@paraswap/dex-lib 2.28.10-ramses-v2 → 2.28.10

package/src/dex/ramses-v2/ramses-v2-pool.ts

@@ -1,513 +0,0 @@
-import _ from 'lodash';
-import { Contract } from 'web3-eth-contract';
-import { Interface } from '@ethersproject/abi';
-import { ethers } from 'ethers';
-import { assert, DeepReadonly } from 'ts-essentials';
-import { Log, Logger, BlockHeader, Address } from '../../types';
-import {
-  InitializeStateOptions,
-  StatefulEventSubscriber,
-} from '../../stateful-event-subscriber';
-import { IDexHelper } from '../../dex-helper/idex-helper';
-import {
-  PoolState,
-  DecodedStateMultiCallResultWithRelativeBitmaps,
-  TickInfo,
-  TickBitMapMappingsWithBigNumber,
-  TickInfoMappingsWithBigNumber,
-} from './types';
-import UniswapV3PoolABI from '../../abi/uniswap-v3/UniswapV3Pool.abi.json';
-import { bigIntify, catchParseLogError, isSampled } from '../../utils';
-import { uniswapV3Math } from './contract-math/uniswap-v3-math';
-import { MultiCallParams } from '../../lib/multi-wrapper';
-import { NumberAsString } from '@paraswap/core';
-import {
-  DEFAULT_POOL_INIT_CODE_HASH,
-  OUT_OF_RANGE_ERROR_POSTFIX,
-  TICK_BITMAP_BUFFER,
-  TICK_BITMAP_TO_USE,
-} from './constants';
-import { TickBitMap } from './contract-math/TickBitMap';
-import { uint256ToBigInt } from '../../lib/decoders';
-import { decodeStateMultiCallResultWithRelativeBitmaps } from './utils';
-import { _reduceTickBitmap, _reduceTicks } from '../uniswap-v3/contract-math/utils';
-
-export class RamsesV2EventPool extends StatefulEventSubscriber<PoolState> {
-  handlers: {
-    [event: string]: (
-      event: any,
-      pool: PoolState,
-      log: Log,
-      blockHeader: Readonly<BlockHeader>,
-    ) => PoolState;
-  } = {};
-
-  logDecoder: (log: Log) => any;
-
-  readonly token0: Address;
-
-  readonly token1: Address;
-
-  private _poolAddress?: Address;
-
-  private _stateRequestCallData?: MultiCallParams<
-    bigint | DecodedStateMultiCallResultWithRelativeBitmaps
-  >[];
-
-  public readonly poolIface = new Interface(UniswapV3PoolABI);
-
-  public readonly feeCodeAsString;
-
-  constructor(
-    readonly dexHelper: IDexHelper,
-    parentName: string,
-    readonly stateMultiContract: Contract,
-    readonly erc20Interface: Interface,
-    protected readonly factoryAddress: Address,
-    public readonly feeCode: bigint,
-    token0: Address,
-    token1: Address,
-    logger: Logger,
-    mapKey: string = '',
-    readonly poolInitCodeHash: string,
-  ) {
-    super(
-      parentName,
-      `${token0}_${token1}_${feeCode}`,
-      dexHelper,
-      logger,
-      true,
-      mapKey,
-    );
-    this.feeCodeAsString = feeCode.toString();
-    this.token0 = token0.toLowerCase();
-    this.token1 = token1.toLowerCase();
-    this.logDecoder = (log: Log) => this.poolIface.parseLog(log);
-    this.addressesSubscribed = new Array<Address>(1);
-
-    // Add handlers
-    this.handlers['Swap'] = this.handleSwapEvent.bind(this);
-    this.handlers['Burn'] = this.handleBurnEvent.bind(this);
-    this.handlers['Mint'] = this.handleMintEvent.bind(this);
-    this.handlers['SetFeeProtocol'] = this.handleSetFeeProtocolEvent.bind(this);
-    this.handlers['IncreaseObservationCardinalityNext'] =
-      this.handleIncreaseObservationCardinalityNextEvent.bind(this);
-
-    // Wen need them to keep balance of the pool up to date
-    this.handlers['Collect'] = this.handleCollectEvent.bind(this);
-    // Almost the same as Collect, but for pool owners
-    this.handlers['CollectProtocol'] = this.handleCollectEvent.bind(this);
-    this.handlers['Flash'] = this.handleFlashEvent.bind(this);
-  }
-
-  get poolAddress() {
-    if (this._poolAddress === undefined) {
-      this._poolAddress = this._computePoolAddress(
-        this.token0,
-        this.token1,
-        this.feeCode,
-      );
-    }
-    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);
-
-      const uniswapV3EventLoggingSampleRate =
-        this.dexHelper.config.data.uniswapV3EventLoggingSampleRate;
-      if (
-        !this.dexHelper.config.isSlave &&
-        uniswapV3EventLoggingSampleRate &&
-        isSampled(uniswapV3EventLoggingSampleRate)
-      ) {
-        this.logger.info(
-          `event=${event.name} - block=${
-            blockHeader.number
-          }. Log sampled at rate ${uniswapV3EventLoggingSampleRate * 100}%`,
-        );
-      }
-
-      if (event.name in this.handlers) {
-        // Because we have observations in array which is mutable by nature, there is a
-        // ts compile error: https://stackoverflow.com/questions/53412934/disable-allowing-assigning-readonly-types-to-non-readonly-types
-        // And there is no good workaround, so turn off the type checker for this line
-        const _state = _.cloneDeep(state) as PoolState;
-        try {
-          return this.handlers[event.name](event, _state, log, blockHeader);
-        } catch (e) {
-          if (
-            e instanceof Error &&
-            e.message.endsWith(OUT_OF_RANGE_ERROR_POSTFIX)
-          ) {
-            this.logger.warn(
-              `${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 UniswapV3, ${JSON.stringify(event)}`,
-              e,
-            );
-          }
-          _state.isValid = false;
-          return _state;
-        }
-      }
-    } catch (e) {
-      catchParseLogError(e, this.logger);
-    }
-    return null; // ignore unrecognized event
-  }
-
-  private _getStateRequestCallData() {
-    if (!this._stateRequestCallData) {
-      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.feeCode,
-              this.getBitmapRangeToRequest(),
-              this.getBitmapRangeToRequest(),
-            )
-            .encodeABI(),
-          decodeFunction: decodeStateMultiCallResultWithRelativeBitmaps,
-        },
-      ];
-      this._stateRequestCallData = callData;
-    }
-    return this._stateRequestCallData;
-  }
-
-  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,
-      );
-
-    // Quite ugly solution, but this is the one that fits to current flow.
-    // I think UniswapV3 callbacks subscriptions are complexified for no reason.
-    // Need to be revisited later
-    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 observations = {
-      [_state.slot0.observationIndex]: {
-        blockTimestamp: bigIntify(_state.observation.blockTimestamp),
-        tickCumulative: bigIntify(_state.observation.tickCumulative),
-        secondsPerLiquidityCumulativeX128: bigIntify(
-          _state.observation.secondsPerLiquidityCumulativeX128,
-        ),
-        initialized: _state.observation.initialized,
-      },
-    };
-
-    const currentTick = bigIntify(_state.slot0.tick);
-    const tickSpacing = bigIntify(_state.tickSpacing);
-
-    const startTickBitmap = TickBitMap.position(currentTick / tickSpacing)[0];
-    const requestedRange = this.getBitmapRangeToRequest();
-
-    return {
-      pool: _state.pool,
-      blockTimestamp: bigIntify(_state.blockTimestamp),
-      slot0: {
-        sqrtPriceX96: bigIntify(_state.slot0.sqrtPriceX96),
-        tick: currentTick,
-        observationIndex: +_state.slot0.observationIndex,
-        observationCardinality: +_state.slot0.observationCardinality,
-        observationCardinalityNext: +_state.slot0.observationCardinalityNext,
-        feeProtocol: bigIntify(_state.slot0.feeProtocol),
-      },
-      liquidity: bigIntify(_state.liquidity),
-      fee: this.feeCode,
-      tickSpacing,
-      maxLiquidityPerTick: bigIntify(_state.maxLiquidityPerTick),
-      tickBitmap,
-      ticks,
-      observations,
-      isValid: true,
-      startTickBitmap,
-      lowestKnownTick:
-        (BigInt.asIntN(24, startTickBitmap - requestedRange) << 8n) *
-        tickSpacing,
-      highestKnownTick:
-        ((BigInt.asIntN(24, startTickBitmap + requestedRange) << 8n) +
-          BigInt.asIntN(24, 255n)) *
-        tickSpacing,
-      balance0,
-      balance1,
-    };
-  }
-
-  handleSwapEvent(
-    event: any,
-    pool: PoolState,
-    log: Log,
-    blockHeader: BlockHeader,
-  ) {
-    const newSqrtPriceX96 = bigIntify(event.args.sqrtPriceX96);
-    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;
-
-      uniswapV3Math.swapFromEvent(
-        pool,
-        newSqrtPriceX96,
-        newTick,
-        newLiquidity,
-        zeroForOne,
-      );
-
-      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);
-      }
-
-      return pool;
-    }
-  }
-
-  handleBurnEvent(
-    event: any,
-    pool: PoolState,
-    log: Log,
-    blockHeader: BlockHeader,
-  ) {
-    const amount = bigIntify(event.args.amount);
-    const tickLower = bigIntify(event.args.tickLower);
-    const tickUpper = bigIntify(event.args.tickUpper);
-    pool.blockTimestamp = bigIntify(blockHeader.timestamp);
-
-    uniswapV3Math._modifyPosition(pool, {
-      tickLower,
-      tickUpper,
-      liquidityDelta: -BigInt.asIntN(128, BigInt.asIntN(256, amount)),
-    });
-
-    // From this transaction I conclude that there is no balance change from
-    // Burn event: https://dashboard.tenderly.co/tx/mainnet/0xfccf5341147ac3ad0e66452273d12dfc3219e81f8fb369a6cdecfb24b9b9d078/logs
-    // And it aligns with UniswapV3 doc:
-    // https://github.com/Uniswap/v3-core/blob/05c10bf6d547d6121622ac51c457f93775e1df09/contracts/interfaces/pool/IUniswapV3PoolActions.sol#L59
-    // It just updates positions and tokensOwed which may be requested calling collect
-    // So, we don't need to update pool.balances0 and pool.balances1 here
-
-    return pool;
-  }
-
-  handleMintEvent(
-    event: any,
-    pool: PoolState,
-    log: Log,
-    blockHeader: BlockHeader,
-  ) {
-    const amount = bigIntify(event.args.amount);
-    const tickLower = bigIntify(event.args.tickLower);
-    const tickUpper = bigIntify(event.args.tickUpper);
-    const amount0 = bigIntify(event.args.amount0);
-    const amount1 = bigIntify(event.args.amount1);
-    pool.blockTimestamp = bigIntify(blockHeader.timestamp);
-
-    uniswapV3Math._modifyPosition(pool, {
-      tickLower,
-      tickUpper,
-      liquidityDelta: amount,
-    });
-
-    pool.balance0 += amount0;
-    pool.balance1 += amount1;
-
-    return pool;
-  }
-
-  handleSetFeeProtocolEvent(
-    event: any,
-    pool: PoolState,
-    log: Log,
-    blockHeader: BlockHeader,
-  ) {
-    const feeProtocol0 = bigIntify(event.args.feeProtocol0New);
-    const feeProtocol1 = bigIntify(event.args.feeProtocol1New);
-    pool.slot0.feeProtocol = feeProtocol0 + (feeProtocol1 << 4n);
-    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;
-  }
-
-  handleIncreaseObservationCardinalityNextEvent(
-    event: any,
-    pool: PoolState,
-    log: Log,
-    blockHeader: BlockHeader,
-  ) {
-    pool.slot0.observationCardinalityNext = parseInt(
-      event.args.observationCardinalityNextNew,
-      10,
-    );
-    pool.blockTimestamp = bigIntify(blockHeader.timestamp);
-    return pool;
-  }
-
-  private _computePoolAddress(
-    token0: Address,
-    token1: Address,
-    fee: bigint,
-  ): 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', 'uint24'],
-        [token0, token1, BigInt.asUintN(24, fee)],
-      ),
-    );
-
-    return ethers.utils.getCreate2Address(
-      this.factoryAddress,
-      encodedKey,
-      this.poolInitCodeHash,
-    );
-  }
-}