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| 1 | +// SPDX-License-Identifier: LGPL-3.0-or-later |
| 2 | +pragma solidity ^0.8; |
| 3 | + |
| 4 | +import {Vm} from "forge-std/Vm.sol"; |
| 5 | + |
| 6 | +import {IERC20} from "src/contracts/interfaces/IERC20.sol"; |
| 7 | + |
| 8 | +import {GPv2Interaction} from "src/contracts/libraries/GPv2Interaction.sol"; |
| 9 | +import {GPv2Order} from "src/contracts/libraries/GPv2Order.sol"; |
| 10 | +import {GPv2Signing} from "src/contracts/mixins/GPv2Signing.sol"; |
| 11 | + |
| 12 | +import {SettlementEncoder} from "../libraries/encoders/SettlementEncoder.sol"; |
| 13 | +import {Registry, TokenRegistry} from "../libraries/encoders/TokenRegistry.sol"; |
| 14 | +import {Helper, IERC20Mintable} from "./Helper.sol"; |
| 15 | + |
| 16 | +using SettlementEncoder for SettlementEncoder.State; |
| 17 | +using TokenRegistry for TokenRegistry.State; |
| 18 | +using TokenRegistry for Registry; |
| 19 | + |
| 20 | +interface IUniswapV2Factory { |
| 21 | + function createPair(address, address) external returns (address); |
| 22 | +} |
| 23 | + |
| 24 | +interface IUniswapV2Pair { |
| 25 | + function token0() external view returns (address); |
| 26 | + function mint(address) external; |
| 27 | + function swap(uint256, uint256, address, bytes calldata) external; |
| 28 | + function getReserves() external view returns (uint256, uint256); |
| 29 | +} |
| 30 | + |
| 31 | +contract UniswapTradeTest is Helper(true) { |
| 32 | + IERC20Mintable dai; |
| 33 | + IERC20Mintable wETH; |
| 34 | + |
| 35 | + IUniswapV2Factory factory; |
| 36 | + IUniswapV2Pair uniswapPair; |
| 37 | + |
| 38 | + bool isWethToken0; |
| 39 | + |
| 40 | + function setUp() public override { |
| 41 | + super.setUp(); |
| 42 | + |
| 43 | + dai = deployMintableErc20("dai", "dai"); |
| 44 | + wETH = deployMintableErc20("wETH", "wETH"); |
| 45 | + |
| 46 | + factory = IUniswapV2Factory(0x5C69bEe701ef814a2B6a3EDD4B1652CB9cc5aA6f); |
| 47 | + uniswapPair = IUniswapV2Pair(factory.createPair(address(wETH), address(dai))); |
| 48 | + |
| 49 | + isWethToken0 = uniswapPair.token0() == address(wETH); |
| 50 | + } |
| 51 | + |
| 52 | + // Settles the following batch: |
| 53 | + // |
| 54 | + // /----(1. SELL 1 wETH for dai if p(wETH) >= 500)-----\ |
| 55 | + // | | |
| 56 | + // | v |
| 57 | + // [dai]<---(Uniswap Pair 1000 wETH / 600.000 dai)--->[wETH] |
| 58 | + // ^ | |
| 59 | + // | | |
| 60 | + // \----(2. BUY 0.5 wETH for dai if p(wETH) <= 600)----/ |
| 61 | + function test_should_two_overlapping_orders_and_trade_surplus_with_uniswap() external { |
| 62 | + uint256 wethReserve = 1000 ether; |
| 63 | + uint256 daiReserve = 600000 ether; |
| 64 | + wETH.mint(address(uniswapPair), wethReserve); |
| 65 | + dai.mint(address(uniswapPair), daiReserve); |
| 66 | + uniswapPair.mint(address(this)); |
| 67 | + |
| 68 | + // The current batch has a sell order selling 1 wETH and a buy order buying |
| 69 | + // 0.5 wETH. This means there is exactly a surplus 0.5 wETH that needs to be |
| 70 | + // sold to Uniswap. Uniswap is governed by a balancing equation which can be |
| 71 | + // used to compute the exact buy amount for selling the 0.5 wETH and we can |
| 72 | + // use to build our the settlement with a smart contract interaction. |
| 73 | + // ``` |
| 74 | + // (reservewETH + inwETH * 0.997) * (reservedai - outdai) = reservewETH * reservedai |
| 75 | + // outdai = (reservedai * inwETH * 0.997) / (reservewETH + inwETH * 0.997) |
| 76 | + // = (reservedai * inwETH * 997) / (reservewETH * 1000 + inwETH * 997) |
| 77 | + // ``` |
| 78 | + uint256 uniswapWethInAmount = 0.5 ether; |
| 79 | + uint256 uniswapDaiOutAmount = |
| 80 | + daiReserve * uniswapWethInAmount * 997 / ((wethReserve * 1000) + (uniswapWethInAmount * 997)); |
| 81 | + |
| 82 | + Vm.Wallet memory trader1 = vm.createWallet("trader1"); |
| 83 | + Vm.Wallet memory trader2 = vm.createWallet("trader2"); |
| 84 | + |
| 85 | + // mint some weth |
| 86 | + wETH.mint(trader1.addr, 1.001 ether); |
| 87 | + vm.prank(trader1.addr); |
| 88 | + wETH.approve(vaultRelayer, type(uint256).max); |
| 89 | + |
| 90 | + // place order to sell 1 wETH for min 500 dai |
| 91 | + encoder.signEncodeTrade( |
| 92 | + vm, |
| 93 | + trader1, |
| 94 | + GPv2Order.Data({ |
| 95 | + kind: GPv2Order.KIND_SELL, |
| 96 | + partiallyFillable: false, |
| 97 | + sellToken: wETH, |
| 98 | + buyToken: dai, |
| 99 | + sellAmount: 1 ether, |
| 100 | + buyAmount: 500 ether, |
| 101 | + feeAmount: 0.001 ether, |
| 102 | + validTo: 0xffffffff, |
| 103 | + appData: bytes32(uint256(1)), |
| 104 | + sellTokenBalance: GPv2Order.BALANCE_ERC20, |
| 105 | + buyTokenBalance: GPv2Order.BALANCE_ERC20, |
| 106 | + receiver: GPv2Order.RECEIVER_SAME_AS_OWNER |
| 107 | + }), |
| 108 | + domainSeparator, |
| 109 | + GPv2Signing.Scheme.Eip712, |
| 110 | + 0 |
| 111 | + ); |
| 112 | + |
| 113 | + // mint some dai |
| 114 | + dai.mint(trader2.addr, 300.3 ether); |
| 115 | + vm.prank(trader2.addr); |
| 116 | + dai.approve(vaultRelayer, type(uint256).max); |
| 117 | + |
| 118 | + // place order to buy 0.5 wETH for max 300 dai |
| 119 | + encoder.signEncodeTrade( |
| 120 | + vm, |
| 121 | + trader2, |
| 122 | + GPv2Order.Data({ |
| 123 | + kind: GPv2Order.KIND_BUY, |
| 124 | + partiallyFillable: false, |
| 125 | + sellToken: dai, |
| 126 | + buyToken: wETH, |
| 127 | + sellAmount: 300 ether, |
| 128 | + buyAmount: 0.5 ether, |
| 129 | + feeAmount: 0.3 ether, |
| 130 | + validTo: 0xffffffff, |
| 131 | + appData: bytes32(uint256(1)), |
| 132 | + sellTokenBalance: GPv2Order.BALANCE_ERC20, |
| 133 | + buyTokenBalance: GPv2Order.BALANCE_ERC20, |
| 134 | + receiver: GPv2Order.RECEIVER_SAME_AS_OWNER |
| 135 | + }), |
| 136 | + domainSeparator, |
| 137 | + GPv2Signing.Scheme.Eip712, |
| 138 | + 0 |
| 139 | + ); |
| 140 | + |
| 141 | + // interaction to swap the remainder on uniswap |
| 142 | + encoder.addInteraction( |
| 143 | + GPv2Interaction.Data({ |
| 144 | + target: address(wETH), |
| 145 | + value: 0, |
| 146 | + callData: abi.encodeCall(IERC20.transfer, (address(uniswapPair), uniswapWethInAmount)) |
| 147 | + }), |
| 148 | + SettlementEncoder.InteractionStage.INTRA |
| 149 | + ); |
| 150 | + (uint256 amount0Out, uint256 amount1Out) = |
| 151 | + isWethToken0 ? (uint256(0), uniswapDaiOutAmount) : (uniswapDaiOutAmount, uint256(0)); |
| 152 | + encoder.addInteraction( |
| 153 | + GPv2Interaction.Data({ |
| 154 | + target: address(uniswapPair), |
| 155 | + value: 0, |
| 156 | + callData: abi.encodeCall(IUniswapV2Pair.swap, (amount0Out, amount1Out, address(settlement), hex"")) |
| 157 | + }), |
| 158 | + SettlementEncoder.InteractionStage.INTRA |
| 159 | + ); |
| 160 | + |
| 161 | + // set token prices |
| 162 | + IERC20[] memory tokens = new IERC20[](2); |
| 163 | + tokens[0] = wETH; |
| 164 | + tokens[1] = dai; |
| 165 | + uint256[] memory prices = new uint256[](2); |
| 166 | + prices[0] = uniswapDaiOutAmount; |
| 167 | + prices[1] = uniswapWethInAmount; |
| 168 | + encoder.tokenRegistry.tokenRegistry().setPrices(tokens, prices); |
| 169 | + |
| 170 | + SettlementEncoder.EncodedSettlement memory encodedSettlement = encoder.encode(settlement); |
| 171 | + |
| 172 | + vm.prank(solver); |
| 173 | + settle(encodedSettlement); |
| 174 | + |
| 175 | + assertEq(wETH.balanceOf(address(settlement)), 0.001 ether, "weth fees not as expected"); |
| 176 | + assertEq(dai.balanceOf(address(settlement)), 0.3 ether, "dai fees not as expected"); |
| 177 | + |
| 178 | + assertEq(wETH.balanceOf(trader1.addr), 0, "not all weth sold"); |
| 179 | + assertEq(dai.balanceOf(trader1.addr), uniswapDaiOutAmount * 2, "dai received not as expected"); |
| 180 | + |
| 181 | + assertEq(wETH.balanceOf(trader2.addr), 0.5 ether, "weth bought not correct amount"); |
| 182 | + assertEq(dai.balanceOf(trader2.addr), 300.3 ether - (uniswapDaiOutAmount + 0.3 ether)); |
| 183 | + |
| 184 | + uint256 finalWethReserve; |
| 185 | + uint256 finalDaiReserve; |
| 186 | + |
| 187 | + { |
| 188 | + (uint256 token0Reserve, uint256 token1Reserve) = uniswapPair.getReserves(); |
| 189 | + (finalWethReserve, finalDaiReserve) = |
| 190 | + isWethToken0 ? (token0Reserve, token1Reserve) : (token1Reserve, token0Reserve); |
| 191 | + } |
| 192 | + assertEq(finalWethReserve, wethReserve + uniswapWethInAmount, "weth reserve not as expected"); |
| 193 | + assertEq(finalDaiReserve, daiReserve - uniswapDaiOutAmount, "dai reserve not as expected"); |
| 194 | + } |
| 195 | +} |
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