@paraswap/dex-lib 2.30.2-chronos-v3 → 2.30.2

package/src/dex/balancer-v2/optimizer.ts

@@ -1,83 +1,70 @@
-import _ from 'lodash';
-import { UnoptimizedRate } from '../../types';
+import { UnoptimizedRate, OptimalSwapExchange } from '../../types';
+import { BalancerSwapV2 } from './types';
 import { SwapSide } from '../../constants';
 import { BalancerConfig } from './config';
-import { OptimalSwap } from '@paraswap/core';
+
+const MAX_UINT256 =
+  '115792089237316195423570985008687907853269984665640564039457584007913129639935';
+
+const AllBalancerV2Forks = Object.keys(BalancerConfig);
 
 export function balancerV2Merge(or: UnoptimizedRate): UnoptimizedRate {
-  const balancerForksList = Object.keys(BalancerConfig).map(b =>
-    b.toLowerCase(),
-  );
-  const fixSwap = (rawRate: OptimalSwap[], side: SwapSide): OptimalSwap[] => {
-    let lastExchange: false | OptimalSwap = false;
-    let optimizedRate = new Array<OptimalSwap>();
-    rawRate.forEach((s: OptimalSwap) => {
-      if (
-        s.swapExchanges.length !== 1 ||
-        !balancerForksList.includes(s.swapExchanges[0].exchange.toLowerCase())
-      ) {
-        lastExchange = false;
-        optimizedRate.push(s);
-      } else if (
-        lastExchange &&
-        lastExchange.swapExchanges[0].exchange.toLowerCase() ===
-          s.swapExchanges[0].exchange.toLowerCase() &&
-        _.last(
-          <any[]>lastExchange.swapExchanges[0].data.swaps,
-        )!.tokenOut.toLowerCase() ===
-          s.swapExchanges[0].data.tokenIn.toLowerCase()
-      ) {
-        const [lastExchangeSwap] = lastExchange.swapExchanges;
-        const [currentSwap] = s.swapExchanges;
-        lastExchangeSwap.srcAmount = (
-          BigInt(lastExchangeSwap.srcAmount) + BigInt(currentSwap.srcAmount)
+  const fixSwap = (
+    rawSwap: OptimalSwapExchange<any>[],
+    side: SwapSide,
+  ): OptimalSwapExchange<any>[] => {
+    const newBalancers: { [key: string]: OptimalSwapExchange<any> } = {};
+    let optimizedSwap = new Array<OptimalSwapExchange<any>>();
+    rawSwap.forEach((s: OptimalSwapExchange<any>) => {
+      const exchangeKey = s.exchange.toLowerCase();
+      if (AllBalancerV2Forks.some(d => d.toLowerCase() === exchangeKey)) {
+        if (!(exchangeKey in newBalancers)) {
+          newBalancers[exchangeKey] = {
+            exchange: s.exchange,
+            srcAmount: '0',
+            destAmount: '0',
+            percent: 0,
+            poolAddresses: [],
+            data: {
+              swaps: new Array<BalancerSwapV2>(),
+              gasUSD: '0',
+            },
+          };
+        }
+        newBalancers[exchangeKey].srcAmount = (
+          BigInt(newBalancers[exchangeKey].srcAmount) + BigInt(s.srcAmount)
         ).toString();
 
-        lastExchangeSwap.destAmount = (
-          BigInt(lastExchangeSwap.destAmount) + BigInt(currentSwap.destAmount)
+        newBalancers[exchangeKey].destAmount = (
+          BigInt(newBalancers[exchangeKey].destAmount) + BigInt(s.destAmount)
         ).toString();
 
-        lastExchangeSwap.percent += currentSwap.percent;
-        lastExchangeSwap.data.gasUSD = (
-          parseFloat(lastExchangeSwap.data.gasUSD) +
-          parseFloat(currentSwap.data.gasUSD)
+        newBalancers[exchangeKey].percent += s.percent;
+        newBalancers[exchangeKey].data.exchangeProxy = s.data.exchangeProxy;
+        newBalancers[exchangeKey].data.gasUSD = (
+          parseFloat(newBalancers[exchangeKey].data.gasUSD) +
+          parseFloat(s.data.gasUSD)
         ).toFixed(6);
 
-        lastExchangeSwap.data.swaps.push({
-          poolId: currentSwap.data.poolId,
-          amount:
-            side === SwapSide.SELL
-              ? currentSwap.srcAmount
-              : currentSwap.destAmount,
-          tokenIn: currentSwap.data.tokenIn,
-          tokenOut: currentSwap.data.tokenOut,
+        newBalancers[exchangeKey].data.swaps.push({
+          poolId: s.data.poolId,
+          amount: side === SwapSide.SELL ? s.srcAmount : s.destAmount,
         });
-        lastExchangeSwap.poolAddresses!.push(currentSwap.poolAddresses![0]);
+        newBalancers[exchangeKey].poolAddresses!.push(s.poolAddresses![0]);
       } else {
-        lastExchange = _.cloneDeep(s);
-        lastExchange.swapExchanges[0].data = {};
-        lastExchange.swapExchanges[0].data.gasUSD =
-          s.swapExchanges[0].data.gasUSD;
-        lastExchange.swapExchanges[0].data.swaps = [
-          {
-            poolId: s.swapExchanges[0].data.poolId,
-            amount:
-              side === SwapSide.SELL
-                ? s.swapExchanges[0].srcAmount
-                : s.swapExchanges[0].destAmount,
-            tokenIn: s.swapExchanges[0].data.tokenIn,
-            tokenOut: s.swapExchanges[0].data.tokenOut,
-          },
-        ];
-        optimizedRate.push(lastExchange);
+        optimizedSwap.push(s);
       }
     });
-    return optimizedRate;
+    optimizedSwap = optimizedSwap.concat(Object.values(newBalancers));
+    return optimizedSwap;
   };
 
   or.bestRoute = or.bestRoute.map(r => ({
     ...r,
-    swaps: fixSwap(r.swaps, or.side),
+    swaps: r.swaps.map(s => ({
+      ...s,
+      swapExchanges: fixSwap(s.swapExchanges, or.side),
+    })),
   }));
   return or;
 }

package/src/dex/balancer-v2/types.ts

@@ -82,8 +82,6 @@ export interface SubgraphPoolBase {
 export type BalancerSwapV2 = {
   poolId: string;
   amount: string;
-  tokenIn: string;
-  tokenOut: string;
 };
 
 export type OptimizedBalancerV2Data = {
@@ -141,8 +139,6 @@ export type BalancerV2DirectParam = [
 
 export type BalancerV2Data = {
   poolId: string;
-  tokenIn: string;
-  tokenOut: string;
 };
 
 export type DexParams = {

package/src/dex/curve-v1-factory/config.ts

@@ -13,7 +13,10 @@ import { normalizeAddress } from '../../utils';
 const CurveV1FactoryConfig: DexConfigMap<DexParams> = {
   CurveV1Factory: {
     [Network.MAINNET]: {
-      factoryAddress: '0xB9fC157394Af804a3578134A6585C0dc9cc990d4',
+      factoryAddresses: [
+        '0xB9fC157394Af804a3578134A6585C0dc9cc990d4',
+        '0x4f8846ae9380b90d2e71d5e3d042dff3e7ebb40d',
+      ],
       stateUpdatePeriodMs: 5 * 1000,
       disabledPools: new Set([
         '0x28B0Cf1baFB707F2c6826d10caf6DD901a6540C5', // It is rug pool token
@@ -150,6 +153,11 @@ const CurveV1FactoryConfig: DexConfigMap<DexParams> = {
           name: ImplementationNames.FACTORY_PLAIN_4_OPTIMIZED,
           address: '0xad4753d045d3aed5c1a6606dfb6a7d7ad67c1ad7',
         },
+        '0x67fe41A94e779CcFa22cff02cc2957DC9C0e4286': {
+          name: ImplementationNames.FACTORY_PLAIN_2_CRV_EMA,
+          address: '0x67fe41A94e779CcFa22cff02cc2957DC9C0e4286',
+          liquidityApiSlug: '/factory-crvusd',
+        },
       },
       customPools: {
         '0xDcEF968d416a41Cdac0ED8702fAC8128A64241A2': {
@@ -200,7 +208,7 @@ const CurveV1FactoryConfig: DexConfigMap<DexParams> = {
       },
     },
     [Network.POLYGON]: {
-      factoryAddress: '0x722272D36ef0Da72FF51c5A65Db7b870E2e8D4ee',
+      factoryAddresses: ['0x722272D36ef0Da72FF51c5A65Db7b870E2e8D4ee'],
       stateUpdatePeriodMs: 2 * 1000,
       disabledPools: new Set([
         '0x666Dc3b4baBfd063FaF965BD020024AF0dC51B64',
@@ -306,7 +314,7 @@ const CurveV1FactoryConfig: DexConfigMap<DexParams> = {
       },
     },
     [Network.FANTOM]: {
-      factoryAddress: '0x686d67265703D1f124c45E33d47d794c566889Ba',
+      factoryAddresses: ['0x686d67265703D1f124c45E33d47d794c566889Ba'],
       stateUpdatePeriodMs: 2 * 1000,
       disabledPools: new Set([]),
       disabledImplementations: new Set([]),
@@ -421,7 +429,7 @@ const CurveV1FactoryConfig: DexConfigMap<DexParams> = {
       },
     },
     [Network.AVALANCHE]: {
-      factoryAddress: '0xb17b674D9c5CB2e441F8e196a2f048A81355d031',
+      factoryAddresses: ['0xb17b674D9c5CB2e441F8e196a2f048A81355d031'],
       stateUpdatePeriodMs: 2 * 1000,
       // FIX: This must be removed when we go for full CurveV1 event based support
       disabledPools: new Set(['0x16a7da911a4dd1d83f3ff066fe28f3c792c50d90']),
@@ -519,7 +527,7 @@ const CurveV1FactoryConfig: DexConfigMap<DexParams> = {
       },
     },
     [Network.ARBITRUM]: {
-      factoryAddress: '0xb17b674D9c5CB2e441F8e196a2f048A81355d031',
+      factoryAddresses: ['0xb17b674D9c5CB2e441F8e196a2f048A81355d031'],
       stateUpdatePeriodMs: 2 * 1000,
       disabledPools: new Set([]),
       disabledImplementations: new Set([]),
@@ -645,7 +653,7 @@ const CurveV1FactoryConfig: DexConfigMap<DexParams> = {
       },
     },
     [Network.OPTIMISM]: {
-      factoryAddress: '0x2db0E83599a91b508Ac268a6197b8B14F5e72840',
+      factoryAddresses: ['0x2db0E83599a91b508Ac268a6197b8B14F5e72840'],
       stateUpdatePeriodMs: 2 * 1000,
       disabledPools: new Set([]),
       disabledImplementations: new Set([]),
@@ -869,9 +877,9 @@ const configAddressesNormalizer = (
 
       // Unite everything into top level config
       const normalizedConfig: DexParams = {
-        factoryAddress: _config.factoryAddress
-          ? _config.factoryAddress.toLowerCase()
-          : _config.factoryAddress,
+        factoryAddresses: _config.factoryAddresses
+          ? _config.factoryAddresses.map(e => e.toLowerCase())
+          : _config.factoryAddresses,
         stateUpdatePeriodMs: _config.stateUpdatePeriodMs,
         factoryPoolImplementations,
         customPools,

package/src/dex/curve-v1-factory/curve-v1-factory-e2e.test.ts

@@ -111,6 +111,25 @@ describe('CurveV1Factory E2E', () => {
       tokenBAmount,
     );
   });
+
+  describe('Mainnet crvUSD', () => {
+    const network = Network.MAINNET;
+
+    const tokenASymbol: string = 'crvUSD';
+    const tokenBSymbol: string = 'USDT';
+
+    const tokenAAmount: string = '10000000000000000000';
+    const tokenBAmount: string = '10000000';
+
+    testForNetwork(
+      network,
+      dexKey,
+      tokenASymbol,
+      tokenBSymbol,
+      tokenAAmount,
+      tokenBAmount,
+    );
+  });
   describe('Mainnet ng pool', () => {
     const network = Network.MAINNET;
 

package/src/dex/curve-v1-factory/curve-v1-factory-integration.test.ts

@@ -1,3 +1,4 @@
+/* eslint-disable no-console */
 import dotenv from 'dotenv';
 dotenv.config();
 
@@ -143,23 +144,6 @@ describe('CurveV1Factory', function () {
 
     const tokens = Tokens[network];
 
-    const srcTokenSymbol = 'USDD';
-    const destTokenSymbol = 'USDT';
-
-    const amountsForSell = [
-      0n,
-      1n * BI_POWS[tokens[srcTokenSymbol].decimals],
-      2n * BI_POWS[tokens[srcTokenSymbol].decimals],
-      3n * BI_POWS[tokens[srcTokenSymbol].decimals],
-      4n * BI_POWS[tokens[srcTokenSymbol].decimals],
-      5n * BI_POWS[tokens[srcTokenSymbol].decimals],
-      6n * BI_POWS[tokens[srcTokenSymbol].decimals],
-      7n * BI_POWS[tokens[srcTokenSymbol].decimals],
-      8n * BI_POWS[tokens[srcTokenSymbol].decimals],
-      9n * BI_POWS[tokens[srcTokenSymbol].decimals],
-      10n * BI_POWS[tokens[srcTokenSymbol].decimals],
-    ];
-
     beforeAll(async () => {
       blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
       // @ts-expect-error for testing there is dummy blocknumber, but it is not
@@ -178,39 +162,118 @@ describe('CurveV1Factory', function () {
       if (curveV1Factory) curveV1Factory.releaseResources();
     });
 
-    it('getPoolIdentifiers and getPricesVolume SELL', async function () {
-      await testPricingOnNetwork(
-        curveV1Factory,
-        network,
-        dexKey,
-        blockNumber,
-        srcTokenSymbol,
-        destTokenSymbol,
-        SwapSide.SELL,
-        amountsForSell,
-      );
+    describe(`USDD-USDT`, () => {
+      const srcTokenSymbol = 'USDD';
+      const destTokenSymbol = 'USDT';
+      const amountsForSell = [
+        0n,
+        1n * BI_POWS[tokens[srcTokenSymbol].decimals],
+        2n * BI_POWS[tokens[srcTokenSymbol].decimals],
+        3n * BI_POWS[tokens[srcTokenSymbol].decimals],
+        4n * BI_POWS[tokens[srcTokenSymbol].decimals],
+        5n * BI_POWS[tokens[srcTokenSymbol].decimals],
+        6n * BI_POWS[tokens[srcTokenSymbol].decimals],
+        7n * BI_POWS[tokens[srcTokenSymbol].decimals],
+        8n * BI_POWS[tokens[srcTokenSymbol].decimals],
+        9n * BI_POWS[tokens[srcTokenSymbol].decimals],
+        10n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      ];
+
+      it('getPoolIdentifiers and getPricesVolume SELL', async function () {
+        await testPricingOnNetwork(
+          curveV1Factory,
+          network,
+          dexKey,
+          blockNumber,
+          srcTokenSymbol,
+          destTokenSymbol,
+          SwapSide.SELL,
+          amountsForSell,
+        );
+      });
+
+      it('getTopPoolsForToken', async function () {
+        // We have to check without calling initializePricing, because
+        // pool-tracker is not calling that function
+        const newCurveV1Factory = new CurveV1Factory(
+          network,
+          dexKey,
+          dexHelper,
+        );
+        if (newCurveV1Factory.updatePoolState) {
+          await newCurveV1Factory.updatePoolState();
+        }
+        const poolLiquidity = await newCurveV1Factory.getTopPoolsForToken(
+          tokens[srcTokenSymbol].address,
+          10,
+        );
+        console.log(`${srcTokenSymbol} Top Pools:`, poolLiquidity);
+
+        if (!newCurveV1Factory.hasConstantPriceLargeAmounts) {
+          checkPoolsLiquidity(
+            poolLiquidity,
+            Tokens[network][srcTokenSymbol].address,
+            dexKey,
+          );
+        }
+      });
     });
 
-    it('getTopPoolsForToken', async function () {
-      // We have to check without calling initializePricing, because
-      // pool-tracker is not calling that function
-      const newCurveV1Factory = new CurveV1Factory(network, dexKey, dexHelper);
-      if (newCurveV1Factory.updatePoolState) {
-        await newCurveV1Factory.updatePoolState();
-      }
-      const poolLiquidity = await newCurveV1Factory.getTopPoolsForToken(
-        tokens[srcTokenSymbol].address,
-        10,
-      );
-      console.log(`${srcTokenSymbol} Top Pools:`, poolLiquidity);
+    describe(`crvUSD-GHO`, () => {
+      const srcTokenSymbol = 'crvUSD';
+      const destTokenSymbol = 'GHO';
+      const amountsForSell = [
+        0n,
+        1n * BI_POWS[tokens[srcTokenSymbol].decimals],
+        2n * BI_POWS[tokens[srcTokenSymbol].decimals],
+        3n * BI_POWS[tokens[srcTokenSymbol].decimals],
+        4n * BI_POWS[tokens[srcTokenSymbol].decimals],
+        5n * BI_POWS[tokens[srcTokenSymbol].decimals],
+        6n * BI_POWS[tokens[srcTokenSymbol].decimals],
+        7n * BI_POWS[tokens[srcTokenSymbol].decimals],
+        8n * BI_POWS[tokens[srcTokenSymbol].decimals],
+        9n * BI_POWS[tokens[srcTokenSymbol].decimals],
+        10n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      ];
+
+      it('getPoolIdentifiers and getPricesVolume SELL', async function () {
+        await testPricingOnNetwork(
+          curveV1Factory,
+          network,
+          dexKey,
+          blockNumber,
+          srcTokenSymbol,
+          destTokenSymbol,
+          SwapSide.SELL,
+          amountsForSell,
+        );
+      });
 
-      if (!newCurveV1Factory.hasConstantPriceLargeAmounts) {
-        checkPoolsLiquidity(
-          poolLiquidity,
-          Tokens[network][srcTokenSymbol].address,
+      it('getTopPoolsForToken', async function () {
+        // We have to check without calling initializePricing, because
+        // pool-tracker is not calling that function
+        const newCurveV1Factory = new CurveV1Factory(
+          network,
           dexKey,
+          dexHelper,
         );
-      }
+        if (newCurveV1Factory.updatePoolState) {
+          await newCurveV1Factory.updatePoolState();
+        }
+        const poolLiquidity = await newCurveV1Factory.getTopPoolsForToken(
+          tokens[srcTokenSymbol].address,
+          10,
+        );
+        console.log(`${srcTokenSymbol} Top Pools:`, poolLiquidity);
+
+        if (!newCurveV1Factory.hasConstantPriceLargeAmounts) {
+          checkPoolsLiquidity(
+            poolLiquidity,
+            Tokens[network][srcTokenSymbol].address,
+            dexKey,
+          );
+        }
+      });
     });
   });
   describe('Polygon', () => {