@paraswap/dex-lib 2.50.8 → 2.50.9

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (160) hide show
  1. package/build/abi/Redstone.json +739 -0
  2. package/build/abi/angle/stagToken.json +963 -0
  3. package/build/abi/angle-transmuter/MorphoOracle.json +193 -0
  4. package/build/abi/angle-transmuter/MorphoVault.json +2506 -0
  5. package/build/abi/angle-transmuter/Pyth.json +1534 -0
  6. package/build/abi/angle-transmuter/Transmuter.json +1711 -0
  7. package/build/abi/pharaoh/PharaohPool.abi.json +1582 -0
  8. package/build/abi/smardex/smardex-factory.json +185 -0
  9. package/build/abi/smardex/smardex-pool.json +578 -0
  10. package/build/abi/smardex/smardex-router.json +648 -0
  11. package/build/abi/trader-joe-v2_1/FactoryABI.json +1208 -0
  12. package/build/abi/trader-joe-v2_1/PairABI.json +1493 -0
  13. package/build/abi/trader-joe-v2_1/RouterABI.json +1489 -0
  14. package/build/abi/trader-joe-v2_1/StateMulticall.json +193 -0
  15. package/build/abi/wombat/pool.json +1289 -0
  16. package/build/config.js +8 -7
  17. package/build/config.js.map +1 -1
  18. package/build/dex/aave-v2/tokens-avalanche.json +44 -0
  19. package/build/dex/aave-v2/tokens-mainnet.json +188 -0
  20. package/build/dex/aave-v2/tokens-polygon.json +44 -0
  21. package/build/dex/angle-staked-stable/angle-staked-stable-pool.d.ts +56 -0
  22. package/build/dex/angle-staked-stable/angle-staked-stable-pool.js +197 -0
  23. package/build/dex/angle-staked-stable/angle-staked-stable-pool.js.map +1 -0
  24. package/build/dex/angle-staked-stable/angle-staked-stable.d.ts +48 -0
  25. package/build/dex/angle-staked-stable/angle-staked-stable.js +222 -0
  26. package/build/dex/angle-staked-stable/angle-staked-stable.js.map +1 -0
  27. package/build/dex/angle-staked-stable/config.d.ts +4 -0
  28. package/build/dex/angle-staked-stable/config.js +139 -0
  29. package/build/dex/angle-staked-stable/config.js.map +1 -0
  30. package/build/dex/angle-staked-stable/types.d.ts +15 -0
  31. package/build/dex/angle-staked-stable/types.js +3 -0
  32. package/build/dex/angle-staked-stable/types.js.map +1 -0
  33. package/build/dex/angle-transmuter/angle-transmuter-pool.d.ts +61 -0
  34. package/build/dex/angle-transmuter/angle-transmuter-pool.js +415 -0
  35. package/build/dex/angle-transmuter/angle-transmuter-pool.js.map +1 -0
  36. package/build/dex/angle-transmuter/angle-transmuter.d.ts +59 -0
  37. package/build/dex/angle-transmuter/angle-transmuter.js +262 -0
  38. package/build/dex/angle-transmuter/angle-transmuter.js.map +1 -0
  39. package/build/dex/angle-transmuter/backedOracle.d.ts +19 -0
  40. package/build/dex/angle-transmuter/backedOracle.js +56 -0
  41. package/build/dex/angle-transmuter/backedOracle.js.map +1 -0
  42. package/build/dex/angle-transmuter/config.d.ts +4 -0
  43. package/build/dex/angle-transmuter/config.js +30 -0
  44. package/build/dex/angle-transmuter/config.js.map +1 -0
  45. package/build/dex/angle-transmuter/constants.d.ts +77 -0
  46. package/build/dex/angle-transmuter/constants.js +94 -0
  47. package/build/dex/angle-transmuter/constants.js.map +1 -0
  48. package/build/dex/angle-transmuter/morphoOracle.d.ts +42 -0
  49. package/build/dex/angle-transmuter/morphoOracle.js +179 -0
  50. package/build/dex/angle-transmuter/morphoOracle.js.map +1 -0
  51. package/build/dex/angle-transmuter/morphoVault.d.ts +19 -0
  52. package/build/dex/angle-transmuter/morphoVault.js +78 -0
  53. package/build/dex/angle-transmuter/morphoVault.js.map +1 -0
  54. package/build/dex/angle-transmuter/pyth.d.ts +19 -0
  55. package/build/dex/angle-transmuter/pyth.js +70 -0
  56. package/build/dex/angle-transmuter/pyth.js.map +1 -0
  57. package/build/dex/angle-transmuter/redstone.d.ts +20 -0
  58. package/build/dex/angle-transmuter/redstone.js +73 -0
  59. package/build/dex/angle-transmuter/redstone.js.map +1 -0
  60. package/build/dex/angle-transmuter/transmuter.d.ts +52 -0
  61. package/build/dex/angle-transmuter/transmuter.js +374 -0
  62. package/build/dex/angle-transmuter/transmuter.js.map +1 -0
  63. package/build/dex/angle-transmuter/types.d.ts +188 -0
  64. package/build/dex/angle-transmuter/types.js +33 -0
  65. package/build/dex/angle-transmuter/types.js.map +1 -0
  66. package/build/dex/angle-transmuter/utils.d.ts +9 -0
  67. package/build/dex/angle-transmuter/utils.js +252 -0
  68. package/build/dex/angle-transmuter/utils.js.map +1 -0
  69. package/build/dex/index.js +2 -0
  70. package/build/dex/index.js.map +1 -1
  71. package/build/dex/smardex/subgraph-queries.d.ts +1 -0
  72. package/build/dex/smardex/subgraph-queries.js +17 -0
  73. package/build/dex/smardex/subgraph-queries.js.map +1 -0
  74. package/build/dex/smardex/usd-reserves.d.ts +23 -0
  75. package/build/dex/smardex/usd-reserves.js +86 -0
  76. package/build/dex/smardex/usd-reserves.js.map +1 -0
  77. package/build/dex/trader-joe-v2-1-2/config.d.ts +4 -0
  78. package/build/dex/trader-joe-v2-1-2/config.js +47 -0
  79. package/build/dex/trader-joe-v2-1-2/config.js.map +1 -0
  80. package/build/dex/trader-joe-v2-1-2/constants.d.ts +20 -0
  81. package/build/dex/trader-joe-v2-1-2/constants.js +22 -0
  82. package/build/dex/trader-joe-v2-1-2/constants.js.map +1 -0
  83. package/build/dex/trader-joe-v2-1-2/math/index.d.ts +37 -0
  84. package/build/dex/trader-joe-v2-1-2/math/index.js +291 -0
  85. package/build/dex/trader-joe-v2-1-2/math/index.js.map +1 -0
  86. package/build/dex/trader-joe-v2-1-2/trader-joe-v2-1-2-pool.d.ts +60 -0
  87. package/build/dex/trader-joe-v2-1-2/trader-joe-v2-1-2-pool.js +248 -0
  88. package/build/dex/trader-joe-v2-1-2/trader-joe-v2-1-2-pool.js.map +1 -0
  89. package/build/dex/trader-joe-v2-1-2/trader-joe-v2-1-2.d.ts +53 -0
  90. package/build/dex/trader-joe-v2-1-2/trader-joe-v2-1-2.js +307 -0
  91. package/build/dex/trader-joe-v2-1-2/trader-joe-v2-1-2.js.map +1 -0
  92. package/build/dex/trader-joe-v2-1-2/types.d.ts +82 -0
  93. package/build/dex/trader-joe-v2-1-2/types.js +9 -0
  94. package/build/dex/trader-joe-v2-1-2/types.js.map +1 -0
  95. package/build/dex/trader-joe-v2_1/config.d.ts +4 -0
  96. package/build/dex/trader-joe-v2_1/config.js +47 -0
  97. package/build/dex/trader-joe-v2_1/config.js.map +1 -0
  98. package/build/dex/trader-joe-v2_1/constants.d.ts +20 -0
  99. package/build/dex/trader-joe-v2_1/constants.js +22 -0
  100. package/build/dex/trader-joe-v2_1/constants.js.map +1 -0
  101. package/build/dex/trader-joe-v2_1/math/index.d.ts +37 -0
  102. package/build/dex/trader-joe-v2_1/math/index.js +291 -0
  103. package/build/dex/trader-joe-v2_1/math/index.js.map +1 -0
  104. package/build/dex/trader-joe-v2_1/trader-joe-v2.1.d.ts +0 -0
  105. package/build/dex/trader-joe-v2_1/trader-joe-v2.1.js +384 -0
  106. package/build/dex/trader-joe-v2_1/trader-joe-v2.1.js.map +1 -0
  107. package/build/dex/trader-joe-v2_1/trader-joe-v2_1-pool.d.ts +60 -0
  108. package/build/dex/trader-joe-v2_1/trader-joe-v2_1-pool.js +247 -0
  109. package/build/dex/trader-joe-v2_1/trader-joe-v2_1-pool.js.map +1 -0
  110. package/build/dex/trader-joe-v2_1/trader-joe-v2_1.d.ts +53 -0
  111. package/build/dex/trader-joe-v2_1/trader-joe-v2_1.js +307 -0
  112. package/build/dex/trader-joe-v2_1/trader-joe-v2_1.js.map +1 -0
  113. package/build/dex/trader-joe-v2_1/types.d.ts +82 -0
  114. package/build/dex/trader-joe-v2_1/types.js +9 -0
  115. package/build/dex/trader-joe-v2_1/types.js.map +1 -0
  116. package/build/dex/wombat/wombat-pool-poller.d.ts +22 -0
  117. package/build/dex/wombat/wombat-pool-poller.js +164 -0
  118. package/build/dex/wombat/wombat-pool-poller.js.map +1 -0
  119. package/build/dex-helper/Cache.d.ts +31 -0
  120. package/build/dex-helper/Cache.js +106 -0
  121. package/build/dex-helper/Cache.js.map +1 -0
  122. package/build/dex-helper/RedisBatcher.d.ts +20 -0
  123. package/build/dex-helper/RedisBatcher.js +75 -0
  124. package/build/dex-helper/RedisBatcher.js.map +1 -0
  125. package/build/dex-helper/RedisWrapper.d.ts +37 -0
  126. package/build/dex-helper/RedisWrapper.js +165 -0
  127. package/build/dex-helper/RedisWrapper.js.map +1 -0
  128. package/package.json +1 -1
  129. package/src/abi/angle/stagToken.json +963 -0
  130. package/src/config.ts +8 -7
  131. package/src/dex/angle-staked-stable/angle-staked-stable-e2e.test.ts +146 -0
  132. package/src/dex/angle-staked-stable/angle-staked-stable-events.test.ts +95 -0
  133. package/src/dex/angle-staked-stable/angle-staked-stable-integration.test.ts +476 -0
  134. package/src/dex/angle-staked-stable/angle-staked-stable-pool.ts +325 -0
  135. package/src/dex/angle-staked-stable/angle-staked-stable.ts +312 -0
  136. package/src/dex/angle-staked-stable/config.ts +139 -0
  137. package/src/dex/angle-staked-stable/types.ts +16 -0
  138. package/src/dex/index.ts +2 -0
  139. package/tests/constants-e2e.ts +112 -1
  140. package/build/dex/sdai/config.d.ts +0 -11
  141. package/build/dex/sdai/config.js +0 -21
  142. package/build/dex/sdai/config.js.map +0 -1
  143. package/build/dex/sdai/constants.d.ts +0 -2
  144. package/build/dex/sdai/constants.js +0 -6
  145. package/build/dex/sdai/constants.js.map +0 -1
  146. package/build/dex/sdai/scripts/validate-state.d.ts +0 -1
  147. package/build/dex/sdai/scripts/validate-state.js +0 -102
  148. package/build/dex/sdai/scripts/validate-state.js.map +0 -1
  149. package/build/dex/sdai/sdai-pool.d.ts +0 -16
  150. package/build/dex/sdai/sdai-pool.js +0 -85
  151. package/build/dex/sdai/sdai-pool.js.map +0 -1
  152. package/build/dex/sdai/sdai.d.ts +0 -51
  153. package/build/dex/sdai/sdai.js +0 -172
  154. package/build/dex/sdai/sdai.js.map +0 -1
  155. package/build/dex/sdai/types.d.ts +0 -21
  156. package/build/dex/sdai/types.js +0 -11
  157. package/build/dex/sdai/types.js.map +0 -1
  158. package/build/dex/sdai/utils.d.ts +0 -4
  159. package/build/dex/sdai/utils.js +0 -39
  160. package/build/dex/sdai/utils.js.map +0 -1
@@ -0,0 +1,291 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.TraderJoeV21Math = void 0;
4
+ BigInt.prototype.toJSON = function () {
5
+ return this.toString();
6
+ };
7
+ class TraderJoeV21Math {
8
+ constructor() {
9
+ this.BASIS_POINT_MAX = 10000n;
10
+ this.SCALE_OFFSET = 128n;
11
+ this.PRECISION = BigInt(1e18);
12
+ this.REAL_ID_SHIFT = 1 << 23;
13
+ this.SCALE = 1n << this.SCALE_OFFSET;
14
+ this.MAX_FEE = 0.1e18; // 10%
15
+ }
16
+ getSwapIn(state, amountOut, binStep, swapForY) {
17
+ let amountIn = 0n;
18
+ let fee = 0n;
19
+ let amountOutLeft = amountOut;
20
+ const parameters = this.updateReferences(state);
21
+ let i = state.bins.findIndex(bin => bin.id === state.activeId);
22
+ for (; i < state.bins.length; i++) {
23
+ const bin = state.bins[i];
24
+ const binReserves = swapForY ? bin.reserveY : bin.reserveX;
25
+ if (binReserves > 0n) {
26
+ const price = this.getPriceFromId(binStep, bin.id);
27
+ const amountOutOfBin = binReserves > amountOutLeft ? amountOutLeft : binReserves;
28
+ const volatilityAccumulator = this.updateVolatilityAccumulator(state, parameters.idReference, parameters.volatilityReference);
29
+ const amountInWithoutFee = swapForY
30
+ ? this.shiftDivRoundUp(amountOutOfBin, this.SCALE_OFFSET, price)
31
+ : this.mulShiftRoundUp(amountOutOfBin, price, this.SCALE_OFFSET);
32
+ const baseFee = this.getBaseFee(state, binStep);
33
+ const variableFee = this.getVariableFee(state, binStep, volatilityAccumulator);
34
+ const totalFee = baseFee + variableFee;
35
+ const maxFee = this.getFeeAmount(amountInWithoutFee, totalFee);
36
+ amountIn += amountInWithoutFee + maxFee;
37
+ amountOutLeft -= amountOutOfBin;
38
+ fee += totalFee;
39
+ }
40
+ if (amountOutLeft == 0n) {
41
+ break;
42
+ }
43
+ }
44
+ return amountIn;
45
+ }
46
+ getSwapOut(state, amountIn, binStep, swapForY) {
47
+ let amountOut = 0n;
48
+ let fee = 0n;
49
+ let amountsInLeft = amountIn;
50
+ const parameters = this.updateReferences(state);
51
+ let i = state.bins.findIndex(bin => bin.id === state.activeId);
52
+ for (; i < state.bins.length; i++) {
53
+ const bin = state.bins[i];
54
+ const binReserves = swapForY ? bin.reserveY : bin.reserveX;
55
+ if (binReserves > 0n) {
56
+ const volatilityAccumulator = this.updateVolatilityAccumulator(state, parameters.idReference, parameters.volatilityReference);
57
+ const [amountsInWithFees, amountsOutOfBin, totalFees] = this.getAmountsFromReserves(state, binStep, bin.id, amountsInLeft, binReserves, swapForY, volatilityAccumulator);
58
+ if (amountsInWithFees > 0n) {
59
+ amountsInLeft -= amountsInWithFees;
60
+ amountOut += amountsOutOfBin;
61
+ fee += totalFees;
62
+ }
63
+ }
64
+ if (amountsInLeft == 0n) {
65
+ break;
66
+ }
67
+ }
68
+ return amountOut;
69
+ }
70
+ updateVolatilityAccumulator(state, newIdReference, newVolatilityReference) {
71
+ const activeId = state.activeId;
72
+ const idReference = newIdReference;
73
+ const deltaId = activeId > idReference ? activeId - idReference : idReference - activeId;
74
+ let volAcc = newVolatilityReference + deltaId * this.BASIS_POINT_MAX;
75
+ const maxVolAcc = state?.staticFeeParameters?.maxVolatilityAccumulator;
76
+ volAcc = volAcc > maxVolAcc ? maxVolAcc : volAcc;
77
+ return volAcc;
78
+ }
79
+ getAmountsFromReserves(state, binStep, binId, amountInLeft, binReserves, swapForY, volatilityAccumulator) {
80
+ const result = [0n, 0n, 0n];
81
+ const price = this.getPriceFromId(binStep, binId); // ok
82
+ let maxAmountIn = swapForY
83
+ ? this.shiftDivRoundUp(binReserves, this.SCALE_OFFSET, price)
84
+ : this.mulShiftRoundUp(binReserves, price, this.SCALE_OFFSET);
85
+ const baseFee = this.getBaseFee(state, binStep);
86
+ const variableFee = this.getVariableFee(state, binStep, volatilityAccumulator);
87
+ const totalFee = baseFee + variableFee;
88
+ const maxFee = this.getFeeAmount(maxAmountIn, totalFee);
89
+ maxAmountIn += maxFee;
90
+ let amountIn = amountInLeft;
91
+ let fee;
92
+ let amountOut;
93
+ if (amountInLeft >= maxAmountIn) {
94
+ fee = maxFee;
95
+ amountIn = maxAmountIn;
96
+ amountOut = binReserves;
97
+ }
98
+ else {
99
+ fee = this.getFeeAmountFrom(amountInLeft, totalFee);
100
+ const amountInTemp = amountIn - fee;
101
+ amountOut = swapForY
102
+ ? this.mulShiftRoundDown(amountInTemp, price, this.SCALE_OFFSET)
103
+ : this.shiftDivRoundDown(amountInTemp, this.SCALE_OFFSET, price);
104
+ if (amountOut > binReserves) {
105
+ amountOut = binReserves;
106
+ }
107
+ }
108
+ result[0] = amountIn;
109
+ result[1] = amountOut;
110
+ result[2] = fee;
111
+ return result;
112
+ }
113
+ getPriceFromId(binStep, id) {
114
+ const base = this.getBase(binStep);
115
+ const exponent = BigInt(Number(id) - this.REAL_ID_SHIFT);
116
+ return this.pow(base, exponent);
117
+ }
118
+ getBase(binStep) {
119
+ return this.SCALE + (binStep << this.SCALE_OFFSET) / this.BASIS_POINT_MAX;
120
+ }
121
+ pow(x, y) {
122
+ let invert = false;
123
+ let absY = y;
124
+ if (y === 0n)
125
+ return this.SCALE;
126
+ if (y < 0n) {
127
+ absY = -y;
128
+ invert = !invert;
129
+ }
130
+ let result = this.SCALE;
131
+ if (absY < 0x100000n) {
132
+ let squared = x;
133
+ if (x > 0xffffffffffffffffffffffffffffffffn) {
134
+ squared = (BigInt(2) ** 256n - 1n) / squared;
135
+ invert = !invert;
136
+ }
137
+ for (let i = 0n; i < 21n; i++) {
138
+ if (absY & (1n << i)) {
139
+ result = (result * squared) >> 128n;
140
+ }
141
+ squared = (squared * squared) >> 128n;
142
+ }
143
+ }
144
+ if (result === 0n)
145
+ throw new Error(`Uint128x128Math__PowUnderflow: x=${x}, y=${y}`);
146
+ return invert ? (BigInt(2) ** 256n - 1n) / result : result;
147
+ }
148
+ getTotalFee(state, binStep, newVolatilityAccumulator) {
149
+ return (this.getBaseFee(state, binStep) +
150
+ this.getVariableFee(state, binStep, newVolatilityAccumulator));
151
+ }
152
+ getBaseFee(state, binStep) {
153
+ return state?.staticFeeParameters?.baseFactor * binStep * BigInt(1e10);
154
+ }
155
+ getVariableFee(state, binStep, newVolatilityAccumulator) {
156
+ const variableFeeControl = state?.staticFeeParameters?.variableFeeControl;
157
+ if (variableFeeControl === 0n) {
158
+ return 0n;
159
+ }
160
+ const prod = newVolatilityAccumulator * binStep;
161
+ const variableFee = (prod * prod * variableFeeControl + 99n) / 100n;
162
+ return variableFee;
163
+ }
164
+ getFeeAmount(maxAmountIn, totalFee) {
165
+ this.verifyFee(totalFee);
166
+ const denominator = this.PRECISION - totalFee;
167
+ return (maxAmountIn * totalFee + denominator - 1n) / denominator;
168
+ }
169
+ getFeeAmountFrom(amountInWithFees, totalFee) {
170
+ this.verifyFee(totalFee);
171
+ return (amountInWithFees * totalFee + this.PRECISION - 1n) / this.PRECISION;
172
+ }
173
+ verifyFee(fee) {
174
+ if (fee > this.MAX_FEE) {
175
+ throw new Error('FeeHelper__FeeTooLarge');
176
+ }
177
+ }
178
+ shiftDivRoundUp(x, offset, denominator) {
179
+ let result = this.shiftDivRoundDown(x, offset, denominator);
180
+ if (this.mulMod(x, 1n << offset, denominator) !== 0n) {
181
+ result += 1n;
182
+ }
183
+ return result;
184
+ }
185
+ shiftDivRoundDown(x, offset, denominator) {
186
+ const prod0 = x << offset;
187
+ const prod1 = this.manualShiftRight(x, 256n - offset);
188
+ return this.getEndOfDivRoundDown(x, 1n << offset, denominator, prod0, prod1);
189
+ }
190
+ getEndOfDivRoundDown(x, y, denominator, prod0, prod1) {
191
+ if (prod1 === 0n) {
192
+ return prod0 / denominator;
193
+ }
194
+ else {
195
+ if (prod1 >= denominator) {
196
+ throw new Error('Uint256x256Math__MulDivOverflow');
197
+ }
198
+ const remainder = this.mulMod(x, y, denominator);
199
+ let adjustedProd0 = prod0 - remainder;
200
+ let adjustedProd1 = prod1 - (remainder > prod0 ? 1n : 0n);
201
+ const lpotdod = denominator & (~denominator + 1n);
202
+ denominator /= lpotdod;
203
+ adjustedProd0 /= lpotdod;
204
+ adjustedProd0 |= adjustedProd1 * (2n ** 256n / lpotdod);
205
+ let inverse = (3n * denominator) ^ 2n;
206
+ inverse = this.improvePrecision(denominator, inverse);
207
+ return adjustedProd0 * inverse;
208
+ }
209
+ }
210
+ manualShiftRight(x, shift) {
211
+ return x / (1n << shift);
212
+ }
213
+ // TODO: Check if this is required
214
+ // manualShiftRight(x: bigint, shift: bigint): bigint {
215
+ // if (shift < 0n) {
216
+ // throw new Error('Shift value cannot be negative');
217
+ // }
218
+ // // Directly return for shift values of 0
219
+ // if (shift === 0n) {
220
+ // return x;
221
+ // }
222
+ // let result = x;
223
+ // while (shift > 0n) {
224
+ // result = this.divideBigInt(result);
225
+ // shift--;
226
+ // }
227
+ // return result;
228
+ // }
229
+ // divideBigInt(value: bigint): bigint {
230
+ // return value > 0n ? value / 2n : (value - 1n) / 2n;
231
+ // }
232
+ mulMod(x, y, mod) {
233
+ return (x * y) % mod;
234
+ }
235
+ improvePrecision(denominator, inverse) {
236
+ for (let i = 0; i < 5; i++) {
237
+ inverse *= 2n - denominator * inverse;
238
+ }
239
+ return inverse;
240
+ }
241
+ ///
242
+ mulShiftRoundUp(x, y, offset) {
243
+ let result = this.mulShiftRoundDown(x, y, offset);
244
+ if (this.mulMod(x, y, 1n << BigInt(offset)) !== 0n) {
245
+ result += 1n;
246
+ }
247
+ return result;
248
+ }
249
+ mulShiftRoundDown(x, y, offset) {
250
+ const [prod0, prod1] = this.getMulProds(x, y);
251
+ let result = prod0 >> BigInt(offset);
252
+ if (prod1 !== 0n) {
253
+ if (prod1 >= 1n << BigInt(offset)) {
254
+ throw new Error('Uint256x256Math__MulShiftOverflow');
255
+ }
256
+ result += prod1 << (256n - BigInt(offset));
257
+ }
258
+ return result;
259
+ }
260
+ getMulProds(x, y) {
261
+ const prod0 = x * y;
262
+ const prod1 = (x * y - prod0) / (1n << 256n);
263
+ return [prod0, prod1];
264
+ }
265
+ updateReferences(state) {
266
+ const dt = state.blockTimestamp - state.variableFeeParameters.timeOfLastUpdate;
267
+ let idReference = null;
268
+ let volatilityReference = null;
269
+ if (dt >= state.staticFeeParameters.filterPeriod) {
270
+ idReference = state.activeId;
271
+ volatilityReference =
272
+ dt < state.staticFeeParameters.decayPeriod
273
+ ? this.updateVolatilityReference(state)
274
+ : 0n;
275
+ }
276
+ return {
277
+ idReference: idReference || state.variableFeeParameters.idReference,
278
+ volatilityReference: volatilityReference || state.variableFeeParameters.volatilityReference,
279
+ };
280
+ // TODO: Do we need it for pricing?
281
+ // return updateTimeOfLastUpdate(params, timestamp); // Assuming updateTimeOfLastUpdate is implemented
282
+ }
283
+ updateVolatilityReference(state) {
284
+ const volAcc = state.variableFeeParameters.volatilityAccumulator;
285
+ const reductionFactor = state.staticFeeParameters.reductionFactor;
286
+ const volRef = BigInt.asUintN(24, (volAcc * reductionFactor) / this.BASIS_POINT_MAX);
287
+ return volRef;
288
+ }
289
+ }
290
+ exports.TraderJoeV21Math = TraderJoeV21Math;
291
+ //# sourceMappingURL=index.js.map
@@ -0,0 +1 @@
1
+ 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@@ -0,0 +1,60 @@
1
+ import { Interface } from '@ethersproject/abi';
2
+ import { DeepReadonly } from 'ts-essentials';
3
+ import { Address, Log, Logger } from '../../types';
4
+ import { StatefulEventSubscriber } from '../../stateful-event-subscriber';
5
+ import { IDexHelper } from '../../dex-helper/idex-helper';
6
+ import { PoolState } from './types';
7
+ export declare class TraderJoeV2_1EventPool extends StatefulEventSubscriber<PoolState> {
8
+ readonly parentName: string;
9
+ protected network: number;
10
+ protected dexHelper: IDexHelper;
11
+ private readonly factoryAddress;
12
+ private readonly stateMultiAddress;
13
+ handlers: {
14
+ [event: string]: (event: any, state: PoolState, log: Readonly<Log>) => DeepReadonly<PoolState> | null;
15
+ };
16
+ logDecoder: (log: Log) => any;
17
+ readonly binStep: bigint;
18
+ initFailed: boolean;
19
+ initRetryAttemptCount: number;
20
+ private stateMulti;
21
+ private math;
22
+ addressesSubscribed: string[];
23
+ poolAddress?: Address;
24
+ token0: Address;
25
+ token1: Address;
26
+ readonly poolIface: Interface;
27
+ constructor(parentName: string, network: number, dexHelper: IDexHelper, token0: Address, token1: Address, binStep: bigint, factoryAddress: Address, stateMultiAddress: Address, logger: Logger);
28
+ getSwapOut(amount: bigint, fromAddress: Address, blockNumber: number): bigint;
29
+ getSwapIn(amount: bigint, fromAddress: Address, blockNumber: number): bigint;
30
+ /**
31
+ * The function is called every time any of the subscribed
32
+ * addresses release log. The function accepts the current
33
+ * state, updates the state according to the log, and returns
34
+ * the updated state.
35
+ * @param state - Current state of event subscriber
36
+ * @param log - Log released by one of the subscribed addresses
37
+ * @returns Updates state of the event subscriber after the log
38
+ */
39
+ protected processLog(state: DeepReadonly<PoolState>, log: Readonly<Log>): DeepReadonly<PoolState> | null;
40
+ /**
41
+ * The function generates state using on-chain calls. This
42
+ * function is called to regenerate state if the event based
43
+ * system fails to fetch events and the local state is no
44
+ * more correct.
45
+ * @param blockNumber - Blocknumber for which the state should
46
+ * should be generated
47
+ * @returns state of the event subscriber at blocknumber
48
+ */
49
+ generateState(blockNumber: number): Promise<DeepReadonly<PoolState>>;
50
+ isValid(): boolean;
51
+ handleTransferBatch(event: any, state: PoolState, log: Readonly<Log>): DeepReadonly<PoolState> | null;
52
+ handleDepositedToBins(event: any, state: PoolState, log: Readonly<Log>): DeepReadonly<PoolState> | null;
53
+ handleWithdrawnFromBins(event: any, state: PoolState, log: Readonly<Log>): DeepReadonly<PoolState> | null;
54
+ handleCompositionFees(event: any, state: PoolState, log: Readonly<Log>): DeepReadonly<PoolState> | null;
55
+ handleSwap(event: any, state: PoolState, log: Readonly<Log>): DeepReadonly<PoolState> | null;
56
+ handleStaticFeeParametersSet(event: any, state: PoolState, log: Readonly<Log>): DeepReadonly<PoolState> | null;
57
+ handleFlashLoan(event: any, state: PoolState, log: Readonly<Log>): DeepReadonly<PoolState> | null;
58
+ handleForcedDecay(event: any, state: PoolState, log: Readonly<Log>): DeepReadonly<PoolState> | null;
59
+ private decodeAmounts;
60
+ }
@@ -0,0 +1,248 @@
1
+ "use strict";
2
+ var __importDefault = (this && this.__importDefault) || function (mod) {
3
+ return (mod && mod.__esModule) ? mod : { "default": mod };
4
+ };
5
+ Object.defineProperty(exports, "__esModule", { value: true });
6
+ exports.TraderJoeV2_1EventPool = void 0;
7
+ BigInt.prototype.toJSON = function () {
8
+ return this.toString();
9
+ };
10
+ const abi_1 = require("@ethersproject/abi");
11
+ const utils_1 = require("../../utils");
12
+ const stateful_event_subscriber_1 = require("../../stateful-event-subscriber");
13
+ const PairABI_json_1 = __importDefault(require("../../abi/trader-joe-v2_1/PairABI.json"));
14
+ const StateMulticall_json_1 = __importDefault(require("../../abi/trader-joe-v2_1/StateMulticall.json"));
15
+ const constants_1 = require("../../constants");
16
+ const math_1 = require("./math");
17
+ const lodash_1 = __importDefault(require("lodash"));
18
+ class TraderJoeV2_1EventPool extends stateful_event_subscriber_1.StatefulEventSubscriber {
19
+ constructor(parentName, network, dexHelper, token0, token1, binStep, factoryAddress, stateMultiAddress, logger) {
20
+ super(parentName, `${token0}_${token1}_${binStep}`, dexHelper, logger);
21
+ this.parentName = parentName;
22
+ this.network = network;
23
+ this.dexHelper = dexHelper;
24
+ this.factoryAddress = factoryAddress;
25
+ this.stateMultiAddress = stateMultiAddress;
26
+ this.handlers = {};
27
+ this.initFailed = false;
28
+ this.initRetryAttemptCount = 0;
29
+ this.poolIface = new abi_1.Interface(PairABI_json_1.default);
30
+ this.logDecoder = (log) => this.poolIface.parseLog(log);
31
+ this.addressesSubscribed = Array(1);
32
+ this.binStep = binStep;
33
+ this.token0 = token0.toLowerCase();
34
+ this.token1 = token1.toLowerCase();
35
+ this.stateMulti = new this.dexHelper.web3Provider.eth.Contract(StateMulticall_json_1.default, stateMultiAddress);
36
+ this.math = new math_1.TraderJoeV21Math();
37
+ // Add handlers
38
+ this.handlers['TransferBatch'] = this.handleTransferBatch.bind(this);
39
+ this.handlers['DepositedToBins'] = this.handleDepositedToBins.bind(this);
40
+ this.handlers['WithdrawnFromBins'] =
41
+ this.handleWithdrawnFromBins.bind(this);
42
+ this.handlers['CompositionFees'] = this.handleCompositionFees.bind(this);
43
+ this.handlers['Swap'] = this.handleSwap.bind(this);
44
+ this.handlers['StaticFeeParametersSet'] =
45
+ this.handleStaticFeeParametersSet.bind(this);
46
+ this.handlers['FlashLoan'] = this.handleFlashLoan.bind(this);
47
+ this.handlers['ForcedDecay'] = this.handleForcedDecay.bind(this);
48
+ }
49
+ getSwapOut(amount, fromAddress, blockNumber) {
50
+ const state = this.getState(blockNumber);
51
+ if (!state ||
52
+ !state.bins ||
53
+ state?.bins?.length === 0 ||
54
+ (state.reserves.reserveX === 0n && state.reserves.reserveY === 0n)) {
55
+ return 0n;
56
+ }
57
+ return this.math.getSwapOut(state, amount, this.binStep, state.tokenX === fromAddress);
58
+ }
59
+ getSwapIn(amount, fromAddress, blockNumber) {
60
+ const state = this.getState(blockNumber);
61
+ if (!state ||
62
+ !state.bins ||
63
+ state?.bins?.length === 0 ||
64
+ (state.reserves.reserveX === 0n && state.reserves.reserveY === 0n)) {
65
+ return 0n;
66
+ }
67
+ return this.math.getSwapIn(state, amount, this.binStep, state.tokenX === fromAddress);
68
+ }
69
+ /**
70
+ * The function is called every time any of the subscribed
71
+ * addresses release log. The function accepts the current
72
+ * state, updates the state according to the log, and returns
73
+ * the updated state.
74
+ * @param state - Current state of event subscriber
75
+ * @param log - Log released by one of the subscribed addresses
76
+ * @returns Updates state of the event subscriber after the log
77
+ */
78
+ processLog(state, log) {
79
+ try {
80
+ const event = this.logDecoder(log);
81
+ if (event.name in this.handlers) {
82
+ const _state = lodash_1.default.cloneDeep(state);
83
+ return this.handlers[event.name](event, _state, log);
84
+ }
85
+ }
86
+ catch (e) {
87
+ (0, utils_1.catchParseLogError)(e, this.logger);
88
+ }
89
+ return null;
90
+ }
91
+ /**
92
+ * The function generates state using on-chain calls. This
93
+ * function is called to regenerate state if the event based
94
+ * system fails to fetch events and the local state is no
95
+ * more correct.
96
+ * @param blockNumber - Blocknumber for which the state should
97
+ * should be generated
98
+ * @returns state of the event subscriber at blocknumber
99
+ */
100
+ async generateState(blockNumber) {
101
+ this.logger.log(`FFFF ${this.factoryAddress}, ${this.token0}, ${this.token1}, ${this.binStep}`);
102
+ try {
103
+ const stateRaw = await this.stateMulti.methods
104
+ .getFullState(this.factoryAddress, this.token0, this.token1, this.binStep)
105
+ .call({}, blockNumber);
106
+ const state = {
107
+ tokenX: stateRaw.tokenX?.toLowerCase(),
108
+ tokenY: stateRaw.tokenY?.toLowerCase(),
109
+ binStep: this.binStep,
110
+ pairAddress: stateRaw.pair,
111
+ bins: stateRaw.bins.map((bin) => ({
112
+ id: BigInt(bin.id),
113
+ reserveX: BigInt(bin.reserveX),
114
+ reserveY: BigInt(bin.reserveY),
115
+ })),
116
+ blockTimestamp: BigInt(stateRaw.blockTimestamp),
117
+ reserves: {
118
+ reserveX: BigInt(stateRaw.reserves.reserveX),
119
+ reserveY: BigInt(stateRaw.reserves.reserveY),
120
+ },
121
+ activeId: BigInt(stateRaw.activeId),
122
+ protocolFees: {
123
+ protocolFeeX: BigInt(stateRaw.protocolFees.protocolFeeX),
124
+ protocolFeeY: BigInt(stateRaw.protocolFees.protocolFeeY),
125
+ },
126
+ staticFeeParameters: {
127
+ baseFactor: BigInt(stateRaw.staticFeeParameters.baseFactor),
128
+ filterPeriod: BigInt(stateRaw.staticFeeParameters.filterPeriod),
129
+ decayPeriod: BigInt(stateRaw.staticFeeParameters.decayPeriod),
130
+ reductionFactor: BigInt(stateRaw.staticFeeParameters.reductionFactor),
131
+ variableFeeControl: BigInt(stateRaw.staticFeeParameters.variableFeeControl),
132
+ protocolShare: BigInt(stateRaw.staticFeeParameters.protocolShare),
133
+ maxVolatilityAccumulator: BigInt(stateRaw.staticFeeParameters.maxVolatilityAccumulator),
134
+ },
135
+ variableFeeParameters: {
136
+ volatilityAccumulator: BigInt(stateRaw.variableFeeParameters.volatilityAccumulator),
137
+ volatilityReference: BigInt(stateRaw.variableFeeParameters.volatilityReference),
138
+ idReference: BigInt(stateRaw.variableFeeParameters.idReference),
139
+ timeOfLastUpdate: BigInt(stateRaw.variableFeeParameters.timeOfLastUpdate),
140
+ },
141
+ };
142
+ return state;
143
+ }
144
+ catch (error) {
145
+ this.logger.error('generateState_ERROR', error);
146
+ return null;
147
+ }
148
+ }
149
+ isValid() {
150
+ return (this.state?.pairAddress !== constants_1.NULL_ADDRESS &&
151
+ this.state?.reserves?.reserveX != null &&
152
+ this.state?.reserves?.reserveY != null &&
153
+ this.state.reserves.reserveY > 0n &&
154
+ this.state.reserves.reserveX > 0n);
155
+ }
156
+ handleTransferBatch(event, state, log) {
157
+ return null;
158
+ }
159
+ handleDepositedToBins(event, state, log) {
160
+ // console.log('HandlerDepositedEvent.event', event);
161
+ // console.log('HandlerDepositedEvent.log', log);
162
+ for (let i = 0; i < event.args.ids.length; i++) {
163
+ const [amountX, amountY] = this.decodeAmounts(event.args.amounts[i]);
164
+ const bin = state.bins.find(bin => bin.id == BigInt(event.args.ids[i]));
165
+ // console.log(
166
+ // `bin: ${bin}, amountX: ${amountX}, amountY: ${amountY}, args.id: ${event.args.ids[i]}}`,
167
+ // );
168
+ if (bin) {
169
+ bin.reserveX += amountX;
170
+ bin.reserveY += amountY;
171
+ state.reserves.reserveX += amountX;
172
+ state.reserves.reserveY += amountY;
173
+ }
174
+ }
175
+ // state.blockTimestamp = BigInt(event.args.blockTimestamp);
176
+ return state;
177
+ }
178
+ handleWithdrawnFromBins(event, state, log) {
179
+ for (let i = 0; i < event.args.ids.length; i++) {
180
+ const [amountX, amountY] = this.decodeAmounts(event.args.amounts[i]);
181
+ const bin = state.bins.find(bin => bin.id == BigInt(event.args.ids[i]));
182
+ // console.log(
183
+ // `bin: ${bin}, amountX: ${amountX}, amountY: ${amountY}, args.id: ${event.args.ids[i]}}`,
184
+ // );
185
+ if (bin) {
186
+ bin.reserveX -= amountX;
187
+ bin.reserveY -= amountY;
188
+ state.reserves.reserveX -= amountX;
189
+ state.reserves.reserveY -= amountY;
190
+ }
191
+ }
192
+ // state.blockTimestamp = BigInt(event.args.blockTimestamp);
193
+ return state;
194
+ }
195
+ // TODO: Do we need those at all?
196
+ handleCompositionFees(event, state, log) {
197
+ // return null;
198
+ const [protocolFeesDecodedX, protocolFeesDecodedY] = this.decodeAmounts(event.args.protocolFees);
199
+ const [totalFeeDecodedX, totalFeeDecodedY] = this.decodeAmounts(event.args.totalFees);
200
+ state.protocolFees.protocolFeeX += protocolFeesDecodedX;
201
+ state.protocolFees.protocolFeeY += protocolFeesDecodedY;
202
+ // console.log('protocolFees', event.args.protocolFees);
203
+ // console.log('totalFees', event.args.totalFees);
204
+ // console.log('protocolFeesDecodedX', protocolFeesDecodedX);
205
+ // console.log('protocolFeesDecodedY', protocolFeesDecodedY);
206
+ // console.log('totalFeeDecodedX', totalFeeDecodedX);
207
+ // console.log('totalFeeDecodedY', totalFeeDecodedY);
208
+ return state;
209
+ }
210
+ // TODO: Possibly we need to re-calculate bin reserves from current activeId to id from event
211
+ handleSwap(event, state, log) {
212
+ state.variableFeeParameters.volatilityAccumulator =
213
+ event.args.volatilityAccumulator;
214
+ // console.log(
215
+ // `state.activeId: ${state.activeId}, event.args.id: ${event.args.id}`,
216
+ // );
217
+ state.activeId = event.args.id;
218
+ return state;
219
+ }
220
+ handleStaticFeeParametersSet(event, state, log) {
221
+ state.staticFeeParameters.baseFactor = BigInt(event.args.baseFactor);
222
+ state.staticFeeParameters.filterPeriod = BigInt(event.args.filterPeriod);
223
+ state.staticFeeParameters.decayPeriod = BigInt(event.args.decayPeriod);
224
+ state.staticFeeParameters.reductionFactor = BigInt(event.args.reductionFactor);
225
+ state.staticFeeParameters.variableFeeControl = BigInt(event.args.variableFeeControl);
226
+ state.staticFeeParameters.protocolShare = BigInt(event.args.protocolShare);
227
+ state.staticFeeParameters.maxVolatilityAccumulator = BigInt(event.args.maxVolatilityAccumulator);
228
+ return state;
229
+ }
230
+ handleFlashLoan(event, state, log) {
231
+ return null;
232
+ }
233
+ handleForcedDecay(event, state, log) {
234
+ state.variableFeeParameters.idReference = BigInt(event.args.idReference);
235
+ state.variableFeeParameters.volatilityReference = BigInt(event.args.volatilityReference);
236
+ return state;
237
+ }
238
+ decodeAmounts(amounts) {
239
+ const amountsBigInt = BigInt(amounts);
240
+ // Read the right 128 bits of the 256 bits
241
+ const amountsX = amountsBigInt & (BigInt(2) ** BigInt(128) - BigInt(1));
242
+ // Read the left 128 bits of the 256 bits
243
+ const amountsY = amountsBigInt >> BigInt(128);
244
+ return [amountsX, amountsY];
245
+ }
246
+ }
247
+ exports.TraderJoeV2_1EventPool = TraderJoeV2_1EventPool;
248
+ //# sourceMappingURL=trader-joe-v2-1-2-pool.js.map
@@ -0,0 +1 @@
1
+ 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