@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
@@ -1,529 +1,529 @@
1
- import {
2
- Token,
3
- Address,
4
- ExchangePrices,
5
- PoolPrices,
6
- AdapterExchangeParam,
7
- SimpleExchangeParam,
8
- PoolLiquidity,
9
- Logger,
10
- NumberAsString,
11
- DexExchangeParam,
12
- } from '../../types';
13
- import { SwapSide, Network, NULL_ADDRESS } from '../../constants';
14
- import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
15
- import { getBigIntPow, getDexKeysWithNetwork } from '../../utils';
16
- import { IDex } from '../../dex/idex';
17
- import { addressArrayDecode, uint8ToNumber } from '../../lib/decoders';
18
- import { IDexHelper } from '../../dex-helper/idex-helper';
19
- import { WooFiV2Data, DexParams } from './types';
20
- import { SimpleExchange } from '../simple-exchange';
21
- import { WooFiV2Config, Adapters } from './config';
22
- import { WooFiV2PollingPool } from './woo-fi-v2-pool';
23
- import { WooFiV2Math } from './woo-fi-v2-math';
24
- import { MIN_CONVERSION_RATE, WOO_FI_V2_GAS_COST } from './constants';
25
- import { assert } from 'ts-essentials';
26
- import { ethers } from 'ethers';
27
- import { addressDecode } from '../../lib/decoders';
28
- import { ifaces } from './utils';
29
- import { StatePollingManager } from '../../lib/stateful-rpc-poller/state-polling-manager';
30
- import { solidityPack } from 'ethers/lib/utils';
31
- import { extractReturnAmountPosition } from '../../executor/utils';
32
-
33
- export class WooFiV2 extends SimpleExchange implements IDex<WooFiV2Data> {
34
- readonly math: WooFiV2Math;
35
-
36
- protected pollingManager: StatePollingManager;
37
-
38
- protected pollingPool?: WooFiV2PollingPool;
39
-
40
- readonly hasConstantPriceLargeAmounts = false;
41
- readonly needWrapNative = true;
42
-
43
- readonly isFeeOnTransferSupported = false;
44
-
45
- readonly isStatePollingDex = true;
46
-
47
- readonly quoteTokenAddress: Address;
48
-
49
- protected _baseTokens?: Token[];
50
-
51
- // Since exchange anyways takes fee, we provide our fee wallet
52
- // to take part of that fee and move to DAO
53
- protected rebateTo?: Address;
54
-
55
- tokenByAddress?: Record<Address, Token>;
56
-
57
- vaultUSDBalance: number = 0;
58
-
59
- public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
60
- getDexKeysWithNetwork(WooFiV2Config);
61
-
62
- logger: Logger;
63
-
64
- constructor(
65
- protected network: Network,
66
- dexKey: string,
67
- readonly dexHelper: IDexHelper,
68
- protected adapters = Adapters[network] || {},
69
- readonly config = WooFiV2Config[dexKey][network],
70
- ) {
71
- super(dexHelper, dexKey);
72
- const loggerName = `${dexKey}-${network}`;
73
- this.logger = dexHelper.getLogger(loggerName);
74
-
75
- // Normalise once all config addresses and use across all scenarios
76
- this.config = this._toLowerForAllConfigAddresses();
77
-
78
- this.quoteTokenAddress = this.config.quoteToken.address;
79
-
80
- // Do not do it singleton, because different networks will have different
81
- // states at the same time
82
- this.math = new WooFiV2Math(
83
- dexHelper.getLogger(`${loggerName}_math`),
84
- this.quoteTokenAddress,
85
- );
86
- this.pollingManager = StatePollingManager.getInstance(dexHelper);
87
- }
88
-
89
- private _toLowerForAllConfigAddresses() {
90
- // If new config property will be added, the TS will throw compile error
91
- const newConfig: DexParams = {
92
- wooPPV2Address: this.config.wooPPV2Address.toLowerCase(),
93
- wooOracleV2Address: this.config.wooOracleV2Address.toLowerCase(),
94
- integrationHelperAddress:
95
- this.config.integrationHelperAddress.toLowerCase(),
96
- quoteToken: {
97
- ...this.config.quoteToken,
98
- address: this.config.quoteToken.address.toLowerCase(),
99
- },
100
- };
101
- return newConfig;
102
- }
103
-
104
- get baseTokens(): Token[] {
105
- if (!this._baseTokens) {
106
- throw new Error(
107
- `Base tokens are not set for ${this.dexKey}-${this.network}. Not properly initialized`,
108
- );
109
- }
110
- return this._baseTokens;
111
- }
112
-
113
- async initializePricing(blockNumber: number) {
114
- await this.initializeTokensAndAddresses();
115
- this._initializePollingPool();
116
- }
117
-
118
- getAdapters(side: SwapSide): { name: string; index: number }[] | null {
119
- return this.adapters[side] ? this.adapters[side] : null;
120
- }
121
-
122
- async getPoolIdentifiers(
123
- srcToken: Token,
124
- destToken: Token,
125
- side: SwapSide,
126
- blockNumber: number,
127
- ): Promise<string[]> {
128
- if (side === SwapSide.BUY) return [];
129
-
130
- if (this.tokenByAddress === undefined) {
131
- this.logger.error(`tokenByAddress is undefined in getPoolIdentifiers`);
132
- return [];
133
- }
134
-
135
- const _srcToken = this.dexHelper.config.wrapETH(srcToken);
136
- const _destToken = this.dexHelper.config.wrapETH(destToken);
137
-
138
- const _srcAddress = _srcToken.address.toLowerCase();
139
- const _destAddress = _destToken.address.toLowerCase();
140
-
141
- if (_srcAddress === _destAddress) return [];
142
-
143
- if (
144
- !this.tokenByAddress[_srcAddress] ||
145
- !this.tokenByAddress[_destAddress]
146
- ) {
147
- return [];
148
- }
149
-
150
- return [this.getIdentifier()];
151
- }
152
-
153
- getIdentifier() {
154
- return `${this.dexKey}_wooppv2`;
155
- }
156
-
157
- async getPricesVolume(
158
- srcToken: Token,
159
- destToken: Token,
160
- amounts: bigint[],
161
- side: SwapSide,
162
- blockNumber: number,
163
- limitPools?: string[],
164
- ): Promise<null | ExchangePrices<WooFiV2Data>> {
165
- if (side === SwapSide.BUY) return null;
166
-
167
- try {
168
- if (this.tokenByAddress === undefined) {
169
- this.logger.error(`tokenByAddress is undefined in getPricesVolume`);
170
- return null;
171
- }
172
-
173
- const _srcToken = this.dexHelper.config.wrapETH(srcToken);
174
- const _destToken = this.dexHelper.config.wrapETH(destToken);
175
-
176
- const _srcAddress = _srcToken.address.toLowerCase();
177
- const _destAddress = _destToken.address.toLowerCase();
178
-
179
- if (_srcAddress === _destAddress) return null;
180
-
181
- if (
182
- !this.tokenByAddress[_srcAddress] ||
183
- !this.tokenByAddress[_destAddress]
184
- )
185
- return null;
186
-
187
- const expectedIdentifier = this.getIdentifier();
188
-
189
- if (
190
- limitPools !== undefined &&
191
- !limitPools.some(p => p === expectedIdentifier)
192
- )
193
- return null;
194
-
195
- const unitVolume = getBigIntPow(_srcToken.decimals);
196
-
197
- const _amounts = [unitVolume, ...amounts.slice(1)];
198
-
199
- assert(
200
- this.pollingPool,
201
- 'pollingPool is not initialized in getPricesVolume',
202
- );
203
-
204
- const state = await this.pollingPool.getState(blockNumber);
205
-
206
- if (state === null) {
207
- this.logger.error(`State is null in getPricesVolume`);
208
- return null;
209
- }
210
-
211
- if (state.value.isPaused) {
212
- this.logger.warn(
213
- `${this.dexKey} is paused on ${this.network} in getPricesVolume`,
214
- );
215
- return null;
216
- }
217
-
218
- this.math.state = state.value;
219
-
220
- const _prices = this.math.query(_srcAddress, _destAddress, _amounts);
221
-
222
- if (!_prices) return null;
223
-
224
- const unit = _prices[0];
225
-
226
- let gasCost = WOO_FI_V2_GAS_COST.baseToBase;
227
- if (_srcAddress === this.config.quoteToken.address) {
228
- gasCost = WOO_FI_V2_GAS_COST.sellQuote;
229
- } else if (_destAddress === this.config.quoteToken.address) {
230
- gasCost = WOO_FI_V2_GAS_COST.sellBase;
231
- }
232
-
233
- return [
234
- {
235
- unit,
236
- prices: [0n, ..._prices.slice(1)],
237
- data: {},
238
- poolIdentifier: expectedIdentifier,
239
- exchange: this.dexKey,
240
- gasCost,
241
- poolAddresses: [this.config.wooPPV2Address],
242
- },
243
- ];
244
- } catch (e) {
245
- this.logger.error(
246
- `Error_getPricesVolume ${srcToken.symbol || srcToken.address}, ${
247
- destToken.symbol || destToken.address
248
- }, ${side}:`,
249
- e,
250
- );
251
- return null;
252
- }
253
- }
254
-
255
- getCalldataGasCost(poolPrices: PoolPrices<WooFiV2Data>): number | number[] {
256
- return CALLDATA_GAS_COST.DEX_OVERHEAD + CALLDATA_GAS_COST.ADDRESS;
257
- }
258
-
259
- getAdapterParam(
260
- srcToken: string,
261
- destToken: string,
262
- srcAmount: string,
263
- destAmount: string,
264
- data: WooFiV2Data,
265
- side: SwapSide,
266
- ): AdapterExchangeParam {
267
- if (side === SwapSide.BUY) throw new Error(`Buy not supported`);
268
-
269
- let rebateTo = this.rebateTo;
270
- if (rebateTo === undefined) {
271
- this.logger.error(`rebateTo is undefined in getAdapterParam`);
272
- rebateTo = NULL_ADDRESS;
273
- }
274
-
275
- const payload = this.abiCoder.encodeParameter('address', rebateTo);
276
-
277
- return {
278
- targetExchange: this.config.wooPPV2Address,
279
- payload,
280
- networkFee: '0',
281
- };
282
- }
283
-
284
- async getSimpleParam(
285
- srcToken: string,
286
- destToken: string,
287
- srcAmount: string,
288
- destAmount: string,
289
- data: WooFiV2Data,
290
- side: SwapSide,
291
- ): Promise<SimpleExchangeParam> {
292
- if (side === SwapSide.BUY) throw new Error(`Buy not supported`);
293
-
294
- const _srcToken = srcToken.toLowerCase();
295
- const _destToken = destToken.toLowerCase();
296
-
297
- let rebateTo = this.rebateTo;
298
- if (rebateTo === undefined) {
299
- this.logger.error(`rebateTo is undefined in getAdapterParam`);
300
- rebateTo = NULL_ADDRESS;
301
- }
302
-
303
- const swapData = ifaces.PPV2.encodeFunctionData('swap', [
304
- _srcToken,
305
- _destToken,
306
- srcAmount,
307
- MIN_CONVERSION_RATE,
308
- this.augustusAddress,
309
- rebateTo,
310
- ]);
311
-
312
- const transferParams = this.erc20Interface.encodeFunctionData('transfer', [
313
- this.config.wooPPV2Address,
314
- srcAmount,
315
- ]);
316
-
317
- return {
318
- callees: [srcToken, this.config.wooPPV2Address],
319
- calldata: [transferParams, swapData],
320
- values: ['0', '0'],
321
- networkFee: '0',
322
- };
323
- }
324
-
325
- getDexParam(
326
- srcToken: Address,
327
- destToken: Address,
328
- srcAmount: NumberAsString,
329
- destAmount: NumberAsString,
330
- recipient: Address,
331
- data: WooFiV2Data,
332
- side: SwapSide,
333
- ): DexExchangeParam {
334
- if (side === SwapSide.BUY) throw new Error(`Buy not supported`);
335
-
336
- const _srcToken = srcToken.toLowerCase();
337
- const _destToken = destToken.toLowerCase();
338
-
339
- let rebateTo = this.rebateTo;
340
- if (rebateTo === undefined) {
341
- this.logger.error(`rebateTo is undefined in getDexParam`);
342
- rebateTo = NULL_ADDRESS;
343
- }
344
-
345
- const swapData = ifaces.PPV2.encodeFunctionData('swap', [
346
- _srcToken,
347
- _destToken,
348
- srcAmount,
349
- MIN_CONVERSION_RATE,
350
- recipient,
351
- // this.augustusAddress,
352
- rebateTo,
353
- ]);
354
-
355
- return {
356
- needWrapNative: this.needWrapNative,
357
- dexFuncHasRecipient: true,
358
- exchangeData: swapData,
359
- targetExchange: this.config.wooPPV2Address,
360
- transferSrcTokenBeforeSwap: this.config.wooPPV2Address,
361
- returnAmountPos:
362
- side === SwapSide.SELL
363
- ? extractReturnAmountPosition(ifaces.PPV2, 'swap', 'realToAmount')
364
- : undefined,
365
- };
366
- }
367
-
368
- async updatePoolState(): Promise<void> {
369
- if (this._baseTokens === undefined || this.tokenByAddress === undefined) {
370
- await this.initializeTokensAndAddresses();
371
- }
372
- if (this.pollingPool === undefined) {
373
- this._initializePollingPool();
374
- }
375
-
376
- if (this.tokenByAddress === undefined) {
377
- this.logger.error(`tokenByAddress is undefined in updatePoolState`);
378
- return;
379
- }
380
-
381
- assert(
382
- this.pollingPool,
383
- 'pollingPool is not initialized in updatePoolState',
384
- );
385
- const state = await this.pollingPool.getState();
386
-
387
- if (!state) {
388
- this.logger.error(
389
- `Failed to updatePoolState. State is null. VaultUSDBalance: ${this.vaultUSDBalance} was not updated`,
390
- );
391
- return;
392
- }
393
-
394
- const tokenBalancesUSD = await Promise.all(
395
- Object.values(this.tokenByAddress).map(t =>
396
- this.dexHelper.getTokenUSDPrice(
397
- t,
398
- state.value.tokenInfos[t.address].reserve,
399
- ),
400
- ),
401
- );
402
- this.vaultUSDBalance = tokenBalancesUSD.reduce(
403
- (sum: number, curr: number) => sum + curr,
404
- );
405
- }
406
-
407
- async getTopPoolsForToken(
408
- tokenAddress: Address,
409
- limit: number,
410
- ): Promise<PoolLiquidity[]> {
411
- const wrappedTokenAddress = this.dexHelper.config
412
- .wrapETH({ address: tokenAddress, decimals: 0 })
413
- .address.toLowerCase();
414
-
415
- if (this.tokenByAddress === undefined) {
416
- this.logger.error(`tokenByAddress is undefined in getTopPoolsForToken`);
417
- return [];
418
- }
419
-
420
- if (!this.tokenByAddress[wrappedTokenAddress]) return [];
421
-
422
- assert(
423
- this.pollingPool,
424
- 'pollingPool is not initialized in getTopPoolsForToken',
425
- );
426
- const latestState = await this.pollingPool.getState();
427
- if (!latestState) return [];
428
-
429
- if (latestState.value.isPaused) {
430
- this.logger.warn(`Paused on ${this.network} in getTopPoolsForToken`);
431
- return [];
432
- }
433
-
434
- const connectorTokens = Object.values(this.tokenByAddress).filter(
435
- t => t.address !== wrappedTokenAddress,
436
- );
437
-
438
- return [
439
- {
440
- exchange: this.dexKey,
441
- address: this.config.wooPPV2Address,
442
- connectorTokens,
443
- liquidityUSD: this.vaultUSDBalance,
444
- },
445
- ];
446
- }
447
-
448
- private _initializeTokenByAddress(baseTokens: Token[]) {
449
- this.tokenByAddress = baseTokens.reduce(
450
- (acc, cur) => {
451
- acc[cur.address] = cur;
452
- return acc;
453
- },
454
- { [this.quoteTokenAddress]: this.config.quoteToken },
455
- );
456
- }
457
-
458
- async _fetchBaseTokensAndFeeWallet(): Promise<Address[]> {
459
- return (
460
- await this.dexHelper.multiWrapper.aggregate([
461
- {
462
- target: this.augustusAddress,
463
- callData: this.augustusInterface.encodeFunctionData(
464
- 'getFeeWallet',
465
- [],
466
- ),
467
- decodeFunction: addressDecode,
468
- },
469
- {
470
- target: this.config.integrationHelperAddress,
471
- callData:
472
- ifaces.integrationHelper.encodeFunctionData('allBaseTokens'),
473
- decodeFunction: addressArrayDecode,
474
- },
475
- ])
476
- ).flat();
477
- }
478
-
479
- async _fetchDecimals(baseTokenAddresses: Address[]): Promise<number[]> {
480
- return this.dexHelper.multiWrapper.aggregate(
481
- baseTokenAddresses.map(address => {
482
- return {
483
- target: address,
484
- callData: this.erc20Interface.encodeFunctionData('decimals'),
485
- decodeFunction: uint8ToNumber,
486
- };
487
- }),
488
- );
489
- }
490
-
491
- async initializeTokensAndAddresses() {
492
- const [rebateTo, ...baseTokenAddresses] =
493
- await this._fetchBaseTokensAndFeeWallet();
494
-
495
- assert(ethers.utils.isAddress(rebateTo), 'Invalid rebateTo address');
496
-
497
- this.rebateTo = rebateTo;
498
- const decimals = await this._fetchDecimals(baseTokenAddresses);
499
-
500
- assert(
501
- decimals.length === baseTokenAddresses.length,
502
- 'Decimals length mismatch',
503
- );
504
-
505
- this._baseTokens = baseTokenAddresses.reduce<Token[]>((acc, curr, i) => {
506
- acc.push({
507
- address: curr,
508
- decimals: decimals[i],
509
- });
510
- return acc;
511
- }, []);
512
-
513
- this._initializeTokenByAddress(this.baseTokens);
514
- }
515
-
516
- private _initializePollingPool() {
517
- assert(this.tokenByAddress, 'tokenByAddress is not properly');
518
-
519
- this.pollingPool = new WooFiV2PollingPool(
520
- this.dexKey,
521
- this.getIdentifier(),
522
- this.dexHelper,
523
- this.config,
524
- Object.values(this.tokenByAddress),
525
- );
526
-
527
- this.pollingManager.initializeAllPendingPools();
528
- }
529
- }
1
+ import {
2
+ Token,
3
+ Address,
4
+ ExchangePrices,
5
+ PoolPrices,
6
+ AdapterExchangeParam,
7
+ SimpleExchangeParam,
8
+ PoolLiquidity,
9
+ Logger,
10
+ NumberAsString,
11
+ DexExchangeParam,
12
+ } from '../../types';
13
+ import { SwapSide, Network, NULL_ADDRESS } from '../../constants';
14
+ import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
15
+ import { getBigIntPow, getDexKeysWithNetwork } from '../../utils';
16
+ import { IDex } from '../../dex/idex';
17
+ import { addressArrayDecode, uint8ToNumber } from '../../lib/decoders';
18
+ import { IDexHelper } from '../../dex-helper/idex-helper';
19
+ import { WooFiV2Data, DexParams } from './types';
20
+ import { SimpleExchange } from '../simple-exchange';
21
+ import { WooFiV2Config, Adapters } from './config';
22
+ import { WooFiV2PollingPool } from './woo-fi-v2-pool';
23
+ import { WooFiV2Math } from './woo-fi-v2-math';
24
+ import { MIN_CONVERSION_RATE, WOO_FI_V2_GAS_COST } from './constants';
25
+ import { assert } from 'ts-essentials';
26
+ import { ethers } from 'ethers';
27
+ import { addressDecode } from '../../lib/decoders';
28
+ import { ifaces } from './utils';
29
+ import { StatePollingManager } from '../../lib/stateful-rpc-poller/state-polling-manager';
30
+ import { solidityPack } from 'ethers/lib/utils';
31
+ import { extractReturnAmountPosition } from '../../executor/utils';
32
+
33
+ export class WooFiV2 extends SimpleExchange implements IDex<WooFiV2Data> {
34
+ readonly math: WooFiV2Math;
35
+
36
+ protected pollingManager: StatePollingManager;
37
+
38
+ protected pollingPool?: WooFiV2PollingPool;
39
+
40
+ readonly hasConstantPriceLargeAmounts = false;
41
+ readonly needWrapNative = true;
42
+
43
+ readonly isFeeOnTransferSupported = false;
44
+
45
+ readonly isStatePollingDex = true;
46
+
47
+ readonly quoteTokenAddress: Address;
48
+
49
+ protected _baseTokens?: Token[];
50
+
51
+ // Since exchange anyways takes fee, we provide our fee wallet
52
+ // to take part of that fee and move to DAO
53
+ protected rebateTo?: Address;
54
+
55
+ tokenByAddress?: Record<Address, Token>;
56
+
57
+ vaultUSDBalance: number = 0;
58
+
59
+ public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
60
+ getDexKeysWithNetwork(WooFiV2Config);
61
+
62
+ logger: Logger;
63
+
64
+ constructor(
65
+ protected network: Network,
66
+ dexKey: string,
67
+ readonly dexHelper: IDexHelper,
68
+ protected adapters = Adapters[network] || {},
69
+ readonly config = WooFiV2Config[dexKey][network],
70
+ ) {
71
+ super(dexHelper, dexKey);
72
+ const loggerName = `${dexKey}-${network}`;
73
+ this.logger = dexHelper.getLogger(loggerName);
74
+
75
+ // Normalise once all config addresses and use across all scenarios
76
+ this.config = this._toLowerForAllConfigAddresses();
77
+
78
+ this.quoteTokenAddress = this.config.quoteToken.address;
79
+
80
+ // Do not do it singleton, because different networks will have different
81
+ // states at the same time
82
+ this.math = new WooFiV2Math(
83
+ dexHelper.getLogger(`${loggerName}_math`),
84
+ this.quoteTokenAddress,
85
+ );
86
+ this.pollingManager = StatePollingManager.getInstance(dexHelper);
87
+ }
88
+
89
+ private _toLowerForAllConfigAddresses() {
90
+ // If new config property will be added, the TS will throw compile error
91
+ const newConfig: DexParams = {
92
+ wooPPV2Address: this.config.wooPPV2Address.toLowerCase(),
93
+ wooOracleV2Address: this.config.wooOracleV2Address.toLowerCase(),
94
+ integrationHelperAddress:
95
+ this.config.integrationHelperAddress.toLowerCase(),
96
+ quoteToken: {
97
+ ...this.config.quoteToken,
98
+ address: this.config.quoteToken.address.toLowerCase(),
99
+ },
100
+ };
101
+ return newConfig;
102
+ }
103
+
104
+ get baseTokens(): Token[] {
105
+ if (!this._baseTokens) {
106
+ throw new Error(
107
+ `Base tokens are not set for ${this.dexKey}-${this.network}. Not properly initialized`,
108
+ );
109
+ }
110
+ return this._baseTokens;
111
+ }
112
+
113
+ async initializePricing(blockNumber: number) {
114
+ await this.initializeTokensAndAddresses();
115
+ this._initializePollingPool();
116
+ }
117
+
118
+ getAdapters(side: SwapSide): { name: string; index: number }[] | null {
119
+ return this.adapters[side] ? this.adapters[side] : null;
120
+ }
121
+
122
+ async getPoolIdentifiers(
123
+ srcToken: Token,
124
+ destToken: Token,
125
+ side: SwapSide,
126
+ blockNumber: number,
127
+ ): Promise<string[]> {
128
+ if (side === SwapSide.BUY) return [];
129
+
130
+ if (this.tokenByAddress === undefined) {
131
+ this.logger.error(`tokenByAddress is undefined in getPoolIdentifiers`);
132
+ return [];
133
+ }
134
+
135
+ const _srcToken = this.dexHelper.config.wrapETH(srcToken);
136
+ const _destToken = this.dexHelper.config.wrapETH(destToken);
137
+
138
+ const _srcAddress = _srcToken.address.toLowerCase();
139
+ const _destAddress = _destToken.address.toLowerCase();
140
+
141
+ if (_srcAddress === _destAddress) return [];
142
+
143
+ if (
144
+ !this.tokenByAddress[_srcAddress] ||
145
+ !this.tokenByAddress[_destAddress]
146
+ ) {
147
+ return [];
148
+ }
149
+
150
+ return [this.getIdentifier()];
151
+ }
152
+
153
+ getIdentifier() {
154
+ return `${this.dexKey}_wooppv2`;
155
+ }
156
+
157
+ async getPricesVolume(
158
+ srcToken: Token,
159
+ destToken: Token,
160
+ amounts: bigint[],
161
+ side: SwapSide,
162
+ blockNumber: number,
163
+ limitPools?: string[],
164
+ ): Promise<null | ExchangePrices<WooFiV2Data>> {
165
+ if (side === SwapSide.BUY) return null;
166
+
167
+ try {
168
+ if (this.tokenByAddress === undefined) {
169
+ this.logger.error(`tokenByAddress is undefined in getPricesVolume`);
170
+ return null;
171
+ }
172
+
173
+ const _srcToken = this.dexHelper.config.wrapETH(srcToken);
174
+ const _destToken = this.dexHelper.config.wrapETH(destToken);
175
+
176
+ const _srcAddress = _srcToken.address.toLowerCase();
177
+ const _destAddress = _destToken.address.toLowerCase();
178
+
179
+ if (_srcAddress === _destAddress) return null;
180
+
181
+ if (
182
+ !this.tokenByAddress[_srcAddress] ||
183
+ !this.tokenByAddress[_destAddress]
184
+ )
185
+ return null;
186
+
187
+ const expectedIdentifier = this.getIdentifier();
188
+
189
+ if (
190
+ limitPools !== undefined &&
191
+ !limitPools.some(p => p === expectedIdentifier)
192
+ )
193
+ return null;
194
+
195
+ const unitVolume = getBigIntPow(_srcToken.decimals);
196
+
197
+ const _amounts = [unitVolume, ...amounts.slice(1)];
198
+
199
+ assert(
200
+ this.pollingPool,
201
+ 'pollingPool is not initialized in getPricesVolume',
202
+ );
203
+
204
+ const state = await this.pollingPool.getState(blockNumber);
205
+
206
+ if (state === null) {
207
+ this.logger.error(`State is null in getPricesVolume`);
208
+ return null;
209
+ }
210
+
211
+ if (state.value.isPaused) {
212
+ this.logger.warn(
213
+ `${this.dexKey} is paused on ${this.network} in getPricesVolume`,
214
+ );
215
+ return null;
216
+ }
217
+
218
+ this.math.state = state.value;
219
+
220
+ const _prices = this.math.query(_srcAddress, _destAddress, _amounts);
221
+
222
+ if (!_prices) return null;
223
+
224
+ const unit = _prices[0];
225
+
226
+ let gasCost = WOO_FI_V2_GAS_COST.baseToBase;
227
+ if (_srcAddress === this.config.quoteToken.address) {
228
+ gasCost = WOO_FI_V2_GAS_COST.sellQuote;
229
+ } else if (_destAddress === this.config.quoteToken.address) {
230
+ gasCost = WOO_FI_V2_GAS_COST.sellBase;
231
+ }
232
+
233
+ return [
234
+ {
235
+ unit,
236
+ prices: [0n, ..._prices.slice(1)],
237
+ data: {},
238
+ poolIdentifier: expectedIdentifier,
239
+ exchange: this.dexKey,
240
+ gasCost,
241
+ poolAddresses: [this.config.wooPPV2Address],
242
+ },
243
+ ];
244
+ } catch (e) {
245
+ this.logger.error(
246
+ `Error_getPricesVolume ${srcToken.symbol || srcToken.address}, ${
247
+ destToken.symbol || destToken.address
248
+ }, ${side}:`,
249
+ e,
250
+ );
251
+ return null;
252
+ }
253
+ }
254
+
255
+ getCalldataGasCost(poolPrices: PoolPrices<WooFiV2Data>): number | number[] {
256
+ return CALLDATA_GAS_COST.DEX_OVERHEAD + CALLDATA_GAS_COST.ADDRESS;
257
+ }
258
+
259
+ getAdapterParam(
260
+ srcToken: string,
261
+ destToken: string,
262
+ srcAmount: string,
263
+ destAmount: string,
264
+ data: WooFiV2Data,
265
+ side: SwapSide,
266
+ ): AdapterExchangeParam {
267
+ if (side === SwapSide.BUY) throw new Error(`Buy not supported`);
268
+
269
+ let rebateTo = this.rebateTo;
270
+ if (rebateTo === undefined) {
271
+ this.logger.error(`rebateTo is undefined in getAdapterParam`);
272
+ rebateTo = NULL_ADDRESS;
273
+ }
274
+
275
+ const payload = this.abiCoder.encodeParameter('address', rebateTo);
276
+
277
+ return {
278
+ targetExchange: this.config.wooPPV2Address,
279
+ payload,
280
+ networkFee: '0',
281
+ };
282
+ }
283
+
284
+ async getSimpleParam(
285
+ srcToken: string,
286
+ destToken: string,
287
+ srcAmount: string,
288
+ destAmount: string,
289
+ data: WooFiV2Data,
290
+ side: SwapSide,
291
+ ): Promise<SimpleExchangeParam> {
292
+ if (side === SwapSide.BUY) throw new Error(`Buy not supported`);
293
+
294
+ const _srcToken = srcToken.toLowerCase();
295
+ const _destToken = destToken.toLowerCase();
296
+
297
+ let rebateTo = this.rebateTo;
298
+ if (rebateTo === undefined) {
299
+ this.logger.error(`rebateTo is undefined in getAdapterParam`);
300
+ rebateTo = NULL_ADDRESS;
301
+ }
302
+
303
+ const swapData = ifaces.PPV2.encodeFunctionData('swap', [
304
+ _srcToken,
305
+ _destToken,
306
+ srcAmount,
307
+ MIN_CONVERSION_RATE,
308
+ this.augustusAddress,
309
+ rebateTo,
310
+ ]);
311
+
312
+ const transferParams = this.erc20Interface.encodeFunctionData('transfer', [
313
+ this.config.wooPPV2Address,
314
+ srcAmount,
315
+ ]);
316
+
317
+ return {
318
+ callees: [srcToken, this.config.wooPPV2Address],
319
+ calldata: [transferParams, swapData],
320
+ values: ['0', '0'],
321
+ networkFee: '0',
322
+ };
323
+ }
324
+
325
+ getDexParam(
326
+ srcToken: Address,
327
+ destToken: Address,
328
+ srcAmount: NumberAsString,
329
+ destAmount: NumberAsString,
330
+ recipient: Address,
331
+ data: WooFiV2Data,
332
+ side: SwapSide,
333
+ ): DexExchangeParam {
334
+ if (side === SwapSide.BUY) throw new Error(`Buy not supported`);
335
+
336
+ const _srcToken = srcToken.toLowerCase();
337
+ const _destToken = destToken.toLowerCase();
338
+
339
+ let rebateTo = this.rebateTo;
340
+ if (rebateTo === undefined) {
341
+ this.logger.error(`rebateTo is undefined in getDexParam`);
342
+ rebateTo = NULL_ADDRESS;
343
+ }
344
+
345
+ const swapData = ifaces.PPV2.encodeFunctionData('swap', [
346
+ _srcToken,
347
+ _destToken,
348
+ srcAmount,
349
+ MIN_CONVERSION_RATE,
350
+ recipient,
351
+ // this.augustusAddress,
352
+ rebateTo,
353
+ ]);
354
+
355
+ return {
356
+ needWrapNative: this.needWrapNative,
357
+ dexFuncHasRecipient: true,
358
+ exchangeData: swapData,
359
+ targetExchange: this.config.wooPPV2Address,
360
+ transferSrcTokenBeforeSwap: this.config.wooPPV2Address,
361
+ returnAmountPos:
362
+ side === SwapSide.SELL
363
+ ? extractReturnAmountPosition(ifaces.PPV2, 'swap', 'realToAmount')
364
+ : undefined,
365
+ };
366
+ }
367
+
368
+ async updatePoolState(): Promise<void> {
369
+ if (this._baseTokens === undefined || this.tokenByAddress === undefined) {
370
+ await this.initializeTokensAndAddresses();
371
+ }
372
+ if (this.pollingPool === undefined) {
373
+ this._initializePollingPool();
374
+ }
375
+
376
+ if (this.tokenByAddress === undefined) {
377
+ this.logger.error(`tokenByAddress is undefined in updatePoolState`);
378
+ return;
379
+ }
380
+
381
+ assert(
382
+ this.pollingPool,
383
+ 'pollingPool is not initialized in updatePoolState',
384
+ );
385
+ const state = await this.pollingPool.getState();
386
+
387
+ if (!state) {
388
+ this.logger.error(
389
+ `Failed to updatePoolState. State is null. VaultUSDBalance: ${this.vaultUSDBalance} was not updated`,
390
+ );
391
+ return;
392
+ }
393
+
394
+ const tokenBalancesUSD = await Promise.all(
395
+ Object.values(this.tokenByAddress).map(t =>
396
+ this.dexHelper.getTokenUSDPrice(
397
+ t,
398
+ state.value.tokenInfos[t.address].reserve,
399
+ ),
400
+ ),
401
+ );
402
+ this.vaultUSDBalance = tokenBalancesUSD.reduce(
403
+ (sum: number, curr: number) => sum + curr,
404
+ );
405
+ }
406
+
407
+ async getTopPoolsForToken(
408
+ tokenAddress: Address,
409
+ limit: number,
410
+ ): Promise<PoolLiquidity[]> {
411
+ const wrappedTokenAddress = this.dexHelper.config
412
+ .wrapETH({ address: tokenAddress, decimals: 0 })
413
+ .address.toLowerCase();
414
+
415
+ if (this.tokenByAddress === undefined) {
416
+ this.logger.error(`tokenByAddress is undefined in getTopPoolsForToken`);
417
+ return [];
418
+ }
419
+
420
+ if (!this.tokenByAddress[wrappedTokenAddress]) return [];
421
+
422
+ assert(
423
+ this.pollingPool,
424
+ 'pollingPool is not initialized in getTopPoolsForToken',
425
+ );
426
+ const latestState = await this.pollingPool.getState();
427
+ if (!latestState) return [];
428
+
429
+ if (latestState.value.isPaused) {
430
+ this.logger.warn(`Paused on ${this.network} in getTopPoolsForToken`);
431
+ return [];
432
+ }
433
+
434
+ const connectorTokens = Object.values(this.tokenByAddress).filter(
435
+ t => t.address !== wrappedTokenAddress,
436
+ );
437
+
438
+ return [
439
+ {
440
+ exchange: this.dexKey,
441
+ address: this.config.wooPPV2Address,
442
+ connectorTokens,
443
+ liquidityUSD: this.vaultUSDBalance,
444
+ },
445
+ ];
446
+ }
447
+
448
+ private _initializeTokenByAddress(baseTokens: Token[]) {
449
+ this.tokenByAddress = baseTokens.reduce(
450
+ (acc, cur) => {
451
+ acc[cur.address] = cur;
452
+ return acc;
453
+ },
454
+ { [this.quoteTokenAddress]: this.config.quoteToken },
455
+ );
456
+ }
457
+
458
+ async _fetchBaseTokensAndFeeWallet(): Promise<Address[]> {
459
+ return (
460
+ await this.dexHelper.multiWrapper.aggregate([
461
+ {
462
+ target: this.augustusAddress,
463
+ callData: this.augustusInterface.encodeFunctionData(
464
+ 'getFeeWallet',
465
+ [],
466
+ ),
467
+ decodeFunction: addressDecode,
468
+ },
469
+ {
470
+ target: this.config.integrationHelperAddress,
471
+ callData:
472
+ ifaces.integrationHelper.encodeFunctionData('allBaseTokens'),
473
+ decodeFunction: addressArrayDecode,
474
+ },
475
+ ])
476
+ ).flat();
477
+ }
478
+
479
+ async _fetchDecimals(baseTokenAddresses: Address[]): Promise<number[]> {
480
+ return this.dexHelper.multiWrapper.aggregate(
481
+ baseTokenAddresses.map(address => {
482
+ return {
483
+ target: address,
484
+ callData: this.erc20Interface.encodeFunctionData('decimals'),
485
+ decodeFunction: uint8ToNumber,
486
+ };
487
+ }),
488
+ );
489
+ }
490
+
491
+ async initializeTokensAndAddresses() {
492
+ const [rebateTo, ...baseTokenAddresses] =
493
+ await this._fetchBaseTokensAndFeeWallet();
494
+
495
+ assert(ethers.utils.isAddress(rebateTo), 'Invalid rebateTo address');
496
+
497
+ this.rebateTo = rebateTo;
498
+ const decimals = await this._fetchDecimals(baseTokenAddresses);
499
+
500
+ assert(
501
+ decimals.length === baseTokenAddresses.length,
502
+ 'Decimals length mismatch',
503
+ );
504
+
505
+ this._baseTokens = baseTokenAddresses.reduce<Token[]>((acc, curr, i) => {
506
+ acc.push({
507
+ address: curr,
508
+ decimals: decimals[i],
509
+ });
510
+ return acc;
511
+ }, []);
512
+
513
+ this._initializeTokenByAddress(this.baseTokens);
514
+ }
515
+
516
+ private _initializePollingPool() {
517
+ assert(this.tokenByAddress, 'tokenByAddress is not properly');
518
+
519
+ this.pollingPool = new WooFiV2PollingPool(
520
+ this.dexKey,
521
+ this.getIdentifier(),
522
+ this.dexHelper,
523
+ this.config,
524
+ Object.values(this.tokenByAddress),
525
+ );
526
+
527
+ this.pollingManager.initializeAllPendingPools();
528
+ }
529
+ }