@paraswap/dex-lib 2.17.0 → 2.17.1-pancakeswapv3.0

package/src/dex/pancakeswap-v3/pancakeswap-v3-pool.ts

@@ -0,0 +1,554 @@
+import _ from 'lodash';
+import { Contract } from 'web3-eth-contract';
+import { Interface } from '@ethersproject/abi';
+import { ethers } from 'ethers';
+import { assert, DeepReadonly } from 'ts-essentials';
+import { Log, Logger, BlockHeader, Address } from '../../types';
+import {
+  InitializeStateOptions,
+  StatefulEventSubscriber,
+} from '../../stateful-event-subscriber';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import PancakeswapV3PoolABI from '../../abi/pancakeswap-v3/PancakeswapV3Pool.abi.json';
+import { bigIntify, catchParseLogError, isSampled } from '../../utils';
+import { pancakeswapV3Math } from './contract-math/pancakeswap-v3-math';
+import { MultiCallParams } from '../../lib/multi-wrapper';
+import { NumberAsString } from '@paraswap/core';
+import {
+  DEFAULT_POOL_INIT_CODE_HASH,
+  OUT_OF_RANGE_ERROR_POSTFIX,
+  TICK_BITMAP_BUFFER,
+  TICK_BITMAP_TO_USE,
+} from './constants';
+import { TickBitMap } from './contract-math/TickBitMap';
+import { uint256ToBigInt } from '../../lib/decoders';
+import {
+  DecodedStateMultiCallResultWithRelativeBitmaps,
+  PoolState,
+  TickBitMapMappingsWithBigNumber,
+  TickInfo,
+  TickInfoMappingsWithBigNumber,
+} from '../uniswap-v3/types';
+import { decodeStateMultiCallResultWithRelativeBitmaps } from '../uniswap-v3/utils';
+
+export class PancakeSwapV3EventPool extends StatefulEventSubscriber<PoolState> {
+  handlers: {
+    [event: string]: (
+      event: any,
+      pool: PoolState,
+      log: Log,
+      blockHeader: Readonly<BlockHeader>,
+    ) => PoolState;
+  } = {};
+
+  logDecoder: (log: Log) => any;
+
+  readonly token0: Address;
+
+  readonly token1: Address;
+
+  private _poolAddress?: Address;
+
+  private _stateRequestCallData?: MultiCallParams<
+    bigint | DecodedStateMultiCallResultWithRelativeBitmaps
+  >[];
+
+  public readonly poolIface = new Interface(PancakeswapV3PoolABI);
+
+  public readonly feeCodeAsString;
+
+  constructor(
+    readonly dexHelper: IDexHelper,
+    parentName: string,
+    readonly stateMultiContract: Contract,
+    readonly erc20Interface: Interface,
+    protected readonly factoryAddress: Address,
+    public readonly feeCode: bigint,
+    token0: Address,
+    token1: Address,
+    logger: Logger,
+    mapKey: string = '',
+    readonly poolInitCodeHash: string,
+    readonly poolDeployer?: string,
+  ) {
+    super(
+      parentName,
+      `${token0}_${token1}_${feeCode}`,
+      dexHelper,
+      logger,
+      true,
+      mapKey,
+    );
+    this.feeCodeAsString = feeCode.toString();
+    this.token0 = token0.toLowerCase();
+    this.token1 = token1.toLowerCase();
+    this.logDecoder = (log: Log) => this.poolIface.parseLog(log);
+    this.addressesSubscribed = new Array<Address>(1);
+
+    // Add handlers
+    this.handlers['Swap'] = this.handleSwapEvent.bind(this);
+    this.handlers['Burn'] = this.handleBurnEvent.bind(this);
+    this.handlers['Mint'] = this.handleMintEvent.bind(this);
+    this.handlers['SetFeeProtocol'] = this.handleSetFeeProtocolEvent.bind(this);
+    this.handlers['IncreaseObservationCardinalityNext'] =
+      this.handleIncreaseObservationCardinalityNextEvent.bind(this);
+
+    // Wen need them to keep balance of the pool up to date
+    this.handlers['Collect'] = this.handleCollectEvent.bind(this);
+    // Almost the same as Collect, but for pool owners
+    this.handlers['CollectProtocol'] = this.handleCollectEvent.bind(this);
+    this.handlers['Flash'] = this.handleFlashEvent.bind(this);
+  }
+
+  get poolAddress() {
+    if (this._poolAddress === undefined) {
+      this._poolAddress = this._computePoolAddress(
+        this.token0,
+        this.token1,
+        this.feeCode,
+      );
+    }
+    return this._poolAddress;
+  }
+
+  set poolAddress(address: Address) {
+    this._poolAddress = address.toLowerCase();
+  }
+
+  async initialize(
+    blockNumber: number,
+    options?: InitializeStateOptions<PoolState>,
+  ) {
+    await super.initialize(blockNumber, options);
+  }
+
+  protected async processBlockLogs(
+    state: DeepReadonly<PoolState>,
+    logs: Readonly<Log>[],
+    blockHeader: Readonly<BlockHeader>,
+  ): Promise<DeepReadonly<PoolState> | null> {
+    const newState = await super.processBlockLogs(state, logs, blockHeader);
+    if (newState && !newState.isValid) {
+      return await this.generateState(blockHeader.number);
+    }
+    return newState;
+  }
+
+  protected processLog(
+    state: DeepReadonly<PoolState>,
+    log: Readonly<Log>,
+    blockHeader: Readonly<BlockHeader>,
+  ): DeepReadonly<PoolState> | null {
+    try {
+      const event = this.logDecoder(log);
+
+      const uniswapV3EventLoggingSampleRate =
+        this.dexHelper.config.data.uniswapV3EventLoggingSampleRate;
+      if (
+        !this.dexHelper.config.isSlave &&
+        uniswapV3EventLoggingSampleRate &&
+        isSampled(uniswapV3EventLoggingSampleRate)
+      ) {
+        this.logger.info(
+          `event=${event.name} - block=${
+            blockHeader.number
+          }. Log sampled at rate ${uniswapV3EventLoggingSampleRate * 100}%`,
+        );
+      }
+
+      if (event.name in this.handlers) {
+        // Because we have observations in array which is mutable by nature, there is a
+        // ts compile error: https://stackoverflow.com/questions/53412934/disable-allowing-assigning-readonly-types-to-non-readonly-types
+        // And there is no good workaround, so turn off the type checker for this line
+        const _state = _.cloneDeep(state) as PoolState;
+        try {
+          return this.handlers[event.name](event, _state, log, blockHeader);
+        } catch (e) {
+          if (
+            e instanceof Error &&
+            e.message.endsWith(OUT_OF_RANGE_ERROR_POSTFIX)
+          ) {
+            this.logger.warn(
+              `${this.parentName}: Pool ${this.poolAddress} on ${
+                this.dexHelper.config.data.network
+              } is out of TickBitmap requested range. Re-query the state. ${JSON.stringify(
+                event,
+              )}`,
+              e,
+            );
+          } else {
+            this.logger.error(
+              `${this.parentName}: Pool ${this.poolAddress}, ` +
+                `network=${this.dexHelper.config.data.network}: Unexpected ` +
+                `error while handling event on blockNumber=${blockHeader.number}, ` +
+                `blockHash=${blockHeader.hash} and parentHash=${
+                  blockHeader.parentHash
+                } for UniswapV3, ${JSON.stringify(event)}`,
+              e,
+            );
+          }
+          _state.isValid = false;
+          return _state;
+        }
+      }
+    } catch (e) {
+      catchParseLogError(e, this.logger);
+    }
+    return null; // ignore unrecognized event
+  }
+
+  private _getStateRequestCallData() {
+    if (!this._stateRequestCallData) {
+      const callData: MultiCallParams<
+        bigint | DecodedStateMultiCallResultWithRelativeBitmaps
+      >[] = [
+        {
+          target: this.token0,
+          callData: this.erc20Interface.encodeFunctionData('balanceOf', [
+            this.poolAddress,
+          ]),
+          decodeFunction: uint256ToBigInt,
+        },
+        {
+          target: this.token1,
+          callData: this.erc20Interface.encodeFunctionData('balanceOf', [
+            this.poolAddress,
+          ]),
+          decodeFunction: uint256ToBigInt,
+        },
+        {
+          target: this.stateMultiContract.options.address,
+          callData: this.stateMultiContract.methods
+            .getFullStateWithRelativeBitmaps(
+              this.factoryAddress,
+              this.token0,
+              this.token1,
+              this.feeCode,
+              this.getBitmapRangeToRequest(),
+              this.getBitmapRangeToRequest(),
+            )
+            .encodeABI(),
+          decodeFunction: decodeStateMultiCallResultWithRelativeBitmaps,
+        },
+      ];
+      this._stateRequestCallData = callData;
+    }
+    return this._stateRequestCallData;
+  }
+
+  getBitmapRangeToRequest() {
+    return TICK_BITMAP_TO_USE + TICK_BITMAP_BUFFER;
+  }
+
+  async generateState(blockNumber: number): Promise<Readonly<PoolState>> {
+    const callData = this._getStateRequestCallData();
+
+    const [resBalance0, resBalance1, resState] =
+      await this.dexHelper.multiWrapper.tryAggregate<
+        bigint | DecodedStateMultiCallResultWithRelativeBitmaps
+      >(
+        false,
+        callData,
+        blockNumber,
+        this.dexHelper.multiWrapper.defaultBatchSize,
+        false,
+      );
+
+    // Quite ugly solution, but this is the one that fits to current flow.
+    // I think UniswapV3 callbacks subscriptions are complexified for no reason.
+    // Need to be revisited later
+    assert(resState.success, 'Pool does not exist');
+
+    const [balance0, balance1, _state] = [
+      resBalance0.returnData,
+      resBalance1.returnData,
+      resState.returnData,
+    ] as [bigint, bigint, DecodedStateMultiCallResultWithRelativeBitmaps];
+
+    const tickBitmap = {};
+    const ticks = {};
+
+    this._reduceTickBitmap(tickBitmap, _state.tickBitmap);
+    this._reduceTicks(ticks, _state.ticks);
+
+    const observations = {
+      [_state.slot0.observationIndex]: {
+        blockTimestamp: bigIntify(_state.observation.blockTimestamp),
+        tickCumulative: bigIntify(_state.observation.tickCumulative),
+        secondsPerLiquidityCumulativeX128: bigIntify(
+          _state.observation.secondsPerLiquidityCumulativeX128,
+        ),
+        initialized: _state.observation.initialized,
+      },
+    };
+
+    const currentTick = bigIntify(_state.slot0.tick);
+    const tickSpacing = bigIntify(_state.tickSpacing);
+
+    const startTickBitmap = TickBitMap.position(currentTick / tickSpacing)[0];
+    const requestedRange = this.getBitmapRangeToRequest();
+
+    return {
+      pool: _state.pool,
+      blockTimestamp: bigIntify(_state.blockTimestamp),
+      slot0: {
+        sqrtPriceX96: bigIntify(_state.slot0.sqrtPriceX96),
+        tick: currentTick,
+        observationIndex: +_state.slot0.observationIndex,
+        observationCardinality: +_state.slot0.observationCardinality,
+        observationCardinalityNext: +_state.slot0.observationCardinalityNext,
+        feeProtocol: bigIntify(_state.slot0.feeProtocol),
+      },
+      liquidity: bigIntify(_state.liquidity),
+      fee: this.feeCode,
+      tickSpacing,
+      maxLiquidityPerTick: bigIntify(_state.maxLiquidityPerTick),
+      tickBitmap,
+      ticks,
+      observations,
+      isValid: true,
+      startTickBitmap,
+      lowestKnownTick:
+        (BigInt.asIntN(24, startTickBitmap - requestedRange) << 8n) *
+        tickSpacing,
+      highestKnownTick:
+        ((BigInt.asIntN(24, startTickBitmap + requestedRange) << 8n) +
+          BigInt.asIntN(24, 255n)) *
+        tickSpacing,
+      balance0,
+      balance1,
+    };
+  }
+
+  handleSwapEvent(
+    event: any,
+    pool: PoolState,
+    log: Log,
+    blockHeader: BlockHeader,
+  ) {
+    const newSqrtPriceX96 = bigIntify(event.args.sqrtPriceX96);
+    const amount0 = bigIntify(event.args.amount0);
+    const amount1 = bigIntify(event.args.amount1);
+    const newTick = bigIntify(event.args.tick);
+    const newLiquidity = bigIntify(event.args.liquidity);
+
+    pool.blockTimestamp = bigIntify(blockHeader.timestamp);
+
+    if (amount0 <= 0n && amount1 <= 0n) {
+      this.logger.error(
+        `${this.parentName}: amount0 <= 0n && amount1 <= 0n for ` +
+          `${this.poolAddress} and ${blockHeader.number}. Check why it happened`,
+      );
+      pool.isValid = false;
+      return pool;
+    } else {
+      const zeroForOne = amount0 > 0n;
+
+      pancakeswapV3Math.swapFromEvent(
+        pool,
+        newSqrtPriceX96,
+        newTick,
+        newLiquidity,
+        zeroForOne,
+      );
+
+      if (zeroForOne) {
+        if (amount1 < 0n) {
+          pool.balance1 -= BigInt.asUintN(256, -amount1);
+        } else {
+          this.logger.error(
+            `In swapEvent for pool ${pool.pool} received incorrect values ${zeroForOne} and ${amount1}`,
+          );
+          pool.isValid = false;
+        }
+        // This is not correct fully, because pool may get more tokens then it needs, but
+        // it is not accounted in internal state, it should be good enough
+        pool.balance0 += BigInt.asUintN(256, amount0);
+      } else {
+        if (amount0 < 0n) {
+          pool.balance0 -= BigInt.asUintN(256, -amount0);
+        } else {
+          this.logger.error(
+            `In swapEvent for pool ${pool.pool} received incorrect values ${zeroForOne} and ${amount0}`,
+          );
+          pool.isValid = false;
+        }
+        pool.balance1 += BigInt.asUintN(256, amount1);
+      }
+
+      return pool;
+    }
+  }
+
+  handleBurnEvent(
+    // TODO DONE
+    event: any,
+    pool: PoolState,
+    log: Log,
+    blockHeader: BlockHeader,
+  ) {
+    const amount = bigIntify(event.args.amount);
+    const tickLower = bigIntify(event.args.tickLower);
+    const tickUpper = bigIntify(event.args.tickUpper);
+    pool.blockTimestamp = bigIntify(blockHeader.timestamp);
+
+    pancakeswapV3Math._modifyPosition(pool, {
+      tickLower,
+      tickUpper,
+      liquidityDelta: -BigInt.asIntN(128, BigInt.asIntN(256, amount)),
+    });
+
+    // From this transaction I conclude that there is no balance change from
+    // Burn event: https://dashboard.tenderly.co/tx/mainnet/0xfccf5341147ac3ad0e66452273d12dfc3219e81f8fb369a6cdecfb24b9b9d078/logs
+    // And it aligns with UniswapV3 doc:
+    // https://github.com/Uniswap/v3-core/blob/05c10bf6d547d6121622ac51c457f93775e1df09/contracts/interfaces/pool/IUniswapV3PoolActions.sol#L59
+    // It just updates positions and tokensOwed which may be requested calling collect
+    // So, we don't need to update pool.balances0 and pool.balances1 here
+
+    return pool;
+  }
+
+  handleMintEvent(
+    // TODO DONE
+    event: any,
+    pool: PoolState,
+    log: Log,
+    blockHeader: BlockHeader,
+  ) {
+    const amount = bigIntify(event.args.amount);
+    const tickLower = bigIntify(event.args.tickLower);
+    const tickUpper = bigIntify(event.args.tickUpper);
+    const amount0 = bigIntify(event.args.amount0);
+    const amount1 = bigIntify(event.args.amount1);
+    pool.blockTimestamp = bigIntify(blockHeader.timestamp);
+
+    pancakeswapV3Math._modifyPosition(pool, {
+      tickLower,
+      tickUpper,
+      liquidityDelta: amount,
+    });
+
+    pool.balance0 += amount0;
+    pool.balance1 += amount1;
+
+    return pool;
+  }
+
+  handleSetFeeProtocolEvent(
+    // TODO DONE
+    event: any,
+    pool: PoolState,
+    log: Log,
+    blockHeader: BlockHeader,
+  ) {
+    const feeProtocol0 = bigIntify(event.args.feeProtocol0New);
+    const feeProtocol1 = bigIntify(event.args.feeProtocol1New);
+    pool.slot0.feeProtocol = feeProtocol0 + (feeProtocol1 << 16n); // TODO CHANGED
+    pool.blockTimestamp = bigIntify(blockHeader.timestamp);
+
+    return pool;
+  }
+
+  handleCollectEvent(
+    // TODO DONE
+    event: any,
+    pool: PoolState,
+    log: Log,
+    blockHeader: BlockHeader,
+  ) {
+    const amount0 = bigIntify(event.args.amount0);
+    const amount1 = bigIntify(event.args.amount1);
+    pool.balance0 -= amount0;
+    pool.balance1 -= amount1;
+    pool.blockTimestamp = bigIntify(blockHeader.timestamp);
+
+    return pool;
+  }
+
+  handleFlashEvent(
+    // TODO DONE
+    event: any,
+    pool: PoolState,
+    log: Log,
+    blockHeader: BlockHeader,
+  ) {
+    const paid0 = bigIntify(event.args.paid0);
+    const paid1 = bigIntify(event.args.paid1);
+    pool.balance0 += paid0;
+    pool.balance1 += paid1;
+    pool.blockTimestamp = bigIntify(blockHeader.timestamp);
+
+    return pool;
+  }
+
+  handleIncreaseObservationCardinalityNextEvent(
+    // TODO DONE
+    event: any,
+    pool: PoolState,
+    log: Log,
+    blockHeader: BlockHeader,
+  ) {
+    pool.slot0.observationCardinalityNext = parseInt(
+      event.args.observationCardinalityNextNew,
+      10,
+    );
+    pool.blockTimestamp = bigIntify(blockHeader.timestamp);
+    return pool;
+  }
+
+  private _reduceTickBitmap(
+    tickBitmap: Record<NumberAsString, bigint>,
+    tickBitmapToReduce: TickBitMapMappingsWithBigNumber[],
+  ) {
+    return tickBitmapToReduce.reduce<Record<NumberAsString, bigint>>(
+      (acc, curr) => {
+        const { index, value } = curr;
+        acc[index] = bigIntify(value);
+        return acc;
+      },
+      tickBitmap,
+    );
+  }
+
+  private _reduceTicks(
+    ticks: Record<NumberAsString, TickInfo>,
+    ticksToReduce: TickInfoMappingsWithBigNumber[],
+  ) {
+    return ticksToReduce.reduce<Record<string, TickInfo>>((acc, curr) => {
+      const { index, value } = curr;
+      acc[index] = {
+        liquidityGross: bigIntify(value.liquidityGross),
+        liquidityNet: bigIntify(value.liquidityNet),
+        tickCumulativeOutside: bigIntify(value.tickCumulativeOutside),
+        secondsPerLiquidityOutsideX128: bigIntify(
+          value.secondsPerLiquidityOutsideX128,
+        ),
+        secondsOutside: bigIntify(value.secondsOutside),
+        initialized: value.initialized,
+      };
+      return acc;
+    }, ticks);
+  }
+
+  private _computePoolAddress(
+    token0: Address,
+    token1: Address,
+    fee: bigint,
+  ): Address {
+    // https://github.com/Uniswap/v3-periphery/blob/main/contracts/libraries/PoolAddress.sol
+    if (token0 > token1) [token0, token1] = [token1, token0];
+
+    const encodedKey = ethers.utils.keccak256(
+      ethers.utils.defaultAbiCoder.encode(
+        ['address', 'address', 'uint24'],
+        [token0, token1, BigInt.asUintN(24, fee)],
+      ),
+    );
+
+    return ethers.utils.getCreate2Address(
+      this.poolDeployer ? this.poolDeployer : this.factoryAddress,
+      encodedKey,
+      this.poolInitCodeHash,
+    );
+  }
+}