From 48b9a603a79678f90a30de6bc03ff3370a1dcd42 Mon Sep 17 00:00:00 2001
From: Gerardo Nardelli <gerardo.nardelli@altoros.com>
Date: Thu, 5 Nov 2020 11:33:11 -0300
Subject: [PATCH] Update getAmountsIn to return prices
---
contracts/adapters/BaseUniswapAdapter.sol | 119 ++++++++++++++++------
test/uniswapAdapters.spec.ts | 96 +++++++++++++++--
2 files changed, 176 insertions(+), 39 deletions(-)
diff --git a/contracts/adapters/BaseUniswapAdapter.sol b/contracts/adapters/BaseUniswapAdapter.sol
index 2e52742b..9dbdfbdf 100644
--- a/contracts/adapters/BaseUniswapAdapter.sol
+++ b/contracts/adapters/BaseUniswapAdapter.sol
@@ -40,6 +40,13 @@ contract BaseUniswapAdapter {
bytes32 s;
}
+ struct AmountCalc {
+ uint256 calculatedAmount;
+ uint256 relativePrice;
+ uint256 amountInUsd;
+ uint256 amountOutUsd;
+ }
+
// Max slippage percent allowed
uint256 public constant MAX_SLIPPAGE_PERCENT = 3000; // 30%
// FLash Loan fee set in lending pool
@@ -64,7 +71,7 @@ contract BaseUniswapAdapter {
* @param amountIn Amount of reserveIn
* @param reserveIn Address of the asset to be swap from
* @param reserveOut Address of the asset to be swap to
- * @return uint256 Amount out fo the reserveOut
+ * @return uint256 Amount out of the reserveOut
* @return uint256 The price of out amount denominated in the reserveIn currency (18 decimals)
* @return uint256 In amount of reserveIn value denominated in USD (8 decimals)
* @return uint256 Out amount of reserveOut value denominated in USD (8 decimals)
@@ -74,46 +81,39 @@ contract BaseUniswapAdapter {
view
returns (uint256, uint256, uint256, uint256)
{
- // Subtract flash loan fee
- uint256 finalAmountIn = amountIn.sub(amountIn.mul(FLASHLOAN_PREMIUM_TOTAL).div(10000));
-
- uint256 amountOut = _getAmountsOut(reserveIn, reserveOut, finalAmountIn);
-
- uint256 reserveInDecimals = _getDecimals(reserveIn);
- uint256 reserveOutDecimals = _getDecimals(reserveOut);
-
- uint256 outPerInPrice = finalAmountIn
- .mul(10**18)
- .mul(10**reserveOutDecimals)
- .div(amountOut.mul(10**reserveInDecimals));
+ AmountCalc memory results = _getAmountsOut(reserveIn, reserveOut, amountIn);
return (
- amountOut,
- outPerInPrice,
- _calcUsdValue(reserveIn, amountIn, reserveInDecimals),
- _calcUsdValue(reserveOut, amountOut, reserveOutDecimals)
+ results.calculatedAmount,
+ results.relativePrice,
+ results.amountInUsd,
+ results.amountOutUsd
);
}
/**
- * @dev Returns the minimum input asset amount required to buy the given output asset amount
+ * @dev Returns the minimum input asset amount required to buy the given output asset amount and the prices
* @param amountOut Amount of reserveOut
* @param reserveIn Address of the asset to be swap from
* @param reserveOut Address of the asset to be swap to
- * @return uint256 amountIn
+ * @return uint256 Amount in of the reserveIn
+ * @return uint256 The price of in amount denominated in the reserveOut currency (18 decimals)
+ * @return uint256 In amount of reserveIn value denominated in USD (8 decimals)
+ * @return uint256 Out amount of reserveOut value denominated in USD (8 decimals)
*/
- function getAmountIn(uint256 amountOut, address reserveIn, address reserveOut)
+ function getAmountsIn(uint256 amountOut, address reserveIn, address reserveOut)
external
view
- returns (uint256)
+ returns (uint256, uint256, uint256, uint256)
{
- address[] memory path = new address[](2);
- path[0] = reserveIn;
- path[1] = reserveOut;
+ AmountCalc memory results = _getAmountsIn(reserveIn, reserveOut, amountOut);
- uint256[] memory amounts = UNISWAP_ROUTER.getAmountsIn(amountOut, path);
-
- return amounts[0];
+ return (
+ results.calculatedAmount,
+ results.relativePrice,
+ results.amountInUsd,
+ results.amountOutUsd
+ );
}
/**
@@ -337,15 +337,72 @@ contract BaseUniswapAdapter {
* @param reserveIn Address of the asset to be swap from
* @param reserveOut Address of the asset to be swap to
* @param amountIn Amount of reserveIn
- * @return the output amount
+ * @return Struct containing the following information:
+ * uint256 Amount out of the reserveOut
+ * uint256 The price of out amount denominated in the reserveIn currency (18 decimals)
+ * uint256 In amount of reserveIn value denominated in USD (8 decimals)
+ * uint256 Out amount of reserveOut value denominated in USD (8 decimals)
*/
- function _getAmountsOut(address reserveIn, address reserveOut, uint256 amountIn) internal view returns (uint256) {
+ function _getAmountsOut(address reserveIn, address reserveOut, uint256 amountIn) internal view returns (AmountCalc memory) {
+ // Subtract flash loan fee
+ uint256 finalAmountIn = amountIn.sub(amountIn.mul(FLASHLOAN_PREMIUM_TOTAL).div(10000));
+
address[] memory path = new address[](2);
path[0] = reserveIn;
path[1] = reserveOut;
- uint256[] memory amounts = UNISWAP_ROUTER.getAmountsOut(amountIn, path);
+ uint256[] memory amounts = UNISWAP_ROUTER.getAmountsOut(finalAmountIn, path);
- return amounts[1];
+ uint256 reserveInDecimals = _getDecimals(reserveIn);
+ uint256 reserveOutDecimals = _getDecimals(reserveOut);
+
+ uint256 outPerInPrice = finalAmountIn
+ .mul(10**18)
+ .mul(10**reserveOutDecimals)
+ .div(amounts[1].mul(10**reserveInDecimals));
+
+ return AmountCalc(
+ amounts[1],
+ outPerInPrice,
+ _calcUsdValue(reserveIn, amountIn, reserveInDecimals),
+ _calcUsdValue(reserveOut, amounts[1], reserveOutDecimals)
+ );
+ }
+
+ /**
+ * @dev Returns the minimum input asset amount required to buy the given output asset amount
+ * @param reserveIn Address of the asset to be swap from
+ * @param reserveOut Address of the asset to be swap to
+ * @param amountOut Amount of reserveOut
+ * @return Struct containing the following information:
+ * uint256 Amount in of the reserveIn
+ * uint256 The price of in amount denominated in the reserveOut currency (18 decimals)
+ * uint256 In amount of reserveIn value denominated in USD (8 decimals)
+ * uint256 Out amount of reserveOut value denominated in USD (8 decimals)
+ */
+ function _getAmountsIn(address reserveIn, address reserveOut, uint256 amountOut) internal view returns (AmountCalc memory) {
+ address[] memory path = new address[](2);
+ path[0] = reserveIn;
+ path[1] = reserveOut;
+
+ uint256[] memory amounts = UNISWAP_ROUTER.getAmountsIn(amountOut, path);
+
+ // Subtract flash loan fee
+ uint256 finalAmountIn = amounts[0].sub(amounts[0].mul(FLASHLOAN_PREMIUM_TOTAL).div(10000));
+
+ uint256 reserveInDecimals = _getDecimals(reserveIn);
+ uint256 reserveOutDecimals = _getDecimals(reserveOut);
+
+ uint256 inPerOutPrice = amountOut
+ .mul(10**18)
+ .mul(10**reserveInDecimals)
+ .div(finalAmountIn.mul(10**reserveOutDecimals));
+
+ return AmountCalc(
+ finalAmountIn,
+ inPerOutPrice,
+ _calcUsdValue(reserveIn, finalAmountIn, reserveInDecimals),
+ _calcUsdValue(reserveOut, amountOut, reserveOutDecimals)
+ );
}
}
diff --git a/test/uniswapAdapters.spec.ts b/test/uniswapAdapters.spec.ts
index 1ebc21f8..7dc7f03c 100644
--- a/test/uniswapAdapters.spec.ts
+++ b/test/uniswapAdapters.spec.ts
@@ -109,7 +109,7 @@ makeSuite('Uniswap adapters', (testEnv: TestEnv) => {
const outPerInPrice = amountToSwap
.mul(parseEther('1'))
- .mul('1000000')
+ .mul('1000000') // usdc 6 decimals
.div(expectedUSDCAmount.mul(parseEther('1')));
const lendUsdValue = amountIn
@@ -120,7 +120,7 @@ makeSuite('Uniswap adapters', (testEnv: TestEnv) => {
const usdcUsdValue = expectedUSDCAmount
.mul(usdcPrice)
- .div('1000000')
+ .div('1000000') // usdc 6 decimals
.mul(usdPrice)
.div(parseEther('1'));
@@ -144,17 +144,97 @@ makeSuite('Uniswap adapters', (testEnv: TestEnv) => {
});
});
- describe('getAmountIn', () => {
+ describe('getAmountsIn', () => {
it('should return the estimated required amountIn for the asset swap', async () => {
- const {weth, dai, uniswapLiquiditySwapAdapter} = testEnv;
+ const {weth, dai, uniswapLiquiditySwapAdapter, oracle} = testEnv;
+
const amountIn = parseEther('1');
- const amountOut = parseEther('2');
+ const flashloanPremium = amountIn.mul(9).div(10000);
+ const amountToSwap = amountIn.sub(flashloanPremium);
+
+ const wethPrice = await oracle.getAssetPrice(weth.address);
+ const daiPrice = await oracle.getAssetPrice(dai.address);
+ const usdPrice = await oracle.getAssetPrice(USD_ADDRESS);
+
+ const amountOut = await convertToCurrencyDecimals(
+ dai.address,
+ new BigNumber(amountIn.toString()).div(daiPrice.toString()).toFixed(0)
+ );
+
+ const inPerOutPrice = amountOut
+ .mul(parseEther('1'))
+ .mul(parseEther('1'))
+ .div(amountToSwap.mul(parseEther('1')));
+
+ const ethUsdValue = amountToSwap
+ .mul(wethPrice)
+ .div(parseEther('1'))
+ .mul(usdPrice)
+ .div(parseEther('1'));
+ const daiUsdValue = amountOut
+ .mul(daiPrice)
+ .div(parseEther('1'))
+ .mul(usdPrice)
+ .div(parseEther('1'));
await mockUniswapRouter.setAmountIn(amountOut, weth.address, dai.address, amountIn);
- expect(
- await uniswapLiquiditySwapAdapter.getAmountIn(amountOut, weth.address, dai.address)
- ).to.be.eq(amountIn);
+ const result = await uniswapLiquiditySwapAdapter.getAmountsIn(
+ amountOut,
+ weth.address,
+ dai.address
+ );
+
+ expect(result['0']).to.be.eq(amountToSwap);
+ expect(result['1']).to.be.eq(inPerOutPrice);
+ expect(result['2']).to.be.eq(ethUsdValue);
+ expect(result['3']).to.be.eq(daiUsdValue);
+ });
+ it('should work correctly with different decimals', async () => {
+ const {lend, usdc, uniswapLiquiditySwapAdapter, oracle} = testEnv;
+
+ const amountIn = parseEther('10');
+ const flashloanPremium = amountIn.mul(9).div(10000);
+ const amountToSwap = amountIn.sub(flashloanPremium);
+
+ const lendPrice = await oracle.getAssetPrice(lend.address);
+ const usdcPrice = await oracle.getAssetPrice(usdc.address);
+ const usdPrice = await oracle.getAssetPrice(USD_ADDRESS);
+
+ const amountOut = await convertToCurrencyDecimals(
+ usdc.address,
+ new BigNumber(amountToSwap.toString()).div(usdcPrice.toString()).toFixed(0)
+ );
+
+ const inPerOutPrice = amountOut
+ .mul(parseEther('1'))
+ .mul(parseEther('1'))
+ .div(amountToSwap.mul('1000000')); // usdc 6 decimals
+
+ const lendUsdValue = amountToSwap
+ .mul(lendPrice)
+ .div(parseEther('1'))
+ .mul(usdPrice)
+ .div(parseEther('1'));
+
+ const usdcUsdValue = amountOut
+ .mul(usdcPrice)
+ .div('1000000') // usdc 6 decimals
+ .mul(usdPrice)
+ .div(parseEther('1'));
+
+ await mockUniswapRouter.setAmountIn(amountOut, lend.address, usdc.address, amountIn);
+
+ const result = await uniswapLiquiditySwapAdapter.getAmountsIn(
+ amountOut,
+ lend.address,
+ usdc.address
+ );
+
+ expect(result['0']).to.be.eq(amountToSwap);
+ expect(result['1']).to.be.eq(inPerOutPrice);
+ expect(result['2']).to.be.eq(lendUsdValue);
+ expect(result['3']).to.be.eq(usdcUsdValue);
});
});
});