@paraswap/dex-lib 2.28.10-ramses-v2 → 2.28.10

package/src/dex/ramses-v2/ramses-v2-integration.test.ts

@@ -1,462 +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 { RamsesV2 } from './ramses-v2';
-import { checkPoolPrices, checkPoolsLiquidity } from '../../../tests/utils';
-import { Tokens } from '../../../tests/constants-e2e';
-import UniswapV3QuoterABI from '../../abi/uniswap-v3/UniswapV3Quoter.abi.json';
-import { Address } from '@paraswap/core';
-
-const network = Network.ARBITRUM;
-const TokenASymbol = 'USDC';
-const TokenA = Tokens[network][TokenASymbol];
-
-const TokenBSymbol = 'WETH';
-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[18], 2n * BI_POWS[18], 3n * BI_POWS[18]];
-
-const dexHelper = new DummyDexHelper(network);
-const dexKey = 'RamsesV2';
-
-const quoterIface = new Interface(UniswapV3QuoterABI);
-
-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,
-      fee,
-      amount,
-      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(
-  uniswapV3: RamsesV2,
-  funcName: string,
-  blockNumber: number,
-  prices: bigint[],
-  tokenIn: Address,
-  tokenOut: Address,
-  fee: bigint,
-  _amounts: bigint[],
-) {
-  // Quoter address
-  const exchangeAddress = '0xAA2f0eb52db02650959463F9801442f5dF7D5CBe';
-  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 ${fee}. It happens for low liquidity pools`,
-      e,
-    );
-    return false;
-  }
-
-  const expectedPrices = [0n].concat(
-    decodeReaderResult(readerResult, readerIface, funcName),
-  );
-
-  let firstZeroIndex = prices.slice(1).indexOf(0n);
-
-  // we skipped first, so add +1 on result
-  firstZeroIndex = firstZeroIndex === -1 ? prices.length : firstZeroIndex;
-
-  // Compare only the ones for which we were able to calculate prices
-  expect(prices.slice(0, firstZeroIndex)).toEqual(
-    expectedPrices.slice(0, firstZeroIndex),
-  );
-  return true;
-}
-
-describe('RamsesV2', function () {
-  let blockNumber: number;
-  let uniswapV3: RamsesV2;
-
-  beforeEach(async () => {
-    blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
-    uniswapV3 = new RamsesV2(network, dexKey, dexHelper);
-  });
-
-  it('getPoolIdentifiers and getPricesVolume SELL', async function () {
-    const pools = await uniswapV3.getPoolIdentifiers(
-      TokenA,
-      TokenB,
-      SwapSide.SELL,
-      blockNumber,
-    );
-    console.log(`${TokenASymbol} <> ${TokenBSymbol} Pool Identifiers: `, pools);
-
-    expect(pools.length).toBeGreaterThan(0);
-
-    const poolPrices = await uniswapV3.getPricesVolume(
-      TokenA,
-      TokenB,
-      amounts,
-      SwapSide.SELL,
-      blockNumber,
-      pools,
-    );
-    console.log(`${TokenASymbol} <> ${TokenBSymbol} Pool Prices: `, poolPrices);
-
-    expect(poolPrices).not.toBeNull();
-    checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
-
-    let falseChecksCounter = 0;
-    await Promise.all(
-      poolPrices!.map(async price => {
-        const fee = uniswapV3.eventPools[price.poolIdentifier!]!.feeCode;
-        const res = await checkOnChainPricing(
-          uniswapV3,
-          'quoteExactInputSingle',
-          blockNumber,
-          price.prices,
-          TokenA.address,
-          TokenB.address,
-          fee,
-          amounts,
-        );
-        if (res === false) falseChecksCounter++;
-      }),
-    );
-
-    expect(falseChecksCounter).toBeLessThan(poolPrices!.length);
-  });
-
-  it('getPoolIdentifiers and getPricesVolume BUY', async function () {
-    const pools = await uniswapV3.getPoolIdentifiers(
-      TokenA,
-      TokenB,
-      SwapSide.BUY,
-      blockNumber,
-    );
-    console.log(`${TokenASymbol} <> ${TokenBSymbol} Pool Identifiers: `, pools);
-
-    expect(pools.length).toBeGreaterThan(0);
-
-    const poolPrices = await uniswapV3.getPricesVolume(
-      TokenA,
-      TokenB,
-      amountsBuy,
-      SwapSide.BUY,
-      blockNumber,
-      pools,
-    );
-    console.log(`${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 = uniswapV3.eventPools[price.poolIdentifier!]!.feeCode;
-        const res = await checkOnChainPricing(
-          uniswapV3,
-          '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 TokenASymbol = 'USDT';
-    const TokenA = Tokens[network][TokenASymbol];
-
-    const TokenBSymbol = 'USDC';
-    const TokenB = Tokens[network][TokenBSymbol];
-
-    const amounts = [
-      0n,
-      6000000n,
-      12000000n,
-      18000000n,
-      24000000n,
-      30000000n,
-      36000000n,
-      42000000n,
-      48000000n,
-      54000000n,
-      60000000n,
-      66000000n,
-      72000000n,
-      78000000n,
-      84000000n,
-      90000000n,
-      96000000n,
-      102000000n,
-      108000000n,
-      114000000n,
-      120000000n,
-      126000000n,
-      132000000n,
-      138000000n,
-      144000000n,
-      150000000n,
-      156000000n,
-      162000000n,
-      168000000n,
-      174000000n,
-      180000000n,
-      186000000n,
-      192000000n,
-      198000000n,
-      204000000n,
-      210000000n,
-      216000000n,
-      222000000n,
-      228000000n,
-      234000000n,
-      240000000n,
-      246000000n,
-      252000000n,
-      258000000n,
-      264000000n,
-      270000000n,
-      276000000n,
-      282000000n,
-      288000000n,
-      294000000n,
-      300000000n,
-    ];
-
-    const pools = await uniswapV3.getPoolIdentifiers(
-      TokenA,
-      TokenB,
-      SwapSide.SELL,
-      blockNumber,
-    );
-    console.log(`${TokenASymbol} <> ${TokenBSymbol} Pool Identifiers: `, pools);
-
-    expect(pools.length).toBeGreaterThan(0);
-
-    const poolPrices = await uniswapV3.getPricesVolume(
-      TokenA,
-      TokenB,
-      amounts,
-      SwapSide.SELL,
-      blockNumber,
-      pools,
-    );
-    console.log(`${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 = uniswapV3.eventPools[price.poolIdentifier!]!.feeCode;
-        const res = await checkOnChainPricing(
-          uniswapV3,
-          '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 TokenASymbol = 'USDC';
-    const TokenA = Tokens[network][TokenASymbol];
-
-    const TokenBSymbol = 'USDT';
-    const TokenB = Tokens[network][TokenBSymbol];
-
-    const amountsBuy = [
-      0n,
-      6000000n,
-      12000000n,
-      18000000n,
-      24000000n,
-      30000000n,
-      36000000n,
-      42000000n,
-      48000000n,
-      54000000n,
-      60000000n,
-      66000000n,
-      72000000n,
-      78000000n,
-      84000000n,
-      90000000n,
-      96000000n,
-      102000000n,
-      108000000n,
-      114000000n,
-      120000000n,
-      126000000n,
-      132000000n,
-      138000000n,
-      144000000n,
-      150000000n,
-      156000000n,
-      162000000n,
-      168000000n,
-      174000000n,
-      180000000n,
-      186000000n,
-      192000000n,
-      198000000n,
-      204000000n,
-      210000000n,
-      216000000n,
-      222000000n,
-      228000000n,
-      234000000n,
-      240000000n,
-      246000000n,
-      252000000n,
-      258000000n,
-      264000000n,
-      270000000n,
-      276000000n,
-      282000000n,
-      288000000n,
-      294000000n,
-      300000000n,
-    ];
-
-    const pools = await uniswapV3.getPoolIdentifiers(
-      TokenA,
-      TokenB,
-      SwapSide.BUY,
-      blockNumber,
-    );
-    console.log(`${TokenASymbol} <> ${TokenBSymbol} Pool Identifiers: `, pools);
-
-    expect(pools.length).toBeGreaterThan(0);
-
-    const poolPrices = await uniswapV3.getPricesVolume(
-      TokenA,
-      TokenB,
-      amountsBuy,
-      SwapSide.BUY,
-      blockNumber,
-      pools,
-    );
-    console.log(`${TokenASymbol} <> ${TokenBSymbol} Pool Prices: `, poolPrices);
-
-    expect(poolPrices).not.toBeNull();
-    checkPoolPrices(
-      poolPrices!.filter(pp => pp.unit !== 0n),
-      amountsBuy,
-      SwapSide.BUY,
-      dexKey,
-    );
-
-    // Check if onchain pricing equals to calculated ones
-    let falseChecksCounter = 0;
-    await Promise.all(
-      poolPrices!.map(async price => {
-        const fee = uniswapV3.eventPools[price.poolIdentifier!]!.feeCode;
-        const res = await checkOnChainPricing(
-          uniswapV3,
-          'quoteExactOutputSingle',
-          blockNumber,
-          price.prices,
-          TokenA.address,
-          TokenB.address,
-          fee,
-          amountsBuy,
-        );
-        if (res === false) falseChecksCounter++;
-      }),
-    );
-    expect(falseChecksCounter).toBeLessThan(poolPrices!.length);
-  });
-
-  it('getTopPoolsForToken', async function () {
-    const poolLiquidity = await uniswapV3.getTopPoolsForToken(
-      Tokens[Network.ARBITRUM]['USDC'].address,
-      10,
-    );
-    console.log(`${TokenASymbol} Top Pools:`, poolLiquidity);
-
-    if (!uniswapV3.hasConstantPriceLargeAmounts) {
-      checkPoolsLiquidity(poolLiquidity, TokenA.address, dexKey);
-    }
-  });
-});