@paraswap/dex-lib 2.21.0 → 2.21.1-chronos

package/src/dex/balancer-v2/balancer-v2.ts

@@ -7,9 +7,6 @@ import {
   ExchangePrices,
   Log,
   Logger,
-  TxInfo,
-  PreprocessTransactionOptions,
-  ExchangeTxInfo,
   PoolLiquidity,
   PoolPrices,
   SimpleExchangeParam,
@@ -30,13 +27,8 @@ import { WeightedPool } from './pools/weighted/WeightedPool';
 import { PhantomStablePool } from './pools/phantom-stable/PhantomStablePool';
 import { LinearPool } from './pools/linear/LinearPool';
 import VaultABI from '../../abi/balancer-v2/vault.json';
-import DirectSwapABI from '../../abi/DirectSwap.json';
 import { StatefulEventSubscriber } from '../../stateful-event-subscriber';
-import {
-  getDexKeysWithNetwork,
-  getBigIntPow,
-  uuidToBytes16,
-} from '../../utils';
+import { getBigIntPow, getDexKeysWithNetwork } from '../../utils';
 import { IDex } from '../../dex/idex';
 import { IDexHelper } from '../../dex-helper';
 import {
@@ -49,15 +41,11 @@ import {
   PoolStateCache,
   PoolStateMap,
   SubgraphPoolAddressDictionary,
-  BalancerV2DirectParam,
   SubgraphPoolBase,
   SwapTypes,
 } from './types';
-import {
-  getLocalDeadlineAsFriendlyPlaceholder,
-  SimpleExchange,
-} from '../simple-exchange';
-import { BalancerConfig, Adapters } from './config';
+import { SimpleExchange } from '../simple-exchange';
+import { Adapters, BalancerConfig } from './config';
 import {
   getAllPoolsUsedInPaths,
   isSameAddress,
@@ -65,12 +53,10 @@ import {
   poolGetPathForTokenInOut,
 } from './utils';
 import {
-  DirectMethods,
   MIN_USD_LIQUIDITY_TO_FETCH,
   STABLE_GAS_COST,
   VARIABLE_GAS_COST_PER_CYCLE,
 } from './constants';
-import { NumberAsString, OptimalSwapExchange } from '@paraswap/core';
 
 const fetchAllPools = `query ($count: Int) {
   pools: pools(
@@ -507,16 +493,13 @@ export class BalancerV2EventPool extends StatefulEventSubscriber<PoolStateMap> {
 
 export class BalancerV2
   extends SimpleExchange
-  implements
-    IDex<BalancerV2Data, BalancerV2DirectParam, OptimizedBalancerV2Data>
+  implements IDex<BalancerV2Data, BalancerParam, OptimizedBalancerV2Data>
 {
   public eventPools: BalancerV2EventPool;
 
   readonly hasConstantPriceLargeAmounts = false;
   readonly isFeeOnTransferSupported = false;
 
-  readonly directSwapIface = new Interface(DirectSwapABI);
-
   public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
     getDexKeysWithNetwork(BalancerConfig);
 
@@ -1036,138 +1019,6 @@ export class BalancerV2
     return params;
   }
 
-  static getDirectFunctionName(): string[] {
-    return [DirectMethods.directSell, DirectMethods.directBuy];
-  }
-
-  getTokenFromAddress(address: Address): Token {
-    // In this Dex decimals are not used
-    return { address, decimals: 0 };
-  }
-
-  async preProcessTransaction(
-    optimalSwapExchange: OptimalSwapExchange<OptimizedBalancerV2Data>,
-    srcToken: Token,
-    _0: Token,
-    _1: SwapSide,
-    options: PreprocessTransactionOptions,
-  ): Promise<[OptimalSwapExchange<OptimizedBalancerV2Data>, ExchangeTxInfo]> {
-    if (!options.isDirectMethod) {
-      return [
-        optimalSwapExchange,
-        {
-          deadline: BigInt(getLocalDeadlineAsFriendlyPlaceholder()),
-        },
-      ];
-    }
-
-    assert(
-      optimalSwapExchange.data !== undefined,
-      `preProcessTransaction: data field is missing`,
-    );
-
-    let isApproved: boolean | undefined;
-
-    try {
-      this.erc20Contract.options.address =
-        this.dexHelper.config.wrapETH(srcToken).address;
-      const allowance = await this.erc20Contract.methods
-        .allowance(this.augustusAddress, this.vaultAddress)
-        .call(undefined, 'latest');
-      isApproved =
-        BigInt(allowance.toString()) >= BigInt(optimalSwapExchange.srcAmount);
-    } catch (e) {
-      this.logger.error(
-        `preProcessTransaction failed to retrieve allowance info: `,
-        e,
-      );
-    }
-
-    return [
-      {
-        ...optimalSwapExchange,
-        data: {
-          ...optimalSwapExchange.data,
-          isApproved,
-        },
-      },
-      {
-        deadline: BigInt(getLocalDeadlineAsFriendlyPlaceholder()),
-      },
-    ];
-  }
-
-  getDirectParam(
-    srcToken: Address,
-    destToken: Address,
-    srcAmount: NumberAsString,
-    destAmount: NumberAsString,
-    expectedAmount: NumberAsString,
-    data: OptimizedBalancerV2Data,
-    side: SwapSide,
-    permit: string,
-    uuid: string,
-    feePercent: NumberAsString,
-    deadline: NumberAsString,
-    partner: string,
-    beneficiary: string,
-    contractMethod?: string,
-  ): TxInfo<BalancerV2DirectParam> {
-    if (
-      contractMethod !== DirectMethods.directSell &&
-      contractMethod !== DirectMethods.directBuy
-    ) {
-      throw new Error(`Invalid contract method ${contractMethod}`);
-    }
-
-    let isApproved: boolean = !!data.isApproved;
-    if (data.isApproved === undefined) {
-      this.logger.warn(`isApproved is undefined, defaulting to false`);
-    }
-
-    const [, swaps, assets, funds, limits, _deadline] = this.getBalancerParam(
-      srcToken,
-      destToken,
-      srcAmount,
-      destAmount,
-      data,
-      side,
-    );
-
-    const swapParams: BalancerV2DirectParam = [
-      swaps,
-      assets,
-      funds,
-      limits,
-      srcAmount,
-      destAmount,
-      expectedAmount,
-      _deadline,
-      feePercent,
-      this.vaultAddress,
-      partner,
-      isApproved,
-      beneficiary,
-      permit,
-      uuidToBytes16(uuid),
-    ];
-
-    const encoder = (...params: BalancerV2DirectParam) => {
-      return this.directSwapIface.encodeFunctionData(
-        side === SwapSide.SELL
-          ? DirectMethods.directSell
-          : DirectMethods.directBuy,
-        [params],
-      );
-    };
-
-    return {
-      params: swapParams,
-      encoder,
-      networkFee: '0',
-    };
-  }
-
   async getSimpleParam(
     srcToken: string,
     destToken: string,

package/src/dex/balancer-v2/constants.ts

@@ -8,8 +8,3 @@ export const STABLE_GAS_COST = 84_000;
 
 // I see three pools used in trade: (57856 + 79098 + 51041) / 3 = 62665 ~ 63k
 export const VARIABLE_GAS_COST_PER_CYCLE = 63_000;
-
-export enum DirectMethods {
-  directSell = 'directBalancerV2GivenInSwap',
-  directBuy = 'directBalancerV2GivenOutSwap',
-}

package/src/dex/balancer-v2/types.ts

@@ -1,4 +1,3 @@
-import { NumberAsString } from '@paraswap/core';
 import { Address } from '../../types';
 
 // These should match the Balancer Pool types available on Subgraph
@@ -86,13 +85,12 @@ export type BalancerSwapV2 = {
 
 export type OptimizedBalancerV2Data = {
   swaps: BalancerSwapV2[];
-  isApproved?: boolean;
 };
 
 export type BalancerFunds = {
   sender: string;
-  fromInternalBalance: boolean;
   recipient: string;
+  fromInternalBalance: boolean;
   toInternalBalance: boolean;
 };
 
@@ -119,24 +117,6 @@ export type BalancerParam = [
   deadline: string,
 ];
 
-export type BalancerV2DirectParam = [
-  swaps: BalancerSwap[],
-  assets: Address[],
-  funds: BalancerFunds,
-  limits: NumberAsString[],
-  fromAmount: NumberAsString,
-  toAmount: NumberAsString,
-  expectedAmount: NumberAsString,
-  deadline: NumberAsString,
-  feePercent: NumberAsString,
-  vault: Address,
-  partner: Address,
-  isApproved: boolean,
-  beneficiary: Address,
-  permit: string,
-  uuid: string,
-];
-
 export type BalancerV2Data = {
   poolId: string;
 };

package/src/dex/curve-v1/constants.ts

@@ -2,8 +2,6 @@ import { CurveV1Config } from './config';
 import { SwerveConfig } from './forks/swerve/config';
 import { CurveForksConfig } from './forks/curve-forks/config';
 
-export const DIRECT_METHOD_NAME = 'directCurveV1Swap';
-
 export const AllCurveForks = [
   ...Object.keys(CurveV1Config),
   ...Object.keys(CurveForksConfig),

package/src/dex/curve-v1/curve-v1-e2e.test.ts

@@ -133,63 +133,6 @@ describe('CurveV1 E2E', () => {
     });
   });
 
-  describe('CurveV1 POLYGON', () => {
-    const network = Network.POLYGON;
-    const tokens = Tokens[network];
-    const holders = Holders[network];
-    const provider = new StaticJsonRpcProvider(
-      generateConfig(network).privateHttpProvider,
-      network,
-    );
-
-    const tokensToTest = [
-      [
-        {
-          symbol: 'USDT',
-          amount: (10 ** 8).toString(),
-        },
-        {
-          symbol: 'DAI',
-          amount: (10 ** 8).toString(),
-        },
-      ],
-    ];
-
-    const sideToContractMethods = new Map([
-      [
-        SwapSide.SELL,
-        [
-          ContractMethod.simpleSwap,
-          ContractMethod.multiSwap,
-          ContractMethod.megaSwap,
-          ContractMethod.directCurveV1Swap,
-        ],
-      ],
-    ]);
-
-    sideToContractMethods.forEach((contractMethods, side) =>
-      contractMethods.forEach((contractMethod: ContractMethod) => {
-        tokensToTest.forEach(pair => {
-          describe(`${contractMethod}`, () => {
-            it(`${pair[0].symbol} -> ${pair[1].symbol}`, async () => {
-              await testE2E(
-                tokens[pair[0].symbol],
-                tokens[pair[1].symbol],
-                holders[pair[0].symbol],
-                side === SwapSide.SELL ? pair[0].amount : pair[1].amount,
-                side,
-                dexKey,
-                contractMethod,
-                network,
-                provider,
-              );
-            });
-          });
-        });
-      }),
-    );
-  });
-
   describe('FANTOM', () => {
     const network = Network.FANTOM;
     const tokens = Tokens[network];

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

@@ -1,24 +1,17 @@
 import { Interface, AbiCoder, JsonFragment } from '@ethersproject/abi';
-import _ from 'lodash';
-import { NumberAsString, OptimalSwapExchange } from '@paraswap/core';
-import { assert } from 'ts-essentials';
 import BigNumber from 'bignumber.js';
 import CurveABI from '../../abi/Curve.json';
-import DirectSwapABI from '../../abi/DirectSwap.json';
 import { Adapters, CurveV1Config } from './config';
 
 import {
   AdapterExchangeParam,
   Address,
   ExchangePrices,
-  ExchangeTxInfo,
   PoolLiquidity,
   PoolPrices,
-  PreprocessTransactionOptions,
   SimpleExchangeParam,
   Token,
   TransferFeeParams,
-  TxInfo,
 } from '../../types';
 import {
   Network,
@@ -55,6 +48,8 @@ import { TBTCPool, address as TBTCPoolAddress } from './pools/tBTCpool';
 import { USDKPool, address as USDKPoolAddress } from './pools/usdkpool';
 import { USTPool, address as USTPoolAddress } from './pools/ustpool';
 import { SLINKPool, address as SLINKPoolAddress } from './pools/sLinkpool';
+
+import * as _ from 'lodash';
 import {
   getBigIntPow,
   getDexKeysWithNetwork,
@@ -62,13 +57,9 @@ import {
   isDestTokenTransferFeeToBeExchanged,
   isSrcTokenTransferFeeToBeExchanged,
   Utils,
-  uuidToBytes16,
 } from '../../utils';
 import { BN_0 } from '../../bignumber-constants';
-import {
-  getLocalDeadlineAsFriendlyPlaceholder,
-  SimpleExchange,
-} from '../simple-exchange';
+import { SimpleExchange } from '../simple-exchange';
 import { IDex } from '../idex';
 import { IDexHelper } from '../../dex-helper';
 import { Logger } from 'log4js';
@@ -80,12 +71,9 @@ import {
   CurveV1Data,
   TokenWithReasonableVolume,
   CurveSwapFunctions,
-  CurveV1SwapType,
-  DirectCurveV1Param,
 } from './types';
 import { erc20Iface } from '../../lib/utils-interfaces';
 import { applyTransferFee } from '../../lib/token-transfer-fee';
-import { DIRECT_METHOD_NAME } from './constants';
 
 const CURVE_DEFAULT_CHUNKS = 10;
 
@@ -94,10 +82,7 @@ const CURVE_POOL_GAS = 200 * 1000;
 
 const coder = new AbiCoder();
 
-export class CurveV1
-  extends SimpleExchange
-  implements IDex<CurveV1Data, DirectCurveV1Param>
-{
+export class CurveV1 extends SimpleExchange implements IDex<CurveV1Data> {
   exchangeRouterInterface: Interface;
   minConversionRate = '1';
 
@@ -117,8 +102,6 @@ export class CurveV1
 
   protected disableFeeOnTransferTokenAddresses: Set<string>;
 
-  readonly directSwapIface = new Interface(DirectSwapABI);
-
   readonly SRC_TOKEN_DEX_TRANSFERS = 1;
   readonly DEST_TOKEN_DEX_TRANSFERS = 1;
 
@@ -857,128 +840,6 @@ export class CurveV1
     return this.adapters[side];
   }
 
-  static getDirectFunctionName(): string[] {
-    return [DIRECT_METHOD_NAME];
-  }
-
-  getTokenFromAddress(address: Address): Token {
-    // In this Dex decimals are not used
-    return { address, decimals: 0 };
-  }
-
-  async preProcessTransaction(
-    optimalSwapExchange: OptimalSwapExchange<CurveV1Data>,
-    srcToken: Token,
-    _0: Token,
-    _1: SwapSide,
-    options: PreprocessTransactionOptions,
-  ): Promise<[OptimalSwapExchange<CurveV1Data>, ExchangeTxInfo]> {
-    if (!options.isDirectMethod) {
-      return [
-        optimalSwapExchange,
-        {
-          deadline: BigInt(getLocalDeadlineAsFriendlyPlaceholder()),
-        },
-      ];
-    }
-
-    assert(
-      optimalSwapExchange.data !== undefined,
-      `preProcessTransaction: data field is missing`,
-    );
-
-    let isApproved: boolean | undefined;
-
-    try {
-      this.erc20Contract.options.address =
-        this.dexHelper.config.wrapETH(srcToken).address;
-      const allowance = await this.erc20Contract.methods
-        .allowance(this.augustusAddress, optimalSwapExchange.data.exchange)
-        .call(undefined, 'latest');
-      isApproved =
-        BigInt(allowance.toString()) >= BigInt(optimalSwapExchange.srcAmount);
-    } catch (e) {
-      this.logger.error(
-        `preProcessTransaction failed to retrieve allowance info: `,
-        e,
-      );
-    }
-
-    return [
-      {
-        ...optimalSwapExchange,
-        data: {
-          ...optimalSwapExchange.data,
-          isApproved,
-        },
-      },
-      {
-        deadline: BigInt(getLocalDeadlineAsFriendlyPlaceholder()),
-      },
-    ];
-  }
-
-  getDirectParam(
-    srcToken: Address,
-    destToken: Address,
-    srcAmount: NumberAsString,
-    destAmount: NumberAsString,
-    expectedAmount: NumberAsString,
-    data: CurveV1Data,
-    side: SwapSide,
-    permit: string,
-    uuid: string,
-    feePercent: NumberAsString,
-    deadline: NumberAsString,
-    partner: string,
-    beneficiary: string,
-    contractMethod?: string,
-  ): TxInfo<DirectCurveV1Param> {
-    if (contractMethod !== DIRECT_METHOD_NAME) {
-      throw new Error(`Invalid contract method ${contractMethod}`);
-    }
-    assert(side === SwapSide.SELL, 'Buy not supported');
-
-    let isApproved: boolean = !!data.isApproved;
-    if (data.isApproved === undefined) {
-      this.logger.warn(`isApproved is undefined, defaulting to false`);
-    }
-
-    const swapParams: DirectCurveV1Param = [
-      srcToken,
-      destToken,
-      data.exchange,
-      srcAmount,
-      destAmount,
-      expectedAmount,
-      feePercent,
-      data.i.toString(),
-      data.j.toString(),
-      partner,
-      isApproved,
-      data.underlyingSwap
-        ? CurveV1SwapType.EXCHANGE_UNDERLYING
-        : CurveV1SwapType.EXCHANGE,
-      beneficiary,
-      // For CurveV1 we work as it is, without wrapping and unwrapping
-      false,
-      permit,
-      uuidToBytes16(uuid),
-    ];
-
-    const encoder = (...params: DirectCurveV1Param) => {
-      return this.directSwapIface.encodeFunctionData(DIRECT_METHOD_NAME, [
-        params,
-      ]);
-    };
-
-    return {
-      params: swapParams,
-      encoder,
-      networkFee: '0',
-    };
-  }
-
   async getSimpleParam(
     srcToken: string,
     destToken: string,
@@ -1082,7 +943,7 @@ export class CurveV1
       // the balances array in the pool as it was a mess to have each curve abi
       // Some have balances[uint128] some have balances[uint256]
       // One of the consequence for such a hack is below for ETH Pools
-      // TODO: below can be highly optimized
+      // TODO: below can be highly optimised
       // * we don't need to query token decimals every iteration
       // * we can use the decimals from the tokens list using the api
 

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

@@ -1,4 +1,3 @@
-import { NumberAsString } from '@paraswap/core';
 import { Address, Token } from '../../types';
 
 export type CurveV1Data = {
@@ -7,7 +6,6 @@ export type CurveV1Data = {
   j: number;
   underlyingSwap: boolean;
   deadline: number;
-  isApproved?: boolean;
 };
 
 export type PoolConfig = {
@@ -44,27 +42,3 @@ export enum CurveSwapFunctions {
   exchange = 'exchange',
   exchange_underlying = 'exchange_underlying',
 }
-
-export enum CurveV1SwapType {
-  EXCHANGE,
-  EXCHANGE_UNDERLYING,
-}
-
-export type DirectCurveV1Param = [
-  fromToken: Address,
-  toToken: Address,
-  exchange: Address,
-  fromAmount: NumberAsString,
-  toAmount: NumberAsString,
-  expectedAmount: NumberAsString,
-  feePercent: NumberAsString,
-  i: NumberAsString,
-  j: NumberAsString,
-  partner: Address,
-  isApproved: boolean,
-  swapType: CurveV1SwapType,
-  beneficiary: Address,
-  needWrapNative: boolean,
-  permit: string,
-  uuid: string,
-];

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

@@ -34,5 +34,3 @@ export const NETWORK_ID_TO_NAME: Record<number, string> = {
 // revisited
 export const FACTORY_MAX_PLAIN_COINS = 4;
 export const FACTORY_MAX_PLAIN_IMPLEMENTATIONS_FOR_COIN = 10;
-
-export const DIRECT_METHOD_NAME = 'directCurveV1Swap';

package/src/dex/curve-v1-factory/curve-v1-factory-e2e.test.ts

@@ -29,7 +29,6 @@ function testForNetwork(
         ContractMethod.simpleSwap,
         ContractMethod.multiSwap,
         ContractMethod.megaSwap,
-        ContractMethod.directCurveV1Swap,
       ],
     ],
   ]);