#!/usr/bin/env python from datetime import timedelta from ethereum.tools import tester from ethereum.tools.tester import TransactionFailed from pytest import raises, fixture, mark from utils import fix, AssertLog, bytesToHexString, EtherDelta, TokenDelta from constants import YES, NO def captureLog(contract, logs, message): translated = contract.translator.listen(message) if not translated: return logs.append(translated) def acquireLongShares(kitchenSinkFixture, cash, market, outcome, amount, approvalAddress, sender): if amount == 0: return shareToken = kitchenSinkFixture.applySignature('ShareToken', market.getShareToken(outcome)) completeSets = kitchenSinkFixture.contracts['CompleteSets'] createOrder = kitchenSinkFixture.contracts['CreateOrder'] fillOrder = kitchenSinkFixture.contracts['FillOrder'] cost = amount * market.getNumTicks() assert completeSets.publicBuyCompleteSets(market.address, amount, sender = sender, value = cost) assert shareToken.approve(approvalAddress, amount, sender = sender) for otherOutcome in range(0, market.getNumberOfOutcomes()): if otherOutcome == outcome: continue otherShareToken = kitchenSinkFixture.applySignature('ShareToken', market.getShareToken(otherOutcome)) assert otherShareToken.transfer(0, amount, sender = sender) def acquireShortShareSet(kitchenSinkFixture, cash, market, outcome, amount, approvalAddress, sender): if amount == 0: return cost = amount * market.getNumTicks() shareToken = kitchenSinkFixture.applySignature('ShareToken', market.getShareToken(outcome)) completeSets = kitchenSinkFixture.contracts['CompleteSets'] createOrder = kitchenSinkFixture.contracts['CreateOrder'] fillOrder = kitchenSinkFixture.contracts['FillOrder'] assert completeSets.publicBuyCompleteSets(market.address, amount, sender = sender, value = cost) assert shareToken.transfer(0, amount, sender = sender) for otherOutcome in range(0, market.getNumberOfOutcomes()): if otherOutcome == outcome: continue otherShareToken = kitchenSinkFixture.applySignature('ShareToken', market.getShareToken(otherOutcome)) assert otherShareToken.approve(approvalAddress, amount, sender = sender) def finalizeMarket(fixture, market, payoutNumerators, invalid=False): # set timestamp to after market end fixture.contracts["Time"].setTimestamp(market.getEndTime() + 1) # have tester.a0 submit designated report market.doInitialReport(payoutNumerators, invalid) # set timestamp to after designated dispute end feeWindow = fixture.applySignature('FeeWindow', market.getFeeWindow()) fixture.contracts["Time"].setTimestamp(feeWindow.getEndTime() + 1) # finalize the market assert market.finalize() # set timestamp to 3 days later (waiting period) fixture.contracts["Time"].incrementTimestamp(long(timedelta(days = 3, seconds = 1).total_seconds())) def test_helpers(kitchenSinkFixture, scalarMarket): market = scalarMarket claimTradingProceeds = kitchenSinkFixture.contracts['ClaimTradingProceeds'] finalizeMarket(kitchenSinkFixture, market, [0,40*10**4]) assert claimTradingProceeds.calculateCreatorFee(market.address, fix('3')) == fix('0.03') assert claimTradingProceeds.calculateReportingFee(market.address, fix('5')) == fix('0.05') assert claimTradingProceeds.calculateProceeds(market.address, YES, 7) == 7 * market.getNumTicks() assert claimTradingProceeds.calculateProceeds(market.address, NO, fix('11')) == fix('0') (proceeds, shareholderShare, creatorShare, reporterShare) = claimTradingProceeds.divideUpWinnings(market.address, YES, 13) assert proceeds == 13.0 * market.getNumTicks() assert reporterShare == 13.0 * market.getNumTicks() * 0.01 assert creatorShare == 13.0 * market.getNumTicks() * 0.01 assert shareholderShare == 13.0 * market.getNumTicks() * 0.98 def test_redeem_shares_in_yesNo_market(kitchenSinkFixture, universe, cash, market): claimTradingProceeds = kitchenSinkFixture.contracts['ClaimTradingProceeds'] yesShareToken = kitchenSinkFixture.applySignature('ShareToken', market.getShareToken(YES)) noShareToken = kitchenSinkFixture.applySignature('ShareToken', market.getShareToken(NO)) expectedValue = 1 * market.getNumTicks() expectedReporterFees = expectedValue / universe.getOrCacheReportingFeeDivisor() expectedMarketCreatorFees = expectedValue / market.getMarketCreatorSettlementFeeDivisor() expectedSettlementFees = expectedReporterFees + expectedMarketCreatorFees expectedPayout = long(expectedValue - expectedSettlementFees) assert universe.getOpenInterestInAttoEth() == 0 # get YES shares with a1 acquireLongShares(kitchenSinkFixture, cash, market, YES, 1, claimTradingProceeds.address, sender = tester.k1) assert universe.getOpenInterestInAttoEth() == 1 * market.getNumTicks() # get NO shares with a2 acquireShortShareSet(kitchenSinkFixture, cash, market, YES, 1, claimTradingProceeds.address, sender = tester.k2) assert universe.getOpenInterestInAttoEth() == 2 * market.getNumTicks() finalizeMarket(kitchenSinkFixture, market, [0,10**4]) initialLongHolderETH = kitchenSinkFixture.chain.head_state.get_balance(tester.a1) initialShortHolderETH = kitchenSinkFixture.chain.head_state.get_balance(tester.a2) tradingProceedsClaimedLog = { 'market': market.address, 'shareToken': yesShareToken.address, 'numPayoutTokens': expectedPayout, 'numShares': 1, 'sender': bytesToHexString(tester.a1), 'finalTokenBalance': initialLongHolderETH + expectedPayout, } with TokenDelta(cash, expectedMarketCreatorFees, market.getMarketCreatorMailbox(), "Market creator fees not paid"): with TokenDelta(cash, expectedReporterFees, universe.getOrCreateNextFeeWindow(), "Reporter fees not paid"): # redeem shares with a1 with AssertLog(kitchenSinkFixture, "TradingProceedsClaimed", tradingProceedsClaimedLog): claimTradingProceeds.claimTradingProceeds(market.address, tester.a1) # redeem shares with a2 claimTradingProceeds.claimTradingProceeds(market.address, tester.a2) # assert a1 ends up with cash (minus fees) and a2 does not assert kitchenSinkFixture.chain.head_state.get_balance(tester.a1) == initialLongHolderETH + expectedPayout assert kitchenSinkFixture.chain.head_state.get_balance(tester.a2) == initialShortHolderETH assert yesShareToken.balanceOf(tester.a1) == 0 assert yesShareToken.balanceOf(tester.a2) == 0 assert noShareToken.balanceOf(tester.a1) == 0 assert noShareToken.balanceOf(tester.a2) == 0 @mark.parametrize('isInvalid', [ True, False ]) def test_redeem_shares_in_categorical_market(isInvalid, kitchenSinkFixture, universe, cash, categoricalMarket): market = categoricalMarket claimTradingProceeds = kitchenSinkFixture.contracts['ClaimTradingProceeds'] shareToken2 = kitchenSinkFixture.applySignature('ShareToken', market.getShareToken(2)) shareToken1 = kitchenSinkFixture.applySignature('ShareToken', market.getShareToken(1)) shareToken0 = kitchenSinkFixture.applySignature('ShareToken', market.getShareToken(0)) numTicks = market.getNumTicks() expectedValue = numTicks if not isInvalid else numTicks / 3 expectedSettlementFees = expectedValue * 0.02 expectedPayout = long(expectedValue - expectedSettlementFees) if (isInvalid): expectedPayout += 1 # rounding errors assert universe.getOpenInterestInAttoEth() == 0 # get long shares with a1 acquireLongShares(kitchenSinkFixture, cash, market, 2, 1, claimTradingProceeds.address, sender = tester.k1) assert universe.getOpenInterestInAttoEth() == 1 * numTicks # get short shares with a2 acquireShortShareSet(kitchenSinkFixture, cash, market, 2, 1, claimTradingProceeds.address, sender = tester.k2) assert universe.getOpenInterestInAttoEth() == 2 * numTicks if (isInvalid): invalidPayout = numTicks / 3 finalizeMarket(kitchenSinkFixture, market, [invalidPayout, invalidPayout, invalidPayout], True) else: finalizeMarket(kitchenSinkFixture, market, [0, 0, numTicks]) assert universe.getOpenInterestInAttoEth() == 0 # redeem shares with a1 initialLongHolderETH = kitchenSinkFixture.chain.head_state.get_balance(tester.a1) claimTradingProceeds.claimTradingProceeds(market.address, tester.a1) # redeem shares with a2 initialShortHolderETH = kitchenSinkFixture.chain.head_state.get_balance(tester.a2) claimTradingProceeds.claimTradingProceeds(market.address, tester.a2) # assert both accounts are paid (or not paid) accordingly assert kitchenSinkFixture.chain.head_state.get_balance(tester.a1) == initialLongHolderETH + expectedPayout shortHolderPayout = 2 * expectedPayout if isInvalid else 0 assert kitchenSinkFixture.chain.head_state.get_balance(tester.a2) == initialShortHolderETH + shortHolderPayout assert shareToken2.balanceOf(tester.a1) == 0 assert shareToken2.balanceOf(tester.a2) == 0 assert shareToken1.balanceOf(tester.a1) == 0 assert shareToken1.balanceOf(tester.a2) == 0 assert shareToken0.balanceOf(tester.a1) == 0 assert shareToken0.balanceOf(tester.a2) == 0 def test_redeem_shares_in_scalar_market(kitchenSinkFixture, universe, cash, scalarMarket): market = scalarMarket claimTradingProceeds = kitchenSinkFixture.contracts['ClaimTradingProceeds'] yesShareToken = kitchenSinkFixture.applySignature('ShareToken', market.getShareToken(YES)) noShareToken = kitchenSinkFixture.applySignature('ShareToken', market.getShareToken(NO)) expectedValue = 1 * market.getNumTicks() expectedSettlementFees = expectedValue * 0.02 expectedPayout = long(expectedValue - expectedSettlementFees) assert universe.getOpenInterestInAttoEth() == 0 # get YES shares with a1 acquireLongShares(kitchenSinkFixture, cash, market, YES, 1, claimTradingProceeds.address, sender = tester.k1) assert universe.getOpenInterestInAttoEth() == 1 * market.getNumTicks() # get NO shares with a2 acquireShortShareSet(kitchenSinkFixture, cash, market, YES, 1, claimTradingProceeds.address, sender = tester.k2) assert universe.getOpenInterestInAttoEth() == 2 * market.getNumTicks() finalizeMarket(kitchenSinkFixture, market, [10**5, 3*10**5]) # redeem shares with a1 initialLongHolderETH = kitchenSinkFixture.chain.head_state.get_balance(tester.a1) claimTradingProceeds.claimTradingProceeds(market.address, tester.a1) # redeem shares with a2 initialShortHolderETH = kitchenSinkFixture.chain.head_state.get_balance(tester.a2) claimTradingProceeds.claimTradingProceeds(market.address, tester.a2) # assert a1 ends up with cash (minus fees) and a2 does not assert kitchenSinkFixture.chain.head_state.get_balance(tester.a1) == initialLongHolderETH + expectedPayout * 3 / 4 assert kitchenSinkFixture.chain.head_state.get_balance(tester.a2) == initialShortHolderETH + expectedPayout * 1 / 4 assert yesShareToken.balanceOf(tester.a1) == 0 assert yesShareToken.balanceOf(tester.a2) == 0 assert noShareToken.balanceOf(tester.a1) == 0 assert noShareToken.balanceOf(tester.a2) == 0 def test_reedem_failure(kitchenSinkFixture, cash, market): claimTradingProceeds = kitchenSinkFixture.contracts['ClaimTradingProceeds'] # get YES shares with a1 acquireLongShares(kitchenSinkFixture, cash, market, YES, 1, claimTradingProceeds.address, sender = tester.k1) # get NO shares with a2 acquireShortShareSet(kitchenSinkFixture, cash, market, YES, 1, claimTradingProceeds.address, sender = tester.k2) # set timestamp to after market end kitchenSinkFixture.contracts["Time"].setTimestamp(market.getEndTime() + 1) # have tester.a0 subimt designated report (75% high, 25% low, range -10*10^18 to 30*10^18) market.doInitialReport([0, 10**4], False) # set timestamp to after designated dispute end feeWindow = kitchenSinkFixture.applySignature('FeeWindow', market.getFeeWindow()) kitchenSinkFixture.contracts["Time"].setTimestamp(feeWindow.getEndTime() + 1) # market not finalized with raises(TransactionFailed): claimTradingProceeds.claimTradingProceeds(market.address, tester.a1) # finalize the market assert market.finalize() # waiting period not over with raises(TransactionFailed): claimTradingProceeds.claimTradingProceeds(market.address, tester.a1) # set timestamp to 3 days later (waiting period) kitchenSinkFixture.contracts["Time"].incrementTimestamp(long(timedelta(days = 3, seconds = 1).total_seconds())) # validate that everything else is OK assert claimTradingProceeds.claimTradingProceeds(market.address, tester.a1)