@paraswap/dex-lib 2.50.5 → 2.50.6-sdai

package/src/dex/curve-v1-factory/price-handlers/functions/get_D.ts

@@ -2,12 +2,7 @@ import _ from 'lodash';
 import { CONVERGENCE_ERROR_PREFIX } from '../../constants';
 import { ImplementationNames } from '../../types';
 import { get_D, IPoolContext } from '../types';
-import {
-  getCachedValueOrCallFunc,
-  pow_mod256,
-  requireConstant,
-  requireValue,
-} from './utils';
+import { getCachedValueOrCallFunc, requireConstant } from './utils';
 
 /*
  * This function get_D may be optimized further. We are doing many redundant
@@ -57,57 +52,6 @@ const customPlain3CoinThree: get_D = (
   return D;
 };
 
-const stableNg: get_D = (
-  self: IPoolContext,
-  xp: bigint[],
-  amp: bigint,
-  N_COINS?: number,
-): bigint => {
-  const A_PRECISION = requireConstant(self, 'A_PRECISION', 'stableNg');
-  const BI_N_COINS = BigInt(N_COINS!);
-
-  let S = 0n;
-  let Dprev = 0n;
-
-  for (const _x of xp) {
-    S += _x;
-  }
-  if (S === 0n) {
-    return 0n;
-  }
-
-  let D = S;
-  const Ann = amp * BI_N_COINS;
-  for (const _i of _.range(255)) {
-    let D_P = D;
-    for (const _x of xp) {
-      D_P = (D_P * D) / _x;
-    }
-
-    D_P /= pow_mod256(BI_N_COINS, BI_N_COINS);
-    Dprev = D;
-    D =
-      (((Ann * S) / A_PRECISION + D_P * BI_N_COINS) * D) /
-      (((Ann - A_PRECISION) * D) / A_PRECISION + (BI_N_COINS + 1n) * D_P);
-    // Equality with the precision of 1
-    if (D > Dprev) {
-      if (D - Dprev <= 1n) {
-        return D;
-      }
-    } else {
-      if (Dprev - D <= 1n) {
-        return D;
-      }
-    }
-  }
-
-  // convergence typically occurs in 4 rounds or less, this should be unreachable!
-  // if it does happen the pool is borked and LPs can withdraw via `remove_liquidity`
-  throw new Error(
-    `${CONVERGENCE_ERROR_PREFIX}_${self.IMPLEMENTATION_NAME}: function stableNg didn't converge`,
-  );
-};
-
 const customPlain2CoinFrax: get_D = (
   self: IPoolContext,
   xp: bigint[],
@@ -379,8 +323,6 @@ const implementations: Record<ImplementationNames, get_D> = {
     makeFuncCacheable(factoryPlain2Basic),
   [ImplementationNames.FACTORY_PLAIN_2_CRV_EMA]:
     makeFuncCacheable(factoryPlain2Basic),
-
-  [ImplementationNames.FACTORY_STABLE_NG]: stableNg,
 };
 
 export default implementations;

package/src/dex/curve-v1-factory/price-handlers/functions/get_D_mem.ts

@@ -141,8 +141,6 @@ export const implementations: Record<ImplementationNames, get_D_mem> = {
   [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA]: factoryPlain2Basic,
   [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA2]: factoryPlain2EthEma2,
   [ImplementationNames.FACTORY_PLAIN_2_CRV_EMA]: factoryPlain2Basic,
-
-  [ImplementationNames.FACTORY_STABLE_NG]: notImplemented,
 };
 
 export default implementations;

package/src/dex/curve-v1-factory/price-handlers/functions/get_D_precisions.ts

@@ -113,8 +113,6 @@ const implementations: Record<ImplementationNames, get_D_precisions> = {
   [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA]: notExist,
   [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA2]: notExist,
   [ImplementationNames.FACTORY_PLAIN_2_CRV_EMA]: notExist,
-
-  [ImplementationNames.FACTORY_STABLE_NG]: notExist,
 };
 
 export default implementations;

package/src/dex/curve-v1-factory/price-handlers/functions/get_dy.ts

@@ -2,7 +2,6 @@ import _ from 'lodash';
 import { ImplementationNames, PoolState } from '../../types';
 import { get_dy, IPoolContext } from '../types';
 import { requireConstant, requireValue } from './utils';
-import get_y from './get_y';
 
 const _genericFactoryPlain2Basic = (
   self: IPoolContext,
@@ -163,54 +162,6 @@ const customPlain3CoinBtc: get_dy = (
   return dy - _fee;
 };
 
-const stableNg: get_dy = (
-  self: IPoolContext,
-  state: PoolState,
-  i: number,
-  j: number,
-  dx: bigint,
-) => {
-  const rates = requireValue(self, state, 'storedRates', 'stableNg');
-  const N_COINS = requireValue(self, state, 'n_coins', 'stableNg');
-  const A = requireValue(self, state, 'A', 'stableNg');
-  const stateFee = requireValue(self, state, 'fee', 'stableNg');
-  const offpeg_fee_multiplier = requireValue(
-    self,
-    state,
-    'offpeg_fee_multiplier',
-    'stableNg',
-  );
-
-  const { FEE_DENOMINATOR, PRECISION } = self.constants;
-  const xp: bigint[] = [];
-  const { balances } = state;
-
-  for (const idx of _.range(N_COINS)) {
-    xp.push((rates[idx] * balances[idx]) / PRECISION);
-  }
-
-  const amp = A;
-  const D = self.get_D(self, xp, amp, N_COINS);
-
-  const x = xp[i] + (dx * rates[i]) / PRECISION;
-  const y = self.get_y(self, state, i, j, x, xp, amp, D);
-  const dy = xp[j] - y - 1n;
-
-  const base_fee = stateFee;
-  const fee_multiplier = offpeg_fee_multiplier;
-  const dynamic_fee = self._dynamic_fee(
-    self,
-    (xp[i] + x) / 2n,
-    (xp[j] + y) / 2n,
-    base_fee,
-    fee_multiplier,
-  );
-
-  const fee = (dynamic_fee * dy) / FEE_DENOMINATOR;
-
-  return ((dy - fee) * PRECISION) / rates[j];
-};
-
 const customAvalanche3CoinLending: get_dy = (
   self: IPoolContext,
   state: PoolState,
@@ -316,8 +267,6 @@ const implementations: Record<ImplementationNames, get_dy> = {
   [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA]: factoryPlain2Basic,
   [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA2]: factoryPlain2EthEma2,
   [ImplementationNames.FACTORY_PLAIN_2_CRV_EMA]: factoryPlain2Basic,
-
-  [ImplementationNames.FACTORY_STABLE_NG]: stableNg,
 };
 
 export default implementations;

package/src/dex/curve-v1-factory/price-handlers/functions/get_dy_underlying.ts

@@ -286,8 +286,6 @@ const implementations: Record<ImplementationNames, get_dy_underlying> = {
   [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA]: notExist,
   [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA2]: notExist,
   [ImplementationNames.FACTORY_PLAIN_2_CRV_EMA]: notExist,
-
-  [ImplementationNames.FACTORY_STABLE_NG]: notExist,
 };
 
 export default implementations;

package/src/dex/curve-v1-factory/price-handlers/functions/get_y.ts

@@ -2,74 +2,9 @@ import _ from 'lodash';
 import { ImplementationNames, PoolState } from '../../types';
 import { _require } from '../../../../utils';
 import { get_y, IPoolContext } from '../types';
-import { requireConstant, requireValue } from './utils';
+import { requireConstant } from './utils';
 import { CONVERGENCE_ERROR_PREFIX } from '../../constants';
 
-const stableNg = (
-  self: IPoolContext,
-  state: PoolState,
-  i: number,
-  j: number,
-  x: bigint,
-  xp: bigint[],
-  _amp?: bigint,
-  _D?: bigint,
-): bigint => {
-  const A_PRECISION = requireConstant(self, 'A_PRECISION', 'stableNg');
-  const N_COINS = requireValue(self, state, 'n_coins', 'stableNg');
-  // x in the input is converted to the same price/precision
-
-  _require(i !== j, 'same coin', { i, j }, 'i !== j');
-  _require(j >= 0, 'j below zero', { i, j }, 'j >= 0');
-  _require(j < N_COINS, 'j above N_COINS', { i, j, N_COINS }, 'j < N_COINS');
-
-  // should be unreachable, but good for safety
-  _require(i >= 0, 'i below zero', { i, j }, 'i >= 0');
-  _require(i < N_COINS, 'i above N_COINS', { i, j, N_COINS }, 'i < N_COINS');
-
-  const BI_N_COINS = BigInt(N_COINS);
-
-  const amp = _amp!;
-  const D = _D!;
-  let c = D;
-  let S_ = 0n;
-  const Ann = amp * BI_N_COINS;
-
-  let _x = 0n;
-  for (const _i of _.range(N_COINS)) {
-    if (_i === i) {
-      _x = x;
-    } else if (_i !== j) {
-      _x = xp[_i];
-    } else {
-      continue;
-    }
-    S_ += _x;
-    c = (c * D) / (_x * BI_N_COINS);
-  }
-  c = (c * D * A_PRECISION) / (Ann * BI_N_COINS);
-  const b = S_ + (D * A_PRECISION) / Ann; // - D
-  let y_prev = 0n;
-  let y = D;
-
-  for (const _i of _.range(255)) {
-    y_prev = y;
-    y = (y * y + c) / (2n * y + b - D);
-    //
-    // Equality with the precision of 1
-    if (y > y_prev) {
-      if (y - y_prev <= 1) {
-        break;
-      }
-    } else {
-      if (y_prev - y <= 1) {
-        break;
-      }
-    }
-  }
-  return y;
-};
-
 const customPlain3CoinThree = (
   self: IPoolContext,
   state: PoolState,
@@ -255,8 +190,6 @@ const implementations: Record<ImplementationNames, get_y> = {
   [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA]: customPlain2CoinFrax,
   [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA2]: customPlain2CoinFrax,
   [ImplementationNames.FACTORY_PLAIN_2_CRV_EMA]: customPlain2CoinFrax,
-
-  [ImplementationNames.FACTORY_STABLE_NG]: stableNg,
 };
 
 export default implementations;

package/src/dex/curve-v1-factory/price-handlers/functions/get_y_D.ts

@@ -176,8 +176,6 @@ const implementations: Record<ImplementationNames, get_y_D> = {
   [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA]: customPlain2CoinFrax,
   [ImplementationNames.FACTORY_PLAIN_2_ETH_EMA2]: customPlain2CoinFrax,
   [ImplementationNames.FACTORY_PLAIN_2_CRV_EMA]: customPlain2CoinFrax,
-
-  [ImplementationNames.FACTORY_STABLE_NG]: customPlain2CoinFrax,
 };
 
 export default implementations;

package/src/dex/curve-v1-factory/price-handlers/functions/utils.ts

@@ -70,7 +70,3 @@ export const getCachedValueOrCallFunc = <T>(
   curveV1FactoryNodeCache.set(key, calculated);
   return calculated;
 };
-
-export function pow_mod256(a: bigint, b: bigint): bigint {
-  return a ** b % 2n ** 256n;
-}

package/src/dex/curve-v1-factory/price-handlers/types.ts

@@ -52,12 +52,7 @@ export type get_D_precisions = (
   amp: bigint,
 ) => bigint;
 
-export type get_D = (
-  self: IPoolContext,
-  xp: bigint[],
-  amp: bigint,
-  N_COINS?: number,
-) => bigint;
+export type get_D = (self: IPoolContext, xp: bigint[], amp: bigint) => bigint;
 
 export type get_dy_underlying = (
   self: IPoolContext,
@@ -90,8 +85,6 @@ export type get_y = (
   j: number,
   x: bigint,
   xp_: bigint[],
-  _amp?: bigint,
-  _D?: bigint,
 ) => bigint;
 
 /*

package/src/dex/curve-v1-factory/state-polling-pools/factory-pool-polling.ts

@@ -2,7 +2,6 @@ import { Interface, JsonFragment } from '@ethersproject/abi';
 import { Logger } from 'log4js';
 import { MultiCallParams, MultiResult } from '../../../lib/multi-wrapper';
 import {
-  DexParams,
   FactoryImplementationNames,
   PoolConstants,
   PoolContextConstants,
@@ -10,20 +9,19 @@ import {
 } from '../types';
 import { PoolPollingBase, MulticallReturnedTypes } from './pool-polling-base';
 import FactoryCurveV1ABI from '../../../abi/curve-v1-factory/FactoryCurveV1.json';
-import {
-  generalDecoder,
-  uint256DecodeToNumber,
-  uint256ToBigInt,
-} from '../../../lib/decoders';
+import { generalDecoder, uint256ToBigInt } from '../../../lib/decoders';
 import { BytesLike } from 'ethers/lib/utils';
 import { Address } from '@paraswap/core';
 import { BigNumber } from 'ethers';
-import { DexConfigMap } from '../../../types';
+import { _require } from '../../../utils';
+import { AbiItem } from 'web3-utils';
 
 const DEFAULT_2_ZERO_ARRAY = [0n, 0n];
 const DEFAULT_4_ZERO_ARRAY = [0n, 0n, 0n, 0n];
 
-const getStoredRatesABI = (n: string) => ({
+type AdditionalContractFunctions = 'stored_rates';
+
+const getStoredRatesABI = (n: number) => ({
   name: 'stored_rates',
   stateMutability: 'view',
   type: 'function',
@@ -40,7 +38,7 @@ export class FactoryStateHandler extends PoolPollingBase {
     readonly implementationName: FactoryImplementationNames,
     implementationAddress: Address,
     readonly address: Address,
-    readonly config: DexParams,
+    stateUpdatePeriodMs: number,
     readonly factoryAddress: Address,
     readonly poolIdentifier: string,
     readonly poolConstants: PoolConstants,
@@ -54,7 +52,7 @@ export class FactoryStateHandler extends PoolPollingBase {
       FactoryCurveV1ABI as JsonFragment[],
     ),
     private additionalFuncsIface: Interface = new Interface([
-      getStoredRatesABI(poolContextConstants?.N_COINS?.toString() || ''),
+      getStoredRatesABI(poolContextConstants.N_COINS),
     ]),
   ) {
     super(
@@ -64,7 +62,7 @@ export class FactoryStateHandler extends PoolPollingBase {
       cacheStateKey,
       implementationName,
       implementationAddress,
-      config.stateUpdatePeriodMs,
+      stateUpdatePeriodMs,
       poolIdentifier,
       poolConstants,
       address,
@@ -83,11 +81,6 @@ export class FactoryStateHandler extends PoolPollingBase {
   }
 
   getStateMultiCalldata(): MultiCallParams<MulticallReturnedTypes>[] {
-    const factoryConfig = this.config.factories?.find(
-      ({ address }) =>
-        address.toLowerCase() === this.factoryAddress.toLowerCase(),
-    );
-
     const calls = [
       {
         target: this.factoryAddress,
@@ -113,11 +106,8 @@ export class FactoryStateHandler extends PoolPollingBase {
           this.address,
         ]),
         decodeFunction: (result: MultiResult<BytesLike> | BytesLike) =>
-          generalDecoder(
-            result,
-            [`uint256[${factoryConfig?.isStableNg ? '' : '4'}]`],
-            DEFAULT_4_ZERO_ARRAY,
-            parsed => parsed[0].map((p: BigNumber) => p.toBigInt()),
+          generalDecoder(result, ['uint256[4]'], DEFAULT_4_ZERO_ARRAY, parsed =>
+            parsed[0].map((p: BigNumber) => p.toBigInt()),
           ),
       },
     ];
@@ -132,51 +122,13 @@ export class FactoryStateHandler extends PoolPollingBase {
         decodeFunction: (result: MultiResult<BytesLike> | BytesLike) =>
           generalDecoder(
             result,
-            [
-              `uint256[${
-                factoryConfig?.isStableNg
-                  ? ''
-                  : this.poolContextConstants.N_COINS
-              }]`,
-            ],
+            [`uint256[${this.poolContextConstants.N_COINS}]`],
             new Array(this.poolContextConstants.N_COINS).fill(0n),
             parsed => parsed[0].map((p: BigNumber) => p.toBigInt()),
           ),
       });
     }
 
-    if (factoryConfig?.isStableNg) {
-      calls.push({
-        target: this.address,
-        callData: this.abiCoder.encodeFunctionCall(
-          {
-            stateMutability: 'view',
-            type: 'function',
-            name: 'offpeg_fee_multiplier',
-            inputs: [],
-            outputs: [{ name: '', type: 'uint256' }],
-          },
-          [],
-        ),
-        decodeFunction: uint256ToBigInt,
-      });
-
-      calls.push({
-        target: this.address,
-        callData: this.abiCoder.encodeFunctionCall(
-          {
-            stateMutability: 'view',
-            type: 'function',
-            name: 'N_COINS',
-            inputs: [],
-            outputs: [{ name: '', type: 'uint256' }],
-          },
-          [],
-        ),
-        decodeFunction: uint256DecodeToNumber,
-      });
-    }
-
     return calls;
   }
 
@@ -185,15 +137,12 @@ export class FactoryStateHandler extends PoolPollingBase {
     blockNumber: number,
     updatedAtMs: number,
   ): PoolState {
-    const [A, fees, balances, storedRates, offpeg_fee_multiplier, n_coins] =
-      multiOutputs as [
-        bigint,
-        bigint[],
-        bigint[],
-        bigint[] | undefined,
-        bigint | undefined,
-        number | undefined,
-      ];
+    const [A, fees, balances, storedRates] = multiOutputs as [
+      bigint,
+      bigint[],
+      bigint[],
+      bigint[] | undefined,
+    ];
 
     let basePoolState: PoolState | undefined;
     if (this.isMetaPool) {
@@ -215,11 +164,9 @@ export class FactoryStateHandler extends PoolPollingBase {
       fee: fees[0], // Array has [fee, adminFee], but we want only fee
       balances: balances,
       constants: this.poolConstants,
-      n_coins,
       basePoolState,
       updatedAtMs,
       blockNumber,
-      offpeg_fee_multiplier,
       storedRates,
     };
   }

package/src/dex/curve-v1-factory/state-polling-pools/pool-polling-base.ts

@@ -53,7 +53,6 @@ export abstract class PoolPollingBase {
     this.fullName = `${dexKey}-${network}-${this.CLASS_NAME}-${this.implementationName}-${this.address}`;
     this.isMetaPool = baseStatePoolPolling !== undefined;
     this.coinsToIndices = this._reduceToIndexMapping(poolConstants.COINS);
-
     this.underlyingCoinsToIndices = baseStatePoolPolling
       ? this._reduceToIndexMapping([
           poolConstants.COINS[0],

package/src/dex/curve-v1-factory/types.ts

@@ -58,7 +58,6 @@ export type PoolState = {
   offpeg_fee_multiplier?: bigint; // from pool
   basePoolState?: PoolState;
   storedRates?: bigint[]; // from pool, but only for oracle ones
-  n_coins?: number;
 };
 
 export type PoolStateWithUpdateInfo<T> = {
@@ -116,10 +115,6 @@ export enum FactoryImplementationNames {
   FACTORY_PLAIN_4_BASIC = 'factory_plain_4_basic',
   FACTORY_PLAIN_4_ETH = 'factory_plain_4_eth',
   FACTORY_PLAIN_4_OPTIMIZED = 'factory_plain_4_optimized',
-
-  FACTORY_STABLE_NG = 'factory_stable_ng',
-  // FACTORY_STABLE_6_NG = 'factory_stable_6_ng',
-  // FACTORY_STABLE_8_NG = 'factory_stable_8_ng',
 }
 
 export enum CustomImplementationNames {
@@ -180,14 +175,8 @@ export type CustomPoolConfig = {
   useForPricing: boolean;
 };
 
-type DexParamFactory = {
-  address: string;
-  maxPlainCoins?: number;
-  isStableNg?: boolean;
-};
-
 export type DexParams = {
-  factories: DexParamFactory[] | null;
+  factoryAddresses: string[] | null;
   stateUpdatePeriodMs: number;
   factoryPoolImplementations: Record<Address, FactoryPoolImplementations>;
   customPools: Record<string, CustomPoolConfig>;

package/src/dex/hashflow/constants.ts

@@ -20,35 +20,3 @@ export const HASHFLOW_GAS_COST = 100_000;
 
 export const HASHFLOW_MIN_SLIPPAGE_FACTOR_THRESHOLD_FOR_RESTRICTION =
   new BigNumber('0.001');
-
-export const RESTRICT_79_TTL_MS = 60 * 30 * 1000; // 30 mins
-export const RESTRICT_SLIPPAGE_TTL_MS = 60 * 30 * 1000; // 30 mins
-export const RESTRICT_84_TTL_MS = 60 * 10 * 1000; // 10 mins
-export const RESTRICT_76_TTL_MS = 60 * 30 * 1000; // 30 mins
-export const RESTRICT_82_TTL_MS = 60 * 30 * 1000; // 30 mins
-export const RESTRICT_42_TTL_MS = 60 * 60 * 1000; // 60 mins
-export const RESTRICT_85_TTL_MS = 60 * 20 * 1000; // 20 mins
-export const RESTRICT_74_TTL_MS = 60 * 20 * 1000; // 20 mins
-export const RESTRICT_UNKNOWN_TTL_MS = 60 * 60 * 1000; // 60 mins
-export const RESTRICT_MISSING_QUOTE_DATA_TTL_MS = 60 * 10 * 1000; // 10 mins
-export const RESTRICT_MISSING_SIGNATURE_TTL_MS = 60 * 10 * 1000; // 10 mins
-
-export const UNKNOWN_ERROR_CODE = 'UNKNOWN';
-
-export const ERROR_CODE_TO_RESTRICT_TTL = {
-  '79': RESTRICT_79_TTL_MS, // {"code":79,"message":"Below minimum amount"}
-  SLIPPAGE: RESTRICT_SLIPPAGE_TTL_MS, // Error: Hashflow-56: too much slippage on quote SELL quoteTokenAmount 800317519410129900 / destAmount 848781022570196154 < 0.995
-  '84': RESTRICT_84_TTL_MS, // {"code":84,"message":"Rate Limit"}
-  '76': RESTRICT_76_TTL_MS, // {"code":76,"message":"Exceeds supported amounts"}
-  '82': RESTRICT_82_TTL_MS, // {"code":82,"message":"No maker supports this request"}
-  '42': RESTRICT_42_TTL_MS, // {"code":42,"message":"Unknown error"}
-  '85': RESTRICT_85_TTL_MS, // {"code":85,"message":"Markets too volatile"}
-  '74': RESTRICT_74_TTL_MS, // {"code":74,"message":"No maker could quote"}
-  MISSING_QUOTE_DATA: RESTRICT_MISSING_QUOTE_DATA_TTL_MS, //  missing quote data
-  MISSING_SIGNATURE_DATA: RESTRICT_MISSING_SIGNATURE_TTL_MS, // missing signature
-  [UNKNOWN_ERROR_CODE]: RESTRICT_UNKNOWN_TTL_MS, // unknown error
-};
-
-// not actually consecutive, meaning is if the error appeared > CONSECUTIVE_ERROR_THRESHOLD times within CONSECUTIVE_ERROR_TIMESPAN_MS ms -> restrict mm for ERROR_CODE_TO_RESTRICT_TTL[errorCode] ms
-export const CONSECUTIVE_ERROR_TIMESPAN_MS = 60 * 60 * 1000; // 1 hour
-export const CONSECUTIVE_ERROR_THRESHOLD = 3;