@paraswap/dex-lib 2.37.5-dexalot → 2.37.5
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/config.js +2 -4
- package/build/config.js.map +1 -1
- package/build/dex/algebra/algebra-factory.js +2 -2
- package/build/dex/algebra/algebra-factory.js.map +1 -1
- package/build/dex/algebra/algebra.js +1 -1
- package/build/dex/algebra/algebra.js.map +1 -1
- package/build/dex/{woo-fi → hello}/config.d.ts +1 -1
- package/build/dex/hello/config.js +15 -0
- package/build/dex/hello/config.js.map +1 -0
- package/build/dex/hello/hello-pool.d.ts +39 -0
- package/build/dex/hello/hello-pool.js +64 -0
- package/build/dex/hello/hello-pool.js.map +1 -0
- package/build/dex/hello/hello.d.ts +37 -0
- package/build/dex/hello/hello.js +126 -0
- package/build/dex/hello/hello.js.map +1 -0
- package/build/dex/hello/types.d.ts +6 -0
- package/build/dex/{woo-fi → hello}/types.js.map +1 -1
- package/build/dex/idex.d.ts +1 -1
- package/build/dex/index.js +0 -2
- package/build/dex/index.js.map +1 -1
- package/build/dex/{dexalot → 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/{pancakeswap-v3 → my-test-dex}/types.js.map +1 -1
- package/build/dex/pancakeswap-v3/pancakeswap-v3-factory.js +2 -2
- package/build/dex/pancakeswap-v3/pancakeswap-v3-factory.js.map +1 -1
- package/build/dex/pancakeswap-v3/pancakeswap-v3.js +1 -1
- package/build/dex/pancakeswap-v3/pancakeswap-v3.js.map +1 -1
- package/build/dex/uniswap-v3/forks/ramses-v2/ramses-v2-pool.js.map +1 -1
- package/build/dex/uniswap-v3/uniswap-v3-factory.js +2 -2
- package/build/dex/uniswap-v3/uniswap-v3-factory.js.map +1 -1
- package/build/dex/uniswap-v3/uniswap-v3.js +1 -1
- package/build/dex/uniswap-v3/uniswap-v3.js.map +1 -1
- package/build/types.d.ts +0 -1
- package/package.json +1 -1
- package/src/config.ts +2 -5
- package/src/dex/algebra/algebra-factory.ts +2 -2
- package/src/dex/algebra/algebra.ts +1 -1
- package/src/dex/idex.ts +0 -2
- package/src/dex/index.ts +0 -2
- package/src/dex/pancakeswap-v3/pancakeswap-v3-factory.ts +2 -2
- package/src/dex/pancakeswap-v3/pancakeswap-v3.ts +1 -1
- package/src/dex/uniswap-v3/forks/ramses-v2/ramses-v2-pool.ts +13 -8
- package/src/dex/uniswap-v3/uniswap-v3-factory.ts +2 -2
- package/src/dex/uniswap-v3/uniswap-v3.ts +29 -16
- package/src/types.ts +0 -1
- package/tests/constants-e2e.ts +1 -1
- package/.idea/aws.xml +0 -17
- package/.idea/codeStyles/Project.xml +0 -19
- package/.idea/codeStyles/codeStyleConfig.xml +0 -5
- package/.idea/misc.xml +0 -6
- package/.idea/modules.xml +0 -8
- package/.idea/paraswap-dex-lib.iml +0 -9
- package/.idea/vcs.xml +0 -6
- package/build/abi/algebra/AlgebraPool.abi.json +0 -727
- package/build/abi/curve-v1/StableSwapFRXETH.json +0 -889
- package/build/abi/curve-v1/StableSwapWBETH.json +0 -1223
- package/build/abi/dexalot/DexalotMainnetRFQ.json +0 -952
- package/build/abi/sushiswap-v3/QuoterV2.json +0 -267
- package/build/abi/sushiswap-v3/RouterProcessor3.json +0 -289
- 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/wBETH.json +0 -1527
- 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/algebra/algebra-pool.d.ts +0 -46
- package/build/dex/algebra/algebra-pool.js +0 -336
- package/build/dex/algebra/algebra-pool.js.map +0 -1
- 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/curve-v1/pools/frxETHpool.d.ts +0 -7
- package/build/dex/curve-v1/pools/frxETHpool.js +0 -27
- package/build/dex/curve-v1/pools/frxETHpool.js.map +0 -1
- package/build/dex/curve-v1/pools/wbETHpool.d.ts +0 -29
- package/build/dex/curve-v1/pools/wbETHpool.js +0 -408
- package/build/dex/curve-v1/pools/wbETHpool.js.map +0 -1
- package/build/dex/dexalot/config.js +0 -18
- package/build/dex/dexalot/config.js.map +0 -1
- package/build/dex/dexalot/constants.d.ts +0 -15
- package/build/dex/dexalot/constants.js +0 -22
- package/build/dex/dexalot/constants.js.map +0 -1
- package/build/dex/dexalot/dexalot.d.ts +0 -69
- package/build/dex/dexalot/dexalot.js +0 -642
- package/build/dex/dexalot/dexalot.js.map +0 -1
- package/build/dex/dexalot/rate-fetcher.d.ts +0 -28
- package/build/dex/dexalot/rate-fetcher.js +0 -100
- package/build/dex/dexalot/rate-fetcher.js.map +0 -1
- package/build/dex/dexalot/types.d.ts +0 -114
- package/build/dex/dexalot/types.js +0 -12
- package/build/dex/dexalot/types.js.map +0 -1
- package/build/dex/dexalot/validators.d.ts +0 -5
- package/build/dex/dexalot/validators.js +0 -45
- package/build/dex/dexalot/validators.js.map +0 -1
- package/build/dex/pancakeswap-v3/types.d.ts +0 -14
- 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/ramses-v2/config.d.ts +0 -4
- package/build/dex/ramses-v2/config.js +0 -28
- package/build/dex/ramses-v2/config.js.map +0 -1
- package/build/dex/ramses-v2/constants.d.ts +0 -28
- package/build/dex/ramses-v2/constants.js +0 -35
- package/build/dex/ramses-v2/constants.js.map +0 -1
- package/build/dex/ramses-v2/contract-math/BitMath.d.ts +0 -4
- package/build/dex/ramses-v2/contract-math/BitMath.js +0 -93
- package/build/dex/ramses-v2/contract-math/BitMath.js.map +0 -1
- package/build/dex/ramses-v2/contract-math/FixedPoint128.d.ts +0 -3
- package/build/dex/ramses-v2/contract-math/FixedPoint128.js +0 -8
- package/build/dex/ramses-v2/contract-math/FixedPoint128.js.map +0 -1
- package/build/dex/ramses-v2/contract-math/FixedPoint96.d.ts +0 -4
- package/build/dex/ramses-v2/contract-math/FixedPoint96.js +0 -9
- package/build/dex/ramses-v2/contract-math/FixedPoint96.js.map +0 -1
- package/build/dex/ramses-v2/contract-math/FullMath.d.ts +0 -4
- package/build/dex/ramses-v2/contract-math/FullMath.js +0 -19
- package/build/dex/ramses-v2/contract-math/FullMath.js.map +0 -1
- package/build/dex/ramses-v2/contract-math/LiquidityMath.d.ts +0 -3
- package/build/dex/ramses-v2/contract-math/LiquidityMath.js +0 -22
- package/build/dex/ramses-v2/contract-math/LiquidityMath.js.map +0 -1
- package/build/dex/ramses-v2/contract-math/Oracle.d.ts +0 -10
- package/build/dex/ramses-v2/contract-math/Oracle.js +0 -133
- package/build/dex/ramses-v2/contract-math/Oracle.js.map +0 -1
- package/build/dex/ramses-v2/contract-math/SqrtPriceMath.d.ts +0 -10
- package/build/dex/ramses-v2/contract-math/SqrtPriceMath.js +0 -91
- package/build/dex/ramses-v2/contract-math/SqrtPriceMath.js.map +0 -1
- package/build/dex/ramses-v2/contract-math/SwapMath.d.ts +0 -8
- package/build/dex/ramses-v2/contract-math/SwapMath.js +0 -70
- package/build/dex/ramses-v2/contract-math/SwapMath.js.map +0 -1
- package/build/dex/ramses-v2/contract-math/Tick.d.ts +0 -7
- package/build/dex/ramses-v2/contract-math/Tick.js +0 -45
- package/build/dex/ramses-v2/contract-math/Tick.js.map +0 -1
- package/build/dex/ramses-v2/contract-math/TickBitMap.d.ts +0 -8
- package/build/dex/ramses-v2/contract-math/TickBitMap.js +0 -87
- package/build/dex/ramses-v2/contract-math/TickBitMap.js.map +0 -1
- package/build/dex/ramses-v2/contract-math/TickMath.d.ts +0 -8
- package/build/dex/ramses-v2/contract-math/TickMath.js +0 -162
- package/build/dex/ramses-v2/contract-math/TickMath.js.map +0 -1
- package/build/dex/ramses-v2/contract-math/UnsafeMath.d.ts +0 -3
- package/build/dex/ramses-v2/contract-math/UnsafeMath.js +0 -10
- package/build/dex/ramses-v2/contract-math/UnsafeMath.js.map +0 -1
- package/build/dex/ramses-v2/contract-math/uniswap-v3-math.d.ts +0 -18
- package/build/dex/ramses-v2/contract-math/uniswap-v3-math.js +0 -392
- package/build/dex/ramses-v2/contract-math/uniswap-v3-math.js.map +0 -1
- package/build/dex/ramses-v2/contract-math/utils.d.ts +0 -3
- package/build/dex/ramses-v2/contract-math/utils.js +0 -16
- package/build/dex/ramses-v2/contract-math/utils.js.map +0 -1
- package/build/dex/ramses-v2/ramses-v2-pool.d.ts +0 -42
- package/build/dex/ramses-v2/ramses-v2-pool.js +0 -307
- package/build/dex/ramses-v2/ramses-v2-pool.js.map +0 -1
- package/build/dex/ramses-v2/ramses-v2.d.ts +0 -61
- package/build/dex/ramses-v2/ramses-v2.js +0 -690
- package/build/dex/ramses-v2/ramses-v2.js.map +0 -1
- package/build/dex/ramses-v2/types.d.ts +0 -154
- package/build/dex/ramses-v2/types.js +0 -9
- package/build/dex/ramses-v2/types.js.map +0 -1
- package/build/dex/ramses-v2/utils.d.ts +0 -6
- package/build/dex/ramses-v2/utils.js +0 -71
- package/build/dex/ramses-v2/utils.js.map +0 -1
- package/build/dex/sushiswap-v3/config.d.ts +0 -4
- package/build/dex/sushiswap-v3/config.js +0 -132
- package/build/dex/sushiswap-v3/config.js.map +0 -1
- package/build/dex/sushiswap-v3/constants.d.ts +0 -4
- package/build/dex/sushiswap-v3/constants.js +0 -32
- package/build/dex/sushiswap-v3/constants.js.map +0 -1
- package/build/dex/sushiswap-v3/sushiswap-v3-original.d.ts +0 -56
- package/build/dex/sushiswap-v3/sushiswap-v3-original.js +0 -598
- package/build/dex/sushiswap-v3/sushiswap-v3-original.js.map +0 -1
- package/build/dex/sushiswap-v3/sushiswap-v3-pool.d.ts +0 -1
- package/build/dex/sushiswap-v3/sushiswap-v3-pool.js +0 -6
- package/build/dex/sushiswap-v3/sushiswap-v3-pool.js.map +0 -1
- package/build/dex/sushiswap-v3/sushiswap-v3.d.ts +0 -21
- package/build/dex/sushiswap-v3/sushiswap-v3.js +0 -58
- package/build/dex/sushiswap-v3/sushiswap-v3.js.map +0 -1
- package/build/dex/sushiswap-v3/token.d.ts +0 -6
- package/build/dex/sushiswap-v3/token.js +0 -23
- package/build/dex/sushiswap-v3/token.js.map +0 -1
- package/build/dex/sushiswap-v3/types.d.ts +0 -15
- package/build/dex/sushiswap-v3/types.js +0 -18
- package/build/dex/sushiswap-v3/types.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/src/abi/dexalot/DexalotMainnetRFQ.json +0 -952
- package/src/dex/dexalot/config.ts +0 -18
- package/src/dex/dexalot/constants.ts +0 -29
- package/src/dex/dexalot/dexalot-e2e.test.ts +0 -192
- package/src/dex/dexalot/dexalot-integration.test.ts +0 -188
- package/src/dex/dexalot/dexalot.ts +0 -998
- package/src/dex/dexalot/rate-fetcher.ts +0 -197
- package/src/dex/dexalot/types.ts +0 -131
- package/src/dex/dexalot/validators.ts +0 -46
- /package/build/dex/{pancakeswap-v3 → hello}/types.js +0 -0
- /package/build/dex/{woo-fi → my-test-dex}/types.js +0 -0
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-
readonly needWrapNative = false;
|
|
69
|
-
readonly isFeeOnTransferSupported = false;
|
|
70
|
-
private rateFetcher: RateFetcher;
|
|
71
|
-
|
|
72
|
-
private dexalotAuthToken: string;
|
|
73
|
-
|
|
74
|
-
private pricesCacheKey: string;
|
|
75
|
-
private pairsCacheKey: string;
|
|
76
|
-
private tokensAddrCacheKey: string;
|
|
77
|
-
private tokensCacheKey: string;
|
|
78
|
-
private blacklistCacheKey: string;
|
|
79
|
-
private tokensMap: TokenDataMap = {};
|
|
80
|
-
|
|
81
|
-
public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
|
|
82
|
-
getDexKeysWithNetwork(DexalotConfig);
|
|
83
|
-
|
|
84
|
-
logger: Logger;
|
|
85
|
-
|
|
86
|
-
constructor(
|
|
87
|
-
readonly network: Network,
|
|
88
|
-
readonly dexKey: string,
|
|
89
|
-
readonly dexHelper: IDexHelper,
|
|
90
|
-
protected adapters = Adapters[network] || {},
|
|
91
|
-
readonly mainnetRFQAddress: string = DexalotConfig['Dexalot'][network]
|
|
92
|
-
.mainnetRFQAddress,
|
|
93
|
-
protected rfqInterface = new Interface(mainnetRFQAbi),
|
|
94
|
-
) {
|
|
95
|
-
super(dexHelper, dexKey);
|
|
96
|
-
this.logger = dexHelper.getLogger(dexKey);
|
|
97
|
-
|
|
98
|
-
const authToken = dexHelper.config.data.dexalotAuthToken;
|
|
99
|
-
assert(
|
|
100
|
-
authToken !== undefined,
|
|
101
|
-
'Dexalot auth token is not specified with env variable',
|
|
102
|
-
);
|
|
103
|
-
this.dexalotAuthToken = authToken;
|
|
104
|
-
|
|
105
|
-
this.pricesCacheKey = 'prices';
|
|
106
|
-
this.pairsCacheKey = 'pairs';
|
|
107
|
-
this.tokensAddrCacheKey = 'tokens_addr';
|
|
108
|
-
this.tokensCacheKey = 'tokens';
|
|
109
|
-
this.blacklistCacheKey = 'blacklist';
|
|
110
|
-
|
|
111
|
-
this.rateFetcher = new RateFetcher(
|
|
112
|
-
this.dexHelper,
|
|
113
|
-
this.dexKey,
|
|
114
|
-
this.network,
|
|
115
|
-
this.logger,
|
|
116
|
-
{
|
|
117
|
-
rateConfig: {
|
|
118
|
-
pairsIntervalMs: DEXALOT_API_PAIRS_POLLING_INTERVAL_MS,
|
|
119
|
-
pricesIntervalMs: DEXALOT_API_PRICES_POLLING_INTERVAL_MS,
|
|
120
|
-
blacklistIntervalMs: DEXALOT_API_BLACKLIST_POLLING_INTERVAL_MS,
|
|
121
|
-
pairsReqParams: this.getAPIReqParams('api/rfq/pairs', 'GET'),
|
|
122
|
-
pricesReqParams: this.getAPIReqParams('api/rfq/prices', 'GET'),
|
|
123
|
-
blacklistReqParams: this.getAPIReqParams('api/rfq/blacklist', 'GET'),
|
|
124
|
-
pairsCacheKey: this.pairsCacheKey,
|
|
125
|
-
pairsCacheTTLSecs: DEXALOT_PAIRS_CACHES_TTL_S,
|
|
126
|
-
pricesCacheKey: this.pricesCacheKey,
|
|
127
|
-
pricesCacheTTLSecs: DEXALOT_PRICES_CACHES_TTL_S,
|
|
128
|
-
tokensAddrCacheKey: this.tokensAddrCacheKey,
|
|
129
|
-
tokensCacheKey: this.tokensCacheKey,
|
|
130
|
-
tokensCacheTTLSecs: DEXALOT_TOKENS_CACHES_TTL_S,
|
|
131
|
-
blacklistCacheKey: this.blacklistCacheKey,
|
|
132
|
-
blacklistCacheTTLSecs: DEXALOT_BLACKLIST_CACHES_TTL_S,
|
|
133
|
-
},
|
|
134
|
-
},
|
|
135
|
-
);
|
|
136
|
-
}
|
|
137
|
-
|
|
138
|
-
async initializePricing(blockNumber: number): Promise<void> {
|
|
139
|
-
if (!this.dexHelper.config.isSlave) {
|
|
140
|
-
this.rateFetcher.start();
|
|
141
|
-
}
|
|
142
|
-
|
|
143
|
-
return;
|
|
144
|
-
}
|
|
145
|
-
|
|
146
|
-
getAdapters(side: SwapSide): { name: string; index: number }[] | null {
|
|
147
|
-
return this.adapters[side] ? this.adapters[side] : null;
|
|
148
|
-
}
|
|
149
|
-
|
|
150
|
-
getPairString(baseToken: Token, quoteToken: Token): string {
|
|
151
|
-
return `${baseToken.symbol}/${quoteToken.symbol}`.toLowerCase();
|
|
152
|
-
}
|
|
153
|
-
|
|
154
|
-
async getPairData(
|
|
155
|
-
srcToken: Token,
|
|
156
|
-
destToken: Token,
|
|
157
|
-
): Promise<PairData | null> {
|
|
158
|
-
const normalizedSrcToken = this.normalizeToken(srcToken);
|
|
159
|
-
const normalizedDestToken = this.normalizeToken(destToken);
|
|
160
|
-
if (normalizedSrcToken.address === normalizedDestToken.address) {
|
|
161
|
-
return null;
|
|
162
|
-
}
|
|
163
|
-
|
|
164
|
-
const cachedTokens = (await this.getCachedTokens()) || {};
|
|
165
|
-
if (
|
|
166
|
-
!(normalizedSrcToken.address in cachedTokens) ||
|
|
167
|
-
!(normalizedDestToken.address in cachedTokens)
|
|
168
|
-
) {
|
|
169
|
-
return null;
|
|
170
|
-
}
|
|
171
|
-
normalizedSrcToken.symbol = cachedTokens[normalizedSrcToken.address].symbol;
|
|
172
|
-
normalizedDestToken.symbol =
|
|
173
|
-
cachedTokens[normalizedDestToken.address].symbol;
|
|
174
|
-
|
|
175
|
-
const cachedPairs = (await this.getCachedPairs()) || {};
|
|
176
|
-
|
|
177
|
-
const potentialPairs = [
|
|
178
|
-
{
|
|
179
|
-
identifier: this.getPairString(normalizedSrcToken, normalizedDestToken),
|
|
180
|
-
isSrcBase: true,
|
|
181
|
-
},
|
|
182
|
-
{
|
|
183
|
-
identifier: this.getPairString(normalizedDestToken, normalizedSrcToken),
|
|
184
|
-
isSrcBase: false,
|
|
185
|
-
},
|
|
186
|
-
];
|
|
187
|
-
|
|
188
|
-
for (const pair of potentialPairs) {
|
|
189
|
-
if (pair.identifier in cachedPairs) {
|
|
190
|
-
const pairData = cachedPairs[pair.identifier];
|
|
191
|
-
pairData.isSrcBase = pair.isSrcBase;
|
|
192
|
-
return pairData;
|
|
193
|
-
}
|
|
194
|
-
}
|
|
195
|
-
return null;
|
|
196
|
-
}
|
|
197
|
-
|
|
198
|
-
getIdentifier(srcAddress: Address, destAddress: Address) {
|
|
199
|
-
const sortedAddresses =
|
|
200
|
-
srcAddress < destAddress
|
|
201
|
-
? [srcAddress, destAddress]
|
|
202
|
-
: [destAddress, srcAddress];
|
|
203
|
-
|
|
204
|
-
return `${this.dexKey}_${sortedAddresses[0].toLowerCase()}_${sortedAddresses[1].toLowerCase()}`;
|
|
205
|
-
}
|
|
206
|
-
|
|
207
|
-
async getPoolIdentifiers(
|
|
208
|
-
srcToken: Token,
|
|
209
|
-
destToken: Token,
|
|
210
|
-
side: SwapSide,
|
|
211
|
-
blockNumber: number,
|
|
212
|
-
): Promise<string[]> {
|
|
213
|
-
if (!srcToken || !destToken) {
|
|
214
|
-
return [];
|
|
215
|
-
}
|
|
216
|
-
const pairData = await this.getPairData(srcToken, destToken);
|
|
217
|
-
if (!pairData) {
|
|
218
|
-
return [];
|
|
219
|
-
}
|
|
220
|
-
|
|
221
|
-
const tokensAddr = (await this.getCachedTokensAddr()) || {};
|
|
222
|
-
|
|
223
|
-
return [this.getIdentifier(
|
|
224
|
-
tokensAddr[pairData.base.toLowerCase()],
|
|
225
|
-
tokensAddr[pairData.quote.toLowerCase()],
|
|
226
|
-
)];
|
|
227
|
-
}
|
|
228
|
-
|
|
229
|
-
async getCachedPairs(): Promise<PairDataMap | null> {
|
|
230
|
-
const cachedPairs = await this.dexHelper.cache.get(
|
|
231
|
-
this.dexKey,
|
|
232
|
-
this.network,
|
|
233
|
-
this.pairsCacheKey,
|
|
234
|
-
);
|
|
235
|
-
|
|
236
|
-
if (cachedPairs) {
|
|
237
|
-
return JSON.parse(cachedPairs) as PairDataMap;
|
|
238
|
-
}
|
|
239
|
-
|
|
240
|
-
return null;
|
|
241
|
-
}
|
|
242
|
-
|
|
243
|
-
async getCachedPrices(): Promise<PriceDataMap | null> {
|
|
244
|
-
const cachedPrices = await this.dexHelper.cache.get(
|
|
245
|
-
this.dexKey,
|
|
246
|
-
this.network,
|
|
247
|
-
this.pricesCacheKey,
|
|
248
|
-
);
|
|
249
|
-
|
|
250
|
-
if (cachedPrices) {
|
|
251
|
-
return JSON.parse(cachedPrices) as PriceDataMap;
|
|
252
|
-
}
|
|
253
|
-
|
|
254
|
-
return null;
|
|
255
|
-
}
|
|
256
|
-
|
|
257
|
-
async getCachedTokensAddr(): Promise<TokenAddrDataMap | null> {
|
|
258
|
-
const cachedTokensAddr = await this.dexHelper.cache.get(
|
|
259
|
-
this.dexKey,
|
|
260
|
-
this.network,
|
|
261
|
-
this.tokensAddrCacheKey,
|
|
262
|
-
);
|
|
263
|
-
|
|
264
|
-
if (cachedTokensAddr) {
|
|
265
|
-
return JSON.parse(cachedTokensAddr) as TokenAddrDataMap;
|
|
266
|
-
}
|
|
267
|
-
|
|
268
|
-
return null;
|
|
269
|
-
}
|
|
270
|
-
|
|
271
|
-
async getCachedTokens(): Promise<TokenDataMap | null> {
|
|
272
|
-
const cachedTokens = await this.dexHelper.cache.get(
|
|
273
|
-
this.dexKey,
|
|
274
|
-
this.network,
|
|
275
|
-
this.tokensCacheKey,
|
|
276
|
-
);
|
|
277
|
-
|
|
278
|
-
if (cachedTokens) {
|
|
279
|
-
return JSON.parse(cachedTokens) as TokenDataMap;
|
|
280
|
-
}
|
|
281
|
-
|
|
282
|
-
return null;
|
|
283
|
-
}
|
|
284
|
-
|
|
285
|
-
normalizeAddress(address: string): string {
|
|
286
|
-
return address.toLowerCase() === ETHER_ADDRESS
|
|
287
|
-
? NULL_ADDRESS
|
|
288
|
-
: address.toLowerCase();
|
|
289
|
-
}
|
|
290
|
-
|
|
291
|
-
denormalizeAddress(address: string): string {
|
|
292
|
-
return address.toLowerCase() === NULL_ADDRESS
|
|
293
|
-
? ETHER_ADDRESS
|
|
294
|
-
: address.toLowerCase();
|
|
295
|
-
}
|
|
296
|
-
|
|
297
|
-
// Dexalot protocol for native token expects 0x00000... instead of 0xeeeee...
|
|
298
|
-
normalizeToken(token: Token): Token {
|
|
299
|
-
return {
|
|
300
|
-
address: this.normalizeAddress(token.address),
|
|
301
|
-
decimals: token.decimals,
|
|
302
|
-
};
|
|
303
|
-
}
|
|
304
|
-
|
|
305
|
-
denormalizeToken(token: Token): Token {
|
|
306
|
-
return {
|
|
307
|
-
address: this.denormalizeAddress(token.address),
|
|
308
|
-
decimals: token.decimals,
|
|
309
|
-
};
|
|
310
|
-
}
|
|
311
|
-
|
|
312
|
-
calculateOrderPrice(
|
|
313
|
-
amounts: bigint[],
|
|
314
|
-
orderbook: string[][],
|
|
315
|
-
baseToken: Token,
|
|
316
|
-
quoteToken: Token,
|
|
317
|
-
side: ClobSide,
|
|
318
|
-
) {
|
|
319
|
-
let result = [];
|
|
320
|
-
|
|
321
|
-
for (let i = 0; i < amounts.length; i++) {
|
|
322
|
-
let amt = amounts[i];
|
|
323
|
-
if (amt === 0n) {
|
|
324
|
-
result.push(amt);
|
|
325
|
-
continue;
|
|
326
|
-
}
|
|
327
|
-
|
|
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));
|
|
348
|
-
}
|
|
349
|
-
if (qty <= amt) {
|
|
350
|
-
left = mid + 1;
|
|
351
|
-
} else {
|
|
352
|
-
right = mid;
|
|
353
|
-
}
|
|
354
|
-
}
|
|
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];
|
|
394
|
-
}
|
|
395
|
-
|
|
396
|
-
if (side === ClobSide.BID) {
|
|
397
|
-
result.push(
|
|
398
|
-
(amount * BigInt(10 ** (baseToken.decimals * 2))) /
|
|
399
|
-
(price * BigInt(10 ** quoteToken.decimals)),
|
|
400
|
-
);
|
|
401
|
-
} else {
|
|
402
|
-
result.push(
|
|
403
|
-
(price * amount * BigInt(10 ** quoteToken.decimals)) /
|
|
404
|
-
BigInt(10 ** (baseToken.decimals * 2)),
|
|
405
|
-
);
|
|
406
|
-
}
|
|
407
|
-
}
|
|
408
|
-
return result;
|
|
409
|
-
}
|
|
410
|
-
|
|
411
|
-
async getPricesVolume(
|
|
412
|
-
srcToken: Token,
|
|
413
|
-
destToken: Token,
|
|
414
|
-
amounts: bigint[],
|
|
415
|
-
side: SwapSide,
|
|
416
|
-
blockNumber: number,
|
|
417
|
-
limitPools?: string[],
|
|
418
|
-
transferFees?: TransferFeeParams,
|
|
419
|
-
): Promise<null | ExchangePrices<DexalotData>> {
|
|
420
|
-
try {
|
|
421
|
-
if (await this.isRestricted()) {
|
|
422
|
-
return null;
|
|
423
|
-
}
|
|
424
|
-
|
|
425
|
-
const normalizedSrcToken = this.normalizeToken(srcToken);
|
|
426
|
-
const normalizedDestToken = this.normalizeToken(destToken);
|
|
427
|
-
|
|
428
|
-
this.tokensMap = (await this.getCachedTokens()) || {};
|
|
429
|
-
if (normalizedSrcToken.address === normalizedDestToken.address) {
|
|
430
|
-
return null;
|
|
431
|
-
}
|
|
432
|
-
|
|
433
|
-
const pools = limitPools
|
|
434
|
-
? limitPools.filter(
|
|
435
|
-
p =>
|
|
436
|
-
p ===
|
|
437
|
-
this.getIdentifier(
|
|
438
|
-
normalizedSrcToken.address,
|
|
439
|
-
normalizedDestToken.address,
|
|
440
|
-
),
|
|
441
|
-
)
|
|
442
|
-
: await this.getPoolIdentifiers(srcToken, destToken, side, blockNumber);
|
|
443
|
-
|
|
444
|
-
if (pools.length === 0) {
|
|
445
|
-
return null;
|
|
446
|
-
}
|
|
447
|
-
|
|
448
|
-
const pairData = await this.getPairData(
|
|
449
|
-
normalizedSrcToken,
|
|
450
|
-
normalizedDestToken,
|
|
451
|
-
);
|
|
452
|
-
if (!pairData) {
|
|
453
|
-
return null;
|
|
454
|
-
}
|
|
455
|
-
|
|
456
|
-
const priceMap = await this.getCachedPrices();
|
|
457
|
-
if (!priceMap) {
|
|
458
|
-
return null;
|
|
459
|
-
}
|
|
460
|
-
|
|
461
|
-
const tokensAddr = (await this.getCachedTokensAddr()) || {};
|
|
462
|
-
const pairKey = `${pairData.base}/${pairData.quote}`.toLowerCase();
|
|
463
|
-
if (
|
|
464
|
-
!(pairKey in priceMap)
|
|
465
|
-
|| !pools.includes(this.getIdentifier(
|
|
466
|
-
tokensAddr[pairData.base.toLowerCase()],
|
|
467
|
-
tokensAddr[pairData.quote.toLowerCase()],
|
|
468
|
-
))
|
|
469
|
-
) {
|
|
470
|
-
return null;
|
|
471
|
-
}
|
|
472
|
-
|
|
473
|
-
const priceData = priceMap[pairKey];
|
|
474
|
-
const baseToken = pairData.isSrcBase
|
|
475
|
-
? normalizedSrcToken
|
|
476
|
-
: normalizedDestToken;
|
|
477
|
-
const quoteToken = pairData.isSrcBase
|
|
478
|
-
? normalizedDestToken
|
|
479
|
-
: normalizedSrcToken;
|
|
480
|
-
|
|
481
|
-
// convert from swap to clob side
|
|
482
|
-
let orderbook = priceData.asks;
|
|
483
|
-
let clobSide = ClobSide.BID;
|
|
484
|
-
if (
|
|
485
|
-
(side === SwapSide.SELL && pairData.isSrcBase) ||
|
|
486
|
-
(side === SwapSide.BUY && !pairData.isSrcBase)
|
|
487
|
-
) {
|
|
488
|
-
orderbook = priceData.bids;
|
|
489
|
-
clobSide = ClobSide.ASK;
|
|
490
|
-
}
|
|
491
|
-
if (orderbook.length === 0) {
|
|
492
|
-
throw new Error(`Empty orderbook for ${pairKey}`);
|
|
493
|
-
}
|
|
494
|
-
|
|
495
|
-
const prices = this.calculateOrderPrice(
|
|
496
|
-
amounts,
|
|
497
|
-
orderbook,
|
|
498
|
-
baseToken,
|
|
499
|
-
quoteToken,
|
|
500
|
-
clobSide,
|
|
501
|
-
);
|
|
502
|
-
const outDecimals =
|
|
503
|
-
clobSide === ClobSide.BID ? baseToken.decimals : quoteToken.decimals;
|
|
504
|
-
const poolIdentifier = this.getIdentifier(pairData.base, pairData.quote);
|
|
505
|
-
|
|
506
|
-
return [
|
|
507
|
-
{
|
|
508
|
-
prices,
|
|
509
|
-
unit: BigInt(outDecimals),
|
|
510
|
-
data: {},
|
|
511
|
-
poolIdentifier: poolIdentifier,
|
|
512
|
-
exchange: this.dexKey,
|
|
513
|
-
gasCost: DEXALOT_GAS_COST,
|
|
514
|
-
poolAddresses: [this.mainnetRFQAddress],
|
|
515
|
-
},
|
|
516
|
-
];
|
|
517
|
-
} catch (e: unknown) {
|
|
518
|
-
this.logger.error(
|
|
519
|
-
`Error_getPricesVolume ${srcToken.address || srcToken.symbol}, ${
|
|
520
|
-
destToken.address || destToken.symbol
|
|
521
|
-
}, ${side}:`,
|
|
522
|
-
e,
|
|
523
|
-
);
|
|
524
|
-
return null;
|
|
525
|
-
}
|
|
526
|
-
}
|
|
527
|
-
|
|
528
|
-
generateRFQError(errorStr: string, swapIdentifier: string) {
|
|
529
|
-
const message = `${this.dexKey}-${this.network}: Failed to fetch RFQ for ${swapIdentifier}. ${errorStr}`;
|
|
530
|
-
this.logger.warn(message);
|
|
531
|
-
throw new DexalotRfqError(message);
|
|
532
|
-
}
|
|
533
|
-
|
|
534
|
-
async preProcessTransaction(
|
|
535
|
-
optimalSwapExchange: OptimalSwapExchange<DexalotData>,
|
|
536
|
-
srcToken: Token,
|
|
537
|
-
destToken: Token,
|
|
538
|
-
side: SwapSide,
|
|
539
|
-
options: PreprocessTransactionOptions,
|
|
540
|
-
): Promise<[OptimalSwapExchange<DexalotData>, ExchangeTxInfo]> {
|
|
541
|
-
if (await this.isBlacklisted(options.txOrigin)) {
|
|
542
|
-
this.logger.warn(
|
|
543
|
-
`${this.dexKey}-${this.network}: blacklisted TX Origin address '${options.txOrigin}' trying to build a transaction. Bailing...`,
|
|
544
|
-
);
|
|
545
|
-
throw new Error(
|
|
546
|
-
`${this.dexKey}-${
|
|
547
|
-
this.network
|
|
548
|
-
}: user=${options.txOrigin.toLowerCase()} is blacklisted`,
|
|
549
|
-
);
|
|
550
|
-
}
|
|
551
|
-
|
|
552
|
-
if (BigInt(optimalSwapExchange.srcAmount) === 0n) {
|
|
553
|
-
throw new Error('getFirmRate failed with srcAmount === 0');
|
|
554
|
-
}
|
|
555
|
-
|
|
556
|
-
const normalizedSrcToken = this.normalizeToken(srcToken);
|
|
557
|
-
const normalizedDestToken = this.normalizeToken(destToken);
|
|
558
|
-
const swapIdentifier = `${this.getIdentifier(
|
|
559
|
-
normalizedSrcToken.address,
|
|
560
|
-
normalizedDestToken.address,
|
|
561
|
-
)}_${side}`;
|
|
562
|
-
|
|
563
|
-
try {
|
|
564
|
-
const makerToken = normalizedDestToken;
|
|
565
|
-
const takerToken = normalizedSrcToken;
|
|
566
|
-
|
|
567
|
-
const rfqParams = {
|
|
568
|
-
makerAsset: ethers.utils.getAddress(makerToken.address),
|
|
569
|
-
takerAsset: ethers.utils.getAddress(takerToken.address),
|
|
570
|
-
makerAmount:
|
|
571
|
-
side === SwapSide.BUY ? optimalSwapExchange.destAmount : undefined,
|
|
572
|
-
takerAmount:
|
|
573
|
-
side === SwapSide.SELL ? optimalSwapExchange.srcAmount : undefined,
|
|
574
|
-
userAddress: options.txOrigin,
|
|
575
|
-
chainid: this.network,
|
|
576
|
-
};
|
|
577
|
-
|
|
578
|
-
const rfq: RFQResponse = await this.dexHelper.httpRequest.post(
|
|
579
|
-
`${DEXALOT_API_URL}/api/rfq/firm`,
|
|
580
|
-
rfqParams,
|
|
581
|
-
undefined,
|
|
582
|
-
{ 'x-apikey': this.dexalotAuthToken },
|
|
583
|
-
);
|
|
584
|
-
if (!rfq) {
|
|
585
|
-
this.generateRFQError(
|
|
586
|
-
'Missing quote data',
|
|
587
|
-
`RFQ ${swapIdentifier} ${JSON.stringify(rfq)}`,
|
|
588
|
-
);
|
|
589
|
-
} else if (!rfq.signature) {
|
|
590
|
-
this.generateRFQError('Missing signature', swapIdentifier);
|
|
591
|
-
}
|
|
592
|
-
rfq.order.signature = rfq.signature;
|
|
593
|
-
|
|
594
|
-
const { order } = rfq;
|
|
595
|
-
|
|
596
|
-
assert(
|
|
597
|
-
order.makerAsset.toLowerCase() === makerToken.address,
|
|
598
|
-
`QuoteData makerAsset=${order.makerAsset} is different from Paraswap makerAsset=${makerToken.address}`,
|
|
599
|
-
);
|
|
600
|
-
assert(
|
|
601
|
-
order.takerAsset.toLowerCase() === takerToken.address,
|
|
602
|
-
`QuoteData takerAsset=${order.takerAsset} is different from Paraswap takerAsset=${takerToken.address}`,
|
|
603
|
-
);
|
|
604
|
-
if (side === SwapSide.SELL) {
|
|
605
|
-
assert(
|
|
606
|
-
order.takerAmount === optimalSwapExchange.srcAmount,
|
|
607
|
-
`QuoteData takerAmount=${order.takerAmount} is different from Paraswap srcAmount=${optimalSwapExchange.srcAmount}`,
|
|
608
|
-
);
|
|
609
|
-
} else {
|
|
610
|
-
assert(
|
|
611
|
-
order.makerAmount === optimalSwapExchange.destAmount,
|
|
612
|
-
`QuoteData makerAmount=${order.makerAmount} is different from Paraswap destAmount=${optimalSwapExchange.destAmount}`,
|
|
613
|
-
);
|
|
614
|
-
}
|
|
615
|
-
|
|
616
|
-
const expiryAsBigInt = BigInt(order.expiry);
|
|
617
|
-
const minDeadline = expiryAsBigInt > 0 ? expiryAsBigInt : BI_MAX_UINT256;
|
|
618
|
-
|
|
619
|
-
const slippageFactor = options.slippageFactor;
|
|
620
|
-
let isFailOnSlippage = false;
|
|
621
|
-
let slippageErrorMessage = '';
|
|
622
|
-
|
|
623
|
-
if (side === SwapSide.SELL) {
|
|
624
|
-
if (
|
|
625
|
-
BigInt(order.makerAmount) <
|
|
626
|
-
BigInt(
|
|
627
|
-
new BigNumber(optimalSwapExchange.destAmount.toString())
|
|
628
|
-
.times(slippageFactor)
|
|
629
|
-
.toFixed(0),
|
|
630
|
-
)
|
|
631
|
-
) {
|
|
632
|
-
isFailOnSlippage = true;
|
|
633
|
-
const message = `${this.dexKey}-${this.network}: too much slippage on quote ${side} quoteTokenAmount ${order.makerAmount} / destAmount ${optimalSwapExchange.destAmount} < ${slippageFactor}`;
|
|
634
|
-
slippageErrorMessage = message;
|
|
635
|
-
this.logger.warn(message);
|
|
636
|
-
}
|
|
637
|
-
} else {
|
|
638
|
-
if (
|
|
639
|
-
BigInt(order.takerAmount) >
|
|
640
|
-
BigInt(slippageFactor.times(optimalSwapExchange.srcAmount.toString()).toFixed(0))
|
|
641
|
-
) {
|
|
642
|
-
isFailOnSlippage = true;
|
|
643
|
-
const message = `${this.dexKey}-${
|
|
644
|
-
this.network
|
|
645
|
-
}: too much slippage on quote ${side} baseTokenAmount ${order.takerAmount} / srcAmount ${optimalSwapExchange.srcAmount} > ${slippageFactor.toFixed()}`;
|
|
646
|
-
slippageErrorMessage = message;
|
|
647
|
-
this.logger.warn(message);
|
|
648
|
-
}
|
|
649
|
-
}
|
|
650
|
-
|
|
651
|
-
let isTooStrictSlippage = false;
|
|
652
|
-
if (
|
|
653
|
-
isFailOnSlippage &&
|
|
654
|
-
side === SwapSide.SELL &&
|
|
655
|
-
new BigNumber(1)
|
|
656
|
-
.minus(slippageFactor)
|
|
657
|
-
.lt(DEXALOT_MIN_SLIPPAGE_FACTOR_THRESHOLD_FOR_RESTRICTION)
|
|
658
|
-
) {
|
|
659
|
-
isTooStrictSlippage = true;
|
|
660
|
-
} else if (
|
|
661
|
-
isFailOnSlippage &&
|
|
662
|
-
side === SwapSide.BUY &&
|
|
663
|
-
slippageFactor
|
|
664
|
-
.minus(1)
|
|
665
|
-
.lt(DEXALOT_MIN_SLIPPAGE_FACTOR_THRESHOLD_FOR_RESTRICTION)
|
|
666
|
-
) {
|
|
667
|
-
isTooStrictSlippage = true;
|
|
668
|
-
}
|
|
669
|
-
|
|
670
|
-
if (isFailOnSlippage && isTooStrictSlippage) {
|
|
671
|
-
throw new TooStrictSlippageCheckError(slippageErrorMessage);
|
|
672
|
-
} else if (isFailOnSlippage && !isTooStrictSlippage) {
|
|
673
|
-
throw new SlippageCheckError(slippageErrorMessage);
|
|
674
|
-
}
|
|
675
|
-
|
|
676
|
-
return [
|
|
677
|
-
{
|
|
678
|
-
...optimalSwapExchange,
|
|
679
|
-
data: {
|
|
680
|
-
quoteData: order,
|
|
681
|
-
},
|
|
682
|
-
},
|
|
683
|
-
{ deadline: minDeadline },
|
|
684
|
-
];
|
|
685
|
-
} catch (e) {
|
|
686
|
-
if (isAxiosError(e) && e.response && e.response.data) {
|
|
687
|
-
const errorData: RFQResponseError = e.response.data;
|
|
688
|
-
if (errorData.ReasonCode === 'FQ-009') {
|
|
689
|
-
this.logger.warn(
|
|
690
|
-
`${this.dexKey}-${this.network}: Encountered rate limited user=${options.txOrigin}. Adding to local rate limit cache`,
|
|
691
|
-
);
|
|
692
|
-
await this.setRateLimited(options.txOrigin, errorData.RetryAfter);
|
|
693
|
-
} else {
|
|
694
|
-
await this.setBlacklist(options.txOrigin);
|
|
695
|
-
this.logger.error(
|
|
696
|
-
`${this.dexKey}-${this.network}: Failed to fetch RFQ for ${swapIdentifier}: ${errorData.Reason}`,
|
|
697
|
-
);
|
|
698
|
-
}
|
|
699
|
-
} else {
|
|
700
|
-
if(e instanceof TooStrictSlippageCheckError) {
|
|
701
|
-
this.logger.warn(
|
|
702
|
-
`${this.dexKey}-${this.network}: failed to build transaction on side ${side} with too strict slippage. Skipping restriction`,
|
|
703
|
-
);
|
|
704
|
-
} else {
|
|
705
|
-
this.logger.warn(
|
|
706
|
-
`${this.dexKey}-${this.network}: protocol is restricted`,
|
|
707
|
-
);
|
|
708
|
-
await this.restrict();
|
|
709
|
-
}
|
|
710
|
-
}
|
|
711
|
-
|
|
712
|
-
throw e;
|
|
713
|
-
}
|
|
714
|
-
}
|
|
715
|
-
|
|
716
|
-
getCalldataGasCost(poolPrices: PoolPrices<DexalotData>): number | number[] {
|
|
717
|
-
return (
|
|
718
|
-
CALLDATA_GAS_COST.DEX_OVERHEAD +
|
|
719
|
-
// addresses: makerAsset, takerAsset, maker, taker
|
|
720
|
-
CALLDATA_GAS_COST.ADDRESS * 4 +
|
|
721
|
-
// uint256: expiry
|
|
722
|
-
CALLDATA_GAS_COST.wordNonZeroBytes(16) +
|
|
723
|
-
// uint256: nonceAndMeta, makerAmount, takerAmount
|
|
724
|
-
CALLDATA_GAS_COST.AMOUNT * 3 +
|
|
725
|
-
// bytes: _signature (65 bytes)
|
|
726
|
-
CALLDATA_GAS_COST.FULL_WORD * 2 +
|
|
727
|
-
CALLDATA_GAS_COST.OFFSET_SMALL
|
|
728
|
-
);
|
|
729
|
-
}
|
|
730
|
-
|
|
731
|
-
getTokenFromAddress(address: Address): Token {
|
|
732
|
-
return this.tokensMap[this.normalizeAddress(address)];
|
|
733
|
-
}
|
|
734
|
-
|
|
735
|
-
getAdapterParam(
|
|
736
|
-
srcToken: string,
|
|
737
|
-
destToken: string,
|
|
738
|
-
srcAmount: string,
|
|
739
|
-
destAmount: string,
|
|
740
|
-
data: DexalotData,
|
|
741
|
-
side: SwapSide,
|
|
742
|
-
): AdapterExchangeParam {
|
|
743
|
-
const { quoteData } = data;
|
|
744
|
-
|
|
745
|
-
assert(
|
|
746
|
-
quoteData !== undefined,
|
|
747
|
-
`${this.dexKey}-${this.network}: quoteData undefined`,
|
|
748
|
-
);
|
|
749
|
-
|
|
750
|
-
const params = [
|
|
751
|
-
{
|
|
752
|
-
nonceAndMeta: quoteData.nonceAndMeta,
|
|
753
|
-
expiry: quoteData.expiry,
|
|
754
|
-
makerAsset: quoteData.makerAsset,
|
|
755
|
-
takerAsset: quoteData.takerAsset,
|
|
756
|
-
maker: quoteData.maker,
|
|
757
|
-
taker: quoteData.taker,
|
|
758
|
-
makerAmount: quoteData.makerAmount,
|
|
759
|
-
takerAmount: quoteData.takerAmount,
|
|
760
|
-
},
|
|
761
|
-
quoteData.signature,
|
|
762
|
-
];
|
|
763
|
-
|
|
764
|
-
const payload = this.abiCoder.encodeParameter(
|
|
765
|
-
{
|
|
766
|
-
ParentStruct: {
|
|
767
|
-
order: {
|
|
768
|
-
nonceAndMeta: 'uint256',
|
|
769
|
-
expiry: 'uint128',
|
|
770
|
-
makerAsset: 'address',
|
|
771
|
-
takerAsset: 'address',
|
|
772
|
-
maker: 'address',
|
|
773
|
-
taker: 'address',
|
|
774
|
-
makerAmount: 'uint256',
|
|
775
|
-
takerAmount: 'uint256',
|
|
776
|
-
},
|
|
777
|
-
signature: 'bytes',
|
|
778
|
-
},
|
|
779
|
-
},
|
|
780
|
-
{
|
|
781
|
-
order: params[0],
|
|
782
|
-
signature: params[1],
|
|
783
|
-
},
|
|
784
|
-
);
|
|
785
|
-
|
|
786
|
-
return {
|
|
787
|
-
targetExchange: this.mainnetRFQAddress,
|
|
788
|
-
payload,
|
|
789
|
-
networkFee: '0',
|
|
790
|
-
};
|
|
791
|
-
}
|
|
792
|
-
|
|
793
|
-
async restrict(ttl: number = DEXALOT_RESTRICT_TTL_S): Promise<boolean> {
|
|
794
|
-
await this.dexHelper.cache.setex(
|
|
795
|
-
this.dexKey,
|
|
796
|
-
this.network,
|
|
797
|
-
DEXALOT_RESTRICTED_CACHE_KEY,
|
|
798
|
-
ttl,
|
|
799
|
-
'true',
|
|
800
|
-
);
|
|
801
|
-
return true;
|
|
802
|
-
}
|
|
803
|
-
|
|
804
|
-
async isRestricted(): Promise<boolean> {
|
|
805
|
-
const result = await this.dexHelper.cache.get(
|
|
806
|
-
this.dexKey,
|
|
807
|
-
this.network,
|
|
808
|
-
DEXALOT_RESTRICTED_CACHE_KEY,
|
|
809
|
-
);
|
|
810
|
-
|
|
811
|
-
return result === 'true';
|
|
812
|
-
}
|
|
813
|
-
|
|
814
|
-
async setBlacklist(txOrigin: Address, ttl: number = DEXALOT_BLACKLIST_CACHES_TTL_S,): Promise<boolean> {
|
|
815
|
-
const cachedBlacklist = await this.dexHelper.cache.get(
|
|
816
|
-
this.dexKey,
|
|
817
|
-
this.network,
|
|
818
|
-
this.blacklistCacheKey,
|
|
819
|
-
);
|
|
820
|
-
|
|
821
|
-
let blacklist: string[] = [];
|
|
822
|
-
if (cachedBlacklist) {
|
|
823
|
-
blacklist = JSON.parse(cachedBlacklist);
|
|
824
|
-
}
|
|
825
|
-
|
|
826
|
-
blacklist.push(txOrigin.toLowerCase());
|
|
827
|
-
|
|
828
|
-
this.dexHelper.cache.setex(
|
|
829
|
-
this.dexKey,
|
|
830
|
-
this.network,
|
|
831
|
-
this.blacklistCacheKey,
|
|
832
|
-
ttl,
|
|
833
|
-
JSON.stringify(blacklist),
|
|
834
|
-
);
|
|
835
|
-
|
|
836
|
-
return true;
|
|
837
|
-
}
|
|
838
|
-
|
|
839
|
-
async isBlacklisted(txOrigin: Address): Promise<boolean> {
|
|
840
|
-
const cachedBlacklist = await this.dexHelper.cache.get(
|
|
841
|
-
this.dexKey,
|
|
842
|
-
this.network,
|
|
843
|
-
this.blacklistCacheKey,
|
|
844
|
-
);
|
|
845
|
-
|
|
846
|
-
if (cachedBlacklist) {
|
|
847
|
-
const blacklist = JSON.parse(cachedBlacklist) as string[];
|
|
848
|
-
return blacklist.includes(txOrigin.toLowerCase());
|
|
849
|
-
}
|
|
850
|
-
|
|
851
|
-
// To not show pricing for rate limited users
|
|
852
|
-
if(await this.isRateLimited(txOrigin)) {
|
|
853
|
-
return true;
|
|
854
|
-
}
|
|
855
|
-
|
|
856
|
-
return false;
|
|
857
|
-
}
|
|
858
|
-
|
|
859
|
-
getRateLimitedKey(address: Address) {
|
|
860
|
-
return `rate_limited_${address}`.toLowerCase();
|
|
861
|
-
}
|
|
862
|
-
|
|
863
|
-
async isRateLimited(txOrigin: Address): Promise<boolean> {
|
|
864
|
-
const result = await this.dexHelper.cache.get(
|
|
865
|
-
this.dexKey,
|
|
866
|
-
this.network,
|
|
867
|
-
this.getRateLimitedKey(txOrigin),
|
|
868
|
-
);
|
|
869
|
-
return result === DEXALOT_RATELIMIT_CACHE_VALUE;
|
|
870
|
-
}
|
|
871
|
-
|
|
872
|
-
async setRateLimited(txOrigin: Address, ttl = DEXALOT_RATE_LIMITED_TTL_S) {
|
|
873
|
-
await this.dexHelper.cache.setex(
|
|
874
|
-
this.dexKey,
|
|
875
|
-
this.network,
|
|
876
|
-
this.getRateLimitedKey(txOrigin),
|
|
877
|
-
ttl,
|
|
878
|
-
DEXALOT_RATELIMIT_CACHE_VALUE,
|
|
879
|
-
);
|
|
880
|
-
return true;
|
|
881
|
-
}
|
|
882
|
-
|
|
883
|
-
async getSimpleParam(
|
|
884
|
-
srcToken: string,
|
|
885
|
-
destToken: string,
|
|
886
|
-
srcAmount: string,
|
|
887
|
-
destAmount: string,
|
|
888
|
-
data: DexalotData,
|
|
889
|
-
side: SwapSide,
|
|
890
|
-
): Promise<SimpleExchangeParam> {
|
|
891
|
-
const { quoteData } = data;
|
|
892
|
-
|
|
893
|
-
assert(
|
|
894
|
-
quoteData !== undefined,
|
|
895
|
-
`${this.dexKey}-${this.network}: quoteData undefined`,
|
|
896
|
-
);
|
|
897
|
-
|
|
898
|
-
const swapFunction = 'simpleSwap';
|
|
899
|
-
const swapFunctionParams = [
|
|
900
|
-
[
|
|
901
|
-
quoteData.nonceAndMeta,
|
|
902
|
-
quoteData.expiry,
|
|
903
|
-
quoteData.makerAsset,
|
|
904
|
-
quoteData.takerAsset,
|
|
905
|
-
quoteData.maker,
|
|
906
|
-
quoteData.taker,
|
|
907
|
-
quoteData.makerAmount,
|
|
908
|
-
quoteData.takerAmount,
|
|
909
|
-
],
|
|
910
|
-
quoteData.signature,
|
|
911
|
-
];
|
|
912
|
-
|
|
913
|
-
const swapData = this.rfqInterface.encodeFunctionData(
|
|
914
|
-
swapFunction,
|
|
915
|
-
swapFunctionParams,
|
|
916
|
-
);
|
|
917
|
-
|
|
918
|
-
return this.buildSimpleParamWithoutWETHConversion(
|
|
919
|
-
srcToken,
|
|
920
|
-
srcAmount,
|
|
921
|
-
destToken,
|
|
922
|
-
destAmount,
|
|
923
|
-
swapData,
|
|
924
|
-
this.mainnetRFQAddress,
|
|
925
|
-
);
|
|
926
|
-
}
|
|
927
|
-
|
|
928
|
-
async getTopPoolsForToken(
|
|
929
|
-
tokenAddress: Address,
|
|
930
|
-
limit: number,
|
|
931
|
-
): Promise<PoolLiquidity[]> {
|
|
932
|
-
const normalizedTokenAddress = this.normalizeAddress(tokenAddress);
|
|
933
|
-
const pairs = (await this.getCachedPairs()) || {};
|
|
934
|
-
this.tokensMap = (await this.getCachedTokens()) || {};
|
|
935
|
-
const tokensAddr = (await this.getCachedTokensAddr()) || {};
|
|
936
|
-
const token = this.getTokenFromAddress(normalizedTokenAddress);
|
|
937
|
-
if (!token) {
|
|
938
|
-
return [];
|
|
939
|
-
}
|
|
940
|
-
|
|
941
|
-
const tokenSymbol = token.symbol?.toLowerCase() || '';
|
|
942
|
-
|
|
943
|
-
let pairsByLiquidity = [];
|
|
944
|
-
for (const pairName of Object.keys(pairs)) {
|
|
945
|
-
if (!pairName.includes(tokenSymbol)) {
|
|
946
|
-
continue;
|
|
947
|
-
}
|
|
948
|
-
|
|
949
|
-
const tokensInPair = pairName.split('/');
|
|
950
|
-
if (tokensInPair.length !== 2) {
|
|
951
|
-
continue;
|
|
952
|
-
}
|
|
953
|
-
|
|
954
|
-
const [ baseToken, quoteToken ] = tokensInPair;
|
|
955
|
-
const addr = tokensAddr[baseToken.toLowerCase()];
|
|
956
|
-
let outputToken = this.getTokenFromAddress(addr);
|
|
957
|
-
if (baseToken === tokenSymbol) {
|
|
958
|
-
const addr = tokensAddr[quoteToken.toLowerCase()];
|
|
959
|
-
outputToken = this.getTokenFromAddress(addr);
|
|
960
|
-
}
|
|
961
|
-
|
|
962
|
-
const denormalizedToken = this.denormalizeToken(outputToken);
|
|
963
|
-
|
|
964
|
-
pairsByLiquidity.push({
|
|
965
|
-
exchange: this.dexKey,
|
|
966
|
-
address: this.mainnetRFQAddress,
|
|
967
|
-
connectorTokens: [{
|
|
968
|
-
address: denormalizedToken.address,
|
|
969
|
-
decimals: denormalizedToken.decimals,
|
|
970
|
-
}],
|
|
971
|
-
liquidityUSD: pairs[pairName].liquidityUSD,
|
|
972
|
-
});
|
|
973
|
-
}
|
|
974
|
-
|
|
975
|
-
pairsByLiquidity.sort(
|
|
976
|
-
(a: PoolLiquidity, b: PoolLiquidity) => b.liquidityUSD - a.liquidityUSD,
|
|
977
|
-
);
|
|
978
|
-
|
|
979
|
-
return pairsByLiquidity.slice(0, limit);
|
|
980
|
-
}
|
|
981
|
-
|
|
982
|
-
getAPIReqParams(endpoint: string, method: Method): DexalotAPIParameters {
|
|
983
|
-
return {
|
|
984
|
-
url: `${DEXALOT_API_URL}/${endpoint}`,
|
|
985
|
-
headers: { 'x-apikey': this.dexalotAuthToken },
|
|
986
|
-
params: {
|
|
987
|
-
chainid: this.network,
|
|
988
|
-
},
|
|
989
|
-
method: method,
|
|
990
|
-
};
|
|
991
|
-
}
|
|
992
|
-
|
|
993
|
-
releaseResources(): void {
|
|
994
|
-
if (this.rateFetcher) {
|
|
995
|
-
this.rateFetcher.stop();
|
|
996
|
-
}
|
|
997
|
-
}
|
|
998
|
-
}
|