Merge pull request paraswap#291 from paraswap/fix/balancer-v2-pricing

Fix BalancerV2 linear pool issue
AngleProtocol · Jan 31, 2023 · eb30ca7 · eb30ca7
2 parents 04c9a98 + d2ccadc
commit eb30ca7
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Showing 7 changed files with 126 additions and 14 deletions.
diff --git a/package.json b/package.json
@@ -1,6 +1,6 @@
 {
   "name": "@paraswap/dex-lib",
-  "version": "2.9.51",
+  "version": "2.9.53",
   "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
@@ -409,10 +409,7 @@ export class LinearPool extends BasePool {
     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-e2e.test.ts b/src/dex/balancer-v2/balancer-v2-e2e.test.ts
@@ -454,6 +454,32 @@ describe('BalancerV2 E2E', () => {
     );
 
     describe('Simpleswap', () => {
+      it('FTM -> BOO', async () => {
+        await testE2E(
+          tokens['FTM'],
+          tokens['BOO'],
+          holders['FTM'],
+          '1000000000000000000',
+          SwapSide.SELL,
+          dexKey,
+          ContractMethod.simpleSwap,
+          network,
+          provider,
+        );
+      });
+      it('WETH -> FTM', async () => {
+        await testE2E(
+          tokens['WETH'],
+          tokens['FTM'],
+          holders['WETH'],
+          '1000000000000000000',
+          SwapSide.SELL,
+          dexKey,
+          ContractMethod.simpleSwap,
+          network,
+          provider,
+        );
+      });
       it('FTM -> TOKEN', async () => {
         await testE2E(
           tokens['FTM'],

diff --git a/src/dex/balancer-v2/balancer-v2-integration.test.ts b/src/dex/balancer-v2/balancer-v2-integration.test.ts
@@ -50,6 +50,87 @@ 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]];
+
+      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);
+
+      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 blockNumber = 54782005;
+      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();
+    });
+  });
+
   describe('ComposableStable', () => {
     it('getPoolIdentifiers and getPricesVolume', async () => {
       const dexHelper = new DummyDexHelper(Network.POLYGON);

diff --git a/src/dex/balancer-v2/balancer-v2.ts b/src/dex/balancer-v2/balancer-v2.ts
@@ -113,13 +113,9 @@ export class BalancerV2EventPool extends StatefulEventSubscriber<PoolStateMap> {
     BalancerPoolTypes.LiquidityBootstrapping,
     BalancerPoolTypes.Investment,
 
+    // Need to check if we can support these pools with event base
     // BalancerPoolTypes.ComposableStable,
-
-    // Added all these pools to event base since all math is already implemented
     // BalancerPoolTypes.Linear,
-    // I turned off this pools as I don't understand if they have bad impact or not. Need to investigate one by one if events are
-    // working on them
-
     // BalancerPoolTypes.MetaStable,
     // BalancerPoolTypes.AaveLinear,
     // BalancerPoolTypes.ERC4626Linear,
@@ -650,6 +646,10 @@ export class BalancerV2
       const _from = this.dexHelper.config.wrapETH(from);
       const _to = this.dexHelper.config.wrapETH(to);
 
+      if (_from.address === _to.address) {
+        return null;
+      }
+
       const allPools = this.getPoolsWithTokenPair(_from, _to);
       const allowedPools = limitPools
         ? allPools.filter(({ address }) =>

diff --git a/tests/constants-e2e.ts b/tests/constants-e2e.ts
@@ -432,6 +432,10 @@ export const Tokens: {
       address: '0x74e23df9110aa9ea0b6ff2faee01e740ca1c642e',
       decimals: 18,
     },
+    BOO: {
+      address: '0x841fad6eae12c286d1fd18d1d525dffa75c7effe',
+      decimals: 18,
+    },
   },
   [Network.BSC]: {
     DAI: {
@@ -821,10 +825,11 @@ export const Holders: {
     aFanWFTM: '0x639ade8805c0081ea5da9495bb50751003e827cc',
     FRAX: '0x4423ac71f53ca92e2f2be5917a9c2468e7412f4a',
     nETH: '0x16b658270ac50c0063940ed287c401b3df7ccf70',
-    WETH: '0x2400bb4d7221ba530daee061d5afe219e9223eae',
+    WETH: '0x4ad64fd7ca6d6150614179b9bce4094bc18f29cb',
     SPIRIT: '0x0d0707963952f2fba59dd06f2b425ace40b492fe',
     wBOMB: '0x28aa4f9ffe21365473b64c161b566c3cdead0108',
     TOR: '0x70de4b5ed310fd93da3c0bae824fb99cb4d44dd8',
+    BOO: '0xf778f4d7a14a8cb73d5261f9c61970ef4e7d7842',
   },
   [Network.BSC]: {
     DAI: '0xf68a4b64162906eff0ff6ae34e2bb1cd42fef62d',

diff --git a/tests/utils-e2e.ts b/tests/utils-e2e.ts
@@ -183,6 +183,8 @@ export async function testE2E(
   poolIdentifiers?: string[],
   limitOrderProvider?: DummyLimitOrderProvider,
   transferFees?: TransferFeeParams,
+  // Specified in BPS: part of 10000
+  slippage?: number,
 ) {
   const amount = BigInt(_amount);
   const ts = new TenderlySimulation(network);
@@ -244,11 +246,12 @@ export async function testE2E(
     );
     expect(parseFloat(priceRoute.destAmount)).toBeGreaterThan(0);
 
-    // Slippage to be 7%
+    // Calculate slippage. Default is 7%
+    const _slippage = slippage || 700;
     const minMaxAmount =
       (swapSide === SwapSide.SELL
-        ? BigInt(priceRoute.destAmount) * 93n
-        : BigInt(priceRoute.srcAmount) * 107n) / 100n;
+        ? BigInt(priceRoute.destAmount) * (10000n - BigInt(_slippage))
+        : BigInt(priceRoute.srcAmount) * (10000n + BigInt(_slippage))) / 10000n;
     const swapParams = await paraswap.buildTransaction(
       priceRoute,
       minMaxAmount,