1  pragma solidity >=0.6.0;
 2  
 3  import "truffle/Assert.sol";
 4  import "../../../contracts/utils/MoreMath.sol";
 5  import "./Base.t.sol";
 6  
 7  contract TestExpectedPayout is Base {
 8  
 9      function testSingleOptionExpectedPayout() public {
10  
11          int step = 30e18;
12          depositTokens(address(bob), upperVol);
13  
14  
15          addSymbol(uint(ethInitialPrice), time.getNow() + 1 days);
16          (bool success1,) = address(bob).call(
17              abi.encodePacked(
18                  bob.writeOption.selector,
19                  abi.encode(CALL, ethInitialPrice, 1 days, pool)
20              )
21          );
22  
23  
24          feed.setPrice(ethInitialPrice - step);
25          Assert.equal(exchange.calcExpectedPayout(address(bob)), 0, "bob payout below strike");
26          Assert.equal(exchange.calcExpectedPayout(pool), 0, "alice payout below strike");
27  
28          feed.setPrice(ethInitialPrice);
29          Assert.equal(exchange.calcExpectedPayout(address(bob)), 0, "bob payout at strike");
30          Assert.equal(exchange.calcExpectedPayout(pool), 0, "alice payout at strike");
31          
32          feed.setPrice(ethInitialPrice + step);
33          Assert.equal(exchange.calcExpectedPayout(address(bob)), -step, "bob payout above strike");
34          Assert.equal(exchange.calcExpectedPayout(pool), step, "alice payout above strike");
35      }
36  
37      function testOptionsPortifolioExpectedPayout() public {
38  
39          int step = 30e18;
40          depositTokens(address(bob), 15 * upperVol);
41          
42          //address _tk1 = bob.writeOptions(3, CALL, ethInitialPrice, 5 days, pool);
43          //bob.transferOptions(address(alice), _tk1, 3);
44  
45          addSymbol(uint(ethInitialPrice), time.getNow() + 5 days);
46          (bool success1,) = address(bob).call(
47              abi.encodePacked(
48                  bob.writeOptions.selector,
49                  abi.encode(3, CALL, ethInitialPrice, 5 days, pool)
50              )
51          );
52          
53          //address _tk2 = bob.writeOption(PUT, ethInitialPrice + step, 5 days, pool);
54          //bob.transferOptions(address(alice), _tk2, 1);
55  
56          addSymbol(uint(ethInitialPrice), time.getNow() + 1 days);
57          (bool success2,) = address(bob).call(
58              abi.encodePacked(
59                  bob.writeOption.selector,
60                  abi.encode(PUT, ethInitialPrice+step, 5 days, pool)
61              )
62          );
63  
64          feed.setPrice(ethInitialPrice - step);
65          Assert.equal(exchange.calcExpectedPayout(address(bob)), -2 * step, "bob payout below strike");
66          Assert.equal(exchange.calcExpectedPayout(address(alice)), 2 * step, "alice payout below strike");
67  
68          feed.setPrice(ethInitialPrice);
69          Assert.equal(exchange.calcExpectedPayout(address(bob)), -step, "bob payout at strike");
70          Assert.equal(exchange.calcExpectedPayout(address(alice)), step, "alice payout at strike");
71          
72          feed.setPrice(ethInitialPrice + step);
73          Assert.equal(exchange.calcExpectedPayout(address(bob)), -3 * step, "bob payout above strike");
74          Assert.equal(exchange.calcExpectedPayout(address(alice)), 3 * step, "alice payout above strike");
75      }
76  }