sushi 6.0.12 → 6.0.13

package/evm/pool/sushiswap-v3/entities/Position.test.ts

@@ -0,0 +1,600 @@
+import { describe, expect, it } from 'vitest'
+import { Percent } from '../../../../generic/math/percent.js'
+import {
+  SushiSwapV3FeeAmount,
+  TICK_SPACINGS,
+} from '../../../config/features/sushiswap-v3.js'
+import { EvmToken } from '../../../currency/token.js'
+import { encodeSqrtRatioX96 } from '../utils/encodeSqrtRatioX96.js'
+import { nearestUsableTick } from '../utils/nearestUsableTick.js'
+import { TickMath } from '../utils/tickMath.js'
+import { Position } from './Position.js'
+import { SushiSwapV3Pool } from './SushiSwapV3Pool.js'
+
+describe('Position', () => {
+  const USDC = new EvmToken({
+    chainId: 1,
+    address: '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48',
+    decimals: 6,
+    symbol: 'USDC',
+    name: 'USD Coin',
+  })
+  const DAI = new EvmToken({
+    chainId: 1,
+    address: '0x6b175474e89094c44da98b954eedeac495271d0f',
+    decimals: 18,
+    symbol: 'DAI',
+    name: 'Dai Stablecoin',
+  })
+  const POOL_SQRT_RATIO_START = encodeSqrtRatioX96(100e6, 100e18)
+  const POOL_TICK_CURRENT = TickMath.getTickAtSqrtRatio(POOL_SQRT_RATIO_START)
+  const TICK_SPACING = TICK_SPACINGS[SushiSwapV3FeeAmount.LOW]
+  const DAI_USDC_POOL = new SushiSwapV3Pool(
+    DAI,
+    USDC,
+    SushiSwapV3FeeAmount.LOW,
+    POOL_SQRT_RATIO_START,
+    0,
+    POOL_TICK_CURRENT,
+    [],
+  )
+
+  it('can be constructed around 0 tick', () => {
+    const position = new Position({
+      pool: DAI_USDC_POOL,
+      liquidity: 1,
+      tickLower: -10,
+      tickUpper: 10,
+    })
+    expect(position.liquidity).toEqual(1n)
+  })
+
+  it('can use min and max ticks', () => {
+    const position = new Position({
+      pool: DAI_USDC_POOL,
+      liquidity: 1,
+      tickLower: nearestUsableTick(TickMath.MIN_TICK, TICK_SPACING),
+      tickUpper: nearestUsableTick(TickMath.MAX_TICK, TICK_SPACING),
+    })
+    expect(position.liquidity).toEqual(1n)
+  })
+
+  it('tick lower must be less than tick upper', () => {
+    expect(
+      () =>
+        new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 1,
+          tickLower: 10,
+          tickUpper: -10,
+        }),
+    ).toThrow('TICK_ORDER')
+  })
+
+  it('tick lower cannot equal tick upper', () => {
+    expect(
+      () =>
+        new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 1,
+          tickLower: -10,
+          tickUpper: -10,
+        }),
+    ).toThrow('TICK_ORDER')
+  })
+
+  it('tick lower must be multiple of tick spacing', () => {
+    expect(
+      () =>
+        new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 1,
+          tickLower: -5,
+          tickUpper: 10,
+        }),
+    ).toThrow('TICK_LOWER')
+  })
+
+  it('tick lower must be greater than MIN_TICK', () => {
+    expect(
+      () =>
+        new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 1,
+          tickLower:
+            nearestUsableTick(TickMath.MIN_TICK, TICK_SPACING) - TICK_SPACING,
+          tickUpper: 10,
+        }),
+    ).toThrow('TICK_LOWER')
+  })
+
+  it('tick upper must be multiple of tick spacing', () => {
+    expect(
+      () =>
+        new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 1,
+          tickLower: -10,
+          tickUpper: 15,
+        }),
+    ).toThrow('TICK_UPPER')
+  })
+
+  it('tick upper must be less than MAX_TICK', () => {
+    expect(
+      () =>
+        new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 1,
+          tickLower: -10,
+          tickUpper:
+            nearestUsableTick(TickMath.MAX_TICK, TICK_SPACING) + TICK_SPACING,
+        }),
+    ).toThrow('TICK_UPPER')
+  })
+
+  describe('#amount0', () => {
+    it('is correct for price above', () => {
+      expect(
+        new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 100e12,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
+            TICK_SPACING * 2,
+        }).amount0.amount.toString(),
+      ).toEqual('49949961958869841')
+    })
+    it('is correct for price below', () => {
+      expect(
+        new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
+            TICK_SPACING * 2,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) - TICK_SPACING,
+        }).amount0.amount.toString(),
+      ).toEqual('0')
+    })
+    it('is correct for in-range position', () => {
+      expect(
+        new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
+            TICK_SPACING * 2,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
+            TICK_SPACING * 2,
+        }).amount0.amount.toString(),
+      ).toEqual('120054069145287995769396')
+    })
+  })
+
+  describe('#amount1', () => {
+    it('is correct for price above', () => {
+      expect(
+        new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
+            TICK_SPACING * 2,
+        }).amount1.amount.toString(),
+      ).toEqual('0')
+    })
+    it('is correct for price below', () => {
+      expect(
+        new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
+            TICK_SPACING * 2,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) - TICK_SPACING,
+        }).amount1.amount.toString(),
+      ).toEqual('49970077052')
+    })
+    it('is correct for in-range position', () => {
+      expect(
+        new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
+            TICK_SPACING * 2,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
+            TICK_SPACING * 2,
+        }).amount1.amount.toString(),
+      ).toEqual('79831926242')
+    })
+  })
+
+  describe('#mintAmountsWithSlippage', () => {
+    describe('0 slippage', () => {
+      const slippageTolerance = new Percent(0)
+
+      it('is correct for positions below', () => {
+        const position = new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
+            TICK_SPACING * 2,
+        })
+
+        const { amount0, amount1 } =
+          position.mintAmountsWithSlippage(slippageTolerance)
+        expect(amount0.toString()).toEqual('49949961958869841738198')
+        expect(amount1.toString()).toEqual('0')
+      })
+
+      it('is correct for positions above', () => {
+        const position = new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
+            TICK_SPACING * 2,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) - TICK_SPACING,
+        })
+
+        const { amount0, amount1 } =
+          position.mintAmountsWithSlippage(slippageTolerance)
+        expect(amount0.toString()).toEqual('0')
+        expect(amount1.toString()).toEqual('49970077053')
+      })
+
+      it('is correct for positions within', () => {
+        const position = new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
+            TICK_SPACING * 2,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
+            TICK_SPACING * 2,
+        })
+
+        const { amount0, amount1 } =
+          position.mintAmountsWithSlippage(slippageTolerance)
+        expect(amount0.toString()).toEqual('120054069145287995740584')
+        expect(amount1.toString()).toEqual('79831926243')
+      })
+    })
+
+    describe('.05% slippage', () => {
+      const slippageTolerance = new Percent({
+        numerator: 5,
+        denominator: 10000,
+      })
+
+      it('is correct for positions below', () => {
+        const position = new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
+            TICK_SPACING * 2,
+        })
+
+        const { amount0, amount1 } =
+          position.mintAmountsWithSlippage(slippageTolerance)
+        expect(amount0.toString()).toEqual('49949961958869841738198')
+        expect(amount1.toString()).toEqual('0')
+      })
+
+      it('is correct for positions above', () => {
+        const position = new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
+            TICK_SPACING * 2,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) - TICK_SPACING,
+        })
+
+        const { amount0, amount1 } =
+          position.mintAmountsWithSlippage(slippageTolerance)
+        expect(amount0.toString()).toEqual('0')
+        expect(amount1.toString()).toEqual('49970077053')
+      })
+
+      it('is correct for positions within', () => {
+        const position = new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
+            TICK_SPACING * 2,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
+            TICK_SPACING * 2,
+        })
+
+        const { amount0, amount1 } =
+          position.mintAmountsWithSlippage(slippageTolerance)
+        expect(amount0.toString()).toEqual('95063440240746211432007')
+        expect(amount1.toString()).toEqual('54828800461')
+      })
+    })
+
+    describe('5% slippage tolerance', () => {
+      const slippageTolerance = new Percent({ numerator: 5, denominator: 100 })
+
+      it('is correct for pool at min price', () => {
+        const position = new Position({
+          pool: new SushiSwapV3Pool(
+            DAI,
+            USDC,
+            SushiSwapV3FeeAmount.LOW,
+            TickMath.MIN_SQRT_RATIO,
+            0,
+            TickMath.MIN_TICK,
+            [],
+          ),
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
+            TICK_SPACING * 2,
+        })
+
+        const { amount0, amount1 } =
+          position.burnAmountsWithSlippage(slippageTolerance)
+        expect(amount0.toString()).toEqual('49949961958869841754181')
+        expect(amount1.toString()).toEqual('0')
+      })
+
+      it('is correct for pool at max price', () => {
+        const position = new Position({
+          pool: new SushiSwapV3Pool(
+            DAI,
+            USDC,
+            SushiSwapV3FeeAmount.LOW,
+            TickMath.MAX_SQRT_RATIO - 1n,
+            0,
+            TickMath.MAX_TICK - 1,
+            [],
+          ),
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
+            TICK_SPACING * 2,
+        })
+
+        const { amount0, amount1 } =
+          position.burnAmountsWithSlippage(slippageTolerance)
+        expect(amount0.toString()).toEqual('0')
+        expect(amount1.toString()).toEqual('50045084659')
+      })
+    })
+  })
+
+  describe('#burnAmountsWithSlippage', () => {
+    describe('0 slippage', () => {
+      const slippageTolerance = new Percent(0)
+
+      it('is correct for positions below', () => {
+        const position = new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
+            TICK_SPACING * 2,
+        })
+
+        const { amount0, amount1 } =
+          position.burnAmountsWithSlippage(slippageTolerance)
+        expect(amount0.toString()).toEqual('49949961958869841754181')
+        expect(amount1.toString()).toEqual('0')
+      })
+
+      it('is correct for positions above', () => {
+        const position = new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
+            TICK_SPACING * 2,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) - TICK_SPACING,
+        })
+
+        const { amount0, amount1 } =
+          position.burnAmountsWithSlippage(slippageTolerance)
+        expect(amount0.toString()).toEqual('0')
+        expect(amount1.toString()).toEqual('49970077052')
+      })
+
+      it('is correct for positions within', () => {
+        const position = new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
+            TICK_SPACING * 2,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
+            TICK_SPACING * 2,
+        })
+
+        const { amount0, amount1 } =
+          position.burnAmountsWithSlippage(slippageTolerance)
+        expect(amount0.toString()).toEqual('120054069145287995769396')
+        expect(amount1.toString()).toEqual('79831926242')
+      })
+    })
+
+    describe('.05% slippage', () => {
+      const slippageTolerance = new Percent({
+        numerator: 5,
+        denominator: 10000,
+      })
+
+      it('is correct for positions below', () => {
+        const position = new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
+            TICK_SPACING * 2,
+        })
+        const { amount0, amount1 } =
+          position.burnAmountsWithSlippage(slippageTolerance)
+        expect(amount0.toString()).toEqual('49949961958869841754181')
+        expect(amount1.toString()).toEqual('0')
+      })
+
+      it('is correct for positions above', () => {
+        const position = new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
+            TICK_SPACING * 2,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) - TICK_SPACING,
+        })
+        const { amount0, amount1 } =
+          position.burnAmountsWithSlippage(slippageTolerance)
+        expect(amount0.toString()).toEqual('0')
+        expect(amount1.toString()).toEqual('49970077052')
+      })
+
+      it('is correct for positions within', () => {
+        const position = new Position({
+          pool: DAI_USDC_POOL,
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) -
+            TICK_SPACING * 2,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
+            TICK_SPACING * 2,
+        })
+        const { amount0, amount1 } =
+          position.burnAmountsWithSlippage(slippageTolerance)
+        expect(amount0.toString()).toEqual('95063440240746211454822')
+        expect(amount1.toString()).toEqual('54828800460')
+      })
+    })
+
+    describe('5% slippage tolerance', () => {
+      const slippageTolerance = new Percent({ numerator: 5, denominator: 100 })
+
+      it('is correct for pool at min price', () => {
+        const position = new Position({
+          pool: new SushiSwapV3Pool(
+            DAI,
+            USDC,
+            SushiSwapV3FeeAmount.LOW,
+            TickMath.MIN_SQRT_RATIO,
+            0,
+            TickMath.MIN_TICK,
+            [],
+          ),
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
+            TICK_SPACING * 2,
+        })
+
+        const { amount0, amount1 } =
+          position.mintAmountsWithSlippage(slippageTolerance)
+        expect(amount0.toString()).toEqual('49949961958869841738198')
+        expect(amount1.toString()).toEqual('0')
+      })
+
+      it('is correct for pool at max price', () => {
+        const position = new Position({
+          pool: new SushiSwapV3Pool(
+            DAI,
+            USDC,
+            SushiSwapV3FeeAmount.LOW,
+            TickMath.MAX_SQRT_RATIO - 1n,
+            0,
+            TickMath.MAX_TICK - 1,
+            [],
+          ),
+          liquidity: 100e18,
+          tickLower:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
+          tickUpper:
+            nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) +
+            TICK_SPACING * 2,
+        })
+
+        const { amount0, amount1 } =
+          position.mintAmountsWithSlippage(slippageTolerance)
+        expect(amount0.toString()).toEqual('0')
+        expect(amount1.toString()).toEqual('50045084660')
+      })
+    })
+  })
+
+  describe('#mintAmounts', () => {
+    it('is correct for price above', () => {
+      const { amount0, amount1 } = new Position({
+        pool: DAI_USDC_POOL,
+        liquidity: 100e18,
+        tickLower:
+          nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING,
+        tickUpper:
+          nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING * 2,
+      }).mintAmounts
+      expect(amount0.toString()).toEqual('49949961958869841754182')
+      expect(amount1.toString()).toEqual('0')
+    })
+    it('is correct for price below', () => {
+      const { amount0, amount1 } = new Position({
+        pool: DAI_USDC_POOL,
+        liquidity: 100e18,
+        tickLower:
+          nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) - TICK_SPACING * 2,
+        tickUpper:
+          nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) - TICK_SPACING,
+      }).mintAmounts
+      expect(amount0.toString()).toEqual('0')
+      expect(amount1.toString()).toEqual('49970077053')
+    })
+    it('is correct for in-range position', () => {
+      const { amount0, amount1 } = new Position({
+        pool: DAI_USDC_POOL,
+        liquidity: 100e18,
+        tickLower:
+          nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) - TICK_SPACING * 2,
+        tickUpper:
+          nearestUsableTick(POOL_TICK_CURRENT, TICK_SPACING) + TICK_SPACING * 2,
+      }).mintAmounts
+      // note these are rounded up
+      expect(amount0.toString()).toEqual('120054069145287995769397')
+      expect(amount1.toString()).toEqual('79831926243')
+    })
+  })
+})