Update tests for new TWAPLiquidator deploy interface.

package.json

@@ -67,7 +67,7 @@
     "lodash": "^4.17.4",
     "lodash.compact": "^3.0.1",
     "moment": "^2.22.2",
-    "set-protocol-contracts": "1.4.9-beta",
+    "set-protocol-contracts": "1.4.11-beta",
     "set-protocol-oracles": "^1.0.16",
     "set-protocol-strategies": "^1.1.39",
     "set-protocol-viewers": "^1.0.13",

test/helpers/coreHelpers.ts

@@ -415,24 +415,17 @@ export const deployTWAPLiquidatorAsync = async (
   auctionPeriod: BigNumber,
   rangeStart: BigNumber,
   rangeEnd: BigNumber,
-  assetPairHashes: string[],
   assetPairBounds: {}[],
   name: string
 ): Promise<TWAPLiquidatorContract> => {
-  const assetPairBoundsStr = [];
-  for (let i = 0; i < assetPairBounds.length; i++) {
-    assetPairBoundsStr.push(assetPairBounds[i]);
-  }
-
   const truffleLiquidator = setDefaultTruffleContract(web3, TWAPLiquidator);
   const deployedTWAPLiquidator = await truffleLiquidator.new(
     core,
     oracleWhiteList,
     auctionPeriod,
     rangeStart,
     rangeEnd,
-    assetPairHashes,
-    assetPairBoundsStr,
+    assetPairBounds,
     name,
   );
 

test/integration/api/RebalancingAPI.spec.ts

@@ -3930,13 +3930,15 @@ describe('RebalancingAPI', () => {
       nextSetToken = set2;
 
       const auctionPeriod = ONE_HOUR_IN_SECONDS;
-      const rangeStart = new BigNumber(3);
-      const rangeEnd = new BigNumber(21);
-      const assetPairHashes = [
-        liquidatorHelper.generateAssetPairHashes(weth.address, usdc.address),
-      ];
+      const rangeStart = ether(.01);
+      const rangeEnd = ether(.23);
+      const name = 'liquidator';
       const assetPairBounds = [
-        {min: ether(10 ** 4).toString(), max: ether(10 ** 6).toString()},
+        {
+          assetOne: weth.address,
+          assetTwo: usdc.address,
+          bounds: {lower: ether(10 ** 4).toString(), upper: ether(10 ** 6).toString()},
+        },
       ];
       liquidator = await deployTWAPLiquidatorAsync(
         web3,
@@ -3945,9 +3947,8 @@ describe('RebalancingAPI', () => {
         auctionPeriod,
         rangeStart,
         rangeEnd,
-        assetPairHashes,
         assetPairBounds,
-        'TWAPLiquidator'
+        name
       );
 
       feeCalculator = await feeCalculatorHelper.deployPerformanceFeeCalculatorAsync(
@@ -3984,7 +3985,6 @@ describe('RebalancingAPI', () => {
 
     describe('fetchRBSetTWAPRebalanceDetailsAsync', async () => {
       const chunkAuctionPeriod: BigNumber = ONE_HOUR_IN_SECONDS;
-      let rebalanceTimestamp: BigNumber;
 
       let subjectRebalancingSetTokenAddress: Address;
 
@@ -4006,8 +4006,6 @@ describe('RebalancingAPI', () => {
           nextSetToken.address,
           liquidatorData
         );
-        const lastBlock = await web3.eth.getBlock('latest');
-        rebalanceTimestamp = new BigNumber(lastBlock.timestamp);
 
         subjectRebalancingSetTokenAddress = rebalancingSetTokenV3.address;
       });
@@ -4038,7 +4036,7 @@ describe('RebalancingAPI', () => {
         expect(rbSetData.totalSetsRemaining).to.be.bignumber.equal(startingCurrentSets);
         expect(rbSetData.chunkSize).to.be.bignumber.equal(startingCurrentSets);
         expect(rbSetData.chunkAuctionPeriod).to.be.bignumber.equal(chunkAuctionPeriod);
-        expect(rbSetData.lastChunkAuctionEnd).to.be.bignumber.equal(rebalanceTimestamp.sub(chunkAuctionPeriod));
+        expect(rbSetData.lastChunkAuctionEnd).to.be.bignumber.equal(ZERO);
         expect(JSON.stringify(rbSetData.nextSetInfo.components)).to.equal(JSON.stringify(set2Components));
         expect(JSON.stringify(rbSetData.nextSetInfo.units)).to.equal(JSON.stringify(set2Units));
         expect(rbSetData.nextSetInfo.naturalUnit).to.be.bignumber.equal(collateralNaturalUnit);

test/integration/api/SocialTradingAPI.spec.ts

@@ -248,22 +248,26 @@ describe('SocialTradingAPI', () => {
       rangeStart,
       rangeEnd
     );
-    const assetPairHashes = [
-      liquidatorHelper.generateAssetPairHashes(wrappedETH.address, wrappedBTC.address),
-    ];
+
+    const twapName = 'TWAPLiquidator';
     const assetPairBounds = [
-      {min: ether(10 ** 4).toString(), max: ether(10 ** 6).toString()},
+      {
+        assetOne: wrappedETH.address,
+        assetTwo: wrappedBTC.address,
+        bounds: {lower: ether(10 ** 4).toString(), upper: ether(10 ** 6).toString()},
+      },
     ];
+    const twapRangeStart = ether(.01);
+    const twapRangeEnd = ether(.23);
     twapLiquidator = await deployTWAPLiquidatorAsync(
       web3,
       core.address,
       oracleWhiteList.address,
       auctionPeriod,
-      rangeStart,
-      rangeEnd,
-      assetPairHashes,
+      twapRangeStart,
+      twapRangeEnd,
       assetPairBounds,
-      'TWAPLiquidator'
+      twapName
     );
     liquidatorWhiteList = await deployWhiteListContract(web3, [liquidator.address, twapLiquidator.address]);
 
@@ -1760,7 +1764,6 @@ describe('SocialTradingAPI', () => {
     let subjectTradingPool: Address;
 
     let newAllocation: BigNumber;
-    let rebalanceTimestamp: BigNumber;
     const chunkAuctionPeriod: BigNumber = ONE_HOUR_IN_SECONDS;
 
     let newCollateralInstance: SetTokenContract;
@@ -1853,8 +1856,6 @@ describe('SocialTradingAPI', () => {
         liquidatorData,
         { from: DEFAULT_ACCOUNT }
       );
-      const block = await web3.eth.getBlock('latest');
-      rebalanceTimestamp = new BigNumber(block.timestamp);
 
       const newFormattedLogs = await getFormattedLogsFromTxHash(web3, newTxHash);
       const newCollateralAddress = extractNewSetTokenAddressFromLogs(newFormattedLogs, 2);
@@ -1918,7 +1919,7 @@ describe('SocialTradingAPI', () => {
       expect(poolRebalanceInfo.totalSetsRemaining).to.be.bignumber.equal(startingCurrentSets);
       expect(poolRebalanceInfo.chunkSize).to.be.bignumber.equal(startingCurrentSets);
       expect(poolRebalanceInfo.chunkAuctionPeriod).to.be.bignumber.equal(chunkAuctionPeriod);
-      expect(poolRebalanceInfo.lastChunkAuctionEnd).to.be.bignumber.equal(rebalanceTimestamp.sub(chunkAuctionPeriod));
+      expect(poolRebalanceInfo.lastChunkAuctionEnd).to.be.bignumber.equal(ZERO);
       expect(poolRebalanceInfo.rebalanceState).to.be.bignumber.equal(new BigNumber(2));
     });
   });

test/integration/wrappers/set_protocol/ProtocolViewerWrapper.spec.ts

@@ -970,6 +970,8 @@ describe('ProtocolViewer', () => {
     let auctionPeriod: BigNumber;
     let rangeStart: BigNumber;
     let rangeEnd: BigNumber;
+    let twapRangeStart: BigNumber;
+    let twapRangeEnd: BigNumber;
     let failPeriod: BigNumber;
     let oracleWhiteList: OracleWhiteListContract;
 
@@ -1067,21 +1069,23 @@ describe('ProtocolViewer', () => {
         name,
       );
 
-      const assetPairHashes = [
-        liquidatorHelper.generateAssetPairHashes(component1.address, component2.address),
-      ];
+      const twapName = 'TWAPLiquidator';
       const assetPairBounds = [
-        {min: ether(10 ** 4).toString(), max: ether(10 ** 6).toString()},
+        {
+          assetOne: component1.address,
+          assetTwo: component2.address,
+          bounds: {lower: ether(10 ** 4).toString(), upper: ether(10 ** 6).toString()},
+        },
       ];
-      const twapName = 'TWAPLiquidator';
+      twapRangeStart = ether(.01);
+      twapRangeEnd = ether(.23);
       twapLiquidator = await deployTWAPLiquidatorAsync(
         web3,
         core.address,
         oracleWhiteList.address,
         auctionPeriod,
-        rangeStart,
-        rangeEnd,
-        assetPairHashes,
+        twapRangeStart,
+        twapRangeEnd,
         assetPairBounds,
         twapName
       );
@@ -1323,7 +1327,6 @@ describe('ProtocolViewer', () => {
         let subjectTradingPool: Address;
 
         let newAllocation: BigNumber;
-        let rebalanceTimestamp: BigNumber;
 
         beforeEach(async () => {
           twapRebalancingSetToken.setManager.sendTransactionAsync(setManager.address);
@@ -1359,8 +1362,6 @@ describe('ProtocolViewer', () => {
             newAllocation,
             liquidatorData
           );
-          const block = await web3.eth.getBlock('latest');
-          rebalanceTimestamp = new BigNumber(block.timestamp);
 
           subjectTradingPool = twapRebalancingSetToken.address;
         });
@@ -1401,7 +1402,7 @@ describe('ProtocolViewer', () => {
           expect(rbSetData.totalSetsRemaining).to.be.bignumber.equal(startingCurrentSets);
           expect(rbSetData.chunkSize).to.be.bignumber.equal(startingCurrentSets);
           expect(rbSetData.chunkAuctionPeriod).to.be.bignumber.equal(chunkAuctionPeriod);
-          expect(rbSetData.lastChunkAuctionEnd).to.be.bignumber.equal(rebalanceTimestamp.sub(chunkAuctionPeriod));
+          expect(rbSetData.lastChunkAuctionEnd).to.be.bignumber.equal(ZERO);
         });
 
         it('fetches the correct CollateralSet data', async () => {
@@ -1418,8 +1419,6 @@ describe('ProtocolViewer', () => {
       describe('#fetchRBSetTWAPRebalanceDetails', async () => {
         let subjectTradingPool: Address;
 
-        let rebalanceTimestamp: BigNumber;
-
         beforeEach(async () => {
           // Issue currentSetToken
           await core.issue.sendTransactionAsync(
@@ -1441,8 +1440,6 @@ describe('ProtocolViewer', () => {
             nextSetTokenV3.address,
             liquidatorData
           );
-          const block = await web3.eth.getBlock('latest');
-          rebalanceTimestamp = new BigNumber(block.timestamp);
 
           subjectTradingPool = twapRebalancingSetToken.address;
         });
@@ -1475,7 +1472,7 @@ describe('ProtocolViewer', () => {
           expect(rbSetData.totalSetsRemaining).to.be.bignumber.equal(startingCurrentSets);
           expect(rbSetData.chunkSize).to.be.bignumber.equal(startingCurrentSets);
           expect(rbSetData.chunkAuctionPeriod).to.be.bignumber.equal(chunkAuctionPeriod);
-          expect(rbSetData.lastChunkAuctionEnd).to.be.bignumber.equal(rebalanceTimestamp.sub(chunkAuctionPeriod));
+          expect(rbSetData.lastChunkAuctionEnd).to.be.bignumber.equal(ZERO);
         });
 
         it('fetches the correct CollateralSet data', async () => {

test/integration/wrappers/set_protocol/TWAPLiquidatorWrapper.spec.ts

@@ -159,14 +159,15 @@ describe('TWAPLiquidatorWrapper', () => {
     );
 
     const auctionPeriod = ONE_HOUR_IN_SECONDS;
-    const rangeStart = new BigNumber(10); // 10% above fair value
-    const rangeEnd = new BigNumber(10); // 10% below fair value
+    const rangeStart = ether(.01);
+    const rangeEnd = ether(.23);
     const name = 'liquidator';
-    const assetPairHashes = [
-      liquidatorHelper.generateAssetPairHashes(wrappedETH.address, wrappedBTC.address),
-    ];
     const assetPairBounds = [
-      {min: ether(10 ** 4).toString(), max: ether(10 ** 6).toString()},
+      {
+        assetOne: wrappedETH.address,
+        assetTwo: wrappedBTC.address,
+        bounds: {lower: ether(10 ** 4).toString(), upper: ether(10 ** 6).toString()},
+      },
     ];
     liquidator = await deployTWAPLiquidatorAsync(
       web3,
@@ -175,7 +176,6 @@ describe('TWAPLiquidatorWrapper', () => {
       auctionPeriod,
       rangeStart,
       rangeEnd,
-      assetPairHashes,
       assetPairBounds,
       name
     );

yarn.lock

@@ -6594,10 +6594,36 @@ set-protocol-contract-utils@^1.0.3:
     web3-utils "1.0.0-beta.36"
     zos-lib "^2.4.2"
 
-set-protocol-contracts@1.4.9-beta, set-protocol-contracts@^1.4.9-beta:
-  version "1.4.9-beta"
-  resolved "https://registry.yarnpkg.com/set-protocol-contracts/-/set-protocol-contracts-1.4.9-beta.tgz#7907185d61451552916efa606b4a25e1d8df9ca6"
-  integrity sha512-D186K1DhlhRmIDRyHMmok/NtKZZqA2CSkkjTKYA0JDzuwgiASR5s4+LwRyRSZ7qJS+wnSRVMSUxOSo//c6kPNw==
+set-protocol-contract-utils@^1.0.4:
+  version "1.0.4"
+  resolved "https://registry.yarnpkg.com/set-protocol-contract-utils/-/set-protocol-contract-utils-1.0.4.tgz#ed70ce3b4fa187d6cde83f618100772ee7a854bd"
+  integrity sha512-+nqc/+OEbMFgq4f1l11Vvfq2ax9GT81xoyyr6owwAsf0p4uRGHEdrFKujlIBEDoEUCnkLzF3yvsU1j7VTTEnLA==
+  dependencies:
+    bn-chai "^1.0.1"
+    canonical-weth "^1.3.1"
+    dotenv "^6.2.0"
+    eth-gas-reporter "^0.1.10"
+    ethlint "^1.2.3"
+    expect "^24.1.0"
+    fs-extra "^5.0.0"
+    husky "^0.14.3"
+    lint-staged "^7.2.0"
+    module-alias "^2.1.0"
+    openzeppelin-solidity "^2.2"
+    set-protocol-utils "^1.0.0-beta.45"
+    tiny-promisify "^1.0.0"
+    truffle-flattener "^1.4.2"
+    ts-mocha "^6.0.0"
+    ts-node "^8.0.2"
+    tslint-eslint-rules "^5.3.1"
+    web3 "1.0.0-beta.36"
+    web3-utils "1.0.0-beta.36"
+    zos-lib "^2.4.2"
+
+set-protocol-contracts@1.4.11-beta:
+  version "1.4.11-beta"
+  resolved "https://registry.yarnpkg.com/set-protocol-contracts/-/set-protocol-contracts-1.4.11-beta.tgz#d7620308ba6b2d44b5bb4d7fa959445085f8db6e"
+  integrity sha512-irCc6hf37b24BlLNPCTCzkH1nwjGipITdw7w7QAr85lg45FJVYwd1LGsZ7hibd5JiPHz432fhPzhCZlQXuWm2w==
   dependencies:
     bn-chai "^1.0.1"
     canonical-weth "^1.3.1"
@@ -6611,7 +6637,7 @@ set-protocol-contracts@1.4.9-beta, set-protocol-contracts@^1.4.9-beta:
     minify-all "^1.2.2"
     module-alias "^2.1.0"
     openzeppelin-solidity "^2.2"
-    set-protocol-contract-utils "^1.0.3"
+    set-protocol-contract-utils "^1.0.4"
     set-protocol-oracles "^1.0.16"
     set-protocol-utils "^1.1.2"
     tiny-promisify "^1.0.0"
@@ -6652,6 +6678,35 @@ set-protocol-contracts@^1.4.5-beta:
     web3-utils "1.0.0-beta.36"
     zos-lib "^2.4.2"
 
+set-protocol-contracts@^1.4.9-beta:
+  version "1.4.9-beta"
+  resolved "https://registry.yarnpkg.com/set-protocol-contracts/-/set-protocol-contracts-1.4.9-beta.tgz#7907185d61451552916efa606b4a25e1d8df9ca6"
+  integrity sha512-D186K1DhlhRmIDRyHMmok/NtKZZqA2CSkkjTKYA0JDzuwgiASR5s4+LwRyRSZ7qJS+wnSRVMSUxOSo//c6kPNw==
+  dependencies:
+    bn-chai "^1.0.1"
+    canonical-weth "^1.3.1"
+    dotenv "^6.2.0"
+    eth-gas-reporter "^0.1.10"
+    ethlint "^1.2.3"
+    expect "^24.1.0"
+    fs-extra "^5.0.0"
+    husky "^0.14.3"
+    lint-staged "^7.2.0"
+    minify-all "^1.2.2"
+    module-alias "^2.1.0"
+    openzeppelin-solidity "^2.2"
+    set-protocol-contract-utils "^1.0.3"
+    set-protocol-oracles "^1.0.16"
+    set-protocol-utils "^1.1.2"
+    tiny-promisify "^1.0.0"
+    truffle-flattener "^1.4.0"
+    ts-mocha "^6.0.0"
+    ts-node "^8.0.2"
+    tslint-eslint-rules "^5.3.1"
+    web3 "1.0.0-beta.36"
+    web3-utils "1.0.0-beta.36"
+    zos-lib "^2.4.2"
+
 set-protocol-oracles@^1.0.16:
   version "1.0.16"
   resolved "https://registry.yarnpkg.com/set-protocol-oracles/-/set-protocol-oracles-1.0.16.tgz#15f1cb497feadc10673eb9193406bdd9c33ee3d6"