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

package/src/dex/paraswap-limit-orders/paraswap-limit-orders.ts

@@ -1,631 +1,631 @@
-import { ethers } from 'ethers';
-import { Interface } from '@ethersproject/abi';
-import {
-  Token,
-  Address,
-  ExchangePrices,
-  PoolPrices,
-  AdapterExchangeParam,
-  SimpleExchangeParam,
-  PoolLiquidity,
-  Logger,
-  BigIntAsString,
-  OptimalSwapExchange,
-  ExchangeTxInfo,
-  PreprocessTransactionOptions,
-  NumberAsString,
-  DexExchangeParam,
-} from '../../types';
-import { SwapSide, Network, LIMIT_ORDER_PROVIDERS } from '../../constants';
-import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
-import { getBigIntPow, getDexKeysWithNetwork } from '../../utils';
-import { IDex } from '../../dex/idex';
-import { IDexHelper } from '../../dex-helper/idex-helper';
-import {
-  ParaSwapLimitOrdersData,
-  ParaSwapOrderResponse,
-  ParaSwapOrderBookResponse,
-  OrderInfo,
-  ParaSwapOrderBook,
-} from './types';
-import { Adapters, ParaSwapLimitOrdersConfig } from './config';
-import { LimitOrderExchange } from '../limit-order-exchange';
-import { BI_MAX_UINT256 } from '../../bigint-constants';
-import augustusRFQABI from '../../abi/paraswap-limit-orders/AugustusRFQ.abi.json';
-import {
-  MAX_ORDERS_MULTI_FACTOR,
-  MAX_ORDERS_USED_FOR_SWAP,
-  ONE_ORDER_GASCOST,
-} from './constant';
-import BigNumber from 'bignumber.js';
-
-const BLACKLIST_CACHE_PREFIX = `lo_blacklist`;
-
-export class ParaSwapLimitOrders
-  extends LimitOrderExchange<ParaSwapOrderResponse, ParaSwapOrderBookResponse>
-  implements IDex<ParaSwapLimitOrdersData>
-{
-  readonly hasConstantPriceLargeAmounts = false;
-  readonly needWrapNative = true;
-  readonly isFeeOnTransferSupported = false;
-
-  public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
-    getDexKeysWithNetwork(ParaSwapLimitOrdersConfig);
-
-  logger: Logger;
-
-  protected augustusRFQAddress: Address;
-
-  constructor(
-    protected network: Network,
-    dexKey: string,
-    protected dexHelper: IDexHelper,
-    protected adapters = Adapters[network] ? Adapters[network] : {},
-    protected rfqIface = new Interface(augustusRFQABI),
-  ) {
-    super(dexHelper, dexKey);
-    this.augustusRFQAddress =
-      dexHelper.config.data.augustusRFQAddress.toLowerCase();
-    this.logger = dexHelper.getLogger(dexKey);
-  }
-
-  get limitOrderProviderName() {
-    return LIMIT_ORDER_PROVIDERS.PARASWAP;
-  }
-
-  getAdapters(side: SwapSide): { name: string; index: number }[] | null {
-    return this.adapters[side] ? this.adapters[side] : null;
-  }
-
-  getIdentifier(srcToken: Address, destToken: Address) {
-    // Expected lowered Addresses
-    return `${this.dexKey.toLowerCase()}_${srcToken}_${destToken}`;
-  }
-
-  async isBlacklisted(userAddress: string): Promise<boolean> {
-    const value = await this.dexHelper.cache.rawget(
-      `${BLACKLIST_CACHE_PREFIX}_${userAddress}`.toLowerCase(),
-    );
-    if (value) {
-      return true;
-    }
-
-    return false;
-  }
-
-  async getPoolIdentifiers(
-    srcToken: Token,
-    destToken: Token,
-    side: SwapSide,
-    blockNumber: number,
-  ): Promise<string[]> {
-    const _srcToken = this.dexHelper.config.wrapETH(srcToken);
-    const _destToken = this.dexHelper.config.wrapETH(destToken);
-
-    const _srcAddress = _srcToken.address.toLowerCase();
-    const _destAddress = _destToken.address.toLowerCase();
-
-    if (_srcAddress === _destAddress) {
-      return [];
-    }
-
-    const orderBook = await this._getLatestOrderBook(_srcAddress, _destAddress);
-
-    if (orderBook === null) return [];
-
-    return [this.getIdentifier(_srcAddress, _destAddress)];
-  }
-
-  async getPricesVolume(
-    srcToken: Token,
-    destToken: Token,
-    amounts: bigint[],
-    side: SwapSide,
-    blockNumber: number,
-    limitPools?: string[],
-  ): Promise<null | ExchangePrices<ParaSwapLimitOrdersData>> {
-    try {
-      const _srcToken = this.dexHelper.config.wrapETH(srcToken);
-      const _destToken = this.dexHelper.config.wrapETH(destToken);
-
-      const _srcAddress = _srcToken.address.toLowerCase();
-      const _destAddress = _destToken.address.toLowerCase();
-
-      if (_srcAddress === _destAddress) return null;
-
-      const expectedIdentifier = this.getIdentifier(_srcAddress, _destAddress);
-
-      if (
-        limitPools !== undefined &&
-        !limitPools.some(p => p === expectedIdentifier)
-      )
-        return null;
-
-      const isSell = side === SwapSide.SELL;
-      const unitVolume = getBigIntPow(
-        isSell ? _srcToken.decimals : _destToken.decimals,
-      );
-
-      let orderBook = await this._getLatestOrderBook(_srcAddress, _destAddress);
-
-      if (orderBook === null) return null;
-
-      // Unit is volume is not increasing, so better to request separate
-      let {
-        prices: [unit],
-      } = this._getPrices([unitVolume], orderBook, isSell);
-
-      const { prices, gasCosts, maxOrdersCount } = this._getPrices(
-        amounts,
-        orderBook,
-        isSell,
-      );
-
-      if (unit === 0n) {
-        // If we didn't fulfill unit amount, scale up latest amount till unit
-        unit = (unitVolume * prices.slice(-1)[0]) / amounts.slice(-1)[0];
-      }
-
-      return [
-        {
-          unit,
-          prices,
-          data: {
-            orderInfos: null,
-            maxOrdersCount,
-          },
-          poolIdentifier: expectedIdentifier,
-          exchange: this.dexKey,
-          gasCost: gasCosts.map(v => Number(v)),
-          poolAddresses: [this.augustusRFQAddress],
-        },
-      ];
-    } catch (e) {
-      this.logger.error(
-        `Error_getPricesVolume ${this.dexKey}: ${
-          srcToken.symbol || srcToken.address
-        }, ${destToken.symbol || destToken.address}, ${side}:`,
-        e,
-      );
-      return null;
-    }
-  }
-
-  // Returns estimated gas cost of calldata for this DEX in multiSwap
-  getCalldataGasCost(
-    poolPrices: PoolPrices<ParaSwapLimitOrdersData>,
-  ): number | number[] {
-    const calculateCalldataGasCost = (g: number) => {
-      if (!g) return 0;
-      const numOrders = Number(BigInt(g) / ONE_ORDER_GASCOST);
-      return (
-        CALLDATA_GAS_COST.DEX_NO_PAYLOAD +
-        CALLDATA_GAS_COST.LENGTH_LARGE +
-        // Struct header
-        CALLDATA_GAS_COST.OFFSET_SMALL +
-        // Struct -> orderInfos[] header
-        CALLDATA_GAS_COST.OFFSET_SMALL +
-        // Struct -> orderInfos[]
-        CALLDATA_GAS_COST.LENGTH_SMALL +
-        // Struct -> orderInfos[0:numOrders] headers
-        CALLDATA_GAS_COST.OFFSET_SMALL +
-        CALLDATA_GAS_COST.OFFSET_LARGE * (numOrders - 1) +
-        // Struct -> orderInfos[0:numOrders]
-        numOrders *
-          // Struct -> orderInfos[i] -> order
-          (CALLDATA_GAS_COST.FULL_WORD +
-            CALLDATA_GAS_COST.TIMESTAMP +
-            CALLDATA_GAS_COST.ADDRESS +
-            CALLDATA_GAS_COST.ADDRESS +
-            CALLDATA_GAS_COST.ADDRESS +
-            CALLDATA_GAS_COST.ADDRESS +
-            CALLDATA_GAS_COST.AMOUNT +
-            CALLDATA_GAS_COST.AMOUNT +
-            // Struct -> orderInfos[i] -> signature header
-            CALLDATA_GAS_COST.OFFSET_LARGE +
-            // Struct -> orderInfos[i] -> takerTokenFillAmount
-            CALLDATA_GAS_COST.AMOUNT +
-            // Struct -> orderInfos[i] -> permitTakerAsset header
-            CALLDATA_GAS_COST.OFFSET_LARGE +
-            // Struct -> orderInfos[i] -> permitMakerAsset header
-            CALLDATA_GAS_COST.OFFSET_LARGE +
-            // Struct -> orderInfos[i] -> signature
-            CALLDATA_GAS_COST.LENGTH_SMALL +
-            CALLDATA_GAS_COST.FULL_WORD +
-            CALLDATA_GAS_COST.FULL_WORD +
-            CALLDATA_GAS_COST.wordNonZeroBytes(1) +
-            // Struct -> orderInfos[i] -> permitTakerAsset
-            CALLDATA_GAS_COST.ZERO +
-            // Struct -> orderInfos[i] -> permitMakerAsset
-            CALLDATA_GAS_COST.ZERO)
-      );
-    };
-    return typeof poolPrices.gasCost === 'number'
-      ? calculateCalldataGasCost(poolPrices.gasCost)
-      : poolPrices.gasCost.map(calculateCalldataGasCost);
-  }
-
-  async preProcessTransaction?(
-    optimalSwapExchange: OptimalSwapExchange<ParaSwapLimitOrdersData>,
-    srcToken: Token,
-    destToken: Token,
-    side: SwapSide,
-    options: PreprocessTransactionOptions,
-  ): Promise<[OptimalSwapExchange<ParaSwapLimitOrdersData>, ExchangeTxInfo]> {
-    const userAddress = options.txOrigin;
-
-    const srcWrapped = this.dexHelper.config
-      .wrapETH(srcToken)
-      .address.toLowerCase();
-    const destWrapped = this.dexHelper.config
-      .wrapETH(destToken)
-      .address.toLowerCase();
-
-    const isSell = side === SwapSide.SELL;
-    const amountWithSlippage = isSell
-      ? BigInt(
-          new BigNumber(optimalSwapExchange.destAmount.toString())
-            .times(options.slippageFactor)
-            .toFixed(0),
-        )
-      : BigInt(
-          options.slippageFactor
-            .times(optimalSwapExchange.srcAmount.toString())
-            .toFixed(0),
-        );
-
-    const { encodingValues, minDeadline } =
-      await this._prepareOrdersForTransaction(
-        srcWrapped,
-        destWrapped,
-        isSell ? optimalSwapExchange.srcAmount : amountWithSlippage.toString(),
-        isSell ? amountWithSlippage.toString() : optimalSwapExchange.destAmount,
-        side,
-        userAddress,
-      );
-
-    return [
-      {
-        ...optimalSwapExchange,
-        data: { orderInfos: encodingValues },
-      },
-      { deadline: minDeadline },
-    ];
-  }
-
-  getTokenFromAddress?(address: Address): Token {
-    // We don't have predefined set of tokens with decimals
-    // Anyway we don't use decimals, so it is fine to do this
-    return { address, decimals: 0 };
-  }
-
-  getAdapterParam(
-    srcToken: string,
-    destToken: string,
-    srcAmount: string,
-    destAmount: string,
-    data: ParaSwapLimitOrdersData,
-    side: SwapSide,
-  ): AdapterExchangeParam {
-    const { orderInfos } = data;
-    if (orderInfos === null) {
-      throw new Error(
-        `Error_${this.dexKey}_getAdapterParam payload is not received. It may be because of` +
-          `not calling preProcessTransaction before`,
-      );
-    }
-
-    const isSell = side === SwapSide.SELL;
-    const orderInfoParamType = this.rfqIface.getFunction(
-      isSell ? 'tryBatchFillOrderTakerAmount' : 'tryBatchFillOrderMakerAmount',
-    ).inputs[0];
-
-    const orderInfoTypes = orderInfoParamType.format(
-      ethers.utils.FormatTypes.full,
-    );
-
-    const payload = this.rfqIface._abiCoder.encode(
-      [`tuple(${orderInfoTypes})`],
-      [{ orderInfos }],
-    );
-
-    return {
-      targetExchange: this.augustusRFQAddress,
-      payload,
-      networkFee: '0',
-    };
-  }
-
-  async getSimpleParam(
-    srcToken: string,
-    destToken: string,
-    srcAmount: string,
-    destAmount: string,
-    data: ParaSwapLimitOrdersData,
-    side: SwapSide,
-  ): Promise<SimpleExchangeParam> {
-    const { orderInfos } = data;
-
-    if (orderInfos === null) {
-      throw new Error(
-        `Error_${this.dexKey}_getAdapterParam payload is not received. It may be because of` +
-          `not calling preProcessTransaction before`,
-      );
-    }
-
-    const isSell = side === SwapSide.SELL;
-    const swapData = this.rfqIface.encodeFunctionData(
-      isSell ? 'tryBatchFillOrderTakerAmount' : 'tryBatchFillOrderMakerAmount',
-      [orderInfos, isSell ? srcAmount : destAmount, this.augustusAddress],
-    );
-
-    return this.buildSimpleParamWithoutWETHConversion(
-      srcToken,
-      srcAmount,
-      destToken,
-      destAmount,
-      swapData,
-      this.augustusRFQAddress,
-    );
-  }
-
-  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_${this.dexKey}_getAdapterParam payload is not received. It may be because of` +
-          `not calling preProcessTransaction before`,
-      );
-    }
-
-    const isSell = side === SwapSide.SELL;
-    const swapData = this.rfqIface.encodeFunctionData(
-      isSell ? 'tryBatchFillOrderTakerAmount' : 'tryBatchFillOrderMakerAmount',
-      [orderInfos, isSell ? srcAmount : destAmount, recipient],
-    );
-
-    return {
-      needWrapNative: this.needWrapNative,
-      dexFuncHasRecipient: true,
-      exchangeData: swapData,
-      targetExchange: this.augustusRFQAddress,
-      returnAmountPos: undefined,
-    };
-  }
-
-  async getTopPoolsForToken(
-    tokenAddress: Address,
-    limit: number,
-  ): Promise<PoolLiquidity[]> {
-    return [];
-  }
-
-  private async _getLatestOrderBook(
-    src: Address,
-    dest: Address,
-  ): Promise<ParaSwapOrderBook[] | null> {
-    const orderBookUnparsed = await this._limitOrderProvider!.fetchOrderBook(
-      this.network,
-      src,
-      dest,
-    );
-
-    if (orderBookUnparsed === null || orderBookUnparsed.length === 0) {
-      this.logger.trace(
-        `${this.dexKey}: No orderBook found for ${src} and ${dest} on ${this.network} network`,
-      );
-      return null;
-    }
-
-    return orderBookUnparsed
-      .map(orderBook => ({
-        swappableMakerBalance: BigInt(orderBook.swappableMakerBalance),
-        swappableTakerBalance: BigInt(orderBook.swappableTakerBalance),
-        makerAmount: BigInt(orderBook.makerAmount),
-        takerAmount: BigInt(orderBook.takerAmount),
-        isFillOrKill: orderBook.isFillOrKill,
-      }))
-      .filter(
-        orderBook =>
-          orderBook.swappableMakerBalance > 0n &&
-          orderBook.swappableTakerBalance > 0n,
-      );
-  }
-
-  private async _prepareOrdersForTransaction(
-    srcToken: Address,
-    destToken: Address,
-    srcAmount: BigIntAsString,
-    destAmount: BigIntAsString,
-    side: SwapSide,
-    userAddress: Address,
-  ): Promise<{
-    encodingValues: OrderInfo[];
-    minDeadline: bigint;
-  }> {
-    // I assume that srcToken and destToken are already wrapped
-    // And received orders are fully match the amount we need and the price
-    // without further checks and calculations
-    const orderInfos = await this._limitOrderProvider!.fetchAndReserveOrders(
-      this.network,
-      srcToken,
-      destToken,
-      srcAmount,
-      destAmount,
-      side,
-      userAddress,
-    );
-
-    if (orderInfos === null)
-      throw new Error(
-        `${
-          this.dexKey
-        }: No orders received from _limitOrderProvider fetchAndReserveOrders request with params: ${JSON.stringify(
-          {
-            network: this.network,
-            srcToken,
-            destToken,
-            srcAmount,
-            destAmount,
-            side,
-            userAddress,
-          },
-        )}`,
-      );
-
-    const encodingValues: OrderInfo[] = new Array(orderInfos.length);
-
-    let minDeadline = BI_MAX_UINT256;
-    for (const [i, orderInfo] of orderInfos.entries()) {
-      // Find minimum deadline value
-      const { order } = orderInfo;
-
-      const orderExpiryBigInt = BigInt(order.expiry);
-      minDeadline =
-        orderExpiryBigInt < minDeadline ? orderExpiryBigInt : minDeadline;
-
-      encodingValues[i] = {
-        order: {
-          nonceAndMeta: order.nonceAndMeta,
-          expiry: order.expiry,
-          makerAsset: order.makerAsset,
-          takerAsset: order.takerAsset,
-          maker: order.maker,
-          taker: order.taker,
-          makerAmount: order.makerAmount,
-          takerAmount: order.takerAmount,
-        },
-        signature: orderInfo.signature,
-        takerTokenFillAmount: orderInfo.takerTokenFillAmount,
-        permitTakerAsset: orderInfo.permitTakerAsset
-          ? orderInfo.permitTakerAsset
-          : '0x',
-        permitMakerAsset: orderInfo.permitMakerAsset
-          ? orderInfo.permitMakerAsset
-          : '0x',
-      };
-    }
-    return { encodingValues, minDeadline };
-  }
-
-  private _getPrices(
-    amounts: bigint[],
-    orderBook: ParaSwapOrderBook[],
-    isSell: boolean,
-  ): { prices: bigint[]; gasCosts: bigint[]; maxOrdersCount: number } {
-    const prices = new Array<bigint>(amounts.length).fill(0n);
-    const gasCosts = new Array<bigint>(amounts.length).fill(0n);
-    let maxOrdersCount = 0;
-
-    const calcOutFunc = isSell
-      ? this._calcMakerFromTakerAmount
-      : this._calcTakerFromMakerAmount;
-
-    const srcKeyAmount = isSell
-      ? 'swappableTakerBalance'
-      : 'swappableMakerBalance';
-    const destKeyAmount = isSell
-      ? 'swappableMakerBalance'
-      : 'swappableTakerBalance';
-
-    const orderThresholdDenominators = [
-      BigInt(MAX_ORDERS_USED_FOR_SWAP) * BigInt(MAX_ORDERS_MULTI_FACTOR),
-      BigInt(MAX_ORDERS_USED_FOR_SWAP),
-    ];
-
-    for (const orderThresholdDenominator of orderThresholdDenominators) {
-      let latestFilteredOrderBook = orderBook;
-      for (const [i, amount] of amounts.entries()) {
-        if (!(prices[i] === 0n && gasCosts[i] === 0n)) {
-          // We don't want to recalculate prices if previous iterations succeeded
-          continue;
-        }
-
-        if (amount === 0n) {
-          prices[i] = 0n;
-          gasCosts[i] = 0n;
-          continue;
-        }
-
-        const amountThreshold = amount / orderThresholdDenominator;
-
-        latestFilteredOrderBook = latestFilteredOrderBook.filter(
-          ob => ob[srcKeyAmount] >= amountThreshold,
-        );
-
-        if (latestFilteredOrderBook.length === 0) {
-          prices[i] = 0n;
-          gasCosts[i] = 0n;
-          continue;
-        }
-
-        let toFill = amount;
-        let numberOfOrders = 0n;
-        let filled = 0n;
-
-        for (const order of latestFilteredOrderBook) {
-          if (toFill > 0n) {
-            if (toFill > order[srcKeyAmount]) {
-              toFill -= order[srcKeyAmount];
-              filled += order[destKeyAmount];
-              numberOfOrders++;
-            } else if (order.isFillOrKill) {
-              continue;
-            } else {
-              filled += calcOutFunc(
-                toFill,
-                order.makerAmount,
-                order.takerAmount,
-              );
-              toFill = 0n;
-              numberOfOrders++;
-            }
-          }
-          if (numberOfOrders >= MAX_ORDERS_USED_FOR_SWAP) {
-            break;
-          }
-        }
-
-        if (numberOfOrders > MAX_ORDERS_USED_FOR_SWAP) {
-          prices[i] = 0n;
-          gasCosts[i] = 0n;
-        } else if (toFill === 0n) {
-          prices[i] = filled;
-          gasCosts[i] = numberOfOrders * ONE_ORDER_GASCOST;
-          maxOrdersCount = Math.max(maxOrdersCount, +numberOfOrders.toString());
-        } else {
-          prices[i] = 0n;
-          gasCosts[i] = 0n;
-        }
-      }
-    }
-    return { prices, gasCosts, maxOrdersCount };
-  }
-
-  private _calcTakerFromMakerAmount(
-    swappableMakerAmount: bigint,
-    makerAmount: bigint,
-    takerAmount: bigint,
-  ): bigint {
-    return (
-      (swappableMakerAmount * takerAmount + (makerAmount - 1n)) / makerAmount
-    );
-  }
-
-  private _calcMakerFromTakerAmount(
-    swappableTakerAmount: bigint,
-    makerAmount: bigint,
-    takerAmount: bigint,
-  ): bigint {
-    return (swappableTakerAmount * makerAmount) / takerAmount;
-  }
-}
+import { ethers } from 'ethers';
+import { Interface } from '@ethersproject/abi';
+import {
+  Token,
+  Address,
+  ExchangePrices,
+  PoolPrices,
+  AdapterExchangeParam,
+  SimpleExchangeParam,
+  PoolLiquidity,
+  Logger,
+  BigIntAsString,
+  OptimalSwapExchange,
+  ExchangeTxInfo,
+  PreprocessTransactionOptions,
+  NumberAsString,
+  DexExchangeParam,
+} from '../../types';
+import { SwapSide, Network, LIMIT_ORDER_PROVIDERS } from '../../constants';
+import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
+import { getBigIntPow, getDexKeysWithNetwork } from '../../utils';
+import { IDex } from '../../dex/idex';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import {
+  ParaSwapLimitOrdersData,
+  ParaSwapOrderResponse,
+  ParaSwapOrderBookResponse,
+  OrderInfo,
+  ParaSwapOrderBook,
+} from './types';
+import { Adapters, ParaSwapLimitOrdersConfig } from './config';
+import { LimitOrderExchange } from '../limit-order-exchange';
+import { BI_MAX_UINT256 } from '../../bigint-constants';
+import augustusRFQABI from '../../abi/paraswap-limit-orders/AugustusRFQ.abi.json';
+import {
+  MAX_ORDERS_MULTI_FACTOR,
+  MAX_ORDERS_USED_FOR_SWAP,
+  ONE_ORDER_GASCOST,
+} from './constant';
+import BigNumber from 'bignumber.js';
+
+const BLACKLIST_CACHE_PREFIX = `lo_blacklist`;
+
+export class ParaSwapLimitOrders
+  extends LimitOrderExchange<ParaSwapOrderResponse, ParaSwapOrderBookResponse>
+  implements IDex<ParaSwapLimitOrdersData>
+{
+  readonly hasConstantPriceLargeAmounts = false;
+  readonly needWrapNative = true;
+  readonly isFeeOnTransferSupported = false;
+
+  public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
+    getDexKeysWithNetwork(ParaSwapLimitOrdersConfig);
+
+  logger: Logger;
+
+  protected augustusRFQAddress: Address;
+
+  constructor(
+    protected network: Network,
+    dexKey: string,
+    protected dexHelper: IDexHelper,
+    protected adapters = Adapters[network] ? Adapters[network] : {},
+    protected rfqIface = new Interface(augustusRFQABI),
+  ) {
+    super(dexHelper, dexKey);
+    this.augustusRFQAddress =
+      dexHelper.config.data.augustusRFQAddress.toLowerCase();
+    this.logger = dexHelper.getLogger(dexKey);
+  }
+
+  get limitOrderProviderName() {
+    return LIMIT_ORDER_PROVIDERS.PARASWAP;
+  }
+
+  getAdapters(side: SwapSide): { name: string; index: number }[] | null {
+    return this.adapters[side] ? this.adapters[side] : null;
+  }
+
+  getIdentifier(srcToken: Address, destToken: Address) {
+    // Expected lowered Addresses
+    return `${this.dexKey.toLowerCase()}_${srcToken}_${destToken}`;
+  }
+
+  async isBlacklisted(userAddress: string): Promise<boolean> {
+    const value = await this.dexHelper.cache.rawget(
+      `${BLACKLIST_CACHE_PREFIX}_${userAddress}`.toLowerCase(),
+    );
+    if (value) {
+      return true;
+    }
+
+    return false;
+  }
+
+  async getPoolIdentifiers(
+    srcToken: Token,
+    destToken: Token,
+    side: SwapSide,
+    blockNumber: number,
+  ): Promise<string[]> {
+    const _srcToken = this.dexHelper.config.wrapETH(srcToken);
+    const _destToken = this.dexHelper.config.wrapETH(destToken);
+
+    const _srcAddress = _srcToken.address.toLowerCase();
+    const _destAddress = _destToken.address.toLowerCase();
+
+    if (_srcAddress === _destAddress) {
+      return [];
+    }
+
+    const orderBook = await this._getLatestOrderBook(_srcAddress, _destAddress);
+
+    if (orderBook === null) return [];
+
+    return [this.getIdentifier(_srcAddress, _destAddress)];
+  }
+
+  async getPricesVolume(
+    srcToken: Token,
+    destToken: Token,
+    amounts: bigint[],
+    side: SwapSide,
+    blockNumber: number,
+    limitPools?: string[],
+  ): Promise<null | ExchangePrices<ParaSwapLimitOrdersData>> {
+    try {
+      const _srcToken = this.dexHelper.config.wrapETH(srcToken);
+      const _destToken = this.dexHelper.config.wrapETH(destToken);
+
+      const _srcAddress = _srcToken.address.toLowerCase();
+      const _destAddress = _destToken.address.toLowerCase();
+
+      if (_srcAddress === _destAddress) return null;
+
+      const expectedIdentifier = this.getIdentifier(_srcAddress, _destAddress);
+
+      if (
+        limitPools !== undefined &&
+        !limitPools.some(p => p === expectedIdentifier)
+      )
+        return null;
+
+      const isSell = side === SwapSide.SELL;
+      const unitVolume = getBigIntPow(
+        isSell ? _srcToken.decimals : _destToken.decimals,
+      );
+
+      let orderBook = await this._getLatestOrderBook(_srcAddress, _destAddress);
+
+      if (orderBook === null) return null;
+
+      // Unit is volume is not increasing, so better to request separate
+      let {
+        prices: [unit],
+      } = this._getPrices([unitVolume], orderBook, isSell);
+
+      const { prices, gasCosts, maxOrdersCount } = this._getPrices(
+        amounts,
+        orderBook,
+        isSell,
+      );
+
+      if (unit === 0n) {
+        // If we didn't fulfill unit amount, scale up latest amount till unit
+        unit = (unitVolume * prices.slice(-1)[0]) / amounts.slice(-1)[0];
+      }
+
+      return [
+        {
+          unit,
+          prices,
+          data: {
+            orderInfos: null,
+            maxOrdersCount,
+          },
+          poolIdentifier: expectedIdentifier,
+          exchange: this.dexKey,
+          gasCost: gasCosts.map(v => Number(v)),
+          poolAddresses: [this.augustusRFQAddress],
+        },
+      ];
+    } catch (e) {
+      this.logger.error(
+        `Error_getPricesVolume ${this.dexKey}: ${
+          srcToken.symbol || srcToken.address
+        }, ${destToken.symbol || destToken.address}, ${side}:`,
+        e,
+      );
+      return null;
+    }
+  }
+
+  // Returns estimated gas cost of calldata for this DEX in multiSwap
+  getCalldataGasCost(
+    poolPrices: PoolPrices<ParaSwapLimitOrdersData>,
+  ): number | number[] {
+    const calculateCalldataGasCost = (g: number) => {
+      if (!g) return 0;
+      const numOrders = Number(BigInt(g) / ONE_ORDER_GASCOST);
+      return (
+        CALLDATA_GAS_COST.DEX_NO_PAYLOAD +
+        CALLDATA_GAS_COST.LENGTH_LARGE +
+        // Struct header
+        CALLDATA_GAS_COST.OFFSET_SMALL +
+        // Struct -> orderInfos[] header
+        CALLDATA_GAS_COST.OFFSET_SMALL +
+        // Struct -> orderInfos[]
+        CALLDATA_GAS_COST.LENGTH_SMALL +
+        // Struct -> orderInfos[0:numOrders] headers
+        CALLDATA_GAS_COST.OFFSET_SMALL +
+        CALLDATA_GAS_COST.OFFSET_LARGE * (numOrders - 1) +
+        // Struct -> orderInfos[0:numOrders]
+        numOrders *
+          // Struct -> orderInfos[i] -> order
+          (CALLDATA_GAS_COST.FULL_WORD +
+            CALLDATA_GAS_COST.TIMESTAMP +
+            CALLDATA_GAS_COST.ADDRESS +
+            CALLDATA_GAS_COST.ADDRESS +
+            CALLDATA_GAS_COST.ADDRESS +
+            CALLDATA_GAS_COST.ADDRESS +
+            CALLDATA_GAS_COST.AMOUNT +
+            CALLDATA_GAS_COST.AMOUNT +
+            // Struct -> orderInfos[i] -> signature header
+            CALLDATA_GAS_COST.OFFSET_LARGE +
+            // Struct -> orderInfos[i] -> takerTokenFillAmount
+            CALLDATA_GAS_COST.AMOUNT +
+            // Struct -> orderInfos[i] -> permitTakerAsset header
+            CALLDATA_GAS_COST.OFFSET_LARGE +
+            // Struct -> orderInfos[i] -> permitMakerAsset header
+            CALLDATA_GAS_COST.OFFSET_LARGE +
+            // Struct -> orderInfos[i] -> signature
+            CALLDATA_GAS_COST.LENGTH_SMALL +
+            CALLDATA_GAS_COST.FULL_WORD +
+            CALLDATA_GAS_COST.FULL_WORD +
+            CALLDATA_GAS_COST.wordNonZeroBytes(1) +
+            // Struct -> orderInfos[i] -> permitTakerAsset
+            CALLDATA_GAS_COST.ZERO +
+            // Struct -> orderInfos[i] -> permitMakerAsset
+            CALLDATA_GAS_COST.ZERO)
+      );
+    };
+    return typeof poolPrices.gasCost === 'number'
+      ? calculateCalldataGasCost(poolPrices.gasCost)
+      : poolPrices.gasCost.map(calculateCalldataGasCost);
+  }
+
+  async preProcessTransaction?(
+    optimalSwapExchange: OptimalSwapExchange<ParaSwapLimitOrdersData>,
+    srcToken: Token,
+    destToken: Token,
+    side: SwapSide,
+    options: PreprocessTransactionOptions,
+  ): Promise<[OptimalSwapExchange<ParaSwapLimitOrdersData>, ExchangeTxInfo]> {
+    const userAddress = options.txOrigin;
+
+    const srcWrapped = this.dexHelper.config
+      .wrapETH(srcToken)
+      .address.toLowerCase();
+    const destWrapped = this.dexHelper.config
+      .wrapETH(destToken)
+      .address.toLowerCase();
+
+    const isSell = side === SwapSide.SELL;
+    const amountWithSlippage = isSell
+      ? BigInt(
+          new BigNumber(optimalSwapExchange.destAmount.toString())
+            .times(options.slippageFactor)
+            .toFixed(0),
+        )
+      : BigInt(
+          options.slippageFactor
+            .times(optimalSwapExchange.srcAmount.toString())
+            .toFixed(0),
+        );
+
+    const { encodingValues, minDeadline } =
+      await this._prepareOrdersForTransaction(
+        srcWrapped,
+        destWrapped,
+        isSell ? optimalSwapExchange.srcAmount : amountWithSlippage.toString(),
+        isSell ? amountWithSlippage.toString() : optimalSwapExchange.destAmount,
+        side,
+        userAddress,
+      );
+
+    return [
+      {
+        ...optimalSwapExchange,
+        data: { orderInfos: encodingValues },
+      },
+      { deadline: minDeadline },
+    ];
+  }
+
+  getTokenFromAddress?(address: Address): Token {
+    // We don't have predefined set of tokens with decimals
+    // Anyway we don't use decimals, so it is fine to do this
+    return { address, decimals: 0 };
+  }
+
+  getAdapterParam(
+    srcToken: string,
+    destToken: string,
+    srcAmount: string,
+    destAmount: string,
+    data: ParaSwapLimitOrdersData,
+    side: SwapSide,
+  ): AdapterExchangeParam {
+    const { orderInfos } = data;
+    if (orderInfos === null) {
+      throw new Error(
+        `Error_${this.dexKey}_getAdapterParam payload is not received. It may be because of` +
+          `not calling preProcessTransaction before`,
+      );
+    }
+
+    const isSell = side === SwapSide.SELL;
+    const orderInfoParamType = this.rfqIface.getFunction(
+      isSell ? 'tryBatchFillOrderTakerAmount' : 'tryBatchFillOrderMakerAmount',
+    ).inputs[0];
+
+    const orderInfoTypes = orderInfoParamType.format(
+      ethers.utils.FormatTypes.full,
+    );
+
+    const payload = this.rfqIface._abiCoder.encode(
+      [`tuple(${orderInfoTypes})`],
+      [{ orderInfos }],
+    );
+
+    return {
+      targetExchange: this.augustusRFQAddress,
+      payload,
+      networkFee: '0',
+    };
+  }
+
+  async getSimpleParam(
+    srcToken: string,
+    destToken: string,
+    srcAmount: string,
+    destAmount: string,
+    data: ParaSwapLimitOrdersData,
+    side: SwapSide,
+  ): Promise<SimpleExchangeParam> {
+    const { orderInfos } = data;
+
+    if (orderInfos === null) {
+      throw new Error(
+        `Error_${this.dexKey}_getAdapterParam payload is not received. It may be because of` +
+          `not calling preProcessTransaction before`,
+      );
+    }
+
+    const isSell = side === SwapSide.SELL;
+    const swapData = this.rfqIface.encodeFunctionData(
+      isSell ? 'tryBatchFillOrderTakerAmount' : 'tryBatchFillOrderMakerAmount',
+      [orderInfos, isSell ? srcAmount : destAmount, this.augustusAddress],
+    );
+
+    return this.buildSimpleParamWithoutWETHConversion(
+      srcToken,
+      srcAmount,
+      destToken,
+      destAmount,
+      swapData,
+      this.augustusRFQAddress,
+    );
+  }
+
+  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_${this.dexKey}_getAdapterParam payload is not received. It may be because of` +
+          `not calling preProcessTransaction before`,
+      );
+    }
+
+    const isSell = side === SwapSide.SELL;
+    const swapData = this.rfqIface.encodeFunctionData(
+      isSell ? 'tryBatchFillOrderTakerAmount' : 'tryBatchFillOrderMakerAmount',
+      [orderInfos, isSell ? srcAmount : destAmount, recipient],
+    );
+
+    return {
+      needWrapNative: this.needWrapNative,
+      dexFuncHasRecipient: true,
+      exchangeData: swapData,
+      targetExchange: this.augustusRFQAddress,
+      returnAmountPos: undefined,
+    };
+  }
+
+  async getTopPoolsForToken(
+    tokenAddress: Address,
+    limit: number,
+  ): Promise<PoolLiquidity[]> {
+    return [];
+  }
+
+  private async _getLatestOrderBook(
+    src: Address,
+    dest: Address,
+  ): Promise<ParaSwapOrderBook[] | null> {
+    const orderBookUnparsed = await this._limitOrderProvider!.fetchOrderBook(
+      this.network,
+      src,
+      dest,
+    );
+
+    if (orderBookUnparsed === null || orderBookUnparsed.length === 0) {
+      this.logger.trace(
+        `${this.dexKey}: No orderBook found for ${src} and ${dest} on ${this.network} network`,
+      );
+      return null;
+    }
+
+    return orderBookUnparsed
+      .map(orderBook => ({
+        swappableMakerBalance: BigInt(orderBook.swappableMakerBalance),
+        swappableTakerBalance: BigInt(orderBook.swappableTakerBalance),
+        makerAmount: BigInt(orderBook.makerAmount),
+        takerAmount: BigInt(orderBook.takerAmount),
+        isFillOrKill: orderBook.isFillOrKill,
+      }))
+      .filter(
+        orderBook =>
+          orderBook.swappableMakerBalance > 0n &&
+          orderBook.swappableTakerBalance > 0n,
+      );
+  }
+
+  private async _prepareOrdersForTransaction(
+    srcToken: Address,
+    destToken: Address,
+    srcAmount: BigIntAsString,
+    destAmount: BigIntAsString,
+    side: SwapSide,
+    userAddress: Address,
+  ): Promise<{
+    encodingValues: OrderInfo[];
+    minDeadline: bigint;
+  }> {
+    // I assume that srcToken and destToken are already wrapped
+    // And received orders are fully match the amount we need and the price
+    // without further checks and calculations
+    const orderInfos = await this._limitOrderProvider!.fetchAndReserveOrders(
+      this.network,
+      srcToken,
+      destToken,
+      srcAmount,
+      destAmount,
+      side,
+      userAddress,
+    );
+
+    if (orderInfos === null)
+      throw new Error(
+        `${
+          this.dexKey
+        }: No orders received from _limitOrderProvider fetchAndReserveOrders request with params: ${JSON.stringify(
+          {
+            network: this.network,
+            srcToken,
+            destToken,
+            srcAmount,
+            destAmount,
+            side,
+            userAddress,
+          },
+        )}`,
+      );
+
+    const encodingValues: OrderInfo[] = new Array(orderInfos.length);
+
+    let minDeadline = BI_MAX_UINT256;
+    for (const [i, orderInfo] of orderInfos.entries()) {
+      // Find minimum deadline value
+      const { order } = orderInfo;
+
+      const orderExpiryBigInt = BigInt(order.expiry);
+      minDeadline =
+        orderExpiryBigInt < minDeadline ? orderExpiryBigInt : minDeadline;
+
+      encodingValues[i] = {
+        order: {
+          nonceAndMeta: order.nonceAndMeta,
+          expiry: order.expiry,
+          makerAsset: order.makerAsset,
+          takerAsset: order.takerAsset,
+          maker: order.maker,
+          taker: order.taker,
+          makerAmount: order.makerAmount,
+          takerAmount: order.takerAmount,
+        },
+        signature: orderInfo.signature,
+        takerTokenFillAmount: orderInfo.takerTokenFillAmount,
+        permitTakerAsset: orderInfo.permitTakerAsset
+          ? orderInfo.permitTakerAsset
+          : '0x',
+        permitMakerAsset: orderInfo.permitMakerAsset
+          ? orderInfo.permitMakerAsset
+          : '0x',
+      };
+    }
+    return { encodingValues, minDeadline };
+  }
+
+  private _getPrices(
+    amounts: bigint[],
+    orderBook: ParaSwapOrderBook[],
+    isSell: boolean,
+  ): { prices: bigint[]; gasCosts: bigint[]; maxOrdersCount: number } {
+    const prices = new Array<bigint>(amounts.length).fill(0n);
+    const gasCosts = new Array<bigint>(amounts.length).fill(0n);
+    let maxOrdersCount = 0;
+
+    const calcOutFunc = isSell
+      ? this._calcMakerFromTakerAmount
+      : this._calcTakerFromMakerAmount;
+
+    const srcKeyAmount = isSell
+      ? 'swappableTakerBalance'
+      : 'swappableMakerBalance';
+    const destKeyAmount = isSell
+      ? 'swappableMakerBalance'
+      : 'swappableTakerBalance';
+
+    const orderThresholdDenominators = [
+      BigInt(MAX_ORDERS_USED_FOR_SWAP) * BigInt(MAX_ORDERS_MULTI_FACTOR),
+      BigInt(MAX_ORDERS_USED_FOR_SWAP),
+    ];
+
+    for (const orderThresholdDenominator of orderThresholdDenominators) {
+      let latestFilteredOrderBook = orderBook;
+      for (const [i, amount] of amounts.entries()) {
+        if (!(prices[i] === 0n && gasCosts[i] === 0n)) {
+          // We don't want to recalculate prices if previous iterations succeeded
+          continue;
+        }
+
+        if (amount === 0n) {
+          prices[i] = 0n;
+          gasCosts[i] = 0n;
+          continue;
+        }
+
+        const amountThreshold = amount / orderThresholdDenominator;
+
+        latestFilteredOrderBook = latestFilteredOrderBook.filter(
+          ob => ob[srcKeyAmount] >= amountThreshold,
+        );
+
+        if (latestFilteredOrderBook.length === 0) {
+          prices[i] = 0n;
+          gasCosts[i] = 0n;
+          continue;
+        }
+
+        let toFill = amount;
+        let numberOfOrders = 0n;
+        let filled = 0n;
+
+        for (const order of latestFilteredOrderBook) {
+          if (toFill > 0n) {
+            if (toFill > order[srcKeyAmount]) {
+              toFill -= order[srcKeyAmount];
+              filled += order[destKeyAmount];
+              numberOfOrders++;
+            } else if (order.isFillOrKill) {
+              continue;
+            } else {
+              filled += calcOutFunc(
+                toFill,
+                order.makerAmount,
+                order.takerAmount,
+              );
+              toFill = 0n;
+              numberOfOrders++;
+            }
+          }
+          if (numberOfOrders >= MAX_ORDERS_USED_FOR_SWAP) {
+            break;
+          }
+        }
+
+        if (numberOfOrders > MAX_ORDERS_USED_FOR_SWAP) {
+          prices[i] = 0n;
+          gasCosts[i] = 0n;
+        } else if (toFill === 0n) {
+          prices[i] = filled;
+          gasCosts[i] = numberOfOrders * ONE_ORDER_GASCOST;
+          maxOrdersCount = Math.max(maxOrdersCount, +numberOfOrders.toString());
+        } else {
+          prices[i] = 0n;
+          gasCosts[i] = 0n;
+        }
+      }
+    }
+    return { prices, gasCosts, maxOrdersCount };
+  }
+
+  private _calcTakerFromMakerAmount(
+    swappableMakerAmount: bigint,
+    makerAmount: bigint,
+    takerAmount: bigint,
+  ): bigint {
+    return (
+      (swappableMakerAmount * takerAmount + (makerAmount - 1n)) / makerAmount
+    );
+  }
+
+  private _calcMakerFromTakerAmount(
+    swappableTakerAmount: bigint,
+    makerAmount: bigint,
+    takerAmount: bigint,
+  ): bigint {
+    return (swappableTakerAmount * makerAmount) / takerAmount;
+  }
+}