Implement adapter integration test and use it on uniswap and balancer
This commit is contained in:
czanella
@@ -188,10 +188,11 @@ contract BalancerV2SwapAdapter is ISwapAdapter {
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override
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returns (Capability[] memory capabilities)
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{
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capabilities = new Capability[](3);
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capabilities = new Capability[](4);
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capabilities[0] = Capability.SellOrder;
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capabilities[1] = Capability.BuyOrder;
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capabilities[2] = Capability.PriceFunction;
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capabilities[3] = Capability.HardLimits;
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}
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function getTokens(bytes32 poolId)
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@@ -30,7 +30,10 @@ interface ISwapAdapterTypes {
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TokenBalanceIndependent,
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// Indicates that prices are returned scaled, else it is assumed prices
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// still require scaling by token decimals. (required)
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ScaledPrices
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ScaledPrices,
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// Indicates that if we try to go over the sell limits, the pool will
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// revert (optional)
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HardLimits
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}
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/// @dev Representation used for rational numbers such as prices.
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235
evm/test/AdapterTest.sol
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235
evm/test/AdapterTest.sol
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@@ -0,0 +1,235 @@
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// SPDX-License-Identifier: AGPL-3.0-or-later
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pragma solidity ^0.8.13;
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import "forge-std/Test.sol";
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import "openzeppelin-contracts/contracts/interfaces/IERC20.sol";
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import {ISwapAdapter} from "src/interfaces/ISwapAdapter.sol";
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import "src/interfaces/ISwapAdapterTypes.sol";
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import "src/libraries/FractionMath.sol";
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contract AdapterTest is Test, ISwapAdapterTypes {
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using FractionMath for Fraction;
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uint256 constant pricePrecision = 10e24;
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string[] public stringPctgs = ["0%", "0.01%", "50%", "100%"];
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// @notice Test the behavior of a swap adapter for a list of pools
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// @dev Computes limits, prices, and swaps on the pools on both directions
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// for different
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// sell amounts. Asserts that the prices behaves as expected.
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// @param adapter The swap adapter to test
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// @param poolIds The list of pool ids to test
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function testPoolBehaviour(ISwapAdapter adapter, bytes32[] memory poolIds)
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public
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{
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bool hasPriceImpact = !hasCapability(
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adapter.getCapabilities(poolIds[0], address(0), address(0)),
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Capability.ConstantPrice
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);
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for (uint256 i = 0; i < poolIds.length; i++) {
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address[] memory tokens = adapter.getTokens(poolIds[i]);
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IERC20(tokens[0]).approve(address(adapter), type(uint256).max);
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testPricesForPair(
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adapter, poolIds[i], tokens[0], tokens[1], hasPriceImpact
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);
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testPricesForPair(
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adapter, poolIds[i], tokens[1], tokens[0], hasPriceImpact
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);
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}
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}
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// Prices should:
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// 1. Be monotonic decreasing
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// 2. Be positive
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// 3. Always be >= the executed price and >= the price after the swap
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function testPricesForPair(
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ISwapAdapter adapter,
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bytes32 poolId,
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address tokenIn,
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address tokenOut,
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bool hasPriceImpact
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) internal {
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uint256 sellLimit = adapter.getLimits(poolId, tokenIn, tokenOut)[0];
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assertGt(sellLimit, 0, "Sell limit should be greater than 0");
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console2.log(
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"TEST: Testing prices for pair %s -> %s. Sell limit: %d",
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tokenIn,
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tokenOut,
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sellLimit
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);
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uint256[] memory amounts = calculateTestAmounts(sellLimit);
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Fraction[] memory prices =
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adapter.price(poolId, tokenIn, tokenOut, amounts);
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assertGt(
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fractionToInt(prices[0]),
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fractionToInt(prices[prices.length - 1]),
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"Price at limit should be smaller than price at 0"
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);
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console2.log(
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"TEST: Price at 0: %d, price at sell limit: %d",
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fractionToInt(prices[0]),
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fractionToInt(prices[prices.length - 1])
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);
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console2.log("TEST: Testing behavior for price at 0");
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assertGt(prices[0].numerator, 0, "Nominator shouldn't be 0");
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assertGt(prices[0].denominator, 0, "Denominator shouldn't be 0");
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Trade memory trade;
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deal(tokenIn, address(this), 2 * amounts[amounts.length - 1]);
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for (uint256 j = 1; j < amounts.length; j++) {
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console2.log(
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"TEST: Testing behavior for price at %s of limit: %d",
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stringPctgs[j],
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amounts[j]
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);
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uint256 priceAtAmount = fractionToInt(prices[j]);
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assertGt(prices[j].numerator, 0, "Nominator shouldn't be 0");
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assertGt(prices[j].denominator, 0, "Denominator shouldn't be 0");
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console2.log("TEST: Swapping %d of %s", amounts[j], tokenIn);
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trade = adapter.swap(
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poolId, tokenIn, tokenOut, OrderSide.Sell, amounts[j]
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);
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uint256 executedPrice =
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trade.calculatedAmount * pricePrecision / amounts[j];
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uint256 priceAfterSwap = fractionToInt(trade.price);
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console2.log("TEST: Pool price: %d", priceAtAmount);
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console2.log("TEST: Executed price: %d", executedPrice);
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console2.log("TEST: Price after swap: %d", priceAfterSwap);
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if (hasPriceImpact) {
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assertGt(
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priceAtAmount,
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executedPrice,
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"Price should be greated than executed price."
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);
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assertGt(
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executedPrice,
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priceAfterSwap,
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"Executed price should be greater than price after swap."
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);
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assertGt(
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priceAtAmount,
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priceAfterSwap,
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"Price should be greated than price after swap."
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);
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} else {
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assertGe(
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priceAtAmount,
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executedPrice,
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"Price should be greated than executed price."
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);
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assertGe(
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executedPrice,
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priceAfterSwap,
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"Executed price should be greater than price after swap."
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);
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assertGe(
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priceAtAmount,
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priceAfterSwap,
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"Price should be greated than price after swap."
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);
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}
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}
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uint256 amountAboveLimit = sellLimit * 105 / 100;
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bool hasHardLimits = hasCapability(
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adapter.getCapabilities(poolId, tokenIn, tokenOut),
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Capability.HardLimits
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);
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if (hasHardLimits) {
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testRevertAboveLimit(
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adapter, poolId, tokenIn, tokenOut, amountAboveLimit
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);
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} else {
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testOperationsAboveLimit(
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adapter, poolId, tokenIn, tokenOut, amountAboveLimit
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);
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}
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}
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function testRevertAboveLimit(
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ISwapAdapter adapter,
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bytes32 poolId,
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address tokenIn,
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address tokenOut,
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uint256 amountAboveLimit
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) internal {
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console2.log("TEST: Testing revert behavior above the sell limit");
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uint256[] memory aboveLimitArray = new uint256[](1);
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aboveLimitArray[0] = amountAboveLimit;
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try adapter.price(poolId, tokenIn, tokenOut, aboveLimitArray) {
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revert("Pool shouldn't be fetch prices above the sell limit");
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} catch Error(string memory s) {
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console2.log(
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"TEST: Expected error when fetching price above limit: %s", s
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);
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}
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try adapter.swap(
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poolId, tokenIn, tokenOut, OrderSide.Sell, aboveLimitArray[0]
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) {
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revert("Pool shouldn't be able to swap above the sell limit");
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} catch Error(string memory s) {
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console2.log(
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"TEST: Expected error when swapping above limit: %s", s
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);
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}
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}
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function testOperationsAboveLimit(
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ISwapAdapter adapter,
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bytes32 poolId,
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address tokenIn,
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address tokenOut,
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uint256 amountAboveLimit
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) internal {
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console2.log("TEST: Testing operations above the sell limit");
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uint256[] memory aboveLimitArray = new uint256[](1);
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aboveLimitArray[0] = amountAboveLimit;
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adapter.price(poolId, tokenIn, tokenOut, aboveLimitArray);
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adapter.swap(
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poolId, tokenIn, tokenOut, OrderSide.Sell, aboveLimitArray[0]
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);
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}
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function calculateTestAmounts(uint256 limit)
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internal
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pure
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returns (uint256[] memory)
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{
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uint256[] memory amounts = new uint256[](4);
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amounts[0] = 0;
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amounts[1] = limit / 10000;
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amounts[2] = limit / 2;
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amounts[3] = limit;
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return amounts;
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}
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function fractionToInt(Fraction memory price)
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public
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pure
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returns (uint256)
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{
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return price.numerator * pricePrecision / price.denominator;
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}
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function hasCapability(
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Capability[] memory capabilities,
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Capability capability
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) internal pure returns (bool) {
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for (uint256 i = 0; i < capabilities.length; i++) {
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if (capabilities[i] == capability) {
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return true;
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}
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}
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return false;
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}
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}
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@@ -1,16 +1,15 @@
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// SPDX-License-Identifier: AGPL-3.0-or-later
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pragma solidity ^0.8.13;
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import "forge-std/Test.sol";
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import "./AdapterTest.sol";
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import {
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BalancerV2SwapAdapter,
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IERC20,
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IVault
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} from "src/balancer-v2/BalancerV2SwapAdapter.sol";
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import {ISwapAdapterTypes} from "src/interfaces/ISwapAdapterTypes.sol";
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import {FractionMath} from "src/libraries/FractionMath.sol";
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contract BalancerV2SwapAdapterTest is Test, ISwapAdapterTypes {
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contract BalancerV2SwapAdapterTest is AdapterTest {
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using FractionMath for Fraction;
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IVault constant balancerV2Vault =
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@@ -229,4 +228,10 @@ contract BalancerV2SwapAdapterTest is Test, ISwapAdapterTypes {
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);
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adapter.getPoolIds(100, 200);
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}
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function testBalancerV2PoolBehaviour() public {
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bytes32[] memory poolIds = new bytes32[](1);
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poolIds[0] = B_80BAL_20WETH_POOL_ID;
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testPoolBehaviour(adapter, poolIds);
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}
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}
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@@ -1,13 +1,13 @@
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// SPDX-License-Identifier: AGPL-3.0-or-later
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pragma solidity ^0.8.13;
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import "forge-std/Test.sol";
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import "./AdapterTest.sol";
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import "openzeppelin-contracts/contracts/interfaces/IERC20.sol";
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import "src/uniswap-v2/UniswapV2SwapAdapter.sol";
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import "src/interfaces/ISwapAdapterTypes.sol";
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import "src/libraries/FractionMath.sol";
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contract UniswapV2PairFunctionTest is Test, ISwapAdapterTypes {
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contract UniswapV2PairFunctionTest is AdapterTest {
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using FractionMath for Fraction;
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UniswapV2SwapAdapter adapter;
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@@ -160,4 +160,10 @@ contract UniswapV2PairFunctionTest is Test, ISwapAdapterTypes {
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assertEq(limits.length, 2);
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}
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function testUsv2PoolBehaviour() public {
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bytes32[] memory poolIds = new bytes32[](1);
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poolIds[0] = bytes32(bytes20(USDC_WETH_PAIR));
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testPoolBehaviour(adapter, poolIds);
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}
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}
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