Merge pull request #111 from clober-dex/feat/add-mm-vault-tests

feat: mm vault tests

examples/pool/set-strategy-config.ts

@@ -0,0 +1,54 @@
+import * as dotenv from 'dotenv'
+import {
+  createPublicClient,
+  createWalletClient,
+  http,
+  parseUnits,
+  zeroHash,
+} from 'viem'
+import { arbitrumSepolia } from 'viem/chains'
+import { privateKeyToAccount } from 'viem/accounts'
+
+import { setStrategyConfig } from '../../src'
+
+dotenv.config()
+
+const main = async () => {
+  const walletClient = createWalletClient({
+    chain: arbitrumSepolia,
+    account: privateKeyToAccount(
+      (process.env.OWNER_PRIVATE_KEY || '0x') as `0x${string}`,
+    ),
+    transport: http(),
+  })
+  const publicClient = createPublicClient({
+    chain: arbitrumSepolia,
+    transport: http(),
+  })
+
+  const transaction = await setStrategyConfig({
+    chainId: arbitrumSepolia.id,
+    userAddress: walletClient.account.address,
+    token0: '0x00bfd44e79fb7f6dd5887a9426c8ef85a0cd23e0',
+    token1: '0xF2e615A933825De4B39b497f6e6991418Fb31b78',
+    salt: zeroHash,
+    config: {
+      referenceThreshold: '0.1',
+      rateA: '0.1',
+      rateB: '0.1',
+      minRateA: '0.003',
+      minRateB: '0.003',
+      priceThresholdA: '0.1',
+      priceThresholdB: '0.1',
+    },
+  })
+
+  const hash = await walletClient.sendTransaction({
+    ...transaction,
+    gasPrice: parseUnits('1', 9),
+  })
+  await publicClient.waitForTransactionReceipt({ hash: hash })
+  console.log(`set config hash: ${hash}`)
+}
+
+main()

src/apis/pool.ts

@@ -4,8 +4,8 @@ import { CHAIN_IDS } from '../constants/chain'
 import { Pool } from '../model/pool'
 import { CONTRACT_ADDRESSES } from '../constants/addresses'
 import { toPoolKey } from '../utils/pool-key'
-import { fetchOnChainOrders } from '../utils/order'
 import { REBALANCER_ABI } from '../abis/rebalancer/rebalancer-abi'
+import { Market } from '../type'
 
 import { fetchMarket } from './market'
 
@@ -15,17 +15,21 @@ export async function fetchPool(
   tokenAddresses: `0x${string}`[],
   salt: `0x${string}`,
   useSubgraph: boolean,
+  market?: Market,
 ): Promise<Pool> {
   if (tokenAddresses.length !== 2) {
     throw new Error('Invalid token pair')
   }
-  const market = await fetchMarket(
-    publicClient,
-    chainId,
-    tokenAddresses,
-    useSubgraph,
+  if (!market) {
+    market = (
+      await fetchMarket(publicClient, chainId, tokenAddresses, useSubgraph)
+    ).toJson()
+  }
+  const poolKey = toPoolKey(
+    BigInt(market.bidBook.id),
+    BigInt(market.askBook.id),
+    salt,
   )
-  const poolKey = toPoolKey(market.bidBook.id, market.askBook.id, salt)
   const [
     { bookIdA, bookIdB, reserveA, reserveB, orderListA, orderListB },
     totalSupply,
@@ -61,12 +65,6 @@ export async function fetchPool(
     totalLiquidityB.reserve +
     totalLiquidityB.cancelable +
     totalLiquidityB.claimable
-  const orders = await fetchOnChainOrders(
-    publicClient,
-    chainId,
-    [...orderListA, ...orderListB],
-    useSubgraph,
-  )
   return new Pool({
     chainId,
     market,
@@ -76,10 +74,7 @@ export async function fetchPool(
     salt,
     poolKey,
     totalSupply: BigInt(totalSupply),
-    decimals:
-      market.base.decimals > market.quote.decimals
-        ? market.base.decimals
-        : market.quote.decimals,
+    decimals: 18,
     liquidityA: BigInt(liquidityA),
     liquidityB: BigInt(liquidityB),
     cancelableA: BigInt(totalLiquidityA.cancelable),
@@ -88,7 +83,7 @@ export async function fetchPool(
     claimableB: BigInt(totalLiquidityB.claimable),
     reserveA: BigInt(reserveA),
     reserveB: BigInt(reserveB),
-    orderListA: orders.filter((order) => orderListA.includes(BigInt(order.id))),
-    orderListB: orders.filter((order) => orderListB.includes(BigInt(order.id))),
+    orderListA: orderListA.map((id: bigint) => BigInt(id)),
+    orderListB: orderListB.map((id: bigint) => BigInt(id)),
   })
 }

src/call.ts

@@ -44,6 +44,7 @@ import { emptyERC20PermitParams } from './constants/permit'
 import { abs } from './utils/math'
 import { toBytes32 } from './utils/pool-key'
 import { OPERATOR_ABI } from './abis/rebalancer/operator-abi'
+import { STRATEGY_ABI } from './abis/rebalancer/strategy-abi'
 
 /**
  * Build a transaction to open a market.
@@ -1470,7 +1471,7 @@ export const removeLiquidity = async ({
   }
 }
 
-export const rebalance = async ({
+export const refillOrder = async ({
   chainId,
   userAddress,
   token0,
@@ -1526,15 +1527,15 @@ export const rebalance = async ({
   )
 }
 
-export const updateStrategyPrice = async ({
+export const adjustOrderPrice = async ({
   chainId,
   userAddress,
   token0,
   token1,
   salt,
   oraclePrice,
-  priceA,
-  priceB,
+  bidPrice,
+  askPrice,
   alpha,
   options,
 }: {
@@ -1544,20 +1545,26 @@ export const updateStrategyPrice = async ({
   token1: `0x${string}`
   salt: `0x${string}`
   oraclePrice: string // price with currencyA as quote
-  priceA: string // price with currencyA as quote
-  priceB: string // price when currencyA as quote
+  bidPrice: string // price with bookA. bid price
+  askPrice: string // price with bookA. ask price
   alpha: string // alpha value, 0 < alpha <= 1
   options?: {
     tickA?: bigint
     tickB?: bigint
-    roundingUpPriceA?: boolean
-    roundingUpPriceB?: boolean
+    roundingUpBidPrice?: boolean
+    roundingUpAskPrice?: boolean
     useSubgraph?: boolean
   } & DefaultWriteContractOptions
 }): Promise<Transaction> => {
   if (Number(alpha) <= 0 || Number(alpha) > 1) {
     throw new Error('Alpha value must be in the range (0, 1]')
   }
+  if (Number(bidPrice) <= 0 || Number(askPrice) <= 0) {
+    throw new Error('Price must be greater than 0')
+  }
+  if (Number(bidPrice) >= Number(askPrice)) {
+    throw new Error('Bid price must be less than ask price')
+  }
   const publicClient = createPublicClient({
     chain: CHAIN_MAP[chainId],
     transport: options?.rpcUrl ? http(options.rpcUrl) : http(),
@@ -1582,23 +1589,23 @@ export const updateStrategyPrice = async ({
        })
     `)
   }
-  const [roundingUpPriceA, roundingUpPriceB] = [
-    options?.roundingUpPriceA ? options.roundingUpPriceA : false,
-    options?.roundingUpPriceB ? options.roundingUpPriceB : false,
+  const [roundingUpBidPrice, roundingUpAskPrice] = [
+    options?.roundingUpBidPrice ? options.roundingUpBidPrice : false,
+    options?.roundingUpAskPrice ? options.roundingUpAskPrice : false,
   ]
   const {
     roundingDownTick: roundingDownTickA,
     roundingUpTick: roundingUpTickA,
   } = parsePrice(
-    Number(priceA),
+    Number(bidPrice),
     pool.currencyA.decimals,
     pool.currencyB.decimals,
   )
   const {
     roundingDownTick: roundingDownTickB,
     roundingUpTick: roundingUpTickB,
   } = parsePrice(
-    Number(priceB),
+    Number(askPrice),
     pool.currencyA.decimals,
     pool.currencyB.decimals,
   )
@@ -1610,10 +1617,12 @@ export const updateStrategyPrice = async ({
   )
   const tickA = options?.tickA
     ? Number(options.tickA)
-    : Number(roundingUpPriceA ? roundingUpTickA : roundingDownTickA)
+    : Number(roundingUpBidPrice ? roundingUpTickA : roundingDownTickA)
   const tickB = options?.tickB
     ? Number(options.tickB)
-    : Number(invertTick(roundingUpPriceB ? roundingUpTickB : roundingDownTickB))
+    : Number(
+        invertTick(roundingUpAskPrice ? roundingUpTickB : roundingDownTickB),
+      )
 
   const alphaRaw = parseUnits(alpha, 6)
 
@@ -1630,3 +1639,114 @@ export const updateStrategyPrice = async ({
     options?.gasLimit,
   )
 }
+
+export const setStrategyConfig = async ({
+  chainId,
+  userAddress,
+  token0,
+  token1,
+  salt,
+  config,
+  options,
+}: {
+  chainId: CHAIN_IDS
+  userAddress: `0x${string}`
+  token0: `0x${string}`
+  token1: `0x${string}`
+  salt: `0x${string}`
+  config: {
+    referenceThreshold: string // 0 <= referenceThreshold <= 1
+    rateA: string // 0 <= rateA <= 1
+    rateB: string // 0 <= rateB <= 1
+    minRateA: string // 0 <= minRateA <= rateA
+    minRateB: string // 0 <= minRateB <= rateB
+    priceThresholdA: string // 0 <= priceThresholdA <= 1
+    priceThresholdB: string // 0 <= priceThresholdB <= 1
+  }
+  options?: {
+    useSubgraph?: boolean
+  } & DefaultWriteContractOptions
+}): Promise<Transaction> => {
+  // validate config
+  if (
+    Number(config.referenceThreshold) < 0 ||
+    Number(config.referenceThreshold) > 1
+  ) {
+    throw new Error('Reference threshold must be in the range [0, 1]')
+  }
+  if (
+    Number(config.priceThresholdA) < 0 ||
+    Number(config.priceThresholdA) > 1 ||
+    Number(config.priceThresholdB) < 0 ||
+    Number(config.priceThresholdB) > 1
+  ) {
+    throw new Error('Price threshold must be in the range [0, 1]')
+  }
+  if (
+    Number(config.rateA) < 0 ||
+    Number(config.rateA) > 1 ||
+    Number(config.rateB) < 0 ||
+    Number(config.rateB) > 1
+  ) {
+    throw new Error('Rate must be in the range [0, 1]')
+  }
+  if (
+    Number(config.minRateA) < 0 ||
+    Number(config.minRateA) > 1 ||
+    Number(config.minRateB) < 0 ||
+    Number(config.minRateB) > 1
+  ) {
+    throw new Error('Min rate must be in the range [0, 1]')
+  }
+  if (
+    Number(config.minRateA) > Number(config.rateA) ||
+    Number(config.minRateB) > Number(config.rateB)
+  ) {
+    throw new Error('Min rate must be less or equal to rate')
+  }
+  const publicClient = createPublicClient({
+    chain: CHAIN_MAP[chainId],
+    transport: options?.rpcUrl ? http(options.rpcUrl) : http(),
+  })
+  const pool = await fetchPool(
+    publicClient,
+    chainId,
+    [token0, token1],
+    salt,
+    !!(options && options.useSubgraph),
+  )
+  if (!pool.isOpened) {
+    throw new Error(`
+       Open the pool before set strategy config.
+       import { openPool } from '@clober/v2-sdk'
+
+       const transaction = await openPool({
+            chainId: ${chainId},
+            tokenA: '${token0}',
+            tokenB: '${token1}',
+       })
+    `)
+  }
+
+  const configRaw = {
+    referenceThreshold: parseUnits(config.referenceThreshold, 6),
+    rateA: parseUnits(config.rateA, 6),
+    rateB: parseUnits(config.rateB, 6),
+    minRateA: parseUnits(config.minRateA, 6),
+    minRateB: parseUnits(config.minRateB, 6),
+    priceThresholdA: parseUnits(config.priceThresholdA, 6),
+    priceThresholdB: parseUnits(config.priceThresholdB, 6),
+  }
+  return buildTransaction(
+    publicClient,
+    {
+      chain: CHAIN_MAP[chainId],
+      account: userAddress,
+      address: CONTRACT_ADDRESSES[chainId]!.Strategy,
+      abi: STRATEGY_ABI,
+      functionName: 'setConfig',
+      args: [pool.key, configRaw],
+    },
+    options?.gasLimit,
+  )
+}

src/constants/addresses.ts

@@ -22,6 +22,15 @@ export const CONTRACT_ADDRESSES: {
     Minter: getAddress('0xF2f51B00C2e9b77F23fD66649bbabf8a025c39eF'),
     Operator: getAddress('0x33559576B062D08230b467ea7DC7Ce75aFcbdE92'),
   },
+  [CHAIN_IDS.CLOBER_TESTNET_2]: {
+    Controller: getAddress('0xFbbA685a39bE6640B8EB08c6E6DDf2664fD1D668'),
+    BookManager: getAddress('0xC528b9ED5d56d1D0d3C18A2342954CE1069138a4'),
+    BookViewer: getAddress('0x73c524e103C94Bf2743659d739586395B1A9e1BE'),
+    Rebalancer: getAddress('0xCF556d850277BC579c99C0729F4E72e62C57D811'),
+    Strategy: getAddress('0x8aDF62b0b6078EaE5a2D54e9e5DD2AA71F6748C4'),
+    Minter: getAddress('0xF2f51B00C2e9b77F23fD66649bbabf8a025c39eF'),
+    Operator: getAddress('0x33559576B062D08230b467ea7DC7Ce75aFcbdE92'),
+  },
   [CHAIN_IDS.ARBITRUM_SEPOLIA]: {
     Controller: getAddress('0xFbbA685a39bE6640B8EB08c6E6DDf2664fD1D668'),
     BookManager: getAddress('0xC528b9ED5d56d1D0d3C18A2342954CE1069138a4'),

src/constants/chain.ts

@@ -1,10 +1,11 @@
 import { arbitrumSepolia, base, type Chain, zkSync } from 'viem/chains'
 
-import { cloberTestChain } from './test-chain'
+import { cloberTestChain, cloberTestChain2 } from './test-chain'
 import { berachainBartioTestnet } from './bera-bartio-chain'
 
 export enum CHAIN_IDS {
   CLOBER_TESTNET = cloberTestChain.id,
+  CLOBER_TESTNET_2 = cloberTestChain2.id,
   ARBITRUM_SEPOLIA = arbitrumSepolia.id,
   BASE = base.id,
   BERACHAIN_TESTNET = berachainBartioTestnet.id,
@@ -15,6 +16,7 @@ export const CHAIN_MAP: {
   [chain in CHAIN_IDS]: Chain
 } = {
   [CHAIN_IDS.CLOBER_TESTNET]: cloberTestChain,
+  [CHAIN_IDS.CLOBER_TESTNET_2]: cloberTestChain2,
   [CHAIN_IDS.ARBITRUM_SEPOLIA]: arbitrumSepolia,
   [CHAIN_IDS.BASE]: base,
   [CHAIN_IDS.BERACHAIN_TESTNET]: berachainBartioTestnet,
@@ -23,5 +25,6 @@ export const CHAIN_MAP: {
 
 export const isTestnetChain = (chainId: CHAIN_IDS): boolean =>
   chainId === CHAIN_IDS.CLOBER_TESTNET ||
+  chainId === CHAIN_IDS.CLOBER_TESTNET_2 ||
   chainId === CHAIN_IDS.ARBITRUM_SEPOLIA ||
   chainId === CHAIN_IDS.BERACHAIN_TESTNET