@paraswap/dex-lib 2.28.7 → 2.28.9-ramses-v2
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/.idea/aws.xml +17 -0
- package/.idea/codeStyles/Project.xml +19 -0
- package/.idea/codeStyles/codeStyleConfig.xml +5 -0
- package/.idea/misc.xml +6 -0
- package/.idea/modules.xml +8 -0
- package/.idea/paraswap-dex-lib.iml +9 -0
- package/.idea/vcs.xml +6 -0
- package/build/abi/RamsesV2StateMulticall.abi.json +891 -0
- package/build/abi/algebra/AlgebraPool.abi.json +727 -0
- package/build/abi/curve-v1/StableSwapFRXETH.json +889 -0
- package/build/abi/curve-v1/StableSwapWBETH.json +1223 -0
- package/build/abi/wBETH.json +1527 -0
- package/build/dex/algebra/algebra-pool.d.ts +46 -0
- package/build/dex/algebra/algebra-pool.js +336 -0
- package/build/dex/algebra/algebra-pool.js.map +1 -0
- package/build/dex/balancer-v2/balancer-v2.js +2 -0
- package/build/dex/balancer-v2/balancer-v2.js.map +1 -1
- package/build/dex/balancer-v2/optimizer.js +51 -38
- package/build/dex/balancer-v2/optimizer.js.map +1 -1
- package/build/dex/balancer-v2/types.d.ts +4 -0
- package/build/dex/balancer-v2/types.js.map +1 -1
- package/build/dex/curve-v1/pools/frxETHpool.d.ts +7 -0
- package/build/dex/curve-v1/pools/frxETHpool.js +27 -0
- package/build/dex/curve-v1/pools/frxETHpool.js.map +1 -0
- package/build/dex/curve-v1/pools/wbETHpool.d.ts +29 -0
- package/build/dex/curve-v1/pools/wbETHpool.js +408 -0
- package/build/dex/curve-v1/pools/wbETHpool.js.map +1 -0
- package/build/dex/curve-v1-factory/price-handlers/functions/calc_token_amount.js +26 -1
- package/build/dex/curve-v1-factory/price-handlers/functions/calc_token_amount.js.map +1 -1
- package/build/dex/index.js +2 -0
- package/build/dex/index.js.map +1 -1
- package/build/dex/pancakeswap-v3/types.d.ts +14 -0
- package/build/dex/{test-dex → pancakeswap-v3}/types.js.map +1 -1
- package/build/dex/{test-dex → ramses-v2}/config.d.ts +1 -1
- package/build/dex/ramses-v2/config.js +28 -0
- package/build/dex/ramses-v2/config.js.map +1 -0
- package/build/dex/ramses-v2/constants.d.ts +28 -0
- package/build/dex/ramses-v2/constants.js +35 -0
- package/build/dex/ramses-v2/constants.js.map +1 -0
- package/build/dex/ramses-v2/contract-math/BitMath.d.ts +4 -0
- package/build/dex/ramses-v2/contract-math/BitMath.js +93 -0
- package/build/dex/ramses-v2/contract-math/BitMath.js.map +1 -0
- package/build/dex/ramses-v2/contract-math/FixedPoint128.d.ts +3 -0
- package/build/dex/ramses-v2/contract-math/FixedPoint128.js +8 -0
- package/build/dex/ramses-v2/contract-math/FixedPoint128.js.map +1 -0
- package/build/dex/ramses-v2/contract-math/FixedPoint96.d.ts +4 -0
- package/build/dex/ramses-v2/contract-math/FixedPoint96.js +9 -0
- package/build/dex/ramses-v2/contract-math/FixedPoint96.js.map +1 -0
- package/build/dex/ramses-v2/contract-math/FullMath.d.ts +4 -0
- package/build/dex/ramses-v2/contract-math/FullMath.js +19 -0
- package/build/dex/ramses-v2/contract-math/FullMath.js.map +1 -0
- package/build/dex/ramses-v2/contract-math/LiquidityMath.d.ts +3 -0
- package/build/dex/ramses-v2/contract-math/LiquidityMath.js +22 -0
- package/build/dex/ramses-v2/contract-math/LiquidityMath.js.map +1 -0
- package/build/dex/ramses-v2/contract-math/Oracle.d.ts +10 -0
- package/build/dex/ramses-v2/contract-math/Oracle.js +133 -0
- package/build/dex/ramses-v2/contract-math/Oracle.js.map +1 -0
- package/build/dex/ramses-v2/contract-math/SqrtPriceMath.d.ts +10 -0
- package/build/dex/ramses-v2/contract-math/SqrtPriceMath.js +91 -0
- package/build/dex/ramses-v2/contract-math/SqrtPriceMath.js.map +1 -0
- package/build/dex/ramses-v2/contract-math/SwapMath.d.ts +8 -0
- package/build/dex/ramses-v2/contract-math/SwapMath.js +70 -0
- package/build/dex/ramses-v2/contract-math/SwapMath.js.map +1 -0
- package/build/dex/ramses-v2/contract-math/Tick.d.ts +7 -0
- package/build/dex/ramses-v2/contract-math/Tick.js +45 -0
- package/build/dex/ramses-v2/contract-math/Tick.js.map +1 -0
- package/build/dex/ramses-v2/contract-math/TickBitMap.d.ts +8 -0
- package/build/dex/ramses-v2/contract-math/TickBitMap.js +87 -0
- package/build/dex/ramses-v2/contract-math/TickBitMap.js.map +1 -0
- package/build/dex/ramses-v2/contract-math/TickMath.d.ts +8 -0
- package/build/dex/ramses-v2/contract-math/TickMath.js +162 -0
- package/build/dex/ramses-v2/contract-math/TickMath.js.map +1 -0
- package/build/dex/ramses-v2/contract-math/UnsafeMath.d.ts +3 -0
- package/build/dex/ramses-v2/contract-math/UnsafeMath.js +10 -0
- package/build/dex/ramses-v2/contract-math/UnsafeMath.js.map +1 -0
- package/build/dex/ramses-v2/contract-math/uniswap-v3-math.d.ts +18 -0
- package/build/dex/ramses-v2/contract-math/uniswap-v3-math.js +392 -0
- package/build/dex/ramses-v2/contract-math/uniswap-v3-math.js.map +1 -0
- package/build/dex/ramses-v2/contract-math/utils.d.ts +3 -0
- package/build/dex/ramses-v2/contract-math/utils.js +16 -0
- package/build/dex/ramses-v2/contract-math/utils.js.map +1 -0
- package/build/dex/ramses-v2/ramses-v2-pool.d.ts +44 -0
- package/build/dex/ramses-v2/ramses-v2-pool.js +327 -0
- package/build/dex/ramses-v2/ramses-v2-pool.js.map +1 -0
- package/build/dex/ramses-v2/ramses-v2.d.ts +61 -0
- package/build/dex/ramses-v2/ramses-v2.js +690 -0
- package/build/dex/ramses-v2/ramses-v2.js.map +1 -0
- package/build/dex/ramses-v2/types.d.ts +154 -0
- package/build/dex/ramses-v2/types.js +9 -0
- package/build/dex/ramses-v2/types.js.map +1 -0
- package/build/dex/ramses-v2/utils.d.ts +6 -0
- package/build/dex/ramses-v2/utils.js +71 -0
- package/build/dex/ramses-v2/utils.js.map +1 -0
- package/build/dex/solidly/forks-override/ramses.d.ts +8 -0
- package/build/dex/solidly/forks-override/ramses.js +15 -0
- package/build/dex/solidly/forks-override/ramses.js.map +1 -0
- package/build/dex/uniswap-v3/uniswap-v3.js +1 -1
- package/build/dex/uniswap-v3/uniswap-v3.js.map +1 -1
- package/build/lib/multi-wrapper.js +5 -3
- package/build/lib/multi-wrapper.js.map +1 -1
- package/package.json +1 -1
- package/src/abi/RamsesV2Pool.abi.json +1554 -0
- package/src/abi/RamsesV2StateMulticall.abi.json +891 -0
- package/src/dex/balancer-v2/balancer-v2.ts +2 -0
- package/src/dex/balancer-v2/optimizer.ts +62 -49
- package/src/dex/balancer-v2/types.ts +4 -0
- package/src/dex/curve-v1-factory/price-handlers/functions/calc_token_amount.ts +33 -1
- package/src/dex/index.ts +2 -0
- package/src/dex/ramses-v2/config.ts +31 -0
- package/src/dex/ramses-v2/constants.ts +41 -0
- package/src/dex/ramses-v2/contract-math/BitMath.ts +90 -0
- package/src/dex/ramses-v2/contract-math/FixedPoint128.ts +3 -0
- package/src/dex/ramses-v2/contract-math/FixedPoint96.ts +4 -0
- package/src/dex/ramses-v2/contract-math/FullMath.ts +30 -0
- package/src/dex/ramses-v2/contract-math/LiquidityMath.ts +17 -0
- package/src/dex/ramses-v2/contract-math/Oracle.ts +226 -0
- package/src/dex/ramses-v2/contract-math/SqrtPriceMath.ts +226 -0
- package/src/dex/ramses-v2/contract-math/SwapMath.ts +139 -0
- package/src/dex/ramses-v2/contract-math/Tick.ts +82 -0
- package/src/dex/ramses-v2/contract-math/TickBitMap.ts +128 -0
- package/src/dex/ramses-v2/contract-math/TickMath.ts +211 -0
- package/src/dex/ramses-v2/contract-math/UnsafeMath.ts +5 -0
- package/src/dex/ramses-v2/contract-math/uniswap-v3-math.ts +666 -0
- package/src/dex/ramses-v2/contract-math/utils.ts +11 -0
- package/src/dex/ramses-v2/ramses-v2-e2e.test.ts +100 -0
- package/src/dex/ramses-v2/ramses-v2-events.test.ts +182 -0
- package/src/dex/ramses-v2/ramses-v2-integration.test.ts +462 -0
- package/src/dex/ramses-v2/ramses-v2-pool.ts +546 -0
- package/src/dex/ramses-v2/ramses-v2.ts +1136 -0
- package/src/dex/ramses-v2/types.ts +177 -0
- package/src/dex/ramses-v2/utils.ts +90 -0
- package/src/dex/uniswap-v3/uniswap-v3-integration.test.ts +26 -3
- package/src/dex/uniswap-v3/uniswap-v3.ts +1 -1
- package/src/lib/multi-wrapper.ts +4 -4
- package/tests/constants-e2e.ts +1 -5
- package/tests/utils-e2e.ts +1 -0
- package/build/dex/test-dex/config.js +0 -15
- package/build/dex/test-dex/config.js.map +0 -1
- package/build/dex/test-dex/test-dex-pool.d.ts +0 -39
- package/build/dex/test-dex/test-dex-pool.js +0 -63
- package/build/dex/test-dex/test-dex-pool.js.map +0 -1
- package/build/dex/test-dex/test-dex.d.ts +0 -37
- package/build/dex/test-dex/test-dex.js +0 -126
- package/build/dex/test-dex/test-dex.js.map +0 -1
- package/build/dex/test-dex/types.d.ts +0 -6
- package/build/dex/woo-fi-v2/woo-fi-math.d.ts +0 -16
- package/build/dex/woo-fi-v2/woo-fi-math.js +0 -137
- package/build/dex/woo-fi-v2/woo-fi-math.js.map +0 -1
- /package/build/dex/{test-dex → pancakeswap-v3}/types.js +0 -0
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.balancerV2Merge = void 0;
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const lodash_1 = __importDefault(require("lodash"));
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const constants_1 = require("../../constants");
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const config_1 = require("./config");
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const MAX_UINT256 = '115792089237316195423570985008687907853269984665640564039457584007913129639935';
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const AllBalancerV2Forks = Object.keys(config_1.BalancerConfig);
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function balancerV2Merge(or) {
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let
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const balancerForksList = Object.keys(config_1.BalancerConfig).map(b => b.toLowerCase());
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const fixSwap = (rawRate, side) => {
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let lastExchange = false;
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let optimizedRate = new Array();
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rawRate.forEach((s) => {
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}
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s.swapExchanges[0].data.tokenIn.toLowerCase()) {
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lastExchangeSwap.srcAmount = (BigInt(lastExchangeSwap.srcAmount) + BigInt(currentSwap.srcAmount)).toString();
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lastExchangeSwap.destAmount = (BigInt(lastExchangeSwap.destAmount) + BigInt(currentSwap.destAmount)).toString();
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poolId: currentSwap.data.poolId,
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amount: side === constants_1.SwapSide.SELL
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? currentSwap.srcAmount
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: currentSwap.destAmount,
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tokenIn: currentSwap.data.tokenIn,
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lastExchange = lodash_1.default.cloneDeep(s);
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lastExchange.swapExchanges[0].data = {};
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{
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poolId: s.swapExchanges[0].data.poolId,
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amount: side === constants_1.SwapSide.SELL
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? s.swapExchanges[0].srcAmount
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tokenIn: s.swapExchanges[0].data.tokenIn,
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tokenOut: s.swapExchanges[0].data.tokenOut,
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},
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];
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optimizedRate.push(lastExchange);
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return optimizedRate;
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swaps: fixSwap(r.swaps, or.side),
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}));
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}
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{"version":3,"file":"optimizer.js","sourceRoot":"","sources":["../../../src/dex/balancer-v2/optimizer.ts"],"names":[],"mappings":"
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{"version":3,"file":"optimizer.js","sourceRoot":"","sources":["../../../src/dex/balancer-v2/optimizer.ts"],"names":[],"mappings":";;;;;;AAAA,oDAAuB;AAEvB,+CAA2C;AAC3C,qCAA0C;AAG1C,SAAgB,eAAe,CAAC,EAAmB;IACjD,MAAM,iBAAiB,GAAG,MAAM,CAAC,IAAI,CAAC,uBAAc,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAC5D,CAAC,CAAC,WAAW,EAAE,CAChB,CAAC;IACF,MAAM,OAAO,GAAG,CAAC,OAAsB,EAAE,IAAc,EAAiB,EAAE;QACxE,IAAI,YAAY,GAAwB,KAAK,CAAC;QAC9C,IAAI,aAAa,GAAG,IAAI,KAAK,EAAe,CAAC;QAC7C,OAAO,CAAC,OAAO,CAAC,CAAC,CAAc,EAAE,EAAE;YACjC,IACE,CAAC,CAAC,aAAa,CAAC,MAAM,KAAK,CAAC;gBAC5B,CAAC,iBAAiB,CAAC,QAAQ,CAAC,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC,EACtE;gBACA,YAAY,GAAG,KAAK,CAAC;gBACrB,aAAa,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;aACvB;iBAAM,IACL,YAAY;gBACZ,YAAY,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,WAAW,EAAE;oBAClD,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,WAAW,EAAE;gBAC3C,gBAAC,CAAC,IAAI,CACG,YAAY,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAC/C,CAAC,QAAQ,CAAC,WAAW,EAAE;oBACvB,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC,WAAW,EAAE,EAC/C;gBACA,MAAM,CAAC,gBAAgB,CAAC,GAAG,YAAY,CAAC,aAAa,CAAC;gBACtD,MAAM,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC,aAAa,CAAC;gBACtC,gBAAgB,CAAC,SAAS,GAAG,CAC3B,MAAM,CAAC,gBAAgB,CAAC,SAAS,CAAC,GAAG,MAAM,CAAC,WAAW,CAAC,SAAS,CAAC,CACnE,CAAC,QAAQ,EAAE,CAAC;gBAEb,gBAAgB,CAAC,UAAU,GAAG,CAC5B,MAAM,CAAC,gBAAgB,CAAC,UAAU,CAAC,GAAG,MAAM,CAAC,WAAW,CAAC,UAAU,CAAC,CACrE,CAAC,QAAQ,EAAE,CAAC;gBAEb,gBAAgB,CAAC,OAAO,IAAI,WAAW,CAAC,OAAO,CAAC;gBAChD,gBAAgB,CAAC,IAAI,CAAC,MAAM,GAAG,CAC7B,UAAU,CAAC,gBAAgB,CAAC,IAAI,CAAC,MAAM,CAAC;oBACxC,UAAU,CAAC,WAAW,CAAC,IAAI,CAAC,MAAM,CAAC,CACpC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAEb,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC;oBAC/B,MAAM,EAAE,WAAW,CAAC,IAAI,CAAC,MAAM;oBAC/B,MAAM,EACJ,IAAI,KAAK,oBAAQ,CAAC,IAAI;wBACpB,CAAC,CAAC,WAAW,CAAC,SAAS;wBACvB,CAAC,CAAC,WAAW,CAAC,UAAU;oBAC5B,OAAO,EAAE,WAAW,CAAC,IAAI,CAAC,OAAO;oBACjC,QAAQ,EAAE,WAAW,CAAC,IAAI,CAAC,QAAQ;iBACpC,CAAC,CAAC;gBACH,gBAAgB,CAAC,aAAc,CAAC,IAAI,CAAC,WAAW,CAAC,aAAc,CAAC,CAAC,CAAC,CAAC,CAAC;aACrE;iBAAM;gBACL,YAAY,GAAG,gBAAC,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC;gBAC9B,YAAY,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,IAAI,GAAG,EAAE,CAAC;gBACxC,YAAY,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,MAAM;oBACvC,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,MAAM,CAAC;gBACjC,YAAY,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,GAAG;oBACzC;wBACE,MAAM,EAAE,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,MAAM;wBACtC,MAAM,EACJ,IAAI,KAAK,oBAAQ,CAAC,IAAI;4BACpB,CAAC,CAAC,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,SAAS;4BAC9B,CAAC,CAAC,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,UAAU;wBACnC,OAAO,EAAE,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,OAAO;wBACxC,QAAQ,EAAE,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,QAAQ;qBAC3C;iBACF,CAAC;gBACF,aAAa,CAAC,IAAI,CAAC,YAAY,CAAC,CAAC;aAClC;QACH,CAAC,CAAC,CAAC;QACH,OAAO,aAAa,CAAC;IACvB,CAAC,CAAC;IAEF,EAAE,CAAC,SAAS,GAAG,EAAE,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC;QACpC,GAAG,CAAC;QACJ,KAAK,EAAE,OAAO,CAAC,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,IAAI,CAAC;KACjC,CAAC,CAAC,CAAC;IACJ,OAAO,EAAE,CAAC;AACZ,CAAC;AA5ED,0CA4EC"}
|
|
@@ -70,6 +70,8 @@ export interface SubgraphPoolBase {
|
|
|
70
70
|
export declare type BalancerSwapV2 = {
|
|
71
71
|
poolId: string;
|
|
72
72
|
amount: string;
|
|
73
|
+
tokenIn: string;
|
|
74
|
+
tokenOut: string;
|
|
73
75
|
};
|
|
74
76
|
export declare type OptimizedBalancerV2Data = {
|
|
75
77
|
swaps: BalancerSwapV2[];
|
|
@@ -119,6 +121,8 @@ export declare type BalancerV2DirectParam = [
|
|
|
119
121
|
];
|
|
120
122
|
export declare type BalancerV2Data = {
|
|
121
123
|
poolId: string;
|
|
124
|
+
tokenIn: string;
|
|
125
|
+
tokenOut: string;
|
|
122
126
|
};
|
|
123
127
|
export declare type DexParams = {
|
|
124
128
|
subgraphURL: string;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../src/dex/balancer-v2/types.ts"],"names":[],"mappings":";;;AAGA,mEAAmE;AACnE,IAAY,iBAkBX;AAlBD,WAAY,iBAAiB;IAC3B,0CAAqB,CAAA;IACrB,sCAAiB,CAAA;IACjB,8CAAyB,CAAA;IACzB,sEAAiD,CAAA;IACjD,8CAAyB,CAAA;IACzB,oDAA+B,CAAA;IAC/B,0DAAqC,CAAA;IACrC,sCAAiB,CAAA;IACjB,8CAAyB,CAAA;IACzB,oDAA+B,CAAA;IAC/B,gDAA2B,CAAA;IAC3B,oDAA+B,CAAA;IAC/B,gDAA2B,CAAA;IAC3B,kDAA6B,CAAA;IAC7B,8CAAyB,CAAA;IACzB,8CAAyB,CAAA;IACzB,gDAA2B,CAAA;AAC7B,CAAC,EAlBW,iBAAiB,GAAjB,yBAAiB,KAAjB,yBAAiB,QAkB5B;
|
|
1
|
+
{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../src/dex/balancer-v2/types.ts"],"names":[],"mappings":";;;AAGA,mEAAmE;AACnE,IAAY,iBAkBX;AAlBD,WAAY,iBAAiB;IAC3B,0CAAqB,CAAA;IACrB,sCAAiB,CAAA;IACjB,8CAAyB,CAAA;IACzB,sEAAiD,CAAA;IACjD,8CAAyB,CAAA;IACzB,oDAA+B,CAAA;IAC/B,0DAAqC,CAAA;IACrC,sCAAiB,CAAA;IACjB,8CAAyB,CAAA;IACzB,oDAA+B,CAAA;IAC/B,gDAA2B,CAAA;IAC3B,oDAA+B,CAAA;IAC/B,gDAA2B,CAAA;IAC3B,kDAA6B,CAAA;IAC7B,8CAAyB,CAAA;IACzB,8CAAyB,CAAA;IACzB,gDAA2B,CAAA;AAC7B,CAAC,EAlBW,iBAAiB,GAAjB,yBAAiB,KAAjB,yBAAiB,QAkB5B;AAuFD,IAAY,SAGX;AAHD,WAAY,SAAS;IACnB,uDAAW,CAAA;IACX,yDAAY,CAAA;AACd,CAAC,EAHW,SAAS,GAAT,iBAAS,KAAT,iBAAS,QAGpB"}
|
|
@@ -0,0 +1,7 @@
|
|
|
1
|
+
import { Address } from '../../../types';
|
|
2
|
+
import { IDexHelper } from '../../../dex-helper';
|
|
3
|
+
import { ThreePool } from './3pool';
|
|
4
|
+
export declare const address: Address;
|
|
5
|
+
export declare class FRXETHPool extends ThreePool {
|
|
6
|
+
constructor(parentName: string, dexHelper: IDexHelper);
|
|
7
|
+
}
|
|
@@ -0,0 +1,27 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
3
|
+
return (mod && mod.__esModule) ? mod : { "default": mod };
|
|
4
|
+
};
|
|
5
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
|
+
exports.FRXETHPool = exports.address = void 0;
|
|
7
|
+
const utils_1 = require("../../../utils");
|
|
8
|
+
const StableSwapFRXETH_json_1 = __importDefault(require("../../../abi/curve-v1/StableSwapFRXETH.json"));
|
|
9
|
+
const _3pool_1 = require("./3pool");
|
|
10
|
+
const pool = 'frxETH';
|
|
11
|
+
exports.address = '0xa1f8a6807c402e4a15ef4eba36528a3fed24e577'.toLowerCase();
|
|
12
|
+
const tokenAddress = '0xf43211935c781d5ca1a41d2041f397b8a7366c7a';
|
|
13
|
+
const N_COINS = 2;
|
|
14
|
+
const PRECISION_MUL = ['1', '1'].map(utils_1.bigNumberify);
|
|
15
|
+
const USE_LENDING = [false, false];
|
|
16
|
+
const COINS = [
|
|
17
|
+
'0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE',
|
|
18
|
+
'0x5e8422345238f34275888049021821e8e08caa1f',
|
|
19
|
+
];
|
|
20
|
+
const trackCoins = true;
|
|
21
|
+
class FRXETHPool extends _3pool_1.ThreePool {
|
|
22
|
+
constructor(parentName, dexHelper) {
|
|
23
|
+
super(parentName, dexHelper, pool, exports.address, tokenAddress, trackCoins, StableSwapFRXETH_json_1.default, N_COINS, PRECISION_MUL, USE_LENDING, COINS, 'FRXETHPool');
|
|
24
|
+
}
|
|
25
|
+
}
|
|
26
|
+
exports.FRXETHPool = FRXETHPool;
|
|
27
|
+
//# sourceMappingURL=frxETHpool.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"frxETHpool.js","sourceRoot":"","sources":["../../../../src/dex/curve-v1/pools/frxETHpool.ts"],"names":[],"mappings":";;;;;;AAEA,0CAA8C;AAC9C,wGAA2E;AAC3E,oCAAoC;AAEpC,MAAM,IAAI,GAAG,QAAQ,CAAC;AACT,QAAA,OAAO,GAClB,4CAA4C,CAAC,WAAW,EAAE,CAAC;AAC7D,MAAM,YAAY,GAAY,4CAA4C,CAAC;AAC3E,MAAM,OAAO,GAAW,CAAC,CAAC;AAC1B,MAAM,aAAa,GAAG,CAAC,GAAG,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,oBAAY,CAAC,CAAC;AACnD,MAAM,WAAW,GAAG,CAAC,KAAK,EAAE,KAAK,CAAC,CAAC;AACnC,MAAM,KAAK,GAAG;IACZ,4CAA4C;IAC5C,4CAA4C;CAC7C,CAAC;AACF,MAAM,UAAU,GAAG,IAAI,CAAC;AAExB,MAAa,UAAW,SAAQ,kBAAS;IACvC,YAAY,UAAkB,EAAE,SAAqB;QACnD,KAAK,CACH,UAAU,EACV,SAAS,EACT,IAAI,EACJ,eAAO,EACP,YAAY,EACZ,UAAU,EACV,+BAAgB,EAChB,OAAO,EACP,aAAa,EACb,WAAW,EACX,KAAK,EACL,YAAY,CACb,CAAC;IACJ,CAAC;CACF;AAjBD,gCAiBC"}
|
|
@@ -0,0 +1,29 @@
|
|
|
1
|
+
import { Address, Log } from '../../../types';
|
|
2
|
+
import { IDexHelper } from '../../../dex-helper';
|
|
3
|
+
import BigNumber from 'bignumber.js';
|
|
4
|
+
import { CurvePool, PoolState } from './curve-pool';
|
|
5
|
+
import { DeepReadonly } from 'ts-essentials';
|
|
6
|
+
export declare const address: Address;
|
|
7
|
+
export declare class WBETHPool extends CurvePool {
|
|
8
|
+
isAdminBalancesSupported: boolean;
|
|
9
|
+
lastTransferredCoin?: Address;
|
|
10
|
+
constructor(parentName: string, dexHelper: IDexHelper, _pool?: string, _address?: string, _tokenAddress?: string, _trackCoins?: boolean, _abi?: any, _N_COINS?: number, _PRECISION_MUL?: BigNumber[], _USE_LENDING?: boolean[], _COINS?: string[], prefix?: string);
|
|
11
|
+
processLog(state: DeepReadonly<PoolState>, log: Readonly<Log>): DeepReadonly<PoolState> | null;
|
|
12
|
+
handleExchangeRateUpdated(event: any, state: PoolState): PoolState;
|
|
13
|
+
handleCoinTransfer(event: any, state: PoolState, log: Log): PoolState;
|
|
14
|
+
handleRemoveLiquidityOne(event: any, state: PoolState, log: Log): PoolState;
|
|
15
|
+
handleNewFee(event: any, state: PoolState, log: Log): PoolState;
|
|
16
|
+
handleRemoveLiquidity(event: any, state: PoolState, log: Log): PoolState;
|
|
17
|
+
handleRemoveLiquidityImbalances(event: any, state: PoolState, log: Log): PoolState;
|
|
18
|
+
handleAddLiquidity(event: any, state: PoolState, log: Log): PoolState;
|
|
19
|
+
exchange(i: number, j: number, dx: BigNumber, state: PoolState): BigNumber;
|
|
20
|
+
private _balances;
|
|
21
|
+
get_dy(i: number, j: number, dx: BigNumber, state: Readonly<PoolState>): BigNumber;
|
|
22
|
+
_get_dy(i: number, j: number, dx: BigNumber, A: BigNumber, fee: BigNumber, balances: BigNumber[], rates: BigNumber[], usefee?: boolean): BigNumber;
|
|
23
|
+
protected _xp_mem(_rates: BigNumber[], _balances: BigNumber[]): BigNumber[];
|
|
24
|
+
_get_y(i: number, j: number, x: BigNumber, xp: BigNumber[], A: BigNumber): BigNumber;
|
|
25
|
+
remove_liquidity_one_coin(token_amount: BigNumber, token_supply: BigNumber, i: number, state: PoolState): BigNumber;
|
|
26
|
+
private _calc_withdraw_one_coin;
|
|
27
|
+
private get_y_D;
|
|
28
|
+
_get_D(xp: BigNumber[], amp: BigNumber): BigNumber;
|
|
29
|
+
}
|
|
@@ -0,0 +1,408 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
3
|
+
return (mod && mod.__esModule) ? mod : { "default": mod };
|
|
4
|
+
};
|
|
5
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
|
+
exports.WBETHPool = exports.address = void 0;
|
|
7
|
+
const utils_1 = require("../../../utils");
|
|
8
|
+
const StableSwapWBETH_json_1 = __importDefault(require("../../../abi/curve-v1/StableSwapWBETH.json"));
|
|
9
|
+
const wBETH_json_1 = __importDefault(require("../../../abi/wBETH.json"));
|
|
10
|
+
const bignumber_constants_1 = require("../../../bignumber-constants");
|
|
11
|
+
const lodash_1 = __importDefault(require("lodash"));
|
|
12
|
+
const curve_pool_1 = require("./curve-pool");
|
|
13
|
+
const abi_1 = require("@ethersproject/abi");
|
|
14
|
+
const wBETHInterface = new abi_1.Interface(wBETH_json_1.default);
|
|
15
|
+
const pool = 'wbETH';
|
|
16
|
+
exports.address = '0xbfab6fa95e0091ed66058ad493189d2cb29385e6'.toLowerCase();
|
|
17
|
+
const tokenAddress = '0xbfab6fa95e0091ed66058ad493189d2cb29385e6';
|
|
18
|
+
const N_COINS = 2;
|
|
19
|
+
const PRECISION_MUL = ['1', '1'].map(utils_1.bigNumberify);
|
|
20
|
+
const A_PRECISION = (0, utils_1.bigNumberify)(100);
|
|
21
|
+
const USE_LENDING = [false, false];
|
|
22
|
+
const ADMIN_FEE = (0, utils_1.bigNumberify)(5000000000);
|
|
23
|
+
const COINS = [
|
|
24
|
+
'0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE',
|
|
25
|
+
'0xa2e3356610840701bdf5611a53974510ae27e2e1',
|
|
26
|
+
];
|
|
27
|
+
const trackCoins = true;
|
|
28
|
+
class WBETHPool extends curve_pool_1.CurvePool {
|
|
29
|
+
constructor(parentName, dexHelper, _pool = pool, _address = exports.address, _tokenAddress = tokenAddress, _trackCoins = trackCoins, _abi = StableSwapWBETH_json_1.default, _N_COINS = N_COINS, _PRECISION_MUL = PRECISION_MUL, _USE_LENDING = USE_LENDING, _COINS = COINS, prefix = 'WBETHPool') {
|
|
30
|
+
super(parentName, dexHelper, dexHelper.getLogger(prefix), _pool, _address, _tokenAddress, _trackCoins, _abi, _N_COINS, _PRECISION_MUL, _USE_LENDING, _COINS);
|
|
31
|
+
this.isAdminBalancesSupported = true;
|
|
32
|
+
this.decoder = (log) => {
|
|
33
|
+
if (this.trackCoins &&
|
|
34
|
+
lodash_1.default.findIndex(this.COINS, c => c.toLowerCase() === log.address.toLowerCase()) != -1)
|
|
35
|
+
return wBETHInterface.parseLog(log);
|
|
36
|
+
return this.poolIface.parseLog(log);
|
|
37
|
+
};
|
|
38
|
+
// Add pool specific handlers or overloaded handlers
|
|
39
|
+
this.handlers['RemoveLiquidityOne'] =
|
|
40
|
+
this.handleRemoveLiquidityOne.bind(this);
|
|
41
|
+
this.handlers['CommitNewFee'] = this.handleNewFee.bind(this);
|
|
42
|
+
this.handlers['Transfer'] = this.handleCoinTransfer.bind(this);
|
|
43
|
+
this.handlers['ExchangeRateUpdated'] = this.handleExchangeRateUpdated.bind(this);
|
|
44
|
+
}
|
|
45
|
+
processLog(state, log) {
|
|
46
|
+
let _state = {
|
|
47
|
+
A: (0, utils_1.bigNumberify)(state.A),
|
|
48
|
+
fee: (0, utils_1.bigNumberify)(state.fee),
|
|
49
|
+
admin_fee: (0, utils_1.bigNumberify)(state.admin_fee),
|
|
50
|
+
supply: (0, utils_1.bigNumberify)(state.supply),
|
|
51
|
+
balances: state.balances.map(utils_1.bigNumberify),
|
|
52
|
+
eth_balance: (0, utils_1.bigNumberify)(state.eth_balance),
|
|
53
|
+
token_balance: (0, utils_1.bigNumberify)(state.token_balance),
|
|
54
|
+
stored_rates: state.stored_rates.map(utils_1.bigNumberify),
|
|
55
|
+
admin_balances: state.admin_balances.map(utils_1.bigNumberify),
|
|
56
|
+
};
|
|
57
|
+
try {
|
|
58
|
+
const event = this.decoder(log);
|
|
59
|
+
if (event.name in this.handlers) {
|
|
60
|
+
return this.handlers[event.name](event, _state, log);
|
|
61
|
+
}
|
|
62
|
+
return _state;
|
|
63
|
+
}
|
|
64
|
+
catch (e) {
|
|
65
|
+
(0, utils_1.catchParseLogError)(e, this.logger);
|
|
66
|
+
}
|
|
67
|
+
return _state;
|
|
68
|
+
}
|
|
69
|
+
handleExchangeRateUpdated(event, state) {
|
|
70
|
+
this.logger.info(`CurveV1: wbETH pool handle exchange rate updated state before: ${JSON.stringify(state)}`);
|
|
71
|
+
this.logger.info(`CurveV1: wbETH pool handle exchange rate updated event args: ${JSON.stringify(event.args)}`);
|
|
72
|
+
this.logger.info(`CurveV1: wbETH pool handle exchange rate updated newExchangeRate: ${event.args.newExchangeRate}`);
|
|
73
|
+
this.logger.info(`CurveV1: wbETH pool handle exchange rate updated newExchangeRate big number: ${(0, utils_1.bigNumberify)((0, utils_1.stringify)(event.args.newExchangeRate))}`);
|
|
74
|
+
const newExchangeRateUpdated = (0, utils_1.bigNumberify)((0, utils_1.stringify)(event.args.newExchangeRate));
|
|
75
|
+
this.logger.info(`CurveV1: wbETH pool handle exchange rate updated: ${newExchangeRateUpdated}`);
|
|
76
|
+
state.stored_rates[1] = newExchangeRateUpdated;
|
|
77
|
+
this.logger.info(`CurveV1: wbETH pool handle exchange rate updated state after: ${JSON.stringify(state)}`);
|
|
78
|
+
return state;
|
|
79
|
+
}
|
|
80
|
+
handleCoinTransfer(event, state, log) {
|
|
81
|
+
this.logger.info(`CurveV1: wbETH pool handle coin transfer before lastTransferredCoin: ${this.lastTransferredCoin}`);
|
|
82
|
+
const from = event.args.from;
|
|
83
|
+
const coin = log.address;
|
|
84
|
+
this.logger.info(`CurveV1: wbETH pool handle coin transfer coin: ${coin}`);
|
|
85
|
+
if (from.toLowerCase() === this.address.toLowerCase())
|
|
86
|
+
this.lastTransferredCoin = coin.toLowerCase();
|
|
87
|
+
this.logger.info(`CurveV1: wbETH pool handle coin transfer after lastTransferredCoin: ${this.lastTransferredCoin}`);
|
|
88
|
+
return state;
|
|
89
|
+
}
|
|
90
|
+
handleRemoveLiquidityOne(event, state, log) {
|
|
91
|
+
this.logger.info(`CurveV1: wbETH pool handle remove liquidity one before state: ${JSON.stringify(state)}`);
|
|
92
|
+
const _token_amount = (0, utils_1.bigNumberify)((0, utils_1.stringify)(event.args.token_amount));
|
|
93
|
+
const token_supply = (0, utils_1.bigNumberify)((0, utils_1.stringify)(event.args.token_supply));
|
|
94
|
+
const i = lodash_1.default.findIndex(this.COINS, c => c.toLowerCase() === this.lastTransferredCoin?.toLowerCase());
|
|
95
|
+
if (i == -1) {
|
|
96
|
+
this.logger.error(`Error: expected coin to have a transfer event before RemoveLiquidityOne event`);
|
|
97
|
+
return state;
|
|
98
|
+
}
|
|
99
|
+
this.remove_liquidity_one_coin(_token_amount, token_supply, i, state);
|
|
100
|
+
this.logger.info(`CurveV1: wbETH pool handle remove liquidity one after state: ${JSON.stringify(state)}`);
|
|
101
|
+
return state;
|
|
102
|
+
}
|
|
103
|
+
handleNewFee(event, state, log) {
|
|
104
|
+
this.logger.info(`CurveV1: wbETH pool handle new fee before state: ${JSON.stringify(state)}`);
|
|
105
|
+
const fee = (0, utils_1.bigNumberify)((0, utils_1.stringify)(event.args.new_fee));
|
|
106
|
+
state.fee = fee;
|
|
107
|
+
this.logger.info(`CurveV1: wbETH pool handle new fee after state: ${JSON.stringify(state)}`);
|
|
108
|
+
return state;
|
|
109
|
+
}
|
|
110
|
+
handleRemoveLiquidity(event, state, log) {
|
|
111
|
+
this.logger.info(`CurveV1: wbETH pool handle remove liquidity before state: ${JSON.stringify(state)}`);
|
|
112
|
+
const token_supply = (0, utils_1.bigNumberify)((0, utils_1.stringify)(event.args.token_supply));
|
|
113
|
+
const amounts = event.args.token_amounts
|
|
114
|
+
.map(utils_1.stringify)
|
|
115
|
+
.map(utils_1.bigNumberify);
|
|
116
|
+
for (let i = 0; i < this.N_COINS; i++) {
|
|
117
|
+
if (i === 0) {
|
|
118
|
+
state.eth_balance = state.eth_balance?.minus(amounts[i]);
|
|
119
|
+
}
|
|
120
|
+
else {
|
|
121
|
+
state.token_balance = state.token_balance.minus(amounts[i]);
|
|
122
|
+
}
|
|
123
|
+
}
|
|
124
|
+
state.supply = token_supply;
|
|
125
|
+
this.logger.info(`CurveV1: wbETH pool handle remove liquidity after state: ${JSON.stringify(state)}`);
|
|
126
|
+
return state;
|
|
127
|
+
}
|
|
128
|
+
handleRemoveLiquidityImbalances(event, state, log) {
|
|
129
|
+
this.logger.info(`CurveV1: wbETH pool handle remove liquidity imbalances before state: ${JSON.stringify(state)}`);
|
|
130
|
+
const amounts = event.args.token_amounts.map(utils_1.stringify).map(utils_1.bigNumberify);
|
|
131
|
+
const { A, stored_rates: rates, fee, supply: total_supply } = state;
|
|
132
|
+
const amp = A.times(A_PRECISION);
|
|
133
|
+
const old_balances = this._balances(state);
|
|
134
|
+
const D0 = this.get_D_mem(rates, old_balances, amp);
|
|
135
|
+
let new_balances = lodash_1.default.clone(old_balances);
|
|
136
|
+
for (let i = 0; i < this.N_COINS; i++) {
|
|
137
|
+
new_balances[i] = new_balances[i].minus(amounts[i]);
|
|
138
|
+
}
|
|
139
|
+
const D1 = this.get_D_mem(rates, new_balances, amp);
|
|
140
|
+
const fees = new Array(this.N_COINS);
|
|
141
|
+
const base_fee = fee.times(this.N_COINS).idiv(4 * (this.N_COINS - 1));
|
|
142
|
+
for (let i = 0; i < this.N_COINS; i++) {
|
|
143
|
+
const ideal_balance = D1.times(old_balances[i]).idiv(D0);
|
|
144
|
+
let difference = bignumber_constants_1.BN_0;
|
|
145
|
+
const new_balance = new_balances[i];
|
|
146
|
+
if (ideal_balance.gt(new_balance)) {
|
|
147
|
+
difference = ideal_balance.minus(new_balances[i]);
|
|
148
|
+
}
|
|
149
|
+
else {
|
|
150
|
+
difference = new_balances[i].minus(ideal_balance);
|
|
151
|
+
}
|
|
152
|
+
fees[i] = base_fee.times(difference).idiv(this.FEE_DENOMINATOR);
|
|
153
|
+
state.admin_balances[i] = state.admin_balances[i].plus(fees[i].times(ADMIN_FEE).idiv(this.FEE_DENOMINATOR));
|
|
154
|
+
new_balances[i] = new_balances[i].minus(fees[i]);
|
|
155
|
+
}
|
|
156
|
+
new_balances = this._xp_mem(rates, new_balances);
|
|
157
|
+
const D2 = this.get_D(new_balances, amp);
|
|
158
|
+
const burn_amount = D0.minus(D2).times(total_supply).idiv(D0).plus(1);
|
|
159
|
+
state.supply = state.supply.minus(burn_amount);
|
|
160
|
+
if (!amounts[0].eq(bignumber_constants_1.BN_0)) {
|
|
161
|
+
state.eth_balance = state.eth_balance.minus(amounts[0]);
|
|
162
|
+
}
|
|
163
|
+
if (!amounts[1].eq(bignumber_constants_1.BN_0)) {
|
|
164
|
+
state.token_balance = state.token_balance.minus(amounts[1]);
|
|
165
|
+
}
|
|
166
|
+
this.logger.info(`CurveV1: wbETH pool handle remove liquidity imbalances after state: ${JSON.stringify(state)}`);
|
|
167
|
+
return state;
|
|
168
|
+
}
|
|
169
|
+
handleAddLiquidity(event, state, log) {
|
|
170
|
+
this.logger.info(`CurveV1: wbETH pool handle add liquidity before state: ${JSON.stringify(state)}`);
|
|
171
|
+
const amounts = event.args.token_amounts.map(utils_1.stringify).map(utils_1.bigNumberify);
|
|
172
|
+
const fees = event.args.fees.map(utils_1.stringify).map(utils_1.bigNumberify);
|
|
173
|
+
const total_supply = (0, utils_1.bigNumberify)((0, utils_1.stringify)(event.args.token_supply));
|
|
174
|
+
for (let i = 0; i < this.N_COINS; i++) {
|
|
175
|
+
state.admin_balances[i] = state.admin_balances[i].plus(fees[i].times(ADMIN_FEE).idiv(this.FEE_DENOMINATOR));
|
|
176
|
+
}
|
|
177
|
+
if (amounts[0].gt(0)) {
|
|
178
|
+
state.eth_balance = state.eth_balance.plus(amounts[0]);
|
|
179
|
+
}
|
|
180
|
+
if (amounts[1].gt(0)) {
|
|
181
|
+
state.token_balance = state.token_balance.plus(amounts[1]);
|
|
182
|
+
}
|
|
183
|
+
state.supply = total_supply;
|
|
184
|
+
this.logger.info(`CurveV1: wbETH pool handle add liquidity after state: ${JSON.stringify(state)}`);
|
|
185
|
+
return state;
|
|
186
|
+
}
|
|
187
|
+
exchange(i, j, dx, state) {
|
|
188
|
+
this.logger.info(`CurveV1: wbETH pool exchange before state: ${JSON.stringify(state)}`);
|
|
189
|
+
const rates = state.stored_rates;
|
|
190
|
+
let msgValue;
|
|
191
|
+
if (i === 0) {
|
|
192
|
+
msgValue = (0, utils_1.bigNumberify)(dx);
|
|
193
|
+
}
|
|
194
|
+
else {
|
|
195
|
+
msgValue = bignumber_constants_1.BN_0;
|
|
196
|
+
}
|
|
197
|
+
this.logger.info(`CurveV1: wbETH pool exchange msg value: ${msgValue}`);
|
|
198
|
+
const old_balances = this._balances(state, msgValue);
|
|
199
|
+
const xp = this._xp_mem(rates, old_balances);
|
|
200
|
+
const x = xp[i].plus(dx.times(rates[i]).idiv(this.PRECISION));
|
|
201
|
+
const y = this._get_y(i, j, x, xp, state.A);
|
|
202
|
+
let dy = xp[j].minus(y).minus(1);
|
|
203
|
+
const dy_fee = dy.times(state.fee).idiv(this.FEE_DENOMINATOR);
|
|
204
|
+
dy = dy.minus(dy_fee).times(this.PRECISION).idiv(rates[j]);
|
|
205
|
+
xp[i] = x;
|
|
206
|
+
xp[j] = y;
|
|
207
|
+
const dy_admin_fee = dy_fee.times(ADMIN_FEE).idiv(this.FEE_DENOMINATOR).times(this.PRECISION).idiv(rates[j]);
|
|
208
|
+
if (!dy_admin_fee.eq(bignumber_constants_1.BN_0)) {
|
|
209
|
+
state.admin_balances[j] = state.admin_balances[j].plus(dy_admin_fee);
|
|
210
|
+
}
|
|
211
|
+
if (i === 0) {
|
|
212
|
+
state.eth_balance = state.eth_balance.plus(dx);
|
|
213
|
+
state.token_balance = state.token_balance.minus(dy);
|
|
214
|
+
}
|
|
215
|
+
else {
|
|
216
|
+
state.token_balance = state.token_balance.plus(dx);
|
|
217
|
+
state.eth_balance = state.eth_balance?.minus(dy);
|
|
218
|
+
}
|
|
219
|
+
this.logger.info(`CurveV1: wbETH pool exchange after state: ${JSON.stringify(state)}`);
|
|
220
|
+
return dy;
|
|
221
|
+
}
|
|
222
|
+
_balances(state, value = bignumber_constants_1.BN_0) {
|
|
223
|
+
const { admin_balances, eth_balance, token_balance } = state;
|
|
224
|
+
state.balances = [
|
|
225
|
+
eth_balance.minus(admin_balances[0]).minus(value),
|
|
226
|
+
token_balance.minus(admin_balances[1]),
|
|
227
|
+
];
|
|
228
|
+
return state.balances;
|
|
229
|
+
}
|
|
230
|
+
get_dy(i, j, dx, state) {
|
|
231
|
+
const { stored_rates: rates } = state;
|
|
232
|
+
this.logger.info(`CurveV1: wbETH pool get_dy state: ${JSON.stringify(state)}`);
|
|
233
|
+
return this._get_dy(i, j, dx, (0, utils_1.bigNumberify)(state.A), (0, utils_1.bigNumberify)(state.fee), this._balances(state), rates);
|
|
234
|
+
}
|
|
235
|
+
_get_dy(i, j, dx, A, fee, balances, rates, usefee = true) {
|
|
236
|
+
const xp = this._xp_mem(rates, balances);
|
|
237
|
+
const x = xp[i].plus(dx.times(rates[i]).idiv(this.PRECISION));
|
|
238
|
+
const y = this._get_y(i, j, x, xp, A);
|
|
239
|
+
const dy = xp[j].minus(y).minus(bignumber_constants_1.BN_1);
|
|
240
|
+
const _fee = fee.times(dy).idiv(this.FEE_DENOMINATOR);
|
|
241
|
+
return dy.minus(_fee).times(this.PRECISION).idiv(rates[j]);
|
|
242
|
+
}
|
|
243
|
+
_xp_mem(_rates, _balances) {
|
|
244
|
+
const result = new Array(N_COINS).fill(0n);
|
|
245
|
+
for (const i of lodash_1.default.range(Number(N_COINS))) {
|
|
246
|
+
result[i] = _rates[i].times(_balances[i]).idiv(this.PRECISION);
|
|
247
|
+
}
|
|
248
|
+
return result;
|
|
249
|
+
}
|
|
250
|
+
_get_y(i, j, x, xp, A) {
|
|
251
|
+
let S_ = bignumber_constants_1.BN_0;
|
|
252
|
+
let _x = bignumber_constants_1.BN_0;
|
|
253
|
+
const amp = A.times(A_PRECISION);
|
|
254
|
+
const D = this._get_D(xp, amp);
|
|
255
|
+
let c = (0, utils_1.bigNumberify)(D);
|
|
256
|
+
let y_prev = bignumber_constants_1.BN_0;
|
|
257
|
+
const Ann = amp.times(this.N_COINS);
|
|
258
|
+
for (const _i of lodash_1.default.range(N_COINS)) {
|
|
259
|
+
if (_i === i) {
|
|
260
|
+
_x = (0, utils_1.bigNumberify)(x);
|
|
261
|
+
}
|
|
262
|
+
else if (_i !== j) {
|
|
263
|
+
_x = (0, utils_1.bigNumberify)(xp[_i]);
|
|
264
|
+
}
|
|
265
|
+
else {
|
|
266
|
+
continue;
|
|
267
|
+
}
|
|
268
|
+
S_ = S_.plus(_x);
|
|
269
|
+
c = c.times(D).idiv(_x.times(this.N_COINS)); // c = c * D / (_x * N_COINS)
|
|
270
|
+
}
|
|
271
|
+
// c = c * D * A_PRECISION / (Ann * N_COINS)
|
|
272
|
+
c = c.times(D).times(A_PRECISION).idiv(Ann.times(this.N_COINS));
|
|
273
|
+
// b: uint256 = S_ + D * A_PRECISION / Ann # - D
|
|
274
|
+
const b = S_.plus(D.times(A_PRECISION).idiv(Ann));
|
|
275
|
+
let y = (0, utils_1.bigNumberify)(D);
|
|
276
|
+
for (const _i of lodash_1.default.range(255)) {
|
|
277
|
+
y_prev = (0, utils_1.bigNumberify)(y);
|
|
278
|
+
y = y.times(y).plus(c).idiv(bignumber_constants_1.BN_2.times(y).plus(b).minus(D)); // y = (y*y + c) / (2 * y + b - D)
|
|
279
|
+
// Equality with the precision of 1
|
|
280
|
+
if (y > y_prev) {
|
|
281
|
+
if (y.minus(y_prev).lte(1)) {
|
|
282
|
+
return y;
|
|
283
|
+
}
|
|
284
|
+
}
|
|
285
|
+
else {
|
|
286
|
+
if (y_prev.minus(y).lte(1)) {
|
|
287
|
+
return y;
|
|
288
|
+
}
|
|
289
|
+
}
|
|
290
|
+
}
|
|
291
|
+
throw Error('Error when calculate y');
|
|
292
|
+
}
|
|
293
|
+
remove_liquidity_one_coin(token_amount, token_supply, i, state) {
|
|
294
|
+
let { dy, dy_fee } = this._calc_withdraw_one_coin(token_amount, i, state);
|
|
295
|
+
state.admin_balances[i] = state.admin_balances[i].plus(dy_fee.times(ADMIN_FEE).idiv(this.FEE_DENOMINATOR));
|
|
296
|
+
state.supply = token_supply;
|
|
297
|
+
if (i === 0) {
|
|
298
|
+
state.eth_balance = state.eth_balance.minus(dy);
|
|
299
|
+
}
|
|
300
|
+
else {
|
|
301
|
+
state.token_balance = state.token_balance.minus(dy);
|
|
302
|
+
}
|
|
303
|
+
return dy;
|
|
304
|
+
}
|
|
305
|
+
_calc_withdraw_one_coin(_token_amount, i, state) {
|
|
306
|
+
const { A, fee, supply, stored_rates: rates } = state;
|
|
307
|
+
const amp = A.times(A_PRECISION);
|
|
308
|
+
const xp = this._xp_mem(rates, this._balances(state));
|
|
309
|
+
const D0 = this._get_D(xp, amp);
|
|
310
|
+
const total_supply = (0, utils_1.bigNumberify)(supply);
|
|
311
|
+
const D1 = D0.minus(_token_amount.idiv(total_supply));
|
|
312
|
+
const new_y = this.get_y_D(amp, i, xp, D1);
|
|
313
|
+
const base_fee = fee.times(this.N_COINS).idiv(4 * (this.N_COINS - 1));
|
|
314
|
+
let xp_reduced = new Array(N_COINS).fill(0n);
|
|
315
|
+
for (const j of lodash_1.default.range(N_COINS)) {
|
|
316
|
+
let dx_expected = bignumber_constants_1.BN_0;
|
|
317
|
+
const xp_j = (0, utils_1.bigNumberify)(xp[j]);
|
|
318
|
+
if (j === i) {
|
|
319
|
+
dx_expected = xp_j.times(D1).idiv(D0).minus(new_y);
|
|
320
|
+
}
|
|
321
|
+
else {
|
|
322
|
+
dx_expected = xp_j.minus(xp_j.times(D1).idiv(D0));
|
|
323
|
+
}
|
|
324
|
+
xp_reduced[j] = xp_j.minus(base_fee.times(dx_expected).idiv(this.FEE_DENOMINATOR));
|
|
325
|
+
}
|
|
326
|
+
let dy = xp_reduced[i].minus(this.get_y_D(amp, i, xp_reduced, D1));
|
|
327
|
+
const dy_0 = xp[i].minus(new_y).times(this.PRECISION).idiv(rates[i]);
|
|
328
|
+
dy = dy.minus(1).times(this.PRECISION).idiv(rates[i]);
|
|
329
|
+
return { dy, dy_fee: dy_0.minus(dy) };
|
|
330
|
+
}
|
|
331
|
+
get_y_D(A_, i, xp, D) {
|
|
332
|
+
let c = D;
|
|
333
|
+
let S_ = bignumber_constants_1.BN_0;
|
|
334
|
+
const Ann = A_.times(this.N_COINS);
|
|
335
|
+
let _x = bignumber_constants_1.BN_0;
|
|
336
|
+
for (let _i = 0; _i < this.N_COINS; _i++) {
|
|
337
|
+
if (_i !== i) {
|
|
338
|
+
_x = xp[_i];
|
|
339
|
+
}
|
|
340
|
+
else {
|
|
341
|
+
continue;
|
|
342
|
+
}
|
|
343
|
+
S_ = S_.plus(_x);
|
|
344
|
+
c = c.times(D).idiv(_x.times(this.N_COINS));
|
|
345
|
+
}
|
|
346
|
+
c = c.times(D).idiv(Ann.times(this.N_COINS));
|
|
347
|
+
const b = S_.plus(D.idiv(Ann));
|
|
348
|
+
let y_prev = bignumber_constants_1.BN_0;
|
|
349
|
+
let y = D;
|
|
350
|
+
for (let _i = 0; _i < 255; _i++) {
|
|
351
|
+
y_prev = y;
|
|
352
|
+
y = y.times(y).plus(c).idiv(y.times(2).plus(b).minus(D));
|
|
353
|
+
// Equality with the precision of 1
|
|
354
|
+
if (y.gt(y_prev)) {
|
|
355
|
+
if (y.minus(y_prev).lte(1)) {
|
|
356
|
+
break;
|
|
357
|
+
}
|
|
358
|
+
}
|
|
359
|
+
else {
|
|
360
|
+
if (y_prev.minus(y).lte(1)) {
|
|
361
|
+
break;
|
|
362
|
+
}
|
|
363
|
+
}
|
|
364
|
+
}
|
|
365
|
+
return y;
|
|
366
|
+
}
|
|
367
|
+
_get_D(xp, amp) {
|
|
368
|
+
let S = bignumber_constants_1.BN_0;
|
|
369
|
+
for (const _x of xp) {
|
|
370
|
+
S = S.plus(_x);
|
|
371
|
+
}
|
|
372
|
+
if (S.eq(bignumber_constants_1.BN_0)) {
|
|
373
|
+
return bignumber_constants_1.BN_0;
|
|
374
|
+
}
|
|
375
|
+
let D = (0, utils_1.bigNumberify)(S);
|
|
376
|
+
const Ann = amp.times(this.N_COINS);
|
|
377
|
+
for (const _i of lodash_1.default.range(255)) {
|
|
378
|
+
let D_P = D.times(D)
|
|
379
|
+
.idiv(xp[0])
|
|
380
|
+
.times(D)
|
|
381
|
+
.idiv(xp[1])
|
|
382
|
+
.idiv(this.N_COINS ** 2); // D_P: uint256 = D * D / _xp[0] * D / _xp[1] / (N_COINS)**2
|
|
383
|
+
let Dprev = (0, utils_1.bigNumberify)(D);
|
|
384
|
+
const dividend = Ann.times(S)
|
|
385
|
+
.idiv(A_PRECISION)
|
|
386
|
+
.plus(D_P.times(this.N_COINS))
|
|
387
|
+
.times(D);
|
|
388
|
+
const divisor = Ann.minus(A_PRECISION)
|
|
389
|
+
.times(D)
|
|
390
|
+
.idiv(A_PRECISION)
|
|
391
|
+
.plus(D_P.times(this.N_COINS + 1));
|
|
392
|
+
D = dividend.idiv(divisor); // D = (Ann * S / A_PRECISION + D_P * N_COINS) * D / ((Ann - A_PRECISION) * D / A_PRECISION + (N_COINS + 1) * D_P)
|
|
393
|
+
if (D.gt(Dprev)) {
|
|
394
|
+
if (D.minus(Dprev).lte(1)) {
|
|
395
|
+
return D;
|
|
396
|
+
}
|
|
397
|
+
}
|
|
398
|
+
else {
|
|
399
|
+
if (Dprev.minus(D).lte(1)) {
|
|
400
|
+
return D;
|
|
401
|
+
}
|
|
402
|
+
}
|
|
403
|
+
}
|
|
404
|
+
throw Error('Error when calcucate D');
|
|
405
|
+
}
|
|
406
|
+
}
|
|
407
|
+
exports.WBETHPool = WBETHPool;
|
|
408
|
+
//# sourceMappingURL=wbETHpool.js.map
|