@paraswap/dex-lib 2.36.1 → 2.36.2-cache-invalidation
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/abi/pancakeswap-v3/PancakeswapV3Factory.abi.json +300 -0
- package/build/abi/uniswap-v3/UniswapV3Factory.abi.json +148 -0
- package/build/dex/algebra/algebra-factory.d.ts +25 -0
- package/build/dex/algebra/algebra-factory.js +43 -0
- package/build/dex/algebra/algebra-factory.js.map +1 -0
- package/build/dex/algebra/algebra.d.ts +3 -0
- package/build/dex/algebra/algebra.js +27 -5
- package/build/dex/algebra/algebra.js.map +1 -1
- package/build/dex/algebra/config.js +0 -1
- package/build/dex/algebra/config.js.map +1 -1
- package/build/dex/algebra/types.d.ts +1 -1
- package/build/dex/curve-v1/config.js +40 -38
- package/build/dex/curve-v1/config.js.map +1 -1
- package/build/dex/{woo-fi → hello}/config.d.ts +1 -1
- package/build/dex/{test-dex → hello}/config.js +3 -3
- package/build/dex/hello/config.js.map +1 -0
- package/build/dex/{test-dex/test-dex-pool.d.ts → hello/hello-pool.d.ts} +4 -4
- package/build/dex/{test-dex/test-dex-pool.js → hello/hello-pool.js} +9 -8
- package/build/dex/hello/hello-pool.js.map +1 -0
- package/build/dex/{test-dex/test-dex.d.ts → hello/hello.d.ts} +8 -8
- package/build/dex/{test-dex/test-dex.js → hello/hello.js} +7 -7
- package/build/dex/hello/hello.js.map +1 -0
- package/build/dex/{test-dex → hello}/types.d.ts +1 -1
- package/build/dex/{woo-fi → hello}/types.js.map +1 -1
- package/build/dex/{test-dex → my-test-dex}/config.d.ts +1 -1
- package/build/dex/my-test-dex/config.js +15 -0
- package/build/dex/my-test-dex/config.js.map +1 -0
- package/build/dex/my-test-dex/my-test-dex-pool.d.ts +39 -0
- package/build/dex/my-test-dex/my-test-dex-pool.js +64 -0
- package/build/dex/my-test-dex/my-test-dex-pool.js.map +1 -0
- package/build/dex/my-test-dex/my-test-dex.d.ts +37 -0
- package/build/dex/my-test-dex/my-test-dex.js +126 -0
- package/build/dex/my-test-dex/my-test-dex.js.map +1 -0
- package/build/dex/my-test-dex/types.d.ts +6 -0
- package/build/dex/{test-dex → my-test-dex}/types.js.map +1 -1
- package/build/dex/pancakeswap-v3/pancakeswap-v3-factory.d.ts +26 -0
- package/build/dex/pancakeswap-v3/pancakeswap-v3-factory.js +44 -0
- package/build/dex/pancakeswap-v3/pancakeswap-v3-factory.js.map +1 -0
- package/build/dex/pancakeswap-v3/pancakeswap-v3.d.ts +3 -0
- package/build/dex/pancakeswap-v3/pancakeswap-v3.js +26 -2
- package/build/dex/pancakeswap-v3/pancakeswap-v3.js.map +1 -1
- package/build/dex/uniswap-v3/types.d.ts +1 -0
- package/build/dex/uniswap-v3/types.js.map +1 -1
- package/build/dex/uniswap-v3/uniswap-v3-factory.d.ts +26 -0
- package/build/dex/uniswap-v3/uniswap-v3-factory.js +44 -0
- package/build/dex/uniswap-v3/uniswap-v3-factory.js.map +1 -0
- package/build/dex/uniswap-v3/uniswap-v3.d.ts +3 -0
- package/build/dex/uniswap-v3/uniswap-v3.js +26 -2
- package/build/dex/uniswap-v3/uniswap-v3.js.map +1 -1
- package/build/dex-helper/dummy-dex-helper.js +3 -0
- package/build/dex-helper/dummy-dex-helper.js.map +1 -1
- package/build/dex-helper/icache.d.ts +1 -0
- package/package.json +1 -1
- package/src/abi/pancakeswap-v3/PancakeswapV3Factory.abi.json +300 -0
- package/src/dex/algebra/algebra-factory.ts +70 -0
- package/src/dex/algebra/algebra.ts +47 -6
- package/src/dex/algebra/config.ts +0 -1
- package/src/dex/algebra/types.ts +2 -1
- package/src/dex/curve-v1/config.ts +40 -38
- package/src/dex/pancakeswap-v3/pancakeswap-v3-factory.ts +73 -0
- package/src/dex/pancakeswap-v3/pancakeswap-v3.ts +50 -2
- package/src/dex/uniswap-v3/types.ts +2 -0
- package/src/dex/uniswap-v3/uniswap-v3-factory.ts +73 -0
- package/src/dex/uniswap-v3/uniswap-v3.ts +47 -2
- package/src/dex-helper/dummy-dex-helper.ts +4 -0
- package/src/dex-helper/icache.ts +2 -0
- package/build/abi/quickPerps/fast-price-events.json +0 -70
- package/build/abi/quickPerps/fast-price-feed.json +0 -748
- package/build/abi/quickPerps/reader.json +0 -313
- package/build/abi/quickPerps/vault-price-feed.json +0 -477
- package/build/abi/quickPerps/vault.json +0 -1953
- package/build/abi/uniswap-v3/UniswapV3Quoter.abi.json +0 -193
- package/build/abi/uniswap-v3/pancakeswap-v3/PancakeswapV3QuoterV2.abi.json +0 -285
- package/build/abi/uniswap-v3/pancakeswap-v3/PancakeswapV3Router.abi.json +0 -583
- package/build/abi/woo-fi/WooFeeManager.abi.json +0 -318
- package/build/abi/woo-fi/WooPP.abi.json +0 -548
- package/build/abi/woo-fi/Wooracle.abi.json +0 -260
- package/build/dex/aave-v3/tokens/arbitrum.json +0 -50
- package/build/dex/aave-v3/tokens/avalanche.json +0 -74
- package/build/dex/aave-v3/tokens/fantom.json +0 -62
- package/build/dex/aave-v3/tokens/optimism.json +0 -50
- package/build/dex/aave-v3/tokens/polygon.json +0 -116
- package/build/dex/balancer-v2/LinearMath.d.ts +0 -19
- package/build/dex/balancer-v2/LinearMath.js +0 -179
- package/build/dex/balancer-v2/LinearMath.js.map +0 -1
- package/build/dex/balancer-v2/LinearPool.d.ts +0 -47
- package/build/dex/balancer-v2/LinearPool.js +0 -324
- package/build/dex/balancer-v2/LinearPool.js.map +0 -1
- package/build/dex/balancer-v2/PhantomStablePool.d.ts +0 -47
- package/build/dex/balancer-v2/PhantomStablePool.js +0 -294
- package/build/dex/balancer-v2/PhantomStablePool.js.map +0 -1
- package/build/dex/balancer-v2/StableMath.d.ts +0 -9
- package/build/dex/balancer-v2/StableMath.js +0 -272
- package/build/dex/balancer-v2/StableMath.js.map +0 -1
- package/build/dex/balancer-v2/balancer-v2-pool.d.ts +0 -75
- package/build/dex/balancer-v2/balancer-v2-pool.js +0 -417
- package/build/dex/balancer-v2/balancer-v2-pool.js.map +0 -1
- package/build/dex/quickswap/camelot-v3.d.ts +0 -6
- package/build/dex/quickswap/camelot-v3.js +0 -19
- package/build/dex/quickswap/camelot-v3.js.map +0 -1
- package/build/dex/quickswap/zyberswap-v3.d.ts +0 -6
- package/build/dex/quickswap/zyberswap-v3.js +0 -19
- package/build/dex/quickswap/zyberswap-v3.js.map +0 -1
- package/build/dex/quickswap-v3.d.ts +0 -21
- package/build/dex/quickswap-v3.js +0 -40
- package/build/dex/quickswap-v3.js.map +0 -1
- package/build/dex/test-dex/config.js.map +0 -1
- package/build/dex/test-dex/test-dex-pool.js.map +0 -1
- package/build/dex/test-dex/test-dex.js.map +0 -1
- package/build/dex/uniswap-v3/forks/pancakeswap-v3/pancakeswap-v3.d.ts +0 -12
- package/build/dex/uniswap-v3/forks/pancakeswap-v3/pancakeswap-v3.js +0 -23
- package/build/dex/uniswap-v3/forks/pancakeswap-v3/pancakeswap-v3.js.map +0 -1
- package/build/dex/woo-fi/config.js +0 -141
- package/build/dex/woo-fi/config.js.map +0 -1
- package/build/dex/woo-fi/constants.d.ts +0 -5
- package/build/dex/woo-fi/constants.js +0 -20
- package/build/dex/woo-fi/constants.js.map +0 -1
- package/build/dex/woo-fi/types.d.ts +0 -48
- package/build/dex/woo-fi/woo-fi-decimal-math.d.ts +0 -14
- package/build/dex/woo-fi/woo-fi-decimal-math.js +0 -42
- package/build/dex/woo-fi/woo-fi-decimal-math.js.map +0 -1
- package/build/dex/woo-fi/woo-fi-math.d.ts +0 -31
- package/build/dex/woo-fi/woo-fi-math.js +0 -300
- package/build/dex/woo-fi/woo-fi-math.js.map +0 -1
- package/build/dex/woo-fi/woo-fi.d.ts +0 -65
- package/build/dex/woo-fi/woo-fi.js +0 -480
- package/build/dex/woo-fi/woo-fi.js.map +0 -1
- package/build/dex/woo-fi-v2/woo-fi-math.d.ts +0 -16
- package/build/dex/woo-fi-v2/woo-fi-math.js +0 -137
- package/build/dex/woo-fi-v2/woo-fi-math.js.map +0 -1
- package/build/workers.d.ts +0 -0
- package/build/workers.js +0 -2
- package/build/workers.js.map +0 -1
- /package/build/dex/{test-dex → hello}/types.js +0 -0
- /package/build/dex/{woo-fi → my-test-dex}/types.js +0 -0
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@@ -38,14 +38,15 @@ import {
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import { AlgebraMath } from './lib/AlgebraMath';
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import { AlgebraEventPoolV1_1 } from './algebra-pool-v1_1';
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import { AlgebraEventPoolV1_9 } from './algebra-pool-v1_9';
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import { AlgebraFactory, OnPoolCreatedCallback } from './algebra-factory';
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type PoolPairsInfo = {
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token0: Address;
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token1: Address;
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};
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const ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS = 3 * 60 * 60 * 1000; // 3
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const ALGEBRA_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS =
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const ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS = 3 * 24 * 60 * 60 * 1000; // 3 days
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const ALGEBRA_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS = 24 * 60 * 60 * 1000; // Once in a day
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const ALGEBRA_EFFICIENCY_FACTOR = 3;
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const ALGEBRA_TICK_GAS_COST = 24_000; // Ceiled
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const ALGEBRA_TICK_BASE_OVERHEAD = 75_000;
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@@ -59,6 +60,7 @@ const MAX_STALE_STATE_BLOCK_AGE = {
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type IAlgebraEventPool = AlgebraEventPoolV1_1 | AlgebraEventPoolV1_9;
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export class Algebra extends SimpleExchange implements IDex<AlgebraData> {
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private readonly factory: AlgebraFactory;
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readonly isFeeOnTransferSupported: boolean = false;
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protected eventPools: Record<string, IAlgebraEventPool | null> = {};
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@@ -114,6 +116,14 @@ export class Algebra extends SimpleExchange implements IDex<AlgebraData> {
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this.AlgebraPoolImplem =
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config.version === 'v1.1' ? AlgebraEventPoolV1_1 : AlgebraEventPoolV1_9;
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this.factory = new AlgebraFactory(
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dexHelper,
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dexKey,
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this.config.factory,
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this.logger,
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this.onPoolCreatedDeleteFromNonExistingSet.bind(this),
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);
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}
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getAdapters(side: SwapSide): { name: string; index: number }[] | null {
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}
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async initializePricing(blockNumber: number) {
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ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS;
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// Init listening to new pools creation
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await this.factory.initialize(blockNumber);
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if (!this.dexHelper.config.isSlave) {
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const cleanExpiredNotExistingPoolsKeys = async () => {
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const maxTimestamp =
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const maxTimestamp =
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Date.now() - ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS;
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await this.dexHelper.cache.zremrangebyscore(
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this.notExistingPoolSetKey,
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0,
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}
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}
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/*
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* When a non existing pool is queried, it's blacklisted for an arbitrary long period in order to prevent issuing too many rpc calls
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* Once the pool is created, it gets immediately flagged
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*/
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onPoolCreatedDeleteFromNonExistingSet: OnPoolCreatedCallback = async ({
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token0,
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token1,
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}) => {
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const logPrefix = '[Algebra.onPoolCreatedDeleteFromNonExistingSet]';
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const [_token0, _token1] = this._sortTokens(token0, token1);
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const poolKey = `${token0}_${token1}`.toLowerCase();
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// consider doing it only from master pool for less calls to distant cache
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// delete entry locally to let local instance discover the pool
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delete this.eventPools[this.getPoolIdentifier(_token0, _token1)];
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try {
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this.logger.info(
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`${logPrefix} delete pool from not existing set: ${poolKey}`,
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);
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// delete pool record from set
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await this.dexHelper.cache.zrem(this.notExistingPoolSetKey, [poolKey]);
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} catch (error) {
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this.logger.error(
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`${logPrefix} failed to delete pool from set: ${poolKey}`,
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error,
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);
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}
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};
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async getPool(
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srcAddress: Address,
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destAddress: Address,
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uniswapMulticall: '0x1F98415757620B543A52E61c46B32eB19261F984',
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deployer: '0x6dd3fb9653b10e806650f107c3b5a0a6ff974f65',
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version: 'v1.9',
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cleanExistingPoolTTLMs: 20 * 60 * 1000,
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},
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},
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};
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package/src/dex/algebra/types.ts
CHANGED
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areTicksCompressed: boolean;
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};
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export type FactoryState = Record<string, never>;
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export type AlgebraData = {
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path: {
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tokenIn: Address;
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version: 'v1.1' | 'v1.9';
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forceRPC?: boolean;
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forceManualStateGenerate?: boolean;
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cleanExistingPoolTTLMs?: number;
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};
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export type IAlgebraPoolState = PoolStateV1_1 | PoolState_v1_9;
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baseToken: '0x321162Cd933E2Be498Cd2267a90534A804051b11',
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// Disabled pool
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// main_gDAI_gUSDC_gUSDT: {
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// underlying: [
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// '0x8D11eC38a3EB5E956B052f67Da8Bdc9bef8Abf3E', // DAI
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// '0x04068DA6C83AFCFA0e13ba15A6696662335D5B75', // USDC
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// '0x049d68029688eAbF473097a2fC38ef61633A3C7A', // fUSDT
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// ],
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// coins: [
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// '0x07E6332dD090D287d3489245038daF987955DCFB', // gDAI
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// '0xe578C856933D8e1082740bf7661e379Aa2A30b26', // gUSDC
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// '0x940F41F0ec9ba1A34CF001cc03347ac092F5F6B5', // gUSDT
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// ],
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// address: '0x0fa949783947Bf6c1b171DB13AEACBB488845B3f',
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// name: 'main_gDAI_gUSDC_gUSDT',
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// type: 2,
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+
// version: 3,
|
|
958
|
+
// isLending: true,
|
|
959
|
+
// isMetapool: false,
|
|
960
|
+
// baseToken: '0x8D11eC38a3EB5E956B052f67Da8Bdc9bef8Abf3E',
|
|
961
|
+
// },
|
|
962
|
+
// Disabled pool
|
|
963
|
+
// main_iDAI_iUSDC_iFUSDT: {
|
|
964
|
+
// underlying: [
|
|
965
|
+
// '0x8D11eC38a3EB5E956B052f67Da8Bdc9bef8Abf3E', // DAI
|
|
966
|
+
// '0x04068DA6C83AFCFA0e13ba15A6696662335D5B75', // USDC
|
|
967
|
+
// '0x049d68029688eAbF473097a2fC38ef61633A3C7A', // fUSDT
|
|
968
|
+
// ],
|
|
969
|
+
// coins: [
|
|
970
|
+
// '0x04c762a5dF2Fa02FE868F25359E0C259fB811CfE', // iDAI
|
|
971
|
+
// '0x328A7b4d538A2b3942653a9983fdA3C12c571141', // iUSDC
|
|
972
|
+
// '0x70faC71debfD67394D1278D98A29dea79DC6E57A', // iFUSDT
|
|
973
|
+
// ],
|
|
974
|
+
// address: '0x4FC8D635c3cB1d0aa123859e2B2587d0FF2707b1',
|
|
975
|
+
// name: 'main_iDAI_iUSDC_iFUSDT',
|
|
976
|
+
// type: 2,
|
|
977
|
+
// version: 3,
|
|
978
|
+
// isLending: true,
|
|
979
|
+
// isMetapool: false,
|
|
980
|
+
// baseToken: '0x8D11eC38a3EB5E956B052f67Da8Bdc9bef8Abf3E',
|
|
981
|
+
// },
|
|
980
982
|
},
|
|
981
983
|
},
|
|
982
984
|
[Network.AVALANCHE]: {
|
|
@@ -0,0 +1,73 @@
|
|
|
1
|
+
import { Interface } from '@ethersproject/abi';
|
|
2
|
+
import { DeepReadonly } from 'ts-essentials';
|
|
3
|
+
import FactoryABI from '../../abi/pancakeswap-v3/PancakeswapV3Factory.abi.json';
|
|
4
|
+
import { IDexHelper } from '../../dex-helper/idex-helper';
|
|
5
|
+
import { StatefulEventSubscriber } from '../../stateful-event-subscriber';
|
|
6
|
+
import { Address, Log, Logger } from '../../types';
|
|
7
|
+
import { LogDescription } from 'ethers/lib/utils';
|
|
8
|
+
import { FactoryState } from '../uniswap-v3/types';
|
|
9
|
+
|
|
10
|
+
export type OnPoolCreatedCallback = ({
|
|
11
|
+
token0,
|
|
12
|
+
token1,
|
|
13
|
+
fee,
|
|
14
|
+
}: {
|
|
15
|
+
token0: string;
|
|
16
|
+
token1: string;
|
|
17
|
+
fee: bigint;
|
|
18
|
+
}) => Promise<void>;
|
|
19
|
+
|
|
20
|
+
/*
|
|
21
|
+
* "Stateless" event subscriber in order to capture "PoolCreated" event on new pools created.
|
|
22
|
+
* 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)
|
|
23
|
+
*/
|
|
24
|
+
export class PancakeswapV3Factory extends StatefulEventSubscriber<FactoryState> {
|
|
25
|
+
handlers: {
|
|
26
|
+
[event: string]: (event: any) => Promise<void>;
|
|
27
|
+
} = {};
|
|
28
|
+
|
|
29
|
+
logDecoder: (log: Log) => any;
|
|
30
|
+
|
|
31
|
+
public readonly factoryIface = new Interface(FactoryABI);
|
|
32
|
+
|
|
33
|
+
constructor(
|
|
34
|
+
readonly dexHelper: IDexHelper,
|
|
35
|
+
parentName: string,
|
|
36
|
+
protected readonly factoryAddress: Address,
|
|
37
|
+
logger: Logger,
|
|
38
|
+
protected readonly onPoolCreated: OnPoolCreatedCallback,
|
|
39
|
+
mapKey: string = '',
|
|
40
|
+
) {
|
|
41
|
+
super(parentName, `${parentName} Factory`, dexHelper, logger, true, mapKey);
|
|
42
|
+
|
|
43
|
+
this.addressesSubscribed = [factoryAddress];
|
|
44
|
+
|
|
45
|
+
this.logDecoder = (log: Log) => this.factoryIface.parseLog(log);
|
|
46
|
+
|
|
47
|
+
this.handlers['PoolCreated'] = this.handleNewPool.bind(this);
|
|
48
|
+
}
|
|
49
|
+
|
|
50
|
+
generateState(): FactoryState {
|
|
51
|
+
return {};
|
|
52
|
+
}
|
|
53
|
+
|
|
54
|
+
protected async processLog(
|
|
55
|
+
_: DeepReadonly<FactoryState>,
|
|
56
|
+
log: Readonly<Log>,
|
|
57
|
+
): Promise<FactoryState> {
|
|
58
|
+
const event = this.logDecoder(log);
|
|
59
|
+
if (event.name in this.handlers) {
|
|
60
|
+
await this.handlers[event.name](event);
|
|
61
|
+
}
|
|
62
|
+
|
|
63
|
+
return {};
|
|
64
|
+
}
|
|
65
|
+
|
|
66
|
+
async handleNewPool(event: LogDescription) {
|
|
67
|
+
const token0 = event.args.token0;
|
|
68
|
+
const token1 = event.args.token1;
|
|
69
|
+
const fee = event.args.fee;
|
|
70
|
+
|
|
71
|
+
await this.onPoolCreated({ token0, token1, fee });
|
|
72
|
+
}
|
|
73
|
+
}
|
|
@@ -56,6 +56,10 @@ import {
|
|
|
56
56
|
DEFAULT_ID_ERC20,
|
|
57
57
|
DEFAULT_ID_ERC20_AS_STRING,
|
|
58
58
|
} from '../../lib/tokens/types';
|
|
59
|
+
import {
|
|
60
|
+
OnPoolCreatedCallback,
|
|
61
|
+
PancakeswapV3Factory,
|
|
62
|
+
} from './pancakeswap-v3-factory';
|
|
59
63
|
|
|
60
64
|
type PoolPairsInfo = {
|
|
61
65
|
token0: Address;
|
|
@@ -63,14 +67,15 @@ type PoolPairsInfo = {
|
|
|
63
67
|
fee: string;
|
|
64
68
|
};
|
|
65
69
|
|
|
66
|
-
const PANCAKESWAPV3_CLEAN_NOT_EXISTING_POOL_TTL_MS =
|
|
67
|
-
const PANCAKESWAPV3_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS =
|
|
70
|
+
const PANCAKESWAPV3_CLEAN_NOT_EXISTING_POOL_TTL_MS = 3 * 24 * 60 * 60 * 1000; // 3 days
|
|
71
|
+
const PANCAKESWAPV3_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS = 24 * 60 * 60 * 1000; // Once in a day
|
|
68
72
|
const PANCAKESWAPV3_QUOTE_GASLIMIT = 200_000;
|
|
69
73
|
|
|
70
74
|
export class PancakeswapV3
|
|
71
75
|
extends SimpleExchange
|
|
72
76
|
implements IDex<UniswapV3Data>
|
|
73
77
|
{
|
|
78
|
+
private readonly factory: PancakeswapV3Factory;
|
|
74
79
|
readonly isFeeOnTransferSupported: boolean = false;
|
|
75
80
|
readonly eventPools: Record<string, PancakeSwapV3EventPool | null> = {};
|
|
76
81
|
|
|
@@ -117,6 +122,14 @@ export class PancakeswapV3
|
|
|
117
122
|
|
|
118
123
|
this.notExistingPoolSetKey =
|
|
119
124
|
`${CACHE_PREFIX}_${network}_${dexKey}_not_existings_pool_set`.toLowerCase();
|
|
125
|
+
|
|
126
|
+
this.factory = new PancakeswapV3Factory(
|
|
127
|
+
dexHelper,
|
|
128
|
+
dexKey,
|
|
129
|
+
this.config.factory,
|
|
130
|
+
this.logger,
|
|
131
|
+
this.onPoolCreatedDeleteFromNonExistingSet.bind(this),
|
|
132
|
+
);
|
|
120
133
|
}
|
|
121
134
|
|
|
122
135
|
get supportedFees() {
|
|
@@ -133,6 +146,9 @@ export class PancakeswapV3
|
|
|
133
146
|
}
|
|
134
147
|
|
|
135
148
|
async initializePricing(blockNumber: number) {
|
|
149
|
+
// Init listening to new pools creation
|
|
150
|
+
await this.factory.initialize(blockNumber);
|
|
151
|
+
|
|
136
152
|
if (!this.dexHelper.config.isSlave) {
|
|
137
153
|
const cleanExpiredNotExistingPoolsKeys = async () => {
|
|
138
154
|
const maxTimestamp =
|
|
@@ -151,6 +167,38 @@ export class PancakeswapV3
|
|
|
151
167
|
}
|
|
152
168
|
}
|
|
153
169
|
|
|
170
|
+
/*
|
|
171
|
+
* When a non existing pool is queried, it's blacklisted for an arbitrary long period in order to prevent issuing too many rpc calls
|
|
172
|
+
* Once the pool is created, it gets immediately flagged
|
|
173
|
+
*/
|
|
174
|
+
onPoolCreatedDeleteFromNonExistingSet: OnPoolCreatedCallback = async ({
|
|
175
|
+
token0,
|
|
176
|
+
token1,
|
|
177
|
+
fee,
|
|
178
|
+
}) => {
|
|
179
|
+
const logPrefix = '[PancakeV3.onPoolCreatedDeleteFromNonExistingSet]';
|
|
180
|
+
const [_token0, _token1] = this._sortTokens(token0, token1);
|
|
181
|
+
const poolKey = `${token0}_${token1}_${fee}`.toLowerCase();
|
|
182
|
+
|
|
183
|
+
// consider doing it only from master pool for less calls to distant cache
|
|
184
|
+
|
|
185
|
+
// delete entry locally to let local instance discover the pool
|
|
186
|
+
delete this.eventPools[this.getPoolIdentifier(_token0, _token1, fee)];
|
|
187
|
+
|
|
188
|
+
try {
|
|
189
|
+
this.logger.info(
|
|
190
|
+
`${logPrefix} delete pool from not existing set: ${poolKey}`,
|
|
191
|
+
);
|
|
192
|
+
// delete pool record from set
|
|
193
|
+
await this.dexHelper.cache.zrem(this.notExistingPoolSetKey, [poolKey]);
|
|
194
|
+
} catch (error) {
|
|
195
|
+
this.logger.error(
|
|
196
|
+
`${logPrefix} failed to delete pool from set :${poolKey}`,
|
|
197
|
+
error,
|
|
198
|
+
);
|
|
199
|
+
}
|
|
200
|
+
};
|
|
201
|
+
|
|
154
202
|
async getPool(
|
|
155
203
|
srcAddress: Address,
|
|
156
204
|
destAddress: Address,
|
|
@@ -0,0 +1,73 @@
|
|
|
1
|
+
import { Interface } from '@ethersproject/abi';
|
|
2
|
+
import { DeepReadonly } from 'ts-essentials';
|
|
3
|
+
import FactoryABI from '../../abi/uniswap-v3/UniswapV3Factory.abi.json';
|
|
4
|
+
import { IDexHelper } from '../../dex-helper/idex-helper';
|
|
5
|
+
import { StatefulEventSubscriber } from '../../stateful-event-subscriber';
|
|
6
|
+
import { Address, Log, Logger } from '../../types';
|
|
7
|
+
import { LogDescription } from 'ethers/lib/utils';
|
|
8
|
+
import { FactoryState } from './types';
|
|
9
|
+
|
|
10
|
+
export type OnPoolCreatedCallback = ({
|
|
11
|
+
token0,
|
|
12
|
+
token1,
|
|
13
|
+
fee,
|
|
14
|
+
}: {
|
|
15
|
+
token0: string;
|
|
16
|
+
token1: string;
|
|
17
|
+
fee: bigint;
|
|
18
|
+
}) => Promise<void>;
|
|
19
|
+
|
|
20
|
+
/*
|
|
21
|
+
* "Stateless" event subscriber in order to capture "PoolCreated" event on new pools created.
|
|
22
|
+
* State is present, but it's a placeholder to actually make the events reach handlers (if there's no previous state - `processBlockLogs` is not called)
|
|
23
|
+
*/
|
|
24
|
+
export class UniswapV3Factory extends StatefulEventSubscriber<FactoryState> {
|
|
25
|
+
handlers: {
|
|
26
|
+
[event: string]: (event: any) => Promise<void>;
|
|
27
|
+
} = {};
|
|
28
|
+
|
|
29
|
+
logDecoder: (log: Log) => any;
|
|
30
|
+
|
|
31
|
+
public readonly factoryIface = new Interface(FactoryABI);
|
|
32
|
+
|
|
33
|
+
constructor(
|
|
34
|
+
readonly dexHelper: IDexHelper,
|
|
35
|
+
parentName: string,
|
|
36
|
+
protected readonly factoryAddress: Address,
|
|
37
|
+
logger: Logger,
|
|
38
|
+
protected readonly onPoolCreated: OnPoolCreatedCallback,
|
|
39
|
+
mapKey: string = '',
|
|
40
|
+
) {
|
|
41
|
+
super(parentName, `${parentName} Factory`, dexHelper, logger, true, mapKey);
|
|
42
|
+
|
|
43
|
+
this.addressesSubscribed = [factoryAddress];
|
|
44
|
+
|
|
45
|
+
this.logDecoder = (log: Log) => this.factoryIface.parseLog(log);
|
|
46
|
+
|
|
47
|
+
this.handlers['PoolCreated'] = this.handleNewPool.bind(this);
|
|
48
|
+
}
|
|
49
|
+
|
|
50
|
+
generateState(): FactoryState {
|
|
51
|
+
return {};
|
|
52
|
+
}
|
|
53
|
+
|
|
54
|
+
protected async processLog(
|
|
55
|
+
_: DeepReadonly<FactoryState>,
|
|
56
|
+
log: Readonly<Log>,
|
|
57
|
+
): Promise<FactoryState> {
|
|
58
|
+
const event = this.logDecoder(log);
|
|
59
|
+
if (event.name in this.handlers) {
|
|
60
|
+
await this.handlers[event.name](event);
|
|
61
|
+
}
|
|
62
|
+
|
|
63
|
+
return {};
|
|
64
|
+
}
|
|
65
|
+
|
|
66
|
+
async handleNewPool(event: LogDescription) {
|
|
67
|
+
const token0 = event.args.token0;
|
|
68
|
+
const token1 = event.args.token1;
|
|
69
|
+
const fee = event.args.fee;
|
|
70
|
+
|
|
71
|
+
await this.onPoolCreated({ token0, token1, fee });
|
|
72
|
+
}
|
|
73
|
+
}
|
|
@@ -64,6 +64,7 @@ import {
|
|
|
64
64
|
DEFAULT_ID_ERC20_AS_STRING,
|
|
65
65
|
} from '../../lib/tokens/types';
|
|
66
66
|
import { OptimalSwapExchange } from '@paraswap/core';
|
|
67
|
+
import { OnPoolCreatedCallback, UniswapV3Factory } from './uniswap-v3-factory';
|
|
67
68
|
|
|
68
69
|
type PoolPairsInfo = {
|
|
69
70
|
token0: Address;
|
|
@@ -71,14 +72,15 @@ type PoolPairsInfo = {
|
|
|
71
72
|
fee: string;
|
|
72
73
|
};
|
|
73
74
|
|
|
74
|
-
const UNISWAPV3_CLEAN_NOT_EXISTING_POOL_TTL_MS =
|
|
75
|
-
const UNISWAPV3_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS =
|
|
75
|
+
const UNISWAPV3_CLEAN_NOT_EXISTING_POOL_TTL_MS = 3 * 24 * 60 * 60 * 1000; // 3 days
|
|
76
|
+
const UNISWAPV3_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS = 24 * 60 * 60 * 1000; // Once in a day
|
|
76
77
|
const UNISWAPV3_QUOTE_GASLIMIT = 200_000;
|
|
77
78
|
|
|
78
79
|
export class UniswapV3
|
|
79
80
|
extends SimpleExchange
|
|
80
81
|
implements IDex<UniswapV3Data, UniswapV3Param>
|
|
81
82
|
{
|
|
83
|
+
private readonly factory: UniswapV3Factory;
|
|
82
84
|
readonly isFeeOnTransferSupported: boolean = false;
|
|
83
85
|
readonly eventPools: Record<string, UniswapV3EventPool | null> = {};
|
|
84
86
|
|
|
@@ -138,6 +140,14 @@ export class UniswapV3
|
|
|
138
140
|
|
|
139
141
|
this.notExistingPoolSetKey =
|
|
140
142
|
`${CACHE_PREFIX}_${network}_${dexKey}_not_existings_pool_set`.toLowerCase();
|
|
143
|
+
|
|
144
|
+
this.factory = new UniswapV3Factory(
|
|
145
|
+
dexHelper,
|
|
146
|
+
dexKey,
|
|
147
|
+
this.config.factory,
|
|
148
|
+
this.logger,
|
|
149
|
+
this.onPoolCreatedDeleteFromNonExistingSet.bind(this),
|
|
150
|
+
);
|
|
141
151
|
}
|
|
142
152
|
|
|
143
153
|
get supportedFees() {
|
|
@@ -154,6 +164,9 @@ export class UniswapV3
|
|
|
154
164
|
}
|
|
155
165
|
|
|
156
166
|
async initializePricing(blockNumber: number) {
|
|
167
|
+
// Init listening to new pools creation
|
|
168
|
+
await this.factory.initialize(blockNumber);
|
|
169
|
+
|
|
157
170
|
// This is only for testing, because cold pool fetching is goes out of
|
|
158
171
|
// FETCH_POOL_INDENTIFIER_TIMEOUT range
|
|
159
172
|
await Promise.all(
|
|
@@ -184,6 +197,38 @@ export class UniswapV3
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184
197
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}
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185
198
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}
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186
199
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200
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+
/*
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201
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* When a non existing pool is queried, it's blacklisted for an arbitrary long period in order to prevent issuing too many rpc calls
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202
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+
* Once the pool is created, it gets immediately flagged
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203
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*/
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204
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+
onPoolCreatedDeleteFromNonExistingSet: OnPoolCreatedCallback = async ({
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205
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token0,
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206
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token1,
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207
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fee,
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208
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}) => {
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209
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const logPrefix = '[UniswapV3.onPoolCreatedDeleteFromNonExistingSet]';
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210
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const [_token0, _token1] = this._sortTokens(token0, token1);
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211
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const poolKey = `${token0}_${token1}_${fee}`.toLowerCase();
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212
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+
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213
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// consider doing it only from master pool for less calls to distant cache
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214
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+
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215
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// delete entry locally to let local instance discover the pool
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216
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delete this.eventPools[this.getPoolIdentifier(_token0, _token1, fee)];
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217
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+
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218
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try {
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219
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this.logger.info(
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220
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`${logPrefix} delete pool from not existing set: ${poolKey}`,
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221
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);
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222
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// delete pool record from set
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223
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+
await this.dexHelper.cache.zrem(this.notExistingPoolSetKey, [poolKey]);
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224
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} catch (error) {
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225
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+
this.logger.error(
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226
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`${logPrefix} failed to delete pool from set: ${poolKey}`,
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227
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error,
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228
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);
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229
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+
}
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230
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};
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231
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+
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187
232
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async getPool(
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188
233
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srcAddress: Address,
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189
234
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destAddress: Address,
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@@ -115,6 +115,10 @@ class DummyCache implements ICache {
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115
115
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return 0;
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116
116
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}
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117
117
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118
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+
async zrem(key: string, membersKeys: string[]): Promise<number> {
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119
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return 0;
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120
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+
}
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121
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+
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118
122
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async zadd(key: string, bulkItemsToAdd: (number | string)[], option?: 'NX') {
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119
123
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return 0;
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120
124
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}
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package/src/dex-helper/icache.ts
CHANGED
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@@ -46,6 +46,8 @@ export interface ICache {
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46
46
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47
47
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zremrangebyscore(key: string, min: number, max: number): Promise<number>;
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48
48
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49
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+
zrem(key: string, membersKeys: string[]): Promise<number>;
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50
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+
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49
51
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zscore(setKey: string, key: string): Promise<string | null>;
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50
52
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51
53
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sismember(setKey: string, key: string): Promise<boolean>;
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@@ -1,70 +0,0 @@
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1
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-
[
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2
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-
{
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3
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-
"anonymous": false,
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4
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-
"inputs": [
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5
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-
{
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6
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-
"indexed": false,
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7
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-
"internalType": "address",
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8
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-
"name": "token",
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9
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-
"type": "address"
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10
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-
},
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11
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-
{
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12
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-
"indexed": false,
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13
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-
"internalType": "uint256",
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14
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-
"name": "price",
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15
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-
"type": "uint256"
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16
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-
},
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17
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-
{
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18
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-
"indexed": false,
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19
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-
"internalType": "address",
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20
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-
"name": "priceFeed",
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21
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-
"type": "address"
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22
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-
}
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23
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-
],
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24
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-
"name": "PriceUpdate",
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25
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-
"type": "event"
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26
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-
},
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27
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-
{
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28
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-
"inputs": [
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29
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-
{ "internalType": "address", "name": "_token", "type": "address" },
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30
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-
{ "internalType": "uint256", "name": "_price", "type": "uint256" }
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31
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-
],
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32
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-
"name": "emitPriceEvent",
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33
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-
"outputs": [],
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|
34
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-
"stateMutability": "nonpayable",
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|
35
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-
"type": "function"
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|
36
|
-
},
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|
37
|
-
{
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|
38
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-
"inputs": [],
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|
39
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-
"name": "gov",
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|
40
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-
"outputs": [{ "internalType": "address", "name": "", "type": "address" }],
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|
41
|
-
"stateMutability": "view",
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|
42
|
-
"type": "function"
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|
43
|
-
},
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|
44
|
-
{
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45
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-
"inputs": [{ "internalType": "address", "name": "", "type": "address" }],
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46
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-
"name": "isPriceFeed",
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47
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-
"outputs": [{ "internalType": "bool", "name": "", "type": "bool" }],
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|
48
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-
"stateMutability": "view",
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|
49
|
-
"type": "function"
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|
50
|
-
},
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|
51
|
-
{
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|
52
|
-
"inputs": [
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|
53
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-
{ "internalType": "address", "name": "_gov", "type": "address" }
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|
54
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-
],
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55
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-
"name": "setGov",
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|
56
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-
"outputs": [],
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|
57
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-
"stateMutability": "nonpayable",
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|
58
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-
"type": "function"
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|
59
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-
},
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|
60
|
-
{
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|
61
|
-
"inputs": [
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|
62
|
-
{ "internalType": "address", "name": "_priceFeed", "type": "address" },
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|
63
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-
{ "internalType": "bool", "name": "_isPriceFeed", "type": "bool" }
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|
64
|
-
],
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65
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-
"name": "setIsPriceFeed",
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|
66
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-
"outputs": [],
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|
67
|
-
"stateMutability": "nonpayable",
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|
68
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-
"type": "function"
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|
69
|
-
}
|
|
70
|
-
]
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