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Api token price service #433

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de8b779
Add api token price service to replace coingecko on examples/debug file
brunoguerios Feb 19, 2024
004f86a
Merge remote-tracking branch 'origin/develop' into api-token-price-se…
brunoguerios Feb 28, 2024
2dea410
Update example to reproduce swap with join/exit bug
brunoguerios Mar 1, 2024
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67 changes: 67 additions & 0 deletions test/lib/apiTokenPriceService.ts
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Original file line number Diff line number Diff line change
@@ -0,0 +1,67 @@
import { gql, request } from 'graphql-request';
import { TokenPriceService } from '../../src';
import { Network } from '../testScripts/constants';

export class ApiTokenPriceService implements TokenPriceService {
private chainKey: string;

private balancerApiUrl = 'https://api-v3.balancer.fi/';

private tokenPriceQuery = gql`
query queryTokenPrices($chainKey: GqlChain!) {
tokenGetCurrentPrices(chains: [$chainKey]) {
address
price
}
}
`;

constructor(private readonly chainId: number) {
this.chainKey = Network[chainId];
}
async getNativeAssetPriceInToken(tokenAddress: string): Promise<string> {
const { tokenGetCurrentPrices: tokenPrices } = await request(
this.balancerApiUrl,
this.tokenPriceQuery,
{
chainKey: this.chainKey,
}
);
const tokenPriceUsd = (
tokenPrices as { address: string; price: number }[]
).find(
({ address }) =>
address.toLowerCase() === tokenAddress.toLowerCase()
);
if (!tokenPriceUsd) {
throw new Error('Token Price not found in the API');
}
const nativeAssetPriceUsd = (
tokenPrices as { address: string; price: number }[]
).find(
({ address }) =>
address.toLowerCase() ===
NativeAssetAddress[
this.chainKey as keyof typeof NativeAssetAddress
]
);
if (!nativeAssetPriceUsd) {
throw new Error('Native Token Price not found in the API');
}
const tokenPriceInNativeAsset =
tokenPriceUsd.price / nativeAssetPriceUsd.price;
return String(tokenPriceInNativeAsset);
}
}

enum NativeAssetAddress {
MAINNET = '0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee',
POLYGON = '0x0000000000000000000000000000000000001010',
ARBITRUM = '0x912ce59144191c1204e64559fe8253a0e49e6548',
AVALANCHE = '0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee',
BASE = '0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee',
FANTOM = '0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee',
GNOSIS = '0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee',
OPTIMISM = '0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee',
ZKEVM = '0xa2036f0538221a77a3937f1379699f44945018d0',
}
4 changes: 2 additions & 2 deletions test/lib/constants.ts
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Expand Up @@ -56,11 +56,11 @@ export const sorConfigEth: SorConfig = {
weth: '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2',
connectingTokens: [
{
symbol: 'wstEth',
symbol: 'wETH',
address: '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2',
},
{
symbol: 'wEth',
symbol: 'wstETH',
address: '0x7f39C581F595B53c5cb19bD0b3f8dA6c935E2Ca0',
},
],
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46 changes: 46 additions & 0 deletions test/testScripts/constants.ts
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Expand Up @@ -31,6 +31,17 @@ export const SOR_CONFIG: Record<Network, SorConfig> = {
symbol: 'wstEth',
address: '0x7f39c581f595b53c5cb19bd0b3f8da6c935e2ca0',
},
{
symbol: 'rEth',
address: '0xae78736cd615f374d3085123a210448e74fc6393',
},
{
symbol: 'ethX',
address: '0xa35b1b31ce002fbf2058d22f30f95d405200a15b',
},
],
triPathMidPoolIds: [
'0x1e19cf2d73a72ef1332c882f20534b6519be0276000200000000000000000112', // rETH/WETH
],
wETHwstETH: {
id: '0x32296969ef14eb0c6d29669c550d4a0449130230000200000000000000000080',
Expand Down Expand Up @@ -369,6 +380,31 @@ export const ADDRESSES = {
decimals: 18,
symbol: 'swETH',
},
BAL80WETH20: {
address: '0x5c6ee304399dbdb9c8ef030ab642b10820db8f56',
decimals: 18,
symbol: 'BAL80WETH20',
},
vETH: {
address: '0x4bc3263eb5bb2ef7ad9ab6fb68be80e43b43801f',
decimals: 18,
symbol: 'vETH',
},
vETH_vector: {
address: '0x38d64ce1bdf1a9f24e0ec469c9cade61236fb4a0',
decimals: 18,
symbol: 'vETH_vector',
},
ezETH: {
address: '0xbf5495efe5db9ce00f80364c8b423567e58d2110',
decimals: 18,
symbol: 'ezETH',
},
weETH: {
address: '0xcd5fe23c85820f7b72d0926fc9b05b43e359b7ee',
decimals: 18,
symbol: 'weETH',
},
},
[Network.POLYGON]: {
MATIC: {
Expand Down Expand Up @@ -498,11 +534,21 @@ export const ADDRESSES = {
decimals: 6,
symbol: 'USDC',
},
USDT: {
address: '0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9',
decimals: 6,
symbol: 'USDT',
},
STETH: {
address: 'N/A',
decimals: 18,
symbol: 'STETH',
},
sfrxETH: {
address: '0x95ab45875cffdba1e5f451b950bc2e42c0053f39',
decimals: 18,
symbol: 'sfrxETH',
},
},
[Network.GNOSIS]: {
WETH: {
Expand Down
93 changes: 47 additions & 46 deletions test/testScripts/swapExample.ts
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
// Example using SOR to find the best swap for a given pair and simulate using batchSwap.
// Requires TRADER_KEY in .env.
// Run using: $ TS_NODE_PROJECT='tsconfig.testing.json' ts-node ./test/testScripts/swapExample.ts
// Run using: yarn example ./test/testScripts/swapExample.ts
// NOTE: This is for test/debug purposes, the Balancer SDK Swaps module has a more user friendly interface for interacting with SOR:
// https://github.com/balancer-labs/balancer-sdk/tree/develop/balancer-js#swaps-module
import dotenv from 'dotenv';
Expand All @@ -8,9 +8,8 @@
import { BigNumber, parseFixed } from '@ethersproject/bignumber';
import { JsonRpcProvider } from '@ethersproject/providers';
import { Wallet } from '@ethersproject/wallet';
import { Contract } from '@ethersproject/contracts';

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'Contract' is defined but never used
import { SOR, SwapInfo, SwapTypes } from '../../src';
import { CoingeckoTokenPriceService } from '../lib/coingeckoTokenPriceService';
import { SubgraphPoolDataService } from '../lib/subgraphPoolDataService';
import {
Network,
Expand All @@ -23,7 +22,8 @@
} from './constants';
import { buildTx, printOutput } from './utils';

import vaultArtifact from '../../src/abi/Vault.json';

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import { ApiTokenPriceService } from '../lib/apiTokenPriceService';

// Setup SOR with data services
function setUp(networkId: Network, provider: JsonRpcProvider): SOR {
Expand All @@ -42,9 +42,10 @@
// mockPoolDataService.setPools(poolsSource);

// Use coingecko to fetch token price information. Used to calculate cost of additonal swaps/hops.
const coingeckoTokenPriceService = new CoingeckoTokenPriceService(
networkId
);
// const coingeckoTokenPriceService = new CoingeckoTokenPriceService(
// networkId
// );
const apiTokenPriceService = new ApiTokenPriceService(networkId);
// Use the mock token price service if you want to manually set the token price in native asset
// import { mockPoolDataService } from '../lib/mockPoolDataService';
// mockTokenPriceService.setTokenPrice('0.001');
Expand All @@ -53,22 +54,22 @@
provider,
SOR_CONFIG[networkId],
subgraphPoolDataService,
coingeckoTokenPriceService
apiTokenPriceService
);
}

export async function swap(): Promise<void> {
const networkId = Network.GNOSIS;
const networkId = Network.MAINNET;
const provider = new JsonRpcProvider(PROVIDER_URLS[networkId]);
// gasPrice is used by SOR as a factor to determine how many pools to swap against.
// i.e. higher cost means more costly to trade against lots of different pools.
const gasPrice = BigNumber.from('14000000000');
// This determines the max no of pools the SOR will use to swap.
const maxPools = 4;

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const tokenIn = ADDRESSES[networkId].WXDAI;
const tokenOut = ADDRESSES[networkId].crvUSD;
const tokenIn = ADDRESSES[networkId].BAL80WETH20;
const tokenOut = ADDRESSES[networkId].USDC;
const swapType: SwapTypes = SwapTypes.SwapExactIn;
const swapAmount = parseFixed('200', 18);
const swapAmount = parseFixed('17', tokenIn.decimals);

const sor = setUp(networkId, provider);

Expand All @@ -81,8 +82,8 @@
tokenOut.address,
swapType,
swapAmount,
{ gasPrice, maxPools },
false
undefined,
true
);

// Simulate the swap transaction
Expand All @@ -103,41 +104,41 @@
tx.limits
);

if (![tokenIn, tokenOut].includes(ADDRESSES[networkId].STETH)) {
console.log('VAULT SWAP');
const vaultContract = new Contract(
vaultAddr,
vaultArtifact,
provider
);
// Simulates a call to `batchSwap`, returning an array of Vault asset deltas.
// Each element in the array corresponds to the asset at the same index, and indicates the number of tokens(or ETH)
// the Vault would take from the sender(if positive) or send to the recipient(if negative).
const deltas = await vaultContract.queryBatchSwap(
swapType,
swapInfo.swaps,
swapInfo.tokenAddresses,
tx.funds
);
console.log(deltas.toString());
// To actually make the trade:
// vaultContract.connect(wallet);
// const tx = await vaultContract
// .connect(wallet)
// .batchSwap(
// swapType,
// swapInfo.swaps,
// swapInfo.tokenAddresses,
// tx.funds,
// tx.limits,
// tx.deadline,
// tx.overRides
// );
// if (![tokenIn, tokenOut].includes(ADDRESSES[networkId].STETH)) {
// console.log('VAULT SWAP');
// const vaultContract = new Contract(
// vaultAddr,
// vaultArtifact,
// provider
// );
// // Simulates a call to `batchSwap`, returning an array of Vault asset deltas.
// // Each element in the array corresponds to the asset at the same index, and indicates the number of tokens(or ETH)
// // the Vault would take from the sender(if positive) or send to the recipient(if negative).
// const deltas = await vaultContract.queryBatchSwap(
// swapType,
// swapInfo.swaps,
// swapInfo.tokenAddresses,
// tx.funds
// );
// console.log(deltas.toString());
// // To actually make the trade:
// // vaultContract.connect(wallet);
// // const tx = await vaultContract
// // .connect(wallet)
// // .batchSwap(
// // swapType,
// // swapInfo.swaps,
// // swapInfo.tokenAddresses,
// // tx.funds,
// // tx.limits,
// // tx.deadline,
// // tx.overRides
// // );

// console.log(`tx: ${tx}`);
} else {
console.log('RELAYER SWAP - Execute via batchRelayer.');
}
// // console.log(`tx: ${tx}`);
// } else {
// console.log('RELAYER SWAP - Execute via batchRelayer.');
// }
} else {
console.log('No Valid Swap');
await printOutput(
Expand Down
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