unit tests for fee calculations

Author: hoytech

test/Fees.t.sol

@@ -0,0 +1,110 @@
+// SPDX-License-Identifier: GPL-2.0-or-later
+pragma solidity ^0.8.24;
+
+import {Test, console} from "forge-std/Test.sol";
+import {IEVault, IEulerSwap, EulerSwapTestBase, EulerSwap, TestERC20} from "./EulerSwapTestBase.t.sol";
+
+contract FeesTest is EulerSwapTestBase {
+    EulerSwap public eulerSwap;
+
+    function setUp() public virtual override {
+        super.setUp();
+
+        eulerSwap = createEulerSwap(60e18, 60e18, 0, 1e18, 1e18, 0.9e18, 0.9e18);
+    }
+
+    function test_fees_exactIn() public monotonicHolderNAV {
+        int256 origNav = getHolderNAV();
+        uint256 fee = 0.05e18;
+
+        // No fees
+
+        uint256 amountInNoFees = 1e18;
+        uint256 amountOutNoFees = periphery.quoteExactInput(address(eulerSwap), address(assetTST), address(assetTST2), amountInNoFees);
+        assertApproxEqAbs(amountOutNoFees, 0.9983e18, 0.0001e18);
+
+        // With fees: Increase input amount so that corresponding output amount matches
+
+        eulerSwap = createEulerSwap(60e18, 60e18, fee, 1e18, 1e18, 0.9e18, 0.9e18);
+
+        uint256 amountIn = amountInNoFees * 1e18 / (1e18 - fee);
+        uint256 amountOut = periphery.quoteExactInput(address(eulerSwap), address(assetTST), address(assetTST2), amountIn);
+        assertApproxEqAbs(amountOut, amountOutNoFees, 1); // Same except for possible rounding down by 1
+
+        // Actually execute swap
+
+        assetTST.mint(address(this), amountIn);
+        assetTST.transfer(address(eulerSwap), amountIn);
+
+        // Pulling out one extra reverts...
+
+        vm.expectRevert(EulerSwap.CurveViolation.selector);
+        eulerSwap.swap(0, amountOut + 1, address(this), "");
+
+        // Just right:
+
+        eulerSwap.swap(0, amountOut, address(this), "");
+
+        // Swapper received their quoted amount:
+
+        assertEq(assetTST2.balanceOf(address(this)), amountOut);
+
+        // eulerSwap instance is empty:
+
+        assertEq(assetTST.balanceOf(address(eulerSwap)), 0);
+        assertEq(assetTST2.balanceOf(address(eulerSwap)), 0);
+
+        // Holder's NAV increased by fee amount, plus slightly extra because we are not at curve equilibrium point
+
+        assertGt(getHolderNAV(), origNav + int256(amountIn - amountInNoFees));
+        assertEq(eTST.balanceOf(address(holder)), 10e18 + amountIn);
+        assertEq(eTST2.balanceOf(address(holder)), 10e18 - amountOut);
+    }
+
+    function test_fees_exactOut() public monotonicHolderNAV {
+        int256 origNav = getHolderNAV();
+        uint256 fee = 0.05e18;
+
+        // No fees
+
+        uint256 amountOut = 1e18;
+        uint256 amountInNoFees = periphery.quoteExactOutput(address(eulerSwap), address(assetTST), address(assetTST2), amountOut);
+        assertApproxEqAbs(amountInNoFees, 1.0017e18, 0.0001e18);
+
+        // With fees: Increase input amount so output amount stays same
+
+        eulerSwap = createEulerSwap(60e18, 60e18, fee, 1e18, 1e18, 0.9e18, 0.9e18);
+
+        uint256 amountIn = periphery.quoteExactOutput(address(eulerSwap), address(assetTST), address(assetTST2), amountOut);
+        assertApproxEqAbs(amountIn, amountInNoFees * 1e18 / (1e18 - fee), 1); // Same except for possible rounding up by 1
+
+        // Actually execute swap
+
+        assetTST.mint(address(this), amountIn);
+        assetTST.transfer(address(eulerSwap), amountIn);
+
+        // Pulling out one extra reverts...
+
+        vm.expectRevert(EulerSwap.CurveViolation.selector);
+        eulerSwap.swap(0, amountOut + 1, address(this), "");
+
+        // Just right:
+
+        eulerSwap.swap(0, amountOut, address(this), "");
+
+        // Swapper received their quoted amount:
+
+        assertEq(assetTST2.balanceOf(address(this)), amountOut);
+
+        // eulerSwap instance is empty:
+
+        assertEq(assetTST.balanceOf(address(eulerSwap)), 0);
+        assertEq(assetTST2.balanceOf(address(eulerSwap)), 0);
+
+        // Holder's NAV increased by fee amount, plus slightly extra because we are not at curve equilibrium point
+
+        assertGt(getHolderNAV(), origNav + int256(amountIn - amountInNoFees));
+        assertEq(eTST.balanceOf(address(holder)), 10e18 + amountIn);
+        assertEq(eTST2.balanceOf(address(holder)), 10e18 - amountOut);
+    }
+}