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240 lines
10 KiB
JavaScript
240 lines
10 KiB
JavaScript
const { web3 } = require("hardhat");
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const { assert } = require("chai");
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const { toWei, toBN } = web3.utils;
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const { ExpressionPriceFeed, escapeSpecialCharacters, math } = require("../../dist/price-feed/ExpressionPriceFeed");
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const { PriceFeedMock } = require("../../dist/price-feed/PriceFeedMock");
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describe("ExpressionPriceFeed.js", function () {
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it("Update", async function () {
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const priceFeedMap = { ETHUSD: new PriceFeedMock(), BTCUSD: new PriceFeedMock() };
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const expressionPriceFeed = new ExpressionPriceFeed(priceFeedMap, "ETHUSD + BTCUSD");
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await expressionPriceFeed.update();
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await expressionPriceFeed.update();
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assert.equal(priceFeedMap.ETHUSD.updateCalled, 2);
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assert.equal(priceFeedMap.BTCUSD.updateCalled, 2);
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});
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it("Basic expression", async function () {
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// Note: the third price feed's name is meant to be a complex name with many special characters to demonstrate
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// that it works.
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const priceFeedMap = {
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// currentPrice historicalPrice lastUpdatedTime decimals lookback
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ETHUSD: new PriceFeedMock(toBN(toWei("1")), toBN(toWei("25")), 100, 18, 500),
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BTCUSD: new PriceFeedMock(toBN(toWei("2")), toBN(toWei("57")), 50000, 18, 4000),
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"USD\\-\\[bwBTC\\/ETH\\ SLP\\]": new PriceFeedMock(toBN(toWei("9")), toBN(toWei("10")), 25, 18, 50000),
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};
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const expressionPriceFeed = new ExpressionPriceFeed(
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priceFeedMap,
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"ETHUSD + BTCUSD + USD\\-\\[bwBTC\\/ETH\\ SLP\\]"
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);
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// Should return the sum of the current prices.
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assert.equal(expressionPriceFeed.getCurrentPrice(), toWei("12"));
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// Should return the summed historical price (because we're using mocks, the timestamp doesn't matter).
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const arbitraryHistoricalTimestamp = 1000;
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assert.equal(await expressionPriceFeed.getHistoricalPrice(arbitraryHistoricalTimestamp), toWei("92"));
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// Should return the *maximum* lastUpdatedTime.
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assert.equal(expressionPriceFeed.getLastUpdateTime(), 50000);
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// Should return the min lookback.
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assert.equal(expressionPriceFeed.getLookback(), 500);
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});
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it("Complex expression", async function () {
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const priceFeedMap = {
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// currentPrice historicalPrice lastUpdatedTime decimals
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ETHUSD: new PriceFeedMock(toBN(toWei("1")), toBN(toWei("25")), 100, 18),
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BTCUSD: new PriceFeedMock(toBN(toWei("2")), toBN(toWei("57")), 50000, 18),
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COMPUSD: new PriceFeedMock(toBN(toWei("9")), toBN(toWei("10")), 25, 18),
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};
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const expressionPriceFeed = new ExpressionPriceFeed(
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priceFeedMap,
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"(ETHUSD + COMPUSD) * (BTCUSD + COMPUSD) / 7.321"
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);
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// Should return the sum of the current prices.
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// (1 + 9) * (2 + 9) / 7.321 = 15.025269771889086190 (rounded to 18 decimals).
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assert.equal(expressionPriceFeed.getCurrentPrice(), toWei("15.025269771889086190"));
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// Should return the summed historical price (because we're using mocks, the timestamp doesn't matter).
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const arbitraryHistoricalTimestamp = 1000;
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// (25 + 10) * (57 + 10) / 7.321 = 320.311432864362791968 (rounded to 18 decimals).
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assert.equal(
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await expressionPriceFeed.getHistoricalPrice(arbitraryHistoricalTimestamp),
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toWei("320.311432864362791968")
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);
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});
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it("sub-pricefeeds fail to return price", async function () {
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const priceFeeds = {
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// currentPrice historicalPrice lastUpdatedTime
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ETHUSD: new PriceFeedMock(toBN(toWei("1")), toBN(toWei("17")), 100),
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BTCUSD: new PriceFeedMock(null, null, null),
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COMPUSD: new PriceFeedMock(null, null, null),
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};
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const expressionPriceFeed = new ExpressionPriceFeed(priceFeeds, "ETHUSD * BTCUSD * COMPUSD");
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// Should return null since there was a null price output.
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assert.equal(expressionPriceFeed.getCurrentPrice(), null);
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// Should throw an error for each null price output.
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const arbitraryHistoricalTimestamp = 1000;
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await expressionPriceFeed.getHistoricalPrice(arbitraryHistoricalTimestamp).then(
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() => assert.fail(),
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(err) => {
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assert.isTrue(err[0].message.includes("PriceFeedMock"));
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assert.isTrue(err[1].message.includes("PriceFeedMock"));
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assert.equal(err.length, 2);
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}
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);
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// Should return null since there was a null input.
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assert.equal(expressionPriceFeed.getLastUpdateTime(), null);
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});
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it("undefined inputs", async function () {
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const priceFeeds = {
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// currentPrice historicalPrice lastUpdatedTime
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ETHUSD: new PriceFeedMock(toBN(toWei("1")), toBN(toWei("17")), 100),
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BTCUSD: new PriceFeedMock(undefined, undefined, undefined),
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};
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const expressionPriceFeed = new ExpressionPriceFeed(priceFeeds, "ETHUSD * BTCUSD * COMPUSD");
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// Should return null since there was an undefined price output.
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assert.equal(expressionPriceFeed.getCurrentPrice(), null);
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// Should throw since there was an undefined price output.
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const arbitraryHistoricalTimestamp = 1000;
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assert.isTrue(await expressionPriceFeed.getHistoricalPrice(arbitraryHistoricalTimestamp).catch(() => true));
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// Should return null since there was an undefined output.
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assert.equal(expressionPriceFeed.getLastUpdateTime(), null);
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});
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it("Simple decimal conversion", async function () {
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const priceFeedDecimalsMatching = {
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// currentPrice historicalPrice lastUpdatedTime decimals
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ETHUSD: new PriceFeedMock(toBN("1"), toBN("25626"), 100, 1),
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};
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const expressionPriceFeed = new ExpressionPriceFeed(priceFeedDecimalsMatching, "ETHUSD", 18);
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assert.equal(expressionPriceFeed.getCurrentPrice().toString(), toWei("0.1"));
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assert.equal((await expressionPriceFeed.getHistoricalPrice(1000)).toString(), toWei("2562.6"));
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});
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it("Complex decimal conversion math", async function () {
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// The first price feed matches all the input decimals.
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// Note: these values are tailored to match the price feeds below.
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const priceFeedDecimalsMatching = {
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// currentPrice historicalPrice lastUpdatedTime decimals
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ETHUSD: new PriceFeedMock(toBN(toWei(".01")), toBN(toWei(".25")), 100, 16),
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BTCUSD: new PriceFeedMock(toBN(toWei(".02")), toBN(toWei(".57")), 50000, 16, 4000),
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COMPUSD: new PriceFeedMock(toBN(toWei(".09")), toBN(toWei(".1")), 25, 16, 50000),
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};
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const expressionPriceFeedMatching = new ExpressionPriceFeed(
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priceFeedDecimalsMatching,
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"ETHUSD * BTCUSD * COMPUSD",
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16
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);
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assert.equal(expressionPriceFeedMatching.getPriceFeedDecimals(), 16);
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// Create three feeds, one with a diffrent number of decimals. Expression feed should correctly convert these to the provided decimals.
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const priceFeedDecimalsNotMatching = {
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// currentPrice historicalPrice lastUpdatedTime decimals
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ETHUSD: new PriceFeedMock(toBN(toWei("1")), toBN(toWei("25")), 100, 18),
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BTCUSD: new PriceFeedMock(toBN("20"), toBN("570"), 50000, 1),
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COMPUSD: new PriceFeedMock(toBN(toWei(".9")), toBN(toWei("1")), 25, 17),
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};
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const expressionPriceFeedNotMatching = new ExpressionPriceFeed(
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priceFeedDecimalsNotMatching,
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"ETHUSD * BTCUSD * COMPUSD",
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16
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);
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assert.equal(expressionPriceFeedNotMatching.getPriceFeedDecimals(), 16);
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// Ensure price feeds have exactly the same outputs despite having inputs of different decimal values.
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await expressionPriceFeedMatching.update();
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await expressionPriceFeedNotMatching.update();
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assert.equal(
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expressionPriceFeedNotMatching.getCurrentPrice().toString(),
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expressionPriceFeedMatching.getCurrentPrice().toString()
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);
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assert.equal(
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(await expressionPriceFeedNotMatching.getHistoricalPrice(50)).toString(),
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(await expressionPriceFeedMatching.getHistoricalPrice(50)).toString()
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);
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});
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it("Multiline expression", async function () {
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const priceFeedMap = {
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// currentPrice historicalPrice lastUpdatedTime decimals
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ETHUSD: new PriceFeedMock(toBN(toWei("1")), toBN(toWei("25")), 100, 18),
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BTCUSD: new PriceFeedMock(toBN(toWei("2")), toBN(toWei("57")), 50000, 18),
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COMPUSD: new PriceFeedMock(toBN(toWei("9")), toBN(toWei("10")), 25, 18),
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};
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const multiLineExpressions = [
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`
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ETHCOMPSUM = ETHUSD + COMPUSD;
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BTCCOMPSUM = BTCUSD + COMPUSD;
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ETHCOMPSUM * BTCCOMPSUM / 7.321
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`,
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`
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ETHCOMPSUM = ETHUSD + COMPUSD
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BTCCOMPSUM = BTCUSD + COMPUSD
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ETHCOMPSUM * BTCCOMPSUM / 7.321
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`,
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"ETHCOMPSUM = ETHUSD + COMPUSD; BTCCOMPSUM = BTCUSD + COMPUSD; ETHCOMPSUM * BTCCOMPSUM / 7.321",
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"ETHCOMPSUM = ETHUSD + COMPUSD\n BTCCOMPSUM = BTCUSD + COMPUSD\n ETHCOMPSUM * BTCCOMPSUM / 7.321",
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];
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const priceFeeds = multiLineExpressions.map((expression) => new ExpressionPriceFeed(priceFeedMap, expression));
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// All of the different multiline expressions should return the same thing.
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// (1 + 9) * (2 + 9) / 7.321 = 15.025269771889086190 (rounded to 18 decimals).
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priceFeeds.forEach((pf) => assert.equal(pf.getCurrentPrice(), toWei("15.025269771889086190")));
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// Should return the summed historical price (because we're using mocks, the timestamp doesn't matter).
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const arbitraryHistoricalTimestamp = 1000;
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// (25 + 10) * (57 + 10) / 7.321 = 320.311432864362791968 (rounded to 18 decimals).
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await Promise.all(
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priceFeeds.map(async (pf) =>
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assert.equal(await pf.getHistoricalPrice(arbitraryHistoricalTimestamp), toWei("320.311432864362791968"))
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)
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);
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});
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describe("Expression parsing with escaped characters", async function () {
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it("Escapes characters correctly", async function () {
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assert.equal(escapeSpecialCharacters("USD-[bwBTC/ETH SLP]"), "USD\\-\\[bwBTC\\/ETH\\ SLP\\]");
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assert.equal(escapeSpecialCharacters("-/][a--]rr]"), "\\-\\/\\]\\[a\\-\\-\\]rr\\]");
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});
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it("Processes escaped expressions correctly", async function () {
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const escapedSymbol = "\\[1\\/\\-2\\]\\ \\-\\ 17";
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assert.equal(math.evaluate(`${escapedSymbol} - 2 * ${escapedSymbol}`, { [escapedSymbol]: 5 }).toString(), "-5");
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const unescapedSymbol = "USD-[bwBTC/ETH SLP]";
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assert.equal(
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math
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.evaluate(`${escapeSpecialCharacters(unescapedSymbol)} - ${escapedSymbol}`, {
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[escapedSymbol]: 10,
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[escapeSpecialCharacters(unescapedSymbol)]: 15,
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})
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.toString(),
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"5"
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);
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});
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});
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});
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