Fixing testSwapFuzzIntegral

This commit is contained in:
mp-web3
2024-01-04 18:36:32 +01:00
parent af196d6793
commit c446a09caa

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@@ -1,53 +1,70 @@
// SPDX-License-Identifier: AGPL-3.0-or-later // SPDX-License-Identifier: AGPL-3.0-or-later
pragma solidity ^0.8.13; pragma solidity ^0.8.13;
import "forge-std/Test.sol"; import "forge-std/Test.sol";
import "openzeppelin-contracts/contracts/interfaces/IERC20.sol"; import "openzeppelin-contracts/contracts/interfaces/IERC20.sol";
import "src/interfaces/ISwapAdapterTypes.sol"; import "src/interfaces/ISwapAdapterTypes.sol";
import "src/libraries/FractionMath.sol"; import "src/libraries/FractionMath.sol";
import "src/integral/IntegralSwapAdapter.sol"; import "src/integral/IntegralSwapAdapter.sol";
contract IntegralSwapAdapterTest is Test, ISwapAdapterTypes { contract IntegralSwapAdapterTest is Test, ISwapAdapterTypes {
using FractionMath for Fraction; using FractionMath for Fraction;
IntegralSwapAdapter adapter; IntegralSwapAdapter adapter;
ITwapRelayer relayer;
IERC20 constant WETH = IERC20(0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2); IERC20 constant WETH = IERC20(0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2);
IERC20 constant USDC = IERC20(0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48); IERC20 constant USDC = IERC20(0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48);
address constant USDC_WETH_PAIR = address constant USDC_WETH_PAIR =
0x2fe16Dd18bba26e457B7dD2080d5674312b026a2; 0x2fe16Dd18bba26e457B7dD2080d5674312b026a2;
address constant relayerAddress = address constant relayerAddress =
0xd17b3c9784510E33cD5B87b490E79253BcD81e2E; 0xd17b3c9784510E33cD5B87b490E79253BcD81e2E;
uint256 constant TEST_ITERATIONS = 100; uint256 constant TEST_ITERATIONS = 100;
function setUp() public { function setUp() public {
uint256 forkBlock = 18835309; uint256 forkBlock = 18835309;
vm.createSelectFork(vm.rpcUrl("mainnet"), forkBlock); vm.createSelectFork(vm.rpcUrl("mainnet"), forkBlock);
adapter = new IntegralSwapAdapter(relayerAddress); adapter = new IntegralSwapAdapter(relayerAddress);
relayer = ITwapRelayer(relayerAddress);
vm.label(address(WETH), "WETH"); vm.label(address(WETH), "WETH");
vm.label(address(USDC), "USDC"); vm.label(address(USDC), "USDC");
vm.label(address(USDC_WETH_PAIR), "USDC_WETH_PAIR"); vm.label(address(USDC_WETH_PAIR), "USDC_WETH_PAIR");
} }
function getMinLimits(IERC20 sellToken, IERC20 buyToken) public view returns (uint256[] memory limits) {
(
uint256 price_,
uint256 fee,
uint256 limitMin0,
uint256 limitMax0,
uint256 limitMin1,
uint256 limitMax1
) = relayer.getPoolState(address(sellToken), address(buyToken));
uint256[] memory limits_ = new uint256[](2);
limits_[0] = limitMin0;
limits_[1] = limitMin1;
}
function testPriceFuzzIntegral(uint256 amount0, uint256 amount1) public { function testPriceFuzzIntegral(uint256 amount0, uint256 amount1) public {
bytes32 pair = bytes32(bytes20(USDC_WETH_PAIR)); bytes32 pair = bytes32(bytes20(USDC_WETH_PAIR));
uint256[] memory limits = adapter.getLimits(pair, USDC, WETH); uint256[] memory limits = adapter.getLimits(pair, USDC, WETH);
vm.assume(amount0 < limits[0]); vm.assume(amount0 < limits[0]);
vm.assume(amount1 < limits[1]); vm.assume(amount1 < limits[1]);
uint256[] memory amounts = new uint256[](2); uint256[] memory amounts = new uint256[](2);
amounts[0] = amount0; amounts[0] = amount0;
amounts[1] = amount1; amounts[1] = amount1;
Fraction[] memory prices = adapter.price(pair, WETH, USDC, amounts); Fraction[] memory prices = adapter.price(pair, WETH, USDC, amounts);
for (uint256 i = 0; i < prices.length; i++) { for (uint256 i = 0; i < prices.length; i++) {
assertGt(prices[i].numerator, 0); assertGt(prices[i].numerator, 0);
assertGt(prices[i].denominator, 0); assertGt(prices[i].denominator, 0);
} }
} }
/// @dev Since TwapRelayer's calculateAmountOut function is internal, and using quoteSell would /// @dev Since TwapRelayer's calculateAmountOut function is internal, and using quoteSell would
/// revert the transaction if calculateAmountOut is not enough, /// revert the transaction if calculateAmountOut is not enough,
/// we need a threshold to cover this internal amount, applied to /// we need a threshold to cover this internal amount, applied to
@@ -56,29 +73,34 @@ contract IntegralSwapAdapterTest is Test, ISwapAdapterTypes {
// //
// //
OrderSide side = isBuy ? OrderSide.Buy : OrderSide.Sell; OrderSide side = isBuy ? OrderSide.Buy : OrderSide.Sell;
bytes32 pair = bytes32(bytes20(USDC_WETH_PAIR)); bytes32 pair = bytes32(bytes20(USDC_WETH_PAIR));
uint256[] memory limits = new uint256[](4); uint256[] memory limits = new uint256[](2);
uint256[] memory limitsMin = new uint256[](2);
if (side == OrderSide.Buy) { if (side == OrderSide.Buy) {
limits = adapter.getLimits(pair, USDC, WETH); limits = adapter.getLimits(pair, USDC, WETH);
vm.assume(specifiedAmount < limits[1]); vm.assume(specifiedAmount < limits[1]);
vm.assume(specifiedAmount > limits[3]);
limitsMin = getMinLimits(USDC, WETH);
vm.assume(specifiedAmount > limitsMin[1] * 115 / 100);
deal(address(USDC), address(this), type(uint256).max); deal(address(USDC), address(this), type(uint256).max);
USDC.approve(address(adapter), type(uint256).max); USDC.approve(address(adapter), type(uint256).max);
} else { } else {
limits = adapter.getLimits(pair, USDC, WETH); limits = adapter.getLimits(pair, USDC, WETH);
vm.assume(specifiedAmount < limits[0]); vm.assume(specifiedAmount < limits[0]);
vm.assume(specifiedAmount > limits[2]);
limitsMin = getMinLimits(USDC, WETH);
vm.assume(specifiedAmount > limitsMin[0] * 115 / 100);
deal(address(USDC), address(this), type(uint256).max); deal(address(USDC), address(this), type(uint256).max);
USDC.approve(address(adapter), specifiedAmount); USDC.approve(address(adapter), specifiedAmount);
} }
uint256 usdc_balance_before = USDC.balanceOf(address(this)); uint256 usdc_balance_before = USDC.balanceOf(address(this));
uint256 weth_balance_before = WETH.balanceOf(address(this)); uint256 weth_balance_before = WETH.balanceOf(address(this));
Trade memory trade = adapter.swap( Trade memory trade = adapter.swap(
pair, pair,
USDC, USDC,
@@ -86,14 +108,14 @@ contract IntegralSwapAdapterTest is Test, ISwapAdapterTypes {
side, side,
specifiedAmount specifiedAmount
); );
if (trade.calculatedAmount > 0) { if (trade.calculatedAmount > 0) {
if (side == OrderSide.Buy) { if (side == OrderSide.Buy) {
assertEq( assertEq(
specifiedAmount, specifiedAmount,
WETH.balanceOf(address(this)) + weth_balance_before WETH.balanceOf(address(this)) + weth_balance_before
); );
assertEq( assertEq(
trade.calculatedAmount, trade.calculatedAmount,
usdc_balance_before - USDC.balanceOf(address(this)) usdc_balance_before - USDC.balanceOf(address(this))
@@ -103,7 +125,7 @@ contract IntegralSwapAdapterTest is Test, ISwapAdapterTypes {
specifiedAmount, specifiedAmount,
usdc_balance_before - USDC.balanceOf(address(this)) usdc_balance_before - USDC.balanceOf(address(this))
); );
assertEq( assertEq(
trade.calculatedAmount, trade.calculatedAmount,
weth_balance_before + WETH.balanceOf(address(this)) weth_balance_before + WETH.balanceOf(address(this))
@@ -111,27 +133,27 @@ contract IntegralSwapAdapterTest is Test, ISwapAdapterTypes {
} }
} }
} }
function executeIncreasingSwapsIntegral(OrderSide side) internal { function executeIncreasingSwapsIntegral(OrderSide side) internal {
bytes32 pair = bytes32(bytes20(USDC_WETH_PAIR)); bytes32 pair = bytes32(bytes20(USDC_WETH_PAIR));
uint256[] memory amounts = new uint256[](TEST_ITERATIONS); uint256[] memory amounts = new uint256[](TEST_ITERATIONS);
for (uint256 i = 0; i < TEST_ITERATIONS; i++) { for (uint256 i = 0; i < TEST_ITERATIONS; i++) {
amounts[i] = 1000 * i * 10 ** 6; amounts[i] = 1000 * i * 10 ** 6;
} }
Trade[] memory trades = new Trade[](TEST_ITERATIONS); Trade[] memory trades = new Trade[](TEST_ITERATIONS);
uint256 beforeSwap; uint256 beforeSwap;
for (uint256 i = 0; i < TEST_ITERATIONS; i++) { for (uint256 i = 0; i < TEST_ITERATIONS; i++) {
beforeSwap = vm.snapshot(); beforeSwap = vm.snapshot();
deal(address(USDC), address(this), amounts[i]); deal(address(USDC), address(this), amounts[i]);
USDC.approve(address(adapter), amounts[i]); USDC.approve(address(adapter), amounts[i]);
trades[i] = adapter.swap(pair, USDC, WETH, side, amounts[i]); trades[i] = adapter.swap(pair, USDC, WETH, side, amounts[i]);
vm.revertTo(beforeSwap); vm.revertTo(beforeSwap);
} }
for (uint256 i = 1; i < TEST_ITERATIONS - 1; i++) { for (uint256 i = 1; i < TEST_ITERATIONS - 1; i++) {
assertLe( assertLe(
trades[i].calculatedAmount, trades[i].calculatedAmount,
@@ -141,7 +163,7 @@ contract IntegralSwapAdapterTest is Test, ISwapAdapterTypes {
assertEq(trades[i].price.compareFractions(trades[i + 1].price), 1); assertEq(trades[i].price.compareFractions(trades[i + 1].price), 1);
} }
} }
function testGetCapabilitiesIntegral( function testGetCapabilitiesIntegral(
bytes32 pair, bytes32 pair,
address t0, address t0,
@@ -152,21 +174,21 @@ contract IntegralSwapAdapterTest is Test, ISwapAdapterTypes {
IERC20(t0), IERC20(t0),
IERC20(t1) IERC20(t1)
); );
assertEq(res.length, 3); assertEq(res.length, 3);
} }
function testGetTokensIntegral() public { function testGetTokensIntegral() public {
bytes32 pair = bytes32(bytes20(USDC_WETH_PAIR)); bytes32 pair = bytes32(bytes20(USDC_WETH_PAIR));
IERC20[] memory tokens = adapter.getTokens(pair); IERC20[] memory tokens = adapter.getTokens(pair);
assertEq(tokens.length, 2); assertEq(tokens.length, 2);
} }
function testGetLimitsIntegral() public { function testGetLimitsIntegral() public {
bytes32 pair = bytes32(bytes20(USDC_WETH_PAIR)); bytes32 pair = bytes32(bytes20(USDC_WETH_PAIR));
uint256[] memory limits = adapter.getLimits(pair, USDC, WETH); uint256[] memory limits = adapter.getLimits(pair, USDC, WETH);
assertEq(limits.length, 4); assertEq(limits.length, 2);
} }
} }