@paraswap/dex-lib 3.3.0 → 3.3.1-return-amount-pos.1

package/build/dex/integral/integral-pool.js

@@ -0,0 +1,67 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.IntegralEventPool = void 0;
+const abi_1 = require("@ethersproject/abi");
+const stateful_event_subscriber_1 = require("../../stateful-event-subscriber");
+const relayer_json_1 = __importDefault(require("../../abi/integral/relayer.json"));
+class IntegralEventPool extends stateful_event_subscriber_1.StatefulEventSubscriber {
+    constructor(parentName, network, dexHelper, token0, token1, logger, integralIface = new abi_1.Interface(relayer_json_1.default)) {
+        super(parentName, `${token0}_${token1}`, dexHelper, logger);
+        this.parentName = parentName;
+        this.network = network;
+        this.dexHelper = dexHelper;
+        this.integralIface = integralIface;
+        this.handlers = {};
+        // TODO: make logDecoder decode logs that
+        this.logDecoder = (log) => this.integralIface.parseLog(log);
+        this.addressesSubscribed = [
+        /* subscribed addresses */
+        ];
+    }
+    /**
+     * The function is called every time any of the subscribed
+     * addresses release log. The function accepts the current
+     * state, updates the state according to the log, and returns
+     * the updated state.
+     * @param state - Current state of event subscriber
+     * @param log - Log released by one of the subscribed addresses
+     * @returns Updates state of the event subscriber after the log
+     */
+    processLog(state, log) {
+        try {
+            const event = this.logDecoder(log);
+            if (event.name in this.handlers) {
+                return this.handlers[event.name](event, state, log);
+            }
+            return state;
+        }
+        catch (e) {
+            this.logger.error(`Error_${this.parentName}_processLog could not parse the log with topic ${log.topics}:`, e);
+            return null;
+        }
+    }
+    /**
+     * The function generates state using on-chain calls. This
+     * function is called to regenerate state if the event based
+     * system fails to fetch events and the local state is no
+     * more correct.
+     * @param blockNumber - Blocknumber for which the state should
+     * should be generated
+     * @returns state of the event subscriber at blocknumber
+     */
+    async generateState(blockNumber) {
+        // TODO: complete me!
+        return {
+            price: 0n,
+            invertedPrice: 0n,
+            fee: 0n,
+            limits0: [0n, 0n],
+            limits1: [0n, 0n],
+        };
+    }
+}
+exports.IntegralEventPool = IntegralEventPool;
+//# sourceMappingURL=integral-pool.js.map

package/build/dex/integral/integral-pool.js.map

@@ -0,0 +1 @@
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package/build/dex/integral/integral.d.ts

@@ -0,0 +1,48 @@
+import { Token, Address, ExchangePrices, AdapterExchangeParam, SimpleExchangeParam, PoolLiquidity, Logger, PoolPrices } from '../../types';
+import { SwapSide, Network } from '../../constants';
+import { IDex } from '../idex';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import { IntegralData, IntegralPair, IntegralPoolState } from './types';
+import { SimpleExchange } from '../simple-exchange';
+export declare class Integral extends SimpleExchange implements IDex<IntegralData> {
+    readonly network: Network;
+    readonly dexKey: string;
+    readonly dexHelper: IDexHelper;
+    protected adapters: import("../../types").AdapterMappings;
+    pairs: {
+        [key: string]: IntegralPair;
+    };
+    protected relayerAddress: Address;
+    protected subgraphURL: string | undefined;
+    readonly hasConstantPriceLargeAmounts = false;
+    readonly isFeeOnTransferSupported = false;
+    static dexKeysWithNetwork: {
+        key: string;
+        networks: Network[];
+    }[];
+    logger: Logger;
+    constructor(network: Network, dexKey: string, dexHelper: IDexHelper, adapters?: import("../../types").AdapterMappings);
+    initializePricing(blockNumber: number): Promise<void>;
+    getAdapters(side: SwapSide): {
+        name: string;
+        index: number;
+    }[] | null;
+    getPoolIdentifiers(srcToken: Token, destToken: Token, side: SwapSide, blockNumber: number): Promise<string[]>;
+    getPricesVolume(srcToken: Token, destToken: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[]): Promise<null | ExchangePrices<IntegralData>>;
+    getCalldataGasCost(poolPrices: PoolPrices<IntegralData>): number | number[];
+    getAdapterParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: IntegralData, side: SwapSide): AdapterExchangeParam;
+    getSimpleParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: IntegralData, side: SwapSide): Promise<SimpleExchangeParam>;
+    updatePoolState(): Promise<void>;
+    getTopPoolsForToken(tokenAddress: Address, limit: number): Promise<PoolLiquidity[]>;
+    getPriceOnChain(pair: IntegralPair, blockNumber: number): Promise<IntegralPoolState | null>;
+    protected addPool(pair: IntegralPair, params: IntegralPoolState, blockNumber: number): Promise<void>;
+    syncPair(_pair: [Token, Token], blockNumber: number): Promise<void>;
+    private findPair;
+    private generatePairKey;
+    private quoteSell;
+    private quoteBuy;
+    private isFirst;
+    private ceil_div;
+    private getDecimalsConverter;
+    private checkLimits;
+}

package/build/dex/integral/integral.js

@@ -0,0 +1,402 @@
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
+    Object.defineProperty(o, "default", { enumerable: true, value: v });
+}) : function(o, v) {
+    o["default"] = v;
+});
+var __importStar = (this && this.__importStar) || function (mod) {
+    if (mod && mod.__esModule) return mod;
+    var result = {};
+    if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
+    __setModuleDefault(result, mod);
+    return result;
+};
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.Integral = void 0;
+const lodash_1 = __importDefault(require("lodash"));
+const CALLDATA_GAS_COST = __importStar(require("../../calldata-gas-cost"));
+const constants_1 = require("../../constants");
+const utils_1 = require("../../utils");
+const types_1 = require("./types");
+const simple_exchange_1 = require("../simple-exchange");
+const config_1 = require("./config");
+const integral_pool_1 = require("./integral-pool");
+const relayer_json_1 = __importDefault(require("../../abi/integral/relayer.json"));
+const abi_1 = require("@ethersproject/abi");
+const bigint_constants_1 = require("../../bigint-constants");
+const PRECISION = bigint_constants_1.BI_POWS[18];
+const SUBGRAPH_TIMEOUT = 20 * 1000;
+const relayerInterface = new abi_1.Interface(relayer_json_1.default);
+class Integral extends simple_exchange_1.SimpleExchange {
+    constructor(network, dexKey, dexHelper, adapters = config_1.Adapters[network] || {}) {
+        super(dexHelper, dexKey);
+        this.network = network;
+        this.dexKey = dexKey;
+        this.dexHelper = dexHelper;
+        this.adapters = adapters;
+        this.pairs = {};
+        this.hasConstantPriceLargeAmounts = false;
+        this.isFeeOnTransferSupported = false;
+        this.logger = dexHelper.getLogger(dexKey);
+        this.relayerAddress = config_1.IntegralConfig[dexKey][network].relayerAddress;
+        this.subgraphURL = config_1.IntegralConfig[dexKey][network].subgraphURL;
+    }
+    async initializePricing(blockNumber) { }
+    // Returns the list of contract adapters (name and index)
+    // for a buy/sell. Return null if there are no adapters.
+    getAdapters(side) {
+        return this.adapters[side] ? this.adapters[side] : null;
+    }
+    async getPoolIdentifiers(srcToken, destToken, side, blockNumber) {
+        const src = this.dexHelper.config.wrapETH(srcToken);
+        const dest = this.dexHelper.config.wrapETH(destToken);
+        if (src.address.toLowerCase() === dest.address.toLowerCase()) {
+            return [];
+        }
+        const tokenAddress = [src.address.toLowerCase(), dest.address.toLowerCase()]
+            .sort((a, b) => (a > b ? 1 : -1))
+            .join('_');
+        const poolIdentifier = `${this.dexKey}_${tokenAddress}`;
+        return [poolIdentifier];
+    }
+    // Returns pool prices for amounts.
+    // If limitPools is defined only pools in limitPools
+    // should be used. If limitPools is undefined then
+    // any pools can be used.
+    async getPricesVolume(srcToken, destToken, amounts, side, blockNumber, limitPools) {
+        const src = this.dexHelper.config.wrapETH(srcToken);
+        const dest = this.dexHelper.config.wrapETH(destToken);
+        if (src.address.toLowerCase() === dest.address.toLowerCase()) {
+            return null;
+        }
+        const tokenAddress = [src.address.toLowerCase(), dest.address.toLowerCase()]
+            .sort((a, b) => (a > b ? 1 : -1))
+            .join('_');
+        const poolIdentifier = `${this.dexKey}_${tokenAddress}`;
+        if (limitPools && limitPools.every(p => p !== poolIdentifier)) {
+            return null;
+        }
+        await this.syncPair([src, dest], blockNumber);
+        const pair = this.findPair(src, dest);
+        if (!(pair && pair.pool)) {
+            return null;
+        }
+        const pairState = pair.pool.getState(blockNumber);
+        if (!pairState) {
+            return null;
+        }
+        const unitAmount = (0, utils_1.getBigIntPow)(side == constants_1.SwapSide.SELL ? src.decimals : dest.decimals);
+        const unit = side == constants_1.SwapSide.SELL
+            ? this.quoteSell(unitAmount, src, dest, pairState, false)
+            : this.quoteBuy(unitAmount, src, dest, pairState, false);
+        try {
+            const prices = side == constants_1.SwapSide.SELL
+                ? amounts.map(amount => this.quoteSell(amount, src, dest, pairState))
+                : amounts.map(amount => this.quoteBuy(amount, src, dest, pairState));
+            return [
+                {
+                    prices: prices,
+                    unit: unit,
+                    data: {
+                        relayer: this.relayerAddress,
+                    },
+                    exchange: this.dexKey,
+                    poolIdentifier,
+                    gasCost: 0,
+                    poolAddresses: [this.relayerAddress],
+                },
+            ];
+        }
+        catch (e) {
+            this.logger.error(`Error_getPricesVolume could not get price with error:`, e);
+            return null;
+        }
+    }
+    // Returns estimated gas cost of calldata for this DEX in multiSwap
+    getCalldataGasCost(poolPrices) {
+        return CALLDATA_GAS_COST.DEX_NO_PAYLOAD;
+    }
+    // Encode params required by the exchange adapter
+    // Used for multiSwap, buy & megaSwap
+    // Hint: abiCoder.encodeParameter() could be useful
+    getAdapterParam(srcToken, destToken, srcAmount, destAmount, data, side) {
+        const { relayer: exchange } = data;
+        // Encode here the payload for adapter
+        const payload = '0x';
+        return {
+            targetExchange: exchange,
+            payload,
+            networkFee: '0',
+        };
+    }
+    // Encode call data used by simpleSwap like routers
+    // Used for simpleSwap & simpleBuy
+    // Hint: this.buildSimpleParamWithoutWETHConversion
+    // could be useful
+    async getSimpleParam(srcToken, destToken, srcAmount, destAmount, data, side) {
+        const { relayer: exchange } = data;
+        // Encode here the transaction arguments
+        const swapData = relayerInterface.encodeFunctionData(side === constants_1.SwapSide.SELL ? types_1.IntegralFunctions.swap : types_1.IntegralFunctions.buy, [
+            {
+                ...{
+                    tokenIn: this.dexHelper.config.wrapETH({
+                        address: srcToken,
+                    }).address,
+                    tokenOut: this.dexHelper.config.wrapETH({
+                        address: destToken,
+                    }).address,
+                    wrapUnwrap: (0, utils_1.isETHAddress)(srcToken) || (0, utils_1.isETHAddress)(destToken),
+                    to: this.augustusAddress,
+                    submitDeadline: Math.floor(Date.now() / 1000) + 24 * 3600,
+                },
+                ...(side === constants_1.SwapSide.SELL
+                    ? { amountIn: srcAmount, amountOutMin: destAmount }
+                    : { amountInMax: srcAmount, amountOut: destAmount }),
+            },
+        ]);
+        return this.buildSimpleParamWithoutWETHConversion(srcToken, srcAmount, destToken, destAmount, swapData, exchange);
+    }
+    async updatePoolState() { }
+    // Returns list of top pools based on liquidity. Max
+    // limit number pools should be returned.
+    async getTopPoolsForToken(tokenAddress, limit) {
+        if (!this.subgraphURL) {
+            return [];
+        }
+        const query = `
+      query ($token: Bytes!, $count: Int) {
+        pools0: pairs(
+          first: $count
+          orderBy: reserveUSD
+          orderDirection: desc
+          where: {token0: $token}
+        ) {
+          id
+          token0 {
+            id
+            decimals
+          }
+          token1 {
+            id
+            decimals
+          }
+          reserveUSD
+        }
+        pools1: pairs(
+          first: $count
+          orderBy: reserveUSD
+          orderDirection: desc
+          where: {token1: $token}
+        ) {
+          id
+          token0 {
+            id
+            decimals
+          }
+          token1 {
+            id
+            decimals
+          }
+          reserveUSD
+        }
+      }`;
+        const { data } = await this.dexHelper.httpRequest.post(this.subgraphURL, {
+            query,
+            variables: { token: tokenAddress.toLowerCase(), limit },
+        }, SUBGRAPH_TIMEOUT);
+        if (!(data && data.pools0 && data.pools1))
+            throw new Error("Couldn't fetch the pools from the subgraph");
+        const pools0 = lodash_1.default.map(data.pools0, pool => ({
+            exchange: this.dexKey,
+            address: pool.id.toLowerCase(),
+            connectorTokens: [
+                {
+                    address: pool.token1.id.toLowerCase(),
+                    decimals: parseInt(pool.token1.decimals),
+                },
+            ],
+            liquidityUSD: parseFloat(pool.reserveUSD),
+        }));
+        const pools1 = lodash_1.default.map(data.pools1, pool => ({
+            exchange: this.dexKey,
+            address: pool.id.toLowerCase(),
+            connectorTokens: [
+                {
+                    address: pool.token0.id.toLowerCase(),
+                    decimals: parseInt(pool.token0.decimals),
+                },
+            ],
+            liquidityUSD: parseFloat(pool.reserveUSD),
+        }));
+        return lodash_1.default.slice(lodash_1.default.sortBy(lodash_1.default.concat(pools0, pools1), [pool => -1 * pool.liquidityUSD]), 0, limit);
+    }
+    async getPriceOnChain(pair, blockNumber) {
+        try {
+            const calldata = [
+                {
+                    target: this.relayerAddress,
+                    callData: relayerInterface.encodeFunctionData('getPoolState', [
+                        pair.token0.address,
+                        pair.token1.address,
+                    ]),
+                },
+                {
+                    target: this.relayerAddress,
+                    callData: relayerInterface.encodeFunctionData('getPoolState', [
+                        pair.token1.address,
+                        pair.token0.address,
+                    ]),
+                },
+            ];
+            const data = await this.dexHelper.multiContract.methods
+                .aggregate(calldata)
+                .call({}, blockNumber);
+            const result = relayerInterface.decodeFunctionResult('getPoolState', data.returnData[0]);
+            const invertedResult = relayerInterface.decodeFunctionResult('getPoolState', data.returnData[1]);
+            return {
+                price: BigInt(result.price.toString()),
+                invertedPrice: BigInt(invertedResult.price.toString()),
+                fee: BigInt(result.fee.toString()),
+                limits0: [result.limitMin0, result.limitMax0].map((limit) => BigInt(limit.toString())),
+                limits1: [result.limitMin1, result.limitMax1].map((limit) => BigInt(limit.toString())),
+            };
+        }
+        catch (e) {
+            this.logger.error(`Error_getPriceOnChain could not get data with error:`, e);
+            return null;
+        }
+    }
+    async addPool(pair, params, blockNumber) {
+        pair.pool = new integral_pool_1.IntegralEventPool(this.dexKey, this.network, this.dexHelper, pair.token0.address, pair.token1.address, this.logger);
+        if (blockNumber) {
+            pair.pool.setState(params, blockNumber);
+        }
+    }
+    async syncPair(_pair, blockNumber) {
+        if (!blockNumber) {
+            return;
+        }
+        const pair = this.findPair(_pair[0], _pair[1]);
+        if (!pair) {
+            return;
+        }
+        if (pair.pool && pair.pool.getState(blockNumber)) {
+            return;
+        }
+        const states = await this.getPriceOnChain(pair, blockNumber);
+        if (!states) {
+            this.logger.error(`Error_getPriceOnChain didn't get any prices`);
+            return;
+        }
+        if (!pair.pool) {
+            await this.addPool(pair, states, blockNumber);
+        }
+        else {
+            pair.pool.setState(states, blockNumber);
+        }
+    }
+    findPair(from, to) {
+        if (from.address.toLocaleLowerCase() === to.address.toLowerCase()) {
+            return null;
+        }
+        const { key, token0, token1 } = this.generatePairKey(from, to);
+        if (!this.pairs[key]) {
+            this.pairs[key] = { token0, token1 };
+        }
+        return this.pairs[key];
+    }
+    generatePairKey(tokenA, tokenB) {
+        const inverted = tokenA.address.toLowerCase() > tokenB.address.toLowerCase();
+        const [token0, token1] = inverted ? [tokenB, tokenA] : [tokenA, tokenB];
+        return {
+            key: `${token0.address.toLowerCase()}-${token1.address.toLowerCase()}`,
+            token0,
+            token1,
+        };
+    }
+    quoteSell(amountIn, tokenIn, tokenOut, state, checkLimit = true) {
+        if (amountIn === 0n) {
+            return 0n;
+        }
+        const pair = this.findPair(tokenIn, tokenOut);
+        if (!pair) {
+            return 0n;
+        }
+        const inverted = !this.isFirst(tokenIn.address, pair);
+        const fee = (amountIn * state.fee) / PRECISION;
+        const amountInMinusFee = amountIn - fee;
+        const price = inverted ? state.invertedPrice : state.price;
+        const decimalsConverter = this.getDecimalsConverter(pair.token0.decimals, pair.token1.decimals, inverted);
+        const amountOut = (amountInMinusFee * price) / decimalsConverter;
+        const limits = this.isFirst(tokenOut.address, pair)
+            ? state.limits0
+            : state.limits1;
+        if (checkLimit && !this.checkLimits(amountOut, limits)) {
+            throw new Error(`Out of Limits - amountOut ${amountOut} not in between limits ${limits}`);
+        }
+        return amountOut;
+    }
+    quoteBuy(amountOut, tokenIn, tokenOut, state, checkLimit = true) {
+        if (amountOut === 0n) {
+            return 0n;
+        }
+        const pair = this.findPair(tokenIn, tokenOut);
+        if (!pair) {
+            return 0n;
+        }
+        const inverted = !this.isFirst(tokenIn.address, pair);
+        const limits = this.isFirst(tokenOut.address, pair)
+            ? state.limits0
+            : state.limits1;
+        if (checkLimit && !this.checkLimits(amountOut, limits)) {
+            throw new Error(`Out of Limits - amountOut ${amountOut} not in between limits ${limits}`);
+        }
+        const price = inverted ? state.invertedPrice : state.price;
+        const decimalsConverter = this.getDecimalsConverter(pair.token0.decimals, pair.token1.decimals, inverted);
+        const amountIn = this.ceil_div(amountOut * decimalsConverter, price);
+        if (amountIn <= 0n) {
+            return 0n;
+        }
+        const amountInPlusFee = this.ceil_div(amountIn * PRECISION, PRECISION - state.fee);
+        return amountInPlusFee;
+    }
+    isFirst(address, pair) {
+        return address.toLowerCase() === pair.token0.address.toLowerCase();
+    }
+    ceil_div(a, b) {
+        const c = a / b;
+        if (a != b * c) {
+            return c + 1n;
+        }
+        else {
+            return c;
+        }
+    }
+    getDecimalsConverter(decimals0, decimals1, inverted) {
+        return (10n **
+            (18n + BigInt(inverted ? decimals1 - decimals0 : decimals0 - decimals1)));
+    }
+    checkLimits(amount, limits) {
+        if (amount < limits[0] || amount > limits[1]) {
+            return false;
+        }
+        return true;
+    }
+}
+exports.Integral = Integral;
+Integral.dexKeysWithNetwork = (0, utils_1.getDexKeysWithNetwork)(config_1.IntegralConfig);
+//# sourceMappingURL=integral.js.map

package/build/dex/integral/integral.js.map

@@ -0,0 +1 @@
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package/build/dex/integral/types.d.ts

@@ -0,0 +1,25 @@
+import { Address, Token } from '../../types';
+import { IntegralEventPool } from './integral-pool';
+export declare type IntegralPoolState = {
+    price: bigint;
+    invertedPrice: bigint;
+    fee: bigint;
+    limits0: [bigint, bigint];
+    limits1: [bigint, bigint];
+};
+export declare type IntegralData = {
+    relayer: Address;
+};
+export declare type DexParams = {
+    relayerAddress: string;
+    subgraphURL?: string;
+};
+export declare type IntegralPair = {
+    token0: Token;
+    token1: Token;
+    pool?: IntegralEventPool;
+};
+export declare enum IntegralFunctions {
+    swap = "sell",
+    buy = "buy"
+}

package/build/dex/integral/types.js

@@ -0,0 +1,9 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.IntegralFunctions = void 0;
+var IntegralFunctions;
+(function (IntegralFunctions) {
+    IntegralFunctions["swap"] = "sell";
+    IntegralFunctions["buy"] = "buy";
+})(IntegralFunctions = exports.IntegralFunctions || (exports.IntegralFunctions = {}));
+//# sourceMappingURL=types.js.map

package/build/dex/integral/types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../src/dex/integral/types.ts"],"names":[],"mappings":";;;AA0BA,IAAY,iBAGX;AAHD,WAAY,iBAAiB;IAC3B,kCAAa,CAAA;IACb,gCAAW,CAAA;AACb,CAAC,EAHW,iBAAiB,GAAjB,yBAAiB,KAAjB,yBAAiB,QAG5B"}

package/build/dex/jarvis-v6/jarvis-v6.js

@@ -281,6 +281,7 @@ class JarvisV6 extends simple_exchange_1.SimpleExchange {
             dexFuncHasRecipient: true,
             exchangeData,
             targetExchange: data.poolAddress.toLowerCase(),
+            returnAmountPos: undefined,
         };
     }
     // Returns list of top pools based on liquidity. Max

package/build/dex/jarvis-v6/jarvis-v6.js.map

@@ -1 +1 @@
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