Initial trade and route tests (Uniswap#6)

* some initial route and trade tests

* more tests

* adding tests for min/maxAmount, executionPrice, and priceImpact

* make cast a bit better

* Fix code style issues with Prettier

Co-authored-by: Noah Zinsmeister <[email protected]>
Co-authored-by: Lint Action <[email protected]>

Author: 3 people

src/entities/route.test.ts

@@ -0,0 +1,240 @@
+import { Ether, Token, WETH9, CurrencyAmount } from '@uniswap/sdk-core'
+import { Route as V3RouteSDK, Pool, FeeAmount, TickMath, encodeSqrtRatioX96 } from '@uniswap/v3-sdk'
+import { RouteV3 } from './route'
+import { Protocol } from './protocol'
+import { Route as V2RouteSDK, Pair } from '@uniswap/v2-sdk'
+import { RouteV2 } from './route'
+
+describe('RouteV3', () => {
+  const ETHER = Ether.onChain(1)
+  const token0 = new Token(1, '0x0000000000000000000000000000000000000001', 18, 't0')
+  const token1 = new Token(1, '0x0000000000000000000000000000000000000002', 18, 't1')
+  const token2 = new Token(1, '0x0000000000000000000000000000000000000003', 18, 't2')
+  const weth = WETH9[1]
+
+  const pool_0_1 = new Pool(token0, token1, FeeAmount.MEDIUM, encodeSqrtRatioX96(1, 1), 0, 0, [])
+  const pool_0_weth = new Pool(token0, weth, FeeAmount.MEDIUM, encodeSqrtRatioX96(1, 1), 0, 0, [])
+  const pool_1_weth = new Pool(token1, weth, FeeAmount.MEDIUM, encodeSqrtRatioX96(1, 1), 0, 0, [])
+
+  describe('path', () => {
+    it('wraps original v3 route object and successfully constructs a path from the tokens', () => {
+      const routeOriginal = new V3RouteSDK([pool_0_1], token0, token1)
+      const route = new RouteV3(routeOriginal)
+      expect(route.pools).toEqual([pool_0_1])
+      expect(route.tokenPath).toEqual([token0, token1])
+      expect(route.input).toEqual(token0)
+      expect(route.output).toEqual(token1)
+      expect(route.chainId).toEqual(1)
+    })
+  })
+
+  it('successfully assigns the protocol', () => {
+    const routeOriginal = new V3RouteSDK([pool_0_1], token0, token1)
+    const route = new RouteV3(routeOriginal)
+    expect(route.protocol).toEqual(Protocol.V3)
+  })
+
+  it('inherits parameters from extended route class', () => {
+    const routeOriginal = new V3RouteSDK([pool_0_1], token0, token1)
+    const route = new RouteV3(routeOriginal)
+    expect(route.pools).toEqual(routeOriginal.pools)
+    expect(route.path).toEqual(routeOriginal.tokenPath)
+    expect(route.input).toEqual(routeOriginal.input)
+    expect(route.output).toEqual(routeOriginal.output)
+    expect(route.midPrice).toEqual(routeOriginal.midPrice)
+    expect(route.chainId).toEqual(routeOriginal.chainId)
+  })
+
+  it('can have a token as both input and output', () => {
+    const routeOriginal = new V3RouteSDK([pool_0_weth, pool_0_1, pool_1_weth], weth, weth)
+    const route = new RouteV3(routeOriginal)
+    expect(route.pools).toEqual([pool_0_weth, pool_0_1, pool_1_weth])
+    expect(route.input).toEqual(weth)
+    expect(route.output).toEqual(weth)
+  })
+
+  it('supports ether input', () => {
+    const routeOriginal = new V3RouteSDK([pool_0_weth], ETHER, token0)
+    const route = new RouteV3(routeOriginal)
+    expect(route.pools).toEqual([pool_0_weth])
+    expect(route.input).toEqual(ETHER)
+    expect(route.output).toEqual(token0)
+  })
+
+  it('supports ether output', () => {
+    const routeOriginal = new V3RouteSDK([pool_0_weth], token0, ETHER)
+    const route = new RouteV3(routeOriginal)
+    expect(route.pools).toEqual([pool_0_weth])
+    expect(route.input).toEqual(token0)
+    expect(route.output).toEqual(ETHER)
+  })
+
+  describe('#midPrice', () => {
+    const pool_0_1 = new Pool(
+      token0,
+      token1,
+      FeeAmount.MEDIUM,
+      encodeSqrtRatioX96(1, 5),
+      0,
+      TickMath.getTickAtSqrtRatio(encodeSqrtRatioX96(1, 5)),
+      []
+    )
+    const pool_1_2 = new Pool(
+      token1,
+      token2,
+      FeeAmount.MEDIUM,
+      encodeSqrtRatioX96(15, 30),
+      0,
+      TickMath.getTickAtSqrtRatio(encodeSqrtRatioX96(15, 30)),
+      []
+    )
+    const pool_0_weth = new Pool(
+      token0,
+      weth,
+      FeeAmount.MEDIUM,
+      encodeSqrtRatioX96(3, 1),
+      0,
+      TickMath.getTickAtSqrtRatio(encodeSqrtRatioX96(3, 1)),
+      []
+    )
+    const pool_1_weth = new Pool(
+      token1,
+      weth,
+      FeeAmount.MEDIUM,
+      encodeSqrtRatioX96(1, 7),
+      0,
+      TickMath.getTickAtSqrtRatio(encodeSqrtRatioX96(1, 7)),
+      []
+    )
+
+    it('correct for 0 -> 1', () => {
+      const routeOriginal = new V3RouteSDK([pool_0_1], token0, token1)
+      const price = new RouteV3(routeOriginal).midPrice
+      expect(price.toFixed(4)).toEqual('0.2000')
+      expect(price.baseCurrency.equals(token0)).toEqual(true)
+      expect(price.quoteCurrency.equals(token1)).toEqual(true)
+    })
+
+    it('is cached', () => {
+      const routeOriginal = new V3RouteSDK([pool_0_1], token0, token1)
+      const route = new RouteV3(routeOriginal)
+      expect(route.midPrice).toStrictEqual(route.midPrice)
+    })
+
+    it('correct for 1 -> 0', () => {
+      const routeOriginal = new V3RouteSDK([pool_0_1], token1, token0)
+      const price = new RouteV3(routeOriginal).midPrice
+      expect(price.toFixed(4)).toEqual('5.0000')
+      expect(price.baseCurrency.equals(token1)).toEqual(true)
+      expect(price.quoteCurrency.equals(token0)).toEqual(true)
+    })
+
+    it('correct for 0 -> 1 -> 2', () => {
+      const routeOriginal = new V3RouteSDK([pool_0_1, pool_1_2], token0, token2)
+      const price = new RouteV3(routeOriginal).midPrice
+      expect(price.toFixed(4)).toEqual('0.1000')
+      expect(price.baseCurrency.equals(token0)).toEqual(true)
+      expect(price.quoteCurrency.equals(token2)).toEqual(true)
+    })
+
+    it('correct for 2 -> 1 -> 0', () => {
+      const routeOriginal = new V3RouteSDK([pool_1_2, pool_0_1], token2, token0)
+      const price = new RouteV3(routeOriginal).midPrice
+      expect(price.toFixed(4)).toEqual('10.0000')
+      expect(price.baseCurrency.equals(token2)).toEqual(true)
+      expect(price.quoteCurrency.equals(token0)).toEqual(true)
+    })
+
+    it('correct for ether -> 0', () => {
+      const routeOriginal = new V3RouteSDK([pool_0_weth], ETHER, token0)
+      const price = new RouteV3(routeOriginal).midPrice
+      expect(price.toFixed(4)).toEqual('0.3333')
+      expect(price.baseCurrency.equals(ETHER)).toEqual(true)
+      expect(price.quoteCurrency.equals(token0)).toEqual(true)
+    })
+
+    it('correct for 1 -> weth', () => {
+      const price = new V3RouteSDK([pool_1_weth], token1, weth).midPrice
+      expect(price.toFixed(4)).toEqual('0.1429')
+      expect(price.baseCurrency.equals(token1)).toEqual(true)
+      expect(price.quoteCurrency.equals(weth)).toEqual(true)
+    })
+
+    it('correct for ether -> 0 -> 1 -> weth', () => {
+      const routeOriginal = new V3RouteSDK([pool_0_weth, pool_0_1, pool_1_weth], ETHER, weth)
+      const price = new RouteV3(routeOriginal).midPrice
+      expect(price.toSignificant(4)).toEqual('0.009524')
+      expect(price.baseCurrency.equals(ETHER)).toEqual(true)
+      expect(price.quoteCurrency.equals(weth)).toEqual(true)
+    })
+
+    it('correct for weth -> 0 -> 1 -> ether', () => {
+      const routeOriginal = new V3RouteSDK([pool_0_weth, pool_0_1, pool_1_weth], weth, ETHER)
+      const price = new RouteV3(routeOriginal).midPrice
+      expect(price.toSignificant(4)).toEqual('0.009524')
+      expect(price.baseCurrency.equals(weth)).toEqual(true)
+      expect(price.quoteCurrency.equals(ETHER)).toEqual(true)
+    })
+  })
+})
+
+describe('RouteV2', () => {
+  const ETHER = Ether.onChain(1)
+  const token0 = new Token(1, '0x0000000000000000000000000000000000000001', 18, 't0')
+  const token1 = new Token(1, '0x0000000000000000000000000000000000000002', 18, 't1')
+  const weth = WETH9[1]
+  const pair_0_1 = new Pair(CurrencyAmount.fromRawAmount(token0, '100'), CurrencyAmount.fromRawAmount(token1, '200'))
+  const pair_0_weth = new Pair(CurrencyAmount.fromRawAmount(token0, '100'), CurrencyAmount.fromRawAmount(weth, '100'))
+  const pair_1_weth = new Pair(CurrencyAmount.fromRawAmount(token1, '175'), CurrencyAmount.fromRawAmount(weth, '100'))
+
+  it('successfully assigns the protocol', () => {
+    const routeOriginal = new V2RouteSDK([pair_0_1], token0, token1)
+    const route = new RouteV2(routeOriginal)
+    expect(route.protocol).toEqual(Protocol.V2)
+  })
+
+  it('inherits parameters from extended route class', () => {
+    const routeOriginal = new V2RouteSDK([pair_0_1], token0, token1)
+    const route = new RouteV2(routeOriginal)
+    expect(route.pools).toEqual(routeOriginal.pairs)
+    expect(route.path).toEqual(routeOriginal.path)
+    expect(route.input).toEqual(routeOriginal.input)
+    expect(route.output).toEqual(routeOriginal.output)
+    expect(route.midPrice).toEqual(routeOriginal.midPrice)
+    expect(route.chainId).toEqual(routeOriginal.chainId)
+  })
+
+  it('constructs a path from the tokens', () => {
+    const routeOriginal = new V2RouteSDK([pair_0_1], token0, token1)
+    const route = new RouteV2(routeOriginal)
+    expect(route.pairs).toEqual([pair_0_1])
+    expect(route.path).toEqual([token0, token1])
+    expect(route.input).toEqual(token0)
+    expect(route.output).toEqual(token1)
+    expect(route.chainId).toEqual(1)
+  })
+
+  it('can have a token as both input and output', () => {
+    const routeOriginal = new V2RouteSDK([pair_0_weth, pair_0_1, pair_1_weth], weth, weth)
+    const route = new RouteV2(routeOriginal)
+    expect(route.pairs).toEqual([pair_0_weth, pair_0_1, pair_1_weth])
+    expect(route.input).toEqual(weth)
+    expect(route.output).toEqual(weth)
+  })
+
+  it('supports ether input', () => {
+    const routeOriginal = new V2RouteSDK([pair_0_weth], ETHER, token0)
+    const route = new RouteV2(routeOriginal)
+    expect(route.pairs).toEqual([pair_0_weth])
+    expect(route.input).toEqual(ETHER)
+    expect(route.output).toEqual(token0)
+  })
+
+  it('supports ether output', () => {
+    const routeOriginal = new V2RouteSDK([pair_0_weth], token0, ETHER)
+    const route = new RouteV2(routeOriginal)
+    expect(route.pairs).toEqual([pair_0_weth])
+    expect(route.input).toEqual(token0)
+    expect(route.output).toEqual(ETHER)
+  })
+})

src/entities/route.ts

@@ -9,6 +9,8 @@ export interface IRoute<TInput extends Currency, TOutput extends Currency, TPool
   pools: TPool[]
   path: Token[]
   midPrice: Price<TInput, TOutput>
+  input: TInput
+  output: TOutput
 }
 
 // V2 route wrapper