@paraswap/dex-lib 2.14.7 → 2.15.2-curve-v1-issue

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Files changed (75) hide show
  1. package/.idea/aws.xml +17 -0
  2. package/.idea/codeStyles/Project.xml +19 -0
  3. package/.idea/inspectionProfiles/Project_Default.xml +6 -0
  4. package/.idea/modules.xml +1 -1
  5. package/.idea/paraswap-dex-lib.iml +9 -0
  6. package/.idea/runConfigurations.xml +10 -0
  7. package/build/dex/aave-v3/tokens/arbitrum.json +20 -20
  8. package/build/dex/aave-v3/tokens/avalanche.json +44 -20
  9. package/build/dex/aave-v3/tokens/fantom.json +30 -30
  10. package/build/dex/aave-v3/tokens/optimism.json +18 -18
  11. package/build/dex/aave-v3/tokens/polygon.json +60 -42
  12. package/build/dex/curve-v1/curve-v1.js +1 -1
  13. package/build/dex/curve-v1/curve-v1.js.map +1 -1
  14. package/build/dex/curve-v1/pools/curve-pool.js +3 -2
  15. package/build/dex/curve-v1/pools/curve-pool.js.map +1 -1
  16. package/build/dex/generic-rfq/fetch-mm-api.js +11 -10
  17. package/build/dex/generic-rfq/fetch-mm-api.js.map +1 -1
  18. package/build/dex/generic-rfq/rate-fetcher.js +12 -11
  19. package/build/dex/generic-rfq/rate-fetcher.js.map +1 -1
  20. package/build/dex/generic-rfq/validators.d.ts +0 -6
  21. package/build/dex/generic-rfq/validators.js +1 -24
  22. package/build/dex/generic-rfq/validators.js.map +1 -1
  23. package/build/dex/hashflow/constants.d.ts +6 -1
  24. package/build/dex/hashflow/constants.js +7 -2
  25. package/build/dex/hashflow/constants.js.map +1 -1
  26. package/build/dex/hashflow/hashflow.d.ts +9 -2
  27. package/build/dex/hashflow/hashflow.js +65 -21
  28. package/build/dex/hashflow/hashflow.js.map +1 -1
  29. package/build/dex/hashflow/rate-fetcher.d.ts +21 -0
  30. package/build/dex/hashflow/rate-fetcher.js +67 -0
  31. package/build/dex/hashflow/rate-fetcher.js.map +1 -0
  32. package/build/dex/hashflow/types.d.ts +36 -0
  33. package/build/dex/hashflow/types.js.map +1 -1
  34. package/build/dex/hashflow/validators.d.ts +4 -0
  35. package/build/dex/hashflow/validators.js +31 -0
  36. package/build/dex/hashflow/validators.js.map +1 -0
  37. package/build/lib/fetcher/fetcher.d.ts +7 -2
  38. package/build/lib/fetcher/fetcher.js +37 -13
  39. package/build/lib/fetcher/fetcher.js.map +1 -1
  40. package/build/lib/validators.d.ts +7 -0
  41. package/build/lib/validators.js +27 -0
  42. package/build/lib/validators.js.map +1 -0
  43. package/package.json +1 -1
  44. package/src/dex/curve-v1/curve-v1.ts +1 -1
  45. package/src/dex/curve-v1/pools/curve-pool.ts +2 -2
  46. package/src/dex/generic-rfq/fetch-mm-api.ts +2 -2
  47. package/src/dex/generic-rfq/generic-rfq-e2e.test.ts +10 -26
  48. package/src/dex/generic-rfq/rate-fetcher.ts +4 -5
  49. package/src/dex/generic-rfq/validators.test.ts +1 -1
  50. package/src/dex/generic-rfq/validators.ts +0 -33
  51. package/src/dex/hashflow/constants.ts +12 -2
  52. package/src/dex/hashflow/hashflow.ts +117 -60
  53. package/src/dex/hashflow/rate-fetcher.ts +120 -0
  54. package/src/dex/hashflow/types.ts +40 -0
  55. package/src/dex/hashflow/validators.ts +27 -0
  56. package/src/lib/fetcher/fetcher.ts +41 -12
  57. package/src/lib/validators.ts +34 -0
  58. package/tests/utils-e2e.ts +13 -13
  59. package/.vscode/launch.json +0 -21
  60. package/build/dex/aave-v3/tokens/mainnet.json +0 -44
  61. package/build/dex/balancer-v2/VirtualBoostedPool.d.ts +0 -79
  62. package/build/dex/balancer-v2/VirtualBoostedPool.js +0 -382
  63. package/build/dex/balancer-v2/VirtualBoostedPool.js.map +0 -1
  64. package/build/dex/test-aave-v3/config.d.ts +0 -4
  65. package/build/dex/test-aave-v3/config.js +0 -15
  66. package/build/dex/test-aave-v3/config.js.map +0 -1
  67. package/build/dex/test-aave-v3/test-aave-v3-pool.d.ts +0 -39
  68. package/build/dex/test-aave-v3/test-aave-v3-pool.js +0 -63
  69. package/build/dex/test-aave-v3/test-aave-v3-pool.js.map +0 -1
  70. package/build/dex/test-aave-v3/test-aave-v3.d.ts +0 -37
  71. package/build/dex/test-aave-v3/test-aave-v3.js +0 -126
  72. package/build/dex/test-aave-v3/test-aave-v3.js.map +0 -1
  73. package/build/dex/test-aave-v3/types.d.ts +0 -6
  74. package/build/dex/test-aave-v3/types.js +0 -3
  75. package/build/dex/test-aave-v3/types.js.map +0 -1
package/build/dex/curve-v1/curve-v1.js.map CHANGED
@@ -1 +1 @@
1
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1
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package/build/dex/curve-v1/pools/curve-pool.js CHANGED
@@ -6,6 +6,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
6
6
  exports.CurvePool = void 0;
7
7
  const lodash_1 = __importDefault(require("lodash"));
8
8
  const abi_1 = require("@ethersproject/abi");
9
+ const bignumber_js_1 = __importDefault(require("bignumber.js"));
9
10
  const stateful_event_subscriber_1 = require("../../../stateful-event-subscriber");
10
11
  // import { getManyPoolStates } from './getstate-multicall';
11
12
  const bignumber_constants_1 = require("../../../bignumber-constants");
@@ -246,7 +247,7 @@ class CurvePool extends stateful_event_subscriber_1.StatefulEventSubscriber {
246
247
  const xp = this._xp(rates, balances);
247
248
  const x = xp[i].plus(dx.times(this.PRECISION_MUL[i]));
248
249
  const y = this.get_y(i, j, x, xp, A);
249
- const dy = xp[j].minus(y).idiv(this.PRECISION_MUL[j]);
250
+ const dy = xp[j].minus(y).minus(new bignumber_js_1.default(1)).idiv(this.PRECISION_MUL[j]);
250
251
  let _fee = fee.times(dy).idiv(this.FEE_DENOMINATOR);
251
252
  if (!usefee)
252
253
  _fee = bignumber_constants_1.BN_0;
@@ -260,7 +261,7 @@ class CurvePool extends stateful_event_subscriber_1.StatefulEventSubscriber {
260
261
  const xp = this._xp(rates, balances);
261
262
  const x = xp[i].plus(dx.times(rates[i]).idiv(this.PRECISION));
262
263
  const y = this.get_y(i, j, x, xp, A);
263
- const dy = xp[j].minus(y).times(this.PRECISION).idiv(rates[j]);
264
+ const dy = xp[j].minus(y).minus(new bignumber_js_1.default(1)).times(this.PRECISION).idiv(rates[j]);
264
265
  let _fee = fee.times(dy).idiv(this.FEE_DENOMINATOR);
265
266
  if (!usefee)
266
267
  _fee = bignumber_constants_1.BN_0;
package/build/dex/curve-v1/pools/curve-pool.js.map CHANGED
@@ -1 +1 @@
1
- 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package/build/dex/generic-rfq/fetch-mm-api.js CHANGED
@@ -8,13 +8,14 @@ dotenv_1.default.config();
8
8
  const web3_1 = __importDefault(require("web3"));
9
9
  const config_1 = require("../../config");
10
10
  const dummy_dex_helper_1 = require("../../dex-helper/dummy-dex-helper");
11
- const fetcher_1 = __importDefault(require("../../lib/fetcher/fetcher"));
11
+ const fetcher_1 = require("../../lib/fetcher/fetcher");
12
12
  const log4js_1 = require("../../lib/log4js");
13
13
  const multi_wrapper_1 = require("../../lib/multi-wrapper");
14
14
  const security_1 = require("./security");
15
15
  const validators_1 = require("./validators");
16
16
  const multi_v2_json_1 = __importDefault(require("../../abi/multi-v2.json"));
17
17
  const utils_1 = require("./utils");
18
+ const validators_2 = require("../../lib/validators");
18
19
  const network = 1;
19
20
  const getEnv = (envName) => {
20
21
  if (!process.env[envName]) {
@@ -46,11 +47,11 @@ const debug = true;
46
47
  const requestWrapper = new dummy_dex_helper_1.DummyRequestWrapper();
47
48
  const mainTokens = async () => {
48
49
  const logger = (0, log4js_1.getLogger)('tokens');
49
- const fetcher = new fetcher_1.default(requestWrapper, {
50
+ const fetcher = new fetcher_1.Fetcher(requestWrapper, {
50
51
  info: {
51
52
  requestOptions: configTokens.reqParams,
52
53
  caster: (data) => {
53
- return (0, validators_1.validateAndCast)(data, validators_1.tokensResponseValidator);
54
+ return (0, validators_2.validateAndCast)(data, validators_1.tokensResponseValidator);
54
55
  },
55
56
  authenticate: authHttp(configTokens.secret),
56
57
  },
@@ -74,11 +75,11 @@ const configPairs = {
74
75
  };
75
76
  const mainPairs = async () => {
76
77
  const logger = (0, log4js_1.getLogger)('pairs');
77
- const fetcher = new fetcher_1.default(requestWrapper, {
78
+ const fetcher = new fetcher_1.Fetcher(requestWrapper, {
78
79
  info: {
79
80
  requestOptions: configPairs.reqParams,
80
81
  caster: (data) => {
81
- return (0, validators_1.validateAndCast)(data, validators_1.pairsResponseValidator);
82
+ return (0, validators_2.validateAndCast)(data, validators_1.pairsResponseValidator);
82
83
  },
83
84
  authenticate: authHttp(configPairs.secret),
84
85
  },
@@ -102,11 +103,11 @@ const configPrices = {
102
103
  };
103
104
  const mainPrices = async () => {
104
105
  const logger = (0, log4js_1.getLogger)('prices');
105
- const fetcher = new fetcher_1.default(requestWrapper, {
106
+ const fetcher = new fetcher_1.Fetcher(requestWrapper, {
106
107
  info: {
107
108
  requestOptions: configPrices.reqParams,
108
109
  caster: (data) => {
109
- return (0, validators_1.validateAndCast)(data, validators_1.pricesResponse);
110
+ return (0, validators_2.validateAndCast)(data, validators_1.pricesResponse);
110
111
  },
111
112
  authenticate: authHttp(configPrices.secret),
112
113
  },
@@ -135,11 +136,11 @@ const configBlacklist = {
135
136
  };
136
137
  const mainBlacklist = async () => {
137
138
  const logger = (0, log4js_1.getLogger)('blacklist');
138
- const fetcher = new fetcher_1.default(requestWrapper, {
139
+ const fetcher = new fetcher_1.Fetcher(requestWrapper, {
139
140
  info: {
140
141
  requestOptions: configBlacklist.reqParams,
141
142
  caster: (data) => {
142
- return (0, validators_1.validateAndCast)(data, validators_1.blacklistResponseValidator);
143
+ return (0, validators_2.validateAndCast)(data, validators_1.blacklistResponseValidator);
143
144
  },
144
145
  authenticate: authHttp(configBlacklist.secret),
145
146
  },
@@ -180,7 +181,7 @@ const mainFirm = async () => {
180
181
  authHttp(secret)(payload);
181
182
  try {
182
183
  const res = await requestWrapper.request(payload);
183
- const firmRateResp = (0, validators_1.validateAndCast)(res, validators_1.firmRateResponseValidator);
184
+ const firmRateResp = (0, validators_2.validateAndCast)(res, validators_1.firmRateResponseValidator);
184
185
  await (0, utils_1.checkOrder)(network, config.multicallV2Address, multiWrapper, firmRateResp.order);
185
186
  logger.info(res.data);
186
187
  }
package/build/dex/generic-rfq/fetch-mm-api.js.map CHANGED
@@ -1 +1 @@
1
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1
+ 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package/build/dex/generic-rfq/rate-fetcher.js CHANGED
@@ -7,13 +7,14 @@ exports.RateFetcher = exports.reversePrice = void 0;
7
7
  const bignumber_js_1 = __importDefault(require("bignumber.js"));
8
8
  const core_1 = require("@paraswap/core");
9
9
  const bignumber_constants_1 = require("../../bignumber-constants");
10
- const fetcher_1 = __importDefault(require("../../lib/fetcher/fetcher"));
10
+ const fetcher_1 = require("../../lib/fetcher/fetcher");
11
11
  const utils_1 = require("./utils");
12
12
  const validators_1 = require("./validators");
13
13
  const security_1 = require("./security");
14
- const GET_FIRM_RATE_TIMEOUT_MS = 2000;
14
+ const validators_2 = require("../../lib/validators");
15
15
  const erc1271_utils_1 = require("../../lib/erc1271-utils");
16
16
  const utils_2 = require("../../utils");
17
+ const GET_FIRM_RATE_TIMEOUT_MS = 2000;
17
18
  const reversePrice = (price) => [
18
19
  bignumber_constants_1.BN_1.dividedBy(price[0]),
19
20
  price[1].times(price[0]),
@@ -29,42 +30,42 @@ class RateFetcher {
29
30
  this.addressToTokenMap = {};
30
31
  this.pairs = {};
31
32
  this.authHttp = (0, security_1.genericRFQAuthHttp)(config.pathToRemove);
32
- this.tokensFetcher = new fetcher_1.default(dexHelper.httpRequest, {
33
+ this.tokensFetcher = new fetcher_1.Fetcher(dexHelper.httpRequest, {
33
34
  info: {
34
35
  requestOptions: config.tokensConfig.reqParams,
35
36
  caster: (data) => {
36
- return (0, validators_1.validateAndCast)(data, validators_1.tokensResponseValidator);
37
+ return (0, validators_2.validateAndCast)(data, validators_1.tokensResponseValidator);
37
38
  },
38
39
  authenticate: this.authHttp(config.tokensConfig.secret),
39
40
  },
40
41
  handler: this.handleTokensResponse.bind(this),
41
42
  }, config.tokensConfig.intervalMs, this.logger);
42
- this.pairsFetcher = new fetcher_1.default(dexHelper.httpRequest, {
43
+ this.pairsFetcher = new fetcher_1.Fetcher(dexHelper.httpRequest, {
43
44
  info: {
44
45
  requestOptions: config.pairsConfig.reqParams,
45
46
  caster: (data) => {
46
- return (0, validators_1.validateAndCast)(data, validators_1.pairsResponseValidator);
47
+ return (0, validators_2.validateAndCast)(data, validators_1.pairsResponseValidator);
47
48
  },
48
49
  authenticate: this.authHttp(config.pairsConfig.secret),
49
50
  },
50
51
  handler: this.handlePairsResponse.bind(this),
51
52
  }, config.pairsConfig.intervalMs, this.logger);
52
- this.rateFetcher = new fetcher_1.default(dexHelper.httpRequest, {
53
+ this.rateFetcher = new fetcher_1.Fetcher(dexHelper.httpRequest, {
53
54
  info: {
54
55
  requestOptions: config.rateConfig.reqParams,
55
56
  caster: (data) => {
56
- return (0, validators_1.validateAndCast)(data, validators_1.pricesResponse);
57
+ return (0, validators_2.validateAndCast)(data, validators_1.pricesResponse);
57
58
  },
58
59
  authenticate: this.authHttp(config.rateConfig.secret),
59
60
  },
60
61
  handler: this.handleRatesResponse.bind(this),
61
62
  }, config.rateConfig.intervalMs, logger);
62
63
  if (config.blacklistConfig) {
63
- this.blackListFetcher = new fetcher_1.default(dexHelper.httpRequest, {
64
+ this.blackListFetcher = new fetcher_1.Fetcher(dexHelper.httpRequest, {
64
65
  info: {
65
66
  requestOptions: config.blacklistConfig.reqParams,
66
67
  caster: (data) => {
67
- return (0, validators_1.validateAndCast)(data, validators_1.blacklistResponseValidator);
68
+ return (0, validators_2.validateAndCast)(data, validators_1.blacklistResponseValidator);
68
69
  },
69
70
  authenticate: this.authHttp(config.rateConfig.secret),
70
71
  },
@@ -247,7 +248,7 @@ class RateFetcher {
247
248
  this.logger.info('FirmRate Request:', payload);
248
249
  const { data } = await this.dexHelper.httpRequest.request(payload);
249
250
  this.logger.info('FirmRate Response: ', data);
250
- const firmRateResp = (0, validators_1.validateAndCast)(data, validators_1.firmRateResponseValidator);
251
+ const firmRateResp = (0, validators_2.validateAndCast)(data, validators_1.firmRateResponseValidator);
251
252
  await (0, utils_1.checkOrder)(this.dexHelper.config.data.network, this.dexHelper.config.data.augustusRFQAddress, this.dexHelper.multiWrapper, firmRateResp.order, this.verifierContract);
252
253
  return {
253
254
  order: {
package/build/dex/generic-rfq/rate-fetcher.js.map CHANGED
@@ -1 +1 @@
1
- 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package/build/dex/generic-rfq/validators.d.ts CHANGED
@@ -1,16 +1,10 @@
1
1
  import joi from 'joi';
2
- export declare class ValidationError extends Error {
3
- readonly rawMessage: string;
4
- readonly key?: string;
5
- constructor(message: string, key?: string);
6
- }
7
2
  export declare const tokenValidator: joi.ObjectSchema<any>;
8
3
  export declare const tokensResponseValidator: joi.ObjectSchema<any>;
9
4
  export declare const pairValidator: joi.ObjectSchema<any>;
10
5
  export declare const pairsResponseValidator: joi.ObjectSchema<any>;
11
6
  export declare const priceValidator: any;
12
7
  export declare const pricesResponse: joi.ObjectSchema<any>;
13
- export declare const validateAndCast: <T>(value: unknown, schema: joi.Schema, name?: string | undefined) => T;
14
8
  export declare const addressSchema: joi.StringSchema<string>;
15
9
  export declare const blacklistResponseValidator: joi.ObjectSchema<any>;
16
10
  export declare const orderWithSignatureValidator: joi.ObjectSchema<any>;
package/build/dex/generic-rfq/validators.js CHANGED
@@ -26,19 +26,11 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
26
26
  return (mod && mod.__esModule) ? mod : { "default": mod };
27
27
  };
28
28
  Object.defineProperty(exports, "__esModule", { value: true });
29
- exports.firmRateResponseValidator = exports.orderWithSignatureValidator = exports.blacklistResponseValidator = exports.addressSchema = exports.validateAndCast = exports.pricesResponse = exports.priceValidator = exports.pairsResponseValidator = exports.pairValidator = exports.tokensResponseValidator = exports.tokenValidator = exports.ValidationError = void 0;
29
+ exports.firmRateResponseValidator = exports.orderWithSignatureValidator = exports.blacklistResponseValidator = exports.addressSchema = exports.pricesResponse = exports.priceValidator = exports.pairsResponseValidator = exports.pairValidator = exports.tokensResponseValidator = exports.tokenValidator = void 0;
30
30
  const bignumber_js_1 = __importDefault(require("bignumber.js"));
31
31
  const joi_1 = __importDefault(require("joi"));
32
32
  const ethers = __importStar(require("ethers"));
33
33
  const tokensType = ['ERC20'];
34
- class ValidationError extends Error {
35
- constructor(message, key) {
36
- super(key !== undefined ? `'${key}': ${message}` : message);
37
- this.rawMessage = message;
38
- this.key = key;
39
- }
40
- }
41
- exports.ValidationError = ValidationError;
42
34
  exports.tokenValidator = joi_1.default.object({
43
35
  symbol: joi_1.default.string().min(1).required(),
44
36
  name: joi_1.default.string().min(1).required(),
@@ -112,21 +104,6 @@ exports.pricesResponse = joi_1.default.object({
112
104
  .object()
113
105
  .pattern(joi_1.default.string().min(1), exports.priceValidator.validatedPrices().bidsLowerThanAsks()),
114
106
  });
115
- const validateAndCast = (value, schema, name) => {
116
- const { error, value: parsed } = schema.validate(value);
117
- if (error !== undefined) {
118
- let message;
119
- if (name) {
120
- message = `"${name}" ${error.message.slice(error.message.indexOf('must'))}`;
121
- }
122
- else {
123
- message = error.message;
124
- }
125
- throw new ValidationError(message);
126
- }
127
- return parsed;
128
- };
129
- exports.validateAndCast = validateAndCast;
130
107
  exports.addressSchema = joi_1.default.string().custom((value, helpers) => {
131
108
  if (ethers.utils.isAddress(value)) {
132
109
  return value.toLowerCase();
package/build/dex/generic-rfq/validators.js.map CHANGED
@@ -1 +1 @@
1
- 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package/build/dex/hashflow/constants.d.ts CHANGED
@@ -1,3 +1,8 @@
1
- export declare const PRICE_LEVELS_TTL_SECONDS = 1;
2
1
  export declare const HASHFLOW_BLACKLIST_TTL_S: number;
3
2
  export declare const HASHFLOW_MM_RESTRICT_TTL_S: number;
3
+ export declare const HASHFLOW_PRICES_CACHES_TTL_S = 3;
4
+ export declare const HASHFLOW_MARKET_MAKERS_CACHES_TTL_S = 30;
5
+ export declare const HASHFLOW_API_PRICES_POLLING_INTERVAL_MS = 0;
6
+ export declare const HASHFLOW_API_MARKET_MAKERS_POLLING_INTERVAL_MS: number;
7
+ export declare const HASHFLOW_API_URL = "https://api.hashflow.com";
8
+ export declare const HASHFLOW_API_CLIENT_NAME = "paraswap";
package/build/dex/hashflow/constants.js CHANGED
@@ -1,8 +1,13 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.HASHFLOW_MM_RESTRICT_TTL_S = exports.HASHFLOW_BLACKLIST_TTL_S = exports.PRICE_LEVELS_TTL_SECONDS = void 0;
4
- exports.PRICE_LEVELS_TTL_SECONDS = 1;
3
+ exports.HASHFLOW_API_CLIENT_NAME = exports.HASHFLOW_API_URL = exports.HASHFLOW_API_MARKET_MAKERS_POLLING_INTERVAL_MS = exports.HASHFLOW_API_PRICES_POLLING_INTERVAL_MS = exports.HASHFLOW_MARKET_MAKERS_CACHES_TTL_S = exports.HASHFLOW_PRICES_CACHES_TTL_S = exports.HASHFLOW_MM_RESTRICT_TTL_S = exports.HASHFLOW_BLACKLIST_TTL_S = void 0;
5
4
  // 7 days
6
5
  exports.HASHFLOW_BLACKLIST_TTL_S = 60 * 60 * 24 * 7;
7
6
  exports.HASHFLOW_MM_RESTRICT_TTL_S = 60 * 60;
7
+ exports.HASHFLOW_PRICES_CACHES_TTL_S = 3;
8
+ exports.HASHFLOW_MARKET_MAKERS_CACHES_TTL_S = 30;
9
+ exports.HASHFLOW_API_PRICES_POLLING_INTERVAL_MS = 0;
10
+ exports.HASHFLOW_API_MARKET_MAKERS_POLLING_INTERVAL_MS = 28 * 1000; // 28 secs
11
+ exports.HASHFLOW_API_URL = 'https://api.hashflow.com';
12
+ exports.HASHFLOW_API_CLIENT_NAME = 'paraswap';
8
13
  //# sourceMappingURL=constants.js.map
package/build/dex/hashflow/constants.js.map CHANGED
@@ -1 +1 @@
1
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1
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