@paraswap/dex-lib 2.31.5 → 2.32.0

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

@@ -11,7 +11,110 @@ import { Network, ContractMethod, SwapSide } from '../../constants';
 import { StaticJsonRpcProvider } from '@ethersproject/providers';
 import { generateConfig } from '../../config';
 
+function testForNetwork(
+  network: Network,
+  dexKey: string,
+  tokenASymbol: string,
+  tokenBSymbol: string,
+  tokenAAmount: string,
+  tokenBAmount: string,
+  nativeTokenAmount: string,
+  slippage?: number | undefined,
+) {
+  const provider = new StaticJsonRpcProvider(
+    generateConfig(network).privateHttpProvider,
+    network,
+  );
+  const tokens = Tokens[network];
+  const holders = Holders[network];
+  const nativeTokenSymbol = NativeTokenSymbols[network];
+
+  const sideToContractMethods = new Map([
+    [
+      SwapSide.SELL,
+      [
+        ContractMethod.simpleSwap,
+        ContractMethod.multiSwap,
+        ContractMethod.megaSwap,
+        ContractMethod.directUniV3Swap,
+      ],
+    ],
+    [
+      SwapSide.BUY,
+      [
+        ContractMethod.simpleBuy,
+        ContractMethod.buy,
+        ContractMethod.directUniV3Buy,
+      ],
+    ],
+  ]);
+
+  describe(`${network}`, () => {
+    sideToContractMethods.forEach((contractMethods, side) =>
+      describe(`${side}`, () => {
+        contractMethods.forEach((contractMethod: ContractMethod) => {
+          describe(`${contractMethod}`, () => {
+            it(`${nativeTokenSymbol} -> ${tokenASymbol}`, async () => {
+              await testE2E(
+                tokens[nativeTokenSymbol],
+                tokens[tokenASymbol],
+                holders[nativeTokenSymbol],
+                side === SwapSide.SELL ? nativeTokenAmount : tokenAAmount,
+                side,
+                dexKey,
+                contractMethod,
+                network,
+                provider,
+                undefined,
+                undefined,
+                undefined,
+                slippage,
+              );
+            });
+            it(`${tokenASymbol} -> ${nativeTokenSymbol}`, async () => {
+              await testE2E(
+                tokens[tokenASymbol],
+                tokens[nativeTokenSymbol],
+                holders[tokenASymbol],
+                side === SwapSide.SELL ? tokenAAmount : nativeTokenAmount,
+                side,
+                dexKey,
+                contractMethod,
+                network,
+                provider,
+                undefined,
+                undefined,
+                undefined,
+                slippage,
+              );
+            });
+            it(`${tokenASymbol} -> ${tokenBSymbol}`, async () => {
+              await testE2E(
+                tokens[tokenASymbol],
+                tokens[tokenBSymbol],
+                holders[tokenASymbol],
+                side === SwapSide.SELL ? tokenAAmount : tokenBAmount,
+                side,
+                dexKey,
+                contractMethod,
+                network,
+                provider,
+                undefined,
+                undefined,
+                undefined,
+                slippage,
+              );
+            });
+          });
+        });
+      }),
+    );
+  });
+}
+
+
 describe('UniswapV3 E2E', () => {
+
   describe('UniswapV3', () => {
     const dexKey = 'UniswapV3';
 
@@ -592,4 +695,305 @@ describe('UniswapV3 E2E', () => {
       );
     });
   });
+
+  describe('SushiSwapV3 E2E', () => {
+    const dexKey = 'SushiSwapV3';
+
+    describe('MAINNET', () => {
+      const network = Network.MAINNET;
+
+      const tokenASymbol: string = 'USDC';
+      const tokenBSymbol: string = 'USDT';
+
+      const tokenAAmount: string = '111110000';
+      const tokenBAmount: string = '1100000000';
+      const nativeTokenAmount = '11000000000000000';
+
+      testForNetwork(
+        network,
+        dexKey,
+        tokenASymbol,
+        tokenBSymbol,
+        tokenAAmount,
+        tokenBAmount,
+        nativeTokenAmount,
+      );
+    });
+
+    describe('ARBITRUM', () => {
+      const network = Network.ARBITRUM;
+
+      const tokenASymbol: string = 'USDC';
+      const tokenBSymbol: string = 'USDCe';
+
+      const tokenAAmount: string = '10000000';
+      const tokenBAmount: string = '10000000';
+      const nativeTokenAmount = '900000000000000';
+
+      testForNetwork(
+        network,
+        dexKey,
+        tokenASymbol,
+        tokenBSymbol,
+        tokenAAmount,
+        tokenBAmount,
+        nativeTokenAmount,
+      );
+    });
+
+    describe('POLYGON', () => {
+      const network = Network.POLYGON;
+
+      const tokenASymbol: string = 'USDC';
+      const tokenBSymbol: string = 'USDT';
+
+      const tokenAAmount: string = '21111000';
+      const tokenBAmount: string = '200000000';
+      const nativeTokenAmount = '110000000000000000';
+
+      testForNetwork(
+        network,
+        dexKey,
+        tokenASymbol,
+        tokenBSymbol,
+        tokenAAmount,
+        tokenBAmount,
+        nativeTokenAmount,
+      );
+    });
+
+    describe('BSC', () => {
+      const network = Network.BSC;
+      const tokens = Tokens[network];
+      const holders = Holders[network];
+      const provider = new StaticJsonRpcProvider(
+        generateConfig(network).privateHttpProvider,
+        network,
+      );
+
+      const sideToContractMethods = new Map([
+        [
+          SwapSide.SELL,
+          [
+            ContractMethod.simpleSwap,
+            ContractMethod.multiSwap,
+            ContractMethod.megaSwap,
+            ContractMethod.directUniV3Swap,
+          ],
+        ],
+        [
+          SwapSide.BUY,
+          [
+            ContractMethod.simpleBuy,
+            ContractMethod.buy,
+            ContractMethod.directUniV3Buy,
+          ],
+        ],
+      ]);
+
+      const pairs: { name: string; sellAmount: string; buyAmount: string }[][] = [
+        [
+          {
+            name: 'USDC',
+            sellAmount: '100000000000000000000',
+            buyAmount: '100000000000000000000',
+          },
+          {
+            name: 'USDT',
+            sellAmount: '100000000000000000000',
+            buyAmount: '100000000000000000000',
+          },
+        ],
+        [
+          {
+            name: 'BNB',
+            sellAmount: '1000000000000000000',
+            buyAmount: '10000000000000000000',
+          },
+          {
+            name: 'USDT',
+            sellAmount: '1000000000000000000000',
+            buyAmount: '20000000000000000',
+          },
+        ],
+      ];
+
+      sideToContractMethods.forEach((contractMethods, side) =>
+        describe(`${side}`, () => {
+          contractMethods.forEach((contractMethod: ContractMethod) => {
+            pairs.forEach(pair => {
+              describe(`${contractMethod}`, () => {
+                it(`${pair[0].name} -> ${pair[1].name}`, async () => {
+                  await testE2E(
+                    tokens[pair[0].name],
+                    tokens[pair[1].name],
+                    holders[pair[0].name],
+                    side === SwapSide.SELL
+                      ? pair[0].sellAmount
+                      : pair[0].buyAmount,
+                    side,
+                    dexKey,
+                    contractMethod,
+                    network,
+                    provider,
+                  );
+                });
+                it(`${pair[1].name} -> ${pair[0].name}`, async () => {
+                  await testE2E(
+                    tokens[pair[1].name],
+                    tokens[pair[0].name],
+                    holders[pair[1].name],
+                    side === SwapSide.SELL
+                      ? pair[1].sellAmount
+                      : pair[1].buyAmount,
+                    side,
+                    dexKey,
+                    contractMethod,
+                    network,
+                    provider,
+                  );
+                });
+              });
+            });
+          });
+        }),
+      );
+    });
+
+    describe('AVALANCHE', () => {
+      const network = Network.AVALANCHE;
+
+      const tokenASymbol: string = 'USDT';
+      const tokenBSymbol: string = 'USDC';
+
+      const tokenAAmount: string = '111110';
+      const tokenBAmount: string = '100000';
+      const nativeTokenAmount = '11000000000000000';
+
+      testForNetwork(
+        network,
+        dexKey,
+        tokenASymbol,
+        tokenBSymbol,
+        tokenAAmount,
+        tokenBAmount,
+        nativeTokenAmount,
+      );
+    });
+
+    describe('FANTOM', () => {
+      const network = Network.FANTOM;
+      const tokens = Tokens[network];
+      const holders = Holders[network];
+      const provider = new StaticJsonRpcProvider(
+        generateConfig(network).privateHttpProvider,
+        network,
+      );
+
+      const sideToContractMethods = new Map([
+        [
+          SwapSide.SELL,
+          [
+            ContractMethod.simpleSwap,
+            ContractMethod.multiSwap,
+            ContractMethod.megaSwap,
+            ContractMethod.directUniV3Swap,
+          ],
+        ],
+        [
+          SwapSide.BUY,
+          [
+            ContractMethod.simpleBuy,
+            ContractMethod.buy,
+            ContractMethod.directUniV3Buy,
+          ],
+        ],
+      ]);
+
+      const pairs: { name: string; sellAmount: string; buyAmount: string }[][] = [
+        [
+          {
+            name: 'FTM',
+            sellAmount: '100000000000000000',
+            buyAmount: '100000000',
+          },
+          {
+            name: 'USDC',
+            sellAmount: '100000000',
+            buyAmount: '100000000000000000',
+          },
+        ],
+        [
+          {
+            name: 'WFTM',
+            sellAmount: '100000000000000',
+            buyAmount: '1000000000000000',
+          },
+          { name: 'WETH', sellAmount: '1000000000000000', buyAmount: '100000000000000' },
+        ],
+      ];
+
+      sideToContractMethods.forEach((contractMethods, side) =>
+        describe(`${side}`, () => {
+          contractMethods.forEach((contractMethod: ContractMethod) => {
+            pairs.forEach(pair => {
+              describe(`${contractMethod}`, () => {
+                it(`${pair[0].name} -> ${pair[1].name}`, async () => {
+                  await testE2E(
+                    tokens[pair[0].name],
+                    tokens[pair[1].name],
+                    holders[pair[0].name],
+                    side === SwapSide.SELL
+                      ? pair[0].sellAmount
+                      : pair[0].buyAmount,
+                    side,
+                    dexKey,
+                    contractMethod,
+                    network,
+                    provider,
+                  );
+                });
+                it(`${pair[1].name} -> ${pair[0].name}`, async () => {
+                  await testE2E(
+                    tokens[pair[1].name],
+                    tokens[pair[0].name],
+                    holders[pair[1].name],
+                    side === SwapSide.SELL
+                      ? pair[1].sellAmount
+                      : pair[1].buyAmount,
+                    side,
+                    dexKey,
+                    contractMethod,
+                    network,
+                    provider,
+                  );
+                });
+              });
+            });
+          });
+        }),
+      );
+    });
+
+    describe('OPTIMISM', () => {
+      const network = Network.OPTIMISM;
+
+      const tokenASymbol: string = 'USDC';
+      const tokenBSymbol: string = 'USDT';
+
+      const tokenAAmount: string = '111110000';
+      const tokenBAmount: string = '10000000';
+      const nativeTokenAmount = '11000000000000000';
+
+      testForNetwork(
+        network,
+        dexKey,
+        tokenASymbol,
+        tokenBSymbol,
+        tokenAAmount,
+        tokenBAmount,
+        nativeTokenAmount,
+      );
+    });
+  });
 });

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

@@ -746,3 +746,225 @@ describe('ChronosV3', () => {
     checkPoolsLiquidity(poolLiquidity, TokenB.address, dexKey);
   });
 });
+
+describe('SushiSwapV3', () => {
+  const dexKey = 'SushiSwapV3';
+
+  describe('Mainnet', () => {
+    let blockNumber: number;
+    let sushiSwapV3: UniswapV3;
+    let sushiSwapV3Mainnet: UniswapV3;
+
+    const network = Network.MAINNET;
+    const dexHelper = new DummyDexHelper(network);
+    const TokenASymbol = 'USDC';
+    const TokenA = Tokens[network][TokenASymbol];
+
+    const TokenBSymbol = 'USDT';
+    const TokenB = Tokens[network][TokenBSymbol];
+
+    beforeEach(async () => {
+      blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
+      sushiSwapV3 = new UniswapV3(network, dexKey, dexHelper);
+      sushiSwapV3Mainnet = new UniswapV3(Network.MAINNET, dexKey, dexHelper);
+    });
+
+    it('getPoolIdentifiers and getPricesVolume SELL', async function () {
+      const amounts = [0n, BI_POWS[6], 2000000n];
+
+      const pools = await sushiSwapV3.getPoolIdentifiers(
+        TokenA,
+        TokenB,
+        SwapSide.SELL,
+        blockNumber,
+      );
+      console.log(
+        `${TokenASymbol} <> ${TokenBSymbol} Pool Identifiers: `,
+        pools,
+      );
+
+      expect(pools.length).toBeGreaterThan(0);
+
+      const poolPrices = await sushiSwapV3.getPricesVolume(
+        TokenA,
+        TokenB,
+        amounts,
+        SwapSide.SELL,
+        blockNumber,
+        pools,
+      );
+      console.log(
+        `${TokenASymbol} <> ${TokenBSymbol} Pool Prices: `,
+        poolPrices,
+      );
+
+      expect(poolPrices).not.toBeNull();
+      checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
+
+      let falseChecksCounter = 0;
+      await Promise.all(
+        poolPrices!.map(async price => {
+          const fee = sushiSwapV3.eventPools[price.poolIdentifier!]!.feeCode;
+          const res = await checkOnChainPricing(
+            dexHelper,
+            sushiSwapV3,
+            'quoteExactInputSingle',
+            blockNumber,
+            '0x64e8802FE490fa7cc61d3463958199161Bb608A7',
+            price.prices,
+            TokenA.address,
+            TokenB.address,
+            fee,
+            amounts,
+          );
+          if (res === false) falseChecksCounter++;
+        }),
+      );
+
+      expect(falseChecksCounter).toBeLessThan(poolPrices!.length);
+    });
+
+    it('getPoolIdentifiers and getPricesVolume BUY', async function () {
+      const amounts = [0n, BI_POWS[6], 2000000n];
+
+      const pools = await sushiSwapV3.getPoolIdentifiers(
+        TokenA,
+        TokenB,
+        SwapSide.BUY,
+        blockNumber,
+      );
+      console.log(
+        `${TokenASymbol} <> ${TokenBSymbol} Pool Identifiers: `,
+        pools,
+      );
+
+      expect(pools.length).toBeGreaterThan(0);
+
+      const poolPrices = await sushiSwapV3.getPricesVolume(
+        TokenA,
+        TokenB,
+        amounts,
+        SwapSide.BUY,
+        blockNumber,
+        pools,
+      );
+      console.log(
+        `${TokenASymbol} <> ${TokenBSymbol} Pool Prices: `,
+        poolPrices,
+      );
+
+      expect(poolPrices).not.toBeNull();
+      checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
+
+      let falseChecksCounter = 0;
+      await Promise.all(
+        poolPrices!.map(async price => {
+          const fee = sushiSwapV3.eventPools[price.poolIdentifier!]!.feeCode;
+          const res = await checkOnChainPricing(
+            dexHelper,
+            sushiSwapV3,
+            'quoteExactOutputSingle',
+            blockNumber,
+            '0x64e8802FE490fa7cc61d3463958199161Bb608A7',
+            price.prices,
+            TokenA.address,
+            TokenB.address,
+            fee,
+            amounts,
+          );
+          if (res === false) falseChecksCounter++;
+        }),
+      );
+
+      expect(falseChecksCounter).toBeLessThan(poolPrices!.length);
+    });
+
+    it('getTopPoolsForToken', async function () {
+      const poolLiquidity = await sushiSwapV3.getTopPoolsForToken(
+        TokenB.address,
+        10,
+      );
+      console.log(`${TokenASymbol} Top Pools:`, poolLiquidity);
+
+      checkPoolsLiquidity(poolLiquidity, TokenB.address, dexKey);
+    });
+  });
+
+  describe('Arbitrum', () => {
+    let blockNumber: number;
+    let sushiSwapV3: UniswapV3;
+    let sushiSwapV3Mainnet: UniswapV3;
+
+    const network = Network.ARBITRUM;
+    const dexHelper = new DummyDexHelper(network);
+    const TokenASymbol = 'USDCe';
+    const TokenA = Tokens[network][TokenASymbol];
+
+    const TokenBSymbol = 'USDT';
+    const TokenB = Tokens[network][TokenBSymbol];
+
+    beforeEach(async () => {
+      // blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
+      blockNumber = 125789437;
+      sushiSwapV3 = new UniswapV3(network, dexKey, dexHelper);
+      sushiSwapV3Mainnet = new UniswapV3(Network.ARBITRUM, dexKey, dexHelper);
+    });
+
+    it('getPoolIdentifiers and getPricesVolume BUY', async function () {
+      const amounts = [0n, 100000000n, 200000000n];
+
+      const pools = await sushiSwapV3.getPoolIdentifiers(
+        TokenA,
+        TokenB,
+        SwapSide.BUY,
+        blockNumber,
+      );
+      console.log(
+        `${TokenASymbol} <> ${TokenBSymbol} Pool Identifiers: `,
+        pools,
+      );
+
+      expect(pools.length).toBeGreaterThan(0);
+
+      const poolPrices = await sushiSwapV3.getPricesVolume(
+        TokenA,
+        TokenB,
+        amounts,
+        SwapSide.BUY,
+        blockNumber,
+        pools,
+      );
+      console.log(
+        `${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 = sushiSwapV3.eventPools[price.poolIdentifier!]!.feeCode;
+          const res = await checkOnChainPricing(
+            dexHelper,
+            sushiSwapV3,
+            'quoteExactOutputSingle',
+            blockNumber,
+            '0x0524E833cCD057e4d7A296e3aaAb9f7675964Ce1',
+            price.prices,
+            TokenA.address,
+            TokenB.address,
+            fee,
+            amounts,
+          );
+          if (res === false) falseChecksCounter++;
+        }),
+      );
+
+      expect(falseChecksCounter).toBeLessThan(poolPrices!.length);
+    });
+
+  });
+});
+

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', 'RamsesV2', 'ChronosV3']),
+      _.pick(UniswapV3Config, ['UniswapV3', 'SushiSwapV3', 'QuickSwapV3.1', 'RamsesV2', 'ChronosV3']),
     );
 
   logger: Logger;

package/tests/constants-e2e.ts

@@ -963,7 +963,7 @@ export const Holders: {
     DAI: '0x370f4b2dcf75c94d8d4450b493661a9c6170d0b5',
     FTM: '0x431e81E5dfB5A24541b5Ff8762bDEF3f32F96354',
     WFTM: '0x3e923747ca2675e096d812c3b24846ac39aed645',
-    USDC: '0xe48793b1533b351ae184e1c3119d0955dde7b330',
+    USDC: '0xf53feaeb035361c046e5669745695e450ebb4028',
     FUSDT: '0x9ade1c17d25246c405604344f89E8F23F8c1c632',
     POPS: '0x4b78b52e7de4d8b7d367297cb8a87c1875a9d591',
     aFanUSDT: '0x8EBc96fF91A30059E447bFC7C0a7394f8A5793E6',