@paraswap/dex-lib 2.42.26 → 2.42.27

package/src/dex/smardex/smardex-events.test.ts

@@ -0,0 +1,297 @@
+/* eslint-disable no-console */
+import dotenv from 'dotenv';
+import { Interface } from '@ethersproject/abi';
+import { Tokens } from '../../../tests/constants-e2e';
+dotenv.config();
+
+import SmardexPoolLayerOneABI from '../../abi/smardex/layer-1/smardex-pool.json';
+import SmardexPoolLayerTwoABI from '../../abi/smardex/layer-2/smardex-pool.json';
+import { Smardex } from './smardex';
+import { SmardexEventPool } from './smardex-event-pool';
+import { Network } from '../../constants';
+import { DummyDexHelper } from '../../dex-helper/index';
+import { testEventSubscriber } from '../../../tests/utils-events';
+import { SmardexPoolState } from './types';
+
+jest.setTimeout(120 * 1000);
+const dexKey = 'Smardex';
+
+type NetworkConfig = {
+  name: 'ethereum' | 'polygon' | 'bsc' | 'arbitrum' | 'base';
+  network: Network;
+  tokens: typeof Tokens[Network];
+  pools: Array<{
+    address: string;
+    symbol0: string;
+    symbol1: string;
+    events: {
+      [event: string]: number[];
+    };
+  }>;
+};
+
+const NETWORK_CONFIGS: NetworkConfig[] = [
+  {
+    name: 'ethereum',
+    network: Network.MAINNET,
+    tokens: Tokens[Network.MAINNET],
+    pools: [
+      {
+        address: '0xd2bf378cea07fe117ffdfd3f5b7e53c2b0b78c05',
+        symbol0: 'SDEX',
+        symbol1: 'USDT',
+        events: {
+          ['Swap']: [
+            18064045,
+            18064060,
+            18064194,
+            18065266,
+            18066464, // the last one contains multiple Swap events
+          ],
+          ['Burn']: [17231921, 17762042, 17762668],
+          ['Mint']: [17739609, 17973926, 18062443],
+          // ['FeesChanged']: [], // none on L1
+          ['Sync']: [
+            18064045,
+            18064060,
+            18064194,
+            18065266,
+            18066464, // the last one contains multiple Sync events
+          ],
+          ['Transfer']: [18064025, 18064045, 18065266],
+        },
+      },
+
+      {
+        address: '0xf3a4B8eFe3e3049F6BC71B47ccB7Ce6665420179',
+        symbol0: 'SDEX',
+        symbol1: 'ETH',
+        events: {
+          ['Swap']: [
+            18120396,
+            18120367, // multiple Swap events
+            18119305,
+            18118991,
+            18120209,
+          ],
+          ['Burn']: [18114357, 18089610, 18026115],
+          ['Mint']: [18115825, 18109975, 18093408],
+          // ['FeesChanged']: [], // none on L1
+          ['Sync']: [
+            18120396,
+            18120367, // multiple Sync events
+            18119305,
+            18118991,
+            18120209,
+          ],
+          ['Transfer']: [18108643, 18105778, 18105793],
+        },
+      },
+    ],
+  },
+  {
+    name: 'polygon',
+    network: Network.POLYGON,
+    tokens: Tokens[Network.POLYGON],
+    pools: [
+      {
+        address: '0x77476148B72ECB4E9f6A3cDDC5dd437Df1F003F3',
+        symbol0: 'USDC',
+        symbol1: 'SDEX',
+        events: {
+          ['Swap']: [47436997, 47437089, 47437096, 47445056, 47445066],
+          ['Burn']: [47423778, 47334674, 46807911],
+          ['Mint']: [47417315, 47414686, 47288517],
+          ['FeesChanged']: [45861051],
+          ['Sync']: [47436997, 47437089, 47437096, 47445056, 47445066],
+          ['Transfer']: [47423778, 47403369, 47343062],
+        },
+      },
+      {
+        address: '0x7130d1Ab6d9C657240331A4DE3e88b5497Be9cEB',
+        symbol0: 'WMATIC',
+        symbol1: 'USDC',
+        events: {
+          ['Swap']: [47448993, 47449888, 47449861, 47448993, 47449214],
+          ['Burn']: [47434291, 47433030, 47426957],
+          ['Mint']: [47354112, 47268128, 47252146],
+          ['FeesChanged']: [], // Fees didn't change on this pool
+          ['Sync']: [47448993, 47449888, 47449861, 47448993, 47449214],
+          ['Transfer']: [47338250, 47338178, 47333469],
+        },
+      },
+    ],
+  },
+  {
+    name: 'arbitrum',
+    network: Network.ARBITRUM,
+    tokens: Tokens[Network.ARBITRUM],
+    pools: [
+      {
+        address: '0xacCDd9EE1DCd393E346e5d6350230439b4DA09ab',
+        symbol0: 'SDEX',
+        symbol1: 'USDC',
+        events: {
+          ['Swap']: [130424308, 130422563, 130418994, 130415253, 130382808],
+          ['Burn']: [129969327, 129138853, 126200497],
+          ['Mint']: [130028302, 129940404, 129728771],
+          ['FeesChanged']: [], // Fees didn't change on this pool
+          ['Sync']: [130424308, 130422563, 130418994, 130415253, 130382808],
+          ['Transfer']: [130028373, 129918802, 129668897],
+        },
+      },
+      {
+        address: '0xD87899d10Eaa10F3adE05038A38251F758E5C0eb',
+        symbol0: 'ARB',
+        symbol1: 'USDC',
+        events: {
+          ['Swap']: [130429535, 130419879, 130417306, 130414469, 130416990],
+          ['Burn']: [130200966, 127933595, 125698828],
+          ['Mint']: [130263032, 130331095, 128594710],
+          ['FeesChanged']: [], // Fees didn't change on this pool
+          ['Sync']: [130429535, 130419879, 130417306, 130414469, 130416990],
+          ['Transfer']: [130423567, 130423514, 130331095],
+        },
+      },
+    ],
+  },
+  {
+    name: 'bsc',
+    network: Network.BSC,
+    tokens: Tokens[Network.BSC],
+    pools: [
+      {
+        address: '0xe7b89CbD4E833510F393CCfbE7D433EDbb137aB2',
+        symbol0: 'USDT',
+        symbol1: 'SDEX',
+        events: {
+          ['Swap']: [31678152, 31678000, 31674992, 31670581, 31675013],
+          ['Burn']: [31660547, 31655719, 31539131],
+          ['Mint']: [31652485, 31595468, 31571640],
+          ['FeesChanged']: [30531399],
+          ['Sync']: [31678152, 31678000, 31674992, 31670581, 31675013],
+          ['Transfer']: [31660547, 31655777, 31655736],
+        },
+      },
+      {
+        address: '0xf315833053a1187fd5e9813E38BD59937492857a',
+        symbol0: 'USDT',
+        symbol1: 'BNB',
+        events: {
+          ['Swap']: [31678534, 31675409, 31678534, 31675014, 31674391],
+          ['Burn']: [31666734, 31586726, 31462652],
+          ['Mint']: [31662048, 31554796, 31524123],
+          ['FeesChanged']: [], // Fees didn't change on this pool
+          ['Sync']: [31678534, 31675409, 31678534, 31675014, 31674391],
+          ['Transfer']: [31666734, 31632200, 31586970],
+        },
+      },
+    ],
+  },
+  {
+    name: 'base',
+    network: Network.BASE,
+    tokens: Tokens[Network.BASE],
+    pools: [
+      {
+        address: '0xd70e1bab713d84c3a110ded11e41714542e604ba',
+        symbol0: 'WETH',
+        symbol1: 'SDEX',
+        events: {
+          ['Swap']: [4761865, 4757945, 4757945, 4757897],
+          ['Burn']: [4692541],
+          ['Mint']: [4757945, 4737306, 4701199],
+          ['FeesChanged']: [], // Fees didn't change on this pool
+          ['Sync']: [4761865, 4757945, 4757945, 4757897],
+          ['Transfer']: [4757966, 4737315, 4736210],
+        },
+      },
+      {
+        address: '0x5a60c797993ee91f012260d995e1e6c6ce3dda6d',
+        symbol0: 'WETH',
+        symbol1: 'USDbC',
+        events: {
+          ['Swap']: [4763447, 4762313, 4762290],
+          ['Burn']: [4716925, 4338322, 4282294],
+          ['Mint']: [4758649, 4649129, 4645429],
+          ['FeesChanged']: [], // Fees didn't change on this pool
+          ['Sync']: [4763447, 4762313, 4762290],
+          ['Transfer']: [4758649, 4716850, 4645429],
+        },
+      },
+    ],
+  },
+];
+
+async function fetchPoolStateFromContractAtBlock(
+  smardexEventPool: SmardexEventPool,
+  blockNumber: number,
+  poolAddress: string,
+  logger: any,
+): Promise<SmardexPoolState | undefined> {
+  const message = `Smardex: ${poolAddress} blockNumber ${blockNumber}`;
+  console.log(`Fetching state ${message}`);
+
+  const state = await smardexEventPool.generateState(blockNumber);
+  console.log(`Done ${message}`);
+
+  return state;
+}
+
+NETWORK_CONFIGS.forEach(({ name, network, pools, tokens }) => {
+  describe(`Events Tests on ${name}`, function () {
+    pools.forEach(({ address, events, symbol0, symbol1 }) => {
+      describe(`${symbol0} <> ${symbol1}`, function () {
+        const poolAddress = address;
+        const token0 = tokens[symbol0];
+        const token1 = tokens[symbol1];
+        // events in the same block must update the same element
+        Object.keys(events).forEach((event: string) => {
+          events[event].forEach((blockNumber: number) => {
+            it(`${event}:${blockNumber} - should return correct state`, async function () {
+              const dexHelper = new DummyDexHelper(network);
+
+              const logger = dexHelper.getLogger(dexKey);
+              const smardex = new Smardex(network, dexKey, dexHelper);
+              const multicall = smardex.getFeesMultiCallData(poolAddress);
+              const SmardexPool = new SmardexEventPool(
+                new Interface(
+                  smardex.isLayer1()
+                    ? SmardexPoolLayerOneABI
+                    : SmardexPoolLayerTwoABI,
+                ),
+                dexHelper,
+                poolAddress,
+                token0,
+                token1,
+                logger,
+                multicall?.callEntry,
+                multicall?.callDecoder,
+                smardex.isLayer1(),
+              );
+
+              // It is done in generateState. But here have to make it manually
+              SmardexPool.poolAddress = poolAddress.toLowerCase();
+              SmardexPool.addressesSubscribed[0] = poolAddress.toLowerCase();
+
+              await testEventSubscriber(
+                SmardexPool,
+                SmardexPool.addressesSubscribed,
+                (_blockNumber: number) =>
+                  fetchPoolStateFromContractAtBlock(
+                    SmardexPool,
+                    _blockNumber,
+                    poolAddress,
+                    logger,
+                  ),
+                blockNumber,
+                `${dexKey}_${poolAddress}`,
+                dexHelper.provider,
+              );
+            });
+          });
+        });
+      });
+    });
+  });
+});

package/src/dex/smardex/smardex-integration.test.ts

@@ -0,0 +1,258 @@
+/* eslint-disable no-console */
+import dotenv from 'dotenv';
+dotenv.config();
+
+import { DummyDexHelper } from '../../dex-helper/index';
+import { ETHER_ADDRESS, Network, SwapSide } from '../../constants';
+import { BI_POWS } from '../../bigint-constants';
+import { Smardex } from './smardex';
+import { checkPoolPrices, checkPoolsLiquidity } from '../../../tests/utils';
+import { Tokens } from '../../../tests/constants-e2e';
+
+interface NetworkConfig {
+  name: 'ethereum' | 'bsc' | 'polygon' | 'arbitrum' | 'base';
+  network: Network;
+  tokens: typeof Tokens[Network];
+  tokenPairs: { src: string; dest: string; sell: number[]; buy: number[] }[];
+}
+
+const networkConfigs: Array<NetworkConfig> = [
+  {
+    name: 'ethereum',
+    network: Network.MAINNET,
+    tokens: Tokens[Network.MAINNET],
+    tokenPairs: [
+      {
+        src: 'SDEX',
+        dest: 'USDT',
+        sell: [0, 10_000, 20_000, 30_000],
+        buy: [0, 1_000, 2_000],
+      },
+      {
+        src: 'SDEX',
+        dest: 'WETH',
+        sell: [0, 100_000, 200_000, 300_000],
+        buy: [0, 1, 2, 3],
+      },
+      {
+        src: 'SDEX',
+        dest: 'ETH',
+        sell: [0, 100_000, 200_000, 300_000],
+        buy: [0, 1, 2, 3],
+      },
+      { src: 'WETH', dest: 'WBTC', sell: [0, 2, 4, 6], buy: [0, 1, 2, 3] },
+    ],
+  },
+  {
+    name: 'arbitrum',
+    network: Network.ARBITRUM,
+    tokens: Tokens[Network.ARBITRUM],
+    tokenPairs: [
+      {
+        src: 'SDEX',
+        dest: 'USDC',
+        sell: [0, 10_000, 20_000, 30_000],
+        buy: [0, 1_000, 2_000],
+      },
+      {
+        src: 'SDEX',
+        dest: 'WETH',
+        sell: [0, 100_000, 200_000, 300_000],
+        buy: [0, 1, 2, 3],
+      },
+      {
+        src: 'SDEX',
+        dest: 'ETH',
+        sell: [0, 100_000, 200_000, 300_000],
+        buy: [0, 1, 2, 3],
+      },
+      {
+        src: 'SDEX',
+        dest: 'WBTC',
+        sell: [0, 100_000, 200_000, 300_000],
+        buy: [0, 1, 2, 3],
+      },
+      {
+        src: 'ARB',
+        dest: 'USDC',
+        sell: [0, 2_000, 4_000, 6_000],
+        buy: [0, 1_000, 2_000],
+      },
+    ],
+  },
+  {
+    name: 'bsc',
+    network: Network.BSC,
+    tokens: Tokens[Network.BSC],
+    tokenPairs: [
+      {
+        src: 'SDEX',
+        dest: 'USDT',
+        sell: [0, 10_000, 20_000, 30_000],
+        buy: [0, 1_000, 2_000],
+      },
+      {
+        src: 'bBTC',
+        dest: 'SDEX',
+        sell: [0, 100_000, 200_000, 300_000],
+        buy: [0, 1, 2, 3],
+      },
+      {
+        src: 'USDT',
+        dest: 'WBNB',
+        sell: [0, 100_000, 200_000, 300_000],
+        buy: [0, 10, 20, 30],
+      },
+      { src: 'ETH', dest: 'SDEX', sell: [0, 2, 4, 6], buy: [0, 1, 2, 3] },
+      {
+        src: 'USDT',
+        dest: 'BNB',
+        sell: [0, 2_000, 4_000, 6_000],
+        buy: [0, 10, 20, 30],
+      },
+    ],
+  },
+  {
+    name: 'polygon',
+    network: Network.POLYGON,
+    tokens: Tokens[Network.POLYGON],
+    tokenPairs: [
+      {
+        src: 'USDC',
+        dest: 'SDEX',
+        sell: [0, 10_000, 20_000, 30_000],
+        buy: [0, 100_000, 200_000],
+      },
+      {
+        src: 'SDEX',
+        dest: 'WETH',
+        sell: [0, 100_000, 200_000, 300_000],
+        buy: [0, 2, 4, 6, 8, 10],
+      },
+      {
+        src: 'USDC',
+        dest: 'WMATIC',
+        sell: [0, 100_000, 200_000, 300_000],
+        buy: [0, 20_000, 40_000, 60_000],
+      },
+      {
+        src: 'USDC',
+        dest: 'MATIC',
+        sell: [0, 100_000, 200_000, 300_000],
+        buy: [0, 20_000, 40_000, 60_000],
+      },
+      {
+        src: 'WBTC',
+        dest: 'SDEX',
+        sell: [0, 1, 2, 3],
+        buy: [0, 500_000, 1_000_000, 1_500_000],
+      },
+    ],
+  },
+  {
+    name: 'base',
+    network: Network.BASE,
+    tokens: Tokens[Network.BASE],
+    tokenPairs: [
+      {
+        src: 'WETH',
+        dest: 'SDEX',
+        sell: [0, 2, 4, 6, 8, 10],
+        buy: [0, 100_000, 200_000, 300_000],
+      },
+      {
+        src: 'WETH',
+        dest: 'USDbC',
+        sell: [0, 2, 4, 6, 8, 10],
+        buy: [0, 10_000, 20_000, 30_000],
+      },
+    ],
+  },
+];
+
+networkConfigs.forEach(({ name, network, tokens, tokenPairs }) => {
+  describe(`Smardex Integration Tests on ${name}`, () => {
+    const dexKey = 'Smardex';
+
+    let dexHelper: DummyDexHelper;
+    let blocknumber: number;
+
+    beforeEach(async () => {
+      dexHelper = new DummyDexHelper(network);
+      blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
+    });
+
+    // Help us to test the pool prices and volume for a given amount of tokens to swap
+    const testPoolPricesVolume = async (swapSide: SwapSide, pair: any) => {
+      const smardex = new Smardex(network, dexKey, dexHelper);
+      const currentAmounts =
+        swapSide === SwapSide.SELL
+          ? pair.sell.map(
+              (amount: number) =>
+                BigInt(amount) * BI_POWS[tokens[pair.src].decimals],
+            )
+          : pair.buy.map(
+              (amount: number) =>
+                BigInt(amount) * BI_POWS[tokens[pair.dest].decimals],
+            );
+
+      const pools = await smardex.getPoolIdentifiers(
+        tokens[pair.src],
+        tokens[pair.dest],
+        swapSide,
+        blocknumber,
+      );
+      console.log(`${pair.src} <> ${pair.dest} Pool Identifiers: `, pools);
+      expect(pools.length).toBeGreaterThan(0);
+
+      const poolPrices = await smardex.getPricesVolume(
+        tokens[pair.src],
+        tokens[pair.dest],
+        currentAmounts,
+        swapSide,
+        blocknumber,
+        pools,
+      );
+      console.log(`${pair.src} <> ${pair.dest} Pool Prices: `, poolPrices);
+      expect(poolPrices).not.toBeNull();
+      checkPoolPrices(poolPrices!, currentAmounts, swapSide, dexKey);
+    };
+
+    /**
+     * For each token pair, test:
+     * - Compute pool identifiers and prices for a given amount of tokens to swap (SELL and BUY)
+     * - Get top pools for a token
+     */
+    tokenPairs.forEach(pair => {
+      describe(`${pair.src} <> ${pair.dest}`, () => {
+        it('SELL: Compute pool identiers and prices', async () => {
+          await testPoolPricesVolume(SwapSide.SELL, pair);
+        });
+
+        it('BUY: Compute pool identiers and prices', async () => {
+          await testPoolPricesVolume(SwapSide.BUY, pair);
+        });
+      });
+    });
+
+    it('getTopPoolsForToken', async () => {
+      const smardex = new Smardex(network, dexKey, dexHelper);
+      // Get all distinct tokens of the pairs
+      const distinctTokens = tokenPairs
+        .reduce((acc, pair) => [...acc, pair.src, pair.dest], [] as string[])
+        .filter((value, index, self) => self.indexOf(value) === index)
+        // Native token doesn't have a pool, avoid it
+        .filter(token => tokens[token].address !== ETHER_ADDRESS);
+      // Get top pools for each token and check liquidity
+      await Promise.all(
+        distinctTokens.map(async token =>
+          checkPoolsLiquidity(
+            await smardex.getTopPoolsForToken(tokens[token].address, 10),
+            tokens[token].address,
+            dexKey,
+          ),
+        ),
+      );
+    });
+  });
+});