@paraswap/dex-lib 2.20.1 → 2.20.2-curve-new-implementations.0

package/src/dex/curve-v1-factory/price-handlers/functions/get_D_mem.ts

@@ -3,7 +3,7 @@ import { ImplementationNames, PoolState } from '../../types';
 import { get_D_mem, IPoolContext } from '../types';
 import { requireConstant, throwNotExist, throwNotImplemented } from './utils';
 
-const factoryPlain2Basic = (
+const factoryPlain2Basic: get_D_mem = (
   self: IPoolContext,
   state: PoolState,
   _balances: bigint[],
@@ -13,7 +13,7 @@ const factoryPlain2Basic = (
   return self.get_D(self, self._xp_mem(self, rates, _balances), amp);
 };
 
-const customPlain3CoinThree = (
+const customPlain3CoinThree: get_D_mem = (
   self: IPoolContext,
   state: PoolState,
   _balances: bigint[],
@@ -23,7 +23,7 @@ const customPlain3CoinThree = (
   return self.get_D(self, self._xp_mem(self, [...RATES], _balances), amp);
 };
 
-const customPlain3CoinSbtc = (
+const customPlain3CoinSbtc: get_D_mem = (
   self: IPoolContext,
   state: PoolState,
   _balances: bigint[],
@@ -36,6 +36,36 @@ const customPlain3CoinSbtc = (
   );
 };
 
+const factoryMetaBtcSbtc2: get_D_mem = (
+  self: IPoolContext,
+  state: PoolState,
+  _balances: bigint[],
+  amp: bigint,
+): bigint => {
+  if (state.virtualPrice === undefined) {
+    throw new Error(
+      `${self.IMPLEMENTATION_NAME} factoryMetaBtcSbtc2: virtualPrice is not provided`,
+    );
+  }
+  const rates = [state.constants.rate_multipliers[0], state.virtualPrice];
+  return self.get_D(self, self._xp_mem(self, rates, _balances), amp);
+};
+
+const factoryPlain2EthEma2: get_D_mem = (
+  self: IPoolContext,
+  state: PoolState,
+  _balances: bigint[],
+  amp: bigint,
+) => {
+  if (state.storedRates === undefined) {
+    throw new Error(
+      `${self.IMPLEMENTATION_NAME} factoryPlain2EthEma2: storedRates is not provided`,
+    );
+  }
+  const rates = [...state.storedRates];
+  return self.get_D(self, self._xp_mem(self, rates, _balances), amp);
+};
+
 const notImplemented: get_D_mem = (
   self: IPoolContext,
   state: PoolState,
@@ -57,6 +87,7 @@ const notExist: get_D_mem = (
 export const implementations: Record<ImplementationNames, get_D_mem> = {
   [ImplementationNames.CUSTOM_PLAIN_2COIN_FRAX]: customPlain3CoinThree,
   [ImplementationNames.CUSTOM_PLAIN_2COIN_RENBTC]: customPlain3CoinSbtc,
+  [ImplementationNames.CUSTOM_PLAIN_2COIN_WBTC]: customPlain3CoinThree,
   [ImplementationNames.CUSTOM_PLAIN_3COIN_SBTC]: customPlain3CoinSbtc,
   [ImplementationNames.CUSTOM_PLAIN_3COIN_THREE]: customPlain3CoinThree,
 
@@ -103,6 +134,12 @@ export const implementations: Record<ImplementationNames, get_D_mem> = {
   [ImplementationNames.FACTORY_PLAIN_4_BASIC]: notImplemented,
   [ImplementationNames.FACTORY_PLAIN_4_ETH]: notImplemented,
   [ImplementationNames.FACTORY_PLAIN_4_OPTIMIZED]: notImplemented,
+
+  [ImplementationNames.FACTORY_META_BTC_SBTC2]: factoryMetaBtcSbtc2,
+  [ImplementationNames.FACTORY_META_BTC_BALANCES_SBTC2]: factoryMetaBtcSbtc2,
+  [ImplementationNames.FACTORY_PLAIN_2_BASIC_EMA]: factoryPlain2Basic,
+  [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA]: factoryPlain2Basic,
+  [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA2]: factoryPlain2EthEma2,
 };
 
 export default implementations;

package/src/dex/curve-v1-factory/price-handlers/functions/get_D_precisions.ts

@@ -51,6 +51,7 @@ const makeFuncCacheable = (func: get_D_precisions): get_D_precisions => {
 const implementations: Record<ImplementationNames, get_D_precisions> = {
   [ImplementationNames.CUSTOM_PLAIN_2COIN_FRAX]: notExist,
   [ImplementationNames.CUSTOM_PLAIN_2COIN_RENBTC]: notExist,
+  [ImplementationNames.CUSTOM_PLAIN_2COIN_WBTC]: notExist,
   [ImplementationNames.CUSTOM_PLAIN_3COIN_SBTC]: notExist,
   [ImplementationNames.CUSTOM_PLAIN_3COIN_THREE]: notExist,
 
@@ -105,6 +106,12 @@ const implementations: Record<ImplementationNames, get_D_precisions> = {
   [ImplementationNames.FACTORY_PLAIN_4_BASIC]: notExist,
   [ImplementationNames.FACTORY_PLAIN_4_ETH]: notExist,
   [ImplementationNames.FACTORY_PLAIN_4_OPTIMIZED]: notExist,
+
+  [ImplementationNames.FACTORY_META_BTC_SBTC2]: notExist,
+  [ImplementationNames.FACTORY_META_BTC_BALANCES_SBTC2]: notExist,
+  [ImplementationNames.FACTORY_PLAIN_2_BASIC_EMA]: notExist,
+  [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA]: notExist,
+  [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA2]: notExist,
 };
 
 export default implementations;

package/src/dex/curve-v1-factory/price-handlers/functions/get_dy.ts

@@ -3,16 +3,15 @@ import { ImplementationNames, PoolState } from '../../types';
 import { get_dy, IPoolContext } from '../types';
 import { requireConstant, requireValue } from './utils';
 
-const factoryPlain2Basic: get_dy = (
+const _genericFactoryPlain2Basic = (
   self: IPoolContext,
   state: PoolState,
   i: number,
   j: number,
   dx: bigint,
-): bigint => {
+  rates: bigint[],
+) => {
   const { PRECISION, FEE_DENOMINATOR } = self.constants;
-  const { rate_multipliers } = state.constants;
-  const rates = [...rate_multipliers];
   const xp = self._xp_mem(self, rates, state.balances);
 
   const x = xp[i] + (dx * rates[i]) / PRECISION;
@@ -22,6 +21,49 @@ const factoryPlain2Basic: get_dy = (
   return ((dy - _fee) * PRECISION) / rates[j];
 };
 
+const factoryPlain2Basic: get_dy = (
+  self: IPoolContext,
+  state: PoolState,
+  i: number,
+  j: number,
+  dx: bigint,
+): bigint => {
+  const { rate_multipliers } = state.constants;
+  const rates = [...rate_multipliers];
+  return _genericFactoryPlain2Basic(self, state, i, j, dx, rates);
+};
+
+const factoryPlain2EthEma2: get_dy = (
+  self: IPoolContext,
+  state: PoolState,
+  i: number,
+  j: number,
+  dx: bigint,
+): bigint => {
+  if (state.storedRates === undefined) {
+    throw new Error(
+      `${self.IMPLEMENTATION_NAME} factoryPlain2EthEma2: storedRates is not provided`,
+    );
+  }
+  const rates = [...state.storedRates];
+  return _genericFactoryPlain2Basic(self, state, i, j, dx, rates);
+};
+const factoryMetaBtcSbtc2: get_dy = (
+  self: IPoolContext,
+  state: PoolState,
+  i: number,
+  j: number,
+  dx: bigint,
+): bigint => {
+  if (state.virtualPrice === undefined) {
+    throw new Error(
+      `${self.IMPLEMENTATION_NAME} factoryMetaBtcSbtc2: virtualPrice is not provided`,
+    );
+  }
+  const rates = [state.constants.rate_multipliers[0], state.virtualPrice];
+  return _genericFactoryPlain2Basic(self, state, i, j, dx, rates);
+};
+
 const factoryPlain2Optimized: get_dy = (
   self: IPoolContext,
   state: PoolState,
@@ -167,6 +209,7 @@ const customAvalanche3CoinLending: get_dy = (
 const implementations: Record<ImplementationNames, get_dy> = {
   [ImplementationNames.CUSTOM_PLAIN_2COIN_FRAX]: customPlain2CoinFrax,
   [ImplementationNames.CUSTOM_PLAIN_2COIN_RENBTC]: customPlain3CoinBtc,
+  [ImplementationNames.CUSTOM_PLAIN_2COIN_WBTC]: customPlain2CoinFrax,
   [ImplementationNames.CUSTOM_PLAIN_3COIN_SBTC]: customPlain3CoinBtc,
   [ImplementationNames.CUSTOM_PLAIN_3COIN_THREE]: customPlain3CoinThree,
 
@@ -217,6 +260,12 @@ const implementations: Record<ImplementationNames, get_dy> = {
   [ImplementationNames.FACTORY_PLAIN_4_BASIC]: factoryPlain2Basic,
   [ImplementationNames.FACTORY_PLAIN_4_ETH]: factoryPlain2Basic,
   [ImplementationNames.FACTORY_PLAIN_4_OPTIMIZED]: factoryPlain2Optimized,
+
+  [ImplementationNames.FACTORY_META_BTC_SBTC2]: factoryMetaBtcSbtc2,
+  [ImplementationNames.FACTORY_META_BTC_BALANCES_SBTC2]: factoryMetaBtcSbtc2,
+  [ImplementationNames.FACTORY_PLAIN_2_BASIC_EMA]: factoryPlain2Basic,
+  [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA]: factoryPlain2Basic,
+  [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA2]: factoryPlain2EthEma2,
 };
 
 export default implementations;

package/src/dex/curve-v1-factory/price-handlers/functions/get_dy_underlying.ts

@@ -231,6 +231,7 @@ const notExist: get_dy_underlying = (
 const implementations: Record<ImplementationNames, get_dy_underlying> = {
   [ImplementationNames.CUSTOM_PLAIN_2COIN_FRAX]: notExist,
   [ImplementationNames.CUSTOM_PLAIN_2COIN_RENBTC]: notExist,
+  [ImplementationNames.CUSTOM_PLAIN_2COIN_WBTC]: notExist,
   [ImplementationNames.CUSTOM_PLAIN_3COIN_SBTC]: notExist,
   [ImplementationNames.CUSTOM_PLAIN_3COIN_THREE]: notExist,
 
@@ -278,6 +279,12 @@ const implementations: Record<ImplementationNames, get_dy_underlying> = {
   [ImplementationNames.FACTORY_PLAIN_4_BASIC]: notExist,
   [ImplementationNames.FACTORY_PLAIN_4_ETH]: notExist,
   [ImplementationNames.FACTORY_PLAIN_4_OPTIMIZED]: notExist,
+
+  [ImplementationNames.FACTORY_META_BTC_SBTC2]: factoryMetaUsdFraxUsdc,
+  [ImplementationNames.FACTORY_META_BTC_BALANCES_SBTC2]: factoryMetaUsdFraxUsdc,
+  [ImplementationNames.FACTORY_PLAIN_2_BASIC_EMA]: notExist,
+  [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA]: notExist,
+  [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA2]: notExist,
 };
 
 export default implementations;

package/src/dex/curve-v1-factory/price-handlers/functions/get_y.ts

@@ -135,6 +135,7 @@ const customPlain2CoinFrax = (
 const implementations: Record<ImplementationNames, get_y> = {
   [ImplementationNames.CUSTOM_PLAIN_2COIN_FRAX]: customPlain2CoinFrax,
   [ImplementationNames.CUSTOM_PLAIN_2COIN_RENBTC]: customPlain3CoinThree,
+  [ImplementationNames.CUSTOM_PLAIN_2COIN_WBTC]: customPlain2CoinFrax,
   [ImplementationNames.CUSTOM_PLAIN_3COIN_SBTC]: customPlain3CoinThree,
   [ImplementationNames.CUSTOM_PLAIN_3COIN_THREE]: customPlain3CoinThree,
 
@@ -182,6 +183,12 @@ const implementations: Record<ImplementationNames, get_y> = {
   [ImplementationNames.FACTORY_PLAIN_4_BASIC]: customPlain2CoinFrax,
   [ImplementationNames.FACTORY_PLAIN_4_ETH]: customPlain2CoinFrax,
   [ImplementationNames.FACTORY_PLAIN_4_OPTIMIZED]: customPlain2CoinFrax,
+
+  [ImplementationNames.FACTORY_META_BTC_SBTC2]: customPlain2CoinFrax,
+  [ImplementationNames.FACTORY_META_BTC_BALANCES_SBTC2]: customPlain2CoinFrax,
+  [ImplementationNames.FACTORY_PLAIN_2_BASIC_EMA]: customPlain2CoinFrax,
+  [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA]: customPlain2CoinFrax,
+  [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA2]: customPlain2CoinFrax,
 };
 
 export default implementations;

package/src/dex/curve-v1-factory/price-handlers/functions/get_y_D.ts

@@ -122,6 +122,7 @@ const notImplemented: get_y_D = (
 const implementations: Record<ImplementationNames, get_y_D> = {
   [ImplementationNames.CUSTOM_PLAIN_2COIN_FRAX]: customPlain2CoinFrax,
   [ImplementationNames.CUSTOM_PLAIN_2COIN_RENBTC]: customPlain3CoinThree,
+  [ImplementationNames.CUSTOM_PLAIN_2COIN_WBTC]: customPlain2CoinFrax,
   [ImplementationNames.CUSTOM_PLAIN_3COIN_SBTC]: customPlain3CoinThree,
   [ImplementationNames.CUSTOM_PLAIN_3COIN_THREE]: customPlain3CoinThree,
 
@@ -168,6 +169,12 @@ const implementations: Record<ImplementationNames, get_y_D> = {
   [ImplementationNames.FACTORY_PLAIN_4_BASIC]: notImplemented,
   [ImplementationNames.FACTORY_PLAIN_4_ETH]: notImplemented,
   [ImplementationNames.FACTORY_PLAIN_4_OPTIMIZED]: notImplemented,
+
+  [ImplementationNames.FACTORY_META_BTC_SBTC2]: customPlain2CoinFrax,
+  [ImplementationNames.FACTORY_META_BTC_BALANCES_SBTC2]: customPlain2CoinFrax,
+  [ImplementationNames.FACTORY_PLAIN_2_BASIC_EMA]: customPlain2CoinFrax,
+  [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA]: customPlain2CoinFrax,
+  [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA2]: customPlain2CoinFrax,
 };
 
 export default implementations;

package/src/dex/curve-v1-factory/state-polling-pools/custom-pool-polling.ts

@@ -114,6 +114,7 @@ export class CustomBasePoolForFactory extends PoolPollingBase {
     readonly useLending?: boolean[],
     readonly isUsedForPricing: boolean = false,
     readonly contractABIs = ContractABIs,
+    customGasCost?: number,
   ) {
     // Current custom pools are always plain
     super(
@@ -131,6 +132,7 @@ export class CustomBasePoolForFactory extends PoolPollingBase {
       isLendingPool,
       undefined,
       CustomBasePoolForFactory.IS_SRC_FEE_ON_TRANSFER_SUPPORTED,
+      customGasCost,
     );
   }
 

package/src/dex/curve-v1-factory/state-polling-pools/factory-pool-polling.ts

@@ -14,10 +14,21 @@ import { BytesLike } from 'ethers/lib/utils';
 import { Address } from '@paraswap/core';
 import { BigNumber } from 'ethers';
 import { _require } from '../../../utils';
+import { AbiItem } from 'web3-utils';
 
 const DEFAULT_2_ZERO_ARRAY = [0n, 0n];
 const DEFAULT_4_ZERO_ARRAY = [0n, 0n, 0n, 0n];
 
+type AdditionalContractFunctions = 'stored_rates';
+
+const getStoredRatesABI = (n: number) => ({
+  name: 'stored_rates',
+  stateMutability: 'view',
+  type: 'function',
+  inputs: [],
+  outputs: [{ name: '', type: `uint256[${n}]` }],
+});
+
 export class FactoryStateHandler extends PoolPollingBase {
   constructor(
     readonly logger: Logger,
@@ -34,9 +45,14 @@ export class FactoryStateHandler extends PoolPollingBase {
     readonly poolContextConstants: PoolContextConstants,
     readonly isSrcFeeOnTransferSupported: boolean,
     baseStatePoolPolling?: PoolPollingBase,
+    customGasCost?: number,
+    readonly isStoredRatesSupported: boolean = false,
     private factoryIface: Interface = new Interface(
       FactoryCurveV1ABI as JsonFragment[],
     ),
+    private additionalFuncsIface: Interface = new Interface([
+      getStoredRatesABI(poolContextConstants.N_COINS),
+    ]),
   ) {
     super(
       logger,
@@ -53,6 +69,7 @@ export class FactoryStateHandler extends PoolPollingBase {
       false,
       baseStatePoolPolling,
       isSrcFeeOnTransferSupported,
+      customGasCost,
     );
 
     if (this.isMetaPool && this.baseStatePoolPolling === undefined) {
@@ -93,6 +110,24 @@ export class FactoryStateHandler extends PoolPollingBase {
           ),
       },
     ];
+
+    if (this.isStoredRatesSupported) {
+      calls.push({
+        target: this.address,
+        callData: this.additionalFuncsIface.encodeFunctionData(
+          'stored_rates',
+          [],
+        ),
+        decodeFunction: (result: MultiResult<BytesLike> | BytesLike) =>
+          generalDecoder(
+            result,
+            [`uint256[${this.poolContextConstants.N_COINS}]`],
+            new Array(this.poolContextConstants.N_COINS).fill(0n),
+            parsed => parsed[0].map((p: BigNumber) => p.toBigInt()),
+          ),
+      });
+    }
+
     return calls;
   }
 
@@ -101,7 +136,12 @@ export class FactoryStateHandler extends PoolPollingBase {
     blockNumber: number,
     updatedAtMs: number,
   ): PoolState {
-    const [A, fees, balances] = multiOutputs as [bigint, bigint[], bigint[]];
+    const [A, fees, balances, storedRates] = multiOutputs as [
+      bigint,
+      bigint[],
+      bigint[],
+      bigint[] | undefined,
+    ];
 
     let basePoolState: PoolState | undefined;
     if (this.isMetaPool) {
@@ -126,6 +166,7 @@ export class FactoryStateHandler extends PoolPollingBase {
       basePoolState,
       updatedAtMs,
       blockNumber,
+      storedRates,
     };
   }
 }

package/src/dex/curve-v1-factory/state-polling-pools/pool-polling-base.ts

@@ -48,6 +48,7 @@ export abstract class PoolPollingBase {
     readonly isLendingPool: boolean,
     readonly baseStatePoolPolling: PoolPollingBase | undefined,
     readonly isSrcFeeOnTransferSupported: boolean,
+    readonly customGasCost: number | undefined,
   ) {
     this.fullName = `${dexKey}-${network}-${this.CLASS_NAME}-${this.implementationName}-${this.address}`;
     this.isMetaPool = baseStatePoolPolling !== undefined;

package/src/dex/curve-v1-factory/types.ts

@@ -57,6 +57,7 @@ export type PoolState = {
   exchangeRateCurrent?: (bigint | undefined)[]; // from cToken -> exchangeRateCurrent()
   offpeg_fee_multiplier?: bigint; // from pool
   basePoolState?: PoolState;
+  storedRates?: bigint[]; // from pool, but only for oracle ones
 };
 
 export type PoolStateWithUpdateInfo<T> = {
@@ -84,6 +85,9 @@ export enum FactoryImplementationNames {
   FACTORY_META_BTC = 'factory_meta_btc',
   FACTORY_META_BTC_BALANCES = 'factory_meta_btc_balances',
 
+  FACTORY_META_BTC_SBTC2 = 'factory_meta_btc_sbtc2',
+  FACTORY_META_BTC_BALANCES_SBTC2 = 'factory_meta_btc_balances_sbtc2',
+
   FACTORY_META_BTC_REN = 'factory_meta_btc_ren',
   FACTORY_META_BTC_BALANCES_REN = 'factory_meta_btc_balances_ren',
 
@@ -95,7 +99,10 @@ export enum FactoryImplementationNames {
 
   FACTORY_PLAIN_2_BALANCES = 'factory_plain_2_balances',
   FACTORY_PLAIN_2_BASIC = 'factory_plain_2_basic',
+  FACTORY_PLAIN_2_BASIC_EMA = 'factory_plain_2_basic_ema',
   FACTORY_PLAIN_2_ETH = 'factory_plain_2_eth',
+  FACTORY_PLAIN_2_ETH_EMA = 'factory_plain_2_eth_ema',
+  FACTORY_PLAIN_2_ETH_EMA2 = 'factory_plain_2_eth_ema2',
   FACTORY_PLAIN_2_OPTIMIZED = 'factory_plain_2_optimized',
 
   FACTORY_PLAIN_3_BALANCES = 'factory_plain_3_balances',
@@ -114,6 +121,7 @@ export enum CustomImplementationNames {
   CUSTOM_PLAIN_2COIN_RENBTC = 'custom_plain_2coin_renbtc',
   CUSTOM_PLAIN_3COIN_SBTC = 'custom_plain_3coin_sbtc',
   CUSTOM_PLAIN_3COIN_THREE = 'custom_plain_3coin_three',
+  CUSTOM_PLAIN_2COIN_WBTC = 'custom_plain_2coin_wbtc',
 
   CUSTOM_ARBITRUM_2COIN_USD = 'custom_arbitrum_2coin_usd',
   CUSTOM_ARBITRUM_2COIN_BTC = 'custom_arbitrum_2coin_btc',
@@ -144,6 +152,8 @@ export type FactoryPoolImplementations = {
   name: FactoryImplementationNames;
   address: Address;
   basePoolAddress?: Address;
+  customGasCost?: number;
+  isStoreRateSupported?: boolean;
 };
 
 export type CustomPoolConfig = {
@@ -157,6 +167,10 @@ export type CustomPoolConfig = {
   // You must specify what typ must be encoded/decoded for coins request
   coinsInputType: string;
   balancesInputType: string;
+  // Because we have legacy event based implementation and new one, we don't want to use all
+  // pools for pricing. Only the ones that are explicitly specified. After legacy is fully moved to this implementation
+  // we can remove this flag
+  useForPricing: boolean;
 };
 
 export type DexParams = {

package/tests/constants-e2e.ts

@@ -43,6 +43,10 @@ export const Tokens: {
       addBalance: balancesFn,
       addAllowance: allowedFn,
     },
+    sBTC: {
+      address: '0xfe18be6b3bd88a2d2a7f928d00292e7a9963cfc6',
+      decimals: 18,
+    },
     BADGER: {
       address: '0x3472A5A71965499acd81997a54BBA8D852C6E53d',
       decimals: 18,
@@ -833,7 +837,8 @@ export const Holders: {
   [Network.MAINNET]: {
     ETH: '0x176F3DAb24a159341c0509bB36B833E7fdd0a132',
     USDC: '0x79E2Ba942B0e8fDB6ff3d406e930289d10B49ADe',
-    WBTC: '0x1Cb17a66DC606a52785f69F08F4256526aBd4943',
+    WBTC: '0x1cb17a66dc606a52785f69f08f4256526abd4943',
+    sBTC: '0xA2e3475D13776C6E42ff37B47286827d959B2195',
     BADGER: '0x34e2741a3f8483dbe5231f61c005110ff4b9f50a',
     STETH: '0x9bdb521a97e95177bf252c253e256a60c3e14447',
     wstETH: '0x6cE0F913F035ec6195bC3cE885aec4C66E485BC4',