Merge pull request paraswap#294 from paraswap/fix/905-fix-balancer-v2…

…-issues BACK-905: Fix BalancerV2 ComposableStable issue
AngleProtocol · Feb 2, 2023 · 6b84384 · 6b84384
2 parents eb30ca7 + a9faef2
commit 6b84384
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Showing 12 changed files with 305 additions and 97 deletions.
diff --git a/package.json b/package.json
@@ -1,6 +1,6 @@
 {
   "name": "@paraswap/dex-lib",
-  "version": "2.9.53",
+  "version": "2.9.55",
   "main": "build/index.js",
   "types": "build/index.d.ts",
   "repository": "https://github.com/paraswap/paraswap-dex-lib",

diff --git a/src/dex/balancer-v2/LinearPool.ts b/src/dex/balancer-v2/LinearPool.ts
@@ -346,11 +346,6 @@ export class LinearPool extends BasePool {
       target: pool.address,
       callData: this.poolInterface.encodeFunctionData('getScalingFactors'),
     });
-    //getScalingFactors does not include the rate for the phantom bpt, need to fetch it separately
-    poolCallData.push({
-      target: pool.address,
-      callData: this.poolInterface.encodeFunctionData('getRate'),
-    });
     // returns lowerTarget, upperTarget
     poolCallData.push({
       target: pool.address,
@@ -389,12 +384,6 @@ export class LinearPool extends BasePool {
       data[startIndex++],
       pool.address,
     )[0];
-    const rate = decodeThrowError(
-      this.poolInterface,
-      'getRate',
-      data[startIndex++],
-      pool.address,
-    )[0];
     const [lowerTarget, upperTarget] = decodeThrowError(
       this.poolInterface,
       'getTargets',

diff --git a/src/dex/balancer-v2/PhantomStablePool.ts b/src/dex/balancer-v2/PhantomStablePool.ts
@@ -311,10 +311,6 @@ export class PhantomStablePool extends BasePool {
         target: pool.address,
         callData: this.poolInterface.encodeFunctionData('getScalingFactors'),
       },
-      {
-        target: pool.address,
-        callData: this.poolInterface.encodeFunctionData('getRate'),
-      },
       {
         target: pool.address,
         callData: this.poolInterface.encodeFunctionData(
@@ -373,30 +369,17 @@ export class PhantomStablePool extends BasePool {
       data[startIndex++],
       pool.address,
     )[0];
-    const rate = decodeThrowError(
-      this.poolInterface,
-      'getRate',
-      data[startIndex++],
-      pool.address,
-    )[0];
     const amp = decodeThrowError(
       this.poolInterface,
       'getAmplificationParameter',
       data[startIndex++],
       pool.address,
     );
 
-    const bptIndex = pool.tokens.findIndex(
-      t => t.address.toLowerCase() === pool.address.toLowerCase(),
-    );
-
     const tokens = poolTokens.tokens.map((address: string, idx: number) => ({
       address: address.toLowerCase(),
       balance: BigInt(poolTokens.balances[idx].toString()),
-      scalingFactor:
-        idx === bptIndex
-          ? BigInt(rate.toString())
-          : BigInt(scalingFactors[idx].toString()),
+      scalingFactor: BigInt(scalingFactors[idx].toString()),
     }));
 
     const poolState: PoolState = {

diff --git a/src/dex/balancer-v2/balancer-v2-integration.test.ts b/src/dex/balancer-v2/balancer-v2-integration.test.ts
@@ -50,61 +50,24 @@ const amounts = [0n, BI_POWS[18], 2000000000000000000n];
 const dexKey = 'BalancerV2';
 
 describe('BalancerV2', function () {
-  describe('BeetsFi', () => {
-    it('FTM -> BOO: getPoolIdentifiers and getPricesVolume', async () => {
-      const dexKey = 'BeetsFi';
-      const network = Network.FANTOM;
-      const srcToken = Tokens[network]['FTM'];
-      const destToken = Tokens[network]['BOO'];
-      const amounts = [0n, BI_POWS[18]];
+  describe('ComposableStable', () => {
+    it('USDC -> USDT getPoolIdentifiers and getPricesVolume', async () => {
+      const network = Network.MAINNET;
+      const srcToken = Tokens[network]['USDC'];
+      const destToken = Tokens[network]['USDT'];
+      const amounts = [0n, 10000001000000n];
 
       const dexHelper = new DummyDexHelper(network);
-      // const blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
-      const blockNumber = 54734626;
-      const beetsFi = new BalancerV2(network, dexKey, dexHelper);
-
-      await beetsFi.initializePricing(blockNumber);
-
-      const pools = await beetsFi.getPoolIdentifiers(
-        srcToken,
-        destToken,
-        SwapSide.SELL,
-        blockNumber,
-      );
-      console.log('Pool Identifiers: ', pools);
+      const blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
+      // You will need blockTimestamp to check onchain calculation, because
+      // it depends on timestamp. If you have different values, they are incomparable
+      // const block = await dexHelper.web3Provider.eth.getBlock(blockNumber);
 
-      expect(pools.length).toBeGreaterThan(0);
+      const balancerV2 = new BalancerV2(network, dexKey, dexHelper);
 
-      const poolPrices = await beetsFi.getPricesVolume(
-        srcToken,
-        destToken,
-        amounts,
-        SwapSide.SELL,
-        blockNumber,
-        pools,
-      );
-      console.log('Pool Prices: ', poolPrices);
+      await balancerV2.initializePricing(blockNumber);
 
-      expect(poolPrices).not.toBeNull();
-      checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
-
-      await beetsFi.releaseResources();
-    });
-    it('WETH -> FTM: getPoolIdentifiers and getPricesVolume', async () => {
-      const dexKey = 'BeetsFi';
-      const network = Network.FANTOM;
-      const srcToken = Tokens[network]['WETH'];
-      const destToken = Tokens[network]['FTM'];
-      const amounts = [0n, BI_POWS[18]];
-
-      const dexHelper = new DummyDexHelper(network);
-      // const blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
-      const blockNumber = 54782005;
-      const beetsFi = new BalancerV2(network, dexKey, dexHelper);
-
-      await beetsFi.initializePricing(blockNumber);
-
-      const pools = await beetsFi.getPoolIdentifiers(
+      const pools = await balancerV2.getPoolIdentifiers(
         srcToken,
         destToken,
         SwapSide.SELL,
@@ -114,7 +77,7 @@ describe('BalancerV2', function () {
 
       expect(pools.length).toBeGreaterThan(0);
 
-      const poolPrices = await beetsFi.getPricesVolume(
+      const poolPrices = await balancerV2.getPricesVolume(
         srcToken,
         destToken,
         amounts,
@@ -127,11 +90,9 @@ describe('BalancerV2', function () {
       expect(poolPrices).not.toBeNull();
       checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
 
-      await beetsFi.releaseResources();
+      await balancerV2.releaseResources();
     });
-  });
 
-  describe('ComposableStable', () => {
     it('getPoolIdentifiers and getPricesVolume', async () => {
       const dexHelper = new DummyDexHelper(Network.POLYGON);
       const blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
@@ -397,3 +358,82 @@ describe('BalancerV2', function () {
     });
   });
 });
+
+describe('BeetsFi', () => {
+  it('FTM -> BOO: getPoolIdentifiers and getPricesVolume', async () => {
+    const dexKey = 'BeetsFi';
+    const network = Network.FANTOM;
+    const srcToken = Tokens[network]['FTM'];
+    const destToken = Tokens[network]['BOO'];
+    const amounts = [0n, BI_POWS[18]];
+
+    const dexHelper = new DummyDexHelper(network);
+    const blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
+    const beetsFi = new BalancerV2(network, dexKey, dexHelper);
+
+    await beetsFi.initializePricing(blockNumber);
+
+    const pools = await beetsFi.getPoolIdentifiers(
+      srcToken,
+      destToken,
+      SwapSide.SELL,
+      blockNumber,
+    );
+    console.log('Pool Identifiers: ', pools);
+
+    expect(pools.length).toBeGreaterThan(0);
+
+    const poolPrices = await beetsFi.getPricesVolume(
+      srcToken,
+      destToken,
+      amounts,
+      SwapSide.SELL,
+      blockNumber,
+      pools,
+    );
+    console.log('Pool Prices: ', poolPrices);
+
+    expect(poolPrices).not.toBeNull();
+    checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
+
+    await beetsFi.releaseResources();
+  });
+  it('WETH -> FTM: getPoolIdentifiers and getPricesVolume', async () => {
+    const dexKey = 'BeetsFi';
+    const network = Network.FANTOM;
+    const srcToken = Tokens[network]['WETH'];
+    const destToken = Tokens[network]['FTM'];
+    const amounts = [0n, BI_POWS[18]];
+
+    const dexHelper = new DummyDexHelper(network);
+    const blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
+    const beetsFi = new BalancerV2(network, dexKey, dexHelper);
+
+    await beetsFi.initializePricing(blockNumber);
+
+    const pools = await beetsFi.getPoolIdentifiers(
+      srcToken,
+      destToken,
+      SwapSide.SELL,
+      blockNumber,
+    );
+    console.log('Pool Identifiers: ', pools);
+
+    expect(pools.length).toBeGreaterThan(0);
+
+    const poolPrices = await beetsFi.getPricesVolume(
+      srcToken,
+      destToken,
+      amounts,
+      SwapSide.SELL,
+      blockNumber,
+      pools,
+    );
+    console.log('Pool Prices: ', poolPrices);
+
+    expect(poolPrices).not.toBeNull();
+    checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
+
+    await beetsFi.releaseResources();
+  });
+});
diff --git a/src/dex/balancer-v2/balancer-v2.ts b/src/dex/balancer-v2/balancer-v2.ts
@@ -51,7 +51,11 @@ import {
   poolGetMainTokens,
   poolGetPathForTokenInOut,
 } from './utils';
-import { MIN_USD_LIQUIDITY_TO_FETCH } from './constants';
+import {
+  MIN_USD_LIQUIDITY_TO_FETCH,
+  STABLE_GAS_COST,
+  VARIABLE_GAS_COST_PER_CYCLE,
+} from './constants';
 
 const fetchAllPools = `query ($count: Int) {
   pools: pools(
@@ -158,11 +162,11 @@ export class BalancerV2EventPool extends StatefulEventSubscriber<PoolStateMap> {
     The difference of note for swaps is ComposableStable must use 'actualSupply' instead of VirtualSupply.
     VirtualSupply could be calculated easily whereas actualSupply cannot hence the use of onchain call.
     */
-    // const composableStable = new PhantomStablePool(
-    //   this.vaultAddress,
-    //   this.vaultInterface,
-    //   true,
-    // );
+    const composableStable = new PhantomStablePool(
+      this.vaultAddress,
+      this.vaultInterface,
+      true,
+    );
     const linearPool = new LinearPool(this.vaultAddress, this.vaultInterface);
 
     this.pools = {};
@@ -177,7 +181,7 @@ export class BalancerV2EventPool extends StatefulEventSubscriber<PoolStateMap> {
     // Beets uses "Linear" generically for all linear pool types
     this.pools[BalancerPoolTypes.Linear] = linearPool;
     this.pools[BalancerPoolTypes.StablePhantom] = stablePhantomPool;
-    // this.pools[BalancerPoolTypes.ComposableStable] = composableStable;
+    this.pools[BalancerPoolTypes.ComposableStable] = composableStable;
     this.vaultDecoder = (log: Log) => this.vaultInterface.parseLog(log);
     this.addressesSubscribed = [vaultAddress];
 
@@ -760,7 +764,8 @@ export class BalancerV2
             },
             poolAddresses: [poolAddress],
             exchange: this.dexKey,
-            gasCost: 150 * 1000 * (path.length - 1),
+            gasCost:
+              STABLE_GAS_COST + VARIABLE_GAS_COST_PER_CYCLE * path.length,
             poolIdentifier: `${this.dexKey}_${poolAddress}`,
           };
 

diff --git a/src/dex/balancer-v2/constants.ts b/src/dex/balancer-v2/constants.ts
@@ -1 +1,10 @@
 export const MIN_USD_LIQUIDITY_TO_FETCH = 100n;
+
+// Let's take this trade as an example:
+// https://dashboard.tenderly.co/paraswap/paraswap/fork/e4c81946-fd6e-4299-b35c-c47b775e3c05/simulation/8839462c-6239-4ae1-9ed0-8013f89b41de/gas-usage
+
+// 271719 - 57856 - 79098 - 51041 = 83724 ~ 84k
+export const STABLE_GAS_COST = 84_000;
+
+// I see three pools used in trade: (57856 + 79098 + 51041) / 3 = 62665 ~ 63k
+export const VARIABLE_GAS_COST_PER_CYCLE = 63_000;
diff --git a/src/dex/balancer-v2/types.ts b/src/dex/balancer-v2/types.ts
@@ -11,7 +11,7 @@ export enum BalancerPoolTypes {
   StablePhantom = 'StablePhantom',
   ERC4626Linear = 'ERC4626Linear',
   Linear = 'Linear',
-  // ComposableStable = 'ComposableStable',
+  ComposableStable = 'ComposableStable',
 }
 
 export type TokenState = {

diff --git a/src/dex/balancer-v2/utils.ts b/src/dex/balancer-v2/utils.ts
@@ -162,8 +162,8 @@ function isLinearPool(poolType: string) {
 
 function isPhantomStablePool(poolType: string) {
   return (
-    poolType === BalancerPoolTypes.StablePhantom
-    // || poolType === BalancerPoolTypes.ComposableStable
+    poolType === BalancerPoolTypes.StablePhantom ||
+    poolType === BalancerPoolTypes.ComposableStable
   );
 }
 

diff --git a/src/dex/uniswap-v2/config.ts b/src/dex/uniswap-v2/config.ts
@@ -379,6 +379,13 @@ export const UniswapV2Config: DexConfigMap<DexParams> = {
       poolGasCost: 90 * 1000,
       feeCode: 25,
     },
+    [Network.MAINNET]: {
+      factoryAddress: '0x1097053Fd2ea711dad45caCcc45EfF7548fCB362',
+      initCode:
+        '0x57224589c67f3f30a6b0d7a1b54cf3153ab84563bc609ef41dfb34f8b2974d2d',
+      poolGasCost: 90 * 1000,
+      feeCode: 25,
+    },
   },
   PaintSwap: {
     [Network.FANTOM]: {