@paraswap/dex-lib 2.34.0 → 2.35.0

package/build/composed-event-subscriber.js

@@ -58,8 +58,14 @@ class ComposedEventSubscriber extends stateful_event_subscriber_1.StatefulEventS
                 .aggregate(this.multiCallInputs)
                 .call({}, blockNumber)).returnData;
         }
-        const stateParts = await Promise.all(this.parts.map((p, i) => p.generateState(returnData.slice(...this.multiCallSlices[i]), blockNumber)));
-        return this.parts.reduce((acc, p, i) => p.lens.set(stateParts[i])(acc), this.blankState);
+        try {
+            const stateParts = await Promise.all(this.parts.map((p, i) => p.generateState(returnData.slice(...this.multiCallSlices[i]), blockNumber)));
+            return this.parts.reduce((acc, p, i) => p.lens.set(stateParts[i])(acc), this.blankState);
+        }
+        catch (e) {
+            this.logger.error(`Error generating state: ${e}`);
+            throw e;
+        }
     }
 }
 exports.ComposedEventSubscriber = ComposedEventSubscriber;

package/build/composed-event-subscriber.js.map

@@ -1 +1 @@
-{"version":3,"file":"composed-event-subscriber.js","sourceRoot":"","sources":["../src/composed-event-subscriber.ts"],"names":[],"mappings":";;;AAAA,2EAAsE;AAatE,MAAsB,sBAAsB;IAC1C,YACS,mBAA8B,EAC9B,IAAuD,EACpD,MAAc;QAFjB,wBAAmB,GAAnB,mBAAmB,CAAW;QAC9B,SAAI,GAAJ,IAAI,CAAmD;QACpD,WAAM,GAAN,MAAM,CAAQ;IACvB,CAAC;CAcL;AAnBD,wDAmBC;AAED,MAAsB,uBAEpB,SAAQ,mDAA8B;IAQtC,YACE,UAAkB,EAClB,IAAY,EACZ,MAAc,EACJ,SAAqB,EACvB,KAA2C,EAC3C,UAA+B;QAEvC,KAAK,CAAC,UAAU,EAAE,IAAI,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC;QAJjC,cAAS,GAAT,SAAS,CAAY;QACvB,UAAK,GAAL,KAAK,CAAsC;QAC3C,eAAU,GAAV,UAAU,CAAqB;QAZjC,uBAAkB,GAEtB,EAAE,CAAC;QAEC,oBAAe,GAAuB,EAAE,CAAC;QAY/C,IAAI,CAAC,mBAAmB,GAAG,EAAE,CAAC;QAC9B,KAAK,MAAM,CAAC,IAAI,IAAI,CAAC,KAAK,EAAE;YAC1B,KAAK,MAAM,CAAC,IAAI,CAAC,CAAC,mBAAmB,EAAE;gBACrC,MAAM,CAAC,GAAG,CAAC,CAAC,WAAW,EAAE,CAAC;gBAC1B,IAAI,CAAC,IAAI,CAAC,kBAAkB,CAAC,CAAC,CAAC,EAAE;oBAC/B,IAAI,CAAC,kBAAkB,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC;oBAChC,IAAI,CAAC,mBAAmB,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;iBAClC;gBACD,IAAI,CAAC,kBAAkB,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;aACpC;SACF;QAED,MAAM,oBAAoB,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAC9C,CAAC,CAAC,+BAA+B,EAAE,CACpC,CAAC;QACF,IAAI,CAAC,GAAG,CAAC,CAAC;QACV,KAAK,MAAM,GAAG,IAAI,oBAAoB,EAAE;YACtC,IAAI,CAAC,eAAe,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,GAAG,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC;YAC/C,CAAC,IAAI,GAAG,CAAC,MAAM,CAAC;SACjB;QACD,IAAI,CAAC,eAAe,GAAG,oBAAoB,CAAC,IAAI,EAAE,CAAC;IACrD,CAAC;IAES,KAAK,CAAC,UAAU,CACxB,KAA0B,EAC1B,GAAkB,EAClB,WAAkC;QAElC,MAAM,EAAE,GAAG,IAAI,CAAC,kBAAkB,CAAC,GAAG,CAAC,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;QAC9D,IAAI,CAAC,EAAE,EAAE;YACP,IAAI,CAAC,MAAM,CAAC,KAAK,CACf,2BAA2B,IAAI,CAAC,IAAI,oCAAoC,GAAG,CAAC,OAAO,EAAE,CACtF,CAAC;YACF,OAAO,IAAI,CAAC;SACb;QACD,IAAI,QAAQ,GAA+B,IAAI,CAAC;QAChD,KAAK,MAAM,CAAC,IAAI,EAAE,EAAE;YAClB,MAAM,MAAM,GAAQ,MAAM,CAAC,CAAC,UAAU,CACpC,CAAC,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,QAAQ,IAAI,KAAK,CAAC,EAC/B,GAAG,EACH,WAAW,CACZ,CAAC;YACF,IAAI,MAAM;gBAAE,QAAQ,GAAG,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,QAAQ,IAAI,KAAK,CAAC,CAAC;SAC9D;QACD,OAAO,QAAQ,CAAC;IAClB,CAAC;IAEM,KAAK,CAAC,aAAa,CACxB,WAA+B;QAE/B,IAAI,UAAU,GAAsB,EAAE,CAAC;QACvC,IAAI,IAAI,CAAC,eAAe,CAAC,MAAM,EAAE;YAC/B,UAAU,GAAG,CACX,MAAM,IAAI,CAAC,SAAS,CAAC,aAAa,CAAC,OAAO;iBACvC,SAAS,CAAC,IAAI,CAAC,eAAe,CAAC;iBAC/B,IAAI,CAAC,EAAE,EAAE,WAAW,CAAC,CACzB,CAAC,UAAU,CAAC;SACd;QACD,MAAM,UAAU,GAAG,MAAM,OAAO,CAAC,GAAG,CAClC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CACtB,CAAC,CAAC,aAAa,CACb,UAAU,CAAC,KAAK,CAAC,GAAG,IAAI,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC,EAC5C,WAAW,CACZ,CACF,CACF,CAAC;QACF,OAAO,IAAI,CAAC,KAAK,CAAC,MAAM,CACtB,CAAC,GAAG,EAAE,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,EAC7C,IAAI,CAAC,UAAU,CAChB,CAAC;IACJ,CAAC;CACF;AA3FD,0DA2FC"}
+{"version":3,"file":"composed-event-subscriber.js","sourceRoot":"","sources":["../src/composed-event-subscriber.ts"],"names":[],"mappings":";;;AAAA,2EAAsE;AAatE,MAAsB,sBAAsB;IAC1C,YACS,mBAA8B,EAC9B,IAAuD,EACpD,MAAc;QAFjB,wBAAmB,GAAnB,mBAAmB,CAAW;QAC9B,SAAI,GAAJ,IAAI,CAAmD;QACpD,WAAM,GAAN,MAAM,CAAQ;IACvB,CAAC;CAcL;AAnBD,wDAmBC;AAED,MAAsB,uBAEpB,SAAQ,mDAA8B;IAQtC,YACE,UAAkB,EAClB,IAAY,EACZ,MAAc,EACJ,SAAqB,EACvB,KAA2C,EAC3C,UAA+B;QAEvC,KAAK,CAAC,UAAU,EAAE,IAAI,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC;QAJjC,cAAS,GAAT,SAAS,CAAY;QACvB,UAAK,GAAL,KAAK,CAAsC;QAC3C,eAAU,GAAV,UAAU,CAAqB;QAZjC,uBAAkB,GAEtB,EAAE,CAAC;QAEC,oBAAe,GAAuB,EAAE,CAAC;QAY/C,IAAI,CAAC,mBAAmB,GAAG,EAAE,CAAC;QAC9B,KAAK,MAAM,CAAC,IAAI,IAAI,CAAC,KAAK,EAAE;YAC1B,KAAK,MAAM,CAAC,IAAI,CAAC,CAAC,mBAAmB,EAAE;gBACrC,MAAM,CAAC,GAAG,CAAC,CAAC,WAAW,EAAE,CAAC;gBAC1B,IAAI,CAAC,IAAI,CAAC,kBAAkB,CAAC,CAAC,CAAC,EAAE;oBAC/B,IAAI,CAAC,kBAAkB,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC;oBAChC,IAAI,CAAC,mBAAmB,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;iBAClC;gBACD,IAAI,CAAC,kBAAkB,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;aACpC;SACF;QAED,MAAM,oBAAoB,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAC9C,CAAC,CAAC,+BAA+B,EAAE,CACpC,CAAC;QACF,IAAI,CAAC,GAAG,CAAC,CAAC;QACV,KAAK,MAAM,GAAG,IAAI,oBAAoB,EAAE;YACtC,IAAI,CAAC,eAAe,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,GAAG,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC;YAC/C,CAAC,IAAI,GAAG,CAAC,MAAM,CAAC;SACjB;QACD,IAAI,CAAC,eAAe,GAAG,oBAAoB,CAAC,IAAI,EAAE,CAAC;IACrD,CAAC;IAES,KAAK,CAAC,UAAU,CACxB,KAA0B,EAC1B,GAAkB,EAClB,WAAkC;QAElC,MAAM,EAAE,GAAG,IAAI,CAAC,kBAAkB,CAAC,GAAG,CAAC,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;QAC9D,IAAI,CAAC,EAAE,EAAE;YACP,IAAI,CAAC,MAAM,CAAC,KAAK,CACf,2BAA2B,IAAI,CAAC,IAAI,oCAAoC,GAAG,CAAC,OAAO,EAAE,CACtF,CAAC;YACF,OAAO,IAAI,CAAC;SACb;QACD,IAAI,QAAQ,GAA+B,IAAI,CAAC;QAChD,KAAK,MAAM,CAAC,IAAI,EAAE,EAAE;YAClB,MAAM,MAAM,GAAQ,MAAM,CAAC,CAAC,UAAU,CACpC,CAAC,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,QAAQ,IAAI,KAAK,CAAC,EAC/B,GAAG,EACH,WAAW,CACZ,CAAC;YACF,IAAI,MAAM;gBAAE,QAAQ,GAAG,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,QAAQ,IAAI,KAAK,CAAC,CAAC;SAC9D;QACD,OAAO,QAAQ,CAAC;IAClB,CAAC;IAEM,KAAK,CAAC,aAAa,CACxB,WAA+B;QAE/B,IAAI,UAAU,GAAsB,EAAE,CAAC;QACvC,IAAI,IAAI,CAAC,eAAe,CAAC,MAAM,EAAE;YAC/B,UAAU,GAAG,CACX,MAAM,IAAI,CAAC,SAAS,CAAC,aAAa,CAAC,OAAO;iBACvC,SAAS,CAAC,IAAI,CAAC,eAAe,CAAC;iBAC/B,IAAI,CAAC,EAAE,EAAE,WAAW,CAAC,CACzB,CAAC,UAAU,CAAC;SACd;QACD,IAAI;YACF,MAAM,UAAU,GAAG,MAAM,OAAO,CAAC,GAAG,CAClC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CACtB,CAAC,CAAC,aAAa,CACb,UAAU,CAAC,KAAK,CAAC,GAAG,IAAI,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC,EAC5C,WAAW,CACZ,CACF,CACF,CAAC;YACF,OAAO,IAAI,CAAC,KAAK,CAAC,MAAM,CACtB,CAAC,GAAG,EAAE,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,EAC7C,IAAI,CAAC,UAAU,CAChB,CAAC;SACH;QAAC,OAAO,CAAC,EAAE;YACV,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,2BAA2B,CAAC,EAAE,CAAC,CAAC;YAClD,MAAM,CAAC,CAAC;SACT;IACH,CAAC;CACF;AAhGD,0DAgGC"}

package/build/config.js

@@ -282,8 +282,8 @@ const baseConfigs = {
         multicallV2Address: '0x6cA478C852DfA8941FC819fDf248606eA04780B6',
         privateHttpProvider: process.env.HTTP_PROVIDER_1101,
         adapterAddresses: {
-            PolygonZkEvmAdapter01: '0x760870be538e7b4E2110e2890473CC17ADB1fdC1',
-            PolygonZkEvmBuyAdapter: '0x61bFA60A992472869F8d7b4705609A6E0BCf383f',
+            PolygonZkEvmAdapter01: '0xd63B7691dD98fa89A2ea5e1604700489c585aa7B',
+            PolygonZkEvmBuyAdapter: '0xe2137168CdA486a2555E16c597905854C84F9127',
         },
         rpcPollingMaxAllowedStateDelayInBlocks: 0,
         rpcPollingBlocksBackToTriggerUpdate: 0,

package/build/dex/index.js

@@ -72,6 +72,7 @@ const spiritswap_v3_1 = require("./quickswap/spiritswap-v3");
 const trader_joe_v2_1_1 = require("./trader-joe-v2.1");
 const pancakeswap_v3_1 = require("./pancakeswap-v3/pancakeswap-v3");
 const algebra_1 = require("./algebra/algebra");
+const quick_perps_1 = require("./quick-perps/quick-perps");
 const nomiswap_v2_1 = require("./uniswap-v2/nomiswap-v2");
 const LegacyDexes = [
     curve_v2_1.CurveV2,
@@ -141,6 +142,7 @@ const Dexes = [
     maverick_v1_1.MaverickV1,
     camelot_1.Camelot,
     swaap_v2_1.SwaapV2,
+    quick_perps_1.QuickPerps,
     nomiswap_v2_1.NomiswapV2,
 ];
 class DexAdapterService {

package/build/dex/index.js.map

@@ -1 +1 @@
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package/build/dex/quick-perps/config.d.ts

@@ -0,0 +1,11 @@
+import { DexParams } from './types';
+import { DexConfigMap } from '../../types';
+export declare const QuickPerpsConfig: DexConfigMap<DexParams>;
+export declare const Adapters: {
+    [chainId: number]: {
+        [side: string]: {
+            name: string;
+            index: number;
+        }[] | null;
+    };
+};

package/build/dex/quick-perps/config.js

@@ -0,0 +1,27 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.Adapters = exports.QuickPerpsConfig = void 0;
+const constants_1 = require("../../constants");
+exports.QuickPerpsConfig = {
+    QuickPerps: {
+        [constants_1.Network.ZKEVM]: {
+            vault: '0x99B31498B0a1Dae01fc3433e3Cb60F095340935C',
+            reader: '0xf1CFB75854DE535475B88Bb6FBad317eea98c0F9',
+            priceFeed: '0x5b1F500134bdD7f4359F5B2adC65f839737290f4',
+            fastPriceFeed: '0x73903fEc691a80Ec47bc830bf3F0baD127A06e30',
+            fastPriceEvents: '0x08bC8ef0b71238055f9Ee6BBc90869D8d0DBdCCa',
+            usdq: '0x48aC594dd00c4aAcF40f83337fc6dA31F9F439A7',
+        },
+    },
+};
+exports.Adapters = {
+    [constants_1.Network.ZKEVM]: {
+        [constants_1.SwapSide.SELL]: [
+            {
+                name: 'PolygonZkEvmAdapter01',
+                index: 2,
+            },
+        ],
+    },
+};
+//# sourceMappingURL=config.js.map

package/build/dex/quick-perps/config.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"config.js","sourceRoot":"","sources":["../../../src/dex/quick-perps/config.ts"],"names":[],"mappings":";;;AAEA,+CAAoD;AAEvC,QAAA,gBAAgB,GAA4B;IACvD,UAAU,EAAE;QACV,CAAC,mBAAO,CAAC,KAAK,CAAC,EAAE;YACf,KAAK,EAAE,4CAA4C;YACnD,MAAM,EAAE,4CAA4C;YACpD,SAAS,EAAE,4CAA4C;YACvD,aAAa,EAAE,4CAA4C;YAC3D,eAAe,EAAE,4CAA4C;YAC7D,IAAI,EAAE,4CAA4C;SACnD;KACF;CACF,CAAC;AAEW,QAAA,QAAQ,GAIjB;IACF,CAAC,mBAAO,CAAC,KAAK,CAAC,EAAE;QACf,CAAC,oBAAQ,CAAC,IAAI,CAAC,EAAE;YACf;gBACE,IAAI,EAAE,uBAAuB;gBAC7B,KAAK,EAAE,CAAC;aACT;SACF;KACF;CACF,CAAC"}

package/build/dex/quick-perps/fast-price-feed.d.ts

@@ -0,0 +1,26 @@
+import { Interface } from '@ethersproject/abi';
+import { DeepReadonly } from 'ts-essentials';
+import { PartialEventSubscriber } from '../../composed-event-subscriber';
+import { Address, MultiCallInput, MultiCallOutput, Logger, Log, BlockHeader } from '../../types';
+import { FastPriceFeedConfig, FastPriceFeedState } from './types';
+import { Lens } from '../../lens';
+export declare class FastPriceFeed<State> extends PartialEventSubscriber<State, FastPriceFeedState> {
+    private fastPriceFeedAddress;
+    private tokenAddresses;
+    static readonly interface: Interface;
+    static readonly fastPriceEventsInterface: Interface;
+    BASIS_POINTS_DIVISOR: bigint;
+    protected priceDuration: number;
+    protected maxDeviationBasisPoints: bigint;
+    protected favorFastPrice: Record<string, boolean>;
+    private spreadBasisPointsIfInactive;
+    private spreadBasisPointsIfChainError;
+    private maxPriceUpdateDelay;
+    constructor(fastPriceFeedAddress: Address, fastPriceEventsAddress: Address, tokenAddresses: Address[], config: FastPriceFeedConfig, lens: Lens<DeepReadonly<State>, DeepReadonly<FastPriceFeedState>>, logger: Logger);
+    processLog(state: DeepReadonly<FastPriceFeedState>, log: Readonly<Log>, blockHeader: Readonly<BlockHeader>): DeepReadonly<FastPriceFeedState> | null;
+    getPrice(_state: DeepReadonly<State>, _token: Address, _refPrice: bigint, _maximize: boolean): bigint;
+    static getConfigMulticallInputs(fastPriceFeedAddress: Address, tokenAddresses: Address[]): MultiCallInput[];
+    static getConfig(multicallOutputs: MultiCallOutput[], tokenAddresses: Address[]): FastPriceFeedConfig;
+    getGenerateStateMultiCallInputs(): MultiCallInput[];
+    generateState(multicallOutputs: MultiCallOutput[], blockNumber?: number | 'latest'): DeepReadonly<FastPriceFeedState>;
+}

package/build/dex/quick-perps/fast-price-feed.js

@@ -0,0 +1,176 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.FastPriceFeed = void 0;
+const lodash_1 = __importDefault(require("lodash"));
+const abi_1 = require("@ethersproject/abi");
+const composed_event_subscriber_1 = require("../../composed-event-subscriber");
+const fast_price_feed_json_1 = __importDefault(require("../../abi/quick-perps/fast-price-feed.json"));
+const fast_price_events_json_1 = __importDefault(require("../../abi/quick-perps/fast-price-events.json"));
+class FastPriceFeed extends composed_event_subscriber_1.PartialEventSubscriber {
+    constructor(fastPriceFeedAddress, fastPriceEventsAddress, tokenAddresses, config, lens, logger) {
+        super([fastPriceEventsAddress], lens, logger);
+        this.fastPriceFeedAddress = fastPriceFeedAddress;
+        this.tokenAddresses = tokenAddresses;
+        this.BASIS_POINTS_DIVISOR = 10000n;
+        this.priceDuration = config.priceDuration;
+        this.maxDeviationBasisPoints = config.maxDeviationBasisPoints;
+        this.favorFastPrice = config.favorFastPrice;
+        this.spreadBasisPointsIfInactive = config.spreadBasisPointsIfInactive;
+        this.spreadBasisPointsIfChainError = config.spreadBasisPointsIfChainError;
+        this.maxPriceUpdateDelay = config.maxPriceUpdateDelay;
+    }
+    processLog(state, log, blockHeader) {
+        try {
+            const parsed = FastPriceFeed.fastPriceEventsInterface.parseLog(log);
+            switch (parsed.name) {
+                case 'PriceUpdate': {
+                    const _state = lodash_1.default.cloneDeep(state);
+                    _state.lastUpdatedAt =
+                        typeof blockHeader.timestamp === 'string'
+                            ? parseInt(blockHeader.timestamp)
+                            : blockHeader.timestamp;
+                    const tokenAddress = parsed.args.token.toLowerCase();
+                    if (tokenAddress in state.prices)
+                        _state.prices[tokenAddress] = BigInt(parsed.args.price.toString());
+                    return _state;
+                }
+                default:
+                    return null;
+            }
+        }
+        catch (e) {
+            this.logger.error('Failed to parse log', e);
+            return null;
+        }
+    }
+    getPrice(_state, _token, _refPrice, _maximize) {
+        const state = this.lens.get()(_state);
+        const timestamp = Math.floor(Date.now() / 1000);
+        if (timestamp > state.lastUpdatedAt + this.maxPriceUpdateDelay) {
+            if (_maximize) {
+                return ((_refPrice *
+                    (this.BASIS_POINTS_DIVISOR + this.spreadBasisPointsIfChainError)) /
+                    this.BASIS_POINTS_DIVISOR);
+            }
+            return ((_refPrice *
+                (this.BASIS_POINTS_DIVISOR - this.spreadBasisPointsIfChainError)) /
+                this.BASIS_POINTS_DIVISOR);
+        }
+        if (timestamp > state.lastUpdatedAt + this.priceDuration) {
+            if (_maximize) {
+                return ((_refPrice *
+                    (this.BASIS_POINTS_DIVISOR + this.spreadBasisPointsIfInactive)) /
+                    this.BASIS_POINTS_DIVISOR);
+            }
+            return ((_refPrice *
+                (this.BASIS_POINTS_DIVISOR - this.spreadBasisPointsIfInactive)) /
+                this.BASIS_POINTS_DIVISOR);
+        }
+        const fastPrice = state.prices[_token];
+        if (fastPrice === 0n)
+            return _refPrice;
+        let diffBasisPoints = _refPrice > fastPrice ? _refPrice - fastPrice : fastPrice - _refPrice;
+        diffBasisPoints = (diffBasisPoints * this.BASIS_POINTS_DIVISOR) / _refPrice;
+        // create a spread between the _refPrice and the fastPrice if the maxDeviationBasisPoints is exceeded
+        // or if watchers have flagged an issue with the fast price
+        const hasSpread = !this.favorFastPrice[_token] ||
+            diffBasisPoints > this.maxDeviationBasisPoints;
+        if (hasSpread) {
+            // return the higher of the two prices
+            if (_maximize) {
+                return _refPrice > fastPrice ? _refPrice : fastPrice;
+            }
+            // return the lower of the two prices
+            return _refPrice < fastPrice ? _refPrice : fastPrice;
+        }
+        return fastPrice;
+    }
+    static getConfigMulticallInputs(fastPriceFeedAddress, tokenAddresses) {
+        return [
+            {
+                target: fastPriceFeedAddress,
+                callData: FastPriceFeed.interface.encodeFunctionData('priceDuration'),
+            },
+            {
+                target: fastPriceFeedAddress,
+                callData: FastPriceFeed.interface.encodeFunctionData('maxDeviationBasisPoints'),
+            },
+            {
+                target: fastPriceFeedAddress,
+                callData: FastPriceFeed.interface.encodeFunctionData('spreadBasisPointsIfInactive'),
+            },
+            {
+                target: fastPriceFeedAddress,
+                callData: FastPriceFeed.interface.encodeFunctionData('spreadBasisPointsIfChainError'),
+            },
+            {
+                target: fastPriceFeedAddress,
+                callData: FastPriceFeed.interface.encodeFunctionData('maxPriceUpdateDelay'),
+            },
+            ...tokenAddresses.map(t => ({
+                target: fastPriceFeedAddress,
+                callData: FastPriceFeed.interface.encodeFunctionData('favorFastPrice', [
+                    t,
+                ]),
+            })),
+        ];
+    }
+    static getConfig(multicallOutputs, tokenAddresses) {
+        return {
+            priceDuration: parseInt(FastPriceFeed.interface
+                .decodeFunctionResult('priceDuration', multicallOutputs[0])[0]
+                .toString()),
+            maxDeviationBasisPoints: BigInt(FastPriceFeed.interface
+                .decodeFunctionResult('maxDeviationBasisPoints', multicallOutputs[1])[0]
+                .toString()),
+            spreadBasisPointsIfInactive: BigInt(FastPriceFeed.interface
+                .decodeFunctionResult('spreadBasisPointsIfInactive', multicallOutputs[2])[0]
+                .toString()),
+            spreadBasisPointsIfChainError: BigInt(FastPriceFeed.interface
+                .decodeFunctionResult('spreadBasisPointsIfChainError', multicallOutputs[3])[0]
+                .toString()),
+            maxPriceUpdateDelay: parseInt(FastPriceFeed.interface
+                .decodeFunctionResult('maxPriceUpdateDelay', multicallOutputs[4])[0]
+                .toString()),
+            favorFastPrice: multicallOutputs
+                .slice(5)
+                .reduce((acc, curr, i) => {
+                acc[tokenAddresses[i]] = FastPriceFeed.interface.decodeFunctionResult('favorFastPrice', curr)[0];
+                return acc;
+            }, {}),
+        };
+    }
+    getGenerateStateMultiCallInputs() {
+        const pricesEntries = this.tokenAddresses.map((t) => ({
+            target: this.fastPriceFeedAddress,
+            callData: FastPriceFeed.interface.encodeFunctionData('prices', [t]),
+        }));
+        return [
+            ...pricesEntries,
+            {
+                target: this.fastPriceFeedAddress,
+                callData: FastPriceFeed.interface.encodeFunctionData('lastUpdatedAt'),
+            },
+        ];
+    }
+    generateState(multicallOutputs, blockNumber) {
+        let fastPriceFeedState = {
+            prices: {},
+            lastUpdatedAt: 0,
+        };
+        this.tokenAddresses.forEach((t, i) => (fastPriceFeedState.prices[t] = BigInt(FastPriceFeed.interface
+            .decodeFunctionResult('prices', multicallOutputs[i])[0]
+            .toString())));
+        fastPriceFeedState.lastUpdatedAt = parseInt(FastPriceFeed.interface
+            .decodeFunctionResult('lastUpdatedAt', multicallOutputs[this.tokenAddresses.length])[0]
+            .toString());
+        return fastPriceFeedState;
+    }
+}
+exports.FastPriceFeed = FastPriceFeed;
+FastPriceFeed.interface = new abi_1.Interface(fast_price_feed_json_1.default);
+FastPriceFeed.fastPriceEventsInterface = new abi_1.Interface(fast_price_events_json_1.default);
+//# sourceMappingURL=fast-price-feed.js.map

package/build/dex/quick-perps/fast-price-feed.js.map

@@ -0,0 +1 @@
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package/build/dex/quick-perps/pool.d.ts

@@ -0,0 +1,21 @@
+import { Address } from '../../types';
+import { ComposedEventSubscriber } from '../../composed-event-subscriber';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import { PoolState, DexParams, PoolConfig } from './types';
+import { Vault } from './vault';
+import { Contract } from 'web3-eth-contract';
+export declare class QuickPerpsEventPool extends ComposedEventSubscriber<PoolState> {
+    protected network: number;
+    protected dexHelper: IDexHelper;
+    PRICE_PRECISION: bigint;
+    USDQ_DECIMALS: number;
+    BASIS_POINTS_DIVISOR: bigint;
+    vault: Vault<PoolState>;
+    reader: Contract;
+    constructor(parentName: string, network: number, dexHelper: IDexHelper, config: PoolConfig);
+    getStateOrGenerate(blockNumber: number): Promise<Readonly<PoolState>>;
+    getMaxAmountIn(_tokenIn: Address, _tokenOut: Address): Promise<bigint>;
+    getAmountOut(_tokenIn: Address, _tokenOut: Address, _amountsIn: bigint[], blockNumber: number): Promise<bigint[] | null>;
+    static getWhitelistedTokens(vaultAddress: Address, blockNumber: number | 'latest', multiContract: Contract): Promise<string[]>;
+    static getConfig(dexParams: DexParams, blockNumber: number | 'latest', multiContract: Contract): Promise<PoolConfig>;
+}

package/build/dex/quick-perps/pool.js

@@ -0,0 +1,210 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.QuickPerpsEventPool = void 0;
+const lens_1 = require("../../lens");
+const composed_event_subscriber_1 = require("../../composed-event-subscriber");
+const api3_feed_1 = require("../../lib/api3-feed");
+const fast_price_feed_1 = require("./fast-price-feed");
+const vault_price_feed_1 = require("./vault-price-feed");
+const vault_1 = require("./vault");
+const usdq_1 = require("./usdq");
+const reader_json_1 = __importDefault(require("../../abi/quick-perps/reader.json"));
+const MAX_AMOUNT_IN_CACHE_TTL = 5 * 60;
+class QuickPerpsEventPool extends composed_event_subscriber_1.ComposedEventSubscriber {
+    constructor(parentName, network, dexHelper, config) {
+        const api3ServerV1Map = Object.entries(config.api3ServerV1).reduce((acc, [key, value]) => {
+            acc[key] = new api3_feed_1.Api3FeedSubscriber(value.proxy, value.api3ServerV1, value.dataFeedId, (0, lens_1.lens)().primaryPrices[key], dexHelper.getLogger(`${key} Api3FeedSubscriber for ${parentName}-${network}`));
+            return acc;
+        }, {});
+        const fastPriceFeed = new fast_price_feed_1.FastPriceFeed(config.fastPriceFeed, config.fastPriceEvents, config.tokenAddresses, config.fastPriceFeedConfig, (0, lens_1.lens)().secondaryPrices, dexHelper.getLogger(`${parentName}-${network} fastPriceFeed`));
+        const vaultPriceFeed = new vault_price_feed_1.VaultPriceFeed(config.vaultPriceFeedConfig, api3ServerV1Map, fastPriceFeed);
+        const usdq = new usdq_1.USDQ(config.usdqAddress, (0, lens_1.lens)().usdq, dexHelper.getLogger(`${parentName}-${network} USDQ`));
+        const vault = new vault_1.Vault(config.vaultAddress, config.tokenAddresses, config.vaultConfig, vaultPriceFeed, usdq, (0, lens_1.lens)().vault, dexHelper.getLogger(`${parentName}-${network} vault`));
+        super(parentName, 'pool', dexHelper.getLogger(`${parentName}-${network}`), dexHelper, [...Object.values(api3ServerV1Map), fastPriceFeed, usdq, vault], {
+            primaryPrices: {},
+            secondaryPrices: {
+                lastUpdatedAt: 0,
+                prices: {},
+            },
+            vault: {
+                usdqAmounts: {},
+            },
+            usdq: {
+                totalSupply: 0n,
+            },
+        });
+        this.network = network;
+        this.dexHelper = dexHelper;
+        this.PRICE_PRECISION = 10n ** 30n;
+        this.USDQ_DECIMALS = 18;
+        this.BASIS_POINTS_DIVISOR = 10000n;
+        this.vault = vault;
+        this.reader = new this.dexHelper.web3Provider.eth.Contract(reader_json_1.default, config.readerAddress);
+    }
+    async getStateOrGenerate(blockNumber) {
+        const evenState = this.getState(blockNumber);
+        if (evenState)
+            return evenState;
+        const onChainState = await this.generateState(blockNumber);
+        this.setState(onChainState, blockNumber);
+        return onChainState;
+    }
+    async getMaxAmountIn(_tokenIn, _tokenOut) {
+        const cacheKey = `maxAmountIn_${_tokenIn}_${_tokenOut}`;
+        const maxAmountCached = await this.dexHelper.cache.get(this.parentName, this.network, cacheKey);
+        if (maxAmountCached)
+            return BigInt(maxAmountCached);
+        const maxAmount = await this.reader.methods
+            .getMaxAmountIn(this.vault.vaultAddress, _tokenIn, _tokenOut)
+            .call();
+        this.dexHelper.cache.setex(this.parentName, this.network, cacheKey, MAX_AMOUNT_IN_CACHE_TTL, maxAmount);
+        return BigInt(maxAmount);
+    }
+    // Reference to the original implementation
+    // https://github.com/gmx-io/gmx-contracts/blob/master/contracts/peripherals/Reader.sol#L71
+    async getAmountOut(_tokenIn, _tokenOut, _amountsIn, blockNumber) {
+        const maxAmountIn = await this.getMaxAmountIn(_tokenIn, _tokenOut);
+        const state = await this.getStateOrGenerate(blockNumber);
+        const priceIn = this.vault.getMinPrice(state, _tokenIn);
+        const priceOut = this.vault.getMaxPrice(state, _tokenOut);
+        const tokenInDecimals = this.vault.tokenDecimals[_tokenIn];
+        const tokenOutDecimals = this.vault.tokenDecimals[_tokenOut];
+        const isStableSwap = this.vault.stableTokens[_tokenIn] && this.vault.stableTokens[_tokenOut];
+        const baseBps = isStableSwap
+            ? this.vault.stableSwapFeeBasisPoints
+            : this.vault.swapFeeBasisPoints;
+        const taxBps = isStableSwap
+            ? this.vault.stableTaxBasisPoints
+            : this.vault.taxBasisPoints;
+        const USDQUnit = BigInt(10 ** this.USDQ_DECIMALS);
+        const tokenInUnit = BigInt(10 ** tokenInDecimals);
+        const tokenOutUnit = BigInt(10 ** tokenOutDecimals);
+        return _amountsIn.map(_amountIn => {
+            if (_amountIn > maxAmountIn)
+                return 0n;
+            let feeBasisPoints;
+            {
+                let usdqAmount = (_amountIn * priceIn) / this.PRICE_PRECISION;
+                usdqAmount = (usdqAmount * USDQUnit) / tokenInUnit;
+                const feesBasisPoints0 = this.vault.getFeeBasisPoints(state, _tokenIn, usdqAmount, baseBps, taxBps, true);
+                const feesBasisPoints1 = this.vault.getFeeBasisPoints(state, _tokenOut, usdqAmount, baseBps, taxBps, false);
+                // use the higher of the two fee basis points
+                feeBasisPoints =
+                    feesBasisPoints0 > feesBasisPoints1
+                        ? feesBasisPoints0
+                        : feesBasisPoints1;
+            }
+            let amountOut = (_amountIn * priceIn) / priceOut;
+            amountOut = (amountOut * tokenOutUnit) / tokenInUnit;
+            const amountOutAfterFees = (amountOut * (this.BASIS_POINTS_DIVISOR - feeBasisPoints)) /
+                this.BASIS_POINTS_DIVISOR;
+            return amountOutAfterFees;
+        });
+    }
+    static async getWhitelistedTokens(vaultAddress, blockNumber, multiContract) {
+        // get tokens count
+        const tokenCountResult = (await multiContract.methods
+            .aggregate([
+            {
+                callData: vault_1.Vault.interface.encodeFunctionData('allWhitelistedTokensLength'),
+                target: vaultAddress,
+            },
+        ])
+            .call({}, blockNumber)).returnData;
+        const tokensCount = parseInt(vault_1.Vault.interface
+            .decodeFunctionResult('allWhitelistedTokensLength', tokenCountResult[0])
+            .toString());
+        // get tokens
+        const getTokensCalldata = new Array(tokensCount).fill(0).map((_, i) => {
+            return {
+                callData: vault_1.Vault.interface.encodeFunctionData('allWhitelistedTokens', [
+                    i,
+                ]),
+                target: vaultAddress,
+            };
+        });
+        const tokensResult = (await multiContract.methods
+            .aggregate(getTokensCalldata)
+            .call({}, blockNumber)).returnData;
+        const tokens = tokensResult.map((t) => vault_1.Vault.interface
+            .decodeFunctionResult('allWhitelistedTokens', t)[0]
+            .toLowerCase());
+        return tokens;
+    }
+    static async getConfig(dexParams, blockNumber, multiContract) {
+        const tokens = await this.getWhitelistedTokens(dexParams.vault, blockNumber, multiContract);
+        // get price chainlink price feed
+        const getPriceFeedCalldata = tokens.map(t => {
+            return {
+                callData: vault_price_feed_1.VaultPriceFeed.interface.encodeFunctionData('priceFeedProxies', [t]),
+                target: dexParams.priceFeed,
+            };
+        });
+        const priceFeedResult = (await multiContract.methods
+            .aggregate(getPriceFeedCalldata)
+            .call({}, blockNumber)).returnData;
+        const priceFeeds = priceFeedResult.map((p) => vault_price_feed_1.VaultPriceFeed.interface
+            .decodeFunctionResult('priceFeedProxies', p)[0]
+            .toString()
+            .toLowerCase());
+        // get config for all event listeners
+        let multicallSlices = [];
+        let multiCallData = [];
+        let i = 0;
+        for (let priceFeed of priceFeeds) {
+            const api3ServerAddressCallData = api3_feed_1.Api3FeedSubscriber.getApi3ServerV1MultiCallInput(priceFeed);
+            const dataFeedIdCallData = api3_feed_1.Api3FeedSubscriber.getDataFeedId(priceFeed);
+            multiCallData.push(...[api3ServerAddressCallData, dataFeedIdCallData]);
+            multicallSlices.push([i, i + 2]);
+            i += 2;
+        }
+        const fastPriceFeedConfigCallData = fast_price_feed_1.FastPriceFeed.getConfigMulticallInputs(dexParams.fastPriceFeed, tokens);
+        multiCallData.push(...fastPriceFeedConfigCallData);
+        multicallSlices.push([i, i + fastPriceFeedConfigCallData.length]);
+        i += fastPriceFeedConfigCallData.length;
+        const vaultPriceFeedConfigCallData = vault_price_feed_1.VaultPriceFeed.getConfigMulticallInputs(dexParams.priceFeed, tokens);
+        multiCallData.push(...vaultPriceFeedConfigCallData);
+        multicallSlices.push([i, i + vaultPriceFeedConfigCallData.length]);
+        i += vaultPriceFeedConfigCallData.length;
+        const vaultConfigCallData = vault_1.Vault.getConfigMulticallInputs(dexParams.vault, tokens);
+        multiCallData.push(...vaultConfigCallData);
+        multicallSlices.push([i, i + vaultConfigCallData.length]);
+        i += vaultConfigCallData.length;
+        const configResults = (await multiContract.methods.aggregate(multiCallData).call({}, blockNumber)).returnData;
+        const api3ServerV1 = {};
+        for (let token of tokens) {
+            const [api3ServerAddressRes, dataFeedIdRes] = configResults.slice(...multicallSlices.shift());
+            const serverV1Address = api3_feed_1.Api3FeedSubscriber.decodeApi3ServerV1Result(api3ServerAddressRes);
+            const dataFeedId = api3_feed_1.Api3FeedSubscriber.decodeDataFeedId(dataFeedIdRes);
+            api3ServerV1[token] = {
+                proxy: priceFeeds.shift(),
+                api3ServerV1: serverV1Address,
+                dataFeedId,
+            };
+        }
+        const fastPriceFeedConfigResults = configResults.slice(...multicallSlices.shift());
+        const fastPriceFeedConfig = fast_price_feed_1.FastPriceFeed.getConfig(fastPriceFeedConfigResults, tokens);
+        const vaultPriceFeedConfigResults = configResults.slice(...multicallSlices.shift());
+        const vaultPriceFeedConfig = vault_price_feed_1.VaultPriceFeed.getConfig(vaultPriceFeedConfigResults, tokens);
+        const vaultConfigResults = configResults.slice(...multicallSlices.shift());
+        const vaultConfig = vault_1.Vault.getConfig(vaultConfigResults, tokens);
+        return {
+            vaultAddress: dexParams.vault,
+            readerAddress: dexParams.reader,
+            priceFeed: dexParams.priceFeed,
+            fastPriceFeed: dexParams.fastPriceFeed,
+            fastPriceEvents: dexParams.fastPriceEvents,
+            usdqAddress: dexParams.usdq,
+            tokenAddresses: tokens,
+            vaultConfig,
+            vaultPriceFeedConfig,
+            fastPriceFeedConfig,
+            api3ServerV1,
+        };
+    }
+}
+exports.QuickPerpsEventPool = QuickPerpsEventPool;
+//# sourceMappingURL=pool.js.map

package/build/dex/quick-perps/pool.js.map

@@ -0,0 +1 @@
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