feat: get amount out for both directions
Basically same as before but now in a loop - once per direction - to match the python test suite.
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@@ -440,8 +440,6 @@ fn validate_state(
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.or_insert_with(|| comp.tokens.clone());
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}
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// TODO: Since we don't have balances on the VM State, we could try to use Limits, otherwise ask
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// the user to specify a set of values on the YAML file.
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for (id, state) in block_msg.states.iter() {
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if let Some(tokens) = pairs.get(id) {
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let formatted_token_str = format!("{:}/{:}", &tokens[0].symbol, &tokens[1].symbol);
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@@ -453,52 +451,61 @@ fn validate_state(
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.wrap_err(format!("Error calculating spot price for Pool {id:?}."))?;
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// Test get_amount_out with different percentages of limits. The reserves or limits are
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// relevant because we need to know how much to test with. We don’t know if a pool is
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// relevant because we need to know how much to test with. We don't know if a pool is
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// going to revert with 10 or 10 million USDC, for example, so by using the limits we
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// can use “safe values” where the sim shouldn’t break.
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// can use "safe values" where the sim shouldn't break.
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// We then retrieve the amount out for 0.1%, 1% and 10%.
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let percentages = [0.001, 0.01, 0.1];
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// Get limits for this token pair
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// TODO do this again, but reverse the order of the tokens to get the opposite swap
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// direction
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let (max_input, max_output) = state
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.get_limits(tokens[0].address.clone(), tokens[1].address.clone())
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.into_diagnostic()
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.wrap_err(format!("Error getting limits for Pool {id:?}."))?;
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info!("Retrieved limits for pool {id}. | Max input: {max_input} {} | Max output: {max_output} {}", tokens[0].symbol, tokens[1].symbol);
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// Test both swap directions
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let swap_directions = [(&tokens[0], &tokens[1]), (&tokens[1], &tokens[0])];
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for percentage in &percentages {
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// For precision, multiply by 1000 then divide by 1000
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let percentage_biguint = BigUint::from((percentage * 1000.0) as u32);
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let thousand = BigUint::from(1000u32);
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let amount_in = (&max_input * &percentage_biguint) / &thousand;
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// Skip if amount is zero
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if amount_in.is_zero() {
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info!("Amount in multiplied by percentage {percentage} is zero. Skipping pool {id}.");
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continue;
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}
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state
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.get_amount_out(amount_in.clone(), &tokens[0], &tokens[1])
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.map(|result| {
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info!(
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"Amount out for trading {:.1}% of max: ({} {} -> {} {}) (gas: {})",
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percentage * 100.0,
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amount_in,
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&tokens[0].symbol,
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result.amount,
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&tokens[1].symbol,
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result.gas
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)
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})
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for (token_in, token_out) in &swap_directions {
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let (max_input, max_output) = state
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.get_limits(token_in.address.clone(), token_out.address.clone())
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.into_diagnostic()
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.wrap_err(format!(
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"Error calculating amount out for Pool {id:?} at {:.1}% with input of {amount_in} {}.",
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percentage * 100.0,
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&tokens[0].symbol,
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"Error getting limits for Pool {id:?} for in token: {}, and out token: {}",
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token_in.address, token_out.address
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))?;
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info!(
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"Retrieved limits. | Max input: {max_input} {} | Max output: {max_output} {}",
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token_in.symbol, token_out.symbol
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);
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for percentage in &percentages {
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// For precision, multiply by 1000 then divide by 1000
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let percentage_biguint = BigUint::from((percentage * 1000.0) as u32);
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let thousand = BigUint::from(1000u32);
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let amount_in = (&max_input * &percentage_biguint) / &thousand;
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// Skip if amount is zero
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if amount_in.is_zero() {
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info!("Amount in multiplied by percentage {percentage} is zero. Skipping pool {id}.");
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continue;
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}
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state
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.get_amount_out(amount_in.clone(), token_in, token_out)
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.map(|result| {
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info!(
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"Amount out for trading {:.1}% of max: ({} {} -> {} {}) (gas: {})",
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percentage * 100.0,
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amount_in,
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token_in.symbol,
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result.amount,
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token_out.symbol,
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result.gas
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)
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})
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.into_diagnostic()
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.wrap_err(format!(
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"Error calculating amount out for Pool {id:?} at {:.1}% with input of {amount_in} {}.",
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percentage * 100.0,
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token_in.symbol,
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))?;
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}
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}
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}
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}
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