feat: Balancer V2 integration (#206)

* add balancer v2 * fetch balancer v2 pools from subgraph * feat: initial stab at a Balancer V2 Sampler WIP * feat: add sampling for buys and fix build issues WIP [untested] * fix: BalancerV2Sampler implementation issues, works on Kovan * chore: BalancerV2 sampling boilerplate * fix: update Balancer V2 mainnet address * fix: consolidate differences between the 2 working branches * fix: use mainnet Balancer V2 subgraph * fix: stack too deep by minimizing and inline Balancer V2 vault interface * fix: address review comments and clean up * fix: sampler vault interface and pools cache assuming a pool has swaps * address more review comments * fix: TS type issues and add a comment about deadline argument * fix: pools_cache_tests incorrect token addresses, prettier incompat * fix: make ERC20BridgeSampler support BalancerV2 non view sampler fns * fix: use a struct for passing encoded bridge data for Balancer V2 * chore: add changelog entries * fix: improve gas accuracy of gas schedule for Balancer V2 & Maker Psm * fix: don't exclude sources with stale caches & wait for cache refresh * rebase * `@0x/asset-swapper`: Fix stack too deep errors in sampler Co-authored-by: Kim Persson <kimpersson88@gmail.com> Co-authored-by: Lawrence Forman <me@merklejerk.com>
2021-05-05 02:01:28 -07:00
parent a2643674ca
commit f9a794af93
37 changed files with 933 additions and 748 deletions
--- a/packages/asset-swapper/test/pools_cache_test.ts
+++ b/packages/asset-swapper/test/pools_cache_test.ts
@@ -0,0 +1,68 @@
+import * as chai from 'chai';
+import 'mocha';
+
+import {
+    BalancerPoolsCache,
+    BalancerV2PoolsCache,
+    CreamPoolsCache,
+    PoolsCache,
+} from '../src/utils/market_operation_utils/pools_cache';
+
+import { chaiSetup } from './utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+const usdcAddress = '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48';
+const daiAddress = '0x6b175474e89094c44da98b954eedeac495271d0f';
+const wethAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
+const wbtcAddress = '0x2260fac5e5542a773aa44fbcfedf7c193bc2c599';
+const balAddress = '0xba100000625a3754423978a60c9317c58a424e3d';
+const creamAddress = '0x2ba592f78db6436527729929aaf6c908497cb200';
+
+const timeoutMs = 5000;
+const poolKeys: string[] = ['id', 'balanceIn', 'balanceOut', 'weightIn', 'weightOut', 'swapFee'];
+
+describe('Pools Caches for Balancer-based sampling', () => {
+    async function fetchAndAssertPoolsAsync(cache: PoolsCache, takerToken: string, makerToken: string): Promise<void> {
+        const pools = await cache.getFreshPoolsForPairAsync(takerToken, makerToken, timeoutMs);
+        expect(pools.length).greaterThan(0, `Failed to find any pools for ${takerToken} and ${makerToken}`);
+        expect(pools[0]).not.undefined();
+        expect(Object.keys(pools[0])).to.include.members(poolKeys);
+        const cachedPoolIds = cache.getCachedPoolAddressesForPair(takerToken, makerToken);
+        expect(cachedPoolIds).to.deep.equal(pools.map(p => p.id));
+    }
+
+    describe('BalancerPoolsCache', () => {
+        const cache = new BalancerPoolsCache();
+        it('fetches pools', async () => {
+            const pairs = [[usdcAddress, daiAddress], [usdcAddress, wethAddress], [daiAddress, wethAddress]];
+            await Promise.all(
+                // tslint:disable-next-line:promise-function-async
+                pairs.map(([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
+            );
+        });
+    });
+
+    describe('BalancerV2PoolsCache', () => {
+        const cache = new BalancerV2PoolsCache();
+        it('fetches pools', async () => {
+            const pairs = [[wethAddress, wbtcAddress], [wethAddress, balAddress]];
+            await Promise.all(
+                // tslint:disable-next-line:promise-function-async
+                pairs.map(([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
+            );
+        });
+    });
+
+    describe('CreamPoolsCache', () => {
+        const cache = new CreamPoolsCache();
+        it('fetches pools', async () => {
+            const pairs = [[usdcAddress, creamAddress], [creamAddress, wethAddress]];
+            await Promise.all(
+                // tslint:disable-next-line:promise-function-async
+                pairs.map(([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
+            );
+        });
+    });
+});