test(flash-swap): update integration tests to mirror FlashUniswapV3 c…

…ontract changes

test(flash-swap): remove "uniswapV3Pool" contract type to "Contracts" interface
test(flash-swap): add "dai" contract type to "Contracts" interface
feat(constants): add "DAI_{DECIMALS,NAME,SYMBOL}" constants to tokens.ts
feat(constants): add "DEFAULT_FEE" constant to oracles.ts

packages/constants/src/oracles.ts

@@ -1,6 +1,7 @@
 import { BigNumber } from "@ethersproject/bignumber";
 
 export const DEFAULT_CARDINALITY: number = 144;
+export const DEFAULT_FEE: number = 500;
 export const DEFAULT_TWAP_INTERVAL: number = 1800;
 export const Q192: BigNumber = BigNumber.from("6277101735386680763835789423207666416102355444464034512896");
 export const TICKS = {

packages/constants/src/tokens.ts

@@ -1,5 +1,9 @@
 import { BigNumber } from "@ethersproject/bignumber";
 
+export const DAI_DECIMALS: BigNumber = BigNumber.from(18);
+export const DAI_NAME: string = "Dai Stablecoin";
+export const DAI_SYMBOL: string = "DAI";
+
 export const USDC_DECIMALS: BigNumber = BigNumber.from(6);
 export const USDC_NAME: string = "USD Coin";
 export const USDC_PRICE_PRECISION_SCALAR: BigNumber = BigNumber.from(1_000_000_000_000);

packages/flash-swap/test/integration/flashUniswapV3/FlashUniswapV3.ts

@@ -6,21 +6,21 @@ export function integrationTestFlashUniswapV3(): void {
     beforeEach(async function () {
       const {
         balanceSheet,
+        dai,
         fintroller,
         flashUniswapV3,
         hToken,
-        uniswapV3Pool,
         uniswapV3PositionManager,
         usdc,
         usdcPriceFeed,
         wbtc,
         wbtcPriceFeed,
       } = await this.loadFixture(integrationFixture);
       this.contracts.balanceSheet = balanceSheet;
+      this.contracts.dai = dai;
       this.contracts.fintroller = fintroller;
       this.contracts.flashUniswapV3 = flashUniswapV3;
       this.contracts.hToken = hToken;
-      this.contracts.uniswapV3Pool = uniswapV3Pool;
       this.contracts.uniswapV3PositionManager = uniswapV3PositionManager;
       this.contracts.usdc = usdc;
       this.contracts.usdcPriceFeed = usdcPriceFeed;

packages/flash-swap/test/integration/flashUniswapV3/effects/uniswapV3SwapCallback/flashLiquidate.ts

@@ -1,7 +1,7 @@
 import { BigNumber } from "@ethersproject/bignumber";
 import { MaxUint256 } from "@ethersproject/constants";
 import { Zero } from "@ethersproject/constants";
-import { LIQUIDATION_INCENTIVES } from "@hifi/constants";
+import { DEFAULT_FEE, LIQUIDATION_INCENTIVES } from "@hifi/constants";
 import { BalanceSheetErrors, FlashUniswapV3Errors } from "@hifi/errors";
 import { USDC, WBTC, getNow, hUSDC, price } from "@hifi/helpers";
 import { expect } from "chai";
@@ -21,13 +21,15 @@ async function getFlashLiquidateParams(
 ): Promise<FlashLiquidateParams> {
   const borrower: string = this.signers.borrower.address;
   const bond: string = this.contracts.hToken.address;
-  const fee: number = await this.contracts.uniswapV3Pool.fee();
-  const underlying: string = await this.contracts.hToken.underlying();
+  const underlying: string = this.contracts.usdc.address;
   const params: FlashLiquidateParams = {
     borrower: borrower,
     bond: bond,
     collateral: collateral,
-    path: utils.solidityPack(["address", "uint24", "address"], [underlying, fee, collateral]),
+    path: utils.solidityPack(
+      ["address", "uint24", "address", "uint24", "address"],
+      [underlying, DEFAULT_FEE, this.contracts.dai.address, DEFAULT_FEE, collateral],
+    ),
     turnout: turnout,
     underlyingAmount: underlyingAmount,
   };
@@ -40,7 +42,7 @@ export function shouldBehaveLikeFlashLiquidate(): void {
   const collateralCeiling: BigNumber = USDC("1e6");
   const debtCeiling: BigNumber = hUSDC("1e6");
   const depositCollateralAmount: BigNumber = WBTC("1");
-  const profitCollateralAmount: BigNumber = WBTC("0.59979736");
+  const profitCollateralAmount: BigNumber = WBTC("0.59959926");
   const swapUnderlyingAmount: BigNumber = USDC("10000");
 
   context("when the collateral is the same as the underlying", function () {
@@ -60,8 +62,29 @@ export function shouldBehaveLikeFlashLiquidate(): void {
       // Set the oracle price to 1 USDC = $1.
       await this.contracts.usdcPriceFeed.setPrice(price("1"));
 
-      // Set up the Uniswap V3 Pool and mint a position.
-      await mintPoolReserves.call(this, "100000000000000");
+      // Set up the WBTC-DAI Uniswap V3 Pool and mint a position.
+      await mintPoolReserves.call(
+        this,
+        this.contracts.wbtc,
+        this.contracts.dai,
+        DEFAULT_FEE,
+        // Create a position with price range 1 WBTC ~ 25k DAI.
+        "1",
+        "250000000000000",
+        "10000000000000000000000",
+      );
+
+      // Set up the DAI-USDC Uniswap V3 Pool and mint a position.
+      await mintPoolReserves.call(
+        this,
+        this.contracts.usdc,
+        this.contracts.dai,
+        DEFAULT_FEE,
+        // Create a position with price range 1 DAI ~ 1 USDC.
+        "1",
+        "1000000000000",
+        "10000000000000000000000",
+      );
 
       // List the bond in the Fintroller.
       await this.contracts.fintroller.connect(this.signers.admin).listBond(this.contracts.hToken.address);
@@ -194,10 +217,10 @@ export function shouldBehaveLikeFlashLiquidate(): void {
         });
 
         context("when the repay amount is equal to the seized amount", function () {
-          const subsidyCollateralAmount: BigNumber = WBTC("0.00051608");
-          const liquidationIncentive = toBn("1.00051608");
-          const repayCollateralAmount: BigNumber = WBTC("1.00051608");
-          const seizeCollateralAmount: BigNumber = WBTC("1.00051608");
+          const subsidyCollateralAmount: BigNumber = WBTC("0.00100342");
+          const liquidationIncentive = toBn("1.00100342");
+          const repayCollateralAmount: BigNumber = WBTC("1.00100342");
+          const seizeCollateralAmount: BigNumber = WBTC("1.00100342");
           const swapUnderlyingAmount: BigNumber = USDC("25000");
           let params: FlashLiquidateParams;
 
@@ -247,9 +270,9 @@ export function shouldBehaveLikeFlashLiquidate(): void {
         });
 
         context("when the repay amount is greater than the seized amount", function () {
-          const subsidyCollateralAmount: BigNumber = WBTC("0.20062309");
+          const subsidyCollateralAmount: BigNumber = WBTC("0.20120474");
           const seizeCollateralAmount: BigNumber = WBTC("1");
-          const repayCollateralAmount: BigNumber = WBTC("1.20062309");
+          const repayCollateralAmount: BigNumber = WBTC("1.20120474");
           const swapUnderlyingAmount: BigNumber = USDC("30000");
 
           beforeEach(async function () {
@@ -320,7 +343,7 @@ export function shouldBehaveLikeFlashLiquidate(): void {
         });
 
         context("when the repay amount is less than the seized amount", function () {
-          const repayCollateralAmount: BigNumber = WBTC("0.40020264");
+          const repayCollateralAmount: BigNumber = WBTC("0.40040074");
           const seizeCollateralAmount: BigNumber = WBTC("1");
 
           beforeEach(async function () {

packages/flash-swap/test/integration/flashUniswapV3/effects/uniswapV3SwapCallback/index.ts

@@ -1,14 +1,15 @@
 import { defaultAbiCoder } from "@ethersproject/abi";
 import { BigNumber } from "@ethersproject/bignumber";
 import { Zero } from "@ethersproject/constants";
+import { DEFAULT_FEE } from "@hifi/constants";
 import { FlashUniswapV3Errors } from "@hifi/errors";
 import { USDC, WBTC } from "@hifi/helpers";
 import { expect } from "chai";
 import { utils } from "ethers";
 
 import { shouldBehaveLikeFlashLiquidate } from "./flashLiquidate";
 
-async function getSwapCallbackData(this: Mocha.Context, collateral: string, fee: number): Promise<string> {
+async function getSwapCallbackData(this: Mocha.Context, collateral: string): Promise<string> {
   const bond: string = this.contracts.hToken.address;
   const borrower: string = this.signers.borrower.address;
   const sender: string = this.signers.raider.address;
@@ -32,7 +33,7 @@ async function getSwapCallbackData(this: Mocha.Context, collateral: string, fee:
         bond,
         borrower,
         collateral,
-        path: utils.solidityPack(["address", "uint24", "address"], [underlying, fee, collateral]),
+        path: utils.solidityPack(["address", "uint24", "address"], [underlying, DEFAULT_FEE, collateral]),
         sender,
         turnout,
         underlyingAmount,
@@ -59,8 +60,7 @@ export function shouldBehaveLikeUniswapV3SwapCallback(): void {
     let data: string;
 
     beforeEach(async function () {
-      const fee: number = await this.contracts.uniswapV3Pool.fee();
-      data = await getSwapCallbackData.call(this, this.contracts.wbtc.address, fee);
+      data = await getSwapCallbackData.call(this, this.contracts.wbtc.address);
     });
 
     context("when the caller is not the UniswapV3Pool contract", function () {

packages/flash-swap/test/shared/fixtures.ts

@@ -1,6 +1,15 @@
 import { Signer } from "@ethersproject/abstract-signer";
 import { keccak256 } from "@ethersproject/keccak256";
-import { H_TOKEN_MATURITY_ONE_YEAR, WETH_DECIMALS, WETH_NAME, WETH_SYMBOL } from "@hifi/constants";
+import {
+  DAI_DECIMALS,
+  DAI_NAME,
+  DAI_SYMBOL,
+  DEFAULT_FEE,
+  H_TOKEN_MATURITY_ONE_YEAR,
+  WETH_DECIMALS,
+  WETH_NAME,
+  WETH_SYMBOL,
+} from "@hifi/constants";
 import { USDC_DECIMALS, USDC_NAME, USDC_SYMBOL, WBTC_DECIMALS, WBTC_NAME, WBTC_SYMBOL } from "@hifi/constants";
 import { getHTokenName, getHTokenSymbol } from "@hifi/helpers";
 import type { BalanceSheetV2 } from "@hifi/protocol/dist/types/contracts/core/balance-sheet/BalanceSheetV2";
@@ -27,13 +36,13 @@ import { deployGodModeErc20 } from "./deployers";
 
 type IntegrationFixtureReturnType = {
   balanceSheet: BalanceSheetV2;
+  dai: GodModeErc20;
   fintroller: Fintroller;
   flashUniswapV2: FlashUniswapV2;
   flashUniswapV3: FlashUniswapV3;
   hToken: GodModeHToken;
   maliciousV2Pair: MaliciousV2Pair;
   uniswapV2Pair: GodModeUniswapV2Pair;
-  uniswapV3Pool: UniswapV3Pool;
   uniswapV3PositionManager: GodModeNonfungiblePositionManager;
   usdc: GodModeErc20;
   usdcPriceFeed: SimplePriceFeed;
@@ -45,6 +54,7 @@ export async function integrationFixture(signers: Signer[]): Promise<Integration
   const deployer: Signer = signers[0];
 
   const wbtc: GodModeErc20 = await deployGodModeErc20(deployer, WBTC_NAME, WBTC_SYMBOL, WBTC_DECIMALS);
+  const dai: GodModeErc20 = await deployGodModeErc20(deployer, DAI_NAME, DAI_SYMBOL, DAI_DECIMALS);
   const usdc: GodModeErc20 = await deployGodModeErc20(deployer, USDC_NAME, USDC_SYMBOL, USDC_DECIMALS);
 
   const simplePriceFeedArtifact: Artifact = await artifacts.readArtifact("SimplePriceFeed");
@@ -112,10 +122,9 @@ export async function integrationFixture(signers: Signer[]): Promise<Integration
   const uniswapV3Factory: IUniswapV3Factory = <IUniswapV3Factory>(
     await waffle.deployContract(deployer, uniswapV3FactoryArtifact, [])
   );
-  await uniswapV3Factory.createPool(wbtc.address, usdc.address, 500);
-  const v3PoolAddress: string = await uniswapV3Factory.getPool(wbtc.address, usdc.address, 500);
-
-  const uniswapV3Pool: UniswapV3Pool = UniswapV3Pool__factory.connect(v3PoolAddress, deployer);
+  // Create pools for WBTC-DAI and DAI-USDC.
+  await uniswapV3Factory.createPool(wbtc.address, dai.address, DEFAULT_FEE);
+  await uniswapV3Factory.createPool(dai.address, usdc.address, DEFAULT_FEE);
 
   const weth: GodModeErc20 = await deployGodModeErc20(deployer, WETH_NAME, WETH_SYMBOL, WETH_DECIMALS);
 
@@ -131,13 +140,13 @@ export async function integrationFixture(signers: Signer[]): Promise<Integration
 
   return {
     balanceSheet,
+    dai,
     fintroller,
     flashUniswapV2,
     flashUniswapV3,
     hToken,
     maliciousV2Pair,
     uniswapV2Pair,
-    uniswapV3Pool,
     uniswapV3PositionManager,
     usdc,
     usdcPriceFeed,

packages/flash-swap/test/shared/helpers.ts

@@ -1,9 +1,11 @@
 import { BigNumber } from "@ethersproject/bignumber";
 import { Zero } from "@ethersproject/constants";
 import { Token } from "@uniswap/sdk-core";
-import { Pool, Position, nearestUsableTick } from "@uniswap/v3-sdk";
+import { Pool, Position, computePoolAddress, nearestUsableTick } from "@uniswap/v3-sdk";
 import bn from "bignumber.js";
 
+import { GodModeErc20, UniswapV3Pool, UniswapV3Pool__factory } from "../../src/types";
+
 bn.config({ EXPONENTIAL_AT: 999999, DECIMAL_PLACES: 40 });
 
 export async function increaseUniswapV2PoolReserves(
@@ -44,33 +46,48 @@ export async function reduceUniswapV2PoolReserves(
   await this.contracts.uniswapV2Pair.sync();
 }
 
-export async function mintUniswapV3PoolReserves(this: Mocha.Context, mintLiquidity: string): Promise<void> {
-  // Create a position with price range 1 WBTC ~ 20k USDC.
-  const [reserve0, reserve1] = ["1", "250"];
+export async function mintUniswapV3PoolReserves(
+  this: Mocha.Context,
+  token0: GodModeErc20,
+  token1: GodModeErc20,
+  fee: number,
+  reserve0: string,
+  reserve1: string,
+  mintLiquidity: string,
+): Promise<void> {
   await this.contracts.uniswapV3PositionManager.createAndInitializePoolIfNecessary(
-    this.contracts.wbtc.address,
-    this.contracts.usdc.address,
-    500,
+    token0.address,
+    token1.address,
+    fee,
     new bn(reserve1).div(reserve0).sqrt().multipliedBy(new bn(2).pow(96)).integerValue(3).toString(),
   );
 
-  const [tickSpacing, fee, liquidity, [sqrtPriceX96, tick]] = await Promise.all([
-    this.contracts.uniswapV3Pool.tickSpacing(),
-    this.contracts.uniswapV3Pool.fee(),
-    this.contracts.uniswapV3Pool.liquidity(),
-    this.contracts.uniswapV3Pool.slot0(),
-  ]);
-
   let usdc, wbtc;
   {
-    const { name, symbol, decimals } = this.contracts.wbtc;
-    wbtc = new Token(31337, this.contracts.wbtc.address, await decimals(), await symbol(), await name());
+    const { name, symbol, decimals } = token0;
+    wbtc = new Token(31337, token0.address, await decimals(), await symbol(), await name());
   }
   {
-    const { name, symbol, decimals } = this.contracts.usdc;
-    usdc = new Token(31337, this.contracts.usdc.address, await decimals(), await symbol(), await name());
+    const { name, symbol, decimals } = token1;
+    usdc = new Token(31337, token1.address, await decimals(), await symbol(), await name());
   }
 
+  const uniswapV3Pool: UniswapV3Pool = UniswapV3Pool__factory.connect(
+    computePoolAddress({
+      factoryAddress: await this.contracts.uniswapV3PositionManager.factory(),
+      tokenA: wbtc,
+      tokenB: usdc,
+      fee: fee,
+    }),
+    this.signers.admin,
+  );
+
+  const [tickSpacing, liquidity, [sqrtPriceX96, tick]] = await Promise.all([
+    uniswapV3Pool.tickSpacing(),
+    uniswapV3Pool.liquidity(),
+    uniswapV3Pool.slot0(),
+  ]);
+
   const pool = new Pool(wbtc, usdc, fee, sqrtPriceX96.toString(), liquidity.toString(), tick);
 
   const position = new Position({
@@ -83,19 +100,19 @@ export async function mintUniswapV3PoolReserves(this: Mocha.Context, mintLiquidi
   const { amount0: amount0Desired, amount1: amount1Desired } = position.mintAmounts;
 
   // Mint WBTC to the admin address.
-  await this.contracts.wbtc.__godMode_mint(this.signers.admin.address, amount0Desired.toString());
+  await token0.__godMode_mint(this.signers.admin.address, amount0Desired.toString());
 
   // Mint USDC to the admin address.
-  await this.contracts.usdc.__godMode_mint(this.signers.admin.address, amount1Desired.toString());
+  await token1.__godMode_mint(this.signers.admin.address, amount1Desired.toString());
 
-  await this.contracts.wbtc.approve(this.contracts.uniswapV3PositionManager.address, amount0Desired.toString());
+  await token0.approve(this.contracts.uniswapV3PositionManager.address, amount0Desired.toString());
 
-  await this.contracts.usdc.approve(this.contracts.uniswapV3PositionManager.address, amount1Desired.toString());
+  await token1.approve(this.contracts.uniswapV3PositionManager.address, amount1Desired.toString());
 
   await this.contracts.uniswapV3PositionManager.mint(
     {
-      token0: this.contracts.wbtc.address,
-      token1: this.contracts.usdc.address,
+      token0: token0.address,
+      token1: token1.address,
       fee: fee,
       tickLower: nearestUsableTick(tick, tickSpacing) - tickSpacing * 2,
       tickUpper: nearestUsableTick(tick, tickSpacing) + tickSpacing * 2,

packages/flash-swap/test/shared/types.ts

@@ -9,7 +9,6 @@ import type { FlashUniswapV2 } from "../../src/types/contracts/uniswap-v2/FlashU
 import type { GodModeUniswapV2Pair } from "../../src/types/contracts/uniswap-v2/test/GodModeUniswapV2Pair";
 import type { MaliciousPair as MaliciousV2Pair } from "../../src/types/contracts/uniswap-v2/test/MaliciousPair";
 import type { FlashUniswapV3 } from "../../src/types/contracts/uniswap-v3/FlashUniswapV3";
-import type { UniswapV3Pool } from "../../src/types/contracts/uniswap-v3/UniswapV3Pool";
 import type { GodModeNonfungiblePositionManager } from "../../src/types/contracts/uniswap-v3/test/GodModeNonfungiblePositionManager";
 
 declare module "mocha" {
@@ -21,6 +20,7 @@ declare module "mocha" {
 
 export interface Contracts {
   balanceSheet: BalanceSheetV2;
+  dai: GodModeErc20;
   fintroller: Fintroller;
   flashUniswapV2: FlashUniswapV2;
   flashUniswapV3: FlashUniswapV3;
@@ -29,7 +29,6 @@ export interface Contracts {
   usdc: GodModeErc20;
   usdcPriceFeed: SimplePriceFeed;
   uniswapV2Pair: GodModeUniswapV2Pair;
-  uniswapV3Pool: UniswapV3Pool;
   uniswapV3PositionManager: GodModeNonfungiblePositionManager;
   wbtc: GodModeErc20;
   wbtcPriceFeed: SimplePriceFeed;