@paraswap/dex-lib 2.16.4 → 2.16.5-direct-swaps.1

package/src/dex/uniswap-v3/uniswap-v3-e2e.test.ts

@@ -49,6 +49,20 @@ describe('UniswapV3 E2E', () => {
         provider,
       );
     });
+
+    it('directSwap SELL WETH -> USDC', async () => {
+      await testE2E(
+        tokens['WETH'],
+        tokens['USDC'],
+        holders['WETH'],
+        '1000000000000000000',
+        SwapSide.SELL,
+        dexKey,
+        ContractMethod.directUniV3Swap,
+        network,
+        provider,
+      );
+    });
   });
 
   describe('UniswapV3 POLYGON', () => {
@@ -64,7 +78,7 @@ describe('UniswapV3 E2E', () => {
     const tokenBSymbol: string = 'WETH';
     const nativeTokenSymbol = NativeTokenSymbols[network];
 
-    const tokenAAmount: string = '11111000000';
+    const tokenAAmount: string = '11000000';
     const tokenBAmount: string = '11000000000000000000';
     const nativeTokenAmount = '11000000000000000000';
 
@@ -75,9 +89,17 @@ describe('UniswapV3 E2E', () => {
           ContractMethod.simpleSwap,
           ContractMethod.multiSwap,
           ContractMethod.megaSwap,
+          ContractMethod.directUniV3Swap,
+        ],
+      ],
+      [
+        SwapSide.BUY,
+        [
+          ContractMethod.simpleBuy,
+          ContractMethod.buy,
+          ContractMethod.directUniV3Buy,
         ],
       ],
-      [SwapSide.BUY, [ContractMethod.simpleBuy, ContractMethod.buy]],
     ]);
 
     sideToContractMethods.forEach((contractMethods, side) =>
@@ -202,6 +224,82 @@ describe('UniswapV3 E2E', () => {
       }),
     );
   });
+
+  describe('UniswapV3 Optimism', () => {
+    const network = Network.OPTIMISM;
+    const tokens = Tokens[network];
+    const holders = Holders[network];
+    const provider = new StaticJsonRpcProvider(
+      generateConfig(network).privateHttpProvider,
+      network,
+    );
+
+    const tokenASymbol: string = 'OP';
+    const tokenBSymbol: string = 'ETH';
+    const nativeTokenSymbol = NativeTokenSymbols[network];
+
+    const tokenAAmount: string = '1000000000000000000';
+    const tokenBAmount: string = '1000000000000000000';
+    const nativeTokenAmount = '1000000000000000000';
+
+    const sideToContractMethods = new Map([
+      [
+        SwapSide.SELL,
+        [
+          ContractMethod.simpleSwap,
+          ContractMethod.multiSwap,
+          ContractMethod.megaSwap,
+        ],
+      ],
+      [SwapSide.BUY, [ContractMethod.simpleBuy, ContractMethod.buy]],
+    ]);
+
+    sideToContractMethods.forEach((contractMethods, side) =>
+      contractMethods.forEach((contractMethod: ContractMethod) => {
+        describe(`${contractMethod}`, () => {
+          it(`${network} ${side} ${contractMethod} ${nativeTokenSymbol} -> ${tokenASymbol}`, async () => {
+            await testE2E(
+              tokens[nativeTokenSymbol],
+              tokens[tokenASymbol],
+              holders[nativeTokenSymbol],
+              side === SwapSide.SELL ? nativeTokenAmount : tokenAAmount,
+              side,
+              dexKey,
+              contractMethod,
+              network,
+              provider,
+            );
+          });
+          it(`${network} ${side} ${contractMethod} ${tokenASymbol} -> ${nativeTokenSymbol}`, async () => {
+            await testE2E(
+              tokens[tokenASymbol],
+              tokens[nativeTokenSymbol],
+              holders[tokenASymbol],
+              side === SwapSide.SELL ? tokenAAmount : nativeTokenAmount,
+              side,
+              dexKey,
+              contractMethod,
+              network,
+              provider,
+            );
+          });
+          it(`${network} ${side} ${contractMethod} ${tokenASymbol} -> ${tokenBSymbol}`, async () => {
+            await testE2E(
+              tokens[tokenASymbol],
+              tokens[tokenBSymbol],
+              holders[tokenASymbol],
+              side === SwapSide.SELL ? tokenAAmount : tokenBAmount,
+              side,
+              dexKey,
+              contractMethod,
+              network,
+              provider,
+            );
+          });
+        });
+      }),
+    );
+  });
 });
 
 describe('PancakeswapV3 E2E', () => {

package/src/dex/uniswap-v3/uniswap-v3.ts

@@ -11,6 +11,9 @@ import {
   Logger,
   NumberAsString,
   PoolPrices,
+  TxInfo,
+  PreprocessTransactionOptions,
+  ExchangeTxInfo,
 } from '../../types';
 import { SwapSide, Network, CACHE_PREFIX } from '../../constants';
 import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
@@ -19,6 +22,7 @@ import {
   getDexKeysWithNetwork,
   interpolate,
   isTruthy,
+  uuidToBytes16,
 } from '../../utils';
 import { IDex } from '../../dex/idex';
 import { IDexHelper } from '../../dex-helper/idex-helper';
@@ -29,6 +33,7 @@ import {
   UniswapV3Data,
   UniswapV3Functions,
   UniswapV3Param,
+  UniswapV3SimpleSwapParams,
 } from './types';
 import {
   getLocalDeadlineAsFriendlyPlaceholder,
@@ -39,13 +44,15 @@ import { UniswapV3EventPool } from './uniswap-v3-pool';
 import UniswapV3RouterABI from '../../abi/uniswap-v3/UniswapV3Router.abi.json';
 import UniswapV3QuoterABI from '../../abi/uniswap-v3/UniswapV3Quoter.abi.json';
 import UniswapV3MultiABI from '../../abi/uniswap-v3/UniswapMulti.abi.json';
+import DirectSwapABI from '../../abi/DirectSwap.json';
 import UniswapV3StateMulticallABI from '../../abi/uniswap-v3/UniswapV3StateMulticall.abi.json';
 import {
+  DirectMethods,
   UNISWAPV3_EFFICIENCY_FACTOR,
   UNISWAPV3_FUNCTION_CALL_GAS_COST,
   UNISWAPV3_TICK_GAS_COST,
 } from './constants';
-import { DeepReadonly } from 'ts-essentials';
+import { assert, DeepReadonly } from 'ts-essentials';
 import { uniswapV3Math } from './contract-math/uniswap-v3-math';
 import { Contract } from 'web3-eth-contract';
 import { AbiItem } from 'web3-utils';
@@ -55,6 +62,7 @@ import {
   DEFAULT_ID_ERC20,
   DEFAULT_ID_ERC20_AS_STRING,
 } from '../../lib/tokens/types';
+import { OptimalSwapExchange } from '@paraswap/core';
 
 type PoolPairsInfo = {
   token0: Address;
@@ -76,6 +84,8 @@ export class UniswapV3
   readonly hasConstantPriceLargeAmounts = false;
   readonly needWrapNative = true;
 
+  readonly directSwapIface = new Interface(DirectSwapABI);
+
   intervalTask?: NodeJS.Timeout;
 
   public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
@@ -112,7 +122,7 @@ export class UniswapV3
     // To receive revert reasons
     this.dexHelper.web3Provider.eth.handleRevert = false;
 
-    // Normalise once all config addresses and use across all scenarios
+    // Normalize once all config addresses and use across all scenarios
     this.config = this._toLowerForAllConfigAddresses();
 
     this.notExistingPoolSetKey =
@@ -445,6 +455,7 @@ export class UniswapV3
               fee: pool.feeCodeAsString,
             },
           ],
+          exchange: pool.poolAddress,
         },
         poolIdentifier: this.getPoolIdentifier(
           pool.token0,
@@ -726,6 +737,130 @@ export class UniswapV3
     return arr;
   }
 
+  getTokenFromAddress(address: Address): Token {
+    // In this Dex decimals are not used
+    return { address, decimals: 0 };
+  }
+
+  async preProcessTransaction(
+    optimalSwapExchange: OptimalSwapExchange<UniswapV3Data>,
+    srcToken: Token,
+    _0: Token,
+    _1: SwapSide,
+    options: PreprocessTransactionOptions,
+  ): Promise<[OptimalSwapExchange<UniswapV3Data>, ExchangeTxInfo]> {
+    if (!options.isDirectMethod) {
+      return [
+        optimalSwapExchange,
+        {
+          deadline: BigInt(getLocalDeadlineAsFriendlyPlaceholder()),
+        },
+      ];
+    }
+
+    assert(
+      optimalSwapExchange.data !== undefined,
+      `preProcessTransaction: data field is missing`,
+    );
+
+    let isApproved: boolean | undefined;
+
+    try {
+      this.erc20Contract.options.address =
+        this.dexHelper.config.wrapETH(srcToken).address;
+      const allowance = await this.erc20Contract.methods
+        .allowance(this.augustusAddress, this.config.router)
+        .call(undefined, 'latest');
+      isApproved =
+        BigInt(allowance.toString()) >= BigInt(optimalSwapExchange.srcAmount);
+    } catch (e) {
+      this.logger.error(
+        `preProcessTransaction failed to retrieve allowance info: `,
+        e,
+      );
+    }
+
+    return [
+      {
+        ...optimalSwapExchange,
+        data: {
+          ...optimalSwapExchange.data,
+          isApproved,
+        },
+      },
+      {
+        deadline: BigInt(getLocalDeadlineAsFriendlyPlaceholder()),
+      },
+    ];
+  }
+
+  getDirectParam(
+    srcToken: Address,
+    destToken: Address,
+    srcAmount: NumberAsString,
+    destAmount: NumberAsString,
+    expectedAmount: NumberAsString,
+    data: UniswapV3Data,
+    side: SwapSide,
+    permit: string,
+    uuid: string,
+    feePercent: NumberAsString,
+    deadline: NumberAsString,
+    partner: string,
+    beneficiary: string,
+    contractMethod?: string,
+  ): TxInfo<UniswapV3Param> {
+    if (
+      contractMethod !== DirectMethods.directSell &&
+      contractMethod !== DirectMethods.directBuy
+    ) {
+      throw new Error(`Invalid contract method ${contractMethod}`);
+    }
+
+    let isApproved: boolean = !!data.isApproved;
+    if (data.isApproved === undefined) {
+      this.logger.warn(`isApproved is undefined, defaulting to false`);
+    }
+
+    const path = this._encodePath(data.path, side);
+
+    const swapParams: UniswapV3Param = [
+      srcToken,
+      destToken,
+      this.config.router,
+      srcAmount,
+      destAmount,
+      expectedAmount,
+      feePercent,
+      deadline,
+      partner,
+      isApproved,
+      beneficiary,
+      path,
+      permit,
+      uuidToBytes16(uuid),
+    ];
+
+    const encoder = (...params: UniswapV3Param) => {
+      return this.directSwapIface.encodeFunctionData(
+        side === SwapSide.SELL
+          ? DirectMethods.directSell
+          : DirectMethods.directBuy,
+        [params],
+      );
+    };
+
+    return {
+      params: swapParams,
+      encoder,
+      networkFee: '0',
+    };
+  }
+
+  static getDirectFunctionName(): string[] {
+    return [DirectMethods.directSell, DirectMethods.directBuy];
+  }
+
   async getSimpleParam(
     srcToken: string,
     destToken: string,
@@ -740,7 +875,7 @@ export class UniswapV3
         : UniswapV3Functions.exactOutput;
 
     const path = this._encodePath(data.path, side);
-    const swapFunctionParams: UniswapV3Param =
+    const swapFunctionParams: UniswapV3SimpleSwapParams =
       side === SwapSide.SELL
         ? {
             recipient: this.augustusAddress,

package/src/dex/zerox/index.ts

@@ -269,9 +269,16 @@ export class ZeroX
     destToken: Address,
     srcAmount: NumberAsString,
     destAmount: NumberAsString,
+    expectedAmount: NumberAsString,
     data: ZeroXData,
     side: SwapSide,
     permit: string,
+    uuid: string,
+    feePercent: NumberAsString,
+    deadline: NumberAsString,
+    partner: string,
+    beneficiary: string,
+    contractMethod?: string,
   ): TxInfo<ZeroXParam> {
     const usePermit = permit !== '0x';
     const encoder = (...params: ZeroXParam) => {

package/src/implementations/local-paraswap-sdk.ts

@@ -17,6 +17,8 @@ import {
 } from '../types';
 import { SwapSide, NULL_ADDRESS, ContractMethod } from '../constants';
 import { LimitOrderExchange } from '../dex/limit-order-exchange';
+import { v4 as uuid } from 'uuid';
+import { DirectContractMethods } from '@paraswap/core/build/constants';
 
 export interface IParaSwapSDK {
   getPrices(
@@ -196,6 +198,8 @@ export class LocalParaswapSDK implements IParaSwapSDK {
         : priceRoute.srcAmount,
     );
 
+    const contractMethod = priceRoute.contractMethod;
+
     // Call preprocessTransaction for each exchange before we build transaction
     try {
       priceRoute.bestRoute = await Promise.all(
@@ -225,6 +229,9 @@ export class LocalParaswapSDK implements IParaSwapSDK {
                         {
                           slippageFactor,
                           txOrigin: userAddress,
+                          isDirectMethod: DirectContractMethods.includes(
+                            contractMethod as ContractMethod,
+                          ),
                         },
                       );
 
@@ -255,7 +262,7 @@ export class LocalParaswapSDK implements IParaSwapSDK {
       partnerAddress: NULL_ADDRESS,
       partnerFeePercent: '0',
       deadline: deadline.toString(),
-      uuid: '00000000-0000-0000-0000-000000000000',
+      uuid: uuid(),
     });
   }
 }

package/src/router/directswap.ts

@@ -3,6 +3,7 @@ import { IDex } from '../dex/idex';
 import { Address, OptimalRate, TxInfo, Adapters } from '../types';
 import { SwapSide } from '../constants';
 import { DexAdapterService } from '../dex';
+import { assert } from 'ts-essentials';
 
 export class DirectSwap<DexDirectReturn> implements IRouter<DexDirectReturn> {
   // This is just psuedo name as the DirectSwap
@@ -51,6 +52,7 @@ export class DirectSwap<DexDirectReturn> implements IRouter<DexDirectReturn> {
       );
 
     const swapExchange = priceRoute.bestRoute[0].swaps[0].swapExchanges[0];
+
     const srcAmount =
       priceRoute.side === SwapSide.SELL ? swapExchange.srcAmount : minMaxAmount;
     const destAmount =
@@ -63,9 +65,16 @@ export class DirectSwap<DexDirectReturn> implements IRouter<DexDirectReturn> {
       priceRoute.destToken,
       srcAmount,
       destAmount,
+      minMaxAmount,
       swapExchange.data,
       priceRoute.side,
       permit,
+      uuid,
+      // TODO: CLARIFY BEFORE PUTTING TO PROD IF PARTNER FEE IS EQUAL TO FEE PERCENT IN CONTRACT
+      partnerFeePercent,
+      deadline,
+      partnerAddress,
+      beneficiary,
       priceRoute.contractMethod,
     );
   }

package/src/router/index.ts

@@ -5,9 +5,7 @@ import { Buy } from './buy';
 import { SimpleSwap, SimpleBuy } from './simpleswap';
 import { SimpleBuyNFT } from './simpleswapnft';
 import { DirectSwap } from './directswap';
-import { Adapters } from '../types';
 import { DexAdapterService } from '../dex';
-import { SwapSide } from '../constants';
 
 export class RouterService {
   hybridRouters = [

package/src/types.ts

@@ -288,6 +288,7 @@ export type PreprocessTransactionOptions = {
   txOrigin: Address;
   hmac?: string;
   mockRfqAndLO?: boolean;
+  isDirectMethod?: boolean;
 };
 
 export type TransferFeeParams = {

package/tests/constants-e2e.ts

@@ -875,10 +875,10 @@ export const Holders: {
   [Network.POLYGON]: {
     MATIC: '0xe7804c37c13166fF0b37F5aE0BB07A3aEbb6e245',
     DAI: '0x06959153B974D0D5fDfd87D561db6d8d4FA0bb0B',
-    WETH: '0x72a53cdbbcc1b9efa39c834a540550e23463aacb',
+    WETH: '0x62ac55b745f9b08f1a81dcbbe630277095cf4be1',
     WMATIC: '0xFffbCD322cEace527C8ec6Da8de2461C6D9d4e6e',
     AMWMATIC: '0x8832924854e3Cedb0a6Abf372e6CCFF9F7654332',
-    USDC: '0x06959153B974D0D5fDfd87D561db6d8d4FA0bb0B',
+    USDC: '0xf89d7b9c864f589bbf53a82105107622b35eaa40',
     POPS: '0x2693b57ee51f4e2a26dfb339a911fa8731061f49',
     MUST: '0x9f2a409848fb9b7bd058b24a23e8dbf1e166a109',
     AMDAI: '0xFA0DCe8280FCDf369a4cbFc1830d3302789307a6',
@@ -894,7 +894,7 @@ export const Holders: {
     RADIO: '0x60531b9c3645546d864604ee0fc5b7d6adc81cc2',
     HANZO: '0x8a151b6ec99c7b90b342ab401d511b480309b220',
     RVLT: '0x815f87ca3db2b9491115a7769aeacb140361c5a9',
-    stMATIC: '0x3b39669766fe815aa91834b3bd258dea3edbb6d5',
+    stMATIC: '0x644ad5235a9155053d9bc0fce5a74b234c24fce3',
     axlUSDC: '0x42875ae5766dfd4d70772a3a956842e4b708d59a',
     deUSDC: '0x94d5ead1f80cf0b4d3480ab59dff16d47c93e9fe',
     amUSDT: '0x832b11846a27b3ba25d68ae80c39fab155d18c49',