@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
@@ -1,537 +1,537 @@
1
- import { Interface } from '@ethersproject/abi';
2
- import _ from 'lodash';
3
- import {
4
- Token,
5
- Address,
6
- ExchangePrices,
7
- PoolPrices,
8
- AdapterExchangeParam,
9
- SimpleExchangeParam,
10
- PoolLiquidity,
11
- Logger,
12
- DexExchangeParam,
13
- } from '../../types';
14
- import { SwapSide, Network } from '../../constants';
15
- import { getDexKeysWithNetwork, getBigIntPow, isTruthy } from '../../utils';
16
- import { IDex } from '../../dex/idex';
17
- import { IDexHelper } from '../../dex-helper/idex-helper';
18
- import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
19
- import {
20
- MaverickV1Data,
21
- MaverickV1Functions,
22
- MaverickV1Param,
23
- SubgraphPoolBase,
24
- } from './types';
25
- import {
26
- getLocalDeadlineAsFriendlyPlaceholder,
27
- SimpleExchange,
28
- } from '../simple-exchange';
29
- import {
30
- MaverickV1Config,
31
- Adapters,
32
- MAV_V1_BASE_GAS_COST,
33
- MAV_V1_TICK_GAS_COST,
34
- MAV_V1_KIND_GAS_COST,
35
- } from './config';
36
- import { MaverickV1EventPool } from './maverick-v1-pool';
37
- import {
38
- fetchAllPools,
39
- fetchPoolsSortedByBalanceUsd,
40
- } from './subgraph-queries';
41
- import { SUBGRAPH_TIMEOUT } from '../../constants';
42
- import RouterABI from '../../abi/maverick-v1/router.json';
43
- import { NumberAsString } from '@paraswap/core';
44
- import { extractReturnAmountPosition } from '../../executor/utils';
45
-
46
- const MAX_POOL_CNT = 1000;
47
-
48
- const EFFICIENCY_FACTOR = 3;
49
- export class MaverickV1
50
- extends SimpleExchange
51
- implements IDex<MaverickV1Data, MaverickV1Param>
52
- {
53
- pools: { [key: string]: MaverickV1EventPool } = {};
54
-
55
- readonly isFeeOnTransferSupported: boolean = false;
56
- readonly hasConstantPriceLargeAmounts = false;
57
- readonly needWrapNative = true;
58
-
59
- public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
60
- getDexKeysWithNetwork(MaverickV1Config);
61
-
62
- logger: Logger;
63
-
64
- routerAddress: string;
65
-
66
- constructor(
67
- protected network: Network,
68
- dexKey: string,
69
- protected dexHelper: IDexHelper,
70
- protected adapters = Adapters[network] || {}, // TODO: add any additional optional params to support other fork DEXes
71
- readonly routerIface = new Interface(RouterABI),
72
- protected config = MaverickV1Config[dexKey][network],
73
- protected subgraphURL: string = MaverickV1Config[dexKey][network]
74
- .subgraphURL,
75
- ) {
76
- super(dexHelper, dexKey);
77
- this.logger = dexHelper.getLogger(dexKey);
78
- this.routerAddress =
79
- MaverickV1Config[this.dexKey][this.network].routerAddress;
80
- }
81
-
82
- async setupEventPools(blockNumber: number) {
83
- const pools = await this.fetchAllSubgraphPools();
84
-
85
- await Promise.all(
86
- pools.map(async (pool: any) => {
87
- const eventPool = new MaverickV1EventPool(
88
- this.dexKey,
89
- this.network,
90
- this.dexHelper,
91
- {
92
- address: pool.tokenA.id,
93
- symbol: pool.tokenA.symbol,
94
- decimals: pool.tokenA.decimals,
95
- },
96
- {
97
- address: pool.tokenB.id,
98
- symbol: pool.tokenB.symbol,
99
- decimals: pool.tokenB.decimals,
100
- },
101
- pool.fee,
102
- pool.tickSpacing,
103
- pool.protocolFeeRatio,
104
- pool.lookback,
105
- pool.id,
106
- MaverickV1Config[this.dexKey][this.network].poolInspectorAddress,
107
- this.logger,
108
- );
109
- const onChainState = await eventPool.generateState(blockNumber);
110
- if (blockNumber) {
111
- eventPool.setState(onChainState, blockNumber);
112
- this.dexHelper.blockManager.subscribeToLogs(
113
- eventPool,
114
- eventPool.addressesSubscribed,
115
- blockNumber,
116
- );
117
- }
118
- this.pools[eventPool.address] = eventPool;
119
- }),
120
- );
121
- }
122
-
123
- // Initialize pricing is called once in the start of
124
- // pricing service. It is intended to setup the integration
125
- // for pricing requests. It is optional for a DEX to
126
- // implement this function
127
- async initializePricing(blockNumber: number) {
128
- await this.setupEventPools(blockNumber);
129
- }
130
-
131
- // Returns the list of contract adapters (name and index)
132
- // for a buy/sell. Return null if there are no adapters.
133
- getAdapters(side: SwapSide): { name: string; index: number }[] | null {
134
- return this.adapters[side] ? this.adapters[side] : null;
135
- }
136
-
137
- async fetchAllSubgraphPools(): Promise<SubgraphPoolBase[]> {
138
- this.logger.info(
139
- `Fetching ${this.dexKey}_${this.network} Pools from subgraph`,
140
- );
141
- const { data } = await this.dexHelper.httpRequest.post(
142
- this.subgraphURL,
143
- { query: fetchAllPools, count: MAX_POOL_CNT },
144
- SUBGRAPH_TIMEOUT,
145
- );
146
- return data.pools;
147
- }
148
-
149
- // Returns list of pool identifiers that can be used
150
- // for a given swap. poolIdentifiers must be unique
151
- // across DEXes. It is recommended to use
152
- // ${dexKey}_${poolAddress} as a poolIdentifier
153
- async getPoolIdentifiers(
154
- srcToken: Token,
155
- destToken: Token,
156
- side: SwapSide,
157
- blockNumber: number,
158
- ): Promise<string[]> {
159
- const from = this.dexHelper.config.wrapETH(srcToken);
160
- const to = this.dexHelper.config.wrapETH(destToken);
161
-
162
- if (from.address.toLowerCase() === to.address.toLowerCase()) {
163
- return [];
164
- }
165
-
166
- const pools = await this.getPools(from, to);
167
- return pools.map(
168
- (pool: any) => `${this.dexKey}_${pool.address.toLowerCase()}`,
169
- );
170
- }
171
-
172
- async getPools(srcToken: Token, destToken: Token) {
173
- return Object.values(this.pools).filter((pool: MaverickV1EventPool) => {
174
- return (
175
- (pool.tokenA.address.toLowerCase() == srcToken.address.toLowerCase() ||
176
- pool.tokenA.address.toLowerCase() ==
177
- destToken.address.toLowerCase()) &&
178
- (pool.tokenB.address.toLowerCase() == srcToken.address.toLowerCase() ||
179
- pool.tokenB.address.toLowerCase() == destToken.address.toLowerCase())
180
- );
181
- });
182
- }
183
-
184
- // Returns estimated gas cost of calldata for this DEX in multiSwap
185
- getCalldataGasCost(
186
- poolPrices: PoolPrices<MaverickV1Data>,
187
- ): number | number[] {
188
- const gasCost = CALLDATA_GAS_COST.DEX_NO_PAYLOAD;
189
-
190
- const arr = new Array(poolPrices.prices.length);
191
- poolPrices.prices.forEach((p, index) => {
192
- if (p == 0n) {
193
- arr[index] = 0;
194
- } else {
195
- arr[index] = gasCost;
196
- }
197
- });
198
- return arr;
199
- }
200
-
201
- // Returns pool prices for amounts.
202
- // If limitPools is defined only pools in limitPools
203
- // should be used. If limitPools is undefined then
204
- // any pools can be used.
205
- async getPricesVolume(
206
- srcToken: Token,
207
- destToken: Token,
208
- amounts: bigint[],
209
- side: SwapSide,
210
- blockNumber: number,
211
- limitPools?: string[],
212
- ): Promise<null | ExchangePrices<MaverickV1Data>> {
213
- try {
214
- const from = this.dexHelper.config.wrapETH(srcToken);
215
- const to = this.dexHelper.config.wrapETH(destToken);
216
-
217
- if (from.address.toLowerCase() === to.address.toLowerCase()) {
218
- return null;
219
- }
220
-
221
- const allPools = await this.getPools(from, to);
222
-
223
- const allowedPools = limitPools
224
- ? allPools.filter(pool =>
225
- limitPools.includes(`${this.dexKey}_${pool.address.toLowerCase()}`),
226
- )
227
- : allPools;
228
- if (!allowedPools.length) return null;
229
-
230
- const unitAmount = getBigIntPow(
231
- side == SwapSide.BUY ? to.decimals : from.decimals,
232
- );
233
-
234
- return (
235
- await Promise.all(
236
- allowedPools.map(async (pool: MaverickV1EventPool) => {
237
- try {
238
- let state = pool.getState(blockNumber);
239
- if (state === null) {
240
- state = await pool.generateState(blockNumber);
241
- pool.setState(state, blockNumber);
242
- }
243
- if (state === null) {
244
- this.logger.debug(
245
- `Received null state for pool ${pool.address}`,
246
- );
247
- return null;
248
- }
249
-
250
- const [unit] = pool.swap(
251
- unitAmount,
252
- from,
253
- to,
254
- side == SwapSide.BUY,
255
- );
256
- // We stop iterating if it becomes 0n at some point
257
- let lastOutput = 1n;
258
- let dataList: [bigint, number][] = await Promise.all(
259
- amounts.map(amount => {
260
- if (amount === 0n) {
261
- return [0n, 0];
262
- }
263
- // We don't want to proceed with calculations if lower amount was not fillable
264
- if (lastOutput === 0n) {
265
- return [0n, 0];
266
- }
267
- const output = pool.swap(
268
- amount,
269
- from,
270
- to,
271
- side == SwapSide.BUY,
272
- );
273
- lastOutput = output[0];
274
- return output;
275
- }),
276
- );
277
-
278
- let prices = dataList.map(d => d[0]);
279
- let gasCosts: number[] = dataList.map(
280
- ([d, t]: [BigInt, number]) => {
281
- if (d == 0n) return 0;
282
- // I think it is reasonable estimation assuming "kind" gas cost is almost everytime around 1
283
- return (
284
- MAV_V1_BASE_GAS_COST +
285
- (MAV_V1_TICK_GAS_COST + MAV_V1_KIND_GAS_COST) * t
286
- );
287
- },
288
- );
289
- return {
290
- prices: prices,
291
- unit: BigInt(unit),
292
- data: {
293
- fee: pool.fee,
294
- exchange: this.routerAddress,
295
- pool: pool.address,
296
- tokenA: pool.tokenA.address,
297
- tokenB: pool.tokenB.address,
298
- tickSpacing: pool.tickSpacing,
299
- protocolFeeRatio: pool.protocolFeeRatio,
300
- lookback: pool.lookback,
301
- },
302
- exchange: this.dexKey,
303
- poolIdentifier: pool.name,
304
- gasCost: gasCosts,
305
- poolAddresses: [pool.address],
306
- };
307
- } catch (e) {
308
- this.logger.debug(
309
- `Failed to get prices for pool ${pool.address}, from=${from.address}, to=${to.address}`,
310
- e,
311
- );
312
- return null;
313
- }
314
- }),
315
- )
316
- ).filter(isTruthy);
317
- } catch (e) {
318
- this.logger.error(
319
- `Error_getPricesVolume ${srcToken.symbol || srcToken.address}, ${
320
- destToken.symbol || destToken.address
321
- }, ${side}:`,
322
- e,
323
- );
324
- return null;
325
- }
326
- }
327
-
328
- // Encode params required by the exchange adapter
329
- // Used for multiSwap, buy & megaSwap
330
- // Hint: abiCoder.encodeParameter() could be useful
331
- getAdapterParam(
332
- srcToken: string,
333
- destToken: string,
334
- srcAmount: string,
335
- destAmount: string,
336
- data: MaverickV1Data,
337
- side: SwapSide,
338
- ): AdapterExchangeParam {
339
- const { pool } = data;
340
- const payload = this.abiCoder.encodeParameter(
341
- {
342
- ParentStruct: {
343
- pool: 'address',
344
- deadline: 'uint256',
345
- },
346
- },
347
- {
348
- pool,
349
- deadline: getLocalDeadlineAsFriendlyPlaceholder(), // FIXME: more gas efficient to pass block.timestamp in adapter
350
- },
351
- );
352
-
353
- return {
354
- targetExchange: this.routerAddress,
355
- payload,
356
- networkFee: '0',
357
- };
358
- }
359
-
360
- getDexParam(
361
- srcToken: Address,
362
- destToken: Address,
363
- srcAmount: NumberAsString,
364
- destAmount: NumberAsString,
365
- recipient: Address,
366
- data: MaverickV1Data,
367
- side: SwapSide,
368
- ): DexExchangeParam {
369
- const swapFunction =
370
- side === SwapSide.SELL
371
- ? MaverickV1Functions.exactInputSingle
372
- : MaverickV1Functions.exactOutputSingle;
373
-
374
- const swapFunctionParams: MaverickV1Param =
375
- side === SwapSide.SELL
376
- ? {
377
- recipient,
378
- deadline: getLocalDeadlineAsFriendlyPlaceholder(),
379
- amountIn: srcAmount,
380
- amountOutMinimum: destAmount,
381
- tokenIn: srcToken,
382
- tokenOut: destToken,
383
- pool: data.pool,
384
- sqrtPriceLimitD18: '0',
385
- }
386
- : {
387
- recipient,
388
- deadline: getLocalDeadlineAsFriendlyPlaceholder(),
389
- amountOut: destAmount,
390
- amountInMaximum: srcAmount,
391
- tokenIn: srcToken,
392
- tokenOut: destToken,
393
- pool: data.pool,
394
- sqrtPriceLimitD18: '0',
395
- };
396
-
397
- const exchangeData = this.routerIface.encodeFunctionData(swapFunction, [
398
- swapFunctionParams,
399
- ]);
400
-
401
- return {
402
- needWrapNative: this.needWrapNative,
403
- dexFuncHasRecipient: true,
404
- exchangeData,
405
- targetExchange: this.config.routerAddress,
406
- returnAmountPos:
407
- side === SwapSide.SELL
408
- ? extractReturnAmountPosition(
409
- this.routerIface,
410
- MaverickV1Functions.exactInputSingle,
411
- 'amountOut',
412
- )
413
- : undefined,
414
- };
415
- }
416
-
417
- async getSimpleParam(
418
- srcToken: string,
419
- destToken: string,
420
- srcAmount: string,
421
- destAmount: string,
422
- data: MaverickV1Data,
423
- side: SwapSide,
424
- ): Promise<SimpleExchangeParam> {
425
- const swapFunction =
426
- side === SwapSide.SELL
427
- ? MaverickV1Functions.exactInputSingle
428
- : MaverickV1Functions.exactOutputSingle;
429
-
430
- const swapFunctionParams: MaverickV1Param =
431
- side === SwapSide.SELL
432
- ? {
433
- recipient: this.augustusAddress,
434
- deadline: getLocalDeadlineAsFriendlyPlaceholder(),
435
- amountIn: srcAmount,
436
- amountOutMinimum: destAmount,
437
- tokenIn: srcToken,
438
- tokenOut: destToken,
439
- pool: data.pool,
440
- sqrtPriceLimitD18: '0',
441
- }
442
- : {
443
- recipient: this.augustusAddress,
444
- deadline: getLocalDeadlineAsFriendlyPlaceholder(),
445
- amountOut: destAmount,
446
- amountInMaximum: srcAmount,
447
- tokenIn: srcToken,
448
- tokenOut: destToken,
449
- pool: data.pool,
450
- sqrtPriceLimitD18: '0',
451
- };
452
-
453
- const swapData = this.routerIface.encodeFunctionData(swapFunction, [
454
- swapFunctionParams,
455
- ]);
456
-
457
- return this.buildSimpleParamWithoutWETHConversion(
458
- srcToken,
459
- srcAmount,
460
- destToken,
461
- destAmount,
462
- swapData,
463
- this.config.routerAddress,
464
- );
465
- }
466
-
467
- // shoot duplication
468
- private async _querySubgraph(
469
- query: string,
470
- variables: Object,
471
- timeout = 30000,
472
- ) {
473
- try {
474
- const res = await this.dexHelper.httpRequest.post(
475
- this.subgraphURL,
476
- { query, variables },
477
- undefined,
478
- { timeout: timeout },
479
- );
480
- return res.data;
481
- } catch (e) {
482
- this.logger.error(`${this.dexKey}: can not query subgraph: `, e);
483
- return {};
484
- }
485
- }
486
-
487
- // Fixme: duplicate of UniswapV3
488
- async getTopPoolsForToken(
489
- tokenAddress: Address,
490
- limit: number,
491
- ): Promise<PoolLiquidity[]> {
492
- const _tokenAddress = tokenAddress.toLowerCase();
493
-
494
- const res = await this._querySubgraph(fetchPoolsSortedByBalanceUsd, {
495
- token: _tokenAddress,
496
- count: limit,
497
- });
498
-
499
- if (!(res && res.pools0 && res.pools1)) {
500
- this.logger.error(
501
- `Error_${this.dexKey}_Subgraph: couldn't fetch the pools from the subgraph`,
502
- );
503
- return [];
504
- }
505
-
506
- const pools0 = _.map(res.pools0, pool => ({
507
- exchange: this.dexKey,
508
- address: pool.id.toLowerCase(),
509
- connectorTokens: [
510
- {
511
- address: pool.tokenB.id.toLowerCase(),
512
- decimals: parseInt(pool.tokenB.decimals),
513
- },
514
- ],
515
- liquidityUSD: parseFloat(pool.balanceUSD) * EFFICIENCY_FACTOR,
516
- }));
517
-
518
- const pools1 = _.map(res.pools1, pool => ({
519
- exchange: this.dexKey,
520
- address: pool.id.toLowerCase(),
521
- connectorTokens: [
522
- {
523
- address: pool.tokenA.id.toLowerCase(),
524
- decimals: parseInt(pool.tokenA.decimals),
525
- },
526
- ],
527
- liquidityUSD: parseFloat(pool.balanceUSD) * EFFICIENCY_FACTOR,
528
- }));
529
-
530
- const pools = _.slice(
531
- _.sortBy(_.concat(pools0, pools1), [pool => -1 * pool.liquidityUSD]),
532
- 0,
533
- limit,
534
- );
535
- return pools;
536
- }
537
- }
1
+ import { Interface } from '@ethersproject/abi';
2
+ import _ from 'lodash';
3
+ import {
4
+ Token,
5
+ Address,
6
+ ExchangePrices,
7
+ PoolPrices,
8
+ AdapterExchangeParam,
9
+ SimpleExchangeParam,
10
+ PoolLiquidity,
11
+ Logger,
12
+ DexExchangeParam,
13
+ } from '../../types';
14
+ import { SwapSide, Network } from '../../constants';
15
+ import { getDexKeysWithNetwork, getBigIntPow, isTruthy } from '../../utils';
16
+ import { IDex } from '../../dex/idex';
17
+ import { IDexHelper } from '../../dex-helper/idex-helper';
18
+ import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
19
+ import {
20
+ MaverickV1Data,
21
+ MaverickV1Functions,
22
+ MaverickV1Param,
23
+ SubgraphPoolBase,
24
+ } from './types';
25
+ import {
26
+ getLocalDeadlineAsFriendlyPlaceholder,
27
+ SimpleExchange,
28
+ } from '../simple-exchange';
29
+ import {
30
+ MaverickV1Config,
31
+ Adapters,
32
+ MAV_V1_BASE_GAS_COST,
33
+ MAV_V1_TICK_GAS_COST,
34
+ MAV_V1_KIND_GAS_COST,
35
+ } from './config';
36
+ import { MaverickV1EventPool } from './maverick-v1-pool';
37
+ import {
38
+ fetchAllPools,
39
+ fetchPoolsSortedByBalanceUsd,
40
+ } from './subgraph-queries';
41
+ import { SUBGRAPH_TIMEOUT } from '../../constants';
42
+ import RouterABI from '../../abi/maverick-v1/router.json';
43
+ import { NumberAsString } from '@paraswap/core';
44
+ import { extractReturnAmountPosition } from '../../executor/utils';
45
+
46
+ const MAX_POOL_CNT = 1000;
47
+
48
+ const EFFICIENCY_FACTOR = 3;
49
+ export class MaverickV1
50
+ extends SimpleExchange
51
+ implements IDex<MaverickV1Data, MaverickV1Param>
52
+ {
53
+ pools: { [key: string]: MaverickV1EventPool } = {};
54
+
55
+ readonly isFeeOnTransferSupported: boolean = false;
56
+ readonly hasConstantPriceLargeAmounts = false;
57
+ readonly needWrapNative = true;
58
+
59
+ public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
60
+ getDexKeysWithNetwork(MaverickV1Config);
61
+
62
+ logger: Logger;
63
+
64
+ routerAddress: string;
65
+
66
+ constructor(
67
+ protected network: Network,
68
+ dexKey: string,
69
+ protected dexHelper: IDexHelper,
70
+ protected adapters = Adapters[network] || {}, // TODO: add any additional optional params to support other fork DEXes
71
+ readonly routerIface = new Interface(RouterABI),
72
+ protected config = MaverickV1Config[dexKey][network],
73
+ protected subgraphURL: string = MaverickV1Config[dexKey][network]
74
+ .subgraphURL,
75
+ ) {
76
+ super(dexHelper, dexKey);
77
+ this.logger = dexHelper.getLogger(dexKey);
78
+ this.routerAddress =
79
+ MaverickV1Config[this.dexKey][this.network].routerAddress;
80
+ }
81
+
82
+ async setupEventPools(blockNumber: number) {
83
+ const pools = await this.fetchAllSubgraphPools();
84
+
85
+ await Promise.all(
86
+ pools.map(async (pool: any) => {
87
+ const eventPool = new MaverickV1EventPool(
88
+ this.dexKey,
89
+ this.network,
90
+ this.dexHelper,
91
+ {
92
+ address: pool.tokenA.id,
93
+ symbol: pool.tokenA.symbol,
94
+ decimals: pool.tokenA.decimals,
95
+ },
96
+ {
97
+ address: pool.tokenB.id,
98
+ symbol: pool.tokenB.symbol,
99
+ decimals: pool.tokenB.decimals,
100
+ },
101
+ pool.fee,
102
+ pool.tickSpacing,
103
+ pool.protocolFeeRatio,
104
+ pool.lookback,
105
+ pool.id,
106
+ MaverickV1Config[this.dexKey][this.network].poolInspectorAddress,
107
+ this.logger,
108
+ );
109
+ const onChainState = await eventPool.generateState(blockNumber);
110
+ if (blockNumber) {
111
+ eventPool.setState(onChainState, blockNumber);
112
+ this.dexHelper.blockManager.subscribeToLogs(
113
+ eventPool,
114
+ eventPool.addressesSubscribed,
115
+ blockNumber,
116
+ );
117
+ }
118
+ this.pools[eventPool.address] = eventPool;
119
+ }),
120
+ );
121
+ }
122
+
123
+ // Initialize pricing is called once in the start of
124
+ // pricing service. It is intended to setup the integration
125
+ // for pricing requests. It is optional for a DEX to
126
+ // implement this function
127
+ async initializePricing(blockNumber: number) {
128
+ await this.setupEventPools(blockNumber);
129
+ }
130
+
131
+ // Returns the list of contract adapters (name and index)
132
+ // for a buy/sell. Return null if there are no adapters.
133
+ getAdapters(side: SwapSide): { name: string; index: number }[] | null {
134
+ return this.adapters[side] ? this.adapters[side] : null;
135
+ }
136
+
137
+ async fetchAllSubgraphPools(): Promise<SubgraphPoolBase[]> {
138
+ this.logger.info(
139
+ `Fetching ${this.dexKey}_${this.network} Pools from subgraph`,
140
+ );
141
+ const { data } = await this.dexHelper.httpRequest.post(
142
+ this.subgraphURL,
143
+ { query: fetchAllPools, count: MAX_POOL_CNT },
144
+ SUBGRAPH_TIMEOUT,
145
+ );
146
+ return data.pools;
147
+ }
148
+
149
+ // Returns list of pool identifiers that can be used
150
+ // for a given swap. poolIdentifiers must be unique
151
+ // across DEXes. It is recommended to use
152
+ // ${dexKey}_${poolAddress} as a poolIdentifier
153
+ async getPoolIdentifiers(
154
+ srcToken: Token,
155
+ destToken: Token,
156
+ side: SwapSide,
157
+ blockNumber: number,
158
+ ): Promise<string[]> {
159
+ const from = this.dexHelper.config.wrapETH(srcToken);
160
+ const to = this.dexHelper.config.wrapETH(destToken);
161
+
162
+ if (from.address.toLowerCase() === to.address.toLowerCase()) {
163
+ return [];
164
+ }
165
+
166
+ const pools = await this.getPools(from, to);
167
+ return pools.map(
168
+ (pool: any) => `${this.dexKey}_${pool.address.toLowerCase()}`,
169
+ );
170
+ }
171
+
172
+ async getPools(srcToken: Token, destToken: Token) {
173
+ return Object.values(this.pools).filter((pool: MaverickV1EventPool) => {
174
+ return (
175
+ (pool.tokenA.address.toLowerCase() == srcToken.address.toLowerCase() ||
176
+ pool.tokenA.address.toLowerCase() ==
177
+ destToken.address.toLowerCase()) &&
178
+ (pool.tokenB.address.toLowerCase() == srcToken.address.toLowerCase() ||
179
+ pool.tokenB.address.toLowerCase() == destToken.address.toLowerCase())
180
+ );
181
+ });
182
+ }
183
+
184
+ // Returns estimated gas cost of calldata for this DEX in multiSwap
185
+ getCalldataGasCost(
186
+ poolPrices: PoolPrices<MaverickV1Data>,
187
+ ): number | number[] {
188
+ const gasCost = CALLDATA_GAS_COST.DEX_NO_PAYLOAD;
189
+
190
+ const arr = new Array(poolPrices.prices.length);
191
+ poolPrices.prices.forEach((p, index) => {
192
+ if (p == 0n) {
193
+ arr[index] = 0;
194
+ } else {
195
+ arr[index] = gasCost;
196
+ }
197
+ });
198
+ return arr;
199
+ }
200
+
201
+ // Returns pool prices for amounts.
202
+ // If limitPools is defined only pools in limitPools
203
+ // should be used. If limitPools is undefined then
204
+ // any pools can be used.
205
+ async getPricesVolume(
206
+ srcToken: Token,
207
+ destToken: Token,
208
+ amounts: bigint[],
209
+ side: SwapSide,
210
+ blockNumber: number,
211
+ limitPools?: string[],
212
+ ): Promise<null | ExchangePrices<MaverickV1Data>> {
213
+ try {
214
+ const from = this.dexHelper.config.wrapETH(srcToken);
215
+ const to = this.dexHelper.config.wrapETH(destToken);
216
+
217
+ if (from.address.toLowerCase() === to.address.toLowerCase()) {
218
+ return null;
219
+ }
220
+
221
+ const allPools = await this.getPools(from, to);
222
+
223
+ const allowedPools = limitPools
224
+ ? allPools.filter(pool =>
225
+ limitPools.includes(`${this.dexKey}_${pool.address.toLowerCase()}`),
226
+ )
227
+ : allPools;
228
+ if (!allowedPools.length) return null;
229
+
230
+ const unitAmount = getBigIntPow(
231
+ side == SwapSide.BUY ? to.decimals : from.decimals,
232
+ );
233
+
234
+ return (
235
+ await Promise.all(
236
+ allowedPools.map(async (pool: MaverickV1EventPool) => {
237
+ try {
238
+ let state = pool.getState(blockNumber);
239
+ if (state === null) {
240
+ state = await pool.generateState(blockNumber);
241
+ pool.setState(state, blockNumber);
242
+ }
243
+ if (state === null) {
244
+ this.logger.debug(
245
+ `Received null state for pool ${pool.address}`,
246
+ );
247
+ return null;
248
+ }
249
+
250
+ const [unit] = pool.swap(
251
+ unitAmount,
252
+ from,
253
+ to,
254
+ side == SwapSide.BUY,
255
+ );
256
+ // We stop iterating if it becomes 0n at some point
257
+ let lastOutput = 1n;
258
+ let dataList: [bigint, number][] = await Promise.all(
259
+ amounts.map(amount => {
260
+ if (amount === 0n) {
261
+ return [0n, 0];
262
+ }
263
+ // We don't want to proceed with calculations if lower amount was not fillable
264
+ if (lastOutput === 0n) {
265
+ return [0n, 0];
266
+ }
267
+ const output = pool.swap(
268
+ amount,
269
+ from,
270
+ to,
271
+ side == SwapSide.BUY,
272
+ );
273
+ lastOutput = output[0];
274
+ return output;
275
+ }),
276
+ );
277
+
278
+ let prices = dataList.map(d => d[0]);
279
+ let gasCosts: number[] = dataList.map(
280
+ ([d, t]: [BigInt, number]) => {
281
+ if (d == 0n) return 0;
282
+ // I think it is reasonable estimation assuming "kind" gas cost is almost everytime around 1
283
+ return (
284
+ MAV_V1_BASE_GAS_COST +
285
+ (MAV_V1_TICK_GAS_COST + MAV_V1_KIND_GAS_COST) * t
286
+ );
287
+ },
288
+ );
289
+ return {
290
+ prices: prices,
291
+ unit: BigInt(unit),
292
+ data: {
293
+ fee: pool.fee,
294
+ exchange: this.routerAddress,
295
+ pool: pool.address,
296
+ tokenA: pool.tokenA.address,
297
+ tokenB: pool.tokenB.address,
298
+ tickSpacing: pool.tickSpacing,
299
+ protocolFeeRatio: pool.protocolFeeRatio,
300
+ lookback: pool.lookback,
301
+ },
302
+ exchange: this.dexKey,
303
+ poolIdentifier: pool.name,
304
+ gasCost: gasCosts,
305
+ poolAddresses: [pool.address],
306
+ };
307
+ } catch (e) {
308
+ this.logger.debug(
309
+ `Failed to get prices for pool ${pool.address}, from=${from.address}, to=${to.address}`,
310
+ e,
311
+ );
312
+ return null;
313
+ }
314
+ }),
315
+ )
316
+ ).filter(isTruthy);
317
+ } catch (e) {
318
+ this.logger.error(
319
+ `Error_getPricesVolume ${srcToken.symbol || srcToken.address}, ${
320
+ destToken.symbol || destToken.address
321
+ }, ${side}:`,
322
+ e,
323
+ );
324
+ return null;
325
+ }
326
+ }
327
+
328
+ // Encode params required by the exchange adapter
329
+ // Used for multiSwap, buy & megaSwap
330
+ // Hint: abiCoder.encodeParameter() could be useful
331
+ getAdapterParam(
332
+ srcToken: string,
333
+ destToken: string,
334
+ srcAmount: string,
335
+ destAmount: string,
336
+ data: MaverickV1Data,
337
+ side: SwapSide,
338
+ ): AdapterExchangeParam {
339
+ const { pool } = data;
340
+ const payload = this.abiCoder.encodeParameter(
341
+ {
342
+ ParentStruct: {
343
+ pool: 'address',
344
+ deadline: 'uint256',
345
+ },
346
+ },
347
+ {
348
+ pool,
349
+ deadline: getLocalDeadlineAsFriendlyPlaceholder(), // FIXME: more gas efficient to pass block.timestamp in adapter
350
+ },
351
+ );
352
+
353
+ return {
354
+ targetExchange: this.routerAddress,
355
+ payload,
356
+ networkFee: '0',
357
+ };
358
+ }
359
+
360
+ getDexParam(
361
+ srcToken: Address,
362
+ destToken: Address,
363
+ srcAmount: NumberAsString,
364
+ destAmount: NumberAsString,
365
+ recipient: Address,
366
+ data: MaverickV1Data,
367
+ side: SwapSide,
368
+ ): DexExchangeParam {
369
+ const swapFunction =
370
+ side === SwapSide.SELL
371
+ ? MaverickV1Functions.exactInputSingle
372
+ : MaverickV1Functions.exactOutputSingle;
373
+
374
+ const swapFunctionParams: MaverickV1Param =
375
+ side === SwapSide.SELL
376
+ ? {
377
+ recipient,
378
+ deadline: getLocalDeadlineAsFriendlyPlaceholder(),
379
+ amountIn: srcAmount,
380
+ amountOutMinimum: destAmount,
381
+ tokenIn: srcToken,
382
+ tokenOut: destToken,
383
+ pool: data.pool,
384
+ sqrtPriceLimitD18: '0',
385
+ }
386
+ : {
387
+ recipient,
388
+ deadline: getLocalDeadlineAsFriendlyPlaceholder(),
389
+ amountOut: destAmount,
390
+ amountInMaximum: srcAmount,
391
+ tokenIn: srcToken,
392
+ tokenOut: destToken,
393
+ pool: data.pool,
394
+ sqrtPriceLimitD18: '0',
395
+ };
396
+
397
+ const exchangeData = this.routerIface.encodeFunctionData(swapFunction, [
398
+ swapFunctionParams,
399
+ ]);
400
+
401
+ return {
402
+ needWrapNative: this.needWrapNative,
403
+ dexFuncHasRecipient: true,
404
+ exchangeData,
405
+ targetExchange: this.config.routerAddress,
406
+ returnAmountPos:
407
+ side === SwapSide.SELL
408
+ ? extractReturnAmountPosition(
409
+ this.routerIface,
410
+ MaverickV1Functions.exactInputSingle,
411
+ 'amountOut',
412
+ )
413
+ : undefined,
414
+ };
415
+ }
416
+
417
+ async getSimpleParam(
418
+ srcToken: string,
419
+ destToken: string,
420
+ srcAmount: string,
421
+ destAmount: string,
422
+ data: MaverickV1Data,
423
+ side: SwapSide,
424
+ ): Promise<SimpleExchangeParam> {
425
+ const swapFunction =
426
+ side === SwapSide.SELL
427
+ ? MaverickV1Functions.exactInputSingle
428
+ : MaverickV1Functions.exactOutputSingle;
429
+
430
+ const swapFunctionParams: MaverickV1Param =
431
+ side === SwapSide.SELL
432
+ ? {
433
+ recipient: this.augustusAddress,
434
+ deadline: getLocalDeadlineAsFriendlyPlaceholder(),
435
+ amountIn: srcAmount,
436
+ amountOutMinimum: destAmount,
437
+ tokenIn: srcToken,
438
+ tokenOut: destToken,
439
+ pool: data.pool,
440
+ sqrtPriceLimitD18: '0',
441
+ }
442
+ : {
443
+ recipient: this.augustusAddress,
444
+ deadline: getLocalDeadlineAsFriendlyPlaceholder(),
445
+ amountOut: destAmount,
446
+ amountInMaximum: srcAmount,
447
+ tokenIn: srcToken,
448
+ tokenOut: destToken,
449
+ pool: data.pool,
450
+ sqrtPriceLimitD18: '0',
451
+ };
452
+
453
+ const swapData = this.routerIface.encodeFunctionData(swapFunction, [
454
+ swapFunctionParams,
455
+ ]);
456
+
457
+ return this.buildSimpleParamWithoutWETHConversion(
458
+ srcToken,
459
+ srcAmount,
460
+ destToken,
461
+ destAmount,
462
+ swapData,
463
+ this.config.routerAddress,
464
+ );
465
+ }
466
+
467
+ // shoot duplication
468
+ private async _querySubgraph(
469
+ query: string,
470
+ variables: Object,
471
+ timeout = 30000,
472
+ ) {
473
+ try {
474
+ const res = await this.dexHelper.httpRequest.post(
475
+ this.subgraphURL,
476
+ { query, variables },
477
+ undefined,
478
+ { timeout: timeout },
479
+ );
480
+ return res.data;
481
+ } catch (e) {
482
+ this.logger.error(`${this.dexKey}: can not query subgraph: `, e);
483
+ return {};
484
+ }
485
+ }
486
+
487
+ // Fixme: duplicate of UniswapV3
488
+ async getTopPoolsForToken(
489
+ tokenAddress: Address,
490
+ limit: number,
491
+ ): Promise<PoolLiquidity[]> {
492
+ const _tokenAddress = tokenAddress.toLowerCase();
493
+
494
+ const res = await this._querySubgraph(fetchPoolsSortedByBalanceUsd, {
495
+ token: _tokenAddress,
496
+ count: limit,
497
+ });
498
+
499
+ if (!(res && res.pools0 && res.pools1)) {
500
+ this.logger.error(
501
+ `Error_${this.dexKey}_Subgraph: couldn't fetch the pools from the subgraph`,
502
+ );
503
+ return [];
504
+ }
505
+
506
+ const pools0 = _.map(res.pools0, pool => ({
507
+ exchange: this.dexKey,
508
+ address: pool.id.toLowerCase(),
509
+ connectorTokens: [
510
+ {
511
+ address: pool.tokenB.id.toLowerCase(),
512
+ decimals: parseInt(pool.tokenB.decimals),
513
+ },
514
+ ],
515
+ liquidityUSD: parseFloat(pool.balanceUSD) * EFFICIENCY_FACTOR,
516
+ }));
517
+
518
+ const pools1 = _.map(res.pools1, pool => ({
519
+ exchange: this.dexKey,
520
+ address: pool.id.toLowerCase(),
521
+ connectorTokens: [
522
+ {
523
+ address: pool.tokenA.id.toLowerCase(),
524
+ decimals: parseInt(pool.tokenA.decimals),
525
+ },
526
+ ],
527
+ liquidityUSD: parseFloat(pool.balanceUSD) * EFFICIENCY_FACTOR,
528
+ }));
529
+
530
+ const pools = _.slice(
531
+ _.sortBy(_.concat(pools0, pools1), [pool => -1 * pool.liquidityUSD]),
532
+ 0,
533
+ limit,
534
+ );
535
+ return pools;
536
+ }
537
+ }