@paraswap/dex-lib 2.45.0 → 2.45.1-core.2.0

package/build/dex/ramses-v2/ramses-v2-pool.js

@@ -0,0 +1,307 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.RamsesV2EventPool = void 0;
+const lodash_1 = __importDefault(require("lodash"));
+const abi_1 = require("@ethersproject/abi");
+const ethers_1 = require("ethers");
+const ts_essentials_1 = require("ts-essentials");
+const stateful_event_subscriber_1 = require("../../stateful-event-subscriber");
+const UniswapV3Pool_abi_json_1 = __importDefault(require("../../abi/uniswap-v3/UniswapV3Pool.abi.json"));
+const utils_1 = require("../../utils");
+const uniswap_v3_math_1 = require("./contract-math/uniswap-v3-math");
+const constants_1 = require("./constants");
+const TickBitMap_1 = require("./contract-math/TickBitMap");
+const decoders_1 = require("../../lib/decoders");
+const utils_2 = require("./utils");
+const utils_3 = require("../uniswap-v3/contract-math/utils");
+class RamsesV2EventPool extends stateful_event_subscriber_1.StatefulEventSubscriber {
+    constructor(dexHelper, parentName, stateMultiContract, erc20Interface, factoryAddress, feeCode, token0, token1, logger, mapKey = '', poolInitCodeHash) {
+        super(parentName, `${token0}_${token1}_${feeCode}`, dexHelper, logger, true, mapKey);
+        this.dexHelper = dexHelper;
+        this.stateMultiContract = stateMultiContract;
+        this.erc20Interface = erc20Interface;
+        this.factoryAddress = factoryAddress;
+        this.feeCode = feeCode;
+        this.poolInitCodeHash = poolInitCodeHash;
+        this.handlers = {};
+        this.poolIface = new abi_1.Interface(UniswapV3Pool_abi_json_1.default);
+        this.feeCodeAsString = feeCode.toString();
+        this.token0 = token0.toLowerCase();
+        this.token1 = token1.toLowerCase();
+        this.logDecoder = (log) => this.poolIface.parseLog(log);
+        this.addressesSubscribed = new Array(1);
+        // Add handlers
+        this.handlers['Swap'] = this.handleSwapEvent.bind(this);
+        this.handlers['Burn'] = this.handleBurnEvent.bind(this);
+        this.handlers['Mint'] = this.handleMintEvent.bind(this);
+        this.handlers['SetFeeProtocol'] = this.handleSetFeeProtocolEvent.bind(this);
+        this.handlers['IncreaseObservationCardinalityNext'] =
+            this.handleIncreaseObservationCardinalityNextEvent.bind(this);
+        // Wen need them to keep balance of the pool up to date
+        this.handlers['Collect'] = this.handleCollectEvent.bind(this);
+        // Almost the same as Collect, but for pool owners
+        this.handlers['CollectProtocol'] = this.handleCollectEvent.bind(this);
+        this.handlers['Flash'] = this.handleFlashEvent.bind(this);
+    }
+    get poolAddress() {
+        if (this._poolAddress === undefined) {
+            this._poolAddress = this._computePoolAddress(this.token0, this.token1, this.feeCode);
+        }
+        return this._poolAddress;
+    }
+    set poolAddress(address) {
+        this._poolAddress = address.toLowerCase();
+    }
+    async initialize(blockNumber, options) {
+        await super.initialize(blockNumber, options);
+    }
+    async processBlockLogs(state, logs, blockHeader) {
+        const newState = await super.processBlockLogs(state, logs, blockHeader);
+        if (newState && !newState.isValid) {
+            return await this.generateState(blockHeader.number);
+        }
+        return newState;
+    }
+    processLog(state, log, blockHeader) {
+        try {
+            const event = this.logDecoder(log);
+            const uniswapV3EventLoggingSampleRate = this.dexHelper.config.data.uniswapV3EventLoggingSampleRate;
+            if (!this.dexHelper.config.isSlave &&
+                uniswapV3EventLoggingSampleRate &&
+                (0, utils_1.isSampled)(uniswapV3EventLoggingSampleRate)) {
+                this.logger.info(`event=${event.name} - block=${blockHeader.number}. Log sampled at rate ${uniswapV3EventLoggingSampleRate * 100}%`);
+            }
+            if (event.name in this.handlers) {
+                // Because we have observations in array which is mutable by nature, there is a
+                // ts compile error: https://stackoverflow.com/questions/53412934/disable-allowing-assigning-readonly-types-to-non-readonly-types
+                // And there is no good workaround, so turn off the type checker for this line
+                const _state = lodash_1.default.cloneDeep(state);
+                try {
+                    return this.handlers[event.name](event, _state, log, blockHeader);
+                }
+                catch (e) {
+                    if (e instanceof Error &&
+                        e.message.endsWith(constants_1.OUT_OF_RANGE_ERROR_POSTFIX)) {
+                        this.logger.warn(`${this.parentName}: Pool ${this.poolAddress} on ${this.dexHelper.config.data.network} is out of TickBitmap requested range. Re-query the state. ${JSON.stringify(event)}`, e);
+                    }
+                    else {
+                        this.logger.error(`${this.parentName}: Pool ${this.poolAddress}, ` +
+                            `network=${this.dexHelper.config.data.network}: Unexpected ` +
+                            `error while handling event on blockNumber=${blockHeader.number}, ` +
+                            `blockHash=${blockHeader.hash} and parentHash=${blockHeader.parentHash} for UniswapV3, ${JSON.stringify(event)}`, e);
+                    }
+                    _state.isValid = false;
+                    return _state;
+                }
+            }
+        }
+        catch (e) {
+            (0, utils_1.catchParseLogError)(e, this.logger);
+        }
+        return null; // ignore unrecognized event
+    }
+    _getStateRequestCallData() {
+        if (!this._stateRequestCallData) {
+            const callData = [
+                {
+                    target: this.token0,
+                    callData: this.erc20Interface.encodeFunctionData('balanceOf', [
+                        this.poolAddress,
+                    ]),
+                    decodeFunction: decoders_1.uint256ToBigInt,
+                },
+                {
+                    target: this.token1,
+                    callData: this.erc20Interface.encodeFunctionData('balanceOf', [
+                        this.poolAddress,
+                    ]),
+                    decodeFunction: decoders_1.uint256ToBigInt,
+                },
+                {
+                    target: this.stateMultiContract.options.address,
+                    callData: this.stateMultiContract.methods
+                        .getFullStateWithRelativeBitmaps(this.factoryAddress, this.token0, this.token1, this.feeCode, this.getBitmapRangeToRequest(), this.getBitmapRangeToRequest())
+                        .encodeABI(),
+                    decodeFunction: utils_2.decodeStateMultiCallResultWithRelativeBitmaps,
+                },
+            ];
+            this._stateRequestCallData = callData;
+        }
+        return this._stateRequestCallData;
+    }
+    getBitmapRangeToRequest() {
+        return constants_1.TICK_BITMAP_TO_USE + constants_1.TICK_BITMAP_BUFFER;
+    }
+    async generateState(blockNumber) {
+        const callData = this._getStateRequestCallData();
+        const [resBalance0, resBalance1, resState] = await this.dexHelper.multiWrapper.tryAggregate(false, callData, blockNumber, this.dexHelper.multiWrapper.defaultBatchSize, false);
+        // Quite ugly solution, but this is the one that fits to current flow.
+        // I think UniswapV3 callbacks subscriptions are complexified for no reason.
+        // Need to be revisited later
+        (0, ts_essentials_1.assert)(resState.success, 'Pool does not exist');
+        const [balance0, balance1, _state] = [
+            resBalance0.returnData,
+            resBalance1.returnData,
+            resState.returnData,
+        ];
+        const tickBitmap = {};
+        const ticks = {};
+        (0, utils_3._reduceTickBitmap)(tickBitmap, _state.tickBitmap);
+        (0, utils_3._reduceTicks)(ticks, _state.ticks);
+        const observations = {
+            [_state.slot0.observationIndex]: {
+                blockTimestamp: (0, utils_1.bigIntify)(_state.observation.blockTimestamp),
+                tickCumulative: (0, utils_1.bigIntify)(_state.observation.tickCumulative),
+                secondsPerLiquidityCumulativeX128: (0, utils_1.bigIntify)(_state.observation.secondsPerLiquidityCumulativeX128),
+                initialized: _state.observation.initialized,
+            },
+        };
+        const currentTick = (0, utils_1.bigIntify)(_state.slot0.tick);
+        const tickSpacing = (0, utils_1.bigIntify)(_state.tickSpacing);
+        const startTickBitmap = TickBitMap_1.TickBitMap.position(currentTick / tickSpacing)[0];
+        const requestedRange = this.getBitmapRangeToRequest();
+        return {
+            pool: _state.pool,
+            blockTimestamp: (0, utils_1.bigIntify)(_state.blockTimestamp),
+            slot0: {
+                sqrtPriceX96: (0, utils_1.bigIntify)(_state.slot0.sqrtPriceX96),
+                tick: currentTick,
+                observationIndex: +_state.slot0.observationIndex,
+                observationCardinality: +_state.slot0.observationCardinality,
+                observationCardinalityNext: +_state.slot0.observationCardinalityNext,
+                feeProtocol: (0, utils_1.bigIntify)(_state.slot0.feeProtocol),
+            },
+            liquidity: (0, utils_1.bigIntify)(_state.liquidity),
+            fee: this.feeCode,
+            tickSpacing,
+            maxLiquidityPerTick: (0, utils_1.bigIntify)(_state.maxLiquidityPerTick),
+            tickBitmap,
+            ticks,
+            observations,
+            isValid: true,
+            startTickBitmap,
+            lowestKnownTick: (BigInt.asIntN(24, startTickBitmap - requestedRange) << 8n) *
+                tickSpacing,
+            highestKnownTick: ((BigInt.asIntN(24, startTickBitmap + requestedRange) << 8n) +
+                BigInt.asIntN(24, 255n)) *
+                tickSpacing,
+            balance0,
+            balance1,
+        };
+    }
+    handleSwapEvent(event, pool, log, blockHeader) {
+        const newSqrtPriceX96 = (0, utils_1.bigIntify)(event.args.sqrtPriceX96);
+        const amount0 = (0, utils_1.bigIntify)(event.args.amount0);
+        const amount1 = (0, utils_1.bigIntify)(event.args.amount1);
+        const newTick = (0, utils_1.bigIntify)(event.args.tick);
+        const newLiquidity = (0, utils_1.bigIntify)(event.args.liquidity);
+        pool.blockTimestamp = (0, utils_1.bigIntify)(blockHeader.timestamp);
+        if (amount0 <= 0n && amount1 <= 0n) {
+            this.logger.error(`${this.parentName}: amount0 <= 0n && amount1 <= 0n for ` +
+                `${this.poolAddress} and ${blockHeader.number}. Check why it happened`);
+            pool.isValid = false;
+            return pool;
+        }
+        else {
+            const zeroForOne = amount0 > 0n;
+            uniswap_v3_math_1.uniswapV3Math.swapFromEvent(pool, newSqrtPriceX96, newTick, newLiquidity, zeroForOne);
+            if (zeroForOne) {
+                if (amount1 < 0n) {
+                    pool.balance1 -= BigInt.asUintN(256, -amount1);
+                }
+                else {
+                    this.logger.error(`In swapEvent for pool ${pool.pool} received incorrect values ${zeroForOne} and ${amount1}`);
+                    pool.isValid = false;
+                }
+                // This is not correct fully, because pool may get more tokens then it needs, but
+                // it is not accounted in internal state, it should be good enough
+                pool.balance0 += BigInt.asUintN(256, amount0);
+            }
+            else {
+                if (amount0 < 0n) {
+                    pool.balance0 -= BigInt.asUintN(256, -amount0);
+                }
+                else {
+                    this.logger.error(`In swapEvent for pool ${pool.pool} received incorrect values ${zeroForOne} and ${amount0}`);
+                    pool.isValid = false;
+                }
+                pool.balance1 += BigInt.asUintN(256, amount1);
+            }
+            return pool;
+        }
+    }
+    handleBurnEvent(event, pool, log, blockHeader) {
+        const amount = (0, utils_1.bigIntify)(event.args.amount);
+        const tickLower = (0, utils_1.bigIntify)(event.args.tickLower);
+        const tickUpper = (0, utils_1.bigIntify)(event.args.tickUpper);
+        pool.blockTimestamp = (0, utils_1.bigIntify)(blockHeader.timestamp);
+        uniswap_v3_math_1.uniswapV3Math._modifyPosition(pool, {
+            tickLower,
+            tickUpper,
+            liquidityDelta: -BigInt.asIntN(128, BigInt.asIntN(256, amount)),
+        });
+        // From this transaction I conclude that there is no balance change from
+        // Burn event: https://dashboard.tenderly.co/tx/mainnet/0xfccf5341147ac3ad0e66452273d12dfc3219e81f8fb369a6cdecfb24b9b9d078/logs
+        // And it aligns with UniswapV3 doc:
+        // https://github.com/Uniswap/v3-core/blob/05c10bf6d547d6121622ac51c457f93775e1df09/contracts/interfaces/pool/IUniswapV3PoolActions.sol#L59
+        // It just updates positions and tokensOwed which may be requested calling collect
+        // So, we don't need to update pool.balances0 and pool.balances1 here
+        return pool;
+    }
+    handleMintEvent(event, pool, log, blockHeader) {
+        const amount = (0, utils_1.bigIntify)(event.args.amount);
+        const tickLower = (0, utils_1.bigIntify)(event.args.tickLower);
+        const tickUpper = (0, utils_1.bigIntify)(event.args.tickUpper);
+        const amount0 = (0, utils_1.bigIntify)(event.args.amount0);
+        const amount1 = (0, utils_1.bigIntify)(event.args.amount1);
+        pool.blockTimestamp = (0, utils_1.bigIntify)(blockHeader.timestamp);
+        uniswap_v3_math_1.uniswapV3Math._modifyPosition(pool, {
+            tickLower,
+            tickUpper,
+            liquidityDelta: amount,
+        });
+        pool.balance0 += amount0;
+        pool.balance1 += amount1;
+        return pool;
+    }
+    handleSetFeeProtocolEvent(event, pool, log, blockHeader) {
+        const feeProtocol0 = (0, utils_1.bigIntify)(event.args.feeProtocol0New);
+        const feeProtocol1 = (0, utils_1.bigIntify)(event.args.feeProtocol1New);
+        pool.slot0.feeProtocol = feeProtocol0 + (feeProtocol1 << 4n);
+        pool.blockTimestamp = (0, utils_1.bigIntify)(blockHeader.timestamp);
+        return pool;
+    }
+    handleCollectEvent(event, pool, log, blockHeader) {
+        const amount0 = (0, utils_1.bigIntify)(event.args.amount0);
+        const amount1 = (0, utils_1.bigIntify)(event.args.amount1);
+        pool.balance0 -= amount0;
+        pool.balance1 -= amount1;
+        pool.blockTimestamp = (0, utils_1.bigIntify)(blockHeader.timestamp);
+        return pool;
+    }
+    handleFlashEvent(event, pool, log, blockHeader) {
+        const paid0 = (0, utils_1.bigIntify)(event.args.paid0);
+        const paid1 = (0, utils_1.bigIntify)(event.args.paid1);
+        pool.balance0 += paid0;
+        pool.balance1 += paid1;
+        pool.blockTimestamp = (0, utils_1.bigIntify)(blockHeader.timestamp);
+        return pool;
+    }
+    handleIncreaseObservationCardinalityNextEvent(event, pool, log, blockHeader) {
+        pool.slot0.observationCardinalityNext = parseInt(event.args.observationCardinalityNextNew, 10);
+        pool.blockTimestamp = (0, utils_1.bigIntify)(blockHeader.timestamp);
+        return pool;
+    }
+    _computePoolAddress(token0, token1, fee) {
+        // https://github.com/Uniswap/v3-periphery/blob/main/contracts/libraries/PoolAddress.sol
+        if (token0 > token1)
+            [token0, token1] = [token1, token0];
+        const encodedKey = ethers_1.ethers.utils.keccak256(ethers_1.ethers.utils.defaultAbiCoder.encode(['address', 'address', 'uint24'], [token0, token1, BigInt.asUintN(24, fee)]));
+        return ethers_1.ethers.utils.getCreate2Address(this.factoryAddress, encodedKey, this.poolInitCodeHash);
+    }
+}
+exports.RamsesV2EventPool = RamsesV2EventPool;
+//# sourceMappingURL=ramses-v2-pool.js.map

package/build/dex/ramses-v2/ramses-v2-pool.js.map

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package/build/dex/ramses-v2/ramses-v2.d.ts

@@ -0,0 +1,61 @@
+/// <reference types="node" />
+import { Interface } from '@ethersproject/abi';
+import { Token, Address, ExchangePrices, AdapterExchangeParam, SimpleExchangeParam, PoolLiquidity, Logger, NumberAsString, PoolPrices, TxInfo, PreprocessTransactionOptions, ExchangeTxInfo } from '../../types';
+import { SwapSide, Network } from '../../constants';
+import { IDex } from '../../dex/idex';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import { DexParams, RamsesV2Data, RamsesV2Param } from './types';
+import { SimpleExchange } from '../simple-exchange';
+import { RamsesV2EventPool } from './ramses-v2-pool';
+import { OptimalSwapExchange } from '@paraswap/core';
+export declare class RamsesV2 extends SimpleExchange implements IDex<RamsesV2Data, RamsesV2Param> {
+    protected network: Network;
+    protected dexHelper: IDexHelper;
+    protected adapters: import("../../types").AdapterMappings;
+    readonly routerIface: Interface;
+    readonly quoterIface: Interface;
+    protected config: DexParams;
+    readonly isFeeOnTransferSupported: boolean;
+    readonly eventPools: Record<string, RamsesV2EventPool | null>;
+    readonly hasConstantPriceLargeAmounts = false;
+    readonly needWrapNative = true;
+    readonly directSwapIface: Interface;
+    intervalTask?: NodeJS.Timeout;
+    static dexKeysWithNetwork: {
+        key: string;
+        networks: Network[];
+    }[];
+    logger: Logger;
+    private uniswapMulti;
+    private stateMultiContract;
+    private notExistingPoolSetKey;
+    constructor(network: Network, dexKey: string, dexHelper: IDexHelper, adapters?: import("../../types").AdapterMappings, routerIface?: Interface, quoterIface?: Interface, config?: DexParams);
+    get supportedFees(): bigint[];
+    getAdapters(side: SwapSide): {
+        name: string;
+        index: number;
+    }[] | null;
+    getPoolIdentifier(srcAddress: Address, destAddress: Address, fee: bigint): string;
+    initializePricing(blockNumber: number): Promise<void>;
+    getPool(srcAddress: Address, destAddress: Address, fee: bigint, blockNumber: number): Promise<RamsesV2EventPool | null>;
+    addMasterPool(poolKey: string, blockNumber: number): Promise<boolean>;
+    getPoolIdentifiers(srcToken: Token, destToken: Token, side: SwapSide, blockNumber: number): Promise<string[]>;
+    getPricingFromRpc(from: Token, to: Token, amounts: bigint[], side: SwapSide, pools: RamsesV2EventPool[]): Promise<ExchangePrices<RamsesV2Data> | null>;
+    getPricesVolume(srcToken: Token, destToken: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[]): Promise<null | ExchangePrices<RamsesV2Data>>;
+    getAdapterParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: RamsesV2Data, side: SwapSide): AdapterExchangeParam;
+    getCalldataGasCost(poolPrices: PoolPrices<RamsesV2Data>): number | number[];
+    getTokenFromAddress(address: Address): Token;
+    preProcessTransaction(optimalSwapExchange: OptimalSwapExchange<RamsesV2Data>, srcToken: Token, _0: Token, _1: SwapSide, options: PreprocessTransactionOptions): Promise<[OptimalSwapExchange<RamsesV2Data>, ExchangeTxInfo]>;
+    getDirectParam(srcToken: Address, destToken: Address, srcAmount: NumberAsString, destAmount: NumberAsString, expectedAmount: NumberAsString, data: RamsesV2Data, side: SwapSide, permit: string, uuid: string, feePercent: NumberAsString, deadline: NumberAsString, partner: string, beneficiary: string, contractMethod?: string): TxInfo<RamsesV2Param>;
+    static getDirectFunctionName(): string[];
+    getSimpleParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: RamsesV2Data, side: SwapSide): Promise<SimpleExchangeParam>;
+    getTopPoolsForToken(tokenAddress: Address, limit: number): Promise<PoolLiquidity[]>;
+    private _getPoolsFromIdentifiers;
+    private _getLoweredAddresses;
+    private _sortTokens;
+    private _toLowerForAllConfigAddresses;
+    private _getOutputs;
+    private _querySubgraph;
+    private _encodePath;
+    releaseResources(): void;
+}