f9a794af93
* 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>
69 lines
2.8 KiB
TypeScript
69 lines
2.8 KiB
TypeScript
import * as chai from 'chai';
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import 'mocha';
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import {
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BalancerPoolsCache,
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BalancerV2PoolsCache,
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CreamPoolsCache,
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PoolsCache,
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} from '../src/utils/market_operation_utils/pools_cache';
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import { chaiSetup } from './utils/chai_setup';
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chaiSetup.configure();
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const expect = chai.expect;
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const usdcAddress = '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48';
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const daiAddress = '0x6b175474e89094c44da98b954eedeac495271d0f';
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const wethAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
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const wbtcAddress = '0x2260fac5e5542a773aa44fbcfedf7c193bc2c599';
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const balAddress = '0xba100000625a3754423978a60c9317c58a424e3d';
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const creamAddress = '0x2ba592f78db6436527729929aaf6c908497cb200';
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const timeoutMs = 5000;
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const poolKeys: string[] = ['id', 'balanceIn', 'balanceOut', 'weightIn', 'weightOut', 'swapFee'];
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describe('Pools Caches for Balancer-based sampling', () => {
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async function fetchAndAssertPoolsAsync(cache: PoolsCache, takerToken: string, makerToken: string): Promise<void> {
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const pools = await cache.getFreshPoolsForPairAsync(takerToken, makerToken, timeoutMs);
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expect(pools.length).greaterThan(0, `Failed to find any pools for ${takerToken} and ${makerToken}`);
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expect(pools[0]).not.undefined();
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expect(Object.keys(pools[0])).to.include.members(poolKeys);
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const cachedPoolIds = cache.getCachedPoolAddressesForPair(takerToken, makerToken);
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expect(cachedPoolIds).to.deep.equal(pools.map(p => p.id));
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}
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describe('BalancerPoolsCache', () => {
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const cache = new BalancerPoolsCache();
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it('fetches pools', async () => {
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const pairs = [[usdcAddress, daiAddress], [usdcAddress, wethAddress], [daiAddress, wethAddress]];
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await Promise.all(
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// tslint:disable-next-line:promise-function-async
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pairs.map(([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
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);
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});
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});
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describe('BalancerV2PoolsCache', () => {
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const cache = new BalancerV2PoolsCache();
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it('fetches pools', async () => {
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const pairs = [[wethAddress, wbtcAddress], [wethAddress, balAddress]];
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await Promise.all(
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// tslint:disable-next-line:promise-function-async
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pairs.map(([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
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);
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});
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});
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describe('CreamPoolsCache', () => {
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const cache = new CreamPoolsCache();
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it('fetches pools', async () => {
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const pairs = [[usdcAddress, creamAddress], [creamAddress, wethAddress]];
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await Promise.all(
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// tslint:disable-next-line:promise-function-async
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pairs.map(([takerToken, makerToken]) => fetchAndAssertPoolsAsync(cache, takerToken, makerToken)),
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);
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});
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});
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});
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