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4.0.1-beta.0 #270

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merged 10 commits into from
Jun 23, 2022
Merged

4.0.1-beta.0 #270

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5483284
Added test to replicate issue.
johngrantuk Jun 14, 2022
a8a5f16
Merge pull request #261 from balancer-labs/flexible-boosted-pools-paths
Jun 13, 2022
d270cfe
Merge branch 'debug/flexible-paths' into john/flexible-boosted
johngrantuk Jun 14, 2022
b6356fe
patch by converting token addresses to lower case
sergioyuhjtman Jun 16, 2022
ded53f5
Tidy previously failing test.
johngrantuk Jun 20, 2022
0a0ec73
Add guard for wETHwstETH config. Tidy tests.
johngrantuk Jun 20, 2022
d33d587
Remove unused config pools.
johngrantuk Jun 20, 2022
b4a31bf
Merge develop.
johngrantuk Jun 22, 2022
1589a8f
Refactor example.
johngrantuk Jun 23, 2022
727d0a3
Update package to 4.0.1-beta.0.
johngrantuk Jun 23, 2022
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2 changes: 1 addition & 1 deletion package.json
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
{
"name": "@balancer-labs/sor",
"version": "4.0.0-beta.9",
"version": "4.0.1-beta.0",
"license": "GPL-3.0-only",
"main": "dist/index.js",
"module": "dist/index.esm.js",
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608 changes: 235 additions & 373 deletions src/routeProposal/filtering.ts
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7 changes: 5 additions & 2 deletions src/routeProposal/index.ts
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Original file line number Diff line number Diff line change
@@ -1,9 +1,9 @@
import {
getPathsUsingStaBalPool,
parseToPoolsDict,
getBoostedPaths,
filterPoolsOfInterest,
producePaths,
getBoostedPaths,
} from './filtering';
import { calculatePathLimits } from './pathLimits';
import {
Expand All @@ -30,6 +30,8 @@ export class RouteProposer {
pools: SubgraphPoolBase[],
swapOptions: SwapOptions
): NewPath[] {
tokenIn = tokenIn.toLowerCase();
tokenOut = tokenOut.toLowerCase();
if (pools.length === 0) return [];

// If token pair has been processed before that info can be reused to speed up execution
Expand Down Expand Up @@ -86,7 +88,6 @@ export class RouteProposer {
{
paths: paths,
};

return paths;
}

Expand All @@ -106,6 +107,8 @@ export class RouteProposer {
poolsAllDict: PoolDictionary,
maxPools: number
): NewPath[] {
tokenIn = tokenIn.toLowerCase();
tokenOut = tokenOut.toLowerCase();
if (Object.keys(poolsAllDict).length === 0) return [];

const [directPools, hopsIn, hopsOut] = filterPoolsOfInterest(
Expand Down
4 changes: 1 addition & 3 deletions src/types.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -5,11 +5,9 @@ export interface SorConfig {
chainId: number;
vault: string;
weth: string;
bbausd?: { id: string; address: string };
wethBBausd?: { id: string; address: string };
staBal3Pool?: { id: string; address: string };
wethStaBal3?: { id: string; address: string };
usdcConnectingPool?: { id: string; usdc: string };
wETHwstETH?: { id: string; address: string };
lbpRaisingTokens?: string[];
}

Expand Down
139 changes: 102 additions & 37 deletions test/boostedPaths.spec.ts
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Original file line number Diff line number Diff line change
@@ -1,5 +1,5 @@
// TS_NODE_PROJECT='tsconfig.testing.json' npx mocha -r ts-node/register test/linear.spec.ts
import { assert, expect } from 'chai';
// TS_NODE_PROJECT='tsconfig.testing.json' npx mocha -r ts-node/register test/boostedPaths.spec.ts
import { assert } from 'chai';
import cloneDeep from 'lodash.clonedeep';
import {
PoolDictionary,
Expand All @@ -15,33 +15,23 @@ import {
getBoostedPaths,
} from '../src/routeProposal/filtering';
import { bnum } from '../src/utils/bignumber';
import { calculatePathLimits } from '../src/routeProposal/pathLimits';
import { getFullSwap, simpleCheckPath } from './lib/testHelpers';
import {
DAI,
aDAI,
bbaDAI,
USDC,
BAL,
TestToken,
MKR,
GUSD,
WETH,
TUSD,
USDT,
LINEAR_AUSDT,
LINEAR_ADAI,
aUSDT,
KOVAN_BAL,
AAVE_USDT,
sorConfigTestBoosted,
sorConfigTest,
bbaUSD,
FEI,
} from './lib/constants';

// Multiple boosted pools
import boostedPools from './testData/boostedPools/multipleBoosted.json';
import genericBoostedPools from './testData/boostedPools/genericBoosted.json';
import boostedPoolsWithWstETH from './testData/boostedPools/boostedPoolsWithWstETH.json';
import { BigNumber, parseFixed } from '@ethersproject/bignumber';
import { getOutputAmountSwapForPath } from '../src/router/helpersClass';
import { JsonRpcProvider } from '@ethersproject/providers';
Expand All @@ -59,7 +49,7 @@ describe('multiple boosted pools, path creation test', () => {
SwapTypes.SwapExactIn,
boostedPools.pools,
maxPools,
sorConfigTestBoosted
sorConfigTest
);
const tokensChains = [
[TUSD.address, WETH.address, BAL.address],
Expand Down Expand Up @@ -90,7 +80,7 @@ describe('multiple boosted pools, path creation test', () => {
SwapTypes.SwapExactIn,
boostedPools.pools,
maxPools,
sorConfigTestBoosted
sorConfigTest
);
assert.equal(paths.length, 4);
assert.isTrue(checkNoDuplicate(paths));
Expand All @@ -106,7 +96,7 @@ describe('multiple boosted pools, path creation test', () => {
SwapTypes.SwapExactIn,
boostedPools.pools,
maxPools,
sorConfigTestBoosted
sorConfigTest
);
assert.equal(paths.length, 4);
assert.isTrue(checkNoDuplicate(paths));
Expand All @@ -120,7 +110,7 @@ describe('multiple boosted pools, path creation test', () => {
SwapTypes.SwapExactIn,
boostedPools.pools,
maxPools,
sorConfigTestBoosted
sorConfigTest
);
assert.equal(paths.length, 4);
const bbfDaiAddress = '0x0000000000000000000000000000000000000000';
Expand Down Expand Up @@ -179,19 +169,21 @@ describe('multiple boosted pools, path creation test', () => {
SwapTypes.SwapExactIn,
boostedPools.pools,
maxPools,
sorConfigTestBoosted
sorConfigTest
);
assert.equal(paths.length, 3);
assert.equal(boostedPaths.length, 0);
});
});
context('bbausd and Weth to Dai', () => {
it('four combinations', () => {
const binaryOption = [true, false];
if (!sorConfigTestBoosted.bbausd) return;
const binaryOption = [false, true];
for (const reverse of binaryOption) {
const tokens = [
[WETH.address, sorConfigTestBoosted.bbausd.address],
[
WETH.address,
'0x8fd162f338b770f7e879030830cde9173367f301',
],
[DAI.address],
];
if (reverse) tokens.reverse();
Expand All @@ -203,7 +195,7 @@ describe('multiple boosted pools, path creation test', () => {
SwapTypes.SwapExactIn,
boostedPools.pools,
maxPools,
sorConfigTestBoosted
sorConfigTest
);
assert.equal(paths.length, 2);
assert.isTrue(checkNoDuplicate(paths));
Expand Down Expand Up @@ -231,7 +223,7 @@ describe('multiple boosted pools, path creation test', () => {
SwapTypes.SwapExactIn,
91.23098,
boostedPools.pools,
sorConfigTestBoosted
sorConfigTest
),
'SOR path is not the best one'
);
Expand All @@ -242,7 +234,7 @@ describe('multiple boosted pools, path creation test', () => {
SwapTypes.SwapExactIn,
910000.23098,
boostedPools.pools,
sorConfigTestBoosted
sorConfigTest
),
'SOR path is not the best one'
);
Expand All @@ -259,15 +251,26 @@ describe('multiple boosted pools, path creation test', () => {
SwapTypes.SwapExactIn,
boostedPools.pools,
maxPools,
sorConfigTestBoosted
sorConfigTest
);
console.log('paths ids');
console.log(paths[0].id);
console.log(paths[1].id);
assert.equal(
paths[0].id,
boostedPaths[0].id,
'LBPweightedTusdOhmBBaUSD-TUSDbbaUSD-BAL'
);
assert.equal(
boostedPaths[1].id,
'LBPweightedTusdOhmweightedTusdWethweightedBalWeth'
);
assert.equal(
paths[3].id,
'LBPweightedTusdOhmBBaUSD-TUSDbbaUSD-BAL'
boostedPaths[2].id,
'LBPweightedTusdOhmBBaUSD-TUSDweightedWeth-BBausdweightedBalWeth'
);
assert.equal(
boostedPaths[3].id,
'LBPweightedTusdOhmweightedTusdWethweightedWeth-BBausdbbaUSD-BAL'
);
const OHM = tokenIn;
const tokensChains = [
Expand Down Expand Up @@ -313,7 +316,7 @@ describe('multiple boosted pools, path creation test', () => {
SwapTypes.SwapExactIn,
boostedPools.pools,
maxPools,
sorConfigTestBoosted
sorConfigTest
);
const tokensChains = [
[
Expand Down Expand Up @@ -361,7 +364,7 @@ describe('multiple boosted pools, path creation test', () => {
SwapTypes.SwapExactIn,
boostedPools.pools,
maxPools,
sorConfigTestBoosted
sorConfigTest
);
for (const path of paths) {
console.log(path.id);
Expand All @@ -378,7 +381,7 @@ describe('multiple boosted pools, path creation test', () => {
assert.equal(paths.length, 2);
});
it('Test correctness in absence of LBP raising info at config', () => {
const sorConfigNoLbpRaising = cloneDeep(sorConfigTestBoosted);
const sorConfigNoLbpRaising = cloneDeep(sorConfigTest);
delete sorConfigNoLbpRaising['lbpRaisingTokens'];
const sorConfigNoRaisingTusd = cloneDeep(sorConfigNoLbpRaising);
sorConfigNoRaisingTusd['lbpRaisingTokens'] = [
Expand All @@ -388,7 +391,7 @@ describe('multiple boosted pools, path creation test', () => {
const tokenOut = BAL.address;
const pathsCases: NewPath[][] = [];
const sorConfigCases: SorConfig[] = [
sorConfigTestBoosted,
sorConfigTest,
sorConfigNoLbpRaising,
sorConfigNoRaisingTusd,
];
Expand Down Expand Up @@ -424,7 +427,7 @@ describe('generic boosted pools, path creation test', () => {
SwapTypes.SwapExactIn,
genericBoostedPools.pools,
maxPools,
sorConfigTestBoosted
sorConfigTest
);
const bbfFEIAddress = '0x0000000000000000000000000000000000111111';
const bbfDAIAddress = '0x0000000000000000000000000000000000000000';
Expand All @@ -436,11 +439,72 @@ describe('generic boosted pools, path creation test', () => {
];
for (let i = 0; i < 1; i++) {
assert.isTrue(
simpleCheckPath(paths[i], poolsChains[i], tokensChains[i])
simpleCheckPath(
boostedPaths[i],
poolsChains[i],
tokensChains[i]
)
);
}
assert.equal(boostedPaths.length, 1);
assert.equal(paths.length, 1);
assert.equal(boostedPaths.length, 4);
assert.equal(paths.length, 4);
});
});
});

describe('generic boosted pools with wstETH, path creation test', () => {
context('...', () => {
it('FEI-bbaUSD', () => {
const tokenIn = FEI.address;
const tokenOut = bbaUSD.address;
const [paths, , boostedPaths] = getPaths(
tokenIn,
tokenOut,
SwapTypes.SwapExactIn,
boostedPoolsWithWstETH.pools,
maxPools,
sorConfigTest
);
const pathIds = [
'FuseLinearFeibbfUSD-PoolweightedWstETH-BBfusdweightedWstETH-BBausd',
'FuseLinearFeibbfUSD-PoolbbaUSD-bbfUSD',
'FuseLinearFeibbfUSD-PoolbbaUSD-bbfDAI',
'FuseLinearFeibbfUSD-PoolFuseLinearDaiAaveLinearDaibbaUSD-Pool',
];
for (let i = 0; i < 4; i++) {
assert.equal(paths[i].id, pathIds[i], 'unexpected path');
}
assert.equal(boostedPaths.length, 4);
assert.equal(paths.length, 4);
});
it('FEI-BAL', () => {
const tokenIn = FEI.address;
const tokenOut = BAL.address;
const [paths, , boostedPaths] = getPaths(
tokenIn,
tokenOut,
SwapTypes.SwapExactIn,
boostedPoolsWithWstETH.pools,
maxPools,
sorConfigTest
);
const pathsIds = [
'FuseLinearFeibbfUSD-PoolweightedWstETH-BBfusdwETH-wstETHweightedBalWeth',
'FuseLinearFeibbfUSD-PoolweightedWstETH-BBfusdweightedWstETH-BBausdbbaUSD-BAL',
'FuseLinearFeibbfUSD-PoolbbaUSD-bbfUSDweightedWstETH-BBausdwETH-wstETHweightedBalWeth',
'FuseLinearFeibbfUSD-PoolbbaUSD-bbfUSDbbaUSD-BAL',
'FuseLinearFeibbfUSD-PoolbbaUSD-bbfDAIbbaUSD-bbfUSDweightedWstETH-BBfusdwETH-wstETHweightedBalWeth',
'FuseLinearFeibbfUSD-PoolbbaUSD-bbfDAIweightedWstETH-BBausdwETH-wstETHweightedBalWeth',
'FuseLinearFeibbfUSD-PoolbbaUSD-bbfDAIbbaUSD-BAL',
'FuseLinearFeibbfUSD-PoolFuseLinearDaiAaveLinearDaibbaUSD-PoolweightedWstETH-BBausdwETH-wstETHweightedBalWeth',
'FuseLinearFeibbfUSD-PoolFuseLinearDaiAaveLinearDaibbaUSD-PoolbbaUSD-bbfUSDweightedWstETH-BBfusdwETH-wstETHweightedBalWeth',
'FuseLinearFeibbfUSD-PoolFuseLinearDaiAaveLinearDaibbaUSD-PoolbbaUSD-BAL',
];
for (let i = 0; i < 10; i++) {
assert.equal(paths[i].id, pathsIds[i], 'unexpected path');
}
assert.equal(boostedPaths.length, 10);
assert.equal(paths.length, 10);
});
});
});
Expand Down Expand Up @@ -482,6 +546,7 @@ function getPaths(
swapOptions
);

// const boostedPaths = getBoostedPaths(tokenIn, tokenOut, poolsAll, config);
const boostedPaths = getBoostedPaths(tokenIn, tokenOut, poolsAll, config);
return [paths, poolsAll, boostedPaths];
}
Expand Down
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