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retests with interface #27

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Mar 28, 2022
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retests with interface #27

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368 changes: 367 additions & 1 deletion src/test/OptionSettlement.t.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -51,6 +51,8 @@ contract OptionSettlementTest is DSTest, NFTreceiver {
uint256 public wethTotalSupply;
uint256 public daiTotalSupply;

uint256 public testOptionId;

IERC20 public weth;
IERC20 public dai;

Expand All @@ -75,13 +77,377 @@ contract OptionSettlementTest is DSTest, NFTreceiver {
// Setup DAI
dai = IERC20(daiAddress);

engine = new OptionSettlementEngine();

IOptionSettlementEngine.Option memory info = IOptionSettlementEngine
.Option({
underlyingAsset: address(weth),
exerciseAsset: address(dai),
settlementSeed: 1,
underlyingAmount: 1 ether,
exerciseAmount: 3000 ether,
exerciseTimestamp: uint40(block.timestamp),
expiryTimestamp: (uint40(block.timestamp) + 604800)
});
testOptionId = IOptionSettlementEngine(engine).newChain(info);

// Now we have 1B DAI
writeTokenBalance(address(this), wethAddress, 1000000000 * 1e18);
writeTokenBalance(address(this), daiAddress, 1000000000 * 1e18);
// And 10 M WETH
writeTokenBalance(address(this), wethAddress, 10000000 * 1e18);

writeTokenBalance(address(engine), address(dai), 1000000000 * 1e18);
writeTokenBalance(address(engine), address(weth), 10000000 * 1e18);

writeTokenBalance(address(0xBEEF), address(dai), 1000000000 * 1e18);
writeTokenBalance(address(0xBEEF), address(weth), 10000000 * 1e18);

writeTokenBalance(address(0x1337), address(dai), 1000000000 * 1e18);
writeTokenBalance(address(0x1337), address(weth), 10000000 * 1e18);

writeTokenBalance(address(0x1), address(dai), 1000000000 * 1e18);
writeTokenBalance(address(0x1), address(weth), 10000000 * 1e18);

writeTokenBalance(address(0x2), address(dai), 1000000000 * 1e18);
writeTokenBalance(address(0x2), address(weth), 10000000 * 1e18);

writeTokenBalance(address(0x3), address(dai), 1000000000 * 1e18);
writeTokenBalance(address(0x3), address(weth), 10000000 * 1e18);

// Issue approvals
weth.approve(address(engine), type(uint256).max);
dai.approve(address(engine), type(uint256).max);

wethTotalSupply = IERC20(weth).totalSupply();
daiTotalSupply = IERC20(dai).totalSupply();
}

/* --------------------------- Fuzz Tests --------------------------- */

function testFuzzNewChain(
uint96 underlyingAmount,
uint96 exerciseAmount,
uint40 exerciseTimestamp,
uint40 expiryTimestamp
) public {
VM.assume(expiryTimestamp >= block.timestamp + 86400);
VM.assume(exerciseTimestamp >= block.timestamp);
VM.assume(exerciseTimestamp <= expiryTimestamp - 86400);
VM.assume(expiryTimestamp <= type(uint64).max);
VM.assume(exerciseTimestamp <= type(uint64).max);
VM.assume(underlyingAmount <= wethTotalSupply);
VM.assume(exerciseAmount <= daiTotalSupply);
VM.assume(type(uint256).max - underlyingAmount >= wethTotalSupply);
VM.assume(type(uint256).max - exerciseAmount >= daiTotalSupply);

IOptionSettlementEngine.Option
memory optionInfo = IOptionSettlementEngine.Option({
underlyingAsset: address(weth),
exerciseAsset: address(dai),
settlementSeed: 0,
underlyingAmount: underlyingAmount,
exerciseAmount: exerciseAmount,
exerciseTimestamp: exerciseTimestamp,
expiryTimestamp: expiryTimestamp
});

uint256 optionId = IOptionSettlementEngine(engine).newChain(optionInfo);
assertEq(optionId, 2);

IOptionSettlementEngine.Option
memory optionRecord = IOptionSettlementEngine(engine).option(
optionId
);

assertEq(
IOptionSettlementEngine(engine).hashToOptionToken(
keccak256(abi.encode(optionInfo))
),
optionId
);
assertEq(optionRecord.underlyingAsset, address(weth));
assertEq(optionRecord.exerciseAsset, address(dai));
assertEq(optionRecord.exerciseTimestamp, exerciseTimestamp);
assertEq(optionRecord.expiryTimestamp, expiryTimestamp);
assertEq(optionRecord.underlyingAmount, underlyingAmount);
assertEq(optionRecord.exerciseAmount, exerciseAmount);
assertEq(optionRecord.settlementSeed, 0);

if (
IOptionSettlementEngine(engine).tokenType(optionId) ==
IOptionSettlementEngine.Type.Option
) assertTrue(true);
}

function testFuzzWrite(uint112 amountWrite) public {
uint256 wethBalanceEngine = IERC20(weth).balanceOf(address(engine));
uint256 wethBalance = IERC20(weth).balanceOf(address(this));

VM.assume(amountWrite > 0);
VM.assume(amountWrite <= wethBalance / 1 ether);

uint256 rxAmount = amountWrite * 1 ether;
uint256 fee = ((rxAmount / 10000) * engine.feeBps());

uint256 claimId = IOptionSettlementEngine(engine).write(
testOptionId,
amountWrite
);

IOptionSettlementEngine.Claim
memory claimRecord = IOptionSettlementEngine(engine).claim(claimId);

assertEq(
IERC20(weth).balanceOf(address(engine)),
wethBalanceEngine + rxAmount + fee
);
assertEq(
IERC20(weth).balanceOf(address(this)),
wethBalance - rxAmount - fee
);

assertEq(
ERC1155(engine).balanceOf(address(this), testOptionId),
amountWrite
);
assertEq(ERC1155(engine).balanceOf(address(this), claimId), 1);
assertTrue(!claimRecord.claimed);
assertEq(claimRecord.option, testOptionId);
assertEq(claimRecord.amountWritten, amountWrite);
assertEq(claimRecord.amountExercised, 0);

if (
IOptionSettlementEngine(engine).tokenType(claimId) ==
IOptionSettlementEngine.Type.Claim
) assertTrue(true);
}

function testFuzzExercise(uint112 amountWrite, uint112 amountExercise)
public
{
uint256 wethBalanceEngine = IERC20(weth).balanceOf(address(engine));
uint256 daiBalanceEngine = IERC20(dai).balanceOf(address(engine));
uint256 wethBalance = IERC20(weth).balanceOf(address(this));
uint256 daiBalance = IERC20(dai).balanceOf(address(this));

VM.assume(amountWrite > 0);
VM.assume(amountExercise > 0);
VM.assume(amountWrite >= amountExercise);
VM.assume(amountWrite <= wethBalance / 1 ether);
VM.assume(amountExercise <= daiBalance / 3000 ether);

uint256 writeAmount = amountWrite * 1 ether;
uint256 rxAmount = amountExercise * 3000 ether;
uint256 txAmount = amountExercise * 1 ether;
uint256 exerciseFee = (rxAmount / 10000) * engine.feeBps();
uint256 writeFee = ((amountWrite * 1 ether) / 10000) * engine.feeBps();

uint256 claimId = IOptionSettlementEngine(engine).write(
testOptionId,
amountWrite
);

IOptionSettlementEngine(engine).exercise(testOptionId, amountExercise);

IOptionSettlementEngine.Claim
memory claimRecord = IOptionSettlementEngine(engine).claim(claimId);

assertTrue(!claimRecord.claimed);
assertEq(claimRecord.option, testOptionId);
assertEq(claimRecord.amountWritten, amountWrite);
assertEq(claimRecord.amountExercised, amountExercise);

assertEq(
IERC20(weth).balanceOf(address(engine)),
wethBalanceEngine + writeAmount - txAmount + writeFee
);
assertEq(
IERC20(dai).balanceOf(address(engine)),
daiBalanceEngine + rxAmount + exerciseFee
);
assertEq(
IERC20(weth).balanceOf(address(this)),
(wethBalance + txAmount - writeAmount - writeFee)
);
assertEq(
IERC20(dai).balanceOf(address(this)),
(daiBalance - rxAmount - exerciseFee)
);
assertEq(
engine.balanceOf(address(this), testOptionId),
amountWrite - amountExercise
);
assertEq(ERC1155(engine).balanceOf(address(this), claimId), 1);
}

function testFuzzRedeem(uint112 amountWrite, uint112 amountExercise)
public
{
uint256 wethBalanceEngine = IERC20(weth).balanceOf(address(engine));
uint256 daiBalanceEngine = IERC20(dai).balanceOf(address(engine));
uint256 wethBalance = IERC20(weth).balanceOf(address(this));
uint256 daiBalance = IERC20(dai).balanceOf(address(this));

VM.assume(amountWrite > 0);
VM.assume(amountExercise > 0);
VM.assume(amountWrite >= amountExercise);
VM.assume(amountWrite <= wethBalance / 1 ether);
VM.assume(amountExercise <= daiBalance / 3000 ether);

uint256 rxAmount = amountExercise * 3000 ether;
uint256 exerciseFee = (rxAmount / 10000) * engine.feeBps();
uint256 writeFee = ((amountWrite * 1 ether) / 10000) * engine.feeBps();

uint256 claimId = IOptionSettlementEngine(engine).write(
testOptionId,
amountWrite
);

IOptionSettlementEngine(engine).exercise(testOptionId, amountExercise);

VM.warp(1e15);

IOptionSettlementEngine(engine).redeem(claimId);

IOptionSettlementEngine.Claim
memory claimRecord = IOptionSettlementEngine(engine).claim(claimId);

assertEq(
IERC20(weth).balanceOf(address(engine)),
wethBalanceEngine + writeFee
);
assertEq(
IERC20(dai).balanceOf(address(engine)),
daiBalanceEngine + exerciseFee
);
assertEq(
IERC20(weth).balanceOf(address(this)),
(wethBalance - writeFee)
);
assertEq(
IERC20(dai).balanceOf(address(this)),
daiBalance - exerciseFee
);
assertEq(
ERC1155(engine).balanceOf(address(this), testOptionId),
amountWrite - amountExercise
);
assertEq(ERC1155(engine).balanceOf(address(this), claimId), 0);
assertTrue(claimRecord.claimed);

if (
IOptionSettlementEngine(engine).tokenType(claimId) ==
IOptionSettlementEngine.Type.Claim
) assertTrue(true);
}

/* --------------------------- Fail Tests --------------------------- */

function testFailExercise(uint112 amountWrite, uint112 amountExercise)
public
{
VM.assume(amountExercise > amountWrite);

IOptionSettlementEngine(engine).write(testOptionId, amountWrite);

IOptionSettlementEngine(engine).exercise(testOptionId, amountExercise);
}

function testFailAssignExercise(
uint112 optionWrite1,
uint112 optionWrite2,
uint112 optionWrite3
) public {
VM.assume(optionWrite1 > 0 && optionWrite2 > 0 && optionWrite3 > 0);
VM.assume(optionWrite2 > optionWrite1 && optionWrite2 > optionWrite3);
VM.assume(
optionWrite1 < 1000000 &&
optionWrite2 < 1000000 &&
optionWrite3 < 1000000
);

VM.startPrank(address(0x1));
IERC20(weth).approve(address(engine), type(uint256).max);
IERC20(dai).approve(address(engine), type(uint256).max);
IOptionSettlementEngine(engine).write(testOptionId, optionWrite1);
ERC1155(engine).setApprovalForAll(address(this), true);
ERC1155(engine).safeTransferFrom(
address(0x1),
address(0x1337),
testOptionId,
optionWrite1,
""
);
VM.stopPrank();

VM.startPrank(address(0x2));
IERC20(weth).approve(address(engine), type(uint256).max);
IERC20(dai).approve(address(engine), type(uint256).max);
IOptionSettlementEngine(engine).write(testOptionId, optionWrite2);
VM.stopPrank();

VM.startPrank(address(0x3));
IERC20(weth).approve(address(engine), type(uint256).max);
IERC20(dai).approve(address(engine), type(uint256).max);
IOptionSettlementEngine(engine).write(testOptionId, optionWrite3);
ERC1155(engine).setApprovalForAll(address(this), true);
ERC1155(engine).safeTransferFrom(
address(0x3),
address(0xBEEF),
testOptionId,
optionWrite3,
""
);
VM.stopPrank();

VM.startPrank(address(0x1337));
IERC20(weth).approve(address(engine), type(uint256).max);
IERC20(dai).approve(address(engine), type(uint256).max);
IOptionSettlementEngine(engine).exercise(testOptionId, optionWrite1);
VM.stopPrank();

IOptionSettlementEngine.Claim
memory claimRecord1 = IOptionSettlementEngine(engine).claim(3);

assertEq(claimRecord1.amountExercised, optionWrite1);

VM.startPrank(address(0xBEEF));
IERC20(weth).approve(address(engine), type(uint256).max);
IERC20(dai).approve(address(engine), type(uint256).max);
IOptionSettlementEngine(engine).exercise(testOptionId, optionWrite3);
VM.stopPrank();

IOptionSettlementEngine.Claim
memory claimRecord2 = IOptionSettlementEngine(engine).claim(3);

assertEq(claimRecord2.amountExercised, optionWrite3);
}

function testFailDuplicateChain() public {
// This should fail to create the second and duplicate options chain
IOptionSettlementEngine.Option memory info = IOptionSettlementEngine
.Option({
underlyingAsset: address(weth),
exerciseAsset: address(dai),
settlementSeed: 1,
underlyingAmount: 1 ether,
exerciseAmount: 3000 ether,
exerciseTimestamp: uint40(block.timestamp),
expiryTimestamp: (uint40(block.timestamp) + 604800)
});
IOptionSettlementEngine(engine).newChain(info);
}

/* --------------------------- URI Tests --------------------------- */

// TODO(URI tests)

/* --------------------------- Additional Tests --------------------------- */

function testTokenTypeNone() public view {
assert(
IOptionSettlementEngine(engine).tokenType(3) ==
IOptionSettlementEngine.Type.None
);
}
}