Merge pull request #30 from rayeaster/feat-v3

make findOptimalSwap view

contracts/CowSwapSeller.sol

@@ -29,7 +29,7 @@ struct Quote {
     uint256[] poolFees; // specific pool fees involved in the optimal swap path, typically in Uniswap V3
 }
 interface OnChainPricing {
-  function findOptimalSwap(address tokenIn, address tokenOut, uint256 amountIn) external returns (Quote memory);
+  function findOptimalSwap(address tokenIn, address tokenOut, uint256 amountIn) external view returns (Quote memory);
 }
 // END OnchainPricing
 

contracts/OnChainPricingMainnet.sol

@@ -188,13 +188,13 @@ contract OnChainPricingMainnet {
     /// @param tokenIn - The token you want to sell
     /// @param tokenOut - The token you want to buy
     /// @param amountIn - The amount of token you want to sell
-    function findOptimalSwap(address tokenIn, address tokenOut, uint256 amountIn) external virtual returns (Quote memory) {
+    function findOptimalSwap(address tokenIn, address tokenOut, uint256 amountIn) external view virtual returns (Quote memory) {
         return _findOptimalSwap(tokenIn, tokenOut, amountIn);
     }
 
     /// @dev View function for testing the routing of the strategy
     /// See {findOptimalSwap}
-    function _findOptimalSwap(address tokenIn, address tokenOut, uint256 amountIn) internal returns (Quote memory) {
+    function _findOptimalSwap(address tokenIn, address tokenOut, uint256 amountIn) internal view returns (Quote memory) {
         bool wethInvolved = (tokenIn == WETH || tokenOut == WETH);
         uint256 length = wethInvolved? 5 : 7; // Add length you need
 

contracts/OnChainPricingMainnetLenient.sol

@@ -48,7 +48,7 @@ contract OnChainPricingMainnetLenient is OnChainPricingMainnet {
     // === PRICING === //
 
     /// @dev View function for testing the routing of the strategy
-    function findOptimalSwap(address tokenIn, address tokenOut, uint256 amountIn) external override returns (Quote memory q) {
+    function findOptimalSwap(address tokenIn, address tokenOut, uint256 amountIn) external view override returns (Quote memory q) {
         q = _findOptimalSwap(tokenIn, tokenOut, amountIn);
         q.amountOut = q.amountOut * (MAX_BPS - slippage) / MAX_BPS;
     }

contracts/OnChainSwapMainnet.sol

@@ -31,7 +31,7 @@ struct Quote {
 }
 
 interface OnChainPricing {
-    function findOptimalSwap(address tokenIn, address tokenOut, uint256 amountIn) external returns (Quote memory);
+    function findOptimalSwap(address tokenIn, address tokenOut, uint256 amountIn) external view returns (Quote memory);
 }
 
 /// @dev Mainnet Version of swap for various on-chain dex

contracts/tests/PricerWrapper.sol

@@ -0,0 +1,42 @@
+pragma solidity 0.8.10;
+pragma experimental ABIEncoderV2;
+
+enum SwapType { 
+   CURVE, //0
+   UNIV2, //1
+   SUSHI, //2
+   UNIV3, //3
+   UNIV3WITHWETH, //4 
+   BALANCER, //5
+   BALANCERWITHWETH //6 
+}
+
+// Onchain Pricing Interface
+struct Quote {
+   SwapType name;
+   uint256 amountOut;
+   bytes32[] pools; // specific pools involved in the optimal swap path
+   uint256[] poolFees; // specific pool fees involved in the optimal swap path, typically in Uniswap V3
+}
+interface OnChainPricing {
+   function isPairSupported(address tokenIn, address tokenOut, uint256 amountIn) external view returns (bool);
+   function findOptimalSwap(address tokenIn, address tokenOut, uint256 amountIn) external view returns (Quote memory);
+}
+// END OnchainPricing
+
+contract PricerWrapper {
+   address public pricer;
+   constructor(address _pricer) {
+      pricer = _pricer;
+   }
+
+   function isPairSupported(address tokenIn, address tokenOut, uint256 amountIn) external view returns (bool) {
+      return OnChainPricing(pricer).isPairSupported(tokenIn, tokenOut, amountIn);
+   }
+
+   function findOptimalSwap(address tokenIn, address tokenOut, uint256 amountIn) external view returns (uint256, Quote memory) {
+      uint256 _gasBefore = gasleft();
+      Quote memory q = OnChainPricing(pricer).findOptimalSwap(tokenIn, tokenOut, amountIn);
+      return (_gasBefore - gasleft(), q);
+   }
+}

tests/conftest.py

@@ -55,6 +55,13 @@
 def swapexecutor():
   return OnChainSwapMainnet.deploy({"from": accounts[0]})
 
+@pytest.fixture
+def pricerwrapper():
+  univ3simulator = UniV3SwapSimulator.deploy({"from": accounts[0]})
+  balancerV2Simulator = BalancerSwapSimulator.deploy({"from": accounts[0]})
+  pricer = OnChainPricingMainnet.deploy(univ3simulator.address, balancerV2Simulator.address, {"from": accounts[0]})  
+  return PricerWrapper.deploy(pricer.address, {"from": accounts[0]})
+
 @pytest.fixture
 def pricer():
   univ3simulator = UniV3SwapSimulator.deploy({"from": accounts[0]})

tests/gas_benchmark/benchmark_pricer_gas.py

@@ -8,80 +8,87 @@
     Rename the file to test_benchmark_pricer_gas.py to make this part of the testing suite if required
 """
 
-def test_gas_only_uniswap_v2(oneE18, weth, pricer):
+def test_gas_only_uniswap_v2(oneE18, weth, pricerwrapper):
+  pricer = pricerwrapper   
   token = "0xBC7250C8c3eCA1DfC1728620aF835FCa489bFdf3" # some swap (GM-WETH) only in Uniswap V2  
   ## 1e18
   sell_count = 100000000
   sell_amount = sell_count * 1000000000 ## 1e9
 
   tx = pricer.findOptimalSwap(token, weth.address, sell_amount)
-  assert tx.return_value[0] == 1 ## UNIV2  
-  assert tx.return_value[1] > 0  
-  assert tx.gas_used <= 80000 ## 73925 in test simulation
+  assert tx[1][0] == 1 ## UNIV2  
+  assert tx[1][1] > 0  
+  assert tx[0] <= 80000 ## 73925 in test simulation
 
-def test_gas_uniswap_v2_sushi(oneE18, weth, pricer):
+def test_gas_uniswap_v2_sushi(oneE18, weth, pricerwrapper):
+  pricer = pricerwrapper   
   token = "0x2e9d63788249371f1DFC918a52f8d799F4a38C94" # some swap (TOKE-WETH) only in Uniswap V2 & SushiSwap
   ## 1e18
   sell_count = 5000
   sell_amount = sell_count * oneE18 ## 1e18
 
   tx = pricer.findOptimalSwap(token, weth.address, sell_amount)
-  assert (tx.return_value[0] == 1 or tx.return_value[0] == 2) ## UNIV2 or SUSHI
-  assert tx.return_value[1] > 0  
-  assert tx.gas_used <= 90000 ## 83158 in test simulation
+  assert (tx[1][0] == 1 or tx[1][0] == 2) ## UNIV2 or SUSHI
+  assert tx[1][1] > 0  
+  assert tx[0] <= 90000 ## 83158 in test simulation
 
-def test_gas_only_balancer_v2(oneE18, weth, aura, pricer):
+def test_gas_only_balancer_v2(oneE18, weth, aura, pricerwrapper):
+  pricer = pricerwrapper   
   token = aura # some swap (AURA-WETH) only in Balancer V2
   ## 1e18
-  sell_count = 2000
+  sell_count = 8000
   sell_amount = sell_count * oneE18 ## 1e18
 
   tx = pricer.findOptimalSwap(token, weth.address, sell_amount)
-  assert tx.return_value[0] == 5 ## BALANCER  
-  assert tx.return_value[1] > 0  
-  assert tx.gas_used <= 110000 ## 101190 in test simulation
+  assert tx[1][0] == 5 ## BALANCER  
+  assert tx[1][1] > 0  
+  assert tx[0] <= 110000 ## 101190 in test simulation
 
-def test_gas_only_balancer_v2_with_weth(oneE18, wbtc, aura, pricer):
+def test_gas_only_balancer_v2_with_weth(oneE18, wbtc, aura, pricerwrapper):
+  pricer = pricerwrapper   
   token = aura # some swap (AURA-WETH-WBTC) only in Balancer V2 via WETH in between as connector
   ## 1e18
-  sell_count = 2000
+  sell_count = 8000
   sell_amount = sell_count * oneE18 ## 1e18
 
   tx = pricer.findOptimalSwap(token, wbtc.address, sell_amount)
-  assert tx.return_value[0] == 6 ## BALANCERWITHWETH  
-  assert tx.return_value[1] > 0  
-  assert tx.gas_used <= 170000 ## 161690 in test simulation
+  assert tx[1][0] == 6 ## BALANCERWITHWETH  
+  assert tx[1][1] > 0  
+  assert tx[0] <= 170000 ## 161690 in test simulation
 
-def test_gas_only_uniswap_v3(oneE18, weth, pricer):
+def test_gas_only_uniswap_v3(oneE18, weth, pricerwrapper):
+  pricer = pricerwrapper   
   token = "0xf4d2888d29D722226FafA5d9B24F9164c092421E" # some swap (LOOKS-WETH) only in Uniswap V3
   ## 1e18
   sell_count = 600000
   sell_amount = sell_count * oneE18 ## 1e18
 
   tx = pricer.findOptimalSwap(token, weth.address, sell_amount)
-  assert tx.return_value[0] == 3 ## UNIV3  
-  assert tx.return_value[1] > 0  
-  assert tx.gas_used <= 160000 ## 158204 in test simulation
+  assert tx[1][0] == 3 ## UNIV3  
+  assert tx[1][1] > 0  
+  assert tx[0] <= 160000 ## 158204 in test simulation
 
-def test_gas_only_uniswap_v3_with_weth(oneE18, wbtc, pricer):
+def test_gas_only_uniswap_v3_with_weth(oneE18, wbtc, pricerwrapper):
+  pricer = pricerwrapper   
   token = "0xf4d2888d29D722226FafA5d9B24F9164c092421E" # some swap (LOOKS-WETH-WBTC) only in Uniswap V3 via WETH in between as connector
   ## 1e18
   sell_count = 600000
   sell_amount = sell_count * oneE18 ## 1e18
 
   tx = pricer.findOptimalSwap(token, wbtc.address, sell_amount)
-  assert tx.return_value[0] == 4 ## UNIV3WITHWETH  
-  assert tx.return_value[1] > 0  
-  assert tx.gas_used <= 230000 ## 227498 in test simulation
+  assert tx[1][0] == 4 ## UNIV3WITHWETH  
+  assert tx[1][1] > 0  
+  assert tx[0] <= 230000 ## 227498 in test simulation
 
-def test_gas_almost_everything(oneE18, wbtc, weth, pricer):
+def test_gas_almost_everything(oneE18, wbtc, weth, pricerwrapper):
+  pricer = pricerwrapper   
   token = weth # some swap (WETH-WBTC) almost in every DEX, the most gas-consuming scenario
   ## 1e18
   sell_count = 10
   sell_amount = sell_count * oneE18 ## 1e18
 
   tx = pricer.findOptimalSwap(token, wbtc.address, sell_amount)
-  assert (tx.return_value[0] <= 3 or tx.return_value[0] == 5) ## CURVE or UNIV2 or SUSHI or UNIV3 or BALANCER  
-  assert tx.return_value[1] > 0  
-  assert tx.gas_used <= 210000 ## 200229 in test simulation
+  assert (tx[1][0] <= 3 or tx[1][0] == 5) ## CURVE or UNIV2 or SUSHI or UNIV3 or BALANCER  
+  assert tx[1][1] > 0  
+  assert tx[0] <= 210000 ## 200229 in test simulation
 

tests/gas_benchmark/benchmark_token_coverage.py

@@ -48,12 +48,13 @@
 ]
 
 @pytest.mark.parametrize("token,count", TOP_DECIMAL18_TOKENS)
-def test_token_decimal18(oneE18, weth, token, count, pricer):
+def test_token_decimal18(oneE18, weth, token, count, pricerwrapper):
+  pricer = pricerwrapper   
   sell_token = token
   ## 1e18
   sell_count = count
   sell_amount = sell_count * oneE18 ## 1e18
 
-  quote = pricer.findOptimalSwap.call(sell_token, weth.address, sell_amount)
-  assert quote[1] > 0  
+  quote = pricer.findOptimalSwap(sell_token, weth.address, sell_amount)
+  assert quote[1][1] > 0