add buy tests and tick bitmap constants by chain

paraswap · Feb 13, 2025 · 035578e · 035578e
1 parent 908efc1
commit 035578e
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Showing 9 changed files with 207 additions and 20 deletions.
diff --git a/src/dex/pancakeswap-v3/pancakeswap-v3-pool.ts b/src/dex/pancakeswap-v3/pancakeswap-v3-pool.ts
@@ -326,6 +326,7 @@ export class PancakeSwapV3EventPool extends StatefulEventSubscriber<PoolState> {
     const requestedRange = this.getBitmapRangeToRequest();
 
     return {
+      networkId: this.dexHelper.config.data.network,
       pool: _state.pool,
       blockTimestamp: bigIntify(_state.blockTimestamp),
       slot0: {

diff --git a/src/dex/uniswap-v3/constants.ts b/src/dex/uniswap-v3/constants.ts
@@ -1,3 +1,5 @@
+import { Network } from '../../constants';
+
 export const UNISWAPV3_TICK_GAS_COST = 24_000; // Ceiled
 export const UNISWAPV3_TICK_BASE_OVERHEAD = 75_000;
 export const UNISWAPV3_POOL_SEARCH_OVERHEAD = 10_000;
@@ -8,6 +10,14 @@ export const TICK_BITMAP_TO_USE = 4n;
 // This is used to check if the state is still valid.
 export const TICK_BITMAP_BUFFER = 8n;
 
+export const TICK_BITMAP_TO_USE_BY_CHAIN: Record<number, bigint> = {
+  [Network.MAINNET]: 8n,
+};
+
+export const TICK_BITMAP_BUFFER_BY_CHAIN: Record<number, bigint> = {
+  [Network.MAINNET]: 16n,
+};
+
 export const MAX_PRICING_COMPUTATION_STEPS_ALLOWED = 128;
 
 export const UNISWAPV3_SUBGRAPH_URL =

diff --git a/src/dex/uniswap-v3/contract-math/TickBitMap.ts b/src/dex/uniswap-v3/contract-math/TickBitMap.ts
@@ -6,7 +6,9 @@ import { DeepReadonly } from 'ts-essentials';
 import {
   OUT_OF_RANGE_ERROR_POSTFIX,
   TICK_BITMAP_BUFFER,
+  TICK_BITMAP_BUFFER_BY_CHAIN,
   TICK_BITMAP_TO_USE,
+  TICK_BITMAP_TO_USE_BY_CHAIN,
 } from '../constants';
 
 function isWordPosOut(
@@ -15,18 +17,24 @@ function isWordPosOut(
   // For pricing we use wider range to check price impact. If function called from event
   // it must always be within buffer
   isPriceQuery: boolean,
+  networkId: number,
 ) {
   let lowerTickBitmapLimit;
   let upperTickBitmapLimit;
 
+  const tickBitMapToUse =
+    TICK_BITMAP_TO_USE_BY_CHAIN[networkId] ?? TICK_BITMAP_TO_USE;
+  const tickBitMapBuffer =
+    TICK_BITMAP_BUFFER_BY_CHAIN[networkId] ?? TICK_BITMAP_BUFFER;
+
   if (isPriceQuery) {
     lowerTickBitmapLimit =
-      startTickBitmap - (TICK_BITMAP_BUFFER + TICK_BITMAP_TO_USE);
+      startTickBitmap - (tickBitMapBuffer + tickBitMapToUse);
     upperTickBitmapLimit =
-      startTickBitmap + (TICK_BITMAP_BUFFER + TICK_BITMAP_TO_USE);
+      startTickBitmap + (tickBitMapBuffer + tickBitMapToUse);
   } else {
-    lowerTickBitmapLimit = startTickBitmap - TICK_BITMAP_BUFFER;
-    upperTickBitmapLimit = startTickBitmap + TICK_BITMAP_BUFFER;
+    lowerTickBitmapLimit = startTickBitmap - tickBitMapBuffer;
+    upperTickBitmapLimit = startTickBitmap + tickBitMapBuffer;
   }
 
   _require(
@@ -43,7 +51,7 @@ export class TickBitMap {
   }
 
   static flipTick(
-    state: Pick<PoolState, 'startTickBitmap' | 'tickBitmap'>,
+    state: Pick<PoolState, 'startTickBitmap' | 'tickBitmap' | 'networkId'>,
     tick: bigint,
     tickSpacing: bigint,
   ) {
@@ -58,7 +66,7 @@ export class TickBitMap {
 
     // flipTick is used only in _updatePosition which is always state changing event
     // Therefore it is never used in price query
-    isWordPosOut(wordPos, state.startTickBitmap, false);
+    isWordPosOut(wordPos, state.startTickBitmap, false, state.networkId);
 
     const stringWordPos = wordPos.toString();
     if (state.tickBitmap[stringWordPos] === undefined) {
@@ -69,7 +77,9 @@ export class TickBitMap {
   }
 
   static nextInitializedTickWithinOneWord(
-    state: DeepReadonly<Pick<PoolState, 'startTickBitmap' | 'tickBitmap'>>,
+    state: DeepReadonly<
+      Pick<PoolState, 'startTickBitmap' | 'tickBitmap' | 'networkId'>
+    >,
     tick: bigint,
     tickSpacing: bigint,
     lte: boolean,
@@ -85,7 +95,12 @@ export class TickBitMap {
       const [wordPos, bitPos] = TickBitMap.position(compressed);
       const mask = (1n << bitPos) - 1n + (1n << bitPos);
 
-      isWordPosOut(wordPos, state.startTickBitmap, isPriceQuery);
+      isWordPosOut(
+        wordPos,
+        state.startTickBitmap,
+        isPriceQuery,
+        state.networkId,
+      );
       let tickBitmapValue = state.tickBitmap[wordPos.toString()];
       tickBitmapValue = tickBitmapValue === undefined ? 0n : tickBitmapValue;
 
@@ -102,7 +117,12 @@ export class TickBitMap {
       const [wordPos, bitPos] = TickBitMap.position(compressed + 1n);
       const mask = ~((1n << bitPos) - 1n);
 
-      isWordPosOut(wordPos, state.startTickBitmap, isPriceQuery);
+      isWordPosOut(
+        wordPos,
+        state.startTickBitmap,
+        isPriceQuery,
+        state.networkId,
+      );
       let tickBitmapValue = state.tickBitmap[wordPos.toString()];
       tickBitmapValue = tickBitmapValue === undefined ? 0n : tickBitmapValue;
 

diff --git a/src/dex/uniswap-v3/forks/ramses-v2/ramses-v2-pool.ts b/src/dex/uniswap-v3/forks/ramses-v2/ramses-v2-pool.ts
@@ -123,6 +123,7 @@ export class RamsesV2EventPool extends UniswapV3EventPool {
     const requestedRange = this.getBitmapRangeToRequest();
 
     return {
+      networkId: this.dexHelper.config.data.network,
       pool: _state.pool,
       blockTimestamp: bigIntify(_state.blockTimestamp),
       slot0: {

diff --git a/src/dex/uniswap-v3/forks/velodrome-slipstream/velodrome-slipstream-pool.ts b/src/dex/uniswap-v3/forks/velodrome-slipstream/velodrome-slipstream-pool.ts
@@ -125,6 +125,7 @@ export class VelodromeSlipstreamEventPool extends UniswapV3EventPool {
     const requestedRange = this.getBitmapRangeToRequest();
 
     return {
+      networkId: this.dexHelper.config.data.network,
       pool: _state.pool,
       fee,
       blockTimestamp: bigIntify(_state.blockTimestamp),

diff --git a/src/dex/uniswap-v3/types.ts b/src/dex/uniswap-v3/types.ts
@@ -37,6 +37,7 @@ export type Slot0 = {
 };
 
 export type PoolState = {
+  networkId: number;
   pool: string;
   blockTimestamp: bigint;
   tickSpacing: bigint;

diff --git a/src/dex/uniswap-v3/uniswap-v3-integration.test.ts b/src/dex/uniswap-v3/uniswap-v3-integration.test.ts
@@ -97,6 +97,9 @@ async function checkOnChainPricing(
     fee,
   );
 
+  console.log('blockNumber: ', blockNumber);
+  console.log('readerCallData: ', readerCallData);
+
   let readerResult;
   try {
     readerResult = (
@@ -174,16 +177,6 @@ describe('UniswapV3', () => {
           8n * BI_POWS[18],
           9n * BI_POWS[18],
           10n * BI_POWS[18],
-          11n * BI_POWS[18],
-          12n * BI_POWS[18],
-          13n * BI_POWS[18],
-          14n * BI_POWS[18],
-          15n * BI_POWS[18],
-          16n * BI_POWS[18],
-          17n * BI_POWS[18],
-          18n * BI_POWS[18],
-          19n * BI_POWS[18],
-          20n * BI_POWS[18],
         ];
 
         const pools = await uniswapV3.getPoolIdentifiers(
@@ -246,6 +239,77 @@ describe('UniswapV3', () => {
         expect(falseChecksCounter).toBeLessThan(poolPrices!.length);
       });
 
+      it('DAI -> USDC getPoolIdentifiers and getPricesVolume BUY', async () => {
+        const amounts = [
+          0n,
+          2n * BI_POWS[18],
+          3n * BI_POWS[18],
+          4n * BI_POWS[18],
+          5n * BI_POWS[18],
+        ];
+
+        const pools = await uniswapV3.getPoolIdentifiers(
+          TokenA,
+          TokenB,
+          SwapSide.BUY,
+          blockNumber,
+        );
+        console.log(
+          `${TokenASymbol} <> ${TokenBSymbol} Pool Identifiers: `,
+          pools,
+        );
+
+        expect(pools.length).toBeGreaterThan(0);
+
+        const prices = await uniswapV3.getPricesVolume(
+          TokenA,
+          TokenB,
+          amounts,
+          SwapSide.BUY,
+          blockNumber,
+          pools,
+        );
+
+        console.log('poolPrices: ');
+
+        const poolPrices = prices?.filter(
+          price =>
+            price.poolIdentifier &&
+            price.poolIdentifier.toLowerCase() ===
+              'UniswapV3_0x6b175474e89094c44da98b954eedeac495271d0f_0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48_10000'.toLowerCase(),
+        );
+
+        console.log(
+          `${TokenASymbol} <> ${TokenBSymbol} Pool Prices: `,
+          poolPrices,
+        );
+
+        expect(poolPrices).not.toBeNull();
+        // checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
+
+        let falseChecksCounter = 0;
+        await Promise.all(
+          poolPrices!.map(async price => {
+            const fee = uniswapV3.eventPools[price.poolIdentifier!]!.feeCode;
+            const res = await checkOnChainPricing(
+              dexHelper,
+              uniswapV3,
+              'quoteExactOutputSingle',
+              blockNumber,
+              '0x61fFE014bA17989E743c5F6cB21bF9697530B21e',
+              price.prices,
+              TokenA.address,
+              TokenB.address,
+              fee,
+              amounts,
+            );
+            if (res === false) falseChecksCounter++;
+          }),
+        );
+
+        expect(falseChecksCounter).toBeLessThan(poolPrices!.length);
+      });
+
       it('USDC -> DAI getPoolIdentifiers and getPricesVolume SELL', async () => {
         const amounts = [
           0n,
@@ -314,6 +378,81 @@ describe('UniswapV3', () => {
 
         expect(falseChecksCounter).toBeLessThan(poolPrices!.length);
       });
+
+      it('USDC -> DAI getPoolIdentifiers and getPricesVolume BUY', async () => {
+        const amounts = [
+          0n,
+          1n * BI_POWS[17],
+          5n * BI_POWS[17],
+          5n * BI_POWS[17],
+          6n * BI_POWS[17],
+          7n * BI_POWS[17],
+          8n * BI_POWS[17],
+          9n * BI_POWS[17],
+          1n * BI_POWS[18],
+          2n * BI_POWS[18],
+          3n * BI_POWS[18],
+        ];
+
+        const pools = await uniswapV3.getPoolIdentifiers(
+          TokenB,
+          TokenA,
+          SwapSide.BUY,
+          blockNumber,
+        );
+        console.log(
+          `${TokenASymbol} <> ${TokenBSymbol} Pool Identifiers: `,
+          pools,
+        );
+
+        expect(pools.length).toBeGreaterThan(0);
+
+        const prices = await uniswapV3.getPricesVolume(
+          TokenB,
+          TokenA,
+          amounts,
+          SwapSide.BUY,
+          blockNumber,
+          pools,
+        );
+
+        const poolPrices = prices?.filter(
+          price =>
+            price.poolIdentifier &&
+            price.poolIdentifier.toLowerCase() ===
+              'UniswapV3_0x6b175474e89094c44da98b954eedeac495271d0f_0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48_10000'.toLowerCase(),
+        );
+
+        console.log(
+          `${TokenASymbol} <> ${TokenBSymbol} Pool Prices: `,
+          poolPrices,
+        );
+
+        expect(poolPrices).not.toBeNull();
+        // checkPoolPrices(poolPrices!, amounts, SwapSide.SELL, dexKey);
+
+        let falseChecksCounter = 0;
+        await Promise.all(
+          poolPrices!.map(async price => {
+            const fee = uniswapV3.eventPools[price.poolIdentifier!]!.feeCode;
+            const res = await checkOnChainPricing(
+              dexHelper,
+              uniswapV3,
+              'quoteExactOutputSingle',
+              blockNumber,
+              '0x61fFE014bA17989E743c5F6cB21bF9697530B21e',
+              price.prices,
+              TokenB.address,
+              TokenA.address,
+              fee,
+              amounts,
+            );
+            if (res === false) falseChecksCounter++;
+          }),
+        );
+
+        expect(falseChecksCounter).toBeLessThan(poolPrices!.length);
+      });
     });
   });
 

diff --git a/src/dex/uniswap-v3/uniswap-v3-pool.ts b/src/dex/uniswap-v3/uniswap-v3-pool.ts
@@ -22,6 +22,8 @@ import {
   OUT_OF_RANGE_ERROR_POSTFIX,
   TICK_BITMAP_BUFFER,
   TICK_BITMAP_TO_USE,
+  TICK_BITMAP_TO_USE_BY_CHAIN,
+  TICK_BITMAP_BUFFER_BY_CHAIN,
 } from './constants';
 import { TickBitMap } from './contract-math/TickBitMap';
 import { uint256ToBigInt } from '../../lib/decoders';
@@ -251,7 +253,14 @@ export class UniswapV3EventPool extends StatefulEventSubscriber<PoolState> {
   }
 
   getBitmapRangeToRequest() {
-    return TICK_BITMAP_TO_USE + TICK_BITMAP_BUFFER;
+    const networkId = this.dexHelper.config.data.network;
+
+    const tickBitMapToUse =
+      TICK_BITMAP_TO_USE_BY_CHAIN[networkId] ?? TICK_BITMAP_TO_USE;
+    const tickBitMapBuffer =
+      TICK_BITMAP_BUFFER_BY_CHAIN[networkId] ?? TICK_BITMAP_BUFFER;
+
+    return tickBitMapToUse + tickBitMapBuffer;
   }
 
   async checkState(
@@ -330,6 +339,7 @@ export class UniswapV3EventPool extends StatefulEventSubscriber<PoolState> {
     const requestedRange = this.getBitmapRangeToRequest();
 
     return {
+      networkId: this.dexHelper.config.data.network,
       pool: _state.pool,
       blockTimestamp: bigIntify(_state.blockTimestamp),
       slot0: {

diff --git a/tests/constants-e2e.ts b/tests/constants-e2e.ts
@@ -603,6 +603,10 @@ export const Tokens: {
       addBalance: _balancesFn,
       addAllowance: _allowancesFn,
     },
+    MLN: {
+      address: '0xa9f37d84c856fda3812ad0519dad44fa0a3fe207',
+      decimals: 11,
+    },
     TEL: {
       address: '0xdf7837de1f2fa4631d716cf2502f8b230f1dcc32',
       decimals: 2,