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

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (110) hide show
  1. package/README.md +377 -377
  2. package/build/config.js +9 -5
  3. package/build/config.js.map +1 -1
  4. package/build/dex/algebra/algebra.js +25 -25
  5. package/build/dex/balancer-v1/balancer-v1.js +34 -34
  6. package/build/dex/balancer-v2/balancer-v2.d.ts +1 -1
  7. package/build/dex/balancer-v2/balancer-v2.js +65 -78
  8. package/build/dex/balancer-v2/balancer-v2.js.map +1 -1
  9. package/build/dex/camelot/camelot.js +27 -27
  10. package/build/dex/kyberdmm/kyberdmm.js +27 -27
  11. package/build/dex/pancakeswap-v3/pancakeswap-v3.js +25 -25
  12. package/build/dex/solidly/solidly.js +27 -27
  13. package/build/dex/solidly-v3/solidly-v3.js +25 -25
  14. package/build/dex/swaap-v2/config.js +15 -0
  15. package/build/dex/swaap-v2/config.js.map +1 -1
  16. package/build/dex/uniswap-v2/uniswap-v2.js +26 -26
  17. package/build/dex/uniswap-v3/uniswap-v3.js +25 -25
  18. package/funding.json +5 -5
  19. package/package.json +1 -1
  20. package/src/config.ts +500 -496
  21. package/src/constants.ts +67 -67
  22. package/src/dex/aave-v2/aave-v2.ts +409 -409
  23. package/src/dex/aave-v3/aave-v3.ts +320 -320
  24. package/src/dex/algebra/algebra.ts +1180 -1180
  25. package/src/dex/angle-staked-stable/angle-staked-stable.ts +347 -347
  26. package/src/dex/augustus-rfq.ts +180 -180
  27. package/src/dex/bProtocol/bProtocol.ts +108 -108
  28. package/src/dex/balancer-v1/balancer-v1.ts +572 -572
  29. package/src/dex/balancer-v2/balancer-v2-e2e.test.ts +1699 -1699
  30. package/src/dex/balancer-v2/balancer-v2.ts +1669 -1701
  31. package/src/dex/bancor/bancor.ts +128 -128
  32. package/src/dex/camelot/camelot.ts +873 -873
  33. package/src/dex/compound/compound.ts +107 -107
  34. package/src/dex/curve-v1/config.ts +1179 -1179
  35. package/src/dex/curve-v1/curve-v1-e2e.test.ts +507 -507
  36. package/src/dex/curve-v1/curve-v1.ts +1315 -1315
  37. package/src/dex/curve-v1-factory/config.ts +1018 -1018
  38. package/src/dex/curve-v1-factory/curve-v1-factory.ts +1288 -1288
  39. package/src/dex/curve-v2/curve-v2.ts +440 -440
  40. package/src/dex/dexalot/dexalot.ts +1100 -1100
  41. package/src/dex/dodo-v1/dodo-v1.ts +132 -132
  42. package/src/dex/dodo-v2.ts +266 -266
  43. package/src/dex/etherfi.ts +239 -239
  44. package/src/dex/generic-rfq/generic-rfq.ts +431 -431
  45. package/src/dex/gmx/gmx.ts +321 -321
  46. package/src/dex/hashflow/hashflow.ts +1135 -1135
  47. package/src/dex/idex.ts +254 -254
  48. package/src/dex/index.ts +357 -357
  49. package/src/dex/jarvis-v6/jarvis-v6.ts +509 -509
  50. package/src/dex/jarvis.ts +262 -262
  51. package/src/dex/kyberdmm/kyberdmm.ts +649 -649
  52. package/src/dex/lido/lido.ts +110 -110
  53. package/src/dex/maker-psm/maker-psm.ts +592 -592
  54. package/src/dex/maverick-v1/maverick-v1.ts +537 -537
  55. package/src/dex/nerve/config.ts +635 -635
  56. package/src/dex/nerve/nerve-e2e.test.ts +731 -731
  57. package/src/dex/nerve/nerve-events.test.ts +911 -911
  58. package/src/dex/nerve/nerve.ts +467 -467
  59. package/src/dex/onebit/onebit.ts +113 -113
  60. package/src/dex/pancakeswap-v3/pancakeswap-v3.ts +1150 -1150
  61. package/src/dex/paraswap-limit-orders/config.ts +60 -60
  62. package/src/dex/paraswap-limit-orders/paraswap-limit-orders-e2e.test.ts +137 -137
  63. package/src/dex/paraswap-limit-orders/paraswap-limit-orders-integration.test.ts +328 -328
  64. package/src/dex/paraswap-limit-orders/paraswap-limit-orders.ts +631 -631
  65. package/src/dex/polygon-migrator/polygon-migrator.ts +194 -194
  66. package/src/dex/quick-perps/quick-perps.ts +337 -337
  67. package/src/dex/quickswap/config.ts +16 -16
  68. package/src/dex/quickswap/quickswap-e2e.test.ts +384 -384
  69. package/src/dex/smoothy/smoothy.ts +110 -110
  70. package/src/dex/solidly/config.ts +225 -225
  71. package/src/dex/solidly/solidly-e2e.test.ts +1421 -1421
  72. package/src/dex/solidly/solidly-integration.test.ts +1753 -1753
  73. package/src/dex/solidly/solidly.ts +687 -687
  74. package/src/dex/solidly-v3/solidly-v3.ts +968 -968
  75. package/src/dex/spark/spark.ts +284 -284
  76. package/src/dex/stable-pool/stable-pool.ts +129 -129
  77. package/src/dex/swaap-v2/config.ts +15 -0
  78. package/src/dex/swaap-v2/swaap-v2-e2e.test.ts +233 -17
  79. package/src/dex/swaap-v2/swaap-v2-integration.test.ts +1 -1
  80. package/src/dex/swaap-v2/swaap-v2.ts +1056 -1056
  81. package/src/dex/swell/swell.ts +312 -312
  82. package/src/dex/synthetix/synthetix.ts +420 -420
  83. package/src/dex/trader-joe-v2.1/trader-joe-v2.1.ts +180 -180
  84. package/src/dex/uniswap-v2/config.ts +637 -637
  85. package/src/dex/uniswap-v2/constants.ts +58 -58
  86. package/src/dex/uniswap-v2/uniswap-v2-e2e-avalanche.test.ts +1257 -1257
  87. package/src/dex/uniswap-v2/uniswap-v2-e2e-base.test.ts +42 -42
  88. package/src/dex/uniswap-v2/uniswap-v2-e2e-bsc.test.ts +1295 -1295
  89. package/src/dex/uniswap-v2/uniswap-v2-e2e-mainnet.test.ts +1834 -1834
  90. package/src/dex/uniswap-v2/uniswap-v2-e2e-polygon.test.ts +871 -871
  91. package/src/dex/uniswap-v2/uniswap-v2.ts +1117 -1117
  92. package/src/dex/uniswap-v3/uniswap-v3.ts +1501 -1501
  93. package/src/dex/uniswap-v3.ts +242 -242
  94. package/src/dex/weth/config.ts +73 -73
  95. package/src/dex/weth/weth.ts +230 -230
  96. package/src/dex/wombat/wombat.ts +467 -467
  97. package/src/dex/woo-fi-v2/woo-fi-v2.ts +529 -529
  98. package/src/dex/wsteth/wsteth.ts +304 -304
  99. package/src/dex/zerox/index.ts +328 -328
  100. package/src/executor/Executor01BytecodeBuilder.ts +474 -474
  101. package/src/executor/Executor02BytecodeBuilder.ts +1392 -1392
  102. package/src/executor/ExecutorBytecodeBuilder.ts +390 -390
  103. package/src/executor/ExecutorDetector.ts +131 -131
  104. package/src/executor/constants.ts +66 -66
  105. package/src/executor/executor01-bytecode-builder-e2e.test.ts +1478 -1478
  106. package/src/executor/utils.ts +62 -62
  107. package/src/router/simpleswap.ts +366 -366
  108. package/src/types.ts +342 -342
  109. package/tests/constants-e2e.ts +1632 -1622
  110. package/tests/generate-new-limit-order.ts +107 -107
@@ -1,509 +1,509 @@
1
- import {
2
- Token,
3
- Address,
4
- ExchangePrices,
5
- AdapterExchangeParam,
6
- SimpleExchangeParam,
7
- PoolLiquidity,
8
- Logger,
9
- PoolPrices,
10
- NumberAsString,
11
- DexExchangeParam,
12
- } from '../../types';
13
- import { SwapSide, Network } from '../../constants';
14
- import { getDexKeysWithNetwork, getBigIntPow } from '../../utils';
15
- import { IDex } from '../../dex/idex';
16
- import { IDexHelper } from '../../dex-helper/idex-helper';
17
- import {
18
- JarvisSwapFunctions,
19
- JarvisV6Data,
20
- JarvisV6Params,
21
- JarvisV6SystemMaxVars,
22
- PoolConfig,
23
- PoolState,
24
- } from './types';
25
- import JarvisV6PoolABI from '../../abi/jarvis/jarvis-v6-pool.json';
26
- import { SimpleExchange } from '../simple-exchange';
27
- import { JarvisV6Config, Adapters } from './config';
28
- import { JarvisV6EventPool } from './jarvis-v6-events';
29
- import {
30
- getJarvisPoolFromTokens,
31
- getJarvisSwapFunction,
32
- getOnChainState,
33
- THIRTY_MINUTES,
34
- convertToNewDecimals,
35
- } from './utils';
36
- import { Interface } from '@ethersproject/abi';
37
- import { BI_POWS } from '../../bigint-constants';
38
- import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
39
- import { Contract } from 'web3-eth-contract';
40
- import SynthereumPriceFeedABI from '../../abi/jarvis/SynthereumPriceFeed.json';
41
-
42
- const POOL_CACHE_REFRESH_INTERVAL = 60 * 5; // 5 minutes
43
-
44
- export class JarvisV6
45
- extends SimpleExchange
46
- implements IDex<JarvisV6Data, JarvisV6Params>
47
- {
48
- protected eventPools: { [poolAddress: string]: JarvisV6EventPool };
49
-
50
- // opt out of pool allocation as dex allows for constant price swaps
51
- readonly hasConstantPriceLargeAmounts = true;
52
- readonly isFeeOnTransferSupported = false;
53
-
54
- public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
55
- getDexKeysWithNetwork(JarvisV6Config);
56
-
57
- protected poolInterface: Interface = new Interface(JarvisV6PoolABI);
58
- protected priceFeedContract: Contract;
59
-
60
- logger: Logger;
61
- constructor(
62
- protected network: Network,
63
- dexKey: string,
64
- protected dexHelper: IDexHelper,
65
- protected adapters = Adapters[network],
66
- protected poolConfigs: PoolConfig[] = JarvisV6Config[dexKey][network].pools,
67
- protected priceFeedAddress: Address = JarvisV6Config[dexKey][network]
68
- .priceFeedAddress,
69
- ) {
70
- super(dexHelper, dexKey);
71
- this.logger = dexHelper.getLogger(dexKey);
72
- this.eventPools = {};
73
-
74
- this.priceFeedContract = new dexHelper.web3Provider.eth.Contract(
75
- SynthereumPriceFeedABI as any,
76
- priceFeedAddress,
77
- );
78
-
79
- poolConfigs.forEach(
80
- pool =>
81
- (this.eventPools[pool.address.toLowerCase()] = new JarvisV6EventPool(
82
- dexKey,
83
- network,
84
- dexHelper,
85
- this.logger,
86
- pool,
87
- this.priceFeedAddress,
88
- this.poolInterface,
89
- this.priceFeedContract,
90
- )),
91
- );
92
- }
93
-
94
- // Initialize pricing is called once in the start of
95
- // pricing service. It is intended to setup the integration
96
- // for pricing requests. It is optional for a DEX to
97
- // implement this function
98
- async initializePricing(blockNumber: number) {
99
- const poolStates = await getOnChainState(
100
- this.dexHelper,
101
- this.poolConfigs,
102
- blockNumber,
103
- {
104
- poolInterface: this.poolInterface,
105
- priceFeedContract: this.priceFeedContract,
106
- },
107
- );
108
-
109
- await Promise.all(
110
- this.poolConfigs.map(async (pool, index) => {
111
- const eventPool = this.eventPools[pool.address.toLowerCase()];
112
- await eventPool.initialize(blockNumber, {
113
- state: poolStates[index],
114
- });
115
- }),
116
- );
117
- }
118
-
119
- // Returns the list of contract adapters (name and index)
120
- // for a buy/sell. Return null if there are no adapters.
121
- getAdapters(side: SwapSide): { name: string; index: number }[] | null {
122
- return this.adapters[side];
123
- }
124
-
125
- getEventPool(srcToken: Token, destToken: Token): JarvisV6EventPool | null {
126
- const pool = getJarvisPoolFromTokens(srcToken, destToken, this.poolConfigs);
127
- return this.eventPools[pool?.address.toLowerCase()!];
128
- }
129
-
130
- // Returns list of pool identifiers that can be used
131
- // for a given swap. poolIdentifiers must be unique
132
- // across DEXes. It is recommended to use
133
- // ${dexKey}_${poolAddress} as a poolIdentifier
134
- async getPoolIdentifiers(
135
- srcToken: Token,
136
- destToken: Token,
137
- side: SwapSide,
138
- blockNumber: number,
139
- ): Promise<string[]> {
140
- const eventPool = this.getEventPool(srcToken, destToken);
141
- if (!eventPool) return [];
142
- return [eventPool.getIdentifier()];
143
- }
144
-
145
- async getPoolState(
146
- pool: JarvisV6EventPool,
147
- blockNumber: number,
148
- ): Promise<PoolState> {
149
- const eventState = pool.getState(blockNumber);
150
- if (eventState) return eventState;
151
- const onChainState = await pool.generateState(blockNumber);
152
- pool.setState(onChainState, blockNumber);
153
- return onChainState;
154
- }
155
-
156
- // Returns pool prices for amounts.
157
- // If limitPools is defined only pools in limitPools
158
- // should be used. If limitPools is undefined then
159
- // any pools can be used.
160
- // Pair
161
- async getPricesVolume(
162
- srcToken: Token,
163
- destToken: Token,
164
- amounts: bigint[],
165
- side: SwapSide,
166
- blockNumber: number,
167
- limitPools?: string[], // unusued since DEX is constant price, safe to reuse pools
168
- ): Promise<null | ExchangePrices<JarvisV6Data>> {
169
- if (side !== SwapSide.SELL) return null;
170
-
171
- const eventPool = this.getEventPool(srcToken, destToken);
172
- if (!eventPool) return null;
173
-
174
- const poolAddress = eventPool.poolConfig.address.toLowerCase();
175
- const poolIdentifier = eventPool.getIdentifier();
176
-
177
- const poolState = await this.getPoolState(eventPool, blockNumber);
178
-
179
- const unitVolume = getBigIntPow(srcToken.decimals);
180
-
181
- const swapFunction = getJarvisSwapFunction(srcToken, eventPool.poolConfig);
182
- const systemMaxVars = await this.getSystemMaxVars(poolAddress, blockNumber);
183
-
184
- const [unit, ...prices] = this.computePrices(
185
- [unitVolume, ...amounts],
186
- swapFunction,
187
- systemMaxVars,
188
- eventPool.poolConfig,
189
- poolState,
190
- );
191
-
192
- return [
193
- {
194
- prices,
195
- unit,
196
- data: {
197
- swapFunction,
198
- poolAddress,
199
- },
200
- poolAddresses: [poolAddress],
201
- exchange: this.dexKey,
202
- gasCost: 475 * 1000, //between 450-500k gas
203
- poolIdentifier,
204
- },
205
- ];
206
- }
207
-
208
- async getSystemMaxVars(
209
- poolAddress: Address,
210
- blockNumber: number,
211
- ): Promise<JarvisV6SystemMaxVars> {
212
- const cacheKey = `${this.dexKey}_systemMaxVars_${poolAddress}`;
213
- const cachedSystemMaxVars = await this.dexHelper.cache.getAndCacheLocally(
214
- this.dexKey,
215
- this.network,
216
- cacheKey,
217
- POOL_CACHE_REFRESH_INTERVAL,
218
- );
219
-
220
- if (cachedSystemMaxVars) {
221
- const { maxTokensCapacity, totalSyntheticTokens } =
222
- JSON.parse(cachedSystemMaxVars);
223
-
224
- return {
225
- maxTokensCapacity: BigInt(maxTokensCapacity),
226
- totalSyntheticTokens: BigInt(totalSyntheticTokens),
227
- };
228
- }
229
-
230
- const multiContract = this.dexHelper.multiContract;
231
- const encodedResp = (await multiContract.methods
232
- .aggregate([
233
- {
234
- target: poolAddress,
235
- callData: this.poolInterface.encodeFunctionData(
236
- 'maxTokensCapacity',
237
- [],
238
- ),
239
- },
240
- {
241
- target: poolAddress,
242
- callData: this.poolInterface.encodeFunctionData(
243
- 'totalSyntheticTokens',
244
- [],
245
- ),
246
- },
247
- ])
248
- .call({}, blockNumber)) as { returnData: [string, string] };
249
-
250
- const maxTokensCapacity = this.poolInterface
251
- .decodeFunctionResult('maxTokensCapacity', encodedResp.returnData[0])[0]
252
- .toString();
253
- const totalSyntheticTokens = this.poolInterface
254
- .decodeFunctionResult(
255
- 'totalSyntheticTokens',
256
- encodedResp.returnData[1],
257
- )[0]
258
- .toString();
259
-
260
- const systemMaxVarStr = JSON.stringify({
261
- maxTokensCapacity,
262
- totalSyntheticTokens,
263
- });
264
- this.dexHelper.cache.setexAndCacheLocally(
265
- this.dexKey,
266
- this.network,
267
- cacheKey,
268
- POOL_CACHE_REFRESH_INTERVAL,
269
- systemMaxVarStr,
270
- );
271
-
272
- return {
273
- maxTokensCapacity: BigInt(maxTokensCapacity),
274
- totalSyntheticTokens: BigInt(totalSyntheticTokens),
275
- };
276
- }
277
-
278
- computePrices(
279
- amounts: bigint[],
280
- swapFunction: JarvisSwapFunctions,
281
- { maxTokensCapacity, totalSyntheticTokens }: JarvisV6SystemMaxVars,
282
- pool: PoolConfig,
283
- poolState: PoolState,
284
- ): bigint[] {
285
- return amounts.map(amount => {
286
- if (swapFunction === JarvisSwapFunctions.MINT) {
287
- return this.computePriceForMint(
288
- amount,
289
- maxTokensCapacity,
290
- poolState,
291
- pool.collateralToken.decimals,
292
- );
293
- }
294
- if (swapFunction === JarvisSwapFunctions.REDEEM) {
295
- if (amount > totalSyntheticTokens) return 0n;
296
-
297
- return this.computePriceForRedeem(
298
- amount,
299
- poolState,
300
- pool.collateralToken.decimals,
301
- );
302
- }
303
- return 0n;
304
- });
305
- }
306
-
307
- computePriceForMint(
308
- amount: bigint,
309
- maxTokensCapacity: bigint,
310
- poolState: PoolState,
311
- collateralDecimalsNumber: number,
312
- ) {
313
- const feePercentage = poolState.pool.feesPercentage;
314
- const UsdcPriceFeed = poolState.priceFeed.usdcPrice;
315
- const syntheticAmount = this.getSyntheticAmountToReceive(
316
- amount,
317
- collateralDecimalsNumber,
318
- UsdcPriceFeed,
319
- feePercentage,
320
- );
321
- return syntheticAmount <= maxTokensCapacity ? syntheticAmount : 0n;
322
- }
323
-
324
- computePriceForRedeem(
325
- amount: bigint,
326
- poolState: PoolState,
327
- collateralDecimalsNumber: number,
328
- ) {
329
- const feePercentage = poolState.pool.feesPercentage;
330
- const UsdcPriceFeed = poolState.priceFeed.usdcPrice;
331
- return this.getCollateralAmountToReceive(
332
- amount,
333
- collateralDecimalsNumber,
334
- UsdcPriceFeed,
335
- feePercentage,
336
- );
337
- }
338
-
339
- getSyntheticAmountToReceive(
340
- collateralAmount: bigint,
341
- collateralDecimals: number,
342
- UsdcPriceFeed: bigint,
343
- feePercentage: bigint,
344
- ) {
345
- let collateralAmountIn18Decimals = convertToNewDecimals(
346
- collateralAmount,
347
- collateralDecimals,
348
- 18,
349
- );
350
- return (
351
- ((collateralAmountIn18Decimals -
352
- (collateralAmountIn18Decimals * feePercentage) / BI_POWS[18]) *
353
- BI_POWS[18]) /
354
- UsdcPriceFeed
355
- );
356
- }
357
-
358
- getCollateralAmountToReceive(
359
- syntheticAmount: bigint,
360
- collateralDecimals: number,
361
- UsdcPriceFeed: bigint,
362
- feePercentage: bigint,
363
- ) {
364
- const result =
365
- (syntheticAmount * UsdcPriceFeed) / BI_POWS[18] -
366
- (((syntheticAmount * UsdcPriceFeed) / BI_POWS[18]) * feePercentage) /
367
- BI_POWS[18];
368
- if (collateralDecimals === 18) return result;
369
- return convertToNewDecimals(result, 18, collateralDecimals);
370
- }
371
-
372
- // Encode params required by the exchange adapter
373
- // Used for multiSwap, buy & megaSwap
374
- // Hint: abiCoder.encodeParameter() could be useful
375
- getAdapterParam(
376
- srcToken: string,
377
- destToken: string,
378
- srcAmount: string,
379
- destAmount: string,
380
- data: JarvisV6Data,
381
- side: SwapSide,
382
- ): AdapterExchangeParam {
383
- const { swapFunction } = data;
384
- const type = [JarvisSwapFunctions.MINT, JarvisSwapFunctions.REDEEM].indexOf(
385
- swapFunction,
386
- );
387
-
388
- if (type === undefined) {
389
- throw new Error(
390
- `Jarvis: Invalid OpType ${swapFunction}, Should be one of ['mint', 'redeem']`,
391
- );
392
- }
393
-
394
- const payload = this.abiCoder.encodeParameter(
395
- {
396
- ParentStruct: {
397
- opType: 'uint',
398
- expiration: 'uint128',
399
- },
400
- },
401
- {
402
- opType: type,
403
- expiration: (Date.now() / 1000 + THIRTY_MINUTES).toFixed(0),
404
- },
405
- );
406
-
407
- return {
408
- targetExchange: data.poolAddress.toLowerCase(),
409
- payload,
410
- networkFee: '0',
411
- };
412
- }
413
-
414
- // Encode call data used by simpleSwap like routers
415
- // Used for simpleSwap & simpleBuy
416
- // Hint: this.buildSimpleParamWithoutWETHConversion
417
- // could be useful
418
- async getSimpleParam(
419
- srcToken: string,
420
- destToken: string,
421
- srcAmount: string,
422
- destAmount: string,
423
- data: JarvisV6Data,
424
- side: SwapSide,
425
- ): Promise<SimpleExchangeParam> {
426
- const { swapFunction } = data;
427
- const timestamp = (Date.now() / 1000 + THIRTY_MINUTES).toFixed(0);
428
-
429
- let swapFunctionParams: JarvisV6Params;
430
- switch (swapFunction) {
431
- case JarvisSwapFunctions.MINT:
432
- swapFunctionParams = ['1', srcAmount, timestamp, this.augustusAddress];
433
- break;
434
- case JarvisSwapFunctions.REDEEM:
435
- swapFunctionParams = [srcAmount, '1', timestamp, this.augustusAddress];
436
- break;
437
- default:
438
- throw new Error(`Unknown function ${swapFunction}`);
439
- }
440
- const swapData = this.poolInterface.encodeFunctionData(swapFunction, [
441
- swapFunctionParams,
442
- ]);
443
-
444
- return this.buildSimpleParamWithoutWETHConversion(
445
- srcToken,
446
- srcAmount,
447
- destToken,
448
- destAmount,
449
- swapData,
450
- data.poolAddress.toLowerCase(),
451
- );
452
- }
453
-
454
- getDexParam(
455
- srcToken: Address,
456
- destToken: Address,
457
- srcAmount: NumberAsString,
458
- destAmount: NumberAsString,
459
- recipient: Address,
460
- data: JarvisV6Data,
461
- side: SwapSide,
462
- ): DexExchangeParam {
463
- const { swapFunction } = data;
464
- const timestamp = (Date.now() / 1000 + THIRTY_MINUTES).toFixed(0);
465
-
466
- let swapFunctionParams: JarvisV6Params;
467
- switch (swapFunction) {
468
- case JarvisSwapFunctions.MINT:
469
- swapFunctionParams = ['1', srcAmount, timestamp, recipient];
470
- break;
471
- case JarvisSwapFunctions.REDEEM:
472
- swapFunctionParams = [srcAmount, '1', timestamp, recipient];
473
- break;
474
- default:
475
- throw new Error(`Unknown function ${swapFunction}`);
476
- }
477
- const exchangeData = this.poolInterface.encodeFunctionData(swapFunction, [
478
- swapFunctionParams,
479
- ]);
480
-
481
- return {
482
- needWrapNative: this.needWrapNative,
483
- dexFuncHasRecipient: true,
484
- exchangeData,
485
- targetExchange: data.poolAddress.toLowerCase(),
486
- returnAmountPos: undefined,
487
- };
488
- }
489
-
490
- // Returns list of top pools based on liquidity. Max
491
- // limit number pools should be returned.
492
- async getTopPoolsForToken(
493
- tokenAddress: Address,
494
- limit: number,
495
- ): Promise<PoolLiquidity[]> {
496
- return [];
497
- }
498
-
499
- getCalldataGasCost(poolPrices: PoolPrices<JarvisV6Data>): number | number[] {
500
- return (
501
- CALLDATA_GAS_COST.DEX_OVERHEAD +
502
- CALLDATA_GAS_COST.LENGTH_SMALL +
503
- // opType
504
- CALLDATA_GAS_COST.INDEX +
505
- // expiration
506
- CALLDATA_GAS_COST.TIMESTAMP
507
- );
508
- }
509
- }
1
+ import {
2
+ Token,
3
+ Address,
4
+ ExchangePrices,
5
+ AdapterExchangeParam,
6
+ SimpleExchangeParam,
7
+ PoolLiquidity,
8
+ Logger,
9
+ PoolPrices,
10
+ NumberAsString,
11
+ DexExchangeParam,
12
+ } from '../../types';
13
+ import { SwapSide, Network } from '../../constants';
14
+ import { getDexKeysWithNetwork, getBigIntPow } from '../../utils';
15
+ import { IDex } from '../../dex/idex';
16
+ import { IDexHelper } from '../../dex-helper/idex-helper';
17
+ import {
18
+ JarvisSwapFunctions,
19
+ JarvisV6Data,
20
+ JarvisV6Params,
21
+ JarvisV6SystemMaxVars,
22
+ PoolConfig,
23
+ PoolState,
24
+ } from './types';
25
+ import JarvisV6PoolABI from '../../abi/jarvis/jarvis-v6-pool.json';
26
+ import { SimpleExchange } from '../simple-exchange';
27
+ import { JarvisV6Config, Adapters } from './config';
28
+ import { JarvisV6EventPool } from './jarvis-v6-events';
29
+ import {
30
+ getJarvisPoolFromTokens,
31
+ getJarvisSwapFunction,
32
+ getOnChainState,
33
+ THIRTY_MINUTES,
34
+ convertToNewDecimals,
35
+ } from './utils';
36
+ import { Interface } from '@ethersproject/abi';
37
+ import { BI_POWS } from '../../bigint-constants';
38
+ import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
39
+ import { Contract } from 'web3-eth-contract';
40
+ import SynthereumPriceFeedABI from '../../abi/jarvis/SynthereumPriceFeed.json';
41
+
42
+ const POOL_CACHE_REFRESH_INTERVAL = 60 * 5; // 5 minutes
43
+
44
+ export class JarvisV6
45
+ extends SimpleExchange
46
+ implements IDex<JarvisV6Data, JarvisV6Params>
47
+ {
48
+ protected eventPools: { [poolAddress: string]: JarvisV6EventPool };
49
+
50
+ // opt out of pool allocation as dex allows for constant price swaps
51
+ readonly hasConstantPriceLargeAmounts = true;
52
+ readonly isFeeOnTransferSupported = false;
53
+
54
+ public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
55
+ getDexKeysWithNetwork(JarvisV6Config);
56
+
57
+ protected poolInterface: Interface = new Interface(JarvisV6PoolABI);
58
+ protected priceFeedContract: Contract;
59
+
60
+ logger: Logger;
61
+ constructor(
62
+ protected network: Network,
63
+ dexKey: string,
64
+ protected dexHelper: IDexHelper,
65
+ protected adapters = Adapters[network],
66
+ protected poolConfigs: PoolConfig[] = JarvisV6Config[dexKey][network].pools,
67
+ protected priceFeedAddress: Address = JarvisV6Config[dexKey][network]
68
+ .priceFeedAddress,
69
+ ) {
70
+ super(dexHelper, dexKey);
71
+ this.logger = dexHelper.getLogger(dexKey);
72
+ this.eventPools = {};
73
+
74
+ this.priceFeedContract = new dexHelper.web3Provider.eth.Contract(
75
+ SynthereumPriceFeedABI as any,
76
+ priceFeedAddress,
77
+ );
78
+
79
+ poolConfigs.forEach(
80
+ pool =>
81
+ (this.eventPools[pool.address.toLowerCase()] = new JarvisV6EventPool(
82
+ dexKey,
83
+ network,
84
+ dexHelper,
85
+ this.logger,
86
+ pool,
87
+ this.priceFeedAddress,
88
+ this.poolInterface,
89
+ this.priceFeedContract,
90
+ )),
91
+ );
92
+ }
93
+
94
+ // Initialize pricing is called once in the start of
95
+ // pricing service. It is intended to setup the integration
96
+ // for pricing requests. It is optional for a DEX to
97
+ // implement this function
98
+ async initializePricing(blockNumber: number) {
99
+ const poolStates = await getOnChainState(
100
+ this.dexHelper,
101
+ this.poolConfigs,
102
+ blockNumber,
103
+ {
104
+ poolInterface: this.poolInterface,
105
+ priceFeedContract: this.priceFeedContract,
106
+ },
107
+ );
108
+
109
+ await Promise.all(
110
+ this.poolConfigs.map(async (pool, index) => {
111
+ const eventPool = this.eventPools[pool.address.toLowerCase()];
112
+ await eventPool.initialize(blockNumber, {
113
+ state: poolStates[index],
114
+ });
115
+ }),
116
+ );
117
+ }
118
+
119
+ // Returns the list of contract adapters (name and index)
120
+ // for a buy/sell. Return null if there are no adapters.
121
+ getAdapters(side: SwapSide): { name: string; index: number }[] | null {
122
+ return this.adapters[side];
123
+ }
124
+
125
+ getEventPool(srcToken: Token, destToken: Token): JarvisV6EventPool | null {
126
+ const pool = getJarvisPoolFromTokens(srcToken, destToken, this.poolConfigs);
127
+ return this.eventPools[pool?.address.toLowerCase()!];
128
+ }
129
+
130
+ // Returns list of pool identifiers that can be used
131
+ // for a given swap. poolIdentifiers must be unique
132
+ // across DEXes. It is recommended to use
133
+ // ${dexKey}_${poolAddress} as a poolIdentifier
134
+ async getPoolIdentifiers(
135
+ srcToken: Token,
136
+ destToken: Token,
137
+ side: SwapSide,
138
+ blockNumber: number,
139
+ ): Promise<string[]> {
140
+ const eventPool = this.getEventPool(srcToken, destToken);
141
+ if (!eventPool) return [];
142
+ return [eventPool.getIdentifier()];
143
+ }
144
+
145
+ async getPoolState(
146
+ pool: JarvisV6EventPool,
147
+ blockNumber: number,
148
+ ): Promise<PoolState> {
149
+ const eventState = pool.getState(blockNumber);
150
+ if (eventState) return eventState;
151
+ const onChainState = await pool.generateState(blockNumber);
152
+ pool.setState(onChainState, blockNumber);
153
+ return onChainState;
154
+ }
155
+
156
+ // Returns pool prices for amounts.
157
+ // If limitPools is defined only pools in limitPools
158
+ // should be used. If limitPools is undefined then
159
+ // any pools can be used.
160
+ // Pair
161
+ async getPricesVolume(
162
+ srcToken: Token,
163
+ destToken: Token,
164
+ amounts: bigint[],
165
+ side: SwapSide,
166
+ blockNumber: number,
167
+ limitPools?: string[], // unusued since DEX is constant price, safe to reuse pools
168
+ ): Promise<null | ExchangePrices<JarvisV6Data>> {
169
+ if (side !== SwapSide.SELL) return null;
170
+
171
+ const eventPool = this.getEventPool(srcToken, destToken);
172
+ if (!eventPool) return null;
173
+
174
+ const poolAddress = eventPool.poolConfig.address.toLowerCase();
175
+ const poolIdentifier = eventPool.getIdentifier();
176
+
177
+ const poolState = await this.getPoolState(eventPool, blockNumber);
178
+
179
+ const unitVolume = getBigIntPow(srcToken.decimals);
180
+
181
+ const swapFunction = getJarvisSwapFunction(srcToken, eventPool.poolConfig);
182
+ const systemMaxVars = await this.getSystemMaxVars(poolAddress, blockNumber);
183
+
184
+ const [unit, ...prices] = this.computePrices(
185
+ [unitVolume, ...amounts],
186
+ swapFunction,
187
+ systemMaxVars,
188
+ eventPool.poolConfig,
189
+ poolState,
190
+ );
191
+
192
+ return [
193
+ {
194
+ prices,
195
+ unit,
196
+ data: {
197
+ swapFunction,
198
+ poolAddress,
199
+ },
200
+ poolAddresses: [poolAddress],
201
+ exchange: this.dexKey,
202
+ gasCost: 475 * 1000, //between 450-500k gas
203
+ poolIdentifier,
204
+ },
205
+ ];
206
+ }
207
+
208
+ async getSystemMaxVars(
209
+ poolAddress: Address,
210
+ blockNumber: number,
211
+ ): Promise<JarvisV6SystemMaxVars> {
212
+ const cacheKey = `${this.dexKey}_systemMaxVars_${poolAddress}`;
213
+ const cachedSystemMaxVars = await this.dexHelper.cache.getAndCacheLocally(
214
+ this.dexKey,
215
+ this.network,
216
+ cacheKey,
217
+ POOL_CACHE_REFRESH_INTERVAL,
218
+ );
219
+
220
+ if (cachedSystemMaxVars) {
221
+ const { maxTokensCapacity, totalSyntheticTokens } =
222
+ JSON.parse(cachedSystemMaxVars);
223
+
224
+ return {
225
+ maxTokensCapacity: BigInt(maxTokensCapacity),
226
+ totalSyntheticTokens: BigInt(totalSyntheticTokens),
227
+ };
228
+ }
229
+
230
+ const multiContract = this.dexHelper.multiContract;
231
+ const encodedResp = (await multiContract.methods
232
+ .aggregate([
233
+ {
234
+ target: poolAddress,
235
+ callData: this.poolInterface.encodeFunctionData(
236
+ 'maxTokensCapacity',
237
+ [],
238
+ ),
239
+ },
240
+ {
241
+ target: poolAddress,
242
+ callData: this.poolInterface.encodeFunctionData(
243
+ 'totalSyntheticTokens',
244
+ [],
245
+ ),
246
+ },
247
+ ])
248
+ .call({}, blockNumber)) as { returnData: [string, string] };
249
+
250
+ const maxTokensCapacity = this.poolInterface
251
+ .decodeFunctionResult('maxTokensCapacity', encodedResp.returnData[0])[0]
252
+ .toString();
253
+ const totalSyntheticTokens = this.poolInterface
254
+ .decodeFunctionResult(
255
+ 'totalSyntheticTokens',
256
+ encodedResp.returnData[1],
257
+ )[0]
258
+ .toString();
259
+
260
+ const systemMaxVarStr = JSON.stringify({
261
+ maxTokensCapacity,
262
+ totalSyntheticTokens,
263
+ });
264
+ this.dexHelper.cache.setexAndCacheLocally(
265
+ this.dexKey,
266
+ this.network,
267
+ cacheKey,
268
+ POOL_CACHE_REFRESH_INTERVAL,
269
+ systemMaxVarStr,
270
+ );
271
+
272
+ return {
273
+ maxTokensCapacity: BigInt(maxTokensCapacity),
274
+ totalSyntheticTokens: BigInt(totalSyntheticTokens),
275
+ };
276
+ }
277
+
278
+ computePrices(
279
+ amounts: bigint[],
280
+ swapFunction: JarvisSwapFunctions,
281
+ { maxTokensCapacity, totalSyntheticTokens }: JarvisV6SystemMaxVars,
282
+ pool: PoolConfig,
283
+ poolState: PoolState,
284
+ ): bigint[] {
285
+ return amounts.map(amount => {
286
+ if (swapFunction === JarvisSwapFunctions.MINT) {
287
+ return this.computePriceForMint(
288
+ amount,
289
+ maxTokensCapacity,
290
+ poolState,
291
+ pool.collateralToken.decimals,
292
+ );
293
+ }
294
+ if (swapFunction === JarvisSwapFunctions.REDEEM) {
295
+ if (amount > totalSyntheticTokens) return 0n;
296
+
297
+ return this.computePriceForRedeem(
298
+ amount,
299
+ poolState,
300
+ pool.collateralToken.decimals,
301
+ );
302
+ }
303
+ return 0n;
304
+ });
305
+ }
306
+
307
+ computePriceForMint(
308
+ amount: bigint,
309
+ maxTokensCapacity: bigint,
310
+ poolState: PoolState,
311
+ collateralDecimalsNumber: number,
312
+ ) {
313
+ const feePercentage = poolState.pool.feesPercentage;
314
+ const UsdcPriceFeed = poolState.priceFeed.usdcPrice;
315
+ const syntheticAmount = this.getSyntheticAmountToReceive(
316
+ amount,
317
+ collateralDecimalsNumber,
318
+ UsdcPriceFeed,
319
+ feePercentage,
320
+ );
321
+ return syntheticAmount <= maxTokensCapacity ? syntheticAmount : 0n;
322
+ }
323
+
324
+ computePriceForRedeem(
325
+ amount: bigint,
326
+ poolState: PoolState,
327
+ collateralDecimalsNumber: number,
328
+ ) {
329
+ const feePercentage = poolState.pool.feesPercentage;
330
+ const UsdcPriceFeed = poolState.priceFeed.usdcPrice;
331
+ return this.getCollateralAmountToReceive(
332
+ amount,
333
+ collateralDecimalsNumber,
334
+ UsdcPriceFeed,
335
+ feePercentage,
336
+ );
337
+ }
338
+
339
+ getSyntheticAmountToReceive(
340
+ collateralAmount: bigint,
341
+ collateralDecimals: number,
342
+ UsdcPriceFeed: bigint,
343
+ feePercentage: bigint,
344
+ ) {
345
+ let collateralAmountIn18Decimals = convertToNewDecimals(
346
+ collateralAmount,
347
+ collateralDecimals,
348
+ 18,
349
+ );
350
+ return (
351
+ ((collateralAmountIn18Decimals -
352
+ (collateralAmountIn18Decimals * feePercentage) / BI_POWS[18]) *
353
+ BI_POWS[18]) /
354
+ UsdcPriceFeed
355
+ );
356
+ }
357
+
358
+ getCollateralAmountToReceive(
359
+ syntheticAmount: bigint,
360
+ collateralDecimals: number,
361
+ UsdcPriceFeed: bigint,
362
+ feePercentage: bigint,
363
+ ) {
364
+ const result =
365
+ (syntheticAmount * UsdcPriceFeed) / BI_POWS[18] -
366
+ (((syntheticAmount * UsdcPriceFeed) / BI_POWS[18]) * feePercentage) /
367
+ BI_POWS[18];
368
+ if (collateralDecimals === 18) return result;
369
+ return convertToNewDecimals(result, 18, collateralDecimals);
370
+ }
371
+
372
+ // Encode params required by the exchange adapter
373
+ // Used for multiSwap, buy & megaSwap
374
+ // Hint: abiCoder.encodeParameter() could be useful
375
+ getAdapterParam(
376
+ srcToken: string,
377
+ destToken: string,
378
+ srcAmount: string,
379
+ destAmount: string,
380
+ data: JarvisV6Data,
381
+ side: SwapSide,
382
+ ): AdapterExchangeParam {
383
+ const { swapFunction } = data;
384
+ const type = [JarvisSwapFunctions.MINT, JarvisSwapFunctions.REDEEM].indexOf(
385
+ swapFunction,
386
+ );
387
+
388
+ if (type === undefined) {
389
+ throw new Error(
390
+ `Jarvis: Invalid OpType ${swapFunction}, Should be one of ['mint', 'redeem']`,
391
+ );
392
+ }
393
+
394
+ const payload = this.abiCoder.encodeParameter(
395
+ {
396
+ ParentStruct: {
397
+ opType: 'uint',
398
+ expiration: 'uint128',
399
+ },
400
+ },
401
+ {
402
+ opType: type,
403
+ expiration: (Date.now() / 1000 + THIRTY_MINUTES).toFixed(0),
404
+ },
405
+ );
406
+
407
+ return {
408
+ targetExchange: data.poolAddress.toLowerCase(),
409
+ payload,
410
+ networkFee: '0',
411
+ };
412
+ }
413
+
414
+ // Encode call data used by simpleSwap like routers
415
+ // Used for simpleSwap & simpleBuy
416
+ // Hint: this.buildSimpleParamWithoutWETHConversion
417
+ // could be useful
418
+ async getSimpleParam(
419
+ srcToken: string,
420
+ destToken: string,
421
+ srcAmount: string,
422
+ destAmount: string,
423
+ data: JarvisV6Data,
424
+ side: SwapSide,
425
+ ): Promise<SimpleExchangeParam> {
426
+ const { swapFunction } = data;
427
+ const timestamp = (Date.now() / 1000 + THIRTY_MINUTES).toFixed(0);
428
+
429
+ let swapFunctionParams: JarvisV6Params;
430
+ switch (swapFunction) {
431
+ case JarvisSwapFunctions.MINT:
432
+ swapFunctionParams = ['1', srcAmount, timestamp, this.augustusAddress];
433
+ break;
434
+ case JarvisSwapFunctions.REDEEM:
435
+ swapFunctionParams = [srcAmount, '1', timestamp, this.augustusAddress];
436
+ break;
437
+ default:
438
+ throw new Error(`Unknown function ${swapFunction}`);
439
+ }
440
+ const swapData = this.poolInterface.encodeFunctionData(swapFunction, [
441
+ swapFunctionParams,
442
+ ]);
443
+
444
+ return this.buildSimpleParamWithoutWETHConversion(
445
+ srcToken,
446
+ srcAmount,
447
+ destToken,
448
+ destAmount,
449
+ swapData,
450
+ data.poolAddress.toLowerCase(),
451
+ );
452
+ }
453
+
454
+ getDexParam(
455
+ srcToken: Address,
456
+ destToken: Address,
457
+ srcAmount: NumberAsString,
458
+ destAmount: NumberAsString,
459
+ recipient: Address,
460
+ data: JarvisV6Data,
461
+ side: SwapSide,
462
+ ): DexExchangeParam {
463
+ const { swapFunction } = data;
464
+ const timestamp = (Date.now() / 1000 + THIRTY_MINUTES).toFixed(0);
465
+
466
+ let swapFunctionParams: JarvisV6Params;
467
+ switch (swapFunction) {
468
+ case JarvisSwapFunctions.MINT:
469
+ swapFunctionParams = ['1', srcAmount, timestamp, recipient];
470
+ break;
471
+ case JarvisSwapFunctions.REDEEM:
472
+ swapFunctionParams = [srcAmount, '1', timestamp, recipient];
473
+ break;
474
+ default:
475
+ throw new Error(`Unknown function ${swapFunction}`);
476
+ }
477
+ const exchangeData = this.poolInterface.encodeFunctionData(swapFunction, [
478
+ swapFunctionParams,
479
+ ]);
480
+
481
+ return {
482
+ needWrapNative: this.needWrapNative,
483
+ dexFuncHasRecipient: true,
484
+ exchangeData,
485
+ targetExchange: data.poolAddress.toLowerCase(),
486
+ returnAmountPos: undefined,
487
+ };
488
+ }
489
+
490
+ // Returns list of top pools based on liquidity. Max
491
+ // limit number pools should be returned.
492
+ async getTopPoolsForToken(
493
+ tokenAddress: Address,
494
+ limit: number,
495
+ ): Promise<PoolLiquidity[]> {
496
+ return [];
497
+ }
498
+
499
+ getCalldataGasCost(poolPrices: PoolPrices<JarvisV6Data>): number | number[] {
500
+ return (
501
+ CALLDATA_GAS_COST.DEX_OVERHEAD +
502
+ CALLDATA_GAS_COST.LENGTH_SMALL +
503
+ // opType
504
+ CALLDATA_GAS_COST.INDEX +
505
+ // expiration
506
+ CALLDATA_GAS_COST.TIMESTAMP
507
+ );
508
+ }
509
+ }