@paraswap/dex-lib 2.31.1-rfq-partner.0 → 2.31.1

package/build/dex/aave-v3/tokens/mainnet.json

@@ -1,44 +0,0 @@
-[
-    {
-        "aSymbol": "aDAI",
-        "aAddress": "0x018008bfb33d285247A21d44E50697654f754e63",
-        "address": "0x6b175474e89094c44da98b954eedeac495271d0f",
-        "decimals": 18
-    },
-    {
-        "aSymbol": "aUSDC",
-        "aAddress": "0x98C23E9d8f34FEFb1B7BD6a91B7FF122F4e16F5c",
-        "address": "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
-        "decimals": 6
-    },
-    {
-        "aSymbol": "aAAVE",
-        "aAddress": "0xA700b4eB416Be35b2911fd5Dee80678ff64fF6C9",
-        "address": "0x7fc66500c84a76ad7e9c93437bfc5ac33e2ddae9",
-        "decimals": 18
-    },
-    {
-        "aSymbol": "aLINK",
-        "aAddress": "0x5E8C8A7243651DB1384C0dDfDbE39761E8e7E51a",
-        "address": "0x514910771af9ca656af840dff83e8264ecf986ca",
-        "decimals": 18
-    },
-    {
-        "aSymbol": "aWBTC",
-        "aAddress": "0x5Ee5bf7ae06D1Be5997A1A72006FE6C607eC6DE8",
-        "address": "0x2260fac5e5542a773aa44fbcfedf7c193bc2c599",
-        "decimals": 8
-    },
-    {
-        "aSymbol": "aWETH",
-        "aAddress": "0x4d5F47FA6A74757f35C14fD3a6Ef8E3C9BC514E8",
-        "address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
-        "decimals": 18
-    },
-    {
-        "aSymbol": "awstETH",
-        "aAddress": "0x0B925eD163218f6662a35e0f0371Ac234f9E9371",
-        "address": "0x7f39c581f595b53c5cb19bd0b3f8da6c935e2ca0",
-        "decimals": 18
-    }
-]

package/build/dex/algebra/algebra-pool.d.ts

@@ -1,41 +0,0 @@
-import { Interface } from '@ethersproject/abi';
-import { DeepReadonly } from 'ts-essentials';
-import { Address, BlockHeader, Log, Logger } from '../../types';
-import { InitializeStateOptions, StatefulEventSubscriber } from '../../stateful-event-subscriber';
-import { IDexHelper } from '../../dex-helper/idex-helper';
-import { PoolState } from './types';
-import { Contract } from 'web3-eth-contract';
-export declare class AlgebraEventPool extends StatefulEventSubscriber<PoolState> {
-    readonly dexHelper: IDexHelper;
-    readonly stateMultiContract: Contract;
-    readonly erc20Interface: Interface;
-    protected readonly factoryAddress: Address;
-    readonly poolInitCodeHash: string;
-    readonly poolDeployer: string;
-    handlers: {
-        [event: string]: (event: any, state: DeepReadonly<PoolState>, log: Readonly<Log>, blockHeader: BlockHeader) => DeepReadonly<PoolState> | null;
-    };
-    logDecoder: (log: Log) => any;
-    addressesSubscribed: string[];
-    private _poolAddress?;
-    readonly token0: Address;
-    readonly token1: Address;
-    readonly poolIface: Interface;
-    constructor(dexHelper: IDexHelper, parentName: string, stateMultiContract: Contract, erc20Interface: Interface, factoryAddress: Address, token0: Address, token1: Address, logger: Logger, mapKey: string | undefined, poolInitCodeHash: string, poolDeployer: string);
-    get poolAddress(): Address;
-    set poolAddress(address: Address);
-    initialize(blockNumber: number, options?: InitializeStateOptions<PoolState>): Promise<void>;
-    protected processBlockLogs(state: DeepReadonly<PoolState>, logs: Readonly<Log>[], blockHeader: Readonly<BlockHeader>): Promise<DeepReadonly<PoolState> | null>;
-    protected processLog(state: DeepReadonly<PoolState>, log: Readonly<Log>, blockHeader: Readonly<BlockHeader>): DeepReadonly<PoolState> | null;
-    private _getStateRequestCallData;
-    getBitmapRangeToRequest(): bigint;
-    generateState(blockNumber: number): Promise<Readonly<PoolState>>;
-    handleSwapEvent(event: any, pool: PoolState, log: Log, blockHeader: BlockHeader): PoolState;
-    handleMintEvent(event: any, pool: PoolState, log: Log, blockHeader: BlockHeader): PoolState;
-    handleBurnEvent(event: any, pool: PoolState, log: Log, blockHeader: BlockHeader): PoolState;
-    handleNewFee(event: any, pool: PoolState, log: Log, blockHeader: BlockHeader): PoolState;
-    handleCollectEvent(event: any, pool: PoolState, log: Log, blockHeader: BlockHeader): PoolState;
-    handleFlashEvent(event: any, pool: PoolState, log: Log, blockHeader: BlockHeader): PoolState;
-    handleCommunityFee(event: any, pool: PoolState, log: Log, blockHeader: BlockHeader): PoolState;
-    private _computePoolAddress;
-}

package/build/dex/algebra/algebra-pool.js

@@ -1,277 +0,0 @@
-"use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.AlgebraEventPool = void 0;
-const lodash_1 = __importDefault(require("lodash"));
-const abi_1 = require("@ethersproject/abi");
-const ts_essentials_1 = require("ts-essentials");
-const utils_1 = require("../../utils");
-const stateful_event_subscriber_1 = require("../../stateful-event-subscriber");
-const ethers_1 = require("ethers");
-const AlgebraPool_abi_json_1 = __importDefault(require("../../abi/algebra/AlgebraPool.abi.json"));
-const constants_1 = require("../uniswap-v3/constants");
-const decoders_1 = require("../../lib/decoders");
-const utils_2 = require("./utils");
-const AlgebraMath_1 = require("./lib/AlgebraMath");
-const TickBitMap_1 = require("../uniswap-v3/contract-math/TickBitMap");
-const utils_3 = require("../uniswap-v3/contract-math/utils");
-const Constants_1 = require("./lib/Constants");
-class AlgebraEventPool extends stateful_event_subscriber_1.StatefulEventSubscriber {
-    constructor(dexHelper, parentName, stateMultiContract, erc20Interface, factoryAddress, token0, token1, logger, mapKey = '', poolInitCodeHash, poolDeployer) {
-        super(parentName, `${token0}_${token1}`, dexHelper, logger, true, mapKey);
-        this.dexHelper = dexHelper;
-        this.stateMultiContract = stateMultiContract;
-        this.erc20Interface = erc20Interface;
-        this.factoryAddress = factoryAddress;
-        this.poolInitCodeHash = poolInitCodeHash;
-        this.poolDeployer = poolDeployer;
-        this.handlers = {};
-        this.poolIface = new abi_1.Interface(AlgebraPool_abi_json_1.default);
-        this.token0 = token0.toLowerCase();
-        this.token1 = token1.toLowerCase();
-        this.logDecoder = (log) => this.poolIface.parseLog(log);
-        this.addressesSubscribed = new Array(1);
-        this.handlers['Fee'] = this.handleNewFee.bind(this);
-        this.handlers['Swap'] = this.handleSwapEvent.bind(this);
-        this.handlers['Mint'] = this.handleMintEvent.bind(this);
-        this.handlers['Burn'] = this.handleBurnEvent.bind(this);
-        this.handlers['Flash'] = this.handleFlashEvent.bind(this);
-        this.handlers['Collect'] = this.handleCollectEvent.bind(this);
-        this.handlers['CommunityFee'] = this.handleCommunityFee.bind(this);
-    }
-    get poolAddress() {
-        if (this._poolAddress === undefined) {
-            this._poolAddress = this._computePoolAddress(this.token0, this.token1);
-        }
-        return this._poolAddress;
-    }
-    set poolAddress(address) {
-        this._poolAddress = address.toLowerCase();
-    }
-    async initialize(blockNumber, options) {
-        await super.initialize(blockNumber, options);
-    }
-    async processBlockLogs(state, logs, blockHeader) {
-        const newState = await super.processBlockLogs(state, logs, blockHeader);
-        if (newState && !newState.isValid) {
-            return await this.generateState(blockHeader.number);
-        }
-        return newState;
-    }
-    processLog(state, log, blockHeader) {
-        try {
-            const event = this.logDecoder(log);
-            if (event.name in this.handlers) {
-                // Because we have observations in array which is mutable by nature, there is a
-                // ts compile error: https://stackoverflow.com/questions/53412934/disable-allowing-assigning-readonly-types-to-non-readonly-types
-                // And there is no good workaround, so turn off the type checker for this line
-                const _state = lodash_1.default.cloneDeep(state);
-                try {
-                    return this.handlers[event.name](event, _state, log, blockHeader);
-                }
-                catch (e) {
-                    if (e instanceof Error &&
-                        e.message.endsWith(constants_1.OUT_OF_RANGE_ERROR_POSTFIX)) {
-                        this.logger.warn(`${this.parentName}: Pool ${this.poolAddress} on ${this.dexHelper.config.data.network} is out of TickBitmap requested range. Re-query the state. ${JSON.stringify(event)}`, e);
-                    }
-                    else {
-                        this.logger.error(`${this.parentName}: Pool ${this.poolAddress}, ` +
-                            `network=${this.dexHelper.config.data.network}: Unexpected ` +
-                            `error while handling event on blockNumber=${blockHeader.number}, ` +
-                            `blockHash=${blockHeader.hash} and parentHash=${blockHeader.parentHash} for UniswapV3, ${JSON.stringify(event)}`, e);
-                    }
-                    _state.isValid = false;
-                    return _state;
-                }
-            }
-        }
-        catch (e) {
-            (0, utils_1.catchParseLogError)(e, this.logger);
-        }
-        return null; // ignore unrecognized event
-    }
-    _getStateRequestCallData() {
-        const callData = [
-            {
-                target: this.token0,
-                callData: this.erc20Interface.encodeFunctionData('balanceOf', [
-                    this.poolAddress,
-                ]),
-                decodeFunction: decoders_1.uint256ToBigInt,
-            },
-            {
-                target: this.token1,
-                callData: this.erc20Interface.encodeFunctionData('balanceOf', [
-                    this.poolAddress,
-                ]),
-                decodeFunction: decoders_1.uint256ToBigInt,
-            },
-            {
-                target: this.stateMultiContract.options.address,
-                callData: this.stateMultiContract.methods
-                    .getFullStateWithRelativeBitmaps(this.factoryAddress, this.token0, this.token1, this.getBitmapRangeToRequest(), this.getBitmapRangeToRequest())
-                    .encodeABI(),
-                decodeFunction: utils_2.decodeStateMultiCallResultWithRelativeBitmaps,
-            },
-        ];
-        return callData;
-    }
-    getBitmapRangeToRequest() {
-        return constants_1.TICK_BITMAP_TO_USE + constants_1.TICK_BITMAP_BUFFER; // TODO: validate
-    }
-    async generateState(blockNumber) {
-        const callData = this._getStateRequestCallData();
-        const [resBalance0, resBalance1, resState] = await this.dexHelper.multiWrapper.tryAggregate(false, callData, blockNumber, this.dexHelper.multiWrapper.defaultBatchSize, false);
-        (0, ts_essentials_1.assert)(resState.success, 'Pool does not exist');
-        const [balance0, balance1, _state] = [
-            resBalance0.returnData,
-            resBalance1.returnData,
-            resState.returnData,
-        ];
-        const tickBitmap = {};
-        const ticks = {};
-        (0, utils_3._reduceTickBitmap)(tickBitmap, _state.tickBitmap);
-        (0, utils_3._reduceTicks)(ticks, _state.ticks);
-        const timepoints = {
-            [_state.globalState.timepointIndex]: {
-                blockTimestamp: (0, utils_1.bigIntify)(_state.timepoints.blockTimestamp),
-                tickCumulative: (0, utils_1.bigIntify)(_state.timepoints.tickCumulative),
-                secondsPerLiquidityCumulative: (0, utils_1.bigIntify)(_state.timepoints.secondsPerLiquidityCumulative),
-                volatilityCumulative: (0, utils_1.bigIntify)(_state.timepoints.volatilityCumulative),
-                volumePerLiquidityCumulative: (0, utils_1.bigIntify)(_state.timepoints.volumePerLiquidityCumulative),
-                averageTick: (0, utils_1.bigIntify)(_state.timepoints.averageTick),
-                initialized: _state.timepoints.initialized,
-            },
-        };
-        const globalState = {
-            communityFeeToken0: (0, utils_1.bigIntify)(_state.globalState.communityFeeToken0),
-            communityFeeToken1: (0, utils_1.bigIntify)(_state.globalState.communityFeeToken1),
-            fee: (0, utils_1.bigIntify)(_state.globalState.fee),
-            price: (0, utils_1.bigIntify)(_state.globalState.price),
-            tick: (0, utils_1.bigIntify)(_state.globalState.tick),
-            timepointIndex: (0, utils_1.bigIntify)(_state.globalState.timepointIndex),
-            unlocked: _state.globalState.unlocked,
-        };
-        const currentTick = globalState.tick;
-        const startTickBitmap = TickBitMap_1.TickBitMap.position(BigInt(currentTick) / Constants_1.Constants.TICK_SPACING)[0];
-        return {
-            pool: _state.pool,
-            blockTimestamp: (0, utils_1.bigIntify)(_state.blockTimestamp),
-            timepoints,
-            globalState,
-            liquidity: (0, utils_1.bigIntify)(_state.liquidity),
-            tickSpacing: Constants_1.Constants.TICK_SPACING,
-            maxLiquidityPerTick: Constants_1.Constants.MAX_LIQUIDITY_PER_TICK,
-            volumePerLiquidityInBlock: 0n,
-            tickBitmap,
-            ticks,
-            startTickBitmap,
-            isValid: true,
-            balance0,
-            balance1,
-        };
-    }
-    handleSwapEvent(event, pool, log, blockHeader) {
-        const newSqrtPriceX96 = (0, utils_1.bigIntify)(event.args.price);
-        const amount0 = (0, utils_1.bigIntify)(event.args.amount0);
-        const amount1 = (0, utils_1.bigIntify)(event.args.amount1);
-        const newTick = (0, utils_1.bigIntify)(event.args.tick);
-        const newLiquidity = (0, utils_1.bigIntify)(event.args.liquidity);
-        pool.blockTimestamp = (0, utils_1.bigIntify)(blockHeader.timestamp);
-        if (amount0 <= 0n && amount1 <= 0n) {
-            this.logger.error(`${this.parentName}: amount0 <= 0n && amount1 <= 0n for ` +
-                `${this.poolAddress} and ${blockHeader.number}. Check why it happened`);
-            pool.isValid = false;
-            return pool;
-        }
-        else {
-            const zeroForOne = amount0 > 0n;
-            AlgebraMath_1.AlgebraMath._calculateSwapAndLock(pool, zeroForOne, newSqrtPriceX96, newTick, newLiquidity);
-            if (zeroForOne) {
-                if (amount1 < 0n) {
-                    pool.balance1 -= BigInt.asUintN(256, -amount1);
-                }
-                else {
-                    this.logger.error(`In swapEvent for pool ${pool.pool} received incorrect values ${zeroForOne} and ${amount1}`);
-                    pool.isValid = false;
-                }
-                // This is not correct fully, because pool may get more tokens then it needs, but
-                // it is not accounted in internal state, it should be good enough
-                pool.balance0 += BigInt.asUintN(256, amount0);
-            }
-            else {
-                if (amount0 < 0n) {
-                    pool.balance0 -= BigInt.asUintN(256, -amount0);
-                }
-                else {
-                    this.logger.error(`In swapEvent for pool ${pool.pool} received incorrect values ${zeroForOne} and ${amount0}`);
-                    pool.isValid = false;
-                }
-                pool.balance1 += BigInt.asUintN(256, amount1);
-            }
-            return pool;
-        }
-    }
-    handleMintEvent(event, pool, log, blockHeader) {
-        const bottomTick = (0, utils_1.bigIntify)(event.args.bottomTick);
-        const topTick = (0, utils_1.bigIntify)(event.args.topTick);
-        const liquidityActual = (0, utils_1.bigIntify)(event.args.liquidityActual);
-        const amount0 = (0, utils_1.bigIntify)(event.args.amount0);
-        const amount1 = (0, utils_1.bigIntify)(event.args.amount1);
-        pool.blockTimestamp = (0, utils_1.bigIntify)(blockHeader.timestamp);
-        AlgebraMath_1.AlgebraMath._updatePositionTicksAndFees(pool, bottomTick, topTick, liquidityActual);
-        pool.balance0 += amount0;
-        pool.balance1 += amount1;
-        return pool;
-    }
-    handleBurnEvent(event, pool, log, blockHeader) {
-        const bottomTick = (0, utils_1.bigIntify)(event.args.bottomTick);
-        const topTick = (0, utils_1.bigIntify)(event.args.topTick);
-        const amount = (0, utils_1.bigIntify)(event.args.amount);
-        pool.blockTimestamp = (0, utils_1.bigIntify)(blockHeader.timestamp);
-        AlgebraMath_1.AlgebraMath._updatePositionTicksAndFees(pool, bottomTick, topTick, -BigInt.asIntN(128, BigInt.asIntN(256, amount)));
-        // no balance change
-        return pool;
-    }
-    handleNewFee(event, pool, log, blockHeader) {
-        const fee = (0, utils_1.bigIntify)(event.args.fee);
-        pool.globalState.fee = fee;
-        pool.blockTimestamp = (0, utils_1.bigIntify)(blockHeader.timestamp);
-        return pool;
-    }
-    handleCollectEvent(event, pool, log, blockHeader) {
-        const amount0 = (0, utils_1.bigIntify)(event.args.amount0);
-        const amount1 = (0, utils_1.bigIntify)(event.args.amount1);
-        pool.balance0 -= amount0;
-        pool.balance1 -= amount1;
-        pool.blockTimestamp = (0, utils_1.bigIntify)(blockHeader.timestamp);
-        return pool;
-    }
-    handleFlashEvent(event, pool, log, blockHeader) {
-        const paid0 = (0, utils_1.bigIntify)(event.args.paid0);
-        const paid1 = (0, utils_1.bigIntify)(event.args.paid1);
-        pool.balance0 += paid0;
-        pool.balance1 += paid1;
-        pool.blockTimestamp = (0, utils_1.bigIntify)(blockHeader.timestamp);
-        return pool;
-    }
-    handleCommunityFee(event, pool, log, blockHeader) {
-        const communityFeeToken0 = (0, utils_1.bigIntify)(event.ags.communityFeeToken0);
-        const communityFeeToken1 = (0, utils_1.bigIntify)(event.ags.communityFeeToken1);
-        pool.globalState.communityFeeToken0 = communityFeeToken0;
-        pool.globalState.communityFeeToken1 = communityFeeToken1;
-        pool.blockTimestamp = (0, utils_1.bigIntify)(blockHeader.timestamp);
-        return pool;
-    }
-    _computePoolAddress(token0, token1) {
-        // https://github.com/Uniswap/v3-periphery/blob/main/contracts/libraries/PoolAddress.sol
-        if (token0 > token1)
-            [token0, token1] = [token1, token0];
-        const encodedKey = ethers_1.ethers.utils.keccak256(ethers_1.ethers.utils.defaultAbiCoder.encode(['address', 'address'], [token0, token1]));
-        return ethers_1.ethers.utils.getCreate2Address(this.poolDeployer, encodedKey, this.poolInitCodeHash);
-    }
-}
-exports.AlgebraEventPool = AlgebraEventPool;
-//# sourceMappingURL=algebra-pool.js.map

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

@@ -1 +0,0 @@
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package/build/dex/algebra/lib/AlgebraXUniV3.d.ts

@@ -1,5 +0,0 @@
-import { PoolState } from '../types';
-import { PoolState as UniV3PoolState } from '../../uniswap-v3/types';
-declare type MinUniV3PoolState = Pick<UniV3PoolState, 'slot0' | 'liquidity' | 'blockTimestamp' | 'startTickBitmap' | 'tickBitmap' | 'tickSpacing' | 'fee' | 'observations' | 'ticks'>;
-export declare const transformAlgebraToMinUniv3PoolState: (state: PoolState) => MinUniV3PoolState;
-export {};

package/build/dex/algebra/lib/AlgebraXUniV3.js

@@ -1,45 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.transformAlgebraToMinUniv3PoolState = void 0;
-const Constants_1 = require("./Constants");
-// @FIXME NOT OPTIMIZED
-const transformAlgebraToMinUniv3PoolState = (state) => {
-    const { globalState, timepoints } = state;
-    const observations = Object.entries(timepoints).reduce((acc, [key, value]) => {
-        acc[parseInt(key)] = {
-            ...value,
-            secondsPerLiquidityCumulativeX128: value.secondsPerLiquidityCumulative,
-        };
-        return acc;
-    }, {});
-    const ticks = Object.entries(state.ticks).reduce((acc, [key, value]) => {
-        acc[parseInt(key)] = {
-            ...value,
-            secondsPerLiquidityOutsideX128: value.outerSecondsPerLiquidity,
-            tickCumulativeOutside: value.outerTickCumulative,
-            liquidityGross: value.liquidityTotal,
-            liquidityNet: value.liquidityDelta,
-            secondsOutside: value.outerSecondsSpent,
-        };
-        return acc;
-    }, {});
-    const slot0 = {
-        feeProtocol: globalState.communityFeeToken0 + (globalState.communityFeeToken1 << 4n),
-        observationCardinality: 0,
-        observationCardinalityNext: 0,
-        observationIndex: Number(state.globalState.timepointIndex),
-        sqrtPriceX96: state.globalState.price,
-        tick: globalState.tick,
-    };
-    return {
-        ...state,
-        fee: globalState.fee,
-        tickSpacing: Constants_1.TICK_SPACING,
-        slot0,
-        observations,
-        ticks,
-        tickBitmap: state.tickTable,
-    };
-};
-exports.transformAlgebraToMinUniv3PoolState = transformAlgebraToMinUniv3PoolState;
-//# sourceMappingURL=AlgebraXUniV3.js.map

package/build/dex/algebra/lib/AlgebraXUniV3.js.map

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

@@ -1,24 +0,0 @@
-interface Timepoint {
-    initialized: boolean;
-    blockTimestamp: bigint;
-    tickCumulative: bigint;
-    secondsPerLiquidityCumulative: bigint;
-    volatilityCumulative: bigint;
-    averageTick: bigint;
-    volumePerLiquidityCumulative: bigint;
-}
-export declare const TIMEPOINT_ZERO: Timepoint;
-export declare class DataStorage {
-    static WINDOW: bigint;
-    static UINT16_MODULO: bigint;
-    static _volatilityOnRange(dt: bigint, tick0: bigint, tick1: bigint, avgTick0: bigint, avgTick1: bigint): bigint;
-    static createNewTimepoint(last: Timepoint, blockTimestamp: bigint, tick: bigint, prevTick: bigint, liquidity: bigint, averageTick: bigint, volumePerLiquidity: bigint): Timepoint;
-    static lteConsideringOverflow(a: bigint, b: bigint, currentTime: bigint): boolean;
-    static _getAverageTick(self: Record<number, Timepoint>, time: bigint, tick: bigint, index: bigint, oldestIndex: bigint, lastTimestamp: bigint, lastTickCumulative: bigint): bigint;
-    static binarySearch(self: Record<number, Timepoint>, time: bigint, target: bigint, lastIndex: bigint, oldestIndex: bigint): [Timepoint, Timepoint];
-    static getSingleTimepoint(self: Record<number, Timepoint>, time: bigint, secondsAgo: bigint, tick: bigint, index: bigint, oldestIndex: bigint, liquidity: bigint): Timepoint;
-    static getTimepoints(self: Record<number, Timepoint>, time: bigint, secondsAgos: bigint[], tick: bigint, index: bigint, liquidity: bigint): [bigint[], bigint[], bigint[], bigint[]];
-    static getAverages(self: Record<number, Timepoint>, time: bigint, tick: bigint, index: bigint, liquidity: bigint): [bigint, bigint];
-    static write(self: Record<number, Timepoint>, index: bigint, blockTimestamp: bigint, tick: bigint, liquidity: bigint, volumePerLiquidity: bigint): bigint;
-}
-export {};