@paraswap/dex-lib 3.0.6 → 3.2.5-return-amount-pos.5

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

@@ -0,0 +1,48 @@
+import dotenv from 'dotenv';
+dotenv.config();
+import { Contract } from '@ethersproject/contracts';
+import { JsonRpcProvider } from '@ethersproject/providers';
+import VaultABI from '../../abi/balancer-v2/vault.json';
+
+// Compare retrieve an onchain query result for a single swap
+export async function queryOnChain(
+  rpcUrl: string,
+  blockNumber: number,
+  poolId: string,
+  kind: 0 | 1,
+  assetIn: string,
+  assetOut: string,
+  amount: BigInt,
+): Promise<bigint[]> {
+  const provider = new JsonRpcProvider(rpcUrl);
+  const vaultAddress = '0xBA12222222228d8Ba445958a75a0704d566BF2C8';
+  const vaultContract = new Contract(vaultAddress, VaultABI, 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()];
+}

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

@@ -1,5 +1,6 @@
 import { NumberAsString } from '@paraswap/core';
 import { Address } from '../../types';
+import { DerivedGyroEParams, GyroEParams } from '@balancer-labs/sor';
 
 // These should match the Balancer Pool types available on Subgraph
 export enum BalancerPoolTypes {
@@ -20,6 +21,8 @@ export enum BalancerPoolTypes {
   SiloLinear = 'SiloLinear',
   TetuLinear = 'TetuLinear',
   YearnLinear = 'YearnLinear',
+  Gyro3 = 'Gyro3',
+  GyroE = 'GyroE',
 }
 
 export type TokenState = {
@@ -32,6 +35,10 @@ export type PoolState = {
   tokens: {
     [address: string]: TokenState;
   };
+  tokenRates?: bigint[];
+  rateProviders?: string[];
+  gyroParams?: GyroEParams;
+  gyroDerivedParams?: DerivedGyroEParams;
   swapFee: bigint;
   orderedTokens: string[];
   rate?: bigint;
@@ -71,12 +78,31 @@ export interface SubgraphPoolBase {
   id: string;
   address: string;
   poolType: BalancerPoolTypes;
+  poolTypeVersion: number;
   tokens: SubgraphToken[];
   tokensMap: { [tokenAddress: string]: SubgraphToken };
   mainIndex: number;
   wrappedIndex: number;
 
   mainTokens: SubgraphMainToken[];
+
+  // gyro3
+  root3Alpha: string;
+  // gyroE
+  alpha: string;
+  beta: string;
+  c: string;
+  s: string;
+  lambda: string;
+  tauAlphaX: string;
+  tauAlphaY: string;
+  tauBetaX: string;
+  tauBetaY: string;
+  u: string;
+  v: string;
+  w: string;
+  z: string;
+  dSq: string;
 }
 
 export type BalancerSwapV2 = {
@@ -110,7 +136,23 @@ export enum SwapTypes {
   SwapExactOut,
 }
 
-export type BalancerParam = [
+export type BalancerV2SingleSwap = {
+  poolId: string;
+  kind: SwapTypes;
+  assetIn: string;
+  assetOut: string;
+  amount: string;
+  userData: string;
+};
+
+export type BalancerV2SwapParam = [
+  singleSwap: BalancerV2SingleSwap,
+  funds: BalancerFunds,
+  limit: string,
+  deadline: string,
+];
+
+export type BalancerV2BatchSwapParam = [
   kind: SwapTypes,
   swaps: BalancerSwap[],
   assets: string[],
@@ -138,6 +180,8 @@ export type BalancerV2DirectParam = [
 ];
 
 export type BalancerV2DirectParamV6 = [
+  fromAmount: NumberAsString,
+  toAmount: NumberAsString,
   quotedAmount: NumberAsString,
   metadata: string,
   beneficiaryAndApproveFlag: NumberAsString,

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

@@ -1,5 +1,6 @@
 import { getAddress } from '@ethersproject/address';
 import { Interface, Result } from '@ethersproject/abi';
+import { parseFixed, BigNumber } from '@ethersproject/bignumber';
 import { getBigIntPow } from '../../utils';
 import { BI_POWS } from '../../bigint-constants';
 import { SwapSide } from '../../constants';
@@ -19,6 +20,21 @@ interface BalancerPathHop {
   tokenOut: SubgraphToken;
 }
 
+/**
+ * Parses a fixed-point decimal string into a BigNumber. If we do not have enough decimals to express the number, we truncate it.
+ * @param value
+ * @param decimals
+ * @returns BigNumber
+ */
+export function safeParseFixed(value: string, decimals = 0): BigNumber {
+  const [integer, fraction] = value.split('.');
+  if (!fraction) {
+    return parseFixed(value, decimals);
+  }
+  const safeValue = integer + '.' + fraction.slice(0, decimals);
+  return parseFixed(safeValue, decimals);
+}
+
 export const isSameAddress = (address1: string, address2: string): boolean =>
   getAddress(address1) === getAddress(address2);
 

package/src/dex/bancor/bancor.ts

@@ -13,6 +13,7 @@ import BancorABI from '../../abi/Bancor.json';
 import { IDexHelper } from '../../dex-helper';
 import { BancorData, BancorFunctions, BancorParam } from './types';
 import { BANCOR_NETWORK, BancorRegistry } from './config';
+import { extractReturnAmountPosition } from '../../executor/utils';
 
 export class Bancor
   extends SimpleExchange
@@ -115,6 +116,13 @@ export class Bancor
       dexFuncHasRecipient: false,
       exchangeData: swapData,
       targetExchange: data.bancorNetwork || BANCOR_NETWORK[this.network],
+      returnAmountPos:
+        side === SwapSide.SELL
+          ? extractReturnAmountPosition(
+              this.exchangeRouterInterface,
+              swapMethod,
+            )
+          : undefined,
     };
   }
 }

package/src/dex/camelot/camelot.ts

@@ -867,6 +867,7 @@ export class Camelot
       transferSrcTokenBeforeSwap: data.isFeeTokenInRoute
         ? undefined
         : data.pools[0].address,
+      returnAmountPos: undefined,
     };
   }
 }

package/src/dex/compound/compound.ts

@@ -101,6 +101,7 @@ export class Compound
       dexFuncHasRecipient: false,
       exchangeData: swapData,
       targetExchange: cToken,
+      returnAmountPos: undefined,
     };
   }
 }

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

@@ -1075,6 +1075,7 @@ export class CurveV1
       sendEthButSupportsInsertFromAmount: true,
       dexFuncHasRecipient: false,
       targetExchange: exchange,
+      returnAmountPos: undefined,
     };
   }
 

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

@@ -9,13 +9,25 @@ import {
 import { DexConfigMap, AdapterMappings } from '../../types';
 import { Network, SwapSide } from '../../constants';
 import { normalizeAddress } from '../../utils';
+import { FACTORY_MAX_PLAIN_COINS } from './constants';
 
+// stable ng factories addresses are taken from https://github.com/curvefi/curve-api/blob/main/constants/configs/configs.js
 const CurveV1FactoryConfig: DexConfigMap<DexParams> = {
   CurveV1Factory: {
     [Network.MAINNET]: {
-      factoryAddresses: [
-        '0xB9fC157394Af804a3578134A6585C0dc9cc990d4',
-        '0x4f8846ae9380b90d2e71d5e3d042dff3e7ebb40d',
+      factories: [
+        {
+          address: '0xB9fC157394Af804a3578134A6585C0dc9cc990d4',
+          maxPlainCoins: FACTORY_MAX_PLAIN_COINS,
+        },
+        {
+          address: '0x4f8846ae9380b90d2e71d5e3d042dff3e7ebb40d',
+          maxPlainCoins: FACTORY_MAX_PLAIN_COINS,
+        },
+        {
+          address: '0x6A8cbed756804B16E05E741eDaBd5cB544AE21bf', // factory stable ng
+          isStableNg: true,
+        },
       ],
       stateUpdatePeriodMs: 5 * 1000,
       disabledPools: new Set([
@@ -158,6 +170,30 @@ const CurveV1FactoryConfig: DexConfigMap<DexParams> = {
           address: '0x67fe41A94e779CcFa22cff02cc2957DC9C0e4286',
           liquidityApiSlug: '/factory-crvusd',
         },
+        '0xdcc91f930b42619377c200ba05b7513f2958b202': {
+          name: ImplementationNames.FACTORY_STABLE_NG,
+          address: '0xdcc91f930b42619377c200ba05b7513f2958b202',
+          liquidityApiSlug: '/factory-stable-ng',
+          isStoreRateSupported: true,
+        },
+        '0x933f4769dcc27fc7345d9d5975ae48ec4d0f829c': {
+          name: ImplementationNames.FACTORY_STABLE_NG,
+          address: '0x933f4769dcc27fc7345d9d5975ae48ec4d0f829c',
+          liquidityApiSlug: '/factory-stable-ng',
+          isStoreRateSupported: true,
+        },
+        '0xede71f77d7c900dca5892720e76316c6e575f0f7': {
+          name: ImplementationNames.FACTORY_STABLE_NG,
+          address: '0xede71f77d7c900dca5892720e76316c6e575f0f7',
+          liquidityApiSlug: '/factory-stable-ng',
+          isStoreRateSupported: true,
+        },
+        '0xdd7ebb1c49780519dd9755b8b1a23a6f42ce099e': {
+          name: ImplementationNames.FACTORY_STABLE_NG,
+          address: '0xdd7ebb1c49780519dd9755b8b1a23a6f42ce099e',
+          liquidityApiSlug: '/factory-stable-ng',
+          isStoreRateSupported: true,
+        },
       },
       customPools: {
         '0xDcEF968d416a41Cdac0ED8702fAC8128A64241A2': {
@@ -208,7 +244,16 @@ const CurveV1FactoryConfig: DexConfigMap<DexParams> = {
       },
     },
     [Network.POLYGON]: {
-      factoryAddresses: ['0x722272D36ef0Da72FF51c5A65Db7b870E2e8D4ee'],
+      factories: [
+        {
+          address: '0x722272D36ef0Da72FF51c5A65Db7b870E2e8D4ee',
+          maxPlainCoins: FACTORY_MAX_PLAIN_COINS,
+        },
+        {
+          address: '0x1764ee18e8B3ccA4787249Ceb249356192594585', // factory stable ng
+          isStableNg: true,
+        },
+      ],
       stateUpdatePeriodMs: 2 * 1000,
       disabledPools: new Set([
         '0x666Dc3b4baBfd063FaF965BD020024AF0dC51B64',
@@ -291,6 +336,18 @@ const CurveV1FactoryConfig: DexConfigMap<DexParams> = {
           address: '0xD8336532f6ED7b94282fAF724fe41d6145E07Cfc',
           basePoolAddress: '0xC2d95EEF97Ec6C17551d45e77B590dc1F9117C67',
         },
+        '0xe265fc390e9129b7e337da23cd42e00c34da2ce3': {
+          name: ImplementationNames.FACTORY_STABLE_NG,
+          address: '0xe265fc390e9129b7e337da23cd42e00c34da2ce3',
+          liquidityApiSlug: '/factory-stable-ng',
+          isStoreRateSupported: true,
+        },
+        '0xa7ba18eefcd9513230987ec2fab6711af5abd9c2': {
+          name: ImplementationNames.FACTORY_STABLE_NG,
+          address: '0xa7ba18eefcd9513230987ec2fab6711af5abd9c2',
+          liquidityApiSlug: '/factory-stable-ng',
+          isStoreRateSupported: true,
+        },
       },
       customPools: {
         '0x445FE580eF8d70FF569aB36e80c647af338db351': {
@@ -314,7 +371,16 @@ const CurveV1FactoryConfig: DexConfigMap<DexParams> = {
       },
     },
     [Network.FANTOM]: {
-      factoryAddresses: ['0x686d67265703D1f124c45E33d47d794c566889Ba'],
+      factories: [
+        {
+          address: '0x686d67265703D1f124c45E33d47d794c566889Ba',
+          maxPlainCoins: FACTORY_MAX_PLAIN_COINS,
+        },
+        {
+          address: '0xe61Fb97Ef6eBFBa12B36Ffd7be785c1F5A2DE66b', // factory stable ng
+          isStableNg: true,
+        },
+      ],
       stateUpdatePeriodMs: 2 * 1000,
       disabledPools: new Set([]),
       disabledImplementations: new Set([]),
@@ -397,6 +463,12 @@ const CurveV1FactoryConfig: DexConfigMap<DexParams> = {
           address: '0xf82162bb68ad5a168345bb7efb2faa0edcca5177',
           basePoolAddress: '0x0fa949783947Bf6c1b171DB13AEACBB488845B3f',
         },
+        '0x5702bdb1ec244704e3cbbaae11a0275ae5b07499': {
+          name: ImplementationNames.FACTORY_STABLE_NG,
+          address: '0x5702bdb1ec244704e3cbbaae11a0275ae5b07499',
+          liquidityApiSlug: '/factory-stable-ng',
+          isStoreRateSupported: true,
+        },
       },
       customPools: {
         '0x27E611FD27b276ACbd5Ffd632E5eAEBEC9761E40': {
@@ -429,7 +501,12 @@ const CurveV1FactoryConfig: DexConfigMap<DexParams> = {
       },
     },
     [Network.AVALANCHE]: {
-      factoryAddresses: ['0xb17b674D9c5CB2e441F8e196a2f048A81355d031'],
+      factories: [
+        {
+          address: '0xb17b674D9c5CB2e441F8e196a2f048A81355d031',
+          maxPlainCoins: FACTORY_MAX_PLAIN_COINS,
+        },
+      ],
       stateUpdatePeriodMs: 2 * 1000,
       // FIX: This must be removed when we go for full CurveV1 event based support
       disabledPools: new Set(['0x16a7da911a4dd1d83f3ff066fe28f3c792c50d90']),
@@ -527,7 +604,16 @@ const CurveV1FactoryConfig: DexConfigMap<DexParams> = {
       },
     },
     [Network.ARBITRUM]: {
-      factoryAddresses: ['0xb17b674D9c5CB2e441F8e196a2f048A81355d031'],
+      factories: [
+        {
+          address: '0xb17b674D9c5CB2e441F8e196a2f048A81355d031',
+          maxPlainCoins: FACTORY_MAX_PLAIN_COINS,
+        },
+        {
+          address: '0x9AF14D26075f142eb3F292D5065EB3faa646167b', // factory stable ng
+          isStableNg: true,
+        },
+      ],
       stateUpdatePeriodMs: 2 * 1000,
       disabledPools: new Set([]),
       disabledImplementations: new Set([]),
@@ -621,6 +707,18 @@ const CurveV1FactoryConfig: DexConfigMap<DexParams> = {
           customGasCost: 130_000,
           isStoreRateSupported: true,
         },
+        '0xf6841c27fe35ed7069189afd5b81513578afd7ff': {
+          name: ImplementationNames.FACTORY_STABLE_NG,
+          address: '0xf6841c27fe35ed7069189afd5b81513578afd7ff',
+          liquidityApiSlug: '/factory-stable-ng',
+          isStoreRateSupported: true,
+        },
+        '0xff02cbd91f57a778bab7218da562594a680b8b61': {
+          name: ImplementationNames.FACTORY_STABLE_NG,
+          address: '0xff02cbd91f57a778bab7218da562594a680b8b61',
+          liquidityApiSlug: '/factory-stable-ng',
+          isStoreRateSupported: true,
+        },
       },
       customPools: {
         '0x7f90122BF0700F9E7e1F688fe926940E8839F353': {
@@ -653,7 +751,16 @@ const CurveV1FactoryConfig: DexConfigMap<DexParams> = {
       },
     },
     [Network.OPTIMISM]: {
-      factoryAddresses: ['0x2db0E83599a91b508Ac268a6197b8B14F5e72840'],
+      factories: [
+        {
+          address: '0x2db0E83599a91b508Ac268a6197b8B14F5e72840',
+          maxPlainCoins: FACTORY_MAX_PLAIN_COINS,
+        },
+        {
+          address: '0x5eeE3091f747E60a045a2E715a4c71e600e31F6E', // factory stable ng
+          isStableNg: true,
+        },
+      ],
       stateUpdatePeriodMs: 2 * 1000,
       disabledPools: new Set([]),
       disabledImplementations: new Set([]),
@@ -737,6 +844,12 @@ const CurveV1FactoryConfig: DexConfigMap<DexParams> = {
           customGasCost: 130_000,
           isStoreRateSupported: true,
         },
+        '0x635742dcc8313dcf8c904206037d962c042eafbd': {
+          name: ImplementationNames.FACTORY_STABLE_NG,
+          address: '0x635742dcc8313dcf8c904206037d962c042eafbd',
+          liquidityApiSlug: '/factory-stable-ng',
+          isStoreRateSupported: true,
+        },
       },
       customPools: {
         '0x1337BedC9D22ecbe766dF105c9623922A27963EC': {
@@ -867,6 +980,7 @@ const configAddressesNormalizer = (
               ? normalizeAddress(implementationConfig.basePoolAddress)
               : undefined,
             isStoreRateSupported: implementationConfig.isStoreRateSupported,
+            liquidityApiSlug: implementationConfig.liquidityApiSlug,
           };
           acc[normalizeAddress(implementationAddress)] =
             normalizedImplementation;
@@ -877,9 +991,12 @@ const configAddressesNormalizer = (
 
       // Unite everything into top level config
       const normalizedConfig: DexParams = {
-        factoryAddresses: _config.factoryAddresses
-          ? _config.factoryAddresses.map(e => e.toLowerCase())
-          : _config.factoryAddresses,
+        factories: _config.factories
+          ? _config.factories.map(e => ({
+              ...e,
+              address: e.address.toLowerCase(),
+            }))
+          : _config.factories,
         stateUpdatePeriodMs: _config.stateUpdatePeriodMs,
         factoryPoolImplementations,
         customPools,

package/src/dex/curve-v1-factory/curve-v1-factory-e2e.test.ts

@@ -51,6 +51,11 @@ function testForNetwork(
                 contractMethod,
                 network,
                 provider,
+                undefined,
+                undefined,
+                undefined,
+                undefined,
+                5000,
               );
             });
             it(`${tokenBSymbol} -> ${tokenASymbol}`, async () => {
@@ -112,7 +117,6 @@ describe('CurveV1Factory E2E', () => {
       tokenBAmount,
     );
   });
-
   describe('Mainnet crvUSD', () => {
     const network = Network.MAINNET;
 
@@ -149,6 +153,7 @@ describe('CurveV1Factory E2E', () => {
       tokenBAmount,
     );
   });
+
   describe('Mainnet SBTC2 pool', () => {
     const network = Network.MAINNET;
 
@@ -316,4 +321,120 @@ describe('CurveV1Factory E2E', () => {
       tokenBAmount,
     );
   });
+
+  describe('Stable NG Pools', () => {
+    describe('Mainnet Stable NG', () => {
+      const network = Network.MAINNET;
+
+      const tokenASymbol: string = 'GHO';
+      const tokenBSymbol: string = 'USDe';
+
+      const tokenAAmount: string = '100000000';
+      const tokenBAmount: string = '1000000000000000000';
+
+      testForNetwork(
+        network,
+        dexKey,
+        tokenASymbol,
+        tokenBSymbol,
+        tokenAAmount,
+        tokenBAmount,
+      );
+    });
+
+    describe('Polygon Stable NG', () => {
+      const network = Network.POLYGON;
+
+      describe('crvUSD -> USDT', () => {
+        const tokenASymbol: string = 'crvUSD';
+        const tokenBSymbol: string = 'USDT';
+
+        const tokenAAmount: string = '1000000000000000000';
+        const tokenBAmount: string = '10000000';
+
+        testForNetwork(
+          network,
+          dexKey,
+          tokenASymbol,
+          tokenBSymbol,
+          tokenAAmount,
+          tokenBAmount,
+        );
+      });
+
+      describe('USDC.e -> USDC', () => {
+        const tokenASymbol: string = 'USDCe';
+        const tokenBSymbol: string = 'USDC';
+
+        const tokenAAmount: string = '10000000';
+        const tokenBAmount: string = '10000000';
+
+        testForNetwork(
+          network,
+          dexKey,
+          tokenASymbol,
+          tokenBSymbol,
+          tokenAAmount,
+          tokenBAmount,
+        );
+      });
+    });
+
+    describe('Fantom Stable NG', () => {
+      const network = Network.FANTOM;
+
+      const tokenASymbol: string = 'scrvUSDC_e';
+      const tokenBSymbol: string = 'scrvUSDC_p';
+
+      const tokenAAmount: string = '1000000000000000000';
+      const tokenBAmount: string = '1000000000000000000';
+
+      testForNetwork(
+        network,
+        dexKey,
+        tokenASymbol,
+        tokenBSymbol,
+        tokenAAmount,
+        tokenBAmount,
+      );
+    });
+
+    describe('Arbitrum Stable NG', () => {
+      const network = Network.ARBITRUM;
+
+      const tokenASymbol: string = 'crvUSD';
+      const tokenBSymbol: string = 'USDCe';
+
+      const tokenAAmount: string = '1000000000000000000';
+      const tokenBAmount: string = '10000000';
+
+      testForNetwork(
+        network,
+        dexKey,
+        tokenASymbol,
+        tokenBSymbol,
+        tokenAAmount,
+        tokenBAmount,
+      );
+    });
+
+    describe('Optimism Stable NG', () => {
+      const network = Network.OPTIMISM;
+
+      const tokenASymbol: string = 'crvUSD';
+      const tokenBSymbol: string = 'USDT';
+
+      const tokenAAmount: string = '1000000000000000000';
+      const tokenBAmount: string = '10000000';
+
+      testForNetwork(
+        network,
+        dexKey,
+        tokenASymbol,
+        tokenBSymbol,
+        tokenAAmount,
+        tokenBAmount,
+      );
+    });
+  });
 });