@paraswap/dex-lib 2.30.3-rfq-improvements.0 → 2.30.3

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/types.d.ts

@@ -247,7 +247,6 @@ export declare type PreprocessTransactionOptions = {
     hmac?: string;
     mockRfqAndLO?: boolean;
     isDirectMethod?: boolean;
-    data?: string;
 };
 export declare type TransferFeeParams = {
     srcFee: number;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@paraswap/dex-lib",
-  "version": "2.30.3-rfq-improvements.0",
+  "version": "2.30.3",
   "main": "build/index.js",
   "types": "build/index.d.ts",
   "repository": "https://github.com/paraswap/paraswap-dex-lib",

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

@@ -275,6 +275,63 @@ describe('CurveV1Factory', function () {
         }
       });
     });
+
+    describe(`renBTC-wibBTC`, () => {
+      const srcTokenSymbol = 'renBTC';
+      const destTokenSymbol = 'wibBTC';
+      const amountsForSell = [
+        0n,
+        1n * BI_POWS[tokens[srcTokenSymbol].decimals - 1],
+        2n * BI_POWS[tokens[srcTokenSymbol].decimals - 1],
+        3n * BI_POWS[tokens[srcTokenSymbol].decimals - 1],
+        4n * BI_POWS[tokens[srcTokenSymbol].decimals - 1],
+        5n * BI_POWS[tokens[srcTokenSymbol].decimals - 1],
+        6n * BI_POWS[tokens[srcTokenSymbol].decimals - 1],
+        7n * BI_POWS[tokens[srcTokenSymbol].decimals - 1],
+        8n * BI_POWS[tokens[srcTokenSymbol].decimals - 1],
+        9n * BI_POWS[tokens[srcTokenSymbol].decimals - 1],
+        10n * BI_POWS[tokens[srcTokenSymbol].decimals - 1],
+      ];
+
+      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,
+          );
+        }
+      });
+    });
   });
   describe('Polygon', () => {
     const network = Network.POLYGON;

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

@@ -181,6 +181,8 @@ export class CurveV1Factory
     // This is only to start timer, each pool is initialized with updated state
     this.poolManager.initializePollingPools();
     await this.fetchFactoryPools(blockNumber);
+    await this.poolManager.fetchLiquiditiesFromApi();
+    await this.poolManager.updatePollingPoolsInBatch();
     this.logger.info(`${this.dexKey}: successfully initialized`);
   }
 
@@ -340,7 +342,7 @@ export class CurveV1Factory
     // Variable initializeInitialState is only for poolTracker. We don't want to keep state updated with scheduler
     // We just want to initialize factory pools and send request to CurveAPI
     // Other values are not used
-    initializeInitialState: boolean = true,
+    initializeInitialState: boolean = false,
   ) {
     if (this.areFactoryPoolsFetched) {
       return;
@@ -770,57 +772,69 @@ export class CurveV1Factory
           )
         : amountsWithUnit;
 
-      const results = pools.map(
-        (pool): PoolPrices<CurveV1FactoryData> | null => {
-          const state = pool.getState();
+      const results = await Promise.all(
+        pools.map(
+          async (pool): Promise<PoolPrices<CurveV1FactoryData> | null> => {
+            let state = pool.getState();
+            if (!state) {
+              await this.poolManager.updateManuallyPollingPools(
+                pool.baseStatePoolPolling
+                  ? [pool.baseStatePoolPolling, pool]
+                  : [pool],
+              );
+              state = pool.getState();
+              if (!state) {
+                return null;
+              }
+            }
 
-          if (!state) {
-            return null;
-          }
+            if (state.balances.every(b => b === 0n)) {
+              this.logger.trace(
+                `${this.dexKey} on ${this.dexHelper.config.data.network}: State balances equal to 0 in pool ${pool.address}`,
+              );
+              return null;
+            }
 
-          if (state.balances.every(b => b === 0n)) {
-            this.logger.trace(
-              `${this.dexKey} on ${this.dexHelper.config.data.network}: State balances equal to 0 in pool ${pool.address}`,
+            const poolData = pool.getPoolData(
+              srcTokenAddress,
+              destTokenAddress,
             );
-            return null;
-          }
 
-          const poolData = pool.getPoolData(srcTokenAddress, destTokenAddress);
+            if (poolData === null) {
+              this.logger.error(
+                `${pool.fullName}: one or both tokens can not be exchanged in pool ${pool.address}: ${srcTokenAddress} -> ${destTokenAddress}`,
+              );
+              return null;
+            }
 
-          if (poolData === null) {
-            this.logger.error(
-              `${pool.fullName}: one or both tokens can not be exchanged in pool ${pool.address}: ${srcTokenAddress} -> ${destTokenAddress}`,
-            );
-            return null;
-          }
+            let outputs: bigint[] = this.poolManager
+              .getPriceHandler(pool.implementationAddress)
+              .getOutputs(
+                state,
+                amountsWithUnitAndFee,
+                poolData.i,
+                poolData.j,
+                poolData.underlyingSwap,
+              );
 
-          let outputs: bigint[] = this.poolManager
-            .getPriceHandler(pool.implementationAddress)
-            .getOutputs(
-              state,
-              amountsWithUnitAndFee,
-              poolData.i,
-              poolData.j,
-              poolData.underlyingSwap,
+            outputs = applyTransferFee(
+              outputs,
+              side,
+              transferFees.destDexFee,
+              this.DEST_TOKEN_DEX_TRANSFERS,
             );
 
-          outputs = applyTransferFee(
-            outputs,
-            side,
-            transferFees.destDexFee,
-            this.DEST_TOKEN_DEX_TRANSFERS,
-          );
-
-          return {
-            prices: [0n, ...outputs.slice(1)],
-            unit: outputs[0],
-            data: poolData,
-            exchange: this.dexKey,
-            poolIdentifier: pool.poolIdentifier,
-            gasCost: POOL_EXCHANGE_GAS_COST,
-            poolAddresses: [pool.address],
-          };
-        },
+            return {
+              prices: [0n, ...outputs.slice(1)],
+              unit: outputs[0],
+              data: poolData,
+              exchange: this.dexKey,
+              poolIdentifier: pool.poolIdentifier,
+              gasCost: POOL_EXCHANGE_GAS_COST,
+              poolAddresses: [pool.address],
+            };
+          },
+        ),
       );
 
       return results.filter(

package/src/dex/curve-v1-factory/curve-v1-pool-manager.ts

@@ -94,7 +94,7 @@ export class CurveV1FactoryPoolManager {
       filteredPoolsByLiquidity.sort((a, b) => +a.isMetaPool - +b.isMetaPool),
     );
 
-    this.statePollingManager.updatePoolsInBatch(
+    return this.statePollingManager.updatePoolsInBatch(
       this.logger,
       this.dexHelper,
       pools,
@@ -105,6 +105,16 @@ export class CurveV1FactoryPoolManager {
     );
   }
 
+  async updateManuallyPollingPools(pools: PoolPollingBase[]) {
+    return this.statePollingManager.updatePoolsInBatch(
+      this.logger,
+      this.dexHelper,
+      pools,
+      undefined,
+      undefined,
+    );
+  }
+
   async initializeIndividualPollingPoolState(
     identifier: string,
     isSrcFeeOnTransferTokenToBeExchanged: boolean,

package/src/dex/curve-v1-factory/price-handlers/functions/_rates.ts

@@ -36,7 +36,7 @@ const customPlain3CoinSbtc: _rates = (
     let rate = LENDING_PRECISION; // Used with no lending
     if (use_lending[i]) {
       const currentRate = state.exchangeRateCurrent[i];
-      if (currentRate === undefined) {
+      if (!currentRate) {
         throw new Error(
           `${self.IMPLEMENTATION_NAME}: exchangeRateCurrent contains undefined value that supposed to be used: ${state.exchangeRateCurrent}`,
         );

package/src/dex/curve-v1-factory/state-polling-pools/custom-pool-polling.ts

@@ -13,6 +13,7 @@ import { _require } from '../../../utils';
 import { Address } from '@paraswap/core';
 import { AbiItem } from 'web3-utils';
 import { NULL_ADDRESS } from '../../../constants';
+import { assert } from 'ts-essentials';
 
 type FunctionToCall =
   | 'A'
@@ -227,16 +228,17 @@ export class CustomBasePoolForFactory extends PoolPollingBase {
 
     let exchangeRateCurrent: (bigint | undefined)[] | undefined;
 
-    let lastEndIndex = lastIndex + 1;
+    let lastEndIndex = lastIndex + this.poolConstants.COINS.length;
     if (this.useLending) {
       exchangeRateCurrent = new Array(this.useLending.length).fill(undefined);
+      let trueUseLendingCount = this.useLending.filter(el => el).length;
       const exchangeRateResults = multiOutputs.slice(
         lastEndIndex,
         // Filter false elements before checking length
-        lastEndIndex + this.useLending.filter(el => el).length,
+        lastEndIndex + trueUseLendingCount,
       ) as bigint[];
 
-      lastEndIndex += this.useLending.length;
+      lastEndIndex += trueUseLendingCount;
       // We had array with booleans and I filtered of `false` and sent request.
       // So, now I must map that results to original indices. That is the reason of this complication
       const indicesToFill = this.useLending.reduce<number[]>((acc, curr, i) => {
@@ -255,9 +257,15 @@ export class CustomBasePoolForFactory extends PoolPollingBase {
         },
         'indicesToFill.length === exchangeRateResults.length',
       );
-
       indicesToFill.forEach((indexToFill, currentIndex) => {
-        exchangeRateResults[indexToFill] = exchangeRateResults[currentIndex];
+        if (exchangeRateCurrent === undefined) {
+          throw new Error(
+            `${this.poolIdentifier}: exchangeRateCurrent is undefined`,
+          );
+        }
+        const resultRate = exchangeRateResults[currentIndex];
+        assert(resultRate, "resultRate can't be undefined");
+        exchangeRateCurrent[indexToFill] = resultRate;
       });
     }
 

package/src/dex/generic-rfq/generic-rfq.ts

@@ -193,12 +193,6 @@ export class GenericRFQ extends ParaSwapLimitOrders {
     side: SwapSide,
     options: PreprocessTransactionOptions,
   ): Promise<[OptimalSwapExchange<ParaSwapLimitOrdersData>, ExchangeTxInfo]> {
-    if (options.data && !this.config.priceImprovements) {
-      throw new Error(
-        `RFQ Price Improvements is not supported by ${this.dexKey}.`,
-      );
-    }
-
     const isSell = side === SwapSide.SELL;
 
     const order = await this.rateFetcher.getFirmRate(
@@ -209,7 +203,6 @@ export class GenericRFQ extends ParaSwapLimitOrders {
         : overOrder(optimalSwapExchange.destAmount, 1),
       side,
       options.txOrigin,
-      options.data,
     );
 
     const expiryAsBigInt = BigInt(order.order.expiry);

package/src/dex/generic-rfq/rate-fetcher.ts

@@ -165,8 +165,8 @@ export class RateFetcher {
 
   start() {
     this.tokensFetcher.startPolling();
-    this.pairsFetcher.startPolling();
     this.rateFetcher.startPolling();
+    this.pairsFetcher.startPolling();
     if (this.blackListFetcher) {
       this.blackListFetcher.startPolling();
     }
@@ -226,7 +226,7 @@ export class RateFetcher {
   private handleRatesResponse(resp: RatesResponse) {
     const pairs = this.pairs;
 
-    if (isEmpty(pairs)) return;
+    if(isEmpty(pairs)) return;
 
     Object.keys(resp.prices).forEach(pairName => {
       const pair = pairs[pairName];
@@ -239,7 +239,7 @@ export class RateFetcher {
         return;
       }
 
-      if (isEmpty(this.tokens)) return;
+      if(isEmpty(this.tokens)) return;
 
       const baseToken = this.tokens[pair.base];
       const quoteToken = this.tokens[pair.quote];
@@ -376,7 +376,6 @@ export class RateFetcher {
     srcAmount: string,
     side: SwapSide,
     userAddress: Address,
-    data?: string,
   ): Promise<OrderInfo> {
     const srcToken = this.dexHelper.config.wrapETH(_srcToken);
     const destToken = this.dexHelper.config.wrapETH(_destToken);
@@ -391,7 +390,6 @@ export class RateFetcher {
       makerAmount: side === SwapSide.BUY ? srcAmount : undefined,
       takerAmount: side === SwapSide.SELL ? srcAmount : undefined,
       userAddress,
-      data,
     };
 
     try {

package/src/dex/generic-rfq/types.ts

@@ -72,7 +72,6 @@ export type RFQConfig = {
   blacklistConfig?: FetcherParams;
   maker: Address;
   pathToRemove?: string;
-  priceImprovements?: boolean;
 };
 
 export type TokenWithAmount = Token & {
@@ -85,7 +84,6 @@ export type RFQPayload = {
   makerAmount?: string;
   takerAmount?: string;
   userAddress: Address;
-  data?: string;
 };
 
 export type AugustusOrderWithStringAndSignature = AugustusOrderWithString & {

package/src/types.ts

@@ -291,7 +291,6 @@ export type PreprocessTransactionOptions = {
   hmac?: string;
   mockRfqAndLO?: boolean;
   isDirectMethod?: boolean;
-  data?: string;
 };
 
 export type TransferFeeParams = {

package/tests/constants-e2e.ts

@@ -307,6 +307,10 @@ export const Tokens: {
       address: '0xf939E0A03FB07F59A73314E73794Be0E57ac1b4E',
       decimals: 18,
     },
+    wibBTC: {
+      address: '0x8751d4196027d4e6da63716fa7786b5174f04c15',
+      decimals: 18,
+    },
   },
   [Network.ROPSTEN]: {
     DAI: {
@@ -918,6 +922,7 @@ export const Holders: {
     PSP: '0xE5E5440a1CE69C5cf67BFFA74d185e57c31b43E5',
     crvUSD: '0xA920De414eA4Ab66b97dA1bFE9e6EcA7d4219635',
     GHO: '0x844Dc85EdD8492A56228D293cfEbb823EF3E10EC',
+    wibBTC: '0xFbdCA68601f835b27790D98bbb8eC7f05FDEaA9B',
   },
   [Network.ROPSTEN]: {
     ETH: '0x43262A12d8610AA70C15DbaeAC321d51613c9071',

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://$PROJECT_DIR$/paraswap-dex-lib.iml" filepath="$PROJECT_DIR$/paraswap-dex-lib.iml" />
-    </modules>
-  </component>
-</project>

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>

package/.vscode/launch.json

@@ -1,21 +0,0 @@
-{
-    // Use IntelliSense to learn about possible attributes.
-    // Hover to view descriptions of existing attributes.
-    // For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
-    "version": "0.2.0",
-    "configurations": [
-        {
-            "type": "node",
-            "request": "launch",
-            "name": "Launch Program",
-            "skipFiles": [
-                "<node_internals>/**"
-            ],
-            "program": "${workspaceFolder}/build/index.js",
-            "preLaunchTask": "tsc: build - tsconfig.json",
-            "outFiles": [
-                "${workspaceFolder}/build/**/*.js"
-            ]
-        }
-    ]
-}