@paraswap/dex-lib 3.9.7-fluid-dex.3 → 3.10.0

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

@@ -1,260 +0,0 @@
-/* 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 { FluidDex } from './fluid-dex';
-import {
-  checkPoolPrices,
-  checkPoolsLiquidity,
-  checkConstantPoolPrices,
-} from '../../../tests/utils';
-import { Tokens } from '../../../tests/constants-e2e';
-import ResolverABI from '../../abi/fluid-dex/resolver.abi.json';
-
-/*
-  README
-  ======
-
-  This test script adds tests for FluidDex general integration
-  with the DEX interface. The test cases below are example tests.
-  It is recommended to add tests which cover FluidDex specific
-  logic.
-
-  You can run this individual test script by running:
-  `npx jest src/dex/<dex-name>/<dex-name>-integration.test.ts`
-
-  (This comment should be removed from the final implementation)
-*/
-
-function getReaderCalldata(
-  exchangeAddress: string,
-  readerIface: Interface,
-  amounts: bigint[],
-  funcName: string,
-) {
-  return amounts.map(amount => ({
-    target: exchangeAddress,
-    callData: readerIface.encodeFunctionData(funcName, [
-      '0x0b1a513ee24972daef112bc777a5610d4325c9e7',
-      funcName == 'estimateSwapIn' ? true : false,
-      amount,
-      funcName == 'estimateSwapIn' ? 0 : 2n * amount,
-    ]),
-  }));
-}
-
-function decodeReaderResult(
-  results: Result,
-  readerIface: Interface,
-  funcName: string,
-) {
-  return results.map(result => {
-    return BigInt(result);
-  });
-}
-
-async function checkOnChainPricing(
-  fluidDex: FluidDex,
-  funcName: string,
-  blockNumber: number,
-  prices: bigint[],
-  amounts: bigint[],
-) {
-  const resolverAddress = '0xE8a07a32489BD9d5a00f01A55749Cf5cB854Fd13';
-
-  const readerIface = new Interface(ResolverABI);
-
-  const readerCallData = getReaderCalldata(
-    resolverAddress,
-    readerIface,
-    amounts.slice(1),
-    funcName,
-  );
-  const readerResult = (
-    await fluidDex.dexHelper.multiContract.methods
-      .aggregate(readerCallData)
-      .call({}, blockNumber)
-  ).returnData;
-
-  const expectedPrices = [0n].concat(
-    decodeReaderResult(readerResult, readerIface, funcName),
-  );
-}
-
-async function testPricingOnNetwork(
-  fluidDex: FluidDex,
-  network: Network,
-  dexKey: string,
-  blockNumber: number,
-  srcTokenSymbol: string,
-  destTokenSymbol: string,
-  side: SwapSide,
-  amounts: bigint[],
-  funcNameToCheck: string,
-) {
-  const networkTokens = Tokens[network];
-
-  const pools = await fluidDex.getPoolIdentifiers(
-    networkTokens[srcTokenSymbol],
-    networkTokens[destTokenSymbol],
-    side,
-    blockNumber,
-  );
-  console.log(
-    `${srcTokenSymbol} <> ${destTokenSymbol} Pool Identifiers: `,
-    pools,
-  );
-
-  expect(pools.length).toBeGreaterThan(0);
-
-  const poolPrices = await fluidDex.getPricesVolume(
-    networkTokens[srcTokenSymbol],
-    networkTokens[destTokenSymbol],
-    amounts,
-    side,
-    blockNumber,
-    pools,
-  );
-  console.log(
-    `${srcTokenSymbol} <> ${destTokenSymbol} Pool Prices: `,
-    poolPrices,
-  );
-  console.log(
-    'logged params : ',
-    networkTokens[srcTokenSymbol],
-    networkTokens[destTokenSymbol],
-    amounts,
-    side,
-    blockNumber,
-    pools,
-  );
-  expect(poolPrices).not.toBeNull();
-
-  // Check if onchain pricing equals to calculated ones
-  await checkOnChainPricing(
-    fluidDex,
-    funcNameToCheck,
-    blockNumber,
-    poolPrices![0].prices,
-    amounts,
-  );
-}
-
-describe('FluidDex', function () {
-  const dexKey = 'FluidDex';
-  let blockNumber: number;
-  let fluidDex: FluidDex;
-
-  describe('Mainnet', () => {
-    const network = Network.MAINNET;
-    const dexHelper = new DummyDexHelper(network);
-
-    const tokens = Tokens[network];
-
-    beforeAll(async () => {
-      blockNumber = await dexHelper.provider.getBlockNumber();
-      fluidDex = new FluidDex(network, dexKey, dexHelper);
-      if (fluidDex.initializePricing) {
-        await fluidDex.initializePricing(blockNumber);
-      }
-    });
-
-    describe('wstETH -> ETH', () => {
-      const tokenASymbol = 'wstETH';
-      const tokenBSymbol = 'ETH';
-
-      const amountsForSell = [
-        0n,
-        1n * BI_POWS[8],
-        2n * BI_POWS[8],
-        3n * BI_POWS[8],
-        4n * BI_POWS[8],
-        5n * BI_POWS[8],
-        6n * BI_POWS[8],
-        7n * BI_POWS[8],
-        8n * BI_POWS[8],
-        9n * BI_POWS[8],
-        10n * BI_POWS[8],
-      ];
-
-      it('wstETH -> ETH, getPoolIdentifiers and getPricesVolume SELL', async function () {
-        await testPricingOnNetwork(
-          fluidDex,
-          network,
-          dexKey,
-          blockNumber,
-          tokenASymbol,
-          tokenBSymbol,
-          SwapSide.SELL,
-          amountsForSell,
-          'estimateSwapIn',
-        );
-      });
-
-      it('ETH -> wstETH, getPoolIdentifiers and getPricesVolume SELL', async function () {
-        await testPricingOnNetwork(
-          fluidDex,
-          network,
-          dexKey,
-          blockNumber,
-          tokenBSymbol,
-          tokenASymbol,
-          SwapSide.SELL,
-          amountsForSell,
-          'estimateSwapIn',
-        );
-      });
-    });
-
-    describe('USDC -> USDT', () => {
-      const tokenASymbol = 'USDC';
-      const tokenBSymbol = 'USDT';
-
-      const amountsForSell = [
-        0n,
-        1n * BI_POWS[6],
-        2n * BI_POWS[6],
-        3n * BI_POWS[6],
-        4n * BI_POWS[6],
-        5n * BI_POWS[6],
-        6n * BI_POWS[6],
-        7n * BI_POWS[6],
-        8n * BI_POWS[6],
-        9n * BI_POWS[6],
-        10n * BI_POWS[6],
-      ];
-
-      it('USDC -> USDT getPoolIdentifiers and getPricesVolume SELL', async function () {
-        await testPricingOnNetwork(
-          fluidDex,
-          network,
-          dexKey,
-          blockNumber,
-          tokenASymbol,
-          tokenBSymbol,
-          SwapSide.SELL,
-          amountsForSell,
-          'estimateSwapIn',
-        );
-      });
-
-      it('USDT -> USDC getPoolIdentifiers and getPricesVolume SELL', async function () {
-        await testPricingOnNetwork(
-          fluidDex,
-          network,
-          dexKey,
-          blockNumber,
-          tokenBSymbol,
-          tokenASymbol,
-          SwapSide.SELL,
-          amountsForSell,
-          'estimateSwapIn',
-        );
-      });
-    });
-  });
-});

package/src/dex/fluid-dex/fluid-dex-pool.ts

@@ -1,178 +0,0 @@
-import { Interface } from '@ethersproject/abi';
-import { DeepReadonly } from 'ts-essentials';
-import { Log, Logger } from '../../types';
-import { catchParseLogError } from '../../utils';
-import { StatefulEventSubscriber } from '../../stateful-event-subscriber';
-import { IDexHelper } from '../../dex-helper/idex-helper';
-import ResolverABI from '../../abi/fluid-dex/resolver.abi.json';
-import LiquidityABI from '../../abi/fluid-dex/liquidityUserModule.abi.json';
-import {
-  CommonAddresses,
-  FluidDexPoolState,
-  CollateralReserves,
-  DebtReserves,
-} from './types';
-import { Address } from '../../types';
-import { Contract } from 'ethers';
-
-export class FluidDexEventPool extends StatefulEventSubscriber<FluidDexPoolState> {
-  handlers: {
-    [event: string]: (
-      event: any,
-      state: DeepReadonly<FluidDexPoolState>,
-      log: Readonly<Log>,
-    ) => Promise<DeepReadonly<FluidDexPoolState> | null>;
-  } = {};
-
-  logDecoder: (log: Log) => any;
-
-  addressesSubscribed: Address[];
-  protected liquidityIface = new Interface(LiquidityABI);
-
-  constructor(
-    readonly parentName: string,
-    readonly pool: Address,
-    readonly commonAddresses: CommonAddresses,
-    protected network: number,
-    readonly dexHelper: IDexHelper,
-    logger: Logger,
-  ) {
-    super(parentName, 'FluidDex_' + pool, dexHelper, logger);
-
-    this.logDecoder = (log: Log) => this.liquidityIface.parseLog(log);
-    this.addressesSubscribed = [commonAddresses.liquidityProxy];
-
-    // Add handlers
-    this.handlers['LogOperate'] = this.handleOperate.bind(this);
-  }
-
-  /**
-   * Handle a trade rate change on the pool.
-   */
-  async handleOperate(
-    event: any,
-    state: DeepReadonly<FluidDexPoolState>,
-    log: Readonly<Log>,
-  ): Promise<DeepReadonly<FluidDexPoolState> | null> {
-    if (!(event.args.user in [this.pool])) {
-      return null;
-    }
-    const resolverContract = new Contract(
-      this.commonAddresses.resolver,
-      ResolverABI,
-      this.dexHelper.provider,
-    );
-    const rawResult = await resolverContract.callStatic.getPoolReservesAdjusted(
-      this.pool,
-      {
-        blockTag: this.dexHelper.provider,
-      },
-    );
-
-    const generatedState = this.convertToFluidDexPoolState(rawResult);
-
-    this.setState(
-      generatedState,
-      await this.dexHelper.provider.getBlockNumber(),
-    );
-
-    return generatedState;
-  }
-
-  /**
-   * The function is called every time any of the subscribed
-   * addresses release log. The function accepts the current
-   * state, updates the state according to the log, and returns
-   * the updated state.
-   * @param state - Current state of event subscriber
-   * @param log - Log released by one of the subscribed addresses
-   * @returns Updates state of the event subscriber after the log
-   */
-  async processLog(
-    state: DeepReadonly<FluidDexPoolState>,
-    log: Readonly<Log>,
-  ): Promise<DeepReadonly<FluidDexPoolState> | null> {
-    try {
-      const event = this.logDecoder(log);
-      if (event.name in this.handlers) {
-        return await this.handlers[event.name](event, state, log);
-      }
-    } catch (e) {
-      catchParseLogError(e, this.logger);
-    }
-
-    return null;
-  }
-
-  async getStateOrGenerate(
-    blockNumber: number,
-    readonly: boolean = false,
-  ): Promise<FluidDexPoolState> {
-    let state = this.getState(blockNumber);
-    if (!state) {
-      state = await this.generateState(blockNumber);
-      if (!readonly) this.setState(state, blockNumber);
-    }
-    return state;
-  }
-
-  /**
-   * The function generates state using on-chain calls. This
-   * function is called to regenerate state if the event based
-   * system fails to fetch events and the local state is no
-   * more correct.
-   * @param blockNumber - Blocknumber for which the state should
-   * should be generated
-   * @returns state of the event subscriber at blocknumber
-   */
-  async generateState(
-    blockNumber: number,
-  ): Promise<DeepReadonly<FluidDexPoolState>> {
-    const resolverContract = new Contract(
-      this.commonAddresses.resolver,
-      ResolverABI,
-      this.dexHelper.provider,
-    );
-    const rawResult = await resolverContract.callStatic.getPoolReservesAdjusted(
-      this.pool,
-      {
-        blockTag: blockNumber,
-      },
-    );
-
-    const convertedResult = this.convertToFluidDexPoolState(rawResult);
-
-    return convertedResult;
-  }
-
-  private convertToFluidDexPoolState(input: any[]): FluidDexPoolState {
-    // Ignore the first three addresses
-    const [, , , feeHex, collateralReservesHex, debtReservesHex] = input;
-    // Convert fee from hex to number
-    const fee = Number(feeHex.toString());
-
-    // Convert collateral reserves
-    const collateralReserves: CollateralReserves = {
-      token0RealReserves: BigInt(collateralReservesHex[0].toString()),
-      token1RealReserves: BigInt(collateralReservesHex[1].toString()),
-      token0ImaginaryReserves: BigInt(collateralReservesHex[2].toString()),
-      token1ImaginaryReserves: BigInt(collateralReservesHex[3].toString()),
-    };
-
-    // Convert debt reserves
-    const debtReserves: DebtReserves = {
-      token0Debt: BigInt(debtReservesHex[0].toString()),
-      token1Debt: BigInt(debtReservesHex[1].toString()),
-      token0RealReserves: BigInt(debtReservesHex[2].toString()),
-      token1RealReserves: BigInt(debtReservesHex[3].toString()),
-      token0ImaginaryReserves: BigInt(debtReservesHex[4].toString()),
-      token1ImaginaryReserves: BigInt(debtReservesHex[5].toString()),
-    };
-
-    return {
-      collateralReserves,
-      debtReserves,
-      fee,
-    };
-  }
-}