@paraswap/dex-lib 2.15.2 → 2.15.3

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

@@ -153,10 +153,6 @@ class WooFiV2 extends simple_exchange_1.SimpleExchange {
             else if (_destAddress === this.config.quoteToken.address) {
                 gasCost = constants_2.WOO_FI_V2_GAS_COST.sellBase;
             }
-            else {
-                this.logger.error(`Can not estimate gas cost in getPricesVolume. Check the logic: ` +
-                    `${_srcAddress}, ${_destAddress}, ${this.config.quoteToken.address}`);
-            }
             return [
                 {
                     unit,

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

@@ -1 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@paraswap/dex-lib",
-  "version": "2.15.2",
+  "version": "2.15.3",
   "main": "build/index.js",
   "types": "build/index.d.ts",
   "repository": "https://github.com/paraswap/paraswap-dex-lib",

package/src/dex/woo-fi-v2/woo-fi-v2.ts

@@ -224,11 +224,6 @@ export class WooFiV2 extends SimpleExchange implements IDex<WooFiV2Data> {
         gasCost = WOO_FI_V2_GAS_COST.sellQuote;
       } else if (_destAddress === this.config.quoteToken.address) {
         gasCost = WOO_FI_V2_GAS_COST.sellBase;
-      } else {
-        this.logger.error(
-          `Can not estimate gas cost in getPricesVolume. Check the logic: ` +
-            `${_srcAddress}, ${_destAddress}, ${this.config.quoteToken.address}`,
-        );
       }
 
       return [

package/.idea/codeStyles/codeStyleConfig.xml

@@ -1,5 +0,0 @@
-<component name="ProjectCodeStyleConfiguration">
-  <state>
-    <option name="PREFERRED_PROJECT_CODE_STYLE" value="Default" />
-  </state>
-</component>

package/.idea/misc.xml

@@ -1,6 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="ProjectRootManager">
-    <output url="file://$PROJECT_DIR$/out" />
-  </component>
-</project>

package/.idea/modules.xml

@@ -1,8 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="ProjectModuleManager">
-    <modules>
-      <module fileurl="file://$PROJECT_DIR$/paraswap-dex-lib.iml" filepath="$PROJECT_DIR$/paraswap-dex-lib.iml" />
-    </modules>
-  </component>
-</project>

package/.idea/vcs.xml

@@ -1,6 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="VcsDirectoryMappings">
-    <mapping directory="" vcs="Git" />
-  </component>
-</project>

package/.vscode/launch.json

@@ -1,21 +0,0 @@
-{
-    // Use IntelliSense to learn about possible attributes.
-    // Hover to view descriptions of existing attributes.
-    // For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
-    "version": "0.2.0",
-    "configurations": [
-        {
-            "type": "node",
-            "request": "launch",
-            "name": "Launch Program",
-            "skipFiles": [
-                "<node_internals>/**"
-            ],
-            "program": "${workspaceFolder}/build/index.js",
-            "preLaunchTask": "tsc: build - tsconfig.json",
-            "outFiles": [
-                "${workspaceFolder}/build/**/*.js"
-            ]
-        }
-    ]
-}

package/build/dex/aave-v3/tokens/mainnet.json

@@ -1,44 +0,0 @@
-[
-    {
-        "aSymbol": "aDAI",
-        "aAddress": "0x018008bfb33d285247A21d44E50697654f754e63",
-        "address": "0x6b175474e89094c44da98b954eedeac495271d0f",
-        "decimals": 18
-    },
-    {
-        "aSymbol": "aUSDC",
-        "aAddress": "0x98C23E9d8f34FEFb1B7BD6a91B7FF122F4e16F5c",
-        "address": "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
-        "decimals": 6
-    },
-    {
-        "aSymbol": "aAAVE",
-        "aAddress": "0xA700b4eB416Be35b2911fd5Dee80678ff64fF6C9",
-        "address": "0x7fc66500c84a76ad7e9c93437bfc5ac33e2ddae9",
-        "decimals": 18
-    },
-    {
-        "aSymbol": "aLINK",
-        "aAddress": "0x5E8C8A7243651DB1384C0dDfDbE39761E8e7E51a",
-        "address": "0x514910771af9ca656af840dff83e8264ecf986ca",
-        "decimals": 18
-    },
-    {
-        "aSymbol": "aWBTC",
-        "aAddress": "0x5Ee5bf7ae06D1Be5997A1A72006FE6C607eC6DE8",
-        "address": "0x2260fac5e5542a773aa44fbcfedf7c193bc2c599",
-        "decimals": 8
-    },
-    {
-        "aSymbol": "aWETH",
-        "aAddress": "0x4d5F47FA6A74757f35C14fD3a6Ef8E3C9BC514E8",
-        "address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
-        "decimals": 18
-    },
-    {
-        "aSymbol": "awstETH",
-        "aAddress": "0x0B925eD163218f6662a35e0f0371Ac234f9E9371",
-        "address": "0x7f39c581f595b53c5cb19bd0b3f8da6c935e2ca0",
-        "decimals": 18
-    }
-]

package/build/dex/balancer-v2/VirtualBoostedPool.d.ts

@@ -1,79 +0,0 @@
-import { Interface } from '@ethersproject/abi';
-import { PoolState, SubgraphPoolBase, callData, BalancerSwap } from './types';
-import { SwapSide } from '../../constants';
-export declare type BoostedPools = {
-    [id: string]: BoostedPool;
-};
-export declare type BoostedPool = {
-    mainTokens: MainToken[];
-    phantomStablePoolAddr: string;
-};
-export declare type MainToken = {
-    address: string;
-    decimals: number;
-    linearPoolAddr: string;
-    linearPoolId: string;
-};
-export declare type VirtualBoostedPools = {
-    dictionary: BoostedPools;
-    subgraph: SubgraphPoolBase[];
-};
-declare type BoostedPoolPairData = {
-    tokenIn: string;
-    tokenOut: string;
-    phantomPoolId: any;
-    poolStates: {
-        [address: string]: PoolState;
-    };
-    boostedPools: BoostedPools;
-    gasCost: number;
-};
-export declare type SwapData = {
-    swaps: BalancerSwap[];
-    assets: string[];
-};
-export declare class VirtualBoostedPool {
-    /**
-     * Creates VirtualBoostedPools from list of input pools. A VirtualBoostedPool is a combination of Linear pools nested in a PhantomStable pool. i.e. bb-a-USD.
-     * @param pools Array of subgraph pools (should contain Phantom/Linear pools of interest)
-     * @returns Array of VirtualBoosted subgraph pools. Dictionary object of virtualBoosted pool data.
-     */
-    static createPools(pools: SubgraphPoolBase[]): VirtualBoostedPools;
-    static poolType: string;
-    vaultAddress: string;
-    vaultInterface: Interface;
-    linearPoolInterface: Interface;
-    phantomStablePoolInterface: Interface;
-    constructor(vaultAddress: string, vaultInterface: Interface, linearPoolInterface: Interface, metaStablePoolInterface: Interface);
-    getOnChainCalls(pool: SubgraphPoolBase, virtualBoostedPools: BoostedPools): callData[];
-    decodeOnChainCalls(pool: SubgraphPoolBase, data: {
-        success: boolean;
-        returnData: any;
-    }[], startIndex: number, boostedPools: BoostedPools): [{
-        [address: string]: PoolState;
-    }, number];
-    static getTokenPool(phantomPoolAddr: string, phantomPoolId: string, tokenAddr: string, boostedPools: BoostedPools): {
-        address: string;
-        type: string;
-        id: string;
-    };
-    parsePoolPairData(pool: SubgraphPoolBase, poolStates: {
-        [address: string]: PoolState;
-    }, tokenIn: string, tokenOut: string, boostedPools: BoostedPools): BoostedPoolPairData;
-    checkBalance(amounts: bigint[], unitVolume: bigint, side: SwapSide, poolPairData: BoostedPoolPairData): boolean;
-    onSell(amounts: bigint[], poolPairData: BoostedPoolPairData): bigint[];
-    _calcOutGivenIn(tokenAmountsIn: bigint[], tokenIn: string, tokenOut: string, phantomPoolId: string, poolStates: {
-        [address: string]: PoolState;
-    }, boostedPools: BoostedPools): bigint[];
-    /**
-     * Creates Balancer multihop swaps and asset info required to swap a pair of underlying tokens through the Boosted pools.
-     * @param tokenIn Underlying token in.
-     * @param tokenOut Underlying token out.
-     * @param boostedPoolId ID of the VirtualBoostedPool that tokenIn/Out belong to.
-     * @param amount Amount being traded.
-     * @param boostedPools Dictionary of boosted pools.
-     * @returns Swaps and assets.
-     */
-    static getSwapData(tokenIn: string, tokenOut: string, boostedPoolId: string, amount: string, boostedPools: BoostedPools): SwapData;
-}
-export {};