@paraswap/dex-lib 3.4.0 → 3.4.1

package/build/dex/lighter-v1/constants.js

@@ -1,13 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.replaceTokenSymbol = exports.stablecoins = void 0;
-exports.stablecoins = ['USDC', 'USDT', 'USDC.e', 'DAI'];
-function replaceTokenSymbol(tokenSymbol) {
-    if (tokenSymbol === 'WETH')
-        return 'ETH';
-    if (tokenSymbol === 'WBTC')
-        return 'BTC';
-    return tokenSymbol;
-}
-exports.replaceTokenSymbol = replaceTokenSymbol;
-//# sourceMappingURL=constants.js.map

package/build/dex/lighter-v1/constants.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"constants.js","sourceRoot":"","sources":["../../../src/dex/lighter-v1/constants.ts"],"names":[],"mappings":";;;AAAa,QAAA,WAAW,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAC;AAE7D,SAAgB,kBAAkB,CAAC,WAAmB;IACpD,IAAI,WAAW,KAAK,MAAM;QAAE,OAAO,KAAK,CAAC;IACzC,IAAI,WAAW,KAAK,MAAM;QAAE,OAAO,KAAK,CAAC;IACzC,OAAO,WAAW,CAAC;AACrB,CAAC;AAJD,gDAIC"}

package/build/dex/lighter-v1/lighter-v1-pool.d.ts

@@ -1,57 +0,0 @@
-import { Interface } from '@ethersproject/abi';
-import { DeepReadonly } from 'ts-essentials';
-import { Address, Log, Logger, Token } from '../../types';
-import { StatefulEventSubscriber } from '../../stateful-event-subscriber';
-import { IDexHelper } from '../../dex-helper/idex-helper';
-import { OrderBook, OrderBookDetails, PoolState } from './types';
-export declare class LighterV1EventPool extends StatefulEventSubscriber<PoolState> {
-    readonly parentName: string;
-    protected network: number;
-    protected dexHelper: IDexHelper;
-    protected readonly factoryAddress: Address;
-    protected readonly routerAddress: Address;
-    handlers: {
-        [event: string]: (event: any, state: DeepReadonly<PoolState>, log: Readonly<Log>) => DeepReadonly<PoolState> | null;
-    };
-    logDecoder: (log: Log) => any;
-    private baseToken;
-    private quoteToken;
-    private orderBookId;
-    private sizeTick;
-    readonly orderBookAddress: Address;
-    readonly orderBookIface: Interface;
-    readonly orderBookHelperIface: Interface;
-    readonly factoryIface: Interface;
-    readonly routerIface: Interface;
-    readonly erc20Iface: Interface;
-    addressesSubscribed: string[];
-    constructor(parentName: string, network: number, dexHelper: IDexHelper, logger: Logger, factoryAddress: Address, routerAddress: Address, orderBookId: number, orderBookAddress: Address, baseToken: Token, quoteToken: Token, sizeTick: bigint);
-    /**
-     * 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
-     */
-    protected processLog(state: DeepReadonly<PoolState>, log: Readonly<Log>): DeepReadonly<PoolState> | null;
-    getOrderBookDetailsFromTokenPair(token0: Address, token1: Address): Promise<OrderBookDetails>;
-    private _getPrice;
-    getOrderBook(blockNumber: number): Promise<OrderBook>;
-    /**
-     * 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
-     */
-    generateState(blockNumber: number): Promise<DeepReadonly<PoolState>>;
-    handleLimitOrderCreatedEvent(event: any, state: DeepReadonly<PoolState>, log: Readonly<Log>): DeepReadonly<PoolState> | null;
-    handleLimitOrderCanceledEvent(event: any, state: DeepReadonly<PoolState>, log: Readonly<Log>): DeepReadonly<PoolState> | null;
-    handleSwapEvent(event: any, state: DeepReadonly<PoolState>, log: Readonly<Log>): DeepReadonly<PoolState> | null;
-    getTokenPrice(tokenSymbol?: string): Promise<number>;
-    calculateLiquidity(): Promise<number>;
-}

package/build/dex/lighter-v1/lighter-v1-pool.js

@@ -1,310 +0,0 @@
-"use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.LighterV1EventPool = void 0;
-const abi_1 = require("@ethersproject/abi");
-const utils_1 = require("../../utils");
-const stateful_event_subscriber_1 = require("../../stateful-event-subscriber");
-const order_book_json_1 = __importDefault(require("./abi/order_book.json"));
-const order_book_helper_json_1 = __importDefault(require("./abi/order_book_helper.json"));
-const factory_json_1 = __importDefault(require("./abi/factory.json"));
-const router_json_1 = __importDefault(require("./abi/router.json"));
-const erc20_json_1 = __importDefault(require("./abi/erc20.json"));
-const ethers_1 = require("ethers");
-const bignumber_js_1 = __importDefault(require("bignumber.js"));
-const constants_1 = require("./constants");
-class LighterV1EventPool extends stateful_event_subscriber_1.StatefulEventSubscriber {
-    constructor(parentName, network, dexHelper, logger, factoryAddress, routerAddress, orderBookId, orderBookAddress, baseToken, quoteToken, sizeTick) {
-        super(parentName, `${baseToken.address}_${quoteToken.address}`, dexHelper, logger);
-        this.parentName = parentName;
-        this.network = network;
-        this.dexHelper = dexHelper;
-        this.factoryAddress = factoryAddress;
-        this.routerAddress = routerAddress;
-        this.handlers = {};
-        this.orderBookIface = new abi_1.Interface(order_book_json_1.default);
-        this.orderBookHelperIface = new abi_1.Interface(order_book_helper_json_1.default);
-        this.factoryIface = new abi_1.Interface(factory_json_1.default);
-        this.routerIface = new abi_1.Interface(router_json_1.default);
-        this.erc20Iface = new abi_1.Interface(erc20_json_1.default);
-        this.logDecoder = (log) => this.orderBookIface.parseLog(log);
-        this.addressesSubscribed = new Array(1);
-        this.addressesSubscribed[0] = orderBookAddress;
-        this.baseToken = baseToken;
-        this.quoteToken = quoteToken;
-        this.orderBookId = orderBookId;
-        this.sizeTick = sizeTick;
-        this.orderBookAddress = orderBookAddress;
-        // Add handlers
-        this.handlers['LimitOrderCreated'] =
-            this.handleLimitOrderCreatedEvent.bind(this);
-        this.handlers['LimitOrderCanceled'] =
-            this.handleLimitOrderCanceledEvent.bind(this);
-        this.handlers['Swap'] = this.handleSwapEvent.bind(this);
-    }
-    /**
-     * 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);
-            }
-        }
-        catch (e) {
-            (0, utils_1.catchParseLogError)(e, this.logger);
-        }
-        return null;
-    }
-    // TODO: this might be called from v1
-    async getOrderBookDetailsFromTokenPair(token0, token1) {
-        const factory = new ethers_1.ethers.Contract(this.factoryAddress, this.factoryIface);
-        const result = await factory.getOrderBookDetailsFromTokenPair(token0, token1);
-        return {
-            orderBookId: result[0],
-            orderBookAddress: result[1],
-            token0Address: result[2],
-            token1Address: result[3],
-            sizeTick: result[4],
-            priceTick: result[5],
-        };
-    }
-    _getPrice(baseAmount, quoteAmount, powBase, powQuote) {
-        // Convert BigInt to BigNumber
-        let baseAmountBN = new bignumber_js_1.default(baseAmount.toString());
-        let quoteAmountBN = new bignumber_js_1.default(quoteAmount.toString());
-        let powBaseBN = new bignumber_js_1.default(powBase.toString());
-        let powQuoteBN = new bignumber_js_1.default(powQuote.toString());
-        // Perform the calculation
-        let priceRat = quoteAmountBN
-            .times(powBaseBN)
-            .dividedBy(baseAmountBN)
-            .dividedBy(powQuoteBN);
-        // Convert the result to a number and return it
-        let price = priceRat.toNumber();
-        return price;
-    }
-    async getOrderBook(blockNumber) {
-        const router = new ethers_1.ethers.Contract(this.routerAddress, this.routerIface);
-        const data = await this.dexHelper.provider.call({
-            to: router.address,
-            data: router.interface.encodeFunctionData('getLimitOrders', [
-                this.orderBookId,
-            ]),
-        }, blockNumber);
-        const result = router.interface.decodeFunctionResult('getLimitOrders', data);
-        const [ids, _, amounts0, amounts1, isAsks] = result;
-        const orders = ids.map((id, index) => ({
-            id: id,
-            amount0: (0, utils_1.bigIntify)(amounts0[index]),
-            amount1: (0, utils_1.bigIntify)(amounts1[index]),
-            isAsk: isAsks[index],
-            price: this._getPrice((0, utils_1.bigIntify)(amounts0[index]), (0, utils_1.bigIntify)(amounts1[index]), 10n ** (0, utils_1.bigIntify)(this.baseToken.decimals), 10n ** (0, utils_1.bigIntify)(this.quoteToken.decimals)),
-        }));
-        const asks = {};
-        const bids = {};
-        orders.forEach(order => {
-            if (order.isAsk) {
-                asks[Number(order.id)] = order;
-            }
-            else {
-                bids[Number(order.id)] = order;
-            }
-        });
-        const sortedAsks = Object.values(asks).sort((a, b) => {
-            const priceDifference = Number(a.price - b.price);
-            if (priceDifference === 0) {
-                return Number(a.id - b.id); // lower id comes first
-            }
-            else {
-                return priceDifference;
-            }
-        });
-        const sortedBids = Object.values(bids).sort((a, b) => {
-            const priceDifference = Number(b.price - a.price);
-            if (priceDifference === 0) {
-                return Number(a.id - b.id); // lower id comes first
-            }
-            else {
-                return priceDifference;
-            }
-        });
-        const orderBook = {
-            sortedAsks: sortedAsks,
-            sortedBids: sortedBids,
-        };
-        return orderBook;
-    }
-    /**
-     * 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) {
-        const orderBook = await this.getOrderBook(blockNumber);
-        return {
-            pool: this.orderBookAddress,
-            baseToken: this.baseToken,
-            quoteToken: this.quoteToken,
-            orderBook: orderBook,
-            sizeTick: this.sizeTick,
-        };
-    }
-    handleLimitOrderCreatedEvent(event, state, log) {
-        const order = {
-            id: event.args.id,
-            amount0: (0, utils_1.bigIntify)(event.args.amount0),
-            amount1: (0, utils_1.bigIntify)(event.args.amount1),
-            isAsk: event.args.isAsk,
-            price: this._getPrice((0, utils_1.bigIntify)(event.args.amount0), (0, utils_1.bigIntify)(event.args.amount1), 10n ** (0, utils_1.bigIntify)(this.baseToken.decimals), 10n ** (0, utils_1.bigIntify)(this.quoteToken.decimals)),
-        };
-        const sortedAsks = [...state.orderBook.sortedAsks];
-        const sortedBids = [...state.orderBook.sortedBids];
-        if (order.isAsk) {
-            sortedAsks.push(order);
-            sortedAsks.sort((a, b) => {
-                const priceDifference = Number(a.price - b.price);
-                if (priceDifference === 0) {
-                    return Number(a.id - b.id); // lower id comes first
-                }
-                else {
-                    return priceDifference;
-                }
-            });
-        }
-        else {
-            sortedBids.push(order);
-            sortedBids.sort((a, b) => {
-                const priceDifference = Number(b.price - a.price);
-                if (priceDifference === 0) {
-                    return Number(a.id - b.id); // lower id comes first
-                }
-                else {
-                    return priceDifference;
-                }
-            });
-        }
-        const orderBook = {
-            sortedAsks: sortedAsks,
-            sortedBids: sortedBids,
-        };
-        return {
-            ...state,
-            orderBook: orderBook,
-        };
-    }
-    handleLimitOrderCanceledEvent(event, state, log) {
-        const order = {
-            id: event.args.id,
-            amount0: event.args.amount0,
-            amount1: event.args.amount1,
-            isAsk: event.args.isAsk,
-            price: this._getPrice((0, utils_1.bigIntify)(event.args.amount0), (0, utils_1.bigIntify)(event.args.amount1), 10n ** (0, utils_1.bigIntify)(this.baseToken.decimals), 10n ** (0, utils_1.bigIntify)(this.quoteToken.decimals)),
-        };
-        const sortedAsks = [...state.orderBook.sortedAsks];
-        const sortedBids = [...state.orderBook.sortedBids];
-        if (order.isAsk) {
-            sortedAsks.splice(sortedAsks.findIndex(o => o.id === order.id), 1);
-        }
-        else {
-            sortedBids.splice(sortedBids.findIndex(o => o.id === order.id), 1);
-        }
-        const orderBook = {
-            sortedAsks: sortedAsks,
-            sortedBids: sortedBids,
-        };
-        return {
-            ...state,
-            orderBook: orderBook,
-        };
-    }
-    handleSwapEvent(event, state, log) {
-        const askOrder = state.orderBook.sortedAsks.find(o => o.id === Number(event.args.askId));
-        const bidOrder = state.orderBook.sortedBids.find(o => o.id === Number(event.args.bidId));
-        const sortedAsks = [...state.orderBook.sortedAsks];
-        const sortedBids = [...state.orderBook.sortedBids];
-        if (askOrder && askOrder.amount0 === event.args.amount0) {
-            sortedAsks.splice(sortedAsks.findIndex(o => o.id === event.args.askId), 1);
-        }
-        else if (askOrder) {
-            sortedAsks.splice(sortedAsks.findIndex(o => o.id === event.args.askId), 1, {
-                ...askOrder,
-                amount0: askOrder.amount0 - (0, utils_1.bigIntify)(event.args.amount0),
-                amount1: askOrder.amount1 - (0, utils_1.bigIntify)(event.args.amount1),
-            });
-        }
-        if (bidOrder && bidOrder.amount1 === event.args.amount1) {
-            sortedBids.splice(sortedBids.findIndex(o => o.id === event.args.bidId), 1);
-        }
-        else if (bidOrder) {
-            sortedBids.splice(sortedBids.findIndex(o => o.id === event.args.bidId), 1, {
-                ...bidOrder,
-                amount0: bidOrder.amount0 - (0, utils_1.bigIntify)(event.args.amount0),
-                amount1: bidOrder.amount1 - (0, utils_1.bigIntify)(event.args.amount1),
-            });
-        }
-        const orderBook = {
-            sortedAsks: sortedAsks,
-            sortedBids: sortedBids,
-        };
-        return {
-            ...state,
-            orderBook: orderBook,
-        };
-    }
-    async getTokenPrice(tokenSymbol) {
-        if (!tokenSymbol) {
-            return 0;
-        }
-        if (constants_1.stablecoins.includes(tokenSymbol)) {
-            return 1;
-        }
-        tokenSymbol = (0, constants_1.replaceTokenSymbol)(tokenSymbol);
-        const url = `https://api.binance.com/api/v3/ticker/price?symbol=${tokenSymbol}USDT`;
-        let response;
-        try {
-            response = await this.dexHelper.httpRequest.get(url);
-        }
-        catch (e) {
-            return 0;
-        }
-        return parseFloat(response.price);
-    }
-    async calculateLiquidity() {
-        const token0Price = await this.getTokenPrice(this.baseToken.symbol);
-        const token1Price = await this.getTokenPrice(this.quoteToken.symbol);
-        let liquidity = 0;
-        const state = this.getState(this.stateBlockNumber);
-        if (!state) {
-            return 0;
-        }
-        for (const ask of state.orderBook.sortedAsks) {
-            let baseAmount = new bignumber_js_1.default(ask.amount0.toString());
-            let powDecimals = new bignumber_js_1.default((10n ** (0, utils_1.bigIntify)(this.baseToken.decimals)).toString());
-            const amount0 = baseAmount.dividedBy(powDecimals).toNumber();
-            liquidity += amount0 * token0Price;
-        }
-        for (const bid of state.orderBook.sortedBids) {
-            let quoteAmount = new bignumber_js_1.default(bid.amount1.toString());
-            let powDecimals = new bignumber_js_1.default((10n ** (0, utils_1.bigIntify)(this.quoteToken.decimals)).toString());
-            const amount1 = quoteAmount.dividedBy(powDecimals).toNumber();
-            liquidity += amount1 * token1Price;
-        }
-        return liquidity;
-    }
-}
-exports.LighterV1EventPool = LighterV1EventPool;
-//# sourceMappingURL=lighter-v1-pool.js.map

package/build/dex/lighter-v1/lighter-v1-pool.js.map

@@ -1 +0,0 @@
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package/build/dex/lighter-v1/lighter-v1.d.ts

@@ -1,45 +0,0 @@
-import { AsyncOrSync } from 'ts-essentials';
-import { Token, Address, ExchangePrices, PoolPrices, AdapterExchangeParam, SimpleExchangeParam, PoolLiquidity, Logger } from '../../types';
-import { SwapSide, Network } from '../../constants';
-import { IDex } from '../../dex/idex';
-import { IDexHelper } from '../../dex-helper/idex-helper';
-import { AllOrderBooks, LighterV1Data, LimitOrder } from './types';
-import { SimpleExchange } from '../simple-exchange';
-import { LighterV1EventPool } from './lighter-v1-pool';
-import { Interface } from 'ethers/lib/utils';
-export declare class LighterV1 extends SimpleExchange implements IDex<LighterV1Data> {
-    readonly network: Network;
-    readonly dexKey: string;
-    readonly dexHelper: IDexHelper;
-    config: import("./types").DexParams;
-    protected adapters: import("../../types").AdapterMappings;
-    readonly hasConstantPriceLargeAmounts = false;
-    readonly needWrapNative = true;
-    readonly isFeeOnTransferSupported = false;
-    static dexKeysWithNetwork: {
-        key: string;
-        networks: Network[];
-    }[];
-    readonly factoryIface: Interface;
-    readonly routerIface: Interface;
-    readonly orderBookHelperIface: Interface;
-    allSupportedOrderBooks: AllOrderBooks;
-    logger: Logger;
-    orderBooks: Map<number, LighterV1EventPool>;
-    constructor(network: Network, dexKey: string, dexHelper: IDexHelper, config?: import("./types").DexParams, 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<LighterV1Data>>;
-    getOutAmount(amountIns: bigint[], isAsk: boolean, limitOrders: Readonly<LimitOrder[]>, sizeTick: Readonly<bigint>): Promise<bigint[]>;
-    getCalldataGasCost(poolPrices: PoolPrices<LighterV1Data>): number | number[];
-    getAdapterParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: LighterV1Data, side: SwapSide): AdapterExchangeParam;
-    getSimpleParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: LighterV1Data, side: SwapSide): Promise<SimpleExchangeParam>;
-    getQuoteFromHelper(blockNumber: number, orderBookId: number, amountIn: bigint, isAsk: boolean): Promise<bigint>;
-    updatePoolState(blockNumber?: number): Promise<void>;
-    getTopPoolsForToken(tokenAddress: Address, limit: number): Promise<PoolLiquidity[]>;
-    releaseResources(): AsyncOrSync<void>;
-}