@paraswap/dex-lib 2.50.8 → 2.50.9

package/src/dex/angle-staked-stable/angle-staked-stable-integration.test.ts

@@ -0,0 +1,476 @@
+/* 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 { AngleStakedStable } from './angle-staked-stable';
+import {
+  checkPoolPrices,
+  checkPoolsLiquidity,
+  checkConstantPoolPrices,
+} from '../../../tests/utils';
+import { Tokens } from '../../../tests/constants-e2e';
+import { AngleStakedStableEventPool } from './angle-staked-stable-pool';
+
+function getReaderCalldata(
+  exchangeAddress: string,
+  readerIface: Interface,
+  amounts: bigint[],
+  funcName: string,
+) {
+  return amounts.map(amount => ({
+    target: exchangeAddress,
+    callData: readerIface.encodeFunctionData(funcName, [amount]),
+  }));
+}
+
+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(
+  angleStakedStable: AngleStakedStable,
+  funcName: string,
+  blockNumber: number,
+  exchangeAddress: string,
+  prices: bigint[],
+  amounts: bigint[],
+) {
+  // Normally you can get it from angleStakedStable.Iface or from eventPool.
+  // It depends on your implementation
+  const readerIface = AngleStakedStableEventPool.angleStakedStableIface;
+
+  const readerCallData = getReaderCalldata(
+    exchangeAddress,
+    readerIface,
+    amounts.slice(1),
+    funcName,
+  );
+  const readerResult = (
+    await angleStakedStable.dexHelper.multiContract.methods
+      .aggregate(readerCallData)
+      .call({}, blockNumber)
+  ).returnData;
+
+  const expectedPrices = [0n].concat(
+    decodeReaderResult(readerResult, readerIface, funcName),
+  );
+
+  // No exact computation because of the bigInt approx
+  for (let i = 0; i < expectedPrices.length; ++i) {
+    expect(prices[i]).toBeGreaterThanOrEqual(
+      (expectedPrices[i] * 99999n) / 100000n,
+    );
+    expect(prices[i]).toBeLessThanOrEqual(
+      (expectedPrices[i] * 100001n) / 100000n,
+    );
+  }
+}
+
+async function testPricingOnNetwork(
+  angleStakedStable: AngleStakedStable,
+  network: Network,
+  dexKey: string,
+  blockNumber: number,
+  srcTokenSymbol: string,
+  destTokenSymbol: string,
+  side: SwapSide,
+  amounts: bigint[],
+  funcNameToCheck: string,
+) {
+  const networkTokens = Tokens[network];
+
+  const pools = await angleStakedStable.getPoolIdentifiers(
+    networkTokens[srcTokenSymbol],
+    networkTokens[destTokenSymbol],
+    side,
+    blockNumber,
+  );
+  console.log(
+    `${srcTokenSymbol} <> ${destTokenSymbol} Pool Identifiers: `,
+    pools,
+  );
+
+  expect(pools.length).toBeGreaterThan(0);
+
+  const poolPrices = await angleStakedStable.getPricesVolume(
+    networkTokens[srcTokenSymbol],
+    networkTokens[destTokenSymbol],
+    amounts,
+    side,
+    blockNumber,
+    pools,
+  );
+  console.log(
+    `${srcTokenSymbol} <> ${destTokenSymbol} Pool Prices: `,
+    poolPrices,
+  );
+
+  expect(poolPrices).not.toBeNull();
+  if (angleStakedStable.hasConstantPriceLargeAmounts) {
+    checkConstantPoolPrices(poolPrices!, amounts, dexKey);
+  } else {
+    checkPoolPrices(poolPrices!, amounts, side, dexKey);
+  }
+
+  const exchange =
+    srcTokenSymbol === 'stEUR' || srcTokenSymbol === 'stUSD'
+      ? networkTokens[srcTokenSymbol].address
+      : networkTokens[destTokenSymbol].address;
+
+  // Check if onchain pricing equals to calculated ones
+  await checkOnChainPricing(
+    angleStakedStable,
+    funcNameToCheck,
+    blockNumber,
+    exchange,
+    poolPrices![0].prices,
+    amounts,
+  );
+}
+
+describe('AngleStakedStable', () => {
+  describe('Mainnet USD', () => {
+    let blockNumber: number;
+    let angleStakedStable: AngleStakedStable;
+    const dexKey = 'AngleStakedStableUSD';
+    const network = Network.MAINNET;
+    const dexHelper = new DummyDexHelper(network);
+
+    const tokens = Tokens[network];
+
+    const srcTokenSymbolUSDEnter = 'USDA';
+    const destTokenSymbolUSDEnter = 'stUSD';
+    const funcNameSellEnter = 'previewDeposit';
+    const funcNameBuyEnter = 'previewMint';
+
+    const destTokenSymbolUSDExit = 'USDA';
+    const srcTokenSymbolUSDExit = 'stUSD';
+    const funcNameSellExit = 'previewRedeem';
+    const funcNameBuyExit = 'previewWithdraw';
+
+    const exchangeSTUSD = dexKey;
+    // const exchangeSTUSD = `${dexKey}_${tokens.stUSD.address.toLowerCase()}`;
+
+    const amountsForSell = [
+      0n,
+      1n * BI_POWS[tokens[srcTokenSymbolUSDEnter].decimals],
+      2n * BI_POWS[tokens[srcTokenSymbolUSDEnter].decimals],
+      3n * BI_POWS[tokens[srcTokenSymbolUSDEnter].decimals],
+      4n * BI_POWS[tokens[srcTokenSymbolUSDEnter].decimals],
+      5n * BI_POWS[tokens[srcTokenSymbolUSDEnter].decimals],
+      6n * BI_POWS[tokens[srcTokenSymbolUSDEnter].decimals],
+      7n * BI_POWS[tokens[srcTokenSymbolUSDEnter].decimals],
+      8n * BI_POWS[tokens[srcTokenSymbolUSDEnter].decimals],
+      9n * BI_POWS[tokens[srcTokenSymbolUSDEnter].decimals],
+      10n * BI_POWS[tokens[srcTokenSymbolUSDEnter].decimals],
+    ];
+
+    const amountsForBuy = [
+      0n,
+      1n * BI_POWS[tokens[destTokenSymbolUSDEnter].decimals],
+      2n * BI_POWS[tokens[destTokenSymbolUSDEnter].decimals],
+      3n * BI_POWS[tokens[destTokenSymbolUSDEnter].decimals],
+      4n * BI_POWS[tokens[destTokenSymbolUSDEnter].decimals],
+      5n * BI_POWS[tokens[destTokenSymbolUSDEnter].decimals],
+      6n * BI_POWS[tokens[destTokenSymbolUSDEnter].decimals],
+      7n * BI_POWS[tokens[destTokenSymbolUSDEnter].decimals],
+      8n * BI_POWS[tokens[destTokenSymbolUSDEnter].decimals],
+      9n * BI_POWS[tokens[destTokenSymbolUSDEnter].decimals],
+      10n * BI_POWS[tokens[destTokenSymbolUSDEnter].decimals],
+    ];
+
+    beforeAll(async () => {
+      blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
+      angleStakedStable = new AngleStakedStable(network, dexKey, dexHelper);
+      if (angleStakedStable.initializePricing) {
+        await angleStakedStable.initializePricing(blockNumber);
+      }
+    });
+    it('getPoolIdentifiers and getPricesVolume SELL - USDA', async () => {
+      await testPricingOnNetwork(
+        angleStakedStable,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbolUSDEnter,
+        destTokenSymbolUSDEnter,
+        SwapSide.SELL,
+        amountsForSell,
+        funcNameSellEnter,
+      );
+    });
+
+    it('getPoolIdentifiers and getPricesVolume BUY - stUSD', async () => {
+      await testPricingOnNetwork(
+        angleStakedStable,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbolUSDEnter,
+        destTokenSymbolUSDEnter,
+        SwapSide.BUY,
+        amountsForBuy,
+        funcNameBuyEnter,
+      );
+    });
+
+    it('getPoolIdentifiers and getPricesVolume SELL - stUSD', async () => {
+      await testPricingOnNetwork(
+        angleStakedStable,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbolUSDExit,
+        destTokenSymbolUSDExit,
+        SwapSide.SELL,
+        amountsForSell,
+        funcNameSellExit,
+      );
+    });
+
+    it('getPoolIdentifiers and getPricesVolume BUY - USDA', async () => {
+      await testPricingOnNetwork(
+        angleStakedStable,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbolUSDExit,
+        destTokenSymbolUSDExit,
+        SwapSide.BUY,
+        amountsForBuy,
+        funcNameBuyExit,
+      );
+    });
+
+    it('getTopPoolsForToken - USDA', async () => {
+      // We have to check without calling initializePricing, because
+      // pool-tracker is not calling that function
+      const newAngleStakedStable = new AngleStakedStable(
+        network,
+        dexKey,
+        dexHelper,
+      );
+      if (newAngleStakedStable.updatePoolState) {
+        await newAngleStakedStable.updatePoolState();
+      }
+      const poolLiquidity = await newAngleStakedStable.getTopPoolsForToken(
+        tokens[srcTokenSymbolUSDEnter].address,
+        10,
+      );
+      console.log(`${srcTokenSymbolUSDEnter} Top Pools:`, poolLiquidity);
+
+      if (!newAngleStakedStable.hasConstantPriceLargeAmounts) {
+        checkPoolsLiquidity(
+          poolLiquidity,
+          Tokens[network][srcTokenSymbolUSDEnter].address,
+          exchangeSTUSD,
+        );
+      }
+    });
+
+    it('getTopPoolsForToken - stUSD', async () => {
+      // We have to check without calling initializePricing, because
+      // pool-tracker is not calling that function
+      const newAngleStakedStable = new AngleStakedStable(
+        network,
+        dexKey,
+        dexHelper,
+      );
+      if (newAngleStakedStable.updatePoolState) {
+        await newAngleStakedStable.updatePoolState();
+      }
+      const poolLiquidity = await newAngleStakedStable.getTopPoolsForToken(
+        tokens[srcTokenSymbolUSDExit].address,
+        10,
+      );
+      console.log(`${srcTokenSymbolUSDExit} Top Pools:`, poolLiquidity);
+
+      if (!newAngleStakedStable.hasConstantPriceLargeAmounts) {
+        checkPoolsLiquidity(
+          poolLiquidity,
+          Tokens[network][srcTokenSymbolUSDExit].address,
+          exchangeSTUSD,
+        );
+      }
+    });
+  });
+
+  describe('Mainnet EUR', () => {
+    let blockNumber: number;
+    let angleStakedStable: AngleStakedStable;
+    const dexKey = 'AngleStakedStableEUR';
+    const network = Network.MAINNET;
+    const dexHelper = new DummyDexHelper(network);
+
+    const tokens = Tokens[network];
+
+    // Don't forget to update relevant tokens in constant-e2e.ts
+    const srcTokenSymbolEUREnter = 'EURA';
+    const destTokenSymbolEUREnter = 'stEUR';
+    const funcNameSellEnter = 'previewDeposit';
+    const funcNameBuyEnter = 'previewMint';
+
+    const srcTokenSymbolEURExit = 'stEUR';
+    const destTokenSymbolEURExit = 'EURA';
+    const funcNameSellExit = 'previewRedeem';
+    const funcNameBuyExit = 'previewWithdraw';
+
+    // const exchangeSTEUR = `${dexKey}_${tokens.stEUR.address.toLowerCase()}`;
+    const exchangeSTEUR = dexKey;
+
+    const amountsForSell = [
+      0n,
+      1n * BI_POWS[tokens[srcTokenSymbolEUREnter].decimals],
+      2n * BI_POWS[tokens[srcTokenSymbolEUREnter].decimals],
+      3n * BI_POWS[tokens[srcTokenSymbolEUREnter].decimals],
+      4n * BI_POWS[tokens[srcTokenSymbolEUREnter].decimals],
+      5n * BI_POWS[tokens[srcTokenSymbolEUREnter].decimals],
+      6n * BI_POWS[tokens[srcTokenSymbolEUREnter].decimals],
+      7n * BI_POWS[tokens[srcTokenSymbolEUREnter].decimals],
+      8n * BI_POWS[tokens[srcTokenSymbolEUREnter].decimals],
+      9n * BI_POWS[tokens[srcTokenSymbolEUREnter].decimals],
+      10n * BI_POWS[tokens[srcTokenSymbolEUREnter].decimals],
+    ];
+
+    const amountsForBuy = [
+      0n,
+      1n * BI_POWS[tokens[destTokenSymbolEUREnter].decimals],
+      2n * BI_POWS[tokens[destTokenSymbolEUREnter].decimals],
+      3n * BI_POWS[tokens[destTokenSymbolEUREnter].decimals],
+      4n * BI_POWS[tokens[destTokenSymbolEUREnter].decimals],
+      5n * BI_POWS[tokens[destTokenSymbolEUREnter].decimals],
+      6n * BI_POWS[tokens[destTokenSymbolEUREnter].decimals],
+      7n * BI_POWS[tokens[destTokenSymbolEUREnter].decimals],
+      8n * BI_POWS[tokens[destTokenSymbolEUREnter].decimals],
+      9n * BI_POWS[tokens[destTokenSymbolEUREnter].decimals],
+      10n * BI_POWS[tokens[destTokenSymbolEUREnter].decimals],
+    ];
+
+    beforeAll(async () => {
+      blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
+      angleStakedStable = new AngleStakedStable(network, dexKey, dexHelper);
+      if (angleStakedStable.initializePricing) {
+        await angleStakedStable.initializePricing(blockNumber);
+      }
+    });
+
+    it('getPoolIdentifiers and getPricesVolume SELL - EURA', async () => {
+      await testPricingOnNetwork(
+        angleStakedStable,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbolEUREnter,
+        destTokenSymbolEUREnter,
+        SwapSide.SELL,
+        amountsForSell,
+        funcNameSellEnter,
+      );
+    });
+
+    it('getPoolIdentifiers and getPricesVolume BUY - stEUR', async () => {
+      await testPricingOnNetwork(
+        angleStakedStable,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbolEUREnter,
+        destTokenSymbolEUREnter,
+        SwapSide.BUY,
+        amountsForBuy,
+        funcNameBuyEnter,
+      );
+    });
+
+    it('getPoolIdentifiers and getPricesVolume SELL - stEUR', async () => {
+      await testPricingOnNetwork(
+        angleStakedStable,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbolEURExit,
+        destTokenSymbolEURExit,
+        SwapSide.SELL,
+        amountsForSell,
+        funcNameSellExit,
+      );
+    });
+
+    it('getPoolIdentifiers and getPricesVolume BUY - EURA', async () => {
+      await testPricingOnNetwork(
+        angleStakedStable,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbolEURExit,
+        destTokenSymbolEURExit,
+        SwapSide.BUY,
+        amountsForBuy,
+        funcNameBuyExit,
+      );
+    });
+
+    it('getTopPoolsForToken -EURA', async () => {
+      // We have to check without calling initializePricing, because
+      // pool-tracker is not calling that function
+      const newAngleStakedStable = new AngleStakedStable(
+        network,
+        dexKey,
+        dexHelper,
+      );
+      if (newAngleStakedStable.updatePoolState) {
+        await newAngleStakedStable.updatePoolState();
+      }
+      const poolLiquidity = await newAngleStakedStable.getTopPoolsForToken(
+        tokens[srcTokenSymbolEUREnter].address,
+        10,
+      );
+      console.log(`${srcTokenSymbolEUREnter} Top Pools:`, poolLiquidity);
+
+      if (!newAngleStakedStable.hasConstantPriceLargeAmounts) {
+        checkPoolsLiquidity(
+          poolLiquidity,
+          Tokens[network][srcTokenSymbolEUREnter].address,
+          exchangeSTEUR,
+        );
+      }
+    });
+
+    it('getTopPoolsForToken - stEUR', async () => {
+      // We have to check without calling initializePricing, because
+      // pool-tracker is not calling that function
+      const newAngleStakedStable = new AngleStakedStable(
+        network,
+        dexKey,
+        dexHelper,
+      );
+      if (newAngleStakedStable.updatePoolState) {
+        await newAngleStakedStable.updatePoolState();
+      }
+      const poolLiquidity = await newAngleStakedStable.getTopPoolsForToken(
+        tokens[srcTokenSymbolEURExit].address,
+        10,
+      );
+      console.log(`${srcTokenSymbolEURExit} Top Pools:`, poolLiquidity);
+
+      if (!newAngleStakedStable.hasConstantPriceLargeAmounts) {
+        checkPoolsLiquidity(
+          poolLiquidity,
+          Tokens[network][srcTokenSymbolEURExit].address,
+          exchangeSTEUR,
+        );
+      }
+    });
+  });
+});