@paraswap/dex-lib 3.4.0 → 3.4.1

package/build/dex/woo-fi/woo-fi-math.js

@@ -1,300 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.WooFiMath = void 0;
-const woo_fi_decimal_math_1 = require("./woo-fi-decimal-math");
-const bigint_constants_1 = require("../../bigint-constants");
-const utils_1 = require("../../utils");
-const constants_1 = require("./constants");
-const constants_2 = require("../../constants");
-function handleMathError(e, logger) {
-    if (e instanceof Error && e.message.startsWith('WooGuardian:')) {
-        logger.warn('WooFi Guardian check Error:', e);
-        return;
-    }
-    logger.error('Unexpected error in WooFi math:', e);
-}
-class WooFiMath {
-    constructor(logger, _quoteToken) {
-        this.logger = logger;
-        this._quoteToken = _quoteToken;
-        // dMath = decimalMath
-        this.dMath = woo_fi_decimal_math_1.wooFiDecimalMath;
-        this._MIN_INPUT_DEFAULT = bigint_constants_1.BI_POWS[16]; // 0.01 xToken
-        this._MAX_INPUT_DEFAULT = bigint_constants_1.BI_POWS[20]; //  100 xToken
-        this.state = constants_1.NULL_STATE;
-    }
-    querySellBase(baseToken, baseAmounts) {
-        try {
-            const _baseAmounts = baseAmounts.map(baseAmount => {
-                try {
-                    this._checkInputAmount(baseToken, baseAmount);
-                    return baseAmount;
-                }
-                catch (e) {
-                    if (e instanceof Error &&
-                        e.message.includes('WooGuardian: inputAmount')) {
-                        return 0n;
-                    }
-                    throw e;
-                }
-            });
-            this._autoUpdate(this._quoteToken, baseToken);
-            const quoteAmounts = this._getQuoteAmountSellBase(baseToken, _baseAmounts);
-            const feeRate = this.state.feeRates[baseToken];
-            return this._takeFee(quoteAmounts, feeRate);
-        }
-        catch (e) {
-            handleMathError(e, this.logger);
-            return null;
-        }
-    }
-    querySellQuote(baseToken, quoteAmounts) {
-        try {
-            let _quoteAmounts = quoteAmounts.map(quoteAmount => {
-                try {
-                    this._checkInputAmount(this._quoteToken, quoteAmount);
-                    return quoteAmount;
-                }
-                catch (e) {
-                    if (e instanceof Error &&
-                        e.message.startsWith('Error message: WooGuardian: inputAmount')) {
-                        return 0n;
-                    }
-                    throw e;
-                }
-            });
-            this._autoUpdate(this._quoteToken, baseToken);
-            const feeRate = this.state.feeRates[baseToken];
-            _quoteAmounts = this._takeFee(_quoteAmounts, feeRate);
-            return this._getBaseAmountSellQuote(baseToken, _quoteAmounts);
-        }
-        catch (e) {
-            handleMathError(e, this.logger);
-            return null;
-        }
-    }
-    _takeFee(amounts, feeRate) {
-        return amounts.map(amount => {
-            const lpFee = this.dMath.mulCeil(amount, feeRate);
-            return amount === 0n ? 0n : amount - lpFee;
-        });
-    }
-    _getQuoteAmountSellBase(baseToken, baseAmounts) {
-        const quoteInfo = this.state.tokenInfos[this._quoteToken];
-        const baseInfo = this.state.tokenInfos[baseToken];
-        let { priceNow: p, spreadNow: s, coeffNow: k, } = this.state.tokenStates[baseToken];
-        this.checkSwapPrice(p, baseToken, this._quoteToken);
-        // price: p * (1 - s / 2)
-        p = this.dMath.mulFloor(p, this.dMath.ONE - this.dMath.divCeil(s, this.dMath.TWO));
-        const { baseBought, quoteBought } = this._getBoughtAmount(baseInfo, quoteInfo, p, k, true);
-        return baseAmounts.map(baseAmount => {
-            if (baseAmount === 0n)
-                return 0n;
-            let quoteAmount;
-            if (baseBought > 0n) {
-                const quoteSold = this._getQuoteAmountLowBaseSide(p, k, baseInfo.R, baseBought);
-                if (baseAmount > baseBought) {
-                    const newBaseSold = baseAmount - baseBought;
-                    quoteAmount =
-                        quoteSold +
-                            this._getQuoteAmountLowQuoteSide(p, k, this.dMath.ONE, newBaseSold);
-                }
-                else {
-                    const newBaseBought = baseBought - baseAmount;
-                    quoteAmount =
-                        quoteSold -
-                            this._getQuoteAmountLowBaseSide(p, k, baseInfo.R, newBaseBought);
-                }
-            }
-            else {
-                const baseSold = this._getBaseAmountLowQuoteSide(p, k, this.dMath.ONE, quoteBought);
-                const newBaseSold = baseAmount + baseSold;
-                const newQuoteBought = this._getQuoteAmountLowQuoteSide(p, k, this.dMath.ONE, newBaseSold);
-                quoteAmount =
-                    newQuoteBought > quoteBought ? newQuoteBought - quoteBought : 0n;
-            }
-            this._checkSwapAmount(baseToken, this._quoteToken, baseAmount, quoteAmount);
-            if (quoteAmount > this.state.wooPPBalances[this._quoteToken]) {
-                // require(quoteAmount <= IERC20(quoteToken).balanceOf(address(this)), 'WooPP: INSUFF_QUOTE');
-                return 0n;
-            }
-            return quoteAmount;
-        });
-    }
-    _getBaseAmountSellQuote(baseToken, quoteAmounts) {
-        const quoteInfo = this.state.tokenInfos[this._quoteToken];
-        const baseInfo = this.state.tokenInfos[baseToken];
-        let { priceNow: p, spreadNow: s, coeffNow: k, } = this.state.tokenStates[baseToken];
-        this.checkSwapPrice(p, baseToken, this._quoteToken);
-        // price: p * (1 + s / 2)
-        p = this.dMath.mulCeil(p, this.dMath.ONE + this.dMath.divCeil(s, this.dMath.TWO));
-        const { baseBought, quoteBought } = this._getBoughtAmount(baseInfo, quoteInfo, p, k, false);
-        return quoteAmounts.map(quoteAmount => {
-            if (quoteAmount === 0n)
-                return 0n;
-            let baseAmount;
-            if (quoteBought > 0) {
-                const baseSold = this._getBaseAmountLowQuoteSide(p, k, baseInfo.R, quoteBought);
-                if (quoteAmount > quoteBought) {
-                    const newQuoteSold = quoteAmount - quoteBought;
-                    baseAmount =
-                        baseSold +
-                            this._getBaseAmountLowBaseSide(p, k, this.dMath.ONE, newQuoteSold);
-                }
-                else {
-                    const newQuoteBought = quoteBought - quoteAmount;
-                    baseAmount =
-                        baseSold -
-                            this._getBaseAmountLowQuoteSide(p, k, baseInfo.R, newQuoteBought);
-                }
-            }
-            else {
-                const quoteSold = this._getQuoteAmountLowBaseSide(p, k, this.dMath.ONE, baseBought);
-                const newQuoteSold = quoteAmount + quoteSold;
-                const newBaseBought = this._getBaseAmountLowBaseSide(p, k, this.dMath.ONE, newQuoteSold);
-                baseAmount =
-                    newBaseBought > baseBought ? newBaseBought - baseBought : 0n;
-            }
-            this._checkSwapAmount(this._quoteToken, baseToken, quoteAmount, baseAmount);
-            if (baseAmount > this.state.wooPPBalances[baseToken]) {
-                // require(baseAmount <= IERC20(baseToken).balanceOf(address(this)), 'WooPP: INSUFF_BASE');
-                return 0n;
-            }
-            return baseAmount;
-        });
-    }
-    _getBoughtAmount(baseInfo, quoteInfo, p, k, isSellBase) {
-        let baseBought = 0n;
-        let quoteBought = 0n;
-        let baseSold = 0n;
-        if (baseInfo.reserve < baseInfo.target) {
-            baseBought = baseInfo.target - baseInfo.reserve;
-        }
-        else {
-            baseSold = baseInfo.reserve - baseInfo.target;
-        }
-        let quoteSold = 0n;
-        if (quoteInfo.reserve < quoteInfo.target) {
-            quoteBought = quoteInfo.target - quoteInfo.reserve;
-        }
-        else {
-            quoteSold = quoteInfo.reserve - quoteInfo.target;
-        }
-        if (this.dMath.mulCeil(baseSold, p) > quoteSold) {
-            baseSold = baseSold - this.dMath.divFloor(quoteSold, p);
-            quoteSold = 0n;
-        }
-        else {
-            quoteSold = quoteSold - this.dMath.mulCeil(baseSold, p);
-            baseSold = 0n;
-        }
-        const virtualBaseBought = this._getBaseAmountLowBaseSide(p, k, this.dMath.ONE, quoteSold);
-        if (isSellBase === virtualBaseBought < baseBought) {
-            baseBought = virtualBaseBought;
-        }
-        const virtualQuoteBought = this._getQuoteAmountLowQuoteSide(p, k, this.dMath.ONE, baseSold);
-        if (isSellBase === virtualQuoteBought > quoteBought) {
-            quoteBought = virtualQuoteBought;
-        }
-        return { baseBought, quoteBought };
-    }
-    _getBaseAmountLowBaseSide(p, k, r, quoteAmount) {
-        // priceFactor = 1 + k * quoteAmount * r;
-        const priceFactor = this.dMath.ONE +
-            this.dMath.mulCeil(this.dMath.mulCeil(k, quoteAmount), r);
-        // quoteAmount / p / priceFactor;
-        return this.dMath.divFloor(this.dMath.divFloor(quoteAmount, p), priceFactor);
-    }
-    _getQuoteAmountLowQuoteSide(p, k, r, baseAmount) {
-        // priceFactor = 1 + k * baseAmount * p * r;
-        const priceFactor = this.dMath.ONE +
-            this.dMath.mulCeil(this.dMath.mulCeil(this.dMath.mulCeil(k, baseAmount), p), r);
-        // baseAmount * p / priceFactor;
-        return this.dMath.divFloor(this.dMath.mulFloor(baseAmount, p), priceFactor);
-    }
-    _getBaseAmountLowQuoteSide(p, k, r, quoteAmount) {
-        // priceFactor = (1 - k * quoteAmount * r);
-        const priceFactor = this.dMath.ONE -
-            this.dMath.mulFloor(this.dMath.mulFloor(k, quoteAmount), r);
-        // quoteAmount / p / priceFactor;
-        return this.dMath.divFloor(this.dMath.divFloor(quoteAmount, p), priceFactor);
-    }
-    _getQuoteAmountLowBaseSide(p, k, r, baseAmount) {
-        // priceFactor = 1 - k * baseAmount * p * r;
-        const priceFactor = this.dMath.ONE -
-            this.dMath.mulFloor(this.dMath.mulFloor(this.dMath.mulFloor(k, baseAmount), p), r);
-        // baseAmount * p / priceFactor;
-        return this.dMath.divFloor(this.dMath.mulFloor(baseAmount, p), priceFactor);
-    }
-    _autoUpdate(quoteTokenAddress, baseTokenAddress) {
-        const quoteInfo = this.state.tokenInfos[quoteTokenAddress];
-        const baseInfo = this.state.tokenInfos[baseTokenAddress];
-        if (this.state.oracleTimestamp !== baseInfo.lastResetTimestamp) {
-            baseInfo.target =
-                baseInfo.threshold > baseInfo.reserve
-                    ? baseInfo.threshold
-                    : baseInfo.reserve;
-            baseInfo.lastResetTimestamp = this.state.oracleTimestamp;
-        }
-        if (this.state.oracleTimestamp !== quoteInfo.lastResetTimestamp) {
-            quoteInfo.target =
-                quoteInfo.threshold > quoteInfo.reserve
-                    ? quoteInfo.threshold
-                    : quoteInfo.reserve;
-            quoteInfo.lastResetTimestamp = this.state.oracleTimestamp;
-        }
-    }
-    _checkInputAmount(token, inputAmount) {
-        (0, utils_1._require)(inputAmount < bigint_constants_1.BI_MAX_UINT96, `WooGuardian: inputAmount_uint96_OVERFLOW in _checkInputAmount for ${token}`);
-        const info = this.state.guardian.refInfos[token];
-        const minInputAmount = info.minInputAmount != 0n ? info.minInputAmount : this._MIN_INPUT_DEFAULT;
-        const maxInputAmount = info.maxInputAmount != 0n ? info.maxInputAmount : this._MAX_INPUT_DEFAULT;
-        (0, utils_1._require)(inputAmount >= minInputAmount, `WooGuardian: inputAmount_LTM in _checkInputAmount for ${token}`);
-        (0, utils_1._require)(inputAmount <= maxInputAmount, `WooGuardian: inputAmount_GTM in _checkInputAmount for ${token}`);
-    }
-    _checkSwapAmount(fromToken, toToken, fromAmount, toAmount) {
-        if (this.state.guardian.refInfos[fromToken].chainlinkRefOracle ===
-            constants_2.NULL_ADDRESS ||
-            this.state.guardian.refInfos[toToken].chainlinkRefOracle === constants_2.NULL_ADDRESS) {
-            return;
-        }
-        const refPrice = this._refPrice(fromToken, toToken);
-        const refToAmount = this.dMath.mulFloor(fromAmount, refPrice);
-        const bound = this._boundForTokens(fromToken, toToken);
-        (0, utils_1._require)(this.dMath.mulFloor(refToAmount, bigint_constants_1.BI_POWS[18] - bound) <= toAmount &&
-            toAmount <= this.dMath.mulCeil(refToAmount, bigint_constants_1.BI_POWS[18] + bound), `WooGuardian: TO_AMOUNT_UNRELIABLE in _checkSwapAmount for ${toToken}`);
-    }
-    checkSwapPrice(price, fromToken, toToken) {
-        if (this.state.guardian.refInfos[fromToken].chainlinkRefOracle ===
-            constants_2.NULL_ADDRESS ||
-            this.state.guardian.refInfos[toToken].chainlinkRefOracle === constants_2.NULL_ADDRESS) {
-            return;
-        }
-        const refPrice = this._refPrice(fromToken, toToken);
-        const bound = this._boundForTokens(fromToken, toToken);
-        (0, utils_1._require)(this.dMath.mulFloor(refPrice, bigint_constants_1.BI_POWS[18] - bound) <= price &&
-            price <= this.dMath.mulCeil(refPrice, bigint_constants_1.BI_POWS[18] + bound), `WooGuardian: PRICE_UNRELIABLE in checkSwapPrice fromToken=${fromToken} and toToken=${toToken}`);
-    }
-    _refPrice(fromToken, toToken) {
-        const baseInfo = this.state.guardian.refInfos[fromToken];
-        const quoteInfo = this.state.guardian.refInfos[toToken];
-        (0, utils_1._require)(baseInfo.chainlinkRefOracle !== constants_2.NULL_ADDRESS, `WooGuardian: fromToken_RefOracle_INVALID: ${fromToken}`);
-        (0, utils_1._require)(quoteInfo.chainlinkRefOracle !== constants_2.NULL_ADDRESS, `WooGuardian: toToken_RefOracle_INVALID: ${toToken}`);
-        const { answer: rawBaseRefPrice } = this.state.chainlink.latestRoundDatas[baseInfo.chainlinkRefOracle];
-        (0, utils_1._require)(rawBaseRefPrice >= 0, `WooGuardian: INVALID_CHAINLINK_PRICE in _refPrice for ${fromToken}`);
-        const { answer: rawQuoteRefPrice } = this.state.chainlink.latestRoundDatas[quoteInfo.chainlinkRefOracle];
-        (0, utils_1._require)(rawQuoteRefPrice >= 0, `WooGuardian: INVALID_CHAINLINK_QUOTE_PRICE in _refPrice for ${toToken}`);
-        const baseRefPrice = rawBaseRefPrice * baseInfo.refPriceFixCoeff;
-        const quoteRefPrice = rawQuoteRefPrice * quoteInfo.refPriceFixCoeff;
-        return this.dMath.divFloor(baseRefPrice, quoteRefPrice);
-    }
-    _boundForTokens(token1, token2) {
-        const info1 = this.state.guardian.refInfos[token1];
-        const bound1 = info1.bound !== 0n ? info1.bound : this.state.guardian.globalBound;
-        const info2 = this.state.guardian.refInfos[token2];
-        const bound2 = info2.bound != 0n ? info2.bound : this.state.guardian.globalBound;
-        return bound1 > bound2 ? bound1 : bound2;
-    }
-}
-exports.WooFiMath = WooFiMath;
-//# sourceMappingURL=woo-fi-math.js.map

package/build/dex/woo-fi/woo-fi-math.js.map

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

@@ -1,65 +0,0 @@
-import { Interface, Result } from '@ethersproject/abi';
-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 { DexParams, PoolState, WooFiData } from './types';
-import { SimpleExchange } from '../simple-exchange';
-import { WooFiMath } from './woo-fi-math';
-export declare class WooFi extends SimpleExchange implements IDex<WooFiData> {
-    protected network: Network;
-    protected dexHelper: IDexHelper;
-    protected adapters: import("../../types").AdapterMappings;
-    readonly config: DexParams;
-    readonly math: WooFiMath;
-    latestState: PoolState | null;
-    latestBlockNumber: number;
-    vaultUSDBalance: number;
-    tokenByAddress: Record<Address, Token>;
-    private _refInfos;
-    private _encodedStateRequestCalldata?;
-    static readonly ifaces: {
-        PP: Interface;
-        fee: Interface;
-        oracle: Interface;
-        guardian: Interface;
-        chainlink: Interface;
-        erc20BalanceOf: Interface;
-    };
-    readonly hasConstantPriceLargeAmounts = false;
-    readonly needWrapNative = true;
-    readonly isFeeOnTransferSupported = false;
-    readonly quoteTokenAddress: Address;
-    static dexKeysWithNetwork: {
-        key: string;
-        networks: Network[];
-    }[];
-    logger: Logger;
-    constructor(network: Network, dexKey: string, dexHelper: IDexHelper, adapters?: import("../../types").AdapterMappings, config?: DexParams);
-    private _toLowerForAllConfigAddresses;
-    private _getRefInfos;
-    get baseTokens(): Token[];
-    get isRefInfosEmpty(): boolean;
-    protected _fillTokenInfoState(state: PoolState, address: string, values: Result): void;
-    private _readChanLinkResponse;
-    protected _getStateRequestCallData(): {
-        target: string;
-        callData: string;
-    }[];
-    private _fetchStateForBlockNumber;
-    initializePricing(blockNumber: number): Promise<void>;
-    getAdapters(side: SwapSide): {
-        name: string;
-        index: number;
-    }[] | null;
-    getIdentifier(isSrcQuote: boolean): string;
-    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<WooFiData>>;
-    getCalldataGasCost(poolPrices: PoolPrices<WooFiData>): number | number[];
-    getAdapterParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: WooFiData, side: SwapSide): AdapterExchangeParam;
-    getSimpleParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: WooFiData, side: SwapSide): Promise<SimpleExchangeParam>;
-    updatePoolState(): Promise<void>;
-    getTopPoolsForToken(tokenAddress: Address, limit: number): Promise<PoolLiquidity[]>;
-    getState(blockNumber?: number): Promise<PoolState>;
-    private _identifyQuote;
-}