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Brian/gim trade info update #115

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merged 3 commits into from Jul 26, 2021
Merged

Brian/gim trade info update #115

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46bfa44
Change require to check that component is part of rebalance instead o…
bweick Jul 24, 2021
3061c19
Remove .only.
bweick Jul 24, 2021
0035756
Bumping package.
bweick Jul 26, 2021
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5 changes: 4 additions & 1 deletion contracts/protocol/modules/GeneralIndexModule.sol
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Expand Up @@ -576,7 +576,10 @@ contract GeneralIndexModule is ModuleBase, ReentrancyGuard {
onlyValidAndInitializedSet(_setToken)
returns (bool, uint256)
{
require(_setToken.isComponent(address(_component)), "Component not recognized");
require(
rebalanceInfo[_setToken].rebalanceComponents.contains(address(_component)),
"Component not recognized"
);
uint256 totalSupply = _setToken.totalSupply();
return _calculateTradeSizeAndDirection(_setToken, _component, totalSupply);
}
Expand Down
36 changes: 31 additions & 5 deletions test/protocol/modules/generalIndexModule.spec.ts
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Expand Up @@ -20,7 +20,8 @@ import {
ether,
preciseDiv,
preciseMul,
preciseMulCeil
preciseMulCeil,
usdc
} from "@utils/index";
import {
cacheBeforeEach,
Expand Down Expand Up @@ -2185,9 +2186,9 @@ describe("GeneralIndexModule", () => {

before(async () => {
// current units [ether(86.9565217), bitcoin(.01111111), ether(100), ZERO]
newComponents = [];
newComponents = [setup.usdc.address];
oldTargetUnits = [ether("60.869565780223716593"), bitcoin(.02), ether(55)];
newTargetUnits = [];
newTargetUnits = [usdc(100)];
issueAmount = ether("20.000000000000000001");
});

Expand All @@ -2208,6 +2209,8 @@ describe("GeneralIndexModule", () => {
};

beforeEach(async () => {
await indexModule.setTradeMaximums(index.address, [setup.usdc.address], [usdc(3000)]);

initializeSubjectVariables();

await startRebalance();
Expand Down Expand Up @@ -2242,6 +2245,29 @@ describe("GeneralIndexModule", () => {
expect(isSendTokenFixed).to.be.true;
});

describe("when the component is being added to the Set", async () => {
beforeEach(async () => {
subjectComponent = setup.usdc.address;
});

it("the correct trade direction and size should be returned", async () => {
const totalSupply = await subjectSetToken.totalSupply();
const currentUsdcUnit = await subjectSetToken.getDefaultPositionRealUnit(setup.usdc.address);
const expectedUsdcSize = preciseDiv(
preciseMulCeil(usdc(100), totalSupply).sub(preciseMul(currentUsdcUnit, totalSupply)),
PRECISE_UNIT.sub(feePercentage)
);

const [
isSendTokenFixed,
componentQuantity,
] = await subject();

expect(componentQuantity).to.eq(expectedUsdcSize);
expect(isSendTokenFixed).to.be.false;
});
});

describe("and the buy component does not meet the max trade size", async () => {
beforeEach(async () => {
await indexModule.startRebalance(
Expand Down Expand Up @@ -2283,9 +2309,9 @@ describe("GeneralIndexModule", () => {
});
});

describe("when the component is not valid", async () => {
describe("when the component is not part of the rebalance", async () => {
beforeEach(() => {
subjectComponent = ADDRESS_ZERO;
subjectComponent = setup.weth.address;
});

it("should revert", async () => {
Expand Down