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add multiplier
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@daopunk
daopunk committed Jul 21, 2024
1 parent b38e3b4 commit 0c737a5
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Showing 3 changed files with 45 additions and 67 deletions.
3 changes: 2 additions & 1 deletion script/getSwapRoute.js
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Original file line number Diff line number Diff line change
Expand Up @@ -42,7 +42,8 @@ async function getSwapRoute(_fromToken, _fromDecimals, _toToken, _toDecimals, _s
side: SwapSide.SELL,
});

console.log(`\n${_num}\nSRC: ${priceRoute.srcUSD}\nDST: ${priceRoute.destUSD}\nDIF: ${priceRoute.srcUSD - priceRoute.destUSD}\n\n`);
console.log(`\n${_num}\nSRC: ${priceRoute.srcUSD}\nDST: ${priceRoute.destUSD}\nDIF: ${priceRoute.srcUSD - priceRoute.destUSD}`);
console.log(`\n${_num}\nSRC: ${priceRoute.srcAmount}\nDST: ${priceRoute.destAmount}\n\n`);
// console.log(JSON.stringify(priceRoute, null, 3));
// console.log(`\n TRANSACTION \n`);

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13 changes: 1 addition & 12 deletions src/leverage/ParaswapSellAdapter.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -9,7 +9,6 @@ import {PercentageMath} from '@aave-core-v3/contracts/protocol/libraries/math/Pe
import {IParaSwapAugustusRegistry} from '@aave-debt-swap/dependencies/paraswap/IParaSwapAugustusRegistry.sol';
import {ODProxy} from '@opendollar/contracts/proxies/ODProxy.sol';
import {
ISystemCoin,
ISAFEEngine,
IODSafeManager,
ICollateralJoinFactory,
Expand Down Expand Up @@ -191,16 +190,6 @@ contract ParaswapSellAdapter is FlashLoanSimpleReceiverBase, IParaswapSellAdapte
if (_initBalFromToken < _sellAmount) revert InsufficientBalance();
uint256 _initBalToToken = _toToken.balanceOf(address(this));

// uint256 expectedMaxAmountToSwap = amountToReceive
// .mul(toAssetPrice.mul(10**fromAssetDecimals))
// .div(fromAssetPrice.mul(10**toAssetDecimals))
// .percentMul(PercentageMath.PERCENTAGE_FACTOR.add(MAX_SLIPPAGE_PERCENT));

uint256 _maxSellAmount = _sellAmount + _sellAmount.percentMul(MAX_SLIPPAGE_PERCENT);
emit log_named_uint('_sellAmount ', _sellAmount);
emit log_named_uint('_maxSellAmount ', _maxSellAmount);
// if (_sellAmount > _maxSellAmount) revert OverSell();

address _tokenTransferProxy = augustus.getTokenTransferProxy();
_fromToken.approve(_tokenTransferProxy, _sellAmount);

Expand All @@ -220,7 +209,7 @@ contract ParaswapSellAdapter is FlashLoanSimpleReceiverBase, IParaswapSellAdapte
}
}
uint256 _amountSold = _initBalFromToken - _fromToken.balanceOf(address(this));
if (_sellAmount > _amountSold) revert OverSell();
if (_sellAmount < _amountSold) revert OverSell();

_amountReceived = _toToken.balanceOf(address(this)) - _initBalToToken;
if (_amountReceived < _minDstAmount) revert UnderBuy();
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96 changes: 42 additions & 54 deletions test/e2e/E2ESwapExit.t.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -9,7 +9,7 @@ import {IDenominatedOracle} from '@opendollar/interfaces/oracles/IDenominatedOra
import {AugustusRegistry} from '@aave-debt-swap/dependencies/paraswap/AugustusRegistry.sol';
import {ParaswapSellAdapter, IParaswapSellAdapter, InitSellAdapter} from 'src/leverage/ParaswapSellAdapter.sol';
import {CommonTest} from 'test/e2e/common/CommonTest.t.sol';
import {Math} from '@opendollar/libraries/Math.sol';
import {Math, WAD} from '@opendollar/libraries/Math.sol';

contract E2ESwapExit is CommonTest {
using Math for uint256;
Expand All @@ -18,16 +18,17 @@ contract E2ESwapExit is CommonTest {
uint256 public constant PREMIUM = 500_000_000_000;
uint256 public constant INTEREST_RATE_MODE = 0;
uint16 public constant REF_CODE = 0;
address public SELL_ADAPTER;
uint256 public constant PERCENT = 135;

IVault721.NFVState public userNFV;
address public userProxy;
address public sellAdapterProxy;

IParaswapSellAdapter public sellAdapter;
IVault721.NFVState public userNFV;
address public sellAdapterAddr;
address public sellAdapterProxy;

IDenominatedOracle public rethOracle;
uint256 rethUsdPrice;
uint256 public rethUsdPrice;

function setUp() public virtual override {
super.setUp();
Expand Down Expand Up @@ -57,82 +58,68 @@ contract E2ESwapExit is CommonTest {

sellAdapter = new ParaswapSellAdapter(_init);

SELL_ADAPTER = address(sellAdapter);
sellAdapterAddr = address(sellAdapter);

sellAdapterProxy = _deployOrFind(SELL_ADAPTER);
label(SELL_ADAPTER, 'SELL-ADAPTER-CONTRACT');
sellAdapterProxy = _deployOrFind(sellAdapterAddr);
label(sellAdapterAddr, 'SELL-ADAPTER-CONTRACT');
label(sellAdapterProxy, 'SELL-ADAPTER-PROXY');

vm.startPrank(SELL_ADAPTER);
vm.startPrank(sellAdapterAddr);
IERC20Metadata(RETH_ADDR).approve(sellAdapterProxy, type(uint256).max);
IERC20Metadata(OD_ADDR).approve(sellAdapterProxy, type(uint256).max);
vm.stopPrank();
}

/// @dev example of locking collateral at same time of leveraging
function testRequestFlashloanFuzz(uint256 _initCapital) public {
uint256 _initCapital = bound(_initCapital, 0.00001 ether, 5.5 ether);
_testRequestFlashLoan(_initCapital);
}

function testRequestFlashloan0() public {
uint256 _initCapital = 0.00001 ether;
_testRequestFlashLoan(_initCapital);
_testRequestFlashLoan(_initCapital, PERCENT);
}

function testRequestFlashloan1() public {
uint256 _initCapital = 0.0001 ether;
_testRequestFlashLoan(_initCapital);
uint256 _initCapital = 1 ether;
_testRequestFlashLoan(_initCapital, PERCENT);
}

function testRequestFlashloan2() public {
uint256 _initCapital = 0.001 ether;
_testRequestFlashLoan(_initCapital);
uint256 _initCapital = 2 ether;
_testRequestFlashLoan(_initCapital, PERCENT);
}

function testRequestFlashloan3() public {
uint256 _initCapital = 0.01 ether;
_testRequestFlashLoan(_initCapital);
uint256 _initCapital = 4 ether;
_testRequestFlashLoan(_initCapital, PERCENT);
}

function testRequestFlashloan4() public {
uint256 _initCapital = 0.01 ether;
_testRequestFlashLoan(_initCapital);
uint256 _initCapital = 8 ether;
_testRequestFlashLoan(_initCapital, PERCENT);
}

function testRequestFlashloan5() public {
uint256 _initCapital = 0.5 ether;
_testRequestFlashLoan(_initCapital);
uint256 _initCapital = 9 ether;
_testRequestFlashLoan(_initCapital, PERCENT);
}

function testRequestFlashloan6() public {
uint256 _initCapital = 1 ether;
_testRequestFlashLoan(_initCapital);
}
/**
* @notice hitting swap limits
* revert not interpreting correctly
*/
// function testRequestFlashloan6() public {
// uint256 _initCapital = 10 ether;
// vm.expectRevert();
// _testRequestFlashLoan(_initCapital, PERCENT);
// }

function testRequestFlashloan7() public {
uint256 _initCapital = 5 ether;
_testRequestFlashLoan(_initCapital);
}

function testRequestFlashloan8() public {
uint256 _initCapital = 5.5 ether;
_testRequestFlashLoan(_initCapital);
}
uint256 _initCapital = 10 ether;

function testRequestFlashloan9() public {
uint256 _initCapital = 5.6 ether;
_testRequestFlashLoan(_initCapital);
_testRequestFlashLoan(_initCapital, PERCENT + 5);
}

function testRequestFlashloan10() public {
uint256 _initCapital = 5.7 ether;
_testRequestFlashLoan(_initCapital);
}
function testRequestFlashloan8() public {
uint256 _initCapital = 10 ether;

function testRequestFlashloan11() public {
uint256 _initCapital = 5.8 ether;
_testRequestFlashLoan(_initCapital);
_testRequestFlashLoan(_initCapital, PERCENT + 10);
}

/**
Expand All @@ -141,18 +128,19 @@ contract E2ESwapExit is CommonTest {
* LTV = 66.7% = 0.667
* MaxLev = 1/(1 - 0.667) = 3
*/
function _testRequestFlashLoan(uint256 _initCapital) internal {
function _testRequestFlashLoan(uint256 _initCapital, uint256 _percent) internal {
deal(RETH_ADDR, USER, _initCapital);

// todo add dynamic safetyPercentage
// uint256 _multiplier = WAD.wdiv(WAD - uint256())
// uint256 _multiplier = 10_000 / (100 - (100 - (_percent - 100)));
uint256 _multiplier = 10_000 / (100 - (10_000 / _percent));
emit log_named_uint('LTV', _multiplier);

ISAFEEngine.SAFEEngineCollateralData memory _safeEngCData = safeEngine.cData(RETH);
uint256 _accumulatedRate = _safeEngCData.accumulatedRate;
uint256 _safetyPrice = _safeEngCData.safetyPrice;

uint256 _loanAmount = (_initCapital * 3) - _initCapital;
uint256 _leveragedDebt = _initCapital.wmul(_safetyPrice).wdiv(_accumulatedRate) * 3;
uint256 _loanAmount = (_initCapital * _multiplier / 100) - _initCapital;
uint256 _leveragedDebt = _initCapital.wmul(_safetyPrice).wdiv(_accumulatedRate) * _multiplier / 100;

(uint256 _dstAmount, IParaswapSellAdapter.SellParams memory _sellParams) =
_getFullUserInputWithAmount(OD_ADDR, RETH_ADDR, _leveragedDebt);
Expand All @@ -161,7 +149,7 @@ contract E2ESwapExit is CommonTest {
safeManager.allowSAFE(vaults[userProxy], sellAdapterProxy, true);

vm.startPrank(USER);
IERC20Metadata(RETH_ADDR).approve(SELL_ADAPTER, _initCapital);
IERC20Metadata(RETH_ADDR).approve(sellAdapterAddr, _initCapital);
sellAdapter.deposit(RETH_ADDR, _initCapital);
sellAdapter.requestFlashloan(_sellParams, _initCapital, _loanAmount, _dstAmount, vaults[userProxy], RETH);
vm.stopPrank();
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