@paraswap/dex-lib 2.24.0 → 2.24.1-algebra-event-based-quickswapv3.0

package/src/dex/algebra/algebra-pool.ts

@@ -0,0 +1,454 @@
+import _ from 'lodash';
+import { Interface } from '@ethersproject/abi';
+import { DeepReadonly, assert } from 'ts-essentials';
+import { Address, BlockHeader, Log, Logger } from '../../types';
+import { bigIntify, catchParseLogError } from '../../utils';
+import {
+  InitializeStateOptions,
+  StatefulEventSubscriber,
+} from '../../stateful-event-subscriber';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import { PoolState } from './types';
+import { ethers } from 'ethers';
+import { Contract } from 'web3-eth-contract';
+import AlgebraABI from '../../abi/algebra/AlgebraPool.abi.json';
+import { DecodedStateMultiCallResultWithRelativeBitmaps } from './types';
+import {
+  OUT_OF_RANGE_ERROR_POSTFIX,
+  TICK_BITMAP_BUFFER,
+  TICK_BITMAP_TO_USE,
+} from '../uniswap-v3/constants';
+import { uint256ToBigInt } from '../../lib/decoders';
+import { MultiCallParams } from '../../lib/multi-wrapper';
+import { decodeStateMultiCallResultWithRelativeBitmaps } from './utils';
+import { AlgebraMath } from './lib/AlgebraMath';
+import { TickBitMap } from '../uniswap-v3/contract-math/TickBitMap';
+import {
+  _reduceTickBitmap,
+  _reduceTicks,
+} from '../uniswap-v3/contract-math/utils';
+import { Constants } from './lib/Constants';
+
+export class AlgebraEventPool extends StatefulEventSubscriber<PoolState> {
+  handlers: {
+    [event: string]: (
+      event: any,
+      state: DeepReadonly<PoolState>,
+      log: Readonly<Log>,
+      blockHeader: BlockHeader,
+    ) => DeepReadonly<PoolState> | null;
+  } = {};
+
+  logDecoder: (log: Log) => any;
+
+  addressesSubscribed: string[];
+
+  private _poolAddress?: Address;
+  readonly token0: Address;
+  readonly token1: Address;
+
+  public readonly poolIface = new Interface(AlgebraABI);
+
+  constructor(
+    readonly dexHelper: IDexHelper,
+    parentName: string,
+    readonly stateMultiContract: Contract,
+    readonly erc20Interface: Interface,
+    protected readonly factoryAddress: Address,
+    token0: Address,
+    token1: Address,
+    logger: Logger,
+    mapKey: string = '',
+    readonly poolInitCodeHash: string,
+    readonly poolDeployer: string,
+  ) {
+    super(parentName, `${token0}_${token1}`, dexHelper, logger, true, mapKey);
+    this.token0 = token0.toLowerCase();
+    this.token1 = token1.toLowerCase();
+
+    this.logDecoder = (log: Log) => this.poolIface.parseLog(log);
+    this.addressesSubscribed = new Array<Address>(1);
+
+    this.handlers['Fee'] = this.handleNewFee.bind(this);
+    this.handlers['Swap'] = this.handleSwapEvent.bind(this);
+    this.handlers['Mint'] = this.handleMintEvent.bind(this);
+    this.handlers['Burn'] = this.handleBurnEvent.bind(this);
+    this.handlers['Flash'] = this.handleFlashEvent.bind(this);
+    this.handlers['Collect'] = this.handleCollectEvent.bind(this);
+    this.handlers['CommunityFee'] = this.handleCommunityFee.bind(this);
+  }
+
+  get poolAddress() {
+    if (this._poolAddress === undefined) {
+      this._poolAddress = this._computePoolAddress(this.token0, this.token1);
+    }
+    return this._poolAddress;
+  }
+
+  set poolAddress(address: Address) {
+    this._poolAddress = address.toLowerCase();
+  }
+
+  async initialize(
+    blockNumber: number,
+    options?: InitializeStateOptions<PoolState>,
+  ) {
+    await super.initialize(blockNumber, options);
+  }
+
+  protected async processBlockLogs(
+    state: DeepReadonly<PoolState>,
+    logs: Readonly<Log>[],
+    blockHeader: Readonly<BlockHeader>,
+  ): Promise<DeepReadonly<PoolState> | null> {
+    const newState = await super.processBlockLogs(state, logs, blockHeader);
+    if (newState && !newState.isValid) {
+      return await this.generateState(blockHeader.number);
+    }
+    return newState;
+  }
+
+  protected processLog(
+    state: DeepReadonly<PoolState>,
+    log: Readonly<Log>,
+    blockHeader: Readonly<BlockHeader>,
+  ): DeepReadonly<PoolState> | null {
+    try {
+      const event = this.logDecoder(log);
+      if (event.name in this.handlers) {
+        // Because we have observations in array which is mutable by nature, there is a
+        // ts compile error: https://stackoverflow.com/questions/53412934/disable-allowing-assigning-readonly-types-to-non-readonly-types
+        // And there is no good workaround, so turn off the type checker for this line
+        const _state = _.cloneDeep(state) as PoolState;
+        try {
+          const newState = this.handlers[event.name](
+            event,
+            _state,
+            log,
+            blockHeader,
+          );
+          return newState;
+        } catch (e) {
+          if (
+            e instanceof Error &&
+            e.message.endsWith(OUT_OF_RANGE_ERROR_POSTFIX)
+          ) {
+            this.logger.warn(
+              `${this.parentName}: Pool ${this.poolAddress} on ${
+                this.dexHelper.config.data.network
+              } is out of TickBitmap requested range. Re-query the state. ${JSON.stringify(
+                event,
+              )}`,
+              e,
+            );
+          } else {
+            this.logger.error(
+              `${this.parentName}: Pool ${this.poolAddress}, ` +
+                `network=${this.dexHelper.config.data.network}: Unexpected ` +
+                `error while handling event on blockNumber=${blockHeader.number}, ` +
+                `blockHash=${blockHeader.hash} and parentHash=${
+                  blockHeader.parentHash
+                } for QuickSwapV3, ${JSON.stringify(event)}`,
+              e,
+            );
+          }
+          _state.isValid = false;
+          return _state;
+        }
+      }
+    } catch (e) {
+      catchParseLogError(e, this.logger);
+    }
+    return null; // ignore unrecognized event
+  }
+
+  private _getStateRequestCallData() {
+    const callData: MultiCallParams<
+      bigint | DecodedStateMultiCallResultWithRelativeBitmaps
+    >[] = [
+      {
+        target: this.token0,
+        callData: this.erc20Interface.encodeFunctionData('balanceOf', [
+          this.poolAddress,
+        ]),
+        decodeFunction: uint256ToBigInt,
+      },
+      {
+        target: this.token1,
+        callData: this.erc20Interface.encodeFunctionData('balanceOf', [
+          this.poolAddress,
+        ]),
+        decodeFunction: uint256ToBigInt,
+      },
+      {
+        target: this.stateMultiContract.options.address,
+        callData: this.stateMultiContract.methods
+          .getFullStateWithRelativeBitmaps(
+            this.factoryAddress,
+            this.token0,
+            this.token1,
+            this.getBitmapRangeToRequest(),
+            this.getBitmapRangeToRequest(),
+          )
+          .encodeABI(),
+        decodeFunction: decodeStateMultiCallResultWithRelativeBitmaps,
+      },
+    ];
+
+    return callData;
+  }
+
+  getBitmapRangeToRequest() {
+    return TICK_BITMAP_TO_USE + TICK_BITMAP_BUFFER;
+  }
+
+  async generateState(blockNumber: number): Promise<Readonly<PoolState>> {
+    const callData = this._getStateRequestCallData();
+
+    const [resBalance0, resBalance1, resState] =
+      await this.dexHelper.multiWrapper.tryAggregate<
+        bigint | DecodedStateMultiCallResultWithRelativeBitmaps
+      >(
+        false,
+        callData,
+        blockNumber,
+        this.dexHelper.multiWrapper.defaultBatchSize,
+        false,
+      );
+
+    assert(resState.success, 'Pool does not exist');
+
+    const [balance0, balance1, _state] = [
+      resBalance0.returnData,
+      resBalance1.returnData,
+      resState.returnData,
+    ] as [bigint, bigint, DecodedStateMultiCallResultWithRelativeBitmaps];
+
+    const tickBitmap = {};
+    const ticks = {};
+
+    _reduceTickBitmap(tickBitmap, _state.tickBitmap);
+    _reduceTicks(ticks, _state.ticks);
+    const globalState: PoolState['globalState'] = {
+      communityFeeToken0: bigIntify(_state.globalState.communityFeeToken0),
+      communityFeeToken1: bigIntify(_state.globalState.communityFeeToken1),
+      fee: bigIntify(_state.globalState.fee),
+      price: bigIntify(_state.globalState.price),
+      tick: bigIntify(_state.globalState.tick),
+    };
+    const currentTick = globalState.tick;
+    const startTickBitmap = TickBitMap.position(
+      BigInt(currentTick) / Constants.TICK_SPACING,
+    )[0];
+
+    return {
+      pool: _state.pool,
+      blockTimestamp: bigIntify(_state.blockTimestamp),
+      globalState,
+      liquidity: bigIntify(_state.liquidity),
+      tickSpacing: Constants.TICK_SPACING,
+      maxLiquidityPerTick: Constants.MAX_LIQUIDITY_PER_TICK,
+      tickBitmap,
+      ticks,
+      startTickBitmap,
+      isValid: true,
+      balance0,
+      balance1,
+    };
+  }
+
+  handleSwapEvent(
+    event: any,
+    pool: PoolState,
+    log: Log,
+    blockHeader: BlockHeader,
+  ) {
+    const newSqrtPriceX96 = bigIntify(event.args.price);
+    const amount0 = bigIntify(event.args.amount0);
+    const amount1 = bigIntify(event.args.amount1);
+    const newTick = bigIntify(event.args.tick);
+    const newLiquidity = bigIntify(event.args.liquidity);
+    pool.blockTimestamp = bigIntify(blockHeader.timestamp);
+
+    if (amount0 <= 0n && amount1 <= 0n) {
+      this.logger.error(
+        `${this.parentName}: amount0 <= 0n && amount1 <= 0n for ` +
+          `${this.poolAddress} and ${blockHeader.number}. Check why it happened`,
+      );
+      pool.isValid = false;
+      return pool;
+    } else {
+      const zeroForOne = amount0 > 0n;
+
+      const [, , , , , communityFee] = AlgebraMath._calculateSwapAndLock(
+        pool,
+        zeroForOne,
+        newSqrtPriceX96,
+        newTick,
+        newLiquidity,
+      );
+
+      if (zeroForOne) {
+        if (amount1 < 0n) {
+          pool.balance1 -= BigInt.asUintN(256, -amount1);
+        } else {
+          this.logger.error(
+            `In swapEvent for pool ${pool.pool} received incorrect values ${zeroForOne} and ${amount1}`,
+          );
+          pool.isValid = false;
+        }
+        // This is not correct fully, because pool may get more tokens then it needs, but
+        // it is not accounted in internal state, it should be good enough
+        pool.balance0 += BigInt.asUintN(256, amount0);
+      } else {
+        if (amount0 < 0n) {
+          pool.balance0 -= BigInt.asUintN(256, -amount0);
+        } else {
+          this.logger.error(
+            `In swapEvent for pool ${pool.pool} received incorrect values ${zeroForOne} and ${amount0}`,
+          );
+          pool.isValid = false;
+        }
+        pool.balance1 += BigInt.asUintN(256, amount1);
+      }
+
+      if (communityFee > 0n) {
+        // _payCommunityFee
+        if (zeroForOne) {
+          pool.balance0 -= communityFee;
+        } else {
+          pool.balance1 -= communityFee;
+        }
+      }
+
+      return pool;
+    }
+  }
+  handleMintEvent(
+    event: any,
+    pool: PoolState,
+    log: Log,
+    blockHeader: BlockHeader,
+  ) {
+    const bottomTick = bigIntify(event.args.bottomTick);
+    const topTick = bigIntify(event.args.topTick);
+    const liquidityActual = bigIntify(event.args.liquidityAmount);
+    const amount0 = bigIntify(event.args.amount0);
+    const amount1 = bigIntify(event.args.amount1);
+    pool.blockTimestamp = bigIntify(blockHeader.timestamp);
+
+    AlgebraMath._updatePositionTicksAndFees(
+      pool,
+      bottomTick,
+      topTick,
+      liquidityActual,
+    );
+
+    pool.balance0 += amount0;
+    pool.balance1 += amount1;
+
+    return pool;
+  }
+
+  handleBurnEvent(
+    event: any,
+    pool: PoolState,
+    log: Log,
+    blockHeader: BlockHeader,
+  ) {
+    const bottomTick = bigIntify(event.args.bottomTick);
+    const topTick = bigIntify(event.args.topTick);
+    const amount = bigIntify(event.args.liquidityAmount);
+    pool.blockTimestamp = bigIntify(blockHeader.timestamp);
+
+    AlgebraMath._updatePositionTicksAndFees(
+      pool,
+      bottomTick,
+      topTick,
+      -BigInt.asIntN(128, BigInt.asIntN(256, amount)),
+    );
+
+    // no balance change
+
+    return pool;
+  }
+
+  handleNewFee(
+    event: any,
+    pool: PoolState,
+    log: Log,
+    blockHeader: BlockHeader,
+  ) {
+    const fee = bigIntify(event.args.fee);
+
+    pool.globalState.fee = fee;
+    pool.blockTimestamp = bigIntify(blockHeader.timestamp);
+
+    return pool;
+  }
+
+  handleCollectEvent(
+    event: any,
+    pool: PoolState,
+    log: Log,
+    blockHeader: BlockHeader,
+  ) {
+    const amount0 = bigIntify(event.args.amount0);
+    const amount1 = bigIntify(event.args.amount1);
+    pool.balance0 -= amount0;
+    pool.balance1 -= amount1;
+    pool.blockTimestamp = bigIntify(blockHeader.timestamp);
+
+    return pool;
+  }
+
+  handleFlashEvent(
+    event: any,
+    pool: PoolState,
+    log: Log,
+    blockHeader: BlockHeader,
+  ) {
+    const paid0 = bigIntify(event.args.paid0);
+    const paid1 = bigIntify(event.args.paid1);
+    pool.balance0 += paid0;
+    pool.balance1 += paid1;
+    pool.blockTimestamp = bigIntify(blockHeader.timestamp);
+
+    return pool;
+  }
+
+  handleCommunityFee(
+    event: any,
+    pool: PoolState,
+    log: Log,
+    blockHeader: BlockHeader,
+  ) {
+    const communityFeeToken0 = bigIntify(event.ags.communityFee0New);
+    const communityFeeToken1 = bigIntify(event.ags.communityFee1New);
+
+    pool.globalState.communityFeeToken0 = communityFeeToken0;
+    pool.globalState.communityFeeToken1 = communityFeeToken1;
+
+    pool.blockTimestamp = bigIntify(blockHeader.timestamp);
+
+    return pool;
+  }
+
+  private _computePoolAddress(token0: Address, token1: Address): Address {
+    // https://github.com/Uniswap/v3-periphery/blob/main/contracts/libraries/PoolAddress.sol
+    if (token0 > token1) [token0, token1] = [token1, token0];
+
+    const encodedKey = ethers.utils.keccak256(
+      ethers.utils.defaultAbiCoder.encode(
+        ['address', 'address'],
+        [token0, token1],
+      ),
+    );
+
+    return ethers.utils.getCreate2Address(
+      this.poolDeployer,
+      encodedKey,
+      this.poolInitCodeHash,
+    );
+  }
+}