@paraswap/dex-lib 3.11.3 → 3.11.4-get-state-or-generate-uni-v3.1

package/build/dex/cables/cables.d.ts

@@ -20,20 +20,19 @@ export declare class Cables extends SimpleExchange implements IDex<any> {
     private rateFetcher;
     logger: Logger;
     private tokensMap;
-    constructor(network: Network, dexKey: string, dexHelper: IDexHelper, mainnetRFQAddress?: string, rfqInterface?: Interface);
     hasConstantPriceLargeAmounts: boolean;
     needsSequentialPreprocessing?: boolean | undefined;
+    constructor(network: Network, dexKey: string, dexHelper: IDexHelper, mainnetRFQAddress?: string, rfqInterface?: Interface);
     preProcessTransaction?(optimalSwapExchange: OptimalSwapExchange<CablesData>, srcToken: Token, destToken: Token, side: SwapSide, options: PreprocessTransactionOptions): Promise<[OptimalSwapExchange<CablesData>, ExchangeTxInfo]>;
     getDexParam(srcToken: Address, destToken: Address, srcAmount: NumberAsString, destAmount: NumberAsString, recipient: Address, data: CablesData, side: SwapSide): DexExchangeParam;
     getAdapterParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: CablesData, side: SwapSide): AdapterExchangeParam;
     normalizeToken(token: Token): Token;
     normalizeTokenAddress(address: Address): Address;
     getTokenFromAddress(address: Address): Token;
-    /**
-     * POOLS
-     */
     getPoolIdentifier(srcAddress: Address, destAddress: Address, mm?: string): string;
     getPoolIdentifiers(srcToken: Token, destToken: Token, side: SwapSide, blockNumber: number): Promise<string[]>;
+    calculateOrderPrice(amounts: bigint[], orderbook: string[][], baseToken: Token, quoteToken: Token, isInputQuote: boolean): bigint[];
+    calculatePriceSwap(prices: string[][], requiredQty: number, qtyMode: Boolean): number;
     getPricesVolume(srcToken: Token, destToken: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[], transferFees?: TransferFeeParams, isFirstSwap?: boolean): Promise<ExchangePrices<CablesData> | null>;
     getCalldataGasCost(poolPrices: PoolPrices<CablesData>): number | number[];
     initializePricing(blockNumber: number): Promise<void>;

package/build/dex/cables/cables.js

@@ -63,23 +63,15 @@ class Cables extends simple_exchange_1.SimpleExchange {
             rateConfig: {
                 pairsReqParams: {
                     url: constants_2.CABLES_API_URL + '/pairs',
-                    // headers?: RequestHeaders;
-                    // params?: any;
                 },
                 pricesReqParams: {
                     url: constants_2.CABLES_API_URL + '/prices',
-                    // headers?: RequestHeaders;
-                    // params?: any;
                 },
                 blacklistReqParams: {
                     url: constants_2.CABLES_API_URL + '/blacklist',
-                    // headers?: RequestHeaders;
-                    // params?: any;
                 },
                 tokensReqParams: {
                     url: constants_2.CABLES_API_URL + '/tokens',
-                    // headers: undefined,
-                    // params: undefined,
                 },
                 pricesIntervalMs: 2000,
                 pairsIntervalMs: 10000,
@@ -133,13 +125,6 @@ class Cables extends simple_exchange_1.SimpleExchange {
             }
             const expiryAsBigInt = BigInt(order.expiry);
             const minDeadline = expiryAsBigInt > 0 ? expiryAsBigInt : bigint_constants_1.BI_MAX_UINT256;
-            // Correction of the srcAmount
-            // because flag specialDexSupportsInsertFromAmount: false
-            // is not working for Buy in test
-            if (isBuy) {
-                optimalSwapExchange.srcAmount = (0, bignumber_js_1.default)((Number(optimalSwapExchange.srcAmount) * 10000) /
-                    (10000 + Number(options.slippageFactor))).toFixed(0);
-            }
             return [
                 {
                     ...optimalSwapExchange,
@@ -178,8 +163,6 @@ class Cables extends simple_exchange_1.SimpleExchange {
             dexFuncHasRecipient: false,
             targetExchange: this.mainnetRFQAddress,
             returnAmountPos: undefined,
-            // cannot modify amount due to signature checks
-            specialDexSupportsInsertFromAmount: false,
         };
     }
     getAdapterParam(srcToken, destToken, srcAmount, destAmount, data, side) {
@@ -234,9 +217,6 @@ class Cables extends simple_exchange_1.SimpleExchange {
     getTokenFromAddress(address) {
         return this.tokensMap[this.normalizeAddress(address)];
     }
-    /**
-     * POOLS
-     */
     getPoolIdentifier(srcAddress, destAddress, mm) {
         return `${this.dexKey}_${srcAddress}_${destAddress}`.toLowerCase();
         return `${this.dexKey}_${srcAddress}_${destAddress}_${mm}`.toLowerCase();
@@ -245,6 +225,9 @@ class Cables extends simple_exchange_1.SimpleExchange {
         if (!srcToken || !destToken) {
             return [];
         }
+        if (srcToken.address.toLowerCase() === destToken.address.toLowerCase()) {
+            return [];
+        }
         const pairData = await this.getPairData(srcToken, destToken);
         if (!pairData) {
             return [];
@@ -254,12 +237,78 @@ class Cables extends simple_exchange_1.SimpleExchange {
             this.getPoolIdentifier(tokensAddr[pairData.base.toLowerCase()], tokensAddr[pairData.quote.toLowerCase()]),
         ];
     }
+    calculateOrderPrice(amounts, orderbook, baseToken, quoteToken, isInputQuote) {
+        let result = [];
+        for (let i = 0; i < amounts.length; i++) {
+            let amt = amounts[i];
+            if (amt === 0n) {
+                result.push(amt);
+                continue;
+            }
+            let decimals = baseToken.decimals;
+            if (isInputQuote) {
+                decimals = quoteToken.decimals;
+            }
+            let price = this.calculatePriceSwap(orderbook, Number(amt) / 10 ** decimals, isInputQuote);
+            result.push(BigInt(Math.round(price * 10 ** decimals)));
+        }
+        return result;
+    }
+    calculatePriceSwap(prices, requiredQty, qtyMode) {
+        let sumBaseQty = 0;
+        let sumQuoteQty = 0;
+        const selectedRows = [];
+        const isBase = !qtyMode;
+        const isQuote = qtyMode;
+        for (const [price, volume] of prices) {
+            if (isBase) {
+                if (sumBaseQty >= requiredQty) {
+                    break;
+                }
+            }
+            if (isQuote) {
+                if (sumQuoteQty >= requiredQty) {
+                    break;
+                }
+            }
+            let currentBaseQty = Number(volume);
+            let currentQuoteQty = Number(volume) * Number(price);
+            const overQty = isBase
+                ? currentBaseQty + sumBaseQty > requiredQty
+                : currentQuoteQty + sumQuoteQty > requiredQty;
+            if (overQty) {
+                if (isBase) {
+                    currentBaseQty = requiredQty - sumBaseQty;
+                    currentQuoteQty = currentBaseQty * Number(price);
+                }
+                if (isQuote) {
+                    currentQuoteQty = requiredQty - sumQuoteQty;
+                    currentBaseQty =
+                        currentQuoteQty *
+                            new bignumber_js_1.default(1).dividedBy(new bignumber_js_1.default(price)).toNumber();
+                }
+            }
+            sumBaseQty += currentBaseQty;
+            sumQuoteQty += currentQuoteQty;
+            selectedRows.push([price, currentBaseQty.toString()]);
+        }
+        const vSumBase = selectedRows.reduce((sum, [price, volume]) => {
+            return sum + Number(price) * Number(volume);
+        }, 0);
+        if (isBase) {
+            return sumBaseQty;
+        }
+        else {
+            return sumQuoteQty;
+        }
+    }
     async getPricesVolume(srcToken, destToken, amounts, side, blockNumber, limitPools, transferFees, isFirstSwap) {
         try {
             const normalizedSrcToken = this.normalizeToken(srcToken);
             const normalizedDestToken = this.normalizeToken(destToken);
             // If: same token, return null
-            if (normalizedSrcToken.address === normalizedDestToken.address) {
+            if (normalizedSrcToken.address.toLowerCase() ===
+                normalizedDestToken.address.toLowerCase()) {
                 return null;
             }
             // Ensure that "symbol" is set
@@ -283,11 +332,11 @@ class Cables extends simple_exchange_1.SimpleExchange {
             if (pools.length === 0)
                 return null;
             // ---------- Prices ----------
-            const prices = await this.getCachedPrices();
-            if (!prices)
+            const priceMap = await this.getCachedPrices();
+            if (!priceMap)
                 return null;
             let pairKey = `${normalizedSrcToken.symbol}/${normalizedDestToken.symbol}`;
-            const pairsKeys = Object.keys(prices);
+            const pairsKeys = Object.keys(priceMap);
             if (!pairsKeys.includes(pairKey)) {
                 // Revert
                 pairKey = `${normalizedDestToken.symbol}/${normalizedSrcToken.symbol}`;
@@ -298,7 +347,7 @@ class Cables extends simple_exchange_1.SimpleExchange {
             /**
              * Orderbook
              */
-            const priceData = prices[pairKey];
+            const priceData = priceMap[pairKey];
             let orderbook = [];
             if (side === core_1.SwapSide.BUY) {
                 orderbook = priceData.asks;
@@ -309,23 +358,18 @@ class Cables extends simple_exchange_1.SimpleExchange {
             if (orderbook?.length === 0) {
                 throw new Error(`Empty orderbook for ${pairKey}`);
             }
-            const orderPrice = 0;
-            const calculatedPrices = amounts.map(amount => {
-                // TOB OF BOOK FOR NOW
-                const price = (orderbook[0][0] *
-                    10 ** normalizedDestToken.decimals).toFixed();
-                return BigInt(price);
-            });
+            const isInputQuote = side === core_1.SwapSide.BUY;
+            const prices = this.calculateOrderPrice(amounts, orderbook, srcToken, destToken, isInputQuote);
             const outDecimals = side === core_1.SwapSide.BUY
                 ? normalizedSrcToken.decimals
                 : normalizedDestToken.decimals;
             const result = [
                 {
-                    prices: calculatedPrices,
+                    prices: prices,
                     unit: BigInt(outDecimals),
                     exchange: this.dexKey,
                     gasCost: constants_2.CABLES_GAS_COST,
-                    orderPrice,
+                    poolAddresses: [this.mainnetRFQAddress],
                     data: {},
                 },
             ];
@@ -377,7 +421,6 @@ class Cables extends simple_exchange_1.SimpleExchange {
         if (!token) {
             return [];
         }
-        const tokenSymbol = token.symbol?.toLowerCase() || '';
         const tokenPriceUsd = await this.dexHelper.getTokenUSDPrice(token, BigInt(10 ** token.decimals));
         const erc20BalanceCalldata = this.erc20Interface.encodeFunctionData('balanceOf', [this.mainnetRFQAddress]);
         const tokenBalanceMultiCall = [
@@ -424,8 +467,8 @@ class Cables extends simple_exchange_1.SimpleExchange {
     async getCachedTokensAddr() {
         const tokens = await this.getCachedTokens();
         const tokensAddr = {};
-        for (const addr of Object.keys(tokens)) {
-            tokensAddr[tokens[addr].symbol.toLowerCase()] = addr;
+        for (const key of Object.keys(tokens)) {
+            tokensAddr[tokens[key].symbol.toLowerCase()] = tokens[key].address;
         }
         return tokensAddr;
     }

package/build/dex/cables/cables.js.map

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package/build/dex/uniswap-v3/uniswap-v3-pool.d.ts

@@ -38,6 +38,7 @@ export declare class UniswapV3EventPool extends StatefulEventSubscriber<PoolStat
         tickSpacing: bigint | undefined;
     };
     protected processBlockLogs(state: DeepReadonly<PoolState>, logs: Readonly<Log>[], blockHeader: Readonly<BlockHeader>): Promise<DeepReadonly<PoolState> | null>;
+    getStateOrGenerate(blockNumber: number, readonly?: boolean): Promise<PoolState>;
     protected processLog(state: DeepReadonly<PoolState>, log: Readonly<Log>, blockHeader: Readonly<BlockHeader>): DeepReadonly<PoolState> | null;
     protected _getStateRequestCallData(): MultiCallParams<bigint | DecodedStateMultiCallResultWithRelativeBitmaps>[];
     getBitmapRangeToRequest(): bigint;

package/build/dex/uniswap-v3/uniswap-v3-pool.js

@@ -81,6 +81,16 @@ class UniswapV3EventPool extends stateful_event_subscriber_1.StatefulEventSubscr
         }
         return newState;
     }
+    async getStateOrGenerate(blockNumber, readonly = false) {
+        let state = this.getState(blockNumber);
+        if (!state) {
+            state = await this.generateState(blockNumber);
+            this.logger.warn(`${this.parentName}: Pool ${this.poolAddress} on ${this.dexHelper.config.data.network} re-generates state blockNumber=${blockNumber}`);
+            if (!readonly)
+                this.setState(state, blockNumber);
+        }
+        return state;
+    }
     processLog(state, log, blockHeader) {
         try {
             const event = this.logDecoder(log);

package/build/dex/uniswap-v3/uniswap-v3-pool.js.map

@@ -1 +1 @@
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package/build/dex/uniswap-v3/uniswap-v3.js

@@ -372,8 +372,9 @@ class UniswapV3 extends simple_exchange_1.SimpleExchange {
             }
             if (selectedPools.length === 0)
                 return null;
-            const poolsToUse = selectedPools.reduce((acc, pool) => {
-                let state = pool.getState(blockNumber);
+            const poolsToUse = await selectedPools.reduce(async (accP, pool) => {
+                const acc = await accP;
+                let state = await pool.getStateOrGenerate(blockNumber);
                 if (state === null) {
                     this.logger.trace(`${this.dexKey}: State === null. Fallback to rpc ${pool.name}`);
                     acc.poolWithoutState.push(pool);
@@ -382,10 +383,10 @@ class UniswapV3 extends simple_exchange_1.SimpleExchange {
                     acc.poolWithState.push(pool);
                 }
                 return acc;
-            }, {
+            }, Promise.resolve({
                 poolWithState: [],
                 poolWithoutState: [],
-            });
+            }));
             const states = poolsToUse.poolWithState.map(p => p.getState(blockNumber));
             const rpcResultsPromise = this.getPricingFromRpc(_srcToken, _destToken, amounts, side, this.network === constants_1.Network.ZKEVM ? [] : poolsToUse.poolWithoutState, this.network === constants_1.Network.ZKEVM ? [] : states);
             const unitAmount = (0, utils_1.getBigIntPow)(side == constants_1.SwapSide.SELL ? _srcToken.decimals : _destToken.decimals);

package/build/dex/uniswap-v3/uniswap-v3.js.map

@@ -1 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@paraswap/dex-lib",
-  "version": "3.11.3",
+  "version": "3.11.4-get-state-or-generate-uni-v3.1",
   "main": "build/index.js",
   "types": "build/index.d.ts",
   "repository": "https://github.com/paraswap/paraswap-dex-lib",

package/src/dex/uniswap-v3/uniswap-v3-e2e.test.ts

@@ -35,22 +35,22 @@ function testForNetwork(
       SwapSide.SELL,
       [
         // ContractMethod.simpleSwap,
-        ContractMethod.multiSwap,
+        // ContractMethod.multiSwap,
         // ContractMethod.megaSwap,
         // ContractMethod.swapExactAmountInOnUniswapV3,
-        // ContractMethod.swapExactAmountIn,
+        ContractMethod.swapExactAmountIn,
+      ],
+    ],
+    [
+      SwapSide.BUY,
+      [
+        // ContractMethod.simpleBuy,
+        // ContractMethod.buy,
+        // ContractMethod.directUniV3Buy,
+        // ContractMethod.swapExactAmountOutOnUniswapV3,
+        ContractMethod.swapExactAmountOut,
       ],
     ],
-    // [
-    //   SwapSide.BUY,
-    //   [
-    //     // ContractMethod.simpleBuy,
-    //     // ContractMethod.buy,
-    //     // ContractMethod.directUniV3Buy,
-    //     // ContractMethod.swapExactAmountOutOnUniswapV3,
-    //     ContractMethod.swapExactAmountOut,
-    //   ],
-    // ],
   ]);
 
   describe(`${network}`, () => {

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

@@ -144,6 +144,21 @@ export class UniswapV3EventPool extends StatefulEventSubscriber<PoolState> {
     return newState;
   }
 
+  async getStateOrGenerate(
+    blockNumber: number,
+    readonly: boolean = false,
+  ): Promise<PoolState> {
+    let state = this.getState(blockNumber);
+    if (!state) {
+      state = await this.generateState(blockNumber);
+      this.logger.warn(
+        `${this.parentName}: Pool ${this.poolAddress} on ${this.dexHelper.config.data.network} re-generates state blockNumber=${blockNumber}`,
+      );
+      if (!readonly) this.setState(state, blockNumber);
+    }
+    return state;
+  }
+
   protected processLog(
     state: DeepReadonly<PoolState>,
     log: Readonly<Log>,

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

@@ -715,9 +715,10 @@ export class UniswapV3
 
       if (selectedPools.length === 0) return null;
 
-      const poolsToUse = selectedPools.reduce(
-        (acc, pool) => {
-          let state = pool.getState(blockNumber);
+      const poolsToUse = await selectedPools.reduce(
+        async (accP, pool) => {
+          const acc = await accP;
+          let state = await pool.getStateOrGenerate(blockNumber);
           if (state === null) {
             this.logger.trace(
               `${this.dexKey}: State === null. Fallback to rpc ${pool.name}`,
@@ -728,10 +729,10 @@ export class UniswapV3
           }
           return acc;
         },
-        {
+        Promise.resolve({
           poolWithState: [] as UniswapV3EventPool[],
           poolWithoutState: [] as UniswapV3EventPool[],
-        },
+        }),
       );
 
       const states = poolsToUse.poolWithState.map(