@paraswap/dex-lib 2.42.4-baseswap → 2.42.4

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

@@ -1,139 +0,0 @@
-import { BI_POWS } from '../../../bigint-constants';
-import { FullMath } from './FullMath';
-import { SqrtPriceMath } from './SqrtPriceMath';
-
-export class SwapMath {
-  static computeSwapStep(
-    sqrtRatioCurrentX96: bigint,
-    sqrtRatioTargetX96: bigint,
-    liquidity: bigint,
-    amountRemaining: bigint,
-    feePips: bigint,
-  ): {
-    sqrtRatioNextX96: bigint;
-    amountIn: bigint;
-    amountOut: bigint;
-    feeAmount: bigint;
-  } {
-    const zeroForOne = sqrtRatioCurrentX96 >= sqrtRatioTargetX96;
-    const exactIn = amountRemaining >= 0n;
-
-    let sqrtRatioNextX96 = 0n;
-    let amountIn = 0n;
-    let amountOut = 0n;
-    let feeAmount = 0n;
-
-    if (exactIn) {
-      const amountRemainingLessFee = FullMath.mulDiv(
-        BigInt.asUintN(256, amountRemaining),
-        BI_POWS[6] - feePips,
-        BI_POWS[6],
-      );
-      amountIn = zeroForOne
-        ? SqrtPriceMath.getAmount0Delta(
-            sqrtRatioTargetX96,
-            sqrtRatioCurrentX96,
-            liquidity,
-            true,
-          )
-        : SqrtPriceMath.getAmount1Delta(
-            sqrtRatioCurrentX96,
-            sqrtRatioTargetX96,
-            liquidity,
-            true,
-          );
-      if (amountRemainingLessFee >= amountIn)
-        sqrtRatioNextX96 = sqrtRatioTargetX96;
-      else
-        sqrtRatioNextX96 = SqrtPriceMath.getNextSqrtPriceFromInput(
-          sqrtRatioCurrentX96,
-          liquidity,
-          amountRemainingLessFee,
-          zeroForOne,
-        );
-    } else {
-      amountOut = zeroForOne
-        ? SqrtPriceMath.getAmount1Delta(
-            sqrtRatioTargetX96,
-            sqrtRatioCurrentX96,
-            liquidity,
-            false,
-          )
-        : SqrtPriceMath.getAmount0Delta(
-            sqrtRatioCurrentX96,
-            sqrtRatioTargetX96,
-            liquidity,
-            false,
-          );
-      if (BigInt.asUintN(256, -amountRemaining) >= amountOut)
-        sqrtRatioNextX96 = sqrtRatioTargetX96;
-      else
-        sqrtRatioNextX96 = SqrtPriceMath.getNextSqrtPriceFromOutput(
-          sqrtRatioCurrentX96,
-          liquidity,
-          BigInt.asUintN(256, -amountRemaining),
-          zeroForOne,
-        );
-    }
-
-    const max = sqrtRatioTargetX96 == sqrtRatioNextX96;
-
-    if (zeroForOne) {
-      amountIn =
-        max && exactIn
-          ? amountIn
-          : SqrtPriceMath.getAmount0Delta(
-              sqrtRatioNextX96,
-              sqrtRatioCurrentX96,
-              liquidity,
-              true,
-            );
-      amountOut =
-        max && !exactIn
-          ? amountOut
-          : SqrtPriceMath.getAmount1Delta(
-              sqrtRatioNextX96,
-              sqrtRatioCurrentX96,
-              liquidity,
-              false,
-            );
-    } else {
-      amountIn =
-        max && exactIn
-          ? amountIn
-          : SqrtPriceMath.getAmount1Delta(
-              sqrtRatioCurrentX96,
-              sqrtRatioNextX96,
-              liquidity,
-              true,
-            );
-      amountOut =
-        max && !exactIn
-          ? amountOut
-          : SqrtPriceMath.getAmount0Delta(
-              sqrtRatioCurrentX96,
-              sqrtRatioNextX96,
-              liquidity,
-              false,
-            );
-    }
-
-    // cap the output amount to not exceed the remaining output amount
-    if (!exactIn && amountOut > BigInt.asUintN(256, -amountRemaining)) {
-      amountOut = BigInt.asUintN(256, -amountRemaining);
-    }
-
-    if (exactIn && sqrtRatioNextX96 != sqrtRatioTargetX96) {
-      // we didn't reach the target, so take the remainder of the maximum input as fee
-      feeAmount = BigInt.asUintN(256, amountRemaining) - amountIn;
-    } else {
-      feeAmount = FullMath.mulDivRoundingUp(
-        amountIn,
-        feePips,
-        BI_POWS[6] - feePips,
-      );
-    }
-
-    return { sqrtRatioNextX96, amountIn, amountOut, feeAmount };
-  }
-}

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

@@ -1,82 +0,0 @@
-import { PoolState, TickInfo } from '../types';
-import { LiquidityMath } from './LiquidityMath';
-import { _require } from '../../../utils';
-import { NumberAsString } from '@paraswap/core';
-import { ZERO_TICK_INFO } from '../constants';
-
-export class Tick {
-  static update(
-    state: Pick<PoolState, 'ticks'>,
-    tick: bigint,
-    tickCurrent: bigint,
-    liquidityDelta: bigint,
-    secondsPerLiquidityCumulativeX128: bigint,
-    tickCumulative: bigint,
-    time: bigint,
-    upper: boolean,
-    maxLiquidity: bigint,
-  ): boolean {
-    let info = state.ticks[Number(tick)];
-
-    if (info === undefined) {
-      info = { ...ZERO_TICK_INFO };
-      state.ticks[Number(tick)] = info;
-    }
-
-    const liquidityGrossBefore = info.liquidityGross;
-    const liquidityGrossAfter = LiquidityMath.addDelta(
-      liquidityGrossBefore,
-      liquidityDelta,
-    );
-
-    _require(
-      liquidityGrossAfter <= maxLiquidity,
-      'LO',
-      { liquidityGrossAfter, maxLiquidity },
-      'liquidityGrossAfter <= maxLiquidity',
-    );
-
-    const flipped = (liquidityGrossAfter == 0n) != (liquidityGrossBefore == 0n);
-
-    if (liquidityGrossBefore == 0n) {
-      if (tick <= tickCurrent) {
-        info.secondsPerLiquidityOutsideX128 = secondsPerLiquidityCumulativeX128;
-        info.tickCumulativeOutside = tickCumulative;
-        info.secondsOutside = time;
-      }
-      info.initialized = true;
-    }
-
-    info.liquidityGross = liquidityGrossAfter;
-
-    info.liquidityNet = upper
-      ? BigInt.asIntN(
-          128,
-          BigInt.asIntN(256, info.liquidityNet) - liquidityDelta,
-        )
-      : BigInt.asIntN(
-          128,
-          BigInt.asIntN(256, info.liquidityNet) + liquidityDelta,
-        );
-    return flipped;
-  }
-
-  static clear(state: Pick<PoolState, 'ticks'>, tick: bigint) {
-    delete state.ticks[Number(tick)];
-  }
-
-  static cross(
-    ticks: Record<NumberAsString, TickInfo>,
-    tick: bigint,
-    secondsPerLiquidityCumulativeX128: bigint,
-    tickCumulative: bigint,
-    time: bigint,
-  ): bigint {
-    const info = ticks[Number(tick)];
-    info.secondsPerLiquidityOutsideX128 =
-      secondsPerLiquidityCumulativeX128 - info.secondsPerLiquidityOutsideX128;
-    info.tickCumulativeOutside = tickCumulative - info.tickCumulativeOutside;
-    info.secondsOutside = time - info.secondsOutside;
-    return info.liquidityNet;
-  }
-}

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

@@ -1,123 +0,0 @@
-import { BI_MAX_UINT8 } from '../../../bigint-constants';
-import { PoolState } from '../types';
-import { BitMath } from './BitMath';
-import { _require } from '../../../utils';
-import { DeepReadonly } from 'ts-essentials';
-import {
-  OUT_OF_RANGE_ERROR_POSTFIX,
-  TICK_BITMAP_BUFFER,
-  TICK_BITMAP_TO_USE,
-} from '../constants';
-
-function isWordPosOut(
-  wordPos: bigint,
-  startTickBitmap: bigint,
-  // For pricing we use wider range to check price impact. If function called from event
-  // it must always be within buffer
-  isPriceQuery: boolean,
-) {
-  let lowerTickBitmapLimit;
-  let upperTickBitmapLimit;
-
-  if (isPriceQuery) {
-    lowerTickBitmapLimit =
-      startTickBitmap - (TICK_BITMAP_BUFFER + TICK_BITMAP_TO_USE);
-    upperTickBitmapLimit =
-      startTickBitmap + (TICK_BITMAP_BUFFER + TICK_BITMAP_TO_USE);
-  } else {
-    lowerTickBitmapLimit = startTickBitmap - TICK_BITMAP_BUFFER;
-    upperTickBitmapLimit = startTickBitmap + TICK_BITMAP_BUFFER;
-  }
-
-  _require(
-    wordPos >= lowerTickBitmapLimit && wordPos <= upperTickBitmapLimit,
-    `wordPos is out of safe state tickBitmap request range: ${OUT_OF_RANGE_ERROR_POSTFIX}`,
-    { wordPos },
-    `wordPos >= LOWER_TICK_REQUEST_LIMIT && wordPos <= UPPER_TICK_REQUEST_LIMIT`,
-  );
-}
-
-export class TickBitMap {
-  static position(tick: bigint): [bigint, bigint] {
-    return [BigInt.asIntN(16, tick >> 8n), BigInt.asUintN(8, tick % 256n)];
-  }
-
-  static flipTick(
-    state: Pick<PoolState, 'startTickBitmap' | 'tickBitmap'>,
-    tick: bigint,
-    tickSpacing: bigint,
-  ) {
-    _require(
-      tick % tickSpacing === 0n,
-      '',
-      { tick, tickSpacing },
-      'tick % tickSpacing == 0n,',
-    );
-    const [wordPos, bitPos] = TickBitMap.position(tick / tickSpacing);
-    const mask = 1n << bitPos;
-
-    // flipTick is used only in _updatePosition which is always state changing event
-    // Therefore it is never used in price query
-    isWordPosOut(wordPos, state.startTickBitmap, false);
-
-    const stringWordPos = wordPos.toString();
-    if (state.tickBitmap[stringWordPos] === undefined) {
-      state.tickBitmap[stringWordPos] = 0n;
-    }
-
-    state.tickBitmap[stringWordPos] ^= mask;
-  }
-
-  static nextInitializedTickWithinOneWord(
-    state: DeepReadonly<Pick<PoolState, 'startTickBitmap' | 'tickBitmap'>>,
-    tick: bigint,
-    tickSpacing: bigint,
-    lte: boolean,
-    isPriceQuery: boolean,
-  ): [bigint, boolean] {
-    let compressed = tick / tickSpacing;
-    if (tick < 0n && tick % tickSpacing != 0n) compressed--;
-
-    let next = 0n;
-    let initialized = false;
-
-    if (lte) {
-      const [wordPos, bitPos] = TickBitMap.position(compressed);
-      const mask = (1n << bitPos) - 1n + (1n << bitPos);
-
-      isWordPosOut(wordPos, state.startTickBitmap, isPriceQuery);
-      let tickBitmapValue = state.tickBitmap[wordPos.toString()];
-      tickBitmapValue = tickBitmapValue === undefined ? 0n : tickBitmapValue;
-
-      const masked = tickBitmapValue & mask;
-
-      initialized = masked != 0n;
-      next = initialized
-        ? (compressed -
-            BigInt.asIntN(24, bitPos - BitMath.mostSignificantBit(masked))) *
-          tickSpacing
-        : (compressed - BigInt.asIntN(24, bitPos)) * tickSpacing;
-    } else {
-      // start from the word of the next tick, since the current tick state doesn't matter
-      const [wordPos, bitPos] = TickBitMap.position(compressed + 1n);
-      const mask = ~((1n << bitPos) - 1n);
-
-      isWordPosOut(wordPos, state.startTickBitmap, isPriceQuery);
-      let tickBitmapValue = state.tickBitmap[wordPos.toString()];
-      tickBitmapValue = tickBitmapValue === undefined ? 0n : tickBitmapValue;
-
-      const masked = tickBitmapValue & mask;
-
-      initialized = masked != 0n;
-      next = initialized
-        ? (compressed +
-            1n +
-            BigInt.asIntN(24, BitMath.leastSignificantBit(masked) - bitPos)) *
-          tickSpacing
-        : (compressed + 1n + BigInt.asIntN(24, BI_MAX_UINT8 - bitPos)) *
-          tickSpacing;
-    }
-
-    return [next, initialized];
-  }
-}

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

@@ -1,211 +0,0 @@
-import { gt } from 'lodash';
-import { BI_MAX_UINT256 } from '../../../bigint-constants';
-import { _gt } from './utils';
-import { _require } from '../../../utils';
-
-export class TickMath {
-  static readonly MIN_TICK = -887272n;
-  static readonly MAX_TICK = -TickMath.MIN_TICK;
-  static readonly MIN_SQRT_RATIO = 4295128739n;
-  static readonly MAX_SQRT_RATIO =
-    1461446703485210103287273052203988822378723970342n;
-
-  static getSqrtRatioAtTick(tick: bigint): bigint {
-    const absTick =
-      tick < 0n
-        ? BigInt.asUintN(256, -BigInt.asIntN(256, tick))
-        : BigInt.asUintN(256, BigInt.asIntN(256, tick));
-    _require(
-      absTick <= BigInt.asUintN(256, TickMath.MAX_TICK),
-      'T',
-      { absTick },
-      'absTick <= BigInt.asUintN(256, TickMath.MAX_TICK)',
-    );
-
-    let ratio =
-      (absTick & 0x1n) !== 0n
-        ? 0xfffcb933bd6fad37aa2d162d1a594001n
-        : 0x100000000000000000000000000000000n;
-    if ((absTick & 0x2n) !== 0n)
-      ratio = (ratio * 0xfff97272373d413259a46990580e213an) >> 128n;
-    if ((absTick & 0x4n) !== 0n)
-      ratio = (ratio * 0xfff2e50f5f656932ef12357cf3c7fdccn) >> 128n;
-    if ((absTick & 0x8n) !== 0n)
-      ratio = (ratio * 0xffe5caca7e10e4e61c3624eaa0941cd0n) >> 128n;
-    if ((absTick & 0x10n) !== 0n)
-      ratio = (ratio * 0xffcb9843d60f6159c9db58835c926644n) >> 128n;
-    if ((absTick & 0x20n) !== 0n)
-      ratio = (ratio * 0xff973b41fa98c081472e6896dfb254c0n) >> 128n;
-    if ((absTick & 0x40n) !== 0n)
-      ratio = (ratio * 0xff2ea16466c96a3843ec78b326b52861n) >> 128n;
-    if ((absTick & 0x80n) !== 0n)
-      ratio = (ratio * 0xfe5dee046a99a2a811c461f1969c3053n) >> 128n;
-    if ((absTick & 0x100n) !== 0n)
-      ratio = (ratio * 0xfcbe86c7900a88aedcffc83b479aa3a4n) >> 128n;
-    if ((absTick & 0x200n) !== 0n)
-      ratio = (ratio * 0xf987a7253ac413176f2b074cf7815e54n) >> 128n;
-    if ((absTick & 0x400n) !== 0n)
-      ratio = (ratio * 0xf3392b0822b70005940c7a398e4b70f3n) >> 128n;
-    if ((absTick & 0x800n) !== 0n)
-      ratio = (ratio * 0xe7159475a2c29b7443b29c7fa6e889d9n) >> 128n;
-    if ((absTick & 0x1000n) !== 0n)
-      ratio = (ratio * 0xd097f3bdfd2022b8845ad8f792aa5825n) >> 128n;
-    if ((absTick & 0x2000n) !== 0n)
-      ratio = (ratio * 0xa9f746462d870fdf8a65dc1f90e061e5n) >> 128n;
-    if ((absTick & 0x4000n) !== 0n)
-      ratio = (ratio * 0x70d869a156d2a1b890bb3df62baf32f7n) >> 128n;
-    if ((absTick & 0x8000n) !== 0n)
-      ratio = (ratio * 0x31be135f97d08fd981231505542fcfa6n) >> 128n;
-    if ((absTick & 0x10000n) !== 0n)
-      ratio = (ratio * 0x9aa508b5b7a84e1c677de54f3e99bc9n) >> 128n;
-    if ((absTick & 0x20000n) !== 0n)
-      ratio = (ratio * 0x5d6af8dedb81196699c329225ee604n) >> 128n;
-    if ((absTick & 0x40000n) !== 0n)
-      ratio = (ratio * 0x2216e584f5fa1ea926041bedfe98n) >> 128n;
-    if ((absTick & 0x80000n) !== 0n)
-      ratio = (ratio * 0x48a170391f7dc42444e8fa2n) >> 128n;
-
-    if (tick > 0) ratio = BI_MAX_UINT256 / ratio;
-    return BigInt.asUintN(
-      160,
-      (ratio >> 32n) + (ratio % (1n << 32n) == 0n ? 0n : 1n),
-    );
-  }
-
-  static getTickAtSqrtRatio(sqrtPriceX96: bigint): bigint {
-    _require(
-      sqrtPriceX96 >= TickMath.MIN_SQRT_RATIO &&
-        sqrtPriceX96 < TickMath.MAX_SQRT_RATIO,
-      'R',
-      { sqrtPriceX96 },
-      'sqrtPriceX96 >= TickMath.MIN_SQRT_RATIO && sqrtPriceX96 < TickMath.MAX_SQRT_RATIO',
-    );
-
-    let ratio = BigInt.asUintN(256, sqrtPriceX96) << 32n;
-
-    let r = ratio;
-    let msb = 0n;
-
-    let f = _gt(r, 0xffffffffffffffffffffffffffffffffn) << 7n;
-    msb = msb | f;
-    r = r >> f;
-
-    f = _gt(r, 0xffffffffffffffffn) << 6n;
-    msb = msb | f;
-    r = r >> f;
-
-    f = _gt(r, 0xffffffffn) << 5n;
-    msb = msb | f;
-    r = r >> f;
-
-    f = _gt(r, 0xffffn) << 4n;
-    msb = msb | f;
-    r = r >> f;
-
-    f = _gt(r, 0xffn) << 3n;
-    msb = msb | f;
-    r = r >> f;
-
-    f = _gt(r, 0xfn) << 2n;
-    msb = msb | f;
-    r = r >> f;
-
-    f = _gt(r, 0x3n) << 1n;
-    msb = msb | f;
-    r = r >> f;
-
-    f = _gt(r, 0x1n);
-    msb = msb | f;
-
-    if (msb >= 128n) r = ratio >> (msb - 127n);
-    else r = ratio << (127n - msb);
-
-    let log_2 = (BigInt.asIntN(256, msb) - 128n) << 64n;
-
-    r = (r * r) >> 127n;
-    f = r >> 128n;
-    log_2 = log_2 | (f << 63n);
-    r = r >> f;
-
-    r = (r * r) >> 127n;
-    f = r >> 128n;
-    log_2 = log_2 | (f << 62n);
-    r = r >> f;
-
-    r = (r * r) >> 127n;
-    f = r >> 128n;
-    log_2 = log_2 | (f << 61n);
-    r = r >> f;
-
-    r = (r * r) >> 127n;
-    f = r >> 128n;
-    log_2 = log_2 | (f << 60n);
-    r = r >> f;
-
-    r = (r * r) >> 127n;
-    f = r >> 128n;
-    log_2 = log_2 | (f << 59n);
-    r = r >> f;
-
-    r = (r * r) >> 127n;
-    f = r >> 128n;
-    log_2 = log_2 | (f << 58n);
-    r = r >> f;
-
-    r = (r * r) >> 127n;
-    f = r >> 128n;
-    log_2 = log_2 | (f << 57n);
-    r = r >> f;
-
-    r = (r * r) >> 127n;
-    f = r >> 128n;
-    log_2 = log_2 | (f << 56n);
-    r = r >> f;
-
-    r = (r * r) >> 127n;
-    f = r >> 128n;
-    log_2 = log_2 | (f << 55n);
-    r = r >> f;
-
-    r = (r * r) >> 127n;
-    f = r >> 128n;
-    log_2 = log_2 | (f << 54n);
-    r = r >> f;
-
-    r = (r * r) >> 127n;
-    f = r >> 128n;
-    log_2 = log_2 | (f << 53n);
-    r = r >> f;
-
-    r = (r * r) >> 127n;
-    f = r >> 128n;
-    log_2 = log_2 | (f << 52n);
-    r = r >> f;
-
-    r = (r * r) >> 127n;
-    f = r >> 128n;
-    log_2 = log_2 | (f << 51n);
-    r = r >> f;
-
-    r = (r * r) >> 127n;
-    f = r >> 128n;
-    log_2 = log_2 | (f << 50n);
-
-    const log_sqrt10001 = log_2 * 255738958999603826347141n; // 128.128 number
-
-    const tickLow = BigInt.asIntN(
-      24,
-      (log_sqrt10001 - 3402992956809132418596140100660247210n) >> 128n,
-    );
-    const tickHi = BigInt.asIntN(
-      24,
-      (log_sqrt10001 + 291339464771989622907027621153398088495n) >> 128n,
-    );
-
-    return tickLow === tickHi
-      ? tickLow
-      : TickMath.getSqrtRatioAtTick(tickHi) <= sqrtPriceX96
-      ? tickHi
-      : tickLow;
-  }
-}

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

@@ -1,5 +0,0 @@
-export class UnsafeMath {
-  static divRoundingUp(x: bigint, y: bigint) {
-    return (x + y - 1n) / y;
-  }
-}