@paraswap/dex-lib 2.37.2-current-fee-ramses-v2.4 → 2.37.3

package/src/abi/pancakeswap-v3/PancakeswapV3Factory.abi.json

@@ -0,0 +1,300 @@
+[
+  {
+    "inputs": [
+      { "internalType": "address", "name": "_poolDeployer", "type": "address" }
+    ],
+    "stateMutability": "nonpayable",
+    "type": "constructor"
+  },
+  {
+    "anonymous": false,
+    "inputs": [
+      {
+        "indexed": true,
+        "internalType": "uint24",
+        "name": "fee",
+        "type": "uint24"
+      },
+      {
+        "indexed": true,
+        "internalType": "int24",
+        "name": "tickSpacing",
+        "type": "int24"
+      }
+    ],
+    "name": "FeeAmountEnabled",
+    "type": "event"
+  },
+  {
+    "anonymous": false,
+    "inputs": [
+      {
+        "indexed": true,
+        "internalType": "uint24",
+        "name": "fee",
+        "type": "uint24"
+      },
+      {
+        "indexed": false,
+        "internalType": "bool",
+        "name": "whitelistRequested",
+        "type": "bool"
+      },
+      {
+        "indexed": false,
+        "internalType": "bool",
+        "name": "enabled",
+        "type": "bool"
+      }
+    ],
+    "name": "FeeAmountExtraInfoUpdated",
+    "type": "event"
+  },
+  {
+    "anonymous": false,
+    "inputs": [
+      {
+        "indexed": true,
+        "internalType": "address",
+        "name": "oldOwner",
+        "type": "address"
+      },
+      {
+        "indexed": true,
+        "internalType": "address",
+        "name": "newOwner",
+        "type": "address"
+      }
+    ],
+    "name": "OwnerChanged",
+    "type": "event"
+  },
+  {
+    "anonymous": false,
+    "inputs": [
+      {
+        "indexed": true,
+        "internalType": "address",
+        "name": "token0",
+        "type": "address"
+      },
+      {
+        "indexed": true,
+        "internalType": "address",
+        "name": "token1",
+        "type": "address"
+      },
+      {
+        "indexed": true,
+        "internalType": "uint24",
+        "name": "fee",
+        "type": "uint24"
+      },
+      {
+        "indexed": false,
+        "internalType": "int24",
+        "name": "tickSpacing",
+        "type": "int24"
+      },
+      {
+        "indexed": false,
+        "internalType": "address",
+        "name": "pool",
+        "type": "address"
+      }
+    ],
+    "name": "PoolCreated",
+    "type": "event"
+  },
+  {
+    "anonymous": false,
+    "inputs": [
+      {
+        "indexed": true,
+        "internalType": "address",
+        "name": "lmPoolDeployer",
+        "type": "address"
+      }
+    ],
+    "name": "SetLmPoolDeployer",
+    "type": "event"
+  },
+  {
+    "anonymous": false,
+    "inputs": [
+      {
+        "indexed": true,
+        "internalType": "address",
+        "name": "user",
+        "type": "address"
+      },
+      {
+        "indexed": false,
+        "internalType": "bool",
+        "name": "verified",
+        "type": "bool"
+      }
+    ],
+    "name": "WhiteListAdded",
+    "type": "event"
+  },
+  {
+    "inputs": [
+      { "internalType": "address", "name": "pool", "type": "address" },
+      { "internalType": "address", "name": "recipient", "type": "address" },
+      {
+        "internalType": "uint128",
+        "name": "amount0Requested",
+        "type": "uint128"
+      },
+      {
+        "internalType": "uint128",
+        "name": "amount1Requested",
+        "type": "uint128"
+      }
+    ],
+    "name": "collectProtocol",
+    "outputs": [
+      { "internalType": "uint128", "name": "amount0", "type": "uint128" },
+      { "internalType": "uint128", "name": "amount1", "type": "uint128" }
+    ],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      { "internalType": "address", "name": "tokenA", "type": "address" },
+      { "internalType": "address", "name": "tokenB", "type": "address" },
+      { "internalType": "uint24", "name": "fee", "type": "uint24" }
+    ],
+    "name": "createPool",
+    "outputs": [
+      { "internalType": "address", "name": "pool", "type": "address" }
+    ],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      { "internalType": "uint24", "name": "fee", "type": "uint24" },
+      { "internalType": "int24", "name": "tickSpacing", "type": "int24" }
+    ],
+    "name": "enableFeeAmount",
+    "outputs": [],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "inputs": [{ "internalType": "uint24", "name": "", "type": "uint24" }],
+    "name": "feeAmountTickSpacing",
+    "outputs": [{ "internalType": "int24", "name": "", "type": "int24" }],
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "inputs": [{ "internalType": "uint24", "name": "", "type": "uint24" }],
+    "name": "feeAmountTickSpacingExtraInfo",
+    "outputs": [
+      { "internalType": "bool", "name": "whitelistRequested", "type": "bool" },
+      { "internalType": "bool", "name": "enabled", "type": "bool" }
+    ],
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      { "internalType": "address", "name": "", "type": "address" },
+      { "internalType": "address", "name": "", "type": "address" },
+      { "internalType": "uint24", "name": "", "type": "uint24" }
+    ],
+    "name": "getPool",
+    "outputs": [{ "internalType": "address", "name": "", "type": "address" }],
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "inputs": [],
+    "name": "lmPoolDeployer",
+    "outputs": [{ "internalType": "address", "name": "", "type": "address" }],
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "inputs": [],
+    "name": "owner",
+    "outputs": [{ "internalType": "address", "name": "", "type": "address" }],
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "inputs": [],
+    "name": "poolDeployer",
+    "outputs": [{ "internalType": "address", "name": "", "type": "address" }],
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      { "internalType": "uint24", "name": "fee", "type": "uint24" },
+      { "internalType": "bool", "name": "whitelistRequested", "type": "bool" },
+      { "internalType": "bool", "name": "enabled", "type": "bool" }
+    ],
+    "name": "setFeeAmountExtraInfo",
+    "outputs": [],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      { "internalType": "address", "name": "pool", "type": "address" },
+      { "internalType": "uint32", "name": "feeProtocol0", "type": "uint32" },
+      { "internalType": "uint32", "name": "feeProtocol1", "type": "uint32" }
+    ],
+    "name": "setFeeProtocol",
+    "outputs": [],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      { "internalType": "address", "name": "pool", "type": "address" },
+      { "internalType": "address", "name": "lmPool", "type": "address" }
+    ],
+    "name": "setLmPool",
+    "outputs": [],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      {
+        "internalType": "address",
+        "name": "_lmPoolDeployer",
+        "type": "address"
+      }
+    ],
+    "name": "setLmPoolDeployer",
+    "outputs": [],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      { "internalType": "address", "name": "_owner", "type": "address" }
+    ],
+    "name": "setOwner",
+    "outputs": [],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "inputs": [
+      { "internalType": "address", "name": "user", "type": "address" },
+      { "internalType": "bool", "name": "verified", "type": "bool" }
+    ],
+    "name": "setWhiteListAddress",
+    "outputs": [],
+    "stateMutability": "nonpayable",
+    "type": "function"
+  }
+]

package/src/dex/algebra/algebra-factory.ts

@@ -0,0 +1,70 @@
+import { Interface } from '@ethersproject/abi';
+import { DeepReadonly } from 'ts-essentials';
+import FactoryABI from '../../abi/algebra/AlgebraFactory-v1_1.abi.json';
+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 type OnPoolCreatedCallback = ({
+  token0,
+  token1,
+}: {
+  token0: string;
+  token1: string;
+}) => Promise<void>;
+
+/*
+ * "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)
+ */
+export class AlgebraFactory extends StatefulEventSubscriber<FactoryState> {
+  handlers: {
+    [event: string]: (event: any) => Promise<void>;
+  } = {};
+
+  logDecoder: (log: Log) => any;
+
+  public readonly factoryIface = new Interface(FactoryABI);
+
+  constructor(
+    readonly dexHelper: IDexHelper,
+    parentName: string,
+    protected readonly factoryAddress: Address,
+    logger: Logger,
+    protected readonly onPoolCreated: OnPoolCreatedCallback,
+    mapKey: string = '',
+  ) {
+    super(parentName, `${parentName} Factory`, dexHelper, logger, true, mapKey);
+
+    this.addressesSubscribed = [factoryAddress];
+
+    this.logDecoder = (log: Log) => this.factoryIface.parseLog(log);
+
+    this.handlers['Pool'] = this.handleNewPool.bind(this);
+  }
+
+  generateState(): FactoryState {
+    return {};
+  }
+
+  protected async processLog(
+    _: DeepReadonly<FactoryState>,
+    log: Readonly<Log>,
+  ): Promise<FactoryState> {
+    const event = this.logDecoder(log);
+    if (event.name in this.handlers) {
+      await this.handlers[event.name](event);
+    }
+
+    return {};
+  }
+
+  async handleNewPool(event: LogDescription) {
+    const token0 = event.args.token0;
+    const token1 = event.args.token1;
+
+    await this.onPoolCreated({ token0, token1 });
+  }
+}

package/src/dex/algebra/algebra.ts

@@ -38,14 +38,15 @@ import {
 import { AlgebraMath } from './lib/AlgebraMath';
 import { AlgebraEventPoolV1_1 } from './algebra-pool-v1_1';
 import { AlgebraEventPoolV1_9 } from './algebra-pool-v1_9';
+import { AlgebraFactory, OnPoolCreatedCallback } from './algebra-factory';
 
 type PoolPairsInfo = {
   token0: Address;
   token1: Address;
 };
 
-const ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS = 3 * 60 * 60 * 1000; // 3 hours
-const ALGEBRA_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS = 30 * 60 * 1000; // Once in 30 minutes
+const ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS = 3 * 24 * 60 * 60 * 1000; // 3 days
+const ALGEBRA_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS = 24 * 60 * 60 * 1000; // Once in a day
 const ALGEBRA_EFFICIENCY_FACTOR = 3;
 const ALGEBRA_TICK_GAS_COST = 24_000; // Ceiled
 const ALGEBRA_TICK_BASE_OVERHEAD = 75_000;
@@ -59,6 +60,7 @@ const MAX_STALE_STATE_BLOCK_AGE = {
 type IAlgebraEventPool = AlgebraEventPoolV1_1 | AlgebraEventPoolV1_9;
 
 export class Algebra extends SimpleExchange implements IDex<AlgebraData> {
+  private readonly factory: AlgebraFactory;
   readonly isFeeOnTransferSupported: boolean = false;
   protected eventPools: Record<string, IAlgebraEventPool | null> = {};
 
@@ -114,6 +116,14 @@ export class Algebra extends SimpleExchange implements IDex<AlgebraData> {
 
     this.AlgebraPoolImplem =
       config.version === 'v1.1' ? AlgebraEventPoolV1_1 : AlgebraEventPoolV1_9;
+
+    this.factory = new AlgebraFactory(
+      dexHelper,
+      dexKey,
+      this.config.factory,
+      this.logger,
+      this.onPoolCreatedDeleteFromNonExistingSet,
+    );
   }
 
   getAdapters(side: SwapSide): { name: string; index: number }[] | null {
@@ -126,13 +136,13 @@ export class Algebra extends SimpleExchange implements IDex<AlgebraData> {
   }
 
   async initializePricing(blockNumber: number) {
-    const cleanNonExistingPoolTTLMs =
-      this.config.cleanExistingPoolTTLMs ||
-      ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS;
+    // Init listening to new pools creation
+    await this.factory.initialize(blockNumber);
 
     if (!this.dexHelper.config.isSlave) {
       const cleanExpiredNotExistingPoolsKeys = async () => {
-        const maxTimestamp = Date.now() - cleanNonExistingPoolTTLMs;
+        const maxTimestamp =
+          Date.now() - ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS;
         await this.dexHelper.cache.zremrangebyscore(
           this.notExistingPoolSetKey,
           0,
@@ -147,6 +157,37 @@ export class Algebra extends SimpleExchange implements IDex<AlgebraData> {
     }
   }
 
+  /*
+   * 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
+   */
+  onPoolCreatedDeleteFromNonExistingSet: OnPoolCreatedCallback = async ({
+    token0,
+    token1,
+  }) => {
+    const logPrefix = '[Algebra.onPoolCreatedDeleteFromNonExistingSet]';
+    const [_token0, _token1] = this._sortTokens(token0, token1);
+    const poolKey = `${token0}_${token1}`.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)];
+
+    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,
+      );
+    }
+  };
+
   async getPool(
     srcAddress: Address,
     destAddress: Address,

package/src/dex/algebra/config.ts

@@ -83,7 +83,6 @@ export const AlgebraConfig: DexConfigMap<DexParams> = {
       uniswapMulticall: '0x1F98415757620B543A52E61c46B32eB19261F984',
       deployer: '0x6dd3fb9653b10e806650f107c3b5a0a6ff974f65',
       version: 'v1.9',
-      cleanExistingPoolTTLMs: 20 * 60 * 1000,
     },
   },
 };

package/src/dex/algebra/types.ts

@@ -51,6 +51,8 @@ export type PoolState_v1_9 = {
   areTicksCompressed: boolean;
 };
 
+export type FactoryState = Record<string, never>;
+
 export type AlgebraData = {
   path: {
     tokenIn: Address;
@@ -73,7 +75,6 @@ export type DexParams = {
   version: 'v1.1' | 'v1.9';
   forceRPC?: boolean;
   forceManualStateGenerate?: boolean;
-  cleanExistingPoolTTLMs?: number;
 };
 
 export type IAlgebraPoolState = PoolStateV1_1 | PoolState_v1_9;

package/src/dex/index.ts

@@ -317,8 +317,11 @@ export class DexAdapterService {
   }
 
   doesPreProcessingRequireSequentiality(dexKey: string): boolean {
-    const dex = this.getDexByKey(dexKey);
-
-    return !!dex.needsSequentialPreprocessing;
+    try {
+      const dex = this.getDexByKey(dexKey);
+      return !!dex.needsSequentialPreprocessing;
+    } catch (e) {
+      return false;
+    }
   }
 }

package/src/dex/pancakeswap-v3/pancakeswap-v3-factory.ts

@@ -0,0 +1,73 @@
+import { Interface } from '@ethersproject/abi';
+import { DeepReadonly } from 'ts-essentials';
+import FactoryABI from '../../abi/pancakeswap-v3/PancakeswapV3Factory.abi.json';
+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 '../uniswap-v3/types';
+
+export type OnPoolCreatedCallback = ({
+  token0,
+  token1,
+  fee,
+}: {
+  token0: string;
+  token1: string;
+  fee: bigint;
+}) => Promise<void>;
+
+/*
+ * "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)
+ */
+export class PancakeswapV3Factory extends StatefulEventSubscriber<FactoryState> {
+  handlers: {
+    [event: string]: (event: any) => Promise<void>;
+  } = {};
+
+  logDecoder: (log: Log) => any;
+
+  public readonly factoryIface = new Interface(FactoryABI);
+
+  constructor(
+    readonly dexHelper: IDexHelper,
+    parentName: string,
+    protected readonly factoryAddress: Address,
+    logger: Logger,
+    protected readonly onPoolCreated: OnPoolCreatedCallback,
+    mapKey: string = '',
+  ) {
+    super(parentName, `${parentName} Factory`, dexHelper, logger, true, mapKey);
+
+    this.addressesSubscribed = [factoryAddress];
+
+    this.logDecoder = (log: Log) => this.factoryIface.parseLog(log);
+
+    this.handlers['PoolCreated'] = this.handleNewPool.bind(this);
+  }
+
+  generateState(): FactoryState {
+    return {};
+  }
+
+  protected async processLog(
+    _: DeepReadonly<FactoryState>,
+    log: Readonly<Log>,
+  ): Promise<FactoryState> {
+    const event = this.logDecoder(log);
+    if (event.name in this.handlers) {
+      await this.handlers[event.name](event);
+    }
+
+    return {};
+  }
+
+  async handleNewPool(event: LogDescription) {
+    const token0 = event.args.token0;
+    const token1 = event.args.token1;
+    const fee = event.args.fee;
+
+    await this.onPoolCreated({ token0, token1, fee });
+  }
+}

package/src/dex/pancakeswap-v3/pancakeswap-v3.ts

@@ -56,6 +56,10 @@ import {
   DEFAULT_ID_ERC20,
   DEFAULT_ID_ERC20_AS_STRING,
 } from '../../lib/tokens/types';
+import {
+  OnPoolCreatedCallback,
+  PancakeswapV3Factory,
+} from './pancakeswap-v3-factory';
 
 type PoolPairsInfo = {
   token0: Address;
@@ -63,14 +67,15 @@ type PoolPairsInfo = {
   fee: string;
 };
 
-const PANCAKESWAPV3_CLEAN_NOT_EXISTING_POOL_TTL_MS = 60 * 60 * 24 * 1000; // 24 hours
-const PANCAKESWAPV3_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS = 30 * 60 * 1000; // Once in 30 minutes
+const PANCAKESWAPV3_CLEAN_NOT_EXISTING_POOL_TTL_MS = 3 * 24 * 60 * 60 * 1000; // 3 days
+const PANCAKESWAPV3_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS = 24 * 60 * 60 * 1000; // Once in a day
 const PANCAKESWAPV3_QUOTE_GASLIMIT = 200_000;
 
 export class PancakeswapV3
   extends SimpleExchange
   implements IDex<UniswapV3Data>
 {
+  private readonly factory: PancakeswapV3Factory;
   readonly isFeeOnTransferSupported: boolean = false;
   readonly eventPools: Record<string, PancakeSwapV3EventPool | null> = {};
 
@@ -117,6 +122,14 @@ export class PancakeswapV3
 
     this.notExistingPoolSetKey =
       `${CACHE_PREFIX}_${network}_${dexKey}_not_existings_pool_set`.toLowerCase();
+
+    this.factory = new PancakeswapV3Factory(
+      dexHelper,
+      dexKey,
+      this.config.factory,
+      this.logger,
+      this.onPoolCreatedDeleteFromNonExistingSet,
+    );
   }
 
   get supportedFees() {
@@ -133,6 +146,9 @@ export class PancakeswapV3
   }
 
   async initializePricing(blockNumber: number) {
+    // Init listening to new pools creation
+    await this.factory.initialize(blockNumber);
+
     if (!this.dexHelper.config.isSlave) {
       const cleanExpiredNotExistingPoolsKeys = async () => {
         const maxTimestamp =
@@ -151,6 +167,38 @@ export class PancakeswapV3
     }
   }
 
+  /*
+   * 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
+   */
+  onPoolCreatedDeleteFromNonExistingSet: OnPoolCreatedCallback = async ({
+    token0,
+    token1,
+    fee,
+  }) => {
+    const logPrefix = '[PancakeV3.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,
+      );
+    }
+  };
+
   async getPool(
     srcAddress: Address,
     destAddress: Address,

package/src/dex/uniswap-v3/config.ts

@@ -5,7 +5,6 @@ import { Address } from '../../types';
 import RamsesV2StateMulticallABI from '../../abi/RamsesV2StateMulticall.abi.json';
 import { AbiItem } from 'web3-utils';
 import { decodeStateMultiCallResultWithRelativeBitmaps } from './forks/ramses-v2/utils';
-import { RamsesV2EventPool } from './forks/ramses-v2/ramses-v2-pool';
 
 const SUPPORTED_FEES = [10000n, 3000n, 500n, 100n];
 
@@ -252,7 +251,6 @@ export const UniswapV3Config: DexConfigMap<DexParams> = {
       uniswapMulticall: '0x1F98415757620B543A52E61c46B32eB19261F984',
       chunksCount: 10,
       initRetryFrequency: 10,
-      eventPoolImplementation: RamsesV2EventPool,
       decodeStateMultiCallResultWithRelativeBitmaps,
       initHash:
         '0x1565b129f2d1790f12d45301b9b084335626f0c92410bc43130763b69971135d',