@paraswap/dex-lib 2.19.0 → 2.19.1-swaap-v2

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (59) hide show
  1. package/.idea/aws.xml +17 -0
  2. package/.idea/codeStyles/Project.xml +19 -0
  3. package/.idea/codeStyles/codeStyleConfig.xml +5 -0
  4. package/.idea/misc.xml +6 -0
  5. package/.idea/modules.xml +8 -0
  6. package/.idea/paraswap-dex-lib.iml +9 -0
  7. package/.idea/vcs.xml +6 -0
  8. package/build/abi/swaap-v2/vault.json +918 -0
  9. package/build/config.js +4 -2
  10. package/build/config.js.map +1 -1
  11. package/build/dex/aave-v3/tokens/arbitrum.json +50 -0
  12. package/build/dex/aave-v3/tokens/avalanche.json +74 -0
  13. package/build/dex/aave-v3/tokens/fantom.json +62 -0
  14. package/build/dex/aave-v3/tokens/optimism.json +50 -0
  15. package/build/dex/aave-v3/tokens/polygon.json +116 -0
  16. package/build/dex/index.js +2 -0
  17. package/build/dex/index.js.map +1 -1
  18. package/build/dex/pancakeswap-v3/types.d.ts +14 -0
  19. package/build/dex/pancakeswap-v3/types.js +3 -0
  20. package/build/dex/pancakeswap-v3/types.js.map +1 -0
  21. package/build/dex/swaap-v2/config.d.ts +4 -0
  22. package/build/dex/swaap-v2/config.js +19 -0
  23. package/build/dex/swaap-v2/config.js.map +1 -0
  24. package/build/dex/swaap-v2/constants.d.ts +11 -0
  25. package/build/dex/swaap-v2/constants.js +15 -0
  26. package/build/dex/swaap-v2/constants.js.map +1 -0
  27. package/build/dex/swaap-v2/rate-fetcher.d.ts +16 -0
  28. package/build/dex/swaap-v2/rate-fetcher.js +101 -0
  29. package/build/dex/swaap-v2/rate-fetcher.js.map +1 -0
  30. package/build/dex/swaap-v2/swaap-v2.d.ts +59 -0
  31. package/build/dex/swaap-v2/swaap-v2.js +525 -0
  32. package/build/dex/swaap-v2/swaap-v2.js.map +1 -0
  33. package/build/dex/swaap-v2/types.d.ts +78 -0
  34. package/build/dex/swaap-v2/types.js +10 -0
  35. package/build/dex/swaap-v2/types.js.map +1 -0
  36. package/build/dex/swaap-v2/utils.d.ts +7 -0
  37. package/build/dex/swaap-v2/utils.js +34 -0
  38. package/build/dex/swaap-v2/utils.js.map +1 -0
  39. package/build/dex/swaap-v2/validators.d.ts +6 -0
  40. package/build/dex/swaap-v2/validators.js +125 -0
  41. package/build/dex/swaap-v2/validators.js.map +1 -0
  42. package/build/types.d.ts +1 -0
  43. package/package.json +1 -1
  44. package/src/abi/swaap-v2/vault.json +918 -0
  45. package/src/config.ts +5 -2
  46. package/src/dex/index.ts +2 -0
  47. package/src/dex/swaap-v2/config.ts +19 -0
  48. package/src/dex/swaap-v2/constants.ts +21 -0
  49. package/src/dex/swaap-v2/rate-fetcher.ts +165 -0
  50. package/src/dex/swaap-v2/swaap-v2-e2e.test.ts +199 -0
  51. package/src/dex/swaap-v2/swaap-v2-integration.test.ts +145 -0
  52. package/src/dex/swaap-v2/swaap-v2.ts +817 -0
  53. package/src/dex/swaap-v2/types.ts +90 -0
  54. package/src/dex/swaap-v2/utils.ts +44 -0
  55. package/src/dex/swaap-v2/validators.ts +130 -0
  56. package/src/types.ts +1 -0
  57. package/tests/constants-e2e.ts +1 -1
  58. package/tests/utils-e2e.ts +5 -0
  59. package/build/abi/DirectSwap.json +0 -1008
@@ -0,0 +1,817 @@
1
+ import {
2
+ Token,
3
+ Address,
4
+ ExchangePrices,
5
+ PoolPrices,
6
+ AdapterExchangeParam,
7
+ SimpleExchangeParam,
8
+ PoolLiquidity,
9
+ Logger,
10
+ ExchangeTxInfo,
11
+ OptimalSwapExchange,
12
+ PreprocessTransactionOptions,
13
+ } from '../../types';
14
+ import { SwapSide, Network, MAX_INT, MAX_UINT } from '../../constants';
15
+ import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
16
+ import { getDexKeysWithNetwork } from '../../utils';
17
+ import { IDex } from '../idex';
18
+ import { IDexHelper } from '../../dex-helper/idex-helper';
19
+ import {
20
+ SwaapV2Data,
21
+ SwaapV2PriceLevel,
22
+ SwaapV2PriceLevels,
23
+ SwaapV2APIParameters,
24
+ SwaapV2QuoteError,
25
+ SlippageCheckError, TokensMap, SwaapV2TokensResponse,
26
+ } from './types';
27
+ import { getLocalDeadlineAsFriendlyPlaceholder, SimpleExchange } from '../simple-exchange';
28
+ import { Adapters, SwaapV2Config } from './config';
29
+ import { RateFetcher } from './rate-fetcher';
30
+ import routerAbi from '../../abi/swaap-v2/vault.json';
31
+ import BigNumber from 'bignumber.js';
32
+ import { BN_0, BN_1, getBigNumberPow } from '../../bignumber-constants';
33
+ import { Interface } from 'ethers/lib/utils';
34
+ import { assert } from 'ts-essentials';
35
+ import {
36
+ SWAAP_RFQ_API_URL,
37
+ SWAAP_RFQ_PRICES_ENDPOINT,
38
+ SWAAP_RFQ_QUOTE_ENDPOINT,
39
+ SWAAP_RFQ_API_PRICES_POLLING_INTERVAL_MS,
40
+ SWAAP_RFQ_PRICES_CACHES_TTL_S,
41
+ GAS_COST_ESTIMATION,
42
+ BATCH_SWAP_SELECTOR,
43
+ CALLER_SLOT,
44
+ SWAAP_BLACKLIST_TTL_S,
45
+ SWAAP_RFQ_TOKENS_ENDPOINT,
46
+ } from './constants';
47
+ import {
48
+ getPoolIdentifier,
49
+ getPriceLevelsCacheKey,
50
+ normalizeTokenAddress,
51
+ getPairName,
52
+ } from './utils';
53
+ import { Method } from '../../dex-helper/irequest-wrapper';
54
+ import { validateAndCast } from '../../lib/validators';
55
+ import { getTokensResponseValidator } from './validators';
56
+
57
+ const BLACKLISTED = 'blacklisted';
58
+
59
+ export class SwaapV2 extends SimpleExchange implements IDex<SwaapV2Data> {
60
+ readonly isStatePollingDex = true;
61
+ readonly hasConstantPriceLargeAmounts = false;
62
+ readonly needWrapNative = false;
63
+ readonly isFeeOnTransferSupported = false;
64
+ private rateFetcher: RateFetcher;
65
+ private tokensMap: TokensMap = {};
66
+ private swaapV2AuthToken: string;
67
+
68
+ public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
69
+ getDexKeysWithNetwork(SwaapV2Config);
70
+
71
+ logger: Logger;
72
+
73
+ constructor(
74
+ readonly network: Network,
75
+ readonly dexKey: string,
76
+ readonly dexHelper: IDexHelper,
77
+ protected adapters = Adapters[network] || {},
78
+ protected routerInterface = new Interface(routerAbi),
79
+ ) {
80
+ super(dexHelper, dexKey);
81
+ this.logger = dexHelper.getLogger(dexKey);
82
+ const token = dexHelper.config.data.swaapV2AuthToken;
83
+ assert(
84
+ token !== undefined,
85
+ 'SwaapV2 auth token is not specified with env variable',
86
+ );
87
+
88
+ this.swaapV2AuthToken = token;
89
+
90
+ this.rateFetcher = new RateFetcher(
91
+ this.dexHelper,
92
+ this.dexKey,
93
+ this.logger,
94
+ {
95
+ rateConfig: {
96
+ pricesIntervalMs: SWAAP_RFQ_API_PRICES_POLLING_INTERVAL_MS,
97
+ pricesReqParams: this.getPriceLevelsReqParams(),
98
+ pricesCacheTTLSecs: SWAAP_RFQ_PRICES_CACHES_TTL_S,
99
+ },
100
+ },
101
+ );
102
+ }
103
+
104
+ async initializePricing(blockNumber: number): Promise<void> {
105
+ const { data } = await this.dexHelper.httpRequest.request<unknown>(
106
+ this.getTokensReqParams(),
107
+ );
108
+
109
+ const tokensResp = validateAndCast<SwaapV2TokensResponse>(
110
+ data,
111
+ getTokensResponseValidator,
112
+ );
113
+
114
+ this.tokensMap = Object.keys(tokensResp.tokens).reduce((acc, key: string) => {
115
+ acc[key.toLowerCase()] = tokensResp.tokens[key];
116
+ return acc;
117
+ }, {} as TokensMap);
118
+
119
+ if (!this.dexHelper.config.isSlave) {
120
+ await this.rateFetcher.start();
121
+ }
122
+
123
+ return;
124
+ }
125
+
126
+ getAdapters(side: SwapSide): { name: string; index: number }[] | null {
127
+ return this.adapters[side] ? this.adapters[side] : null;
128
+ }
129
+
130
+ async getPoolIdentifiers(
131
+ srcToken: Token,
132
+ destToken: Token,
133
+ side: SwapSide,
134
+ blockNumber: number,
135
+ ): Promise<string[]> {
136
+ const normalizedSrcToken = this.normalizeToken(srcToken);
137
+ const normalizedDestToken = this.normalizeToken(destToken);
138
+
139
+ if (normalizedSrcToken.address === normalizedDestToken.address) {
140
+ return [];
141
+ }
142
+
143
+ const poolIdentifier = getPoolIdentifier(
144
+ this.dexKey,
145
+ normalizedSrcToken.address,
146
+ normalizedDestToken.address,
147
+ );
148
+
149
+ const levels = await this.getCachedLevels();
150
+ if (levels === null) {
151
+ return [];
152
+ }
153
+
154
+ return Object.keys(levels)
155
+ .map((pair: string) => {
156
+ return getPoolIdentifier(
157
+ this.dexKey,
158
+ levels[pair].base!,
159
+ levels[pair].quote!,
160
+ );
161
+ })
162
+ .filter((pi: string) => pi === poolIdentifier);
163
+ }
164
+
165
+ computePricesFromLevelsBis(
166
+ amounts: BigNumber[],
167
+ asksAndBids: SwaapV2PriceLevels,
168
+ srcToken: Token,
169
+ destToken: Token,
170
+ side: SwapSide,
171
+ ): bigint[] {
172
+ let levels: SwaapV2PriceLevel[] = [];
173
+ if (side === SwapSide.BUY) {
174
+ if (destToken.address === asksAndBids.base!) {
175
+ levels = asksAndBids.asks;
176
+ } else {
177
+ levels = this.invertPrices(asksAndBids.bids);
178
+ }
179
+ } else {
180
+ if (srcToken.address === asksAndBids.base!) {
181
+ levels = asksAndBids.bids;
182
+ } else {
183
+ levels = this.invertPrices(asksAndBids.asks);
184
+ }
185
+ }
186
+ return this.computeLevelsQuote(amounts, levels, srcToken, destToken, side);
187
+ }
188
+
189
+ inversePrice(priceLevel: SwaapV2PriceLevel): SwaapV2PriceLevel {
190
+ return {
191
+ level: priceLevel.level * priceLevel.price,
192
+ price: 1 / priceLevel.price,
193
+ };
194
+ }
195
+
196
+ invertPrices(levels: SwaapV2PriceLevel[]): SwaapV2PriceLevel[] {
197
+ return levels.map(pl => this.inversePrice(pl));
198
+ }
199
+
200
+ computeLevelsQuote(
201
+ amounts: BigNumber[],
202
+ levels: SwaapV2PriceLevel[],
203
+ srcToken: Token,
204
+ destToken: Token,
205
+ side: SwapSide,
206
+ ): bigint[] {
207
+ const size = levels.length;
208
+ if (size === 0) {
209
+ return amounts.map(_ => BigInt(0));
210
+ }
211
+ return amounts.map((amount: BigNumber) => {
212
+ if (amount.isZero() || amount.lt(BigNumber(levels[0].level))) {
213
+ return BigInt(0);
214
+ }
215
+
216
+ let i = 0;
217
+ let output = BN_0;
218
+ let previousLevel = BN_0;
219
+ let remaininig = BigNumber(amount);
220
+ let enoughLiquidity = false;
221
+ while (i < size) {
222
+ const levelDelta = BigNumber(levels[i].level).minus(previousLevel);
223
+ if (levelDelta.lte(remaininig)) {
224
+ output = output.plus(levelDelta.times(levels[i].price));
225
+ remaininig = remaininig.minus(levelDelta);
226
+ previousLevel = BigNumber(levels[i].level);
227
+ i += 1;
228
+ } else {
229
+ output = output.plus(remaininig.times(levels[i].price));
230
+ enoughLiquidity = true;
231
+ break;
232
+ }
233
+ }
234
+ if (enoughLiquidity) {
235
+ return BigInt(
236
+ output
237
+ .multipliedBy(
238
+ getBigNumberPow(
239
+ side === SwapSide.BUY ? srcToken.decimals : destToken.decimals,
240
+ ),
241
+ )
242
+ .toFixed(0),
243
+ );
244
+ }
245
+ return BigInt(0); // not enough liquidity
246
+ });
247
+ }
248
+
249
+ async getCachedLevels(): Promise<Record<string, SwaapV2PriceLevels> | null> {
250
+ const cachedLevels = await this.dexHelper.cache.get(
251
+ this.dexKey,
252
+ this.network,
253
+ getPriceLevelsCacheKey(this.dexKey),
254
+ );
255
+
256
+ if (cachedLevels) {
257
+ return JSON.parse(cachedLevels) as Record<string, SwaapV2PriceLevels>;
258
+ }
259
+
260
+ return null;
261
+ }
262
+
263
+ normalizeToken(token: Token): Token {
264
+ return {
265
+ address: normalizeTokenAddress(token.address),
266
+ decimals: token.decimals,
267
+ };
268
+ }
269
+
270
+ async getPricesVolume(
271
+ srcToken: Token,
272
+ destToken: Token,
273
+ amounts: bigint[],
274
+ side: SwapSide,
275
+ blockNumber: number,
276
+ limitPools?: string[],
277
+ ): Promise<null | ExchangePrices<SwaapV2Data>> {
278
+ try {
279
+ const normalizedSrcToken = this.normalizeToken(srcToken);
280
+ const normalizedDestToken = this.normalizeToken(destToken);
281
+
282
+ const requestedPoolIdentifier: string = getPoolIdentifier(
283
+ this.dexKey,
284
+ normalizedSrcToken.address,
285
+ normalizedDestToken.address,
286
+ );
287
+
288
+ if (normalizedSrcToken.address === normalizedDestToken.address) {
289
+ return null;
290
+ }
291
+
292
+ const pools =
293
+ limitPools ??
294
+ (await this.getPoolIdentifiers(srcToken, destToken, side, blockNumber));
295
+
296
+ const levels = await this.getCachedLevels();
297
+ if (levels === null) {
298
+ return null;
299
+ }
300
+
301
+ const poolIdentifier = getPoolIdentifier(
302
+ this.dexKey,
303
+ normalizedSrcToken.address,
304
+ normalizedDestToken.address,
305
+ );
306
+
307
+ const levelEntries: SwaapV2PriceLevels[] = Object.keys(levels)
308
+ .map((pair: string) => {
309
+ if (pools.includes(poolIdentifier)) {
310
+ return levels[pair];
311
+ }
312
+ return undefined;
313
+ })
314
+ .filter((o): o is SwaapV2PriceLevels => o !== undefined);
315
+
316
+ const divider = getBigNumberPow(
317
+ (side === SwapSide.SELL ? normalizedSrcToken : normalizedDestToken)
318
+ .decimals,
319
+ );
320
+
321
+ const amountsFloat = amounts.map(a =>
322
+ new BigNumber(a.toString()).dividedBy(divider),
323
+ );
324
+
325
+ const prices = levelEntries.map((askAndBids: SwaapV2PriceLevels) => {
326
+
327
+ const unitPrice = this.computePricesFromLevelsBis(
328
+ [BN_1],
329
+ askAndBids,
330
+ normalizedSrcToken,
331
+ normalizedDestToken,
332
+ side,
333
+ )[0];
334
+ const prices = this.computePricesFromLevelsBis(
335
+ amountsFloat,
336
+ askAndBids,
337
+ normalizedSrcToken,
338
+ normalizedDestToken,
339
+ side,
340
+ );
341
+
342
+ return {
343
+ gasCost: GAS_COST_ESTIMATION,
344
+ exchange: this.dexKey,
345
+ data: {},
346
+ prices,
347
+ unit: unitPrice,
348
+ poolIdentifier: requestedPoolIdentifier,
349
+ } as PoolPrices<SwaapV2Data>;
350
+ });
351
+
352
+ return prices;
353
+ } catch (e) {
354
+ this.logger.error(
355
+ `Error_getPrices ${srcToken}, ${destToken}, ${side}:`, e,
356
+ );
357
+ return null;
358
+ }
359
+ }
360
+
361
+ getBaseToken(poolIdentifier: string): string {
362
+ return poolIdentifier.split('_')[1];
363
+ }
364
+
365
+ getLevels(
366
+ askAndBids: SwaapV2PriceLevels,
367
+ side: SwapSide,
368
+ poolIdentifier: string,
369
+ ) {
370
+ const baseToken: string = this.getBaseToken(poolIdentifier);
371
+ if (side === SwapSide.SELL) {
372
+ return askAndBids.asks;
373
+ }
374
+ return askAndBids.asks;
375
+ }
376
+
377
+ async preProcessTransaction(
378
+ optimalSwapExchange: OptimalSwapExchange<SwaapV2Data>,
379
+ srcToken: Token,
380
+ destToken: Token,
381
+ side: SwapSide,
382
+ options: PreprocessTransactionOptions,
383
+ ): Promise<[OptimalSwapExchange<SwaapV2Data>, ExchangeTxInfo]> {
384
+ if (await this.isBlacklisted(options.txOrigin)) {
385
+ this.logger.warn(
386
+ `${this.dexKey}-${this.network}: blacklisted TX Origin address '${options.txOrigin}' trying to build a transaction. Bailing...`,
387
+ );
388
+ throw new Error(
389
+ `${this.dexKey}-${
390
+ this.network
391
+ }: user=${options.txOrigin.toLowerCase()} is blacklisted`,
392
+ );
393
+ }
394
+
395
+ const isSell = side === SwapSide.SELL;
396
+
397
+ const normalizedSrcToken = this.normalizeToken(srcToken);
398
+ const normalizedDestToken = this.normalizeToken(destToken);
399
+
400
+ const tolerance = (
401
+ options.slippageFactor > BN_1
402
+ ? options.slippageFactor.minus(BN_1)
403
+ : BN_1.minus(options.slippageFactor)
404
+ ).toNumber();
405
+
406
+ try {
407
+ const quote = await this.rateFetcher.getQuote(
408
+ this.network,
409
+ normalizedSrcToken,
410
+ normalizedDestToken,
411
+ isSell ? optimalSwapExchange.srcAmount : optimalSwapExchange.destAmount,
412
+ isSell ? 1 : 2,
413
+ options.txOrigin,
414
+ this.augustusAddress,
415
+ tolerance,
416
+ this.getQuoteReqParams(),
417
+ );
418
+
419
+ if (!quote.success) {
420
+ const message = `${this.dexKey}-${
421
+ this.network
422
+ }: Failed to fetch RFQ for ${getPairName(
423
+ normalizedSrcToken.address,
424
+ normalizedDestToken.address,
425
+ )}: ${JSON.stringify(quote)}`;
426
+ this.logger.warn(message);
427
+ throw new SwaapV2QuoteError(message);
428
+ } else if (!quote.calldata) {
429
+ const message = `${this.dexKey}-${
430
+ this.network
431
+ }: Failed to fetch RFQ for ${getPairName(
432
+ normalizedSrcToken.address,
433
+ normalizedDestToken.address,
434
+ )}. Missing quote data`;
435
+ this.logger.warn(message);
436
+ throw new SwaapV2QuoteError(message);
437
+ } else if (!quote.router) {
438
+ const message = `${this.dexKey}-${
439
+ this.network
440
+ }: Failed to fetch RFQ for ${getPairName(
441
+ normalizedSrcToken.address,
442
+ normalizedDestToken.address,
443
+ )}. Missing router address`;
444
+ this.logger.warn(message);
445
+ throw new SwaapV2QuoteError(message);
446
+ }
447
+
448
+ const srcAmount = BigInt(optimalSwapExchange.srcAmount);
449
+ const destAmount = BigInt(optimalSwapExchange.destAmount);
450
+ const quoteTokenAmount = BigInt(quote.amount);
451
+ const slippageFactor = options.slippageFactor;
452
+
453
+ if(side === SwapSide.SELL) {
454
+ if (
455
+ quoteTokenAmount <
456
+ BigInt(
457
+ new BigNumber(destAmount.toString())
458
+ .times(slippageFactor)
459
+ .toFixed(0),
460
+ )
461
+ ) {
462
+ const message = `${this.dexKey}-${this.network}: too much slippage on quote ${side} quoteTokenAmount ${quoteTokenAmount} / destAmount ${destAmount} < ${slippageFactor}`;
463
+ this.logger.warn(message);
464
+ throw new SlippageCheckError(message);
465
+ }
466
+ } else {
467
+ if (
468
+ quoteTokenAmount >
469
+ BigInt(slippageFactor.times(srcAmount.toString()).toFixed(0))
470
+ ) {
471
+ const message = `${this.dexKey}-${
472
+ this.network
473
+ }: too much slippage on quote ${side} baseTokenAmount ${srcAmount} / srcAmount ${srcAmount} > ${slippageFactor.toFixed()}`;
474
+ this.logger.warn(message);
475
+ throw new SlippageCheckError(message);
476
+ }
477
+ }
478
+
479
+ return [
480
+ {
481
+ ...optimalSwapExchange,
482
+ data: {
483
+ router: quote.router,
484
+ callData: quote.calldata,
485
+ },
486
+ },
487
+ { deadline: BigInt(getLocalDeadlineAsFriendlyPlaceholder()) },
488
+ ];
489
+ } catch (e) {
490
+ await this.setBlacklist(options.txOrigin);
491
+ this.logger.warn(
492
+ `${this.dexKey}-${this.network}: Encountered restricted user=${options.txOrigin}. Adding to local blacklist cache`,
493
+ );
494
+ throw e;
495
+ }
496
+ }
497
+
498
+ async isBlacklisted(txOrigin: Address): Promise<boolean> {
499
+ const result = await this.dexHelper.cache.get(
500
+ this.dexKey,
501
+ this.network,
502
+ this.getBlackListKey(txOrigin),
503
+ );
504
+ return result === BLACKLISTED;
505
+ }
506
+
507
+ getBlackListKey(address: Address) {
508
+ return `blacklist_${address}`.toLowerCase();
509
+ }
510
+
511
+ async setBlacklist(
512
+ txOrigin: Address,
513
+ ttl: number = SWAAP_BLACKLIST_TTL_S,
514
+ ) {
515
+ await this.dexHelper.cache.setex(
516
+ this.dexKey,
517
+ this.network,
518
+ this.getBlackListKey(txOrigin),
519
+ ttl,
520
+ BLACKLISTED,
521
+ );
522
+ return true;
523
+ }
524
+
525
+ // Returns estimated gas cost of calldata for this DEX in multiSwap
526
+ getCalldataGasCost(poolPrices: PoolPrices<SwaapV2Data>): number | number[] {
527
+ return (
528
+ CALLDATA_GAS_COST.DEX_OVERHEAD +
529
+ CALLDATA_GAS_COST.LENGTH_LARGE +
530
+ // ParentStruct header
531
+ CALLDATA_GAS_COST.OFFSET_SMALL +
532
+ // ParentStruct -> swaps[] header
533
+ CALLDATA_GAS_COST.OFFSET_LARGE +
534
+ // ParentStruct -> assets[] header
535
+ CALLDATA_GAS_COST.OFFSET_LARGE +
536
+ // ParentStruct -> funds
537
+ CALLDATA_GAS_COST.ADDRESS +
538
+ CALLDATA_GAS_COST.BOOL +
539
+ CALLDATA_GAS_COST.ADDRESS +
540
+ CALLDATA_GAS_COST.BOOL +
541
+ // ParentStruct -> limits[] header
542
+ CALLDATA_GAS_COST.OFFSET_LARGE +
543
+ // ParentStruct -> deadline
544
+ CALLDATA_GAS_COST.TIMESTAMP +
545
+ // ParentStruct -> swaps[]
546
+ CALLDATA_GAS_COST.LENGTH_SMALL +
547
+ // ParentStruct -> swaps[0] header
548
+ CALLDATA_GAS_COST.OFFSET_SMALL +
549
+ // ParentStruct -> swaps[0] -> poolId
550
+ CALLDATA_GAS_COST.FULL_WORD +
551
+ // ParentStruct -> swaps[0] -> assetInIndex
552
+ CALLDATA_GAS_COST.INDEX +
553
+ // ParentStruct -> swaps[0] -> assetOutIndex
554
+ CALLDATA_GAS_COST.INDEX +
555
+ // ParentStruct -> swaps[0] -> amount
556
+ CALLDATA_GAS_COST.AMOUNT +
557
+ // ParentStruct -> swaps[0] -> userData header
558
+ CALLDATA_GAS_COST.OFFSET_SMALL +
559
+ // ParentStruct -> swaps[0] -> userData
560
+ CALLDATA_GAS_COST.ZERO +
561
+ // ParentStruct -> assets[]
562
+ CALLDATA_GAS_COST.LENGTH_SMALL +
563
+ // ParentStruct -> assets[0:2]
564
+ CALLDATA_GAS_COST.ADDRESS * 2 +
565
+ // ParentStruct -> limits[]
566
+ CALLDATA_GAS_COST.LENGTH_SMALL +
567
+ // ParentStruct -> limits[0:2]
568
+ CALLDATA_GAS_COST.FULL_WORD * 2 +
569
+ // Bool -> IsBatchSwap
570
+ CALLDATA_GAS_COST.BOOL
571
+ );
572
+ }
573
+
574
+ getAdapterParam(
575
+ srcToken: string,
576
+ destToken: string,
577
+ srcAmount: string,
578
+ destAmount: string,
579
+ data: SwaapV2Data,
580
+ side: SwapSide,
581
+ ): AdapterExchangeParam {
582
+ const { router, callData } = data;
583
+
584
+ assert(
585
+ router !== undefined,
586
+ `${this.dexKey}-${this.network}: router undefined`,
587
+ );
588
+
589
+ assert(
590
+ callData !== undefined,
591
+ `${this.dexKey}-${this.network}: callData undefined`,
592
+ );
593
+
594
+ let payload: string;
595
+ const truncatedCalldata = '0x' + callData.slice(10); // droping the function selector
596
+ const isBatchSwap = callData.slice(0, 10) === BATCH_SWAP_SELECTOR;
597
+
598
+ if (isBatchSwap) {
599
+ const batchswapAbi = routerAbi.filter(abi => abi.name === 'batchSwap');
600
+
601
+ const callDataStruct = this.abiCoder.decodeParameters(
602
+ batchswapAbi[0].inputs!,
603
+ truncatedCalldata,
604
+ );
605
+
606
+ const callerSlots = Array(callDataStruct.swaps.length).fill(160);
607
+
608
+ payload = this.abiCoder.encodeParameters(
609
+ [
610
+ 'bool',
611
+ 'uint256[]',
612
+ {
613
+ ParentStruct: {
614
+ 'swaps[]': {
615
+ poolId: 'bytes32',
616
+ assetInIndex: 'uint256',
617
+ assetOutIndex: 'uint256',
618
+ amount: 'uint256',
619
+ userData: 'bytes',
620
+ },
621
+ assets: 'address[]',
622
+ funds: {
623
+ sender: 'address',
624
+ fromInternalBalance: 'bool',
625
+ recipient: 'address',
626
+ toInternalBalance: 'bool',
627
+ },
628
+ limits: 'int256[]',
629
+ },
630
+ },
631
+ ],
632
+ [
633
+ isBatchSwap,
634
+ callerSlots,
635
+ {
636
+ swaps: callDataStruct.swaps,
637
+ assets: callDataStruct.assets,
638
+ funds: callDataStruct.funds,
639
+ limits: callDataStruct.limits.map((_: any) => MAX_INT),
640
+ },
641
+ ],
642
+ );
643
+ } else {
644
+ const swapAbi = routerAbi.filter(abi => abi.name === 'swap');
645
+
646
+ const callDataStruct = this.abiCoder.decodeParameters(
647
+ swapAbi[0].inputs!,
648
+ truncatedCalldata,
649
+ );
650
+
651
+ const callerSlot = CALLER_SLOT;
652
+
653
+ payload = this.abiCoder.encodeParameters(
654
+ [
655
+ 'bool',
656
+ 'uint256',
657
+ {
658
+ ParentStruct: {
659
+ swap: {
660
+ poolId: 'bytes32',
661
+ kind: 'uint8',
662
+ assetIn: 'address',
663
+ assetOut: 'address',
664
+ amount: 'uint256',
665
+ userData: 'bytes',
666
+ },
667
+ funds: {
668
+ sender: 'address',
669
+ fromInternalBalance: 'bool',
670
+ recipient: 'address',
671
+ toInternalBalance: 'bool',
672
+ },
673
+ limit: 'uint256',
674
+ },
675
+ },
676
+ ],
677
+ [
678
+ isBatchSwap,
679
+ callerSlot,
680
+ {
681
+ swap: {
682
+ poolId: callDataStruct.singleSwap.poolId,
683
+ kind: callDataStruct.singleSwap.kind,
684
+ assetIn: callDataStruct.singleSwap.assetIn,
685
+ assetOut: callDataStruct.singleSwap.assetOut,
686
+ amount: callDataStruct.singleSwap.amount,
687
+ userData: callDataStruct.singleSwap.userData,
688
+ },
689
+ funds: {
690
+ sender: callDataStruct.funds.sender,
691
+ fromInternalBalance: callDataStruct.funds.fromInternalBalance,
692
+ recipient: callDataStruct.funds.recipient,
693
+ toInternalBalance: callDataStruct.funds.toInternalBalance,
694
+ },
695
+ limit: side === SwapSide.BUY ? MAX_UINT : '0',
696
+ },
697
+ ],
698
+ );
699
+ }
700
+
701
+ return {
702
+ targetExchange: router,
703
+ payload: payload,
704
+ networkFee: '0',
705
+ };
706
+ }
707
+
708
+ async getSimpleParam(
709
+ srcToken: string,
710
+ destToken: string,
711
+ srcAmount: string,
712
+ destAmount: string,
713
+ data: SwaapV2Data,
714
+ side: SwapSide,
715
+ ): Promise<SimpleExchangeParam> {
716
+ const { router, callData } = data;
717
+
718
+ assert(
719
+ router !== undefined,
720
+ `${this.dexKey}-${this.network}: router undefined`,
721
+ );
722
+
723
+ assert(
724
+ callData !== undefined,
725
+ `${this.dexKey}-${this.network}: callData undefined`,
726
+ );
727
+
728
+ return this.buildSimpleParamWithoutWETHConversion(
729
+ srcToken,
730
+ srcAmount,
731
+ destToken,
732
+ destAmount,
733
+ callData,
734
+ router,
735
+ );
736
+ }
737
+
738
+ computeMaxLiquidity = (
739
+ levels: SwaapV2PriceLevels,
740
+ tokenAddress: string,
741
+ ): number => {
742
+ if (tokenAddress === levels.base!) {
743
+ return (
744
+ (levels.asks[levels.asks.length - 1]?.level ?? 0) *
745
+ levels.asks[0]?.price
746
+ );
747
+ }
748
+ return (
749
+ (levels.asks[levels.bids.length - 1]?.level ?? 0) * levels.asks[0]?.price
750
+ );
751
+ };
752
+
753
+ async getTopPoolsForToken(
754
+ tokenAddress: Address,
755
+ limit: number,
756
+ ): Promise<PoolLiquidity[]> {
757
+ const normalizedTokenAddress = normalizeTokenAddress(tokenAddress);
758
+
759
+ const pLevels = await this.getCachedLevels();
760
+
761
+ if (pLevels === null) {
762
+ return [];
763
+ }
764
+
765
+ return Object.keys(pLevels)
766
+ .filter((pair: string) => {
767
+ return (
768
+ normalizedTokenAddress === pLevels[pair].base ||
769
+ normalizedTokenAddress === pLevels[pair].quote
770
+ );
771
+ })
772
+ .map((pair: string) => {
773
+ return {
774
+ exchange: this.dexKey,
775
+ connectorTokens: [this.getTokenFromAddress(normalizedTokenAddress === pLevels[pair].base ? pLevels[pair].quote : pLevels[pair].base)],
776
+ liquidityUSD: this.computeMaxLiquidity(pLevels[pair], tokenAddress),
777
+ } as PoolLiquidity;
778
+ })
779
+ .sort((pl: PoolLiquidity) => {
780
+ return -pl.liquidityUSD;
781
+ })
782
+ .slice(0, limit);
783
+ }
784
+
785
+ getTokenFromAddress(address: Address): Token {
786
+ return this.tokensMap[address];
787
+ }
788
+
789
+ releaseResources(): void {
790
+ if (this.rateFetcher) {
791
+ this.rateFetcher.stop();
792
+ }
793
+ }
794
+
795
+ getPriceLevelsReqParams(): SwaapV2APIParameters {
796
+ return this.getAPIReqParams(SWAAP_RFQ_PRICES_ENDPOINT, 'GET');
797
+ }
798
+
799
+ getQuoteReqParams(): SwaapV2APIParameters {
800
+ return this.getAPIReqParams(SWAAP_RFQ_QUOTE_ENDPOINT, 'POST');
801
+ }
802
+
803
+ getTokensReqParams(): SwaapV2APIParameters {
804
+ return this.getAPIReqParams(SWAAP_RFQ_TOKENS_ENDPOINT, 'GET');
805
+ }
806
+
807
+ getAPIReqParams(endpoint: string, method: Method): SwaapV2APIParameters {
808
+ return {
809
+ url: `${SWAAP_RFQ_API_URL}/${endpoint}`,
810
+ params: {
811
+ networkId: this.network,
812
+ },
813
+ headers: { 'x-api-key': this.swaapV2AuthToken },
814
+ method: method,
815
+ };
816
+ }
817
+ }