, numTicks)
totalProceeds -= fix(1, numTicks) / market.getMarketCreatorSettlementFeeDivisor()
totalProceeds -= fix(1, numTicks) / universe.getOrCacheReportingFeeDivisor()
expectedTester1Payout = totalProceeds * 6000 / numTicks
expectedTester2Payout = totalProceeds * (numTicks - 6000) / numTicks
with EtherDelta(expectedTester1Payout, tester.a1, contractsFixture.chain, "Tester 1 ETH delta wrong"):
with EtherDelta(expectedTester2Payout, tester.a2, contractsFixture.chain, "Tester 2 ETH delta wrong"):
assert trade.publicFillBestOrder(BID, market.address, 0, fix(1), 6000, "43", sender=tester.k2) == 0
assert firstShareToken.balanceOf(tester.a1) == 0
assert secondShareToken.balanceOf(tester.a1) == fix(1)
assert thirdShareToken.balanceOf(tester.a1) == fix(1)
assert firstShareToken.balanceOf(tester.a2) == fix(1)
assert secondShareToken.balanceOf(tester.a2) == 0
assert thirdShareToken.balanceOf(tester.a2) == 0
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
def test_saveOrder(contractsFixture, market):
orders = contractsFixture.contracts['Orders']
orderId1 = orders.saveOrder(BID, market.address, fix(10), 5000, tester.a1, NO, 0, fix(10), longTo32Bytes(0), longTo32Bytes(0), "1")
assert(orderId1 != bytearray(32)), "saveOrder wasn't executed successfully"
orderId2 = orders.saveOrder(ASK, market.address, fix(10), 5000, tester.a2, NO, fix('10', '5000'), 0, longTo32Bytes(0), longTo32Bytes(0), "1")
assert(orderId2 != bytearray(32)), "saveOrder wasn't executed successfully"
assert(orders.getAmount(orderId1) == fix(10)), "amount for order1 should be set to 10"
assert(orders.getAmount(orderId2) == fix(10)), "amount for order2 should be set to 10"
assert(orders.getPrice(orderId1) == 5000), "price for order1 should be set to 5000 wei"
assert(orders.getPrice(orderId2) == 5000), "price for order2 should be set to 5000 wei"
assert(orders.getOrderCreator(orderId1) == bytesToHexString(tester.a1)), "orderOwner for order1 should be tester.a1"
assert(orders.getOrderCreator(orderId2) == bytesToHexString(tester.a2)), "orderOwner for order2 should be tester.a2"
assert orders.getOrderMoneyEscrowed(orderId1) == 0, "money escrowed should be 0"
assert orders.getOrderMoneyEscrowed(orderId2) == fix('10', '5000'), "money escrowed should be 50000 ETH"
assert orders.getOrderSharesEscrowed(orderId1) == fix(10), "shares escrowed should be fix(10)"
assert orders.getOrderSharesEscrowed(orderId2) == 0, "shares escrowed should be 0"
assert orders.getBetterOrderId(orderId1) == longTo32Bytes(0), "better order id should be 0"
assert orders.getBetterOrderId(orderId2) == longTo32Bytes(0), "better order id should be 0"
assert orders.getWorseOrderId(orderId1) == longTo32Bytes(0), "worse order id should be 0"
assert orders.getWorseOrderId(orderId2) == longTo32Bytes(0), "worse order id should be 0"
assert(orders.removeOrder(orderId1) == 1), "Remove order 1"
assert(orders.removeOrder(orderId2) == 1), "Remove order 2"
def test_order_filling_both_eth(numOutcomes, localFixture, markets):
createOrder = localFixture.contracts['CreateOrder']
completeSets = localFixture.contracts['CompleteSets']
fillOrder = localFixture.contracts['FillOrder']
tradeGroupID = "42"
marketIndex = numOutcomes - 2
market = markets[marketIndex]
cost = fix('1', '5000')
outcome = 0
orderID = createOrder.publicCreateOrder(BID, fix(1), 5000, market.address, outcome, longTo32Bytes(0), longTo32Bytes(0), "7", value = fix(1, 5000))
startGas = localFixture.chain.head_state.gas_used
fillOrder.publicFillOrder(orderID, fix(1), tradeGroupID, sender = tester.k1, value=cost)
maxGas = localFixture.chain.head_state.gas_used - startGas
assert maxGas == FILL_ORDER_BOTH_ETH[marketIndex]
def test_cancelWithSharesInEscrow(contractsFixture, cash, market, universe):
completeSets = contractsFixture.contracts['CompleteSets']
createOrder = contractsFixture.contracts['CreateOrder']
cancelOrder = contractsFixture.contracts['CancelOrder']
orders = contractsFixture.contracts['Orders']
yesShareToken = contractsFixture.applySignature('ShareToken', market.getShareToken(YES))
noShareToken = contractsFixture.applySignature('ShareToken', market.getShareToken(NO))
totalProceeds = fix('12', market.getNumTicks())
marketCreatorFee = totalProceeds / market.getMarketCreatorSettlementFeeDivisor()
reporterFee = totalProceeds / universe.getOrCacheReportingFeeDivisor()
completeSetFees = marketCreatorFee + reporterFee
# buy complete sets
assert completeSets.publicBuyCompleteSets(market.address, fix(12), sender = tester.k1, value=fix('12', market.getNumTicks()))
assert cash.balanceOf(tester.a1) == fix('0')
assert yesShareToken.balanceOf(tester.a1) == fix(12)
assert noShareToken.balanceOf(tester.a1) == fix(12)
creatorInitialETH = contractsFixture.chain.head_state.get_balance(tester.a1)
creatorInitialShares = yesShareToken.balanceOf(tester.a1)
marketInitialCash = cash.balanceOf(market.address)
marketInitialYesShares = yesShareToken.totalSupply()
marketInitialNoShares = noShareToken.totalSupply()
# create BID order for YES with NO shares escrowed
assert noShareToken.approve(createOrder.address, fix(12), sender = tester.k1)
orderID = createOrder.publicCreateOrder(BID, fix(12), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), "42", sender = tester.k1)
assert orderID
assert cash.balanceOf(tester.a1) == fix('0')
assert yesShareToken.balanceOf(tester.a1) == fix(12)
assert noShareToken.balanceOf(tester.a1) == 0
# now cancel the order
assert(cancelOrder.cancelOrder(orderID, sender=tester.k1) == 1), "cancelOrder should succeed"
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
assert(creatorInitialETH == contractsFixture.chain.head_state.get_balance(tester.a1)), "Maker's ETH should be the same as before the order was placed"
assert(marketInitialCash == cash.balanceOf(market.address)), "Market's cash balance should be the same as before the order was placed"
assert(creatorInitialShares == yesShareToken.balanceOf(tester.a1)), "Maker's shares should be unchanged"
assert(marketInitialYesShares == yesShareToken.totalSupply()), "Market's yes shares should be unchanged"
assert marketInitialNoShares == noShareToken.totalSupply(), "Market's no shares should be unchanged"
def test_minimum_gas_failure(contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
tradeGroupID = "42"
# create order
orderID = createOrder.publicCreateOrder(BID, fix(4), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, sender = tester.k1, value=fix('4', '6000'))
# We need to provide a minimum gas amount or we'll get back a failure. In testing we use a much higher minimum since in some cases we alter the contracts in a way that massively increases gas cost. In production this value is 500000
minGas = 5000000
fillOrderID = trade.publicSell(market.address, YES, fix(5), 6000, "0", "0", tradeGroupID, sender = tester.k2, value=fix('5', '4000'), startgas=minGas-1)
# We get back a sentinal byte value since not enough gas was provided
assert fillOrderID == longTo32Bytes(1)
# If we provide enough gas we get a legitimate value
fillOrderID = trade.publicSell(market.address, YES, fix(5), 6000, "0", "0", tradeGroupID, sender = tester.k2, value=fix('5', '4000'))
assert fillOrderID != longTo32Bytes(1)
def test_orderCreationMax(numOutcomes, localFixture, markets):
createOrder = localFixture.contracts['CreateOrder']
completeSets = localFixture.contracts['CompleteSets']
marketIndex = numOutcomes - 2
market = markets[marketIndex]
maxGas = 0
cost = fix('1', '5000')
assert completeSets.publicBuyCompleteSets(market.address, 100, value=1000000)
outcome = 0
shareToken = localFixture.applySignature('ShareToken', market.getShareToken(outcome))
shareToken.transfer(tester.a7, 100)
startGas = localFixture.chain.head_state.gas_used
orderID = createOrder.publicCreateOrder(BID, fix(1), 5000, market.address, outcome, longTo32Bytes(0), longTo32Bytes(0), "7", value = fix(1, 5000))
maxGas = localFixture.chain.head_state.gas_used - startGas
assert maxGas == CREATE_ORDER_MAXES[marketIndex]
def test_case_1(contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
orders = contractsFixture.contracts['Orders']
ordersFinder = contractsFixture.contracts['OrdersFinder']
tradeGroupID = "42"
nullAddress = longTo32Bytes(0)
# Orphaned order due to early exit logic from bad data caused by Orders worst order setting bug
assert orders.getBestOrderId(BID, market.address, 1) == nullAddress
orderID1 = createOrder.publicCreateOrder(BID, fix(1), 3000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, value=fix('1', '3000'))
orderID2 = createOrder.publicCreateOrder(BID, fix(2), 3000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, value=fix('2', '3000'))
orderID3 = createOrder.publicCreateOrder(BID, fix(3), 2999, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, value=fix('3', '2999'))
assert orders.getWorseOrderId(orderID1) == orderID3
assert orders.getWorseOrderId(orderID3) == longTo32Bytes(0) # order 2 orphaned
orderIds = ordersFinder.getExistingOrders5(BID, market.address, 1)
assert orderID1 in orderIds
assert orderID3 in orderIds
assert orderID2 not in orderIds
def test_take_best_order(contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
orders = contractsFixture.contracts['Orders']
initialTester1ETH = contractsFixture.chain.head_state.get_balance(tester.a1)
initialTester2ETH = contractsFixture.chain.head_state.get_balance(tester.a2)
# create order with cash
orderID = createOrder.publicCreateOrder(ASK, fix(1), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), "42", sender=tester.k1, value=fix('1', '4000'))
assert orderID
# fill order with cash using on-chain matcher
assert trade.publicFillBestOrder(BID, market.address, YES, fix(1), 6000, "43", sender=tester.k2, value=fix('1', '6000')) == 0
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
def test_order_filling_double_reverse(numOutcomes, localFixture, markets):
createOrder = localFixture.contracts['CreateOrder']
completeSets = localFixture.contracts['CompleteSets']
fillOrder = localFixture.contracts['FillOrder']
tradeGroupID = "42"
marketIndex = numOutcomes - 2
market = markets[marketIndex]
cost = fix('1', '5000')
assert completeSets.publicBuyCompleteSets(market.address, 100, value=1000000)
outcome = 0
shareToken = localFixture.applySignature('ShareToken', market.getShareToken(outcome))
shareToken.transfer(tester.a1, 100)
orderID = createOrder.publicCreateOrder(BID, fix(1), 5000, market.address, outcome, longTo32Bytes(0), longTo32Bytes(0), "7", value = fix(1, 5000))
startGas = localFixture.chain.head_state.gas_used
fillOrder.publicFillOrder(orderID, fix(1), tradeGroupID, sender = tester.k1, value=cost)
maxGas = localFixture.chain.head_state.gas_used - startGas
assert maxGas == FILL_ORDER_DOUBLE_REVERSE_POSITION[marketIndex]
def test_take_best_order_with_shares_escrowed_buy_with_cash(withSelf, contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
orders = contractsFixture.contracts['Orders']
shareToken = contractsFixture.contracts['ShareToken']
shareToken = contractsFixture.contracts["ShareToken"]
# buy complete sets
sender = contractsFixture.accounts[2] if withSelf else contractsFixture.accounts[1]
account = contractsFixture.accounts[2] if withSelf else contractsFixture.accounts[1]
with BuyWithCash(cash, fix('1', '100'), sender, "buy complete set"):
assert shareToken.publicBuyCompleteSets(market.address, fix(1), sender=sender)
assert shareToken.balanceOfMarketOutcome(market.address, 0, account) == fix(1)
# create order with shares
orderID = createOrder.publicCreateOrder(ASK, fix(1), 60, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), longTo32Bytes(42), nullAddress, sender=sender)
assert orderID
# fill order with cash using on-chain matcher
with PrintGasUsed(contractsFixture, "buy shares escrowed order", 0):
with BuyWithCash(cash, fix('1', '60'), contractsFixture.accounts[2], "fill best order"):
assert trade.publicFillBestOrder(BID, market.address, YES, fix(1), 60, "43", 6, longTo32Bytes(11), nullAddress, sender=contractsFixture.accounts[2]) == 0
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
def test_one_ask_on_books_buy_excess_order(contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
fillOrder = contractsFixture.contracts['FillOrder']
orders = contractsFixture.contracts['Orders']
tradeGroupID = longTo32Bytes(42)
# create order
with BuyWithCash(cash, fix('12', '40'), contractsFixture.accounts[1], "buy complete set"):
orderID = createOrder.publicCreateOrder(ASK, fix(12), 60, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, nullAddress, sender = contractsFixture.accounts[1])
# fill best order
with BuyWithCash(cash, fix('15', '60'), contractsFixture.accounts[2], "buy complete set"):
fillOrderID = trade.publicTrade(LONG,market.address, YES, fix(15), 60, "0", "0", tradeGroupID, 6, longTo32Bytes(11), nullAddress, sender = contractsFixture.accounts[2])
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
assert orders.getAmount(fillOrderID) == fix(3)
assert orders.getPrice(fillOrderID) == 60
assert orders.getOrderCreator(fillOrderID) == contractsFixture.accounts[2]
assert orders.getOrderMoneyEscrowed(fillOrderID) == fix('3', '60')
assert orders.getOrderSharesEscrowed(fillOrderID) == 0
assert orders.getBetterOrderId(fillOrderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(fillOrderID) == longTo32Bytes(0)
def test_one_bid_on_books_buy_partial_order(useTrade, contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
fillOrder = contractsFixture.contracts['FillOrder']
orders = contractsFixture.contracts['Orders']
tradeGroupID = "42"
# create order
orderID = createOrder.publicCreateOrder(BID, fix(2), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, sender = tester.k1, value=fix('2', '6000'))
# fill best order
fillOrderID = None
if useTrade:
orderFilledLog = {
"amountFilled": fix(1),
}
with AssertLog(contractsFixture, "OrderFilled", orderFilledLog):
with PrintGasUsed(contractsFixture, "publicTrade", 0):
fillOrderID = trade.publicTrade(1, market.address, YES, fix(1), 6000, "0", "0", tradeGroupID, sender = tester.k2, value=fix('1', '4000'))
else:
fillOrderID = trade.publicSell(market.address, YES, fix(1), 6000, "0", "0", tradeGroupID, sender = tester.k2, value=fix('1', '4000'))
assert orders.getAmount(orderID) == fix(1)
assert orders.getPrice(orderID) == 6000
assert orders.getOrderCreator(orderID) == bytesToHexString(tester.a1)
assert orders.getOrderMoneyEscrowed(orderID) == fix('1', '6000')
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
assert fillOrderID == longTo32Bytes(1)
def test_one_ask_on_books_buy_full_order(withTotalCost, contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
fillOrder = contractsFixture.contracts['FillOrder']
orders = contractsFixture.contracts['Orders']
tradeGroupID = "42"
# create order
with BuyWithCash(cash, fix('12', '4000'), tester.k1, "buy complete set"):
orderID = createOrder.publicCreateOrder(ASK, fix(12), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, sender = tester.k1)
# fill best order
if withTotalCost:
with BuyWithCash(cash, fix('12', '6000'), tester.k2, "buy complete set"):
fillOrderID = trade.publicTradeWithTotalCost(LONG, market.address, YES, fix(12, 6000), 6000, "0", "0", tradeGroupID, 6, sender = tester.k2)
else:
with BuyWithCash(cash, fix('12', '6000'), tester.k2, "buy complete set"):
fillOrderID = trade.publicTrade(LONG, market.address, YES, fix(12), 6000, "0", "0", tradeGroupID, 6, sender = tester.k2)
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
assert fillOrderID == longTo32Bytes(1)
def test_create_ask_with_shares_fill_with_cash(contractsFixture, cash, market):
completeSets = contractsFixture.contracts['CompleteSets']
createOrder = contractsFixture.contracts['CreateOrder']
fillOrder = contractsFixture.contracts['FillOrder']
yesShareToken = contractsFixture.applySignature('ShareToken',
market.getShareToken(YES))
noShareToken = contractsFixture.applySignature('ShareToken',
market.getShareToken(NO))
# 1. buy a complete set with account 1
assert completeSets.publicBuyCompleteSets(market.address,
12,
sender=tester.k1,
value=fix('12'))
assert cash.balanceOf(tester.a1) == fix('0')
assert yesShareToken.balanceOf(
tester.a1) == 12, "Account 1 should have 12 shares of outcome 1"
assert noShareToken.balanceOf(
tester.a1) == 12, "Account 1 should have 12 shares of outcome 2"
# 2. create ASK order for YES with YES shares for escrow
assert yesShareToken.approve(createOrder.address, 12, sender=tester.k1)
askOrderID = createOrder.publicCreateOrder(ASK,
12,
fix('0.6'),
market.address,
YES,
longTo32Bytes(0),
longTo32Bytes(0),
42,
sender=tester.k1)
assert askOrderID, "Order ID should be non-zero"
assert cash.balanceOf(tester.a1) == fix('0')
assert yesShareToken.balanceOf(tester.a1) == 0
assert noShareToken.balanceOf(tester.a1) == 12
# 3. fill ASK order for YES with cash
initialMakerETH = contractsFixture.chain.head_state.get_balance(tester.a1)
initialFillerETH = contractsFixture.chain.head_state.get_balance(tester.a2)
fxpAmountRemaining = fillOrder.publicFillOrder(askOrderID,
12,
sender=tester.k2,
value=fix('12', '0.6'))
assert fxpAmountRemaining == 0
assert cash.balanceOf(tester.a1) == 0
assert cash.balanceOf(tester.a2) == 0
assert contractsFixture.chain.head_state.get_balance(
tester.a1) == initialMakerETH + fix('12', '0.6')
assert contractsFixture.chain.head_state.get_balance(
tester.a2) == initialFillerETH - fix('12', '0.6')
assert yesShareToken.balanceOf(tester.a1) == 0
assert yesShareToken.balanceOf(tester.a2) == 12
assert noShareToken.balanceOf(tester.a1) == 12
assert noShareToken.balanceOf(tester.a2) == 0
def test_escapeHatch(contractsFixture, cash, market):
controller = contractsFixture.contracts['Controller']
createOrder = contractsFixture.contracts['CreateOrder']
fillOrder = contractsFixture.contracts['FillOrder']
trade = contractsFixture.contracts['Trade']
tradingEscapeHatch = contractsFixture.contracts['TradingEscapeHatch']
yesShareToken = contractsFixture.applySignature('ShareToken', market.getShareToken(YES))
noShareToken = contractsFixture.applySignature('ShareToken', market.getShareToken(NO))
initialTester1ETH = contractsFixture.chain.head_state.get_balance(tester.a1)
initialTester2ETH = contractsFixture.chain.head_state.get_balance(tester.a2)
# create order with cash
orderID = createOrder.publicCreateOrder(contractsFixture.contracts['Constants'].ASK(), fix(1), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), "42", sender=tester.k1, value=fix('1', '4000'))
assert orderID
# fill order with cash using on-chain matcher
assert trade.publicFillBestOrder(LONG, market.address, YES, fix(1), 6000, sender=tester.k2, value=fix('1', '6000')) == 0
# assert starting values
assert cash.balanceOf(market.address) == fix('10000')
assert noShareToken.balanceOf(tester.a1) == fix(1)
assert yesShareToken.balanceOf(tester.a2) == fix(1)
with raises(TransactionFailed):
tradingEscapeHatch.claimSharesInUpdate(market.address)
# emergency stop and then have everyone liquidate their position
controller.emergencyStop()
curTester1Balance = contractsFixture.chain.head_state.get_balance(tester.a1)
assert tradingEscapeHatch.getFrozenShareValueInMarket(market.address, sender = tester.k1) == initialTester1ETH - curTester1Balance
assert tradingEscapeHatch.claimSharesInUpdate(market.address, sender = tester.k1)
assert tradingEscapeHatch.claimSharesInUpdate(market.address, sender = tester.k2)
# assert final values (should be a zero sum game)
assert contractsFixture.chain.head_state.get_balance(tester.a1) == initialTester1ETH
assert contractsFixture.chain.head_state.get_balance(tester.a2) == initialTester2ETH
assert cash.balanceOf(market.address) == 0
assert noShareToken.balanceOf(tester.a1) == 0
assert yesShareToken.balanceOf(tester.a2) == 0
def test_multiple_trades(contractsFixture, cash, market, universe):
ZeroXTrade = contractsFixture.contracts['ZeroXTrade']
zeroXExchange = contractsFixture.contracts["ZeroXExchange"]
simulateTrade = contractsFixture.contracts["SimulateTrade"]
cash = contractsFixture.contracts["Cash"]
expirationTime = contractsFixture.contracts['Time'].getTimestamp() + 10000
direction = LONG
outcome = YES
amount = fix(1)
salt = 5
tradeGroupID = longTo32Bytes(42)
fillOnly = False
makerAccount = contractsFixture.accounts[1]
makerPrivKey = contractsFixture.privateKeys[1]
fillerAccount = contractsFixture.accounts[0]
numOrders = 10
orders = []
signatures = []
for i in range(numOrders):
price = i + 1
cash.faucet(amount * price, sender=makerAccount)
rawZeroXOrderData, orderHash = ZeroXTrade.createZeroXOrder(
direction,
amount,
price,
market.address,
outcome,
expirationTime,
salt,
sender=makerAccount)
signature = signOrder(orderHash, makerPrivKey)
orders.append(rawZeroXOrderData)
signatures.append(signature)
simulate_then_trade(contractsFixture, market, outcome, direction, orders,
signatures, (amount * numOrders) - fix(0.5), fillOnly,
fillerAccount)
def test_use_shares_multiple(contractsFixture, cash, market, universe):
outcome = YES
amount = fix(1)
price = 40
kycToken = nullAddress
fillOnly = False
account1 = contractsFixture.accounts[1]
account2 = contractsFixture.accounts[2]
simulate_then_trade(contractsFixture,
LONG,
market,
outcome,
amount,
price,
kycToken,
False,
sender=account1)
simulate_then_trade(contractsFixture, SHORT, market, outcome,
amount + fix(1), price, kycToken, True)
simulate_then_trade(contractsFixture,
LONG,
market,
outcome,
amount,
price,
kycToken,
False,
sender=account2)
simulate_then_trade(contractsFixture,
SHORT,
market,
outcome,
amount * 2,
price,
kycToken,
False,
sender=account1)
def test_create_ask_with_cash_fill_with_cash(contractsFixture, cash, market):
completeSets = contractsFixture.contracts['CompleteSets']
createOrder = contractsFixture.contracts['CreateOrder']
fillOrder = contractsFixture.contracts['FillOrder']
yesShareToken = contractsFixture.applySignature('ShareToken',
market.getShareToken(YES))
noShareToken = contractsFixture.applySignature('ShareToken',
market.getShareToken(NO))
# 1. create ASK order for YES with cash escrowed
with BuyWithCash(cash, fix('12', '40'), contractsFixture.accounts[1],
"create order"):
askOrderID = createOrder.publicCreateOrder(
ASK,
fix(12),
60,
market.address,
YES,
longTo32Bytes(0),
longTo32Bytes(0),
longTo32Bytes(42),
nullAddress,
sender=contractsFixture.accounts[1])
assert askOrderID
assert cash.balanceOf(contractsFixture.accounts[1]) == fix('0')
assert yesShareToken.balanceOf(contractsFixture.accounts[1]) == 0
assert noShareToken.balanceOf(contractsFixture.accounts[1]) == 0
# 2. fill ASK order for YES with cash
with BuyWithCash(cash, fix('12', '60'), contractsFixture.accounts[2],
"create order"):
amountRemaining = fillOrder.publicFillOrder(
askOrderID,
fix(12),
longTo32Bytes(42),
"0x0000000000000000000000000000000000000000",
sender=contractsFixture.accounts[2])
assert amountRemaining == 0
assert cash.balanceOf(contractsFixture.accounts[1]) == fix('0')
assert cash.balanceOf(contractsFixture.accounts[2]) == fix('0')
assert yesShareToken.balanceOf(contractsFixture.accounts[1]) == 0
assert yesShareToken.balanceOf(contractsFixture.accounts[2]) == fix(12)
assert noShareToken.balanceOf(contractsFixture.accounts[1]) == fix(12)
assert noShareToken.balanceOf(contractsFixture.accounts[2]) == 0
def test_fill_buy_order_with_buy_categorical(contractsFixture, cash,
categoricalMarket, universe):
market = categoricalMarket
createOrder = contractsFixture.contracts['CreateOrder']
fillOrder = contractsFixture.contracts['FillOrder']
orders = contractsFixture.contracts['Orders']
firstShareToken = contractsFixture.applySignature('ShareToken',
market.getShareToken(0))
secondShareToken = contractsFixture.applySignature('ShareToken',
market.getShareToken(1))
thirdShareToken = contractsFixture.applySignature('ShareToken',
market.getShareToken(2))
# create order with cash
price = 6000
numTicks = market.getNumTicks()
with BuyWithCash(cash, fix(1, price), tester.k1, "create order"):
orderID = createOrder.publicCreateOrder(BID,
fix(1),
price,
market.address,
0,
longTo32Bytes(0),
longTo32Bytes(0),
longTo32Bytes(42),
False,
sender=tester.k1)
assert orderID
# fill order with cash
with BuyWithCash(cash, fix(1, numTicks - price), tester.k2, "fill order"):
assert fillOrder.publicFillOrder(
orderID,
fix(1),
"43",
False,
"0x0000000000000000000000000000000000000000",
sender=tester.k2) == 0
# A complete set was purchased with the provided cash and the shares were provided to each user
assert firstShareToken.balanceOf(tester.a1) == fix(1)
assert secondShareToken.balanceOf(tester.a1) == 0
assert thirdShareToken.balanceOf(tester.a1) == 0
assert firstShareToken.balanceOf(tester.a2) == 0
assert secondShareToken.balanceOf(tester.a2) == fix(1)
assert thirdShareToken.balanceOf(tester.a2) == fix(1)
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
def test_take_best_order_with_shares_escrowed_buy_with_cash(withSelf, contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
orders = contractsFixture.contracts['Orders']
completeSets = contractsFixture.contracts['CompleteSets']
yesShareToken = contractsFixture.applySignature('ShareToken', market.getShareToken(YES))
# buy complete sets
sender = tester.k2 if withSelf else tester.k1
account = tester.a2 if withSelf else tester.a1
with BuyWithCash(cash, fix('1', '10000'), sender, "buy complete set"):
assert completeSets.publicBuyCompleteSets(market.address, fix(1), sender=sender)
assert yesShareToken.balanceOf(account) == fix(1)
# create order with shares
orderID = createOrder.publicCreateOrder(ASK, fix(1), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), longTo32Bytes(42), False, nullAddress, sender=sender)
assert orderID
# fill order with cash using on-chain matcher
with PrintGasUsed(contractsFixture, "buy shares escrowed order", 0):
with BuyWithCash(cash, fix('1', '6000'), tester.k2, "fill best order"):
assert trade.publicFillBestOrder(BID, market.address, YES, fix(1), 6000, "43", 6, False, nullAddress, nullAddress, sender=tester.k2) == 0
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
def test_fill_order_with_shares_escrowed_sell_with_shares(
contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
fillOrder = contractsFixture.contracts['FillOrder']
orders = contractsFixture.contracts['Orders']
shareToken = contractsFixture.contracts['ShareToken']
fingerprint = longTo32Bytes(11)
# buy complete sets for both users
with BuyWithCash(cash, fix('1', '100'), contractsFixture.accounts[1],
"buy complete set"):
assert shareToken.buyCompleteSets(market.address,
contractsFixture.accounts[1],
fix(1),
sender=contractsFixture.accounts[1])
assert shareToken.balanceOfMarketOutcome(
market.address, YES, contractsFixture.accounts[1]) == fix(1)
with BuyWithCash(cash, fix('1', '100'), contractsFixture.accounts[0],
"buy complete set"):
assert shareToken.buyCompleteSets(market.address,
contractsFixture.accounts[0], fix(1))
assert shareToken.balanceOfMarketOutcome(
market.address, NO, contractsFixture.accounts[0]) == fix(1)
# create order with shares
orderID = createOrder.publicCreateOrder(
ASK,
fix(1),
60,
market.address,
YES,
longTo32Bytes(0),
longTo32Bytes(0),
longTo32Bytes(42),
nullAddress,
sender=contractsFixture.accounts[1])
assert orderID
# fill order with shares
assert fillOrder.publicFillOrder(orderID, fix(1), "43", fingerprint) == 0
assert shareToken.balanceOfMarketOutcome(market.address, NO,
contractsFixture.accounts[0]) == 0
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
def test_publicFillOrder_bid_price_zero(contractsFixture, cash, market,
universe):
createOrder = contractsFixture.contracts['CreateOrder']
fillOrder = contractsFixture.contracts['FillOrder']
orders = contractsFixture.contracts['Orders']
tradeGroupID = longTo32Bytes(42)
creatorCost = 0
fillerCost = fix(2, 10000)
# create order
orderID = createOrder.publicCreateOrder(BID,
fix(2),
0,
market.address,
YES,
longTo32Bytes(0),
longTo32Bytes(0),
tradeGroupID,
False,
nullAddress,
sender=tester.k1)
with BuyWithCash(cash, fillerCost, tester.k2, "filling order"):
fillOrderID = fillOrder.publicFillOrder(
orderID,
fix(2),
tradeGroupID,
False,
"0x0000000000000000000000000000000000000000",
sender=tester.k2)
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
assert fillOrderID == 0
def test_two_asks_on_books_buy_one_full_then_create(contractsFixture, cash, market):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
orders = contractsFixture.contracts['Orders']
tradeGroupID = longTo32Bytes(42)
# create order 1
with BuyWithCash(cash, fix('12', '4000'), tester.k1, "create order"):
orderID1 = createOrder.publicCreateOrder(ASK, fix(12), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, False, nullAddress, sender = tester.k1)
# create order 2
with BuyWithCash(cash, fix('7', '3000'), tester.k3, "create order"):
orderID2 = createOrder.publicCreateOrder(ASK, fix(7), 7000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, False, nullAddress, sender = tester.k3)
# fill/create
with BuyWithCash(cash, fix('15', '6000'), tester.k2, "fill and create order"):
fillOrderID = trade.publicTrade(LONG,market.address, YES, fix(15), 6000, "0", "0", tradeGroupID, 6, False, nullAddress, nullAddress, sender = tester.k2)
assert orders.getAmount(orderID1) == 0
assert orders.getPrice(orderID1) == 0
assert orders.getOrderCreator(orderID1) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID1) == 0
assert orders.getOrderSharesEscrowed(orderID1) == 0
assert orders.getBetterOrderId(orderID1) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID1) == longTo32Bytes(0)
assert orders.getAmount(orderID2) == fix(7)
assert orders.getPrice(orderID2) == 7000
assert orders.getOrderCreator(orderID2) == bytesToHexString(tester.a3)
assert orders.getOrderMoneyEscrowed(orderID2) == fix('7', '3000')
assert orders.getOrderSharesEscrowed(orderID2) == 0
assert orders.getBetterOrderId(orderID2) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID2) == longTo32Bytes(0)
assert orders.getAmount(fillOrderID) == fix(3)
assert orders.getPrice(fillOrderID) == 6000
assert orders.getOrderCreator(fillOrderID) == bytesToHexString(tester.a2)
assert orders.getOrderMoneyEscrowed(fillOrderID) == fix('3', '6000')
assert orders.getOrderSharesEscrowed(fillOrderID) == 0
assert orders.getBetterOrderId(fillOrderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(fillOrderID) == longTo32Bytes(0)
def test_removeOrder(contractsFixture, market):
orders = contractsFixture.contracts['Orders']
orderId1 = orders.saveOrder(BID, market.address, fix('10'), 5000, tester.a1, NO, 0, fix('10'), longTo32Bytes(0), longTo32Bytes(0), "1")
assert(orderId1 != bytearray(32)), "saveOrder wasn't executed successfully"
orderId2 = orders.saveOrder(BID, market.address, fix('10'), 5000, tester.a2, NO, fix('10', '5000'), 0, longTo32Bytes(0), longTo32Bytes(0), "1")
assert(orderId2 != bytearray(32)), "saveOrder wasn't executed successfully"
orderId3 = orders.saveOrder(BID, market.address, fix('10'), 5000, tester.a1, YES, 0, fix('10'), longTo32Bytes(0), longTo32Bytes(0), "1")
assert(orderId3 != bytearray(32)), "saveOrder wasn't executed successfully"
assert orders.getAmount(orderId3) == fix('10')
assert orders.getPrice(orderId3) == 5000
assert orders.getOrderCreator(orderId3) == bytesToHexString(tester.a1)
assert orders.getOrderMoneyEscrowed(orderId3) == 0
assert orders.getOrderSharesEscrowed(orderId3) == fix('10')
assert orders.getBetterOrderId(orderId3) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderId3) == longTo32Bytes(0)
assert(orders.removeOrder(orderId3) == 1), "removeOrder wasn't executed successfully"
assert orders.getAmount(orderId3) == 0
assert orders.getPrice(orderId3) == 0
assert orders.getOrderCreator(orderId3) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderId3) == 0
assert orders.getOrderSharesEscrowed(orderId3) == 0
assert orders.getBetterOrderId(orderId3) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderId3) == longTo32Bytes(0)
assert(orders.removeOrder(orderId1) == 1), "Remove order 1"
assert(orders.removeOrder(orderId2) == 1), "Remove order 2"
def test_two_asks_on_books_buy_both(contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
fillOrder = contractsFixture.contracts['FillOrder']
orders = contractsFixture.contracts['Orders']
tradeGroupID = longTo32Bytes(42)
# create order 1
with BuyWithCash(cash, fix('12', '4000'), tester.k1, "buy complete set"):
orderID1 = createOrder.publicCreateOrder(ASK, fix(12), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, False, nullAddress, sender = tester.k1)
# create order 2
with BuyWithCash(cash, fix('3', '4000'), tester.k3, "buy complete set"):
orderID2 = createOrder.publicCreateOrder(ASK, fix(3), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, False, nullAddress, sender = tester.k3)
# fill best order
with BuyWithCash(cash, fix('15', '6000'), tester.k2, "buy complete set"):
fillOrderID = trade.publicTrade(LONG,market.address, YES, fix(15), 6000, "0", "0", tradeGroupID, 6, False, nullAddress, nullAddress, sender = tester.k2)
assert orders.getAmount(orderID1) == 0
assert orders.getPrice(orderID1) == 0
assert orders.getOrderCreator(orderID1) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID1) == 0
assert orders.getOrderSharesEscrowed(orderID1) == 0
assert orders.getBetterOrderId(orderID1) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID1) == longTo32Bytes(0)
assert orders.getAmount(orderID2) == 0
assert orders.getPrice(orderID2) == 0
assert orders.getOrderCreator(orderID2) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID2) == 0
assert orders.getOrderSharesEscrowed(orderID2) == 0
assert orders.getBetterOrderId(orderID2) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID2) == longTo32Bytes(0)
assert fillOrderID == longTo32Bytes(1)
def test_fill_buy_order_with_buy_categorical(contractsFixture, cash, categoricalMarket, universe):
market = categoricalMarket
createOrder = contractsFixture.contracts['CreateOrder']
fillOrder = contractsFixture.contracts['FillOrder']
orders = contractsFixture.contracts['Orders']
firstShareToken = contractsFixture.applySignature('ShareToken', market.getShareToken(0))
secondShareToken = contractsFixture.applySignature('ShareToken', market.getShareToken(1))
thirdShareToken = contractsFixture.applySignature('ShareToken', market.getShareToken(2))
# create order with cash
price = 6000
numTicks = market.getNumTicks()
orderID = createOrder.publicCreateOrder(BID, fix(1), price, market.address, 0, longTo32Bytes(0), longTo32Bytes(0), "42", value=fix(1, price), sender=tester.k1)
assert orderID
# fill order with cash
assert fillOrder.publicFillOrder(orderID, fix(1), "43", sender=tester.k2, value=fix(1, numTicks - price)) == 0
# A complete set was purchased with the provided cash and the shares were provided to each user
assert firstShareToken.balanceOf(tester.a1) == fix(1)
assert secondShareToken.balanceOf(tester.a1) == 0
assert thirdShareToken.balanceOf(tester.a1) == 0
assert firstShareToken.balanceOf(tester.a2) == 0
assert secondShareToken.balanceOf(tester.a2) == fix(1)
assert thirdShareToken.balanceOf(tester.a2) == fix(1)
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
def test_two_bids_on_books_buy_both(contractsFixture, cash, market):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
orders = contractsFixture.contracts['Orders']
tradeGroupID = longTo32Bytes(42)
# create order 1
with BuyWithCash(cash, fix('4', '6000'), tester.k1, "create order"):
orderID1 = createOrder.publicCreateOrder(BID, fix(4), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, False, nullAddress, sender = tester.k1)
# create order 2
with BuyWithCash(cash, fix('1', '6000'), tester.k3, "create order"):
orderID2 = createOrder.publicCreateOrder(BID, fix(1), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, False, nullAddress, sender = tester.k3)
# fill best order
with PrintGasUsed(contractsFixture, "Fill two", 0):
with BuyWithCash(cash, fix('5', '4000'), tester.k2, "fill best orders"):
fillOrderID = trade.publicTrade(SHORT,market.address, YES, fix(5), 6000, "0", "0", tradeGroupID, 6, False, nullAddress, nullAddress, sender = tester.k2)
assert orders.getAmount(orderID1) == 0
assert orders.getPrice(orderID1) == 0
assert orders.getOrderCreator(orderID1) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID1) == 0
assert orders.getOrderSharesEscrowed(orderID1) == 0
assert orders.getBetterOrderId(orderID1) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID1) == longTo32Bytes(0)
assert orders.getAmount(orderID2) == 0
assert orders.getPrice(orderID2) == 0
assert orders.getOrderCreator(orderID2) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID2) == 0
assert orders.getOrderSharesEscrowed(orderID2) == 0
assert orders.getBetterOrderId(orderID2) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID2) == longTo32Bytes(0)
assert fillOrderID == longTo32Bytes(1)
def test_trading(kitchenSinkFixture, augur, cash, market):
hotLoading = kitchenSinkFixture.contracts[
"HotLoadingUniversal"] if kitchenSinkFixture.paraAugur else kitchenSinkFixture.contracts[
"HotLoading"]
if kitchenSinkFixture.paraAugur:
augur = kitchenSinkFixture.contracts["ParaAugur"]
fillOrder = kitchenSinkFixture.contracts["FillOrder"]
trade = kitchenSinkFixture.contracts["Trade"]
orders = kitchenSinkFixture.contracts["Orders"]
account = kitchenSinkFixture.accounts[0]
# We'll do some trades and confirm volume, OI, and last trade prices change
createOrder = kitchenSinkFixture.contracts['CreateOrder']
tradeGroupID = longTo32Bytes(42)
creatorCost = fix('2', '600')
fillerCost = fix('2', '400')
# create order
with BuyWithCash(cash, creatorCost, kitchenSinkFixture.accounts[1],
"complete set buy"):
orderID = createOrder.publicCreateOrder(
BID,
fix(2),
600,
market.address,
YES,
longTo32Bytes(0),
longTo32Bytes(0),
tradeGroupID,
nullAddress,
sender=kitchenSinkFixture.accounts[1])
# take order
with BuyWithCash(cash, fillerCost, kitchenSinkFixture.accounts[2],
"fill order"):
assert trade.publicTrade(SHORT,
market.address,
YES,
fix(2),
600,
"0",
"0",
tradeGroupID,
6,
longTo32Bytes(11),
nullAddress,
sender=kitchenSinkFixture.accounts[2])
marketData = getMarketData(hotLoading, augur, market, fillOrder, orders)
assert marketData.volume == fix(2, 1000)
assert marketData.openInterest == fix(2, 1000)
assert marketData.lastTradedPrices == [0, 0, 600]
assert marketData.outcomeVolumes == [0, 0, fix(2, 1000)]
def test_fill_order_with_shares_escrowed_sell_with_shares(contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
fillOrder = contractsFixture.contracts['FillOrder']
orders = contractsFixture.contracts['Orders']
completeSets = contractsFixture.contracts['CompleteSets']
yesShareToken = contractsFixture.applySignature('ShareToken', market.getShareToken(YES))
noShareToken = contractsFixture.applySignature('ShareToken', market.getShareToken(NO))
# buy complete sets for both users
assert completeSets.publicBuyCompleteSets(market.address, fix(1), sender=tester.k1, value=fix('1', '10000'))
assert yesShareToken.balanceOf(tester.a1) == fix(1)
assert completeSets.publicBuyCompleteSets(market.address, fix(1), sender=tester.k2, value=fix('1', '10000'))
assert noShareToken.balanceOf(tester.a2) == fix(1)
# create order with shares
orderID = createOrder.publicCreateOrder(ASK, fix(1), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), "42", sender=tester.k1)
assert orderID
# fill order with shares
assert fillOrder.publicFillOrder(orderID, fix(1), "43", sender=tester.k2) == 0
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
def test_take_best_order(withTotalCost, contractsFixture, cash, market):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
orders = contractsFixture.contracts['Orders']
initialTester1ETH = contractsFixture.chain.head_state.get_balance(tester.a1)
initialTester2ETH = contractsFixture.chain.head_state.get_balance(tester.a2)
# create order with cash
with BuyWithCash(cash, fix('1', '4000'), tester.k1, "create order"):
orderID = createOrder.publicCreateOrder(ASK, fix(1), 6000, market.address, YES, longTo32Bytes(0), longTo32Bytes(0), longTo32Bytes(42), False, nullAddress, sender=tester.k1)
assert orderID
# fill order with cash using on-chain matcher
if withTotalCost:
with BuyWithCash(cash, fix('1', '6000'), tester.k2, "fill best order"):
assert trade.publicFillBestOrderWithTotalCost(BID, market.address, YES, fix(1, 6000), 6000, "43", 6, False, nullAddress, nullAddress, sender=tester.k2) == 0
else:
with BuyWithCash(cash, fix('1', '6000'), tester.k2, "fill best order"):
assert trade.publicFillBestOrder(BID, market.address, YES, fix(1), 6000, "43", 6, False, nullAddress, nullAddress, sender=tester.k2) == 0
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
def test_saveOrder(contractsFixture, market):
orders = contractsFixture.contracts['Orders']
orderId1 = orders.saveOrder(BID, market.address, 10, fix('0.5'), tester.a1, NO, 0, 10, longTo32Bytes(0), longTo32Bytes(0), 1)
assert(orderId1 != bytearray(32)), "saveOrder wasn't executed successfully"
orderId2 = orders.saveOrder(ASK, market.address, 10, fix('0.5'), tester.a2, NO, fix('5'), 0, longTo32Bytes(0), longTo32Bytes(0), 1)
assert(orderId2 != bytearray(32)), "saveOrder wasn't executed successfully"
assert(orders.getAmount(orderId1) == 10), "amount for order1 should be set to 10"
assert(orders.getAmount(orderId2) == 10), "amount for order2 should be set to 10"
assert(orders.getPrice(orderId1) == fix('0.5')), "price for order1 should be set to 0.5 ETH"
assert(orders.getPrice(orderId2) == fix('0.5')), "price for order2 should be set to 0.5 ETH"
assert(orders.getOrderCreator(orderId1) == bytesToHexString(tester.a1)), "orderOwner for order1 should be tester.a1"
assert(orders.getOrderCreator(orderId2) == bytesToHexString(tester.a2)), "orderOwner for order2 should be tester.a2"
assert orders.getOrderMoneyEscrowed(orderId1) == 0, "money escrowed should be 0"
assert orders.getOrderMoneyEscrowed(orderId2) == fix('5'), "money escrowed should be 5 ETH"
assert orders.getOrderSharesEscrowed(orderId1) == 10, "shares escrowed should be 10"
assert orders.getOrderSharesEscrowed(orderId2) == 0, "shares escrowed should be 0"
assert orders.getBetterOrderId(orderId1) == longTo32Bytes(0), "better order id should be 0"
assert orders.getBetterOrderId(orderId2) == longTo32Bytes(0), "better order id should be 0"
assert orders.getWorseOrderId(orderId1) == longTo32Bytes(0), "worse order id should be 0"
assert orders.getWorseOrderId(orderId2) == longTo32Bytes(0), "worse order id should be 0"
assert(orders.removeOrder(orderId1) == 1), "Remove order 1"
assert(orders.removeOrder(orderId2) == 1), "Remove order 2"
def test_order_filling_taker_reverse(numOutcomes, localFixture, markets):
createOrder = localFixture.contracts['CreateOrder']
completeSets = localFixture.contracts['CompleteSets']
fillOrder = localFixture.contracts['FillOrder']
tradeGroupID = longTo32Bytes(42)
marketIndex = numOutcomes - 2
market = markets[marketIndex]
cost = fix('1', '5000')
assert completeSets.publicBuyCompleteSets(market.address,
100,
value=1000000,
sender=tester.k2)
outcome = 0
shareToken = localFixture.applySignature('ShareToken',
market.getShareToken(outcome))
shareToken.transfer(tester.a1, 100, sender=tester.k2)
orderID = createOrder.publicCreateOrder(BID,
fix(1),
5000,
market.address,
outcome,
longTo32Bytes(0),
longTo32Bytes(0),
"7",
value=fix(1, 5000))
startGas = localFixture.chain.head_state.gas_used
fillOrder.publicFillOrder(orderID,
fix(1),
tradeGroupID,
False,
"0x0000000000000000000000000000000000000000",
sender=tester.k1,
value=cost)
maxGas = localFixture.chain.head_state.gas_used - startGas
assert maxGas == FILL_ORDER_TAKER_REVERSE_POSITION[marketIndex]
def test_cancelOrders(contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
cancelOrder = contractsFixture.contracts['CancelOrder']
orders = contractsFixture.contracts['Orders']
orderType = BID
amount = fix(1)
fxpPrice = 60
outcomeID = YES
tradeGroupID = longTo32Bytes(42)
orderIDs = []
for i in range(10):
with BuyWithCash(cash, fix(fxpPrice + i), contractsFixture.accounts[0], "create order"):
orderIDs.append(createOrder.publicCreateOrder(orderType, amount, fxpPrice + i, market.address, outcomeID, longTo32Bytes(0), longTo32Bytes(0), tradeGroupID, nullAddress))
for i in range(10):
assert orders.getAmount(orderIDs[i]) == amount
assert cancelOrder.cancelOrders(orderIDs)
for i in range(10):
assert orders.getAmount(orderIDs[i]) == 0
def test_create_bid_with_cash_fill_with_cash(contractsFixture, cash, market):
createOrder = contractsFixture.contracts['CreateOrder']
fillOrder = contractsFixture.contracts['FillOrder']
yesShareToken = contractsFixture.applySignature('ShareToken',
market.getShareToken(YES))
noShareToken = contractsFixture.applySignature('ShareToken',
market.getShareToken(NO))
# 1. create BID order for YES with cash escrowed
with BuyWithCash(cash, fix('12', '60'), contractsFixture.accounts[1],
"create order"):
orderID = createOrder.publicCreateOrder(
BID,
fix(12),
60,
market.address,
YES,
longTo32Bytes(0),
longTo32Bytes(0),
longTo32Bytes(42),
nullAddress,
sender=contractsFixture.accounts[1])
assert orderID
assert cash.balanceOf(contractsFixture.accounts[1]) == fix('0')
assert yesShareToken.balanceOf(contractsFixture.accounts[1]) == 0
assert noShareToken.balanceOf(contractsFixture.accounts[1]) == 0
# 2. fill BID order for YES with cash
with BuyWithCash(cash, fix('12', '40'), contractsFixture.accounts[2],
"create order"):
leftoverInOrder = fillOrder.publicFillOrder(
orderID,
fix(12),
longTo32Bytes(42),
"0x0000000000000000000000000000000000000000",
sender=contractsFixture.accounts[2])
assert leftoverInOrder == 0
assert cash.balanceOf(contractsFixture.accounts[1]) == fix('0')
assert cash.balanceOf(contractsFixture.accounts[2]) == fix('0')
assert yesShareToken.balanceOf(contractsFixture.accounts[1]) == fix(12)
assert yesShareToken.balanceOf(contractsFixture.accounts[2]) == 0
assert noShareToken.balanceOf(contractsFixture.accounts[1]) == 0
assert noShareToken.balanceOf(contractsFixture.accounts[2]) == fix(12)
def test_exceptions(contractsFixture, cash, market):
createOrder = contractsFixture.contracts['CreateOrder']
cancelOrder = contractsFixture.contracts['CancelOrder']
orderType = BID
amount = fix(1)
fxpPrice = 60
outcomeID = YES
tradeGroupID = longTo32Bytes(42)
with BuyWithCash(cash, fix(fxpPrice), contractsFixture.accounts[1],
"create order"):
orderID = createOrder.publicCreateOrder(
orderType,
amount,
fxpPrice,
market.address,
outcomeID,
longTo32Bytes(0),
longTo32Bytes(0),
tradeGroupID,
False,
nullAddress,
sender=contractsFixture.accounts[1])
assert (orderID != bytearray(32)), "Order ID should be non-zero"
# cancelOrder exceptions
with raises(TransactionFailed):
cancelOrder.cancelOrder(longTo32Bytes(0),
sender=contractsFixture.accounts[1])
with raises(TransactionFailed):
cancelOrder.cancelOrder(longTo32Bytes(1),
sender=contractsFixture.accounts[1])
with raises(TransactionFailed):
cancelOrder.cancelOrder(orderID, sender=contractsFixture.accounts[2])
assert (cancelOrder.cancelOrder(orderID,
sender=contractsFixture.accounts[1]) == 1
), "cancelOrder should succeed"
with raises(TransactionFailed):
cancelOrder.cancelOrder(orderID, sender=contractsFixture.accounts[1])
def test_publicCreateOrder_ask(contractsFixture, cash, market):
orders = contractsFixture.contracts['Orders']
createOrder = contractsFixture.contracts['CreateOrder']
orderID = createOrder.publicCreateOrder(ASK,
fix(1),
4000,
market.address,
0,
longTo32Bytes(0),
longTo32Bytes(0),
"7",
value=fix(1, 6000))
assert orders.getAmount(orderID) == fix(1)
assert orders.getPrice(orderID) == 4000
assert orders.getOrderCreator(orderID) == bytesToHexString(tester.a0)
assert orders.getOrderMoneyEscrowed(orderID) == fix(1, 6000)
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == bytearray(32)
assert orders.getWorseOrderId(orderID) == bytearray(32)
assert cash.balanceOf(market.address) == fix(1, 6000)
def test_fillOrder(contractsFixture, market):
orders = contractsFixture.contracts['Orders']
orderId1 = orders.saveOrder(BID, market.address, 10, fix('0.5'), tester.a1, NO, 0, 10, longTo32Bytes(0), longTo32Bytes(0), 1)
assert(orderId1 != bytearray(32)), "saveOrder wasn't executed successfully"
orderId2 = orders.saveOrder(BID, market.address, 10, fix('0.5'), tester.a2, NO, fix('5'), 0, longTo32Bytes(0), longTo32Bytes(0), 1)
assert(orderId2 != bytearray(32)), "saveOrder wasn't executed successfully"
# orderID, fill, money, shares
with raises(TransactionFailed):
orders.fillOrder(orderId1, 11, 0)
with raises(TransactionFailed):
orders.fillOrder(orderId1, 0, fix('1'))
with raises(TransactionFailed):
orders.fillOrder(orderId1, 10, fix('1'))
# fully fill
assert(orders.fillOrder(orderId1, 10, 0) == 1), "fillOrder wasn't executed successfully"
# prove all
assert orders.getAmount(orderId1) == 0
assert orders.getPrice(orderId1) == 0
assert orders.getOrderCreator(orderId1) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderId1) == 0
assert orders.getOrderSharesEscrowed(orderId1) == 0
assert orders.getBetterOrderId(orderId1) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderId1) == longTo32Bytes(0)
# test partial fill
assert(orders.fillOrder(orderId2, 0, fix('3')) == 1), "fillOrder wasn't executed successfully"
# confirm partial fill
assert orders.getAmount(orderId2) == 4
assert orders.getPrice(orderId2) == fix('0.5')
assert orders.getOrderCreator(orderId2) == bytesToHexString(tester.a2)
assert orders.getOrderMoneyEscrowed(orderId2) == fix('2')
assert orders.getOrderSharesEscrowed(orderId2) == 0
assert orders.getBetterOrderId(orderId2) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderId2) == longTo32Bytes(0)
# fill rest of order2
assert(orders.fillOrder(orderId2, 0, fix('2')) == 1), "fillOrder wasn't executed successfully"
assert orders.getAmount(orderId2) == 0
assert orders.getPrice(orderId2) == 0
assert orders.getOrderCreator(orderId2) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderId2) == 0
assert orders.getOrderSharesEscrowed(orderId2) == 0
assert orders.getBetterOrderId(orderId2) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderId2) == longTo32Bytes(0)
def test_take_best_order(contractsFixture, cash, market, universe):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
orders = contractsFixture.contracts['Orders']
initialTester1ETH = contractsFixture.chain.head_state.get_balance(
tester.a1)
initialTester2ETH = contractsFixture.chain.head_state.get_balance(
tester.a2)
# create order with cash
orderID = createOrder.publicCreateOrder(ASK,
fix(1),
6000,
market.address,
YES,
longTo32Bytes(0),
longTo32Bytes(0),
"42",
sender=tester.k1,
value=fix('1', '4000'))
assert orderID
# fill order with cash using on-chain matcher
assert trade.publicFillBestOrder(BID,
market.address,
YES,
fix(1),
6000,
"43",
sender=tester.k2,
value=fix('1', '6000')) == 0
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
def test_one_ask_on_books_buy_full_order(contractsFixture, cash, market,
universe):
createOrder = contractsFixture.contracts['CreateOrder']
trade = contractsFixture.contracts['Trade']
fillOrder = contractsFixture.contracts['FillOrder']
orders = contractsFixture.contracts['Orders']
tradeGroupID = "42"
# create order
orderID = createOrder.publicCreateOrder(ASK,
fix(12),
6000,
market.address,
YES,
longTo32Bytes(0),
longTo32Bytes(0),
tradeGroupID,
sender=tester.k1,
value=fix('12', '4000'))
# fill best order
fillOrderID = trade.publicBuy(market.address,
YES,
fix(12),
6000,
"0",
"0",
tradeGroupID,
sender=tester.k2,
value=fix('12', '6000'))
assert orders.getAmount(orderID) == 0
assert orders.getPrice(orderID) == 0
assert orders.getOrderCreator(orderID) == longToHexString(0)
assert orders.getOrderMoneyEscrowed(orderID) == 0
assert orders.getOrderSharesEscrowed(orderID) == 0
assert orders.getBetterOrderId(orderID) == longTo32Bytes(0)
assert orders.getWorseOrderId(orderID) == longTo32Bytes(0)
assert fillOrderID == longTo32Bytes(1)
def test_multiple_trades(contractsFixture, cash, market, universe):
outcome = YES
amount = fix(1)
kycToken = nullAddress
fillOnly = False
account1 = contractsFixture.accounts[1]
numOrders = 10
for i in range(numOrders):
simulate_then_trade(contractsFixture,
SHORT,
market,
outcome,
amount,
i + 1,
kycToken,
fillOnly,
sender=account1)
simulate_then_trade(contractsFixture, LONG, market, outcome,
fix(numOrders - 0.5), numOrders + 10, kycToken,
fillOnly)
def test_orderCancelationMax(numOutcomes, localFixture, markets):
createOrder = localFixture.contracts['CreateOrder']
cancelOrder = localFixture.contracts['CancelOrder']
completeSets = localFixture.contracts['CompleteSets']
marketIndex = numOutcomes - 2
market = markets[marketIndex]
localFixture.contracts["Cash"].faucet(1000000)
assert completeSets.publicBuyCompleteSets(market.address, 100)
outcome = 0
shareToken = localFixture.applySignature('ShareToken',
market.getShareToken(outcome))
shareToken.transfer(localFixture.accounts[7], 100)
localFixture.contracts["Cash"].faucet(fix(1, 50))
orderID = createOrder.publicCreateOrder(BID, fix(1), 50, market.address,
outcome, longTo32Bytes(0),
longTo32Bytes(0), "7", nullAddress)
with PrintGasUsed(localFixture, "CANCEL ORDER: %i" % numOutcomes,
CANCEL_ORDER_MAXES[numOutcomes - 2]):
cancelOrder.cancelOrder(orderID)