@paraswap/dex-lib 3.4.0 → 3.4.1

package/src/dex/smardex/types.ts

@@ -1,69 +0,0 @@
-import { Address, NumberAsString } from '../../types';
-import {
-  UniswapV2Data,
-  DexParams as UniswapV2DexParams,
-  UniswapPool,
-} from '../uniswap-v2/types';
-import { UniswapV2Pair } from '../uniswap-v2/uniswap-v2';
-import { SmardexEventPool } from './smardex-event-pool';
-
-export interface SmardexPoolState extends SmardexFees {
-  reserves0: string;
-  reserves1: string;
-  fictiveReserves0: string;
-  fictiveReserves1: string;
-  priceAverage0: string;
-  priceAverage1: string;
-  priceAverageLastTimestamp: number;
-}
-
-// export interface SmardexData extends UniswapV2Data {
-export interface SmardexData extends Omit<UniswapV2Data, 'feeFactor'> {
-  deadline: number;
-  receiver: Address;
-}
-
-export type SellOnSmardexParam = [
-  amountIn: NumberAsString,
-  amountOutMin: NumberAsString,
-  path: Address[],
-  receiver: Address,
-  deadline: number,
-];
-
-export type BuyOnSmardexParam = [
-  amountIn: NumberAsString,
-  amountOutMin: NumberAsString,
-  path: Address[],
-  receiver: Address,
-  deadline: number,
-];
-
-export type SmardexParam = SellOnSmardexParam | BuyOnSmardexParam;
-
-export type DexParams = Omit<UniswapV2DexParams, 'feeCode'>;
-
-export type SmardexFees = {
-  feesLP: bigint;
-  feesPool: bigint;
-};
-export interface SmardexPoolOrderedParams extends SmardexFees {
-  fromToken: string;
-  toToken: string;
-  token0: string;
-  token1: string;
-  reserves0: bigint;
-  reserves1: bigint;
-  fictiveReserves0: bigint;
-  fictiveReserves1: bigint;
-  priceAverage0: bigint;
-  priceAverage1: bigint;
-  priceAverageLastTimestamp: number;
-  exchange: string;
-}
-
-export interface SmardexPair extends Omit<UniswapV2Pair, 'pool'> {
-  pool?: SmardexEventPool;
-}
-
-export type SmardexPool = UniswapPool;

package/src/dex/solidly/forks-override/cone.ts

@@ -1,67 +0,0 @@
-import { Solidly } from '../solidly';
-import { SolidlyPair } from '../types';
-import { Network } from '../../../constants';
-import { IDexHelper } from '../../../dex-helper';
-import { Interface } from '@ethersproject/abi';
-import { SolidlyConfig } from '../config';
-import { getDexKeysWithNetwork } from '../../../utils';
-import _ from 'lodash';
-
-const swapFeeFunctionName = 'swapFee';
-
-const ConePairABI = [
-  {
-    inputs: [],
-    name: swapFeeFunctionName,
-    outputs: [{ internalType: 'uint256', name: '', type: 'uint256' }],
-    stateMutability: 'view',
-    type: 'function',
-  },
-];
-
-const conePairIface = new Interface(ConePairABI);
-
-export class Cone extends Solidly {
-  feeFactor = 1e4;
-
-  public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
-    getDexKeysWithNetwork(_.pick(SolidlyConfig, ['Cone']));
-
-  constructor(
-    protected network: Network,
-    dexKey: string,
-    protected dexHelper: IDexHelper,
-  ) {
-    super(
-      network,
-      dexKey,
-      dexHelper,
-      true, // dynamic fees
-    );
-  }
-
-  private callDecoder(values: any[]) {
-    const fees = parseInt(
-      conePairIface
-        .decodeFunctionResult(swapFeeFunctionName, values)[0]
-        .toString(),
-    );
-    if (!fees) return 0;
-
-    // noinspection UnnecessaryLocalVariableJS
-    const feeCode = Math.ceil(this.feeFactor / fees);
-    return feeCode;
-  }
-
-  protected getFeesMultiCallData(pair: SolidlyPair) {
-    const callEntry = {
-      target: pair.exchange!,
-      callData: conePairIface.encodeFunctionData(swapFeeFunctionName, []),
-    };
-
-    return {
-      callEntry,
-      callDecoder: this.callDecoder.bind(this),
-    };
-  }
-}

package/src/dex/solidly/forks-override/solisnek.ts

@@ -1,10 +0,0 @@
-import { Velodrome } from './velodrome';
-import { Network } from '../../../constants';
-import { getDexKeysWithNetwork } from '../../../utils';
-import { SolidlyConfig } from '../config';
-import _ from 'lodash';
-
-export class SoliSnek extends Velodrome {
-  public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
-    getDexKeysWithNetwork(_.pick(SolidlyConfig, ['SoliSnek']));
-}

package/src/dex/swaap-v1/config.ts

@@ -1,62 +0,0 @@
-import { DexParams } from './types';
-import { DexConfigMap, AdapterMappings } from '../../types';
-import { Network, SwapSide } from '../../constants';
-
-export const MAX_GAS_COST_ESTIMATION = 375 * 1000;
-export const SUBGRAPH_TIMEOUT = 1000 * 10;
-export const MAX_POOL_CNT = 1000;
-export const POOL_CACHE_TTL = 60 * 60; // 1hr
-export const RECCURING_POOL_FETCH_INTERVAL_MS = 12 * 3600 * 1000; // 12h (in ms)
-
-export const SwaapV1Config: DexConfigMap<DexParams> = {
-  SwaapV1: {
-    [Network.POLYGON]: {
-      subgraphURL: 'https://api.thegraph.com/subgraphs/name/swaap-labs/swaapv1',
-      exchangeProxy: '0x718cc95685a0b0af73c2c8534243039a28687037',
-    },
-  },
-};
-
-export const Adapters: {
-  [chainId: number]: {
-    [side: string]: { name: string; index: number }[] | null;
-  };
-} = {
-  [Network.POLYGON]: {
-    [SwapSide.SELL]: [
-      {
-        name: 'PolygonAdapter02',
-        index: 6,
-      },
-    ],
-    [SwapSide.BUY]: [
-      {
-        name: 'PolygonBuyAdapter',
-        index: 4,
-      },
-    ],
-  },
-};
-
-export const SUBGRAPH_FETCH_ALL_POOOLS_RQ = `query ($count: Int) {
-  pools: pools(first: $count, orderBy: liquidity, orderDirection: desc, where: {finalized: true}) {
-    id
-    tokens {
-      address
-      decimals
-      oracleInitialState {
-        proxy
-        price: fixedPointPrice
-        decimals
-      }
-    }
-    liquidityUSD: liquidity
-    swapFee
-    dynamicCoverageFeesZ
-    dynamicCoverageFeesHorizon
-    priceStatisticsLookbackInSec
-    priceStatisticsLookbackInRound
-    priceStatisticsLookbackStepInRound
-    maxPriceUnpegRatio
-  }
-}`;

package/src/dex/swaap-v1/constants.ts

@@ -1,22 +0,0 @@
-import { BigNumber } from '@0x/utils';
-import {
-  SwaapV1PoolParameters,
-  SwaapV1PoolLiquidities,
-  SwaapV1PoolOracles,
-} from './types';
-
-export const defaultParametersState: SwaapV1PoolParameters = {
-  swapFee: BigInt(10 ** 12),
-  priceStatisticsLookbackInRound: 5,
-  priceStatisticsLookbackStepInRound: 4,
-  dynamicCoverageFeesZ: BigInt(6),
-  dynamicCoverageFeesHorizon: BigInt(5),
-  priceStatisticsLookbackInSec: BigInt(3600),
-  maxPriceUnpegRatio: BigInt(1025000000000000000),
-};
-
-export const defaultLiquiditiesState: SwaapV1PoolLiquidities = {};
-
-export const defaultOraclesState: SwaapV1PoolOracles = {};
-
-export const protocolPrecision = new BigNumber(10).pow(new BigNumber(18));

package/src/dex/swaap-v1/libraries/ChainlinkUtils.ts

@@ -1,152 +0,0 @@
-import { Const } from './Const';
-import { Num } from './Num';
-import * as Struct from './Struct';
-import { ChainLinkData } from '../types';
-
-const _require = (b: boolean, message: string) => {
-  if (!b) throw new Error(message);
-};
-
-export class ChainlinkUtils {
-  static getLatestRound(
-    latestRoundId: number,
-    historicalPrices: ChainLinkData,
-    currentTimestamp: bigint,
-  ): Struct.LatestRound {
-    let latestRoundData = historicalPrices[latestRoundId];
-
-    let latestPrice = latestRoundData.answer;
-    let latestTimestamp = latestRoundData.timestamp;
-
-    _require(
-      currentTimestamp - latestTimestamp <= Const.ORACLE_TIMEOUT,
-      'Err.EXCEEDED_ORACLE_TIMEOUT',
-    );
-    _require(latestPrice > 0, 'Err.NON_POSITIVE_PRICE');
-
-    return {
-      roundId: latestRoundId,
-      price: latestPrice,
-      timestamp: latestTimestamp,
-    };
-  }
-
-  /**
-   * @notice Retrieves historical data from round id.
-   * @dev Special cases:
-   * - if retrieved price is negative --> fails
-   * - if no data can be found --> returns (0,0)
-   * @param oracle The price feed oracle
-   * @param _roundId The the round of interest ID
-   * @return The round price
-   * @return The round timestamp
-   */
-  static getRoundData(
-    _roundId: number,
-    historicalPrices: ChainLinkData,
-  ): [bigint, bigint] {
-    let data = historicalPrices[_roundId];
-
-    _require(data != undefined, 'Err.UNAVAILABLE_HISTORICAL_PRICE');
-    _require(data.answer >= 0, 'Err.NEGATIVE_PRICE');
-
-    return [data.answer, data.timestamp];
-  }
-
-  /**
-   * @notice Computes the price of token 2 in terms of token 1
-   * @param price_1 The latest price data for token 1
-   * @param decimals_1 The sum of the decimals of token 1 its oracle
-   * @param price_2 The latest price data for token 2
-   * @param decimals_2 The sum of the decimals of token 2 its oracle
-   * @return The last price of token 2 divded by the last price of token 1
-   */
-  static getTokenRelativePrice(
-    price_1: bigint,
-    decimals_1: bigint,
-    price_2: bigint,
-    decimals_2: bigint,
-  ): bigint {
-    // we consider tokens price to be > 0
-    if (decimals_1 > decimals_2) {
-      return Num.div(
-        Num.mul(price_2, 10n ** (decimals_1 - decimals_2) * Const.ONE),
-        price_1,
-      );
-    } else if (decimals_1 < decimals_2) {
-      return Num.div(
-        Num.div(price_2, price_1),
-        10n ** (decimals_2 - decimals_1) * Const.ONE,
-      );
-    } else {
-      // decimals_1 == decimals_2
-      return Num.div(price_2, price_1);
-    }
-  }
-
-  /**
-   * @notice Computes the previous price of tokenIn in terms of tokenOut 's upper bound
-   * @param latestRound_1 The token_1's latest round
-   * @param decimals_1 The sum of the decimals of token 1 its oracle
-   * @param latestRound_2 The token_2's latest round
-   * @param decimals_2 The sum of the decimals of token 2 its oracle
-   * @return The ratio of token 2 and token 1 values if well defined, else 0
-   */
-  /*
-  static getMaxRelativePriceInLastBlock(
-    latestRound_1: Struct.LatestRound,
-    decimals_1: bigint,
-    latestRound_2: Struct.LatestRound,
-    decimals_2: bigint,
-    // historicalPricesIn: ChainLinkData,
-    // historicalPricesOut: ChainLinkData,
-    // currentTimestamp: bigint
-  ): bigint {
-    let minPrice_1 = latestRound_1.price;
-
-      let timestamp_1  = latestRound_1.timestamp;
-      let temp_price_1;
-      let roundId_1    = latestRound_1.roundId;
-      // let oracle_1     = latestRound_1.oracle;
-
-      while (timestamp_1 == currentTimestamp) {
-          --roundId_1;
-          let [temp_price_1, timestamp_1] = ChainlinkUtils.getRoundData(
-              roundId_1, historicalPricesIn
-          );
-          if (temp_price_1 == 0n) {
-              return 0n;
-          }
-          if (temp_price_1 < minPrice_1) {
-              minPrice_1 = temp_price_1;
-          }
-      }
-      
-    let maxPrice_2 = latestRound_2.price;
-    
-      let timestamp_2  = latestRound_2.timestamp;
-      let temp_price_2;
-      let  roundId_2    = latestRound_2.roundId;
-
-      while (timestamp_2 == currentTimestamp) {
-          --roundId_2;
-          let [temp_price_2, timestamp_2] = ChainlinkUtils.getRoundData(
-              roundId_2, historicalPricesOut
-          );
-          if (temp_price_2 == 0n) {
-              return 0n;
-          }
-          if (temp_price_2 > maxPrice_2) {
-              maxPrice_2 = temp_price_2;
-          }
-      }
-
-    return ChainlinkUtils.getTokenRelativePrice(
-      minPrice_1,
-      decimals_1,
-      maxPrice_2,
-      decimals_2,
-    );
-  }
-*/
-}

package/src/dex/swaap-v1/libraries/Const.ts

@@ -1,29 +0,0 @@
-import { BI_POWS } from '../../../bigint-constants';
-
-export class Const {
-  static ONE = BI_POWS[18];
-
-  static MIN_POW_BASE = 1n;
-  static MAX_POW_BASE = 2n * this.ONE - 1n;
-
-  static POW_PRECISION = this.ONE / 10n ** 10n;
-
-  static ORACLE_TIMEOUT = 2n * 60n;
-
-  static MIN_FEE = this.ONE / 10n ** 6n;
-  static EXIT_FEE = 0n;
-
-  static BASE_Z = 6n * this.ONE;
-  static BASE_HORIZON = 5n * this.ONE;
-
-  static BASE_LOOKBACK_IN_ROUND = 5;
-  static BASE_LOOKBACK_IN_SEC = 3600n;
-  static LOOKBACK_STEP_IN_ROUND = 4;
-
-  static MAX_IN_RATIO = this.ONE / 2n;
-  static MAX_OUT_RATIO = this.ONE / 3n + 1n;
-
-  static FALLBACK_SPREAD = (3n * this.ONE) / 1000n;
-
-  static BASE_MAX_PRICE_UNPEG_RATIO = this.ONE + this.ONE / 40n;
-}