@paraswap/dex-lib 3.4.1 → 3.4.2-idle

package/src/dex/idle-dao/idle-dao-pooling-pool.ts

@@ -0,0 +1,87 @@
+import { Interface } from '@ethersproject/abi';
+import { uint256ToBigInt } from '../../lib/decoders';
+import CDO_ABI from '../../abi/idle-dao/idle-cdo.json';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import { PoolState, IdleToken, PoolsState } from './types';
+import { MultiCallParams, MultiResult } from '../../lib/multi-wrapper';
+import { pollingManagerCbExtractor } from '../../lib/stateful-rpc-poller/utils';
+import { StatefulRpcPoller } from '../../lib/stateful-rpc-poller/stateful-rpc-poller';
+import { StatePollingManager } from '../../lib/stateful-rpc-poller/state-polling-manager';
+import { Logger } from '../../types';
+import { ObjWithUpdateInfo } from '../../lib/stateful-rpc-poller/types';
+
+type MulticallResultOutputs = bigint;
+
+export class IdleDaoPollingPool extends StatefulRpcPoller<
+  PoolsState,
+  MulticallResultOutputs
+> {
+  constructor(
+    dexKey: string,
+    poolIdentifier: string,
+    dexHelper: IDexHelper,
+    protected idleTokens: IdleToken[],
+    protected logger: Logger,
+  ) {
+    const callbacks = pollingManagerCbExtractor(
+      StatePollingManager.getInstance(dexHelper),
+    );
+
+    super(dexKey, poolIdentifier, dexHelper, 0, 0, false, callbacks);
+  }
+
+  async getAggregatedBlockData(
+    blockNumber: number,
+  ): Promise<ObjWithUpdateInfo<PoolsState> | null> {
+    const multiCalls = this.getFetchStateWithBlockInfoMultiCalls();
+    try {
+      const lastUpdatedAtMs = Date.now();
+      const aggregatedResults = (await this.dexHelper.multiWrapper.tryAggregate<
+        number | MulticallResultOutputs
+      >(
+        true,
+        multiCalls as MultiCallParams<MulticallResultOutputs | number>[],
+        blockNumber,
+      )) as [MultiResult<number>, ...MultiResult<MulticallResultOutputs>[]];
+
+      return this.parseStateFromMultiResultsWithBlockInfo(
+        aggregatedResults,
+        lastUpdatedAtMs,
+      );
+    } catch (e) {
+      // this.logger.debug('ERROR fetching multicall data', blockNumber, e)
+    }
+
+    return null;
+  }
+
+  protected _getFetchStateMultiCalls(): MultiCallParams<MulticallResultOutputs>[] {
+    const cdoInterface = new Interface(CDO_ABI);
+    return this.idleTokens.map(idleToken => ({
+      target: idleToken.cdoAddress,
+      callData: cdoInterface.encodeFunctionData('virtualPrice', [
+        idleToken.idleAddress,
+      ]),
+      decodeFunction: uint256ToBigInt,
+    })) as MultiCallParams<MulticallResultOutputs>[];
+  }
+
+  protected _parseStateFromMultiResults(
+    multiOutputs: MulticallResultOutputs[],
+  ): PoolsState {
+    const output: PoolsState = multiOutputs.reduce(
+      (acc: PoolsState, output: MulticallResultOutputs, index: number) => {
+        const tokenPrice = output as bigint;
+        const idleToken = this.idleTokens[index];
+        return {
+          ...acc,
+          [idleToken.idleAddress]: {
+            tokenPrice,
+          },
+        };
+      },
+      {},
+    );
+    return output;
+  }
+}

package/src/dex/idle-dao/idle-dao.ts

@@ -0,0 +1,509 @@
+import { assert } from 'ts-essentials';
+import { Interface } from '@ethersproject/abi';
+import {
+  Token,
+  Address,
+  ExchangePrices,
+  PoolPrices,
+  AdapterExchangeParam,
+  SimpleExchangeParam,
+  PoolLiquidity,
+  Logger,
+  NumberAsString,
+  DexExchangeParam,
+} from '../../types';
+import { SwapSide, Network, NULL_ADDRESS } from '../../constants';
+import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
+import { getDexKeysWithNetwork, isETHAddress, getBigIntPow } from '../../utils';
+import { Context, IDex } from '../../dex/idex';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import {
+  IdleDaoData,
+  Param,
+  PoolFunctions,
+  IdleToken,
+  PoolState,
+} from './types';
+import { SimpleExchange } from '../simple-exchange';
+import { Config, Adapters } from './config';
+import { IdleDaoEventPool } from './idle-dao-pool';
+import { fetchTokenList_api } from './utils';
+import {
+  getIdleTokenIfIdleDaoPair,
+  setTokensOnNetwork,
+  getPoolsByTokenAddress,
+  getTokenFromIdleToken,
+  getTokensByNetwork,
+} from './tokens';
+import FACTORY_ABI from '../../abi/idle-dao/idle-cdo-factory.json';
+import CDO_ABI from '../../abi/idle-dao/idle-cdo.json';
+import { IdleDaoPollingPool } from './idle-dao-pooling-pool';
+import { ObjWithUpdateInfo } from '../../lib/stateful-rpc-poller/types';
+import { StatePollingManager } from '../../lib/stateful-rpc-poller/state-polling-manager';
+
+export const TOKEN_LIST_CACHE_KEY = 'token-list';
+const TOKEN_LIST_TTL_SECONDS = 24 * 60 * 60;
+const TOKEN_LIST_LOCAL_TTL_SECONDS = 3 * 60 * 60;
+
+export class IdleDao extends SimpleExchange implements IDex<IdleDaoData> {
+  protected eventPools: Record<string, IdleDaoEventPool> = {};
+
+  readonly hasConstantPriceLargeAmounts = false;
+  // TODO: set true here if protocols works only with wrapped asset
+  readonly needWrapNative = true;
+
+  readonly isFeeOnTransferSupported = false;
+
+  public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
+    getDexKeysWithNetwork(Config);
+
+  logger: Logger;
+
+  private cdo: Interface;
+  private factory: Interface;
+
+  private tokenList: IdleToken[] = [];
+  private idleDaoAuthToken: string;
+
+  protected pollingPool?: IdleDaoPollingPool;
+
+  protected pollingManager: StatePollingManager;
+
+  constructor(
+    readonly network: Network,
+    readonly dexKey: string,
+    readonly dexHelper: IDexHelper,
+    protected config = Config[dexKey][network],
+    protected adapters = Adapters[network] || {}, // TODO: add any additional optional params to support other fork DEXes
+  ) {
+    super(dexHelper, dexKey);
+    this.logger = dexHelper.getLogger(dexKey);
+    this.cdo = new Interface(CDO_ABI);
+    this.factory = new Interface(FACTORY_ABI);
+    this.pollingManager = StatePollingManager.getInstance(dexHelper);
+
+    const idleDaoAuthToken = dexHelper.config.data.idleDaoAuthToken;
+    assert(
+      idleDaoAuthToken !== undefined,
+      'idleDaoAuthToken auth token is not specified with env variable',
+    );
+
+    this.idleDaoAuthToken = idleDaoAuthToken;
+  }
+
+  getEventPool(idleAddress: string): IdleDaoEventPool | null {
+    return this.eventPools[idleAddress] || null;
+  }
+
+  setEventPoolStateBlock(
+    idleAddress: string,
+    blockNumber: number,
+    state: PoolState,
+  ): void {
+    const eventPool = this.getEventPool(idleAddress);
+    if (!eventPool) return;
+    return eventPool.setBlockState(blockNumber, state);
+  }
+
+  async setupEventPool(
+    idleToken: IdleToken,
+    blockNumber: number,
+  ): Promise<IdleDaoEventPool> {
+    const idleDaoEventPool = new IdleDaoEventPool(
+      this.dexKey,
+      this.network,
+      this.dexHelper,
+      this.logger,
+      idleToken,
+      this,
+    );
+    await idleDaoEventPool.initialize(blockNumber);
+    this.eventPools[idleToken.idleAddress] = idleDaoEventPool;
+    return idleDaoEventPool;
+  }
+
+  async getTokensList(blockNumber: number): Promise<Record<string, IdleToken>> {
+    if (!this.tokenList) {
+      this.tokenList = await fetchTokenList_api(
+        this.network,
+        this.dexHelper,
+        blockNumber,
+        this.cdo,
+        this.erc20Interface,
+        this.dexHelper.multiWrapper,
+        this.idleDaoAuthToken,
+      );
+    }
+
+    return this.tokenList.reduce(
+      (acc: Record<string, IdleToken>, idleToken: IdleToken) => {
+        return {
+          ...acc,
+          [idleToken.idleAddress]: idleToken,
+        };
+      },
+      {},
+    );
+  }
+
+  // Initialize pricing is called once in the start of
+  // pricing service. It is intended to setup the integration
+  // for pricing requests. It is optional for a DEX to
+  // implement this function
+  async initializePricing(blockNumber: number) {
+    let cachedTokenList = await this.dexHelper.cache.getAndCacheLocally(
+      this.dexKey,
+      this.network,
+      TOKEN_LIST_CACHE_KEY,
+      TOKEN_LIST_LOCAL_TTL_SECONDS,
+    );
+
+    if (cachedTokenList !== null) {
+      const tokens: IdleToken[] = JSON.parse(cachedTokenList);
+      setTokensOnNetwork(this.network, tokens);
+
+      await Promise.all(
+        tokens.map((idleToken: IdleToken) =>
+          this.setupEventPool(idleToken, blockNumber),
+        ),
+      );
+
+      this.tokenList = tokens;
+
+      return;
+    }
+
+    this.tokenList = await fetchTokenList_api(
+      this.network,
+      this.dexHelper,
+      blockNumber,
+      this.cdo,
+      this.erc20Interface,
+      this.dexHelper.multiWrapper,
+      this.idleDaoAuthToken,
+    );
+
+    // console.log('api_tokenList', this.tokenList);
+
+    await this.dexHelper.cache.setex(
+      this.dexKey,
+      this.network,
+      TOKEN_LIST_CACHE_KEY,
+      TOKEN_LIST_TTL_SECONDS,
+      JSON.stringify(this.tokenList),
+    );
+
+    setTokensOnNetwork(this.network, this.tokenList);
+
+    await Promise.all(
+      this.tokenList.map((idleToken: IdleToken) =>
+        this.setupEventPool(idleToken, blockNumber),
+      ),
+    );
+
+    // Initialize polling pool
+    if (this.pollingPool === undefined) {
+      this._initializePollingPool(this.tokenList);
+    }
+  }
+
+  // Returns the list of contract adapters (name and index)
+  // for a buy/sell. Return null if there are no adapters.
+  getAdapters(side: SwapSide): { name: string; index: number }[] | null {
+    return this.adapters[side] ? this.adapters[side] : null;
+  }
+
+  getIdentifier() {
+    return `${this.dexKey}_idledaov1`;
+  }
+
+  private _initializePollingPool(idleTokens: IdleToken[]) {
+    this.pollingPool = new IdleDaoPollingPool(
+      this.dexKey,
+      this.getIdentifier(),
+      this.dexHelper,
+      idleTokens,
+      this.logger,
+    );
+
+    this.pollingManager.initializeAllPendingPools();
+  }
+
+  private _getPoolIdentifier(srcToken: Token, destToken: Token): string {
+    return (
+      this.dexKey +
+      [srcToken.address.toLowerCase(), destToken.address.toLowerCase()]
+        .sort((a, b) => (a > b ? 1 : -1))
+        .join('_')
+    );
+  }
+
+  // Returns list of pool identifiers that can be used
+  // for a given swap. poolIdentifiers must be unique
+  // across DEXes. It is recommended to use
+  // ${dexKey}_${poolAddress} as a poolIdentifier
+  async getPoolIdentifiers(
+    srcToken: Token,
+    destToken: Token,
+    side: SwapSide,
+    blockNumber: number,
+  ): Promise<string[]> {
+    const idleToken = getIdleTokenIfIdleDaoPair(
+      this.network,
+      this.dexHelper.config.wrapETH(srcToken),
+      this.dexHelper.config.wrapETH(destToken),
+    );
+
+    if (idleToken === null) return [];
+
+    return [this._getPoolIdentifier(srcToken, destToken)];
+  }
+
+  // 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: Token,
+    destToken: Token,
+    amounts: bigint[],
+    side: SwapSide,
+    blockNumber: number,
+    limitPools?: string[],
+  ): Promise<null | ExchangePrices<IdleDaoData>> {
+    try {
+      const _src = this.dexHelper.config.wrapETH(srcToken);
+      const _dst = this.dexHelper.config.wrapETH(destToken);
+
+      // Look for idleToken
+      const idleToken = getIdleTokenIfIdleDaoPair(this.network, _src, _dst);
+      if (!idleToken) {
+        // console.log(
+        //   'IdleToken NOT FOUND -',
+        //   blockNumber,
+        //   this.network,
+        //   _src,
+        //   _dst,
+        // );
+        return null;
+      }
+
+      const fromIdleToken =
+        idleToken.idleAddress.toLowerCase() == _src.address.toLowerCase();
+
+      // Cannot buy with IdleTokens
+      // if (fromIdleToken && side === SwapSide.BUY) return null
+
+      const eventPool: IdleDaoEventPool =
+        this.eventPools[idleToken.idleAddress];
+      const eventPoolState: PoolState | null = eventPool.getState(blockNumber);
+
+      // this.logger.debug(
+      //   'eventPoolState',
+      //   blockNumber,
+      //   idleToken.idleAddress,
+      //   eventPoolState,
+      // );
+
+      if (!eventPoolState) {
+        // console.log('eventPoolState is NULL -', blockNumber, idleToken.idleAddress, eventPoolState)
+        return null;
+      }
+
+      const tokenPrice = eventPoolState.tokenPrice;
+
+      const unitVolume = getBigIntPow(
+        (side === SwapSide.SELL ? srcToken : destToken).decimals,
+      );
+
+      const prices = [unitVolume, ...amounts].map((amount: bigint) => {
+        let output = 0;
+        if (side === SwapSide.SELL) {
+          // SELL idleToken (amount = 1000000000000000000 AA_idle_cpPOR-USDC, output = 1000000000000000000*tokenPrice/1e18)
+          if (fromIdleToken) {
+            output = Math.round(
+              (parseFloat('' + tokenPrice) * parseFloat('' + amount)) /
+                parseFloat(`1e${idleToken.decimals}`),
+            );
+            // SELL underlyingToken (amount = 1000000 USDC), output = 1000000/tokenPrice*1e18
+          } else {
+            output = Math.round(
+              (parseFloat('' + amount) / parseFloat('' + tokenPrice)) *
+                parseFloat(`1e${idleToken.decimals}`),
+            );
+          }
+        } else {
+          // BUY idleToken (amount = 1000000 USDC, output = 1000000/tokenPrice*1e18)
+          if (fromIdleToken) {
+            output = Math.round(
+              (parseFloat('' + amount) / parseFloat('' + tokenPrice)) *
+                parseFloat(`1e${idleToken.decimals}`),
+            );
+            // BUY underlyingToken (amount = 1000000000000000000 AA_idle_cpPOR-USDC, output = 1000000000000000000*tokenPrice/1e18)
+          } else {
+            output = Math.round(
+              (parseFloat('' + tokenPrice) * parseFloat('' + amount)) /
+                parseFloat(`1e${idleToken.decimals}`),
+            );
+          }
+        }
+        return BigInt(output);
+      });
+
+      // console.log('getPricesVolume', srcToken.address, destToken.address, fromIdleToken, side, unitVolume, amounts, prices)
+
+      // const unit = side === SwapSide.SELL ? prices[0] : unitVolume;
+
+      return [
+        {
+          unit: prices[0],
+          prices: prices.slice(1),
+          gasCost: this.config.lendingGasCost,
+          exchange: this.dexKey,
+          data: {
+            idleToken,
+            fromIdleToken,
+          },
+          poolAddresses: [fromIdleToken ? srcToken.address : destToken.address],
+        },
+      ];
+    } catch (e) {
+      if (blockNumber === 0)
+        this.logger.error(
+          `Error_getPricesVolume: Aurelius block manager not yet instantiated`,
+        );
+      this.logger.error(`Error_getPrices:`, e);
+      return null;
+    }
+  }
+
+  // Returns estimated gas cost of calldata for this DEX in multiSwap
+  getCalldataGasCost(poolPrices: PoolPrices<IdleDaoData>): number | number[] {
+    // TODO: update if there is any payload in getAdapterParam
+    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: string,
+    destToken: string,
+    srcAmount: string,
+    destAmount: string,
+    data: IdleDaoData,
+    side: SwapSide,
+  ): AdapterExchangeParam {
+    const idleToken = data.fromIdleToken ? srcToken : destToken; // Warning
+    const payload = this.abiCoder.encodeParameter(
+      {
+        ParentStruct: {
+          idleToken: 'address',
+        },
+      },
+      { idleToken },
+    );
+
+    return {
+      // target exchange is not used by the contract
+      targetExchange: NULL_ADDRESS,
+      payload,
+      networkFee: '0',
+    };
+  }
+
+  getDexParam(
+    srcToken: Address,
+    destToken: Address,
+    srcAmount: NumberAsString,
+    destAmount: NumberAsString,
+    recipient: Address,
+    data: IdleDaoData,
+    side: SwapSide,
+    _: Context,
+    executorAddress: Address,
+  ): DexExchangeParam {
+    const [Interface, swapCallee, swapFunction, swapFunctionParams] = ((): [
+      Interface,
+      Address,
+      PoolFunctions,
+      Param,
+    ] => {
+      if (data.fromIdleToken) {
+        return [
+          this.cdo,
+          data.idleToken.cdoAddress,
+          PoolFunctions[`withdraw${data.idleToken.tokenType}`],
+          [srcAmount],
+        ];
+      }
+
+      return [
+        this.cdo,
+        data.idleToken.cdoAddress,
+        PoolFunctions[`deposit${data.idleToken.tokenType}`],
+        [srcAmount, recipient],
+      ];
+    })();
+
+    const exchangeData = Interface.encodeFunctionData(
+      swapFunction,
+      swapFunctionParams,
+    );
+
+    return {
+      needWrapNative: this.needWrapNative,
+      dexFuncHasRecipient: false,
+      exchangeData,
+      targetExchange: swapCallee,
+      returnAmountPos: undefined,
+    };
+  }
+
+  async updatePoolState(): Promise<void> {
+    const blockNumber = await this.dexHelper.web3Provider.eth.getBlockNumber();
+
+    let idleTokens = getTokensByNetwork(this.network);
+    if (!idleTokens) {
+      await this.initializePricing(blockNumber);
+    }
+    idleTokens = getTokensByNetwork(this.network);
+
+    const state = await this.pollingPool!.getState();
+
+    // this.logger.debug('updatePoolState', blockNumber, state)
+
+    if (!state) {
+      this.logger.error(`Failed to updatePoolState. State is null.`);
+      return;
+    }
+
+    Object.entries(state).forEach((state: any) => {
+      const idleAddress = state[0];
+      const poolState: ObjWithUpdateInfo<PoolState> = state[1];
+      const eventPool: IdleDaoEventPool = this.eventPools[idleAddress];
+      // this.logger.debug('Get eventPool', state, idleAddress, eventPool)
+      if (eventPool) {
+        // this.logger.debug('Set pool state', idleAddress, poolState.blockNumber, poolState.value)
+        eventPool.setBlockState(poolState.blockNumber, poolState.value);
+      }
+    });
+  }
+
+  async getTopPoolsForToken(
+    tokenAddress: Address,
+    limit: number,
+  ): Promise<PoolLiquidity[]> {
+    const idleTokens: IdleToken[] = getPoolsByTokenAddress(tokenAddress);
+
+    return idleTokens
+      .map((idleToken: IdleToken, i) => ({
+        liquidityUSD: 0,
+        exchange: this.dexKey,
+        address: idleToken.idleAddress,
+        connectorTokens: [getTokenFromIdleToken(idleToken)],
+      }))
+      .slice(0, limit);
+  }
+}

package/src/dex/idle-dao/tokens.ts

@@ -0,0 +1,117 @@
+import { Token } from '../../types';
+import { Network } from '../../constants';
+
+import { IdleToken } from './types';
+
+export const Tokens: { [network: number]: { [symbol: string]: IdleToken } } =
+  {};
+
+const poolsByTokenAddress: { [address: string]: IdleToken[] } = {};
+
+const TokensByAddress: { [network: number]: { [address: string]: IdleToken } } =
+  {};
+
+const TokensByCDO: { [address: string]: IdleToken[] } = {};
+
+export const getPoolsByTokenAddress = (address: string): IdleToken[] => {
+  return poolsByTokenAddress[address] || [];
+};
+
+// return null if the pair does not exists otherwise return the idleToken
+export function getIdleTokenIfIdleDaoPair(
+  network: number,
+  src: Token,
+  dst: Token,
+): IdleToken | null {
+  const srcAddr = src.address.toLowerCase();
+  const dstAddr = dst.address.toLowerCase();
+
+  if (srcAddr === dstAddr) {
+    return null;
+  }
+
+  const _src = TokensByAddress[network][srcAddr];
+  const _dst = TokensByAddress[network][dstAddr];
+
+  if (_src && _src.address.toLowerCase() == dstAddr) {
+    return _src;
+  }
+
+  if (_dst && _dst.address.toLowerCase() == srcAddr) {
+    return _dst;
+  }
+
+  return null;
+}
+
+export function getTokenFromIdleToken(idleToken: IdleToken): Token {
+  return {
+    address: idleToken.idleAddress,
+    decimals: idleToken.decimals,
+    symbol: idleToken.idleSymbol,
+  };
+}
+
+export function getTokenFromIdleSymbol(
+  network: number,
+  symbol: string,
+): Token | null {
+  const idleToken = Tokens[network][symbol];
+
+  // console.log('idleToken', network, symbol, idleToken)
+
+  if (!idleToken) return null;
+
+  return {
+    address: idleToken.idleAddress,
+    decimals: idleToken.decimals,
+    symbol: idleToken.idleSymbol,
+  };
+}
+
+export function getIdleTokenByAddress(
+  network: Network,
+  address: string,
+): IdleToken | undefined {
+  return TokensByAddress[network]?.[address];
+}
+
+export function getTokensByNetwork(network: Network): IdleToken[] | undefined {
+  return Object.values(Tokens[network]);
+}
+
+export function getTokensByCdoAddress(
+  cdoAddress: string,
+): IdleToken[] | undefined {
+  return TokensByCDO[cdoAddress];
+}
+
+export function setTokensOnNetwork(network: Network, tokens: IdleToken[]): any {
+  for (let token of tokens) {
+    token.address = token.address.toLowerCase();
+    token.idleAddress = token.idleAddress.toLowerCase();
+
+    if (Tokens[network] === undefined) {
+      Tokens[network] = {};
+    }
+    if (TokensByAddress[network] === undefined) {
+      TokensByAddress[network] = {};
+    }
+
+    if (poolsByTokenAddress[token.address] === undefined) {
+      poolsByTokenAddress[token.address] = [];
+    }
+
+    if (TokensByCDO[token.cdoAddress] === undefined) {
+      TokensByCDO[token.cdoAddress] = [];
+    }
+
+    Tokens[network][token.idleSymbol] = token;
+    TokensByCDO[token.cdoAddress].push(token);
+    TokensByAddress[network][token.idleAddress] = token;
+    TokensByAddress[network][token.address] = token;
+    poolsByTokenAddress[token.address].push(token);
+  }
+
+  return TokensByAddress[network];
+}