@paraswap/dex-lib 2.36.0 → 2.36.2-cache-invalidation

package/build/dex/pancakeswap-v3/pancakeswap-v3.js.map

@@ -1 +1 @@
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package/build/dex/quick-perps/pool.js

@@ -49,6 +49,7 @@ class QuickPerpsEventPool extends composed_event_subscriber_1.ComposedEventSubsc
         if (evenState)
             return evenState;
         const onChainState = await this.generateState(blockNumber);
+        this.logger.warn(`State is generated in RPC fallback call`);
         this.setState(onChainState, blockNumber);
         return onChainState;
     }
@@ -156,7 +157,7 @@ class QuickPerpsEventPool extends composed_event_subscriber_1.ComposedEventSubsc
         let i = 0;
         for (let priceFeed of priceFeeds) {
             const api3ServerAddressCallData = api3_feed_1.Api3FeedSubscriber.getApi3ServerV1MultiCallInput(priceFeed);
-            const dataFeedIdCallData = api3_feed_1.Api3FeedSubscriber.getDataFeedId(priceFeed);
+            const dataFeedIdCallData = api3_feed_1.Api3FeedSubscriber.getDapiNameHashMultiCallInput(priceFeed);
             multiCallData.push(...[api3ServerAddressCallData, dataFeedIdCallData]);
             multicallSlices.push([i, i + 2]);
             i += 2;
@@ -174,15 +175,16 @@ class QuickPerpsEventPool extends composed_event_subscriber_1.ComposedEventSubsc
         multicallSlices.push([i, i + vaultConfigCallData.length]);
         i += vaultConfigCallData.length;
         const configResults = (await multiContract.methods.aggregate(multiCallData).call({}, blockNumber)).returnData;
-        const api3ServerV1 = {};
+        const api3ServerV1Prep = {};
+        const getFeedIdRequests = [];
         for (let token of tokens) {
-            const [api3ServerAddressRes, dataFeedIdRes] = configResults.slice(...multicallSlices.shift());
+            const [api3ServerAddressRes, dapiNameHashRes] = configResults.slice(...multicallSlices.shift());
             const serverV1Address = api3_feed_1.Api3FeedSubscriber.decodeApi3ServerV1Result(api3ServerAddressRes);
-            const dataFeedId = api3_feed_1.Api3FeedSubscriber.decodeDataFeedId(dataFeedIdRes);
-            api3ServerV1[token] = {
+            const dapiNameHash = api3_feed_1.Api3FeedSubscriber.decodeDapiNameHash(dapiNameHashRes);
+            getFeedIdRequests.push(api3_feed_1.Api3FeedSubscriber.getFeedIdFromDapiNameHash(serverV1Address, dapiNameHash));
+            api3ServerV1Prep[token] = {
                 proxy: priceFeeds.shift(),
                 api3ServerV1: serverV1Address,
-                dataFeedId,
             };
         }
         const fastPriceFeedConfigResults = configResults.slice(...multicallSlices.shift());
@@ -191,6 +193,19 @@ class QuickPerpsEventPool extends composed_event_subscriber_1.ComposedEventSubsc
         const vaultPriceFeedConfig = vault_price_feed_1.VaultPriceFeed.getConfig(vaultPriceFeedConfigResults, tokens);
         const vaultConfigResults = configResults.slice(...multicallSlices.shift());
         const vaultConfig = vault_1.Vault.getConfig(vaultConfigResults, tokens);
+        const feedIdResults = (await multiContract.methods
+            .aggregate(getFeedIdRequests)
+            .call({}, blockNumber)).returnData;
+        const api3ServerV1 = {};
+        for (let [i, token] of tokens.entries()) {
+            const { proxy, api3ServerV1: api3ServerAddress } = api3ServerV1Prep[token];
+            const dataFeedId = api3_feed_1.Api3FeedSubscriber.decodeFeedIdFromDapiNameHash(feedIdResults[i]);
+            api3ServerV1[token] = {
+                proxy,
+                api3ServerV1: api3ServerAddress,
+                dataFeedId,
+            };
+        }
         return {
             vaultAddress: dexParams.vault,
             readerAddress: dexParams.reader,

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

@@ -1 +1 @@
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package/build/dex/quick-perps/quick-perps.js

@@ -91,35 +91,41 @@ class QuickPerps extends simple_exchange_1.SimpleExchange {
     async getPricesVolume(srcToken, destToken, amounts, side, blockNumber, limitPools) {
         if (side === constants_1.SwapSide.BUY || !this.pool)
             return null;
-        const srcAddress = this.dexHelper.config
-            .wrapETH(srcToken)
-            .address.toLowerCase();
-        const destAddress = this.dexHelper.config
-            .wrapETH(destToken)
-            .address.toLowerCase();
-        if (srcAddress === destAddress ||
-            !(this.supportedTokensMap[srcAddress] &&
-                this.supportedTokensMap[destAddress]))
-            return null;
-        const srcPoolIdentifier = `${this.dexKey}_${srcAddress}`;
-        const destPoolIdentifier = `${this.dexKey}_${destAddress}`;
-        const pools = [srcPoolIdentifier, destPoolIdentifier];
-        if (limitPools && pools.some(p => !limitPools.includes(p)))
-            return null;
-        const unitVolume = (0, utils_1.getBigIntPow)(srcToken.decimals);
-        const prices = await this.pool.getAmountOut(srcAddress, destAddress, [unitVolume, ...amounts], blockNumber);
-        if (!prices)
+        try {
+            const srcAddress = this.dexHelper.config
+                .wrapETH(srcToken)
+                .address.toLowerCase();
+            const destAddress = this.dexHelper.config
+                .wrapETH(destToken)
+                .address.toLowerCase();
+            if (srcAddress === destAddress ||
+                !(this.supportedTokensMap[srcAddress] &&
+                    this.supportedTokensMap[destAddress]))
+                return null;
+            const srcPoolIdentifier = `${this.dexKey}_${srcAddress}`;
+            const destPoolIdentifier = `${this.dexKey}_${destAddress}`;
+            const pools = [srcPoolIdentifier, destPoolIdentifier];
+            if (limitPools && pools.some(p => !limitPools.includes(p)))
+                return null;
+            const unitVolume = (0, utils_1.getBigIntPow)(srcToken.decimals);
+            const prices = await this.pool.getAmountOut(srcAddress, destAddress, [unitVolume, ...amounts], blockNumber);
+            if (!prices)
+                return null;
+            return [
+                {
+                    prices: prices.slice(1),
+                    unit: prices[0],
+                    gasCost: QuickPerpsGasCost,
+                    exchange: this.dexKey,
+                    data: {},
+                    poolAddresses: [this.params.vault],
+                },
+            ];
+        }
+        catch (e) {
+            this.logger.error(`Error_getPrices ${srcToken.symbol || srcToken.address}, ${destToken.symbol || destToken.address}, ${side}: `, e);
             return null;
-        return [
-            {
-                prices: prices.slice(1),
-                unit: prices[0],
-                gasCost: QuickPerpsGasCost,
-                exchange: this.dexKey,
-                data: {},
-                poolAddresses: [this.params.vault],
-            },
-        ];
+        }
     }
     // Returns estimated gas cost of calldata for this DEX in multiSwap
     getCalldataGasCost(poolPrices) {

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

@@ -1 +1 @@
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package/build/dex/solidly/config.js

@@ -184,6 +184,6 @@ exports.Adapters = {
     },
     [constants_1.Network.BASE]: {
         [constants_1.SwapSide.SELL]: [{ name: 'BaseAdapter01', index: 3 }], // aerodrome, equalizer
-    }
+    },
 };
 //# sourceMappingURL=config.js.map

package/build/dex/solidly/forks-override/aerodrome.js.map

@@ -1 +1 @@
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package/build/dex/uniswap-v3/config.js.map

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package/build/dex/uniswap-v3/types.d.ts

@@ -47,6 +47,7 @@ export declare type PoolState = {
     balance0: bigint;
     balance1: bigint;
 };
+export declare type FactoryState = Record<string, never>;
 export declare type UniswapV3Data = {
     path: {
         tokenIn: Address;

package/build/dex/uniswap-v3/types.js.map

@@ -1 +1 @@
-{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../src/dex/uniswap-v3/types.ts"],"names":[],"mappings":";;;AAyHA,IAAY,kBAGX;AAHD,WAAY,kBAAkB;IAC5B,+CAAyB,CAAA;IACzB,iDAA2B,CAAA;AAC7B,CAAC,EAHW,kBAAkB,GAAlB,0BAAkB,KAAlB,0BAAkB,QAG7B"}
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../src/dex/uniswap-v3/types.ts"],"names":[],"mappings":";;;AA2HA,IAAY,kBAGX;AAHD,WAAY,kBAAkB;IAC5B,+CAAyB,CAAA;IACzB,iDAA2B,CAAA;AAC7B,CAAC,EAHW,kBAAkB,GAAlB,0BAAkB,KAAlB,0BAAkB,QAG7B"}

package/build/dex/uniswap-v3/uniswap-v3-factory.d.ts

@@ -0,0 +1,26 @@
+import { Interface } from '@ethersproject/abi';
+import { DeepReadonly } from 'ts-essentials';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import { StatefulEventSubscriber } from '../../stateful-event-subscriber';
+import { Address, Log, Logger } from '../../types';
+import { LogDescription } from 'ethers/lib/utils';
+import { FactoryState } from './types';
+export declare type OnPoolCreatedCallback = ({ token0, token1, fee, }: {
+    token0: string;
+    token1: string;
+    fee: bigint;
+}) => Promise<void>;
+export declare class UniswapV3Factory extends StatefulEventSubscriber<FactoryState> {
+    readonly dexHelper: IDexHelper;
+    protected readonly factoryAddress: Address;
+    protected readonly onPoolCreated: OnPoolCreatedCallback;
+    handlers: {
+        [event: string]: (event: any) => Promise<void>;
+    };
+    logDecoder: (log: Log) => any;
+    readonly factoryIface: Interface;
+    constructor(dexHelper: IDexHelper, parentName: string, factoryAddress: Address, logger: Logger, onPoolCreated: OnPoolCreatedCallback, mapKey?: string);
+    generateState(): FactoryState;
+    protected processLog(_: DeepReadonly<FactoryState>, log: Readonly<Log>): Promise<FactoryState>;
+    handleNewPool(event: LogDescription): Promise<void>;
+}

package/build/dex/uniswap-v3/uniswap-v3-factory.js

@@ -0,0 +1,44 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.UniswapV3Factory = void 0;
+const abi_1 = require("@ethersproject/abi");
+const UniswapV3Factory_abi_json_1 = __importDefault(require("../../abi/uniswap-v3/UniswapV3Factory.abi.json"));
+const stateful_event_subscriber_1 = require("../../stateful-event-subscriber");
+/*
+ * "Stateless" event subscriber in order to capture "PoolCreated" event on new pools created.
+ * State is present, but it's a placeholder to actually make the events reach handlers (if there's no previous state - `processBlockLogs` is not called)
+ */
+class UniswapV3Factory extends stateful_event_subscriber_1.StatefulEventSubscriber {
+    constructor(dexHelper, parentName, factoryAddress, logger, onPoolCreated, mapKey = '') {
+        super(parentName, `${parentName} Factory`, dexHelper, logger, true, mapKey);
+        this.dexHelper = dexHelper;
+        this.factoryAddress = factoryAddress;
+        this.onPoolCreated = onPoolCreated;
+        this.handlers = {};
+        this.factoryIface = new abi_1.Interface(UniswapV3Factory_abi_json_1.default);
+        this.addressesSubscribed = [factoryAddress];
+        this.logDecoder = (log) => this.factoryIface.parseLog(log);
+        this.handlers['PoolCreated'] = this.handleNewPool.bind(this);
+    }
+    generateState() {
+        return {};
+    }
+    async processLog(_, log) {
+        const event = this.logDecoder(log);
+        if (event.name in this.handlers) {
+            await this.handlers[event.name](event);
+        }
+        return {};
+    }
+    async handleNewPool(event) {
+        const token0 = event.args.token0;
+        const token1 = event.args.token1;
+        const fee = event.args.fee;
+        await this.onPoolCreated({ token0, token1, fee });
+    }
+}
+exports.UniswapV3Factory = UniswapV3Factory;
+//# sourceMappingURL=uniswap-v3-factory.js.map

package/build/dex/uniswap-v3/uniswap-v3-factory.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"uniswap-v3-factory.js","sourceRoot":"","sources":["../../../src/dex/uniswap-v3/uniswap-v3-factory.ts"],"names":[],"mappings":";;;;;;AAAA,4CAA+C;AAE/C,+GAAwE;AAExE,+EAA0E;AAe1E;;;GAGG;AACH,MAAa,gBAAiB,SAAQ,mDAAqC;IASzE,YACW,SAAqB,EAC9B,UAAkB,EACC,cAAuB,EAC1C,MAAc,EACK,aAAoC,EACvD,SAAiB,EAAE;QAEnB,KAAK,CAAC,UAAU,EAAE,GAAG,UAAU,UAAU,EAAE,SAAS,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,CAAC,CAAC;QAPnE,cAAS,GAAT,SAAS,CAAY;QAEX,mBAAc,GAAd,cAAc,CAAS;QAEvB,kBAAa,GAAb,aAAa,CAAuB;QAbzD,aAAQ,GAEJ,EAAE,CAAC;QAIS,iBAAY,GAAG,IAAI,eAAS,CAAC,mCAAU,CAAC,CAAC;QAYvD,IAAI,CAAC,mBAAmB,GAAG,CAAC,cAAc,CAAC,CAAC;QAE5C,IAAI,CAAC,UAAU,GAAG,CAAC,GAAQ,EAAE,EAAE,CAAC,IAAI,CAAC,YAAY,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC;QAEhE,IAAI,CAAC,QAAQ,CAAC,aAAa,CAAC,GAAG,IAAI,CAAC,aAAa,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;IAC/D,CAAC;IAED,aAAa;QACX,OAAO,EAAE,CAAC;IACZ,CAAC;IAES,KAAK,CAAC,UAAU,CACxB,CAA6B,EAC7B,GAAkB;QAElB,MAAM,KAAK,GAAG,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC;QACnC,IAAI,KAAK,CAAC,IAAI,IAAI,IAAI,CAAC,QAAQ,EAAE;YAC/B,MAAM,IAAI,CAAC,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,KAAK,CAAC,CAAC;SACxC;QAED,OAAO,EAAE,CAAC;IACZ,CAAC;IAED,KAAK,CAAC,aAAa,CAAC,KAAqB;QACvC,MAAM,MAAM,GAAG,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC;QACjC,MAAM,MAAM,GAAG,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC;QACjC,MAAM,GAAG,GAAG,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC;QAE3B,MAAM,IAAI,CAAC,aAAa,CAAC,EAAE,MAAM,EAAE,MAAM,EAAE,GAAG,EAAE,CAAC,CAAC;IACpD,CAAC;CACF;AAjDD,4CAiDC"}

package/build/dex/uniswap-v3/uniswap-v3.d.ts

@@ -8,6 +8,7 @@ import { DexParams, UniswapV3Data, UniswapV3Param } from './types';
 import { SimpleExchange } from '../simple-exchange';
 import { UniswapV3EventPool } from './uniswap-v3-pool';
 import { OptimalSwapExchange } from '@paraswap/core';
+import { OnPoolCreatedCallback } from './uniswap-v3-factory';
 export declare class UniswapV3 extends SimpleExchange implements IDex<UniswapV3Data, UniswapV3Param> {
     protected network: Network;
     protected dexHelper: IDexHelper;
@@ -19,6 +20,7 @@ export declare class UniswapV3 extends SimpleExchange implements IDex<UniswapV3D
         token0: string;
         token1: string;
     }[];
+    private readonly factory;
     readonly isFeeOnTransferSupported: boolean;
     readonly eventPools: Record<string, UniswapV3EventPool | null>;
     readonly hasConstantPriceLargeAmounts = false;
@@ -44,6 +46,7 @@ export declare class UniswapV3 extends SimpleExchange implements IDex<UniswapV3D
     }[] | null;
     getPoolIdentifier(srcAddress: Address, destAddress: Address, fee: bigint): string;
     initializePricing(blockNumber: number): Promise<void>;
+    onPoolCreatedDeleteFromNonExistingSet: OnPoolCreatedCallback;
     getPool(srcAddress: Address, destAddress: Address, fee: bigint, blockNumber: number): Promise<UniswapV3EventPool | null>;
     addMasterPool(poolKey: string, blockNumber: number): Promise<boolean>;
     getPoolIdentifiers(srcToken: Token, destToken: Token, side: SwapSide, blockNumber: number): Promise<string[]>;

package/build/dex/uniswap-v3/uniswap-v3.js

@@ -47,8 +47,9 @@ const ts_essentials_1 = require("ts-essentials");
 const uniswap_v3_math_1 = require("./contract-math/uniswap-v3-math");
 const balancer_fetcher_1 = require("../../lib/tokens/balancer-fetcher");
 const types_2 = require("../../lib/tokens/types");
-const UNISWAPV3_CLEAN_NOT_EXISTING_POOL_TTL_MS = 60 * 60 * 24 * 1000; // 24 hours
-const UNISWAPV3_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS = 30 * 60 * 1000; // Once in 30 minutes
+const uniswap_v3_factory_1 = require("./uniswap-v3-factory");
+const UNISWAPV3_CLEAN_NOT_EXISTING_POOL_TTL_MS = 3 * 24 * 60 * 60 * 1000; // 3 days
+const UNISWAPV3_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS = 24 * 60 * 60 * 1000; // Once in a day
 const UNISWAPV3_QUOTE_GASLIMIT = 200000;
 class UniswapV3 extends simple_exchange_1.SimpleExchange {
     constructor(network, dexKey, dexHelper, adapters = config_1.Adapters[network] || {}, routerIface = new abi_1.Interface(UniswapV3Router_abi_json_1.default), quoterIface = new abi_1.Interface(UniswapV3QuoterV2_abi_json_1.default), config = config_1.UniswapV3Config[dexKey][network], poolsToPreload = config_1.PoolsToPreload[dexKey]?.[network] || []) {
@@ -65,6 +66,26 @@ class UniswapV3 extends simple_exchange_1.SimpleExchange {
         this.hasConstantPriceLargeAmounts = false;
         this.needWrapNative = true;
         this.directSwapIface = new abi_1.Interface(DirectSwap_json_1.default);
+        /*
+         * When a non existing pool is queried, it's blacklisted for an arbitrary long period in order to prevent issuing too many rpc calls
+         * Once the pool is created, it gets immediately flagged
+         */
+        this.onPoolCreatedDeleteFromNonExistingSet = async ({ token0, token1, fee, }) => {
+            const logPrefix = '[UniswapV3.onPoolCreatedDeleteFromNonExistingSet]';
+            const [_token0, _token1] = this._sortTokens(token0, token1);
+            const poolKey = `${token0}_${token1}_${fee}`.toLowerCase();
+            // consider doing it only from master pool for less calls to distant cache
+            // delete entry locally to let local instance discover the pool
+            delete this.eventPools[this.getPoolIdentifier(_token0, _token1, fee)];
+            try {
+                this.logger.info(`${logPrefix} delete pool from not existing set: ${poolKey}`);
+                // delete pool record from set
+                await this.dexHelper.cache.zrem(this.notExistingPoolSetKey, [poolKey]);
+            }
+            catch (error) {
+                this.logger.error(`${logPrefix} failed to delete pool from set: ${poolKey}`, error);
+            }
+        };
         this.logger = dexHelper.getLogger(dexKey + '-' + network);
         this.uniswapMulti = new this.dexHelper.web3Provider.eth.Contract(UniswapMulti_abi_json_1.default, this.config.uniswapMulticall);
         this.stateMultiContract = new this.dexHelper.web3Provider.eth.Contract(this.config.stateMultiCallAbi !== undefined
@@ -76,6 +97,7 @@ class UniswapV3 extends simple_exchange_1.SimpleExchange {
         this.config = this._toLowerForAllConfigAddresses();
         this.notExistingPoolSetKey =
             `${constants_1.CACHE_PREFIX}_${network}_${dexKey}_not_existings_pool_set`.toLowerCase();
+        this.factory = new uniswap_v3_factory_1.UniswapV3Factory(dexHelper, dexKey, this.config.factory, this.logger, this.onPoolCreatedDeleteFromNonExistingSet.bind(this));
     }
     get supportedFees() {
         return this.config.supportedFees;
@@ -88,6 +110,8 @@ class UniswapV3 extends simple_exchange_1.SimpleExchange {
         return `${this.dexKey}_${tokenAddresses}_${fee}`;
     }
     async initializePricing(blockNumber) {
+        // Init listening to new pools creation
+        await this.factory.initialize(blockNumber);
         // This is only for testing, because cold pool fetching is goes out of
         // FETCH_POOL_INDENTIFIER_TIMEOUT range
         await Promise.all(this.poolsToPreload.map(async (pool) => Promise.all(this.config.supportedFees.map(async (fee) => this.getPool(pool.token0, pool.token1, fee, blockNumber)))));