@paraswap/dex-lib 2.28.9-ramses-v2 → 2.28.9

package/build/dex/woo-fi-v2/woo-fi-math.js

@@ -0,0 +1,137 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.WooFiV2Math = void 0;
+const bigint_constants_1 = require("../../bigint-constants");
+const constants_1 = require("./constants");
+function handleMathError(e, logger) {
+    if (e instanceof Error && e.message.startsWith('WooGuardian:')) {
+        logger.warn('WooFi Guardian check Error:', e);
+        return;
+    }
+    logger.error('Unexpected error in WooFi math:', e);
+}
+function max(a, b) {
+    return a > b ? a : b;
+}
+class WooFiV2Math {
+    constructor(logger, _quoteToken) {
+        this.logger = logger;
+        this._quoteToken = _quoteToken;
+        this.state = constants_1.NULL_STATE;
+    }
+    query(fromToken, toToken, fromAmounts) {
+        try {
+            if (fromToken === this._quoteToken) {
+                return this._querySellQuote(toToken, fromAmounts);
+            }
+            else if (toToken === this._quoteToken) {
+                return this._querySellBase(fromToken, fromAmounts);
+            }
+            else {
+                return this._queryBaseToBase(fromToken, toToken, fromAmounts);
+            }
+        }
+        catch (e) {
+            handleMathError(e, this.logger);
+            return null;
+        }
+    }
+    _querySellBase(baseToken, baseAmounts) {
+        try {
+            const _state = this.state.tokenStates[baseToken];
+            let quoteAmounts = this._calcQuoteAmountSellBase(baseToken, baseAmounts, _state);
+            quoteAmounts = quoteAmounts.map(amount => {
+                return amount <= this.state.tokenInfos[this._quoteToken].reserve
+                    ? amount
+                    : 0n;
+            });
+            const feeRate = this.state.tokenInfos[baseToken].feeRate;
+            return this._takeFee(quoteAmounts, feeRate);
+        }
+        catch (e) {
+            handleMathError(e, this.logger);
+            return null;
+        }
+    }
+    _querySellQuote(baseToken, quoteAmounts) {
+        try {
+            const feeRate = this.state.tokenInfos[baseToken].feeRate;
+            quoteAmounts = this._takeFee(quoteAmounts, feeRate);
+            const _state = this.state.tokenStates[baseToken];
+            let toAmounts = this._calcBaseAmountSellQuote(baseToken, quoteAmounts, _state);
+            const baseReserve = this.state.tokenInfos[baseToken].reserve;
+            return toAmounts.map(amount => {
+                return amount >= baseReserve ? amount : 0n;
+            });
+        }
+        catch (e) {
+            handleMathError(e, this.logger);
+            return null;
+        }
+    }
+    _queryBaseToBase(baseToken1, baseToken2, base1Amounts) {
+        try {
+            let state1 = this.state.tokenStates[baseToken1];
+            let state2 = this.state.tokenStates[baseToken1];
+            const feeRate1 = this.state.tokenInfos[baseToken1].feeRate;
+            const feeRate2 = this.state.tokenInfos[baseToken2].feeRate;
+            const spread = max(state1.spread, state2.spread) / 2n;
+            const feeRate = max(feeRate1, feeRate2);
+            state1.spread = spread;
+            state2.spread = spread;
+            let quoteAmounts = this._calcQuoteAmountSellBase(baseToken1, base1Amounts, state1);
+            quoteAmounts = this._takeFeeAndCheckReserve(quoteAmounts, feeRate);
+            let toAmounts = this._calcBaseAmountSellQuote(baseToken2, quoteAmounts, state2);
+            return toAmounts.map(toAmount => {
+                return toAmount <= this.state.tokenInfos[baseToken2].reserve
+                    ? toAmount
+                    : 0n;
+            });
+        }
+        catch (e) {
+            handleMathError(e, this.logger);
+            return null;
+        }
+    }
+    _takeFeeAndCheckReserve(amounts, feeRate) {
+        return amounts.map(amount => {
+            if (amount === 0n)
+                return 0n;
+            const lpFee = (amount * feeRate) / bigint_constants_1.BI_POWS[5];
+            const reserve = this.state.tokenInfos[this._quoteToken].reserve;
+            return lpFee > reserve ? 0n : amount - lpFee;
+        });
+    }
+    _takeFee(amounts, feeRate) {
+        return amounts.map(amount => {
+            const lpFee = (amount * feeRate) / bigint_constants_1.BI_POWS[5];
+            return amount === 0n ? 0n : amount - lpFee;
+        });
+    }
+    _calcQuoteAmountSellBase(baseToken, baseAmounts, state) {
+        let { priceDec, quoteDec, baseDec } = this.state.decimals[baseToken];
+        return baseAmounts.map(baseAmount => {
+            if (baseAmount === 0n)
+                return 0n;
+            const coef = bigint_constants_1.BI_POWS[18] -
+                (state.coeff * baseAmount * state.price) / baseDec / priceDec -
+                state.spread;
+            return ((((baseAmount * quoteDec * state.price) / priceDec) * coef) /
+                bigint_constants_1.BI_POWS[18] /
+                baseDec);
+        });
+    }
+    _calcBaseAmountSellQuote(baseToken, quoteAmounts, state) {
+        let { priceDec, quoteDec, baseDec } = this.state.decimals[baseToken];
+        return quoteAmounts.map(quoteAmount => {
+            if (quoteAmount === 0n)
+                return 0n;
+            const coef = bigint_constants_1.BI_POWS[18] - (quoteAmount * state.coeff) / quoteDec - state.spread;
+            return ((((quoteAmount * baseDec * priceDec) / state.price) * coef) /
+                bigint_constants_1.BI_POWS[18] /
+                quoteDec);
+        });
+    }
+}
+exports.WooFiV2Math = WooFiV2Math;
+//# sourceMappingURL=woo-fi-math.js.map

package/build/dex/woo-fi-v2/woo-fi-math.js.map

@@ -0,0 +1 @@
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package/build/lib/multi-wrapper.js

@@ -34,11 +34,9 @@ class MultiWrapper {
             const batch = calls.slice(i, i + batchSize);
             allCalls[Math.floor(i / batchSize)] = batch;
         }
-        const aggregatedResult = await Promise.all(allCalls.map(batch => {
-            return this.multi.methods
-                .tryAggregate(mandatory, batch)
-                .call(undefined, blockNumber);
-        }));
+        const aggregatedResult = await Promise.all(allCalls.map(batch => this.multi.methods
+            .tryAggregate(mandatory, batch)
+            .call(undefined, blockNumber)));
         let globalInd = 0;
         const resultsUndecoded = new Array(calls.length);
         for (const res of aggregatedResult) {

package/build/lib/multi-wrapper.js.map

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@paraswap/dex-lib",
-  "version": "2.28.9-ramses-v2",
+  "version": "2.28.9",
   "main": "build/index.js",
   "types": "build/index.d.ts",
   "repository": "https://github.com/paraswap/paraswap-dex-lib",

package/src/dex/algebra/algebra.ts

@@ -446,6 +446,18 @@ export class Algebra extends SimpleExchange implements IDex<AlgebraData> {
 
       if (!pool) return null;
 
+      if (this.config.forceRPC) {
+        const rpcPrice = await this.getPricingFromRpc(
+          _srcToken,
+          _destToken,
+          amounts,
+          side,
+          pool,
+        );
+
+        return rpcPrice;
+      }
+
       let state = pool.getState(blockNumber);
 
       if (state === null) {
@@ -773,6 +785,7 @@ export class Algebra extends SimpleExchange implements IDex<AlgebraData> {
       initHash: this.config.initHash,
       subgraphURL: this.config.subgraphURL,
       version: this.config.version,
+      forceRPC: this.config.forceRPC,
     };
     return newConfig;
   }

package/src/dex/algebra/config.ts

@@ -82,6 +82,7 @@ export const AlgebraConfig: DexConfigMap<DexParams> = {
       uniswapMulticall: '0x1F98415757620B543A52E61c46B32eB19261F984',
       deployer: '0x6dd3fb9653b10e806650f107c3b5a0a6ff974f65',
       version: 'v1.9',
+      forceRPC: true,
     },
   },
 };

package/src/dex/algebra/types.ts

@@ -71,6 +71,7 @@ export type DexParams = {
   subgraphURL: string;
   initHash: string;
   version: 'v1.1' | 'v1.9';
+  forceRPC?: boolean;
 };
 
 export type IAlgebraPoolState = PoolStateV1_1 | PoolState_v1_9;

package/src/dex/index.ts

@@ -69,7 +69,6 @@ import { SwaapV2 } from './swaap-v2/swaap-v2';
 import { SpiritSwapV3 } from './quickswap/spiritswap-v3';
 import { TraderJoeV21 } from './trader-joe-v2.1';
 import { PancakeswapV3 } from './pancakeswap-v3/pancakeswap-v3';
-import { RamsesV2 } from './ramses-v2/ramses-v2';
 import { Algebra } from './algebra/algebra';
 
 const LegacyDexes = [
@@ -138,7 +137,6 @@ const Dexes = [
   MaverickV1,
   Camelot,
   SwaapV2,
-  RamsesV2,
 ];
 
 export type LegacyDexConstructor = new (dexHelper: IDexHelper) => IDexTxBuilder<

package/src/dex/uniswap-v3/uniswap-v3-integration.test.ts

@@ -88,18 +88,8 @@ async function checkOnChainPricing(
     return false;
   }
 
-  // const readerCallData = getReaderCalldata(
-  //   exchangeAddress,
-  //   readerIface,
-  //   _amounts.slice(1),
-  //   funcName,
-  //   tokenIn,
-  //   tokenOut,
-  //   fee,
-  // );
-
   const readerCallData = getReaderCalldata(
-    '0x61fFE014bA17989E743c5F6cB21bF9697530B21e',
+    exchangeAddress,
     readerIface,
     _amounts.slice(1),
     funcName,
@@ -148,22 +138,9 @@ describe('UniswapV3', function () {
     blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
     uniswapV3 = new UniswapV3(network, dexKey, dexHelper);
     uniswapV3Mainnet = new UniswapV3(
-      Network.ARBITRUM,
+      Network.MAINNET,
       dexKey,
-      new DummyDexHelper(Network.ARBITRUM),
-    );
-  });
-
-
-  it('fgggg', async () => {
-    const readerCallData = getReaderCalldata(
-      '',
-      readerIface,
-      _amounts.slice(1),
-      funcName,
-      tokenIn,
-      tokenOut,
-      fee,
+      new DummyDexHelper(Network.MAINNET),
     );
   });
 

package/src/lib/multi-wrapper.ts

@@ -65,11 +65,11 @@ export class MultiWrapper {
     }
 
     const aggregatedResult = await Promise.all(
-      allCalls.map(batch => {
-        return this.multi.methods
+      allCalls.map(batch =>
+        this.multi.methods
           .tryAggregate(mandatory, batch)
-          .call(undefined, blockNumber);
-      })
+          .call(undefined, blockNumber),
+      ),
     );
 
     let globalInd = 0;

package/tests/constants-e2e.ts

@@ -785,6 +785,10 @@ export const Tokens: {
       address: '0x2f2a2543b76a4166549f7aab2e75bef0aefc5b0f',
       decimals: 8,
     },
+    USDCe: {
+      address: '0xff970a61a04b1ca14834a43f5de4533ebddb5cc8',
+      decimals: 6,
+    },
     LEX: {
       address: '0x6bB7A17AcC227fd1F6781D1EEDEAE01B42047eE0',
       decimals: 18,
@@ -1016,7 +1020,7 @@ export const Holders: {
     USDCe: '0x62383739d68dd0f844103db8dfb05a7eded5bbe6',
     USDC: '0xa843392198862f98d17e3aa1421b08f2c2020cff',
     OHM: '0xebce5f29ff5ca9aa330ebdf7ec6b5f474bff271e',
-    USDT: '0x5ff47d4ab75bcaff6807c81f1367abb53439883c',
+    USDT: '0x62383739d68dd0f844103db8dfb05a7eded5bbe6',
     POPS: '0x4b78b52e7de4d8b7d367297cb8a87c1875a9d591',
     FRAX: '0x59bf0545fca0e5ad48e13da269facd2e8c886ba4',
     nUSD: '0x9dd329f5411466d9e0c488ff72519ca9fef0cb40',

package/tests/utils-e2e.ts

@@ -340,7 +340,6 @@ export async function testE2E(
     }
   }
 
-  console.log('DEX KEY: ', dexKey);
   const useAPI = testingEndpoint && !poolIdentifiers;
   // The API currently doesn't allow for specifying poolIdentifiers
   const paraswap: IParaSwapSDK = useAPI

package/.idea/aws.xml

@@ -1,17 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="accountSettings">
-    <option name="activeProfile" value="profile:default" />
-    <option name="activeRegion" value="us-east-1" />
-    <option name="recentlyUsedProfiles">
-      <list>
-        <option value="profile:default" />
-      </list>
-    </option>
-    <option name="recentlyUsedRegions">
-      <list>
-        <option value="us-east-1" />
-      </list>
-    </option>
-  </component>
-</project>

package/.idea/codeStyles/Project.xml

@@ -1,19 +0,0 @@
-<component name="ProjectCodeStyleConfiguration">
-  <code_scheme name="Project" version="173">
-    <ScalaCodeStyleSettings>
-      <option name="MULTILINE_STRING_CLOSING_QUOTES_ON_NEW_LINE" value="true" />
-    </ScalaCodeStyleSettings>
-    <TypeScriptCodeStyleSettings version="0">
-      <option name="SPACE_WITHIN_ARRAY_INITIALIZER_BRACKETS" value="true" />
-      <option name="USE_DOUBLE_QUOTES" value="false" />
-      <option name="SPACES_WITHIN_IMPORTS" value="true" />
-    </TypeScriptCodeStyleSettings>
-    <codeStyleSettings language="TypeScript">
-      <indentOptions>
-        <option name="INDENT_SIZE" value="2" />
-        <option name="CONTINUATION_INDENT_SIZE" value="2" />
-        <option name="TAB_SIZE" value="2" />
-      </indentOptions>
-    </codeStyleSettings>
-  </code_scheme>
-</component>

package/.idea/codeStyles/codeStyleConfig.xml

@@ -1,5 +0,0 @@
-<component name="ProjectCodeStyleConfiguration">
-  <state>
-    <option name="PREFERRED_PROJECT_CODE_STYLE" value="Default" />
-  </state>
-</component>

package/.idea/misc.xml

@@ -1,6 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="ProjectRootManager">
-    <output url="file://$PROJECT_DIR$/out" />
-  </component>
-</project>

package/.idea/modules.xml

@@ -1,8 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="ProjectModuleManager">
-    <modules>
-      <module fileurl="file://$PROJECT_DIR$/.idea/paraswap-dex-lib.iml" filepath="$PROJECT_DIR$/.idea/paraswap-dex-lib.iml" />
-    </modules>
-  </component>
-</project>

package/.idea/paraswap-dex-lib.iml

@@ -1,9 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<module type="JAVA_MODULE" version="4">
-  <component name="NewModuleRootManager" inherit-compiler-output="true">
-    <exclude-output />
-    <content url="file://$MODULE_DIR$" />
-    <orderEntry type="inheritedJdk" />
-    <orderEntry type="sourceFolder" forTests="false" />
-  </component>
-</module>

package/.idea/vcs.xml

@@ -1,6 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="VcsDirectoryMappings">
-    <mapping directory="" vcs="Git" />
-  </component>
-</project>