@paraswap/dex-lib 3.8.35-usds-psm → 3.8.36-susds

package/src/dex/spark/config.ts

@@ -2,6 +2,9 @@ import { SparkParams } from './types';
 import { DexConfigMap } from '../../types';
 import { Network } from '../../constants';
 import { SwapSide } from '@paraswap/core';
+import PotAbi from '../../abi/maker-psm/pot.json';
+import SavingsUSDSAbi from '../../abi/sdai/SavingsUSDS.abi.json';
+import { Interface } from '@ethersproject/abi';
 
 export const SDaiConfig: DexConfigMap<SparkParams> = {
   Spark: {
@@ -9,6 +12,27 @@ export const SDaiConfig: DexConfigMap<SparkParams> = {
       sdaiAddress: '0x83F20F44975D03b1b09e64809B757c47f942BEeA',
       daiAddress: '0x6B175474E89094C44Da98b954EedeAC495271d0F',
       potAddress: '0x197E90f9FAD81970bA7976f33CbD77088E5D7cf7',
+      savingsRate: {
+        symbol: 'dsr',
+        // bytes32 repr of "dsr" string
+        topic:
+          '0x6473720000000000000000000000000000000000000000000000000000000000',
+      },
+      poolInterface: new Interface(PotAbi),
+    },
+  },
+  sUSDS: {
+    [Network.MAINNET]: {
+      sdaiAddress: '0xa3931d71877C0E7a3148CB7Eb4463524FEc27fbD', // sUSDS
+      daiAddress: '0xdC035D45d973E3EC169d2276DDab16f1e407384F', // USDS
+      potAddress: '0xa3931d71877C0E7a3148CB7Eb4463524FEc27fbD', // no separate pot, sUSDS is the pot
+      savingsRate: {
+        symbol: 'ssr',
+        // bytes32 repr of "ssr" string
+        topic:
+          '0x7373720000000000000000000000000000000000000000000000000000000000',
+      },
+      poolInterface: new Interface(SavingsUSDSAbi),
     },
   },
 };

package/src/dex/spark/scripts/validate-state.ts

@@ -72,6 +72,7 @@ async function isPoolStateEqualToReal(
     dexHelper.multiContract,
     potAddress,
     new Interface(PotAbi),
+    'dsr',
     blockNumber,
   );
 

package/src/dex/spark/spark-e2e.test.ts

@@ -26,17 +26,17 @@ function testForNetwork(
     [
       SwapSide.SELL,
       [
-        ContractMethod.simpleSwap,
-        ContractMethod.multiSwap,
-        ContractMethod.megaSwap,
+        // ContractMethod.simpleSwap,
+        // ContractMethod.multiSwap,
+        // ContractMethod.megaSwap,
         ContractMethod.swapExactAmountIn,
       ],
     ],
     [
       SwapSide.BUY,
       [
-        ContractMethod.simpleBuy,
-        ContractMethod.buy,
+        // ContractMethod.simpleBuy,
+        // ContractMethod.buy,
         ContractMethod.swapExactAmountOut,
       ],
     ],
@@ -80,10 +80,9 @@ function testForNetwork(
   });
 }
 
-describe('sDAI E2E', () => {
-  const dexKey = 'Spark';
-
-  describe('Mainnet', () => {
+describe('Spark E2E', () => {
+  describe('sDai', () => {
+    const dexKey = 'Spark';
     const network = Network.MAINNET;
 
     const tokenASymbol: string = 'DAI';
@@ -101,4 +100,24 @@ describe('sDAI E2E', () => {
       tokenBAmount,
     );
   });
+
+  describe('sUSDS', () => {
+    const dexKey = 'sUSDS';
+    const network = Network.MAINNET;
+
+    const tokenASymbol: string = 'USDS';
+    const tokenBSymbol: string = 'sUSDS';
+
+    const tokenAAmount: string = '1000000000000000000';
+    const tokenBAmount: string = '1000000000000000000';
+
+    testForNetwork(
+      network,
+      dexKey,
+      tokenASymbol,
+      tokenBSymbol,
+      tokenAAmount,
+      tokenBAmount,
+    );
+  });
 });

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

@@ -12,41 +12,7 @@ import PotAbi from '../../abi/maker-psm/pot.json';
 import { Interface } from '@ethersproject/abi';
 import _ from 'lodash';
 
-/*
-  README
-  ======
-
-  This test script adds unit tests for SDai event based
-  system. This is done by fetching the state on-chain before the
-  event block, manually pushing the block logs to the event-subscriber,
-  comparing the local state with on-chain state.
-
-  Most of the logic for testing is abstracted by `testEventSubscriber`.
-  You need to do two things to make the tests work:
-
-  1. Fetch the block numbers where certain events were released. You
-  can modify the `./scripts/fetch-event-blocknumber.ts` to get the
-  block numbers for different events. Make sure to get sufficient
-  number of blockNumbers to cover all possible cases for the event
-  mutations.
-
-  2. Complete the implementation for fetchPoolState function. The
-  function should fetch the on-chain state of the event subscriber
-  using just the blocknumber.
-
-  The template tests only include the test for a single event
-  subscriber. There can be cases where multiple event subscribers
-  exist for a single DEX. In such cases additional tests should be
-  added.
-
-  You can run this individual test script by running:
-  `npx jest src/dex/<dex-name>/<dex-name>-events.test.ts`
-
-  (This comment should be removed from the final implementation)
-*/
-
 jest.setTimeout(50 * 1000);
-const dexKey = 'Spark';
 const network = Network.MAINNET;
 
 async function fetchPoolState(
@@ -56,7 +22,8 @@ async function fetchPoolState(
   return sdaiPool.generateState(blockNumber);
 }
 
-describe('SDai Event', function () {
+describe('SDai', function () {
+  const dexKey = 'Spark';
   const blockNumbers: { [eventName: string]: number[] } = {
     drip: [19827559, 19827524, 19827163, 19827124, 19827000, 19826892],
     // TODO: no matching logs, you have to manually call "file"
@@ -69,33 +36,81 @@ describe('SDai Event', function () {
     potAddress: SDaiConfig[dexKey][network].potAddress,
   };
 
-  describe('SDaiPool', function () {
-    Object.keys(blockNumbers).forEach((event: string) => {
-      blockNumbers[event].forEach((blockNumber: number) => {
-        it(`Should return the correct state after the ${blockNumber}:${event}`, async function () {
-          const dexHelper = new DummyDexHelper(network);
-          const logger = dexHelper.getLogger(dexKey);
-
-          const sdaiPool = new SparkSDaiEventPool(
-            dexKey,
-            `dai-sdai-pool`,
-            dexHelper,
-            addresses.potAddress,
-            new Interface(PotAbi),
-            logger,
-          );
-
-          await sdaiPool.initialize(blockNumber);
-
-          await testEventSubscriber(
-            sdaiPool,
-            sdaiPool.addressesSubscribed,
-            (_blockNumber: number) => fetchPoolState(sdaiPool, _blockNumber),
-            blockNumber,
-            `${dexKey}_${sdaiPool}`,
-            dexHelper.provider,
-          );
-        });
+  const potIface = SDaiConfig[dexKey][network].poolInterface;
+
+  Object.keys(blockNumbers).forEach((event: string) => {
+    blockNumbers[event].forEach((blockNumber: number) => {
+      it(`Should return the correct state after the ${blockNumber}:${event}`, async function () {
+        const dexHelper = new DummyDexHelper(network);
+        const logger = dexHelper.getLogger(dexKey);
+
+        const sdaiPool = new SparkSDaiEventPool(
+          dexKey,
+          network,
+          `dai-sdai-pool`,
+          dexHelper,
+          addresses.potAddress,
+          potIface,
+          logger,
+          '0x6473720000000000000000000000000000000000000000000000000000000000',
+          'dsr',
+        );
+
+        await sdaiPool.initialize(blockNumber);
+
+        await testEventSubscriber(
+          sdaiPool,
+          sdaiPool.addressesSubscribed,
+          (_blockNumber: number) => fetchPoolState(sdaiPool, _blockNumber),
+          blockNumber,
+          `${dexKey}_${sdaiPool}`,
+          dexHelper.provider,
+        );
+      });
+    });
+  });
+});
+
+describe('sUSDS', function () {
+  const dexKey = 'sUSDS';
+  const blockNumbers: { [eventName: string]: number[] } = {
+    drip: [20812786, 20812797, 20813343, 20813668, 20814065, 20814418],
+  };
+
+  const addresses: { [contract: string]: string } = {
+    potAddress: SDaiConfig[dexKey][network].potAddress,
+  };
+
+  const potIface = SDaiConfig[dexKey][network].poolInterface;
+
+  Object.keys(blockNumbers).forEach((event: string) => {
+    blockNumbers[event].forEach((blockNumber: number) => {
+      it(`Should return the correct state after the ${blockNumber}:${event}`, async function () {
+        const dexHelper = new DummyDexHelper(network);
+        const logger = dexHelper.getLogger(dexKey);
+
+        const sUSDSPool = new SparkSDaiEventPool(
+          dexKey,
+          network,
+          `usds-susds-pool`,
+          dexHelper,
+          addresses.potAddress,
+          potIface,
+          logger,
+          '0x7373720000000000000000000000000000000000000000000000000000000000',
+          'ssr',
+        );
+
+        await sUSDSPool.initialize(blockNumber);
+
+        await testEventSubscriber(
+          sUSDSPool,
+          sUSDSPool.addressesSubscribed,
+          (_blockNumber: number) => fetchPoolState(sUSDSPool, _blockNumber),
+          blockNumber,
+          `${dexKey}_${sUSDSPool}`,
+          dexHelper.provider,
+        );
       });
     });
   });

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

@@ -10,20 +10,20 @@ import { Spark } from './spark';
 
 const network = Network.MAINNET;
 
-const SDaiSymbol = 'sDAI';
-const SDaiToken = Tokens[network][SDaiSymbol];
-
-const DaiSymbol = 'DAI';
-const DaiToken = Tokens[network][DaiSymbol];
-
 const amounts = [0n, BI_POWS[18], 2000000000000000000n];
 
-const dexKey = 'Spark';
 const dexHelper = new DummyDexHelper(network);
 let blocknumber: number;
 let spark: Spark;
 
 describe('Spark', function () {
+  const dexKey = 'Spark';
+  const SDaiSymbol = 'sDAI';
+  const SDaiToken = Tokens[network][SDaiSymbol];
+
+  const DaiSymbol = 'DAI';
+  const DaiToken = Tokens[network][DaiSymbol];
+
   beforeAll(async () => {
     blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
     spark = new Spark(network, dexKey, dexHelper);
@@ -149,3 +149,137 @@ describe('Spark', function () {
     checkPoolsLiquidity(poolLiquidity, SDaiToken.address, dexKey);
   });
 });
+
+describe('sUSDS', function () {
+  const dexKey = 'sUSDS';
+  const SDaiSymbol = 'USDS';
+  const SDaiToken = Tokens[network][SDaiSymbol];
+
+  const DaiSymbol = 'sUSDS';
+  const DaiToken = Tokens[network][DaiSymbol];
+
+  beforeAll(async () => {
+    blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
+    spark = new Spark(network, dexKey, dexHelper);
+    if (spark.initializePricing) {
+      await spark.initializePricing(blocknumber);
+    }
+  });
+
+  it('getPoolIdentifiers and getPricesVolume USDS -> sUSDS SELL', async function () {
+    const pools = await spark.getPoolIdentifiers(
+      DaiToken,
+      SDaiToken,
+      SwapSide.SELL,
+      blocknumber,
+    );
+    console.log(`${DaiSymbol} <> ${SDaiSymbol} Pool Identifiers: `, pools);
+
+    expect(pools.length).toBeGreaterThan(0);
+
+    const poolPrices = await spark.getPricesVolume(
+      DaiToken,
+      SDaiToken,
+      amounts,
+      SwapSide.SELL,
+      blocknumber,
+      pools,
+    );
+    console.log(`${DaiSymbol} <> ${SDaiSymbol} Pool Prices: `, poolPrices);
+
+    expect(poolPrices).not.toBeNull();
+    checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
+  });
+
+  it('getPoolIdentifiers and getPricesVolume sUSDS -> USDS SELL', async function () {
+    const pools = await spark.getPoolIdentifiers(
+      SDaiToken,
+      DaiToken,
+      SwapSide.SELL,
+      blocknumber,
+    );
+    console.log(`${SDaiSymbol} <> ${DaiSymbol} Pool Identifiers: `, pools);
+
+    expect(pools.length).toBeGreaterThan(0);
+
+    const poolPrices = await spark.getPricesVolume(
+      SDaiToken,
+      DaiToken,
+      amounts,
+      SwapSide.SELL,
+      blocknumber,
+      pools,
+    );
+    console.log(`${SDaiSymbol} <> ${DaiSymbol} Pool Prices: `, poolPrices);
+
+    expect(poolPrices).not.toBeNull();
+    checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
+  });
+
+  it('getPoolIdentifiers and getPricesVolume USDS -> sUSDS BUY', async function () {
+    const pools = await spark.getPoolIdentifiers(
+      DaiToken,
+      SDaiToken,
+      SwapSide.BUY,
+      blocknumber,
+    );
+    console.log(`${DaiSymbol} <> ${SDaiSymbol} Pool Identifiers: `, pools);
+
+    expect(pools.length).toBeGreaterThan(0);
+
+    const poolPrices = await spark.getPricesVolume(
+      DaiToken,
+      SDaiToken,
+      amounts,
+      SwapSide.BUY,
+      blocknumber,
+      pools,
+    );
+    console.log(`${DaiSymbol} <> ${SDaiSymbol} Pool Prices: `, poolPrices);
+
+    expect(poolPrices).not.toBeNull();
+    checkPoolPrices(poolPrices!, amounts, SwapSide.BUY, dexKey);
+  });
+
+  it('getPoolIdentifiers and getPricesVolume sUSDS -> USDS BUY', async function () {
+    const pools = await spark.getPoolIdentifiers(
+      SDaiToken,
+      DaiToken,
+      SwapSide.BUY,
+      blocknumber,
+    );
+    console.log(`${SDaiSymbol} <> ${DaiSymbol} Pool Identifiers: `, pools);
+
+    expect(pools.length).toBeGreaterThan(0);
+
+    const poolPrices = await spark.getPricesVolume(
+      SDaiToken,
+      DaiToken,
+      amounts,
+      SwapSide.BUY,
+      blocknumber,
+      pools,
+    );
+    console.log(`${SDaiSymbol} <> ${DaiSymbol} Pool Prices: `, poolPrices);
+
+    expect(poolPrices).not.toBeNull();
+    checkPoolPrices(poolPrices!, amounts, SwapSide.BUY, dexKey);
+  });
+
+  it('USDS getTopPoolsForToken', async function () {
+    const poolLiquidity = await spark.getTopPoolsForToken(DaiToken.address, 10);
+    console.log(`${DaiSymbol} Top Pools:`, poolLiquidity);
+
+    checkPoolsLiquidity(poolLiquidity, DaiToken.address, dexKey);
+  });
+
+  it('sUSDS getTopPoolsForToken', async function () {
+    const poolLiquidity = await spark.getTopPoolsForToken(
+      SDaiToken.address,
+      10,
+    );
+    console.log(`${SDaiSymbol} Top Pools:`, poolLiquidity);
+
+    checkPoolsLiquidity(poolLiquidity, SDaiToken.address, dexKey);
+  });
+});

package/src/dex/spark/spark-sdai-pool.ts

@@ -7,6 +7,8 @@ import type { AsyncOrSync, DeepReadonly } from 'ts-essentials';
 import type { Address, BlockHeader, Log, Logger } from '../../types';
 import type { SparkSDaiPoolState } from './types';
 import { getOnChainState } from './utils';
+import { SDaiConfig } from './config';
+import { Network } from '../../constants';
 
 const RAY = BI_POWS[27];
 const ZERO = BigInt(0);
@@ -17,10 +19,6 @@ const HALF = RAY / TWO;
 const FILE_TOPICHASH = `0x29ae811400000000000000000000000000000000000000000000000000000000`;
 // function drip()
 const DRIP_TOPICHASH = `0x9f678cca00000000000000000000000000000000000000000000000000000000`;
-// function cage()
-const CAGE_TOPICHASH = `0x6924500900000000000000000000000000000000000000000000000000000000`;
-// bytes32 repr of "dsr" string
-const DSR_TOPIC = `0x6473720000000000000000000000000000000000000000000000000000000000`;
 
 const rpow = (x: bigint, n: bigint): bigint => {
   if (!x && !n) return RAY;
@@ -54,11 +52,14 @@ const calcChi = (state: SparkSDaiPoolState, currentTimestamp?: number) => {
 export class SparkSDaiEventPool extends StatefulEventSubscriber<SparkSDaiPoolState> {
   constructor(
     parentName: string,
+    network: Network,
     poolName: string,
     protected dexHelper: IDexHelper,
     private potAddress: Address,
     private potInterface: Interface,
     logger: Logger,
+    private savingsRateTopic: string,
+    private savingsRateSymbol: 'ssr' | 'dsr',
   ) {
     super(parentName, poolName, dexHelper, logger);
     this.addressesSubscribed = [potAddress];
@@ -69,7 +70,10 @@ export class SparkSDaiEventPool extends StatefulEventSubscriber<SparkSDaiPoolSta
     log: Readonly<Log>,
     blockHeader: Readonly<BlockHeader>,
   ): AsyncOrSync<DeepReadonly<SparkSDaiPoolState> | null> {
-    if (log.topics[0] === FILE_TOPICHASH && log.topics[2] === DSR_TOPIC) {
+    if (
+      log.topics[0] === FILE_TOPICHASH &&
+      log.topics[2] === this.savingsRateTopic
+    ) {
       return {
         ...state,
         dsr: BigInt(log.topics[3]).toString(),
@@ -94,6 +98,7 @@ export class SparkSDaiEventPool extends StatefulEventSubscriber<SparkSDaiPoolSta
       this.dexHelper.multiContract,
       this.potAddress,
       this.potInterface,
+      this.savingsRateSymbol,
       blockNumber,
     );
   }

package/src/dex/spark/spark.ts

@@ -47,20 +47,24 @@ export class Spark
     readonly daiAddress: string = SDaiConfig[dexKey][network].daiAddress,
     readonly sdaiAddress: string = SDaiConfig[dexKey][network].sdaiAddress,
     readonly potAddress: string = SDaiConfig[dexKey][network].potAddress,
+    readonly abiInterface: Interface = SDaiConfig[dexKey][network]
+      .poolInterface,
 
     protected adapters = Adapters[network] || {},
     protected sdaiInterface = new Interface(SavingsDaiAbi),
-    protected potInterface = new Interface(PotAbi),
   ) {
     super(dexHelper, dexKey);
     this.logger = dexHelper.getLogger(dexKey);
     this.eventPool = new SparkSDaiEventPool(
       this.dexKey,
+      this.network,
       `${this.daiAddress}_${this.sdaiAddress}`,
       dexHelper,
       this.potAddress,
-      this.potInterface,
+      this.abiInterface,
       this.logger,
+      SDaiConfig[dexKey][network].savingsRate.topic,
+      SDaiConfig[dexKey][network].savingsRate.symbol,
     );
   }
 

package/src/dex/spark/types.ts

@@ -1,3 +1,4 @@
+import { Interface } from '@ethersproject/abi';
 import { Address } from '../../types';
 
 export type SparkData = { exchange: Address };
@@ -6,6 +7,11 @@ export type SparkParams = {
   sdaiAddress: Address;
   daiAddress: Address;
   potAddress: Address;
+  savingsRate: {
+    symbol: 'dsr' | 'ssr';
+    topic: string;
+  };
+  poolInterface: Interface;
 };
 
 export enum SparkSDaiFunctions {

package/src/dex/spark/utils.ts

@@ -4,34 +4,60 @@ import { Interface, AbiCoder } from '@ethersproject/abi';
 
 const coder = new AbiCoder();
 
-// - `dsr`: the Dai Savings Rate
+// - `dsr` || `ssr`: the Dai Savings Rate or USDS savings rate
 // - `chi`: the Rate Accumulator
 // - `rho`: time of last drip
 export async function getOnChainState(
   multiContract: Contract,
   potAddress: string,
   potInterface: Interface,
+  savingsRateSymbol: 'dsr' | 'ssr',
   blockNumber: number | 'latest',
 ): Promise<SparkSDaiPoolState> {
+  if (savingsRateSymbol === 'dsr') {
+    return getOnChainStateSDAI(
+      multiContract,
+      potAddress,
+      potInterface,
+      blockNumber,
+    );
+  }
+
+  return getOnChainStateUSDS(
+    multiContract,
+    potAddress,
+    potInterface,
+    blockNumber,
+  );
+}
+
+export async function getOnChainStateSDAI(
+  multiContract: Contract,
+  potAddress: string,
+  potInterface: Interface,
+  blockNumber: number | 'latest',
+): Promise<SparkSDaiPoolState> {
+  const calls = [
+    {
+      target: potAddress,
+      callData: potInterface.encodeFunctionData('dsr', []),
+    },
+    {
+      target: potAddress,
+      callData: potInterface.encodeFunctionData('chi', []),
+    },
+    {
+      target: potAddress,
+      callData: potInterface.encodeFunctionData('rho', []),
+    },
+    {
+      target: potAddress,
+      callData: potInterface.encodeFunctionData('live', []),
+    },
+  ];
+
   const data: { returnData: any[] } = await multiContract.methods
-    .aggregate([
-      {
-        target: potAddress,
-        callData: potInterface.encodeFunctionData('dsr', []),
-      },
-      {
-        target: potAddress,
-        callData: potInterface.encodeFunctionData('chi', []),
-      },
-      {
-        target: potAddress,
-        callData: potInterface.encodeFunctionData('rho', []),
-      },
-      {
-        target: potAddress,
-        callData: potInterface.encodeFunctionData('live', []),
-      },
-    ])
+    .aggregate(calls)
     .call({}, blockNumber);
 
   const [dsr, chi, rho, live] = data.returnData.map(item =>
@@ -45,3 +71,41 @@ export async function getOnChainState(
     rho,
   };
 }
+
+export async function getOnChainStateUSDS(
+  multiContract: Contract,
+  potAddress: string,
+  potInterface: Interface,
+  blockNumber: number | 'latest',
+): Promise<SparkSDaiPoolState> {
+  const calls = [
+    {
+      target: potAddress,
+      callData: potInterface.encodeFunctionData('ssr', []),
+    },
+    {
+      target: potAddress,
+      callData: potInterface.encodeFunctionData('chi', []),
+    },
+    {
+      target: potAddress,
+      callData: potInterface.encodeFunctionData('rho', []),
+    },
+  ];
+
+  const data: { returnData: any[] } = await multiContract.methods
+    .aggregate(calls)
+    .call({}, blockNumber);
+
+  const [dsr, chi, rho] = data.returnData.map(item =>
+    coder.decode(['uint256'], item)[0].toString(),
+  );
+
+  return {
+    // 'hack' - sUSDS doesn't have global shutdown and no notion of `live`, so it's always `live`
+    live: true,
+    dsr,
+    chi,
+    rho,
+  };
+}

package/tests/constants-e2e.ts

@@ -19,6 +19,10 @@ export const Tokens: {
   [network: number]: { [symbol: string]: SmartTokenParams };
 } = {
   [Network.MAINNET]: {
+    sUSDS: {
+      address: '0xa3931d71877C0E7a3148CB7Eb4463524FEc27fbD',
+      decimals: 18,
+    },
     USDS: {
       address: '0xdC035D45d973E3EC169d2276DDab16f1e407384F',
       decimals: 18,
@@ -1501,6 +1505,7 @@ export const Holders: {
 } = {
   [Network.MAINNET]: {
     USDS: '0xB1796E8f1eEcF23027c1E3C00fE303629A189d10',
+    sUSDS: '0xd564B3aE673CAa49D054Bf185bD72a6853763eE7',
     SKY: '0x0ddda327A6614130CCb20bc0097313A282176A01',
     MKR: '0xe9aAA7A9DDc0877626C1779AbC29993aD89A6c1f',
     // Idle tokens