@paraswap/dex-lib 3.8.24 → 3.8.26-aave-gsm

package/src/dex/aave-gsm/aave-gsm-integration.test.ts

@@ -0,0 +1,318 @@
+/* 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 { AaveGsm } from './aave-gsm';
+import {
+  checkPoolPrices,
+  checkPoolsLiquidity,
+  checkConstantPoolPrices,
+} from '../../../tests/utils';
+import { Tokens } from '../../../tests/constants-e2e';
+import GSM_ABI from '../../abi/Aave_GSM.json';
+
+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,
+  index: number,
+) {
+  return results.map(result => {
+    const parsed = readerIface.decodeFunctionResult(funcName, result);
+    return BigInt(parsed[index]._hex);
+  });
+}
+
+async function checkOnChainPricing(
+  aaveGsm: AaveGsm,
+  funcName: string,
+  blockNumber: number,
+  prices: bigint[],
+  amounts: bigint[],
+) {
+  const exchangeAddress = '0x686F8D21520f4ecEc7ba577be08354F4d1EB8262'; // TODO: Put here the real exchange address
+  const readerIface = new Interface(GSM_ABI);
+
+  const readerCallData = getReaderCalldata(
+    exchangeAddress,
+    readerIface,
+    amounts.slice(1),
+    funcName,
+  );
+
+  const readerResult = (
+    await aaveGsm.dexHelper.multiContract.methods
+      .aggregate(readerCallData)
+      .call({}, blockNumber)
+  ).returnData;
+
+  const expectedPrices = [0n].concat(
+    decodeReaderResult(
+      readerResult,
+      readerIface,
+      funcName,
+      funcName.indexOf('getGho') == 0 ? 1 : 0,
+    ),
+  );
+
+  expect(prices).toEqual(expectedPrices);
+}
+
+async function testPricingOnNetwork(
+  aaveGsm: AaveGsm,
+  network: Network,
+  dexKey: string,
+  blockNumber: number,
+  srcTokenSymbol: string,
+  destTokenSymbol: string,
+  side: SwapSide,
+  amounts: bigint[],
+  funcNameToCheck: string,
+) {
+  const networkTokens = Tokens[network];
+
+  const pools = await aaveGsm.getPoolIdentifiers(
+    networkTokens[srcTokenSymbol],
+    networkTokens[destTokenSymbol],
+    side,
+    blockNumber,
+  );
+  console.log(
+    `${srcTokenSymbol} <> ${destTokenSymbol} Pool Identifiers: `,
+    pools,
+  );
+
+  expect(pools.length).toBeGreaterThan(0);
+
+  const poolPrices = await aaveGsm.getPricesVolume(
+    networkTokens[srcTokenSymbol],
+    networkTokens[destTokenSymbol],
+    amounts,
+    side,
+    blockNumber,
+    pools,
+  );
+  console.log(
+    `${srcTokenSymbol} <> ${destTokenSymbol} Pool Prices: `,
+    poolPrices,
+  );
+
+  expect(poolPrices).not.toBeNull();
+  if (aaveGsm.hasConstantPriceLargeAmounts) {
+    checkConstantPoolPrices(poolPrices!, amounts, dexKey);
+  } else {
+    checkPoolPrices(poolPrices!, amounts, side, dexKey);
+  }
+
+  // Check if onchain pricing equals to calculated ones
+  await checkOnChainPricing(
+    aaveGsm,
+    funcNameToCheck,
+    blockNumber,
+    poolPrices![0].prices,
+    amounts,
+  );
+}
+
+describe('AaveGsm', function () {
+  const dexKey = 'AaveGsm';
+  let blockNumber: number;
+  let aaveGsm: AaveGsm;
+
+  describe('Mainnet GSM_USDT', () => {
+    const network = Network.MAINNET;
+    const dexHelper = new DummyDexHelper(network);
+
+    const tokens = Tokens[network];
+
+    const srcTokenSymbol = 'USDT';
+    const destTokenSymbol = 'GHO';
+
+    const amountsForSell = [
+      0n,
+      1n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      2n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      3n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      4n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      5n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      6n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      7n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      8n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      9n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      10n * BI_POWS[tokens[srcTokenSymbol].decimals],
+    ];
+
+    const amountsForBuy = [
+      0n,
+      1n * BI_POWS[tokens[destTokenSymbol].decimals],
+      2n * BI_POWS[tokens[destTokenSymbol].decimals],
+      3n * BI_POWS[tokens[destTokenSymbol].decimals],
+      4n * BI_POWS[tokens[destTokenSymbol].decimals],
+      5n * BI_POWS[tokens[destTokenSymbol].decimals],
+      6n * BI_POWS[tokens[destTokenSymbol].decimals],
+      7n * BI_POWS[tokens[destTokenSymbol].decimals],
+      8n * BI_POWS[tokens[destTokenSymbol].decimals],
+      9n * BI_POWS[tokens[destTokenSymbol].decimals],
+      10n * BI_POWS[tokens[destTokenSymbol].decimals],
+    ];
+
+    beforeAll(async () => {
+      blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
+      aaveGsm = new AaveGsm(network, dexKey, dexHelper);
+    });
+
+    it('getPoolIdentifiers and getPricesVolume SELL', async function () {
+      await testPricingOnNetwork(
+        aaveGsm,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbol,
+        destTokenSymbol,
+        SwapSide.SELL,
+        amountsForSell,
+        'getGhoAmountForSellAsset',
+      );
+    });
+
+    it('getPoolIdentifiers and getPricesVolume BUY', async function () {
+      await testPricingOnNetwork(
+        aaveGsm,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbol,
+        destTokenSymbol,
+        SwapSide.BUY,
+        amountsForBuy,
+        'getAssetAmountForSellAsset',
+      );
+    });
+
+    it('getTopPoolsForToken', async function () {
+      // We have to check without calling initializePricing, because
+      // pool-tracker is not calling that function
+      const newAaveGsm = new AaveGsm(network, dexKey, dexHelper);
+      const poolLiquidity = await newAaveGsm.getTopPoolsForToken(
+        tokens[srcTokenSymbol].address,
+        10,
+      );
+      console.log(`${srcTokenSymbol} Top Pools:`, poolLiquidity);
+
+      if (!newAaveGsm.hasConstantPriceLargeAmounts) {
+        checkPoolsLiquidity(
+          poolLiquidity,
+          Tokens[network][srcTokenSymbol].address,
+          dexKey,
+        );
+      }
+    });
+  });
+
+  describe('Mainnet GSM_USDC', () => {
+    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 srcTokenSymbol = 'USDC';
+    const destTokenSymbol = 'GHO';
+
+    const amountsForSell = [
+      0n,
+      1n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      2n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      3n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      4n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      5n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      6n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      7n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      8n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      9n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      10n * BI_POWS[tokens[srcTokenSymbol].decimals],
+    ];
+
+    const amountsForBuy = [
+      0n,
+      1n * BI_POWS[tokens[destTokenSymbol].decimals],
+      2n * BI_POWS[tokens[destTokenSymbol].decimals],
+      3n * BI_POWS[tokens[destTokenSymbol].decimals],
+      4n * BI_POWS[tokens[destTokenSymbol].decimals],
+      5n * BI_POWS[tokens[destTokenSymbol].decimals],
+      6n * BI_POWS[tokens[destTokenSymbol].decimals],
+      7n * BI_POWS[tokens[destTokenSymbol].decimals],
+      8n * BI_POWS[tokens[destTokenSymbol].decimals],
+      9n * BI_POWS[tokens[destTokenSymbol].decimals],
+      10n * BI_POWS[tokens[destTokenSymbol].decimals],
+    ];
+
+    beforeAll(async () => {
+      blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
+      aaveGsm = new AaveGsm(network, dexKey, dexHelper);
+    });
+
+    it('getPoolIdentifiers and getPricesVolume SELL', async function () {
+      await testPricingOnNetwork(
+        aaveGsm,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbol,
+        destTokenSymbol,
+        SwapSide.SELL,
+        amountsForSell,
+        'getGhoAmountForSellAsset',
+      );
+    });
+
+    it('getPoolIdentifiers and getPricesVolume BUY', async function () {
+      await testPricingOnNetwork(
+        aaveGsm,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbol,
+        destTokenSymbol,
+        SwapSide.BUY,
+        amountsForBuy,
+        'getAssetAmountForSellAsset',
+      );
+    });
+
+    it('getTopPoolsForToken', async function () {
+      // We have to check without calling initializePricing, because
+      // pool-tracker is not calling that function
+      const newAaveGsm = new AaveGsm(network, dexKey, dexHelper);
+      const poolLiquidity = await newAaveGsm.getTopPoolsForToken(
+        tokens[srcTokenSymbol].address,
+        10,
+      );
+      console.log(`${srcTokenSymbol} Top Pools:`, poolLiquidity);
+
+      if (!newAaveGsm.hasConstantPriceLargeAmounts) {
+        checkPoolsLiquidity(
+          poolLiquidity,
+          Tokens[network][srcTokenSymbol].address,
+          dexKey,
+        );
+      }
+    });
+  });
+});

package/src/dex/aave-gsm/aave-gsm.ts

@@ -0,0 +1,359 @@
+import {
+  Token,
+  Address,
+  ExchangePrices,
+  PoolPrices,
+  AdapterExchangeParam,
+  PoolLiquidity,
+  Logger,
+  NumberAsString,
+  DexExchangeParam,
+} from '../../types';
+import { SwapSide, Network } from '../../constants';
+import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
+import { getDexKeysWithNetwork } from '../../utils';
+import { IDex } from '../../dex/idex';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import { AaveGsmData, DexParams } from './types';
+import { SimpleExchange } from '../simple-exchange';
+import { AaveGsmConfig } from './config';
+
+import GSM_ABI from '../../abi/Aave_GSM.json';
+import { Interface } from '@ethersproject/abi';
+import { MultiResult } from '../../lib/multi-wrapper';
+import { BytesLike } from 'ethers';
+import { generalDecoder } from '../../lib/decoders';
+import { parseUnits } from 'ethers/lib/utils';
+
+export class AaveGsm extends SimpleExchange implements IDex<AaveGsmData> {
+  static readonly gsmInterface = new Interface(GSM_ABI);
+
+  protected config: DexParams;
+
+  readonly hasConstantPriceLargeAmounts = false;
+  readonly needWrapNative = false;
+
+  readonly isFeeOnTransferSupported = false;
+
+  public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
+    getDexKeysWithNetwork(AaveGsmConfig);
+
+  logger: Logger;
+
+  constructor(
+    readonly network: Network,
+    readonly dexKey: string,
+    readonly dexHelper: IDexHelper,
+  ) {
+    super(dexHelper, dexKey);
+    const config = AaveGsmConfig[dexKey][network];
+    this.config = {
+      GSM_USDT: config.GSM_USDT.toLowerCase(),
+      GSM_USDC: config.GSM_USDC.toLowerCase(),
+      USDT: config.USDT.toLowerCase(),
+      USDC: config.USDC.toLowerCase(),
+      GHO: config.GHO.toLowerCase(),
+    };
+
+    this.logger = dexHelper.getLogger(dexKey);
+  }
+
+  getAdapters(side: SwapSide): { name: string; index: number }[] | null {
+    return null;
+  }
+
+  async getPoolIdentifiers(
+    srcToken: Token,
+    destToken: Token,
+    side: SwapSide,
+    blockNumber: number,
+  ): Promise<string[]> {
+    const srcTokenAddress = srcToken.address.toLowerCase();
+    const destTokenAddress = destToken.address.toLowerCase();
+
+    if (
+      (srcTokenAddress === this.config.GHO &&
+        destTokenAddress === this.config.USDT) ||
+      (srcTokenAddress === this.config.USDT &&
+        destTokenAddress === this.config.GHO)
+    ) {
+      return [`${this.dexKey}_${this.config.GSM_USDT}`];
+    } else if (
+      (srcTokenAddress === this.config.GHO &&
+        destTokenAddress === this.config.USDC) ||
+      (srcTokenAddress === this.config.USDC &&
+        destTokenAddress === this.config.GHO)
+    ) {
+      return [`${this.dexKey}_${this.config.GSM_USDC}`];
+    } else {
+      return [];
+    }
+  }
+
+  // Returns pool prices for amounts.
+  // If limitPools is defined only pools in limitPools
+  // should be used. If limitPools is undefined then
+  // any pools can be used.
+  async getPricesVolume(
+    srcToken: Token,
+    destToken: Token,
+    amounts: bigint[],
+    side: SwapSide,
+    blockNumber: number,
+    limitPools?: string[],
+  ): Promise<null | ExchangePrices<AaveGsmData>> {
+    const srcTokenAddress = srcToken.address.toLowerCase();
+    const destTokenAddress = destToken.address.toLowerCase();
+
+    if (
+      !(
+        (srcTokenAddress == this.config.GHO &&
+          (destTokenAddress == this.config.USDC ||
+            destTokenAddress == this.config.USDT)) ||
+        (destTokenAddress == this.config.GHO &&
+          (srcTokenAddress == this.config.USDC ||
+            srcTokenAddress == this.config.USDT))
+      )
+    ) {
+      return null;
+    }
+
+    let endpoint: string;
+    let target: string;
+    let resultIsGho: boolean;
+    if (srcTokenAddress == this.config.GHO && side == SwapSide.BUY) {
+      endpoint = 'getGhoAmountForBuyAsset';
+      resultIsGho = true;
+    } else if (srcTokenAddress == this.config.GHO && side == SwapSide.SELL) {
+      endpoint = 'getAssetAmountForBuyAsset';
+      resultIsGho = false;
+    } else if (destTokenAddress == this.config.GHO && side == SwapSide.SELL) {
+      endpoint = 'getGhoAmountForSellAsset';
+      resultIsGho = true;
+    } else {
+      endpoint = 'getAssetAmountForSellAsset';
+      resultIsGho = false;
+    }
+
+    if (
+      srcTokenAddress == this.config.USDT ||
+      destTokenAddress == this.config.USDT
+    ) {
+      target = this.config.GSM_USDT;
+    } else {
+      target = this.config.GSM_USDC;
+    }
+
+    const unit = parseUnits(
+      '1',
+      side == SwapSide.SELL ? srcToken.decimals : destToken.decimals,
+    ).toBigInt();
+
+    const amountsWithUnit = [...amounts, unit];
+
+    const calls = amountsWithUnit.map(amount => ({
+      target,
+      callData: AaveGsm.gsmInterface.encodeFunctionData(endpoint, [amount]),
+      decodeFunction: (
+        result: MultiResult<BytesLike> | BytesLike,
+      ): { underlying: bigint; gho: bigint } => {
+        return generalDecoder(
+          result,
+          ['uint256', 'uint256', 'uint256', 'uint256'],
+          {
+            underlying: 0n,
+            gho: 0n,
+          },
+          value => ({
+            underlying: value[0].toBigInt(),
+            gho: value[1].toBigInt(),
+          }),
+        );
+      },
+    }));
+
+    let results = await this.dexHelper.multiWrapper.tryAggregate<{
+      underlying: bigint;
+      gho: bigint;
+    }>(true, calls, blockNumber);
+
+    const unitPriceResult = results.pop()!;
+
+    return [
+      {
+        unit: resultIsGho
+          ? unitPriceResult.returnData.gho
+          : unitPriceResult.returnData.underlying,
+        prices: results.map(result =>
+          resultIsGho ? result.returnData.gho : result.returnData.underlying,
+        ),
+        data: {
+          exchange: this.dexKey,
+        },
+        poolAddresses: [target],
+        exchange: this.dexKey,
+        gasCost: endpoint.indexOf('BuyAsset') > 0 ? 80000 : 74000,
+        poolIdentifier: `${this.dexKey}_${target}`,
+      },
+    ];
+  }
+
+  // Returns estimated gas cost of calldata for this DEX in multiSwap
+  getCalldataGasCost(poolPrices: PoolPrices<AaveGsmData>): number | number[] {
+    return CALLDATA_GAS_COST.DEX_NO_PAYLOAD;
+  }
+
+  getAdapterParam(
+    srcToken: string,
+    destToken: string,
+    srcAmount: string,
+    destAmount: string,
+    data: AaveGsmData,
+    side: SwapSide,
+  ): AdapterExchangeParam {
+    const { exchange } = data;
+
+    const payload = '';
+
+    return {
+      targetExchange: exchange,
+      payload,
+      networkFee: '0',
+    };
+  }
+
+  async getDexParam(
+    srcToken: Address,
+    destToken: Address,
+    srcAmount: NumberAsString,
+    destAmount: NumberAsString,
+    recipient: Address,
+    data: AaveGsmData,
+    side: SwapSide,
+  ): Promise<DexExchangeParam> {
+    const isSrcGho = srcToken.toLowerCase() === this.config.GHO;
+    const swapFunction = isSrcGho ? 'buyAsset' : 'sellAsset';
+    const ghoAmount = isSrcGho ? srcAmount : destAmount;
+    let assetAmount = isSrcGho ? destAmount : srcAmount;
+    const targetExchange =
+      srcToken.toLowerCase() === this.config.USDT ||
+      destToken.toLowerCase() === this.config.USDT
+        ? this.config.GSM_USDT
+        : this.config.GSM_USDC;
+
+    if (BigInt(assetAmount) == 1n) {
+      const endpoint = isSrcGho
+        ? 'getAssetAmountForBuyAsset'
+        : 'getAssetAmountForSellAsset';
+
+      const calldata = {
+        target: targetExchange,
+        callData: AaveGsm.gsmInterface.encodeFunctionData(endpoint, [
+          ghoAmount,
+        ]),
+        decodeFunction: (
+          result: MultiResult<BytesLike> | BytesLike,
+        ): { underlying: bigint; gho: bigint } => {
+          return generalDecoder(
+            result,
+            ['uint256', 'uint256', 'uint256', 'uint256'],
+            {
+              underlying: 0n,
+              gho: 0n,
+            },
+            value => ({
+              underlying: value[0].toBigInt(),
+              gho: value[1].toBigInt(),
+            }),
+          );
+        },
+      };
+
+      const result = await this.dexHelper.multiWrapper.tryAggregate<{
+        underlying: bigint;
+        gho: bigint;
+      }>(true, [calldata]);
+
+      assetAmount = result[0].returnData.underlying.toString();
+    }
+
+    const exchangeData = AaveGsm.gsmInterface.encodeFunctionData(swapFunction, [
+      assetAmount,
+      recipient,
+    ]);
+
+    return {
+      needWrapNative: this.needWrapNative,
+      dexFuncHasRecipient: true,
+      exchangeData,
+      targetExchange,
+      returnAmountPos: isSrcGho ? 1 : 0,
+    };
+  }
+
+  // Returns list of top pools based on liquidity. Max
+  // limit number pools should be returned.
+  async getTopPoolsForToken(
+    tokenAddress: Address,
+    limit: number,
+  ): Promise<PoolLiquidity[]> {
+    tokenAddress = tokenAddress.toLowerCase();
+
+    if (tokenAddress == this.config.GHO) {
+      return [
+        {
+          exchange: this.dexKey,
+          address: this.config.GSM_USDC,
+          connectorTokens: [
+            {
+              decimals: 6,
+              address: this.config.USDC,
+            },
+          ],
+          liquidityUSD: 1000000000, // Just returning a big number so this DEX will be preferred
+        },
+        {
+          exchange: this.dexKey,
+          address: this.config.GSM_USDT,
+          connectorTokens: [
+            {
+              decimals: 6,
+              address: this.config.USDT,
+            },
+          ],
+          liquidityUSD: 1000000000, // Just returning a big number so this DEX will be preferred
+        },
+      ];
+    } else if (tokenAddress == this.config.USDC) {
+      return [
+        {
+          exchange: this.dexKey,
+          address: this.config.GSM_USDC,
+          connectorTokens: [
+            {
+              decimals: 18,
+              address: this.config.GHO,
+            },
+          ],
+          liquidityUSD: 1000000000, // Just returning a big number so this DEX will be preferred
+        },
+      ];
+    } else if (tokenAddress == this.config.USDT) {
+      return [
+        {
+          exchange: this.dexKey,
+          address: this.config.GSM_USDT,
+          connectorTokens: [
+            {
+              decimals: 18,
+              address: this.config.GHO,
+            },
+          ],
+          liquidityUSD: 1000000000, // Just returning a big number so this DEX will be preferred
+        },
+      ];
+    } else {
+      return [];
+    }
+  }
+}

package/src/dex/aave-gsm/config.ts

@@ -0,0 +1,16 @@
+import { DexParams } from './types';
+import { DexConfigMap, AdapterMappings } from '../../types';
+import { Network, SwapSide } from '../../constants';
+import { AaveV3Ethereum, MiscEthereum } from '@bgd-labs/aave-address-book';
+
+export const AaveGsmConfig: DexConfigMap<DexParams> = {
+  AaveGsm: {
+    [Network.MAINNET]: {
+      GSM_USDT: MiscEthereum.GSM_USDT,
+      GSM_USDC: MiscEthereum.GSM_USDC,
+      USDT: AaveV3Ethereum.ASSETS.USDT.UNDERLYING,
+      USDC: AaveV3Ethereum.ASSETS.USDC.UNDERLYING,
+      GHO: AaveV3Ethereum.ASSETS.GHO.UNDERLYING,
+    },
+  },
+};

package/src/dex/aave-gsm/types.ts

@@ -0,0 +1,15 @@
+import { Address } from '../../types';
+
+export type AaveGsmData = {
+  // returned by the API that can be used for
+  // tx building. The data structure should be minimal.
+  exchange: Address;
+};
+
+export type DexParams = {
+  GSM_USDT: string;
+  GSM_USDC: string;
+  USDT: string;
+  USDC: string;
+  GHO: string;
+};