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feat(contracts): fork mainnet in the tests #36

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feat(contracts): fork mainnet in the tests #36

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78d017a
feat(contracts): fork mainnet in the tests
igorline Jun 7, 2022
35f4f96
set min cost to 0
igorline Jun 8, 2022
adc3b23
contracts: fix approvals
Baraa42 Jun 9, 2022
ba15c8a
contracts: fix approvals
Baraa42 Jun 9, 2022
4d96c3a
contracts: edit strike picking logic
Baraa42 Jul 14, 2022
d3a24a9
contracts: added HackMoneyStrategyImplementation
Baraa42 Jul 14, 2022
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4 changes: 2 additions & 2 deletions packages/contracts/test/integration-tests/strategies/hack-money-strategy.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -233,8 +233,8 @@ describe("Hack Money Strategy integration test", async () => {
// const [collateralToAdd2] = await strategy.getRequiredCollateral(strikeObj2);
// const collateralToAdd = collateralToAdd1.add(collateralToAdd2);

const { smallStrikePrice, bigStrikePrice } = await strategy.getStrikes();
console.log(smallStrikePrice.toString(), bigStrikePrice.toString());
// const { smallStrikePrice, bigStrikePrice } = await strategy.getStrikes();
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@Baraa42 I don't have such a method, so I had to comment this

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@igorline was just testing it selects strikes correctly, works ok

// console.log(smallStrikePrice.toString(), bigStrikePrice.toString());

const strategySETHBalanceBefore = await seth.balanceOf(strategy.address);
console.log(
Expand Down
70 changes: 35 additions & 35 deletions packages/contracts/test/integration-tests/strategies/hack-money-vault.ts
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Original file line number Diff line number Diff line change
@@ -1,8 +1,4 @@
import {
getGlobalDeploys,
getMarketDeploys,
lyraConstants,
} from "@lyrafinance/protocol";
import { lyraConstants } from "@lyrafinance/protocol";
import {
MAX_UINT,
OptionType,
Expand All @@ -11,30 +7,28 @@ import {
} from "@lyrafinance/protocol/dist/scripts/util/web3utils";
import {
BasicFeeCounter__factory,
ERC20,
ERC20__factory,
} from "@lyrafinance/protocol/dist/typechain-types";
import { SignerWithAddress } from "@nomiclabs/hardhat-ethers/signers";
import { expect } from "chai";
import { Contract } from "ethers";
import { ethers, network } from "hardhat";
import { DEPLOYED_CONTRACTS } from "../../../constants";
import { HackMoneyVault__factory } from "../../../typechain-types";
import {
HackMoneyStrategyLibraryAddresses,
HackMoneyStrategy__factory,
} from "../../../typechain-types/factories/HackMoneyStrategy__factory";
import { HackMoneyStrategyDetailStruct } from "../../../typechain-types/HackMoneyStrategy";
import { targets as lyraGlobal } from "./lyra-mainnet.json";

const lyraMarket = lyraGlobal.markets.sETH;

const strategyDetail: HackMoneyStrategyDetailStruct = {
maxVolVariance: toBN("0.1"),
gwavPeriod: 600,
minTimeToExpiry: lyraConstants.DAY_SEC,
maxTimeToExpiry: lyraConstants.WEEK_SEC * 2,
mintargetDelta: toBN("0.15"),
maxtargetDelta: toBN("0.85"),
maxDeltaGap: toBN("0.05"), // accept delta from 0.10~0.20 or 0.80~0.90
// maxDeltaGap: toBN("0.05"), // accept delta from 0.10~0.20 or 0.80~0.90
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why have you removed this @Baraa42 ?

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@igorline we don't use it in the strategy, and you asked to remove redundant vars

minVol: toBN("0.8"), // min vol to sell. (also used to calculate min premium for call selling vault)
maxVol: toBN("1.3"), // max vol to sell.
size: toBN("100"),
};

Expand All @@ -53,23 +47,23 @@ describe("Hack Money Vault integration test", async () => {
});

it("deploy on kovan fork, deposit and try to trade", async () => {
const chainId = 69;
const networkId = "kovan-ovm";
const chainId = 10;
const networkId = "mainnet-ovm";
await network.provider.request({
method: "hardhat_reset",
params: [
{
forking: {
// TODO: Remove into env
jsonRpcUrl:
"https://opt-kovan.g.alchemy.com/v2/pfOaw3tye3hUXAWJcP115s1h1RsoYp8A",
blockNumber: 3236641,
"https://opt-mainnet.g.alchemy.com/v2/dW3_J05iOi-kuyk1Zgy7bwXip_gXMeSX",
blockNumber: 8663305,
},
},
],
});

const whaleAddress = "0x15aDBea538f541271dA5E4436E41285e386E3336";
const whaleAddress = "0xa5f7a39e55d7878bc5bd754ee5d6bd7a7662355b";

// const balance = await ethers.provider.getBalance(
// "0xD34F2e9916473C5eFA8A255f5b8738eCd4205317"
Expand All @@ -80,24 +74,29 @@ describe("Hack Money Vault integration test", async () => {
params: [whaleAddress],
});

const lyraGlobal = await getGlobalDeploys(networkId);
console.log("contract name:", lyraGlobal.SynthetixAdapter.contractName);
console.log("address:", lyraGlobal.SynthetixAdapter.address);

const lyraMarket = await getMarketDeploys(networkId, "sETH");
const whale = await ethers.getSigner(whaleAddress);
const sETH = new Contract(
lyraMarket.BaseAsset.address,
lyraMarket.BaseAsset.abi,
whale
) as ERC20;
const sUSD = new Contract(
lyraGlobal.QuoteAsset.address,
lyraGlobal.QuoteAsset.abi,
const sETH = ERC20__factory.connect(
"0xE405de8F52ba7559f9df3C368500B6E6ae6Cee49",
deployer
);
// const sETH = new Contract(
// lyraMarket.BaseAsset.address,
// lyraMarket.BaseAsset.abi,
// whale
// ) as ERC20;
const sUSD = ERC20__factory.connect(
"0x8c6f28f2F1A3C87F0f938b96d27520d9751ec8d9",
deployer
);
// const sUSD = new Contract(
// lyraGlobal.QuoteAsset.address,
// lyraGlobal.QuoteAsset.abi,
// deployer
// );

await sETH.transfer(deployer.address, ethers.utils.parseEther("100"));
await sETH
.connect(whale)
.transfer(deployer.address, ethers.utils.parseEther("100"));

const HackMoneyVaultFactory = new HackMoneyVault__factory(deployer);
const decimals = 18;
Expand All @@ -117,16 +116,17 @@ describe("Hack Money Vault integration test", async () => {

const linkAddresses: HackMoneyStrategyLibraryAddresses = {
"@lyrafinance/protocol/contracts/lib/BlackScholes.sol:BlackScholes":
lyraGlobal.BlackScholes.address,
"0x409f9A1Ee61E94B91b11e3696DF2108EFc7C3EF5",
};
const LyraStrategyFactory = new HackMoneyStrategy__factory(
linkAddresses,
deployer
);
console.log("pre strategy deploy");
const lyraStrategy = await LyraStrategyFactory.connect(deployer).deploy(
lyraVault.address,
OptionType.SHORT_CALL_BASE,
lyraGlobal.GWAV.address
"0xD2CaAaD2A055Be091f514D240799Ca155Da75a24"
);

const BasicFeeCounterFactory = new BasicFeeCounter__factory(deployer);
Expand All @@ -135,7 +135,7 @@ describe("Hack Money Vault integration test", async () => {
await lyraStrategy
.connect(deployer)
.initAdapter(
DEPLOYED_CONTRACTS.CurveAddress[chainId],
"0x0100fBf414071977B19fC38e6fc7c32FE444F5C9",
lyraMarket.OptionToken.address,
lyraMarket.OptionMarket.address,
lyraMarket.LiquidityPool.address,
Expand Down Expand Up @@ -169,7 +169,7 @@ describe("Hack Money Vault integration test", async () => {

vaultBalance = await lyraVault.totalBalance();
expect(vaultBalance).to.equal(ethers.utils.parseEther("11"));
await expect(lyraVault.trade(5))
await expect(lyraVault.trade(ethers.utils.parseEther("5")))
.to.emit(lyraVault, "Trade")
.withArgs(deployer.address, 182, 183, 1817, 10);

Expand Down
120 changes: 120 additions & 0 deletions packages/contracts/test/integration-tests/strategies/lyra-mainnet.json
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Original file line number Diff line number Diff line change
@@ -0,0 +1,120 @@
{
"targets": {
"SynthetixAdapter": {
"contractName": "SynthetixAdapter",
"source": "SynthetixAdapter",
"address": "0x86Bae98f21172eE1065Ef5111640b568CFe61686",
"txn": "0xe81ce7979b2908898f596841aaa33494361343373d8ad8741c55539a997a6e2b",
"blockNumber": 8457721
},
"OptionMarketViewer": {
"contractName": "OptionMarketViewer",
"source": "OptionMarketViewer",
"address": "0xAa644fe9FCe214D17Aba12Ff3dd3B885D2c35357",
"txn": "0x01f94fd6e36c85a90b99756f250410dfbc4a335a61fefaaf02841f38efc3e2b2",
"blockNumber": 8457731
},
"OptionMarketWrapper": {
"contractName": "OptionMarketWrapper",
"source": "OptionMarketWrapper",
"address": "0xE8Be7CEDf930305CB056981C2547322F82804f4F",
"txn": "0xba913812eb9f13a913258af43e1ac71d430ff2208abde77ad9193e7238aeda6f",
"blockNumber": 8457811
},
"LyraRegistry": {
"contractName": "LyraRegistry",
"source": "LyraRegistry",
"address": "0x7c7AbDdbCb6c731237f7546d3e4c5165531fb0c1",
"txn": "0xfbae6e0cc962cb47a1d380c202e863971cd60ea9520d3c1974e1ee05b3ba409e",
"blockNumber": 8457824
},
"GWAV": {
"contractName": "GWAV",
"source": "GWAV",
"address": "0xD2CaAaD2A055Be091f514D240799Ca155Da75a24",
"txn": "0xf24ce9573cde4b99e00fd662e8b0517e3d163930636909515cc3255eea6e5bfd",
"blockNumber": 8457832
},
"BlackScholes": {
"contractName": "BlackScholes",
"source": "BlackScholes",
"address": "0x409f9A1Ee61E94B91b11e3696DF2108EFc7C3EF5",
"txn": "0xb13be5898f1706f251c72101d2f3b118956d0e4dbef905afd20800ca01ef0e89",
"blockNumber": 8457840
},
"markets": {
"sETH": {
"OptionMarket": {
"contractName": "OptionMarket",
"source": "OptionMarket",
"address": "0xF24eCF73Fd8E7FC9d8F94cd9DF4f03107704D309",
"txn": "0xe7266443c54ae37bbc3900773df516201fc8bf0a0addb752c86be7fbc43415b0",
"blockNumber": 8457996
},
"OptionMarketPricer": {
"contractName": "OptionMarketPricer",
"source": "OptionMarketPricer",
"address": "0x6Cd5Af44b0009756080d10278c5A84ed8BE4dDDE",
"txn": "0x80f5f635d46db5561ccadf98c15b6a49aae6bd205cc23fd2c3417e5217fc8902",
"blockNumber": 8458006
},
"OptionGreekCache": {
"contractName": "OptionGreekCache",
"source": "OptionGreekCache",
"address": "0x988d525dC8739d68903013374556a39731c7f7A8",
"txn": "0x7271feec44d9f38d496b1472c2fa34220742cc53b6c0c49344dc23af5c501ca5",
"blockNumber": 8458017
},
"OptionToken": {
"contractName": "OptionToken",
"source": "OptionToken",
"address": "0x8A92e520BA9dFBa024De3bD7e0926bDcC4911fCC",
"txn": "0xf8ce9c103eb7377e9349aee1be5426e4865a13dbff463ead01e9367fd7755357",
"blockNumber": 8458029
},
"LiquidityPool": {
"contractName": "LiquidityPool",
"source": "LiquidityPool",
"address": "0xB6A45238b043b60F0f209dD2FACeF623cc230CCB",
"txn": "0x40a29e123697887966250d0187708971a420ee9cd0051d3d78302be40b8a467f",
"blockNumber": 8458039
},
"LiquidityTokens": {
"contractName": "LiquidityTokens",
"source": "LiquidityTokens",
"address": "0x39032BD0315F595276F4b612EB29251df739dE44",
"txn": "0x9db6a8a265cb0eae58e92da2735d2e15d640a2a584177d72d1c410727082a604",
"blockNumber": 8458060
},
"ShortCollateral": {
"contractName": "ShortCollateral",
"source": "ShortCollateral",
"address": "0xb016A673ad68b3456da1Ba3c17F9b7F4d65f063F",
"txn": "0x42f4c7e23ac5286af577c46cd5da0b8d9044a81b8ac60ebbab1a5a7c8beb39ae",
"blockNumber": 8458078
},
"PoolHedger": {
"contractName": "PoolHedger",
"source": "PoolHedger",
"address": "0x8337C76bbCcd65d7DD566c50e01252f6122d9EC9",
"txn": "0xd8bc3cda35f2ce230f5a6a1a736236959e2e8961f28596361abad168f6731069",
"blockNumber": 8458094
},
"KeeperHelper": {
"contractName": "KeeperHelper",
"source": "KeeperHelper",
"address": "0x2Bb55956F859Fe12AcB73F14975b9c86a6C08666",
"txn": "0xdc4bab21bd2502b3fbfc7c3eccb31f0b6cae73769ac80549a105ad1ddd1fe5ee",
"blockNumber": 8458107
},
"GWAVOracle": {
"contractName": "GWAVOracle",
"source": "GWAVOracle",
"address": "0x0C259dd157A8224a480e1e7d783Fa25e45bD3d01",
"txn": "0xeed884334d62324aad8c38c48dbc0e9c2648e89d36d59b71eaf69f70fdebf18c",
"blockNumber": 8458120
}
}
}
}
}