@paraswap/dex-lib 3.8.25 → 3.8.26-aave-gsm

package/src/dex/aave-gsm/aave-gsm-e2e.test.ts

@@ -0,0 +1,109 @@
+/* eslint-disable no-console */
+import dotenv from 'dotenv';
+dotenv.config();
+
+import { testE2E } from '../../../tests/utils-e2e';
+import { Tokens, Holders } from '../../../tests/constants-e2e';
+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,
+) {
+  const provider = new StaticJsonRpcProvider(
+    generateConfig(network).privateHttpProvider,
+    network,
+  );
+  const tokens = Tokens[network];
+  const holders = Holders[network];
+
+  const sideToContractMethods = new Map([
+    [SwapSide.SELL, [ContractMethod.swapExactAmountIn]],
+    [SwapSide.BUY, [ContractMethod.swapExactAmountOut]],
+  ]);
+
+  describe.only(`${network}`, () => {
+    sideToContractMethods.forEach((contractMethods, side) =>
+      describe(`${side}`, () => {
+        contractMethods.forEach((contractMethod: ContractMethod) => {
+          describe(`${contractMethod}`, () => {
+            it(`${tokenASymbol} -> ${tokenBSymbol}`, async () => {
+              await testE2E(
+                tokens[tokenASymbol],
+                tokens[tokenBSymbol],
+                holders[tokenASymbol],
+                side === SwapSide.SELL ? tokenAAmount : tokenBAmount,
+                side,
+                dexKey,
+                contractMethod,
+                network,
+                provider,
+              );
+            });
+            it(`${tokenBSymbol} -> ${tokenASymbol}`, async () => {
+              await testE2E(
+                tokens[tokenBSymbol],
+                tokens[tokenASymbol],
+                holders[tokenBSymbol],
+                side === SwapSide.SELL ? tokenBAmount : tokenAAmount,
+                side,
+                dexKey,
+                contractMethod,
+                network,
+                provider,
+              );
+            });
+          });
+        });
+      }),
+    );
+  });
+}
+
+describe('AaveGsm E2E', () => {
+  const dexKey = 'AaveGsm';
+
+  describe('Mainnet GHO -> USDT', () => {
+    const network = Network.MAINNET;
+
+    const tokenASymbol: string = 'GHO';
+    const tokenBSymbol: string = 'USDT';
+
+    const tokenAAmount: string = '1000000000000000000';
+    const tokenBAmount: string = '1000000';
+
+    testForNetwork(
+      network,
+      dexKey,
+      tokenASymbol,
+      tokenBSymbol,
+      tokenAAmount,
+      tokenBAmount,
+    );
+  });
+
+  describe('Mainnet GHO -> USDC', () => {
+    const network = Network.MAINNET;
+
+    const tokenASymbol: string = 'GHO';
+    const tokenBSymbol: string = 'USDC';
+
+    const tokenAAmount: string = '1000000000000000000';
+    const tokenBAmount: string = '1000000';
+
+    testForNetwork(
+      network,
+      dexKey,
+      tokenASymbol,
+      tokenBSymbol,
+      tokenAAmount,
+      tokenBAmount,
+    );
+  });
+});

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,
+        );
+      }
+    });
+  });
+});