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Refactor joinPool() tests w/ expected values wrt priceRouter.getValues
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@0xEinCodes
0xEinCodes committed Jun 26, 2023
1 parent c575946 commit 8cfb811
Showing 1 changed file with 52 additions and 152 deletions.
204 changes: 52 additions & 152 deletions test/testAdaptors/BalancerPoolAdaptor.t.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -70,15 +70,13 @@ contract BalancerPoolAdaptorTest is Test {
ERC20 private WETH = ERC20(0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2);
ERC20 private WBTC = ERC20(0x2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599);
ERC20 private BAL = ERC20(0xba100000625a3754423978a60c9317c58a424e3D);
ERC20 private waWETH = ERC20(0x59463BB67dDD04fe58ED291ba36C26d99A39fbc6);
ERC20 private wstETH = ERC20(0x7f39C581F595B53c5cb19bD0b3f8dA6c935E2Ca0);
ERC20 private STETH = ERC20(0xae7ab96520DE3A18E5e111B5EaAb095312D7fE84);

address private constant uniV3Router = 0xE592427A0AEce92De3Edee1F18E0157C05861564;
address private constant uniV2Router = 0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D;

// Balancer specific vars
address private constant GAUGE_B_stETH_STABLE = 0xcD4722B7c24C29e0413BDCd9e51404B4539D14aE; // Balancer B-stETH-STABLE Gauge Depo... (B-stETH-S...)
ERC20 private BB_A_USD = ERC20(0xfeBb0bbf162E64fb9D0dfe186E517d84C395f016);
ERC20 private vanillaUsdcDaiUsdt = ERC20(0x79c58f70905F734641735BC61e45c19dD9Ad60bC);
ERC20 private BB_A_WETH = ERC20(0x60D604890feaa0b5460B28A424407c24fe89374a);
Expand All @@ -92,12 +90,6 @@ contract BalancerPoolAdaptorTest is Test {
ERC20 private BB_A_USD_GAUGE = ERC20(0x0052688295413b32626D226a205b95cDB337DE86); // query subgraph for gauges wrt to poolId: https://docs.balancer.fi/reference/vebal-and-gauges/gauges.html#query-gauge-by-l2-sidechain-pool:~:text=%23-,Query%20Pending%20Tokens%20for%20a%20Given%20Pool,-The%20process%20differs
address private constant BB_A_USD_GAUGE_ADDRESS = 0x0052688295413b32626D226a205b95cDB337DE86;
address private constant wstETH_bbaWETH_GAUGE_ADDRESS = 0x5f838591A5A8048F0E4C4c7fCca8fD9A25BF0590;
uint256 private constant BB_A_USD_DECIMALS = 18; //BB_A_USD.decimals();
uint256 private constant BB_A_USD_GAUGE_DECIMALS = 18; //BB_A_USD_GAUGE.decimals();
uint256 private constant USDC_DECIMALS = 6;
uint256 private constant USDT_DECIMALS = 18;
uint256 private constant DAI_DECIMALS = 18;
uint256 MultiTokenAssets_D18 = 100_000e18;

// Mainnet Balancer Specific Addresses
address private vault = 0xBA12222222228d8Ba445958a75a0704d566BF2C8;
Expand Down Expand Up @@ -168,8 +160,6 @@ contract BalancerPoolAdaptorTest is Test {
settings = PriceRouter.AssetSettings(EXTENSION_DERIVATIVE, address(wstethExtension));
priceRouter.addAsset(wstETH, settings, abi.encode(0), price);

// TODO: add pricing for wstETH & waWETH to support balancer boosted weth pool: https://app.balancer.fi/#/ethereum/pool/0xe0fcbf4d98f0ad982db260f86cf28b49845403c5000000000000000000000504

// Add bb_a_USD pricing.
uint8[8] memory rateProviderDecimals;
address[8] memory rateProviders;
Expand Down Expand Up @@ -230,11 +220,6 @@ contract BalancerPoolAdaptorTest is Test {

USDC.safeApprove(address(cellar), type(uint256).max);

// deal(address(USDT), address(cellar), 100_000e6); // TODO: EIN
// deal(address(DAI), address(cellar), MultiTokenAssets_D18); // TODO: EIN
// deal(address(WETH), address(cellar), 1000e18); // TODO: EIN
// deal(address(wstETH), address(cellar), 1000e18); // TODO: EIN

cellar.setRebalanceDeviation(0.005e18);
cellar.addPositionToCatalogue(daiPosition);
cellar.addPositionToCatalogue(usdtPosition);
Expand Down Expand Up @@ -290,7 +275,6 @@ contract BalancerPoolAdaptorTest is Test {
);
assertEq(BB_A_USD.balanceOf(address(cellar)), 0, "Cellar should have no BB_A_USD.");
assertEq(BB_A_USD_GAUGE.balanceOf(address(cellar)), 0, "Cellar should have no BB_A_USD_GAUGE.");
console.log("Address Cellar", address(cellar));
}

function testStakeBpt(uint256 assets) external checkBlockNumber {
Expand Down Expand Up @@ -493,8 +477,6 @@ contract BalancerPoolAdaptorTest is Test {

data[0] = Cellar.AdaptorCall({ adaptor: address(balancerPoolAdaptor), callData: adaptorCalls });
cellar.callOnAdaptor(data);

console.log("BPTs", vanillaUsdcDaiUsdt.balanceOf(address(cellar)));
}

function testJoinBoostedPool() external {
Expand Down Expand Up @@ -531,21 +513,15 @@ contract BalancerPoolAdaptorTest is Test {

data[0] = Cellar.AdaptorCall({ adaptor: address(balancerPoolAdaptor), callData: adaptorCalls });
cellar.callOnAdaptor(data);

console.log("BPTs", BB_A_USD.balanceOf(address(cellar)));
}

// take joinVanillaPool, have the user deposit. Deal out cellar equal parts of the constituents (USDC, USDT, DAI). Change the swap info so it's giving multi-tokens (not just one).
// NOTE: cellar has 100_000 DAI and USDT to start (from setup)
// TODO: make this a fuzzing test and write out proper assertions.
function testJoinVanillaPoolWithMultiTokens() external {
// Deposit into Cellar.
uint256 assets = 100e6;
uint256 assets_D18 = 100e18;
deal(address(USDC), address(this), assets);

// deal(address(WETH), address(cellar), 1000e18);
// deal(address(wstETH), address(cellar), 1000e18);
cellar.deposit(assets, address(this));

uint256 daiAmount = priceRouter.getValue(USDC, assets / 3, DAI);
Expand Down Expand Up @@ -576,19 +552,28 @@ contract BalancerPoolAdaptorTest is Test {
swapData.swapDeadlines[2] = block.timestamp;
adaptorCalls[0] = _createBytesDataToJoinPool(vanillaUsdcDaiUsdt, swapsBeforeJoin, swapData, 0);

uint256 bptBalanceBefore = vanillaUsdcDaiUsdt.balanceOf(address(cellar));
uint256 expectedBPT = assets * 1e12 * 3; // TODO: use priceRouter.getValues --> get the value of USDC, USDT, DAI in terms of bpt. Then you can compare with a percentage. Try 1 %.
ERC20[] memory baseAssets = new ERC20[](3);
baseAssets[0] = DAI;
baseAssets[1] = USDC;
baseAssets[2] = USDT;

uint256[] memory baseAmounts = new uint256[](3);
baseAmounts[0] = daiAmount;
baseAmounts[1] = usdcAmount;
baseAmounts[2] = usdtAmount;

uint256 expectedBPT = priceRouter.getValues(baseAssets, baseAmounts, vanillaUsdcDaiUsdt);

data[0] = Cellar.AdaptorCall({ adaptor: address(balancerPoolAdaptor), callData: adaptorCalls });
// carry out tx
cellar.callOnAdaptor(data);
uint256 bptBalanceAfter = vanillaUsdcDaiUsdt.balanceOf(address(cellar));
// assertApproxEqAbs(
// bptBalanceAfter - bptBalanceBefore,
// expectedBPT,
// 1e18,
// "Cellar BPT balance should incur only a small amount slippage"
// );

assertApproxEqRel(
vanillaUsdcDaiUsdt.balanceOf(address(cellar)),
expectedBPT,
0.01e18,
"Cellar BPT balance should incur only a small amount slippage (3%)"
);
}

function testJoinBoostedPoolWithMultipleTokens() external {
Expand Down Expand Up @@ -649,115 +634,31 @@ contract BalancerPoolAdaptorTest is Test {

adaptorCalls[0] = _createBytesDataToJoinPool(BB_A_USD, swapsBeforeJoin, swapData, 0);

uint256 bptBalanceBefore = BB_A_USD.balanceOf(address(cellar));
uint256 expectedBPT = assets * 1e12 * 3; // TODO: use priceRouter.getValues --> get the value of USDC, USDT, DAI in terms of bpt. Then you can compare with a percentage. Try 1 %.

data[0] = Cellar.AdaptorCall({ adaptor: address(balancerPoolAdaptor), callData: adaptorCalls });
cellar.callOnAdaptor(data);

uint256 bptBalanceAfter = BB_A_USD.balanceOf(address(cellar));

// assertApproxEqAbs(
// bptBalanceAfter - bptBalanceBefore,
// expectedBPT,
// 1000e18,
// "Cellar BPT balance should incur only a small amount slippage (0.2-0.3%)"
// );
}

// test non-stable pools
/**
* @notice test non-stablecoin pools (that are still composable stable pools or past stable pool versions)
*/
function testNonStableCoinJoinSingleToken() external {
// Add wstETH_bbaWETH pricing.
uint8[8] memory rateProviderDecimals;
address[8] memory rateProviders;
ERC20[8] memory underlyings;
underlyings[0] = WETH;
underlyings[1] = STETH;
BalancerStablePoolExtension.ExtensionStorage memory extensionStor = BalancerStablePoolExtension
.ExtensionStorage({
poolId: bytes32(0),
poolDecimals: 18,
rateProviderDecimals: rateProviderDecimals,
rateProviders: rateProviders,
underlyingOrConstituent: underlyings
});
PriceRouter.AssetSettings memory settings;

settings = PriceRouter.AssetSettings(EXTENSION_DERIVATIVE, address(balancerStablePoolExtension));
priceRouter.addAsset(wstETH_bbaWETH, settings, abi.encode(extensionStor), 1.787e11); // from recorded price at this block

wstETH_bbaWETHPosition = registry.trustPosition(
address(balancerPoolAdaptor),
abi.encode(address(wstETH_bbaWETH), wstETH_bbaWETH_GAUGE_ADDRESS)
);
wstETHPosition = registry.trustPosition(address(erc20Adaptor), abi.encode(address(wstETH))); // holdingPosition for tests
WETHPosition = registry.trustPosition(address(erc20Adaptor), abi.encode(address(WETH))); // holdingPosition for tests

cellar.addPositionToCatalogue(wstETHPosition);
cellar.addPositionToCatalogue(WETHPosition);
cellar.addPositionToCatalogue(wstETH_bbaWETHPosition);
ERC20[] memory baseAssets = new ERC20[](3);
baseAssets[0] = DAI;
baseAssets[1] = USDC;
baseAssets[2] = USDT;

cellar.addPosition(0, wstETHPosition, abi.encode(0), false);
cellar.addPosition(0, WETHPosition, abi.encode(0), false);
cellar.addPosition(0, wstETH_bbaWETHPosition, abi.encode(0), false);

// pricing set up for BB_A_WETH now
// now, we set up the adaptorCall to actually join the pool
// TODO: Simple one: deal wstETH to user and they deposit to cellar. Cellar handles this like the vanillapool
uint256[] memory baseAmounts = new uint256[](3);
baseAmounts[0] = daiAmount;
baseAmounts[1] = usdcAmount;
baseAmounts[2] = usdtAmount;

uint256 assetsD18 = 1000e18;

// Have strategist rebalance into boosted USDC DAI USDT Bpt.
Cellar.AdaptorCall[] memory data = new Cellar.AdaptorCall[](1);
bytes[] memory adaptorCalls = new bytes[](1);

// Create Swap Data with constituent tokens (waWETH (to bb-a-WETH), WETH (to bb-a-WETH), wstETH)
// TODO: confirm the order for token addresses
IVault.SingleSwap[] memory swapsBeforeJoin = new IVault.SingleSwap[](2);

// NOTE: `vault.getPoolTokens(wstETH_bbaWETH)` to be - [0]: BB_A_WETH, [1]: wstETH, [2]: wstETH_bbaWETH
swapsBeforeJoin[0] = IVault.SingleSwap({
poolId: IBasePool(address(BB_A_WETH)).getPoolId(),
kind: IVault.SwapKind.GIVEN_IN,
assetIn: IAsset(address(WETH)),
assetOut: IAsset(address(BB_A_WETH)),
amount: assetsD18,
userData: bytes(abi.encode(0))
});

swapsBeforeJoin[1].assetIn = IAsset(address(wstETH));
swapsBeforeJoin[1].amount = assetsD18;

BalancerPoolAdaptor.SwapData memory swapData;
swapData.minAmountsForSwaps = new uint256[](2);
swapData.swapDeadlines = new uint256[](2);
swapData.swapDeadlines[0] = block.timestamp;
swapData.swapDeadlines[1] = block.timestamp;

adaptorCalls[0] = _createBytesDataToJoinPool(wstETH_bbaWETH, swapsBeforeJoin, swapData, 0);

// uint256 bptBalanceBefore = BB_A_USD.balanceOf(address(cellar));
// uint256 expectedBPT = assets * 1e12 * 3;
uint256 expectedBPT = priceRouter.getValues(baseAssets, baseAmounts, vanillaUsdcDaiUsdt);

data[0] = Cellar.AdaptorCall({ adaptor: address(balancerPoolAdaptor), callData: adaptorCalls });
cellar.callOnAdaptor(data);

// uint256 bptBalanceAfter = BB_A_USD.balanceOf(address(cellar));

// assertApproxEqAbs(
// bptBalanceAfter - bptBalanceBefore,
// expectedBPT,
// 1000e18,
// "Cellar BPT balance should incur only a small amount slippage (0.2-0.3%)"
// );
assertApproxEqRel(
BB_A_USD.balanceOf(address(cellar)),
expectedBPT,
0.01e18,
"Cellar BPT balance should incur only a small amount slippage (1%)"
);
}

/**
* TODO: More complex join: deal wstETH to user and they deposit to cellar. Cellar should be dealt equal amounts of other constituent (WETH). Prepare swaps for bb-a-WETH.
* //NOTE: `vault.getPoolTokens(wstETH_bbaWETH)` to be - [0]: BB_A_WETH, [1]: wstETH, [2]: wstETH_bbaWETH
* More complex join: deal wstETH to user and they deposit to cellar. Cellar should be dealt equal amounts of other constituent (WETH). Prepare swaps for bb-a-WETH.
*/
function testNonStableCoinJoinMultiTokens() external {
uint256 assets = 1000e6;
Expand All @@ -779,7 +680,7 @@ contract BalancerPoolAdaptorTest is Test {
PriceRouter.AssetSettings memory settings;

settings = PriceRouter.AssetSettings(EXTENSION_DERIVATIVE, address(balancerStablePoolExtension));
priceRouter.addAsset(wstETH_bbaWETH, settings, abi.encode(extensionStor), 1.787e11); // TODO: get actual price via testing revert and then make sure to run the test at the specific block.address
priceRouter.addAsset(wstETH_bbaWETH, settings, abi.encode(extensionStor), 1.787e11);

wstETH_bbaWETHPosition = registry.trustPosition(
address(balancerPoolAdaptor),
Expand All @@ -796,8 +697,7 @@ contract BalancerPoolAdaptorTest is Test {
cellar.addPosition(0, WETHPosition, abi.encode(0), false);
cellar.addPosition(0, wstETH_bbaWETHPosition, abi.encode(0), false);

// pricing set up for BB_A_WETH now
// TODO: now, we set up the adaptorCall to actually join the pool
// pricing set up for BB_A_WETH. Now, we set up the adaptorCall to actually join the pool

uint256 wethAmount = priceRouter.getValue(USDC, assets / 2, WETH);
uint256 wstethAmount = priceRouter.getValue(USDC, assets / 2, wstETH);
Expand All @@ -810,8 +710,6 @@ contract BalancerPoolAdaptorTest is Test {
Cellar.AdaptorCall[] memory data = new Cellar.AdaptorCall[](1);
bytes[] memory adaptorCalls = new bytes[](1);

// Create Swap Data with constituent tokens (waWETH (to bb-a-WETH), WETH (to bb-a-WETH), wstETH)
// TODO: confirm the order for token addresses
IVault.SingleSwap[] memory swapsBeforeJoin = new IVault.SingleSwap[](2);

// NOTE: `vault.getPoolTokens(wstETH_bbaWETH)` to be - [0]: BB_A_WETH, [1]: wstETH, [2]: wstETH_bbaWETH
Expand All @@ -835,20 +733,26 @@ contract BalancerPoolAdaptorTest is Test {

adaptorCalls[0] = _createBytesDataToJoinPool(wstETH_bbaWETH, swapsBeforeJoin, swapData, 0);

// uint256 bptBalanceBefore = BB_A_USD.balanceOf(address(cellar));
// uint256 expectedBPT = assets * 1e12 * 3;
ERC20[] memory baseAssets = new ERC20[](3);
baseAssets[0] = WETH;
baseAssets[1] = wstETH;
baseAssets[2] = USDC;

uint256[] memory baseAmounts = new uint256[](3);
baseAmounts[0] = wethAmount;
baseAmounts[1] = wstethAmount;
baseAmounts[2] = 0;
uint256 expectedBPT = priceRouter.getValues(baseAssets, baseAmounts, wstETH_bbaWETH);

data[0] = Cellar.AdaptorCall({ adaptor: address(balancerPoolAdaptor), callData: adaptorCalls });
cellar.callOnAdaptor(data);

// uint256 bptBalanceAfter = BB_A_USD.balanceOf(address(cellar));

// assertApproxEqAbs(
// bptBalanceAfter - bptBalanceBefore,
// expectedBPT,
// 1000e18,
// "Cellar BPT balance should incur only a small amount slippage (0.2-0.3%)"
// );
assertApproxEqRel(
wstETH_bbaWETH.balanceOf(address(cellar)),
expectedBPT,
0.01e18,
"Cellar BPT balance should incur only a small amount slippage (1%)"
);
}

/// exitPool() tests
Expand Down Expand Up @@ -898,8 +802,6 @@ contract BalancerPoolAdaptorTest is Test {
data[0] = Cellar.AdaptorCall({ adaptor: address(balancerPoolAdaptor), callData: adaptorCalls });

cellar.callOnAdaptor(data);

console.log("USDC", USDC.balanceOf(address(cellar)));
}

function testExitBoostedPool() external {
Expand Down Expand Up @@ -953,8 +855,6 @@ contract BalancerPoolAdaptorTest is Test {
data[0] = Cellar.AdaptorCall({ adaptor: address(balancerPoolAdaptor), callData: adaptorCalls });

cellar.callOnAdaptor(data);

console.log("USDT", USDT.balanceOf(address(cellar)));
}

// ========================================= HELPERS =========================================
Expand Down

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