Merge pull request #382 from balancer/develop

Release 4.1.1-beta.8

package.json

@@ -1,6 +1,6 @@
 {
     "name": "@balancer-labs/sor",
-    "version": "4.1.1-beta.7",
+    "version": "4.1.1-beta.8",
     "license": "GPL-3.0-only",
     "main": "dist/index.js",
     "module": "dist/index.esm.js",

src/poolCacher.ts

@@ -1,5 +1,10 @@
 import cloneDeep from 'lodash.clonedeep';
-import { PoolDataService, SubgraphPoolBase, SubgraphToken } from './types';
+import {
+    PoolDataService,
+    SubgraphPoolBase,
+    SubgraphToken,
+    GraphQLArgs,
+} from './types';
 
 export class PoolCacher {
     private pools: SubgraphPoolBase[] = [];
@@ -37,10 +42,13 @@ export class PoolCacher {
 
     /*
      * Saves updated pools data to internal cache.
+     *
+     * @param {GraphQLArgs} queryArgs - Optional query arguments to pass to pool data service.
+     * @returns {boolean} True if pools fetched successfully, False if not.
      */
-    public async fetchPools(): Promise<boolean> {
+    public async fetchPools(queryArgs?: GraphQLArgs): Promise<boolean> {
         try {
-            this.pools = await this.poolDataService.getPools();
+            this.pools = await this.poolDataService.getPools(queryArgs);
             this._finishedFetching = true;
             return true;
         } catch (err) {

src/pools/composableStable/composableStablePool.ts

@@ -183,9 +183,12 @@ export class ComposableStablePool extends PhantomStablePool {
     _calcTokensOutGivenExactBptIn(bptAmountIn: BigNumber): BigNumber[] {
         // balances and amounts must be normalized to 1e18 fixed point - e.g. 1USDC => 1e18 not 1e6
         // takes price rate into account
-        const balancesNormalised = this.tokens
-            .filter((t) => !isSameAddress(t.address, this.address))
-            .map((t) => normaliseBalance(t));
+        const tokensWithoutBpt = this.tokens.filter(
+            (t) => !isSameAddress(t.address, this.address)
+        );
+        const balancesNormalised = tokensWithoutBpt.map((t) =>
+            normaliseBalance(t)
+        );
         try {
             const amountsOutNormalised = _calcTokensOutGivenExactBptIn(
                 balancesNormalised,
@@ -194,7 +197,7 @@ export class ComposableStablePool extends PhantomStablePool {
             );
             // We want to return denormalised amounts. e.g. 1USDC => 1e6 not 1e18
             const amountsOut = amountsOutNormalised.map((a, i) =>
-                denormaliseAmount(a, this.tokens[i])
+                denormaliseAmount(a, tokensWithoutBpt[i])
             );
             return amountsOut.map((a) => BigNumber.from(a));
         } catch (err) {

src/types.ts

@@ -270,7 +270,7 @@ export interface TokenPriceService {
 }
 
 export interface PoolDataService {
-    getPools(): Promise<SubgraphPoolBase[]>;
+    getPools(query?: GraphQLArgs): Promise<SubgraphPoolBase[]>;
 }
 
 export type FundManagement = {
@@ -279,3 +279,23 @@ export type FundManagement = {
     fromInternalBalance: boolean;
     toInternalBalance: boolean;
 };
+
+type GraphQLFilterOperator = 'gt' | 'lt' | 'eq' | 'in' | 'not_in' | 'contains';
+
+type GraphQLFilter = {
+    // eslint-disable-next-line @typescript-eslint/no-explicit-any
+    [operator in GraphQLFilterOperator]?: any;
+};
+
+export interface GraphQLArgs {
+    chainId?: number;
+    first?: number;
+    skip?: number;
+    nextToken?: string;
+    orderBy?: string;
+    orderDirection?: string;
+    block?: {
+        number?: number;
+    };
+    where?: Record<string, GraphQLFilter>;
+}

test/ComposableStable.integration.spec.ts

@@ -11,14 +11,15 @@ import { expect } from 'chai';
 import { closeTo } from './lib/testHelpers';
 import { ComposableStablePool } from '../src/pools/composableStable/composableStablePool';
 import { setUp, queryJoin, querySingleTokenExit } from './testScripts/utils';
+import { queryExit } from './testScripts/utils';
 
 dotenv.config();
 
 let sor: SOR;
 const networkId = Network.MAINNET;
 const jsonRpcUrl = 'https://mainnet.infura.io/v3/' + process.env.INFURA;
 const rpcUrl = 'http://127.0.0.1:8545';
-const blockNumber = 16447247;
+const blockNumber = 16990000;
 const provider = new JsonRpcProvider(rpcUrl, networkId);
 const vault = Vault__factory.connect(vaultAddr, provider);
 const bbausdt = ADDRESSES[networkId].bbausdt.address;
@@ -31,42 +32,42 @@ const funds = {
     toInternalBalance: false,
 };
 
-// bbausd
+// bbausd @ 16990000
 const testPool: SubgraphPoolBase = {
     id: '0xa13a9247ea42d743238089903570127dda72fe4400000000000000000000035d',
     address: '0xa13a9247ea42d743238089903570127dda72fe44',
     poolType: 'ComposableStable',
     swapFee: '0.00001',
     swapEnabled: true,
-    totalShares: '64596326.424409523591670321',
+    totalShares: '44932059.875228056705169881',
     tokens: [
         {
             address: '0x2f4eb100552ef93840d5adc30560e5513dfffacb',
-            balance: '19886024.363497322713220006',
+            balance: '11320218.4542653482060962',
             decimals: 18,
             weight: null,
-            priceRate: '1.005556566563028326',
+            priceRate: '1.008907049994305145',
         },
         {
             address: '0x82698aecc9e28e9bb27608bd52cf57f704bd1b83',
-            balance: '22661432.733475610301640733',
+            balance: '16511760.493782176032607228',
             decimals: 18,
             weight: null,
-            priceRate: '1.001701405807798182',
+            priceRate: '1.003255006836090536',
         },
         {
             address: '0xa13a9247ea42d743238089903570127dda72fe44',
-            balance: '2596148352278451.368726075585090202',
+            balance: '2596148361607118.360575356706891466',
             decimals: 18,
             weight: null,
             priceRate: '1',
         },
         {
             address: '0xae37d54ae477268b9997d4161b96b8200755935c',
-            balance: '22025447.315652715921042479',
+            balance: '17104601.130227607634969653',
             decimals: 18,
             weight: null,
-            priceRate: '1.001877219965246124',
+            priceRate: '1.002588724317365782',
         },
     ],
     tokensList: [
@@ -77,6 +78,52 @@ const testPool: SubgraphPoolBase = {
     ],
     amp: '1472',
 };
+// wstETH-rETH-sfrxETH @ 16990000
+const testPool1: SubgraphPoolBase = {
+    id: '0x5aee1e99fe86960377de9f88689616916d5dcabe000000000000000000000467',
+    address: '0x5aee1e99fe86960377de9f88689616916d5dcabe',
+    poolType: 'ComposableStable',
+    swapFee: '0.0004',
+    swapEnabled: true,
+    totalShares: '21247.444534559295227932',
+    tokens: [
+        {
+            address: '0x5aee1e99fe86960377de9f88689616916d5dcabe',
+            balance: '2596148429265403.127032833448903301',
+            decimals: 18,
+            weight: null,
+            priceRate: '1',
+        },
+        {
+            address: '0x7f39c581f595b53c5cb19bd0b3f8da6c935e2ca0',
+            balance: '7051.391254798909416156',
+            decimals: 18,
+            weight: null,
+            priceRate: '1.117688527755347286',
+        },
+        {
+            address: '0xac3e018457b222d93114458476f3e3416abbe38f',
+            balance: '7252.664978235535296556',
+            decimals: 18,
+            weight: null,
+            priceRate: '1.032699398192610799',
+        },
+        {
+            address: '0xae78736cd615f374d3085123a210448e74fc6393',
+            balance: '5625.21808010082984482',
+            decimals: 18,
+            weight: null,
+            priceRate: '1.065201248378856766',
+        },
+    ],
+    tokensList: [
+        '0x5aee1e99fe86960377de9f88689616916d5dcabe',
+        '0x7f39c581f595b53c5cb19bd0b3f8da6c935e2ca0',
+        '0xac3e018457b222d93114458476f3e3416abbe38f',
+        '0xae78736cd615f374d3085123a210448e74fc6393',
+    ],
+    amp: '105',
+};
 
 describe('ComposableStable', () => {
     // Setup chain
@@ -86,7 +133,7 @@ describe('ComposableStable', () => {
         sor = await setUp(
             networkId,
             provider,
-            [testPool],
+            [testPool, testPool1],
             jsonRpcUrl as string,
             blockNumber
         );
@@ -362,14 +409,31 @@ describe('ComposableStable', () => {
             //     });
             // }).timeout(20000);
 
-            // ComposableStable V1 does not have this functionality but V2 does
-            // it('BPT>tokens', async () => {
-            //     const bptIn = parseFixed('77', 18);
-            //     const pools = sor.getPools();
-            //     const pool = ComposableStablePool.fromPool(pools[0]);
-            //     const amountOut = pool._calcTokensOutGivenExactBptIn(bptIn);
-            //     console.log(amountOut.toString());
-            // }).timeout(10000);
+            it('BPT>tokens', async () => {
+                const bptInEvm = parseFixed('10', 18);
+                const pools = sor.getPools();
+                const pool = ComposableStablePool.fromPool(pools[1]);
+                const amountsOutEvm =
+                    pool._calcTokensOutGivenExactBptIn(bptInEvm);
+
+                const { bptIn, amountsOut } = await queryExit(
+                    provider,
+                    pool.id,
+                    pool.tokensList,
+                    bptInEvm.toString(),
+                    true
+                );
+                const amountsOutWithoutBpt = [...amountsOut];
+                amountsOutWithoutBpt.splice(
+                    pool.tokensList.indexOf(pool.address),
+                    1
+                ); // remove BPT amount
+
+                expect(bptIn.toString()).to.eq(bptInEvm.toString());
+                amountsOutEvm.forEach((a, i) => {
+                    closeTo(a, amountsOutWithoutBpt[i], 1e14); // accuracy of 1e4 - is not an exact match due to protocol fees not being considered on calculations
+                });
+            }).timeout(10000);
         });
     });
 });

test/testScripts/utils.ts

@@ -359,15 +359,16 @@ export async function queryExit(
     provider: JsonRpcProvider,
     poolId: string,
     assets: string[],
-    bptIn: string
+    bptIn: string,
+    isComposablePool = false
 ): Promise<
     [BigNumber, BigNumber[]] & { bptIn: BigNumber; amountsOut: BigNumber[] }
 > {
     const helpers = BalancerHelpers__factory.connect(
         ADDRESSES[provider.network.chainId].balancerHelpers,
         provider
     );
-    const EXACT_BPT_IN_FOR_TOKENS_OUT = 1; // Alternative is: BPT_IN_FOR_EXACT_TOKENS_OUT (No proportional)
+    const EXACT_BPT_IN_FOR_TOKENS_OUT = isComposablePool ? 2 : 1; // Alternative is: BPT_IN_FOR_EXACT_TOKENS_OUT (No proportional)
     const abi = ['uint256', 'uint256'];
 
     const data = [EXACT_BPT_IN_FOR_TOKENS_OUT, bptIn];