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removed PriceConstraint and implemented LineConstraint; MockDeploy copied/separated from Deploy

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This commit is contained in:
Tim Olson
2023-11-01 17:56:25 -04:00
parent 7b64745438
commit 03b7ac11e3
7 changed files with 122 additions and 49 deletions
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36
test/TestOrder.sol
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@@ -77,7 +77,7 @@ contract TestOrder is MockEnv, Test {
COIN.mint(address(vault), amount); // create COIN to sell
OrderLib.SwapOrder memory order = OrderLib.SwapOrder(
address(COIN), address(USD), // sell COIN for USD
OrderLib.Route(OrderLib.Exchange.UniswapV3, 500), amount, true, false,
OrderLib.Route(OrderLib.Exchange.UniswapV3, fee), amount, true, false,
OrderLib.NO_CHAIN, tranches
);
uint64 orderIndex = vault.numSwapOrders();
@@ -88,4 +88,38 @@ contract TestOrder is MockEnv, Test {
console2.log('executed');
}
function testExecuteLimitOrder() public {
// test selling token0 above a certain price
OrderLib.Tranche[] memory tranches = new OrderLib.Tranche[](1);
OrderLib.Constraint[] memory constraints1 = new OrderLib.Constraint[](1);
uint160 limit = price() * 10001 / 10000; // 1bp above the current price
bytes memory serialized = abi.encode( OrderLib.LineConstraint(true, false, 0, limit, 0) );
constraints1[0] = OrderLib.Constraint(OrderLib.ConstraintMode.Line, serialized);
tranches[0] = OrderLib.Tranche(type(uint16).max,constraints1);
MockERC20 token = MockERC20(token0);
uint256 amount = 3*10**token.decimals() / 10; // selling 0.3 token0
token.mint(address(vault), amount);
OrderLib.SwapOrder memory order = OrderLib.SwapOrder(
token0, token1, // sell
OrderLib.Route(OrderLib.Exchange.UniswapV3, fee), amount, true, false,
OrderLib.NO_CHAIN, tranches
);
uint64 orderIndex = vault.numSwapOrders();
vault.placeOrder(order);
console2.log('placed order');
console2.log(uint(orderIndex));
vm.expectRevert(bytes('L'));
vault.execute(orderIndex, 0, OrderLib.PriceProof(0)); // should revert with code 'L'
console2.log('successfully failed to execute below limit price');
swapToPrice(limit); // move price to exactly the limit
vm.expectRevert(bytes('L')); // the limit is violated. no liquidity can be taken without moving the price.
vault.execute(orderIndex, 0, OrderLib.PriceProof(0)); // should work now that the price is high enough
swapToPrice(limit*10001/10000); // move price to be 1bp abouve our limit
console2.log('successfully executed at limit price');
}
}