Merge pull request #176 from 0xDmtri/fix/div-zero

Fix/div zero

.gitignore

@@ -12,11 +12,11 @@ contracts/out/
 /broadcast/*/31337/
 /broadcast/**/dry-run/
 
-# Docs
-docs/
-
 # Dotenv file
-.env
+*.env
+
+# Temp checkpoint
+*.temp-checkpoint.json
 
 # intellij 
-.idea/
+*.idea/

contracts/foundry.toml

@@ -1,5 +1,6 @@
 [profile.default]
 optimizer = false
+evm_version = "cancun"
 
 remappings = [
    "forge-std=lib/forge-std/src/",

contracts/src/GetWethValueInPoolBatchRequest.sol

@@ -242,26 +242,35 @@ contract GetWethValueInPoolBatchRequest {
 
     function fromSqrtX96(uint160 sqrtPriceX96, bool token0IsReserve0, address token0, address token1)
         internal
-        view
         returns (uint256 priceX128)
     {
         unchecked {
+            ///@notice very weird edge case
+            if (sqrtPriceX96 == 0) {
+                return 0;
+            }
+
+            (uint8 token0Decimals, bool t0s) = getTokenDecimalsUnsafe(token0);
+            (uint8 token1Decimals, bool t1s) = getTokenDecimalsUnsafe(token1);
+
+            ///@notice if either of tokens does not implement `decimals()` return price as 0
+            if (!(t0s && t1s)) {
+                return 0;
+            }
+
             ///@notice Cache the difference between the input and output token decimals. p=y/x ==> p*10**(x_decimals-y_decimals)>>Q192 will be the proper price in base 10.
-            int8 decimalShift = int8(IERC20(token0).decimals()) - int8(IERC20(token1).decimals());
+            int8 decimalShift = int8(token0Decimals) - int8(token1Decimals);
             ///@notice Square the sqrtPrice ratio and normalize the value based on decimalShift.
             uint256 priceSquaredX96 = decimalShift < 0
                 ? uint256(sqrtPriceX96) ** 2 / uint256(10) ** (uint8(-decimalShift))
                 : uint256(sqrtPriceX96) ** 2 * 10 ** uint8(decimalShift);
 
             ///@notice The first value is a Q96 representation of p_token0, the second is 128X fixed point representation of p_token1.
-            uint256 priceSquaredShiftQ96 = token0IsReserve0
-                ? priceSquaredX96 / Q96
-                : (Q96 * 0xffffffffffffffffffffffffffffffff) / (priceSquaredX96 / Q96);
+            uint256 priceSquaredShiftQ96 =
+                token0IsReserve0 ? priceSquaredX96 << 128 / Q96 : type(uint256).max / (priceSquaredX96 << 128 / Q96);
 
             ///@notice Convert the first value to 128X fixed point by shifting it left 128 bits and normalizing the value by Q96.
-            priceX128 = token0IsReserve0
-                ? (uint256(priceSquaredShiftQ96) * 0xffffffffffffffffffffffffffffffff) / Q96
-                : priceSquaredShiftQ96;
+            priceX128 = token0IsReserve0 ? priceSquaredShiftQ96 / Q96 : priceSquaredShiftQ96;
             require(priceX128 <= type(uint256).max, "Overflow");
         }
     }

contracts/test/GetWethValueInPoolBatchRequest.t.sol

@@ -0,0 +1,69 @@
+// SPDX-License-Identifier: UNLICENSED
+pragma solidity ^0.8.0;
+
+import "forge-std/Test.sol";
+import "../src/GetWethValueInPoolBatchRequest.sol";
+
+contract GetWethValueInPoolBatchRequestTest is Test {
+    address constant weth = 0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2;
+    uint256 constant wethInPoolThreshold = 0.01 ether;
+
+    function setUp() public {}
+
+    function testUniV3GoodLiquidity() public {
+        address[] memory pools = new address[](1);
+        pools[0] = address(0x88e6A0c2dDD26FEEb64F039a2c41296FcB3f5640);
+
+        address[] memory dexes = new address[](1);
+        dexes[0] = address(0x1F98431c8aD98523631AE4a59f267346ea31F984);
+
+        bool[] memory dexIsUniV3 = new bool[](1);
+        dexIsUniV3[0] = true;
+
+        GetWethValueInPoolBatchRequest data =
+            new GetWethValueInPoolBatchRequest(pools, dexes, dexIsUniV3, weth, wethInPoolThreshold);
+
+        uint256[] memory weth_values = abi.decode(address(data).code, (uint256[]));
+
+        // expecting weth value to be non 0
+        assert(weth_values[0] != 0);
+    }
+
+    function testUniV3VerySmallLiquidity() public {
+        address[] memory pools = new address[](1);
+        pools[0] = address(0x697C1CcA83174363e9B6758B8CD616474487C192);
+
+        address[] memory dexes = new address[](1);
+        dexes[0] = address(0x1F98431c8aD98523631AE4a59f267346ea31F984);
+
+        bool[] memory dexIsUniV3 = new bool[](1);
+        dexIsUniV3[0] = true;
+
+        GetWethValueInPoolBatchRequest data =
+            new GetWethValueInPoolBatchRequest(pools, dexes, dexIsUniV3, weth, wethInPoolThreshold);
+
+        uint256[] memory weth_values = abi.decode(address(data).code, (uint256[]));
+
+        // expecting weth value to be 0
+        assert(weth_values[0] == 0);
+    }
+
+    function testUniV3ZeroLiquidity() public {
+        address[] memory pools = new address[](1);
+        pools[0] = address(0xc53489F27F4d8A1cdceD3BFe397CAF628e8aBC13);
+
+        address[] memory dexes = new address[](1);
+        dexes[0] = address(0x1F98431c8aD98523631AE4a59f267346ea31F984);
+
+        bool[] memory dexIsUniV3 = new bool[](1);
+        dexIsUniV3[0] = true;
+
+        GetWethValueInPoolBatchRequest data =
+            new GetWethValueInPoolBatchRequest(pools, dexes, dexIsUniV3, weth, wethInPoolThreshold);
+
+        uint256[] memory weth_values = abi.decode(address(data).code, (uint256[]));
+
+        // expecting weth value to be non 0
+        assert(weth_values[0] == 0);
+    }
+}

src/filters/value.rs

@@ -206,3 +206,86 @@ where
 
     Ok(weth_value_in_pools)
 }
+
+#[cfg(test)]
+mod test {
+
+    use alloy::{
+        primitives::{address, uint},
+        providers::ProviderBuilder,
+        rpc::client::WsConnect,
+    };
+    use std::{path::Path, sync::Arc};
+
+    use super::*;
+    use crate::amm::{
+        uniswap_v2::factory::UniswapV2Factory, uniswap_v3::factory::UniswapV3Factory,
+    };
+    use crate::sync::{checkpoint::sync_amms_from_checkpoint, sync_amms};
+
+    const WETH_VALUE_THREASHOLD: U256 = uint!(1_000_000_000_000_000_000_U256);
+    const MIN_TOKEN_PRICE_IN_WETH: U256 = uint!(0_U256);
+    const WETH_ADDRESS: Address = address!("C02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2");
+    const CHECKPOINT_PATH: &str = ".temp-checkpoint.json";
+
+    #[tokio::test]
+    #[ignore] // Ignoring to not throttle the Provider on workflows
+    async fn test_weth_value_filter() {
+        let ipc_endpoint = std::env::var("WS").unwrap();
+        let ws = WsConnect::new(ipc_endpoint.to_owned());
+        let provider = Arc::new(ProviderBuilder::new().on_ws(ws).await.unwrap());
+
+        let factories = vec![
+            // Add Uniswap V2
+            Factory::UniswapV2Factory(UniswapV2Factory::new(
+                address!("5C69bEe701ef814a2B6a3EDD4B1652CB9cc5aA6f"),
+                10000835,
+                300,
+            )),
+            // Add Uniswap v3
+            Factory::UniswapV3Factory(UniswapV3Factory::new(
+                address!("1F98431c8aD98523631AE4a59f267346ea31F984"),
+                12369621,
+            )),
+        ];
+
+        let checkpoint_exists = Path::new(CHECKPOINT_PATH).exists();
+
+        // sync all markets
+        let markets = if checkpoint_exists {
+            tracing::info!("Syncing pools from checkpoint");
+            let (_, markets) = sync_amms_from_checkpoint(CHECKPOINT_PATH, 500, provider.clone())
+                .await
+                .unwrap();
+
+            markets
+        } else {
+            tracing::info!("Syncing pools from inception");
+            let (markets, _) = sync_amms(
+                factories.clone(),
+                provider.clone(),
+                Some(CHECKPOINT_PATH),
+                500,
+            )
+            .await
+            .unwrap();
+
+            markets
+        };
+
+        filter_amms_below_weth_threshold(
+            markets,
+            &factories,
+            WETH_ADDRESS,
+            WETH_VALUE_THREASHOLD,
+            MIN_TOKEN_PRICE_IN_WETH,
+            500,
+            provider.clone(),
+        )
+        .await
+        .unwrap();
+    }
+
+    #[tokio::test]
+    async fn test_usd_value_filter() {}
+}