@paraswap/dex-lib 3.11.1 → 3.11.2

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@paraswap/dex-lib",
-  "version": "3.11.1",
+  "version": "3.11.2",
   "main": "build/index.js",
   "types": "build/index.d.ts",
   "repository": "https://github.com/paraswap/paraswap-dex-lib",
@@ -58,6 +58,7 @@
     "@hashflow/sdk": "^2.2.7",
     "@hashflow/taker-js": "^0.3.7",
     "@paraswap/core": "2.4.0",
+    "@types/ws": "^8.5.12",
     "async": "^3.2.4",
     "axios": "0.27.2",
     "bignumber.js": "9.1.0",
@@ -69,6 +70,7 @@
     "lodash": "4.17.21",
     "log4js": "6.6.1",
     "node-cache": "^5.1.2",
+    "protobufjs": "^7.4.0",
     "ts-essentials": "9.1.2",
     "uuid": "^9.0.0",
     "web3": "1.6.0",
@@ -77,7 +79,7 @@
     "web3-eth-abi": "1.4.0",
     "web3-eth-contract": "1.6.0",
     "web3-utils": "1.6.0",
-    "websocket": "1.0.35"
+    "ws": "^8.18.0"
   },
   "sideEffects": false
 }

package/src/config.ts

@@ -147,6 +147,7 @@ const baseConfigs: { [network: number]: BaseConfig } = {
     multicallV2Address: '0xC50F4c1E81c873B2204D7eFf7069Ffec6Fbe136D',
     privateHttpProvider: process.env.HTTP_PROVIDER_56,
     augustusV6Address: '0x6a000f20005980200259b80c5102003040001068',
+    bebopAuthToken: process.env.API_KEY_BEBOP_AUTH_TOKEN || '',
     executorsAddresses: {
       Executor01: '0x000010036C0190E009a000d0fc3541100A07380A',
       Executor02: '0x00C600b30fb0400701010F4b080409018B9006E0',

package/src/dex/bebop/bebop-e2e.test.ts

@@ -192,4 +192,25 @@ describe('Bebop E2E', () => {
       nativeTokenAmount,
     );
   });
+
+  describe('BSC', () => {
+    const network = Network.BSC;
+
+    const tokenASymbol: string = 'USDT';
+    const tokenBSymbol: string = 'ETH';
+
+    const tokenAAmount: string = '100000000000000000000';
+    const tokenBAmount: string = '100000000000000000';
+    const nativeTokenAmount = '1000000000000000000';
+
+    testForNetwork(
+      network,
+      dexKey,
+      tokenASymbol,
+      tokenBSymbol,
+      tokenAAmount,
+      tokenBAmount,
+      nativeTokenAmount,
+    );
+  });
 });

package/src/dex/bebop/bebop.json

@@ -0,0 +1,72 @@
+{
+  "options": {
+    "syntax": "proto3"
+  },
+  "nested": {
+    "bebop": {
+      "nested": {
+        "PriceUpdate": {
+          "oneofs": {
+            "_base": {
+              "oneof": ["base"]
+            },
+            "_quote": {
+              "oneof": ["quote"]
+            },
+            "_lastUpdateTs": {
+              "oneof": ["lastUpdateTs"]
+            }
+          },
+          "fields": {
+            "base": {
+              "type": "bytes",
+              "id": 1,
+              "options": {
+                "proto3_optional": true
+              }
+            },
+            "quote": {
+              "type": "bytes",
+              "id": 2,
+              "options": {
+                "proto3_optional": true
+              }
+            },
+            "lastUpdateTs": {
+              "type": "uint64",
+              "id": 3,
+              "options": {
+                "proto3_optional": true
+              }
+            },
+            "bids": {
+              "rule": "repeated",
+              "type": "float",
+              "id": 4,
+              "options": {
+                "packed": true
+              }
+            },
+            "asks": {
+              "rule": "repeated",
+              "type": "float",
+              "id": 5,
+              "options": {
+                "packed": true
+              }
+            }
+          }
+        },
+        "BebopPricingUpdate": {
+          "fields": {
+            "pairs": {
+              "rule": "repeated",
+              "type": "PriceUpdate",
+              "id": 1
+            }
+          }
+        }
+      }
+    }
+  }
+}

package/src/dex/bebop/bebop.proto

@@ -0,0 +1,15 @@
+syntax = "proto3";
+
+package bebop;
+
+message PriceUpdate {
+  optional bytes base = 1;
+  optional bytes quote = 2;
+  optional uint64 last_update_ts = 3;
+  repeated float bids = 4 [packed=true];
+  repeated float asks = 5 [packed=true];
+}
+
+message BebopPricingUpdate {
+  repeated PriceUpdate pairs = 1;
+}

package/src/dex/bebop/bebop.ts

@@ -120,7 +120,7 @@ export class Bebop extends SimpleExchange implements IDex<BebopData> {
           pricesReqParams: {
             url:
               BEBOP_WS_API_URL +
-              `/pmm/${BebopConfig['Bebop'][network].chainName}/v3/pricing`,
+              `/pmm/${BebopConfig['Bebop'][network].chainName}/v3/pricing?format=protobuf`,
             headers: {
               name: BEBOP_AUTH_NAME,
               authorization: this.bebopAuthToken,

package/src/dex/bebop/config.ts

@@ -33,5 +33,10 @@ export const BebopConfig: DexConfigMap<DexParams> = {
       chainName: 'optimism',
       middleTokens: ['0x7F5c764cBc14f9669B88837ca1490cCa17c31607'],
     },
+    [Network.BSC]: {
+      settlementAddress: '0xbbbbbBB520d69a9775E85b458C58c648259FAD5F',
+      chainName: 'bsc',
+      middleTokens: ['0x55d398326f99059fF775485246999027B3197955'],
+    },
   },
 };

package/src/dex/bebop/rate-fetcher.ts

@@ -1,15 +1,30 @@
 import { ETHER_ADDRESS, Network } from '../../constants';
 import { IDexHelper } from '../../dex-helper';
 import { Fetcher } from '../../lib/fetcher/fetcher';
-import { validateAndCast } from '../../lib/validators';
+import { validateAndCast, ValidationError } from '../../lib/validators';
 import { Logger, Token } from '../../types';
 import {
+  BebopLevel,
+  BebopPair,
   BebopPricingResponse,
   BebopRateFetcherConfig,
   BebopTokensResponse,
 } from './types';
-import { pricesResponseValidator, tokensResponseValidator } from './validators';
+import {
+  BebopPricingUpdate,
+  pricesResponseValidator,
+  tokensResponseValidator,
+} from './validators';
 import { WebSocketFetcher } from '../../lib/fetcher/wsFetcher';
+import { utils } from 'ethers';
+
+export function levels_from_flat_array(values: number[]): BebopLevel[] {
+  const levels: BebopLevel[] = [];
+  for (let i = 0; i < values.length; i += 2) {
+    levels.push([values[i], values[i + 1]]);
+  }
+  return levels;
+}
 
 export class RateFetcher {
   private pricesFetcher: WebSocketFetcher<BebopPricingResponse>;
@@ -35,10 +50,16 @@ export class RateFetcher {
         info: {
           requestOptions: config.rateConfig.pricesReqParams,
           caster: (data: unknown) => {
-            return validateAndCast<BebopPricingResponse>(
-              data,
-              pricesResponseValidator,
-            );
+            const dataBuffer = data as any;
+            const invalid = BebopPricingUpdate.verify(dataBuffer);
+            if (invalid) {
+              throw new ValidationError(invalid);
+            }
+            const update = BebopPricingUpdate.decode(dataBuffer);
+            const updateObject = BebopPricingUpdate.toObject(update, {
+              longs: Number,
+            });
+            return this.parsePricingUpdate(updateObject);
           },
         },
         handler: this.handlePricesResponse.bind(this),
@@ -68,6 +89,30 @@ export class RateFetcher {
     );
   }
 
+  parsePricingUpdate(updateObject: any): BebopPricingResponse {
+    const pricingResponse: BebopPricingResponse = {};
+    if (!updateObject.pairs || !updateObject.pairs.length) {
+      this.logger.warn('Update message did not include pairs', updateObject);
+      return pricingResponse;
+    }
+    for (const pairBook of updateObject.pairs) {
+      const pair =
+        utils.getAddress('0x' + pairBook.base.toString('hex')) +
+        '/' +
+        utils.getAddress('0x' + pairBook.quote.toString('hex'));
+      const lastUpdateTs = pairBook.lastUpdateTs;
+      const bids = pairBook.bids ? levels_from_flat_array(pairBook.bids) : [];
+      const asks = pairBook.asks ? levels_from_flat_array(pairBook.asks) : [];
+      const bebopPair: BebopPair = {
+        bids,
+        asks,
+        last_update_ts: lastUpdateTs,
+      };
+      pricingResponse[pair] = bebopPair;
+    }
+    return pricingResponse;
+  }
+
   start() {
     this.pricesFetcher.startPolling();
     this.tokensFetcher.startPolling();

package/src/dex/bebop/validators.ts

@@ -1,4 +1,6 @@
 import joi from 'joi';
+import protobuf from 'protobufjs';
+import JSONDescriptor from './bebop.json';
 
 const levelValidator = joi.array().items(joi.number()).length(2);
 
@@ -27,3 +29,11 @@ export const tokensResponseValidator = joi.object({
 export const blacklistResponseValidator = joi.object({
   blacklist: joi.array().items(joi.string().min(1)).required(),
 });
+
+// Original .proto def
+// const root = protobuf.loadSync(__dirname + '/bebop.proto');
+// Use .json to not change build step to include .proto files
+// console.log(JSON.stringify(root.toJSON(), null, 4));
+
+const root = protobuf.Root.fromJSON(JSONDescriptor);
+export const BebopPricingUpdate = root.lookupType('bebop.BebopPricingUpdate');

package/src/lib/fetcher/wsFetcher.ts

@@ -1,10 +1,6 @@
 import { Logger } from 'log4js';
 import { RequestConfig, Response } from '../../dex-helper/irequest-wrapper';
-import {
-  connection as WebSocketConnection,
-  client as WebSocketClient,
-} from 'websocket';
-
+import WebSocket from 'ws';
 export class SkippingRequest {
   constructor(public message = '') {}
 }
@@ -26,74 +22,77 @@ export type RequestInfoWithHandler<T> = {
 
 export class WebSocketFetcher<T> {
   private requests: RequestInfoWithHandler<T>;
+  // Time to wait before declaring connection as broken and restarting it
+  private timeoutInterval: number;
+  // Time to wait after disconnection before reconnecting
+  private reconnectDelay: number;
+  private pingTimeout: NodeJS.Timeout | undefined = undefined;
   public lastFetchSucceeded: boolean = false;
   private stop: boolean = true;
-  private ws: WebSocketClient = new WebSocketClient();
-  private connection: WebSocketConnection | null = null;
-
-  constructor(requestsInfo: RequestInfoWithHandler<T>, private logger: Logger) {
+  private connection: WebSocket | null = null;
+
+  constructor(
+    requestsInfo: RequestInfoWithHandler<T>,
+    private logger: Logger,
+    timeoutInterval: number = 10000,
+    reconnectDelay: number = 5000,
+  ) {
     this.requests = requestsInfo;
-    this.ws.on('connect', this.connected.bind(this));
-    this.ws.on('connectFailed', this.connectFailed.bind(this));
+    this.timeoutInterval = timeoutInterval;
+    this.reconnectDelay = reconnectDelay;
   }
 
-  private connected(connection: WebSocketConnection) {
-    this.connection = connection;
+  private connected() {
     this.logger.info(`Connected to ${this.requests.info.requestOptions.url}`);
-    this.connection.on('error', this.onError.bind(this));
-    this.connection.on('close', this.onClose.bind(this));
-    this.connection.on('message', this.onMessage.bind(this));
+    this.heartbeat();
   }
 
-  private connectFailed(error: any) {
-    this.logger.error(`Connect Error: ${error.toString()}. Reconnecting...`);
-    // reconnect on errors / failures
-    setTimeout(() => {
-      this.startPolling();
-    }, 3000);
+  private heartbeat() {
+    clearTimeout(this.pingTimeout);
+    this.pingTimeout = setTimeout(() => {
+      this.logger.warn('No heartbeat. Terminating Connection...');
+      this?.connection?.terminate();
+    }, this.timeoutInterval);
   }
 
   private onClose() {
-    this.logger.info(`Connection closed. Reconnecting...`);
-    // reconnect on errors / failures
-    setTimeout(() => {
-      this.startPolling();
-    }, 3000);
+    this.logger.info(`Connection closed.`);
+    // Do not reconnect if polling is stopped
+    if (this.stop) {
+      clearTimeout(this.pingTimeout);
+      return;
+    }
+
+    this.logger.info(`Unexpected closure, Reconnecting...`);
+    this.reconnectWithDelay();
   }
 
   private onError(error: any) {
     this.logger.error(
-      `Connection Error: ${error.toString()}. Stopping & Reconnecting...`,
+      `Websocket Error: ${error.toString()}. Stopping & Reconnecting...`,
     );
-    this.stopPolling();
-
-    // reconnect on errors / failures
-    setTimeout(() => {
-      this.startPolling();
-    }, 3000);
+    this?.connection?.terminate();
   }
 
-  private onMessage(message: any) {
-    if (message.type === 'utf8') {
-      const response = JSON.parse(message.utf8Data) as Response<T>;
-      const reqInfo = this.requests;
-      const info = reqInfo.info;
-      const options = reqInfo.info.requestOptions;
-      this.logger.debug(`(${options.url}) received new data`);
-
-      try {
-        const parsedData = info.caster(response);
-        reqInfo.handler(parsedData);
-      } catch (e) {
-        this.logger.info(e);
-        this.logger.info(
-          `(${options.url}) received incorrect data ${JSON.stringify(
-            response,
-          ).replace(/(?:\r\n|\r|\n)/g, ' ')}`,
-          e,
-        );
-        return;
-      }
+  private onMessage(data: WebSocket.RawData) {
+    this.heartbeat();
+    const reqInfo = this.requests;
+    const info = reqInfo.info;
+    const options = reqInfo.info.requestOptions;
+    this.logger.debug(`(${options.url}) received new data`);
+
+    try {
+      const parsedData = info.caster(data);
+      reqInfo.handler(parsedData);
+    } catch (e) {
+      this.logger.info(e);
+      this.logger.info(
+        `(${options.url}) received incorrect data ${JSON.stringify(
+          data,
+        ).replace(/(?:\r\n|\r|\n)/g, ' ')}`,
+        e,
+      );
+      return;
     }
   }
 
@@ -110,30 +109,44 @@ export class WebSocketFetcher<T> {
     this.logger.info(
       `Connecting to ${this.requests.info.requestOptions.url}...`,
     );
-    this.ws.connect(
-      this.requests.info.requestOptions.url!,
-      undefined,
-      undefined,
-      {
+    const ws = new WebSocket(this.requests.info.requestOptions.url!, {
+      headers: {
         Authorization: authorization,
         name: name,
       },
-    );
+    });
+
+    ws.on('open', this.connected.bind(this));
+    ws.on('message', this.onMessage.bind(this));
+    ws.on('error', this.onError.bind(this));
+    ws.on('close', this.onClose.bind(this));
+    this.connection = ws;
   }
 
-  startPolling(): void {
-    this.stop = false;
+  reconnectWithDelay() {
+    this.logger.info(`Waiting ${this.reconnectDelay}ms before reconnecting...`);
+    clearTimeout(this.pingTimeout);
+    setTimeout(() => {
+      this.reconnect();
+    }, this.reconnectDelay);
+  }
+
+  reconnect() {
+    clearTimeout(this.pingTimeout);
     this.connect();
     this.logger.info(
       `Connection started for ${this.requests.info.requestOptions.url}`,
     );
   }
 
+  startPolling(): void {
+    this.stop = false;
+    this.reconnect();
+  }
+
   stopPolling() {
-    if (this.connection) {
-      this.connection.close();
-    }
     this.stop = true;
+    this.connection?.terminate();
     this.logger.info(
       `Connection stopped for ${this.requests.info.requestOptions.url}`,
     );

package/.vscode/launch.json

@@ -1,53 +0,0 @@
-{
-  "version": "0.2.0",
-  "configurations": [
-    {
-      "type": "node",
-      "request": "launch",
-      "name": "Current",
-      "program": "${file}",
-      "preLaunchTask": "npm: build",
-      "sourceMaps": true,
-      "smartStep": true,
-      "internalConsoleOptions": "openOnSessionStart",
-      "outFiles": ["${workspaceFolder}/build/**/*.js"]
-    },
-    {
-      "type": "node",
-      "request": "launch",
-      "name": "Debug dex integration",
-      "program": "${workspaceFolder}/node_modules/ts-node/dist/bin.js",
-      "args": [
-        "--project",
-        "tsconfig.json",
-        // "${workspaceFolder}/src/dex/algebra/scripts/validate-state.ts",
-        "${workspaceFolder}/src/dex/camelot/camelot-pool-discovery.test.ts",
-        // "${workspaceFolder}/src/dex/solidly-v3/scripts/check-event-pool-event.ts",
-        // "${workspaceFolder}/scripts/dex-integration.ts",
-        "test",
-        "wombat"
-      ],
-      "console": "integratedTerminal",
-      "internalConsoleOptions": "neverOpen",
-      "runtimeArgs": ["--nolazy"],
-      "sourceMaps": true,
-      "smartStep": true,
-      "skipFiles": ["<node_internals>/**"],
-      "cwd": "${workspaceFolder}"
-    },
-    {
-      "type": "node",
-      "name": "Jest file",
-      "request": "launch",
-      "program": "${workspaceFolder}/node_modules/jest/bin/jest.js",
-      // "program": "${workspaceFolder}/src/dex/camelot/scripts/validate-state.ts",
-      // "args": ["src/dex/balancer-v1/balancer-v1-e2e.test.ts"],
-      // "args": ["${relativeFile}"],
-      "args": ["${file}"],
-      "cwd": "${workspaceRoot}",
-      "console": "integratedTerminal",
-      "internalConsoleOptions": "neverOpen",
-      "sourceMaps": true
-    }
-  ]
-}

package/.vscode/settings.json

@@ -1,2 +0,0 @@
-{
-}

package/.vscode/tasks.json

@@ -1,15 +0,0 @@
-{
-  "version": "2.0.0",
-  "tasks": [
-    {
-      "label": "tsc: build - tsconfig.json",
-      "type": "typescript",
-      "tsconfig": "tsconfig.json",
-      "problemMatcher": ["$tsc"],
-      "group": {
-        "kind": "build",
-        "isDefault": true
-      }
-    }
-  ]
-}

package/build/abi/uniswap-v3/AlienBaseV3Router.abi.json

@@ -1,52 +0,0 @@
-[
-    {
-        "inputs": [
-            {
-                "components": [
-                    { "internalType": "bytes", "name": "path", "type": "bytes" },
-                    { "internalType": "address", "name": "recipient", "type": "address" },
-                    { "internalType": "uint256", "name": "amountIn", "type": "uint256" },
-                    {
-                        "internalType": "uint256",
-                        "name": "amountOutMinimum",
-                        "type": "uint256"
-                    }
-                ],
-                "internalType": "struct ISwapRouter.ExactInputParams",
-                "name": "params",
-                "type": "tuple"
-            }
-        ],
-        "name": "exactInput",
-        "outputs": [
-            { "internalType": "uint256", "name": "amountOut", "type": "uint256" }
-        ],
-        "stateMutability": "payable",
-        "type": "function"
-    },
-    {
-        "inputs": [
-            {
-                "components": [
-                    { "internalType": "bytes", "name": "path", "type": "bytes" },
-                    { "internalType": "address", "name": "recipient", "type": "address" },
-                    { "internalType": "uint256", "name": "amountOut", "type": "uint256" },
-                    {
-                        "internalType": "uint256",
-                        "name": "amountInMaximum",
-                        "type": "uint256"
-                    }
-                ],
-                "internalType": "struct ISwapRouter.ExactOutputParams",
-                "name": "params",
-                "type": "tuple"
-            }
-        ],
-        "name": "exactOutput",
-        "outputs": [
-            { "internalType": "uint256", "name": "amountIn", "type": "uint256" }
-        ],
-        "stateMutability": "payable",
-        "type": "function"
-    }
-]

package/build/dex/aave-v2/tokens-avalanche.json

@@ -1,44 +0,0 @@
-[
-    {
-        "aSymbol": "avWETH",
-        "aAddress": "0x53f7c5869a859f0aec3d334ee8b4cf01e3492f21",
-        "address": "0x49d5c2bdffac6ce2bfdb6640f4f80f226bc10bab",
-        "decimals": 18
-    },
-    {
-        "aSymbol": "avDAI",
-        "aAddress": "0x47afa96cdc9fab46904a55a6ad4bf6660b53c38a",
-        "address": "0xd586e7f844cea2f87f50152665bcbc2c279d8d70",
-        "decimals": 18
-    },
-    {
-        "aSymbol": "avUSDT",
-        "aAddress": "0x532e6537fea298397212f09a61e03311686f548e",
-        "address": "0xc7198437980c041c805a1edcba50c1ce5db95118",
-        "decimals": 6
-    },
-    {
-        "aSymbol": "avUSDC",
-        "aAddress": "0x46a51127c3ce23fb7ab1de06226147f446e4a857",
-        "address": "0xa7d7079b0fead91f3e65f86e8915cb59c1a4c664",
-        "decimals": 6
-    },
-    {
-        "aSymbol": "avAAVE",
-        "aAddress": "0xd45b7c061016102f9fa220502908f2c0f1add1d7",
-        "address": "0x63a72806098bd3d9520cc43356dd78afe5d386d9",
-        "decimals": 18
-    },
-    {
-        "aSymbol": "avWBTC",
-        "aAddress": "0x686bef2417b6dc32c50a3cbfbcc3bb60e1e9a15d",
-        "address": "0x50b7545627a5162f82a992c33b87adc75187b218",
-        "decimals": 8
-    },
-    {
-        "aSymbol": "avWAVAX",
-        "aAddress": "0xdfe521292ece2a4f44242efbcd66bc594ca9714b",
-        "address": "0xb31f66aa3c1e785363f0875a1b74e27b85fd66c7",
-        "decimals": 18
-    }
-]