@paraswap/dex-lib 2.36.3-dexalot.3 → 2.36.3-dexalot.4

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Files changed (4) hide show
  1. package/build/dex/dexalot/dexalot.js +50 -26
  2. package/build/dex/dexalot/dexalot.js.map +1 -1
  3. package/package.json +1 -1
  4. package/src/dex/dexalot/dexalot.ts +71 -27
package/build/dex/dexalot/dexalot.js CHANGED
@@ -208,41 +208,65 @@ class Dexalot extends simple_exchange_1.SimpleExchange {
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  result.push(amt);
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  continue;
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  }
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- let totalVolume = 0n;
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- let combinedPrice = 0n;
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- for (let j = 0; j < orderbook.length; j++) {
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- const order = orderbook[j];
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- const priceBN = ethers_1.ethers.utils.parseUnits(order[0], quoteToken.decimals);
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- const price = BigInt(priceBN.toString());
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- const qtyBN = ethers_1.ethers.utils.parseUnits(order[1], baseToken.decimals);
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- const qty = BigInt(qtyBN.toString());
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- let vol = qty;
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- if (side === types_1.ClobSide.BID) {
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- vol = (qty * price) / BigInt(10 ** baseToken.decimals);
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+ let left = 0, right = orderbook.length;
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+ let qty = BigInt(0);
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+ while (left < right) {
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+ let mid = Math.floor((left + right) / 2);
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+ qty = BigInt(ethers_1.ethers.utils
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+ .parseUnits(orderbook[mid][1], quoteToken.decimals)
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+ .toString());
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+ if (side === types_1.ClobSide.ASK) {
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+ const price = BigInt(ethers_1.ethers.utils
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+ .parseUnits(orderbook[mid][0], baseToken.decimals)
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+ .toString());
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+ qty =
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+ (qty * BigInt(10 ** (baseToken.decimals * 2))) /
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+ (price * BigInt(10 ** quoteToken.decimals));
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  }
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- if (amt < vol) {
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- totalVolume += amt;
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- combinedPrice += amt * price;
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- amt = 0n;
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+ if (qty <= amt) {
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+ left = mid + 1;
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  }
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  else {
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- amt -= vol;
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- totalVolume += vol;
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- combinedPrice += vol * price;
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- }
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- if (amt === 0n) {
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- break;
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+ right = mid;
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  }
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  }
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- if (amt > 0n) {
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- return result;
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+ let price, amount = BigInt(0);
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+ if (left === orderbook.length) {
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+ price = BigInt(ethers_1.ethers.utils
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+ .parseUnits(orderbook[left - 1][0], baseToken.decimals)
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+ .toString());
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+ amount = qty;
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+ }
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+ else if (amounts[i] === qty) {
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+ price = BigInt(ethers_1.ethers.utils
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+ .parseUnits(orderbook[left][0], baseToken.decimals)
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+ .toString());
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+ amount = amounts[i];
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+ }
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+ else {
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+ const lPrice = BigInt(ethers_1.ethers.utils
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+ .parseUnits(orderbook[left][0], baseToken.decimals)
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+ .toString());
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+ const rPrice = BigInt(ethers_1.ethers.utils
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+ .parseUnits(orderbook[left + 1][0], baseToken.decimals)
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+ .toString());
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+ const lQty = qty;
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+ let rQty = BigInt(ethers_1.ethers.utils
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+ .parseUnits(orderbook[left + 1][1], quoteToken.decimals)
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+ .toString());
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+ if (side === types_1.ClobSide.ASK) {
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+ rQty = (rQty * rPrice) / BigInt(10 ** quoteToken.decimals);
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+ }
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+ price = lPrice + ((rPrice - lPrice) * (amt - lQty)) / (rQty - lQty);
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+ amount = amounts[i];
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  }
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- const avgPrice = combinedPrice / totalVolume;
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  if (side === types_1.ClobSide.BID) {
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- result.push((amounts[i] * BigInt(10 ** baseToken.decimals)) / avgPrice);
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+ result.push((amount * BigInt(10 ** (baseToken.decimals * 2))) /
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+ (price * BigInt(10 ** quoteToken.decimals)));
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  }
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  else {
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- result.push((avgPrice * amounts[i]) / BigInt(10 ** baseToken.decimals));
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+ result.push((price * amount * BigInt(10 ** quoteToken.decimals)) /
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+ BigInt(10 ** (baseToken.decimals * 2)));
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  }
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  }
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  return result;
package/build/dex/dexalot/dexalot.js.map CHANGED
@@ -1 +1 @@
1
- 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1
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,cAAc,CAAC,QAAiB,EAAE,GAAG,GAAG,sCAA0B;QACtE,MAAM,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,KAAK,CAC9B,IAAI,CAAC,MAAM,EACX,IAAI,CAAC,OAAO,EACZ,IAAI,CAAC,iBAAiB,CAAC,QAAQ,CAAC,EAChC,GAAG,EACH,yCAA6B,CAC9B,CAAC;QACF,OAAO,IAAI,CAAC;IACd,CAAC;IAED,KAAK,CAAC,cAAc,CAClB,QAAgB,EAChB,SAAiB,EACjB,SAAiB,EACjB,UAAkB,EAClB,IAAiB,EACjB,IAAc;QAEd,MAAM,EAAE,SAAS,EAAE,GAAG,IAAI,CAAC;QAE3B,IAAA,sBAAM,EACJ,SAAS,KAAK,SAAS,EACvB,GAAG,IAAI,CAAC,MAAM,IAAI,IAAI,CAAC,OAAO,uBAAuB,CACtD,CAAC;QAEF,MAAM,YAAY,GAAG,YAAY,CAAC;QAClC,MAAM,kBAAkB,GAAG;YACzB;gBACE,SAAS,CAAC,YAAY;gBACtB,SAAS,CAAC,MAAM;gBAChB,SAAS,CAAC,UAAU;gBACpB,SAAS,CAAC,UAAU;gBACpB,SAAS,CAAC,KAAK;gBACf,SAAS,CAAC,KAAK;gBACf,SAAS,CAAC,WAAW;gBACrB,SAAS,CAAC,WAAW;aACtB;YACD,SAAS,CAAC,SAAS;SACpB,CAAC;QAEF,MAAM,QAAQ,GAAG,IAAI,CAAC,YAAY,CAAC,kBAAkB,CACnD,YAAY,EACZ,kBAAkB,CACnB,CAAC;QAEF,OAAO,IAAI,CAAC,qCAAqC,CAC/C,QAAQ,EACR,SAAS,EACT,SAAS,EACT,UAAU,EACV,QAAQ,EACR,IAAI,CAAC,iBAAiB,CACvB,CAAC;IACJ,CAAC;IAED,KAAK,CAAC,mBAAmB,CACvB,YAAqB,EACrB,KAAa;QAEb,MAAM,sBAAsB,GAAG,IAAI,CAAC,gBAAgB,CAAC,YAAY,CAAC,CAAC;QACnE,MAAM,KAAK,GAAG,CAAC,MAAM,IAAI,CAAC,cAAc,EAAE,CAAC,IAAI,EAAE,CAAC;QAClD,IAAI,CAAC,SAAS,GAAG,CAAC,MAAM,IAAI,CAAC,eAAe,EAAE,CAAC,IAAI,EAAE,CAAC;QACtD,MAAM,UAAU,GAAG,CAAC,MAAM,IAAI,CAAC,mBAAmB,EAAE,CAAC,IAAI,EAAE,CAAC;QAC5D,MAAM,KAAK,GAAG,IAAI,CAAC,mBAAmB,CAAC,sBAAsB,CAAC,CAAC;QAC/D,IAAI,CAAC,KAAK,EAAE;YACV,OAAO,EAAE,CAAC;SACX;QAED,MAAM,WAAW,GAAG,KAAK,CAAC,MAAM,EAAE,WAAW,EAAE,IAAI,EAAE,CAAC;QAEtD,IAAI,gBAAgB,GAAG,EAAE,CAAC;QAC1B,KAAK,MAAM,QAAQ,IAAI,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,EAAE;YACzC,IAAI,CAAC,QAAQ,CAAC,QAAQ,CAAC,WAAW,CAAC,EAAE;gBACnC,SAAS;aACV;YAED,MAAM,YAAY,GAAG,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;YACzC,IAAI,YAAY,CAAC,MAAM,KAAK,CAAC,EAAE;gBAC7B,SAAS;aACV;YAED,MAAM,CAAE,SAAS,EAAE,UAAU,CAAE,GAAG,YAAY,CAAC;YAC/C,MAAM,IAAI,GAAG,UAAU,CAAC,SAAS,CAAC,WAAW,EAAE,CAAC,CAAC;YACjD,IAAI,WAAW,GAAG,IAAI,CAAC,mBAAmB,CAAC,IAAI,CAAC,CAAC;YACjD,IAAI,SAAS,KAAK,WAAW,EAAE;gBAC7B,MAAM,IAAI,GAAG,UAAU,CAAC,UAAU,CAAC,WAAW,EAAE,CAAC,CAAC;gBAClD,WAAW,GAAG,IAAI,CAAC,mBAAmB,CAAC,IAAI,CAAC,CAAC;aAC9C;YAED,MAAM,iBAAiB,GAAG,IAAI,CAAC,gBAAgB,CAAC,WAAW,CAAC,CAAC;YAE7D,gBAAgB,CAAC,IAAI,CAAC;gBACpB,QAAQ,EAAE,IAAI,CAAC,MAAM;gBACrB,OAAO,EAAE,IAAI,CAAC,iBAAiB;gBAC/B,eAAe,EAAE,CAAC;wBAChB,OAAO,EAAE,iBAAiB,CAAC,OAAO;wBAClC,QAAQ,EAAE,iBAAiB,CAAC,QAAQ;qBACrC,CAAC;gBACF,YAAY,EAAE,KAAK,CAAC,QAAQ,CAAC,CAAC,YAAY;aAC3C,CAAC,CAAC;SACJ;QAED,gBAAgB,CAAC,IAAI,CACnB,CAAC,CAAgB,EAAE,CAAgB,EAAE,EAAE,CAAC,CAAC,CAAC,YAAY,GAAG,CAAC,CAAC,YAAY,CACxE,CAAC;QAEF,OAAO,gBAAgB,CAAC,KAAK,CAAC,CAAC,EAAE,KAAK,CAAC,CAAC;IAC1C,CAAC;IAED,eAAe,CAAC,QAAgB,EAAE,MAAc;QAC9C,OAAO;YACL,GAAG,EAAE,GAAG,2BAAe,IAAI,QAAQ,EAAE;YACrC,OAAO,EAAE,EAAE,UAAU,EAAE,IAAI,CAAC,gBAAgB,EAAE;YAC9C,MAAM,EAAE;gBACN,OAAO,EAAE,IAAI,CAAC,OAAO;aACtB;YACD,MAAM,EAAE,MAAM;SACf,CAAC;IACJ,CAAC;IAED,gBAAgB;QACd,IAAI,IAAI,CAAC,WAAW,EAAE;YACpB,IAAI,CAAC,WAAW,CAAC,IAAI,EAAE,CAAC;SACzB;IACH,CAAC;;AAn6BH,0BAo6BC;AAp5Be,0BAAkB,GAC9B,IAAA,6BAAqB,EAAC,sBAAa,CAAC,CAAC"}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@paraswap/dex-lib",
3
- "version": "2.36.3-dexalot.3",
3
+ "version": "2.36.3-dexalot.4",
4
4
  "main": "build/index.js",
5
5
  "types": "build/index.d.ts",
6
6
  "repository": "https://github.com/paraswap/paraswap-dex-lib",
package/src/dex/dexalot/dexalot.ts CHANGED
@@ -325,40 +325,84 @@ export class Dexalot extends SimpleExchange implements IDex<DexalotData> {
325
325
  continue;
326
326
  }
327
327
 
328
- let totalVolume = 0n;
329
- let combinedPrice = 0n;
330
-
331
- for (let j = 0; j < orderbook.length; j++) {
332
- const order = orderbook[j];
333
- const priceBN = ethers.utils.parseUnits(order[0], quoteToken.decimals);
334
- const price = BigInt(priceBN.toString());
335
- const qtyBN = ethers.utils.parseUnits(order[1], baseToken.decimals);
336
- const qty = BigInt(qtyBN.toString());
337
- let vol = qty;
338
- if (side === ClobSide.BID) {
339
- vol = (qty * price) / BigInt(10 ** baseToken.decimals);
328
+ let left = 0,
329
+ right = orderbook.length;
330
+ let qty = BigInt(0);
331
+
332
+ while (left < right) {
333
+ let mid = Math.floor((left + right) / 2);
334
+ qty = BigInt(
335
+ ethers.utils
336
+ .parseUnits(orderbook[mid][1], quoteToken.decimals)
337
+ .toString(),
338
+ );
339
+ if (side === ClobSide.ASK) {
340
+ const price = BigInt(
341
+ ethers.utils
342
+ .parseUnits(orderbook[mid][0], baseToken.decimals)
343
+ .toString(),
344
+ );
345
+ qty =
346
+ (qty * BigInt(10 ** (baseToken.decimals * 2))) /
347
+ (price * BigInt(10 ** quoteToken.decimals));
340
348
  }
341
- if (amt < vol) {
342
- totalVolume += amt;
343
- combinedPrice += amt * price;
344
- amt = 0n;
349
+ if (qty <= amt) {
350
+ left = mid + 1;
345
351
  } else {
346
- amt -= vol;
347
- totalVolume += vol;
348
- combinedPrice += vol * price;
349
- }
350
- if (amt === 0n) {
351
- break;
352
+ right = mid;
352
353
  }
353
354
  }
354
- if (amt > 0n) {
355
- return result;
355
+
356
+ let price,
357
+ amount = BigInt(0);
358
+ if (left === orderbook.length) {
359
+ price = BigInt(
360
+ ethers.utils
361
+ .parseUnits(orderbook[left - 1][0], baseToken.decimals)
362
+ .toString(),
363
+ );
364
+ amount = qty;
365
+ } else if (amounts[i] === qty) {
366
+ price = BigInt(
367
+ ethers.utils
368
+ .parseUnits(orderbook[left][0], baseToken.decimals)
369
+ .toString(),
370
+ );
371
+ amount = amounts[i];
372
+ } else {
373
+ const lPrice = BigInt(
374
+ ethers.utils
375
+ .parseUnits(orderbook[left][0], baseToken.decimals)
376
+ .toString(),
377
+ );
378
+ const rPrice = BigInt(
379
+ ethers.utils
380
+ .parseUnits(orderbook[left + 1][0], baseToken.decimals)
381
+ .toString(),
382
+ );
383
+ const lQty = qty;
384
+ let rQty = BigInt(
385
+ ethers.utils
386
+ .parseUnits(orderbook[left + 1][1], quoteToken.decimals)
387
+ .toString(),
388
+ );
389
+ if (side === ClobSide.ASK) {
390
+ rQty = (rQty * rPrice) / BigInt(10 ** quoteToken.decimals);
391
+ }
392
+ price = lPrice + ((rPrice - lPrice) * (amt - lQty)) / (rQty - lQty);
393
+ amount = amounts[i];
356
394
  }
357
- const avgPrice = combinedPrice / totalVolume;
395
+
358
396
  if (side === ClobSide.BID) {
359
- result.push((amounts[i] * BigInt(10 ** baseToken.decimals)) / avgPrice);
397
+ result.push(
398
+ (amount * BigInt(10 ** (baseToken.decimals * 2))) /
399
+ (price * BigInt(10 ** quoteToken.decimals)),
400
+ );
360
401
  } else {
361
- result.push((avgPrice * amounts[i]) / BigInt(10 ** baseToken.decimals));
402
+ result.push(
403
+ (price * amount * BigInt(10 ** quoteToken.decimals)) /
404
+ BigInt(10 ** (baseToken.decimals * 2)),
405
+ );
362
406
  }
363
407
  }
364
408
  return result;