@paraswap/dex-lib 2.37.5 → 2.37.6-dexalot

package/src/dex/dexalot/rate-fetcher.ts

@@ -0,0 +1,197 @@
+import { IDexHelper } from '../../dex-helper';
+import { Fetcher } from '../../lib/fetcher/fetcher';
+import { validateAndCast } from '../../lib/validators';
+import { Logger, Token } from '../../types';
+import {
+  DexalotRateFetcherConfig,
+  DexalotPairsResponse,
+  PairDataMap,
+  DexalotPricesResponse,
+  PriceDataMap,
+  DexalotBlacklistResponse,
+} from './types';
+import {
+  pricesResponseValidator,
+  pairsResponseValidator,
+  blacklistResponseValidator,
+} from './validators';
+import { Network } from '../../constants';
+
+export class RateFetcher {
+  private pairsFetcher: Fetcher<DexalotPairsResponse>;
+  private pairsCacheKey: string;
+  private pairsCacheTTL: number;
+
+  private rateFetcher: Fetcher<DexalotPricesResponse>;
+  private pricesCacheKey: string;
+  private pricesCacheTTL: number;
+
+  private tokensAddrCacheKey: string;
+  private tokensCacheKey: string;
+  private tokensCacheTTL: number;
+
+  private blacklistFetcher: Fetcher<DexalotBlacklistResponse>;
+  private blacklistCacheKey: string;
+  private blacklistCacheTTL: number;
+
+  constructor(
+    private dexHelper: IDexHelper,
+    private dexKey: string,
+    private network: Network,
+    private logger: Logger,
+    config: DexalotRateFetcherConfig,
+  ) {
+    this.pairsCacheKey = config.rateConfig.pairsCacheKey;
+    this.pairsCacheTTL = config.rateConfig.pairsCacheTTLSecs;
+    this.pricesCacheKey = config.rateConfig.pricesCacheKey;
+    this.pricesCacheTTL = config.rateConfig.pricesCacheTTLSecs;
+    this.tokensAddrCacheKey = config.rateConfig.tokensAddrCacheKey;
+    this.tokensCacheKey = config.rateConfig.tokensCacheKey;
+    this.tokensCacheTTL = config.rateConfig.tokensCacheTTLSecs;
+    this.blacklistCacheKey = config.rateConfig.blacklistCacheKey;
+    this.blacklistCacheTTL = config.rateConfig.blacklistCacheTTLSecs;
+
+    this.pairsFetcher = new Fetcher<DexalotPairsResponse>(
+      dexHelper.httpRequest,
+      {
+        info: {
+          requestOptions: config.rateConfig.pairsReqParams,
+          caster: (data: unknown) => {
+            return validateAndCast<DexalotPairsResponse>(
+              data,
+              pairsResponseValidator,
+            );
+          },
+        },
+        handler: this.handlePairsResponse.bind(this),
+      },
+      config.rateConfig.pairsIntervalMs,
+      logger,
+    );
+
+    this.rateFetcher = new Fetcher<DexalotPricesResponse>(
+      dexHelper.httpRequest,
+      {
+        info: {
+          requestOptions: config.rateConfig.pricesReqParams,
+          caster: (data: unknown) => {
+            return validateAndCast<DexalotPricesResponse>(
+              data,
+              pricesResponseValidator,
+            );
+          },
+        },
+        handler: this.handleRatesResponse.bind(this),
+      },
+      config.rateConfig.pricesIntervalMs,
+      logger,
+    );
+
+    this.blacklistFetcher = new Fetcher<DexalotBlacklistResponse>(
+      dexHelper.httpRequest,
+      {
+        info: {
+          requestOptions: config.rateConfig.blacklistReqParams,
+          caster: (data: unknown) => {
+            return validateAndCast<DexalotBlacklistResponse>(
+              data,
+              blacklistResponseValidator,
+            );
+          },
+        },
+        handler: this.handleBlacklistResponse.bind(this),
+      },
+      config.rateConfig.blacklistIntervalMs,
+      logger,
+    );
+  }
+
+  start() {
+    this.pairsFetcher.startPolling();
+    this.rateFetcher.startPolling();
+    this.blacklistFetcher.startPolling();
+  }
+
+  stop() {
+    this.pairsFetcher.stopPolling();
+    this.rateFetcher.stopPolling();
+    this.blacklistFetcher.stopPolling();
+  }
+
+  private handlePairsResponse(resp: DexalotPairsResponse): void {
+    const pairs = resp;
+    const dexPairs: PairDataMap = {};
+    const tokenMap: { [address: string]: Token } = {};
+    const tokenAddrMap: { [symbol: string]: string } = {};
+    Object.keys(pairs).forEach(pair => {
+      dexPairs[pair.toLowerCase()] = pairs[pair];
+      tokenAddrMap[pairs[pair].base.toLowerCase()] =
+        pairs[pair].baseAddress.toLowerCase();
+      tokenAddrMap[pairs[pair].quote.toLowerCase()] =
+        pairs[pair].quoteAddress.toLowerCase();
+      tokenMap[pairs[pair].baseAddress.toLowerCase()] = {
+        address: pairs[pair].baseAddress.toLowerCase(),
+        symbol: pairs[pair].base,
+        decimals: pairs[pair].baseDecimals,
+      };
+      tokenMap[pairs[pair].quoteAddress.toLowerCase()] = {
+        address: pairs[pair].quoteAddress.toLowerCase(),
+        symbol: pairs[pair].quote,
+        decimals: pairs[pair].quoteDecimals,
+      };
+    });
+
+    this.dexHelper.cache.setex(
+      this.dexKey,
+      this.network,
+      this.pairsCacheKey,
+      this.pairsCacheTTL,
+      JSON.stringify(dexPairs),
+    );
+
+    this.dexHelper.cache.setex(
+      this.dexKey,
+      this.network,
+      this.tokensCacheKey,
+      this.tokensCacheTTL,
+      JSON.stringify(tokenMap),
+    );
+
+    this.dexHelper.cache.setex(
+      this.dexKey,
+      this.network,
+      this.tokensAddrCacheKey,
+      this.tokensCacheTTL,
+      JSON.stringify(tokenAddrMap),
+    );
+  }
+
+  private handleRatesResponse(resp: DexalotPricesResponse): void {
+    const { prices } = resp;
+    const dexPrices: PriceDataMap = {};
+    Object.keys(prices).forEach(pair => {
+      dexPrices[pair.toLowerCase()] = prices[pair];
+    });
+
+    this.dexHelper.cache.setex(
+      this.dexKey,
+      this.network,
+      this.pricesCacheKey,
+      this.pricesCacheTTL,
+      JSON.stringify(dexPrices),
+    );
+  }
+
+  private async handleBlacklistResponse(
+    resp: DexalotBlacklistResponse,
+  ): Promise<void> {
+    const { blacklist } = resp;
+    this.dexHelper.cache.setex(
+      this.dexKey,
+      this.network,
+      this.blacklistCacheKey,
+      this.blacklistCacheTTL,
+      JSON.stringify(blacklist.map((item) => item.toLowerCase())),
+    );
+  }
+}

package/src/dex/dexalot/types.ts

@@ -0,0 +1,131 @@
+import { RequestHeaders } from '../../dex-helper';
+import { Token } from '../../types';
+import { Method } from '../../dex-helper/irequest-wrapper';
+
+type RFQOrder = {
+  nonceAndMeta: string;
+  expiry: number;
+  makerAsset: string;
+  takerAsset: string;
+  maker: string;
+  taker: string;
+  makerAmount: string;
+  takerAmount: string;
+  signature?: string;
+};
+
+export type RFQResponse = {
+  order: RFQOrder;
+  signature: string;
+};
+
+export type RFQResponseError = {
+  Reason: string;
+  ReasonCode: string;
+  Success: boolean;
+  RetryAfter?: number;
+};
+
+export type DexalotData = {
+  quoteData?: RFQOrder;
+};
+
+export type DexParams = {
+  mainnetRFQAddress: string;
+};
+
+export enum ClobSide {
+  BID = 'BID',
+  ASK = 'ASK',
+}
+
+export class DexalotRfqError extends Error {}
+
+export type PairData = {
+  base: string;
+  quote: string;
+  liquidityUSD: number;
+  isSrcBase?: boolean;
+};
+
+export type PairDataMap = {
+  [pair: string]: PairData;
+};
+
+export type PairDataResp = {
+  base: string;
+  quote: string;
+  liquidityUSD: number;
+  baseAddress: string;
+  quoteAddress: string;
+  baseDecimals: number;
+  quoteDecimals: number;
+};
+
+export type DexalotPairsResponse = {
+  [pair: string]: PairDataResp;
+};
+
+type PriceData = {
+  bids: string[][];
+  asks: string[][];
+};
+
+export type PriceDataMap = {
+  [pair: string]: PriceData;
+};
+
+export type DexalotPricesResponse = {
+  prices: PriceDataMap;
+};
+
+export type TokenAddrDataMap = {
+  [symbol: string]: string;
+};
+
+export type TokenDataMap = {
+  [address: string]: Token;
+};
+
+export type DexalotBlacklistResponse = {
+  blacklist: string[];
+};
+
+export type DexalotRateFetcherConfig = {
+  rateConfig: {
+    pairsReqParams: {
+      url: string;
+      headers?: RequestHeaders;
+      params?: any;
+    };
+    pricesReqParams: {
+      url: string;
+      headers?: RequestHeaders;
+      params?: any;
+    };
+    blacklistReqParams: {
+      url: string;
+      headers?: RequestHeaders;
+      params?: any;
+    };
+    pairsIntervalMs: number;
+    pricesIntervalMs: number;
+    blacklistIntervalMs: number;
+    pairsCacheKey: string;
+    pricesCacheKey: string;
+    tokensAddrCacheKey: string;
+    tokensCacheKey: string;
+    blacklistCacheKey: string;
+    blacklistCacheTTLSecs: number;
+    pairsCacheTTLSecs: number;
+    pricesCacheTTLSecs: number;
+    tokensCacheTTLSecs: number;
+  };
+};
+
+export type DexalotAPIParameters = {
+  url: string;
+  headers?: RequestHeaders;
+  params?: any;
+  method?: Method;
+};

package/src/dex/dexalot/validators.ts

@@ -0,0 +1,46 @@
+import joi from 'joi';
+
+const pairValidator = joi.object({
+  base: joi.string().min(1).required(),
+  quote: joi.string().min(1).required(),
+  liquidityUSD: joi.number().min(0).required(),
+  baseAddress: joi.string().min(1).required(),
+  quoteAddress: joi.string().min(1).required(),
+  baseDecimals: joi.number().min(0).required(),
+  quoteDecimals: joi.number().min(0).required(),
+});
+
+export const pairsResponseValidator = joi
+  .object()
+  .pattern(joi.string(), pairValidator);
+
+const orderbookRecordValidator = joi
+  .array()
+  .items(joi.string().min(1))
+  .length(2);
+
+const orderbookValidator = joi.object({
+  bids: joi.array().items(orderbookRecordValidator).required(),
+  asks: joi.array().items(orderbookRecordValidator).required(),
+});
+
+export const pricesResponseValidator = joi.object({
+  prices: joi.object().pattern(joi.string(), orderbookValidator),
+});
+
+const tokenValidator = joi.object({
+  symbol: joi.string().min(1).required(),
+  name: joi.string().min(1).required(),
+  description: joi.string().min(1).required(),
+  address: joi.string().min(1).required(),
+  decimals: joi.number().min(0).required(),
+  type: joi.string().min(1).required(),
+});
+
+export const tokensResponseValidator = joi.object({
+  tokens: joi.object().pattern(joi.string(), tokenValidator),
+});
+
+export const blacklistResponseValidator = joi.object({
+  blacklist: joi.array().items(joi.string().min(1)).required(),
+});

package/src/dex/idex.ts

@@ -131,9 +131,11 @@ export interface IDexPricing<ExchangeData> {
     blockNumber: number,
     // list of pool identifiers to use for pricing, if undefined use all pools
     limitPools?: string[],
+
     // I don't like putting this as new params, but in order to not change interface
     // across all integrations, done it like this
     transferFees?: TransferFeeParams,
+    isFirstSwap?: boolean,
   ): Promise<ExchangePrices<ExchangeData> | null>;
 
   // Returns estimated gas cost for calldata for DEX when used in multiSwap.

package/src/dex/index.ts

@@ -76,6 +76,7 @@ import { PancakeswapV3 } from './pancakeswap-v3/pancakeswap-v3';
 import { Algebra } from './algebra/algebra';
 import { QuickPerps } from './quick-perps/quick-perps';
 import { NomiswapV2 } from './uniswap-v2/nomiswap-v2';
+import { Dexalot } from './dexalot/dexalot';
 
 const LegacyDexes = [
   CurveV2,
@@ -102,6 +103,7 @@ const LegacyDexes = [
 ];
 
 const Dexes = [
+  Dexalot,
   CurveV1,
   CurveFork,
   Swerve,

package/src/types.ts

@@ -276,6 +276,7 @@ export type Config = {
   hashFlowDisabledMMs: string[];
   uniswapV3EventLoggingSampleRate?: number;
   swaapV2AuthToken?: string;
+  dexalotAuthToken?: string;
   forceRpcFallbackDexs: string[];
 };
 

package/tests/constants-e2e.ts

@@ -1065,7 +1065,7 @@ export const Holders: {
     BETS: '0x8cc2284c90d05578633418f9cde104f402375a65',
     HATCHY: '0x14ec295ec8def851ec6e2959df872dd24e422631',
     USDCe: '0x3a2434c698f8d79af1f5a9e43013157ca8b11a66',
-    USDC: '0xbf14db80d9275fb721383a77c00ae180fc40ae98',
+    USDC: '0x0d0707963952f2fba59dd06f2b425ace40b492fe',
     USDTe: '0x84d34f4f83a87596cd3fb6887cff8f17bf5a7b83',
     WETHe: '0xD291B51f7a1a1F4917D085F2a7731A447E4aF82D',
     POPS: '0x5268c2331658cb0b2858cfa9db27d8f22f5434bc',
@@ -1081,7 +1081,7 @@ export const Holders: {
     TSD: '0x691A89db352B72dDb249bFe16503494eC0D920A4',
     THO: '0xc40d16c47394a506d451475c8a7c46c1175c1da1',
     aAvaUSDT: '0x50B1Ba98Cf117c9682048D56628B294ebbAA4ec2',
-    USDT: '0x4aeFa39caEAdD662aE31ab0CE7c8C2c9c0a013E8',
+    USDT: '0x764fe7fb23f0f995c45faef5e32a4526f2028814',
     aAvaWAVAX: '0x1B18Df70863636AEe4BfBAb6F7C70ceBCA9bA404',
     oldFRAX: '0x4e3376018add04ebe4c46bf6f924ddec8c67aa7b',
     newFRAX: '0x4e3376018add04ebe4c46bf6f924ddec8c67aa7b',

package/build/dex/hello/config.js

@@ -1,15 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.Adapters = exports.HelloConfig = void 0;
-const constants_1 = require("../../constants");
-exports.HelloConfig = {
-    Hello: {
-    // TODO: complete me!
-    },
-};
-exports.Adapters = {
-    // TODO: add adapters for each chain
-    // This is an example to copy
-    [constants_1.Network.MAINNET]: { [constants_1.SwapSide.SELL]: [{ name: '', index: 0 }] },
-};
-//# sourceMappingURL=config.js.map

package/build/dex/hello/config.js.map

@@ -1 +0,0 @@
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package/build/dex/hello/hello-pool.d.ts

@@ -1,39 +0,0 @@
-import { Interface } from '@ethersproject/abi';
-import { DeepReadonly } from 'ts-essentials';
-import { Log, Logger } from '../../types';
-import { StatefulEventSubscriber } from '../../stateful-event-subscriber';
-import { IDexHelper } from '../../dex-helper/idex-helper';
-import { PoolState } from './types';
-export declare class HelloEventPool extends StatefulEventSubscriber<PoolState> {
-    readonly parentName: string;
-    protected network: number;
-    protected dexHelper: IDexHelper;
-    protected helloIface: Interface;
-    handlers: {
-        [event: string]: (event: any, state: DeepReadonly<PoolState>, log: Readonly<Log>) => DeepReadonly<PoolState> | null;
-    };
-    logDecoder: (log: Log) => any;
-    addressesSubscribed: string[];
-    constructor(parentName: string, network: number, dexHelper: IDexHelper, logger: Logger, helloIface?: Interface);
-    /**
-     * The function is called every time any of the subscribed
-     * addresses release log. The function accepts the current
-     * state, updates the state according to the log, and returns
-     * the updated state.
-     * @param state - Current state of event subscriber
-     * @param log - Log released by one of the subscribed addresses
-     * @returns Updates state of the event subscriber after the log
-     */
-    protected processLog(state: DeepReadonly<PoolState>, log: Readonly<Log>): DeepReadonly<PoolState> | null;
-    /**
-     * The function generates state using on-chain calls. This
-     * function is called to regenerate state if the event based
-     * system fails to fetch events and the local state is no
-     * more correct.
-     * @param blockNumber - Blocknumber for which the state should
-     * should be generated
-     * @returns state of the event subscriber at blocknumber
-     */
-    generateState(blockNumber: number): Promise<DeepReadonly<PoolState>>;
-    handleMyEvent(event: any, state: DeepReadonly<PoolState>, log: Readonly<Log>): DeepReadonly<PoolState> | null;
-}

package/build/dex/hello/hello-pool.js

@@ -1,64 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.HelloEventPool = void 0;
-const abi_1 = require("@ethersproject/abi");
-const utils_1 = require("../../utils");
-const stateful_event_subscriber_1 = require("../../stateful-event-subscriber");
-class HelloEventPool extends stateful_event_subscriber_1.StatefulEventSubscriber {
-    constructor(parentName, network, dexHelper, logger, helloIface = new abi_1.Interface('' /* TODO: Import and put here Hello ABI */)) {
-        // TODO: Add pool name
-        super(parentName, 'POOL_NAME', dexHelper, logger);
-        this.parentName = parentName;
-        this.network = network;
-        this.dexHelper = dexHelper;
-        this.helloIface = helloIface;
-        this.handlers = {};
-        // TODO: make logDecoder decode logs that
-        this.logDecoder = (log) => this.helloIface.parseLog(log);
-        this.addressesSubscribed = [
-        /* subscribed addresses */
-        ];
-        // Add handlers
-        this.handlers['myEvent'] = this.handleMyEvent.bind(this);
-    }
-    /**
-     * The function is called every time any of the subscribed
-     * addresses release log. The function accepts the current
-     * state, updates the state according to the log, and returns
-     * the updated state.
-     * @param state - Current state of event subscriber
-     * @param log - Log released by one of the subscribed addresses
-     * @returns Updates state of the event subscriber after the log
-     */
-    processLog(state, log) {
-        try {
-            const event = this.logDecoder(log);
-            if (event.name in this.handlers) {
-                return this.handlers[event.name](event, state, log);
-            }
-        }
-        catch (e) {
-            (0, utils_1.catchParseLogError)(e, this.logger);
-        }
-        return null;
-    }
-    /**
-     * The function generates state using on-chain calls. This
-     * function is called to regenerate state if the event based
-     * system fails to fetch events and the local state is no
-     * more correct.
-     * @param blockNumber - Blocknumber for which the state should
-     * should be generated
-     * @returns state of the event subscriber at blocknumber
-     */
-    async generateState(blockNumber) {
-        // TODO: complete me!
-        return {};
-    }
-    // Its just a dummy example
-    handleMyEvent(event, state, log) {
-        return null;
-    }
-}
-exports.HelloEventPool = HelloEventPool;
-//# sourceMappingURL=hello-pool.js.map

package/build/dex/hello/hello-pool.js.map

@@ -1 +0,0 @@
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package/build/dex/hello/hello.d.ts

@@ -1,37 +0,0 @@
-import { AsyncOrSync } from 'ts-essentials';
-import { Token, Address, ExchangePrices, PoolPrices, AdapterExchangeParam, SimpleExchangeParam, PoolLiquidity, Logger } from '../../types';
-import { SwapSide, Network } from '../../constants';
-import { IDex } from '../../dex/idex';
-import { IDexHelper } from '../../dex-helper/idex-helper';
-import { HelloData } from './types';
-import { SimpleExchange } from '../simple-exchange';
-import { HelloEventPool } from './hello-pool';
-export declare class Hello extends SimpleExchange implements IDex<HelloData> {
-    readonly network: Network;
-    readonly dexKey: string;
-    readonly dexHelper: IDexHelper;
-    protected adapters: import("../../types").AdapterMappings;
-    protected eventPools: HelloEventPool;
-    readonly hasConstantPriceLargeAmounts = false;
-    readonly needWrapNative = true;
-    readonly isFeeOnTransferSupported = false;
-    static dexKeysWithNetwork: {
-        key: string;
-        networks: Network[];
-    }[];
-    logger: Logger;
-    constructor(network: Network, dexKey: string, dexHelper: IDexHelper, adapters?: import("../../types").AdapterMappings);
-    initializePricing(blockNumber: number): Promise<void>;
-    getAdapters(side: SwapSide): {
-        name: string;
-        index: number;
-    }[] | null;
-    getPoolIdentifiers(srcToken: Token, destToken: Token, side: SwapSide, blockNumber: number): Promise<string[]>;
-    getPricesVolume(srcToken: Token, destToken: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[]): Promise<null | ExchangePrices<HelloData>>;
-    getCalldataGasCost(poolPrices: PoolPrices<HelloData>): number | number[];
-    getAdapterParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: HelloData, side: SwapSide): AdapterExchangeParam;
-    getSimpleParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: HelloData, side: SwapSide): Promise<SimpleExchangeParam>;
-    updatePoolState(): Promise<void>;
-    getTopPoolsForToken(tokenAddress: Address, limit: number): Promise<PoolLiquidity[]>;
-    releaseResources(): AsyncOrSync<void>;
-}