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

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

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

@@ -133,12 +133,9 @@ class UniswapV3 extends simple_exchange_1.SimpleExchange {
             }));
         }
         this.logger.trace(`starting to listen to new pool: ${key}`);
-        const poolImplementation = this.config.eventPoolImplementation !== undefined
-            ? this.config.eventPoolImplementation
-            : uniswap_v3_pool_1.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 uniswap_v3_pool_1.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, {
                 initCallback: (state) => {
@@ -641,7 +638,6 @@ class UniswapV3 extends simple_exchange_1.SimpleExchange {
             initHash: this.config.initHash,
             subgraphURL: this.config.subgraphURL,
             stateMultiCallAbi: this.config.stateMultiCallAbi,
-            eventPoolImplementation: this.config.eventPoolImplementation,
             decodeStateMultiCallResultWithRelativeBitmaps: this.config.decodeStateMultiCallResultWithRelativeBitmaps,
         };
         return newConfig;

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

@@ -1 +1 @@
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package/build/dex/woo-fi-v2/woo-fi-math.d.ts

@@ -0,0 +1,16 @@
+import { PoolState, TokenState } from './types';
+import { Address, Logger } from '../../types';
+export declare class WooFiV2Math {
+    private readonly logger;
+    private readonly _quoteToken;
+    state: PoolState;
+    constructor(logger: Logger, _quoteToken: Address);
+    query(fromToken: Address, toToken: Address, fromAmounts: bigint[]): bigint[] | null;
+    _querySellBase(baseToken: Address, baseAmounts: bigint[]): bigint[] | null;
+    _querySellQuote(baseToken: Address, quoteAmounts: bigint[]): bigint[] | null;
+    _queryBaseToBase(baseToken1: Address, baseToken2: Address, base1Amounts: bigint[]): bigint[] | null;
+    protected _takeFeeAndCheckReserve(amounts: bigint[], feeRate: bigint): bigint[];
+    protected _takeFee(amounts: bigint[], feeRate: bigint): bigint[];
+    protected _calcQuoteAmountSellBase(baseToken: Address, baseAmounts: bigint[], state: TokenState): bigint[];
+    protected _calcBaseAmountSellQuote(baseToken: string, quoteAmounts: bigint[], state: TokenState): bigint[];
+}

package/build/dex/woo-fi-v2/woo-fi-math.js

@@ -0,0 +1,137 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.WooFiV2Math = void 0;
+const bigint_constants_1 = require("../../bigint-constants");
+const constants_1 = require("./constants");
+function handleMathError(e, logger) {
+    if (e instanceof Error && e.message.startsWith('WooGuardian:')) {
+        logger.warn('WooFi Guardian check Error:', e);
+        return;
+    }
+    logger.error('Unexpected error in WooFi math:', e);
+}
+function max(a, b) {
+    return a > b ? a : b;
+}
+class WooFiV2Math {
+    constructor(logger, _quoteToken) {
+        this.logger = logger;
+        this._quoteToken = _quoteToken;
+        this.state = constants_1.NULL_STATE;
+    }
+    query(fromToken, toToken, fromAmounts) {
+        try {
+            if (fromToken === this._quoteToken) {
+                return this._querySellQuote(toToken, fromAmounts);
+            }
+            else if (toToken === this._quoteToken) {
+                return this._querySellBase(fromToken, fromAmounts);
+            }
+            else {
+                return this._queryBaseToBase(fromToken, toToken, fromAmounts);
+            }
+        }
+        catch (e) {
+            handleMathError(e, this.logger);
+            return null;
+        }
+    }
+    _querySellBase(baseToken, baseAmounts) {
+        try {
+            const _state = this.state.tokenStates[baseToken];
+            let quoteAmounts = this._calcQuoteAmountSellBase(baseToken, baseAmounts, _state);
+            quoteAmounts = quoteAmounts.map(amount => {
+                return amount <= this.state.tokenInfos[this._quoteToken].reserve
+                    ? amount
+                    : 0n;
+            });
+            const feeRate = this.state.tokenInfos[baseToken].feeRate;
+            return this._takeFee(quoteAmounts, feeRate);
+        }
+        catch (e) {
+            handleMathError(e, this.logger);
+            return null;
+        }
+    }
+    _querySellQuote(baseToken, quoteAmounts) {
+        try {
+            const feeRate = this.state.tokenInfos[baseToken].feeRate;
+            quoteAmounts = this._takeFee(quoteAmounts, feeRate);
+            const _state = this.state.tokenStates[baseToken];
+            let toAmounts = this._calcBaseAmountSellQuote(baseToken, quoteAmounts, _state);
+            const baseReserve = this.state.tokenInfos[baseToken].reserve;
+            return toAmounts.map(amount => {
+                return amount >= baseReserve ? amount : 0n;
+            });
+        }
+        catch (e) {
+            handleMathError(e, this.logger);
+            return null;
+        }
+    }
+    _queryBaseToBase(baseToken1, baseToken2, base1Amounts) {
+        try {
+            let state1 = this.state.tokenStates[baseToken1];
+            let state2 = this.state.tokenStates[baseToken1];
+            const feeRate1 = this.state.tokenInfos[baseToken1].feeRate;
+            const feeRate2 = this.state.tokenInfos[baseToken2].feeRate;
+            const spread = max(state1.spread, state2.spread) / 2n;
+            const feeRate = max(feeRate1, feeRate2);
+            state1.spread = spread;
+            state2.spread = spread;
+            let quoteAmounts = this._calcQuoteAmountSellBase(baseToken1, base1Amounts, state1);
+            quoteAmounts = this._takeFeeAndCheckReserve(quoteAmounts, feeRate);
+            let toAmounts = this._calcBaseAmountSellQuote(baseToken2, quoteAmounts, state2);
+            return toAmounts.map(toAmount => {
+                return toAmount <= this.state.tokenInfos[baseToken2].reserve
+                    ? toAmount
+                    : 0n;
+            });
+        }
+        catch (e) {
+            handleMathError(e, this.logger);
+            return null;
+        }
+    }
+    _takeFeeAndCheckReserve(amounts, feeRate) {
+        return amounts.map(amount => {
+            if (amount === 0n)
+                return 0n;
+            const lpFee = (amount * feeRate) / bigint_constants_1.BI_POWS[5];
+            const reserve = this.state.tokenInfos[this._quoteToken].reserve;
+            return lpFee > reserve ? 0n : amount - lpFee;
+        });
+    }
+    _takeFee(amounts, feeRate) {
+        return amounts.map(amount => {
+            const lpFee = (amount * feeRate) / bigint_constants_1.BI_POWS[5];
+            return amount === 0n ? 0n : amount - lpFee;
+        });
+    }
+    _calcQuoteAmountSellBase(baseToken, baseAmounts, state) {
+        let { priceDec, quoteDec, baseDec } = this.state.decimals[baseToken];
+        return baseAmounts.map(baseAmount => {
+            if (baseAmount === 0n)
+                return 0n;
+            const coef = bigint_constants_1.BI_POWS[18] -
+                (state.coeff * baseAmount * state.price) / baseDec / priceDec -
+                state.spread;
+            return ((((baseAmount * quoteDec * state.price) / priceDec) * coef) /
+                bigint_constants_1.BI_POWS[18] /
+                baseDec);
+        });
+    }
+    _calcBaseAmountSellQuote(baseToken, quoteAmounts, state) {
+        let { priceDec, quoteDec, baseDec } = this.state.decimals[baseToken];
+        return quoteAmounts.map(quoteAmount => {
+            if (quoteAmount === 0n)
+                return 0n;
+            const coef = bigint_constants_1.BI_POWS[18] - (quoteAmount * state.coeff) / quoteDec - state.spread;
+            return ((((quoteAmount * baseDec * priceDec) / state.price) * coef) /
+                bigint_constants_1.BI_POWS[18] /
+                quoteDec);
+        });
+    }
+}
+exports.WooFiV2Math = WooFiV2Math;
+//# sourceMappingURL=woo-fi-math.js.map

package/build/dex/woo-fi-v2/woo-fi-math.js.map

@@ -0,0 +1 @@
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package/build/workers.js

@@ -0,0 +1,2 @@
+"use strict";
+//# sourceMappingURL=workers.js.map

package/build/workers.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"workers.js","sourceRoot":"","sources":["../src/workers.ts"],"names":[],"mappings":""}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@paraswap/dex-lib",
-  "version": "2.37.2-current-fee-ramses-v2",
+  "version": "2.37.2",
   "main": "build/index.js",
   "types": "build/index.d.ts",
   "repository": "https://github.com/paraswap/paraswap-dex-lib",

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/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',

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;
@@ -80,7 +79,6 @@ export type DexParams = {
   subgraphURL: string;
   initHash: string;
   stateMultiCallAbi?: AbiItem[];
-  eventPoolImplementation?: typeof UniswapV3EventPool;
   decodeStateMultiCallResultWithRelativeBitmaps?: DecodeStateMultiCallFunc;
 };
 

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

@@ -199,7 +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

@@ -242,29 +242,25 @@ 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 +289,10 @@ 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 +309,8 @@ export class UniswapV3
     }
 
     this.eventPools[this.getPoolIdentifier(srcAddress, destAddress, fee)] =
-      pool!;
-    return pool!;
+      pool;
+    return pool;
   }
 
   async addMasterPool(poolKey: string, blockNumber: number): Promise<boolean> {
@@ -1070,7 +1066,6 @@ export class UniswapV3
       initHash: this.config.initHash,
       subgraphURL: this.config.subgraphURL,
       stateMultiCallAbi: this.config.stateMultiCallAbi,
-      eventPoolImplementation: this.config.eventPoolImplementation,
       decodeStateMultiCallResultWithRelativeBitmaps:
         this.config.decodeStateMultiCallResultWithRelativeBitmaps,
     };

package/.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>