Bug in modes/pairwise_multi_pol.py

[platonfloria]

Bug Description

With optimizer decoupling it was uncovered that [T.ETH, T.WETH] is in fact
[self.ConfigObj.WRAPPED_GAS_TOKEN_ADDRESS, self.ConfigObj.WRAPPED_GAS_TOKEN_ADDRESS]

Severity (High/Medium/Low)

High

Steps to Reproduce

Replace [self.ConfigObj.WRAPPED_GAS_TOKEN_ADDRESS, self.ConfigObj.WRAPPED_GAS_TOKEN_ADDRESS]
with [self.ConfigObj.NATIVE_GAS_TOKEN_ADDRESS, self.ConfigObj.WRAPPED_GAS_TOKEN_ADDRESS]
in modes/pairwise_multi_pol.py

Expected Behavior

ETH and WETH should be treated deifferently

Actual Behavior

T.ETH and T.WETH are treated differently, even though they have the same address

Impact Analysis (to be filled by contributors)

• Automated Tests: Are there existing tests covering this? Do we need new tests? - Yes
• Risks: Potential areas affected by this bug and its probable fix - Opportunities are calculated incorrectly
• Performance: Is this bug affecting performance? - Unknown
• Monitoring: Does this affect any current monitoring? Any new alerts needed? - No
• Logging: Any changes required in logging? - No
• Documentation: Updates needed in documentation? - No

[sklbancor]

Note that T will be removed from the Optimizer in an upcoming PR
https://github.com/bancorprotocol/arb-optimizer/pull/24

[barakman]

The problem described here was introduced in PR #633.