@paraswap/dex-lib 2.42.27 → 2.42.29-wombat.2

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

@@ -4,101 +4,164 @@ var __importDefault = (this && this.__importDefault) || function (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 abi_1 = require("@ethersproject/abi");
+const utils_1 = require("../../utils");
+const stateful_event_subscriber_1 = require("../../stateful-event-subscriber");
+const pool_v2_json_1 = __importDefault(require("../../abi/wombat/pool-v2.json"));
+const pool_v3_json_1 = __importDefault(require("../../abi/wombat/pool-v3.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);
+const GENERATE_STATE_THROTTLE = 1000 * 60 * 5; // 5 minutes
+// const GENERATE_STATE_THROTTLE = 100;
+class WombatPool extends stateful_event_subscriber_1.StatefulEventSubscriber {
+    constructor(dexKey, name, network, dexHelper, logger, poolAddress) {
+        super(`${dexKey}_${name}`, `${dexKey}_${network}_${name}`, dexHelper, logger);
+        this.network = network;
+        this.dexHelper = dexHelper;
         this.poolAddress = poolAddress;
-        this.asset2TokenMap = asset2TokenMap;
+        this.handlers = {};
+        this.poolInterface = WombatPool.poolV2Interface;
+        this.blankState = {
+            asset: {},
+            underlyingAddresses: [],
+            params: {
+                paused: false,
+                ampFactor: 0n,
+                haircutRate: 0n,
+                startCovRatio: 0n,
+                endCovRatio: 0n,
+            },
+        };
+        this.addressesSubscribed = [this.poolAddress];
+        // users-actions handlers
+        this.handlers['Swap'] = this.handleSwap.bind(this);
+        this.handlers['SwapV2'] = this.handleSwapV2.bind(this);
+        // admin-actions handlers
+        this.handlers['SetAmpFactor'] = this.handleSetAmpFactor.bind(this);
+        this.handlers['SetHaircutRate'] = this.handleSetHaircutRate.bind(this);
+        this.handlers['AssetAdded'] = this.handleAssetAdded.bind(this);
+        this.handlers['AssetRemoved'] = this.handleAssetRemoved.bind(this);
+        this.handlers['FillPool'] = this.handleFillPool.bind(this);
+        this.handlers['Paused'] = this.handlePaused.bind(this);
+        this.handlers['Unpaused'] = this.handleUnpaused.bind(this);
+        this.handlers['PausedAsset'] = this.handlePausedAsset.bind(this);
+        this.handlers['UnpausedAsset'] = this.handleUnpausedAsset.bind(this);
+        this.eventRefetched = ['Deposit', 'Withdraw'];
+        this.generateState = lodash_1.default.throttle(this._generateState.bind(this), GENERATE_STATE_THROTTLE);
+    }
+    async initialize(blockNumber, options) {
+        const poolContract = new this.dexHelper.web3Provider.eth.Contract(pool_v3_json_1.default, this.poolAddress);
+        try {
+            await poolContract.methods.withdrawalHaircutRate().call({}, blockNumber);
+            this.poolInterface = WombatPool.poolV3Interface;
+        }
+        catch (e) {
+            this.logger.info(`no public variable withdrawalHaircutRate in pool ${this.poolAddress}, this is v2 pool`);
+        }
+        await super.initialize(blockNumber, options);
+    }
+    async processBlockLogs(state, logs, blockHeader) {
+        let nextState = null;
+        for (const log of logs) {
+            try {
+                const event = this.poolInterface.parseLog(log);
+                if (this.eventRefetched.includes(event.name)) {
+                    // if the state is refetched, no need to deal with the left logs in the block
+                    return await this.generateState(log.blockNumber);
+                }
+            }
+            catch (e) {
+                (0, utils_1.catchParseLogError)(e, this.logger);
+            }
+            const retState = await this.processLog(nextState || state, log, blockHeader);
+            if (retState) {
+                nextState = retState;
+            }
+        }
+        return nextState;
+    }
+    /**
+     * 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
+     * @param blockHeader
+     * @returns Updates state of the event subscriber after the log
+     */
+    async processLog(state, log, blockHeader) {
+        try {
+            const event = this.poolInterface.parseLog(log);
+            if (event.name in this.handlers) {
+                return await this.handlers[event.name](event, state, log);
+            }
+        }
+        catch (e) {
+            (0, utils_1.catchParseLogError)(e, this.logger);
+        }
+        return null;
     }
-    _getFetchStateMultiCalls() {
-        const params = [];
-        params.push({
+    /**
+     * 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) {
+        let multiCallInputs = [];
+        // 1.A generate pool params requests
+        // paused
+        multiCallInputs.push({
             target: this.poolAddress,
-            callData: WombatPool.poolInterface.encodeFunctionData('paused'),
-            decodeFunction: decoders_1.booleanDecode,
+            callData: this.poolInterface.encodeFunctionData('paused'),
         });
-        params.push({
+        // ampFactor
+        multiCallInputs.push({
             target: this.poolAddress,
-            callData: WombatPool.poolInterface.encodeFunctionData('ampFactor'),
-            decodeFunction: decoders_1.uint256ToBigInt,
+            callData: this.poolInterface.encodeFunctionData('ampFactor'),
         });
-        params.push({
+        // haircutRate
+        multiCallInputs.push({
             target: this.poolAddress,
-            callData: WombatPool.poolInterface.encodeFunctionData('haircutRate'),
-            decodeFunction: decoders_1.uint256ToBigInt,
+            callData: this.poolInterface.encodeFunctionData('haircutRate'),
         });
-        params.push({
+        // startCovRatio
+        multiCallInputs.push({
             target: this.poolAddress,
-            callData: WombatPool.poolInterface.encodeFunctionData('startCovRatio'),
-            decodeFunction: decoders_1.uint256ToBigInt,
+            callData: this.poolInterface.encodeFunctionData('startCovRatio'),
         });
-        params.push({
+        // endCovRatio
+        multiCallInputs.push({
             target: this.poolAddress,
-            callData: WombatPool.poolInterface.encodeFunctionData('endCovRatio'),
-            decodeFunction: decoders_1.uint256ToBigInt,
+            callData: this.poolInterface.encodeFunctionData('endCovRatio'),
         });
-        params.push({
+        // tokens
+        multiCallInputs.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,
-            });
+            callData: this.poolInterface.encodeFunctionData('getTokens'),
         });
+        // 1.B. invoke multicall
+        let returnData = [];
+        if (multiCallInputs.length) {
+            returnData = (await this.dexHelper.multiContract.methods
+                .aggregate(multiCallInputs)
+                .call({}, blockNumber)).returnData;
+        }
+        let i = 0;
+        // 1.C. decode pool params
+        const paused = Boolean(this.poolInterface.decodeFunctionResult('paused', returnData[i++])[0]);
+        const ampFactor = BigInt(this.poolInterface.decodeFunctionResult('ampFactor', returnData[i++])[0]);
+        const haircutRate = BigInt(this.poolInterface.decodeFunctionResult('haircutRate', returnData[i++])[0]);
+        const startCovRatio = BigInt(this.poolInterface.decodeFunctionResult('startCovRatio', returnData[i++])[0]);
+        const endCovRatio = BigInt(this.poolInterface.decodeFunctionResult('endCovRatio', returnData[i++])[0]);
+        const tokens = this.poolInterface
+            .decodeFunctionResult('getTokens', returnData[i++])[0]
+            .map((tokenAddress) => tokenAddress.toLowerCase());
         const poolState = {
             params: {
                 paused,
@@ -110,55 +173,273 @@ class WombatPool extends stateful_rpc_poller_1.StatefulRpcPoller {
             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);
+        // 2.A. generate requests for getting asset addresses
+        multiCallInputs = tokens.map((tokenAddress) => ({
+            target: this.poolAddress,
+            callData: this.poolInterface.encodeFunctionData('addressOfAsset', [
+                tokenAddress,
+            ]),
+        }));
+        // 2.B. invoke multicall
+        returnData = (await this.dexHelper.multiContract.methods
+            .aggregate(multiCallInputs)
+            .call({}, blockNumber)).returnData;
+        // 2.C. decode asset addresses
+        const assets = returnData.map(data => {
+            return this.poolInterface.decodeFunctionResult('addressOfAsset', data)[0];
+        });
+        // 3. get asset states
+        const assetState = await this.getAssetState(this.poolAddress, assets.map(asset => asset.toLowerCase()), tokens, blockNumber);
+        const isMainPool = assetState.filter(asset => asset.relativePrice === undefined).length > 0;
+        for (let j = 0; j < tokens.length; j++) {
             if (isMainPool) {
-                poolState.asset[token].relativePrice = undefined;
+                assetState[j].relativePrice = undefined;
             }
+            poolState.asset[tokens[j]] = assetState[j];
         }
         return poolState;
     }
-    async fetchLatestStateFromRpc() {
-        const multiCalls = this.getFetchStateWithBlockInfoMultiCalls();
-        try {
-            const lastUpdatedAtMs = Date.now();
-            const aggregatedResults = (await this.dexHelper.multiWrapper.tryAggregate(false, multiCalls, undefined, undefined, 
-            // multiCalls includes calls asset.isPaused, asset.getRelativePrice
-            // some of the contracts don't have these methods, so prevent logging errors
-            false));
-            return this.parseStateFromMultiResultsWithBlockInfo(aggregatedResults, lastUpdatedAtMs);
+    handleSwap(event, state, log) {
+        const fromTokenAddress = event.args.fromToken.toString().toLowerCase();
+        const fromAmount = BigInt(event.args.fromAmount.toString());
+        const toTokenAddress = event.args.toToken.toString().toLowerCase();
+        const toAmount = BigInt(event.args.toAmount.toString());
+        if (!state.underlyingAddresses.includes(fromTokenAddress) ||
+            !state.underlyingAddresses.includes(toTokenAddress)) {
+            return null;
         }
-        catch (e) {
-            this._logMessageWithSuppression('ERROR_FETCHING_STATE_FROM_RPC', e);
+        let idealToAmount;
+        const fromAmountInt256 = (0, utils_2.convertUint256ToInt256)(fromAmount);
+        if (fromAmountInt256 > 0) {
+            idealToAmount = (0, utils_2.wdiv)(toAmount, utils_2.WAD - state.params.haircutRate);
         }
-        return null;
+        else {
+            this.logger.warn(`pool ${this.poolAddress} swap from a negative amount ${fromAmountInt256} at block ${log.blockNumber} should not happen`);
+            const haircut = (0, utils_2.wmul)(-fromAmount, state.params.haircutRate);
+            idealToAmount = toAmount + haircut;
+        }
+        const fromAmountInWad = (0, utils_2.toWad)(fromAmount, BigInt(state.asset[fromTokenAddress].underlyingTokenDecimals));
+        const toAmountInWad = (0, utils_2.toWad)(idealToAmount, BigInt(state.asset[toTokenAddress].underlyingTokenDecimals));
+        return {
+            ...state,
+            asset: {
+                ...state.asset,
+                [fromTokenAddress]: {
+                    ...state.asset[fromTokenAddress],
+                    cash: state.asset[fromTokenAddress].cash + fromAmountInWad,
+                },
+                [toTokenAddress]: {
+                    ...state.asset[toTokenAddress],
+                    cash: state.asset[toTokenAddress].cash - toAmountInWad,
+                },
+            },
+        };
     }
-    parseStateFromMultiResultsWithBlockInfo(multiOutputs, lastUpdatedAtMs) {
-        const [blockNumber, ...outputsForAbstract] = multiOutputs.map((m, i) => {
-            return m.returnData;
-        });
+    handleSwapV2(event, state, _log) {
+        const fromTokenAddress = event.args.fromToken.toString().toLowerCase();
+        const fromAmount = BigInt(event.args.fromAmount.toString());
+        const toTokenAddress = event.args.toToken.toString().toLowerCase();
+        const toAmount = BigInt(event.args.toAmount.toString());
+        const toTokenFee = BigInt(event.args.toTokenFee.toString());
+        if (!state.underlyingAddresses.includes(fromTokenAddress) ||
+            !state.underlyingAddresses.includes(toTokenAddress)) {
+            return null;
+        }
+        const fromAmountInWad = (0, utils_2.toWad)(fromAmount, BigInt(state.asset[fromTokenAddress].underlyingTokenDecimals));
+        const toAmountInWad = (0, utils_2.toWad)(toAmount + toTokenFee, BigInt(state.asset[toTokenAddress].underlyingTokenDecimals));
         return {
-            value: this._parseStateFromMultiResults(outputsForAbstract),
-            blockNumber,
-            lastUpdatedAtMs,
+            ...state,
+            asset: {
+                ...state.asset,
+                [fromTokenAddress]: {
+                    ...state.asset[fromTokenAddress],
+                    cash: state.asset[fromTokenAddress].cash + fromAmountInWad,
+                },
+                [toTokenAddress]: {
+                    ...state.asset[toTokenAddress],
+                    cash: state.asset[toTokenAddress].cash - toAmountInWad,
+                },
+            },
         };
     }
-    addAssets(asset2TokenMap) {
-        for (const [asset, token] of asset2TokenMap) {
-            if (this.asset2TokenMap.has(asset)) {
-                continue;
+    handleSetAmpFactor(event, state, _log) {
+        const ampFactor = BigInt(event.args.value.toString());
+        return {
+            ...state,
+            params: {
+                ...state.params,
+                ampFactor,
+            },
+        };
+    }
+    handleSetHaircutRate(event, state, _log) {
+        const haircutRate = BigInt(event.args.value.toString());
+        return {
+            ...state,
+            params: {
+                ...state.params,
+                haircutRate,
+            },
+        };
+    }
+    async handleAssetAdded(event, state, log) {
+        const token = event.args.token.toString().toLowerCase();
+        const asset = event.args.asset.toString().toLowerCase();
+        if (state.underlyingAddresses.includes(token)) {
+            return null;
+        }
+        const assetState = await this.getAssetState(this.poolAddress, [asset], [token], log.blockNumber);
+        const poolState = {
+            ...state,
+            underlyingAddresses: [...state.underlyingAddresses, token],
+            asset: {
+                ...state.asset,
+                [token]: assetState[0],
+            },
+        };
+        const isMainPool = Object.values(poolState.asset).filter(asset => asset.relativePrice === undefined).length > 0;
+        if (isMainPool) {
+            for (const underlyingAddress of poolState.underlyingAddresses) {
+                poolState.asset[underlyingAddress] = {
+                    ...poolState.asset[underlyingAddress],
+                    relativePrice: undefined,
+                };
+            }
+        }
+        return poolState;
+    }
+    async handleAssetRemoved(event, state, _log) {
+        const token = event.args.token.toString().toLowerCase();
+        if (!state.underlyingAddresses.includes(token)) {
+            return null;
+        }
+        return {
+            ...state,
+            underlyingAddresses: state.underlyingAddresses.filter(underlyingAddress => underlyingAddress !== token),
+            asset: {
+                ...state.asset,
+                [token]: undefined,
+            },
+        };
+    }
+    async handleFillPool(event, state, _log) {
+        const token = event.args.token.toString().toLowerCase();
+        const amount = BigInt(event.args.amount.toString());
+        if (!state.underlyingAddresses.includes(token)) {
+            return null;
+        }
+        return {
+            ...state,
+            asset: {
+                ...state.asset,
+                [token]: {
+                    ...state.asset[token],
+                    cash: state.asset[token].cash + amount,
+                },
+            },
+        };
+    }
+    async handlePaused(event, state, _log) {
+        return {
+            ...state,
+            params: {
+                ...state.params,
+                paused: true,
+            },
+        };
+    }
+    async handleUnpaused(event, state, _log) {
+        return {
+            ...state,
+            params: {
+                ...state.params,
+                paused: false,
+            },
+        };
+    }
+    async handlePausedAsset(event, state, _log) {
+        const token = event.args.token.toString();
+        if (!state.underlyingAddresses.includes(token)) {
+            return null;
+        }
+        return {
+            ...state,
+            asset: {
+                ...state.asset,
+                [token]: {
+                    ...state.asset[token],
+                    paused: true,
+                },
+            },
+        };
+    }
+    async handleUnpausedAsset(event, state, _log) {
+        const token = event.args.token.toString();
+        if (!state.underlyingAddresses.includes(token)) {
+            return null;
+        }
+        return {
+            ...state,
+            asset: {
+                ...state.asset,
+                [token]: {
+                    ...state.asset[token],
+                    paused: true,
+                },
+            },
+        };
+    }
+    async getAssetState(pool, assets, tokens, blockNumber) {
+        const assetStates = [];
+        const multiCallInputs = [];
+        const methods = [
+            'cash',
+            'liability',
+            'underlyingTokenDecimals',
+            'getRelativePrice',
+        ];
+        for (let i = 0; i < assets.length; i++) {
+            const asset = assets[i];
+            const token = tokens[i];
+            multiCallInputs.push({
+                target: pool,
+                callData: this.poolInterface.encodeFunctionData('isPaused', [token]),
+            });
+            for (const method of methods) {
+                multiCallInputs.push({
+                    target: asset,
+                    callData: WombatPool.assetInterface.encodeFunctionData(method),
+                });
+            }
+        }
+        const returnData = await this.dexHelper.multiContract.methods
+            .tryAggregate(false, multiCallInputs)
+            .call({}, blockNumber);
+        for (let i = 0; i < assets.length * (methods.length + 1); i += methods.length + 1) {
+            const paused = returnData[i].success
+                ? Boolean(this.poolInterface.decodeFunctionResult('isPaused', returnData[i].returnData)[0])
+                : false;
+            const cash = BigInt(WombatPool.assetInterface.decodeFunctionResult(methods[0], returnData[i + 1].returnData)[0]);
+            const liability = BigInt(WombatPool.assetInterface.decodeFunctionResult(methods[1], returnData[i + 2].returnData)[0]);
+            const underlyingTokenDecimals = WombatPool.assetInterface.decodeFunctionResult(methods[2], returnData[i + 3].returnData)[0];
+            let relativePrice;
+            if (returnData[i + 4].success) {
+                relativePrice = BigInt(WombatPool.assetInterface.decodeFunctionResult(methods[3], returnData[i + 4].returnData)[0]);
             }
-            this.asset2TokenMap.set(asset, token);
-            this._cachedMultiCallData = undefined;
+            assetStates.push({
+                address: assets[i / (methods.length + 1)],
+                paused,
+                cash,
+                liability,
+                underlyingTokenDecimals,
+                relativePrice,
+            });
         }
+        return assetStates;
     }
 }
 exports.WombatPool = WombatPool;
-WombatPool.poolInterface = new abi_1.Interface(pool_json_1.default);
+WombatPool.poolV2Interface = new abi_1.Interface(pool_v2_json_1.default);
+WombatPool.poolV3Interface = new abi_1.Interface(pool_v3_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

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

@@ -39,7 +39,7 @@ export declare class Wombat extends SimpleExchange implements IDex<WombatData> {
     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>;
+    onAssetAdded: (pool: Address, blockNumber: number) => Promise<void>;
     getAdapters(side: SwapSide): {
         name: string;
         index: number;