@paraswap/dex-lib 2.42.3 → 2.42.4-baseswap

package/src/dex/baseswap-v3/config.ts

@@ -0,0 +1,53 @@
+import { DexParams } from './types';
+import { DexConfigMap, AdapterMappings } from '../../types';
+import { Network, SwapSide } from '../../constants';
+import { Address } from '../../types';
+// import RamsesV2StateMulticallABI from '../../abi/RamsesV2StateMulticall.abi.json';
+// import { AbiItem } from 'web3-utils';
+// import { decodeStateMultiCallResultWithRelativeBitmaps } from './forks/ramses-v2/utils';
+// import { RamsesV2EventPool } from './forks/ramses-v2/ramses-v2-pool';
+
+const SUPPORTED_FEES = [10000n, 2500n, 450n, 80n];
+
+// Pools that will be initialized on app startup
+// They are added for testing
+export const PoolsToPreload: DexConfigMap<
+  { token0: Address; token1: Address }[]
+> = {
+  BaseswapV3: {
+    [Network.BASE]: [
+      {
+        token0: '0x4200000000000000000000000000000000000006'.toLowerCase(),
+        token1: '0xd9aAEc86B65D86f6A7B5B1b0c42FFA531710b6CA'.toLowerCase(), // USDbC
+      },
+      {
+        token0: '0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913'.toLowerCase(), // USDC
+        token1: '0xd9aAEc86B65D86f6A7B5B1b0c42FFA531710b6CA'.toLowerCase(), // USDbC
+      },
+    ],
+  },
+};
+
+export const BaseswapV3Config: DexConfigMap<DexParams> = {
+  BaseswapV3: {
+    [Network.BASE]: {
+      factory: '0x38015D05f4fEC8AFe15D7cc0386a126574e8077B',
+      quoter: '0x4fDBD73aD4B1DDde594BF05497C15f76308eFfb9',
+      router: '0x1B8eea9315bE495187D873DA7773a874545D9D48',
+      supportedFees: SUPPORTED_FEES,
+      stateMulticall: '0x7160f736c52e1e78e92FD4eE4D73e21A7Cf4F950',
+      uniswapMulticall: '0x091e99cb1C49331a94dD62755D168E941AbD0693',
+      chunksCount: 10,
+      initRetryFrequency: 10,
+      initHash: `0xe34f199b19b2b4f47f68442619d555527d244f78a3297ea89325f843f87b8b54`,
+      subgraphURL: 'https://api.thegraph.com/subgraphs/name/baseswapfi/v3-base',
+    },
+  },
+};
+
+export const Adapters: Record<number, AdapterMappings> = {
+  [Network.BASE]: {
+    [SwapSide.SELL]: [{ name: 'BaseAdapter01', index: 1 }],
+    [SwapSide.BUY]: [{ name: 'BaseBuyAdapter', index: 1 }],
+  },
+};

package/src/dex/baseswap-v3/constants.ts

@@ -0,0 +1,41 @@
+export const UNISWAPV3_TICK_GAS_COST = 24_000; // Ceiled
+export const UNISWAPV3_TICK_BASE_OVERHEAD = 75_000;
+export const UNISWAPV3_POOL_SEARCH_OVERHEAD = 10_000;
+
+// This is used for price calculation. If out of scope, return 0n
+export const TICK_BITMAP_TO_USE = 4n;
+
+// This is used to check if the state is still valid.
+export const TICK_BITMAP_BUFFER = 8n;
+
+export const MAX_PRICING_COMPUTATION_STEPS_ALLOWED = 128;
+
+export const UNISWAPV3_SUBGRAPH_URL =
+  'https://api.thegraph.com/subgraphs/name/baseswapfi/v3-base';
+
+export const UNISWAPV3_EFFICIENCY_FACTOR = 3;
+
+export const ZERO_TICK_INFO = {
+  liquidityGross: 0n,
+  liquidityNet: 0n,
+  tickCumulativeOutside: 0n,
+  secondsPerLiquidityOutsideX128: 0n,
+  secondsOutside: 0n,
+  initialized: false,
+};
+
+export const ZERO_ORACLE_OBSERVATION = {
+  blockTimestamp: 0n,
+  tickCumulative: 0n,
+  secondsPerLiquidityCumulativeX128: 0n,
+  initialized: false,
+};
+
+export const OUT_OF_RANGE_ERROR_POSTFIX = `INVALID_TICK_BIT_MAP_RANGES`;
+
+export const DEFAULT_POOL_INIT_CODE_HASH = `0xe34f199b19b2b4f47f68442619d555527d244f78a3297ea89325f843f87b8b54`;
+
+export enum DirectMethods {
+  directSell = 'directUniV3Swap',
+  directBuy = 'directUniV3Buy',
+}

package/src/dex/baseswap-v3/contract-math/BitMath.ts

@@ -0,0 +1,90 @@
+import {
+  BI_MAX_UINT128,
+  BI_MAX_UINT16,
+  BI_MAX_UINT32,
+  BI_MAX_UINT64,
+  BI_MAX_UINT8,
+} from '../../../bigint-constants';
+import { _require } from '../../../utils';
+
+export class BitMath {
+  static mostSignificantBit(x: bigint): bigint {
+    _require(x > 0, '', { x }, 'x > 0');
+    let r = 0n;
+
+    if (x >= 0x100000000000000000000000000000000n) {
+      x >>= 128n;
+      r += 128n;
+    }
+    if (x >= 0x10000000000000000n) {
+      x >>= 64n;
+      r += 64n;
+    }
+    if (x >= 0x100000000n) {
+      x >>= 32n;
+      r += 32n;
+    }
+    if (x >= 0x10000n) {
+      x >>= 16n;
+      r += 16n;
+    }
+    if (x >= 0x100n) {
+      x >>= 8n;
+      r += 8n;
+    }
+    if (x >= 0x10n) {
+      x >>= 4n;
+      r += 4n;
+    }
+    if (x >= 0x4n) {
+      x >>= 2n;
+      r += 2n;
+    }
+    if (x >= 0x2n) r += 1n;
+
+    return r;
+  }
+
+  static leastSignificantBit(x: bigint): bigint {
+    _require(x > 0, '', { x }, 'x > 0');
+
+    let r = 255n;
+    if ((x & BI_MAX_UINT128) > 0n) {
+      r -= 128n;
+    } else {
+      x >>= 128n;
+    }
+    if ((x & BI_MAX_UINT64) > 0n) {
+      r -= 64n;
+    } else {
+      x >>= 64n;
+    }
+    if ((x & BI_MAX_UINT32) > 0n) {
+      r -= 32n;
+    } else {
+      x >>= 32n;
+    }
+    if ((x & BI_MAX_UINT16) > 0n) {
+      r -= 16n;
+    } else {
+      x >>= 16n;
+    }
+    if ((x & BI_MAX_UINT8) > 0n) {
+      r -= 8n;
+    } else {
+      x >>= 8n;
+    }
+    if ((x & 0xfn) > 0n) {
+      r -= 4n;
+    } else {
+      x >>= 4n;
+    }
+    if ((x & 0x3n) > 0n) {
+      r -= 2n;
+    } else {
+      x >>= 2n;
+    }
+    if ((x & 0x1n) > 0n) r -= 1n;
+    return r;
+  }
+}

package/src/dex/baseswap-v3/contract-math/FixedPoint128.ts

@@ -0,0 +1,3 @@
+export class FixedPoint128 {
+  static readonly Q128 = 0x100000000000000000000000000000000n;
+}

package/src/dex/baseswap-v3/contract-math/FixedPoint96.ts

@@ -0,0 +1,4 @@
+export class FixedPoint96 {
+  static readonly RESOLUTION = 96n;
+  static readonly Q96 = 0x1000000000000000000000000n;
+}

package/src/dex/baseswap-v3/contract-math/FullMath.ts

@@ -0,0 +1,30 @@
+import { BI_MAX_UINT256 } from '../../../bigint-constants';
+import { _require } from '../../../utils';
+
+export class FullMath {
+  static mulDiv(a: bigint, b: bigint, denominator: bigint) {
+    const result = (a * b) / denominator;
+
+    _require(
+      result <= BI_MAX_UINT256,
+      '',
+      { result, BI_MAX_UINT: BI_MAX_UINT256 },
+      'result <= BI_MAX_UINT',
+    );
+
+    return result;
+  }
+
+  static mulDivRoundingUp(a: bigint, b: bigint, denominator: bigint) {
+    const result = (a * b + denominator - 1n) / denominator;
+
+    _require(
+      result <= BI_MAX_UINT256,
+      '',
+      { result, BI_MAX_UINT: BI_MAX_UINT256 },
+      'result <= BI_MAX_UINT',
+    );
+
+    return result;
+  }
+}

package/src/dex/baseswap-v3/contract-math/LiquidityMath.ts

@@ -0,0 +1,17 @@
+import { _require } from '../../../utils';
+
+export class LiquidityMath {
+  static addDelta(x: bigint, y: bigint): bigint {
+    let z;
+    if (y < 0) {
+      const _y = BigInt.asUintN(128, -y);
+      z = x - _y;
+      _require(z < x, 'LS', { z, x, y, _y }, 'z < x');
+    } else {
+      const _y = BigInt.asUintN(128, y);
+      z = x + _y;
+      _require(z >= x, 'LA', { z, x, y, _y }, 'z >= x');
+    }
+    return z;
+  }
+}

package/src/dex/baseswap-v3/contract-math/Oracle.ts

@@ -0,0 +1,226 @@
+import {
+  OracleObservation,
+  OracleObservationCandidates,
+  PoolState,
+} from '../types';
+import { _require } from '../../../utils';
+import { DeepReadonly } from 'ts-essentials';
+import { ZERO_ORACLE_OBSERVATION } from '../constants';
+
+function replaceUndefinedObservationWithZero(state: PoolState, index: number) {
+  if (state.observations[index] === undefined) {
+    state.observations[index] = { ...ZERO_ORACLE_OBSERVATION };
+  }
+}
+
+export class Oracle {
+  static transform(
+    state: DeepReadonly<PoolState>,
+    last: OracleObservation,
+    blockTimestamp: bigint,
+    tick: bigint,
+    liquidity: bigint,
+  ): OracleObservation {
+    const delta = blockTimestamp - last.blockTimestamp;
+    return {
+      blockTimestamp: state.blockTimestamp,
+      tickCumulative: last.tickCumulative + BigInt.asIntN(56, tick) * delta,
+      secondsPerLiquidityCumulativeX128:
+        last.secondsPerLiquidityCumulativeX128 +
+        (BigInt.asUintN(160, delta) << 128n) /
+          (liquidity > 0n ? liquidity : 1n),
+      initialized: true,
+    };
+  }
+
+  static write(
+    state: PoolState,
+    index: number,
+    blockTimestamp: bigint,
+    tick: bigint,
+    liquidity: bigint,
+    cardinality: number,
+    cardinalityNext: number,
+  ): [number, number] {
+    const last = state.observations[index];
+
+    if (last.blockTimestamp == state.blockTimestamp)
+      return [index, cardinality];
+
+    let indexUpdated = 0;
+    let cardinalityUpdated = 0;
+
+    if (cardinalityNext > cardinality && index == cardinality - 1) {
+      cardinalityUpdated = cardinalityNext;
+    } else {
+      cardinalityUpdated = cardinality;
+    }
+
+    indexUpdated = (index + 1) % cardinalityUpdated;
+
+    state.observations[indexUpdated] = Oracle.transform(
+      state,
+      last,
+      blockTimestamp,
+      tick,
+      liquidity,
+    );
+    if (indexUpdated !== index) {
+      delete state.observations[index];
+    }
+    return [indexUpdated, cardinalityUpdated];
+  }
+
+  static lte(time: bigint, a: bigint, b: bigint): boolean {
+    if (a <= time && b <= time) return a <= b;
+
+    const aAdjusted = a > time ? a : a + 2n ** 32n;
+    const bAdjusted = b > time ? b : b + 2n ** 32n;
+    return aAdjusted <= bAdjusted;
+  }
+
+  static binarySearch(
+    state: DeepReadonly<PoolState>,
+    time: bigint,
+    target: bigint,
+    index: number,
+    cardinality: number,
+  ): OracleObservationCandidates {
+    let l = (index + 1) % cardinality;
+    let r = l + cardinality - 1;
+    let i;
+
+    let beforeOrAt;
+    let atOrAfter;
+    while (true) {
+      i = (l + r) / 2;
+
+      beforeOrAt = state.observations[i % cardinality];
+
+      // we've landed on an uninitialized tick, keep searching higher (more recently)
+      if (!beforeOrAt.initialized) {
+        l = i + 1;
+        continue;
+      }
+
+      atOrAfter = state.observations[(i + 1) % cardinality];
+
+      const targetAtOrAfter = Oracle.lte(
+        time,
+        beforeOrAt.blockTimestamp,
+        target,
+      );
+
+      // check if we've found the answer!
+      if (targetAtOrAfter && Oracle.lte(time, target, atOrAfter.blockTimestamp))
+        break;
+
+      if (!targetAtOrAfter) r = i - 1;
+      else l = i + 1;
+    }
+    return { beforeOrAt, atOrAfter };
+  }
+
+  static getSurroundingObservations(
+    state: DeepReadonly<PoolState>,
+    time: bigint,
+    target: bigint,
+    tick: bigint,
+    index: number,
+    liquidity: bigint,
+    cardinality: number,
+  ): OracleObservationCandidates {
+    let beforeOrAt = state.observations[index];
+
+    if (Oracle.lte(time, beforeOrAt.blockTimestamp, target)) {
+      if (beforeOrAt.blockTimestamp === target) {
+        return { beforeOrAt, atOrAfter: beforeOrAt };
+      } else {
+        return {
+          beforeOrAt,
+          atOrAfter: Oracle.transform(
+            state,
+            beforeOrAt,
+            target,
+            tick,
+            liquidity,
+          ),
+        };
+      }
+    }
+
+    beforeOrAt = state.observations[(index + 1) % cardinality];
+    if (!beforeOrAt.initialized) beforeOrAt = state.observations[0];
+
+    _require(
+      Oracle.lte(time, beforeOrAt.blockTimestamp, target),
+      'OLD',
+      { time, beforeOrAtBlockTimestamp: beforeOrAt.blockTimestamp, target },
+      'Oracle.lte(time, beforeOrAt.blockTimestamp, target)',
+    );
+
+    return Oracle.binarySearch(state, time, target, index, cardinality);
+  }
+
+  static observeSingle(
+    state: DeepReadonly<PoolState>,
+    time: bigint,
+    secondsAgo: bigint,
+    tick: bigint,
+    index: number,
+    liquidity: bigint,
+    cardinality: number,
+  ): [bigint, bigint] {
+    if (secondsAgo == 0n) {
+      let last = state.observations[index];
+      if (last.blockTimestamp != time)
+        last = Oracle.transform(state, last, time, tick, liquidity);
+      return [last.tickCumulative, last.secondsPerLiquidityCumulativeX128];
+    }
+
+    const target = time - secondsAgo;
+
+    const { beforeOrAt, atOrAfter } = Oracle.getSurroundingObservations(
+      state,
+      time,
+      target,
+      tick,
+      index,
+      liquidity,
+      cardinality,
+    );
+
+    if (target === beforeOrAt.blockTimestamp) {
+      return [
+        beforeOrAt.tickCumulative,
+        beforeOrAt.secondsPerLiquidityCumulativeX128,
+      ];
+    } else if (target === atOrAfter.blockTimestamp) {
+      return [
+        atOrAfter.tickCumulative,
+        atOrAfter.secondsPerLiquidityCumulativeX128,
+      ];
+    } else {
+      const observationTimeDelta =
+        atOrAfter.blockTimestamp - beforeOrAt.blockTimestamp;
+      const targetDelta = target - beforeOrAt.blockTimestamp;
+      return [
+        beforeOrAt.tickCumulative +
+          ((atOrAfter.tickCumulative - beforeOrAt.tickCumulative) /
+            observationTimeDelta) *
+            targetDelta,
+        beforeOrAt.secondsPerLiquidityCumulativeX128 +
+          BigInt.asUintN(
+            160,
+            (BigInt.asUintN(
+              256,
+              atOrAfter.secondsPerLiquidityCumulativeX128 -
+                beforeOrAt.secondsPerLiquidityCumulativeX128,
+            ) *
+              targetDelta) /
+              observationTimeDelta,
+          ),
+      ];
+    }
+  }
+}

package/src/dex/baseswap-v3/contract-math/SqrtPriceMath.ts

@@ -0,0 +1,226 @@
+import { BI_MAX_UINT160 } from '../../../bigint-constants';
+import { FixedPoint96 } from './FixedPoint96';
+import { FullMath } from './FullMath';
+import { UnsafeMath } from './UnsafeMath';
+import { _require } from '../../../utils';
+
+export class SqrtPriceMath {
+  static getNextSqrtPriceFromAmount0RoundingUp(
+    sqrtPX96: bigint,
+    liquidity: bigint,
+    amount: bigint,
+    add: boolean,
+  ): bigint {
+    if (amount === 0n) return sqrtPX96;
+    const numerator1 =
+      BigInt.asUintN(256, liquidity) << FixedPoint96.RESOLUTION;
+
+    const product = amount * sqrtPX96;
+    if (add) {
+      if (product / amount === sqrtPX96) {
+        const denominator = numerator1 + product;
+        if (denominator >= numerator1) {
+          return BigInt.asUintN(
+            160,
+            FullMath.mulDivRoundingUp(numerator1, sqrtPX96, denominator),
+          );
+        }
+      }
+      return BigInt.asUintN(
+        160,
+        UnsafeMath.divRoundingUp(numerator1, numerator1 / sqrtPX96 + amount),
+      );
+    } else {
+      _require(
+        product / amount === sqrtPX96 && numerator1 > product,
+        '',
+        { product, amount, sqrtPX96, numerator1 },
+        'product / amount === sqrtPX96 && numerator1 > product',
+      );
+      const denominator = numerator1 - product;
+      return BigInt.asUintN(
+        160,
+        FullMath.mulDivRoundingUp(numerator1, sqrtPX96, denominator),
+      );
+    }
+  }
+
+  static getNextSqrtPriceFromAmount1RoundingDown(
+    sqrtPX96: bigint,
+    liquidity: bigint,
+    amount: bigint,
+    add: boolean,
+  ): bigint {
+    if (add) {
+      const quotient =
+        amount <= BI_MAX_UINT160
+          ? (amount << FixedPoint96.RESOLUTION) / liquidity
+          : FullMath.mulDiv(amount, FixedPoint96.Q96, liquidity);
+      return BigInt.asUintN(160, BigInt.asUintN(256, sqrtPX96) + quotient);
+    } else {
+      const quotient =
+        amount <= BI_MAX_UINT160
+          ? UnsafeMath.divRoundingUp(
+              amount << FixedPoint96.RESOLUTION,
+              liquidity,
+            )
+          : FullMath.mulDivRoundingUp(amount, FixedPoint96.Q96, liquidity);
+
+      _require(
+        sqrtPX96 > quotient,
+        '',
+        { sqrtPX96, quotient },
+        'sqrtPX96 > quotient',
+      );
+      return BigInt.asUintN(160, sqrtPX96 - quotient);
+    }
+  }
+
+  static getNextSqrtPriceFromInput(
+    sqrtPX96: bigint,
+    liquidity: bigint,
+    amountIn: bigint,
+    zeroForOne: boolean,
+  ): bigint {
+    _require(sqrtPX96 > 0n, '', { sqrtPX96 }, 'sqrtPX96 > 0n');
+    _require(liquidity > 0n, '', { liquidity }, 'liquidity > 0n');
+
+    return zeroForOne
+      ? SqrtPriceMath.getNextSqrtPriceFromAmount0RoundingUp(
+          sqrtPX96,
+          liquidity,
+          amountIn,
+          true,
+        )
+      : SqrtPriceMath.getNextSqrtPriceFromAmount1RoundingDown(
+          sqrtPX96,
+          liquidity,
+          amountIn,
+          true,
+        );
+  }
+
+  static getNextSqrtPriceFromOutput(
+    sqrtPX96: bigint,
+    liquidity: bigint,
+    amountOut: bigint,
+    zeroForOne: boolean,
+  ): bigint {
+    _require(sqrtPX96 > 0n, '', { sqrtPX96 }, 'sqrtPX96 > 0n');
+    _require(liquidity > 0n, '', { liquidity }, 'liquidity > 0n');
+
+    return zeroForOne
+      ? SqrtPriceMath.getNextSqrtPriceFromAmount1RoundingDown(
+          sqrtPX96,
+          liquidity,
+          amountOut,
+          false,
+        )
+      : SqrtPriceMath.getNextSqrtPriceFromAmount0RoundingUp(
+          sqrtPX96,
+          liquidity,
+          amountOut,
+          false,
+        );
+  }
+
+  static getAmount0Delta(
+    sqrtRatioAX96: bigint,
+    sqrtRatioBX96: bigint,
+    liquidity: bigint,
+    roundUp: boolean,
+  ) {
+    if (sqrtRatioAX96 > sqrtRatioBX96) {
+      [sqrtRatioAX96, sqrtRatioBX96] = [sqrtRatioBX96, sqrtRatioAX96];
+    }
+
+    const numerator1 =
+      BigInt.asUintN(256, liquidity) << FixedPoint96.RESOLUTION;
+    const numerator2 = sqrtRatioBX96 - sqrtRatioAX96;
+
+    _require(sqrtRatioAX96 > 0, '', { sqrtRatioAX96 }, 'sqrtRatioAX96 > 0');
+
+    return roundUp
+      ? UnsafeMath.divRoundingUp(
+          FullMath.mulDivRoundingUp(numerator1, numerator2, sqrtRatioBX96),
+          sqrtRatioAX96,
+        )
+      : FullMath.mulDiv(numerator1, numerator2, sqrtRatioBX96) / sqrtRatioAX96;
+  }
+
+  static getAmount1Delta(
+    sqrtRatioAX96: bigint,
+    sqrtRatioBX96: bigint,
+    liquidity: bigint,
+    roundUp: boolean,
+  ) {
+    if (sqrtRatioAX96 > sqrtRatioBX96)
+      [sqrtRatioAX96, sqrtRatioBX96] = [sqrtRatioBX96, sqrtRatioAX96];
+
+    return roundUp
+      ? FullMath.mulDivRoundingUp(
+          liquidity,
+          sqrtRatioBX96 - sqrtRatioAX96,
+          FixedPoint96.Q96,
+        )
+      : FullMath.mulDiv(
+          liquidity,
+          sqrtRatioBX96 - sqrtRatioAX96,
+          FixedPoint96.Q96,
+        );
+  }
+
+  // Overloaded with different argument numbers
+  static _getAmount0DeltaO(
+    sqrtRatioAX96: bigint,
+    sqrtRatioBX96: bigint,
+    liquidity: bigint,
+  ) {
+    return liquidity < 0
+      ? -BigInt.asIntN(
+          256,
+          SqrtPriceMath.getAmount0Delta(
+            sqrtRatioAX96,
+            sqrtRatioBX96,
+            BigInt.asUintN(128, -liquidity),
+            false,
+          ),
+        )
+      : BigInt.asIntN(
+          256,
+          SqrtPriceMath.getAmount0Delta(
+            sqrtRatioAX96,
+            sqrtRatioBX96,
+            BigInt.asUintN(128, liquidity),
+            true,
+          ),
+        );
+  }
+
+  // Overloaded with different argument numbers
+  static _getAmount1DeltaO(
+    sqrtRatioAX96: bigint,
+    sqrtRatioBX96: bigint,
+    liquidity: bigint,
+  ) {
+    return liquidity < 0
+      ? -BigInt.asIntN(
+          256,
+          SqrtPriceMath.getAmount1Delta(
+            sqrtRatioAX96,
+            sqrtRatioBX96,
+            BigInt.asUintN(128, -liquidity),
+            false,
+          ),
+        )
+      : BigInt.asIntN(
+          256,
+          SqrtPriceMath.getAmount1Delta(
+            sqrtRatioAX96,
+            sqrtRatioBX96,
+            BigInt.asUintN(128, liquidity),
+            true,
+          ),
+        );
+  }
+}