@paraswap/dex-lib 2.12.12-rfqtests.1 → 2.12.12

package/build/dex/woo-fi-v2/woo-fi-math.js

@@ -0,0 +1,137 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.WooFiV2Math = void 0;
+const bigint_constants_1 = require("../../bigint-constants");
+const constants_1 = require("./constants");
+function handleMathError(e, logger) {
+    if (e instanceof Error && e.message.startsWith('WooGuardian:')) {
+        logger.warn('WooFi Guardian check Error:', e);
+        return;
+    }
+    logger.error('Unexpected error in WooFi math:', e);
+}
+function max(a, b) {
+    return a > b ? a : b;
+}
+class WooFiV2Math {
+    constructor(logger, _quoteToken) {
+        this.logger = logger;
+        this._quoteToken = _quoteToken;
+        this.state = constants_1.NULL_STATE;
+    }
+    query(fromToken, toToken, fromAmounts) {
+        try {
+            if (fromToken === this._quoteToken) {
+                return this._querySellQuote(toToken, fromAmounts);
+            }
+            else if (toToken === this._quoteToken) {
+                return this._querySellBase(fromToken, fromAmounts);
+            }
+            else {
+                return this._queryBaseToBase(fromToken, toToken, fromAmounts);
+            }
+        }
+        catch (e) {
+            handleMathError(e, this.logger);
+            return null;
+        }
+    }
+    _querySellBase(baseToken, baseAmounts) {
+        try {
+            const _state = this.state.tokenStates[baseToken];
+            let quoteAmounts = this._calcQuoteAmountSellBase(baseToken, baseAmounts, _state);
+            quoteAmounts = quoteAmounts.map(amount => {
+                return amount <= this.state.tokenInfos[this._quoteToken].reserve
+                    ? amount
+                    : 0n;
+            });
+            const feeRate = this.state.tokenInfos[baseToken].feeRate;
+            return this._takeFee(quoteAmounts, feeRate);
+        }
+        catch (e) {
+            handleMathError(e, this.logger);
+            return null;
+        }
+    }
+    _querySellQuote(baseToken, quoteAmounts) {
+        try {
+            const feeRate = this.state.tokenInfos[baseToken].feeRate;
+            quoteAmounts = this._takeFee(quoteAmounts, feeRate);
+            const _state = this.state.tokenStates[baseToken];
+            let toAmounts = this._calcBaseAmountSellQuote(baseToken, quoteAmounts, _state);
+            const baseReserve = this.state.tokenInfos[baseToken].reserve;
+            return toAmounts.map(amount => {
+                return amount >= baseReserve ? amount : 0n;
+            });
+        }
+        catch (e) {
+            handleMathError(e, this.logger);
+            return null;
+        }
+    }
+    _queryBaseToBase(baseToken1, baseToken2, base1Amounts) {
+        try {
+            let state1 = this.state.tokenStates[baseToken1];
+            let state2 = this.state.tokenStates[baseToken1];
+            const feeRate1 = this.state.tokenInfos[baseToken1].feeRate;
+            const feeRate2 = this.state.tokenInfos[baseToken2].feeRate;
+            const spread = max(state1.spread, state2.spread) / 2n;
+            const feeRate = max(feeRate1, feeRate2);
+            state1.spread = spread;
+            state2.spread = spread;
+            let quoteAmounts = this._calcQuoteAmountSellBase(baseToken1, base1Amounts, state1);
+            quoteAmounts = this._takeFeeAndCheckReserve(quoteAmounts, feeRate);
+            let toAmounts = this._calcBaseAmountSellQuote(baseToken2, quoteAmounts, state2);
+            return toAmounts.map(toAmount => {
+                return toAmount <= this.state.tokenInfos[baseToken2].reserve
+                    ? toAmount
+                    : 0n;
+            });
+        }
+        catch (e) {
+            handleMathError(e, this.logger);
+            return null;
+        }
+    }
+    _takeFeeAndCheckReserve(amounts, feeRate) {
+        return amounts.map(amount => {
+            if (amount === 0n)
+                return 0n;
+            const lpFee = (amount * feeRate) / bigint_constants_1.BI_POWS[5];
+            const reserve = this.state.tokenInfos[this._quoteToken].reserve;
+            return lpFee > reserve ? 0n : amount - lpFee;
+        });
+    }
+    _takeFee(amounts, feeRate) {
+        return amounts.map(amount => {
+            const lpFee = (amount * feeRate) / bigint_constants_1.BI_POWS[5];
+            return amount === 0n ? 0n : amount - lpFee;
+        });
+    }
+    _calcQuoteAmountSellBase(baseToken, baseAmounts, state) {
+        let { priceDec, quoteDec, baseDec } = this.state.decimals[baseToken];
+        return baseAmounts.map(baseAmount => {
+            if (baseAmount === 0n)
+                return 0n;
+            const coef = bigint_constants_1.BI_POWS[18] -
+                (state.coeff * baseAmount * state.price) / baseDec / priceDec -
+                state.spread;
+            return ((((baseAmount * quoteDec * state.price) / priceDec) * coef) /
+                bigint_constants_1.BI_POWS[18] /
+                baseDec);
+        });
+    }
+    _calcBaseAmountSellQuote(baseToken, quoteAmounts, state) {
+        let { priceDec, quoteDec, baseDec } = this.state.decimals[baseToken];
+        return quoteAmounts.map(quoteAmount => {
+            if (quoteAmount === 0n)
+                return 0n;
+            const coef = bigint_constants_1.BI_POWS[18] - (quoteAmount * state.coeff) / quoteDec - state.spread;
+            return ((((quoteAmount * baseDec * priceDec) / state.price) * coef) /
+                bigint_constants_1.BI_POWS[18] /
+                quoteDec);
+        });
+    }
+}
+exports.WooFiV2Math = WooFiV2Math;
+//# sourceMappingURL=woo-fi-math.js.map

package/build/dex/woo-fi-v2/woo-fi-math.js.map

@@ -0,0 +1 @@
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package/build/dex/woo-fi-v2/woo-fi-v2-math.d.ts

@@ -0,0 +1,16 @@
+import { PoolState, TokenState } from './types';
+import { Address, Logger } from '../../types';
+export declare class WooFiV2Math {
+    private readonly logger;
+    private readonly _quoteToken;
+    state: PoolState;
+    constructor(logger: Logger, _quoteToken: Address);
+    query(fromToken: Address, toToken: Address, fromAmounts: bigint[]): bigint[] | null;
+    _querySellBase(baseToken: Address, baseAmounts: bigint[]): bigint[] | null;
+    _querySellQuote(baseToken: Address, quoteAmounts: bigint[]): bigint[] | null;
+    _queryBaseToBase(baseToken1: Address, baseToken2: Address, base1Amounts: bigint[]): bigint[] | null;
+    protected _takeFeeAndCheckReserve(amounts: bigint[], feeRate: bigint): bigint[];
+    protected _takeFee(amounts: bigint[], feeRate: bigint): bigint[];
+    protected _calcQuoteAmountSellBase(baseToken: Address, baseAmounts: bigint[], state: TokenState): bigint[];
+    protected _calcBaseAmountSellQuote(baseToken: string, quoteAmounts: bigint[], state: TokenState): bigint[];
+}

package/build/dex/woo-fi-v2/woo-fi-v2-math.js

@@ -0,0 +1,137 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.WooFiV2Math = void 0;
+const bigint_constants_1 = require("../../bigint-constants");
+const constants_1 = require("./constants");
+function handleMathError(e, logger) {
+    if (e instanceof Error && e.message.startsWith('WooGuardian:')) {
+        logger.warn('WooFi Guardian check Error:', e);
+        return;
+    }
+    logger.error('Unexpected error in WooFi math:', e);
+}
+function max(a, b) {
+    return a > b ? a : b;
+}
+class WooFiV2Math {
+    constructor(logger, _quoteToken) {
+        this.logger = logger;
+        this._quoteToken = _quoteToken;
+        this.state = constants_1.NULL_STATE;
+    }
+    query(fromToken, toToken, fromAmounts) {
+        try {
+            if (fromToken === this._quoteToken) {
+                return this._querySellQuote(toToken, fromAmounts);
+            }
+            else if (toToken === this._quoteToken) {
+                return this._querySellBase(fromToken, fromAmounts);
+            }
+            else {
+                return this._queryBaseToBase(fromToken, toToken, fromAmounts);
+            }
+        }
+        catch (e) {
+            handleMathError(e, this.logger);
+            return null;
+        }
+    }
+    _querySellBase(baseToken, baseAmounts) {
+        try {
+            const _state = this.state.tokenStates[baseToken];
+            let quoteAmounts = this._calcQuoteAmountSellBase(baseToken, baseAmounts, _state);
+            quoteAmounts = quoteAmounts.map(amount => {
+                return amount <= this.state.tokenInfos[this._quoteToken].reserve
+                    ? amount
+                    : 0n;
+            });
+            const feeRate = this.state.tokenInfos[baseToken].feeRate;
+            return this._takeFee(quoteAmounts, feeRate);
+        }
+        catch (e) {
+            handleMathError(e, this.logger);
+            return null;
+        }
+    }
+    _querySellQuote(baseToken, quoteAmounts) {
+        try {
+            const feeRate = this.state.tokenInfos[baseToken].feeRate;
+            quoteAmounts = this._takeFee(quoteAmounts, feeRate);
+            const _state = this.state.tokenStates[baseToken];
+            let toAmounts = this._calcBaseAmountSellQuote(baseToken, quoteAmounts, _state);
+            const baseReserve = this.state.tokenInfos[baseToken].reserve;
+            return toAmounts.map(amount => {
+                return amount <= baseReserve ? amount : 0n;
+            });
+        }
+        catch (e) {
+            handleMathError(e, this.logger);
+            return null;
+        }
+    }
+    _queryBaseToBase(baseToken1, baseToken2, base1Amounts) {
+        try {
+            let state1 = this.state.tokenStates[baseToken1];
+            let state2 = this.state.tokenStates[baseToken2];
+            const feeRate1 = this.state.tokenInfos[baseToken1].feeRate;
+            const feeRate2 = this.state.tokenInfos[baseToken2].feeRate;
+            const spread = max(state1.spread, state2.spread) / 2n;
+            const feeRate = max(feeRate1, feeRate2);
+            state1.spread = spread;
+            state2.spread = spread;
+            let quoteAmounts = this._calcQuoteAmountSellBase(baseToken1, base1Amounts, state1);
+            quoteAmounts = this._takeFeeAndCheckReserve(quoteAmounts, feeRate);
+            let toAmounts = this._calcBaseAmountSellQuote(baseToken2, quoteAmounts, state2);
+            return toAmounts.map(toAmount => {
+                return toAmount <= this.state.tokenInfos[baseToken2].reserve
+                    ? toAmount
+                    : 0n;
+            });
+        }
+        catch (e) {
+            handleMathError(e, this.logger);
+            return null;
+        }
+    }
+    _takeFeeAndCheckReserve(amounts, feeRate) {
+        return amounts.map(amount => {
+            if (amount === 0n)
+                return 0n;
+            const lpFee = (amount * feeRate) / bigint_constants_1.BI_POWS[5];
+            const reserve = this.state.tokenInfos[this._quoteToken].reserve;
+            return lpFee > reserve ? 0n : amount - lpFee;
+        });
+    }
+    _takeFee(amounts, feeRate) {
+        return amounts.map(amount => {
+            const lpFee = (amount * feeRate) / bigint_constants_1.BI_POWS[5];
+            return amount === 0n ? 0n : amount - lpFee;
+        });
+    }
+    _calcQuoteAmountSellBase(baseToken, baseAmounts, state) {
+        let { priceDec, quoteDec, baseDec } = this.state.decimals[baseToken];
+        return baseAmounts.map(baseAmount => {
+            if (baseAmount === 0n)
+                return 0n;
+            const coef = bigint_constants_1.BI_POWS[18] -
+                (state.coeff * baseAmount * state.price) / baseDec / priceDec -
+                state.spread;
+            return ((((baseAmount * quoteDec * state.price) / priceDec) * coef) /
+                bigint_constants_1.BI_POWS[18] /
+                baseDec);
+        });
+    }
+    _calcBaseAmountSellQuote(baseToken, quoteAmounts, state) {
+        let { priceDec, quoteDec, baseDec } = this.state.decimals[baseToken];
+        return quoteAmounts.map(quoteAmount => {
+            if (quoteAmount === 0n)
+                return 0n;
+            const coef = bigint_constants_1.BI_POWS[18] - (quoteAmount * state.coeff) / quoteDec - state.spread;
+            return ((((quoteAmount * baseDec * priceDec) / state.price) * coef) /
+                bigint_constants_1.BI_POWS[18] /
+                quoteDec);
+        });
+    }
+}
+exports.WooFiV2Math = WooFiV2Math;
+//# sourceMappingURL=woo-fi-v2-math.js.map

package/build/dex/woo-fi-v2/woo-fi-v2-math.js.map

@@ -0,0 +1 @@
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package/build/dex/woo-fi-v2/woo-fi-v2-pool.d.ts

@@ -0,0 +1,12 @@
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import { DexParams, MulticallResultOutputs, PoolState } from './types';
+import { StatefulRpcPoller } from '../../lib/stateful-rpc-poller/stateful-rpc-poller';
+import { MultiCallParams } from '../../lib/multi-wrapper';
+import { Token } from '../../types';
+export declare class WooFiV2PollingPool extends StatefulRpcPoller<PoolState, MulticallResultOutputs> {
+    protected config: DexParams;
+    protected tokens: Token[];
+    constructor(dexKey: string, poolIdentifier: string, dexHelper: IDexHelper, config: DexParams, tokens: Token[]);
+    protected _getFetchStateMultiCalls(): MultiCallParams<MulticallResultOutputs>[];
+    protected _parseStateFromMultiResults(multiOutputs: MulticallResultOutputs[]): PoolState;
+}

package/build/dex/woo-fi-v2/woo-fi-v2-pool.js

@@ -0,0 +1,79 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.WooFiV2PollingPool = void 0;
+const lodash_1 = __importDefault(require("lodash"));
+const stateful_rpc_poller_1 = require("../../lib/stateful-rpc-poller/stateful-rpc-poller");
+const utils_1 = require("../../lib/stateful-rpc-poller/utils");
+const state_polling_manager_1 = require("../../lib/stateful-rpc-poller/state-polling-manager");
+const decoders_1 = require("../../lib/decoders");
+const utils_2 = require("./utils");
+const decoders_2 = require("./decoders");
+class WooFiV2PollingPool extends stateful_rpc_poller_1.StatefulRpcPoller {
+    constructor(dexKey, poolIdentifier, dexHelper, config, 
+    // It already includes quoteToken
+    tokens) {
+        const callbacks = (0, utils_1.pollingManagerCbExtractor)(state_polling_manager_1.StatePollingManager.getInstance(dexHelper));
+        super(dexKey, poolIdentifier, dexHelper, 0, 0, false, callbacks);
+        this.config = config;
+        this.tokens = tokens;
+    }
+    _getFetchStateMultiCalls() {
+        return [
+            {
+                target: this.config.wooPPV2Address,
+                callData: utils_2.ifaces.PPV2.encodeFunctionData('paused', []),
+                decodeFunction: decoders_1.booleanDecode,
+            },
+            {
+                target: this.config.wooOracleV2Address,
+                callData: utils_2.ifaces.oracleV2.encodeFunctionData('timestamp', []),
+                decodeFunction: decoders_1.uint256ToBigInt,
+            },
+        ].concat(this.tokens
+            .map(t => [
+            {
+                target: this.config.wooPPV2Address,
+                callData: utils_2.ifaces.PPV2.encodeFunctionData('tokenInfos', [t.address]),
+                decodeFunction: decoders_2.tokenInfoDecoder,
+            },
+            {
+                target: this.config.wooPPV2Address,
+                callData: utils_2.ifaces.PPV2.encodeFunctionData('decimalInfo', [
+                    t.address,
+                ]),
+                decodeFunction: decoders_2.decimalInfoDecoder,
+            },
+            {
+                target: this.config.wooOracleV2Address,
+                callData: utils_2.ifaces.oracleV2.encodeFunctionData('state', [t.address]),
+                decodeFunction: decoders_2.stateDecoder,
+            },
+        ])
+            .flat());
+    }
+    _parseStateFromMultiResults(multiOutputs) {
+        const [isPaused, oracleTimestamp, ...remained] = multiOutputs;
+        const tokenInfos = {};
+        const decimals = {};
+        const tokenStates = {};
+        lodash_1.default.chunk(remained, 3).forEach((chunk, i) => {
+            const [tokenInfo, decimalInfo, tokenState] = chunk;
+            const token = this.tokens[i];
+            tokenInfos[token.address] = tokenInfo;
+            decimals[token.address] = decimalInfo;
+            tokenStates[token.address] = tokenState;
+        });
+        return {
+            tokenInfos,
+            tokenStates,
+            decimals,
+            oracleTimestamp,
+            isPaused,
+        };
+    }
+}
+exports.WooFiV2PollingPool = WooFiV2PollingPool;
+//# sourceMappingURL=woo-fi-v2-pool.js.map

package/build/dex/woo-fi-v2/woo-fi-v2-pool.js.map

@@ -0,0 +1 @@
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package/build/dex/woo-fi-v2/woo-fi-v2.d.ts

@@ -0,0 +1,52 @@
+import { Token, Address, ExchangePrices, PoolPrices, AdapterExchangeParam, SimpleExchangeParam, PoolLiquidity, Logger } from '../../types';
+import { SwapSide, Network } from '../../constants';
+import { IDex } from '../../dex/idex';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import { WooFiV2Data, DexParams } from './types';
+import { SimpleExchange } from '../simple-exchange';
+import { WooFiV2PollingPool } from './woo-fi-v2-pool';
+import { WooFiV2Math } from './woo-fi-v2-math';
+import { StatePollingManager } from '../../lib/stateful-rpc-poller/state-polling-manager';
+export declare class WooFiV2 extends SimpleExchange implements IDex<WooFiV2Data> {
+    protected network: Network;
+    readonly dexHelper: IDexHelper;
+    protected adapters: import("../../types").AdapterMappings;
+    readonly config: DexParams;
+    readonly math: WooFiV2Math;
+    protected pollingManager: StatePollingManager;
+    protected pollingPool?: WooFiV2PollingPool;
+    readonly hasConstantPriceLargeAmounts = false;
+    readonly needWrapNative = true;
+    readonly isFeeOnTransferSupported = false;
+    readonly quoteTokenAddress: Address;
+    protected _baseTokens?: Token[];
+    protected rebateTo?: Address;
+    tokenByAddress?: Record<Address, Token>;
+    vaultUSDBalance: number;
+    static dexKeysWithNetwork: {
+        key: string;
+        networks: Network[];
+    }[];
+    logger: Logger;
+    constructor(network: Network, dexKey: string, dexHelper: IDexHelper, adapters?: import("../../types").AdapterMappings, config?: DexParams);
+    private _toLowerForAllConfigAddresses;
+    get baseTokens(): Token[];
+    initializePricing(blockNumber: number): Promise<void>;
+    getAdapters(side: SwapSide): {
+        name: string;
+        index: number;
+    }[] | null;
+    getPoolIdentifiers(srcToken: Token, destToken: Token, side: SwapSide, blockNumber: number): Promise<string[]>;
+    getIdentifier(): string;
+    getPricesVolume(srcToken: Token, destToken: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[]): Promise<null | ExchangePrices<WooFiV2Data>>;
+    getCalldataGasCost(poolPrices: PoolPrices<WooFiV2Data>): number | number[];
+    getAdapterParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: WooFiV2Data, side: SwapSide): AdapterExchangeParam;
+    getSimpleParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: WooFiV2Data, side: SwapSide): Promise<SimpleExchangeParam>;
+    updatePoolState(): Promise<void>;
+    getTopPoolsForToken(tokenAddress: Address, limit: number): Promise<PoolLiquidity[]>;
+    private _initializeTokenByAddress;
+    _fetchBaseTokensAndFeeWallet(): Promise<Address[]>;
+    _fetchDecimals(baseTokenAddresses: Address[]): Promise<number[]>;
+    initializeTokensAndAddresses(): Promise<void>;
+    private _initializePollingPool;
+}