@paraswap/dex-lib 2.47.4-hashflow-mm → 2.47.4

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

@@ -117,7 +117,7 @@ describe('BalancerV2', function () {
     });
 
     it('getPoolIdentifiers and getPricesVolume', async () => {
-      const MIMATIC = Tokens[Network.POLYGON]['MIMATIC'];
+      const MIMATIC = Tokens[Network.POLYGON]['MAI'];
       const USDC = Tokens[Network.POLYGON]['USDC'];
       const dexHelper = new DummyDexHelper(Network.POLYGON);
       const blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
@@ -366,96 +366,97 @@ describe('BalancerV2', function () {
     });
   });
 
-  describe('Linear', () => {
-    it('getPoolIdentifiers and getPricesVolume', async function () {
-      const dexHelper = new DummyDexHelper(Network.MAINNET);
-      const blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
-      const balancerV2 = new BalancerV2(Network.MAINNET, dexKey, dexHelper);
-
-      await balancerV2.initializePricing(blocknumber);
-
-      //daniel: pricing for BPT swaps has been removed for the time being
-      //focus on main tokens swaps
-      /*const pools = await balancerV2.getPoolIdentifiers(
-        DAI,
-        BBADAI,
-        SwapSide.SELL,
-        blocknumber,
-      );
-      console.log('DAI <> BBADAI Pool Identifiers: ', pools);
-
-      expect(pools.length).toBeGreaterThan(0);
-
-      const poolPrices = await balancerV2.getPricesVolume(
-        DAI,
-        BBADAI,
-        amounts,
-        SwapSide.SELL,
-        blocknumber,
-        pools,
-      );
-      console.log('DAI <> BBADAI Pool Prices: ', poolPrices);
-
-      expect(poolPrices).not.toBeNull();
-      checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);*/
-
-      await balancerV2.releaseResources();
-    });
-
-    it('getTopPoolsForToken', async function () {
-      const BBADAI = Tokens[Network.MAINNET]['BBADAI'];
-      const dexHelper = new DummyDexHelper(Network.MAINNET);
-      const balancerV2 = new BalancerV2(Network.MAINNET, dexKey, dexHelper);
-
-      const poolLiquidity = await balancerV2.getTopPoolsForToken(
-        BBADAI.address,
-        10,
-      );
-      console.log('BBADAI Top Pools:', poolLiquidity);
-
-      checkPoolsLiquidity(poolLiquidity, BBADAI.address, dexKey);
-    });
-
-    // it('applies getRate to phantom bpt scaling factor', async function () {
-    //   const config = BalancerConfig[dexKey][Network.MAINNET];
-    //   const dexHelper = new DummyDexHelper(Network.MAINNET);
-    //   const tokens = Tokens[Network.MAINNET];
-    //   const logger = dexHelper.getLogger(dexKey);
-    //   const blocknumber = 15731000;
-    //
-    //   const balancerPools = new BalancerV2EventPool(
-    //     dexKey,
-    //     Network.MAINNET,
-    //     config.vaultAddress,
-    //     config.subgraphURL,
-    //     dexHelper,
-    //     logger,
-    //   );
-    //
-    //   const state = await balancerPools.getOnChainState(
-    //     [
-    //       {
-    //         id: BBAUSDT_PoolId,
-    //         address: tokens.BBAUSDT.address,
-    //         poolType: BalancerPoolTypes.AaveLinear,
-    //         mainIndex: 1,
-    //         wrappedIndex: 0,
-    //         tokens: [tokens.BBAUSDT, tokens.aUSDT, tokens.USDT],
-    //         mainTokens: [],
-    //       },
-    //     ],
-    //     blocknumber,
-    //   );
-    //
-    //   expect(
-    //     state[tokens.BBAUSDT.address].tokens[
-    //       tokens.BBAUSDT.address
-    //     ].scalingFactor!.toString(),
-    //   ).toBe('1015472217207213567');
-    // });
-  });
-
-  describe('PhantomStable', () => {
+  // Removed as Linear no-longer supported after vulnerability
+  // describe('Linear', () => {
+  //   it('getPoolIdentifiers and getPricesVolume', async function () {
+  //     const dexHelper = new DummyDexHelper(Network.MAINNET);
+  //     const blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
+  //     const balancerV2 = new BalancerV2(Network.MAINNET, dexKey, dexHelper);
+
+  //     await balancerV2.initializePricing(blocknumber);
+
+  //     //daniel: pricing for BPT swaps has been removed for the time being
+  //     //focus on main tokens swaps
+  //     /*const pools = await balancerV2.getPoolIdentifiers(
+  //       DAI,
+  //       BBADAI,
+  //       SwapSide.SELL,
+  //       blocknumber,
+  //     );
+  //     console.log('DAI <> BBADAI Pool Identifiers: ', pools);
+
+  //     expect(pools.length).toBeGreaterThan(0);
+
+  //     const poolPrices = await balancerV2.getPricesVolume(
+  //       DAI,
+  //       BBADAI,
+  //       amounts,
+  //       SwapSide.SELL,
+  //       blocknumber,
+  //       pools,
+  //     );
+  //     console.log('DAI <> BBADAI Pool Prices: ', poolPrices);
+
+  //     expect(poolPrices).not.toBeNull();
+  //     checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);*/
+
+  //     await balancerV2.releaseResources();
+  //   });
+
+  //   it('getTopPoolsForToken', async function () {
+  //     const BBADAI = Tokens[Network.MAINNET]['BBADAI'];
+  //     const dexHelper = new DummyDexHelper(Network.MAINNET);
+  //     const balancerV2 = new BalancerV2(Network.MAINNET, dexKey, dexHelper);
+
+  //     const poolLiquidity = await balancerV2.getTopPoolsForToken(
+  //       BBADAI.address,
+  //       10,
+  //     );
+  //     console.log('BBADAI Top Pools:', poolLiquidity);
+
+  //     checkPoolsLiquidity(poolLiquidity, BBADAI.address, dexKey);
+  //   });
+
+  //   // it('applies getRate to phantom bpt scaling factor', async function () {
+  //   //   const config = BalancerConfig[dexKey][Network.MAINNET];
+  //   //   const dexHelper = new DummyDexHelper(Network.MAINNET);
+  //   //   const tokens = Tokens[Network.MAINNET];
+  //   //   const logger = dexHelper.getLogger(dexKey);
+  //   //   const blocknumber = 15731000;
+  //   //
+  //   //   const balancerPools = new BalancerV2EventPool(
+  //   //     dexKey,
+  //   //     Network.MAINNET,
+  //   //     config.vaultAddress,
+  //   //     config.subgraphURL,
+  //   //     dexHelper,
+  //   //     logger,
+  //   //   );
+  //   //
+  //   //   const state = await balancerPools.getOnChainState(
+  //   //     [
+  //   //       {
+  //   //         id: BBAUSDT_PoolId,
+  //   //         address: tokens.BBAUSDT.address,
+  //   //         poolType: BalancerPoolTypes.AaveLinear,
+  //   //         mainIndex: 1,
+  //   //         wrappedIndex: 0,
+  //   //         tokens: [tokens.BBAUSDT, tokens.aUSDT, tokens.USDT],
+  //   //         mainTokens: [],
+  //   //       },
+  //   //     ],
+  //   //     blocknumber,
+  //   //   );
+  //   //
+  //   //   expect(
+  //   //     state[tokens.BBAUSDT.address].tokens[
+  //   //       tokens.BBAUSDT.address
+  //   //     ].scalingFactor!.toString(),
+  //   //   ).toBe('1015472217207213567');
+  //   // });
+  // });
+
+  describe.only('PhantomStable', () => {
     /*
     As advised by @shresth this test has been commented out.
     checkPoolPrices expects price to decrease as higher amounts are used. Linear/PhantomStable can sometimes return same or better.
@@ -467,9 +468,7 @@ describe('BalancerV2', function () {
     //   const dexHelper = new DummyDexHelper(Network.MAINNET);
     //   const blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
     //   const balancerV2 = new BalancerV2(Network.MAINNET, dexKey, dexHelper);
-
     //   await balancerV2.initializePricing(blocknumber);
-
     //   const pools = await balancerV2.getPoolIdentifiers(
     //     BBAUSD,
     //     BBADAI,
@@ -477,9 +476,7 @@ describe('BalancerV2', function () {
     //     blocknumber,
     //   );
     //   console.log('BBAUSD <> BBADAI Pool Identifiers: ', pools);
-
     //   expect(pools.length).toBeGreaterThan(0);
-
     //   const poolPrices = await balancerV2.getPricesVolume(
     //     BBAUSD,
     //     BBADAI,
@@ -489,27 +486,22 @@ describe('BalancerV2', function () {
     //     pools,
     //   );
     //   console.log('BBAUSD <> BBADAI Pool Prices: ', poolPrices);
-
     //   expect(poolPrices).not.toBeNull();
     //   checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
-
     //   await balancerV2.releaseResources();
     // });
-
-    it('getTopPoolsForToken', async function () {
-      const BBAUSD = Tokens[Network.MAINNET]['BBAUSD'];
-      const dexHelper = new DummyDexHelper(Network.MAINNET);
-      const balancerV2 = new BalancerV2(Network.MAINNET, dexKey, dexHelper);
-
-      const poolLiquidity = await balancerV2.getTopPoolsForToken(
-        BBAUSD.address,
-        10,
-      );
-      console.log('BBAUSD Top Pools:', poolLiquidity);
-
-      checkPoolsLiquidity(poolLiquidity, BBAUSD.address, dexKey);
-    });
-
+    // bbausd pool disable after vulnerability
+    // it('getTopPoolsForToken', async function () {
+    //   const BBAUSD = Tokens[Network.MAINNET]['BBAUSD'];
+    //   const dexHelper = new DummyDexHelper(Network.MAINNET);
+    //   const balancerV2 = new BalancerV2(Network.MAINNET, dexKey, dexHelper);
+    //   const poolLiquidity = await balancerV2.getTopPoolsForToken(
+    //     BBAUSD.address,
+    //     10,
+    //   );
+    //   console.log('BBAUSD Top Pools:', poolLiquidity);
+    //   checkPoolsLiquidity(poolLiquidity, BBAUSD.address, dexKey);
+    // });
     // it('applies getRate to phantom bpt scaling factor', async function () {
     //   const config = BalancerConfig[dexKey][Network.MAINNET];
     //   const dexHelper = new DummyDexHelper(Network.MAINNET);
@@ -551,6 +543,155 @@ describe('BalancerV2', function () {
     //   ).toBe('1015093119997891367');
     // });
   });
+
+  describe('Gyro3', () => {
+    const gyro3Addr = '0x17f1ef81707811ea15d9ee7c741179bbe2a63887';
+
+    it('getPoolIdentifiers and getPricesVolume', async function () {
+      const network = Network.POLYGON;
+      const dexHelper = new DummyDexHelper(network);
+      const blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
+      const balancerV2 = new BalancerV2(network, dexKey, dexHelper);
+      const tokens = Tokens[network];
+      await balancerV2.initializePricing(blocknumber);
+
+      const pools = await balancerV2.getPoolIdentifiers(
+        tokens.BUSD,
+        tokens.USDC,
+        SwapSide.SELL,
+        blocknumber,
+      );
+      console.log('BUSD <> USDC Pool Identifiers (Polygon): ', pools);
+
+      const isPool = pools.find(poolIdentifier =>
+        poolIdentifier.includes(gyro3Addr),
+      );
+
+      expect(isPool).toBeDefined();
+
+      const poolPrices = await balancerV2.getPricesVolume(
+        tokens.BUSD,
+        tokens.USDC,
+        amounts,
+        SwapSide.SELL,
+        blocknumber,
+        pools,
+      );
+      console.log('BUSD <> USDC Pool Prices (Polygon): ', poolPrices);
+
+      expect(poolPrices).not.toBeNull();
+      checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
+      const isPoolPrice = poolPrices!.find(price =>
+        price.data.poolId.includes(gyro3Addr),
+      );
+      expect(isPoolPrice).toBeDefined();
+
+      await balancerV2.releaseResources();
+    });
+
+    it('getTopPoolsForToken', async function () {
+      const network = Network.POLYGON;
+      const dexHelper = new DummyDexHelper(network);
+      const blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
+      const balancerV2 = new BalancerV2(network, dexKey, dexHelper);
+      await balancerV2.initializePricing(blocknumber);
+      const tokens = Tokens[network];
+
+      const poolLiquidity = await balancerV2.getTopPoolsForToken(
+        tokens.BUSD.address.toLowerCase(),
+        10,
+      );
+      console.log('BUSD Top Pools (Polygon):', poolLiquidity);
+
+      checkPoolsLiquidity(poolLiquidity, tokens.DAI.address, dexKey);
+      const isTopPool = poolLiquidity.find(pool => pool.address === gyro3Addr);
+      expect(isTopPool).toBeDefined();
+      await balancerV2.releaseResources();
+    });
+  });
+
+  describe('GyroE', () => {
+    // sDAI<>GYD - more likely to have continued liqudity
+    const gyroEAddr = '0x1cce5169bde03f3d5ad0206f6bd057953539dae6';
+
+    it('getPoolIdentifiers and getPricesVolume', async function () {
+      const network = Network.MAINNET;
+      const dexHelper = new DummyDexHelper(network);
+      // const blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
+      const blocknumber = 19425305;
+      const balancerV2 = new BalancerV2(network, dexKey, dexHelper);
+      const tokens = Tokens[network];
+
+      await balancerV2.initializePricing(blocknumber);
+
+      const pools = await balancerV2.getPoolIdentifiers(
+        tokens.GYD,
+        tokens.sDAI,
+        SwapSide.SELL,
+        blocknumber,
+      );
+      console.log('GYD <> sDAI Pool Identifiers (Mainnet): ', pools);
+
+      const isPool = pools.find(poolIdentifier =>
+        poolIdentifier.includes(gyroEAddr),
+      );
+
+      expect(isPool).toBeDefined();
+
+      const poolPrices = await balancerV2.getPricesVolume(
+        tokens.GYD,
+        tokens.sDAI,
+        amounts,
+        SwapSide.SELL,
+        blocknumber,
+        pools,
+      );
+      console.log('GYD <> sDAI Pool Prices (Mainnet): ', poolPrices);
+
+      expect(poolPrices).not.toBeNull();
+      checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
+      const isPoolPrice = poolPrices!.find(price =>
+        price.data.poolId.includes(gyroEAddr),
+      );
+      expect(isPoolPrice).toBeDefined();
+
+      const onChainPrices = await getOnChainPricingForWeightedPool(
+        balancerV2,
+        blocknumber,
+        isPoolPrice!,
+        amounts,
+        tokens.GYD.address,
+        tokens.sDAI.address,
+        SwapSide.SELL,
+      );
+
+      console.log('GYD <> sDAI on-chain prices: ', onChainPrices);
+
+      expect(onChainPrices).toEqual(isPoolPrice!.prices);
+
+      await balancerV2.releaseResources();
+    });
+
+    it('getTopPoolsForToken', async function () {
+      const network = Network.MAINNET;
+      const dexHelper = new DummyDexHelper(network);
+      const blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
+      const balancerV2 = new BalancerV2(network, dexKey, dexHelper);
+      await balancerV2.initializePricing(blocknumber);
+      const tokens = Tokens[network];
+
+      const poolLiquidity = await balancerV2.getTopPoolsForToken(
+        tokens.sDAI.address.toLowerCase(),
+        10,
+      );
+      console.log('sDAI Top Pools (Mainnet):', poolLiquidity);
+
+      checkPoolsLiquidity(poolLiquidity, tokens.sDAI.address, dexKey);
+      const isTopPool = poolLiquidity.find(pool => pool.address === gyroEAddr);
+      expect(isTopPool).toBeDefined();
+      await balancerV2.releaseResources();
+    });
+  });
 });
 
 describe('BeetsFi', () => {