@alcorexchange/alcor-swap-sdk 1.0.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/.eslintignore +2 -0
- package/.eslintrc +12 -0
- package/LICENSE +21 -0
- package/build/entities/baseCurrency.js +27 -0
- package/build/entities/currency.js +2 -0
- package/build/entities/fractions/currencyAmount.js +80 -0
- package/build/entities/fractions/fraction.js +117 -0
- package/build/entities/fractions/index.js +11 -0
- package/build/entities/fractions/percent.js +46 -0
- package/build/entities/fractions/price.js +73 -0
- package/build/entities/index.js +26 -0
- package/build/entities/pool.js +248 -0
- package/build/entities/position.js +364 -0
- package/build/entities/route.js +70 -0
- package/build/entities/tick.js +23 -0
- package/build/entities/tickDataProvider.js +30 -0
- package/build/entities/tickListDataProvider.js +35 -0
- package/build/entities/token.js +53 -0
- package/build/entities/trade.js +464 -0
- package/build/index.js +19 -0
- package/build/internalConstants.js +54 -0
- package/build/utils/computeAllRoutes.js +39 -0
- package/build/utils/encodeSqrtRatioX64.js +21 -0
- package/build/utils/fullMath.js +22 -0
- package/build/utils/index.js +30 -0
- package/build/utils/isSorted.js +18 -0
- package/build/utils/liquidityMath.js +23 -0
- package/build/utils/maxLiquidityForAmounts.js +86 -0
- package/build/utils/mostSignificantBit.js +27 -0
- package/build/utils/nearestUsableTick.js +26 -0
- package/build/utils/positionLibrary.js +22 -0
- package/build/utils/priceTickConversions.js +51 -0
- package/build/utils/sortedInsert.js +39 -0
- package/build/utils/sqrt.js +33 -0
- package/build/utils/sqrtPriceMath.js +92 -0
- package/build/utils/swapMath.js +86 -0
- package/build/utils/tickLibrary.js +61 -0
- package/build/utils/tickList.js +110 -0
- package/build/utils/tickMath.js +122 -0
- package/jest.config.js +40 -0
- package/nodemon.json +6 -0
- package/package.json +51 -0
- package/src/entities/baseCurrency.ts +53 -0
- package/src/entities/currency.ts +3 -0
- package/src/entities/fractions/currencyAmount.ts +129 -0
- package/src/entities/fractions/fraction.ts +190 -0
- package/src/entities/fractions/index.ts +4 -0
- package/src/entities/fractions/percent.ts +54 -0
- package/src/entities/fractions/price.ts +127 -0
- package/src/entities/index.ts +11 -0
- package/src/entities/pool.ts +399 -0
- package/src/entities/position.ts +591 -0
- package/src/entities/route.ts +84 -0
- package/src/entities/tick.ts +48 -0
- package/src/entities/tickDataProvider.ts +43 -0
- package/src/entities/tickListDataProvider.ts +37 -0
- package/src/entities/token.ts +56 -0
- package/src/entities/trade.ts +650 -0
- package/src/index.ts +3 -0
- package/src/internalConstants.ts +58 -0
- package/src/utils/computeAllRoutes.ts +64 -0
- package/src/utils/encodeSqrtRatioX64.ts +20 -0
- package/src/utils/fullMath.ts +17 -0
- package/src/utils/index.ts +14 -0
- package/src/utils/isSorted.ts +17 -0
- package/src/utils/liquidityMath.ts +17 -0
- package/src/utils/maxLiquidityForAmounts.ts +127 -0
- package/src/utils/mostSignificantBit.ts +25 -0
- package/src/utils/nearestUsableTick.ts +23 -0
- package/src/utils/positionLibrary.ts +37 -0
- package/src/utils/priceTickConversions.ts +57 -0
- package/src/utils/sortedInsert.ts +35 -0
- package/src/utils/sqrt.ts +31 -0
- package/src/utils/sqrtPriceMath.ts +169 -0
- package/src/utils/swapMath.ts +175 -0
- package/src/utils/tickLibrary.ts +88 -0
- package/src/utils/tickList.ts +147 -0
- package/src/utils/tickMath.ts +166 -0
- package/test/bestTradeExactOut.test.ts +266 -0
- package/test/currencyAmount.test.js +92 -0
- package/test/currencyAmount.test.ts +114 -0
- package/test/encodeSqrtRatioX64.test.ts +33 -0
- package/test/fixtures/pools.json +276 -0
- package/test/fixtures/ticks.json +608 -0
- package/test/fraction.test.js +87 -0
- package/test/fraction.test.ts +176 -0
- package/test/isSorted.test.ts +52 -0
- package/test/maxLiquidityForAmounts.test copy.ts +256 -0
- package/test/mostSignificantBit.test.ts +32 -0
- package/test/nearestUsableTick.test.ts +54 -0
- package/test/percent.test.js +52 -0
- package/test/percent.test.ts +68 -0
- package/test/pool.test.ts +377 -0
- package/test/position.test.ts +579 -0
- package/test/positionLibrary.test.ts +31 -0
- package/test/price.test.js +57 -0
- package/test/price.test.ts +62 -0
- package/test/priceTickConversions.test.ts +137 -0
- package/test/sqrtPriceMath.test.ts +113 -0
- package/test/tick.test.js +22 -0
- package/test/tick.test.ts +28 -0
- package/test/tickDataProvider.test.ts +17 -0
- package/test/tickLibrary.test.ts +111 -0
- package/test/tickList.test.ts +215 -0
- package/test/tickListDataProvider.test.ts +64 -0
- package/test/tickMath.test.ts +66 -0
- package/test/token.test.ts +58 -0
- package/test/trade.test.ts +210 -0
- package/test2.ts +73 -0
- package/tsconfig.json +24 -0
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import { Token } from "entities/token";
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import { Percent } from "entities/fractions/percent";
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import JSBI from "jsbi";
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import { FeeAmount, TICK_SPACINGS } from "internalConstants";
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import { encodeSqrtRatioX64 } from "utils/encodeSqrtRatioX64";
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import { nearestUsableTick } from "utils/nearestUsableTick";
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import { TickMath } from "utils/tickMath";
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import { Pool } from "entities/pool";
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import { Position } from "entities/position";
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describe.skip("Position", () => {
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const USDC = new Token("contracta", 6, "USDC", "USD Coin");
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const DAI = new Token("contractb", 18, "DAI", "DAI Stablecoin");
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const POOL_SQRT_RATIO_START = encodeSqrtRatioX64(100e6, 100e18);
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const POOL_TICK_CURRENT = TickMath.getTickAtSqrtRatio(POOL_SQRT_RATIO_START);
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const TICK_SPACING = TICK_SPACINGS[FeeAmount.LOW];
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const DAI_USDC_POOL = new Pool({
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tokenA: DAI,
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tokenB: USDC,
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fee: FeeAmount.LOW,
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sqrtPriceX64: POOL_SQRT_RATIO_START,
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liquidity: 0,
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tickCurrent: POOL_TICK_CURRENT,
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ticks: []
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});
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it("can be constructed around 0 tick", () => {
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const position = new Position({
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pool: DAI_USDC_POOL,
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liquidity: 1,
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tickLower: -10,
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tickUpper: 10,
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});
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expect(position.liquidity).toEqual(JSBI.BigInt(1));
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});
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it("can use min and max ticks", () => {
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const position = new Position({
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pool: DAI_USDC_POOL,
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liquidity: 1,
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tickLower: nearestUsableTick(TickMath.MIN_TICK, TICK_SPACING),
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tickUpper: nearestUsableTick(TickMath.MAX_TICK, TICK_SPACING),
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});
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expect(position.liquidity).toEqual(JSBI.BigInt(1));
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});
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it("tick lower must be less than tick upper", () => {
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expect(
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() =>
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new Position({
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pool: DAI_USDC_POOL,
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liquidity: 1,
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tickLower: 10,
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tickUpper: -10,
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})
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).toThrow("TICK_ORDER");
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});
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it("tick lower cannot equal tick upper", () => {
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expect(
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() =>
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new Position({
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pool: DAI_USDC_POOL,
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liquidity: 1,
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tickLower: -10,
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tickUpper: -10,
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})
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).toThrow("TICK_ORDER");
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});
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it("tick lower must be multiple of tick spacing", () => {
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expect(
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() =>
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new Position({
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pool: DAI_USDC_POOL,
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liquidity: 1,
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tickLower: -5,
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tickUpper: 10,
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})
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).toThrow("TICK_LOWER");
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});
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it("tick lower must be greater than MIN_TICK", () => {
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expect(
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() =>
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new Position({
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pool: DAI_USDC_POOL,
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liquidity: 1,
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tickLower:
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nearestUsableTick(TickMath.MIN_TICK, TICK_SPACING) - TICK_SPACING,
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tickUpper: 10,
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})
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).toThrow("TICK_LOWER");
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});
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it("tick upper must be multiple of tick spacing", () => {
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expect(
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() =>
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new Position({
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pool: DAI_USDC_POOL,
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liquidity: 1,
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tickLower: -10,
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tickUpper: 15,
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})
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).toThrow("TICK_UPPER");
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});
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it("tick upper must be less than MAX_TICK", () => {
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expect(
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() =>
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new Position({
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pool: DAI_USDC_POOL,
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liquidity: 1,
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tickLower: -10,
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tickUpper:
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nearestUsableTick(TickMath.MAX_TICK, TICK_SPACING) + TICK_SPACING,
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})
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).toThrow("TICK_UPPER");
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});
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describe("#amountA", () => {
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it("is correct for price above", () => {
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expect(
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new Position({
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pool: DAI_USDC_POOL,
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liquidity: 100e12,
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tickLower:
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nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
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tickUpper:
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nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
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TICK_SPACING * 2,
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}).amountA.quotient.toString()
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).toEqual("49949961958869841");
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});
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it("is correct for price below", () => {
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expect(
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new Position({
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pool: DAI_USDC_POOL,
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liquidity: 100e18,
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tickLower:
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nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
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TICK_SPACING * 2,
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tickUpper:
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nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) - TICK_SPACING,
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}).amountA.quotient.toString()
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).toEqual("0");
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});
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it("is correct for in-range position", () => {
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expect(
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new Position({
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pool: DAI_USDC_POOL,
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liquidity: 100e18,
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tickLower:
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nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
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TICK_SPACING * 2,
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tickUpper:
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nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
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TICK_SPACING * 2,
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}).amountA.quotient.toString()
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).toEqual("120054069145287995769396");
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});
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});
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describe("#amountB", () => {
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it("is correct for price above", () => {
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expect(
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new Position({
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pool: DAI_USDC_POOL,
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liquidity: 100e18,
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tickLower:
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nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
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tickUpper:
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nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
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TICK_SPACING * 2,
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}).amountB.quotient.toString()
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).toEqual("0");
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});
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it("is correct for price below", () => {
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expect(
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new Position({
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pool: DAI_USDC_POOL,
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liquidity: 100e18,
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tickLower:
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nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
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TICK_SPACING * 2,
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tickUpper:
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nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) - TICK_SPACING,
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}).amountB.quotient.toString()
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).toEqual("49970077052");
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});
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it("is correct for in-range position", () => {
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expect(
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new Position({
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pool: DAI_USDC_POOL,
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liquidity: 100e18,
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tickLower:
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nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
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TICK_SPACING * 2,
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tickUpper:
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nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
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TICK_SPACING * 2,
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}).amountB.quotient.toString()
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).toEqual("79831926242");
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});
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});
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describe("#mintAmountsWithSlippage", () => {
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describe("0 slippage", () => {
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const slippageTolerance = new Percent(0);
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it("is correct for positions below", () => {
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const position = new Position({
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pool: DAI_USDC_POOL,
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liquidity: 100e18,
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tickLower:
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nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
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tickUpper:
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nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
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TICK_SPACING * 2,
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});
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const { amountA, amountB } =
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position.mintAmountsWithSlippage(slippageTolerance);
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expect(amountA.toString()).toEqual("49949961958869841738198");
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expect(amountB.toString()).toEqual("0");
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});
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it("is correct for positions above", () => {
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const position = new Position({
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pool: DAI_USDC_POOL,
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liquidity: 100e18,
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tickLower:
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nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
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TICK_SPACING * 2,
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tickUpper:
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nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) - TICK_SPACING,
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});
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const { amountA, amountB } =
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position.mintAmountsWithSlippage(slippageTolerance);
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expect(amountA.toString()).toEqual("0");
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expect(amountB.toString()).toEqual("49970077053");
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});
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it("is correct for positions within", () => {
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+
const position = new Position({
|
|
247
|
+
pool: DAI_USDC_POOL,
|
|
248
|
+
liquidity: 100e18,
|
|
249
|
+
tickLower:
|
|
250
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
|
|
251
|
+
TICK_SPACING * 2,
|
|
252
|
+
tickUpper:
|
|
253
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
|
|
254
|
+
TICK_SPACING * 2,
|
|
255
|
+
});
|
|
256
|
+
|
|
257
|
+
const { amountA, amountB } =
|
|
258
|
+
position.mintAmountsWithSlippage(slippageTolerance);
|
|
259
|
+
expect(amountA.toString()).toEqual("120054069145287995740584");
|
|
260
|
+
expect(amountB.toString()).toEqual("79831926243");
|
|
261
|
+
});
|
|
262
|
+
});
|
|
263
|
+
|
|
264
|
+
describe(".05% slippage", () => {
|
|
265
|
+
const slippageTolerance = new Percent(5, 10000);
|
|
266
|
+
|
|
267
|
+
it("is correct for positions below", () => {
|
|
268
|
+
const position = new Position({
|
|
269
|
+
pool: DAI_USDC_POOL,
|
|
270
|
+
liquidity: 100e18,
|
|
271
|
+
tickLower:
|
|
272
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
|
|
273
|
+
tickUpper:
|
|
274
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
|
|
275
|
+
TICK_SPACING * 2,
|
|
276
|
+
});
|
|
277
|
+
|
|
278
|
+
const { amountA, amountB } =
|
|
279
|
+
position.mintAmountsWithSlippage(slippageTolerance);
|
|
280
|
+
expect(amountA.toString()).toEqual("49949961958869841738198");
|
|
281
|
+
expect(amountB.toString()).toEqual("0");
|
|
282
|
+
});
|
|
283
|
+
|
|
284
|
+
it("is correct for positions above", () => {
|
|
285
|
+
const position = new Position({
|
|
286
|
+
pool: DAI_USDC_POOL,
|
|
287
|
+
liquidity: 100e18,
|
|
288
|
+
tickLower:
|
|
289
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
|
|
290
|
+
TICK_SPACING * 2,
|
|
291
|
+
tickUpper:
|
|
292
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) - TICK_SPACING,
|
|
293
|
+
});
|
|
294
|
+
|
|
295
|
+
const { amountA, amountB } =
|
|
296
|
+
position.mintAmountsWithSlippage(slippageTolerance);
|
|
297
|
+
expect(amountA.toString()).toEqual("0");
|
|
298
|
+
expect(amountB.toString()).toEqual("49970077053");
|
|
299
|
+
});
|
|
300
|
+
|
|
301
|
+
it("is correct for positions within", () => {
|
|
302
|
+
const position = new Position({
|
|
303
|
+
pool: DAI_USDC_POOL,
|
|
304
|
+
liquidity: 100e18,
|
|
305
|
+
tickLower:
|
|
306
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
|
|
307
|
+
TICK_SPACING * 2,
|
|
308
|
+
tickUpper:
|
|
309
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
|
|
310
|
+
TICK_SPACING * 2,
|
|
311
|
+
});
|
|
312
|
+
|
|
313
|
+
const { amountA, amountB } =
|
|
314
|
+
position.mintAmountsWithSlippage(slippageTolerance);
|
|
315
|
+
expect(amountA.toString()).toEqual("95063440240746211432007");
|
|
316
|
+
expect(amountB.toString()).toEqual("54828800461");
|
|
317
|
+
});
|
|
318
|
+
});
|
|
319
|
+
|
|
320
|
+
describe("5% slippage tolerance", () => {
|
|
321
|
+
const slippageTolerance = new Percent(5, 100);
|
|
322
|
+
|
|
323
|
+
it("is correct for pool at min price", () => {
|
|
324
|
+
const position = new Position({
|
|
325
|
+
pool: new Pool({
|
|
326
|
+
tokenA: DAI,
|
|
327
|
+
tokenB: USDC,
|
|
328
|
+
fee: FeeAmount.LOW,
|
|
329
|
+
sqrtPriceX64: TickMath.MIN_SQRT_RATIO,
|
|
330
|
+
liquidity: 0,
|
|
331
|
+
tickCurrent: TickMath.MIN_TICK,
|
|
332
|
+
ticks: []
|
|
333
|
+
}),
|
|
334
|
+
liquidity: 100e18,
|
|
335
|
+
tickLower:
|
|
336
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
|
|
337
|
+
tickUpper:
|
|
338
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
|
|
339
|
+
TICK_SPACING * 2,
|
|
340
|
+
});
|
|
341
|
+
|
|
342
|
+
const { amountA, amountB } =
|
|
343
|
+
position.burnAmountsWithSlippage(slippageTolerance);
|
|
344
|
+
expect(amountA.toString()).toEqual("49949961958869841754181");
|
|
345
|
+
expect(amountB.toString()).toEqual("0");
|
|
346
|
+
});
|
|
347
|
+
|
|
348
|
+
it("is correct for pool at max price", () => {
|
|
349
|
+
const position = new Position({
|
|
350
|
+
pool: new Pool({
|
|
351
|
+
tokenA: DAI,
|
|
352
|
+
tokenB: USDC,
|
|
353
|
+
fee: FeeAmount.LOW,
|
|
354
|
+
sqrtPriceX64: JSBI.subtract(TickMath.MAX_SQRT_RATIO, JSBI.BigInt(1)),
|
|
355
|
+
liquidity: 0,
|
|
356
|
+
tickCurrent: TickMath.MAX_TICK - 1,
|
|
357
|
+
ticks: []
|
|
358
|
+
}),
|
|
359
|
+
liquidity: 100e18,
|
|
360
|
+
tickLower:
|
|
361
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
|
|
362
|
+
tickUpper:
|
|
363
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
|
|
364
|
+
TICK_SPACING * 2,
|
|
365
|
+
});
|
|
366
|
+
|
|
367
|
+
const { amountA, amountB } =
|
|
368
|
+
position.burnAmountsWithSlippage(slippageTolerance);
|
|
369
|
+
expect(amountA.toString()).toEqual("0");
|
|
370
|
+
expect(amountB.toString()).toEqual("50045084659");
|
|
371
|
+
});
|
|
372
|
+
});
|
|
373
|
+
});
|
|
374
|
+
|
|
375
|
+
describe("#burnAmountsWithSlippage", () => {
|
|
376
|
+
describe("0 slippage", () => {
|
|
377
|
+
const slippageTolerance = new Percent(0);
|
|
378
|
+
|
|
379
|
+
it("is correct for positions below", () => {
|
|
380
|
+
const position = new Position({
|
|
381
|
+
pool: DAI_USDC_POOL,
|
|
382
|
+
liquidity: 100e18,
|
|
383
|
+
tickLower:
|
|
384
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
|
|
385
|
+
tickUpper:
|
|
386
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
|
|
387
|
+
TICK_SPACING * 2,
|
|
388
|
+
});
|
|
389
|
+
|
|
390
|
+
const { amountA, amountB } =
|
|
391
|
+
position.burnAmountsWithSlippage(slippageTolerance);
|
|
392
|
+
expect(amountA.toString()).toEqual("49949961958869841754181");
|
|
393
|
+
expect(amountB.toString()).toEqual("0");
|
|
394
|
+
});
|
|
395
|
+
|
|
396
|
+
it("is correct for positions above", () => {
|
|
397
|
+
const position = new Position({
|
|
398
|
+
pool: DAI_USDC_POOL,
|
|
399
|
+
liquidity: 100e18,
|
|
400
|
+
tickLower:
|
|
401
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
|
|
402
|
+
TICK_SPACING * 2,
|
|
403
|
+
tickUpper:
|
|
404
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) - TICK_SPACING,
|
|
405
|
+
});
|
|
406
|
+
|
|
407
|
+
const { amountA, amountB } =
|
|
408
|
+
position.burnAmountsWithSlippage(slippageTolerance);
|
|
409
|
+
expect(amountA.toString()).toEqual("0");
|
|
410
|
+
expect(amountB.toString()).toEqual("49970077052");
|
|
411
|
+
});
|
|
412
|
+
|
|
413
|
+
it("is correct for positions within", () => {
|
|
414
|
+
const position = new Position({
|
|
415
|
+
pool: DAI_USDC_POOL,
|
|
416
|
+
liquidity: 100e18,
|
|
417
|
+
tickLower:
|
|
418
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
|
|
419
|
+
TICK_SPACING * 2,
|
|
420
|
+
tickUpper:
|
|
421
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
|
|
422
|
+
TICK_SPACING * 2,
|
|
423
|
+
});
|
|
424
|
+
|
|
425
|
+
const { amountA, amountB } =
|
|
426
|
+
position.burnAmountsWithSlippage(slippageTolerance);
|
|
427
|
+
expect(amountA.toString()).toEqual("120054069145287995769396");
|
|
428
|
+
expect(amountB.toString()).toEqual("79831926242");
|
|
429
|
+
});
|
|
430
|
+
});
|
|
431
|
+
|
|
432
|
+
describe(".05% slippage", () => {
|
|
433
|
+
const slippageTolerance = new Percent(5, 10000);
|
|
434
|
+
|
|
435
|
+
it("is correct for positions below", () => {
|
|
436
|
+
const position = new Position({
|
|
437
|
+
pool: DAI_USDC_POOL,
|
|
438
|
+
liquidity: 100e18,
|
|
439
|
+
tickLower:
|
|
440
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
|
|
441
|
+
tickUpper:
|
|
442
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
|
|
443
|
+
TICK_SPACING * 2,
|
|
444
|
+
});
|
|
445
|
+
const { amountA, amountB } =
|
|
446
|
+
position.burnAmountsWithSlippage(slippageTolerance);
|
|
447
|
+
expect(amountA.toString()).toEqual("49949961958869841754181");
|
|
448
|
+
expect(amountB.toString()).toEqual("0");
|
|
449
|
+
});
|
|
450
|
+
|
|
451
|
+
it("is correct for positions above", () => {
|
|
452
|
+
const position = new Position({
|
|
453
|
+
pool: DAI_USDC_POOL,
|
|
454
|
+
liquidity: 100e18,
|
|
455
|
+
tickLower:
|
|
456
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
|
|
457
|
+
TICK_SPACING * 2,
|
|
458
|
+
tickUpper:
|
|
459
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) - TICK_SPACING,
|
|
460
|
+
});
|
|
461
|
+
const { amountA, amountB } =
|
|
462
|
+
position.burnAmountsWithSlippage(slippageTolerance);
|
|
463
|
+
expect(amountA.toString()).toEqual("0");
|
|
464
|
+
expect(amountB.toString()).toEqual("49970077052");
|
|
465
|
+
});
|
|
466
|
+
|
|
467
|
+
it("is correct for positions within", () => {
|
|
468
|
+
const position = new Position({
|
|
469
|
+
pool: DAI_USDC_POOL,
|
|
470
|
+
liquidity: 100e18,
|
|
471
|
+
tickLower:
|
|
472
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
|
|
473
|
+
TICK_SPACING * 2,
|
|
474
|
+
tickUpper:
|
|
475
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
|
|
476
|
+
TICK_SPACING * 2,
|
|
477
|
+
});
|
|
478
|
+
const { amountA, amountB } =
|
|
479
|
+
position.burnAmountsWithSlippage(slippageTolerance);
|
|
480
|
+
expect(amountA.toString()).toEqual("95063440240746211454822");
|
|
481
|
+
expect(amountB.toString()).toEqual("54828800460");
|
|
482
|
+
});
|
|
483
|
+
});
|
|
484
|
+
|
|
485
|
+
describe("5% slippage tolerance", () => {
|
|
486
|
+
const slippageTolerance = new Percent(5, 100);
|
|
487
|
+
|
|
488
|
+
it("is correct for pool at min price", () => {
|
|
489
|
+
const position = new Position({
|
|
490
|
+
pool: new Pool({
|
|
491
|
+
tokenA: DAI,
|
|
492
|
+
tokenB: USDC,
|
|
493
|
+
fee: FeeAmount.LOW,
|
|
494
|
+
sqrtPriceX64: TickMath.MIN_SQRT_RATIO,
|
|
495
|
+
liquidity: 0,
|
|
496
|
+
tickCurrent: TickMath.MIN_TICK,
|
|
497
|
+
ticks: []
|
|
498
|
+
}),
|
|
499
|
+
liquidity: 100e18,
|
|
500
|
+
tickLower:
|
|
501
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
|
|
502
|
+
tickUpper:
|
|
503
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
|
|
504
|
+
TICK_SPACING * 2,
|
|
505
|
+
});
|
|
506
|
+
|
|
507
|
+
const { amountA, amountB } =
|
|
508
|
+
position.mintAmountsWithSlippage(slippageTolerance);
|
|
509
|
+
expect(amountA.toString()).toEqual("49949961958869841738198");
|
|
510
|
+
expect(amountB.toString()).toEqual("0");
|
|
511
|
+
});
|
|
512
|
+
|
|
513
|
+
it("is correct for pool at max price", () => {
|
|
514
|
+
const position = new Position({
|
|
515
|
+
pool: new Pool({
|
|
516
|
+
tokenA: DAI,
|
|
517
|
+
tokenB: USDC,
|
|
518
|
+
fee: FeeAmount.LOW,
|
|
519
|
+
sqrtPriceX64: JSBI.subtract(TickMath.MAX_SQRT_RATIO, JSBI.BigInt(1)),
|
|
520
|
+
liquidity: 0,
|
|
521
|
+
tickCurrent: TickMath.MAX_TICK - 1,
|
|
522
|
+
ticks: []
|
|
523
|
+
}),
|
|
524
|
+
liquidity: 100e18,
|
|
525
|
+
tickLower:
|
|
526
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
|
|
527
|
+
tickUpper:
|
|
528
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
|
|
529
|
+
TICK_SPACING * 2,
|
|
530
|
+
});
|
|
531
|
+
|
|
532
|
+
const { amountA, amountB } =
|
|
533
|
+
position.mintAmountsWithSlippage(slippageTolerance);
|
|
534
|
+
expect(amountA.toString()).toEqual("0");
|
|
535
|
+
expect(amountB.toString()).toEqual("50045084660");
|
|
536
|
+
});
|
|
537
|
+
});
|
|
538
|
+
});
|
|
539
|
+
|
|
540
|
+
describe("#mintAmounts", () => {
|
|
541
|
+
it("is correct for price above", () => {
|
|
542
|
+
const { amountA, amountB } = new Position({
|
|
543
|
+
pool: DAI_USDC_POOL,
|
|
544
|
+
liquidity: 100e18,
|
|
545
|
+
tickLower:
|
|
546
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
|
|
547
|
+
tickUpper:
|
|
548
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING * 2,
|
|
549
|
+
}).mintAmounts;
|
|
550
|
+
expect(amountA.toString()).toEqual("49949961958869841754182");
|
|
551
|
+
expect(amountB.toString()).toEqual("0");
|
|
552
|
+
});
|
|
553
|
+
it("is correct for price below", () => {
|
|
554
|
+
const { amountA, amountB } = new Position({
|
|
555
|
+
pool: DAI_USDC_POOL,
|
|
556
|
+
liquidity: 100e18,
|
|
557
|
+
tickLower:
|
|
558
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) - TICK_SPACING * 2,
|
|
559
|
+
tickUpper:
|
|
560
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) - TICK_SPACING,
|
|
561
|
+
}).mintAmounts;
|
|
562
|
+
expect(amountA.toString()).toEqual("0");
|
|
563
|
+
expect(amountB.toString()).toEqual("49970077053");
|
|
564
|
+
});
|
|
565
|
+
it("is correct for in-range position", () => {
|
|
566
|
+
const { amountA, amountB } = new Position({
|
|
567
|
+
pool: DAI_USDC_POOL,
|
|
568
|
+
liquidity: 100e18,
|
|
569
|
+
tickLower:
|
|
570
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) - TICK_SPACING * 2,
|
|
571
|
+
tickUpper:
|
|
572
|
+
nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING * 2,
|
|
573
|
+
}).mintAmounts;
|
|
574
|
+
// note these are rounded up
|
|
575
|
+
expect(amountA.toString()).toEqual("120054069145287995769397");
|
|
576
|
+
expect(amountB.toString()).toEqual("79831926243");
|
|
577
|
+
});
|
|
578
|
+
});
|
|
579
|
+
});
|
|
@@ -0,0 +1,31 @@
|
|
|
1
|
+
import JSBI from "jsbi";
|
|
2
|
+
import { PositionLibrary } from "utils/positionLibrary";
|
|
3
|
+
import { ZERO } from "internalConstants";
|
|
4
|
+
|
|
5
|
+
describe("PositionLibrary", () => {
|
|
6
|
+
describe("#getTokensOwed", () => {
|
|
7
|
+
it("0", () => {
|
|
8
|
+
const [tokensOwed0, tokensOwed1] = PositionLibrary.getTokensOwed(
|
|
9
|
+
ZERO,
|
|
10
|
+
ZERO,
|
|
11
|
+
ZERO,
|
|
12
|
+
ZERO,
|
|
13
|
+
ZERO
|
|
14
|
+
);
|
|
15
|
+
expect(tokensOwed0).toEqual(ZERO);
|
|
16
|
+
expect(tokensOwed1).toEqual(ZERO);
|
|
17
|
+
});
|
|
18
|
+
|
|
19
|
+
it("non-0", () => {
|
|
20
|
+
const [tokensOwed0, tokensOwed1] = PositionLibrary.getTokensOwed(
|
|
21
|
+
ZERO,
|
|
22
|
+
ZERO,
|
|
23
|
+
JSBI.BigInt(1),
|
|
24
|
+
JSBI.exponentiate(JSBI.BigInt(2), JSBI.BigInt(64)),
|
|
25
|
+
JSBI.exponentiate(JSBI.BigInt(2), JSBI.BigInt(64))
|
|
26
|
+
);
|
|
27
|
+
expect(tokensOwed0).toEqual(JSBI.BigInt(1));
|
|
28
|
+
expect(tokensOwed1).toEqual(JSBI.BigInt(1));
|
|
29
|
+
});
|
|
30
|
+
});
|
|
31
|
+
});
|
|
@@ -0,0 +1,57 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
const token_1 = require("entities/token");
|
|
4
|
+
const currencyAmount_1 = require("../src/entities/fractions/currencyAmount");
|
|
5
|
+
const price_1 = require("../src/entities/fractions/price");
|
|
6
|
+
describe("Price", () => {
|
|
7
|
+
const CONTRACT_ZERO = "contracta";
|
|
8
|
+
const CONTRACT_ONE = "contractb";
|
|
9
|
+
const t0 = new token_1.Token(CONTRACT_ZERO, 8, "ABC");
|
|
10
|
+
const t0_6 = new token_1.Token(CONTRACT_ZERO, 6, "BCD");
|
|
11
|
+
const t1 = new token_1.Token(CONTRACT_ONE, 8, "EFG");
|
|
12
|
+
describe("#constructor", () => {
|
|
13
|
+
it("array format works", () => {
|
|
14
|
+
const price = new price_1.Price(t0, t1, 1, 54321);
|
|
15
|
+
expect(price.toSignificant(5)).toEqual("54321");
|
|
16
|
+
expect(price.baseCurrency.equals(t0));
|
|
17
|
+
expect(price.quoteCurrency.equals(t1));
|
|
18
|
+
});
|
|
19
|
+
it("object format works", () => {
|
|
20
|
+
const price = new price_1.Price({
|
|
21
|
+
baseAmount: currencyAmount_1.CurrencyAmount.fromRawAmount(t0, 1),
|
|
22
|
+
quoteAmount: currencyAmount_1.CurrencyAmount.fromRawAmount(t1, 54321),
|
|
23
|
+
});
|
|
24
|
+
expect(price.toSignificant(5)).toEqual("54321");
|
|
25
|
+
expect(price.baseCurrency.equals(t0));
|
|
26
|
+
expect(price.quoteCurrency.equals(t1));
|
|
27
|
+
});
|
|
28
|
+
});
|
|
29
|
+
describe("#quote", () => {
|
|
30
|
+
it("returns correct value", () => {
|
|
31
|
+
const price = new price_1.Price(t0, t1, 1, 5);
|
|
32
|
+
expect(price.quote(currencyAmount_1.CurrencyAmount.fromRawAmount(t0, 10))).toEqual(currencyAmount_1.CurrencyAmount.fromRawAmount(t1, 50));
|
|
33
|
+
});
|
|
34
|
+
});
|
|
35
|
+
describe("#toSignificant", () => {
|
|
36
|
+
it("no decimals", () => {
|
|
37
|
+
const p = new price_1.Price(t0, t1, 123, 456);
|
|
38
|
+
expect(p.toSignificant(4)).toEqual("3.707");
|
|
39
|
+
});
|
|
40
|
+
it("no decimals flip ratio", () => {
|
|
41
|
+
const p = new price_1.Price(t0, t1, 456, 123);
|
|
42
|
+
expect(p.toSignificant(4)).toEqual("0.2697");
|
|
43
|
+
});
|
|
44
|
+
it("with decimal difference", () => {
|
|
45
|
+
const p = new price_1.Price(t0_6, t1, 123, 456);
|
|
46
|
+
expect(p.toSignificant(4)).toEqual("0.03707");
|
|
47
|
+
});
|
|
48
|
+
it("with decimal difference flipped", () => {
|
|
49
|
+
const p = new price_1.Price(t0_6, t1, 456, 123);
|
|
50
|
+
expect(p.toSignificant(4)).toEqual("0.002697");
|
|
51
|
+
});
|
|
52
|
+
it("with decimal difference flipped base quote flipped", () => {
|
|
53
|
+
const p = new price_1.Price(t1, t0_6, 456, 123);
|
|
54
|
+
expect(p.toSignificant(4)).toEqual("26.97");
|
|
55
|
+
});
|
|
56
|
+
});
|
|
57
|
+
});
|