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Test slippage calculation with real data (#85)
* Remove test-data * Add test using realistic data to help the slippage match our expectations * Make it easier to test in local
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,10 +1,25 @@ | ||
| import cors from "@fastify/cors"; | ||
| import fp from "fastify-plugin"; | ||
| import cors, { FastifyCorsOptions } from '@fastify/cors'; | ||
| import fp from 'fastify-plugin'; | ||
|
|
||
| export default fp(async (fastify, opts) => { | ||
| const options = { | ||
| const options: FastifyCorsOptions = { | ||
| ...opts, | ||
| origin: false, | ||
| delegator: (req, callback) => { | ||
| const corsOptions = { | ||
| origin: false, | ||
| }; | ||
|
|
||
| // do not include CORS headers for requests from localhost | ||
| const origin = req.headers.origin; | ||
| console.log('delegator', origin); | ||
| if (origin && /^http:\/\/localhost/.test(origin)) { | ||
| corsOptions.origin = true; | ||
| } | ||
|
|
||
| // callback expects two parameters: error and options | ||
| callback(null, corsOptions); | ||
| }, | ||
| }; | ||
| fastify.register(cors, options); | ||
| }); |
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105 changes: 105 additions & 0 deletions
105
libs/services/src/SlippageService/SlippageServiceMain.test.ts
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,105 @@ | ||
| import { SlippageServiceMain } from './SlippageServiceMain'; | ||
| import fs from 'fs'; | ||
| import path from 'path'; | ||
| import { | ||
| ChainNames, | ||
| SupportedChainId, | ||
| toSupportedChainId, | ||
| } from '../../../shared/src'; | ||
|
|
||
| const getUsdPrice = jest.fn(); | ||
| const getUsdPrices = jest.fn(); | ||
|
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| /** | ||
| * Test the SlippageService main implementation using realistic test data. | ||
| * One difference between these tests and the ones in SlippageServiceMain.spec.ts is that in these tests we will use | ||
| * real data for prices and USD we received from Coingecko and we save into test data files. | ||
| * | ||
| * These will allow to refine the slippage calculation algorithm to make it work well with real data. | ||
| */ | ||
| describe('SlippageServiceMain: Real test data', () => { | ||
| let slippageService: SlippageServiceMain; | ||
|
|
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| // Read all files in test-data folder | ||
| const testDataDir = path.join(__dirname, 'test-data'); | ||
| const testDataFiles = fs.readdirSync(testDataDir); | ||
|
|
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| for (const fileName of testDataFiles) { | ||
| const { | ||
| pair, | ||
| baseToken: baseTokenAddress, | ||
| quoteToken: quoteTokenAddress, | ||
| chainId: chainIdValue, | ||
| volatilityDetails, | ||
| slippageBps, | ||
| } = readTestFile(path.join(testDataDir, fileName)); | ||
|
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| const chainId = toSupportedChainId(chainIdValue); | ||
| const chainName = ChainNames[chainId]; | ||
|
|
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| // Uncomment to tests a single pair | ||
| // if (pair !== 'WETH-xDAI' || chainId !== SupportedChainId.GNOSIS_CHAIN) | ||
| // continue; | ||
|
|
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| test(`Expect ${chainName} ${pair} slippage to be ${slippageBps} BPS`, async () => { | ||
| const { | ||
| quoteToken: quoteTokenVolatilityDetails, | ||
| baseToken: baseTokenVolatilityDetails, | ||
| } = volatilityDetails; | ||
|
|
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| // GIVEN: USD price for the base and quote tokens | ||
| getUsdPrice.mockImplementation(async (_chainId, tokenAddress) => { | ||
| if (tokenAddress === baseTokenAddress) { | ||
| return baseTokenVolatilityDetails.usdPrice; | ||
| } else { | ||
| return quoteTokenVolatilityDetails.usdPrice; | ||
| } | ||
| }); | ||
|
|
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| // GIVEN: USD prices for the base and quote tokens | ||
| getUsdPrices.mockImplementation(async (_chainId, tokenAddress) => { | ||
| if (tokenAddress === baseTokenAddress) { | ||
| return baseTokenVolatilityDetails.prices; | ||
| } else { | ||
| return quoteTokenVolatilityDetails.prices; | ||
| } | ||
| }); | ||
|
|
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| // WHEN: Get the slippage | ||
| const slippage = await slippageService.getSlippageBps({ | ||
| chainId, | ||
| baseTokenAddress, | ||
| quoteTokenAddress, | ||
| }); | ||
|
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| // THEN: The slippage should be as expected | ||
| expect(slippage).toBe(slippageBps); | ||
| }); | ||
| } | ||
|
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| beforeEach(() => { | ||
| slippageService = new SlippageServiceMain({ | ||
| getUsdPrice, | ||
| getUsdPrices, | ||
| }); | ||
| }); | ||
| }); | ||
|
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| function readTestFile(filePath: string) { | ||
| const testContent = JSON.parse(fs.readFileSync(filePath, 'utf-8')); | ||
| const volatilityDetails = testContent.volatilityDetails; | ||
|
|
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| volatilityDetails.quoteToken.prices = | ||
| volatilityDetails.quoteToken.prices.map(fixDateForPrices); | ||
| volatilityDetails.baseToken.prices = | ||
| volatilityDetails.baseToken.prices.map(fixDateForPrices); | ||
|
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| return testContent; | ||
| } | ||
|
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| function fixDateForPrices(price: any) { | ||
| return { | ||
| ...price, | ||
| date: new Date(price.date), | ||
| }; | ||
| } |
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