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

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

@@ -3,7 +3,6 @@ import { NumberAsString } from '../../types';
 import { Address } from '../../types';
 import { AbiItem } from 'web3-utils';
 import { MultiResult } from '../../lib/multi-wrapper';
-import { UniswapV3EventPool } from './uniswap-v3-pool';
 
 export type OracleObservation = {
   blockTimestamp: bigint;
@@ -54,6 +53,8 @@ export type PoolState = {
   balance1: bigint;
 };
 
+export type FactoryState = Record<string, never>;
+
 export type UniswapV3Data = {
   path: {
     tokenIn: Address;
@@ -80,7 +81,6 @@ export type DexParams = {
   subgraphURL: string;
   initHash: string;
   stateMultiCallAbi?: AbiItem[];
-  eventPoolImplementation?: typeof UniswapV3EventPool;
   decodeStateMultiCallResultWithRelativeBitmaps?: DecodeStateMultiCallFunc;
 };
 

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

@@ -0,0 +1,73 @@
+import { Interface } from '@ethersproject/abi';
+import { DeepReadonly } from 'ts-essentials';
+import FactoryABI from '../../abi/uniswap-v3/UniswapV3Factory.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,
+  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 UniswapV3Factory 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/uniswap-v3/uniswap-v3-pool.ts

@@ -46,9 +46,7 @@ export class UniswapV3EventPool extends StatefulEventSubscriber<PoolState> {
 
   private _poolAddress?: Address;
 
-  public currentFeeCodeAsString: string | undefined;
-
-  protected _stateRequestCallData?: MultiCallParams<
+  private _stateRequestCallData?: MultiCallParams<
     bigint | DecodedStateMultiCallResultWithRelativeBitmaps
   >[];
 
@@ -57,7 +55,7 @@ export class UniswapV3EventPool extends StatefulEventSubscriber<PoolState> {
   public initFailed = false;
   public initRetryAttemptCount = 0;
 
-  public feeCodeAsString;
+  public readonly feeCodeAsString;
 
   constructor(
     readonly dexHelper: IDexHelper,
@@ -68,7 +66,7 @@ export class UniswapV3EventPool extends StatefulEventSubscriber<PoolState> {
       | undefined,
     readonly erc20Interface: Interface,
     protected readonly factoryAddress: Address,
-    public feeCode: bigint,
+    public readonly feeCode: bigint,
     token0: Address,
     token1: Address,
     logger: Logger,
@@ -201,7 +199,7 @@ export class UniswapV3EventPool extends StatefulEventSubscriber<PoolState> {
     return null; // ignore unrecognized event
   }
 
-  protected _getStateRequestCallData() {
+  private _getStateRequestCallData() {
     if (!this._stateRequestCallData) {
       const callData: MultiCallParams<
         bigint | DecodedStateMultiCallResultWithRelativeBitmaps

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

@@ -64,6 +64,7 @@ import {
   DEFAULT_ID_ERC20_AS_STRING,
 } from '../../lib/tokens/types';
 import { OptimalSwapExchange } from '@paraswap/core';
+import { OnPoolCreatedCallback, UniswapV3Factory } from './uniswap-v3-factory';
 
 type PoolPairsInfo = {
   token0: Address;
@@ -71,14 +72,15 @@ type PoolPairsInfo = {
   fee: string;
 };
 
-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 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 = 200_000;
 
 export class UniswapV3
   extends SimpleExchange
   implements IDex<UniswapV3Data, UniswapV3Param>
 {
+  private readonly factory: UniswapV3Factory;
   readonly isFeeOnTransferSupported: boolean = false;
   readonly eventPools: Record<string, UniswapV3EventPool | null> = {};
 
@@ -139,6 +141,14 @@ export class UniswapV3
 
     this.notExistingPoolSetKey =
       `${CACHE_PREFIX}_${network}_${dexKey}_not_existings_pool_set`.toLowerCase();
+
+    this.factory = new UniswapV3Factory(
+      dexHelper,
+      dexKey,
+      this.config.factory,
+      this.logger,
+      this.onPoolCreatedDeleteFromNonExistingSet,
+    );
   }
 
   get supportedFees() {
@@ -155,6 +165,9 @@ export class UniswapV3
   }
 
   async initializePricing(blockNumber: number) {
+    // 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(
@@ -185,6 +198,38 @@ export class UniswapV3
     }
   }
 
+  /*
+   * 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 = '[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,
+      );
+    }
+  };
+
   async getPool(
     srcAddress: Address,
     destAddress: Address,
@@ -242,29 +287,25 @@ export class UniswapV3
     }
 
     this.logger.trace(`starting to listen to new pool: ${key}`);
-    const poolImplementation =
-      this.config.eventPoolImplementation !== undefined
-        ? this.config.eventPoolImplementation
-        : UniswapV3EventPool;
     pool =
       pool ||
-      new poolImplementation(
-          this.dexHelper,
-          this.dexKey,
-          this.stateMultiContract,
-          this.config.decodeStateMultiCallResultWithRelativeBitmaps,
-          this.erc20Interface,
-          this.config.factory,
-          fee,
-          token0,
-          token1,
-          this.logger,
-          this.cacheStateKey,
-          this.config.initHash,
+      new UniswapV3EventPool(
+        this.dexHelper,
+        this.dexKey,
+        this.stateMultiContract,
+        this.config.decodeStateMultiCallResultWithRelativeBitmaps,
+        this.erc20Interface,
+        this.config.factory,
+        fee,
+        token0,
+        token1,
+        this.logger,
+        this.cacheStateKey,
+        this.config.initHash,
       );
 
     try {
-      await pool!.initialize(blockNumber, {
+      await pool.initialize(blockNumber, {
         initCallback: (state: DeepReadonly<PoolState>) => {
           //really hacky, we need to push poolAddress so that we subscribeToLogs in StatefulEventSubscriber
           pool!.addressesSubscribed[0] = state.pool;
@@ -293,10 +334,10 @@ export class UniswapV3
         // on unknown error mark as failed and increase retryCount for retry init strategy
         // note: state would be null by default which allows to fallback
         this.logger.warn(
-          `${this.dexKey}: Can not generate pool state for srcAddress=${srcAddress}, destAddress=${destAddress}, fee=${fee} pool fallback to rpc and retry every ${this.config.initRetryFrequency} times, initRetryAttemptCount=${pool!.initRetryAttemptCount}`,
+          `${this.dexKey}: Can not generate pool state for srcAddress=${srcAddress}, destAddress=${destAddress}, fee=${fee} pool fallback to rpc and retry every ${this.config.initRetryFrequency} times, initRetryAttemptCount=${pool.initRetryAttemptCount}`,
           e,
         );
-        pool!.initFailed = true;
+        pool.initFailed = true;
       }
     }
 
@@ -313,8 +354,8 @@ export class UniswapV3
     }
 
     this.eventPools[this.getPoolIdentifier(srcAddress, destAddress, fee)] =
-      pool!;
-    return pool!;
+      pool;
+    return pool;
   }
 
   async addMasterPool(poolKey: string, blockNumber: number): Promise<boolean> {
@@ -495,7 +536,7 @@ export class UniswapV3
             {
               tokenIn: from.address,
               tokenOut: to.address,
-              fee: pool.currentFeeCodeAsString ? pool.currentFeeCodeAsString : pool.feeCodeAsString,
+              fee: pool.feeCodeAsString,
             },
           ],
           exchange: pool.poolAddress,
@@ -689,7 +730,7 @@ export class UniswapV3
                 {
                   tokenIn: _srcAddress,
                   tokenOut: _destAddress,
-                  fee: pool.currentFeeCodeAsString ? pool.currentFeeCodeAsString : pool.feeCode.toString(),
+                  fee: pool.feeCode.toString(),
                 },
               ],
             },
@@ -1070,7 +1111,6 @@ export class UniswapV3
       initHash: this.config.initHash,
       subgraphURL: this.config.subgraphURL,
       stateMultiCallAbi: this.config.stateMultiCallAbi,
-      eventPoolImplementation: this.config.eventPoolImplementation,
       decodeStateMultiCallResultWithRelativeBitmaps:
         this.config.decodeStateMultiCallResultWithRelativeBitmaps,
     };

package/src/dex-helper/dummy-dex-helper.ts

@@ -115,6 +115,10 @@ class DummyCache implements ICache {
     return 0;
   }
 
+  async zrem(key: string, membersKeys: string[]): Promise<number> {
+    return 0;
+  }
+
   async zadd(key: string, bulkItemsToAdd: (number | string)[], option?: 'NX') {
     return 0;
   }

package/src/dex-helper/icache.ts

@@ -46,6 +46,8 @@ export interface ICache {
 
   zremrangebyscore(key: string, min: number, max: number): Promise<number>;
 
+  zrem(key: string, membersKeys: string[]): Promise<number>;
+
   zscore(setKey: string, key: string): Promise<string | null>;
 
   sismember(setKey: string, key: string): Promise<boolean>;

package/.idea/aws.xml

@@ -1,17 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="accountSettings">
-    <option name="activeProfile" value="profile:default" />
-    <option name="activeRegion" value="us-east-1" />
-    <option name="recentlyUsedProfiles">
-      <list>
-        <option value="profile:default" />
-      </list>
-    </option>
-    <option name="recentlyUsedRegions">
-      <list>
-        <option value="us-east-1" />
-      </list>
-    </option>
-  </component>
-</project>

package/.idea/codeStyles/Project.xml

@@ -1,19 +0,0 @@
-<component name="ProjectCodeStyleConfiguration">
-  <code_scheme name="Project" version="173">
-    <ScalaCodeStyleSettings>
-      <option name="MULTILINE_STRING_CLOSING_QUOTES_ON_NEW_LINE" value="true" />
-    </ScalaCodeStyleSettings>
-    <TypeScriptCodeStyleSettings version="0">
-      <option name="SPACE_WITHIN_ARRAY_INITIALIZER_BRACKETS" value="true" />
-      <option name="USE_DOUBLE_QUOTES" value="false" />
-      <option name="SPACES_WITHIN_IMPORTS" value="true" />
-    </TypeScriptCodeStyleSettings>
-    <codeStyleSettings language="TypeScript">
-      <indentOptions>
-        <option name="INDENT_SIZE" value="2" />
-        <option name="CONTINUATION_INDENT_SIZE" value="2" />
-        <option name="TAB_SIZE" value="2" />
-      </indentOptions>
-    </codeStyleSettings>
-  </code_scheme>
-</component>

package/.idea/codeStyles/codeStyleConfig.xml

@@ -1,5 +0,0 @@
-<component name="ProjectCodeStyleConfiguration">
-  <state>
-    <option name="PREFERRED_PROJECT_CODE_STYLE" value="Default" />
-  </state>
-</component>

package/.idea/misc.xml

@@ -1,6 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="ProjectRootManager">
-    <output url="file://$PROJECT_DIR$/out" />
-  </component>
-</project>

package/.idea/modules.xml

@@ -1,8 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="ProjectModuleManager">
-    <modules>
-      <module fileurl="file://$PROJECT_DIR$/.idea/paraswap-dex-lib.iml" filepath="$PROJECT_DIR$/.idea/paraswap-dex-lib.iml" />
-    </modules>
-  </component>
-</project>

package/.idea/paraswap-dex-lib.iml

@@ -1,9 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<module type="JAVA_MODULE" version="4">
-  <component name="NewModuleRootManager" inherit-compiler-output="true">
-    <exclude-output />
-    <content url="file://$MODULE_DIR$" />
-    <orderEntry type="inheritedJdk" />
-    <orderEntry type="sourceFolder" forTests="false" />
-  </component>
-</module>

package/.idea/vcs.xml

@@ -1,6 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="VcsDirectoryMappings">
-    <mapping directory="" vcs="Git" />
-  </component>
-</project>