@across-protocol/sdk 3.3.19 → 3.3.21

package/src/interfaces/ConfigStore.ts

@@ -1,13 +1,12 @@
-import { RateModelDictionary } from "../lpFeeCalculator/rateModel";
+import { RateModel } from "../lpFeeCalculator";
 import { BigNumber } from "../utils";
 import { SortableEvent } from "./Common";
 
 export interface ParsedTokenConfig {
-  rateModel: RateModelDictionary;
+  rateModel: RateModel;
   routeRateModel?: {
-    [path: string]: RateModelDictionary;
+    [path: string]: RateModel;
   };
-  uba?: UBAOnChainConfigType;
   spokeTargetBalances?: {
     [chainId: number]: {
       target: string;
@@ -47,6 +46,11 @@ export interface RouteRateModelUpdate extends SortableEvent {
   l1Token: string;
 }
 
+export interface RateModelUpdate extends SortableEvent {
+  rateModel: string;
+  l1Token: string;
+}
+
 export interface TokenConfig extends SortableEvent {
   key: string;
   value: string;
@@ -67,111 +71,3 @@ export interface DisabledChainsUpdate extends SortableEvent {
 export interface LiteChainsIdListUpdate<ValueStore = number[]> extends GlobalConfigUpdate<ValueStore> {
   timestamp: number;
 }
-
-/**
- * A generic type of a dictionary that has string keys and values of type T. This
- * record is enforced to have a default entry within the "default" key.
- * @type Value The type of the values in the dictionary.
- */
-type RecordWithDefaultEntry<Value> = Record<string, Value>;
-
-/**
- * A generic type for an array of tuples.
- * @type Value The type of the values in the array.
- */
-type ArrayOfTuples<Value> = [Value, Value][];
-
-/**
- * A type for the UBA config object stored both on and off chain.
- * @type T The type of the values in the config.
- * @note This is a dictionary of parameters that defines a fee curve for the token.
- *       These parameters can be further subindexed by a route (e.g. using the key "1-10" or "42161-1")
- *       to create a specific fee curve for a token per route. The subkeys are as followed:
- *         - alpha: The alpha parameter of the fee curve.
- *         - gamma: The gamma parameter of the fee curve.
- *         - omega: The omega parameter of the fee curve.
- *         - rebalance: The rebalance parameters of the fee curve.
- */
-type UBAAgnosticConfigType<T> = {
-  /**
-   * A DAO controlled variable to track any donations made to the incentivePool liquidity
-   */
-  incentivePoolAdjustment?: Record<string, T>;
-  /**
-   * Used to scale rewards when a fee is larger than the incentive balance
-   */
-  ubaRewardMultiplier?: Record<string, T>;
-  /**
-   * This is a scalar value that is a constant percentage of each transfer that is allocated for LPs.
-   * This value can be determined by token and route-by-route.
-   */
-  alpha: RecordWithDefaultEntry<T>;
-  /**
-   * This is a piecewise linear function (defined by a vector of cut-off points and the values at
-   * those points) that determine additional LP fees as a function of utilization. This piecewise
-   * linear function can be determined by token and chain-by-chain.
-   */
-  gamma: RecordWithDefaultEntry<ArrayOfTuples<T>>;
-  /**
-   * This is a piecewise linear function (defined by a vector of cut-off points and the values at
-   * those points) that determine the balancing fees (rewards) that are imposed on (paid to) a user
-   * who makes a transfer involving a particular chain. There is a single piecewise linear function for
-   * each token/chain combination. A transfer will incur a balancing fee on both the origin and destination
-   * chains.
-   */
-  omega: RecordWithDefaultEntry<ArrayOfTuples<T>>;
-  /**
-   * This is a set of parameters that determine when a rebalance is triggered. A rebalance is triggered
-   * when the utilization of a pool is outside of the range defined by the lower and upper thresholds.
-   */
-  rebalance: RecordWithDefaultEntry<{
-    /**
-     * For tokens/chains that have a supported bridge, these are the lower and upper threshold that trigger
-     * the reallocation of funds. i.e. If the running balance on a chain moves below (above) threshold_lower
-     * (threshold_upper) then the bridge moves funds from Ethereum to the chain (from the chain to Ethereum).
-     */
-    threshold_lower?: T;
-    /**
-     * For tokens/chains that have a supported bridge, these are the lower and upper threshold that trigger
-     * the reallocation of funds. i.e. If the running balance on a chain moves below (above) threshold_lower
-     * (threshold_upper) then the bridge moves funds from Ethereum to the chain (from the chain to Ethereum).
-     */
-    threshold_upper?: T;
-    /**
-     * For tokens/chains that have a supported bridge, these are the values that are targeted whenever funds
-     * are reallocated.
-     */
-    target_lower?: T;
-    /**
-     * For tokens/chains that have a supported bridge, these are the values that are targeted whenever funds
-     * are reallocated.
-     */
-    target_upper?: T;
-  }>;
-};
-
-/**
- * A type for the UBA config object stored on chain.
- */
-export type UBAOnChainConfigType = UBAAgnosticConfigType<string>;
-
-/**
- * A type for the UBA config object after it has been parsed.
- */
-export type UBAParsedConfigType = UBAAgnosticConfigType<BigNumber>;
-
-/**
- * A type for UBAConfig Update events.
- */
-export type UBAConfigUpdates = SortableEvent & {
-  config: UBAParsedConfigType;
-  l1Token: string;
-};
-
-/**
- * A type for stringified UBAConfig Update events.
- */
-export type UBASerializedConfigUpdates = SortableEvent & {
-  config: UBAOnChainConfigType;
-  l1Token: string;
-};

package/src/lpFeeCalculator/rateModel.ts

@@ -1,109 +1,7 @@
-import { ethers } from "ethers";
-import { isDefined } from "../utils";
-
-// Each L1 token is mapped to an array of stringified rate models, ordered by the block height at which they were
-// published on-chain. This dictionary is used internally to fetch a rate model for a block height.
-type RateModelEventsDictionary = {
-  [l1TokenAddress: string]: { blockNumber: number; rateModel: string }[];
-};
-
-// Events should be reformatted into this shape to be used as input into methods in this file.
-export type RateModelEvent = {
-  blockNumber: number;
-  transactionIndex: number;
-  logIndex: number;
-  rateModel: string;
-  l1Token: string;
-};
-
-interface RateModel {
-  UBar: string; // denote the utilization kink along the rate model where the slope of the interest rate model changes.
-  R0: string; // is the interest rate charged at 0 utilization
-  R1: string; // R_0+R_1 is the interest rate charged at UBar
-  R2: string; // R_0+R_1+R_2 is the interest rate charged at 100% utilization
-}
+import { RateModel } from "../lpFeeCalculator";
 
 const expectedRateModelKeys = ["UBar", "R0", "R1", "R2"];
 
-export class RateModelDictionary {
-  public rateModelDictionary: RateModelEventsDictionary = {};
-
-  private _throwIfNotInitialized() {
-    if (Object.keys(this.rateModelDictionary).length == 0)
-      throw new Error("RateModelUtility method called before updating rate model dictionary!");
-  }
-
-  updateWithEvents(rateModelEvents: RateModelEvent[]): void {
-    this.rateModelDictionary = createRateModelEventDictionary(rateModelEvents);
-  }
-
-  /**
-   * Return the rate model for L1 token set at the block height.
-   * @param l1Token L1 token address to get rate model for.
-   * @param blockNumber Block height to get rate model for.
-   * @returns Rate model object.
-   */
-  getRateModelForBlockNumber(l1Token: string, blockNumber?: number): RateModel {
-    this._throwIfNotInitialized();
-
-    const l1TokenNormalized = ethers.utils.getAddress(l1Token);
-
-    if (!this.rateModelDictionary[l1TokenNormalized] || this.rateModelDictionary[l1TokenNormalized].length === 0)
-      throw new Error(`No updated rate model events for L1 token: ${l1TokenNormalized}`);
-
-    if (!blockNumber) {
-      // If block number is undefined, use latest updated rate model.
-      return parseAndReturnRateModelFromString(this.rateModelDictionary[l1TokenNormalized].slice(-1)[0].rateModel);
-    } else {
-      const firstEventBlockNumber = this.rateModelDictionary[l1TokenNormalized][0].blockNumber;
-      if (blockNumber < firstEventBlockNumber) {
-        throw new Error(
-          `Block number #${blockNumber} is before first UpdatedRateModel event block ${firstEventBlockNumber}`
-        );
-      }
-
-      // We're looking for the latest rate model update that occurred at or before the block number.
-      // Rate model events are inserted into the array from oldest at index 0 to newest at index length-1, so we'll
-      // reverse the array so it goes from newest at index 0 to oldest at index length-1, and then find the first event
-      // who's block number is less than or equal to the target block number.
-      const rateModel = this.rateModelDictionary[l1TokenNormalized]
-        .slice()
-        .reverse() // reverse() modifies memory in place so create a copy first.
-        .find((event) => event.blockNumber <= blockNumber);
-
-      if (!rateModel)
-        throw new Error(`No updated rate model events before block #${blockNumber} for L1 token: ${l1TokenNormalized}`);
-      return parseAndReturnRateModelFromString(rateModel?.rateModel);
-    }
-  }
-
-  /**
-   * @notice Return all L1 tokens that had a rate model associated with it at the block number.
-   * @param blockNumber Returns l1 tokens that were mapped to a rate model at this block height. If undefined,
-   * this function will return all L1 tokens that have a block number as of the latest block height.
-   * @returns array of L1 token addresses.
-   */
-  getL1TokensFromRateModel(blockNumber: number | undefined = undefined): string[] {
-    this._throwIfNotInitialized();
-
-    return Object.keys(this.rateModelDictionary)
-      .map((l1Token) => {
-        const l1TokenNormalized = ethers.utils.getAddress(l1Token);
-
-        // Check that there is at least one UpdatedRateModel event before the provided block number, otherwise
-        // this L1 token didn't exist in the RateModel at the block height and we shouldn't include it in the returned
-        // array.
-        if (
-          !blockNumber ||
-          this.rateModelDictionary[l1TokenNormalized].find((event) => event.blockNumber <= blockNumber)
-        )
-          return ethers.utils.getAddress(l1Token);
-        else return null;
-      })
-      .filter(isDefined);
-  }
-}
-
 /**
  * Helper method that returns parsed rate model from string, or throws.
  * @param rateModelString Stringified rate model to parse.
@@ -140,44 +38,3 @@ export const parseAndReturnRateModelFromString = (rateModelString: string): Rate
     R2: rateModelFromEvent.R2,
   };
 };
-
-/**
- * Given an unsorted array of updated rate model events, return a dictionary mapping token addresses to sorted
- * rate model events. This method is used internally to enforce chronological sorting of events and mapping rate models
- * to token addresses.
- * @param rateModelEvents Unsorted updated rate model events, each of which contains a token address, the stringified
- * rate model for that token, and the block height of the update.
- * @returns Dictionary mapping token addresses to chronologically sorted rate model updates.
- */
-const createRateModelEventDictionary = (rateModelEvents: RateModelEvent[]): RateModelEventsDictionary => {
-  const updatedRateModelEventsForToken: RateModelEventsDictionary = {};
-
-  // Sort events in-place from oldest to newest:
-  rateModelEvents.sort((a, b) => {
-    if (a.blockNumber !== b.blockNumber) {
-      return a.blockNumber - b.blockNumber;
-    }
-
-    if (a.transactionIndex !== b.transactionIndex) {
-      return a.transactionIndex - b.transactionIndex;
-    }
-
-    return a.logIndex - b.logIndex;
-  });
-
-  for (const updatedRateModelEvent of rateModelEvents) {
-    // The contract enforces that all rate models are mapped to addresses, therefore we do not need to check that
-    // `l1Token` is a valid address.
-    const l1TokenNormalized = ethers.utils.getAddress(updatedRateModelEvent.l1Token);
-    if (!updatedRateModelEventsForToken[l1TokenNormalized]) updatedRateModelEventsForToken[l1TokenNormalized] = [];
-
-    // We assume that events are returned from oldest to newest, so we can simply push events into the array and
-    // and maintain their time order.
-    updatedRateModelEventsForToken[l1TokenNormalized].push({
-      blockNumber: updatedRateModelEvent.blockNumber,
-      rateModel: updatedRateModelEvent.rateModel,
-    });
-  }
-
-  return updatedRateModelEventsForToken;
-};

package/src/pool/poolClient.ts

@@ -17,7 +17,7 @@ import { Provider, Block } from "@ethersproject/providers";
 import set from "lodash/set";
 import get from "lodash/get";
 import has from "lodash/has";
-import { calculateInstantaneousRate } from "../lpFeeCalculator";
+import { calculateInstantaneousRate, RateModel } from "../lpFeeCalculator";
 import { hubPool, acrossConfigStore } from "../contracts";
 import {
   AcceleratingDistributor,
@@ -385,7 +385,7 @@ function joinPoolState(
   poolState: Awaited<ReturnType<PoolState["read"]>>,
   latestBlock: Block,
   previousBlock: Block,
-  rateModel?: acrossConfigStore.RateModel
+  rateModel?: RateModel
 ): Pool {
   const totalPoolSize = poolState.liquidReserves.add(poolState.utilizedReserves);
   const secondsElapsed = latestBlock.timestamp - previousBlock.timestamp;
@@ -807,7 +807,7 @@ export class Client {
     const previousBlock = await this.deps.provider.getBlock(latestBlock.number - blockDelta);
     const state = await pool.read(l1TokenAddress, latestBlock.number, previousBlock.number);
 
-    let rateModel: acrossConfigStore.RateModel | undefined = undefined;
+    let rateModel: RateModel | undefined = undefined;
     try {
       // Use the default rate model (i.e. not any of the routeRateModels to project the Pool's APR). This assumes
       // that the default rate model is the most often used, but this may change in future if many different

package/src/utils/index.ts

@@ -20,6 +20,7 @@ export * from "./BlockExplorerUtils";
 export * from "./BigNumberUtils";
 export * from "./CachingUtils";
 export * from "./NetworkUtils";
+export * from "./Profiler";
 export * from "./Multicall";
 export * from "./ReviverUtils";
 export * from "./DepositUtils";