@paraswap/dex-lib 2.42.22 → 2.42.23

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

@@ -0,0 +1,161 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.WombatPool = void 0;
+const abi_1 = require("@ethersproject/abi");
+const lodash_1 = __importDefault(require("lodash"));
+const stateful_rpc_poller_1 = require("../../lib/stateful-rpc-poller/stateful-rpc-poller");
+const state_polling_manager_1 = require("../../lib/stateful-rpc-poller/state-polling-manager");
+const utils_1 = require("../../lib/stateful-rpc-poller/utils");
+const decoders_1 = require("../../lib/decoders");
+const pool_json_1 = __importDefault(require("../../abi/wombat/pool.json"));
+const asset_json_1 = __importDefault(require("../../abi/wombat/asset.json"));
+const utils_2 = require("./utils");
+class WombatPool extends stateful_rpc_poller_1.StatefulRpcPoller {
+    constructor(dexKey, poolIdentifier, dexHelper, poolAddress, asset2TokenMap) {
+        const callbacks = (0, utils_1.pollingManagerCbExtractor)(state_polling_manager_1.StatePollingManager.getInstance(dexHelper));
+        super(dexKey, poolIdentifier, dexHelper, 0, 0, false, callbacks);
+        this.poolAddress = poolAddress;
+        this.asset2TokenMap = asset2TokenMap;
+    }
+    _getFetchStateMultiCalls() {
+        const params = [];
+        params.push({
+            target: this.poolAddress,
+            callData: WombatPool.poolInterface.encodeFunctionData('paused'),
+            decodeFunction: decoders_1.booleanDecode,
+        });
+        params.push({
+            target: this.poolAddress,
+            callData: WombatPool.poolInterface.encodeFunctionData('ampFactor'),
+            decodeFunction: decoders_1.uint256ToBigInt,
+        });
+        params.push({
+            target: this.poolAddress,
+            callData: WombatPool.poolInterface.encodeFunctionData('haircutRate'),
+            decodeFunction: decoders_1.uint256ToBigInt,
+        });
+        params.push({
+            target: this.poolAddress,
+            callData: WombatPool.poolInterface.encodeFunctionData('startCovRatio'),
+            decodeFunction: decoders_1.uint256ToBigInt,
+        });
+        params.push({
+            target: this.poolAddress,
+            callData: WombatPool.poolInterface.encodeFunctionData('endCovRatio'),
+            decodeFunction: decoders_1.uint256ToBigInt,
+        });
+        params.push({
+            target: this.poolAddress,
+            callData: WombatPool.poolInterface.encodeFunctionData('getTokens'),
+            decodeFunction: decoders_1.addressArrayDecode,
+        });
+        this.asset2TokenMap.forEach((token, asset) => {
+            params.push({
+                target: this.poolAddress,
+                callData: WombatPool.poolInterface.encodeFunctionData('isPaused', [
+                    token,
+                ]),
+                decodeFunction: decoders_1.booleanDecode,
+            });
+            params.push({
+                target: asset,
+                callData: WombatPool.assetInterface.encodeFunctionData('cash'),
+                decodeFunction: utils_2.uint120ToBigInt,
+            });
+            params.push({
+                target: asset,
+                callData: WombatPool.assetInterface.encodeFunctionData('liability'),
+                decodeFunction: utils_2.uint120ToBigInt,
+            });
+            params.push({
+                target: asset,
+                callData: WombatPool.assetInterface.encodeFunctionData('underlyingTokenDecimals'),
+                decodeFunction: decoders_1.uint8ToNumber,
+            });
+            params.push({
+                target: asset,
+                callData: WombatPool.assetInterface.encodeFunctionData('getRelativePrice'),
+                decodeFunction: decoders_1.uint256ToBigInt,
+            });
+        });
+        return params;
+    }
+    _parseStateFromMultiResults(multiOutputs) {
+        const [paused, ampFactor, haircutRate, startCovRatio, endCovRatio, tokens, ...remained] = multiOutputs;
+        const assetTokenArray = Array.from(this.asset2TokenMap.entries());
+        const token2AssetStates = new Map();
+        lodash_1.default.chunk(remained, 5).forEach((chunk, i) => {
+            const [paused, cash, liability, underlyingTokenDecimals, relativePrice] = chunk;
+            const [asset, token] = assetTokenArray[i];
+            token2AssetStates.set(token, {
+                address: asset,
+                paused,
+                cash,
+                liability,
+                underlyingTokenDecimals,
+                relativePrice,
+            });
+        });
+        const poolState = {
+            params: {
+                paused,
+                ampFactor,
+                haircutRate,
+                startCovRatio,
+                endCovRatio,
+            },
+            underlyingAddresses: tokens,
+            asset: {},
+        };
+        const isMainPool = Array.from(token2AssetStates.values()).filter(assetState => assetState.relativePrice === undefined).length > 0;
+        for (const token of poolState.underlyingAddresses) {
+            if (!token2AssetStates.has(token)) {
+                // this happens when asset has been added to pool but is not added to BMW yet
+                continue;
+            }
+            poolState.asset[token] = token2AssetStates.get(token);
+            if (isMainPool) {
+                poolState.asset[token].relativePrice = undefined;
+            }
+        }
+        return poolState;
+    }
+    async fetchLatestStateFromRpc() {
+        const multiCalls = this.getFetchStateWithBlockInfoMultiCalls();
+        try {
+            const lastUpdatedAtMs = Date.now();
+            const aggregatedResults = (await this.dexHelper.multiWrapper.tryAggregate(false, multiCalls));
+            return this.parseStateFromMultiResultsWithBlockInfo(aggregatedResults, lastUpdatedAtMs);
+        }
+        catch (e) {
+            this._logMessageWithSuppression('ERROR_FETCHING_STATE_FROM_RPC', e);
+        }
+        return null;
+    }
+    parseStateFromMultiResultsWithBlockInfo(multiOutputs, lastUpdatedAtMs) {
+        const [blockNumber, ...outputsForAbstract] = multiOutputs.map((m, i) => {
+            return m.returnData;
+        });
+        return {
+            value: this._parseStateFromMultiResults(outputsForAbstract),
+            blockNumber,
+            lastUpdatedAtMs,
+        };
+    }
+    addAssets(asset2TokenMap) {
+        for (const [asset, token] of asset2TokenMap) {
+            if (this.asset2TokenMap.has(asset)) {
+                continue;
+            }
+            this.asset2TokenMap.set(asset, token);
+            this._cachedMultiCallData = undefined;
+        }
+    }
+}
+exports.WombatPool = WombatPool;
+WombatPool.poolInterface = new abi_1.Interface(pool_json_1.default);
+WombatPool.assetInterface = new abi_1.Interface(asset_json_1.default);
+//# sourceMappingURL=wombat-pool.js.map

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

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

@@ -0,0 +1,16 @@
+import { AssetState, PoolParams } from './types';
+export declare class WombatQuoter {
+    private readonly ampFactor;
+    private readonly haircutRate;
+    private readonly startCovRatio;
+    private readonly endCovRatio;
+    constructor(poolParams: PoolParams);
+    getQuote(fromAsset: AssetState, toAsset: AssetState, fromAmount: bigint): bigint;
+    private _highCovRatioPoolQuoteFrom;
+    private _highCovRatioFee;
+    private _quoteFrom;
+    private _findUpperBound;
+    private _quoteFactor;
+    static solveQuad(b: bigint, c: bigint): bigint;
+    static swapQuoteFunc(aX: bigint, aY: bigint, lX: bigint, lY: bigint, dX: bigint, a: bigint): bigint;
+}

package/build/dex/wombat/wombat-quoter.js

@@ -0,0 +1,176 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.WombatQuoter = void 0;
+const utils_1 = require("./utils");
+class WombatQuoter {
+    constructor(poolParams) {
+        this.ampFactor = poolParams.ampFactor;
+        this.haircutRate = poolParams.haircutRate;
+        this.startCovRatio = poolParams.startCovRatio;
+        this.endCovRatio = poolParams.endCovRatio;
+    }
+    getQuote(fromAsset, toAsset, fromAmount) {
+        if (fromAmount === 0n || fromAsset.paused) {
+            return 0n;
+        }
+        fromAmount = (0, utils_1.toWad)(fromAmount, BigInt(fromAsset.underlyingTokenDecimals));
+        try {
+            const { actualToAmount, haircut } = this._highCovRatioPoolQuoteFrom(fromAsset, toAsset, fromAmount);
+            const toCash = toAsset.cash - actualToAmount - haircut;
+            if ((0, utils_1.wdiv)(toCash, toAsset.liability) < utils_1.WAD / 100n) {
+                return 0n;
+            }
+            return (0, utils_1.fromWad)(actualToAmount, BigInt(toAsset.underlyingTokenDecimals));
+        }
+        catch (e) {
+            return 0n;
+        }
+    }
+    _highCovRatioPoolQuoteFrom(fromAsset, toAsset, fromAmount) {
+        let { actualToAmount, haircut } = this._quoteFrom(fromAsset, toAsset, fromAmount);
+        if (fromAmount > 0n) {
+            const fromCash = fromAsset.cash;
+            const fromLiability = fromAsset.liability;
+            const finalFromAssetCovRatio = (0, utils_1.wdiv)(fromCash + fromAmount, fromLiability);
+            if (finalFromAssetCovRatio > this.startCovRatio) {
+                // charge high cov ratio fee
+                const highCovRatioFee = (0, utils_1.wmul)(this._highCovRatioFee((0, utils_1.wdiv)(fromCash, fromLiability), finalFromAssetCovRatio), actualToAmount);
+                actualToAmount -= highCovRatioFee;
+                haircut += highCovRatioFee;
+            }
+        }
+        else {
+            // reverse quote
+            const toCash = toAsset.cash;
+            const toLiability = toAsset.liability;
+            const finalToAssetCovRatio = (0, utils_1.wdiv)(toCash + actualToAmount, toLiability);
+            if (finalToAssetCovRatio <= this.startCovRatio) {
+                // happy path: no high cov ratio fee is charged
+                return { actualToAmount, haircut };
+            }
+            else if ((0, utils_1.wdiv)(toCash, toLiability) >= this.endCovRatio) {
+                // the to-asset exceeds it's cov ratio limit, further swap to increase cov ratio is impossible
+                throw new Error('WOMBAT_COV_RATIO_LIMIT_EXCEEDED');
+            }
+            // reverse quote: cov ratio of the to-asset exceed endCovRatio. direct reverse quote is not supported
+            // we binary search for a upper bound
+            actualToAmount = this._findUpperBound(toAsset, fromAsset, -fromAmount);
+            const result = this._highCovRatioPoolQuoteFrom(toAsset, fromAsset, actualToAmount);
+            haircut = result.haircut;
+        }
+        return { actualToAmount, haircut };
+    }
+    _highCovRatioFee(initCovRatio, finalCovRatio) {
+        const startCovRatio = this.startCovRatio;
+        const endCovRatio = this.endCovRatio;
+        if (finalCovRatio > endCovRatio) {
+            // invalid swap
+            throw new Error('WOMBAT_COV_RATIO_LIMIT_EXCEEDED');
+        }
+        else if (finalCovRatio <= startCovRatio ||
+            finalCovRatio <= initCovRatio) {
+            return 0n;
+        }
+        // 1. Calculate the area of fee(r) = (r - startCovRatio) / (endCovRatio - startCovRatio)
+        // when r increase from initCovRatio to finalCovRatio
+        // 2. Then multiply it by (endCovRatio - startCovRatio) / (finalCovRatio - initCovRatio)
+        // to get the average fee over the range
+        const a = initCovRatio <= startCovRatio
+            ? 0n
+            : (initCovRatio - startCovRatio) * (initCovRatio - startCovRatio);
+        const b = (finalCovRatio - startCovRatio) * (finalCovRatio - startCovRatio);
+        return (0, utils_1.wdiv)((b - a) / (finalCovRatio - initCovRatio) / BigInt(2), endCovRatio - startCovRatio);
+    }
+    _quoteFrom(fromAsset, toAsset, fromAmount) {
+        if (fromAmount < 0n) {
+            fromAmount = (0, utils_1.wdiv)(fromAmount, utils_1.WAD - this.haircutRate);
+        }
+        let fromCash = fromAsset.cash;
+        const toCash = toAsset.cash;
+        let fromLiability = fromAsset.liability;
+        const toLiability = toAsset.liability;
+        const scaleFactor = this._quoteFactor(fromAsset, toAsset);
+        if (scaleFactor !== utils_1.WAD) {
+            fromCash = (fromCash * scaleFactor) / utils_1.WAD;
+            fromLiability = (fromLiability * scaleFactor) / utils_1.WAD;
+            fromAmount = (fromAmount * scaleFactor) / utils_1.WAD;
+        }
+        const idealToAmount = WombatQuoter.swapQuoteFunc(fromCash, toCash, fromLiability, toLiability, fromAmount, this.ampFactor);
+        if ((fromAmount > 0n && toCash < idealToAmount) ||
+            (fromAmount < 0n && fromCash < -fromAmount)) {
+            throw new Error('WOMBAT_CASH_NOT_ENOUGH');
+        }
+        let actualToAmount, haircut;
+        if (fromAmount > 0) {
+            haircut = (0, utils_1.wmul)(idealToAmount, this.haircutRate);
+            actualToAmount = idealToAmount - haircut;
+        }
+        else {
+            actualToAmount = idealToAmount;
+            haircut = (0, utils_1.wmul)(-fromAmount, this.haircutRate);
+        }
+        return { actualToAmount, haircut };
+    }
+    _findUpperBound(fromAsset, toAsset, toAmount) {
+        const decimals = BigInt(fromAsset.underlyingTokenDecimals);
+        const toWadFactor = (0, utils_1.toWad)(1n, decimals);
+        // the search value uses the same number of digits as the token
+        let high = (0, utils_1.fromWad)((0, utils_1.wmul)(fromAsset.liability, this.endCovRatio) - fromAsset.cash, decimals);
+        let low = 1n;
+        // verify `high` is a valid upper bound
+        const { actualToAmount: quote } = this._highCovRatioPoolQuoteFrom(fromAsset, toAsset, high * toWadFactor);
+        if (quote < toAmount) {
+            throw new Error('WOMBAT_COV_RATIO_LIMIT_EXCEEDED');
+        }
+        // Note: we might limit the maximum number of rounds if the request is always rejected by the RPC server
+        while (low < high) {
+            const mid = (low + high) / BigInt(2);
+            const { actualToAmount: quote } = this._highCovRatioPoolQuoteFrom(fromAsset, toAsset, mid * toWadFactor);
+            if (quote >= toAmount) {
+                high = mid;
+            }
+            else {
+                low = mid + 1n;
+            }
+        }
+        return high * toWadFactor;
+    }
+    _quoteFactor(fromAsset, toAsset) {
+        if (!fromAsset.relativePrice || !toAsset.relativePrice) {
+            return utils_1.WAD;
+        }
+        return (utils_1.WAD * fromAsset.relativePrice) / toAsset.relativePrice;
+    }
+    static solveQuad(b, c) {
+        return ((0, utils_1.sqrt)(b * b + c * 4n * utils_1.WAD, b) - b) / 2n;
+    }
+    static swapQuoteFunc(aX, aY, lX, lY, dX, a) {
+        if (lX == 0n || lY == 0n) {
+            // in case div of 0, CORE_UNDERFLOW
+            return 0n;
+        }
+        // int256 D = Ax + Ay - A.wmul((Lx * Lx) / Ax + (Ly * Ly) / Ay); // flattened _invariantFunc
+        const d = aX + aY - (0, utils_1.wmul)(a, (lX * lX) / aX + (lY * lY) / aY);
+        // int256 rx_ = (Ax + Dx).wdiv(Lx);
+        const rX = (0, utils_1.wdiv)(aX + dX, lX);
+        // int256 b = (Lx * (rx_ - A.wdiv(rx_))) / Ly - D.wdiv(Ly); // flattened _coefficientFunc
+        const b = (lX * (rX - (0, utils_1.wdiv)(a, rX))) / lY - (0, utils_1.wdiv)(d, lY);
+        // int256 ry_ = _solveQuad(b, A);
+        const rY = WombatQuoter.solveQuad(b, a);
+        // int256 Dy = Ly.wmul(ry_) - Ay;
+        const dY = (0, utils_1.wmul)(lY, rY) - aY;
+        // if (Dy < 0) {
+        //     quote = uint256(-Dy);
+        // } else {
+        //     quote = uint256(Dy);
+        // }
+        if (dY < 0n) {
+            return -dY;
+        }
+        else {
+            return dY;
+        }
+    }
+}
+exports.WombatQuoter = WombatQuoter;
+//# sourceMappingURL=wombat-quoter.js.map

package/build/dex/wombat/wombat-quoter.js.map

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

@@ -0,0 +1,55 @@
+import { AsyncOrSync, DeepReadonly } from 'ts-essentials';
+import { Interface } from '@ethersproject/abi';
+import { SwapSide } from '@paraswap/core';
+import { AdapterExchangeParam, Address, ExchangePrices, Logger, PoolLiquidity, PoolPrices, SimpleExchangeParam, Token } from '../../types';
+import { Network } from '../../constants';
+import { IDex } from '../idex';
+import { IDexHelper } from '../../dex-helper';
+import { DexParams, PoolState, WombatData } from './types';
+import { SimpleExchange } from '../simple-exchange';
+import { WombatBmw } from './wombat-bmw';
+import { WombatPool } from './wombat-pool';
+export declare class Wombat extends SimpleExchange implements IDex<WombatData> {
+    readonly network: Network;
+    readonly dexKey: string;
+    readonly dexHelper: IDexHelper;
+    protected adapters: import("../../types").AdapterMappings;
+    static readonly erc20Interface: Interface;
+    static readonly poolInterface: Interface;
+    static readonly assetInterface: Interface;
+    protected config: DexParams;
+    protected poolLiquidityUSD?: {
+        [poolAddress: string]: number;
+    };
+    bmw: WombatBmw;
+    pools: {
+        [poolAddress: string]: WombatPool;
+    };
+    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);
+    init(blockNumber: number): Promise<void>;
+    initializePricing(blockNumber: number): Promise<void>;
+    onAssetAdded: (pool: Address, asset2TokenMap: Map<Address, Address>, blockNumber: number) => Promise<void>;
+    getAdapters(side: SwapSide): {
+        name: string;
+        index: number;
+    }[] | null;
+    getPoolIdentifiers(srcToken: Token, destToken: Token, side: SwapSide, blockNumber: number): Promise<string[]>;
+    protected getPoolIdentifier(poolAddress: Address): string;
+    getPricesVolume(srcToken: Token, destToken: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[]): Promise<null | ExchangePrices<WombatData>>;
+    protected computePrices(srcTokenAddress: Address, destTokenAddress: Address, amounts: bigint[], side: SwapSide, state: DeepReadonly<PoolState>): bigint[];
+    protected findPools(srcTokenAddress: Address, destTokenAddress: Address, blockNumber: number): Promise<Address[]>;
+    getCalldataGasCost(poolPrices: PoolPrices<WombatData>): number | number[];
+    getAdapterParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: WombatData, side: SwapSide): AdapterExchangeParam;
+    getSimpleParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: WombatData, side: SwapSide): Promise<SimpleExchangeParam>;
+    updatePoolState(): Promise<void>;
+    getTopPoolsForToken(tokenAddress: Address, limit: number): Promise<PoolLiquidity[]>;
+    releaseResources(): AsyncOrSync<void>;
+}