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Underlying test #63

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merged 4 commits into from
Oct 20, 2022
Merged

Underlying test #63

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f038a90
DRY tests; add test for checking underlying after exercise
Flip-Liquid Oct 7, 2022
6746b4a
Merge branch 'master' of https://github.com/valorem-labs-inc/valorem-…
Flip-Liquid Oct 17, 2022
0ff9aa9
fix naming for isOptionInitialized
Flip-Liquid Oct 17, 2022
387b44b
underlying() fix and test case
Flip-Liquid Oct 17, 2022
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129 changes: 95 additions & 34 deletions src/test/OptionSettlement.t.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -67,16 +67,9 @@ contract OptionSettlementTest is Test, NFTreceiver {

testExerciseTimestamp = uint40(block.timestamp);
testExpiryTimestamp = uint40(block.timestamp + testDuration);
IOptionSettlementEngine.Option memory option = IOptionSettlementEngine.Option({
underlyingAsset: WETH_A,
exerciseAsset: DAI_A,
settlementSeed: 1234567,
underlyingAmount: testUnderlyingAmount,
exerciseAmount: testExerciseAmount,
exerciseTimestamp: testExerciseTimestamp,
expiryTimestamp: testExpiryTimestamp
});
testOptionId = engine.newChain(option);
testOptionId = _newOption(
WETH_A, testExerciseTimestamp, testExpiryTimestamp, DAI_A, testUnderlyingAmount, 1234567, testExerciseAmount
);

// pre-load balances and approvals
address[4] memory recipients = [address(engine), ALICE, BOB, CAROL];
Expand Down Expand Up @@ -117,7 +110,7 @@ contract OptionSettlementTest is Test, NFTreceiver {
assertEq(engine.balanceOf(BOB, testOptionId), 0);
}

function testWriteMultipleWriteSameChain() public {
function testWriteMultipleWriteSameOptionType() public {
IOptionSettlementEngine.Claim memory claim;

// Alice writes a few options and later decides to write more
Expand Down Expand Up @@ -240,25 +233,17 @@ contract OptionSettlementTest is Test, NFTreceiver {
// TODO: this test fails with an `InvalidAssets()` error
function testExerciseWithDifferentDecimals() public {
// write an option where one of the assets isn't 18 decimals
IOptionSettlementEngine.Option memory option = IOptionSettlementEngine.Option({
underlyingAsset: USDC_A,
exerciseAsset: DAI_A,
settlementSeed: 1234567,
underlyingAmount: testUnderlyingAmount / 100000000000,
exerciseAmount: testExerciseAmount,
exerciseTimestamp: testExerciseTimestamp,
expiryTimestamp: testExpiryTimestamp
});
uint256 optionId = engine.newChain(option);

vm.startPrank(ALICE);
engine.write(optionId, 1);
engine.safeTransferFrom(ALICE, BOB, optionId, 1, "");
vm.stopPrank();
vm.warp(testExerciseTimestamp + 1);
vm.startPrank(BOB);
engine.exercise(optionId, 1);
vm.stopPrank();
_writeAndExerciseNewOption(
USDC_A,
testExerciseTimestamp,
testExpiryTimestamp,
DAI_A,
testUnderlyingAmount / 100000000000,
1234567,
testExerciseAmount,
ALICE,
BOB
);
}

function testUnderlyingWhenNotExercised() public {
Expand All @@ -276,10 +261,18 @@ contract OptionSettlementTest is Test, NFTreceiver {
assertEq(underlyingPositions.exercisePosition, 49000000000000000000);
}

function testUnderlyingAfterExercise() public {
uint256 claimId = _writeAndExerciseOption(testOptionId, ALICE, BOB, 2, 1);

IOptionSettlementEngine.Underlying memory underlyingPositions = engine.underlying(claimId);
emit log_named_int("underlyingPosition", underlyingPositions.underlyingPosition);
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emit log_named_int("exercisePosition", underlyingPositions.exercisePosition);
}

// **********************************************************************
// FAIL TESTS
// **********************************************************************
function testFailNewChainOptionsChainExists() public {
function testFailnewOptionTypeOptionsChainExists() public {
IOptionSettlementEngine.Option memory option = IOptionSettlementEngine.Option({
underlyingAsset: WETH_A,
exerciseAsset: DAI_A,
Expand All @@ -295,7 +288,7 @@ contract OptionSettlementTest is Test, NFTreceiver {
engine.newChain(option);
}

function testFailNewChainExerciseWindowTooShort() public {
function testFailnewOptionTypeExerciseWindowTooShort() public {
IOptionSettlementEngine.Option memory option = IOptionSettlementEngine.Option({
underlyingAsset: WETH_A,
exerciseAsset: DAI_A,
Expand All @@ -309,7 +302,7 @@ contract OptionSettlementTest is Test, NFTreceiver {
engine.newChain(option);
}

function testNewChainInvalidAssets() public {
function testnewOptionTypeInvalidAssets() public {
IOptionSettlementEngine.Option memory option = IOptionSettlementEngine.Option({
underlyingAsset: DAI_A,
exerciseAsset: DAI_A,
Expand Down Expand Up @@ -447,7 +440,7 @@ contract OptionSettlementTest is Test, NFTreceiver {
// FUZZ TESTS
// **********************************************************************

function testFuzzNewChain(
function testFuzznewOptionType(
uint96 underlyingAmount,
uint96 exerciseAmount,
uint40 exerciseTimestamp,
Expand Down Expand Up @@ -600,4 +593,72 @@ contract OptionSettlementTest is Test, NFTreceiver {
assertTrue(true);
}
}

function _writeAndExerciseNewOption(
address underlyingAsset,
uint40 exerciseTimestamp,
uint40 expiryTimestamp,
address exerciseAsset,
uint96 underlyingAmount,
uint160 settlementSeed,
uint96 exerciseAmount,
address writer,
address exerciser
) internal returns (uint256 optionId, uint256 claimId) {
optionId = _newOption(
underlyingAsset,
exerciseTimestamp,
expiryTimestamp,
exerciseAsset,
underlyingAmount,
settlementSeed,
exerciseAmount
);
claimId = _writeAndExerciseOption(optionId, writer, exerciser);
}

function _newOption(
address underlyingAsset,
uint40 exerciseTimestamp,
uint40 expiryTimestamp,
address exerciseAsset,
uint96 underlyingAmount,
uint160 settlementSeed,
uint96 exerciseAmount
) internal returns (uint256 optionId) {
IOptionSettlementEngine.Option memory option = IOptionSettlementEngine.Option(
underlyingAsset,
exerciseTimestamp,
expiryTimestamp,
exerciseAsset,
underlyingAmount,
settlementSeed,
exerciseAmount
);
optionId = engine.newChain(option);
}

function _writeAndExerciseOption(uint256 optionId, address writer, address exerciser)
internal
returns (uint256 claimId)
{
claimId = _writeAndExerciseOption(optionId, writer, exerciser, 1, 1);
}

function _writeAndExerciseOption(
uint256 optionId,
address writer,
address exerciser,
uint112 toWrite,
uint112 toExercise
) internal returns (uint256 claimId) {
vm.startPrank(writer);
claimId = engine.write(optionId, toWrite);
engine.safeTransferFrom(writer, exerciser, optionId, toWrite, "");
vm.stopPrank();
vm.warp(testExerciseTimestamp + 1);
vm.startPrank(exerciser);
engine.exercise(optionId, toExercise);
vm.stopPrank();
}
}