@paraswap/dex-lib 4.0.17 → 4.0.18

package/src/dex/aave-v3-stata-v2/aave-v3-stata-v2-integration.test.ts

@@ -0,0 +1,600 @@
+/* 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 { AaveV3StataV2 } from './aave-v3-stata-v2';
+import {
+  checkPoolPrices,
+  checkPoolsLiquidity,
+  checkConstantPoolPrices,
+} from '../../../tests/utils';
+import { Tokens } from '../../../tests/constants-e2e';
+
+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(
+  aaveV3Statav2: AaveV3StataV2,
+  exchangeAddress: string,
+  funcName: string,
+  blockNumber: number,
+  prices: bigint[],
+  amounts: bigint[],
+) {
+  const readerIface = AaveV3StataV2.stata;
+
+  const readerCallData = getReaderCalldata(
+    exchangeAddress,
+    readerIface,
+    amounts.slice(1),
+    funcName,
+  );
+  const readerResult = (
+    await aaveV3Statav2.dexHelper.multiContract.methods
+      .aggregate(readerCallData)
+      .call({}, blockNumber)
+  ).returnData;
+
+  const expectedPrices = [0n].concat(
+    decodeReaderResult(readerResult, readerIface, funcName),
+  );
+
+  expect(prices).toEqual(expectedPrices);
+}
+
+async function testPricingOnNetwork(
+  aaveV3Statav2: AaveV3StataV2,
+  network: Network,
+  dexKey: string,
+  blockNumber: number,
+  srcTokenSymbol: string,
+  destTokenSymbol: string,
+  side: SwapSide,
+  amounts: bigint[],
+  exchangeAddress: string,
+  funcNameToCheck: string,
+) {
+  const networkTokens = Tokens[network];
+
+  const pools = await aaveV3Statav2.getPoolIdentifiers(
+    networkTokens[srcTokenSymbol],
+    networkTokens[destTokenSymbol],
+    side,
+    blockNumber,
+  );
+  console.log(
+    `${srcTokenSymbol} <> ${destTokenSymbol} Pool Identifiers: `,
+    pools,
+  );
+
+  expect(pools.length).toBeGreaterThan(0);
+
+  const poolPrices = await aaveV3Statav2.getPricesVolume(
+    networkTokens[srcTokenSymbol],
+    networkTokens[destTokenSymbol],
+    amounts,
+    side,
+    blockNumber,
+    pools,
+  );
+  console.log(
+    `${srcTokenSymbol} <> ${destTokenSymbol} Pool Prices: `,
+    poolPrices,
+  );
+
+  expect(poolPrices).not.toBeNull();
+  if (aaveV3Statav2.hasConstantPriceLargeAmounts) {
+    checkConstantPoolPrices(poolPrices!, amounts, dexKey);
+  } else {
+    checkPoolPrices(poolPrices!, amounts, side, dexKey);
+  }
+
+  // Check if onchain pricing equals to calculated ones
+  await checkOnChainPricing(
+    aaveV3Statav2,
+    exchangeAddress,
+    funcNameToCheck,
+    blockNumber,
+    poolPrices![0].prices,
+    amounts,
+  );
+}
+
+describe('AaveV3StataV2', function () {
+  const dexKey = 'AaveV3StataV2';
+  let blockNumber: number;
+  let aaveV3Statav2: AaveV3StataV2;
+
+  describe('Mainnet', () => {
+    const network = Network.MAINNET;
+    const dexHelper = new DummyDexHelper(network);
+
+    const tokens = Tokens[network];
+
+    const srcTokenSymbol = 'USDT';
+    const destTokenSymbol = 'waEthUSDT';
+
+    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();
+      aaveV3Statav2 = new AaveV3StataV2(network, dexKey, dexHelper);
+      if (aaveV3Statav2.initializePricing) {
+        await aaveV3Statav2.initializePricing(blockNumber);
+      }
+    });
+
+    it('getPoolIdentifiers and getPricesVolume SELL USDT -> waEthUSDT', async function () {
+      await testPricingOnNetwork(
+        aaveV3Statav2,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbol,
+        destTokenSymbol,
+        SwapSide.SELL,
+        amountsForSell,
+        '0x7Bc3485026Ac48b6cf9BaF0A377477Fff5703Af8',
+        'previewDeposit',
+      );
+    });
+
+    it('getPoolIdentifiers and getPricesVolume SELL waEthUSDT -> USDT ', async function () {
+      await testPricingOnNetwork(
+        aaveV3Statav2,
+        network,
+        dexKey,
+        blockNumber,
+        destTokenSymbol,
+        srcTokenSymbol,
+        SwapSide.SELL,
+        amountsForSell,
+        '0x7Bc3485026Ac48b6cf9BaF0A377477Fff5703Af8',
+        'previewRedeem',
+      );
+    });
+
+    it('getPoolIdentifiers and getPricesVolume BUY USDT -> waEthUSDT', async function () {
+      await testPricingOnNetwork(
+        aaveV3Statav2,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbol,
+        destTokenSymbol,
+        SwapSide.BUY,
+        amountsForBuy,
+        '0x7Bc3485026Ac48b6cf9BaF0A377477Fff5703Af8',
+        'previewMint',
+      );
+    });
+
+    it('getPoolIdentifiers and getPricesVolume BUY waEthUSDT -> USDT', async function () {
+      await testPricingOnNetwork(
+        aaveV3Statav2,
+        network,
+        dexKey,
+        blockNumber,
+        destTokenSymbol,
+        srcTokenSymbol,
+        SwapSide.BUY,
+        amountsForBuy,
+        '0x7Bc3485026Ac48b6cf9BaF0A377477Fff5703Af8',
+        'previewWithdraw',
+      );
+    });
+
+    it(`getTopPoolsForToken - ${srcTokenSymbol}`, async function () {
+      // We have to check without calling initializePricing, because
+      // pool-tracker is not calling that function
+      const newAaveV3Stata = new AaveV3StataV2(network, dexKey, dexHelper);
+      if (newAaveV3Stata.updatePoolState) {
+        await newAaveV3Stata.updatePoolState();
+      }
+      const poolLiquidity = await newAaveV3Stata.getTopPoolsForToken(
+        tokens[srcTokenSymbol].address,
+        10,
+      );
+      console.log(
+        `${srcTokenSymbol} Top Pools:`,
+        JSON.stringify(poolLiquidity, null, 2),
+      );
+
+      if (!newAaveV3Stata.hasConstantPriceLargeAmounts) {
+        checkPoolsLiquidity(
+          poolLiquidity,
+          Tokens[network][srcTokenSymbol].address,
+          dexKey,
+        );
+      }
+    });
+
+    it(`getTopPoolsForToken - ${destTokenSymbol}`, async function () {
+      // We have to check without calling initializePricing, because
+      // pool-tracker is not calling that function
+      const newAaveV3Stata = new AaveV3StataV2(network, dexKey, dexHelper);
+      if (newAaveV3Stata.updatePoolState) {
+        await newAaveV3Stata.updatePoolState();
+      }
+      const poolLiquidity = await newAaveV3Stata.getTopPoolsForToken(
+        tokens[destTokenSymbol].address,
+        10,
+      );
+      console.log(
+        `${destTokenSymbol} Top Pools:`,
+        JSON.stringify(poolLiquidity, null, 2),
+      );
+
+      if (!newAaveV3Stata.hasConstantPriceLargeAmounts) {
+        checkPoolsLiquidity(
+          poolLiquidity,
+          Tokens[network][destTokenSymbol].address,
+          dexKey,
+        );
+      }
+    });
+  });
+
+  describe('Gnosis', () => {
+    const network = Network.GNOSIS;
+    const dexHelper = new DummyDexHelper(network);
+
+    const tokens = Tokens[network];
+
+    const srcTokenSymbol = 'wstETH';
+    const destTokenSymbol = 'waGnowstETH';
+
+    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();
+      aaveV3Statav2 = new AaveV3StataV2(network, dexKey, dexHelper);
+      if (aaveV3Statav2.initializePricing) {
+        await aaveV3Statav2.initializePricing(blockNumber);
+      }
+    });
+
+    it('getPoolIdentifiers and getPricesVolume SELL wstETH -> waGnowstETH', async function () {
+      await testPricingOnNetwork(
+        aaveV3Statav2,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbol,
+        destTokenSymbol,
+        SwapSide.SELL,
+        amountsForSell,
+        '0x773CDA0CADe2A3d86E6D4e30699d40bB95174ff2',
+        'previewDeposit',
+      );
+    });
+
+    it('getPoolIdentifiers and getPricesVolume SELL waGnowstETH -> wstETH', async function () {
+      await testPricingOnNetwork(
+        aaveV3Statav2,
+        network,
+        dexKey,
+        blockNumber,
+        destTokenSymbol,
+        srcTokenSymbol,
+        SwapSide.SELL,
+        amountsForSell,
+        '0x773CDA0CADe2A3d86E6D4e30699d40bB95174ff2',
+        'previewRedeem',
+      );
+    });
+
+    it('getPoolIdentifiers and getPricesVolume BUY wstETH -> waGnowstETH', async function () {
+      await testPricingOnNetwork(
+        aaveV3Statav2,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbol,
+        destTokenSymbol,
+        SwapSide.BUY,
+        amountsForBuy,
+        '0x773CDA0CADe2A3d86E6D4e30699d40bB95174ff2',
+        'previewMint',
+      );
+    });
+
+    it('getPoolIdentifiers and getPricesVolume BUY waGnowstETH -> wstETH', async function () {
+      await testPricingOnNetwork(
+        aaveV3Statav2,
+        network,
+        dexKey,
+        blockNumber,
+        destTokenSymbol,
+        srcTokenSymbol,
+        SwapSide.BUY,
+        amountsForBuy,
+        '0x773CDA0CADe2A3d86E6D4e30699d40bB95174ff2',
+        'previewWithdraw',
+      );
+    });
+
+    it(`getTopPoolsForToken - ${srcTokenSymbol}`, async function () {
+      // We have to check without calling initializePricing, because
+      // pool-tracker is not calling that function
+      const newAaveV3Stata = new AaveV3StataV2(network, dexKey, dexHelper);
+      if (newAaveV3Stata.updatePoolState) {
+        await newAaveV3Stata.updatePoolState();
+      }
+      const poolLiquidity = await newAaveV3Stata.getTopPoolsForToken(
+        tokens[srcTokenSymbol].address,
+        10,
+      );
+      console.log(
+        `${srcTokenSymbol} Top Pools:`,
+        JSON.stringify(poolLiquidity, null, 2),
+      );
+
+      if (!newAaveV3Stata.hasConstantPriceLargeAmounts) {
+        checkPoolsLiquidity(
+          poolLiquidity,
+          Tokens[network][srcTokenSymbol].address,
+          dexKey,
+        );
+      }
+    });
+
+    it(`getTopPoolsForToken - ${destTokenSymbol}`, async function () {
+      // We have to check without calling initializePricing, because
+      // pool-tracker is not calling that function
+      const newAaveV3Stata = new AaveV3StataV2(network, dexKey, dexHelper);
+      if (newAaveV3Stata.updatePoolState) {
+        await newAaveV3Stata.updatePoolState();
+      }
+      const poolLiquidity = await newAaveV3Stata.getTopPoolsForToken(
+        tokens[destTokenSymbol].address,
+        10,
+      );
+      console.log(
+        `${destTokenSymbol} Top Pools:`,
+        JSON.stringify(poolLiquidity, null, 2),
+      );
+
+      if (!newAaveV3Stata.hasConstantPriceLargeAmounts) {
+        checkPoolsLiquidity(
+          poolLiquidity,
+          Tokens[network][destTokenSymbol].address,
+          dexKey,
+        );
+      }
+    });
+  });
+
+  // polygon is not yet live
+  describe.skip('Polygon', () => {
+    const network = Network.POLYGON;
+    const dexHelper = new DummyDexHelper(network);
+
+    const tokens = Tokens[network];
+
+    const srcTokenSymbol = 'USDCn';
+    const destTokenSymbol = 'stataUSDCn';
+
+    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();
+      aaveV3Statav2 = new AaveV3StataV2(network, dexKey, dexHelper);
+      if (aaveV3Statav2.initializePricing) {
+        await aaveV3Statav2.initializePricing(blockNumber);
+      }
+    });
+
+    it('getPoolIdentifiers and getPricesVolume SELL USDCn -> stataUSDCn', async function () {
+      await testPricingOnNetwork(
+        aaveV3Statav2,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbol,
+        destTokenSymbol,
+        SwapSide.SELL,
+        amountsForSell,
+        '0x2dca80061632f3f87c9ca28364d1d0c30cd79a19',
+        'previewDeposit',
+      );
+    });
+
+    it('getPoolIdentifiers and getPricesVolume SELL stataUSDCn -> USDCn ', async function () {
+      await testPricingOnNetwork(
+        aaveV3Statav2,
+        network,
+        dexKey,
+        blockNumber,
+        destTokenSymbol,
+        srcTokenSymbol,
+        SwapSide.SELL,
+        amountsForSell,
+        '0x2dca80061632f3f87c9ca28364d1d0c30cd79a19',
+        'previewRedeem',
+      );
+    });
+
+    it('getPoolIdentifiers and getPricesVolume BUY USDC -> stataUSDCn', async function () {
+      await testPricingOnNetwork(
+        aaveV3Statav2,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbol,
+        destTokenSymbol,
+        SwapSide.BUY,
+        amountsForBuy,
+        '0x2dca80061632f3f87c9ca28364d1d0c30cd79a19',
+        'previewMint',
+      );
+    });
+
+    it('getPoolIdentifiers and getPricesVolume BUY stataUSDCn -> USDC', async function () {
+      await testPricingOnNetwork(
+        aaveV3Statav2,
+        network,
+        dexKey,
+        blockNumber,
+        destTokenSymbol,
+        srcTokenSymbol,
+        SwapSide.BUY,
+        amountsForBuy,
+        '0x2dca80061632f3f87c9ca28364d1d0c30cd79a19',
+        'previewWithdraw',
+      );
+    });
+
+    it(`getTopPoolsForToken - ${srcTokenSymbol}`, async function () {
+      // We have to check without calling initializePricing, because
+      // pool-tracker is not calling that function
+      const newAaveV3Stata = new AaveV3StataV2(network, dexKey, dexHelper);
+      if (newAaveV3Stata.updatePoolState) {
+        await newAaveV3Stata.updatePoolState();
+      }
+      const poolLiquidity = await newAaveV3Stata.getTopPoolsForToken(
+        tokens[srcTokenSymbol].address,
+        10,
+      );
+      console.log(
+        `${srcTokenSymbol} Top Pools:`,
+        JSON.stringify(poolLiquidity, null, 2),
+      );
+
+      if (!newAaveV3Stata.hasConstantPriceLargeAmounts) {
+        checkPoolsLiquidity(
+          poolLiquidity,
+          Tokens[network][srcTokenSymbol].address,
+          dexKey,
+        );
+      }
+    });
+
+    it(`getTopPoolsForToken - ${destTokenSymbol}`, async function () {
+      // We have to check without calling initializePricing, because
+      // pool-tracker is not calling that function
+      const newAaveV3Stata = new AaveV3StataV2(network, dexKey, dexHelper);
+      if (newAaveV3Stata.updatePoolState) {
+        await newAaveV3Stata.updatePoolState();
+      }
+      const poolLiquidity = await newAaveV3Stata.getTopPoolsForToken(
+        tokens[destTokenSymbol].address,
+        10,
+      );
+      console.log(
+        `${destTokenSymbol} Top Pools:`,
+        JSON.stringify(poolLiquidity, null, 2),
+      );
+
+      if (!newAaveV3Stata.hasConstantPriceLargeAmounts) {
+        checkPoolsLiquidity(
+          poolLiquidity,
+          Tokens[network][destTokenSymbol].address,
+          dexKey,
+        );
+      }
+    });
+  });
+});