* UniswapV3 VIP (#237) * `@0x/contracts-zero-ex`: Add UniswapV3Feature * `@0x/contracts-zero-ex`: Add UniswapV3 VIP `@0x/contract-artifacts`: Regenerate. `@0x/contract-wrappers`: Regenerate. `@0x/asset-swapper`: Add UniswapV3 VIP support. * address review comments and appease linter * `@0x/contracts-zero-ex`: Add UniswapV3Feature tests * Multiplex UniswapV3 (#241) * Add UniswapV3 support to Multiplex batchFill * Add AssetSwapper support for Multiplex UniswapV3 * fix repo scripts that use PKG= env var (#242) Co-authored-by: Lawrence Forman <me@merklejerk.com> * `@0x/asset-swapper`: Adjust uniswap gas overhead Co-authored-by: Lawrence Forman <me@merklejerk.com> Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com> * OTC orders feature (#244) * Add OTC orders feature contracts * Address PR feedback * Remove partial fills for takerSigned variant * Add function to query the min valid nonce * Add ETH support * Tightly pack expiry, nonceBucket, and nonce * Address PR feedback * OTC orders unit tests * Bump prettier version * Skip unnecessary math if takerTokenFillAmount == order.takerAmount * appease CI * Update contract-artifacts and contract-wrappers and CHANGELOGs * `@0x/contracts-zero-ex`: Address spot check feedback * `regen wrappers * prettier * `@0x/asset-swapper`: prettier and tweak gas schedule slightly for uni3 Co-authored-by: Lawrence Forman <me@merklejerk.com> Co-authored-by: mzhu25 <mchl.zhu.96@gmail.com>
79 lines
3.0 KiB
TypeScript
79 lines
3.0 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 = [
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[usdcAddress, daiAddress],
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[usdcAddress, wethAddress],
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[daiAddress, wethAddress],
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];
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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 = [
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[wethAddress, wbtcAddress],
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[wethAddress, balAddress],
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];
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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 = [
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[usdcAddress, creamAddress],
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[creamAddress, wethAddress],
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];
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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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