@paraswap/dex-lib 2.46.1 → 2.46.2-remove-univ3-poolconfigs.2

package/build/constants.d.ts

@@ -3,6 +3,7 @@ export declare const PORT_TEST_SERVER: string | undefined;
 export declare const ETHER_ADDRESS: string;
 export declare const NULL_ADDRESS = "0x0000000000000000000000000000000000000000";
 export declare const CACHE_PREFIX = "dl";
+export declare const INIT_SERVICE_CACHE_PREFIX = "is";
 export declare const MAX_UINT = "115792089237316195423570985008687907853269984665640564039457584007913129639935";
 export declare const MAX_INT = "57896044618658097711785492504343953926634992332820282019728792003956564819967";
 export declare const MIN_INT = "-57896044618658097711785492504343953926634992332820282019728792003956564819967";

package/build/constants.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.BPS_MAX_VALUE = exports.DEST_TOKEN_DEX_TRANSFERS = exports.DEST_TOKEN_PARASWAP_TRANSFERS = exports.SRC_TOKEN_DEX_TRANSFERS = exports.SRC_TOKEN_PARASWAP_TRANSFERS = exports.LIMIT_ORDER_PROVIDERS = exports.SUBGRAPH_TIMEOUT = exports.Network = exports.STATEFUL_EVENT_SUBSCRIBER_LOG_BATCH_PERIOD = exports.FETCH_POOL_PRICES_TIMEOUT = exports.FETCH_POOL_IDENTIFIER_TIMEOUT = exports.SETUP_RETRY_TIMEOUT = exports.MAX_BLOCKS_HISTORY = exports.MIN_INT = exports.MAX_INT = exports.MAX_UINT = exports.CACHE_PREFIX = exports.NULL_ADDRESS = exports.ETHER_ADDRESS = exports.PORT_TEST_SERVER = exports.ContractMethod = exports.SwapSide = void 0;
+exports.BPS_MAX_VALUE = exports.DEST_TOKEN_DEX_TRANSFERS = exports.DEST_TOKEN_PARASWAP_TRANSFERS = exports.SRC_TOKEN_DEX_TRANSFERS = exports.SRC_TOKEN_PARASWAP_TRANSFERS = exports.LIMIT_ORDER_PROVIDERS = exports.SUBGRAPH_TIMEOUT = exports.Network = exports.STATEFUL_EVENT_SUBSCRIBER_LOG_BATCH_PERIOD = exports.FETCH_POOL_PRICES_TIMEOUT = exports.FETCH_POOL_IDENTIFIER_TIMEOUT = exports.SETUP_RETRY_TIMEOUT = exports.MAX_BLOCKS_HISTORY = exports.MIN_INT = exports.MAX_INT = exports.MAX_UINT = exports.INIT_SERVICE_CACHE_PREFIX = exports.CACHE_PREFIX = exports.NULL_ADDRESS = exports.ETHER_ADDRESS = exports.PORT_TEST_SERVER = exports.ContractMethod = exports.SwapSide = void 0;
 var core_1 = require("@paraswap/core");
 Object.defineProperty(exports, "SwapSide", { enumerable: true, get: function () { return core_1.SwapSide; } });
 Object.defineProperty(exports, "ContractMethod", { enumerable: true, get: function () { return core_1.ContractMethod; } });
@@ -8,6 +8,7 @@ exports.PORT_TEST_SERVER = process.env.TEST_PORT;
 exports.ETHER_ADDRESS = '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE'.toLowerCase();
 exports.NULL_ADDRESS = '0x0000000000000000000000000000000000000000';
 exports.CACHE_PREFIX = 'dl';
+exports.INIT_SERVICE_CACHE_PREFIX = 'is';
 exports.MAX_UINT = '115792089237316195423570985008687907853269984665640564039457584007913129639935';
 exports.MAX_INT = '57896044618658097711785492504343953926634992332820282019728792003956564819967';
 exports.MIN_INT = '-57896044618658097711785492504343953926634992332820282019728792003956564819967';

package/build/constants.js.map

@@ -1 +1 @@
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package/build/dex/balancer-v2/pools/gyro/Gyro3Pool.d.ts

@@ -3,7 +3,6 @@ import { BigNumber } from '@ethersproject/bignumber';
 import { BasePool } from '../balancer-v2-pool';
 import { SwapSide } from '../../../../constants';
 import { callData, SubgraphPoolBase, PoolState } from '../../types';
-import { StablePoolPairData } from '../stable/StablePool';
 export declare type Gyro3PoolPairData = {
     balances: BigNumber[];
     indexIn: number;
@@ -29,5 +28,5 @@ export declare class Gyro3Pool extends BasePool {
         [address: string]: PoolState;
     }, number];
     onSell(amounts: bigint[], poolPairData: Gyro3PoolPairData): bigint[];
-    onBuy(amounts: bigint[], poolPairData: StablePoolPairData): bigint[];
+    onBuy(amounts: bigint[], poolPairData: Gyro3PoolPairData): bigint[];
 }

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

@@ -24,12 +24,15 @@ class Gyro3Pool extends balancer_v2_pool_1.BasePool {
         let indexIn = 0, indexOut = 0, indexTertiary = 0;
         const scalingFactors = [];
         const balances = pool.tokens.map((t, i) => {
-            if (t.address.toLowerCase() === tokenIn.toLowerCase())
+            if (t.address.toLowerCase() === tokenIn.toLowerCase()) {
                 indexIn = i;
-            else if (t.address.toLowerCase() === tokenOut.toLowerCase())
+            }
+            else if (t.address.toLowerCase() === tokenOut.toLowerCase()) {
                 indexOut = i;
-            else
+            }
+            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));
@@ -54,8 +57,7 @@ class Gyro3Pool extends balancer_v2_pool_1.BasePool {
             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);
+            return this._downscaleDown(balancer_v2_math_1.MathSol.mulDownFixed(poolPairData.balances[poolPairData.indexIn].toBigInt(), SWAP_LIMIT_FACTOR), poolPairData.scalingFactors[poolPairData.indexOut]);
         }
     }
     /*
@@ -105,7 +107,7 @@ class Gyro3Pool extends balancer_v2_pool_1.BasePool {
             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 => {
+            return 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]);
@@ -114,14 +116,31 @@ class Gyro3Pool extends balancer_v2_pool_1.BasePool {
                     return BigInt(0);
                 }
             });
-            return amountsOut;
         }
         catch (error) {
             return [];
         }
     }
     onBuy(amounts, poolPairData) {
-        return [];
+        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 scalingFactor = poolPairData.scalingFactors[poolPairData.indexOut];
+            const tokenAmountsWithFee = amounts.map(a => this._upscale(a, poolPairData.scalingFactors[poolPairData.indexOut]));
+            const tokenAmountsInWithFee = tokenAmountsWithFee.map(a => this._addFeeAmount(a, poolPairData.swapFee));
+            return tokenAmountsInWithFee.map(amount => {
+                try {
+                    const amountIn = sor_1.Gyro3Maths._calcInGivenOut(poolPairData.balances[poolPairData.indexIn], poolPairData.balances[poolPairData.indexOut], bignumber_1.BigNumber.from(amount), bignumber_1.BigNumber.from(virtualOffsetInOut)).toBigInt();
+                    return this._downscaleDown(amountIn, poolPairData.scalingFactors[poolPairData.indexIn]);
+                }
+                catch (error) {
+                    return BigInt(0);
+                }
+            });
+        }
+        catch (error) {
+            return [];
+        }
     }
 }
 exports.Gyro3Pool = Gyro3Pool;

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

@@ -1 +1 @@
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+{"version":3,"file":"Gyro3Pool.js","sourceRoot":"","sources":["../../../../../src/dex/balancer-v2/pools/gyro/Gyro3Pool.ts"],"names":[],"mappings":";;;AAAA,4CAA+C;AAC/C,wDAAqD;AAErD,0DAA+C;AAC/C,qDAAiD;AACjD,uCAIqB;AAErB,6DAAiD;AACjD,4CAAgD;AAEhD,oBAAoB;AACpB,MAAM,iBAAiB,GAAG,MAAM,CAAC,oBAAoB,CAAC,CAAC;AAcvD,MAAa,SAAU,SAAQ,2BAAQ;IAOrC,YAAY,YAAoB,EAAE,cAAyB;QACzD,KAAK,EAAE,CAAC;QALV,kBAAa,GAAG,IAAI,eAAS,CAAC;YAC5B,wDAAwD;SACzD,CAAC,CAAC;QAID,IAAI,CAAC,YAAY,GAAG,YAAY,CAAC;QACjC,IAAI,CAAC,cAAc,GAAG,cAAc,CAAC;IACvC,CAAC;IAED,iBAAiB,CACf,IAAsB,EACtB,SAAoB,EACpB,OAAe,EACf,QAAgB;QAEhB,4EAA4E;QAC5E,IAAI,OAAO,GAAG,CAAC,EACb,QAAQ,GAAG,CAAC,EACZ,aAAa,GAAG,CAAC,CAAC;QACpB,MAAM,cAAc,GAAa,EAAE,CAAC;QACpC,MAAM,QAAQ,GAAG,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE;YACxC,IAAI,CAAC,CAAC,OAAO,CAAC,WAAW,EAAE,KAAK,OAAO,CAAC,WAAW,EAAE,EAAE;gBACrD,OAAO,GAAG,CAAC,CAAC;aACb;iBAAM,IAAI,CAAC,CAAC,OAAO,CAAC,WAAW,EAAE,KAAK,QAAQ,CAAC,WAAW,EAAE,EAAE;gBAC7D,QAAQ,GAAG,CAAC,CAAC;aACd;iBAAM;gBACL,aAAa,GAAG,CAAC,CAAC;aACnB;YAED,MAAM,aAAa,GAAG,IAAA,6BAAqB,EAAC,CAAC,CAAC,QAAQ,CAAC,CAAC;YACxD,cAAc,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC;YAEnC,OAAO,qBAAS,CAAC,IAAI,CACnB,IAAI,CAAC,QAAQ,CACX,MAAM,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC,OAAO,CAAC,EACzD,aAAa,CACd,CACF,CAAC;QACJ,CAAC,CAAC,CAAC;QAEH,MAAM,eAAe,GAAG,QAAQ,CAAC,aAAa,CAAC,CAAC;QAChD,MAAM,gBAAgB,GAAG,IAAI,CAAC,MAAM,CAAC,aAAa,CAAC,CAAC,QAAQ,CAAC;QAE7D,MAAM,YAAY,GAAsB;YACtC,QAAQ;YACR,OAAO;YACP,QAAQ;YACR,cAAc;YACd,OAAO,EAAE,SAAS,CAAC,OAAO;YAC1B,eAAe;YACf,gBAAgB;YAChB,UAAU,EAAE,IAAA,sBAAc,EAAC,IAAI,CAAC,UAAU,EAAE,EAAE,CAAC;SAChD,CAAC;QAEF,OAAO,YAAY,CAAC;IACtB,CAAC;IAED,gBAAgB,CAAC,YAA+B,EAAE,IAAc;QAC9D,IAAI,IAAI,KAAK,oBAAQ,CAAC,IAAI,EAAE;YAC1B,sDAAsD;YACtD,OAAO,IAAI,CAAC,cAAc,CACxB,0BAAO,CAAC,YAAY,CAClB,YAAY,CAAC,QAAQ,CAAC,YAAY,CAAC,QAAQ,CAAC,CAAC,QAAQ,EAAE,EACvD,iBAAiB,CAClB,EACD,YAAY,CAAC,cAAc,CAAC,YAAY,CAAC,OAAO,CAAC,CAClD,CAAC;SACH;aAAM;YACL,OAAO,IAAI,CAAC,cAAc,CACxB,0BAAO,CAAC,YAAY,CAClB,YAAY,CAAC,QAAQ,CAAC,YAAY,CAAC,OAAO,CAAC,CAAC,QAAQ,EAAE,EACtD,iBAAiB,CAClB,EACD,YAAY,CAAC,cAAc,CAAC,YAAY,CAAC,QAAQ,CAAC,CACnD,CAAC;SACH;IACH,CAAC;IAED;;MAEE;IACF,eAAe,CAAC,IAAsB;QACpC,MAAM,YAAY,GAAe;YAC/B;gBACE,MAAM,EAAE,IAAI,CAAC,YAAY;gBACzB,QAAQ,EAAE,IAAI,CAAC,cAAc,CAAC,kBAAkB,CAAC,eAAe,EAAE;oBAChE,IAAI,CAAC,EAAE;iBACR,CAAC;aACH;YACD;gBACE,MAAM,EAAE,IAAI,CAAC,OAAO;gBACpB,QAAQ,EAAE,IAAI,CAAC,aAAa,CAAC,kBAAkB,CAAC,sBAAsB,CAAC;aACxE;SACF,CAAC;QACF,OAAO,YAAY,CAAC;IACtB,CAAC;IAED;;;;MAIE;IACF,kBAAkB,CAChB,IAAsB,EACtB,IAA6C,EAC7C,UAAkB;QAElB,MAAM,KAAK,GAAG,EAAsC,CAAC;QAErD,MAAM,UAAU,GAAG,IAAA,wBAAgB,EACjC,IAAI,CAAC,cAAc,EACnB,eAAe,EACf,IAAI,CAAC,UAAU,EAAE,CAAC,EAClB,IAAI,CAAC,OAAO,CACb,CAAC;QACF,MAAM,OAAO,GAAG,IAAA,wBAAgB,EAC9B,IAAI,CAAC,aAAa,EAClB,sBAAsB,EACtB,IAAI,CAAC,UAAU,EAAE,CAAC,EAClB,IAAI,CAAC,OAAO,CACb,CAAC,CAAC,CAAC,CAAC;QAEL,MAAM,SAAS,GAAc;YAC3B,OAAO,EAAE,MAAM,CAAC,OAAO,CAAC,QAAQ,EAAE,CAAC;YACnC,aAAa,EAAE,UAAU,CAAC,MAAM;YAChC,MAAM,EAAE,UAAU,CAAC,MAAM,CAAC,MAAM,CAC9B,CAAC,KAAwC,EAAE,EAAU,EAAE,CAAS,EAAE,EAAE;gBAClE,MAAM,UAAU,GAAe;oBAC7B,OAAO,EAAE,MAAM,CAAC,UAAU,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;iBACnD,CAAC;gBACF,KAAK,CAAC,EAAE,CAAC,WAAW,EAAE,CAAC,GAAG,UAAU,CAAC;gBACrC,OAAO,KAAK,CAAC;YACf,CAAC,EACD,EAAE,CACH;SACF,CAAC;QACF,KAAK,CAAC,IAAI,CAAC,OAAO,CAAC,GAAG,SAAS,CAAC;QAChC,OAAO,CAAC,KAAK,EAAE,UAAU,CAAC,CAAC;IAC7B,CAAC;IAED,MAAM,CAAC,OAAiB,EAAE,YAA+B;QACvD,IAAI;YACF,MAAM,SAAS,GAAG,gBAAU,CAAC,mBAAmB,CAC9C,YAAY,CAAC,QAAQ,EACrB,YAAY,CAAC,UAAU,CACxB,CAAC;YAEF,MAAM,kBAAkB,GAAG,0BAAO,CAAC,YAAY,CAC7C,SAAS,CAAC,QAAQ,EAAE,EACpB,YAAY,CAAC,UAAU,CAAC,QAAQ,EAAE,CACnC,CAAC;YAEF,MAAM,oBAAoB,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAC3C,IAAI,CAAC,QAAQ,CAAC,CAAC,EAAE,YAAY,CAAC,cAAc,CAAC,YAAY,CAAC,OAAO,CAAC,CAAC,CACpE,CAAC;YAEF,MAAM,qBAAqB,GAAG,oBAAoB,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CACzD,IAAI,CAAC,sBAAsB,CAAC,CAAC,EAAE,YAAY,CAAC,OAAO,CAAC,CACrD,CAAC;YAEF,OAAO,qBAAqB,CAAC,GAAG,CAAC,MAAM,CAAC,EAAE;gBACxC,IAAI;oBACF,MAAM,SAAS,GAAG,gBAAU,CAAC,eAAe,CAC1C,YAAY,CAAC,QAAQ,CAAC,YAAY,CAAC,OAAO,CAAC,EAC3C,YAAY,CAAC,QAAQ,CAAC,YAAY,CAAC,QAAQ,CAAC,EAC5C,qBAAS,CAAC,IAAI,CAAC,MAAM,CAAC,EACtB,qBAAS,CAAC,IAAI,CAAC,kBAAkB,CAAC,CACnC,CAAC,QAAQ,EAAE,CAAC;oBAEb,OAAO,IAAI,CAAC,cAAc,CACxB,SAAS,EACT,YAAY,CAAC,cAAc,CAAC,YAAY,CAAC,QAAQ,CAAC,CACnD,CAAC;iBACH;gBAAC,OAAO,KAAK,EAAE;oBACd,OAAO,MAAM,CAAC,CAAC,CAAC,CAAC;iBAClB;YACH,CAAC,CAAC,CAAC;SACJ;QAAC,OAAO,KAAK,EAAE;YACd,OAAO,EAAE,CAAC;SACX;IACH,CAAC;IAED,KAAK,CAAC,OAAiB,EAAE,YAA+B;QACtD,IAAI;YACF,MAAM,SAAS,GAAG,gBAAU,CAAC,mBAAmB,CAC9C,YAAY,CAAC,QAAQ,EACrB,YAAY,CAAC,UAAU,CACxB,CAAC;YAEF,MAAM,kBAAkB,GAAG,0BAAO,CAAC,YAAY,CAC7C,SAAS,CAAC,QAAQ,EAAE,EACpB,YAAY,CAAC,UAAU,CAAC,QAAQ,EAAE,CACnC,CAAC;YAEF,MAAM,aAAa,GAAG,YAAY,CAAC,cAAc,CAAC,YAAY,CAAC,QAAQ,CAAC,CAAC;YAEzE,MAAM,mBAAmB,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAC1C,IAAI,CAAC,QAAQ,CAAC,CAAC,EAAE,YAAY,CAAC,cAAc,CAAC,YAAY,CAAC,QAAQ,CAAC,CAAC,CACrE,CAAC;YACF,MAAM,qBAAqB,GAAG,mBAAmB,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CACxD,IAAI,CAAC,aAAa,CAAC,CAAC,EAAE,YAAY,CAAC,OAAO,CAAC,CAC5C,CAAC;YAEF,OAAO,qBAAqB,CAAC,GAAG,CAAC,MAAM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package/build/dex/balancer-v2/pools/gyro/GyroEPool.d.ts

@@ -4,16 +4,17 @@ import { BasePool } from '../balancer-v2-pool';
 import { SwapSide } from '../../../../constants';
 import { callData, SubgraphPoolBase, PoolState } from '../../types';
 import { DerivedGyroEParams, GyroEParams } from '@balancer-labs/sor';
-import { StablePoolPairData } from '../stable/StablePool';
 export declare type GyroEPoolPairData = {
     balances: BigNumber[];
+    tokenRates: bigint[];
+    gyroParams: GyroEParams;
+    gyroDerivedParams: DerivedGyroEParams;
+    rateProviders: string[];
     indexIn: number;
     indexOut: number;
     swapFee: bigint;
     scalingFactors: bigint[];
     tokenInIsToken0: boolean;
-    gyroEParams: GyroEParams;
-    derivedGyroEParams: DerivedGyroEParams;
 };
 export declare class GyroEPool extends BasePool {
     vaultAddress: string;
@@ -30,5 +31,7 @@ export declare class GyroEPool extends BasePool {
         [address: string]: PoolState;
     }, number];
     onSell(amounts: bigint[], poolPairData: GyroEPoolPairData): bigint[];
-    onBuy(amounts: bigint[], poolPairData: StablePoolPairData): bigint[];
+    onBuy(amounts: bigint[], poolPairData: GyroEPoolPairData): bigint[];
+    private _scalingFactor;
+    private _normalizeBalances;
 }

package/build/dex/balancer-v2/pools/gyro/GyroEPool.js

@@ -1,4 +1,7 @@
 "use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.GyroEPool = void 0;
 const abi_1 = require("@ethersproject/abi");
@@ -8,14 +11,13 @@ 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");
+const gyro_e_abi_json_1 = __importDefault(require("../../../../abi/balancer-v2/gyro-e.abi.json"));
 // Swap Limit factor
 const SWAP_LIMIT_FACTOR = BigInt('999999000000000000');
 class GyroEPool extends balancer_v2_pool_1.BasePool {
     constructor(vaultAddress, vaultInterface) {
         super();
-        this.poolInterface = new abi_1.Interface([
-            'function getSwapFeePercentage() view returns (uint256)',
-        ]);
+        this.poolInterface = new abi_1.Interface(gyro_e_abi_json_1.default);
         this.vaultAddress = vaultAddress;
         this.vaultInterface = vaultInterface;
     }
@@ -32,37 +34,21 @@ class GyroEPool extends balancer_v2_pool_1.BasePool {
             scalingFactors.push(scalingFactor);
             return bignumber_1.BigNumber.from(this._upscale(BigInt(poolState.tokens[t.address.toLowerCase()].balance), scalingFactor));
         });
-        const gyroEParams = {
-            alpha: (0, utils_1.safeParseFixed)(pool.alpha, 18),
-            beta: (0, utils_1.safeParseFixed)(pool.beta, 18),
-            c: (0, utils_1.safeParseFixed)(pool.c, 18),
-            s: (0, utils_1.safeParseFixed)(pool.s, 18),
-            lambda: (0, utils_1.safeParseFixed)(pool.lambda, 18),
-        };
-        const derivedGyroEParamsFromSubgraph = {
-            tauAlpha: {
-                x: (0, utils_1.safeParseFixed)(pool.tauAlphaX, 38),
-                y: (0, utils_1.safeParseFixed)(pool.tauAlphaY, 38),
-            },
-            tauBeta: {
-                x: (0, utils_1.safeParseFixed)(pool.tauBetaX, 38),
-                y: (0, utils_1.safeParseFixed)(pool.tauBetaY, 38),
-            },
-            u: (0, utils_1.safeParseFixed)(pool.u, 38),
-            v: (0, utils_1.safeParseFixed)(pool.v, 38),
-            w: (0, utils_1.safeParseFixed)(pool.w, 38),
-            z: (0, utils_1.safeParseFixed)(pool.z, 38),
-            dSq: (0, utils_1.safeParseFixed)(pool.dSq, 38),
-        };
         const tokenInIsToken0 = indexIn === 0;
+        const tokenRates = poolState.tokenRates
+            ? [poolState.tokenRates[0], poolState.tokenRates[1]]
+            : [];
+        const rateProviders = poolState.rateProviders ?? [];
         const poolPairData = {
+            gyroParams: poolState.gyroParams,
+            gyroDerivedParams: poolState.gyroDerivedParams,
+            tokenRates,
+            rateProviders,
             balances,
             indexIn,
             indexOut,
             scalingFactors,
             swapFee: poolState.swapFee,
-            derivedGyroEParams: derivedGyroEParamsFromSubgraph,
-            gyroEParams: gyroEParams,
             tokenInIsToken0,
         };
         return poolPairData;
@@ -73,8 +59,7 @@ class GyroEPool extends balancer_v2_pool_1.BasePool {
             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);
+            return this._downscaleDown(balancer_v2_math_1.MathSol.mulDownFixed(poolPairData.balances[poolPairData.indexIn].toBigInt(), SWAP_LIMIT_FACTOR), poolPairData.scalingFactors[poolPairData.indexOut]);
         }
     }
     /*
@@ -92,8 +77,29 @@ class GyroEPool extends balancer_v2_pool_1.BasePool {
                 target: pool.address,
                 callData: this.poolInterface.encodeFunctionData('getSwapFeePercentage'),
             },
+            {
+                target: pool.address,
+                callData: this.poolInterface.encodeFunctionData('getECLPParams'),
+            },
         ];
-        return poolCallData;
+        // Only version 2 of GyroE uses token rates
+        const v2Calls = pool.poolTypeVersion === 2
+            ? [
+                {
+                    target: pool.address,
+                    callData: this.poolInterface.encodeFunctionData('getTokenRates'),
+                },
+                {
+                    target: pool.address,
+                    callData: this.poolInterface.encodeFunctionData('rateProvider0'),
+                },
+                {
+                    target: pool.address,
+                    callData: this.poolInterface.encodeFunctionData('rateProvider1'),
+                },
+            ]
+            : [];
+        return [...poolCallData, ...v2Calls];
     }
     /*
     Helper function to decode multicall data for Pool.
@@ -104,8 +110,22 @@ class GyroEPool extends balancer_v2_pool_1.BasePool {
         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 eclParams = (0, utils_1.decodeThrowError)(this.poolInterface, 'getECLPParams', data[startIndex++], pool.address);
+        let tokenRates;
+        let rateProviders = [];
+        if (pool.poolTypeVersion === 2) {
+            tokenRates = (0, utils_1.decodeThrowError)(this.poolInterface, 'getTokenRates', data[startIndex++], pool.address);
+            tokenRates = tokenRates.map(t => BigInt(t.toString()));
+            const rateProvider0 = (0, utils_1.decodeThrowError)(this.poolInterface, 'rateProvider0', data[startIndex++], pool.address)[0];
+            const rateProvider1 = (0, utils_1.decodeThrowError)(this.poolInterface, 'rateProvider1', data[startIndex++], pool.address)[0];
+            rateProviders = [rateProvider0, rateProvider1];
+        }
         const poolState = {
+            gyroParams: eclParams.params,
+            gyroDerivedParams: eclParams.d,
             swapFee: BigInt(swapFee.toString()),
+            tokenRates,
+            rateProviders,
             orderedTokens: poolTokens.tokens,
             tokens: poolTokens.tokens.reduce((ptAcc, pt, j) => {
                 const tokenState = {
@@ -120,18 +140,21 @@ class GyroEPool extends balancer_v2_pool_1.BasePool {
     }
     onSell(amounts, poolPairData) {
         try {
-            const orderedNormalizedBalances = (0, sor_1.balancesFromTokenInOut)(poolPairData.balances[poolPairData.indexIn], poolPairData.balances[poolPairData.indexOut], poolPairData.tokenInIsToken0);
-            const [currentInvariant, invErr] = sor_1.GyroEMaths.calculateInvariantWithError(orderedNormalizedBalances, poolPairData.gyroEParams, poolPairData.derivedGyroEParams);
+            const scalingFactorTokenIn = this._scalingFactor(poolPairData.tokenInIsToken0, poolPairData);
+            const scalingFactorTokenOut = this._scalingFactor(!poolPairData.tokenInIsToken0, poolPairData);
+            const normalizedBalances = this._normalizeBalances(poolPairData.balances, poolPairData.tokenRates);
+            const orderedNormalizedBalances = (0, sor_1.balancesFromTokenInOut)(normalizedBalances[poolPairData.indexIn], normalizedBalances[poolPairData.indexOut], poolPairData.tokenInIsToken0);
+            const [currentInvariant, invErr] = sor_1.GyroEMaths.calculateInvariantWithError(orderedNormalizedBalances, poolPairData.gyroParams, poolPairData.gyroDerivedParams);
             const invariant = {
                 x: currentInvariant.add(invErr.mul(2)),
                 y: currentInvariant,
             };
-            const tokenAmountsInScaled = amounts.map(a => this._upscale(a, poolPairData.scalingFactors[poolPairData.indexIn]));
+            const tokenAmountsInScaled = amounts.map(a => this._upscale(a, scalingFactorTokenIn));
             const tokenAmountsInWithFee = tokenAmountsInScaled.map(a => this._subtractSwapFeeAmount(a, poolPairData.swapFee));
             const amountsOut = tokenAmountsInWithFee.map(amount => {
                 try {
-                    const amountOut = sor_1.GyroEMaths.calcOutGivenIn(orderedNormalizedBalances, bignumber_1.BigNumber.from(amount), poolPairData.tokenInIsToken0, poolPairData.gyroEParams, poolPairData.derivedGyroEParams, invariant).toBigInt();
-                    return this._downscaleDown(amountOut, poolPairData.scalingFactors[poolPairData.indexOut]);
+                    const amountOut = sor_1.GyroEMaths.calcOutGivenIn(orderedNormalizedBalances, bignumber_1.BigNumber.from(amount), poolPairData.tokenInIsToken0, poolPairData.gyroParams, poolPairData.gyroDerivedParams, invariant).toBigInt();
+                    return this._downscaleDown(amountOut, scalingFactorTokenOut);
                 }
                 catch (error) {
                     return BigInt(0);
@@ -144,7 +167,55 @@ class GyroEPool extends balancer_v2_pool_1.BasePool {
         }
     }
     onBuy(amounts, poolPairData) {
-        return [];
+        try {
+            const scalingFactorTokenIn = this._scalingFactor(poolPairData.tokenInIsToken0, poolPairData);
+            const scalingFactorTokenOut = this._scalingFactor(!poolPairData.tokenInIsToken0, poolPairData);
+            const normalizedBalances = this._normalizeBalances(poolPairData.balances, poolPairData.tokenRates);
+            const orderedNormalizedBalances = (0, sor_1.balancesFromTokenInOut)(normalizedBalances[poolPairData.indexIn], normalizedBalances[poolPairData.indexOut], poolPairData.tokenInIsToken0);
+            const [currentInvariant, invErr] = sor_1.GyroEMaths.calculateInvariantWithError(orderedNormalizedBalances, poolPairData.gyroParams, poolPairData.gyroDerivedParams);
+            const invariant = {
+                x: currentInvariant.add(invErr.mul(2)),
+                y: currentInvariant,
+            };
+            const tokenAmountsOutScaled = amounts.map(a => this._upscale(a, scalingFactorTokenOut));
+            const amountsIn = tokenAmountsOutScaled.map(amount => {
+                try {
+                    const amountIn = sor_1.GyroEMaths.calcInGivenOut(orderedNormalizedBalances, bignumber_1.BigNumber.from(amount), poolPairData.tokenInIsToken0, poolPairData.gyroParams, poolPairData.gyroDerivedParams, invariant).toBigInt();
+                    return amountIn;
+                }
+                catch (error) {
+                    return BigInt(0);
+                }
+            });
+            const downScaled = amountsIn.map(amount => this._downscaleUp(amount, scalingFactorTokenIn));
+            return downScaled.map(a => this._addFeeAmount(a, poolPairData.swapFee));
+        }
+        catch (error) {
+            return [];
+        }
+    }
+    _scalingFactor(token0, poolPairData) {
+        const tokenIndex = token0 ? 0 : 1;
+        const scalingFactor = poolPairData.scalingFactors[tokenIndex];
+        if (poolPairData.rateProviders.length === 0 ||
+            poolPairData.rateProviders[tokenIndex].toLowerCase() === constants_1.NULL_ADDRESS) {
+            return scalingFactor;
+        }
+        else {
+            return balancer_v2_math_1.MathSol.mulDownFixed(scalingFactor, poolPairData.tokenRates[tokenIndex]);
+        }
+    }
+    _normalizeBalances(balances, tokenRates) {
+        // If pool is V1, e.g. has no tokenRates return balances
+        if (tokenRates.length === 0)
+            return balances;
+        /*
+        Apply tokenRates
+        SOR upscales here first using scalingFactors but this is already being done in parse pair data so no need to repeat.
+        */
+        return balances.map((bal, i) => {
+            return bignumber_1.BigNumber.from(balancer_v2_math_1.MathSol.mulDownFixed(bal.toBigInt(), tokenRates[i]));
+        });
     }
 }
 exports.GyroEPool = GyroEPool;

package/build/dex/balancer-v2/pools/gyro/GyroEPool.js.map

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package/build/dex/balancer-v2/queryOnChain.d.ts

@@ -0,0 +1 @@
+export declare function queryOnChain(rpcUrl: string, blockNumber: number, poolId: string, kind: 0 | 1, assetIn: string, assetOut: string, amount: BigInt): Promise<bigint[]>;

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

@@ -0,0 +1,40 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.queryOnChain = void 0;
+const dotenv_1 = __importDefault(require("dotenv"));
+dotenv_1.default.config();
+const contracts_1 = require("@ethersproject/contracts");
+const providers_1 = require("@ethersproject/providers");
+const vault_json_1 = __importDefault(require("../../abi/balancer-v2/vault.json"));
+// Compare retrieve an onchain query result for a single swap
+async function queryOnChain(rpcUrl, blockNumber, poolId, kind, assetIn, assetOut, amount) {
+    const provider = new providers_1.JsonRpcProvider(rpcUrl);
+    const vaultAddress = '0xBA12222222228d8Ba445958a75a0704d566BF2C8';
+    const vaultContract = new contracts_1.Contract(vaultAddress, vault_json_1.default, provider);
+    const funds = {
+        sender: '0x0000000000000000000000000000000000000000',
+        recipient: '0x0000000000000000000000000000000000000000',
+        fromInternalBalance: false,
+        toInternalBalance: false,
+    };
+    const swaps = [
+        {
+            poolId,
+            assetInIndex: 0,
+            assetOutIndex: 1,
+            amount,
+            userData: '0x',
+        },
+    ];
+    const assets = [assetIn, assetOut];
+    const deltas = await vaultContract.callStatic.queryBatchSwap(kind, swaps, assets, funds, {
+        blockTag: blockNumber,
+    });
+    // console.log(deltas.toString());
+    return [deltas[0].toBigInt(), deltas[1].toBigInt()];
+}
+exports.queryOnChain = queryOnChain;
+//# sourceMappingURL=queryOnChain.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"queryOnChain.js","sourceRoot":"","sources":["../../../src/dex/balancer-v2/queryOnChain.ts"],"names":[],"mappings":";;;;;;AAAA,oDAA4B;AAC5B,gBAAM,CAAC,MAAM,EAAE,CAAC;AAChB,wDAAoD;AACpD,wDAA2D;AAC3D,kFAAwD;AAExD,6DAA6D;AACtD,KAAK,UAAU,YAAY,CAChC,MAAc,EACd,WAAmB,EACnB,MAAc,EACd,IAAW,EACX,OAAe,EACf,QAAgB,EAChB,MAAc;IAEd,MAAM,QAAQ,GAAG,IAAI,2BAAe,CAAC,MAAM,CAAC,CAAC;IAC7C,MAAM,YAAY,GAAG,4CAA4C,CAAC;IAClE,MAAM,aAAa,GAAG,IAAI,oBAAQ,CAAC,YAAY,EAAE,oBAAQ,EAAE,QAAQ,CAAC,CAAC;IAErE,MAAM,KAAK,GAAG;QACZ,MAAM,EAAE,4CAA4C;QACpD,SAAS,EAAE,4CAA4C;QACvD,mBAAmB,EAAE,KAAK;QAC1B,iBAAiB,EAAE,KAAK;KACzB,CAAC;IACF,MAAM,KAAK,GAAG;QACZ;YACE,MAAM;YACN,YAAY,EAAE,CAAC;YACf,aAAa,EAAE,CAAC;YAChB,MAAM;YACN,QAAQ,EAAE,IAAI;SACf;KACF,CAAC;IACF,MAAM,MAAM,GAAG,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;IACnC,MAAM,MAAM,GAAG,MAAM,aAAa,CAAC,UAAU,CAAC,cAAc,CAC1D,IAAI,EACJ,KAAK,EACL,MAAM,EACN,KAAK,EACL;QACE,QAAQ,EAAE,WAAW;KACtB,CACF,CAAC;IACF,kCAAkC;IAClC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,QAAQ,EAAE,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC;AACtD,CAAC;AAxCD,oCAwCC"}

package/build/dex/uniswap-v3/uniswap-v3-pool.d.ts

@@ -30,6 +30,11 @@ export declare class UniswapV3EventPool extends StatefulEventSubscriber<PoolStat
     get poolAddress(): Address;
     set poolAddress(address: Address);
     initialize(blockNumber: number, options?: InitializeStateOptions<PoolState>): Promise<void>;
+    protected getValueToPushIntoNewPoolsChannel(): {
+        token0: string;
+        token1: string;
+        fee: bigint;
+    };
     protected processBlockLogs(state: DeepReadonly<PoolState>, logs: Readonly<Log>[], blockHeader: Readonly<BlockHeader>): Promise<DeepReadonly<PoolState> | null>;
     protected processLog(state: DeepReadonly<PoolState>, log: Readonly<Log>, blockHeader: Readonly<BlockHeader>): DeepReadonly<PoolState> | null;
     protected _getStateRequestCallData(): MultiCallParams<bigint | DecodedStateMultiCallResultWithRelativeBitmaps>[];

package/build/dex/uniswap-v3/uniswap-v3-pool.js

@@ -61,6 +61,13 @@ class UniswapV3EventPool extends stateful_event_subscriber_1.StatefulEventSubscr
     async initialize(blockNumber, options) {
         await super.initialize(blockNumber, options);
     }
+    getValueToPushIntoNewPoolsChannel() {
+        return {
+            token0: this.token0,
+            token1: this.token1,
+            fee: this.feeCode,
+        };
+    }
     async processBlockLogs(state, logs, blockHeader) {
         const newState = await super.processBlockLogs(state, logs, blockHeader);
         if (newState && !newState.isValid) {

package/build/dex/uniswap-v3/uniswap-v3-pool.js.map

@@ -1 +1 @@
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