@paraswap/dex-lib 2.42.23 → 2.42.24

package/build/dex/balancer-v2/Gyro3Pool.js

@@ -0,0 +1,160 @@
+'use strict';
+Object.defineProperty(exports, '__esModule', { value: true });
+exports.Gyro3Pool = void 0;
+const abi_1 = require('@ethersproject/abi');
+const bignumber_1 = require('@ethersproject/bignumber');
+const balancer_v2_pool_1 = require('./balancer-v2-pool');
+const constants_1 = require('../../constants');
+const utils_1 = require('./utils');
+const balancer_v2_math_1 = require('./balancer-v2-math');
+const sor_1 = require('@balancer-labs/sor');
+// Swap Limit factor
+const SWAP_LIMIT_FACTOR = BigInt('999999000000000000');
+class Gyro3Pool extends balancer_v2_pool_1.BasePool {
+  constructor(vaultAddress, vaultInterface) {
+    super();
+    this.poolInterface = new abi_1.Interface([
+      'function getSwapFeePercentage() view returns (uint256)',
+    ]);
+    this.vaultAddress = vaultAddress;
+    this.vaultInterface = vaultInterface;
+  }
+  parsePoolPairData(pool, poolState, tokenIn, tokenOut) {
+    // All values should be normalised to 18 decimals. e.g. 1USDC = 1e18 not 1e6
+    let indexIn = 0,
+      indexOut = 0,
+      indexTertiary = 0;
+    const scalingFactors = [];
+    const balances = pool.tokens.map((t, i) => {
+      if (t.address.toLowerCase() === tokenIn.toLowerCase()) indexIn = i;
+      else if (t.address.toLowerCase() === tokenOut.toLowerCase()) indexOut = i;
+      else indexTertiary = i;
+      const scalingFactor = (0, utils_1.getTokenScalingFactor)(t.decimals);
+      scalingFactors.push(scalingFactor);
+      return bignumber_1.BigNumber.from(
+        this._upscale(
+          BigInt(poolState.tokens[t.address.toLowerCase()].balance),
+          scalingFactor,
+        ),
+      );
+    });
+    const balanceTertiary = balances[indexTertiary];
+    const decimalsTertiary = pool.tokens[indexTertiary].decimals;
+    const poolPairData = {
+      balances,
+      indexIn,
+      indexOut,
+      scalingFactors,
+      swapFee: poolState.swapFee,
+      balanceTertiary,
+      decimalsTertiary,
+      root3Alpha: (0, utils_1.safeParseFixed)(pool.root3Alpha, 18),
+    };
+    return poolPairData;
+  }
+  getSwapMaxAmount(poolPairData, side) {
+    if (side === constants_1.SwapSide.SELL) {
+      // Approximation - similar to traditional stable pools
+      return this._downscaleDown(
+        balancer_v2_math_1.MathSol.mulDownFixed(
+          poolPairData.balances[poolPairData.indexOut].toBigInt(),
+          SWAP_LIMIT_FACTOR,
+        ),
+        poolPairData.scalingFactors[poolPairData.indexIn],
+      );
+    } else {
+      // Not currently supported
+      return BigInt(0);
+    }
+  }
+  /*
+    Helper function to construct onchain multicall data for Pool.
+    */
+  getOnChainCalls(pool) {
+    const poolCallData = [
+      {
+        target: this.vaultAddress,
+        callData: this.vaultInterface.encodeFunctionData('getPoolTokens', [
+          pool.id,
+        ]),
+      },
+      {
+        target: pool.address,
+        callData: this.poolInterface.encodeFunctionData('getSwapFeePercentage'),
+      },
+    ];
+    return poolCallData;
+  }
+  /*
+    Helper function to decode multicall data for Pool.
+    data must contain returnData
+    startIndex is where to start in returnData. Allows this decode function to be called along with other pool types.
+    */
+  decodeOnChainCalls(pool, data, startIndex) {
+    const pools = {};
+    const poolTokens = (0, utils_1.decodeThrowError)(
+      this.vaultInterface,
+      'getPoolTokens',
+      data[startIndex++],
+      pool.address,
+    );
+    const swapFee = (0, utils_1.decodeThrowError)(
+      this.poolInterface,
+      'getSwapFeePercentage',
+      data[startIndex++],
+      pool.address,
+    )[0];
+    const poolState = {
+      swapFee: BigInt(swapFee.toString()),
+      orderedTokens: poolTokens.tokens,
+      tokens: poolTokens.tokens.reduce((ptAcc, pt, j) => {
+        const tokenState = {
+          balance: BigInt(poolTokens.balances[j].toString()),
+        };
+        ptAcc[pt.toLowerCase()] = tokenState;
+        return ptAcc;
+      }, {}),
+    };
+    pools[pool.address] = poolState;
+    return [pools, startIndex];
+  }
+  onSell(amounts, poolPairData) {
+    try {
+      const invariant = sor_1.Gyro3Maths._calculateInvariant(
+        poolPairData.balances,
+        poolPairData.root3Alpha,
+      );
+      const virtualOffsetInOut = balancer_v2_math_1.MathSol.mulDownFixed(
+        invariant.toBigInt(),
+        poolPairData.root3Alpha.toBigInt(),
+      );
+      const tokenAmountsInScaled = amounts.map(a =>
+        this._upscale(a, poolPairData.scalingFactors[poolPairData.indexIn]),
+      );
+      const tokenAmountsInWithFee = tokenAmountsInScaled.map(a =>
+        this._subtractSwapFeeAmount(a, poolPairData.swapFee),
+      );
+      const amountsOut = tokenAmountsInWithFee.map(amount => {
+        try {
+          const amountOut = sor_1.Gyro3Maths._calcOutGivenIn(
+            poolPairData.balances[poolPairData.indexIn],
+            poolPairData.balances[poolPairData.indexOut],
+            bignumber_1.BigNumber.from(amount),
+            bignumber_1.BigNumber.from(virtualOffsetInOut),
+          ).toBigInt();
+          return this._downscaleDown(
+            amountOut,
+            poolPairData.scalingFactors[poolPairData.indexOut],
+          );
+        } catch (error) {
+          return BigInt(0);
+        }
+      });
+      return amountsOut;
+    } catch (error) {
+      return [];
+    }
+  }
+}
+exports.Gyro3Pool = Gyro3Pool;
+//# sourceMappingURL=Gyro3Pool.js.map

package/build/dex/balancer-v2/Gyro3Pool.js.map

@@ -0,0 +1 @@
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package/build/dex/balancer-v2/LinearMath.d.ts

@@ -0,0 +1,88 @@
+declare type Params = {
+  fee: bigint;
+  lowerTarget: bigint;
+  upperTarget: bigint;
+};
+export declare function _calcBptOutPerMainIn(
+  mainIn: bigint,
+  mainBalance: bigint,
+  wrappedBalance: bigint,
+  bptSupply: bigint,
+  params: Params,
+): bigint;
+export declare function _calcBptInPerMainOut(
+  mainOut: bigint,
+  mainBalance: bigint,
+  wrappedBalance: bigint,
+  bptSupply: bigint,
+  params: Params,
+): bigint;
+export declare function _calcBptInPerWrappedOut(
+  wrappedOut: bigint,
+  mainBalance: bigint,
+  wrappedBalance: bigint,
+  bptSupply: bigint,
+  params: Params,
+): bigint;
+export declare function _calcWrappedOutPerMainIn(
+  mainIn: bigint,
+  mainBalance: bigint,
+  params: Params,
+): bigint;
+export declare function _calcWrappedInPerMainOut(
+  mainOut: bigint,
+  mainBalance: bigint,
+  params: Params,
+): bigint;
+export declare function _calcMainInPerBptOut(
+  bptOut: bigint,
+  mainBalance: bigint,
+  wrappedBalance: bigint,
+  bptSupply: bigint,
+  params: Params,
+): bigint;
+export declare function _calcMainOutPerBptIn(
+  bptIn: bigint,
+  mainBalance: bigint,
+  wrappedBalance: bigint,
+  bptSupply: bigint,
+  params: Params,
+): bigint;
+export declare function _calcMainOutPerWrappedIn(
+  wrappedIn: bigint,
+  mainBalance: bigint,
+  params: Params,
+): bigint;
+export declare function _calcMainInPerWrappedOut(
+  wrappedOut: bigint,
+  mainBalance: bigint,
+  params: Params,
+): bigint;
+export declare function _calcBptOutPerWrappedIn(
+  wrappedIn: bigint,
+  mainBalance: bigint,
+  wrappedBalance: bigint,
+  bptSupply: bigint,
+  params: Params,
+): bigint;
+export declare function _calcWrappedInPerBptOut(
+  bptOut: bigint,
+  mainBalance: bigint,
+  wrappedBalance: bigint,
+  bptSupply: bigint,
+  params: Params,
+): bigint;
+export declare function _calcWrappedOutPerBptIn(
+  bptIn: bigint,
+  mainBalance: bigint,
+  wrappedBalance: bigint,
+  bptSupply: bigint,
+  params: Params,
+): bigint;
+export declare function _calcTokensOutGivenExactBptIn(
+  balances: bigint[],
+  bptAmountIn: bigint,
+  bptTotalSupply: bigint,
+  bptIndex: number,
+): bigint[];
+export {};

package/build/dex/balancer-v2/LinearMath.js

@@ -0,0 +1,285 @@
+'use strict';
+Object.defineProperty(exports, '__esModule', { value: true });
+exports._calcTokensOutGivenExactBptIn =
+  exports._calcWrappedOutPerBptIn =
+  exports._calcWrappedInPerBptOut =
+  exports._calcBptOutPerWrappedIn =
+  exports._calcMainInPerWrappedOut =
+  exports._calcMainOutPerWrappedIn =
+  exports._calcMainOutPerBptIn =
+  exports._calcMainInPerBptOut =
+  exports._calcWrappedInPerMainOut =
+  exports._calcWrappedOutPerMainIn =
+  exports._calcBptInPerWrappedOut =
+  exports._calcBptInPerMainOut =
+  exports._calcBptOutPerMainIn =
+    void 0;
+const balancer_v2_math_1 = require('./balancer-v2-math');
+function _calcBptOutPerMainIn(
+  mainIn,
+  mainBalance,
+  wrappedBalance,
+  bptSupply,
+  params,
+) {
+  // Amount out, so we round down overall.
+  if (bptSupply == 0n) {
+    return _toNominal(mainIn, params);
+  }
+  const previousNominalMain = _toNominal(mainBalance, params);
+  const afterNominalMain = _toNominal(mainBalance + mainIn, params);
+  const deltaNominalMain = afterNominalMain - previousNominalMain;
+  const invariant = _calcInvariant(previousNominalMain, wrappedBalance);
+  return balancer_v2_math_1.MathSol.divDown(
+    balancer_v2_math_1.MathSol.mul(bptSupply, deltaNominalMain),
+    invariant,
+  );
+}
+exports._calcBptOutPerMainIn = _calcBptOutPerMainIn;
+function _calcBptInPerMainOut(
+  mainOut,
+  mainBalance,
+  wrappedBalance,
+  bptSupply,
+  params,
+) {
+  // Amount in, so we round up overall.
+  const previousNominalMain = _toNominal(mainBalance, params);
+  const afterNominalMain = _toNominal(mainBalance - mainOut, params);
+  const deltaNominalMain = previousNominalMain - afterNominalMain;
+  const invariant = _calcInvariant(previousNominalMain, wrappedBalance);
+  return balancer_v2_math_1.MathSol.divUp(
+    balancer_v2_math_1.MathSol.mul(bptSupply, deltaNominalMain),
+    invariant,
+  );
+}
+exports._calcBptInPerMainOut = _calcBptInPerMainOut;
+function _calcBptInPerWrappedOut(
+  wrappedOut,
+  mainBalance,
+  wrappedBalance,
+  bptSupply,
+  params,
+) {
+  // Amount in, so we round up overall.
+  const nominalMain = _toNominal(mainBalance, params);
+  const previousInvariant = _calcInvariant(nominalMain, wrappedBalance);
+  const newWrappedBalance = wrappedBalance - wrappedOut;
+  const newInvariant = _calcInvariant(nominalMain, newWrappedBalance);
+  const newBptBalance = balancer_v2_math_1.MathSol.divDown(
+    balancer_v2_math_1.MathSol.mul(bptSupply, newInvariant),
+    previousInvariant,
+  );
+  return bptSupply - newBptBalance;
+}
+exports._calcBptInPerWrappedOut = _calcBptInPerWrappedOut;
+function _calcWrappedOutPerMainIn(mainIn, mainBalance, params) {
+  // Amount out, so we round down overall.
+  const previousNominalMain = _toNominal(mainBalance, params);
+  const afterNominalMain = _toNominal(mainBalance + mainIn, params);
+  return afterNominalMain - previousNominalMain;
+}
+exports._calcWrappedOutPerMainIn = _calcWrappedOutPerMainIn;
+function _calcWrappedInPerMainOut(mainOut, mainBalance, params) {
+  // Amount in, so we round up overall.
+  const previousNominalMain = _toNominal(mainBalance, params);
+  const afterNominalMain = _toNominal(mainBalance - mainOut, params);
+  return previousNominalMain - afterNominalMain;
+}
+exports._calcWrappedInPerMainOut = _calcWrappedInPerMainOut;
+function _calcMainInPerBptOut(
+  bptOut,
+  mainBalance,
+  wrappedBalance,
+  bptSupply,
+  params,
+) {
+  // Amount in, so we round up overall.
+  if (bptSupply == 0n) {
+    return _fromNominal(bptOut, params);
+  }
+  const previousNominalMain = _toNominal(mainBalance, params);
+  const invariant = _calcInvariant(previousNominalMain, wrappedBalance);
+  const deltaNominalMain = balancer_v2_math_1.MathSol.divUp(
+    balancer_v2_math_1.MathSol.mul(invariant, bptOut),
+    bptSupply,
+  );
+  const afterNominalMain = previousNominalMain + deltaNominalMain;
+  const newMainBalance = _fromNominal(afterNominalMain, params);
+  return newMainBalance - mainBalance;
+}
+exports._calcMainInPerBptOut = _calcMainInPerBptOut;
+function _calcMainOutPerBptIn(
+  bptIn,
+  mainBalance,
+  wrappedBalance,
+  bptSupply,
+  params,
+) {
+  // Amount out, so we round down overall.
+  const previousNominalMain = _toNominal(mainBalance, params);
+  const invariant = _calcInvariant(previousNominalMain, wrappedBalance);
+  const deltaNominalMain = balancer_v2_math_1.MathSol.divDown(
+    balancer_v2_math_1.MathSol.mul(invariant, bptIn),
+    bptSupply,
+  );
+  const afterNominalMain = previousNominalMain - deltaNominalMain;
+  const newMainBalance = _fromNominal(afterNominalMain, params);
+  return mainBalance - newMainBalance;
+}
+exports._calcMainOutPerBptIn = _calcMainOutPerBptIn;
+function _calcMainOutPerWrappedIn(wrappedIn, mainBalance, params) {
+  // Amount out, so we round down overall.
+  const previousNominalMain = _toNominal(mainBalance, params);
+  const afterNominalMain = previousNominalMain - wrappedIn;
+  const newMainBalance = _fromNominal(afterNominalMain, params);
+  return mainBalance - newMainBalance;
+}
+exports._calcMainOutPerWrappedIn = _calcMainOutPerWrappedIn;
+function _calcMainInPerWrappedOut(wrappedOut, mainBalance, params) {
+  // Amount in, so we round up overall.
+  const previousNominalMain = _toNominal(mainBalance, params);
+  const afterNominalMain = previousNominalMain + wrappedOut;
+  const newMainBalance = _fromNominal(afterNominalMain, params);
+  return newMainBalance - mainBalance;
+}
+exports._calcMainInPerWrappedOut = _calcMainInPerWrappedOut;
+function _calcBptOutPerWrappedIn(
+  wrappedIn,
+  mainBalance,
+  wrappedBalance,
+  bptSupply,
+  params,
+) {
+  // Amount out, so we round down overall.
+  if (bptSupply == 0n) {
+    // Return nominal DAI
+    return wrappedIn;
+  }
+  const nominalMain = _toNominal(mainBalance, params);
+  const previousInvariant = _calcInvariant(nominalMain, wrappedBalance);
+  const newWrappedBalance = wrappedBalance + wrappedIn;
+  const newInvariant = _calcInvariant(nominalMain, newWrappedBalance);
+  const newBptBalance = balancer_v2_math_1.MathSol.divDown(
+    balancer_v2_math_1.MathSol.mul(bptSupply, newInvariant),
+    previousInvariant,
+  );
+  return newBptBalance - bptSupply;
+}
+exports._calcBptOutPerWrappedIn = _calcBptOutPerWrappedIn;
+function _calcWrappedInPerBptOut(
+  bptOut,
+  mainBalance,
+  wrappedBalance,
+  bptSupply,
+  params,
+) {
+  // Amount in, so we round up overall.
+  if (bptSupply == 0n) {
+    // Return nominal DAI
+    return bptOut;
+  }
+  const nominalMain = _toNominal(mainBalance, params);
+  const previousInvariant = _calcInvariant(nominalMain, wrappedBalance);
+  const newBptBalance = bptSupply + bptOut;
+  const newWrappedBalance =
+    balancer_v2_math_1.MathSol.divUp(
+      balancer_v2_math_1.MathSol.mul(newBptBalance, previousInvariant),
+      bptSupply,
+    ) - nominalMain;
+  return newWrappedBalance - wrappedBalance;
+}
+exports._calcWrappedInPerBptOut = _calcWrappedInPerBptOut;
+function _calcWrappedOutPerBptIn(
+  bptIn,
+  mainBalance,
+  wrappedBalance,
+  bptSupply,
+  params,
+) {
+  // Amount out, so we round down overall.
+  const nominalMain = _toNominal(mainBalance, params);
+  const previousInvariant = _calcInvariant(nominalMain, wrappedBalance);
+  const newBptBalance = bptSupply - bptIn;
+  const newWrappedBalance =
+    balancer_v2_math_1.MathSol.divUp(
+      balancer_v2_math_1.MathSol.mul(newBptBalance, previousInvariant),
+      bptSupply,
+    ) - nominalMain;
+  return wrappedBalance - newWrappedBalance;
+}
+exports._calcWrappedOutPerBptIn = _calcWrappedOutPerBptIn;
+function _calcInvariant(nominalMainBalance, wrappedBalance) {
+  return nominalMainBalance + wrappedBalance;
+}
+function _toNominal(real, params) {
+  // Fees are always rounded down: either direction would work but we need to be consistent, and rounding down
+  // uses less gas.
+  if (real < params.lowerTarget) {
+    const fees = balancer_v2_math_1.MathSol.mulDownFixed(
+      params.lowerTarget - real,
+      params.fee,
+    );
+    return balancer_v2_math_1.MathSol.sub(real, fees);
+  } else if (real <= params.upperTarget) {
+    return real;
+  } else {
+    const fees = balancer_v2_math_1.MathSol.mulDownFixed(
+      real - params.upperTarget,
+      params.fee,
+    );
+    return balancer_v2_math_1.MathSol.sub(real, fees);
+  }
+}
+function _fromNominal(nominal, params) {
+  // Since real = nominal + fees, rounding down fees is equivalent to rounding down real.
+  if (nominal < params.lowerTarget) {
+    return balancer_v2_math_1.MathSol.divDownFixed(
+      nominal +
+        balancer_v2_math_1.MathSol.mulDownFixed(params.fee, params.lowerTarget),
+      balancer_v2_math_1.MathSol.ONE + params.fee,
+    );
+  } else if (nominal <= params.upperTarget) {
+    return nominal;
+  } else {
+    return balancer_v2_math_1.MathSol.divDownFixed(
+      nominal -
+        balancer_v2_math_1.MathSol.mulDownFixed(params.fee, params.upperTarget),
+      balancer_v2_math_1.MathSol.ONE - params.fee,
+    );
+  }
+}
+function _calcTokensOutGivenExactBptIn(
+  balances,
+  bptAmountIn,
+  bptTotalSupply,
+  bptIndex,
+) {
+  /**********************************************************************************************
+      // exactBPTInForTokensOut                                                                    //
+      // (per token)                                                                               //
+      // aO = tokenAmountOut             /        bptIn         \                                  //
+      // b = tokenBalance      a0 = b * | ---------------------  |                                 //
+      // bptIn = bptAmountIn             \     bptTotalSupply    /                                 //
+      // bpt = bptTotalSupply                                                                      //
+      **********************************************************************************************/
+  // Since we're computing an amount out, we round down overall. This means rounding down on both the
+  // multiplication and division.
+  const bptRatio = balancer_v2_math_1.MathSol.divDownFixed(
+    bptAmountIn,
+    bptTotalSupply,
+  );
+  const amountsOut = new Array(balances.length);
+  for (let i = 0; i < balances.length; i++) {
+    // BPT is skipped as those tokens are not the LPs, but rather the preminted and undistributed amount.
+    if (i != bptIndex) {
+      amountsOut[i] = balancer_v2_math_1.MathSol.mulDownFixed(
+        balances[i],
+        bptRatio,
+      );
+    }
+  }
+  return amountsOut;
+}
+exports._calcTokensOutGivenExactBptIn = _calcTokensOutGivenExactBptIn;
+//# sourceMappingURL=LinearMath.js.map

package/build/dex/balancer-v2/LinearMath.js.map

@@ -0,0 +1 @@
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package/build/dex/balancer-v2/LinearPool.d.ts

@@ -0,0 +1,81 @@
+import { Interface } from '@ethersproject/abi';
+import { BigNumber } from '@ethersproject/bignumber';
+import { BasePool } from './balancer-v2-pool';
+import { callData, SubgraphPoolBase, PoolState } from './types';
+import { SwapSide } from '../../constants';
+export declare enum PairTypes {
+  BptToMainToken = 0,
+  MainTokenToBpt = 1,
+  MainTokenToWrappedToken = 2,
+  WrappedTokenToMainToken = 3,
+  BptToWrappedToken = 4,
+  WrappedTokenToBpt = 5,
+}
+declare type LinearPoolPairData = {
+  tokens: string[];
+  balances: bigint[];
+  indexIn: number;
+  indexOut: number;
+  scalingFactors: bigint[];
+  bptIndex: number;
+  swapFee: bigint;
+  amp: bigint;
+  wrappedIndex: number;
+  mainIndex: number;
+  lowerTarget: bigint;
+  upperTarget: bigint;
+};
+export declare class LinearPool extends BasePool {
+  MAX_TOKEN_BALANCE: BigNumber;
+  vaultAddress: string;
+  vaultInterface: Interface;
+  poolInterface: Interface;
+  constructor(vaultAddress: string, vaultInterface: Interface);
+  onSell(amounts: bigint[], poolPairData: LinearPoolPairData): bigint[];
+  _swapGivenIn(
+    tokenAmountsIn: bigint[],
+    tokens: string[],
+    balances: bigint[],
+    indexIn: number,
+    indexOut: number,
+    bptIndex: number,
+    wrappedIndex: number,
+    mainIndex: number,
+    scalingFactors: bigint[],
+    swapFeePercentage: bigint,
+    lowerTarget: bigint,
+    upperTarget: bigint,
+  ): bigint[];
+  _onSwapGivenIn(
+    tokenAmountsIn: bigint[],
+    mainBalance: bigint,
+    wrappedBalance: bigint,
+    fee: bigint,
+    lowerTarget: bigint,
+    upperTarget: bigint,
+    virtualBptSupply: bigint,
+    pairType: PairTypes,
+  ): bigint[];
+  parsePoolPairData(
+    pool: SubgraphPoolBase,
+    poolState: PoolState,
+    tokenIn: string,
+    tokenOut: string,
+  ): LinearPoolPairData;
+  getOnChainCalls(pool: SubgraphPoolBase): callData[];
+  decodeOnChainCalls(
+    pool: SubgraphPoolBase,
+    data: {
+      success: boolean;
+      returnData: any;
+    }[],
+    startIndex: number,
+  ): [
+    {
+      [address: string]: PoolState;
+    },
+    number,
+  ];
+  getSwapMaxAmount(poolPairData: LinearPoolPairData, side: SwapSide): bigint;
+}
+export {};