Skip to content

Commit

Permalink
chore: check gas estimate across L2s (Uniswap#475)
Browse files Browse the repository at this point in the history 
* check gas estimate across L2s

* differentiate gas estimate deviation per chain

* tested gas estimate deviation
  • Loading branch information
@jsy1218
jsy1218 authored Jan 26, 2024
1 parent 3d39063 commit aabc0b8
Showing 1 changed file with 147 additions and 51 deletions.
198 changes: 147 additions & 51 deletions test/integ/routers/alpha-router/alpha-router.integration.test.ts
View file
Original file line number Diff line number Diff line change
Expand Up @@ -96,6 +96,28 @@ const UNIVERSAL_ROUTER_ADDRESS = UNIVERSAL_ROUTER_ADDRESS_BY_CHAIN(1);
const SLIPPAGE = new Percent(15, 100); // 5% or 10_000?
const LARGE_SLIPPAGE = new Percent(45, 100); // 5% or 10_000?

// Those are the worst deviation (we intend to keep them low and strict) tested manually with FORK_BLOCK = 18222746
// We may need to tune them if we change the FORK_BLOCK
const GAS_ESTIMATE_DEVIATION_PERCENT: { [chainId in ChainId]: number } = {
[ChainId.MAINNET]: 35,
[ChainId.GOERLI]: 62,
[ChainId.SEPOLIA]: 50,
[ChainId.OPTIMISM]: 26,
[ChainId.OPTIMISM_GOERLI]: 30,
[ChainId.ARBITRUM_ONE]: 53,
[ChainId.ARBITRUM_GOERLI]: 50,
[ChainId.POLYGON]: 34,
[ChainId.POLYGON_MUMBAI]: 30,
[ChainId.CELO]: 30,
[ChainId.CELO_ALFAJORES]: 30,
[ChainId.GNOSIS]: 30,
[ChainId.MOONBEAM]: 30,
[ChainId.BNB]: 35,
[ChainId.AVALANCHE]: 36,
[ChainId.BASE]: 32,
[ChainId.BASE_GOERLI]: 30,
}

const checkQuoteToken = (
before: CurrencyAmount<Currency>,
after: CurrencyAmount<Currency>,
Expand Down Expand Up @@ -3578,49 +3600,43 @@ describe('quote for other networks', () => {
expect(swapWithSimulation).toBeDefined();
expect(swapWithSimulation).not.toBeNull();

// TODO: We need to fix L2 -> L1 calldata posting gas estimate one by one.
// We started by fixing Arbitrum gas estimate https://github.com/Uniswap/smart-order-router/pull/468.
// Before the fix, the non-simulated gas estimate is 131000, meanwhile simulated gas estimate is 6573602.
// After the fix, the non-simulated gas estimate is now 3414207.
// We assert the non-simulated gas estimate is within 50% error margin of simulated gas estimate range, e.g. between 6573602 - 6573602 / 2 and 6573602 + 6573602 / 2
if (chain === ChainId.ARBITRUM_ONE) {
// Universal Router is not deployed on Gorli.
const swapOptions: SwapOptions =
{
type: SwapType.UNIVERSAL_ROUTER,
recipient: WHALES(tokenIn),
slippageTolerance: SLIPPAGE,
deadlineOrPreviousBlockhash: parseDeadline(360),
};
// Universal Router is not deployed on Gorli.
const swapOptions: SwapOptions =
{
type: SwapType.UNIVERSAL_ROUTER,
recipient: WHALES(tokenIn),
slippageTolerance: SLIPPAGE,
deadlineOrPreviousBlockhash: parseDeadline(360),
};

const swap = await alphaRouter.route(
amount,
getQuoteToken(tokenIn, tokenOut, tradeType),
tradeType,
swapOptions,
{
// @ts-ignore[TS7053] - complaining about switch being non exhaustive
...DEFAULT_ROUTING_CONFIG_BY_CHAIN[chain],
protocols: [Protocol.V3, Protocol.V2],
saveTenderlySimulationIfFailed: true,
}
);
const swap = await alphaRouter.route(
amount,
getQuoteToken(tokenIn, tokenOut, tradeType),
tradeType,
swapOptions,
{
// @ts-ignore[TS7053] - complaining about switch being non exhaustive
...DEFAULT_ROUTING_CONFIG_BY_CHAIN[chain],
protocols: [Protocol.V3, Protocol.V2],
saveTenderlySimulationIfFailed: true,
}
);

expect(swap).toBeDefined();
expect(swap).not.toBeNull();
expect(swap).toBeDefined();
expect(swap).not.toBeNull();

const gasEstimateDiff = swapWithSimulation!.estimatedGasUsed.gt(swap!.estimatedGasUsed)
? swapWithSimulation!.estimatedGasUsed.sub(swap!.estimatedGasUsed)
: swap!.estimatedGasUsed.sub(swapWithSimulation!.estimatedGasUsed);
const gasEstimateDiff = swapWithSimulation!.estimatedGasUsed.gt(swap!.estimatedGasUsed)
? swapWithSimulation!.estimatedGasUsed.sub(swap!.estimatedGasUsed)
: swap!.estimatedGasUsed.sub(swapWithSimulation!.estimatedGasUsed);

// We will rely on Tenderly gas estimate as source of truth against SOR non-simulated gas estimate accuracy.
// This is the only reliable and long-term feasible test assertion approach.
// For example, in the near future, after EIP-4844, we expect the gas estimate to drop by (3 / 16)
// due to gas cost per compressed calldata byte dropping from 16 to 3.
// Relying on Tenderly gas estimate is the only way our github CI can auto catch this.
const percentDiff = gasEstimateDiff.mul(BigNumber.from(100)).div(swapWithSimulation!.estimatedGasUsed);
expect(percentDiff.lte(BigNumber.from(50))).toBe(true);
}
// We will rely on Tenderly gas estimate as source of truth against SOR non-simulated gas estimate accuracy.
// This is the only reliable and long-term feasible test assertion approach.
// For example, in the near future, after EIP-4844, we expect the gas estimate to drop by (3 / 16)
// due to gas cost per compressed calldata byte dropping from 16 to 3.
// Relying on Tenderly gas estimate is the only way our github CI can auto catch this.
const percentDiff = gasEstimateDiff.mul(BigNumber.from(100)).div(swapWithSimulation!.estimatedGasUsed);
console.log(`chain ${chain} GAS_ESTIMATE_DEVIATION_PERCENT ${percentDiff.toNumber()}`)
expect(percentDiff.lte(BigNumber.from(GAS_ESTIMATE_DEVIATION_PERCENT[chain]))).toBe(true);

if (swapWithSimulation) {
expect(
Expand All @@ -3647,7 +3663,7 @@ describe('quote for other networks', () => {
: parseAmount('1', tokenOut);

// Universal Router is not deployed on Gorli.
const swapOptions: SwapOptions =
const swapWithSimulationOptions: SwapOptions =
chain == ChainId.GOERLI
? {
type: SwapType.SWAP_ROUTER_02,
Expand All @@ -3664,6 +3680,30 @@ describe('quote for other networks', () => {
simulate: { fromAddress: WHALES(tokenIn) },
};

const swapWithSimulation = await alphaRouter.route(
amount,
getQuoteToken(tokenIn, tokenOut, tradeType),
tradeType,
swapWithSimulationOptions,
{
// @ts-ignore[TS7053] - complaining about switch being non exhaustive
...DEFAULT_ROUTING_CONFIG_BY_CHAIN[chain],
protocols: [Protocol.V3, Protocol.V2],
saveTenderlySimulationIfFailed: true,
}
);
expect(swapWithSimulation).toBeDefined();
expect(swapWithSimulation).not.toBeNull();

// Universal Router is not deployed on Gorli.
const swapOptions: SwapOptions =
{
type: SwapType.UNIVERSAL_ROUTER,
recipient: WHALES(tokenIn),
slippageTolerance: SLIPPAGE,
deadlineOrPreviousBlockhash: parseDeadline(360),
};

const swap = await alphaRouter.route(
amount,
getQuoteToken(tokenIn, tokenOut, tradeType),
Expand All @@ -3676,17 +3716,33 @@ describe('quote for other networks', () => {
saveTenderlySimulationIfFailed: true,
}
);

expect(swap).toBeDefined();
expect(swap).not.toBeNull();
if (swap) {

const gasEstimateDiff = swapWithSimulation!.estimatedGasUsed.gt(swap!.estimatedGasUsed)
? swapWithSimulation!.estimatedGasUsed.sub(swap!.estimatedGasUsed)
: swap!.estimatedGasUsed.sub(swapWithSimulation!.estimatedGasUsed);

// We will rely on Tenderly gas estimate as source of truth against SOR non-simulated gas estimate accuracy.
// This is the only reliable and long-term feasible test assertion approach.
// For example, in the near future, after EIP-4844, we expect the gas estimate to drop by (3 / 16)
// due to gas cost per compressed calldata byte dropping from 16 to 3.
// Relying on Tenderly gas estimate is the only way our github CI can auto catch this.
const percentDiff = gasEstimateDiff.mul(BigNumber.from(100)).div(swapWithSimulation!.estimatedGasUsed);
console.log(`chain ${chain} GAS_ESTIMATE_DEVIATION_PERCENT ${percentDiff.toNumber()}`)

expect(percentDiff.lte(BigNumber.from(GAS_ESTIMATE_DEVIATION_PERCENT[chain]))).toBe(true);

if (swapWithSimulation) {
expect(
swap.quoteGasAdjusted
.subtract(swap.quote)
.equalTo(swap.estimatedGasUsedQuoteToken)
swapWithSimulation.quoteGasAdjusted
.subtract(swapWithSimulation.quote)
.equalTo(swapWithSimulation.estimatedGasUsedQuoteToken)
);

// Expect tenderly simulation to be successful
expect(swap.simulationStatus).toEqual(
expect(swapWithSimulation.simulationStatus).toEqual(
SimulationStatus.Succeeded
);
}
Expand All @@ -3705,7 +3761,7 @@ describe('quote for other networks', () => {
: parseAmount('1', tokenOut);

// Universal Router is not deployed on Gorli.
const swapOptions: SwapOptions =
const swapWithSimulationOptions: SwapOptions =
chain == ChainId.GOERLI
? {
type: SwapType.SWAP_ROUTER_02,
Expand All @@ -3722,6 +3778,30 @@ describe('quote for other networks', () => {
simulate: { fromAddress: WHALES(tokenIn) },
};

const swapWithSimulation = await alphaRouter.route(
amount,
getQuoteToken(tokenIn, tokenOut, tradeType),
tradeType,
swapWithSimulationOptions,
{
// @ts-ignore[TS7053] - complaining about switch being non exhaustive
...DEFAULT_ROUTING_CONFIG_BY_CHAIN[chain],
protocols: [Protocol.V3, Protocol.V2],
saveTenderlySimulationIfFailed: true,
}
);
expect(swapWithSimulation).toBeDefined();
expect(swapWithSimulation).not.toBeNull();

// Universal Router is not deployed on Gorli.
const swapOptions: SwapOptions =
{
type: SwapType.UNIVERSAL_ROUTER,
recipient: WHALES(tokenIn),
slippageTolerance: SLIPPAGE,
deadlineOrPreviousBlockhash: parseDeadline(360),
};

const swap = await alphaRouter.route(
amount,
getQuoteToken(tokenIn, tokenOut, tradeType),
Expand All @@ -3734,17 +3814,33 @@ describe('quote for other networks', () => {
saveTenderlySimulationIfFailed: true,
}
);

expect(swap).toBeDefined();
expect(swap).not.toBeNull();
if (swap) {

const gasEstimateDiff = swapWithSimulation!.estimatedGasUsed.gt(swap!.estimatedGasUsed)
? swapWithSimulation!.estimatedGasUsed.sub(swap!.estimatedGasUsed)
: swap!.estimatedGasUsed.sub(swapWithSimulation!.estimatedGasUsed);

// We will rely on Tenderly gas estimate as source of truth against SOR non-simulated gas estimate accuracy.
// This is the only reliable and long-term feasible test assertion approach.
// For example, in the near future, after EIP-4844, we expect the gas estimate to drop by (3 / 16)
// due to gas cost per compressed calldata byte dropping from 16 to 3.
// Relying on Tenderly gas estimate is the only way our github CI can auto catch this.
const percentDiff = gasEstimateDiff.mul(BigNumber.from(100)).div(swapWithSimulation!.estimatedGasUsed);
console.log(`chain ${chain} GAS_ESTIMATE_DEVIATION_PERCENT ${percentDiff.toNumber()}`)

expect(percentDiff.lte(BigNumber.from(GAS_ESTIMATE_DEVIATION_PERCENT[chain]))).toBe(true);

if (swapWithSimulation) {
expect(
swap.quoteGasAdjusted
.subtract(swap.quote)
.equalTo(swap.estimatedGasUsedQuoteToken)
swapWithSimulation.quoteGasAdjusted
.subtract(swapWithSimulation.quote)
.equalTo(swapWithSimulation.estimatedGasUsedQuoteToken)
);

// Expect Eth Estimate Gas to succeed
expect(swap.simulationStatus).toEqual(
expect(swapWithSimulation.simulationStatus).toEqual(
SimulationStatus.Succeeded
);
}
Expand Down

0 comments on commit aabc0b8

Please sign in to comment.