@paraswap/dex-lib 3.4.2-balancer-v2-single-swap.0 → 3.4.2

package/src/dex/generic-rfq/generic-rfq.ts

@@ -1,431 +1,431 @@
-import BigNumber from 'bignumber.js';
-import {
-  Token,
-  ExchangePrices,
-  ExchangeTxInfo,
-  PreprocessTransactionOptions,
-  Config,
-  PoolLiquidity,
-  Address,
-  DexExchangeParam,
-} from '../../types';
-import { Network, SwapSide } from '../../constants';
-import { IDexHelper } from '../../dex-helper';
-import { ParaSwapLimitOrders } from '../paraswap-limit-orders/paraswap-limit-orders';
-import { BN_0, BN_1, getBigNumberPow } from '../../bignumber-constants';
-import { ParaSwapLimitOrdersData } from '../paraswap-limit-orders/types';
-import { ONE_ORDER_GASCOST } from '../paraswap-limit-orders/constant';
-import { RateFetcher } from './rate-fetcher';
-import {
-  PriceAndAmountBigNumber,
-  RFQConfig,
-  RFQDirectPayload,
-  RFQParams,
-  SlippageCheckError,
-} from './types';
-import {
-  ContractMethodV6,
-  NumberAsString,
-  OptimalSwapExchange,
-  ParaSwapVersion,
-} from '@paraswap/core';
-import { BI_MAX_UINT256 } from '../../bigint-constants';
-import { SpecialDex } from '../../executor/types';
-import { hexConcat, hexZeroPad, hexlify } from 'ethers/lib/utils';
-import { isETHAddress, uuidToBytes16 } from '../../utils';
-
-export const OVERORDER_BPS = 100;
-export const BPS_MAX_VALUE = 10000n;
-
-export const overOrder = (amount: string, bps: number) =>
-  ((BigInt(amount) * (BPS_MAX_VALUE + BigInt(bps))) / BPS_MAX_VALUE).toString();
-
-export class GenericRFQ extends ParaSwapLimitOrders {
-  readonly isStatePollingDex = true;
-  private rateFetcher: RateFetcher;
-
-  public static dexKeysWithNetwork: { key: string; networks: Network[] }[] = [];
-
-  static builderDexKeysWithNetwork(config: Config): void {
-    Object.keys(config.rfqConfigs).forEach(rfqName =>
-      this.dexKeysWithNetwork.push({
-        key: rfqName,
-        networks: [config.network],
-      }),
-    );
-  }
-
-  constructor(
-    protected network: Network,
-    dexKey: string,
-    protected dexHelper: IDexHelper,
-    private config: RFQConfig,
-  ) {
-    super(network, dexKey, dexHelper);
-    this.rateFetcher = new RateFetcher(dexHelper, config, dexKey, this.logger);
-  }
-
-  async initializePricing(blockNumber: number): Promise<void> {
-    await this.rateFetcher.initialize();
-    if (!this.dexHelper.config.isSlave) {
-      this.rateFetcher.start();
-    }
-    return;
-  }
-
-  getIdentifier(srcToken: Address, destToken: Address) {
-    // Keep only destination token in order to prevent taping into the same market maker liquidity during same swap (double spending)
-    return `${this.dexKey}_${destToken}`.toLowerCase();
-  }
-
-  async getPoolIdentifiers(
-    srcToken: Token,
-    destToken: Token,
-    side: SwapSide,
-    blockNumber: number,
-  ): Promise<string[]> {
-    const _destToken = this.dexHelper.config.wrapETH(destToken);
-    return [this.getIdentifier(srcToken.address, _destToken.address)];
-  }
-
-  calcOutsFromAmounts(
-    amounts: BigNumber[],
-    outMultiplier: BigNumber,
-    amountsWithRates: PriceAndAmountBigNumber[],
-  ): bigint[] {
-    let lastOrderIndex = 0;
-    let lastTotalSrcAmount = BN_0;
-    let lastTotalDestAmount = BN_0;
-    const outputs = new Array<BigNumber>(amounts.length).fill(BN_0);
-    for (const [i, amount] of amounts.entries()) {
-      if (amount.isZero()) {
-        outputs[i] = BN_0;
-      } else {
-        let srcAmountLeft = amount.minus(lastTotalSrcAmount);
-        let destAmountFilled = lastTotalDestAmount;
-        while (lastOrderIndex < amountsWithRates.length) {
-          const [price, amount] = amountsWithRates[lastOrderIndex];
-          if (srcAmountLeft.gt(amount)) {
-            const destAmount = amount.multipliedBy(price);
-
-            srcAmountLeft = srcAmountLeft.minus(amount);
-            destAmountFilled = destAmountFilled.plus(destAmount);
-
-            lastTotalSrcAmount = lastTotalSrcAmount.plus(amount);
-            lastTotalDestAmount = lastTotalDestAmount.plus(destAmount);
-            lastOrderIndex++;
-          } else {
-            destAmountFilled = destAmountFilled.plus(
-              srcAmountLeft.multipliedBy(price),
-            );
-            srcAmountLeft = BN_0;
-            break;
-          }
-        }
-        if (srcAmountLeft.isZero()) {
-          outputs[i] = destAmountFilled;
-        } else {
-          // If current amount was unfillable, then bigger amounts are unfillable as well
-          break;
-        }
-      }
-    }
-
-    return outputs.map(o => BigInt(o.multipliedBy(outMultiplier).toFixed(0)));
-  }
-
-  async getPricesVolume(
-    srcToken: Token,
-    destToken: Token,
-    amounts: bigint[],
-    side: SwapSide,
-    blockNumber: number,
-    limitPools?: string[],
-  ): Promise<ExchangePrices<ParaSwapLimitOrdersData> | null> {
-    const _srcToken = this.dexHelper.config.wrapETH(srcToken);
-    const _destToken = this.dexHelper.config.wrapETH(destToken);
-
-    _srcToken.address = _srcToken.address.toLowerCase();
-    _destToken.address = _destToken.address.toLowerCase();
-    if (_srcToken.address === _destToken.address) return null;
-
-    const expectedIdentifier = this.getIdentifier(
-      _srcToken.address,
-      _destToken.address,
-    );
-
-    if (!limitPools?.includes(expectedIdentifier)) {
-      return null;
-    }
-
-    const rates = await this.rateFetcher.getOrderPrice(
-      _srcToken,
-      _destToken,
-      side,
-    );
-    if (!rates) {
-      return null;
-    }
-
-    const inDecimals =
-      side === SwapSide.SELL ? _srcToken.decimals : _destToken.decimals;
-    const outDecimals =
-      side === SwapSide.SELL ? _destToken.decimals : _srcToken.decimals;
-
-    const _amountsInBN = amounts.map(a =>
-      new BigNumber(a.toString()).dividedBy(getBigNumberPow(inDecimals)),
-    );
-
-    const unitVolume = BN_1;
-
-    const unitResults = this.calcOutsFromAmounts(
-      [unitVolume],
-      getBigNumberPow(outDecimals),
-      rates,
-    );
-
-    const unit = unitResults[0];
-    const outputs = this.calcOutsFromAmounts(
-      _amountsInBN,
-      getBigNumberPow(outDecimals),
-      rates,
-    );
-    return [
-      {
-        gasCost: Number(ONE_ORDER_GASCOST),
-        exchange: this.dexKey,
-        poolIdentifier: expectedIdentifier,
-        prices: outputs,
-        unit,
-        data: {
-          orderInfos: null,
-        },
-      },
-    ];
-  }
-
-  static getDirectFunctionNameV6(): string[] {
-    return [ContractMethodV6.swapOnAugustusRFQTryBatchFill];
-  }
-
-  getDirectParamV6(
-    srcToken: Address,
-    destToken: Address,
-    fromAmount: NumberAsString,
-    toAmount: NumberAsString,
-    quotedAmount: NumberAsString,
-    data: ParaSwapLimitOrdersData,
-    side: SwapSide,
-    permit: string,
-    uuid: string,
-    partnerAndFee: string,
-    beneficiary: string,
-    blockNumber: number,
-    contractMethod?: string,
-  ) {
-    if (!contractMethod) throw new Error(`contractMethod need to be passed`);
-    if (!GenericRFQ.getDirectFunctionNameV6().includes(contractMethod!)) {
-      throw new Error(`Invalid contract method ${contractMethod}`);
-    }
-    if (data.orderInfos === null) {
-      throw new Error(
-        `Error_${this.dexKey}_getDirectParamV6 payload is not received. It may be because of` +
-          `not calling preProcessTransaction before`,
-      );
-    }
-
-    // 2 if dest is ETH, 1 if src is ETH, 0 if none
-    const wrap = isETHAddress(destToken) ? 2 : isETHAddress(srcToken) ? 1 : 0;
-
-    // 1 if need approve, 0 if not
-    const approve = data.isApproved ? 0 : 1;
-
-    // 0 for SELL, 1 for BUY
-    const direction = side === SwapSide.SELL ? 0 : 1;
-
-    const wrapApproveDirection = (direction << 3) | (approve << 2) | wrap;
-
-    const metadata = hexConcat([
-      hexZeroPad(uuidToBytes16(uuid), 16),
-      hexZeroPad(hexlify(blockNumber), 16),
-    ]);
-
-    const params: RFQParams = [
-      fromAmount,
-      toAmount,
-      wrapApproveDirection.toString(),
-      metadata,
-      beneficiary,
-    ];
-
-    const payload: RFQDirectPayload = [params, data.orderInfos, permit];
-
-    const encoder = (...params: (string | RFQDirectPayload)[]) => {
-      return this.augustusV6Interface.encodeFunctionData(
-        ContractMethodV6.swapOnAugustusRFQTryBatchFill,
-        [...params],
-      );
-    };
-
-    return { params: payload, encoder, networkFee: '0' };
-  }
-
-  getDexParam(
-    srcToken: Address,
-    destToken: Address,
-    srcAmount: NumberAsString,
-    destAmount: NumberAsString,
-    recipient: Address,
-    data: ParaSwapLimitOrdersData,
-    side: SwapSide,
-  ): DexExchangeParam {
-    const { orderInfos } = data;
-
-    if (orderInfos === null) {
-      throw new Error(
-        `Error_${this.dexKey}_getDexParam payload is not received. It may be because of` +
-          `not calling preProcessTransaction before`,
-      );
-    }
-
-    const isSell = side === SwapSide.SELL;
-
-    const specialDexExchangeData = this.rfqIface.encodeFunctionData(
-      isSell ? 'tryBatchFillOrderTakerAmount' : 'tryBatchFillOrderMakerAmount',
-      [orderInfos, isSell ? srcAmount : destAmount, recipient],
-    );
-
-    return {
-      needWrapNative: this.needWrapNative,
-      dexFuncHasRecipient: true,
-      exchangeData: specialDexExchangeData,
-      specialDexFlag: SpecialDex.SWAP_ON_AUGUSTUS_RFQ,
-      targetExchange: this.augustusRFQAddress,
-      specialDexSupportsInsertFromAmount: true,
-      returnAmountPos: undefined,
-    };
-  }
-
-  async preProcessTransaction?(
-    optimalSwapExchange: OptimalSwapExchange<ParaSwapLimitOrdersData>,
-    srcToken: Token,
-    destToken: Token,
-    side: SwapSide,
-    options: PreprocessTransactionOptions,
-  ): Promise<[OptimalSwapExchange<ParaSwapLimitOrdersData>, ExchangeTxInfo]> {
-    const isSell = side === SwapSide.SELL;
-
-    const order = await this.rateFetcher.getFirmRate(
-      srcToken,
-      destToken,
-      isSell
-        ? overOrder(optimalSwapExchange.srcAmount, OVERORDER_BPS)
-        : overOrder(optimalSwapExchange.destAmount, 1),
-      side,
-      options.executionContractAddress,
-      options.txOrigin,
-      options.partner,
-      options.special,
-    );
-
-    const expiryAsBigInt = BigInt(order.order.expiry);
-    const minDeadline = expiryAsBigInt > 0 ? expiryAsBigInt : BI_MAX_UINT256;
-
-    const makerAssetAmount = BigInt(order.order.makerAmount);
-    const takerAssetAmount = BigInt(order.order.takerAmount);
-
-    const srcAmount = BigInt(optimalSwapExchange.srcAmount);
-    const destAmount = BigInt(optimalSwapExchange.destAmount);
-
-    const slippageFactor = options.slippageFactor;
-
-    if (side === SwapSide.SELL) {
-      const makerAssetAmountFilled =
-        takerAssetAmount > srcAmount
-          ? (makerAssetAmount * srcAmount) / takerAssetAmount
-          : makerAssetAmount;
-
-      if (
-        makerAssetAmountFilled <
-        BigInt(
-          new BigNumber(destAmount.toString()).times(slippageFactor).toFixed(0),
-        )
-      ) {
-        const message = `${this.dexKey}: too much slippage on quote ${side} makerAssetAmountFilled ${makerAssetAmountFilled} / destAmount ${destAmount} < ${slippageFactor}`;
-        this.logger.warn(message);
-        throw new SlippageCheckError(message);
-      }
-    } else {
-      if (makerAssetAmount < destAmount) {
-        // Won't receive enough assets
-        const message = `${this.dexKey}: too much slippage on quote ${side}  makerAssetAmount ${makerAssetAmount} < destAmount ${destAmount}`;
-        this.logger.warn(message);
-        throw new SlippageCheckError(message);
-      } else {
-        if (
-          takerAssetAmount >
-          BigInt(slippageFactor.times(srcAmount.toString()).toFixed(0))
-        ) {
-          const message = `${
-            this.dexKey
-          }: too much slippage on quote ${side} takerAssetAmount ${takerAssetAmount} / srcAmount ${srcAmount} > ${slippageFactor.toFixed()}`;
-          this.logger.warn(message);
-          throw new SlippageCheckError(message);
-        }
-      }
-    }
-
-    let isApproved = false;
-
-    // isApproved is only used in direct method and available only for v6, then no need to check approve for v5
-    // because it's either done in getSimpleParam or approve call in the adapter smart contract
-    if (options.version === ParaSwapVersion.V6 && options.isDirectMethod) {
-      isApproved = await this.dexHelper.augustusApprovals.hasApproval(
-        options.executionContractAddress,
-        // ETH always need to be wrapped for RFQ
-        this.dexHelper.config.wrapETH(srcToken).address,
-        this.augustusRFQAddress,
-      );
-    }
-
-    return [
-      { ...optimalSwapExchange, data: { orderInfos: [order], isApproved } },
-      { deadline: minDeadline },
-    ];
-  }
-
-  async getTopPoolsForToken(
-    tokenAddress: string,
-    limit: number,
-  ): Promise<PoolLiquidity[]> {
-    const pairs = this.rateFetcher.getPairsLiquidity(
-      tokenAddress.toLowerCase(),
-    );
-
-    return pairs.map(pair => ({
-      exchange: this.dexKey,
-      address: this.config.maker,
-      connectorTokens: pair.connectorTokens,
-      liquidityUSD: pair.liquidityUSD,
-    }));
-  }
-
-  async isBlacklisted(userAddress: string): Promise<boolean> {
-    return this.rateFetcher.isBlackListed(userAddress);
-  }
-
-  async setBlacklist(userAddress: string): Promise<boolean> {
-    await this.dexHelper.cache.hset(
-      this.rateFetcher.blackListCacheKey,
-      userAddress.toLowerCase(),
-      'true',
-    );
-    return true;
-  }
-
-  releaseResources(): void {
-    if (this.rateFetcher) {
-      this.rateFetcher.stop();
-    }
-  }
-}
+import BigNumber from 'bignumber.js';
+import {
+  Token,
+  ExchangePrices,
+  ExchangeTxInfo,
+  PreprocessTransactionOptions,
+  Config,
+  PoolLiquidity,
+  Address,
+  DexExchangeParam,
+} from '../../types';
+import { Network, SwapSide } from '../../constants';
+import { IDexHelper } from '../../dex-helper';
+import { ParaSwapLimitOrders } from '../paraswap-limit-orders/paraswap-limit-orders';
+import { BN_0, BN_1, getBigNumberPow } from '../../bignumber-constants';
+import { ParaSwapLimitOrdersData } from '../paraswap-limit-orders/types';
+import { ONE_ORDER_GASCOST } from '../paraswap-limit-orders/constant';
+import { RateFetcher } from './rate-fetcher';
+import {
+  PriceAndAmountBigNumber,
+  RFQConfig,
+  RFQDirectPayload,
+  RFQParams,
+  SlippageCheckError,
+} from './types';
+import {
+  ContractMethodV6,
+  NumberAsString,
+  OptimalSwapExchange,
+  ParaSwapVersion,
+} from '@paraswap/core';
+import { BI_MAX_UINT256 } from '../../bigint-constants';
+import { SpecialDex } from '../../executor/types';
+import { hexConcat, hexZeroPad, hexlify } from 'ethers/lib/utils';
+import { isETHAddress, uuidToBytes16 } from '../../utils';
+
+export const OVERORDER_BPS = 100;
+export const BPS_MAX_VALUE = 10000n;
+
+export const overOrder = (amount: string, bps: number) =>
+  ((BigInt(amount) * (BPS_MAX_VALUE + BigInt(bps))) / BPS_MAX_VALUE).toString();
+
+export class GenericRFQ extends ParaSwapLimitOrders {
+  readonly isStatePollingDex = true;
+  private rateFetcher: RateFetcher;
+
+  public static dexKeysWithNetwork: { key: string; networks: Network[] }[] = [];
+
+  static builderDexKeysWithNetwork(config: Config): void {
+    Object.keys(config.rfqConfigs).forEach(rfqName =>
+      this.dexKeysWithNetwork.push({
+        key: rfqName,
+        networks: [config.network],
+      }),
+    );
+  }
+
+  constructor(
+    protected network: Network,
+    dexKey: string,
+    protected dexHelper: IDexHelper,
+    private config: RFQConfig,
+  ) {
+    super(network, dexKey, dexHelper);
+    this.rateFetcher = new RateFetcher(dexHelper, config, dexKey, this.logger);
+  }
+
+  async initializePricing(blockNumber: number): Promise<void> {
+    await this.rateFetcher.initialize();
+    if (!this.dexHelper.config.isSlave) {
+      this.rateFetcher.start();
+    }
+    return;
+  }
+
+  getIdentifier(srcToken: Address, destToken: Address) {
+    // Keep only destination token in order to prevent taping into the same market maker liquidity during same swap (double spending)
+    return `${this.dexKey}_${destToken}`.toLowerCase();
+  }
+
+  async getPoolIdentifiers(
+    srcToken: Token,
+    destToken: Token,
+    side: SwapSide,
+    blockNumber: number,
+  ): Promise<string[]> {
+    const _destToken = this.dexHelper.config.wrapETH(destToken);
+    return [this.getIdentifier(srcToken.address, _destToken.address)];
+  }
+
+  calcOutsFromAmounts(
+    amounts: BigNumber[],
+    outMultiplier: BigNumber,
+    amountsWithRates: PriceAndAmountBigNumber[],
+  ): bigint[] {
+    let lastOrderIndex = 0;
+    let lastTotalSrcAmount = BN_0;
+    let lastTotalDestAmount = BN_0;
+    const outputs = new Array<BigNumber>(amounts.length).fill(BN_0);
+    for (const [i, amount] of amounts.entries()) {
+      if (amount.isZero()) {
+        outputs[i] = BN_0;
+      } else {
+        let srcAmountLeft = amount.minus(lastTotalSrcAmount);
+        let destAmountFilled = lastTotalDestAmount;
+        while (lastOrderIndex < amountsWithRates.length) {
+          const [price, amount] = amountsWithRates[lastOrderIndex];
+          if (srcAmountLeft.gt(amount)) {
+            const destAmount = amount.multipliedBy(price);
+
+            srcAmountLeft = srcAmountLeft.minus(amount);
+            destAmountFilled = destAmountFilled.plus(destAmount);
+
+            lastTotalSrcAmount = lastTotalSrcAmount.plus(amount);
+            lastTotalDestAmount = lastTotalDestAmount.plus(destAmount);
+            lastOrderIndex++;
+          } else {
+            destAmountFilled = destAmountFilled.plus(
+              srcAmountLeft.multipliedBy(price),
+            );
+            srcAmountLeft = BN_0;
+            break;
+          }
+        }
+        if (srcAmountLeft.isZero()) {
+          outputs[i] = destAmountFilled;
+        } else {
+          // If current amount was unfillable, then bigger amounts are unfillable as well
+          break;
+        }
+      }
+    }
+
+    return outputs.map(o => BigInt(o.multipliedBy(outMultiplier).toFixed(0)));
+  }
+
+  async getPricesVolume(
+    srcToken: Token,
+    destToken: Token,
+    amounts: bigint[],
+    side: SwapSide,
+    blockNumber: number,
+    limitPools?: string[],
+  ): Promise<ExchangePrices<ParaSwapLimitOrdersData> | null> {
+    const _srcToken = this.dexHelper.config.wrapETH(srcToken);
+    const _destToken = this.dexHelper.config.wrapETH(destToken);
+
+    _srcToken.address = _srcToken.address.toLowerCase();
+    _destToken.address = _destToken.address.toLowerCase();
+    if (_srcToken.address === _destToken.address) return null;
+
+    const expectedIdentifier = this.getIdentifier(
+      _srcToken.address,
+      _destToken.address,
+    );
+
+    if (!limitPools?.includes(expectedIdentifier)) {
+      return null;
+    }
+
+    const rates = await this.rateFetcher.getOrderPrice(
+      _srcToken,
+      _destToken,
+      side,
+    );
+    if (!rates) {
+      return null;
+    }
+
+    const inDecimals =
+      side === SwapSide.SELL ? _srcToken.decimals : _destToken.decimals;
+    const outDecimals =
+      side === SwapSide.SELL ? _destToken.decimals : _srcToken.decimals;
+
+    const _amountsInBN = amounts.map(a =>
+      new BigNumber(a.toString()).dividedBy(getBigNumberPow(inDecimals)),
+    );
+
+    const unitVolume = BN_1;
+
+    const unitResults = this.calcOutsFromAmounts(
+      [unitVolume],
+      getBigNumberPow(outDecimals),
+      rates,
+    );
+
+    const unit = unitResults[0];
+    const outputs = this.calcOutsFromAmounts(
+      _amountsInBN,
+      getBigNumberPow(outDecimals),
+      rates,
+    );
+    return [
+      {
+        gasCost: Number(ONE_ORDER_GASCOST),
+        exchange: this.dexKey,
+        poolIdentifier: expectedIdentifier,
+        prices: outputs,
+        unit,
+        data: {
+          orderInfos: null,
+        },
+      },
+    ];
+  }
+
+  static getDirectFunctionNameV6(): string[] {
+    return [ContractMethodV6.swapOnAugustusRFQTryBatchFill];
+  }
+
+  getDirectParamV6(
+    srcToken: Address,
+    destToken: Address,
+    fromAmount: NumberAsString,
+    toAmount: NumberAsString,
+    quotedAmount: NumberAsString,
+    data: ParaSwapLimitOrdersData,
+    side: SwapSide,
+    permit: string,
+    uuid: string,
+    partnerAndFee: string,
+    beneficiary: string,
+    blockNumber: number,
+    contractMethod?: string,
+  ) {
+    if (!contractMethod) throw new Error(`contractMethod need to be passed`);
+    if (!GenericRFQ.getDirectFunctionNameV6().includes(contractMethod!)) {
+      throw new Error(`Invalid contract method ${contractMethod}`);
+    }
+    if (data.orderInfos === null) {
+      throw new Error(
+        `Error_${this.dexKey}_getDirectParamV6 payload is not received. It may be because of` +
+          `not calling preProcessTransaction before`,
+      );
+    }
+
+    // 2 if dest is ETH, 1 if src is ETH, 0 if none
+    const wrap = isETHAddress(destToken) ? 2 : isETHAddress(srcToken) ? 1 : 0;
+
+    // 1 if need approve, 0 if not
+    const approve = data.isApproved ? 0 : 1;
+
+    // 0 for SELL, 1 for BUY
+    const direction = side === SwapSide.SELL ? 0 : 1;
+
+    const wrapApproveDirection = (direction << 3) | (approve << 2) | wrap;
+
+    const metadata = hexConcat([
+      hexZeroPad(uuidToBytes16(uuid), 16),
+      hexZeroPad(hexlify(blockNumber), 16),
+    ]);
+
+    const params: RFQParams = [
+      fromAmount,
+      toAmount,
+      wrapApproveDirection.toString(),
+      metadata,
+      beneficiary,
+    ];
+
+    const payload: RFQDirectPayload = [params, data.orderInfos, permit];
+
+    const encoder = (...params: (string | RFQDirectPayload)[]) => {
+      return this.augustusV6Interface.encodeFunctionData(
+        ContractMethodV6.swapOnAugustusRFQTryBatchFill,
+        [...params],
+      );
+    };
+
+    return { params: payload, encoder, networkFee: '0' };
+  }
+
+  getDexParam(
+    srcToken: Address,
+    destToken: Address,
+    srcAmount: NumberAsString,
+    destAmount: NumberAsString,
+    recipient: Address,
+    data: ParaSwapLimitOrdersData,
+    side: SwapSide,
+  ): DexExchangeParam {
+    const { orderInfos } = data;
+
+    if (orderInfos === null) {
+      throw new Error(
+        `Error_${this.dexKey}_getDexParam payload is not received. It may be because of` +
+          `not calling preProcessTransaction before`,
+      );
+    }
+
+    const isSell = side === SwapSide.SELL;
+
+    const specialDexExchangeData = this.rfqIface.encodeFunctionData(
+      isSell ? 'tryBatchFillOrderTakerAmount' : 'tryBatchFillOrderMakerAmount',
+      [orderInfos, isSell ? srcAmount : destAmount, recipient],
+    );
+
+    return {
+      needWrapNative: this.needWrapNative,
+      dexFuncHasRecipient: true,
+      exchangeData: specialDexExchangeData,
+      specialDexFlag: SpecialDex.SWAP_ON_AUGUSTUS_RFQ,
+      targetExchange: this.augustusRFQAddress,
+      specialDexSupportsInsertFromAmount: true,
+      returnAmountPos: undefined,
+    };
+  }
+
+  async preProcessTransaction?(
+    optimalSwapExchange: OptimalSwapExchange<ParaSwapLimitOrdersData>,
+    srcToken: Token,
+    destToken: Token,
+    side: SwapSide,
+    options: PreprocessTransactionOptions,
+  ): Promise<[OptimalSwapExchange<ParaSwapLimitOrdersData>, ExchangeTxInfo]> {
+    const isSell = side === SwapSide.SELL;
+
+    const order = await this.rateFetcher.getFirmRate(
+      srcToken,
+      destToken,
+      isSell
+        ? overOrder(optimalSwapExchange.srcAmount, OVERORDER_BPS)
+        : overOrder(optimalSwapExchange.destAmount, 1),
+      side,
+      options.executionContractAddress,
+      options.txOrigin,
+      options.partner,
+      options.special,
+    );
+
+    const expiryAsBigInt = BigInt(order.order.expiry);
+    const minDeadline = expiryAsBigInt > 0 ? expiryAsBigInt : BI_MAX_UINT256;
+
+    const makerAssetAmount = BigInt(order.order.makerAmount);
+    const takerAssetAmount = BigInt(order.order.takerAmount);
+
+    const srcAmount = BigInt(optimalSwapExchange.srcAmount);
+    const destAmount = BigInt(optimalSwapExchange.destAmount);
+
+    const slippageFactor = options.slippageFactor;
+
+    if (side === SwapSide.SELL) {
+      const makerAssetAmountFilled =
+        takerAssetAmount > srcAmount
+          ? (makerAssetAmount * srcAmount) / takerAssetAmount
+          : makerAssetAmount;
+
+      if (
+        makerAssetAmountFilled <
+        BigInt(
+          new BigNumber(destAmount.toString()).times(slippageFactor).toFixed(0),
+        )
+      ) {
+        const message = `${this.dexKey}: too much slippage on quote ${side} makerAssetAmountFilled ${makerAssetAmountFilled} / destAmount ${destAmount} < ${slippageFactor}`;
+        this.logger.warn(message);
+        throw new SlippageCheckError(message);
+      }
+    } else {
+      if (makerAssetAmount < destAmount) {
+        // Won't receive enough assets
+        const message = `${this.dexKey}: too much slippage on quote ${side}  makerAssetAmount ${makerAssetAmount} < destAmount ${destAmount}`;
+        this.logger.warn(message);
+        throw new SlippageCheckError(message);
+      } else {
+        if (
+          takerAssetAmount >
+          BigInt(slippageFactor.times(srcAmount.toString()).toFixed(0))
+        ) {
+          const message = `${
+            this.dexKey
+          }: too much slippage on quote ${side} takerAssetAmount ${takerAssetAmount} / srcAmount ${srcAmount} > ${slippageFactor.toFixed()}`;
+          this.logger.warn(message);
+          throw new SlippageCheckError(message);
+        }
+      }
+    }
+
+    let isApproved = false;
+
+    // isApproved is only used in direct method and available only for v6, then no need to check approve for v5
+    // because it's either done in getSimpleParam or approve call in the adapter smart contract
+    if (options.version === ParaSwapVersion.V6 && options.isDirectMethod) {
+      isApproved = await this.dexHelper.augustusApprovals.hasApproval(
+        options.executionContractAddress,
+        // ETH always need to be wrapped for RFQ
+        this.dexHelper.config.wrapETH(srcToken).address,
+        this.augustusRFQAddress,
+      );
+    }
+
+    return [
+      { ...optimalSwapExchange, data: { orderInfos: [order], isApproved } },
+      { deadline: minDeadline },
+    ];
+  }
+
+  async getTopPoolsForToken(
+    tokenAddress: string,
+    limit: number,
+  ): Promise<PoolLiquidity[]> {
+    const pairs = this.rateFetcher.getPairsLiquidity(
+      tokenAddress.toLowerCase(),
+    );
+
+    return pairs.map(pair => ({
+      exchange: this.dexKey,
+      address: this.config.maker,
+      connectorTokens: pair.connectorTokens,
+      liquidityUSD: pair.liquidityUSD,
+    }));
+  }
+
+  async isBlacklisted(userAddress: string): Promise<boolean> {
+    return this.rateFetcher.isBlackListed(userAddress);
+  }
+
+  async setBlacklist(userAddress: string): Promise<boolean> {
+    await this.dexHelper.cache.hset(
+      this.rateFetcher.blackListCacheKey,
+      userAddress.toLowerCase(),
+      'true',
+    );
+    return true;
+  }
+
+  releaseResources(): void {
+    if (this.rateFetcher) {
+      this.rateFetcher.stop();
+    }
+  }
+}