add unit tests for swap (#231)

src/mappings/pool/initialize.ts

@@ -8,6 +8,7 @@ import {
   getEthPriceInUSD,
   MINIMUM_ETH_LOCKED,
   STABLE_COINS,
+  STABLECOIN_IS_TOKEN0,
   USDC_WETH_03_POOL,
   WETH_ADDRESS,
 } from '../../utils/pricing'
@@ -19,7 +20,7 @@ export function handleInitialize(event: Initialize): void {
 export function handleInitializeHelper(
   event: Initialize,
   stablecoinWrappedNativePoolAddress: string = USDC_WETH_03_POOL,
-  stablecoinIsToken0: boolean = true,
+  stablecoinIsToken0: boolean = STABLECOIN_IS_TOKEN0,
   wrappedNativeAddress: string = WETH_ADDRESS,
   stablecoinAddresses: string[] = STABLE_COINS,
   minimumEthLocked: BigDecimal = MINIMUM_ETH_LOCKED,

src/mappings/pool/swap.ts

@@ -11,9 +11,32 @@ import {
   updateTokenHourData,
   updateUniswapDayData,
 } from '../../utils/intervalUpdates'
-import { findEthPerToken, getEthPriceInUSD, getTrackedAmountUSD, sqrtPriceX96ToTokenPrices } from '../../utils/pricing'
+import {
+  findEthPerToken,
+  getEthPriceInUSD,
+  getTrackedAmountUSD,
+  MINIMUM_ETH_LOCKED,
+  sqrtPriceX96ToTokenPrices,
+  STABLE_COINS,
+  STABLECOIN_IS_TOKEN0,
+  USDC_WETH_03_POOL,
+  WETH_ADDRESS,
+  WHITELIST_TOKENS,
+} from '../../utils/pricing'
 
 export function handleSwap(event: SwapEvent): void {
+  handleSwapHelper(event)
+}
+
+export function handleSwapHelper(
+  event: SwapEvent,
+  stablecoinWrappedNativePoolAddress: string = USDC_WETH_03_POOL,
+  stablecoinIsToken0: boolean = STABLECOIN_IS_TOKEN0,
+  wrappedNativeAddress: string = WETH_ADDRESS,
+  stablecoinAddresses: string[] = STABLE_COINS,
+  minimumEthLocked: BigDecimal = MINIMUM_ETH_LOCKED,
+  whitelistTokens: string[] = WHITELIST_TOKENS,
+): void {
   const bundle = Bundle.load('1')!
   const factory = Factory.load(FACTORY_ADDRESS)!
   const pool = Pool.load(event.address.toHexString())!
@@ -47,9 +70,13 @@ export function handleSwap(event: SwapEvent): void {
     const amount1USD = amount1ETH.times(bundle.ethPriceUSD)
 
     // get amount that should be tracked only - div 2 because cant count both input and output as volume
-    const amountTotalUSDTracked = getTrackedAmountUSD(amount0Abs, token0 as Token, amount1Abs, token1 as Token).div(
-      BigDecimal.fromString('2'),
-    )
+    const amountTotalUSDTracked = getTrackedAmountUSD(
+      amount0Abs,
+      token0 as Token,
+      amount1Abs,
+      token1 as Token,
+      whitelistTokens,
+    ).div(BigDecimal.fromString('2'))
     const amountTotalETHTracked = safeDiv(amountTotalUSDTracked, bundle.ethPriceUSD)
     const amountTotalUSDUntracked = amount0USD.plus(amount1USD).div(BigDecimal.fromString('2'))
 
@@ -106,10 +133,10 @@ export function handleSwap(event: SwapEvent): void {
     pool.save()
 
     // update USD pricing
-    bundle.ethPriceUSD = getEthPriceInUSD()
+    bundle.ethPriceUSD = getEthPriceInUSD(stablecoinWrappedNativePoolAddress, stablecoinIsToken0)
     bundle.save()
-    token0.derivedETH = findEthPerToken(token0 as Token)
-    token1.derivedETH = findEthPerToken(token1 as Token)
+    token0.derivedETH = findEthPerToken(token0 as Token, wrappedNativeAddress, stablecoinAddresses, minimumEthLocked)
+    token1.derivedETH = findEthPerToken(token1 as Token, wrappedNativeAddress, stablecoinAddresses, minimumEthLocked)
 
     /**
      * Things afffected by new USD rates

src/utils/pricing.ts

@@ -6,6 +6,7 @@ import { ONE_BD, ZERO_BD, ZERO_BI } from './constants'
 
 export const WETH_ADDRESS = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'
 export const USDC_WETH_03_POOL = '0x8ad599c3a0ff1de082011efddc58f1908eb6e6d8'
+export const STABLECOIN_IS_TOKEN0 = true
 
 // token where amounts should contribute to tracked volume and liquidity
 // usually tokens that many tokens are paired with s
@@ -56,7 +57,7 @@ export function sqrtPriceX96ToTokenPrices(sqrtPriceX96: BigInt, token0: Token, t
 
 export function getEthPriceInUSD(
   stablecoinWrappedNativePoolAddress: string = USDC_WETH_03_POOL,
-  stablecoinIsToken0: boolean = true, // true is stablecoin is token0, false if stablecoin is token1
+  stablecoinIsToken0: boolean = STABLECOIN_IS_TOKEN0, // true is stablecoin is token0, false if stablecoin is token1
 ): BigDecimal {
   const stablecoinWrappedNativePool = Pool.load(stablecoinWrappedNativePoolAddress)
   if (stablecoinWrappedNativePool !== null) {

tests/handleSwap.test.ts

@@ -0,0 +1,260 @@
+import { Address, BigDecimal, BigInt, ethereum } from '@graphprotocol/graph-ts'
+import { beforeAll, describe, test } from 'matchstick-as'
+
+import { handleSwapHelper } from '../src/mappings/pool/swap'
+import { Bundle, Token } from '../src/types/schema'
+import { Swap } from '../src/types/templates/Pool/Pool'
+import { convertTokenToDecimal, safeDiv } from '../src/utils'
+import { FACTORY_ADDRESS, ZERO_BD } from '../src/utils/constants'
+import { findEthPerToken, getEthPriceInUSD, getTrackedAmountUSD, sqrtPriceX96ToTokenPrices } from '../src/utils/pricing'
+import {
+  assertObjectMatches,
+  invokePoolCreatedWithMockedEthCalls,
+  MOCK_EVENT,
+  POOL_FEE_TIER_03,
+  POOL_TICK_SPACING_03,
+  TEST_ETH_PRICE_USD,
+  TEST_USDC_DERIVED_ETH,
+  TEST_WETH_DERIVED_ETH,
+  USDC_MAINNET_FIXTURE,
+  USDC_WETH_03_MAINNET_POOL,
+  WETH_MAINNET_FIXTURE,
+} from './constants'
+
+class SwapFixture {
+  sender: Address
+  recipient: Address
+  amount0: BigInt
+  amount1: BigInt
+  sqrtPriceX96: BigInt
+  liquidity: BigInt
+  tick: i32
+}
+
+// https://etherscan.io/tx/0xd6005a794596212a1bdc19178e04e18eb8e9e0963d7073303bcb47d6186e757e#eventlog
+const SWAP_FIXTURE: SwapFixture = {
+  sender: Address.fromString('0x6F1cDbBb4d53d226CF4B917bF768B94acbAB6168'),
+  recipient: Address.fromString('0x6F1cDbBb4d53d226CF4B917bF768B94acbAB6168'),
+  amount0: BigInt.fromString('-77505140556'),
+  amount1: BigInt.fromString('20824112148200096620'),
+  sqrtPriceX96: BigInt.fromString('1296814378469562426931209291431936'),
+  liquidity: BigInt.fromString('8433670604946078834'),
+  tick: 194071,
+}
+
+const SWAP_EVENT = new Swap(
+  Address.fromString(USDC_WETH_03_MAINNET_POOL),
+  MOCK_EVENT.logIndex,
+  MOCK_EVENT.transactionLogIndex,
+  MOCK_EVENT.logType,
+  MOCK_EVENT.block,
+  MOCK_EVENT.transaction,
+  [
+    new ethereum.EventParam('sender', ethereum.Value.fromAddress(SWAP_FIXTURE.sender)),
+    new ethereum.EventParam('recipient', ethereum.Value.fromAddress(SWAP_FIXTURE.recipient)),
+    new ethereum.EventParam('amount0', ethereum.Value.fromUnsignedBigInt(SWAP_FIXTURE.amount0)),
+    new ethereum.EventParam('amount1', ethereum.Value.fromUnsignedBigInt(SWAP_FIXTURE.amount1)),
+    new ethereum.EventParam('sqrtPriceX96', ethereum.Value.fromUnsignedBigInt(SWAP_FIXTURE.sqrtPriceX96)),
+    new ethereum.EventParam('liquidity', ethereum.Value.fromUnsignedBigInt(SWAP_FIXTURE.liquidity)),
+    new ethereum.EventParam('tick', ethereum.Value.fromI32(SWAP_FIXTURE.tick)),
+  ],
+  MOCK_EVENT.receipt,
+)
+
+describe('handleSwap', () => {
+  beforeAll(() => {
+    invokePoolCreatedWithMockedEthCalls(
+      MOCK_EVENT,
+      FACTORY_ADDRESS,
+      USDC_MAINNET_FIXTURE,
+      WETH_MAINNET_FIXTURE,
+      USDC_WETH_03_MAINNET_POOL,
+      POOL_FEE_TIER_03,
+      POOL_TICK_SPACING_03,
+    )
+
+    const bundle = new Bundle('1')
+    bundle.ethPriceUSD = TEST_ETH_PRICE_USD
+    bundle.save()
+
+    const usdcEntity = Token.load(USDC_MAINNET_FIXTURE.address)!
+    usdcEntity.derivedETH = TEST_USDC_DERIVED_ETH
+    usdcEntity.save()
+
+    const wethEntity = Token.load(WETH_MAINNET_FIXTURE.address)!
+    wethEntity.derivedETH = TEST_WETH_DERIVED_ETH
+    wethEntity.save()
+  })
+
+  test('success', () => {
+    const stablecoinWrappedNativePoolAddress = USDC_WETH_03_MAINNET_POOL
+    const stablecoinIsToken0 = true
+    const wrappedNativeAddress = WETH_MAINNET_FIXTURE.address
+    const stablecoinAddresses = [USDC_MAINNET_FIXTURE.address]
+    const minimumEthLocked = ZERO_BD
+    const whitelistTokens = [USDC_MAINNET_FIXTURE.address, WETH_MAINNET_FIXTURE.address]
+
+    const token0 = Token.load(USDC_MAINNET_FIXTURE.address)!
+    const token1 = Token.load(WETH_MAINNET_FIXTURE.address)!
+
+    const amount0 = convertTokenToDecimal(SWAP_FIXTURE.amount0, BigInt.fromString(USDC_MAINNET_FIXTURE.decimals))
+    const amount1 = convertTokenToDecimal(SWAP_FIXTURE.amount1, BigInt.fromString(WETH_MAINNET_FIXTURE.decimals))
+
+    const amount0Abs = amount0.lt(ZERO_BD) ? amount0.times(BigDecimal.fromString('-1')) : amount0
+    const amount1Abs = amount1.lt(ZERO_BD) ? amount1.times(BigDecimal.fromString('-1')) : amount1
+
+    // calculate this before calling handleSwapHelper because it updates the derivedETH of the tokens which will affect calculations
+    const amountTotalUSDTracked = getTrackedAmountUSD(amount0Abs, token0, amount1Abs, token1, whitelistTokens).div(
+      BigDecimal.fromString('2'),
+    )
+
+    const amount0ETH = amount0Abs.times(TEST_USDC_DERIVED_ETH)
+    const amount1ETH = amount1Abs.times(TEST_WETH_DERIVED_ETH)
+
+    const amount0USD = amount0ETH.times(TEST_ETH_PRICE_USD)
+    const amount1USD = amount1ETH.times(TEST_ETH_PRICE_USD)
+
+    const amountTotalETHTRacked = safeDiv(amountTotalUSDTracked, TEST_ETH_PRICE_USD)
+    const amountTotalUSDUntracked = amount0USD.plus(amount1USD).div(BigDecimal.fromString('2'))
+
+    const feeTierBD = BigDecimal.fromString(POOL_FEE_TIER_03.toString())
+    const feesETH = amountTotalETHTRacked.times(feeTierBD).div(BigDecimal.fromString('1000000'))
+    const feesUSD = amountTotalUSDTracked.times(feeTierBD).div(BigDecimal.fromString('1000000'))
+
+    handleSwapHelper(
+      SWAP_EVENT,
+      stablecoinWrappedNativePoolAddress,
+      stablecoinIsToken0,
+      wrappedNativeAddress,
+      stablecoinAddresses,
+      minimumEthLocked,
+      whitelistTokens,
+    )
+
+    const newEthPrice = getEthPriceInUSD(USDC_WETH_03_MAINNET_POOL, true)
+    const newPoolPrices = sqrtPriceX96ToTokenPrices(SWAP_FIXTURE.sqrtPriceX96, token0, token1)
+    const newToken0DerivedETH = findEthPerToken(token0, wrappedNativeAddress, stablecoinAddresses, minimumEthLocked)
+    const newToken1DerivedETH = findEthPerToken(token1, wrappedNativeAddress, stablecoinAddresses, minimumEthLocked)
+
+    const totalValueLockedETH = amount0.times(newToken0DerivedETH).plus(amount1.times(newToken1DerivedETH))
+
+    assertObjectMatches('Factory', FACTORY_ADDRESS, [
+      ['txCount', '1'],
+      ['totalVolumeETH', amountTotalETHTRacked.toString()],
+      ['totalVolumeUSD', amountTotalUSDTracked.toString()],
+      ['untrackedVolumeUSD', amountTotalUSDUntracked.toString()],
+      ['totalFeesETH', feesETH.toString()],
+      ['totalFeesUSD', feesUSD.toString()],
+      ['totalValueLockedETH', totalValueLockedETH.toString()],
+      ['totalValueLockedUSD', totalValueLockedETH.times(newEthPrice).toString()],
+    ])
+
+    assertObjectMatches('Pool', USDC_WETH_03_MAINNET_POOL, [
+      ['volumeToken0', amount0Abs.toString()],
+      ['volumeToken1', amount1Abs.toString()],
+      ['volumeUSD', amountTotalUSDTracked.toString()],
+      ['untrackedVolumeUSD', amountTotalUSDUntracked.toString()],
+      ['feesUSD', feesUSD.toString()],
+      ['txCount', '1'],
+      ['liquidity', SWAP_FIXTURE.liquidity.toString()],
+      ['tick', SWAP_FIXTURE.tick.toString()],
+      ['sqrtPrice', SWAP_FIXTURE.sqrtPriceX96.toString()],
+      ['totalValueLockedToken0', amount0.toString()],
+      ['totalValueLockedToken1', amount1.toString()],
+      ['token0Price', newPoolPrices[0].toString()],
+      ['token1Price', newPoolPrices[1].toString()],
+      ['totalValueLockedETH', totalValueLockedETH.toString()],
+      ['totalValueLockedUSD', totalValueLockedETH.times(newEthPrice).toString()],
+    ])
+
+    assertObjectMatches('Token', USDC_MAINNET_FIXTURE.address, [
+      ['volume', amount0Abs.toString()],
+      ['totalValueLocked', amount0.toString()],
+      ['volumeUSD', amountTotalUSDTracked.toString()],
+      ['untrackedVolumeUSD', amountTotalUSDUntracked.toString()],
+      ['feesUSD', feesUSD.toString()],
+      ['txCount', '1'],
+      ['derivedETH', newToken0DerivedETH.toString()],
+      ['totalValueLockedUSD', amount0.times(newToken0DerivedETH).times(newEthPrice).toString()],
+    ])
+
+    assertObjectMatches('Token', WETH_MAINNET_FIXTURE.address, [
+      ['volume', amount1Abs.toString()],
+      ['totalValueLocked', amount1.toString()],
+      ['volumeUSD', amountTotalUSDTracked.toString()],
+      ['untrackedVolumeUSD', amountTotalUSDUntracked.toString()],
+      ['feesUSD', feesUSD.toString()],
+      ['txCount', '1'],
+      ['derivedETH', newToken1DerivedETH.toString()],
+      ['totalValueLockedUSD', amount1.times(newToken1DerivedETH).times(newEthPrice).toString()],
+    ])
+
+    assertObjectMatches('Swap', MOCK_EVENT.transaction.hash.toHexString() + '-' + MOCK_EVENT.logIndex.toString(), [
+      ['transaction', MOCK_EVENT.transaction.hash.toHexString()],
+      ['timestamp', MOCK_EVENT.block.timestamp.toString()],
+      ['pool', USDC_WETH_03_MAINNET_POOL],
+      ['token0', USDC_MAINNET_FIXTURE.address],
+      ['token1', WETH_MAINNET_FIXTURE.address],
+      ['sender', SWAP_FIXTURE.sender.toHexString()],
+      ['origin', MOCK_EVENT.transaction.from.toHexString()],
+      ['recipient', SWAP_FIXTURE.recipient.toHexString()],
+      ['amount0', amount0.toString()],
+      ['amount1', amount1.toString()],
+      ['amountUSD', amountTotalUSDTracked.toString()],
+      ['tick', SWAP_FIXTURE.tick.toString()],
+      ['sqrtPriceX96', SWAP_FIXTURE.sqrtPriceX96.toString()],
+      ['logIndex', MOCK_EVENT.logIndex.toString()],
+    ])
+
+    const dayId = MOCK_EVENT.block.timestamp.toI32() / 86400
+    const hourId = MOCK_EVENT.block.timestamp.toI32() / 3600
+
+    assertObjectMatches('UniswapDayData', dayId.toString(), [
+      ['volumeETH', amountTotalETHTRacked.toString()],
+      ['volumeUSD', amountTotalUSDTracked.toString()],
+      ['feesUSD', feesUSD.toString()],
+    ])
+
+    assertObjectMatches('PoolDayData', USDC_WETH_03_MAINNET_POOL + '-' + dayId.toString(), [
+      ['volumeUSD', amountTotalUSDTracked.toString()],
+      ['volumeToken0', amount0Abs.toString()],
+      ['volumeToken1', amount1Abs.toString()],
+      ['feesUSD', feesUSD.toString()],
+    ])
+
+    assertObjectMatches('PoolHourData', USDC_WETH_03_MAINNET_POOL + '-' + hourId.toString(), [
+      ['volumeUSD', amountTotalUSDTracked.toString()],
+      ['volumeToken0', amount0Abs.toString()],
+      ['volumeToken1', amount1Abs.toString()],
+      ['feesUSD', feesUSD.toString()],
+    ])
+
+    assertObjectMatches('TokenDayData', USDC_MAINNET_FIXTURE.address + '-' + dayId.toString(), [
+      ['volume', amount0Abs.toString()],
+      ['volumeUSD', amountTotalUSDTracked.toString()],
+      ['untrackedVolumeUSD', amountTotalUSDTracked.toString()],
+      ['feesUSD', feesUSD.toString()],
+    ])
+
+    assertObjectMatches('TokenDayData', WETH_MAINNET_FIXTURE.address + '-' + dayId.toString(), [
+      ['volume', amount1Abs.toString()],
+      ['volumeUSD', amountTotalUSDTracked.toString()],
+      ['untrackedVolumeUSD', amountTotalUSDTracked.toString()],
+      ['feesUSD', feesUSD.toString()],
+    ])
+
+    assertObjectMatches('TokenHourData', USDC_MAINNET_FIXTURE.address + '-' + hourId.toString(), [
+      ['volume', amount0Abs.toString()],
+      ['volumeUSD', amountTotalUSDTracked.toString()],
+      ['untrackedVolumeUSD', amountTotalUSDTracked.toString()],
+      ['feesUSD', feesUSD.toString()],
+    ])
+
+    assertObjectMatches('TokenHourData', WETH_MAINNET_FIXTURE.address + '-' + hourId.toString(), [
+      ['volume', amount1Abs.toString()],
+      ['volumeUSD', amountTotalUSDTracked.toString()],
+      ['untrackedVolumeUSD', amountTotalUSDTracked.toString()],
+      ['feesUSD', feesUSD.toString()],
+    ])
+  })
+})