@indigo-labs/indigo-sdk 0.2.42 → 0.3.1

package/tests/pyth/pyth-indigo.test.ts

@@ -0,0 +1,509 @@
+import { beforeEach, describe, test, expect } from 'vitest';
+import { IndigoTestContext, runAndAwaitTx } from '../test-helpers';
+import {
+  EXAMPLE_TOKEN_1,
+  EXAMPLE_TOKEN_2,
+  EXAMPLE_TOKEN_3,
+  MAINNET_PROTOCOL_PARAMETERS,
+} from '../indigo-test-helpers';
+import {
+  addAssets,
+  Emulator,
+  fromHex,
+  fromText,
+  generateEmulatorAccount,
+  generateEmulatorAccountFromPrivateKey,
+  Lucid,
+  slotToUnixTime,
+  toHex,
+} from '@lucid-evolution/lucid';
+import {
+  adaAssetClass,
+  AssetClass,
+  mkAssetsOf,
+  mkLovelacesOf,
+} from '@3rd-eye-labs/cardano-offchain-common';
+import {
+  DEFAULT_INTEREST,
+  DEFAULT_PRICE,
+  ibtcInitialAssetCfgWithPyth,
+  iethInitialAssetCfgWithPyth,
+  iusdInitialAssetCfgWithPyth,
+  mkBaseCollateralAsset,
+} from '../mock/assets-mock';
+import { runFreezeCdp, runOpenCdp, runWithdrawCdp } from '../cdp/actions';
+import { benchmarkAndAwaitTx } from '../utils/benchmark-utils';
+import { addrDetails, MIN_ROB_COLLATERAL_AMT, openRob } from '../../src';
+import { ParsedFeedPayload } from '@pythnetwork/pyth-lazer-sdk';
+import { createPythMessage } from './helpers';
+import { findSingleRob } from '../rob/rob-queries';
+import { expectValue } from '../utils/asserts';
+import { runRedeemRob } from '../rob/actions';
+import { rationalFromInt } from '../../src/types/rational';
+import { init } from '../endpoints/initialize';
+
+const collateralAssetA: AssetClass = {
+  currencySymbol: fromHex(
+    // random generated
+    'cc072059ae741791b7b9c23d9baea6a0b0d764dec617ce7e027a8dea',
+  ),
+  tokenName: fromHex(fromText('A')),
+};
+
+describe('Pyth > Indigo', () => {
+  beforeEach<IndigoTestContext>(async (context: IndigoTestContext) => {
+    context.users = {
+      admin: generateEmulatorAccount(
+        addAssets(
+          mkLovelacesOf(100_000_000_000_000n),
+          mkAssetsOf(EXAMPLE_TOKEN_1, 1_000_000_000_000_000n),
+          mkAssetsOf(collateralAssetA, 100_000_000n),
+        ),
+      ),
+      user: generateEmulatorAccount(
+        addAssets(
+          mkLovelacesOf(100_000_000_000_000n),
+          mkAssetsOf(EXAMPLE_TOKEN_1, 1_000_000_000_000_000n),
+          mkAssetsOf(EXAMPLE_TOKEN_2, 1_000_000_000_000_000n),
+          mkAssetsOf(EXAMPLE_TOKEN_3, 1_000_000_000_000_000n),
+        ),
+      ),
+      user2: generateEmulatorAccount({
+        lovelace: BigInt(100_000_000_000_000),
+      }),
+      withdrawalAccount: generateEmulatorAccountFromPrivateKey({}),
+    };
+
+    context.emulator = new Emulator(
+      [
+        context.users.admin,
+        context.users.user,
+        context.users.user2,
+        context.users.withdrawalAccount,
+      ],
+      MAINNET_PROTOCOL_PARAMETERS,
+    );
+    context.lucid = await Lucid(context.emulator, 'Custom');
+    context.lucid.selectWallet.fromSeed(context.users.admin.seedPhrase);
+
+    const [systemParams, assetConfigs] = await init(
+      context.lucid,
+      [],
+      context.emulator.slot,
+      (pythStateNft: AssetClass) => [
+        iusdInitialAssetCfgWithPyth(pythStateNft, (pythStatePolicyId) => [
+          mkBaseCollateralAsset(
+            adaAssetClass,
+            DEFAULT_INTEREST,
+            DEFAULT_PRICE,
+            0n,
+            pythStatePolicyId,
+            {
+              tag: 'value',
+              val: { priceFeedId: 1 },
+            },
+          ),
+        ]),
+        iethInitialAssetCfgWithPyth(pythStateNft, (pythStatePolicyId) => [
+          mkBaseCollateralAsset(
+            collateralAssetA,
+            DEFAULT_INTEREST,
+            DEFAULT_PRICE,
+            0n,
+            pythStatePolicyId,
+            {
+              tag: 'value',
+              val: { priceFeedId: 2 },
+            },
+          ),
+        ]),
+        ibtcInitialAssetCfgWithPyth(pythStateNft, (pythStatePolicyId) => [
+          mkBaseCollateralAsset(
+            adaAssetClass,
+            DEFAULT_INTEREST,
+            DEFAULT_PRICE,
+            0n,
+            pythStatePolicyId,
+            {
+              tag: 'divide',
+              val: [
+                { tag: 'value', val: { priceFeedId: 1 } },
+                { tag: 'value', val: { priceFeedId: 2 } },
+              ],
+            },
+          ),
+        ]),
+      ],
+    );
+
+    context.systemParams = systemParams;
+    context.assetConfigs = assetConfigs;
+  });
+
+  test('Open CDP - Direct Price Value (ada collateral)', async (context: IndigoTestContext) => {
+    const currentTime = BigInt(
+      slotToUnixTime(context.lucid.config().network!, context.emulator.slot),
+    );
+
+    const iUsdFeed: ParsedFeedPayload = {
+      priceFeedId: 1,
+      price: '1000000',
+      exponent: -6,
+    };
+    const message = await createPythMessage([iUsdFeed], currentTime * 1_000n);
+
+    await benchmarkAndAwaitTx(
+      'Pyth - CDP - Direct Price Value (ADA collateral)',
+      await runOpenCdp(
+        context,
+        context.systemParams,
+        'iUSD',
+        adaAssetClass,
+        10_000_000n,
+        500_000n,
+        toHex(message),
+      ),
+      context.lucid,
+      context.emulator,
+    );
+  });
+
+  test('Open CDP - Direct Price Value (non-ADA collateral)', async (context: IndigoTestContext) => {
+    const currentTime = BigInt(
+      slotToUnixTime(context.lucid.config().network!, context.emulator.slot),
+    );
+
+    const iEthFeed: ParsedFeedPayload = {
+      priceFeedId: 2,
+      price: '1000000',
+      exponent: -6,
+      feedUpdateTimestamp: Number(currentTime) * 1000,
+    };
+    const message = await createPythMessage([iEthFeed], currentTime * 1_000n);
+
+    await benchmarkAndAwaitTx(
+      'Pyth - CDP - Direct Price Value (non-ADA collateral)',
+      await runOpenCdp(
+        context,
+        context.systemParams,
+        'iETH',
+        collateralAssetA,
+        10_000_000n,
+        500_000n,
+        toHex(message),
+      ),
+      context.lucid,
+      context.emulator,
+    );
+  });
+
+  test('Open CDP - Divide Price Value', async (context: IndigoTestContext) => {
+    const currentTime = BigInt(
+      slotToUnixTime(context.lucid.config().network!, context.emulator.slot),
+    );
+
+    const feed1: ParsedFeedPayload = {
+      priceFeedId: 1,
+      price: '1000000',
+      exponent: -6,
+    };
+    const feed2: ParsedFeedPayload = {
+      priceFeedId: 2,
+      price: '10',
+      exponent: -1,
+    };
+    const message = await createPythMessage(
+      [feed1, feed2],
+      currentTime * 1_000n,
+    );
+
+    await benchmarkAndAwaitTx(
+      'Pyth - CDP - Divide Price Value',
+      await runOpenCdp(
+        context,
+        context.systemParams,
+        'iBTC',
+        adaAssetClass,
+        10_000_000n,
+        500_000n,
+        toHex(message),
+      ),
+      context.lucid,
+      context.emulator,
+    );
+  });
+
+  test('Open CDP - Fails if missing feed price', async (context: IndigoTestContext) => {
+    const currentTime = BigInt(
+      slotToUnixTime(context.lucid.config().network!, context.emulator.slot),
+    );
+
+    // This feed doesn't include a price for feedId 2, which is used by the iBTC asset
+    const feed1: ParsedFeedPayload = {
+      priceFeedId: 1,
+      price: '1000000',
+      exponent: -6,
+    };
+    const message = await createPythMessage([feed1], currentTime * 1_000n);
+
+    await expect(
+      runOpenCdp(
+        context,
+        context.systemParams,
+        'iBTC',
+        adaAssetClass,
+        10_000_000n,
+        500_000n,
+        toHex(message),
+      ),
+    ).rejects.toThrowError('Pyth payload not found for feed ID: 2');
+  });
+
+  test('Withdraw CDP - Direct Price Value', async (context: IndigoTestContext) => {
+    const currentTime = BigInt(
+      slotToUnixTime(context.lucid.config().network!, context.emulator.slot),
+    );
+
+    const iUsdFeed: ParsedFeedPayload = {
+      priceFeedId: 1,
+      price: '1000000',
+      exponent: -6,
+      feedUpdateTimestamp: Number(currentTime) * 1000,
+    };
+    const message = await createPythMessage([iUsdFeed], currentTime * 1_000n);
+
+    await runAndAwaitTx(
+      context.lucid,
+      runOpenCdp(
+        context,
+        context.systemParams,
+        'iUSD',
+        adaAssetClass,
+        11_000_000n,
+        500_000n,
+        toHex(message),
+      ),
+    );
+
+    await benchmarkAndAwaitTx(
+      'Pyth - CDP - Withdraw CDP - Direct Price Value',
+      await runWithdrawCdp(
+        context,
+        context.systemParams,
+        'iUSD',
+        adaAssetClass,
+        1_000_000n,
+        toHex(message),
+      ),
+      context.lucid,
+      context.emulator,
+    );
+  });
+
+  test('Freeze CDP - Direct Price Value', async (context: IndigoTestContext) => {
+    const currentTime = BigInt(
+      slotToUnixTime(context.lucid.config().network!, context.emulator.slot),
+    );
+    {
+      const iUsdFeed: ParsedFeedPayload = {
+        priceFeedId: 1,
+        price: '1000000',
+        exponent: -6,
+      };
+      const message = await createPythMessage([iUsdFeed], currentTime * 1_000n);
+
+      await runAndAwaitTx(
+        context.lucid,
+        runOpenCdp(
+          context,
+          context.systemParams,
+          'iUSD',
+          adaAssetClass,
+          11_000_000n,
+          500_000n,
+          toHex(message),
+        ),
+      );
+    }
+    {
+      const iUsdFeed: ParsedFeedPayload = {
+        priceFeedId: 1,
+        price: '100000000',
+        exponent: -6,
+      };
+      const message = await createPythMessage([iUsdFeed], currentTime * 1_000n);
+      const [pkh, skh] = await addrDetails(context.lucid);
+
+      await benchmarkAndAwaitTx(
+        'Pyth - CDP - Freeze CDP - Direct Price Value',
+        await runFreezeCdp(
+          context,
+          context.systemParams,
+          'iUSD',
+          adaAssetClass,
+          pkh.hash,
+          skh,
+          toHex(message),
+        ),
+        context.lucid,
+        context.emulator,
+      );
+    }
+  });
+
+  test<IndigoTestContext>('ROB redemption on buy order', async (context: IndigoTestContext) => {
+    const [ownPkh, _] = await addrDetails(context.lucid);
+
+    const currentTime = BigInt(
+      slotToUnixTime(context.lucid.config().network!, context.emulator.slot),
+    );
+    const iUsdFeed: ParsedFeedPayload = {
+      priceFeedId: 1,
+      price: '1000000',
+      exponent: -6,
+      feedUpdateTimestamp: Number(currentTime) * 1000,
+    };
+    const message = await createPythMessage([iUsdFeed], currentTime * 1_000n);
+
+    await runAndAwaitTx(
+      context.lucid,
+      runOpenCdp(
+        context,
+        context.systemParams,
+        'iUSD',
+        adaAssetClass,
+        100_000_000n,
+        30_000_000n,
+        toHex(message),
+      ),
+    );
+
+    const initialDeposit = 20_000_000n;
+
+    await runAndAwaitTx(
+      context.lucid,
+      openRob(
+        'iUSD',
+        initialDeposit,
+        {
+          BuyIAssetOrder: {
+            collateralAsset: adaAssetClass,
+            maxPrice: rationalFromInt(1n),
+          },
+        },
+        context.lucid,
+        context.systemParams,
+      ),
+    );
+
+    const robUtxo = await findSingleRob(
+      context,
+      context.systemParams,
+      'iUSD',
+      ownPkh,
+    );
+
+    const redemptionIAssetAmt = 7_500_000n;
+
+    await benchmarkAndAwaitTx(
+      'Pyth - ROB - Redemption on buy order',
+      await runRedeemRob(
+        context,
+        context.systemParams,
+        [[robUtxo, redemptionIAssetAmt]],
+        'iUSD',
+        adaAssetClass,
+        context.emulator.slot,
+        toHex(message),
+      ),
+      context.lucid,
+      context.emulator,
+    );
+  });
+
+  test<IndigoTestContext>('ROB redemption on sell order', async (context: IndigoTestContext) => {
+    const [ownPkh, _] = await addrDetails(context.lucid);
+
+    const currentTime = BigInt(
+      slotToUnixTime(context.lucid.config().network!, context.emulator.slot),
+    );
+    const iUsdFeed: ParsedFeedPayload = {
+      priceFeedId: 1,
+      price: '1250000',
+      exponent: -6,
+      feedUpdateTimestamp: Number(currentTime) * 1000,
+    };
+    const message = await createPythMessage([iUsdFeed], currentTime * 1_000n);
+
+    await runAndAwaitTx(
+      context.lucid,
+      runOpenCdp(
+        context,
+        context.systemParams,
+        'iUSD',
+        adaAssetClass,
+        100_000_000n,
+        30_000_000n,
+        toHex(message),
+      ),
+    );
+
+    const initialDeposit = 20_000_000n;
+
+    await runAndAwaitTx(
+      context.lucid,
+      openRob(
+        'iUSD',
+        initialDeposit,
+        {
+          SellIAssetOrder: {
+            allowedCollateralAssets: [[adaAssetClass, rationalFromInt(1n)]],
+          },
+        },
+        context.lucid,
+        context.systemParams,
+      ),
+    );
+
+    const robUtxo = await findSingleRob(
+      context,
+      context.systemParams,
+      'iUSD',
+      ownPkh,
+    );
+
+    const iassetAc: AssetClass = {
+      currencySymbol: fromHex(
+        context.systemParams.robParams.iassetPolicyId.unCurrencySymbol,
+      ),
+      tokenName: fromHex(fromText('iUSD')),
+    };
+
+    expectValue(
+      robUtxo.utxo.assets,
+      'Wrong ROB value before redemption',
+    ).toEqual(
+      addAssets(
+        mkLovelacesOf(MIN_ROB_COLLATERAL_AMT),
+        mkAssetsOf(iassetAc, initialDeposit),
+      ),
+    );
+
+    const payoutCollateralAmt = 7_500_000n;
+
+    await benchmarkAndAwaitTx(
+      'Pyth - ROB - Redemption on sell order',
+      await runRedeemRob(
+        context,
+        context.systemParams,
+        [[robUtxo, payoutCollateralAmt]],
+        'iUSD',
+        adaAssetClass,
+        context.emulator.slot,
+        toHex(message),
+      ),
+      context.lucid,
+      context.emulator,
+    );
+  });
+});