Uniswap V3 Exchange Adapter

contracts/interfaces/external/ISwapRouter.sol

@@ -0,0 +1,66 @@
+// SPDX-License-Identifier: GPL-2.0-or-later
+pragma solidity 0.6.10;
+pragma experimental ABIEncoderV2;
+
+
+/// @title Router token swapping functionality
+/// @notice Functions for swapping tokens via Uniswap V3
+interface ISwapRouter {
+    struct ExactInputSingleParams {
+        address tokenIn;
+        address tokenOut;
+        uint24 fee;
+        address recipient;
+        uint256 deadline;
+        uint256 amountIn;
+        uint256 amountOutMinimum;
+        uint160 sqrtPriceLimitX96;
+    }
+
+    /// @notice Swaps `amountIn` of one token for as much as possible of another token
+    /// @param params The parameters necessary for the swap, encoded as `ExactInputSingleParams` in calldata
+    /// @return amountOut The amount of the received token
+    function exactInputSingle(ExactInputSingleParams calldata params) external payable returns (uint256 amountOut);
+
+    struct ExactInputParams {
+        bytes path;
+        address recipient;
+        uint256 deadline;
+        uint256 amountIn;
+        uint256 amountOutMinimum;
+    }
+
+    /// @notice Swaps `amountIn` of one token for as much as possible of another along the specified path
+    /// @param params The parameters necessary for the multi-hop swap, encoded as `ExactInputParams` in calldata
+    /// @return amountOut The amount of the received token
+    function exactInput(ExactInputParams calldata params) external payable returns (uint256 amountOut);
+
+    struct ExactOutputSingleParams {
+        address tokenIn;
+        address tokenOut;
+        uint24 fee;
+        address recipient;
+        uint256 deadline;
+        uint256 amountOut;
+        uint256 amountInMaximum;
+        uint160 sqrtPriceLimitX96;
+    }
+
+    /// @notice Swaps as little as possible of one token for `amountOut` of another token
+    /// @param params The parameters necessary for the swap, encoded as `ExactOutputSingleParams` in calldata
+    /// @return amountIn The amount of the input token
+    function exactOutputSingle(ExactOutputSingleParams calldata params) external payable returns (uint256 amountIn);
+
+    struct ExactOutputParams {
+        bytes path;
+        address recipient;
+        uint256 deadline;
+        uint256 amountOut;
+        uint256 amountInMaximum;
+    }
+
+    /// @notice Swaps as little as possible of one token for `amountOut` of another along the specified path (reversed)
+    /// @param params The parameters necessary for the multi-hop swap, encoded as `ExactOutputParams` in calldata
+    /// @return amountIn The amount of the input token
+    function exactOutput(ExactOutputParams calldata params) external payable returns (uint256 amountIn);
+}

contracts/protocol/integration/exchange/UniswapV3ExchangeAdapter.sol

@@ -0,0 +1,129 @@
+/*
+    Copyright 2021 Set Labs Inc.
+
+    Licensed under the Apache License, Version 2.0 (the "License");
+    you may not use this file except in compliance with the License.
+    You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+    Unless required by applicable law or agreed to in writing, software
+    distributed under the License is distributed on an "AS IS" BASIS,
+    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+    See the License for the specific language governing permissions and
+    limitations under the License.
+
+    SPDX-License-Identifier: Apache License, Version 2.0
+*/
+
+pragma solidity 0.6.10;
+pragma experimental "ABIEncoderV2";
+
+import { BytesLib } from "../../../../external/contracts/uniswap/v3/lib/BytesLib.sol";
+import { ISwapRouter } from "../../../interfaces/external/ISwapRouter.sol";
+
+
+/**
+ * @title UniswapV3TradeAdapter
+ * @author Set Protocol
+ *
+ * Exchange adapter for Uniswap V3 SwapRouter that encodes trade data
+ */
+contract UniswapV3ExchangeAdapter {
+
+    using BytesLib for bytes;
+
+    /* ============= Constants ================= */
+
+    // signature of exactInput SwapRouter function
+    string internal constant EXACT_INPUT = "exactInput((bytes,address,uint256,uint256,uint256))";
+
+    /* ============ State Variables ============ */
+
+    // Address of Uniswap V3 SwapRouter contract
+    address public immutable swapRouter;
+
+    /* ============ Constructor ============ */
+
+    /**
+     * Set state variables
+     *
+     * @param _swapRouter    Address of Uniswap V3 SwapRouter
+     */
+    constructor(address _swapRouter) public {
+        swapRouter = _swapRouter;
+    }
+
+    /* ============ External Getter Functions ============ */
+
+    /**
+     * Return calldata for Uniswap V3 SwapRouter
+     *
+     * @param  _sourceToken              Address of source token to be sold
+     * @param  _destinationToken         Address of destination token to buy
+     * @param  _destinationAddress       Address that assets should be transferred to
+     * @param  _sourceQuantity           Amount of source token to sell
+     * @param  _minDestinationQuantity   Min amount of destination token to buy
+     * @param  _data                     Uniswap V3 path. Equals the output of the generateDataParam function
+     *
+     * @return address                   Target contract address
+     * @return uint256                   Call value
+     * @return bytes                     Trade calldata
+     */
+    function getTradeCalldata(
+        address _sourceToken,
+        address _destinationToken,
+        address _destinationAddress,
+        uint256 _sourceQuantity,
+        uint256 _minDestinationQuantity,
+        bytes calldata _data
+    )
+        external
+        view
+        returns (address, uint256, bytes memory)
+    {
+
+        address sourceFromPath = _data.toAddress(0);
+        require(_sourceToken == sourceFromPath, "UniswapV3ExchangeAdapter: source token path mismatch");
+
+        address destinationFromPath = _data.toAddress(_data.length - 20);
+        require(_destinationToken == destinationFromPath, "UniswapV3ExchangeAdapter: destination token path mismatch");
+
+        ISwapRouter.ExactInputParams memory params = ISwapRouter.ExactInputParams(
+            _data,
+            _destinationAddress,
+            block.timestamp,
+            _sourceQuantity,
+            _minDestinationQuantity
+        );
+
+        bytes memory callData = abi.encodeWithSignature(EXACT_INPUT, params);
+        return (swapRouter, 0, callData);
+    }
+
+    /**
+     * Returns the address to approve source tokens to for trading. This is the Uniswap SwapRouter address
+     *
+     * @return address             Address of the contract to approve tokens to
+     */
+    function getSpender() external view returns (address) {
+        return swapRouter;
+    }
+
+    /**
+     * Returns the appropriate _data argument for getTradeCalldata. Equal to the encodePacked path with the
+     * fee of each hop between it, e.g [token1, fee1, token2, fee2, token3]. Note: _fees.length == _path.length - 1
+     *
+     * @param _path array of addresses to use as the path for the trade
+     * @param _fees array of uint24 representing the pool fee to use for each hop
+     */
+    function generateDataParam(address[] calldata _path, uint24[] calldata _fees) external pure returns (bytes memory) {
+        bytes memory data = "";
+        for (uint256 i = 0; i < _path.length - 1; i++) {
+            data = abi.encodePacked(data, _path[i], _fees[i]);
+        }
+
+        // last encode has no fee associated with it since _fees.length == _path.length - 1
+        return abi.encodePacked(data, _path[_path.length - 1]);
+    }
+} 

test/fixtures/uniswapV3.spec.ts

@@ -95,7 +95,7 @@ describe("UniswapV3Fixture", () => {
 
       const slot0 = await pool.slot0();
 
-      const expectedSqrtPrice = uniswapV3Fixture._getSqrtPriceX96(1e-12);
+      const expectedSqrtPrice = uniswapV3Fixture._getSqrtPriceX96(1e12);
 
       expect(slot0.sqrtPriceX96).to.eq(expectedSqrtPrice);
     });

test/protocol/integration/exchange/uniswapV3ExchangeAdapter.spec.ts

@@ -0,0 +1,189 @@
+import "module-alias/register";
+
+import { BigNumber, BigNumberish } from "@ethersproject/bignumber";
+import { solidityPack } from "ethers/lib/utils";
+
+import { Address, Bytes } from "@utils/types";
+import { Account } from "@utils/test/types";
+import { ZERO } from "@utils/constants";
+import { UniswapV3ExchangeAdapter } from "@utils/contracts";
+import DeployHelper from "@utils/deploys";
+import { ether } from "@utils/index";
+import {
+  addSnapshotBeforeRestoreAfterEach,
+  getAccounts,
+  getSystemFixture,
+  getWaffleExpect,
+  getLastBlockTimestamp,
+  getUniswapV3Fixture,
+  getRandomAddress
+} from "@utils/test/index";
+
+import { SystemFixture, UniswapV3Fixture } from "@utils/fixtures";
+
+const expect = getWaffleExpect();
+
+describe("UniswapV3ExchangeAdapter", () => {
+  let owner: Account;
+  let mockSetToken: Account;
+  let deployer: DeployHelper;
+  let setup: SystemFixture;
+  let uniswapV3Fixture: UniswapV3Fixture;
+
+  let uniswapV3ExchangeAdapter: UniswapV3ExchangeAdapter;
+
+  before(async () => {
+    [
+      owner,
+      mockSetToken,
+    ] = await getAccounts();
+
+    deployer = new DeployHelper(owner.wallet);
+    setup = getSystemFixture(owner.address);
+    await setup.initialize();
+
+    uniswapV3Fixture = getUniswapV3Fixture(owner.address);
+    await uniswapV3Fixture.initialize(
+      owner,
+      setup.weth,
+      2500,
+      setup.wbtc,
+      35000,
+      setup.dai
+    );
+
+    uniswapV3ExchangeAdapter = await deployer.adapters.deployUniswapV3ExchangeAdapter(uniswapV3Fixture.swapRouter.address);
+  });
+
+  addSnapshotBeforeRestoreAfterEach();
+
+  describe("#constructor", async () => {
+    let subjectSwapRouter: Address;
+
+    beforeEach(async () => {
+      subjectSwapRouter = uniswapV3Fixture.swapRouter.address;
+    });
+
+    async function subject(): Promise<any> {
+      return await deployer.adapters.deployUniswapV3ExchangeAdapter(subjectSwapRouter);
+    }
+
+    it("should have the correct SwapRouter address", async () => {
+      const deployedUniswapV3ExchangeAdapter = await subject();
+
+      const actualRouterAddress = await deployedUniswapV3ExchangeAdapter.swapRouter();
+      expect(actualRouterAddress).to.eq(uniswapV3Fixture.swapRouter.address);
+    });
+  });
+
+  describe("#getSpender", async () => {
+    async function subject(): Promise<any> {
+      return await uniswapV3ExchangeAdapter.getSpender();
+    }
+
+    it("should return the correct spender address", async () => {
+      const spender = await subject();
+
+      expect(spender).to.eq(uniswapV3Fixture.swapRouter.address);
+    });
+  });
+
+  describe("#getTradeCalldata", async () => {
+
+    let subjectMockSetToken: Address;
+    let subjectSourceToken: Address;
+    let subjectDestinationToken: Address;
+    let subjectSourceQuantity: BigNumber;
+    let subjectMinDestinationQuantity: BigNumber;
+    let subjectPath: Bytes;
+
+    beforeEach(async () => {
+      subjectSourceToken = setup.wbtc.address;
+      subjectSourceQuantity = BigNumber.from(100000000);
+      subjectDestinationToken = setup.weth.address;
+      subjectMinDestinationQuantity = ether(25);
+
+      subjectMockSetToken = mockSetToken.address;
+
+      subjectPath = solidityPack(["address", "uint24", "address"], [subjectSourceToken, BigNumber.from(3000), subjectDestinationToken]);
+    });
+
+    async function subject(): Promise<any> {
+      return await uniswapV3ExchangeAdapter.getTradeCalldata(
+        subjectSourceToken,
+        subjectDestinationToken,
+        subjectMockSetToken,
+        subjectSourceQuantity,
+        subjectMinDestinationQuantity,
+        subjectPath,
+      );
+    }
+
+    it("should return the correct trade calldata", async () => {
+      const calldata = await subject();
+      const callTimestamp = await getLastBlockTimestamp();
+
+      const expectedCallData = uniswapV3Fixture.swapRouter.interface.encodeFunctionData("exactInput", [{
+        path: subjectPath,
+        recipient: mockSetToken.address,
+        deadline: callTimestamp,
+        amountIn: subjectSourceQuantity,
+        amountOutMinimum: subjectMinDestinationQuantity,
+      }]);
+
+      expect(JSON.stringify(calldata)).to.eq(JSON.stringify([uniswapV3Fixture.swapRouter.address, ZERO, expectedCallData]));
+    });
+
+    context("when source token does not match path", async () => {
+      beforeEach(async () => {
+        subjectSourceToken = await getRandomAddress();
+      });
+
+      it("should revert", async () => {
+        await expect(subject()).to.be.revertedWith("UniswapV3ExchangeAdapter: source token path mismatch");
+      });
+    });
+
+    context("when destination token does not match path", async () => {
+      beforeEach(async () => {
+        subjectDestinationToken = await getRandomAddress();
+      });
+
+      it("should revert", async () => {
+        await expect(subject()).to.be.revertedWith("UniswapV3ExchangeAdapter: destination token path mismatch");
+      });
+    });
+  });
+
+  describe("#generateDataParam", async () => {
+
+    let subjectToken1: Address;
+    let subjectFee1: BigNumberish;
+    let subjectToken2: Address;
+    let subjectFee2: BigNumberish;
+    let subjectToken3: Address;
+
+    beforeEach(async () => {
+      subjectToken1 = setup.wbtc.address;
+      subjectFee1 = 3000;
+      subjectToken2 = setup.weth.address;
+      subjectFee2 = 500;
+      subjectToken3 = setup.weth.address;
+    });
+
+    async function subject(): Promise<string> {
+      return await uniswapV3ExchangeAdapter.generateDataParam([subjectToken1, subjectToken2, subjectToken3], [subjectFee1, subjectFee2]);
+    }
+
+    it("should create the correct path data", async () => {
+      const data = await subject();
+
+      const expectedData = solidityPack(
+        ["address", "uint24", "address", "uint24", "address"],
+        [subjectToken1, subjectFee1, subjectToken2, subjectFee2, subjectToken3]
+      );
+
+      expect(data).to.eq(expectedData);
+    });
+  });
+});