@paraswap/dex-lib 3.0.6-balancer-direct-fn-fix.1 → 3.0.6

package/src/config.ts

@@ -202,15 +202,15 @@ const baseConfigs: { [network: number]: BaseConfig } = {
     wrappedNativeTokenAddress: '0x0d500B1d8E8eF31E21C99d1Db9A6444d3ADf1270',
     hasEIP1559: true,
     augustusAddress: '0xDEF171Fe48CF0115B1d80b88dc8eAB59176FEe57',
-    augustusV6Address: '0x7d5B7A82f0047E83064332A88918d7067c00AA14',
+    augustusV6Address: '0x00000000FdAC7708D0D360BDDc1bc7d097F47439',
     augustusRFQAddress: '0xF3CD476C3C4D3Ac5cA2724767f269070CA09A043',
     tokenTransferProxyAddress: '0x216b4b4ba9f3e719726886d34a177484278bfcae',
     multicallV2Address: '0x275617327c958bD06b5D6b871E7f491D76113dd8',
     privateHttpProvider: process.env.HTTP_PROVIDER_137,
     executorsAddresses: {
-      Executor01: '0xaF413566b437AC2e22AAb08A9eD10B5b93DC4eB8',
-      Executor02: '0x307Bf21eb68d636A15EC4AbdAb9Dc466A2aa0282',
-      Executor03: '0xe34f534159701B9019845b2551072b94403B3289',
+      Executor01: '0x000000006E85dF93Da91e65184708f020e58df2c',
+      Executor02: '0x000000C0ef6dBff0E689d393EDBb93702eEEf0d8',
+      Executor03: '0x000000856CFe8D0625D96BD87712A074d90a9F5b',
     },
     hashFlowAuthToken: process.env.API_KEY_HASHFLOW_AUTH_TOKEN || '',
     smardexSubgraphAuthToken: process.env.API_KEY_SMARDEX_SUBGRAPH || '',

package/src/dex/balancer-v2/balancer-v2.ts

@@ -1006,6 +1006,8 @@ export class BalancerV2
     const params = this.getBalancerParam(
       srcToken,
       destToken,
+      srcAmount,
+      destAmount,
       data,
       side,
       this.dexHelper.config.data.augustusAddress!,
@@ -1066,21 +1068,58 @@ export class BalancerV2
               # note: we pass sender=null then the address of the executor is inferred contract side
           else (so buy)
               sender = recipient = executor
+
+      ------------------------------------------------------------------------------------
+
+      Algorithm to determine balancer (limits) params:
+
+      if version = 5
+          limits = [MAX_INT * assetsCount]
+      else (so V6)
+        if direct swap and horizontal sequences
+          # note: v6 direct swap functions (swapExactAmountInOnBalancerV2 / swapExactAmountOutOnBalancerV2) do not allow parallel sequences of swap, read last note for details
+          if sell
+            limits = [srcAmount, ...[MAX_INT * assetsCount - 2]?, -destAmount]
+          else (so buy)
+            limits = [-destAmount, ...[MAX_INT * assetsCount - 2]?, srcAmount]
+          # note: in this particular case we need to walk the assets backward since direct contract functions expect assets and limits to be reversed (note this is not natively enforced in balancer, only in our contract). It's not safe to do in a parallel buy sequence.
+        else (so generic swaps)
+          limits = [MAX_INT * assetsCount]
+      # note: 
+      # for cases where we pass an array [MAX_INT * assetsCount] this assumes that we relax local slippage checks in balancer in favor of global check in augustus
+      # otherwise, in direct v6 function, as we decode params off balancer and srcAmount and destAmount from limits array, this cannot work for parallel sequences where limits[-1] (sell) is a local slippage to 1 parallel branch only
+
 */
   public getBalancerParam(
     srcToken: string,
     destToken: string,
+    srcAmount: string,
+    destAmount: string,
     data: OptimizedBalancerV2Data,
     side: SwapSide,
     recipient: string,
     sender: string,
-    shouldWalkAssetsBackward?: boolean, // should do for all buy but prefer keep it under control
+    shouldApplyHardLimits?: boolean,
   ): BalancerParam {
     let swapOffset = 0;
     let swaps: BalancerSwap[] = [];
     let assets: string[] = [];
     let limits: string[] = [];
 
+    if (shouldApplyHardLimits) {
+      if (data.swaps.length > 1) {
+        const error = new Error(
+          `Not safe to apply hard limits for parallel sequences in balancerV2 in swapExactAmountInOnBalancerV2 / swapExactAmountOutOnBalancerV2`,
+        );
+        this.logger.error(error.message, error);
+        throw error;
+      }
+    }
+
+    // read function comment up
+    const shouldWalkAssetsBackward =
+      side === SwapSide.BUY && shouldApplyHardLimits;
+
     for (const swapData of data.swaps) {
       const pool = this.poolIdMap[swapData.poolId];
       const hasEth = [srcToken.toLowerCase(), destToken.toLowerCase()].includes(
@@ -1151,6 +1190,18 @@ export class BalancerV2
       limits = limits.concat(_limits);
     }
 
+    if (shouldApplyHardLimits) {
+      // re-accumulate amount to prevent leaving dust in payer contract
+      const accumulatedAmount = swaps
+        .reduce((acc, s) => acc + BigInt(s.amount), 0n)
+        .toString();
+
+      [limits[0], limits[limits.length - 1]] =
+        side == SwapSide.SELL
+          ? [accumulatedAmount, (-BigInt(destAmount)).toString()]
+          : [(-BigInt(destAmount)).toString(), srcAmount];
+    }
+
     const funds = {
       sender,
       recipient,
@@ -1164,7 +1215,7 @@ export class BalancerV2
       shouldWalkAssetsBackward ? assets.reverse() : assets,
       funds,
       limits,
-      getLocalDeadlineAsFriendlyPlaceholder(),
+      MAX_UINT,
     ];
 
     return params;
@@ -1260,6 +1311,8 @@ export class BalancerV2
     const [, swaps, assets, funds, limits, _deadline] = this.getBalancerParam(
       srcToken,
       destToken,
+      srcAmount,
+      destAmount,
       data,
       side,
       this.dexHelper.config.data.augustusAddress!,
@@ -1329,16 +1382,16 @@ export class BalancerV2
     const balancerParams = this.getBalancerParam(
       srcToken,
       destToken,
+      fromAmount,
+      toAmount,
       data,
       side,
       this.dexHelper.config.data.augustusV6Address!,
       this.dexHelper.config.data.augustusV6Address!,
-      side === SwapSide.BUY,
+      true,
     );
 
     const swapParams: BalancerV2DirectParamV6 = [
-      fromAmount,
-      toAmount,
       quotedAmount,
       metadata,
       this.encodeBeneficiaryAndApproveFlag(beneficiary, !data.isApproved),
@@ -1402,6 +1455,8 @@ export class BalancerV2
     const params = this.getBalancerParam(
       srcToken,
       destToken,
+      srcAmount,
+      destAmount,
       data,
       side,
       this.dexHelper.config.data.augustusAddress!,
@@ -1436,6 +1491,8 @@ export class BalancerV2
     const params = this.getBalancerParam(
       srcToken,
       destToken,
+      srcAmount,
+      destAmount,
       data,
       side,
       recipient,

package/src/dex/balancer-v2/types.ts

@@ -138,8 +138,6 @@ export type BalancerV2DirectParam = [
 ];
 
 export type BalancerV2DirectParamV6 = [
-  fromAmount: NumberAsString,
-  toAmount: NumberAsString,
   quotedAmount: NumberAsString,
   metadata: string,
   beneficiaryAndApproveFlag: NumberAsString,

package/src/dex/uniswap-v3/uniswap-v3.ts

@@ -694,20 +694,6 @@ export class UniswapV3
 
       const zeroForOne = token0 === _srcAddress ? true : false;
 
-      this.logger.log(
-        'UNI_POOLS',
-        JSON.stringify(
-          poolsToUse.poolWithState.map(el => ({
-            address: el.poolAddress,
-            token0: el.token0,
-            token1: el.token1,
-            fee: el.feeCode,
-          })),
-          null,
-          2,
-        ),
-      );
-
       const result = await Promise.all(
         poolsToUse.poolWithState.map(async (pool, i) => {
           const state = states[i];

package/src/generic-swap-transaction-builder.ts

@@ -391,7 +391,7 @@ export class GenericSwapTransactionBuilder {
     permit,
     deadline,
     uuid,
-    beneficiary = NULL_ADDRESS,
+    beneficiary,
     onlyParams = false,
   }: {
     priceRoute: OptimalRate;
@@ -411,12 +411,8 @@ export class GenericSwapTransactionBuilder {
     beneficiary?: Address;
     onlyParams?: boolean;
   }): Promise<TxObject> {
-    // if beneficiary is not defined, then in smart contract it will be replaced to msg.sender
     const _beneficiary =
-      beneficiary !== NULL_ADDRESS &&
-      beneficiary.toLowerCase() !== userAddress.toLowerCase()
-        ? beneficiary
-        : NULL_ADDRESS;
+      beneficiary && beneficiary !== NULL_ADDRESS ? beneficiary : userAddress;
 
     let encoder: (...params: any[]) => string;
     let params: (string | string[])[];