@paraswap/dex-lib 2.28.10 → 2.28.11-ramses-v2

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

@@ -3,13 +3,13 @@ import dotenv from 'dotenv';
 dotenv.config();
 
 import { Interface, Result } from '@ethersproject/abi';
-import { DummyDexHelper } from '../../dex-helper/index';
+import { DummyDexHelper, IDexHelper } from '../../dex-helper/index';
 import { Network, SwapSide } from '../../constants';
 import { BI_POWS } from '../../bigint-constants';
 import { UniswapV3 } from './uniswap-v3';
 import { checkPoolPrices, checkPoolsLiquidity } from '../../../tests/utils';
 import { Tokens } from '../../../tests/constants-e2e';
-import UniswapV3QuoterABI from '../../abi/uniswap-v3/UniswapV3Quoter.abi.json';
+import UniswapV3QuoterV2ABI from '../../abi/uniswap-v3/UniswapV3QuoterV2.abi.json';
 import { Address } from '@paraswap/core';
 
 const network = Network.POLYGON;
@@ -28,10 +28,8 @@ const amounts = [
 
 const amountsBuy = [0n, 1n * BI_POWS[18], 2n * BI_POWS[18], 3n * BI_POWS[18]];
 
-const dexHelper = new DummyDexHelper(network);
-const dexKey = 'UniswapV3';
 
-const quoterIface = new Interface(UniswapV3QuoterABI);
+const quoterIface = new Interface(UniswapV3QuoterV2ABI);
 
 function getReaderCalldata(
   exchangeAddress: string,
@@ -45,11 +43,13 @@ function getReaderCalldata(
   return amounts.map(amount => ({
     target: exchangeAddress,
     callData: readerIface.encodeFunctionData(funcName, [
-      tokenIn,
-      tokenOut,
-      fee,
-      amount,
-      0n,
+      [
+        tokenIn,
+        tokenOut,
+        amount.toString(),
+        fee.toString(),
+        0,
+      ]
     ]),
   }));
 }
@@ -66,9 +66,11 @@ function decodeReaderResult(
 }
 
 async function checkOnChainPricing(
+  dexHelper: IDexHelper,
   uniswapV3: UniswapV3,
   funcName: string,
   blockNumber: number,
+  exchangeAddress: string,
   prices: bigint[],
   tokenIn: Address,
   tokenOut: Address,
@@ -76,7 +78,7 @@ async function checkOnChainPricing(
   _amounts: bigint[],
 ) {
   // Quoter address
-  const exchangeAddress = '0xb27308f9F90D607463bb33eA1BeBb41C27CE5AB6';
+  // const exchangeAddress = '0xb27308f9F90D607463bb33eA1BeBb41C27CE5AB6';
   const readerIface = quoterIface;
 
   const sum = prices.reduce((acc, curr) => (acc += curr), 0n);
@@ -117,6 +119,8 @@ async function checkOnChainPricing(
     decodeReaderResult(readerResult, readerIface, funcName),
   );
 
+  console.log('EXPECTED PRICES: ', expectedPrices);
+
   let firstZeroIndex = prices.slice(1).indexOf(0n);
 
   // we skipped first, so add +1 on result
@@ -130,6 +134,9 @@ async function checkOnChainPricing(
 }
 
 describe('UniswapV3', function () {
+  const dexHelper = new DummyDexHelper(network);
+  const dexKey = 'UniswapV3';
+
   let blockNumber: number;
   let uniswapV3: UniswapV3;
   let uniswapV3Mainnet: UniswapV3;
@@ -138,9 +145,9 @@ describe('UniswapV3', function () {
     blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
     uniswapV3 = new UniswapV3(network, dexKey, dexHelper);
     uniswapV3Mainnet = new UniswapV3(
-      Network.MAINNET,
+      Network.ARBITRUM,
       dexKey,
-      new DummyDexHelper(Network.MAINNET),
+      new DummyDexHelper(Network.ARBITRUM),
     );
   });
 
@@ -173,9 +180,11 @@ describe('UniswapV3', function () {
       poolPrices!.map(async price => {
         const fee = uniswapV3.eventPools[price.poolIdentifier!]!.feeCode;
         const res = await checkOnChainPricing(
+          dexHelper,
           uniswapV3,
           'quoteExactInputSingle',
           blockNumber,
+          '0x61fFE014bA17989E743c5F6cB21bF9697530B21e',
           price.prices,
           TokenA.address,
           TokenB.address,
@@ -219,9 +228,11 @@ describe('UniswapV3', function () {
       poolPrices!.map(async price => {
         const fee = uniswapV3.eventPools[price.poolIdentifier!]!.feeCode;
         const res = await checkOnChainPricing(
+          dexHelper,
           uniswapV3,
           'quoteExactOutputSingle',
           blockNumber,
+          '0x61fFE014bA17989E743c5F6cB21bF9697530B21e',
           price.prices,
           TokenA.address,
           TokenB.address,
@@ -329,9 +340,11 @@ describe('UniswapV3', function () {
       poolPrices!.map(async price => {
         const fee = uniswapV3.eventPools[price.poolIdentifier!]!.feeCode;
         const res = await checkOnChainPricing(
+          dexHelper,
           uniswapV3,
           'quoteExactInputSingle',
           blockNumber,
+          '0x61fFE014bA17989E743c5F6cB21bF9697530B21e',
           price.prices,
           TokenA.address,
           TokenB.address,
@@ -439,9 +452,11 @@ describe('UniswapV3', function () {
       poolPrices!.map(async price => {
         const fee = uniswapV3.eventPools[price.poolIdentifier!]!.feeCode;
         const res = await checkOnChainPricing(
+          dexHelper,
           uniswapV3,
           'quoteExactOutputSingle',
           blockNumber,
+          '0x61fFE014bA17989E743c5F6cB21bF9697530B21e',
           price.prices,
           TokenA.address,
           TokenB.address,
@@ -466,3 +481,146 @@ describe('UniswapV3', function () {
     }
   });
 });
+
+describe('RamsesV2', () => {
+  const dexKey = 'RamsesV2';
+  let blockNumber: number;
+  let uniswapV3: UniswapV3;
+  let uniswapV3Mainnet: UniswapV3;
+
+  const network = Network.ARBITRUM;
+  const dexHelper = new DummyDexHelper(network);
+  const TokenASymbol = 'USDCe';
+  const TokenA = Tokens[network][TokenASymbol];
+
+  const TokenBSymbol = 'USDC';
+  const TokenB = Tokens[network][TokenBSymbol];
+
+  beforeEach(async () => {
+    blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
+    uniswapV3 = new UniswapV3(network, dexKey, dexHelper);
+    uniswapV3Mainnet = new UniswapV3(
+      Network.ARBITRUM,
+      dexKey,
+      dexHelper,
+    );
+  });
+
+  it('getPoolIdentifiers and getPricesVolume SELL', async function () {
+
+    const amounts = [
+      0n,
+      6000000n,
+      12000000n,
+      18000000n,
+      24000000n,
+      30000000n,
+      36000000n,
+      42000000n,
+    ];
+
+    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} <> ${TokenBSymbol} Pool Prices: `, poolPrices);
+
+    expect(poolPrices).not.toBeNull();
+    checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
+
+    let falseChecksCounter = 0;
+    await Promise.all(
+      poolPrices!.map(async price => {
+        const fee = uniswapV3.eventPools[price.poolIdentifier!]!.feeCode;
+        const res = await checkOnChainPricing(
+          dexHelper,
+          uniswapV3,
+          'quoteExactInputSingle',
+          blockNumber,
+          '0xAA20EFF7ad2F523590dE6c04918DaAE0904E3b20',
+          price.prices,
+          TokenA.address,
+          TokenB.address,
+          fee,
+          amounts,
+        );
+        if (res === false) falseChecksCounter++;
+      }),
+    );
+
+    expect(falseChecksCounter).toBeLessThan(poolPrices!.length);
+  });
+
+  it('getPoolIdentifiers and getPricesVolume BUY', async function () {
+
+    const amounts = [
+      0n,
+      6000000n,
+      12000000n,
+      18000000n,
+      24000000n,
+      30000000n,
+      36000000n,
+      42000000n,
+    ];
+
+    const pools = await uniswapV3.getPoolIdentifiers(
+      TokenA,
+      TokenB,
+      SwapSide.BUY,
+      blockNumber,
+    );
+    console.log(`${TokenASymbol} <> ${TokenBSymbol} Pool Identifiers: `, pools);
+
+    expect(pools.length).toBeGreaterThan(0);
+
+    const poolPrices = await uniswapV3.getPricesVolume(
+      TokenA,
+      TokenB,
+      amounts,
+      SwapSide.BUY,
+      blockNumber,
+      pools,
+    );
+    console.log(`${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(
+          dexHelper,
+          uniswapV3,
+          'quoteExactOutputSingle',
+          blockNumber,
+          '0xAA20EFF7ad2F523590dE6c04918DaAE0904E3b20',
+          price.prices,
+          TokenA.address,
+          TokenB.address,
+          fee,
+          amounts,
+        );
+        if (res === false) falseChecksCounter++;
+      }),
+    );
+
+    expect(falseChecksCounter).toBeLessThan(poolPrices!.length);
+  });
+});

package/src/dex/uniswap-v3/uniswap-v3-pool.ts

@@ -1,7 +1,7 @@
 import _ from 'lodash';
 import { Contract } from 'web3-eth-contract';
 import { Interface } from '@ethersproject/abi';
-import { ethers } from 'ethers';
+import { BytesLike, ethers } from 'ethers';
 import { assert, DeepReadonly } from 'ts-essentials';
 import { Log, Logger, BlockHeader, Address } from '../../types';
 import {
@@ -11,12 +11,12 @@ import {
 import { IDexHelper } from '../../dex-helper/idex-helper';
 import {
   PoolState,
-  DecodedStateMultiCallResultWithRelativeBitmaps,
+  DecodedStateMultiCallResultWithRelativeBitmaps, DecodeStateMultiCallFunc,
 } from './types';
 import UniswapV3PoolABI from '../../abi/uniswap-v3/UniswapV3Pool.abi.json';
 import { bigIntify, catchParseLogError, isSampled } from '../../utils';
 import { uniswapV3Math } from './contract-math/uniswap-v3-math';
-import { MultiCallParams } from '../../lib/multi-wrapper';
+import { MultiCallParams, MultiResult } from '../../lib/multi-wrapper';
 import {
   OUT_OF_RANGE_ERROR_POSTFIX,
   TICK_BITMAP_BUFFER,
@@ -60,6 +60,7 @@ export class UniswapV3EventPool extends StatefulEventSubscriber<PoolState> {
     readonly dexHelper: IDexHelper,
     parentName: string,
     readonly stateMultiContract: Contract,
+    readonly decodeStateMultiCallResultWithRelativeBitmaps: DecodeStateMultiCallFunc | undefined,
     readonly erc20Interface: Interface,
     protected readonly factoryAddress: Address,
     public readonly feeCode: bigint,
@@ -226,9 +227,13 @@ export class UniswapV3EventPool extends StatefulEventSubscriber<PoolState> {
               this.getBitmapRangeToRequest(),
             )
             .encodeABI(),
-          decodeFunction: decodeStateMultiCallResultWithRelativeBitmaps,
+          decodeFunction:
+            this.decodeStateMultiCallResultWithRelativeBitmaps !== undefined
+              ? this.decodeStateMultiCallResultWithRelativeBitmaps
+              : decodeStateMultiCallResultWithRelativeBitmaps,
         },
       ];
+
       this._stateRequestCallData = callData;
     }
     return this._stateRequestCallData;

package/src/dex/uniswap-v3/uniswap-v3.ts

@@ -91,7 +91,7 @@ export class UniswapV3
 
   public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
     getDexKeysWithNetwork(
-      _.pick(UniswapV3Config, ['UniswapV3', 'QuickSwapV3.1']),
+      _.pick(UniswapV3Config, ['UniswapV3', 'QuickSwapV3.1', 'RamsesV2']),
     );
 
   logger: Logger;
@@ -118,7 +118,9 @@ export class UniswapV3
       this.config.uniswapMulticall,
     );
     this.stateMultiContract = new this.dexHelper.web3Provider.eth.Contract(
-      UniswapV3StateMulticallABI as AbiItem[],
+      this.config.stateMultiCallAbi !== undefined
+        ? this.config.stateMultiCallAbi
+        : UniswapV3StateMulticallABI as AbiItem[],
       this.config.stateMulticall,
     );
 
@@ -239,6 +241,7 @@ export class UniswapV3
         this.dexHelper,
         this.dexKey,
         this.stateMultiContract,
+        this.config.decodeStateMultiCallResultWithRelativeBitmaps,
         this.erc20Interface,
         this.config.factory,
         fee,
@@ -1055,6 +1058,8 @@ export class UniswapV3
       deployer: this.config.deployer?.toLowerCase(),
       initHash: this.config.initHash,
       subgraphURL: this.config.subgraphURL,
+      stateMultiCallAbi: this.config.stateMultiCallAbi,
+      decodeStateMultiCallResultWithRelativeBitmaps: this.config.decodeStateMultiCallResultWithRelativeBitmaps,
     };
     return newConfig;
   }

package/tests/constants-e2e.ts

@@ -785,10 +785,6 @@ export const Tokens: {
       address: '0x2f2a2543b76a4166549f7aab2e75bef0aefc5b0f',
       decimals: 8,
     },
-    USDCe: {
-      address: '0xff970a61a04b1ca14834a43f5de4533ebddb5cc8',
-      decimals: 6,
-    },
     LEX: {
       address: '0x6bB7A17AcC227fd1F6781D1EEDEAE01B42047eE0',
       decimals: 18,
@@ -1020,7 +1016,7 @@ export const Holders: {
     USDCe: '0x62383739d68dd0f844103db8dfb05a7eded5bbe6',
     USDC: '0xa843392198862f98d17e3aa1421b08f2c2020cff',
     OHM: '0xebce5f29ff5ca9aa330ebdf7ec6b5f474bff271e',
-    USDT: '0x62383739d68dd0f844103db8dfb05a7eded5bbe6',
+    USDT: '0x5ff47d4ab75bcaff6807c81f1367abb53439883c',
     POPS: '0x4b78b52e7de4d8b7d367297cb8a87c1875a9d591',
     FRAX: '0x59bf0545fca0e5ad48e13da269facd2e8c886ba4',
     nUSD: '0x9dd329f5411466d9e0c488ff72519ca9fef0cb40',