@paraswap/dex-lib 2.28.3 → 2.28.4-algebra-events-fix.0

package/build/dex/algebra/algebra.js.map

@@ -1 +1 @@
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package/build/dex/algebra/lib/AlgebraMath.d.ts

@@ -4,7 +4,7 @@ import { SwapSide } from '@paraswap/core';
 import { OutputResult } from '../../uniswap-v3/types';
 declare class AlgebraMathClass {
     queryOutputs(poolState: DeepReadonly<PoolStateV1_1 | PoolState_v1_9>, amounts: bigint[], zeroForOne: boolean, side: SwapSide): OutputResult;
-    _getAmountsForLiquidity(bottomTick: bigint, topTick: bigint, liquidityDelta: bigint, currentTick: bigint, currentPrice: bigint): (bigint | undefined)[];
+    _getAmountsForLiquidity(bottomTick: bigint, topTick: bigint, liquidityDelta: bigint, currentTick: bigint, currentPrice: bigint): bigint[];
     _updatePositionTicksAndFees(state: PoolStateV1_1 | PoolState_v1_9, bottomTick: bigint, topTick: bigint, liquidityDelta: bigint): void;
     _calculateSwapAndLock(poolState: PoolStateV1_1 | PoolState_v1_9, zeroToOne: boolean, newSqrtPriceX96: bigint, newTick: bigint, newLiquidity: bigint): [bigint, bigint, bigint, bigint, bigint, bigint];
     _blockTimestamp(state: Pick<PoolStateV1_1, 'blockTimestamp'>): bigint;

package/build/dex/algebra/lib/AlgebraMath.js

@@ -6,7 +6,6 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.AlgebraMath = void 0;
 const core_1 = require("@paraswap/core");
 const Tick_1 = require("../../uniswap-v3/contract-math/Tick");
-const TickBitMap_1 = require("../../uniswap-v3/contract-math/TickBitMap");
 const SqrtPriceMath_1 = require("../../uniswap-v3/contract-math/SqrtPriceMath");
 const TickMath_1 = require("../../uniswap-v3/contract-math/TickMath");
 const LiquidityMath_1 = require("../../uniswap-v3/contract-math/LiquidityMath");
@@ -17,6 +16,8 @@ const bigint_constants_1 = require("../../../bigint-constants");
 const lodash_1 = __importDefault(require("lodash"));
 const uniswap_v3_math_1 = require("../../uniswap-v3/contract-math/uniswap-v3-math");
 const constants_1 = require("../../uniswap-v3/constants");
+const TickManager_1 = require("./TickManager");
+const TickTable_1 = require("./TickTable");
 const isPoolV1_9 = (poolState) => 'feeZto' in poolState.globalState && 'feeOtz' in poolState.globalState;
 // % START OF COPY PASTA FROM UNISWAPV3 %
 function _priceComputationCycles(poolState, ticksCopy, state, cache, sqrtPriceLimitX96, zeroForOne, exactInput) {
@@ -49,7 +50,7 @@ function _priceComputationCycles(poolState, ticksCopy, state, cache, sqrtPriceLi
         step.sqrtPriceStartX96 = state.sqrtPriceX96;
         try {
             [step.tickNext, step.initialized] =
-                TickBitMap_1.TickBitMap.nextInitializedTickWithinOneWord(poolState, state.tick, poolState.tickSpacing, zeroForOne, true);
+                TickTable_1.TickTable.nextInitializedTickWithinOneWord(poolState, state.tick, zeroForOne, true);
         }
         catch (e) {
             if (e instanceof Error &&
@@ -242,9 +243,9 @@ class AlgebraMathClass {
     // % END OF COPY PASTA FROM UNISWAPV3 %
     // same as uniswapV3Pool: line 328 -> 369
     _getAmountsForLiquidity(bottomTick, topTick, liquidityDelta, currentTick, currentPrice) {
-        let amount0;
-        let amount1;
-        let globalLiquidityDelta;
+        let amount0 = 0n;
+        let amount1 = 0n;
+        let globalLiquidityDelta = 0n;
         // If current tick is less than the provided bottom one then only the token0 has to be provided
         if (currentTick < bottomTick) {
             amount0 = SqrtPriceMath_1.SqrtPriceMath._getAmount0DeltaO(TickMath_1.TickMath.getSqrtRatioAtTick(bottomTick), TickMath_1.TickMath.getSqrtRatioAtTick(topTick), liquidityDelta);
@@ -272,23 +273,23 @@ class AlgebraMathClass {
         // skip fee logic
         if (liquidityDelta !== 0n) {
             const time = this._blockTimestamp(state);
-            if (Tick_1.Tick.update(state, bottomTick, cache.tick, liquidityDelta, 0n, // secondsPerLiquidityCumulative, play no role in pricing
+            if (TickManager_1.TickManager.update(state, bottomTick, cache.tick, liquidityDelta, 0n, // secondsPerLiquidityCumulative, play no role in pricing
             0n, // tickCumulative, play no role in pricing
             time, false, // isTopTick,
             state.maxLiquidityPerTick)) {
                 toggledBottom = true;
-                TickBitMap_1.TickBitMap.flipTick(state, bottomTick, state.tickSpacing);
+                TickTable_1.TickTable.toggleTick(state, bottomTick);
             }
-            if (Tick_1.Tick.update(state, topTick, cache.tick, liquidityDelta, 0n, // secondsPerLiquidityCumulative, play no role in pricing
+            if (TickManager_1.TickManager.update(state, topTick, cache.tick, liquidityDelta, 0n, // secondsPerLiquidityCumulative, play no role in pricing
             0n, // tickCumulative, play no role in pricing
             time, true, // isTopTick
             state.maxLiquidityPerTick)) {
                 toggledTop = true;
-                TickBitMap_1.TickBitMap.flipTick(state, topTick, state.tickSpacing);
+                TickTable_1.TickTable.toggleTick(state, topTick);
             }
         }
         // skip fee && position related stuffs
-        // same as UniwapV3Pool.sol line 327 ->   if (params.liquidityDelta != 0) {
+        // same as UniswapV3Pool.sol line 327 ->   if (params.liquidityDelta != 0) {
         if (liquidityDelta !== 0n) {
             // if liquidityDelta is negative and the tick was toggled, it means that it should not be initialized anymore, so we delete it
             if (liquidityDelta < 0) {
@@ -358,13 +359,12 @@ class AlgebraMathClass {
             stepSqrtPrice: 0n,
             tickCount: 0,
         };
-        let i = 0;
         // swap until there is remaining input or output tokens or we reach the price limit
         while (true) {
             step.stepSqrtPrice = currentPrice;
             //equivalent of tickTable.nextTickInTheSameRow(currentTick, zeroToOne);
             [step.nextTick, step.initialized] =
-                TickBitMap_1.TickBitMap.nextInitializedTickWithinOneWord(poolState, currentTick, poolState.tickSpacing, zeroToOne, false);
+                TickTable_1.TickTable.nextInitializedTickWithinOneWord(poolState, currentTick, zeroToOne, false);
             step.nextTickPrice = TickMath_1.TickMath.getSqrtRatioAtTick(step.nextTick);
             // equivalent of  PriceMovementMath.movePriceTowardsTarget
             const result = SwapMath_1.SwapMath.computeSwapStep(poolState.globalState.price, zeroToOne == step.nextTickPrice < newSqrtPriceX96

package/build/dex/algebra/lib/AlgebraMath.js.map

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package/build/dex/algebra/lib/TickManager.d.ts

@@ -0,0 +1,4 @@
+import { IAlgebraPoolState } from '../types';
+export declare class TickManager {
+    static update(state: Pick<IAlgebraPoolState, 'ticks'>, tick: bigint, tickCurrent: bigint, liquidityDelta: bigint, secondsPerLiquidityCumulativeX128: bigint, tickCumulative: bigint, time: bigint, upper: boolean, maxLiquidity: bigint): boolean;
+}

package/build/dex/algebra/lib/TickManager.js

@@ -0,0 +1,60 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.TickManager = void 0;
+const LiquidityMath_1 = require("../../uniswap-v3/contract-math/LiquidityMath");
+const utils_1 = require("../../../utils");
+const constants_1 = require("../../uniswap-v3/constants");
+class TickManager {
+    static update(state, tick, tickCurrent, liquidityDelta, secondsPerLiquidityCumulativeX128, tickCumulative, time, upper, maxLiquidity) {
+        let info = state.ticks[Number(tick)];
+        if (info === undefined) {
+            info = { ...constants_1.ZERO_TICK_INFO };
+            state.ticks[Number(tick)] = info;
+        }
+        // uint128 liquidityTotalBefore = data.liquidityTotal;
+        // uint128 liquidityTotalAfter = LiquidityMath.addDelta(liquidityTotalBefore, liquidityDelta);
+        // require(liquidityTotalAfter < Constants.MAX_LIQUIDITY_PER_TICK + 1, 'LO');
+        const liquidityGrossBefore = info.liquidityGross;
+        const liquidityGrossAfter = LiquidityMath_1.LiquidityMath.addDelta(liquidityGrossBefore, liquidityDelta);
+        (0, utils_1._require)(liquidityGrossAfter <= maxLiquidity, 'LO', { liquidityGrossAfter, maxLiquidity }, 'liquidityGrossAfter <= maxLiquidity');
+        // int128 liquidityDeltaBefore = data.liquidityDelta;
+        const liquidityNetBefore = info.liquidityNet;
+        // // when the lower (upper) tick is crossed left to right (right to left), liquidity must be added (removed)
+        // data.liquidityDelta = upper
+        //   ? int256(liquidityDeltaBefore).sub(liquidityDelta).toInt128()
+        //   : int256(liquidityDeltaBefore).add(liquidityDelta).toInt128();
+        //
+        // data.liquidityTotal = liquidityTotalAfter;
+        info.liquidityNet = upper
+            ? BigInt.asIntN(128, BigInt.asIntN(256, liquidityNetBefore) - liquidityDelta)
+            : BigInt.asIntN(128, BigInt.asIntN(256, liquidityNetBefore) + liquidityDelta);
+        // flipped = (liquidityTotalAfter == 0);
+        // if (liquidityTotalBefore == 0) {
+        //   flipped = !flipped;
+        //   // by convention, we assume that all growth before a tick was initialized happened _below_ the tick
+        //   if (tick <= currentTick) {
+        //     data.outerFeeGrowth0Token = totalFeeGrowth0Token;
+        //     data.outerFeeGrowth1Token = totalFeeGrowth1Token;
+        //     data.outerSecondsPerLiquidity = secondsPerLiquidityCumulative;
+        //     data.outerTickCumulative = tickCumulative;
+        //     data.outerSecondsSpent = time;
+        //   }
+        //   data.initialized = true;
+        // }
+        let flipped = liquidityGrossAfter === 0n;
+        if (liquidityGrossBefore === 0n) {
+            flipped = !flipped;
+            if (tick <= tickCurrent) {
+                info.secondsPerLiquidityOutsideX128 = secondsPerLiquidityCumulativeX128;
+                info.tickCumulativeOutside = tickCumulative;
+                info.secondsOutside = time;
+            }
+            info.initialized = true;
+        }
+        // data.liquidityTotal = liquidityTotalAfter;
+        info.liquidityGross = liquidityGrossAfter;
+        return flipped;
+    }
+}
+exports.TickManager = TickManager;
+//# sourceMappingURL=TickManager.js.map

package/build/dex/algebra/lib/TickManager.js.map

@@ -0,0 +1 @@
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package/build/dex/algebra/lib/TickTable.d.ts

@@ -0,0 +1,10 @@
+import { IAlgebraPoolState } from '../types';
+import { DeepReadonly } from 'ts-essentials';
+export declare class TickTable {
+    static position(tick: bigint): bigint[];
+    static toggleTick(state: Pick<IAlgebraPoolState, 'startTickBitmap' | 'tickBitmap'>, tick: bigint): void;
+    static nextInitializedTickWithinOneWord(state: DeepReadonly<Pick<IAlgebraPoolState, 'startTickBitmap' | 'tickBitmap'>>, tick: bigint, lte: boolean, isPriceQuery: boolean): [bigint, boolean];
+    static getSingleSignificantBit(word: bigint): bigint;
+    static getMostSignificantBit(word: bigint): bigint;
+    static boundTick(tick: bigint): bigint;
+}

package/build/dex/algebra/lib/TickTable.js

@@ -0,0 +1,136 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.TickTable = void 0;
+const utils_1 = require("../../../utils");
+const constants_1 = require("../../uniswap-v3/constants");
+const TickMath_1 = require("../../uniswap-v3/contract-math/TickMath");
+const iszero = (x) => (x === 0n ? 1n : 0n);
+function isWordPosOut(wordPos, startTickBitmap, 
+// For pricing we use wider range to check price impact. If function called from event
+// it must always be within buffer
+isPriceQuery) {
+    let lowerTickBitmapLimit;
+    let upperTickBitmapLimit;
+    if (isPriceQuery) {
+        lowerTickBitmapLimit =
+            startTickBitmap - (constants_1.TICK_BITMAP_BUFFER + constants_1.TICK_BITMAP_TO_USE);
+        upperTickBitmapLimit =
+            startTickBitmap + (constants_1.TICK_BITMAP_BUFFER + constants_1.TICK_BITMAP_TO_USE);
+    }
+    else {
+        lowerTickBitmapLimit = startTickBitmap - constants_1.TICK_BITMAP_BUFFER;
+        upperTickBitmapLimit = startTickBitmap + constants_1.TICK_BITMAP_BUFFER;
+    }
+    (0, utils_1._require)(wordPos >= lowerTickBitmapLimit && wordPos <= upperTickBitmapLimit, `wordPos is out of safe state tickBitmap request range: ${constants_1.OUT_OF_RANGE_ERROR_POSTFIX}`, { wordPos }, `wordPos >= LOWER_TICK_REQUEST_LIMIT && wordPos <= UPPER_TICK_REQUEST_LIMIT`);
+}
+class TickTable {
+    static position(tick) {
+        return [
+            // wordPos
+            BigInt.asIntN(16, tick >> 8n),
+            // bitPos
+            BigInt.asUintN(8, tick & BigInt(0xff)),
+        ];
+    }
+    static toggleTick(state, tick) {
+        const [rowNumber, bitNumber] = TickTable.position(tick);
+        const mask = 1n << bitNumber;
+        // toggleTick is used only in _updatePosition which is always state changing event
+        // Therefore it is never used in price query
+        isWordPosOut(rowNumber, state.startTickBitmap, false);
+        const stringWordPos = rowNumber.toString();
+        if (state.tickBitmap[stringWordPos] === undefined) {
+            state.tickBitmap[stringWordPos] = 0n;
+        }
+        state.tickBitmap[stringWordPos] ^= mask;
+        if (state.tickBitmap[stringWordPos] === 0n) {
+            delete state.tickBitmap[stringWordPos];
+        }
+    }
+    static nextInitializedTickWithinOneWord(state, tick, lte, isPriceQuery) {
+        const [rowNumber, bitNumber] = TickTable.position(tick);
+        isWordPosOut(rowNumber, state.startTickBitmap, isPriceQuery);
+        let tickBitmapValue = state.tickBitmap[rowNumber.toString()];
+        tickBitmapValue = tickBitmapValue === undefined ? 0n : tickBitmapValue;
+        if (lte) {
+            const _row = tickBitmapValue << (255n - bitNumber);
+            if (_row != 0n) {
+                tick -= BigInt.asIntN(24, 255n - TickTable.getMostSignificantBit(_row));
+                return [TickTable.boundTick(tick), true];
+            }
+            else {
+                tick -= BigInt.asIntN(24, bitNumber);
+                return [TickTable.boundTick(tick), false];
+            }
+        }
+        else {
+            tick += 1n;
+            const _row = tickBitmapValue >> bitNumber;
+            if (_row !== 0n) {
+                tick += BigInt.asIntN(24, TickTable.getSingleSignificantBit(-_row & _row));
+                return [TickTable.boundTick(tick), true];
+            }
+            else {
+                tick += BigInt.asIntN(24, 255n - bitNumber);
+                return [TickTable.boundTick(tick), false];
+            }
+        }
+    }
+    static getSingleSignificantBit(word) {
+        let singleBitPos = 0n;
+        singleBitPos = iszero(word &&
+            BigInt('0x5555555555555555555555555555555555555555555555555555555555555555'));
+        singleBitPos =
+            singleBitPos ||
+                iszero(word &&
+                    BigInt('0x00000000000000000000000000000000ffffffffffffffffffffffffffffffff')) << 7n;
+        singleBitPos =
+            singleBitPos ||
+                iszero(word &&
+                    BigInt('0x0000000000000000ffffffffffffffff0000000000000000ffffffffffffffff')) << 6n;
+        singleBitPos =
+            singleBitPos ||
+                iszero(word &&
+                    BigInt('0x00000000ffffffff00000000ffffffff00000000ffffffff00000000ffffffff')) << 5n;
+        singleBitPos =
+            singleBitPos ||
+                iszero(word &&
+                    BigInt('0x0000ffff0000ffff0000ffff0000ffff0000ffff0000ffff0000ffff0000ffff')) << 4n;
+        singleBitPos =
+            singleBitPos ||
+                iszero(word &&
+                    BigInt('0x00ff00ff00ff00ff00ff00ff00ff00ff00ff00ff00ff00ff00ff00ff00ff00ff')) << 3n;
+        singleBitPos =
+            singleBitPos ||
+                iszero(word &&
+                    BigInt('0x0f0f0f0f0f0f0f0f0f0f0f0f0f0f0f0f0f0f0f0f0f0f0f0f0f0f0f0f0f0f0f0f')) << 2n;
+        singleBitPos =
+            singleBitPos ||
+                iszero(word &&
+                    BigInt('0x3333333333333333333333333333333333333333333333333333333333333333')) << 1n;
+        return BigInt.asUintN(8, singleBitPos);
+    }
+    static getMostSignificantBit(word) {
+        word = word || word >> 1n;
+        word = word || word >> 2n;
+        word = word || word >> 4n;
+        word = word || word >> 8n;
+        word = word || word >> 16n;
+        word = word || word >> 32n;
+        word = word || word >> 64n;
+        word = (word - word) >> 1n;
+        return TickTable.getSingleSignificantBit(word);
+    }
+    static boundTick(tick) {
+        let boundedTick = tick;
+        if (boundedTick < TickMath_1.TickMath.MIN_TICK) {
+            boundedTick = TickMath_1.TickMath.MIN_TICK;
+        }
+        else if (boundedTick > TickMath_1.TickMath.MAX_TICK) {
+            boundedTick = TickMath_1.TickMath.MAX_TICK;
+        }
+        return boundedTick;
+    }
+}
+exports.TickTable = TickTable;
+//# sourceMappingURL=TickTable.js.map

package/build/dex/algebra/lib/TickTable.js.map

@@ -0,0 +1 @@
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package/build/dex/algebra/types.d.ts

@@ -64,6 +64,7 @@ export declare type DexParams = {
     initHash: string;
     version: 'v1.1' | 'v1.9';
 };
+export declare type IAlgebraPoolState = PoolStateV1_1 | PoolState_v1_9;
 export declare type TickBitMapMappingsWithBigNumber = {
     index: number;
     value: BigNumber;

package/build/dex/test-dex/config.d.ts

@@ -0,0 +1,4 @@
+import { DexParams } from './types';
+import { DexConfigMap, AdapterMappings } from '../../types';
+export declare const TestDexConfig: DexConfigMap<DexParams>;
+export declare const Adapters: Record<number, AdapterMappings>;

package/build/dex/test-dex/config.js

@@ -0,0 +1,15 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.Adapters = exports.TestDexConfig = void 0;
+const constants_1 = require("../../constants");
+exports.TestDexConfig = {
+    TestDex: {
+    // TODO: complete me!
+    },
+};
+exports.Adapters = {
+    // TODO: add adapters for each chain
+    // This is an example to copy
+    [constants_1.Network.MAINNET]: { [constants_1.SwapSide.SELL]: [{ name: '', index: 0 }] },
+};
+//# sourceMappingURL=config.js.map

package/build/dex/test-dex/config.js.map

@@ -0,0 +1 @@
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package/build/dex/test-dex/test-dex-pool.d.ts

@@ -0,0 +1,39 @@
+import { Interface } from '@ethersproject/abi';
+import { DeepReadonly } from 'ts-essentials';
+import { Log, Logger } from '../../types';
+import { StatefulEventSubscriber } from '../../stateful-event-subscriber';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import { PoolState } from './types';
+export declare class TestDexEventPool extends StatefulEventSubscriber<PoolState> {
+    protected parentName: string;
+    protected network: number;
+    protected dexHelper: IDexHelper;
+    protected testDexIface: Interface;
+    handlers: {
+        [event: string]: (event: any, state: DeepReadonly<PoolState>, log: Readonly<Log>) => DeepReadonly<PoolState> | null;
+    };
+    logDecoder: (log: Log) => any;
+    addressesSubscribed: string[];
+    constructor(parentName: string, network: number, dexHelper: IDexHelper, logger: Logger, testDexIface?: Interface);
+    /**
+     * The function is called every time any of the subscribed
+     * addresses release log. The function accepts the current
+     * state, updates the state according to the log, and returns
+     * the updated state.
+     * @param state - Current state of event subscriber
+     * @param log - Log released by one of the subscribed addresses
+     * @returns Updates state of the event subscriber after the log
+     */
+    protected processLog(state: DeepReadonly<PoolState>, log: Readonly<Log>): DeepReadonly<PoolState> | null;
+    /**
+     * The function generates state using on-chain calls. This
+     * function is called to regenerate state if the event based
+     * system fails to fetch events and the local state is no
+     * more correct.
+     * @param blockNumber - Blocknumber for which the state should
+     * should be generated
+     * @returns state of the event subscriber at blocknumber
+     */
+    generateState(blockNumber: number): Promise<DeepReadonly<PoolState>>;
+    handleMyEvent(event: any, state: DeepReadonly<PoolState>, log: Readonly<Log>): DeepReadonly<PoolState> | null;
+}