@paraswap/dex-lib 2.42.14-algebra-bugfix-missed-created-pools.2 → 2.42.14

package/.vscode/launch.json

@@ -0,0 +1,39 @@
+{
+  "version": "0.2.0",
+  "configurations": [
+    {
+      "type": "node",
+      "request": "launch",
+      "name": "Current",
+      "program": "${file}",
+      "preLaunchTask": "npm: build",
+      "sourceMaps": true,
+      "smartStep": true,
+      "internalConsoleOptions": "openOnSessionStart",
+      "outFiles": ["${workspaceFolder}/build/**/*.js"]
+    },
+    {
+      "type": "node",
+      "request": "launch",
+      "name": "Debug Jest Tests",
+      "program": "${workspaceFolder}/node_modules/ts-node/dist/bin.js",
+      "args": [
+        "--project",
+        "tsconfig.json",
+        "${workspaceFolder}/src/dex/algebra/scripts/validate-state.ts",
+        // "${workspaceFolder}/scripts/dex-integration.ts",
+        "test",
+        "gmx"
+      ],
+      "console": "integratedTerminal",
+      "internalConsoleOptions": "neverOpen",
+      // "disableOptimisticBPs": true,
+      "runtimeArgs": ["--nolazy"],
+      "sourceMaps": true,
+      "smartStep": true,
+      "skipFiles": ["<node_internals>/**"],
+      "cwd": "${workspaceFolder}",
+      // "protocol": "inspector"
+    }
+  ]
+}

package/.vscode/settings.json

@@ -0,0 +1,2 @@
+{
+}

package/.vscode/tasks.json

@@ -0,0 +1,15 @@
+{
+  "version": "2.0.0",
+  "tasks": [
+    {
+      "label": "tsc: build - tsconfig.json",
+      "type": "typescript",
+      "tsconfig": "tsconfig.json",
+      "problemMatcher": ["$tsc"],
+      "group": {
+        "kind": "build",
+        "isDefault": true
+      }
+    }
+  ]
+}

package/build/dex/algebra/algebra.d.ts

@@ -20,7 +20,6 @@ export declare class Algebra extends SimpleExchange implements IDex<AlgebraData>
     private readonly factory;
     readonly isFeeOnTransferSupported: boolean;
     protected eventPools: Record<string, IAlgebraEventPool | null>;
-    private newlyCreatedPoolKeys;
     readonly hasConstantPriceLargeAmounts = false;
     readonly needWrapNative = true;
     intervalTask?: NodeJS.Timeout;

package/build/dex/algebra/algebra.js

@@ -45,8 +45,8 @@ const AlgebraMath_1 = require("./lib/AlgebraMath");
 const algebra_pool_v1_1_1 = require("./algebra-pool-v1_1");
 const algebra_pool_v1_9_1 = require("./algebra-pool-v1_9");
 const algebra_factory_1 = require("./algebra-factory");
-// const ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS = 3 * 24 * 60 * 60 * 1000; // 3 days
-// const ALGEBRA_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS = 24 * 60 * 60 * 1000; // Once in a day
+const ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS = 3 * 24 * 60 * 60 * 1000; // 3 days
+const ALGEBRA_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS = 24 * 60 * 60 * 1000; // Once in a day
 const ALGEBRA_EFFICIENCY_FACTOR = 3;
 const ALGEBRA_TICK_GAS_COST = 24000; // Ceiled
 const ALGEBRA_TICK_BASE_OVERHEAD = 75000;
@@ -67,7 +67,6 @@ class Algebra extends simple_exchange_1.SimpleExchange {
         this.config = config;
         this.isFeeOnTransferSupported = false;
         this.eventPools = {};
-        this.newlyCreatedPoolKeys = new Set();
         this.hasConstantPriceLargeAmounts = false;
         this.needWrapNative = true;
         /*
@@ -77,8 +76,7 @@ class Algebra extends simple_exchange_1.SimpleExchange {
         this.onPoolCreatedDeleteFromNonExistingSet = async ({ token0, token1, }) => {
             const logPrefix = '[onPoolCreatedDeleteFromNonExistingSet]';
             const [_token0, _token1] = this._sortTokens(token0, token1);
-            const poolKey = `${_token0}_${_token1}`.toLowerCase();
-            this.newlyCreatedPoolKeys.add(poolKey);
+            const poolKey = `${_token0}_${_token1}`;
             // 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)];
@@ -115,22 +113,13 @@ class Algebra extends simple_exchange_1.SimpleExchange {
     async initializePricing(blockNumber) {
         // Init listening to new pools creation
         await this.factory.initialize(blockNumber);
-        //// COMMENTING DEPRECATED LOGIC: as we now  invalidate pools on creation this is not needed anymore
-        // if (!this.dexHelper.config.isSlave) {
-        //   const cleanExpiredNotExistingPoolsKeys = async () => {
-        //     const maxTimestamp =
-        //       Date.now() - ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS;
-        //     await this.dexHelper.cache.zremrangebyscore(
-        //       this.notExistingPoolSetKey,
-        //       0,
-        //       maxTimestamp,
-        //     );
-        //   };
-        //   this.intervalTask = setInterval(
-        //     cleanExpiredNotExistingPoolsKeys.bind(this),
-        //     ALGEBRA_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS,
-        //   );
-        // }
+        if (!this.dexHelper.config.isSlave) {
+            const cleanExpiredNotExistingPoolsKeys = async () => {
+                const maxTimestamp = Date.now() - ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS;
+                await this.dexHelper.cache.zremrangebyscore(this.notExistingPoolSetKey, 0, maxTimestamp);
+            };
+            this.intervalTask = setInterval(cleanExpiredNotExistingPoolsKeys.bind(this), ALGEBRA_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS);
+        }
     }
     async getPool(srcAddress, destAddress, blockNumber) {
         let pool = this.eventPools[this.getPoolIdentifier(srcAddress, destAddress)];
@@ -189,34 +178,20 @@ class Algebra extends simple_exchange_1.SimpleExchange {
                     pool.initRetryAttemptCount = 0;
                 },
             });
-            if (this.newlyCreatedPoolKeys.has(key)) {
-                this.newlyCreatedPoolKeys.delete(key);
-            }
         }
         catch (e) {
             if (e instanceof Error && e.message.endsWith('Pool does not exist')) {
-                /*
-                 protection against 2 race conditions
-                  1/ if pool.initialize() promise rejects after the Pool creation event got treated
-                  2/ if the rpc node we hit on the http request is lagging behind the one we got event from (websocket)
-                */
-                if (this.newlyCreatedPoolKeys.has(key)) {
-                    this.logger.warn(`[block=${blockNumber}][Pool=${key}] newly created pool failed to initialise`);
-                    this.newlyCreatedPoolKeys.delete(key);
-                }
-                else {
-                    this.logger.info(`[block=${blockNumber}][Pool=${key}] pool failed to initialize so it's marked as non existing`, e);
-                    // no need to await we want the set to have the pool key but it's not blocking
-                    this.dexHelper.cache.zadd(this.notExistingPoolSetKey, [Date.now(), key], 'NX');
-                    // Pool does not exist for this pair, so we can set it to null
-                    // to prevent more requests for this pool
-                    pool = null;
-                }
+                // no need to await we want the set to have the pool key but it's not blocking
+                this.dexHelper.cache.zadd(this.notExistingPoolSetKey, [Date.now(), key], 'NX');
+                // Pool does not exist for this pair, so we can set it to null
+                // to prevent more requests for this pool
+                pool = null;
+                this.logger.trace(`${this.dexHelper}: Pool: srcAddress=${srcAddress}, destAddress=${destAddress} not found`, e);
             }
             else {
                 // on unknown error mark as failed and increase retryCount for retry init strategy
                 // note: state would be null by default which allows to fallback
-                this.logger.warn(`[block=${blockNumber}][Pool=${key}] Can not generate pool state for srcAddress=${srcAddress}, destAddress=${destAddress} pool fallback to rpc and retry every ${this.config.initRetryFrequency} times, initRetryAttemptCount=${pool.initRetryAttemptCount}`, e);
+                this.logger.warn(`${this.dexKey}: Can not generate pool state for srcAddress=${srcAddress}, destAddress=${destAddress} pool fallback to rpc and retry every ${this.config.initRetryFrequency} times, initRetryAttemptCount=${pool.initRetryAttemptCount}`, e);
                 pool.initFailed = true;
             }
         }

package/build/dex/algebra/algebra.js.map

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package/build/dex/algebra/lib/AlgebraMath.js

@@ -368,7 +368,7 @@ class AlgebraMathClass {
                 TickTable_1.TickTable.nextInitializedTickWithinOneWord(poolState, currentTick, zeroToOne, false, poolState.areTicksCompressed ? poolState.tickSpacing : undefined);
             step.nextTickPrice = TickMath_1.TickMath.getSqrtRatioAtTick(step.nextTick);
             // equivalent of  PriceMovementMath.movePriceTowardsTarget
-            const result = SwapMath_1.SwapMath.computeSwapStep(poolState.globalState.price, zeroToOne == step.nextTickPrice < newSqrtPriceX96
+            const result = SwapMath_1.SwapMath.computeSwapStep(currentPrice, zeroToOne == step.nextTickPrice < newSqrtPriceX96
                 ? newSqrtPriceX96
                 : step.nextTickPrice, currentLiquidity, amountRequired, cache.fee);
             [currentPrice, step.input, step.output, step.feeAmount] = [
@@ -415,6 +415,8 @@ class AlgebraMathClass {
                 break;
             }
         }
+        (0, utils_1._require)(currentPrice == newSqrtPriceX96, `LOGIC ERROR: calculated currentPrice and price from event ('newSqrtPriceX96') should always be equal at the end`, { currentPrice, newSqrtPriceX96 });
+        (0, utils_1._require)(currentTick == newTick, `LOGIC ERROR: calculated currentTick and tick from event ('newTick') should always be equal at the end`, { currentTick, newTick });
         let [amount0, amount1] = zeroToOne == cache.exactInput // the amount to provide could be less then initially specified (e.g. reached limit)
             ? [cache.amountRequiredInitial - amountRequired, cache.amountCalculated] // the amount to get could be less then initially specified (e.g. reached limit)
             : [

package/build/dex/algebra/lib/AlgebraMath.js.map

@@ -1 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@paraswap/dex-lib",
-  "version": "2.42.14-algebra-bugfix-missed-created-pools.2",
+  "version": "2.42.14",
   "main": "build/index.js",
   "types": "build/index.d.ts",
   "repository": "https://github.com/paraswap/paraswap-dex-lib",

package/src/dex/algebra/algebra.ts

@@ -45,8 +45,8 @@ type PoolPairsInfo = {
   token1: Address;
 };
 
-// const ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS = 3 * 24 * 60 * 60 * 1000; // 3 days
-// const ALGEBRA_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS = 24 * 60 * 60 * 1000; // Once in a day
+const ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS = 3 * 24 * 60 * 60 * 1000; // 3 days
+const ALGEBRA_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS = 24 * 60 * 60 * 1000; // Once in a day
 const ALGEBRA_EFFICIENCY_FACTOR = 3;
 const ALGEBRA_TICK_GAS_COST = 24_000; // Ceiled
 const ALGEBRA_TICK_BASE_OVERHEAD = 75_000;
@@ -64,8 +64,6 @@ export class Algebra extends SimpleExchange implements IDex<AlgebraData> {
   readonly isFeeOnTransferSupported: boolean = false;
   protected eventPools: Record<string, IAlgebraEventPool | null> = {};
 
-  private newlyCreatedPoolKeys: Set<string> = new Set();
-
   readonly hasConstantPriceLargeAmounts = false;
   readonly needWrapNative = true;
 
@@ -141,23 +139,22 @@ export class Algebra extends SimpleExchange implements IDex<AlgebraData> {
     // Init listening to new pools creation
     await this.factory.initialize(blockNumber);
 
-    //// COMMENTING DEPRECATED LOGIC: as we now  invalidate pools on creation this is not needed anymore
-    // if (!this.dexHelper.config.isSlave) {
-    //   const cleanExpiredNotExistingPoolsKeys = async () => {
-    //     const maxTimestamp =
-    //       Date.now() - ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS;
-    //     await this.dexHelper.cache.zremrangebyscore(
-    //       this.notExistingPoolSetKey,
-    //       0,
-    //       maxTimestamp,
-    //     );
-    //   };
-
-    //   this.intervalTask = setInterval(
-    //     cleanExpiredNotExistingPoolsKeys.bind(this),
-    //     ALGEBRA_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS,
-    //   );
-    // }
+    if (!this.dexHelper.config.isSlave) {
+      const cleanExpiredNotExistingPoolsKeys = async () => {
+        const maxTimestamp =
+          Date.now() - ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS;
+        await this.dexHelper.cache.zremrangebyscore(
+          this.notExistingPoolSetKey,
+          0,
+          maxTimestamp,
+        );
+      };
+
+      this.intervalTask = setInterval(
+        cleanExpiredNotExistingPoolsKeys.bind(this),
+        ALGEBRA_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS,
+      );
+    }
   }
 
   /*
@@ -170,9 +167,7 @@ export class Algebra extends SimpleExchange implements IDex<AlgebraData> {
   }) => {
     const logPrefix = '[onPoolCreatedDeleteFromNonExistingSet]';
     const [_token0, _token1] = this._sortTokens(token0, token1);
-    const poolKey = `${_token0}_${_token1}`.toLowerCase();
-
-    this.newlyCreatedPoolKeys.add(poolKey);
+    const poolKey = `${_token0}_${_token1}`;
 
     // consider doing it only from master pool for less calls to distant cache
 
@@ -295,44 +290,27 @@ export class Algebra extends SimpleExchange implements IDex<AlgebraData> {
           pool!.initRetryAttemptCount = 0;
         },
       });
-
-      if (this.newlyCreatedPoolKeys.has(key)) {
-        this.newlyCreatedPoolKeys.delete(key);
-      }
     } catch (e) {
       if (e instanceof Error && e.message.endsWith('Pool does not exist')) {
-        /* 
-         protection against 2 race conditions
-          1/ if pool.initialize() promise rejects after the Pool creation event got treated
-          2/ if the rpc node we hit on the http request is lagging behind the one we got event from (websocket)
-        */
-        if (this.newlyCreatedPoolKeys.has(key)) {
-          this.logger.warn(
-            `[block=${blockNumber}][Pool=${key}] newly created pool failed to initialise`,
-          );
-          this.newlyCreatedPoolKeys.delete(key);
-        } else {
-          this.logger.info(
-            `[block=${blockNumber}][Pool=${key}] pool failed to initialize so it's marked as non existing`,
-            e,
-          );
-
-          // no need to await we want the set to have the pool key but it's not blocking
-          this.dexHelper.cache.zadd(
-            this.notExistingPoolSetKey,
-            [Date.now(), key],
-            'NX',
-          );
+        // no need to await we want the set to have the pool key but it's not blocking
+        this.dexHelper.cache.zadd(
+          this.notExistingPoolSetKey,
+          [Date.now(), key],
+          'NX',
+        );
 
-          // Pool does not exist for this pair, so we can set it to null
-          // to prevent more requests for this pool
-          pool = null;
-        }
+        // Pool does not exist for this pair, so we can set it to null
+        // to prevent more requests for this pool
+        pool = null;
+        this.logger.trace(
+          `${this.dexHelper}: Pool: srcAddress=${srcAddress}, destAddress=${destAddress} not found`,
+          e,
+        );
       } else {
         // on unknown error mark as failed and increase retryCount for retry init strategy
         // note: state would be null by default which allows to fallback
         this.logger.warn(
-          `[block=${blockNumber}][Pool=${key}] Can not generate pool state for srcAddress=${srcAddress}, destAddress=${destAddress} 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} pool fallback to rpc and retry every ${this.config.initRetryFrequency} times, initRetryAttemptCount=${pool.initRetryAttemptCount}`,
           e,
         );
         pool.initFailed = true;

package/src/dex/algebra/lib/AlgebraMath.ts

@@ -588,7 +588,7 @@ class AlgebraMathClass {
 
       // equivalent of  PriceMovementMath.movePriceTowardsTarget
       const result = SwapMath.computeSwapStep(
-        poolState.globalState.price,
+        currentPrice,
         zeroToOne == step.nextTickPrice < newSqrtPriceX96
           ? newSqrtPriceX96
           : step.nextTickPrice,
@@ -651,6 +651,18 @@ class AlgebraMathClass {
       }
     }
 
+    _require(
+      currentPrice == newSqrtPriceX96,
+      `LOGIC ERROR: calculated currentPrice and price from event ('newSqrtPriceX96') should always be equal at the end`,
+      { currentPrice, newSqrtPriceX96 },
+    );
+
+    _require(
+      currentTick == newTick,
+      `LOGIC ERROR: calculated currentTick and tick from event ('newTick') should always be equal at the end`,
+      { currentTick, newTick },
+    );
+
     let [amount0, amount1] =
       zeroToOne == cache.exactInput // the amount to provide could be less then initially specified (e.g. reached limit)
         ? [cache.amountRequiredInitial - amountRequired, cache.amountCalculated] // the amount to get could be less then initially specified (e.g. reached limit)