@paraswap/dex-lib 2.21.0 → 2.21.1-chronos
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.
- package/build/config.js +2 -4
- package/build/config.js.map +1 -1
- package/build/dex/balancer-v2/balancer-v2.d.ts +3 -9
- package/build/dex/balancer-v2/balancer-v2.js +0 -83
- package/build/dex/balancer-v2/balancer-v2.js.map +1 -1
- package/build/dex/balancer-v2/constants.d.ts +0 -4
- package/build/dex/balancer-v2/constants.js +1 -6
- package/build/dex/balancer-v2/constants.js.map +1 -1
- package/build/dex/balancer-v2/types.d.ts +1 -20
- package/build/dex/balancer-v2/types.js.map +1 -1
- package/build/dex/curve-v1/constants.d.ts +0 -1
- package/build/dex/curve-v1/constants.js +1 -2
- package/build/dex/curve-v1/constants.js.map +1 -1
- package/build/dex/curve-v1/curve-v1.d.ts +3 -9
- package/build/dex/curve-v1/curve-v1.js +4 -92
- package/build/dex/curve-v1/curve-v1.js.map +1 -1
- package/build/dex/curve-v1/types.d.ts +0 -24
- package/build/dex/curve-v1/types.js +1 -6
- package/build/dex/curve-v1/types.js.map +1 -1
- package/build/dex/curve-v1-factory/constants.d.ts +0 -1
- package/build/dex/curve-v1-factory/constants.js +1 -2
- package/build/dex/curve-v1-factory/constants.js.map +1 -1
- package/build/dex/curve-v1-factory/curve-v1-factory.d.ts +4 -11
- package/build/dex/curve-v1-factory/curve-v1-factory.js +0 -87
- package/build/dex/curve-v1-factory/curve-v1-factory.js.map +1 -1
- package/build/dex/curve-v1-factory/types.d.ts +0 -24
- package/build/dex/curve-v1-factory/types.js +1 -6
- package/build/dex/curve-v1-factory/types.js.map +1 -1
- package/build/dex/curve-v2.d.ts +7 -29
- package/build/dex/curve-v2.js +1 -91
- package/build/dex/curve-v2.js.map +1 -1
- package/build/dex/idex.d.ts +1 -1
- package/build/dex/index.js +2 -4
- package/build/dex/index.js.map +1 -1
- package/build/dex/pancakeswap-v3/pancakeswap-v3.d.ts +2 -2
- package/build/dex/pancakeswap-v3/utils.js.map +1 -1
- package/build/dex/quickswap/config.js +0 -8
- package/build/dex/quickswap/config.js.map +1 -1
- package/build/dex/simple-exchange.d.ts +0 -2
- package/build/dex/simple-exchange.js +0 -1
- package/build/dex/simple-exchange.js.map +1 -1
- package/build/dex/solidly/config.js +13 -0
- package/build/dex/solidly/config.js.map +1 -1
- package/build/dex/solidly/forks-override/chronos.d.ts +3 -0
- package/build/dex/solidly/forks-override/chronos.js +88 -0
- package/build/dex/solidly/forks-override/chronos.js.map +1 -1
- package/build/dex/solidly/solidly.js +1 -0
- package/build/dex/solidly/solidly.js.map +1 -1
- package/build/dex/uniswap-v2/uniswap-v2.d.ts +1 -1
- package/build/dex/uniswap-v2/uniswap-v2.js +1 -1
- package/build/dex/uniswap-v2/uniswap-v2.js.map +1 -1
- package/build/dex/uniswap-v3/constants.d.ts +0 -4
- package/build/dex/uniswap-v3/constants.js +1 -6
- package/build/dex/uniswap-v3/constants.js.map +1 -1
- package/build/dex/uniswap-v3/types.d.ts +3 -20
- package/build/dex/uniswap-v3/types.js.map +1 -1
- package/build/dex/uniswap-v3/uniswap-v3.d.ts +1 -7
- package/build/dex/uniswap-v3/uniswap-v3.js +1 -85
- package/build/dex/uniswap-v3/uniswap-v3.js.map +1 -1
- package/build/dex/woo-fi-v2/config.js +6 -6
- package/build/dex/zerox/index.d.ts +1 -1
- package/build/dex/zerox/index.js +1 -1
- package/build/dex/zerox/index.js.map +1 -1
- package/build/implementations/local-paraswap-sdk.js +1 -5
- package/build/implementations/local-paraswap-sdk.js.map +1 -1
- package/build/router/directswap.js +1 -7
- package/build/router/directswap.js.map +1 -1
- package/build/router/index.js.map +1 -1
- package/build/router/payload-encoder.js +6 -16
- package/build/router/payload-encoder.js.map +1 -1
- package/build/types.d.ts +0 -2
- package/build/utils.d.ts +0 -2
- package/build/utils.js +1 -5
- package/build/utils.js.map +1 -1
- package/package.json +4 -6
- package/src/config.ts +2 -5
- package/src/dex/balancer-v2/balancer-v2-e2e.test.ts +0 -79
- package/src/dex/balancer-v2/balancer-v2.ts +4 -153
- package/src/dex/balancer-v2/constants.ts +0 -5
- package/src/dex/balancer-v2/types.ts +1 -21
- package/src/dex/curve-v1/constants.ts +0 -2
- package/src/dex/curve-v1/curve-v1-e2e.test.ts +0 -57
- package/src/dex/curve-v1/curve-v1.ts +5 -144
- package/src/dex/curve-v1/types.ts +0 -26
- package/src/dex/curve-v1-factory/constants.ts +0 -2
- package/src/dex/curve-v1-factory/curve-v1-factory-e2e.test.ts +0 -1
- package/src/dex/curve-v1-factory/curve-v1-factory.ts +4 -140
- package/src/dex/curve-v1-factory/types.ts +0 -26
- package/src/dex/curve-v2.ts +8 -169
- package/src/dex/idex.ts +0 -6
- package/src/dex/index.ts +2 -4
- package/src/dex/pancakeswap-v3/pancakeswap-v3-e2e.test.ts +6 -3
- package/src/dex/pancakeswap-v3/pancakeswap-v3-integration.test.ts +14 -3
- package/src/dex/pancakeswap-v3/pancakeswap-v3.ts +3 -3
- package/src/dex/pancakeswap-v3/utils.ts +4 -1
- package/src/dex/quickswap/config.ts +0 -9
- package/src/dex/quickswap/quickswap-e2e.test.ts +0 -109
- package/src/dex/simple-exchange.ts +0 -6
- package/src/dex/solidly/config.ts +14 -0
- package/src/dex/solidly/forks-override/chronos.ts +206 -0
- package/src/dex/solidly/solidly-e2e.test.ts +205 -31
- package/src/dex/solidly/solidly-integration.test.ts +141 -0
- package/src/dex/solidly/solidly.ts +1 -0
- package/src/dex/uniswap-v2/uniswap-v2.ts +0 -6
- package/src/dex/uniswap-v3/constants.ts +0 -5
- package/src/dex/uniswap-v3/types.ts +3 -23
- package/src/dex/uniswap-v3/uniswap-v3-e2e.test.ts +2 -100
- package/src/dex/uniswap-v3/uniswap-v3.ts +3 -138
- package/src/dex/woo-fi-v2/config.ts +6 -6
- package/src/dex/zerox/index.ts +0 -7
- package/src/implementations/local-paraswap-sdk.ts +1 -8
- package/src/router/directswap.ts +0 -23
- package/src/router/index.ts +2 -0
- package/src/router/payload-encoder.ts +5 -22
- package/src/types.ts +0 -2
- package/src/utils.ts +0 -5
- package/tests/constants-e2e.ts +9 -4
- package/tests/utils-e2e.ts +20 -140
- package/tests/utils.ts +0 -52
- package/src/abi/DirectSwap.json +0 -1018
- package/src/abi/swaap-v2/vault.json +0 -918
- package/src/dex/quickswap/camelot-v3.ts +0 -15
- package/src/dex/swaap-v2/config.ts +0 -19
- package/src/dex/swaap-v2/constants.ts +0 -37
- package/src/dex/swaap-v2/rate-fetcher.ts +0 -214
- package/src/dex/swaap-v2/swaap-v2-e2e.test.ts +0 -172
- package/src/dex/swaap-v2/swaap-v2-integration.test.ts +0 -142
- package/src/dex/swaap-v2/swaap-v2.ts +0 -901
- package/src/dex/swaap-v2/types.ts +0 -95
- package/src/dex/swaap-v2/utils.ts +0 -36
- package/src/dex/swaap-v2/validators.ts +0 -128
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import {
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Token,
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Address,
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ExchangePrices,
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PoolPrices,
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AdapterExchangeParam,
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SimpleExchangeParam,
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PoolLiquidity,
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Logger,
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ExchangeTxInfo,
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OptimalSwapExchange,
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PreprocessTransactionOptions,
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} from '../../types';
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import { SwapSide, Network, MAX_INT, MAX_UINT } from '../../constants';
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import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
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import { getDexKeysWithNetwork, isAxiosError } from '../../utils';
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import { IDex } from '../idex';
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import { IDexHelper } from '../../dex-helper/idex-helper';
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import {
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SwaapV2Data,
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SwaapV2PriceLevel,
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SwaapV2PriceLevels,
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SwaapV2APIParameters,
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SwaapV2QuoteError,
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TokensMap,
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} from './types';
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import { SimpleExchange } from '../simple-exchange';
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import { Adapters, SwaapV2Config } from './config';
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import { RateFetcher } from './rate-fetcher';
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import routerAbi from '../../abi/swaap-v2/vault.json';
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import BigNumber from 'bignumber.js';
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import { BN_0, BN_1, getBigNumberPow } from '../../bignumber-constants';
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import { Interface } from 'ethers/lib/utils';
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import { assert } from 'ts-essentials';
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import {
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SWAAP_RFQ_API_URL,
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SWAAP_RFQ_PRICES_ENDPOINT,
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SWAAP_RFQ_QUOTE_ENDPOINT,
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SWAAP_RFQ_API_PRICES_POLLING_INTERVAL_MS,
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SWAAP_RFQ_PRICES_CACHES_TTL_S,
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GAS_COST_ESTIMATION,
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BATCH_SWAP_SELECTOR,
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CALLER_SLOT,
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SWAAP_BLACKLIST_TTL_S,
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SWAAP_RFQ_TOKENS_ENDPOINT,
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SWAAP_RESTRICT_TTL_S,
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SWAAP_RESTRICTED_CACHE_KEY,
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SWAAP_RFQ_API_TOKENS_POLLING_INTERVAL_MS,
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SWAAP_RFQ_TOKENS_CACHES_TTL_S,
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SWAAP_PRICES_CACHE_KEY,
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SWAAP_TOKENS_CACHE_KEY,
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} from './constants';
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import { getPoolIdentifier, normalizeTokenAddress, getPairName } from './utils';
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import { Method } from '../../dex-helper/irequest-wrapper';
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import { SlippageCheckError } from '../generic-rfq/types';
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import { BI_MAX_UINT256 } from '../../bigint-constants';
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const BLACKLISTED = 'blacklisted';
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export class SwaapV2 extends SimpleExchange implements IDex<SwaapV2Data> {
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readonly isStatePollingDex = true;
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readonly hasConstantPriceLargeAmounts = false;
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readonly needWrapNative = false;
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readonly isFeeOnTransferSupported = false;
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private rateFetcher: RateFetcher;
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private swaapV2AuthToken: string;
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private tokensMap: TokensMap = {};
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getDexKeysWithNetwork(SwaapV2Config);
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logger: Logger;
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constructor(
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readonly dexHelper: IDexHelper,
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protected adapters = Adapters[network] || {},
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) {
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super(dexHelper, dexKey);
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const token = dexHelper.config.data.swaapV2AuthToken;
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assert(
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this.swaapV2AuthToken = token;
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this.rateFetcher = new RateFetcher(
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{
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pricesIntervalMs: SWAAP_RFQ_API_PRICES_POLLING_INTERVAL_MS,
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pricesReqParams: this.getPriceLevelsReqParams(),
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pricesCacheTTLSecs: SWAAP_RFQ_PRICES_CACHES_TTL_S,
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},
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tokensIntervalMs: SWAAP_RFQ_API_TOKENS_POLLING_INTERVAL_MS,
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tokensReqParams: this.getTokensReqParams(),
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tokensCacheTTLSecs: SWAAP_RFQ_TOKENS_CACHES_TTL_S,
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},
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async initializePricing(blockNumber: number): Promise<void> {
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return;
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}
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getAdapters(side: SwapSide): { name: string; index: number }[] | null {
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}
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async getPoolIdentifiers(
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side: SwapSide,
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blockNumber: number,
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): Promise<string[]> {
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const normalizedSrcToken = this.normalizeToken(srcToken);
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if (normalizedSrcToken.address === normalizedDestToken.address) {
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const poolIdentifier = getPoolIdentifier(
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computePricesFromLevelsBids(
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const firstLevelRaw = levels[0];
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const firstLevelAmountBN = new BigNumber(firstLevelRaw.level);
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if (amounts[amounts.length - 1].lt(firstLevelAmountBN)) {
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invertPrices(levels: SwaapV2PriceLevel[]): SwaapV2PriceLevel[] {
|
|
201
|
-
return levels.map(pl => this.inversePrice(pl));
|
|
202
|
-
}
|
|
203
|
-
|
|
204
|
-
computeLevelsQuote(
|
|
205
|
-
amounts: BigNumber[],
|
|
206
|
-
levels: SwaapV2PriceLevel[],
|
|
207
|
-
srcToken: Token,
|
|
208
|
-
destToken: Token,
|
|
209
|
-
side: SwapSide,
|
|
210
|
-
): bigint[] {
|
|
211
|
-
const size = levels.length;
|
|
212
|
-
if (size === 0) {
|
|
213
|
-
return amounts.map(_ => BigInt(0));
|
|
214
|
-
}
|
|
215
|
-
|
|
216
|
-
return amounts.map((amount: BigNumber) => {
|
|
217
|
-
if (amount.isZero()) {
|
|
218
|
-
return BigInt(0);
|
|
219
|
-
}
|
|
220
|
-
|
|
221
|
-
let i = 0;
|
|
222
|
-
let output = BN_0;
|
|
223
|
-
let previousLevel = BN_0;
|
|
224
|
-
let remaininig = BigNumber(amount);
|
|
225
|
-
let enoughLiquidity = false;
|
|
226
|
-
while (i < size) {
|
|
227
|
-
const levelDelta = BigNumber(levels[i].level).minus(previousLevel);
|
|
228
|
-
if (levelDelta.lte(remaininig)) {
|
|
229
|
-
output = output.plus(levelDelta.times(levels[i].price));
|
|
230
|
-
remaininig = remaininig.minus(levelDelta);
|
|
231
|
-
previousLevel = BigNumber(levels[i].level);
|
|
232
|
-
i += 1;
|
|
233
|
-
} else {
|
|
234
|
-
output = output.plus(remaininig.times(levels[i].price));
|
|
235
|
-
enoughLiquidity = true;
|
|
236
|
-
break;
|
|
237
|
-
}
|
|
238
|
-
}
|
|
239
|
-
if (enoughLiquidity) {
|
|
240
|
-
return BigInt(
|
|
241
|
-
output
|
|
242
|
-
.multipliedBy(
|
|
243
|
-
getBigNumberPow(
|
|
244
|
-
side === SwapSide.BUY ? srcToken.decimals : destToken.decimals,
|
|
245
|
-
),
|
|
246
|
-
)
|
|
247
|
-
.toFixed(0),
|
|
248
|
-
);
|
|
249
|
-
}
|
|
250
|
-
return BigInt(0); // not enough liquidity
|
|
251
|
-
});
|
|
252
|
-
}
|
|
253
|
-
|
|
254
|
-
async getCachedTokens(): Promise<TokensMap | null> {
|
|
255
|
-
const cachedTokens = await this.dexHelper.cache.get(
|
|
256
|
-
this.dexKey,
|
|
257
|
-
this.network,
|
|
258
|
-
SWAAP_TOKENS_CACHE_KEY,
|
|
259
|
-
);
|
|
260
|
-
|
|
261
|
-
if (cachedTokens) {
|
|
262
|
-
return JSON.parse(cachedTokens) as TokensMap;
|
|
263
|
-
}
|
|
264
|
-
|
|
265
|
-
return null;
|
|
266
|
-
}
|
|
267
|
-
|
|
268
|
-
async getCachedLevels(): Promise<Record<string, SwaapV2PriceLevels> | null> {
|
|
269
|
-
const cachedLevels = await this.dexHelper.cache.get(
|
|
270
|
-
this.dexKey,
|
|
271
|
-
this.network,
|
|
272
|
-
SWAAP_PRICES_CACHE_KEY,
|
|
273
|
-
);
|
|
274
|
-
|
|
275
|
-
if (cachedLevels) {
|
|
276
|
-
return JSON.parse(cachedLevels) as Record<string, SwaapV2PriceLevels>;
|
|
277
|
-
}
|
|
278
|
-
|
|
279
|
-
return null;
|
|
280
|
-
}
|
|
281
|
-
|
|
282
|
-
normalizeToken(token: Token): Token {
|
|
283
|
-
return {
|
|
284
|
-
address: normalizeTokenAddress(token.address),
|
|
285
|
-
decimals: token.decimals,
|
|
286
|
-
};
|
|
287
|
-
}
|
|
288
|
-
|
|
289
|
-
async getPricesVolume(
|
|
290
|
-
srcToken: Token,
|
|
291
|
-
destToken: Token,
|
|
292
|
-
amounts: bigint[],
|
|
293
|
-
side: SwapSide,
|
|
294
|
-
blockNumber: number,
|
|
295
|
-
limitPools?: string[],
|
|
296
|
-
): Promise<null | ExchangePrices<SwaapV2Data>> {
|
|
297
|
-
try {
|
|
298
|
-
if (await this.isRestricted()) {
|
|
299
|
-
return null;
|
|
300
|
-
}
|
|
301
|
-
|
|
302
|
-
this.tokensMap = (await this.getCachedTokens()) || {};
|
|
303
|
-
|
|
304
|
-
const normalizedSrcToken = this.normalizeToken(srcToken);
|
|
305
|
-
const normalizedDestToken = this.normalizeToken(destToken);
|
|
306
|
-
|
|
307
|
-
const requestedPoolIdentifier: string = getPoolIdentifier(
|
|
308
|
-
this.dexKey,
|
|
309
|
-
normalizedSrcToken.address,
|
|
310
|
-
normalizedDestToken.address,
|
|
311
|
-
);
|
|
312
|
-
|
|
313
|
-
if (normalizedSrcToken.address === normalizedDestToken.address) {
|
|
314
|
-
return null;
|
|
315
|
-
}
|
|
316
|
-
|
|
317
|
-
const pools = limitPools
|
|
318
|
-
? limitPools.filter(
|
|
319
|
-
p =>
|
|
320
|
-
p ===
|
|
321
|
-
getPoolIdentifier(
|
|
322
|
-
this.dexKey,
|
|
323
|
-
normalizedSrcToken.address,
|
|
324
|
-
normalizedDestToken.address,
|
|
325
|
-
) ||
|
|
326
|
-
p ===
|
|
327
|
-
getPoolIdentifier(
|
|
328
|
-
this.dexKey,
|
|
329
|
-
normalizedDestToken.address,
|
|
330
|
-
normalizedSrcToken.address,
|
|
331
|
-
),
|
|
332
|
-
)
|
|
333
|
-
: await this.getPoolIdentifiers(srcToken, destToken, side, blockNumber);
|
|
334
|
-
|
|
335
|
-
if (pools.length === 0) {
|
|
336
|
-
return null;
|
|
337
|
-
}
|
|
338
|
-
|
|
339
|
-
const levels = await this.getCachedLevels();
|
|
340
|
-
if (levels === null) {
|
|
341
|
-
return null;
|
|
342
|
-
}
|
|
343
|
-
|
|
344
|
-
const levelEntries: SwaapV2PriceLevels[] = Object.keys(levels)
|
|
345
|
-
.filter(pair => {
|
|
346
|
-
const { base, quote } = levels[pair];
|
|
347
|
-
if (
|
|
348
|
-
pools.includes(getPoolIdentifier(this.dexKey, quote, base)) ||
|
|
349
|
-
pools.includes(getPoolIdentifier(this.dexKey, base, quote))
|
|
350
|
-
) {
|
|
351
|
-
return true;
|
|
352
|
-
}
|
|
353
|
-
|
|
354
|
-
return false;
|
|
355
|
-
})
|
|
356
|
-
.map(pair => {
|
|
357
|
-
return levels[pair];
|
|
358
|
-
});
|
|
359
|
-
|
|
360
|
-
const unitVolume = getBigNumberPow(
|
|
361
|
-
(side === SwapSide.SELL ? normalizedSrcToken : normalizedDestToken)
|
|
362
|
-
.decimals,
|
|
363
|
-
);
|
|
364
|
-
|
|
365
|
-
const amountsFloat = amounts.map(a =>
|
|
366
|
-
new BigNumber(a.toString()).dividedBy(unitVolume),
|
|
367
|
-
);
|
|
368
|
-
|
|
369
|
-
const prices = levelEntries.map((askAndBids: SwaapV2PriceLevels) => {
|
|
370
|
-
const unitPrice: bigint | undefined = this.computePricesFromLevelsBids(
|
|
371
|
-
[unitVolume],
|
|
372
|
-
askAndBids,
|
|
373
|
-
normalizedSrcToken,
|
|
374
|
-
normalizedDestToken,
|
|
375
|
-
side,
|
|
376
|
-
)[0];
|
|
377
|
-
|
|
378
|
-
const prices = this.computePricesFromLevelsBids(
|
|
379
|
-
amountsFloat,
|
|
380
|
-
askAndBids,
|
|
381
|
-
normalizedSrcToken,
|
|
382
|
-
normalizedDestToken,
|
|
383
|
-
side,
|
|
384
|
-
);
|
|
385
|
-
|
|
386
|
-
if (!prices.length) {
|
|
387
|
-
return null;
|
|
388
|
-
}
|
|
389
|
-
|
|
390
|
-
return {
|
|
391
|
-
gasCost: GAS_COST_ESTIMATION,
|
|
392
|
-
exchange: this.dexKey,
|
|
393
|
-
data: {},
|
|
394
|
-
prices,
|
|
395
|
-
unit: unitPrice === undefined ? 0n : unitPrice,
|
|
396
|
-
poolIdentifier: requestedPoolIdentifier,
|
|
397
|
-
} as PoolPrices<SwaapV2Data>;
|
|
398
|
-
});
|
|
399
|
-
|
|
400
|
-
return prices.filter((p): p is PoolPrices<SwaapV2Data> => !!p);
|
|
401
|
-
} catch (e) {
|
|
402
|
-
this.logger.error(
|
|
403
|
-
`Error_getPrices ${srcToken}, ${destToken}, ${side}:`,
|
|
404
|
-
e,
|
|
405
|
-
);
|
|
406
|
-
return null;
|
|
407
|
-
}
|
|
408
|
-
}
|
|
409
|
-
|
|
410
|
-
getBaseToken(poolIdentifier: string): string {
|
|
411
|
-
return poolIdentifier.split('_')[1];
|
|
412
|
-
}
|
|
413
|
-
|
|
414
|
-
async preProcessTransaction(
|
|
415
|
-
optimalSwapExchange: OptimalSwapExchange<SwaapV2Data>,
|
|
416
|
-
srcToken: Token,
|
|
417
|
-
destToken: Token,
|
|
418
|
-
side: SwapSide,
|
|
419
|
-
options: PreprocessTransactionOptions,
|
|
420
|
-
): Promise<[OptimalSwapExchange<SwaapV2Data>, ExchangeTxInfo]> {
|
|
421
|
-
if (await this.isBlacklisted(options.txOrigin)) {
|
|
422
|
-
this.logger.warn(
|
|
423
|
-
`${this.dexKey}-${this.network}: blacklisted TX Origin address '${options.txOrigin}' trying to build a transaction. Bailing...`,
|
|
424
|
-
);
|
|
425
|
-
throw new Error(
|
|
426
|
-
`${this.dexKey}-${
|
|
427
|
-
this.network
|
|
428
|
-
}: user=${options.txOrigin.toLowerCase()} is blacklisted`,
|
|
429
|
-
);
|
|
430
|
-
}
|
|
431
|
-
|
|
432
|
-
const isSell = side === SwapSide.SELL;
|
|
433
|
-
|
|
434
|
-
const normalizedSrcToken = this.normalizeToken(srcToken);
|
|
435
|
-
const normalizedDestToken = this.normalizeToken(destToken);
|
|
436
|
-
|
|
437
|
-
const tolerance = (
|
|
438
|
-
options.slippageFactor > BN_1
|
|
439
|
-
? options.slippageFactor.minus(BN_1)
|
|
440
|
-
: BN_1.minus(options.slippageFactor)
|
|
441
|
-
).toNumber();
|
|
442
|
-
|
|
443
|
-
try {
|
|
444
|
-
const quote = await this.rateFetcher.getQuote(
|
|
445
|
-
this.network,
|
|
446
|
-
normalizedSrcToken,
|
|
447
|
-
normalizedDestToken,
|
|
448
|
-
isSell ? optimalSwapExchange.srcAmount : optimalSwapExchange.destAmount,
|
|
449
|
-
isSell ? SWAAP_ORDER_TYPE_SELL : SWAAP_ORDER_TYPE_BUY,
|
|
450
|
-
options.txOrigin,
|
|
451
|
-
this.augustusAddress,
|
|
452
|
-
tolerance,
|
|
453
|
-
this.getQuoteReqParams(),
|
|
454
|
-
);
|
|
455
|
-
|
|
456
|
-
if (!quote.success) {
|
|
457
|
-
const message = `${this.dexKey}-${
|
|
458
|
-
this.network
|
|
459
|
-
}: Failed to fetch RFQ for ${getPairName(
|
|
460
|
-
normalizedSrcToken.address,
|
|
461
|
-
normalizedDestToken.address,
|
|
462
|
-
)}: ${JSON.stringify(quote)}`;
|
|
463
|
-
this.logger.warn(message);
|
|
464
|
-
throw new SwaapV2QuoteError(message);
|
|
465
|
-
} else if (!quote.calldata) {
|
|
466
|
-
const message = `${this.dexKey}-${
|
|
467
|
-
this.network
|
|
468
|
-
}: Failed to fetch RFQ for ${getPairName(
|
|
469
|
-
normalizedSrcToken.address,
|
|
470
|
-
normalizedDestToken.address,
|
|
471
|
-
)}. Missing quote data`;
|
|
472
|
-
this.logger.warn(message);
|
|
473
|
-
throw new SwaapV2QuoteError(message);
|
|
474
|
-
} else if (!quote.router) {
|
|
475
|
-
const message = `${this.dexKey}-${
|
|
476
|
-
this.network
|
|
477
|
-
}: Failed to fetch RFQ for ${getPairName(
|
|
478
|
-
normalizedSrcToken.address,
|
|
479
|
-
normalizedDestToken.address,
|
|
480
|
-
)}. Missing router address`;
|
|
481
|
-
this.logger.warn(message);
|
|
482
|
-
throw new SwaapV2QuoteError(message);
|
|
483
|
-
}
|
|
484
|
-
|
|
485
|
-
const srcAmount = BigInt(optimalSwapExchange.srcAmount);
|
|
486
|
-
const destAmount = BigInt(optimalSwapExchange.destAmount);
|
|
487
|
-
const quoteTokenAmount = BigInt(quote.amount);
|
|
488
|
-
const slippageFactor = options.slippageFactor;
|
|
489
|
-
|
|
490
|
-
if (side === SwapSide.SELL) {
|
|
491
|
-
if (
|
|
492
|
-
quoteTokenAmount <
|
|
493
|
-
BigInt(
|
|
494
|
-
new BigNumber(destAmount.toString())
|
|
495
|
-
.times(slippageFactor)
|
|
496
|
-
.toFixed(0),
|
|
497
|
-
)
|
|
498
|
-
) {
|
|
499
|
-
const message = `${this.dexKey}-${this.network}: too much slippage on quote ${side} quoteTokenAmount ${quoteTokenAmount} / destAmount ${destAmount} < ${slippageFactor}`;
|
|
500
|
-
this.logger.warn(message);
|
|
501
|
-
throw new SlippageCheckError(message);
|
|
502
|
-
}
|
|
503
|
-
} else {
|
|
504
|
-
if (
|
|
505
|
-
quoteTokenAmount >
|
|
506
|
-
BigInt(slippageFactor.times(srcAmount.toString()).toFixed(0))
|
|
507
|
-
) {
|
|
508
|
-
const message = `${this.dexKey}-${
|
|
509
|
-
this.network
|
|
510
|
-
}: too much slippage on quote ${side} baseTokenAmount ${srcAmount} / srcAmount ${srcAmount} > ${slippageFactor.toFixed()}`;
|
|
511
|
-
this.logger.warn(message);
|
|
512
|
-
throw new SlippageCheckError(message);
|
|
513
|
-
}
|
|
514
|
-
}
|
|
515
|
-
|
|
516
|
-
const expiryAsBigInt = BigInt(quote.expiration);
|
|
517
|
-
const minDeadline = expiryAsBigInt > 0 ? expiryAsBigInt : BI_MAX_UINT256;
|
|
518
|
-
|
|
519
|
-
return [
|
|
520
|
-
{
|
|
521
|
-
...optimalSwapExchange,
|
|
522
|
-
data: {
|
|
523
|
-
router: quote.router,
|
|
524
|
-
callData: quote.calldata,
|
|
525
|
-
},
|
|
526
|
-
},
|
|
527
|
-
{ deadline: minDeadline },
|
|
528
|
-
];
|
|
529
|
-
} catch (e) {
|
|
530
|
-
if (
|
|
531
|
-
isAxiosError(e) &&
|
|
532
|
-
(e.response?.status === 403 || e.response?.status === 429)
|
|
533
|
-
) {
|
|
534
|
-
await this.setBlacklist(options.txOrigin);
|
|
535
|
-
this.logger.warn(
|
|
536
|
-
`${this.dexKey}-${this.network}: Encountered restricted user=${options.txOrigin}. Adding to local blacklist cache`,
|
|
537
|
-
);
|
|
538
|
-
} else {
|
|
539
|
-
this.logger.warn(
|
|
540
|
-
`${this.dexKey}-${this.network}: protocol is restricted`,
|
|
541
|
-
);
|
|
542
|
-
await this.restrict();
|
|
543
|
-
}
|
|
544
|
-
|
|
545
|
-
throw e;
|
|
546
|
-
}
|
|
547
|
-
}
|
|
548
|
-
|
|
549
|
-
async restrict(ttl: number = SWAAP_RESTRICT_TTL_S): Promise<boolean> {
|
|
550
|
-
await this.dexHelper.cache.setex(
|
|
551
|
-
this.dexKey,
|
|
552
|
-
this.network,
|
|
553
|
-
SWAAP_RESTRICTED_CACHE_KEY,
|
|
554
|
-
ttl,
|
|
555
|
-
'true',
|
|
556
|
-
);
|
|
557
|
-
return true;
|
|
558
|
-
}
|
|
559
|
-
|
|
560
|
-
async isRestricted(): Promise<boolean> {
|
|
561
|
-
const result = await this.dexHelper.cache.get(
|
|
562
|
-
this.dexKey,
|
|
563
|
-
this.network,
|
|
564
|
-
SWAAP_RESTRICTED_CACHE_KEY,
|
|
565
|
-
);
|
|
566
|
-
|
|
567
|
-
return result === 'true';
|
|
568
|
-
}
|
|
569
|
-
|
|
570
|
-
async isBlacklisted(txOrigin: Address): Promise<boolean> {
|
|
571
|
-
const result = await this.dexHelper.cache.get(
|
|
572
|
-
this.dexKey,
|
|
573
|
-
this.network,
|
|
574
|
-
this.getBlackListKey(txOrigin),
|
|
575
|
-
);
|
|
576
|
-
return result === BLACKLISTED;
|
|
577
|
-
}
|
|
578
|
-
|
|
579
|
-
getBlackListKey(address: Address) {
|
|
580
|
-
return `blacklist_${address}`.toLowerCase();
|
|
581
|
-
}
|
|
582
|
-
|
|
583
|
-
async setBlacklist(
|
|
584
|
-
txOrigin: Address,
|
|
585
|
-
ttl: number = SWAAP_BLACKLIST_TTL_S,
|
|
586
|
-
): Promise<boolean> {
|
|
587
|
-
await this.dexHelper.cache.setex(
|
|
588
|
-
this.dexKey,
|
|
589
|
-
this.network,
|
|
590
|
-
this.getBlackListKey(txOrigin),
|
|
591
|
-
ttl,
|
|
592
|
-
BLACKLISTED,
|
|
593
|
-
);
|
|
594
|
-
return true;
|
|
595
|
-
}
|
|
596
|
-
|
|
597
|
-
// Returns estimated gas cost of calldata for this DEX in multiSwap
|
|
598
|
-
getCalldataGasCost(poolPrices: PoolPrices<SwaapV2Data>): number | number[] {
|
|
599
|
-
return (
|
|
600
|
-
CALLDATA_GAS_COST.DEX_OVERHEAD +
|
|
601
|
-
CALLDATA_GAS_COST.LENGTH_LARGE +
|
|
602
|
-
// ParentStruct header
|
|
603
|
-
CALLDATA_GAS_COST.OFFSET_SMALL +
|
|
604
|
-
// ParentStruct -> swaps[] header
|
|
605
|
-
CALLDATA_GAS_COST.OFFSET_LARGE +
|
|
606
|
-
// ParentStruct -> assets[] header
|
|
607
|
-
CALLDATA_GAS_COST.OFFSET_LARGE +
|
|
608
|
-
// ParentStruct -> funds
|
|
609
|
-
CALLDATA_GAS_COST.ADDRESS +
|
|
610
|
-
CALLDATA_GAS_COST.BOOL +
|
|
611
|
-
CALLDATA_GAS_COST.ADDRESS +
|
|
612
|
-
CALLDATA_GAS_COST.BOOL +
|
|
613
|
-
// ParentStruct -> limits[] header
|
|
614
|
-
CALLDATA_GAS_COST.OFFSET_LARGE +
|
|
615
|
-
// ParentStruct -> deadline
|
|
616
|
-
CALLDATA_GAS_COST.TIMESTAMP +
|
|
617
|
-
// ParentStruct -> swaps[]
|
|
618
|
-
CALLDATA_GAS_COST.LENGTH_SMALL +
|
|
619
|
-
// ParentStruct -> swaps[0] header
|
|
620
|
-
CALLDATA_GAS_COST.OFFSET_SMALL +
|
|
621
|
-
// ParentStruct -> swaps[0] -> poolId
|
|
622
|
-
CALLDATA_GAS_COST.FULL_WORD +
|
|
623
|
-
// ParentStruct -> swaps[0] -> assetInIndex
|
|
624
|
-
CALLDATA_GAS_COST.INDEX +
|
|
625
|
-
// ParentStruct -> swaps[0] -> assetOutIndex
|
|
626
|
-
CALLDATA_GAS_COST.INDEX +
|
|
627
|
-
// ParentStruct -> swaps[0] -> amount
|
|
628
|
-
CALLDATA_GAS_COST.AMOUNT +
|
|
629
|
-
// ParentStruct -> swaps[0] -> userData header
|
|
630
|
-
CALLDATA_GAS_COST.OFFSET_SMALL +
|
|
631
|
-
// ParentStruct -> swaps[0] -> userData
|
|
632
|
-
CALLDATA_GAS_COST.ZERO +
|
|
633
|
-
// ParentStruct -> assets[]
|
|
634
|
-
CALLDATA_GAS_COST.LENGTH_SMALL +
|
|
635
|
-
// ParentStruct -> assets[0:2]
|
|
636
|
-
CALLDATA_GAS_COST.ADDRESS * 2 +
|
|
637
|
-
// ParentStruct -> limits[]
|
|
638
|
-
CALLDATA_GAS_COST.LENGTH_SMALL +
|
|
639
|
-
// ParentStruct -> limits[0:2]
|
|
640
|
-
CALLDATA_GAS_COST.FULL_WORD * 2 +
|
|
641
|
-
// Bool -> IsBatchSwap
|
|
642
|
-
CALLDATA_GAS_COST.BOOL
|
|
643
|
-
);
|
|
644
|
-
}
|
|
645
|
-
|
|
646
|
-
getAdapterParam(
|
|
647
|
-
srcToken: string,
|
|
648
|
-
destToken: string,
|
|
649
|
-
srcAmount: string,
|
|
650
|
-
destAmount: string,
|
|
651
|
-
data: SwaapV2Data,
|
|
652
|
-
side: SwapSide,
|
|
653
|
-
): AdapterExchangeParam {
|
|
654
|
-
const { router, callData } = data;
|
|
655
|
-
|
|
656
|
-
assert(
|
|
657
|
-
router !== undefined,
|
|
658
|
-
`${this.dexKey}-${this.network}: router undefined`,
|
|
659
|
-
);
|
|
660
|
-
|
|
661
|
-
assert(
|
|
662
|
-
callData !== undefined,
|
|
663
|
-
`${this.dexKey}-${this.network}: callData undefined`,
|
|
664
|
-
);
|
|
665
|
-
|
|
666
|
-
let payload: string;
|
|
667
|
-
const truncatedCalldata = '0x' + callData.slice(10); // droping the function selector
|
|
668
|
-
const isBatchSwap = callData.slice(0, 10) === BATCH_SWAP_SELECTOR;
|
|
669
|
-
|
|
670
|
-
if (isBatchSwap) {
|
|
671
|
-
const batchswapAbi = routerAbi.filter(abi => abi.name === 'batchSwap');
|
|
672
|
-
|
|
673
|
-
const callDataStruct = this.abiCoder.decodeParameters(
|
|
674
|
-
batchswapAbi[0].inputs!,
|
|
675
|
-
truncatedCalldata,
|
|
676
|
-
);
|
|
677
|
-
|
|
678
|
-
const callerSlots = Array(callDataStruct.swaps.length).fill(160);
|
|
679
|
-
|
|
680
|
-
payload = this.abiCoder.encodeParameters(
|
|
681
|
-
[
|
|
682
|
-
'bool',
|
|
683
|
-
'uint256[]',
|
|
684
|
-
{
|
|
685
|
-
ParentStruct: {
|
|
686
|
-
'swaps[]': {
|
|
687
|
-
poolId: 'bytes32',
|
|
688
|
-
assetInIndex: 'uint256',
|
|
689
|
-
assetOutIndex: 'uint256',
|
|
690
|
-
amount: 'uint256',
|
|
691
|
-
userData: 'bytes',
|
|
692
|
-
},
|
|
693
|
-
assets: 'address[]',
|
|
694
|
-
funds: {
|
|
695
|
-
sender: 'address',
|
|
696
|
-
fromInternalBalance: 'bool',
|
|
697
|
-
recipient: 'address',
|
|
698
|
-
toInternalBalance: 'bool',
|
|
699
|
-
},
|
|
700
|
-
limits: 'int256[]',
|
|
701
|
-
},
|
|
702
|
-
},
|
|
703
|
-
],
|
|
704
|
-
[
|
|
705
|
-
isBatchSwap,
|
|
706
|
-
callerSlots,
|
|
707
|
-
{
|
|
708
|
-
swaps: callDataStruct.swaps,
|
|
709
|
-
assets: callDataStruct.assets,
|
|
710
|
-
funds: callDataStruct.funds,
|
|
711
|
-
limits: callDataStruct.limits.map((_: any) => MAX_INT),
|
|
712
|
-
},
|
|
713
|
-
],
|
|
714
|
-
);
|
|
715
|
-
} else {
|
|
716
|
-
const swapAbi = routerAbi.filter(abi => abi.name === 'swap');
|
|
717
|
-
|
|
718
|
-
const callDataStruct = this.abiCoder.decodeParameters(
|
|
719
|
-
swapAbi[0].inputs!,
|
|
720
|
-
truncatedCalldata,
|
|
721
|
-
);
|
|
722
|
-
|
|
723
|
-
const callerSlot = CALLER_SLOT;
|
|
724
|
-
|
|
725
|
-
payload = this.abiCoder.encodeParameters(
|
|
726
|
-
[
|
|
727
|
-
'bool',
|
|
728
|
-
'uint256',
|
|
729
|
-
{
|
|
730
|
-
ParentStruct: {
|
|
731
|
-
swap: {
|
|
732
|
-
poolId: 'bytes32',
|
|
733
|
-
kind: 'uint8',
|
|
734
|
-
assetIn: 'address',
|
|
735
|
-
assetOut: 'address',
|
|
736
|
-
amount: 'uint256',
|
|
737
|
-
userData: 'bytes',
|
|
738
|
-
},
|
|
739
|
-
funds: {
|
|
740
|
-
sender: 'address',
|
|
741
|
-
fromInternalBalance: 'bool',
|
|
742
|
-
recipient: 'address',
|
|
743
|
-
toInternalBalance: 'bool',
|
|
744
|
-
},
|
|
745
|
-
limit: 'uint256',
|
|
746
|
-
},
|
|
747
|
-
},
|
|
748
|
-
],
|
|
749
|
-
[
|
|
750
|
-
isBatchSwap,
|
|
751
|
-
callerSlot,
|
|
752
|
-
{
|
|
753
|
-
swap: {
|
|
754
|
-
poolId: callDataStruct.singleSwap.poolId,
|
|
755
|
-
kind: callDataStruct.singleSwap.kind,
|
|
756
|
-
assetIn: callDataStruct.singleSwap.assetIn,
|
|
757
|
-
assetOut: callDataStruct.singleSwap.assetOut,
|
|
758
|
-
amount: callDataStruct.singleSwap.amount,
|
|
759
|
-
userData: callDataStruct.singleSwap.userData,
|
|
760
|
-
},
|
|
761
|
-
funds: {
|
|
762
|
-
sender: callDataStruct.funds.sender,
|
|
763
|
-
fromInternalBalance: callDataStruct.funds.fromInternalBalance,
|
|
764
|
-
recipient: callDataStruct.funds.recipient,
|
|
765
|
-
toInternalBalance: callDataStruct.funds.toInternalBalance,
|
|
766
|
-
},
|
|
767
|
-
limit: side === SwapSide.BUY ? MAX_UINT : '0',
|
|
768
|
-
},
|
|
769
|
-
],
|
|
770
|
-
);
|
|
771
|
-
}
|
|
772
|
-
|
|
773
|
-
return {
|
|
774
|
-
targetExchange: router,
|
|
775
|
-
payload: payload,
|
|
776
|
-
networkFee: '0',
|
|
777
|
-
};
|
|
778
|
-
}
|
|
779
|
-
|
|
780
|
-
async getSimpleParam(
|
|
781
|
-
srcToken: string,
|
|
782
|
-
destToken: string,
|
|
783
|
-
srcAmount: string,
|
|
784
|
-
destAmount: string,
|
|
785
|
-
data: SwaapV2Data,
|
|
786
|
-
side: SwapSide,
|
|
787
|
-
): Promise<SimpleExchangeParam> {
|
|
788
|
-
const { router, callData } = data;
|
|
789
|
-
|
|
790
|
-
assert(
|
|
791
|
-
router !== undefined,
|
|
792
|
-
`${this.dexKey}-${this.network}: router undefined`,
|
|
793
|
-
);
|
|
794
|
-
|
|
795
|
-
assert(
|
|
796
|
-
callData !== undefined,
|
|
797
|
-
`${this.dexKey}-${this.network}: callData undefined`,
|
|
798
|
-
);
|
|
799
|
-
|
|
800
|
-
return this.buildSimpleParamWithoutWETHConversion(
|
|
801
|
-
srcToken,
|
|
802
|
-
srcAmount,
|
|
803
|
-
destToken,
|
|
804
|
-
destAmount,
|
|
805
|
-
callData,
|
|
806
|
-
router,
|
|
807
|
-
);
|
|
808
|
-
}
|
|
809
|
-
|
|
810
|
-
computeMaxLiquidity = (
|
|
811
|
-
levels: SwaapV2PriceLevels,
|
|
812
|
-
tokenAddress: string,
|
|
813
|
-
): number => {
|
|
814
|
-
if (tokenAddress === levels.base!) {
|
|
815
|
-
return (
|
|
816
|
-
(levels.asks[levels.asks.length - 1]?.level ?? 0) *
|
|
817
|
-
levels.asks[0]?.price
|
|
818
|
-
);
|
|
819
|
-
}
|
|
820
|
-
return (
|
|
821
|
-
(levels.asks[levels.bids.length - 1]?.level ?? 0) * levels.asks[0]?.price
|
|
822
|
-
);
|
|
823
|
-
};
|
|
824
|
-
|
|
825
|
-
async getTopPoolsForToken(
|
|
826
|
-
tokenAddress: Address,
|
|
827
|
-
limit: number,
|
|
828
|
-
): Promise<PoolLiquidity[]> {
|
|
829
|
-
if (await this.isRestricted()) {
|
|
830
|
-
return [];
|
|
831
|
-
}
|
|
832
|
-
|
|
833
|
-
this.tokensMap = (await this.getCachedTokens()) || {};
|
|
834
|
-
const normalizedTokenAddress = normalizeTokenAddress(tokenAddress);
|
|
835
|
-
|
|
836
|
-
const pLevels = await this.getCachedLevels();
|
|
837
|
-
|
|
838
|
-
if (pLevels === null) {
|
|
839
|
-
return [];
|
|
840
|
-
}
|
|
841
|
-
|
|
842
|
-
return Object.keys(pLevels)
|
|
843
|
-
.filter((pair: string) => {
|
|
844
|
-
const { base, quote } = pLevels[pair];
|
|
845
|
-
|
|
846
|
-
return (
|
|
847
|
-
normalizedTokenAddress === base || normalizedTokenAddress === quote
|
|
848
|
-
);
|
|
849
|
-
})
|
|
850
|
-
.map((pair: string) => {
|
|
851
|
-
return {
|
|
852
|
-
exchange: this.dexKey,
|
|
853
|
-
connectorTokens: [
|
|
854
|
-
this.getTokenFromAddress(
|
|
855
|
-
normalizedTokenAddress === pLevels[pair].base
|
|
856
|
-
? pLevels[pair].quote
|
|
857
|
-
: pLevels[pair].base,
|
|
858
|
-
),
|
|
859
|
-
],
|
|
860
|
-
liquidityUSD: this.computeMaxLiquidity(pLevels[pair], tokenAddress),
|
|
861
|
-
} as PoolLiquidity;
|
|
862
|
-
})
|
|
863
|
-
.sort((pl: PoolLiquidity) => {
|
|
864
|
-
return -pl.liquidityUSD;
|
|
865
|
-
})
|
|
866
|
-
.slice(0, limit);
|
|
867
|
-
}
|
|
868
|
-
|
|
869
|
-
getTokenFromAddress(address: Address): Token {
|
|
870
|
-
return this.tokensMap[normalizeTokenAddress(address)];
|
|
871
|
-
}
|
|
872
|
-
|
|
873
|
-
releaseResources(): void {
|
|
874
|
-
if (this.rateFetcher) {
|
|
875
|
-
this.rateFetcher.stop();
|
|
876
|
-
}
|
|
877
|
-
}
|
|
878
|
-
|
|
879
|
-
getPriceLevelsReqParams(): SwaapV2APIParameters {
|
|
880
|
-
return this.getAPIReqParams(SWAAP_RFQ_PRICES_ENDPOINT, 'GET');
|
|
881
|
-
}
|
|
882
|
-
|
|
883
|
-
getQuoteReqParams(): SwaapV2APIParameters {
|
|
884
|
-
return this.getAPIReqParams(SWAAP_RFQ_QUOTE_ENDPOINT, 'POST');
|
|
885
|
-
}
|
|
886
|
-
|
|
887
|
-
getTokensReqParams(): SwaapV2APIParameters {
|
|
888
|
-
return this.getAPIReqParams(SWAAP_RFQ_TOKENS_ENDPOINT, 'GET');
|
|
889
|
-
}
|
|
890
|
-
|
|
891
|
-
getAPIReqParams(endpoint: string, method: Method): SwaapV2APIParameters {
|
|
892
|
-
return {
|
|
893
|
-
url: `${SWAAP_RFQ_API_URL}/${endpoint}`,
|
|
894
|
-
params: {
|
|
895
|
-
networkId: this.network,
|
|
896
|
-
},
|
|
897
|
-
headers: { 'x-api-key': this.swaapV2AuthToken },
|
|
898
|
-
method: method,
|
|
899
|
-
};
|
|
900
|
-
}
|
|
901
|
-
}
|