@paraswap/dex-lib 2.16.8-pancakeswapv3.0 → 2.17.0

package/src/dex/balancer-v2/{LinearPool.ts → pools/linear/LinearPool.ts}

@@ -1,11 +1,11 @@
 import { Interface } from '@ethersproject/abi';
 import { BigNumber } from '@ethersproject/bignumber';
-import { isSameAddress, decodeThrowError } from './utils';
+import { isSameAddress, decodeThrowError } from '../../utils';
 import * as LinearMath from './LinearMath';
-import { BasePool } from './balancer-v2-pool';
-import { callData, SubgraphPoolBase, PoolState, TokenState } from './types';
-import LinearPoolABI from '../../abi/balancer-v2/linearPoolAbi.json';
-import { SwapSide } from '../../constants';
+import { BasePool } from '../balancer-v2-pool';
+import { callData, SubgraphPoolBase, PoolState } from '../../types';
+import LinearPoolABI from '../../../../abi/balancer-v2/linearPoolAbi.json';
+import { SwapSide } from '../../../../constants';
 import { keyBy } from 'lodash';
 
 export enum PairTypes {
@@ -82,6 +82,210 @@ export class LinearPool extends BasePool {
     );
   }
 
+  onBuy(amounts: bigint[], poolPairData: LinearPoolPairData): bigint[] {
+    return this._swapGivenOut(
+      amounts,
+      poolPairData.tokens,
+      poolPairData.balances,
+      poolPairData.indexIn,
+      poolPairData.indexOut,
+      poolPairData.bptIndex,
+      poolPairData.wrappedIndex,
+      poolPairData.mainIndex,
+      poolPairData.scalingFactors,
+      poolPairData.swapFee,
+      poolPairData.lowerTarget,
+      poolPairData.upperTarget,
+    );
+  }
+
+  _swapGivenOut(
+    tokenAmountsOut: bigint[],
+    tokens: string[],
+    balances: bigint[],
+    indexIn: number,
+    indexOut: number,
+    bptIndex: number,
+    wrappedIndex: number,
+    mainIndex: number,
+    scalingFactors: bigint[],
+    swapFeePercentage: bigint,
+    lowerTarget: bigint,
+    upperTarget: bigint,
+  ): bigint[] {
+    let pairType: PairTypes;
+    if (isSameAddress(tokens[indexIn], tokens[bptIndex])) {
+      if (isSameAddress(tokens[indexOut], tokens[wrappedIndex]))
+        pairType = PairTypes.BptToWrappedToken;
+      else pairType = PairTypes.BptToMainToken;
+    } else if (isSameAddress(tokens[indexOut], tokens[bptIndex])) {
+      if (isSameAddress(tokens[indexIn], tokens[wrappedIndex]))
+        pairType = PairTypes.WrappedTokenToBpt;
+      else pairType = PairTypes.MainTokenToBpt;
+    } else {
+      if (isSameAddress(tokens[indexIn], tokens[wrappedIndex]))
+        pairType = PairTypes.WrappedTokenToMainToken;
+      else pairType = PairTypes.MainTokenToWrappedToken;
+    }
+
+    const balancesUpscaled = this._upscaleArray(balances, scalingFactors);
+    const tokenAmountsOutScaled = tokenAmountsOut.map(a =>
+      this._upscale(a, scalingFactors[indexOut]),
+    );
+
+    // VirtualBPTSupply must be used for the maths
+    const virtualBptSupply = this.MAX_TOKEN_BALANCE.sub(
+      balances[bptIndex],
+    ).toBigInt();
+
+    const amountsIn = this._onSwapGivenOut(
+      tokenAmountsOutScaled,
+      balancesUpscaled[mainIndex],
+      balancesUpscaled[wrappedIndex],
+      swapFeePercentage,
+      lowerTarget,
+      upperTarget,
+      virtualBptSupply,
+      pairType,
+    );
+
+    return amountsIn.map(a => this._downscaleUp(a, scalingFactors[indexIn]));
+  }
+
+  _onSwapGivenOut(
+    tokenAmountsIn: bigint[],
+    mainBalance: bigint,
+    wrappedBalance: bigint,
+    fee: bigint,
+    lowerTarget: bigint,
+    upperTarget: bigint,
+    virtualBptSupply: bigint,
+    pairType: PairTypes,
+  ): bigint[] {
+    const amountsIn: bigint[] = [];
+
+    switch (pairType) {
+      case PairTypes.BptToMainToken:
+        tokenAmountsIn.forEach(amountIn => {
+          let amt: bigint;
+          try {
+            amt = LinearMath._calcBptInPerMainOut(
+              amountIn,
+              mainBalance,
+              wrappedBalance,
+              virtualBptSupply,
+              {
+                fee: fee,
+                lowerTarget: lowerTarget,
+                upperTarget: upperTarget,
+              },
+            );
+          } catch (err) {
+            amt = 0n;
+          }
+          amountsIn.push(amt);
+        });
+
+        break;
+      case PairTypes.MainTokenToBpt:
+        tokenAmountsIn.forEach(amountIn => {
+          let amt: bigint;
+          try {
+            amt = LinearMath._calcMainInPerBptOut(
+              amountIn,
+              mainBalance,
+              wrappedBalance,
+              virtualBptSupply,
+              {
+                fee: fee,
+                lowerTarget: lowerTarget,
+                upperTarget: upperTarget,
+              },
+            );
+          } catch (err) {
+            amt = 0n;
+          }
+          amountsIn.push(amt);
+        });
+        break;
+      case PairTypes.MainTokenToWrappedToken:
+        tokenAmountsIn.forEach(amountIn => {
+          let amt: bigint;
+          try {
+            amt = LinearMath._calcMainInPerWrappedOut(amountIn, mainBalance, {
+              fee: fee,
+              lowerTarget: lowerTarget,
+              upperTarget: upperTarget,
+            });
+          } catch (err) {
+            amt = 0n;
+          }
+          amountsIn.push(amt);
+        });
+        break;
+      case PairTypes.WrappedTokenToMainToken:
+        tokenAmountsIn.forEach(amountIn => {
+          let amt: bigint;
+          try {
+            amt = LinearMath._calcWrappedInPerMainOut(amountIn, mainBalance, {
+              fee: fee,
+              lowerTarget: lowerTarget,
+              upperTarget: upperTarget,
+            });
+          } catch (err) {
+            amt = 0n;
+          }
+          amountsIn.push(amt);
+        });
+        break;
+      case PairTypes.BptToWrappedToken:
+        tokenAmountsIn.forEach(amountIn => {
+          let amt: bigint;
+          try {
+            amt = LinearMath._calcBptInPerWrappedOut(
+              amountIn,
+              mainBalance,
+              wrappedBalance,
+              virtualBptSupply,
+              {
+                fee: fee,
+                lowerTarget: lowerTarget,
+                upperTarget: upperTarget,
+              },
+            );
+          } catch (err) {
+            amt = 0n;
+          }
+          amountsIn.push(amt);
+        });
+        break;
+      case PairTypes.WrappedTokenToBpt:
+        tokenAmountsIn.forEach(amountIn => {
+          let amt: bigint;
+          try {
+            amt = LinearMath._calcWrappedInPerBptOut(
+              amountIn,
+              mainBalance,
+              wrappedBalance,
+              virtualBptSupply,
+              {
+                fee: fee,
+                lowerTarget: lowerTarget,
+                upperTarget: upperTarget,
+              },
+            );
+          } catch (err) {
+            amt = 0n;
+          }
+          amountsIn.push(amt);
+        });
+        break;
+      default:
+        amountsIn.push(0n);
+    }
+    return amountsIn;
+  }
+
   _swapGivenIn(
     tokenAmountsIn: bigint[],
     tokens: string[],
@@ -427,7 +631,7 @@ export class LinearPool extends BasePool {
       (this._upscale(
         poolPairData.balances[poolPairData.indexOut],
         poolPairData.scalingFactors[poolPairData.indexOut],
-      ) *
+        ) *
         99n) /
       100n
     );

package/src/dex/balancer-v2/{StableMath.ts → pools/phantom-stable/PhantomStableMath.ts}

@@ -1,5 +1,5 @@
-import { BI_POWS } from '../../bigint-constants';
-import { MathSol } from './balancer-v2-math';
+import { BI_POWS } from '../../../../bigint-constants';
+import { MathSol } from '../../balancer-v2-math';
 
 const AMP_PRECISION = BI_POWS[3];
 
@@ -9,15 +9,15 @@ export function _calculateInvariant(
   roundUp: boolean,
 ): bigint {
   /**********************************************************************************************
-      // invariant                                                                                 //
-      // D = invariant                                                  D^(n+1)                    //
-      // A = amplification coefficient      A  n^n S + D = A D n^n + -----------                   //
-      // S = sum of balances                                             n^n P                     //
-      // P = product of balances                                                                   //
-      // n = number of tokens                                                                      //
-      *********x************************************************************************************/
+   // invariant                                                                                 //
+   // D = invariant                                                  D^(n+1)                    //
+   // A = amplification coefficient      A  n^n S + D = A D n^n + -----------                   //
+   // S = sum of balances                                             n^n P                     //
+   // P = product of balances                                                                   //
+   // n = number of tokens                                                                      //
+   *********x************************************************************************************/
 
-  // We support rounding up or down.
+    // We support rounding up or down.
 
   let sum = 0n;
   const numTokens = balances.length;
@@ -44,18 +44,18 @@ export function _calculateInvariant(
     prevInvariant = invariant;
     invariant = MathSol.div(
       MathSol.mul(MathSol.mul(BigInt(numTokens), invariant), invariant) +
-        MathSol.div(
-          MathSol.mul(MathSol.mul(ampTimesTotal, sum), P_D),
-          AMP_PRECISION,
-          roundUp,
-        ),
+      MathSol.div(
+        MathSol.mul(MathSol.mul(ampTimesTotal, sum), P_D),
+        AMP_PRECISION,
+        roundUp,
+      ),
       MathSol.mul(BigInt(numTokens + 1), invariant) +
-        // No need to use checked arithmetic for the amp precision, the amp is guaranteed to be at least 1
-        MathSol.div(
-          MathSol.mul(ampTimesTotal - AMP_PRECISION, P_D),
-          AMP_PRECISION,
-          !roundUp,
-        ),
+      // No need to use checked arithmetic for the amp precision, the amp is guaranteed to be at least 1
+      MathSol.div(
+        MathSol.mul(ampTimesTotal - AMP_PRECISION, P_D),
+        AMP_PRECISION,
+        !roundUp,
+      ),
       roundUp,
     );
 
@@ -81,6 +81,17 @@ export function _calcOutGivenIn(
   amountIn: bigint,
   invariant?: bigint,
 ): bigint {
+  /**************************************************************************************************************
+   // outGivenIn token x for y - polynomial equation to solve                                                   //
+   // ay = amount out to calculate                                                                              //
+   // by = balance token out                                                                                    //
+   // y = by - ay (finalBalanceOut)                                                                             //
+   // D = invariant                                               D                     D^(n+1)                 //
+   // A = amplification coefficient               y^2 + ( S - ----------  - D) * y -  ------------- = 0         //
+   // n = number of tokens                                    (A * n^n)               A * n^2n * P              //
+   // S = sum of final balances but y                                                                           //
+   // P = product of final balances but y                                                                       //
+   **************************************************************************************************************/
   balances = [...balances];
   // Given that we need to have a greater final balance out, the invariant needs to be rounded up
   if (!invariant) invariant = _calculateInvariant(amp, balances, true);
@@ -105,6 +116,19 @@ export function _calcInGivenOut(
   fee: bigint,
   invariant?: bigint,
 ): bigint {
+  /**************************************************************************************************************
+   // inGivenOut token x for y - polynomial equation to solve                                                   //
+   // ax = amount in to calculate                                                                               //
+   // bx = balance token in                                                                                     //
+   // x = bx + ax (finalBalanceIn)                                                                              //
+   // D = invariant                                                D                     D^(n+1)                //
+   // A = amplification coefficient               x^2 + ( S - ----------  - D) * x -  ------------- = 0         //
+   // n = number of tokens                                     (A * n^n)               A * n^2n * P             //
+   // S = sum of final balances but x                                                                           //
+   // P = product of final balances but x                                                                       //
+   **************************************************************************************************************/
+
+  // Given that we need to have a greater final balance in, the invariant needs to be rounded up
   balances = [...balances];
   if (!invariant) invariant = _calculateInvariant(amp, balances, true);
   balances[tokenIndexOut] = MathSol.sub(balances[tokenIndexOut], amountOut);
@@ -120,6 +144,7 @@ export function _calcInGivenOut(
     MathSol.sub(finalBalanceIn, balances[tokenIndexIn]),
     1n,
   );
+
   amountIn = addFee(amountIn, fee);
   return amountIn;
 }
@@ -195,6 +220,61 @@ export function _calcBptOutGivenExactTokensIn(
   }
 }
 
+export function _calcTokenInGivenExactBptOut(
+  amp: bigint,
+  balances: bigint[],
+  tokenIndexIn: number,
+  bptAmountOut: bigint,
+  bptTotalSupply: bigint,
+  fee: bigint,
+  invariant?: bigint,
+): bigint {
+  if (!invariant) invariant = _calculateInvariant(amp, balances, true);
+
+  const newInvariant = MathSol.mulUpFixed(
+    MathSol.divUpFixed(
+      MathSol.add(bptTotalSupply, bptAmountOut),
+      bptTotalSupply
+    ),
+    invariant
+  );
+
+  const newBalanceTokenIndex =
+    _getTokenBalanceGivenInvariantAndAllOtherBalances(
+      amp,
+      balances,
+      newInvariant,
+      tokenIndexIn
+    );
+  const amountInWithoutFee = MathSol.sub(
+    newBalanceTokenIndex,
+    balances[tokenIndexIn]
+  );
+
+  let sumBalances = BigInt(0);
+  for (let i = 0; i < balances.length; i++) {
+    sumBalances = MathSol.add(sumBalances, balances[i]);
+  }
+
+  // We can now compute how much extra balance is being deposited
+  // and used in virtual swaps, and charge swap fees accordingly.
+  const currentWeight = MathSol.divDownFixed(
+    balances[tokenIndexIn],
+    sumBalances
+  );
+  const taxablePercentage = MathSol.complementFixed(currentWeight);
+  const taxableAmount = MathSol.mulUpFixed(
+    amountInWithoutFee,
+    taxablePercentage
+  );
+  const nonTaxableAmount = MathSol.sub(amountInWithoutFee, taxableAmount);
+
+  return MathSol.add(
+    nonTaxableAmount,
+    MathSol.divUpFixed(taxableAmount, MathSol.sub(MathSol.ONE, fee))
+  );
+}
+
 /*
 Flow of calculations:
 amountsTokenOut -> amountsOutProportional ->

package/src/dex/balancer-v2/{PhantomStablePool.ts → pools/phantom-stable/PhantomStablePool.ts}

@@ -1,12 +1,12 @@
 import { Interface } from '@ethersproject/abi';
 import { BigNumber } from '@ethersproject/bignumber';
-import { BasePool } from './balancer-v2-pool';
-import { isSameAddress, decodeThrowError } from './utils';
-import * as StableMath from './StableMath';
-import { SubgraphPoolBase, PoolState, callData, TokenState } from './types';
-import { SwapSide } from '../../constants';
-import MetaStablePoolABI from '../../abi/balancer-v2/meta-stable-pool.json';
-import ComposableStablePoolABI from '../../abi/balancer-v2/ComposableStable.json';
+import { BasePool } from '../balancer-v2-pool';
+import { isSameAddress, decodeThrowError } from '../../utils';
+import * as PhantomStableMath from './PhantomStableMath';
+import { SubgraphPoolBase, PoolState, callData } from '../../types';
+import { SwapSide } from '../../../../constants';
+import MetaStablePoolABI from '../../../../abi/balancer-v2/meta-stable-pool.json';
+import ComposableStablePoolABI from '../../../../abi/balancer-v2/ComposableStable.json';
 import { keyBy } from 'lodash';
 
 enum PairTypes {
@@ -84,6 +84,21 @@ export class PhantomStablePool extends BasePool {
     );
   }
 
+  onBuy(amounts: bigint[], poolPairData: PhantomStablePoolPairData): bigint[] {
+    return this._swapGivenOut(
+      amounts,
+      poolPairData.tokens,
+      poolPairData.balances,
+      poolPairData.indexIn,
+      poolPairData.indexOut,
+      poolPairData.bptIndex,
+      poolPairData.scalingFactors,
+      poolPairData.swapFee,
+      poolPairData.amp,
+      poolPairData.actualSupply,
+    );
+  }
+
   // StablePool's `_onSwapGivenIn` and `_onSwapGivenOut` handlers are meant to process swaps between Pool tokens.
   // Since one of the Pool's tokens is the preminted BPT, we need to a) handle swaps where that tokens is involved
   // separately (as they are effectively single-token joins or exits), and b) remove BPT from the balances array when
@@ -98,7 +113,7 @@ export class PhantomStablePool extends BasePool {
     indexIn: number;
     indexOut: number;
   } {
-    if (bptIndex != -1) {
+    if (bptIndex !== -1) {
       balances.splice(bptIndex, 1);
       if (bptIndex < tokenIndexIn) tokenIndexIn -= 1;
       if (bptIndex < tokenIndexOut) tokenIndexOut -= 1;
@@ -110,6 +125,64 @@ export class PhantomStablePool extends BasePool {
     };
   }
 
+  _swapGivenOut(
+    tokenAmountsOut: bigint[],
+    tokens: string[],
+    balances: bigint[],
+    indexIn: number,
+    indexOut: number,
+    bptIndex: number,
+    scalingFactors: bigint[],
+    swapFeePercentage: bigint,
+    amplificationParameter: bigint,
+    actualSupply: bigint | undefined,
+  ) {
+    // Phantom pools allow trading between token and pool BPT
+    let pairType: PairTypes;
+    if (isSameAddress(tokens[indexIn], tokens[bptIndex])) {
+      pairType = PairTypes.BptToToken;
+    } else if (isSameAddress(tokens[indexOut], tokens[bptIndex])) {
+      pairType = PairTypes.TokenToBpt;
+    } else {
+      pairType = PairTypes.TokenToToken;
+    }
+
+    const balancesUpscaled = this._upscaleArray(balances, scalingFactors);
+    const tokenAmountsOutScaled = tokenAmountsOut.map(a =>
+      this._upscale(a, scalingFactors[indexOut]),
+    );
+
+    let bptSupply: bigint;
+    if (actualSupply) bptSupply = actualSupply;
+    // VirtualBPTSupply must be used for the maths
+    else bptSupply = this.MAX_TOKEN_BALANCE.sub(balances[bptIndex]).toBigInt();
+
+    const droppedBpt = this.removeBPT(
+      balancesUpscaled,
+      indexIn,
+      indexOut,
+      bptIndex,
+    );
+
+    const amountsIn = this._onSwapGivenOut(
+      tokenAmountsOutScaled,
+      droppedBpt.balances,
+      droppedBpt.indexIn,
+      droppedBpt.indexOut,
+      amplificationParameter,
+      bptSupply,
+      pairType,
+    );
+
+    const amountsInDownscaled = amountsIn.map(a =>
+      this._downscaleUp(a, scalingFactors[indexIn]),
+    );
+
+    return amountsInDownscaled.map(a =>
+      this._addFeeAmount(a, swapFeePercentage),
+    );
+  }
+
   _swapGivenIn(
     tokenAmountsIn: bigint[],
     tokens: string[],
@@ -136,6 +209,7 @@ export class PhantomStablePool extends BasePool {
     const tokenAmountsInWithFee = tokenAmountsIn.map(a =>
       this._subtractSwapFeeAmount(a, swapFeePercentage),
     );
+
     const balancesUpscaled = this._upscaleArray(balances, scalingFactors);
     const tokenAmountsInScaled = tokenAmountsInWithFee.map(a =>
       this._upscale(a, scalingFactors[indexIn]),
@@ -169,6 +243,87 @@ export class PhantomStablePool extends BasePool {
     );
   }
 
+  _onSwapGivenOut(
+    tokenAmountsOut: bigint[],
+    balances: bigint[],
+    indexIn: number,
+    indexOut: number,
+    _amplificationParameter: bigint,
+    virtualBptSupply: bigint,
+    pairType: PairTypes,
+  ) {
+    const invariant = PhantomStableMath._calculateInvariant(
+      _amplificationParameter,
+      balances,
+      true,
+    );
+
+    const amountsIn: bigint[] = [];
+
+    if (pairType === PairTypes.TokenToBpt) {
+      tokenAmountsOut.forEach(amountOut => {
+        let amt: bigint;
+        try {
+          const amountsInBigInt = Array(balances.length).fill(0n);
+          amountsInBigInt[indexIn] = amountOut;
+
+          amt = PhantomStableMath._calcTokenInGivenExactBptOut(
+            _amplificationParameter,
+            balances,
+            indexIn,
+            amountOut,
+            virtualBptSupply,
+            0n,
+            invariant,
+          );
+        } catch (err) {
+          amt = 0n;
+        }
+        amountsIn.push(amt);
+      });
+    } else if (pairType === PairTypes.BptToToken) {
+
+      tokenAmountsOut.forEach(amountOut => {
+        let amt: bigint;
+        try {
+          const amountsOutBigInt = Array(balances.length).fill(0n);
+          amountsOutBigInt[indexOut] = amountOut;
+
+          amt = PhantomStableMath._calcBptInGivenExactTokensOut(
+            _amplificationParameter,
+            balances,
+            amountsOutBigInt,
+            virtualBptSupply,
+            0n,
+            invariant,
+          );
+        } catch (err) {
+          amt = 0n;
+        }
+        amountsIn.push(amt);
+      });
+    } else {
+      tokenAmountsOut.forEach(amountOut => {
+        let amt: bigint;
+        try {
+          amt = PhantomStableMath._calcInGivenOut(
+            _amplificationParameter,
+            balances,
+            indexIn,
+            indexOut,
+            amountOut,
+            0n,
+            invariant,
+          );
+        } catch (err) {
+          amt = 0n;
+        }
+        amountsIn.push(amt);
+      });
+    }
+    return amountsIn;
+  }
+
   /*
      Called when a swap with the Pool occurs, where the amount of tokens entering the Pool is known.
      All amounts are upscaled.
@@ -184,7 +339,7 @@ export class PhantomStablePool extends BasePool {
     virtualBptSupply: bigint,
     pairType: PairTypes,
   ): bigint[] {
-    const invariant = StableMath._calculateInvariant(
+    const invariant = PhantomStableMath._calculateInvariant(
       _amplificationParameter,
       balances,
       true,
@@ -199,7 +354,7 @@ export class PhantomStablePool extends BasePool {
           const amountsInBigInt = Array(balances.length).fill(0n);
           amountsInBigInt[indexIn] = amountIn;
 
-          amt = StableMath._calcBptOutGivenExactTokensIn(
+          amt = PhantomStableMath._calcBptOutGivenExactTokensIn(
             _amplificationParameter,
             balances,
             amountsInBigInt,
@@ -215,7 +370,7 @@ export class PhantomStablePool extends BasePool {
       tokenAmountsIn.forEach(amountIn => {
         let amt: bigint;
         try {
-          amt = StableMath._calcTokenOutGivenExactBptIn(
+          amt = PhantomStableMath._calcTokenOutGivenExactBptIn(
             _amplificationParameter,
             balances,
             indexOut,
@@ -232,7 +387,7 @@ export class PhantomStablePool extends BasePool {
       tokenAmountsIn.forEach(amountIn => {
         let amt: bigint;
         try {
-          amt = StableMath._calcOutGivenIn(
+          amt = PhantomStableMath._calcOutGivenIn(
             _amplificationParameter,
             balances,
             indexIn,