@paraswap/dex-lib 3.11.1 → 3.11.3-remove-data-fluid-dex.0

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/dex/fluid-dex/fluid-dex.ts

@@ -154,10 +154,10 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     return pool ? [pool.id] : [];
   }
 
-  async getPoolByTokenPair(
+  getPoolByTokenPair(
     srcToken: Address,
     destToken: Address,
-  ): Promise<FluidDexPool | null> {
+  ): FluidDexPool | null {
     const srcAddress = srcToken.toLowerCase();
     const destAddress = destToken.toLowerCase();
 
@@ -193,10 +193,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
 
       if (side === SwapSide.BUY) return null;
       // Get the pool to use.
-      const pool = await this.getPoolByTokenPair(
-        srcToken.address,
-        destToken.address,
-      );
+      const pool = this.getPoolByTokenPair(srcToken.address, destToken.address);
       if (!pool) return null;
 
       // Make sure the pool meets the optional limitPools filter.
@@ -229,11 +226,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
           unit: getBigIntPow(
             (side === SwapSide.SELL ? destToken : srcToken).decimals,
           ),
-          data: {
-            colReserves: currentPoolReserves.collateralReserves,
-            debtReserves: currentPoolReserves.debtReserves,
-            exchange: this.dexKey,
-          },
+          data: {},
           exchange: this.dexKey,
           poolIdentifier: pool.id,
           gasCost: FLUID_DEX_GAS_COST,
@@ -270,13 +263,13 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     side: SwapSide,
   ): AdapterExchangeParam {
     if (side === SwapSide.BUY) throw new Error(`Buy not supported`);
-    const { exchange } = data;
 
     // Encode here the payload for adapter
     const payload = '';
+    const pool = this.getPoolByTokenPair(srcToken, destToken);
 
     return {
-      targetExchange: exchange,
+      targetExchange: pool!.address,
       payload,
       networkFee: '0',
     };
@@ -316,7 +309,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
       'amountOut_',
     );
 
-    const pool = await this.getPoolByTokenPair(srcToken, destToken);
+    const pool = this.getPoolByTokenPair(srcToken, destToken);
 
     if (pool!.token0.toLowerCase() !== srcToken.toLowerCase()) {
       args = [false, BigInt(srcAmount), BigInt(destAmount), recipient];

package/src/dex/fluid-dex/types.ts

@@ -48,11 +48,7 @@ export interface PoolWithReserves {
   debtReserves: DebtReserves;
 }
 
-export type FluidDexData = {
-  colReserves: CollateralReserves;
-  debtReserves: DebtReserves;
-  exchange: Address;
-};
+export type FluidDexData = {};
 
 // Each pool has a contract address and token pairs.
 export type FluidDexPool = {

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
-      }
-    }
-  ]
-}