@paraswap/dex-lib 2.16.8-pancakeswapv3.0 → 2.17.0

package/src/dex/pancakeswap-v3/pancakeswap-v3-e2e.test.ts

@@ -1,168 +0,0 @@
-import dotenv from 'dotenv';
-dotenv.config();
-
-import { testE2E } from '../../../tests/utils-e2e';
-import {
-  Tokens,
-  Holders,
-  NativeTokenSymbols,
-} from '../../../tests/constants-e2e';
-import { Network, ContractMethod, SwapSide } from '../../constants';
-import { StaticJsonRpcProvider } from '@ethersproject/providers';
-import { generateConfig } from '../../config';
-
-describe('PancakeswapV3 E2E', () => {
-  const dexKey = 'PancakeswapV3';
-
-  describe('PancakeswapV3 MAINNET', () => {
-    const network = Network.MAINNET;
-    const tokens = Tokens[network];
-    const holders = Holders[network];
-    const provider = new StaticJsonRpcProvider(
-      generateConfig(network).privateHttpProvider,
-      network,
-    );
-
-    const tokenASymbol: string = 'USDT';
-    const tokenBSymbol: string = 'USDC';
-    const nativeTokenSymbol = NativeTokenSymbols[network];
-
-    const tokenAAmount: string = '100000000';
-    const tokenBAmount: string = '100000000';
-    const nativeTokenAmount = '1000000000000000000';
-
-    const sideToContractMethods = new Map([
-      [
-        SwapSide.SELL,
-        [
-          ContractMethod.simpleSwap,
-          ContractMethod.multiSwap,
-          ContractMethod.megaSwap,
-        ],
-      ],
-      [SwapSide.BUY, [ContractMethod.simpleBuy, ContractMethod.buy]],
-    ]);
-
-    sideToContractMethods.forEach((contractMethods, side) =>
-      contractMethods.forEach((contractMethod: ContractMethod) => {
-        describe(`${contractMethod}`, () => {
-          it(`${network} ${side} ${contractMethod} ${nativeTokenSymbol} -> ${tokenASymbol}`, async () => {
-            await testE2E(
-              tokens[nativeTokenSymbol],
-              tokens[tokenASymbol],
-              holders[nativeTokenSymbol],
-              side === SwapSide.SELL ? nativeTokenAmount : tokenAAmount,
-              side,
-              dexKey,
-              contractMethod,
-              network,
-              provider,
-            );
-          });
-          it(`${network} ${side} ${contractMethod} ${tokenASymbol} -> ${nativeTokenSymbol}`, async () => {
-            await testE2E(
-              tokens[tokenASymbol],
-              tokens[nativeTokenSymbol],
-              holders[tokenASymbol],
-              side === SwapSide.SELL ? tokenAAmount : nativeTokenAmount,
-              side,
-              dexKey,
-              contractMethod,
-              network,
-              provider,
-            );
-          });
-          it(`${network} ${side} ${contractMethod} ${tokenASymbol} -> ${tokenBSymbol}`, async () => {
-            await testE2E(
-              tokens[tokenASymbol],
-              tokens[tokenBSymbol],
-              holders[tokenASymbol],
-              side === SwapSide.SELL ? tokenAAmount : tokenBAmount,
-              side,
-              dexKey,
-              contractMethod,
-              network,
-              provider,
-            );
-          });
-        });
-      }),
-    );
-  });
-
-  describe('PancakeswapV3 BSC', () => {
-    const network = Network.BSC;
-    const tokens = Tokens[network];
-    const holders = Holders[network];
-    const provider = new StaticJsonRpcProvider(
-      generateConfig(network).privateHttpProvider,
-      network,
-    );
-
-    const tokenASymbol: string = 'BUSD';
-    const tokenBSymbol: string = 'WBNB';
-    const nativeTokenSymbol = NativeTokenSymbols[network];
-
-    const tokenAAmount: string = '100000000000000000000';
-    const tokenBAmount: string = '1000000000000000000';
-    const nativeTokenAmount = '1000000000000000000';
-
-    const sideToContractMethods = new Map([
-      [
-        SwapSide.SELL,
-        [
-          ContractMethod.simpleSwap,
-          ContractMethod.multiSwap,
-          ContractMethod.megaSwap,
-        ],
-      ],
-      [SwapSide.BUY, [ContractMethod.simpleBuy, ContractMethod.buy]],
-    ]);
-
-    sideToContractMethods.forEach((contractMethods, side) =>
-      contractMethods.forEach((contractMethod: ContractMethod) => {
-        describe(`${contractMethod}`, () => {
-          it(`${network} ${side} ${contractMethod} ${nativeTokenSymbol} -> ${tokenASymbol}`, async () => {
-            await testE2E(
-              tokens[nativeTokenSymbol],
-              tokens[tokenASymbol],
-              holders[nativeTokenSymbol],
-              side === SwapSide.SELL ? nativeTokenAmount : tokenAAmount,
-              side,
-              dexKey,
-              contractMethod,
-              network,
-              provider,
-            );
-          });
-          it(`${network} ${side} ${contractMethod} ${tokenASymbol} -> ${nativeTokenSymbol}`, async () => {
-            await testE2E(
-              tokens[tokenASymbol],
-              tokens[nativeTokenSymbol],
-              holders[tokenASymbol],
-              side === SwapSide.SELL ? tokenAAmount : nativeTokenAmount,
-              side,
-              dexKey,
-              contractMethod,
-              network,
-              provider,
-            );
-          });
-          it(`${network} ${side} ${contractMethod} ${tokenASymbol} -> ${tokenBSymbol}`, async () => {
-            await testE2E(
-              tokens[tokenASymbol],
-              tokens[tokenBSymbol],
-              holders[tokenASymbol],
-              side === SwapSide.SELL ? tokenAAmount : tokenBAmount,
-              side,
-              dexKey,
-              contractMethod,
-              network,
-              provider,
-            );
-          });
-        });
-      }),
-    );
-  });
-});

package/src/dex/pancakeswap-v3/pancakeswap-v3-events.test.ts

@@ -1,124 +0,0 @@
-/* eslint-disable no-console */
-import dotenv from 'dotenv';
-dotenv.config();
-
-import { PancakeswapV3Config } from './config';
-import { Network } from '../../constants';
-import { DummyDexHelper } from '../../dex-helper/index';
-import { testEventSubscriber } from '../../../tests/utils-events';
-import { Interface } from '@ethersproject/abi';
-import ERC20ABI from '../../abi/erc20.json';
-import StateMulticallABI from '../../abi/pancakeswap-v3/PancakeV3StateMulticall.abi.json';
-import { AbiItem } from 'web3-utils';
-import { PancakeSwapV3EventPool } from './pancakeswap-v3-pool';
-import { PoolState } from '../uniswap-v3/types';
-
-jest.setTimeout(300 * 1000);
-const dexKey = 'PancakeswapV3';
-const network = Network.MAINNET;
-const config = PancakeswapV3Config[dexKey][network];
-
-async function fetchPoolStateFromContract(
-  pancakeswapV3Pool: PancakeSwapV3EventPool,
-  blockNumber: number,
-  poolAddress: string,
-): Promise<PoolState | undefined> {
-  const message = `PancakeswapV3: ${poolAddress} blockNumber ${blockNumber}`;
-  console.log(`Fetching state ${message}`);
-  // Be careful to not request state prior to contract deployment
-  // Otherwise need to use manual state sourcing from multicall
-  // We had that mechanism, but removed it with this commit
-  // You can restore it, but better just to find block after state multicall
-  // deployment
-  const state = await pancakeswapV3Pool.generateState(blockNumber);
-
-  console.log(`Done ${message}`);
-
-  return state;
-}
-
-describe('PancakeswapV3 Event', function () {
-  const poolAddress = '0x04c8577958CcC170EB3d2CCa76F9d51bc6E42D8f';
-  const poolFeeCode = 100n;
-  const token0 = '0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48';
-  const token1 = '0xdAC17F958D2ee523a2206206994597C13D831ec7';
-
-  const blockNumbers: { [eventName: string]: number[] } = {
-    ['Swap']: [
-      17030597, 17031935, 17032362, 17035931, 17038708, 17039103, 17039688,
-      17039812, 17046030, 17046317, 17046694, 17047063, 17047219, 17056731,
-      17057640, 17057862, 17057892, 17057955, 17063052, 17063127, 17063524,
-      17091869, 17093155, 17093506, 17146325, 17146863, 17147474, 17147830,
-      17154952, 17159976, 17160283, 17160720, 17233700, 17234168, 17234407,
-      17234433, 17242498, 17242712, 17243089, 17276770, 17277552, 17277733,
-      17320467,
-    ],
-    ['Burn']: [
-      17030970, 17031054, 17031107, 17031773, 17031838, 17033280, 17036092,
-      17042331, 17042392, 17043224, 17097388, 17098794, 17099011, 17118506,
-      17121704, 17143519, 17163847, 17207834, 17213897, 17249508, 17251725,
-    ],
-    ['Mint']: [
-      17030284, 17031045, 17033298, 17033315, 17036173, 17042433, 17043299,
-      17044836, 17044855, 17046316, 17047699, 17047732, 17050119, 17071407,
-      17074384, 17090265, 17092669, 17093251, 17094015, 17121836, 17147932,
-      17163857, 17172266, 17185894, 17194153, 17199371, 17249453,
-    ],
-    ['SetFeeProtocol']: [],
-    ['IncreaseObservationCardinalityNext']: [],
-    ['Collect']: [
-      17117306, 17118506, 17121704, 17143519, 17147612, 17160005, 17163847,
-      17192312, 17201868, 17205784, 17207834, 17213120, 17213897, 17241053,
-      17249508, 17251725,
-    ],
-    ['Flash']: [],
-  };
-
-  describe('PancakeswapV3EventPool', function () {
-    Object.keys(blockNumbers).forEach((event: string) => {
-      blockNumbers[event].forEach((blockNumber: number) => {
-        it(`${event}:${blockNumber} - should return correct state`, async function () {
-          const dexHelper = new DummyDexHelper(network);
-
-          const logger = dexHelper.getLogger(dexKey);
-
-          const pancakeswapV3Pool = new PancakeSwapV3EventPool(
-            dexHelper,
-            dexKey,
-            new dexHelper.web3Provider.eth.Contract(
-              StateMulticallABI as AbiItem[],
-              config.stateMulticall,
-            ),
-            new Interface(ERC20ABI),
-            config.factory,
-            poolFeeCode,
-            token0,
-            token1,
-            logger,
-            undefined,
-            config.initHash,
-            config.deployer,
-          );
-
-          // It is done in generateState. But here have to make it manually
-          pancakeswapV3Pool.poolAddress = poolAddress.toLowerCase();
-          pancakeswapV3Pool.addressesSubscribed[0] = poolAddress;
-
-          await testEventSubscriber(
-            pancakeswapV3Pool,
-            pancakeswapV3Pool.addressesSubscribed,
-            (_blockNumber: number) =>
-              fetchPoolStateFromContract(
-                pancakeswapV3Pool,
-                _blockNumber,
-                poolAddress,
-              ),
-            blockNumber,
-            `${dexKey}_${poolAddress}`,
-            dexHelper.provider,
-          );
-        });
-      });
-    });
-  });
-});

package/src/dex/pancakeswap-v3/pancakeswap-v3-integration.test.ts

@@ -1,338 +0,0 @@
-/* eslint-disable no-console */
-import dotenv from 'dotenv';
-dotenv.config();
-
-import { Interface, Result } from '@ethersproject/abi';
-import { DummyDexHelper } from '../../dex-helper/index';
-import { Network, SwapSide } from '../../constants';
-import { BI_POWS } from '../../bigint-constants';
-import { checkPoolPrices, checkPoolsLiquidity } from '../../../tests/utils';
-import { Tokens } from '../../../tests/constants-e2e';
-import PancakeswapV3QuoterABI from '../../abi/pancakeswap-v3/PancakeswapV3Quoter.abi.json';
-import { Address } from '@paraswap/core';
-import { PancakeswapV3 } from './pancakeswap-v3';
-
-const network = Network.MAINNET;
-const TokenASymbol = 'USDC';
-const TokenA = Tokens[network][TokenASymbol];
-
-const TokenBSymbol = 'USDT';
-const TokenB = Tokens[network][TokenBSymbol];
-
-const amounts = [
-  0n,
-  10_000n * BI_POWS[6],
-  20_000n * BI_POWS[6],
-  30_000n * BI_POWS[6],
-];
-
-const amountsBuy = [0n, 1n * BI_POWS[6], 2n * BI_POWS[6], 3n * BI_POWS[6]];
-
-const dexHelper = new DummyDexHelper(network);
-const dexKey = 'PancakeswapV3';
-
-const quoterIface = new Interface(PancakeswapV3QuoterABI);
-
-function getReaderCalldata(
-  exchangeAddress: string,
-  readerIface: Interface,
-  amounts: bigint[],
-  funcName: string,
-  tokenIn: Address,
-  tokenOut: Address,
-  fee: bigint,
-) {
-  return amounts.map(amount => ({
-    target: exchangeAddress,
-    callData: readerIface.encodeFunctionData(funcName, [
-      [tokenIn, tokenOut, amount, fee, 0n],
-    ]),
-  }));
-}
-
-function decodeReaderResult(
-  results: Result,
-  readerIface: Interface,
-  funcName: string,
-) {
-  return results.map(result => {
-    const parsed = readerIface.decodeFunctionResult(funcName, result);
-    return BigInt(parsed[0]._hex);
-  });
-}
-
-async function checkOnChainPricing(
-  pancakeswapV3: PancakeswapV3,
-  funcName: string,
-  blockNumber: number,
-  prices: bigint[],
-  tokenIn: Address,
-  tokenOut: Address,
-  fee: bigint,
-  _amounts: bigint[],
-) {
-  // Quoter address
-  const exchangeAddress = '0xB048Bbc1Ee6b733FFfCFb9e9CeF7375518e25997';
-  const readerIface = quoterIface;
-
-  const sum = prices.reduce((acc, curr) => (acc += curr), 0n);
-
-  if (sum === 0n) {
-    console.log(
-      `Prices were not calculated for tokenIn=${tokenIn}, tokenOut=${tokenOut}, fee=${fee.toString()}. Most likely price impact is too big for requested amount`,
-    );
-    return false;
-  }
-
-  const readerCallData = getReaderCalldata(
-    exchangeAddress,
-    readerIface,
-    _amounts.slice(1),
-    funcName,
-    tokenIn,
-    tokenOut,
-    fee,
-  );
-
-  let readerResult;
-  try {
-    readerResult = (
-      await dexHelper.multiContract.methods
-        .aggregate(readerCallData)
-        .call({}, blockNumber)
-    ).returnData;
-  } catch (e) {
-    console.log(
-      `Can not fetch on-chain pricing for fee ${fee}. It happens for low liquidity pools`,
-      e,
-    );
-    return false;
-  }
-
-  const expectedPrices = [0n].concat(
-    decodeReaderResult(readerResult, readerIface, funcName),
-  );
-
-  let firstZeroIndex = prices.slice(1).indexOf(0n);
-
-  // we skipped first, so add +1 on result
-  firstZeroIndex = firstZeroIndex === -1 ? prices.length : firstZeroIndex;
-
-  // Compare only the ones for which we were able to calculate prices
-  expect(prices.slice(0, firstZeroIndex)).toEqual(
-    expectedPrices.slice(0, firstZeroIndex),
-  );
-  return true;
-}
-
-describe('PancakeswapV3', function () {
-  let blockNumber: number;
-  let pancakeswapV3: PancakeswapV3;
-
-  beforeEach(async () => {
-    blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
-    pancakeswapV3 = new PancakeswapV3(network, dexKey, dexHelper);
-  });
-
-  it('getPoolIdentifiers and getPricesVolume SELL', async function () {
-    const pools = await pancakeswapV3.getPoolIdentifiers(
-      TokenA,
-      TokenB,
-      SwapSide.SELL,
-      blockNumber,
-    );
-    console.log(`${TokenASymbol} <> ${TokenBSymbol} Pool Identifiers: `, pools);
-
-    expect(pools.length).toBeGreaterThan(0);
-
-    const poolPrices = await pancakeswapV3.getPricesVolume(
-      TokenA,
-      TokenB,
-      amounts,
-      SwapSide.SELL,
-      blockNumber,
-      pools,
-    );
-    console.log(`${TokenASymbol} <> ${TokenBSymbol} Pool Prices: `, poolPrices);
-
-    expect(poolPrices).not.toBeNull();
-    checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
-
-    let falseChecksCounter = 0;
-    await Promise.all(
-      poolPrices!.map(async price => {
-        const fee = pancakeswapV3.eventPools[price.poolIdentifier!]!.feeCode;
-        const res = await checkOnChainPricing(
-          pancakeswapV3,
-          'quoteExactInputSingle',
-          blockNumber,
-          price.prices,
-          TokenA.address,
-          TokenB.address,
-          fee,
-          amounts,
-        );
-        if (res === false) falseChecksCounter++;
-      }),
-    );
-
-    expect(falseChecksCounter).toBeLessThan(poolPrices!.length);
-  });
-
-  it('getPoolIdentifiers and getPricesVolume BUY', async function () {
-    const pools = await pancakeswapV3.getPoolIdentifiers(
-      TokenA,
-      TokenB,
-      SwapSide.BUY,
-      blockNumber,
-    );
-    console.log(`${TokenASymbol} <> ${TokenBSymbol} Pool Identifiers: `, pools);
-
-    expect(pools.length).toBeGreaterThan(0);
-
-    const poolPrices = await pancakeswapV3.getPricesVolume(
-      TokenA,
-      TokenB,
-      amountsBuy,
-      SwapSide.BUY,
-      blockNumber,
-      pools,
-    );
-    console.log(`${TokenASymbol} <> ${TokenBSymbol} Pool Prices: `, poolPrices);
-
-    expect(poolPrices).not.toBeNull();
-    checkPoolPrices(poolPrices!, amountsBuy, SwapSide.BUY, dexKey);
-
-    // Check if onchain pricing equals to calculated ones
-    let falseChecksCounter = 0;
-    await Promise.all(
-      poolPrices!.map(async price => {
-        const fee = pancakeswapV3.eventPools[price.poolIdentifier!]!.feeCode;
-        const res = await checkOnChainPricing(
-          pancakeswapV3,
-          'quoteExactOutputSingle',
-          blockNumber,
-          price.prices,
-          TokenA.address,
-          TokenB.address,
-          fee,
-          amountsBuy,
-        );
-        if (res === false) falseChecksCounter++;
-      }),
-    );
-    expect(falseChecksCounter).toBeLessThan(poolPrices!.length);
-  });
-
-  it('getPoolIdentifiers and getPricesVolume SELL stable pairs', async function () {
-    const pools = await pancakeswapV3.getPoolIdentifiers(
-      TokenA,
-      TokenB,
-      SwapSide.SELL,
-      blockNumber,
-    );
-    console.log(`${TokenASymbol} <> ${TokenBSymbol} Pool Identifiers: `, pools);
-
-    expect(pools.length).toBeGreaterThan(0);
-
-    const poolPrices = await pancakeswapV3.getPricesVolume(
-      TokenA,
-      TokenB,
-      amounts,
-      SwapSide.SELL,
-      blockNumber,
-      pools,
-    );
-    console.log(`${TokenASymbol} <> ${TokenBSymbol} Pool Prices: `, poolPrices);
-
-    expect(poolPrices).not.toBeNull();
-    checkPoolPrices(
-      poolPrices!.filter(pp => pp.unit !== 0n),
-      amounts,
-      SwapSide.SELL,
-      dexKey,
-    );
-
-    // Check if onchain pricing equals to calculated ones
-    let falseChecksCounter = 0;
-    await Promise.all(
-      poolPrices!.map(async price => {
-        const fee = pancakeswapV3.eventPools[price.poolIdentifier!]!.feeCode;
-        const res = await checkOnChainPricing(
-          pancakeswapV3,
-          'quoteExactInputSingle',
-          blockNumber,
-          price.prices,
-          TokenA.address,
-          TokenB.address,
-          fee,
-          amounts,
-        );
-        if (res === false) falseChecksCounter++;
-      }),
-    );
-    expect(falseChecksCounter).toBeLessThan(poolPrices!.length);
-  });
-
-  it('getPoolIdentifiers and getPricesVolume BUY stable pairs', async function () {
-    const pools = await pancakeswapV3.getPoolIdentifiers(
-      TokenA,
-      TokenB,
-      SwapSide.BUY,
-      blockNumber,
-    );
-    console.log(`${TokenASymbol} <> ${TokenBSymbol} Pool Identifiers: `, pools);
-
-    expect(pools.length).toBeGreaterThan(0);
-
-    const poolPrices = await pancakeswapV3.getPricesVolume(
-      TokenA,
-      TokenB,
-      amountsBuy,
-      SwapSide.BUY,
-      blockNumber,
-      pools,
-    );
-    console.log(`${TokenASymbol} <> ${TokenBSymbol} Pool Prices: `, poolPrices);
-
-    expect(poolPrices).not.toBeNull();
-    checkPoolPrices(
-      poolPrices!.filter(pp => pp.unit !== 0n),
-      amountsBuy,
-      SwapSide.BUY,
-      dexKey,
-    );
-
-    // Check if onchain pricing equals to calculated ones
-    let falseChecksCounter = 0;
-    await Promise.all(
-      poolPrices!.map(async price => {
-        const fee = pancakeswapV3.eventPools[price.poolIdentifier!]!.feeCode;
-        const res = await checkOnChainPricing(
-          pancakeswapV3,
-          'quoteExactOutputSingle',
-          blockNumber,
-          price.prices,
-          TokenA.address,
-          TokenB.address,
-          fee,
-          amountsBuy,
-        );
-        if (res === false) falseChecksCounter++;
-      }),
-    );
-    expect(falseChecksCounter).toBeLessThan(poolPrices!.length);
-  });
-
-  it('getTopPoolsForToken', async function () {
-    const poolLiquidity = await pancakeswapV3.getTopPoolsForToken(
-      Tokens[Network.MAINNET]['USDC'].address,
-      10,
-    );
-    console.log(`${TokenASymbol} Top Pools:`, poolLiquidity);
-
-    if (!pancakeswapV3.hasConstantPriceLargeAmounts) {
-      checkPoolsLiquidity(poolLiquidity, TokenA.address, dexKey);
-    }
-  });
-});