@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
@@ -1,467 +1,467 @@
1
- import { AsyncOrSync, DeepReadonly } from 'ts-essentials';
2
- import { Interface } from '@ethersproject/abi';
3
- import { NumberAsString, SwapSide } from '@paraswap/core';
4
-
5
- import {
6
- AdapterExchangeParam,
7
- Address,
8
- DexExchangeParam,
9
- ExchangePrices,
10
- Logger,
11
- PoolLiquidity,
12
- PoolPrices,
13
- SimpleExchangeParam,
14
- Token,
15
- } from '../../types';
16
- import { Network } from '../../constants';
17
- import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
18
- import { getBigIntPow, getDexKeysWithNetwork } from '../../utils';
19
- import { IDex } from '../idex';
20
- import { IDexHelper } from '../../dex-helper';
21
- import { DexParams, PoolState, WombatData } from './types';
22
- import {
23
- getLocalDeadlineAsFriendlyPlaceholder,
24
- SimpleExchange,
25
- } from '../simple-exchange';
26
- import { Adapters, WombatConfig } from './config';
27
- import PoolABI from '../../abi/wombat/pool-v2.json';
28
- import AssetABI from '../../abi/wombat/asset.json';
29
- import ERC20ABI from '../../abi/erc20.json';
30
- import { WombatQuoter } from './wombat-quoter';
31
- import { WombatBmw } from './wombat-bmw';
32
- import { fromWad } from './utils';
33
- import { WombatPool } from './wombat-pool';
34
- import { StatePollingManager } from '../../lib/stateful-rpc-poller/state-polling-manager';
35
- import { extractReturnAmountPosition } from '../../executor/utils';
36
-
37
- export class Wombat extends SimpleExchange implements IDex<WombatData> {
38
- // contract interfaces
39
- static readonly erc20Interface = new Interface(ERC20ABI);
40
- static readonly poolInterface = new Interface(PoolABI);
41
- static readonly assetInterface = new Interface(AssetABI);
42
- protected pollingManager: StatePollingManager;
43
-
44
- protected config: DexParams;
45
- protected poolLiquidityUSD?: { [poolAddress: string]: number };
46
- public bmw: WombatBmw;
47
- public pools: { [poolAddress: string]: WombatPool } = {};
48
-
49
- readonly isStatePollingDex = true;
50
-
51
- readonly hasConstantPriceLargeAmounts = false;
52
- readonly needWrapNative = true;
53
-
54
- readonly isFeeOnTransferSupported = false;
55
-
56
- public static dexKeysWithNetwork: {
57
- key: string;
58
- networks: Network[];
59
- }[] = getDexKeysWithNetwork(WombatConfig);
60
-
61
- logger: Logger;
62
-
63
- constructor(
64
- readonly network: Network,
65
- readonly dexKey: string,
66
- readonly dexHelper: IDexHelper,
67
- protected adapters = Adapters[network] || {}, // TODO: add any additional optional params to support other fork DEXes
68
- ) {
69
- super(dexHelper, dexKey);
70
- this.logger = dexHelper.getLogger(dexKey);
71
- this.config = WombatConfig[dexKey][network];
72
- this.pollingManager = StatePollingManager.getInstance(dexHelper);
73
-
74
- this.bmw = new WombatBmw(
75
- dexKey,
76
- this.config.bmwAddress,
77
- network,
78
- dexHelper,
79
- this.logger,
80
- this.config.bmwAddress,
81
- this.onAssetAdded.bind(this),
82
- );
83
- }
84
-
85
- async init(blockNumber: number) {
86
- if (!this.bmw.isInitialized) {
87
- await this.bmw.initialize(blockNumber);
88
- }
89
- }
90
-
91
- // Initialize pricing is called once in the start of
92
- // pricing service. It is intended to setup the integration
93
- // for pricing requests. It is optional for a DEX to
94
- // implement this function
95
- async initializePricing(blockNumber: number) {
96
- await this.init(blockNumber);
97
- const bmwState = this.bmw.getState(blockNumber);
98
- if (!bmwState) {
99
- throw new Error('initializePricing: bmwState still null after init');
100
- }
101
- }
102
-
103
- onAssetAdded = async (pool: Address, blockNumber: number): Promise<void> => {
104
- if (!this.pools[pool]) {
105
- this.pools[pool] = new WombatPool(
106
- this.dexKey,
107
- this.getPoolIdentifier(pool),
108
- this.network,
109
- this.dexHelper,
110
- this.logger,
111
- pool,
112
- );
113
- await this.pools[pool].initialize(blockNumber);
114
- }
115
- };
116
-
117
- // Returns the list of contract adapters (name and index)
118
- // for a buy/sell. Return null if there are no adapters.
119
- getAdapters(side: SwapSide): { name: string; index: number }[] | null {
120
- return this.adapters[side] ? this.adapters[side] : null;
121
- }
122
-
123
- // Returns list of pool identifiers that can be used
124
- // for a given swap. poolIdentifiers must be unique
125
- // across DEXes. It is recommended to use
126
- // ${dexKey}_${poolAddress} as a poolIdentifier
127
- async getPoolIdentifiers(
128
- srcToken: Token,
129
- destToken: Token,
130
- side: SwapSide,
131
- blockNumber: number,
132
- ): Promise<string[]> {
133
- if (side === SwapSide.BUY) return [];
134
- return (
135
- await this.findPools(
136
- this.dexHelper.config.wrapETH(srcToken).address.toLowerCase(),
137
- this.dexHelper.config.wrapETH(destToken).address.toLowerCase(),
138
- blockNumber,
139
- )
140
- ).map(p => this.getPoolIdentifier(p));
141
- }
142
-
143
- protected getPoolIdentifier(poolAddress: Address): string {
144
- return `${this.dexKey}_${poolAddress}`;
145
- }
146
-
147
- // Returns pool prices for amounts.
148
- // If limitPools is defined only pools in limitPools
149
- // should be used. If limitPools is undefined then
150
- // any pools can be used.
151
- async getPricesVolume(
152
- srcToken: Token,
153
- destToken: Token,
154
- amounts: bigint[],
155
- side: SwapSide,
156
- blockNumber: number,
157
- limitPools?: string[],
158
- ): Promise<null | ExchangePrices<WombatData>> {
159
- if (side === SwapSide.BUY) return null; // Buy side not implemented yet
160
- if (!this.pools) {
161
- this.logger.error(`Missing pools for ${this.dexKey} in getPricesVolume`);
162
- return null;
163
- }
164
- const srcTokenAddress = this.dexHelper.config
165
- .wrapETH(srcToken)
166
- .address.toLowerCase();
167
- const destTokenAddress = this.dexHelper.config
168
- .wrapETH(destToken)
169
- .address.toLowerCase();
170
- if (srcTokenAddress === destTokenAddress) return null;
171
-
172
- const pools = (
173
- await this.findPools(srcTokenAddress, destTokenAddress, blockNumber)
174
- ).filter(
175
- poolAddress =>
176
- !limitPools || limitPools.includes(this.getPoolIdentifier(poolAddress)),
177
- );
178
-
179
- const promises = [];
180
- for (const poolAddress of pools) {
181
- let state = await this.pools![poolAddress].getState(blockNumber);
182
- if (!state) {
183
- this.logger.warn(
184
- `State of pool ${poolAddress} is null in getPricesVolume, skipping...`,
185
- );
186
- continue;
187
- }
188
- const [unit, ...prices] = this.computePrices(
189
- srcTokenAddress,
190
- destTokenAddress,
191
- [getBigIntPow(srcToken.decimals), ...amounts],
192
- side,
193
- state,
194
- );
195
- promises.push({
196
- prices,
197
- unit,
198
- data: {
199
- exchange: poolAddress,
200
- },
201
- poolAddresses: [poolAddress],
202
- exchange: this.dexKey,
203
- /** @todo specify gas cost */
204
- gasCost: 260 * 1000,
205
- poolIdentifier: this.getPoolIdentifier(poolAddress),
206
- });
207
- }
208
-
209
- return await Promise.all(promises);
210
- }
211
-
212
- // take PoolState to compute price
213
- protected computePrices(
214
- srcTokenAddress: Address,
215
- destTokenAddress: Address,
216
- amounts: bigint[],
217
- side: SwapSide,
218
- state: DeepReadonly<PoolState>,
219
- ): bigint[] {
220
- const srcAsset = state.asset[srcTokenAddress];
221
- const destAsset = state.asset[destTokenAddress];
222
- const quoter = new WombatQuoter(state.params);
223
-
224
- return amounts.map(fromAmount => {
225
- return side === SwapSide.SELL
226
- ? quoter.getQuote(srcAsset, destAsset, fromAmount)
227
- : quoter.getQuote(destAsset, srcAsset, -fromAmount);
228
- });
229
- }
230
-
231
- protected async findPools(
232
- srcTokenAddress: Address,
233
- destTokenAddress: Address,
234
- blockNumber: number,
235
- ): Promise<Address[]> {
236
- const pools: Address[] = [];
237
- for (const [poolAddress, pool] of Object.entries(this.pools)) {
238
- const state = await pool.getState(blockNumber);
239
- if (!state) {
240
- continue;
241
- }
242
-
243
- if (
244
- state &&
245
- !state.params.paused &&
246
- state.asset[srcTokenAddress] &&
247
- state.asset[destTokenAddress]
248
- ) {
249
- pools.push(poolAddress);
250
- }
251
- }
252
-
253
- return pools;
254
- }
255
-
256
- // Returns estimated gas cost of calldata for this DEX in multiSwap
257
- getCalldataGasCost(poolPrices: PoolPrices<WombatData>): number | number[] {
258
- // TODO: update if there is any payload in getAdapterParam
259
- return CALLDATA_GAS_COST.DEX_NO_PAYLOAD;
260
- }
261
-
262
- getAdapterParam(
263
- srcToken: string,
264
- destToken: string,
265
- srcAmount: string,
266
- destAmount: string,
267
- data: WombatData,
268
- side: SwapSide,
269
- ): AdapterExchangeParam {
270
- if (side === SwapSide.BUY) throw new Error(`Buy not supported`);
271
-
272
- const { exchange } = data;
273
-
274
- return {
275
- targetExchange: exchange,
276
- payload: '0x',
277
- networkFee: '0',
278
- };
279
- }
280
-
281
- // Encode call data used by simpleSwap like routers
282
- // Used for simpleSwap & simpleBuy
283
- // Hint: this.buildSimpleParamWithoutWETHConversion
284
- // could be useful
285
- async getSimpleParam(
286
- srcToken: string,
287
- destToken: string,
288
- srcAmount: string,
289
- destAmount: string,
290
- data: WombatData,
291
- side: SwapSide,
292
- ): Promise<SimpleExchangeParam> {
293
- if (side === SwapSide.BUY) throw new Error(`Buy not supported`);
294
- const { exchange } = data;
295
-
296
- // Encode here the transaction arguments
297
- const swapData = Wombat.poolInterface.encodeFunctionData('swap', [
298
- srcToken,
299
- destToken,
300
- srcAmount,
301
- destAmount,
302
- this.augustusAddress,
303
- getLocalDeadlineAsFriendlyPlaceholder(),
304
- ]);
305
-
306
- return this.buildSimpleParamWithoutWETHConversion(
307
- srcToken,
308
- srcAmount,
309
- destToken,
310
- destAmount,
311
- swapData,
312
- exchange,
313
- );
314
- }
315
-
316
- getDexParam(
317
- srcToken: Address,
318
- destToken: Address,
319
- srcAmount: NumberAsString,
320
- destAmount: NumberAsString,
321
- recipient: Address,
322
- data: WombatData,
323
- side: SwapSide,
324
- ): DexExchangeParam {
325
- if (side === SwapSide.BUY) throw new Error(`Buy not supported`);
326
- const { exchange } = data;
327
-
328
- // Encode here the transaction arguments
329
- const swapData = Wombat.poolInterface.encodeFunctionData('swap', [
330
- srcToken,
331
- destToken,
332
- srcAmount,
333
- destAmount,
334
- recipient,
335
- getLocalDeadlineAsFriendlyPlaceholder(),
336
- ]);
337
-
338
- return {
339
- needWrapNative: this.needWrapNative,
340
- dexFuncHasRecipient: true,
341
- exchangeData: swapData,
342
- targetExchange: exchange,
343
- returnAmountPos:
344
- side === SwapSide.SELL
345
- ? extractReturnAmountPosition(
346
- Wombat.poolInterface,
347
- 'swap',
348
- 'actualToAmount',
349
- )
350
- : undefined,
351
- };
352
- }
353
-
354
- // This is called once before getTopPoolsForToken is
355
- // called for multiple tokens. This can be helpful to
356
- // update common state required for calculating
357
- // getTopPoolsForToken. For example, poolLiquidityUSD.
358
- async updatePoolState(): Promise<void> {
359
- const blockNumber = await this.dexHelper.provider.getBlockNumber();
360
- await this.init(blockNumber);
361
- const bmwState = this.bmw.getState(blockNumber);
362
- if (!bmwState) {
363
- throw new Error('updatePoolState: bmwState still null after init');
364
- }
365
-
366
- // All tokens are USD stablecoins so to estimate liquidity can just add
367
- // the cash balances of all the tokens
368
- const poolLiquidityUSD: { [poolAddress: string]: number } = {};
369
- const usdPromises = [];
370
- const poolStates: { [poolAddress: string]: DeepReadonly<PoolState> } = {};
371
- const poolStateObjs = await Promise.all(
372
- Object.values(this.pools).map(pool => pool.getState(blockNumber)),
373
- );
374
-
375
- for (const [poolAddress, _] of Object.entries(this.pools)) {
376
- const index = Object.keys(this.pools).indexOf(poolAddress);
377
- let state = poolStateObjs[index];
378
- if (!state) {
379
- this.logger.warn(
380
- `State of ${poolAddress} is null in updatePoolState, skipping...`,
381
- );
382
- continue;
383
- }
384
- poolStates[poolAddress] = state;
385
- for (const [tokenAddress, assetState] of Object.entries(state.asset)) {
386
- usdPromises.push(
387
- this.dexHelper.getTokenUSDPrice(
388
- {
389
- address: tokenAddress,
390
- decimals: assetState.underlyingTokenDecimals,
391
- },
392
- fromWad(
393
- assetState.cash,
394
- BigInt(assetState.underlyingTokenDecimals),
395
- ),
396
- ),
397
- );
398
- }
399
- }
400
- const usdValues = await Promise.all(usdPromises);
401
-
402
- for (const [poolAddress, poolState] of Object.entries(poolStates)) {
403
- poolLiquidityUSD[poolAddress] = 0;
404
- for (let i = 0; i < poolState.underlyingAddresses.length; i++) {
405
- poolLiquidityUSD[poolAddress] += usdValues[i];
406
- }
407
- }
408
-
409
- this.poolLiquidityUSD = poolLiquidityUSD;
410
- }
411
-
412
- // Returns list of top pools based on liquidity. Max
413
- // limit number pools should be returned.
414
- async getTopPoolsForToken(
415
- tokenAddress: Address,
416
- limit: number,
417
- ): Promise<PoolLiquidity[]> {
418
- // getTopPoolsForToken shouldn't use block manager
419
- // TODO: update getTopPoolsForToken to work without block manager
420
- return [];
421
- // if (!this.poolLiquidityUSD) await this.updatePoolState();
422
- // tokenAddress = (
423
- // isETHAddress(tokenAddress)
424
- // ? this.dexHelper.config.data.wrappedNativeTokenAddress
425
- // : tokenAddress
426
- // ).toLowerCase();
427
- // const pools: string[] = [];
428
- // const poolStates: { [poolAddress: string]: DeepReadonly<PoolState> } = {};
429
- // for (const [poolAddress, eventPool] of Object.entries(this.pools)) {
430
- // let state = await eventPool.getState();
431
- // if (!state) {
432
- // this.logger.warn(
433
- // `State of ${poolAddress} is null in getTopPoolsForToken, skipping...`,
434
- // );
435
- // continue;
436
- // }
437
- // if (
438
- // state.value.underlyingAddresses.includes(tokenAddress) &&
439
- // this.poolLiquidityUSD![poolAddress]
440
- // ) {
441
- // poolStates[poolAddress] = state.value;
442
- // pools.push(poolAddress);
443
- // }
444
- // }
445
-
446
- // // sort by liquidity
447
- // pools.sort((a, b) => this.poolLiquidityUSD![b] - this.poolLiquidityUSD![a]);
448
- // return pools.slice(0, limit).map(poolAddress => ({
449
- // exchange: this.dexKey,
450
- // address: poolAddress,
451
- // // other tokens in the same pool
452
- // connectorTokens: poolStates[poolAddress].underlyingAddresses
453
- // .filter(t => t !== tokenAddress)
454
- // .map(t => ({
455
- // decimals: poolStates[poolAddress].asset[t].underlyingTokenDecimals,
456
- // address: t,
457
- // })),
458
- // liquidityUSD: this.poolLiquidityUSD![poolAddress],
459
- // }));
460
- }
461
-
462
- // This is optional function in case if your implementation has acquired any resources
463
- // you need to release for graceful shutdown. For example, it may be any interval timer
464
- releaseResources(): AsyncOrSync<void> {
465
- // TODO: complete me!
466
- }
467
- }
1
+ import { AsyncOrSync, DeepReadonly } from 'ts-essentials';
2
+ import { Interface } from '@ethersproject/abi';
3
+ import { NumberAsString, SwapSide } from '@paraswap/core';
4
+
5
+ import {
6
+ AdapterExchangeParam,
7
+ Address,
8
+ DexExchangeParam,
9
+ ExchangePrices,
10
+ Logger,
11
+ PoolLiquidity,
12
+ PoolPrices,
13
+ SimpleExchangeParam,
14
+ Token,
15
+ } from '../../types';
16
+ import { Network } from '../../constants';
17
+ import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
18
+ import { getBigIntPow, getDexKeysWithNetwork } from '../../utils';
19
+ import { IDex } from '../idex';
20
+ import { IDexHelper } from '../../dex-helper';
21
+ import { DexParams, PoolState, WombatData } from './types';
22
+ import {
23
+ getLocalDeadlineAsFriendlyPlaceholder,
24
+ SimpleExchange,
25
+ } from '../simple-exchange';
26
+ import { Adapters, WombatConfig } from './config';
27
+ import PoolABI from '../../abi/wombat/pool-v2.json';
28
+ import AssetABI from '../../abi/wombat/asset.json';
29
+ import ERC20ABI from '../../abi/erc20.json';
30
+ import { WombatQuoter } from './wombat-quoter';
31
+ import { WombatBmw } from './wombat-bmw';
32
+ import { fromWad } from './utils';
33
+ import { WombatPool } from './wombat-pool';
34
+ import { StatePollingManager } from '../../lib/stateful-rpc-poller/state-polling-manager';
35
+ import { extractReturnAmountPosition } from '../../executor/utils';
36
+
37
+ export class Wombat extends SimpleExchange implements IDex<WombatData> {
38
+ // contract interfaces
39
+ static readonly erc20Interface = new Interface(ERC20ABI);
40
+ static readonly poolInterface = new Interface(PoolABI);
41
+ static readonly assetInterface = new Interface(AssetABI);
42
+ protected pollingManager: StatePollingManager;
43
+
44
+ protected config: DexParams;
45
+ protected poolLiquidityUSD?: { [poolAddress: string]: number };
46
+ public bmw: WombatBmw;
47
+ public pools: { [poolAddress: string]: WombatPool } = {};
48
+
49
+ readonly isStatePollingDex = true;
50
+
51
+ readonly hasConstantPriceLargeAmounts = false;
52
+ readonly needWrapNative = true;
53
+
54
+ readonly isFeeOnTransferSupported = false;
55
+
56
+ public static dexKeysWithNetwork: {
57
+ key: string;
58
+ networks: Network[];
59
+ }[] = getDexKeysWithNetwork(WombatConfig);
60
+
61
+ logger: Logger;
62
+
63
+ constructor(
64
+ readonly network: Network,
65
+ readonly dexKey: string,
66
+ readonly dexHelper: IDexHelper,
67
+ protected adapters = Adapters[network] || {}, // TODO: add any additional optional params to support other fork DEXes
68
+ ) {
69
+ super(dexHelper, dexKey);
70
+ this.logger = dexHelper.getLogger(dexKey);
71
+ this.config = WombatConfig[dexKey][network];
72
+ this.pollingManager = StatePollingManager.getInstance(dexHelper);
73
+
74
+ this.bmw = new WombatBmw(
75
+ dexKey,
76
+ this.config.bmwAddress,
77
+ network,
78
+ dexHelper,
79
+ this.logger,
80
+ this.config.bmwAddress,
81
+ this.onAssetAdded.bind(this),
82
+ );
83
+ }
84
+
85
+ async init(blockNumber: number) {
86
+ if (!this.bmw.isInitialized) {
87
+ await this.bmw.initialize(blockNumber);
88
+ }
89
+ }
90
+
91
+ // Initialize pricing is called once in the start of
92
+ // pricing service. It is intended to setup the integration
93
+ // for pricing requests. It is optional for a DEX to
94
+ // implement this function
95
+ async initializePricing(blockNumber: number) {
96
+ await this.init(blockNumber);
97
+ const bmwState = this.bmw.getState(blockNumber);
98
+ if (!bmwState) {
99
+ throw new Error('initializePricing: bmwState still null after init');
100
+ }
101
+ }
102
+
103
+ onAssetAdded = async (pool: Address, blockNumber: number): Promise<void> => {
104
+ if (!this.pools[pool]) {
105
+ this.pools[pool] = new WombatPool(
106
+ this.dexKey,
107
+ this.getPoolIdentifier(pool),
108
+ this.network,
109
+ this.dexHelper,
110
+ this.logger,
111
+ pool,
112
+ );
113
+ await this.pools[pool].initialize(blockNumber);
114
+ }
115
+ };
116
+
117
+ // Returns the list of contract adapters (name and index)
118
+ // for a buy/sell. Return null if there are no adapters.
119
+ getAdapters(side: SwapSide): { name: string; index: number }[] | null {
120
+ return this.adapters[side] ? this.adapters[side] : null;
121
+ }
122
+
123
+ // Returns list of pool identifiers that can be used
124
+ // for a given swap. poolIdentifiers must be unique
125
+ // across DEXes. It is recommended to use
126
+ // ${dexKey}_${poolAddress} as a poolIdentifier
127
+ async getPoolIdentifiers(
128
+ srcToken: Token,
129
+ destToken: Token,
130
+ side: SwapSide,
131
+ blockNumber: number,
132
+ ): Promise<string[]> {
133
+ if (side === SwapSide.BUY) return [];
134
+ return (
135
+ await this.findPools(
136
+ this.dexHelper.config.wrapETH(srcToken).address.toLowerCase(),
137
+ this.dexHelper.config.wrapETH(destToken).address.toLowerCase(),
138
+ blockNumber,
139
+ )
140
+ ).map(p => this.getPoolIdentifier(p));
141
+ }
142
+
143
+ protected getPoolIdentifier(poolAddress: Address): string {
144
+ return `${this.dexKey}_${poolAddress}`;
145
+ }
146
+
147
+ // Returns pool prices for amounts.
148
+ // If limitPools is defined only pools in limitPools
149
+ // should be used. If limitPools is undefined then
150
+ // any pools can be used.
151
+ async getPricesVolume(
152
+ srcToken: Token,
153
+ destToken: Token,
154
+ amounts: bigint[],
155
+ side: SwapSide,
156
+ blockNumber: number,
157
+ limitPools?: string[],
158
+ ): Promise<null | ExchangePrices<WombatData>> {
159
+ if (side === SwapSide.BUY) return null; // Buy side not implemented yet
160
+ if (!this.pools) {
161
+ this.logger.error(`Missing pools for ${this.dexKey} in getPricesVolume`);
162
+ return null;
163
+ }
164
+ const srcTokenAddress = this.dexHelper.config
165
+ .wrapETH(srcToken)
166
+ .address.toLowerCase();
167
+ const destTokenAddress = this.dexHelper.config
168
+ .wrapETH(destToken)
169
+ .address.toLowerCase();
170
+ if (srcTokenAddress === destTokenAddress) return null;
171
+
172
+ const pools = (
173
+ await this.findPools(srcTokenAddress, destTokenAddress, blockNumber)
174
+ ).filter(
175
+ poolAddress =>
176
+ !limitPools || limitPools.includes(this.getPoolIdentifier(poolAddress)),
177
+ );
178
+
179
+ const promises = [];
180
+ for (const poolAddress of pools) {
181
+ let state = await this.pools![poolAddress].getState(blockNumber);
182
+ if (!state) {
183
+ this.logger.warn(
184
+ `State of pool ${poolAddress} is null in getPricesVolume, skipping...`,
185
+ );
186
+ continue;
187
+ }
188
+ const [unit, ...prices] = this.computePrices(
189
+ srcTokenAddress,
190
+ destTokenAddress,
191
+ [getBigIntPow(srcToken.decimals), ...amounts],
192
+ side,
193
+ state,
194
+ );
195
+ promises.push({
196
+ prices,
197
+ unit,
198
+ data: {
199
+ exchange: poolAddress,
200
+ },
201
+ poolAddresses: [poolAddress],
202
+ exchange: this.dexKey,
203
+ /** @todo specify gas cost */
204
+ gasCost: 260 * 1000,
205
+ poolIdentifier: this.getPoolIdentifier(poolAddress),
206
+ });
207
+ }
208
+
209
+ return await Promise.all(promises);
210
+ }
211
+
212
+ // take PoolState to compute price
213
+ protected computePrices(
214
+ srcTokenAddress: Address,
215
+ destTokenAddress: Address,
216
+ amounts: bigint[],
217
+ side: SwapSide,
218
+ state: DeepReadonly<PoolState>,
219
+ ): bigint[] {
220
+ const srcAsset = state.asset[srcTokenAddress];
221
+ const destAsset = state.asset[destTokenAddress];
222
+ const quoter = new WombatQuoter(state.params);
223
+
224
+ return amounts.map(fromAmount => {
225
+ return side === SwapSide.SELL
226
+ ? quoter.getQuote(srcAsset, destAsset, fromAmount)
227
+ : quoter.getQuote(destAsset, srcAsset, -fromAmount);
228
+ });
229
+ }
230
+
231
+ protected async findPools(
232
+ srcTokenAddress: Address,
233
+ destTokenAddress: Address,
234
+ blockNumber: number,
235
+ ): Promise<Address[]> {
236
+ const pools: Address[] = [];
237
+ for (const [poolAddress, pool] of Object.entries(this.pools)) {
238
+ const state = await pool.getState(blockNumber);
239
+ if (!state) {
240
+ continue;
241
+ }
242
+
243
+ if (
244
+ state &&
245
+ !state.params.paused &&
246
+ state.asset[srcTokenAddress] &&
247
+ state.asset[destTokenAddress]
248
+ ) {
249
+ pools.push(poolAddress);
250
+ }
251
+ }
252
+
253
+ return pools;
254
+ }
255
+
256
+ // Returns estimated gas cost of calldata for this DEX in multiSwap
257
+ getCalldataGasCost(poolPrices: PoolPrices<WombatData>): number | number[] {
258
+ // TODO: update if there is any payload in getAdapterParam
259
+ return CALLDATA_GAS_COST.DEX_NO_PAYLOAD;
260
+ }
261
+
262
+ getAdapterParam(
263
+ srcToken: string,
264
+ destToken: string,
265
+ srcAmount: string,
266
+ destAmount: string,
267
+ data: WombatData,
268
+ side: SwapSide,
269
+ ): AdapterExchangeParam {
270
+ if (side === SwapSide.BUY) throw new Error(`Buy not supported`);
271
+
272
+ const { exchange } = data;
273
+
274
+ return {
275
+ targetExchange: exchange,
276
+ payload: '0x',
277
+ networkFee: '0',
278
+ };
279
+ }
280
+
281
+ // Encode call data used by simpleSwap like routers
282
+ // Used for simpleSwap & simpleBuy
283
+ // Hint: this.buildSimpleParamWithoutWETHConversion
284
+ // could be useful
285
+ async getSimpleParam(
286
+ srcToken: string,
287
+ destToken: string,
288
+ srcAmount: string,
289
+ destAmount: string,
290
+ data: WombatData,
291
+ side: SwapSide,
292
+ ): Promise<SimpleExchangeParam> {
293
+ if (side === SwapSide.BUY) throw new Error(`Buy not supported`);
294
+ const { exchange } = data;
295
+
296
+ // Encode here the transaction arguments
297
+ const swapData = Wombat.poolInterface.encodeFunctionData('swap', [
298
+ srcToken,
299
+ destToken,
300
+ srcAmount,
301
+ destAmount,
302
+ this.augustusAddress,
303
+ getLocalDeadlineAsFriendlyPlaceholder(),
304
+ ]);
305
+
306
+ return this.buildSimpleParamWithoutWETHConversion(
307
+ srcToken,
308
+ srcAmount,
309
+ destToken,
310
+ destAmount,
311
+ swapData,
312
+ exchange,
313
+ );
314
+ }
315
+
316
+ getDexParam(
317
+ srcToken: Address,
318
+ destToken: Address,
319
+ srcAmount: NumberAsString,
320
+ destAmount: NumberAsString,
321
+ recipient: Address,
322
+ data: WombatData,
323
+ side: SwapSide,
324
+ ): DexExchangeParam {
325
+ if (side === SwapSide.BUY) throw new Error(`Buy not supported`);
326
+ const { exchange } = data;
327
+
328
+ // Encode here the transaction arguments
329
+ const swapData = Wombat.poolInterface.encodeFunctionData('swap', [
330
+ srcToken,
331
+ destToken,
332
+ srcAmount,
333
+ destAmount,
334
+ recipient,
335
+ getLocalDeadlineAsFriendlyPlaceholder(),
336
+ ]);
337
+
338
+ return {
339
+ needWrapNative: this.needWrapNative,
340
+ dexFuncHasRecipient: true,
341
+ exchangeData: swapData,
342
+ targetExchange: exchange,
343
+ returnAmountPos:
344
+ side === SwapSide.SELL
345
+ ? extractReturnAmountPosition(
346
+ Wombat.poolInterface,
347
+ 'swap',
348
+ 'actualToAmount',
349
+ )
350
+ : undefined,
351
+ };
352
+ }
353
+
354
+ // This is called once before getTopPoolsForToken is
355
+ // called for multiple tokens. This can be helpful to
356
+ // update common state required for calculating
357
+ // getTopPoolsForToken. For example, poolLiquidityUSD.
358
+ async updatePoolState(): Promise<void> {
359
+ const blockNumber = await this.dexHelper.provider.getBlockNumber();
360
+ await this.init(blockNumber);
361
+ const bmwState = this.bmw.getState(blockNumber);
362
+ if (!bmwState) {
363
+ throw new Error('updatePoolState: bmwState still null after init');
364
+ }
365
+
366
+ // All tokens are USD stablecoins so to estimate liquidity can just add
367
+ // the cash balances of all the tokens
368
+ const poolLiquidityUSD: { [poolAddress: string]: number } = {};
369
+ const usdPromises = [];
370
+ const poolStates: { [poolAddress: string]: DeepReadonly<PoolState> } = {};
371
+ const poolStateObjs = await Promise.all(
372
+ Object.values(this.pools).map(pool => pool.getState(blockNumber)),
373
+ );
374
+
375
+ for (const [poolAddress, _] of Object.entries(this.pools)) {
376
+ const index = Object.keys(this.pools).indexOf(poolAddress);
377
+ let state = poolStateObjs[index];
378
+ if (!state) {
379
+ this.logger.warn(
380
+ `State of ${poolAddress} is null in updatePoolState, skipping...`,
381
+ );
382
+ continue;
383
+ }
384
+ poolStates[poolAddress] = state;
385
+ for (const [tokenAddress, assetState] of Object.entries(state.asset)) {
386
+ usdPromises.push(
387
+ this.dexHelper.getTokenUSDPrice(
388
+ {
389
+ address: tokenAddress,
390
+ decimals: assetState.underlyingTokenDecimals,
391
+ },
392
+ fromWad(
393
+ assetState.cash,
394
+ BigInt(assetState.underlyingTokenDecimals),
395
+ ),
396
+ ),
397
+ );
398
+ }
399
+ }
400
+ const usdValues = await Promise.all(usdPromises);
401
+
402
+ for (const [poolAddress, poolState] of Object.entries(poolStates)) {
403
+ poolLiquidityUSD[poolAddress] = 0;
404
+ for (let i = 0; i < poolState.underlyingAddresses.length; i++) {
405
+ poolLiquidityUSD[poolAddress] += usdValues[i];
406
+ }
407
+ }
408
+
409
+ this.poolLiquidityUSD = poolLiquidityUSD;
410
+ }
411
+
412
+ // Returns list of top pools based on liquidity. Max
413
+ // limit number pools should be returned.
414
+ async getTopPoolsForToken(
415
+ tokenAddress: Address,
416
+ limit: number,
417
+ ): Promise<PoolLiquidity[]> {
418
+ // getTopPoolsForToken shouldn't use block manager
419
+ // TODO: update getTopPoolsForToken to work without block manager
420
+ return [];
421
+ // if (!this.poolLiquidityUSD) await this.updatePoolState();
422
+ // tokenAddress = (
423
+ // isETHAddress(tokenAddress)
424
+ // ? this.dexHelper.config.data.wrappedNativeTokenAddress
425
+ // : tokenAddress
426
+ // ).toLowerCase();
427
+ // const pools: string[] = [];
428
+ // const poolStates: { [poolAddress: string]: DeepReadonly<PoolState> } = {};
429
+ // for (const [poolAddress, eventPool] of Object.entries(this.pools)) {
430
+ // let state = await eventPool.getState();
431
+ // if (!state) {
432
+ // this.logger.warn(
433
+ // `State of ${poolAddress} is null in getTopPoolsForToken, skipping...`,
434
+ // );
435
+ // continue;
436
+ // }
437
+ // if (
438
+ // state.value.underlyingAddresses.includes(tokenAddress) &&
439
+ // this.poolLiquidityUSD![poolAddress]
440
+ // ) {
441
+ // poolStates[poolAddress] = state.value;
442
+ // pools.push(poolAddress);
443
+ // }
444
+ // }
445
+
446
+ // // sort by liquidity
447
+ // pools.sort((a, b) => this.poolLiquidityUSD![b] - this.poolLiquidityUSD![a]);
448
+ // return pools.slice(0, limit).map(poolAddress => ({
449
+ // exchange: this.dexKey,
450
+ // address: poolAddress,
451
+ // // other tokens in the same pool
452
+ // connectorTokens: poolStates[poolAddress].underlyingAddresses
453
+ // .filter(t => t !== tokenAddress)
454
+ // .map(t => ({
455
+ // decimals: poolStates[poolAddress].asset[t].underlyingTokenDecimals,
456
+ // address: t,
457
+ // })),
458
+ // liquidityUSD: this.poolLiquidityUSD![poolAddress],
459
+ // }));
460
+ }
461
+
462
+ // This is optional function in case if your implementation has acquired any resources
463
+ // you need to release for graceful shutdown. For example, it may be any interval timer
464
+ releaseResources(): AsyncOrSync<void> {
465
+ // TODO: complete me!
466
+ }
467
+ }