@paraswap/dex-lib 4.0.21 → 4.0.22-bal-v2-base-subgraph.0

package/src/dex/balancer-v2/balancer-v2-integration.test.ts

@@ -30,11 +30,9 @@ async function getOnChainPricingForWeightedPool(
         return 0n;
       }
 
-      const params = balancerV2.getBalancerParam(
+      const params = balancerV2.getBalancerV2BatchSwapParam(
         srcTokenAddress,
         destTokenAddress,
-        '0',
-        '0',
         {
           swaps: [
             {
@@ -44,6 +42,8 @@ async function getOnChainPricingForWeightedPool(
           ],
         },
         side,
+        balancerV2.dexHelper.config.data.augustusV6Address!,
+        balancerV2.dexHelper.config.data.augustusV6Address!,
       );
 
       const calldata = [
@@ -611,85 +611,243 @@ describe('BalancerV2', function () {
   });
 
   describe('GyroE', () => {
-    // sDAI<>GYD - more likely to have continued liqudity
-    const gyroEAddr = '0x1cce5169bde03f3d5ad0206f6bd057953539dae6';
-
-    it('getPoolIdentifiers and getPricesVolume', async function () {
-      const network = Network.MAINNET;
-      const dexHelper = new DummyDexHelper(network);
-      // const blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
-      const blocknumber = 19425305;
-      const balancerV2 = new BalancerV2(network, dexKey, dexHelper);
-      const tokens = Tokens[network];
-
-      await balancerV2.initializePricing(blocknumber);
-
-      const pools = await balancerV2.getPoolIdentifiers(
-        tokens.GYD,
-        tokens.sDAI,
-        SwapSide.SELL,
-        blocknumber,
-      );
-      console.log('GYD <> sDAI Pool Identifiers (Mainnet): ', pools);
-
-      const isPool = pools.find(poolIdentifier =>
-        poolIdentifier.includes(gyroEAddr),
-      );
-
-      expect(isPool).toBeDefined();
-
-      const poolPrices = await balancerV2.getPricesVolume(
-        tokens.GYD,
-        tokens.sDAI,
-        amounts,
-        SwapSide.SELL,
-        blocknumber,
-        pools,
-      );
-      console.log('GYD <> sDAI Pool Prices (Mainnet): ', poolPrices);
-
-      expect(poolPrices).not.toBeNull();
-      checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
-      const isPoolPrice = poolPrices!.find(price =>
-        price.data.poolId.includes(gyroEAddr),
-      );
-      expect(isPoolPrice).toBeDefined();
-
-      const onChainPrices = await getOnChainPricingForWeightedPool(
-        balancerV2,
-        blocknumber,
-        isPoolPrice!,
-        amounts,
-        tokens.GYD.address,
-        tokens.sDAI.address,
-        SwapSide.SELL,
-      );
-
-      console.log('GYD <> sDAI on-chain prices: ', onChainPrices);
-
-      expect(onChainPrices).toEqual(isPoolPrice!.prices);
-
-      await balancerV2.releaseResources();
+    describe('sDAI > GYD', () => {
+      // sDAI<>GYD - more likely to have continued liqudity
+      const gyroEAddr = '0x1cce5169bde03f3d5ad0206f6bd057953539dae6';
+
+      it('getPoolIdentifiers and getPricesVolume', async function () {
+        const network = Network.MAINNET;
+        const dexHelper = new DummyDexHelper(network);
+        // const blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
+        const blocknumber = 19425305;
+        const balancerV2 = new BalancerV2(network, dexKey, dexHelper);
+        const tokens = Tokens[network];
+
+        await balancerV2.initializePricing(blocknumber);
+
+        const pools = await balancerV2.getPoolIdentifiers(
+          tokens.GYD,
+          tokens.sDAI,
+          SwapSide.SELL,
+          blocknumber,
+        );
+        console.log('GYD <> sDAI Pool Identifiers (Mainnet): ', pools);
+
+        const isPool = pools.find(poolIdentifier =>
+          poolIdentifier.includes(gyroEAddr),
+        );
+
+        expect(isPool).toBeDefined();
+
+        const poolPrices = await balancerV2.getPricesVolume(
+          tokens.GYD,
+          tokens.sDAI,
+          amounts,
+          SwapSide.SELL,
+          blocknumber,
+          pools,
+        );
+        console.log('GYD <> sDAI Pool Prices (Mainnet): ', poolPrices);
+
+        expect(poolPrices).not.toBeNull();
+        checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
+        const isPoolPrice = poolPrices!.find(price =>
+          price.data.poolId.includes(gyroEAddr),
+        );
+        expect(isPoolPrice).toBeDefined();
+
+        const onChainPrices = await getOnChainPricingForWeightedPool(
+          balancerV2,
+          blocknumber,
+          isPoolPrice!,
+          amounts,
+          tokens.GYD.address,
+          tokens.sDAI.address,
+          SwapSide.SELL,
+        );
+
+        console.log('GYD <> sDAI on-chain prices: ', onChainPrices);
+
+        expect(onChainPrices).toEqual(isPoolPrice!.prices);
+
+        await balancerV2.releaseResources();
+      });
+
+      it('getTopPoolsForToken', async function () {
+        const network = Network.MAINNET;
+        const dexHelper = new DummyDexHelper(network);
+        const blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
+        const balancerV2 = new BalancerV2(network, dexKey, dexHelper);
+        await balancerV2.initializePricing(blocknumber);
+        const tokens = Tokens[network];
+
+        const poolLiquidity = await balancerV2.getTopPoolsForToken(
+          tokens.sDAI.address.toLowerCase(),
+          10,
+        );
+        console.log('sDAI Top Pools (Mainnet):', poolLiquidity);
+
+        checkPoolsLiquidity(poolLiquidity, tokens.sDAI.address, dexKey);
+        const isTopPool = poolLiquidity.find(
+          pool => pool.address === gyroEAddr,
+        );
+        expect(isTopPool).toBeDefined();
+        await balancerV2.releaseResources();
+      });
     });
 
-    it('getTopPoolsForToken', async function () {
-      const network = Network.MAINNET;
-      const dexHelper = new DummyDexHelper(network);
-      const blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
-      const balancerV2 = new BalancerV2(network, dexKey, dexHelper);
-      await balancerV2.initializePricing(blocknumber);
-      const tokens = Tokens[network];
-
-      const poolLiquidity = await balancerV2.getTopPoolsForToken(
-        tokens.sDAI.address.toLowerCase(),
-        10,
-      );
-      console.log('sDAI Top Pools (Mainnet):', poolLiquidity);
-
-      checkPoolsLiquidity(poolLiquidity, tokens.sDAI.address, dexKey);
-      const isTopPool = poolLiquidity.find(pool => pool.address === gyroEAddr);
-      expect(isTopPool).toBeDefined();
-      await balancerV2.releaseResources();
+    describe('WETH / USDC', () => {
+      const gyroEAddr = '0x4c42b5057a8663e2b1ac21685d1502c937a03817';
+
+      it('SELL WETH -> USDC getPoolIdentifiers and getPricesVolume', async function () {
+        const network = Network.BASE;
+
+        const dexHelper = new DummyDexHelper(network);
+        const blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
+        // const blocknumber = 19425305;
+        const balancerV2 = new BalancerV2(network, dexKey, dexHelper);
+        const tokens = Tokens[network];
+
+        const amounts = [
+          0n,
+          BI_POWS[18],
+          2n * BI_POWS[18],
+          3n * BI_POWS[18],
+          4n * BI_POWS[18],
+          5n * BI_POWS[18],
+          6n * BI_POWS[18],
+          7n * BI_POWS[18],
+          8n * BI_POWS[18],
+          9n * BI_POWS[18],
+          10n * BI_POWS[18],
+        ];
+
+        await balancerV2.initializePricing(blocknumber);
+
+        const pools = await balancerV2.getPoolIdentifiers(
+          tokens.WETH,
+          tokens.USDC,
+          SwapSide.SELL,
+          blocknumber,
+        );
+        console.log('WETH <> USDC Pool Identifiers (Mainnet): ', pools);
+
+        const isPool = pools.find(poolIdentifier =>
+          poolIdentifier.includes(gyroEAddr),
+        );
+
+        expect(isPool).toBeDefined();
+
+        const poolPrices = await balancerV2.getPricesVolume(
+          tokens.WETH,
+          tokens.USDC,
+          amounts,
+          SwapSide.SELL,
+          blocknumber,
+          pools,
+        );
+        console.log('WETH <> USDC Pool Prices (Base): ', poolPrices);
+
+        expect(poolPrices).not.toBeNull();
+
+        // checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
+        const isPoolPrice = poolPrices!.find(price =>
+          price.data.poolId.includes(gyroEAddr),
+        );
+        expect(isPoolPrice).toBeDefined();
+
+        const onChainPrices = await getOnChainPricingForWeightedPool(
+          balancerV2,
+          blocknumber,
+          isPoolPrice!,
+          amounts,
+          tokens.WETH.address,
+          tokens.USDC.address,
+          SwapSide.SELL,
+        );
+
+        console.log('WETH <> USDC on-chain prices: ', onChainPrices);
+
+        expect(onChainPrices).toEqual(isPoolPrice!.prices);
+
+        await balancerV2.releaseResources();
+      });
+
+      it('SELL USDC -> WETH getPoolIdentifiers and getPricesVolume', async function () {
+        const network = Network.BASE;
+        const dexHelper = new DummyDexHelper(network);
+        // const blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
+        const blocknumber = 24931862;
+        const balancerV2 = new BalancerV2(network, dexKey, dexHelper);
+        const tokens = Tokens[network];
+
+        const amounts = [
+          0n,
+          1000000n,
+          // 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],
+        ];
+
+        await balancerV2.initializePricing(blocknumber);
+
+        const pools = await balancerV2.getPoolIdentifiers(
+          tokens.USDC,
+          tokens.WETH,
+          SwapSide.SELL,
+          blocknumber,
+        );
+        console.log('USDC -> WETH Pool Identifiers (Base): ', pools);
+
+        const isPool = pools.find(poolIdentifier =>
+          poolIdentifier.includes(gyroEAddr),
+        );
+
+        expect(isPool).toBeDefined();
+
+        const poolPrices = await balancerV2.getPricesVolume(
+          tokens.USDC,
+          tokens.WETH,
+          amounts,
+          SwapSide.SELL,
+          blocknumber,
+          pools,
+        );
+        console.log('USDC -> WETH Pool Prices (Base): ', poolPrices);
+
+        expect(poolPrices).not.toBeNull();
+
+        // checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
+        const isPoolPrice = poolPrices!.find(price =>
+          price.data.poolId.includes(gyroEAddr),
+        );
+        expect(isPoolPrice).toBeDefined();
+
+        console.log('isPoolPrice: ', isPoolPrice);
+
+        const onChainPrices = await getOnChainPricingForWeightedPool(
+          balancerV2,
+          blocknumber,
+          isPoolPrice!,
+          amounts,
+          tokens.USDC.address,
+          tokens.WETH.address,
+          SwapSide.SELL,
+        );
+
+        console.log('USDC -> WETH on-chain prices: ', onChainPrices);
+
+        expect(onChainPrices).toEqual(isPoolPrice!.prices);
+
+        await balancerV2.releaseResources();
+      });
     });
   });
 });

package/src/dex/balancer-v2/config.ts

@@ -21,8 +21,7 @@ export const BalancerConfig: DexConfigMap<DexParams> = {
       vaultAddress: '0xBA12222222228d8Ba445958a75a0704d566BF2C8',
     },
     [Network.BASE]: {
-      subgraphURL:
-        'https://api.studio.thegraph.com/query/24660/balancer-base-v2/version/latest',
+      subgraphURL: 'E7XyutxXVLrp8njmjF16Hh38PCJuHm12RRyMt5ma4ctX',
       vaultAddress: '0xBA12222222228d8Ba445958a75a0704d566BF2C8',
     },
     [Network.GNOSIS]: {

package/src/dex/maverick-v1/config.ts

@@ -14,8 +14,7 @@ export const MaverickV1Config: DexConfigMap<DexParams> = {
       poolInspectorAddress: '0xaA5BF61a664109e959D69C38734d4EA7dF74e456',
     },
     [Network.BASE]: {
-      subgraphURL:
-        'https://api.studio.thegraph.com/query/42519/maverick-base/version/latest',
+      subgraphURL: 'CSxkHjxpG1TxTBQMn55uG1DWpdD4Lsix4RNX4RTLvK4T',
       routerAddress: '0x32AED3Bce901DA12ca8489788F3A99fCe1056e14',
       poolInspectorAddress: '0x65A3AD03Be97619284bA7AA1E3Ca05638B9d6364',
     },

package/src/dex/uniswap-v3/config.ts

@@ -117,8 +117,7 @@ export const UniswapV3Config: DexConfigMap<DexParams> = {
       chunksCount: 10,
       initRetryFrequency: 10,
       initHash: `0xe34f199b19b2b4f47f68442619d555527d244f78a3297ea89325f843f87b8b54`,
-      subgraphURL:
-        'https://api.studio.thegraph.com/query/48211/uniswap-v3-base/version/latest',
+      subgraphURL: 'GqzP4Xaehti8KSfQmv3ZctFSjnSUYZ4En5NRsiTbvZpz',
     },
   },
   SushiSwapV3: {

package/.vscode/launch.json

@@ -1,53 +0,0 @@
-{
-  "version": "0.2.0",
-  "configurations": [
-    {
-      "type": "node",
-      "request": "launch",
-      "name": "Current",
-      "program": "${file}",
-      "preLaunchTask": "npm: build",
-      "sourceMaps": true,
-      "smartStep": true,
-      "internalConsoleOptions": "openOnSessionStart",
-      "outFiles": ["${workspaceFolder}/build/**/*.js"]
-    },
-    {
-      "type": "node",
-      "request": "launch",
-      "name": "Debug dex integration",
-      "program": "${workspaceFolder}/node_modules/ts-node/dist/bin.js",
-      "args": [
-        "--project",
-        "tsconfig.json",
-        // "${workspaceFolder}/src/dex/algebra/scripts/validate-state.ts",
-        "${workspaceFolder}/src/dex/camelot/camelot-pool-discovery.test.ts",
-        // "${workspaceFolder}/src/dex/solidly-v3/scripts/check-event-pool-event.ts",
-        // "${workspaceFolder}/scripts/dex-integration.ts",
-        "test",
-        "wombat"
-      ],
-      "console": "integratedTerminal",
-      "internalConsoleOptions": "neverOpen",
-      "runtimeArgs": ["--nolazy"],
-      "sourceMaps": true,
-      "smartStep": true,
-      "skipFiles": ["<node_internals>/**"],
-      "cwd": "${workspaceFolder}"
-    },
-    {
-      "type": "node",
-      "name": "Jest file",
-      "request": "launch",
-      "program": "${workspaceFolder}/node_modules/jest/bin/jest.js",
-      // "program": "${workspaceFolder}/src/dex/camelot/scripts/validate-state.ts",
-      // "args": ["src/dex/balancer-v1/balancer-v1-e2e.test.ts"],
-      // "args": ["${relativeFile}"],
-      "args": ["${file}"],
-      "cwd": "${workspaceRoot}",
-      "console": "integratedTerminal",
-      "internalConsoleOptions": "neverOpen",
-      "sourceMaps": true
-    }
-  ]
-}

package/.vscode/settings.json

@@ -1,2 +0,0 @@
-{
-}

package/.vscode/tasks.json

@@ -1,15 +0,0 @@
-{
-  "version": "2.0.0",
-  "tasks": [
-    {
-      "label": "tsc: build - tsconfig.json",
-      "type": "typescript",
-      "tsconfig": "tsconfig.json",
-      "problemMatcher": ["$tsc"],
-      "group": {
-        "kind": "build",
-        "isDefault": true
-      }
-    }
-  ]
-}