@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.
- package/README.md +377 -377
- package/build/config.js +9 -5
- package/build/config.js.map +1 -1
- package/build/dex/algebra/algebra.js +25 -25
- package/build/dex/balancer-v1/balancer-v1.js +34 -34
- package/build/dex/balancer-v2/balancer-v2.d.ts +1 -1
- package/build/dex/balancer-v2/balancer-v2.js +65 -78
- package/build/dex/balancer-v2/balancer-v2.js.map +1 -1
- package/build/dex/camelot/camelot.js +27 -27
- package/build/dex/kyberdmm/kyberdmm.js +27 -27
- package/build/dex/pancakeswap-v3/pancakeswap-v3.js +25 -25
- package/build/dex/solidly/solidly.js +27 -27
- package/build/dex/solidly-v3/solidly-v3.js +25 -25
- package/build/dex/swaap-v2/config.js +15 -0
- package/build/dex/swaap-v2/config.js.map +1 -1
- package/build/dex/uniswap-v2/uniswap-v2.js +26 -26
- package/build/dex/uniswap-v3/uniswap-v3.js +25 -25
- package/funding.json +5 -5
- package/package.json +1 -1
- package/src/config.ts +500 -496
- package/src/constants.ts +67 -67
- package/src/dex/aave-v2/aave-v2.ts +409 -409
- package/src/dex/aave-v3/aave-v3.ts +320 -320
- package/src/dex/algebra/algebra.ts +1180 -1180
- package/src/dex/angle-staked-stable/angle-staked-stable.ts +347 -347
- package/src/dex/augustus-rfq.ts +180 -180
- package/src/dex/bProtocol/bProtocol.ts +108 -108
- package/src/dex/balancer-v1/balancer-v1.ts +572 -572
- package/src/dex/balancer-v2/balancer-v2-e2e.test.ts +1699 -1699
- package/src/dex/balancer-v2/balancer-v2.ts +1669 -1701
- package/src/dex/bancor/bancor.ts +128 -128
- package/src/dex/camelot/camelot.ts +873 -873
- package/src/dex/compound/compound.ts +107 -107
- package/src/dex/curve-v1/config.ts +1179 -1179
- package/src/dex/curve-v1/curve-v1-e2e.test.ts +507 -507
- package/src/dex/curve-v1/curve-v1.ts +1315 -1315
- package/src/dex/curve-v1-factory/config.ts +1018 -1018
- package/src/dex/curve-v1-factory/curve-v1-factory.ts +1288 -1288
- package/src/dex/curve-v2/curve-v2.ts +440 -440
- package/src/dex/dexalot/dexalot.ts +1100 -1100
- package/src/dex/dodo-v1/dodo-v1.ts +132 -132
- package/src/dex/dodo-v2.ts +266 -266
- package/src/dex/etherfi.ts +239 -239
- package/src/dex/generic-rfq/generic-rfq.ts +431 -431
- package/src/dex/gmx/gmx.ts +321 -321
- package/src/dex/hashflow/hashflow.ts +1135 -1135
- package/src/dex/idex.ts +254 -254
- package/src/dex/index.ts +357 -357
- package/src/dex/jarvis-v6/jarvis-v6.ts +509 -509
- package/src/dex/jarvis.ts +262 -262
- package/src/dex/kyberdmm/kyberdmm.ts +649 -649
- package/src/dex/lido/lido.ts +110 -110
- package/src/dex/maker-psm/maker-psm.ts +592 -592
- package/src/dex/maverick-v1/maverick-v1.ts +537 -537
- package/src/dex/nerve/config.ts +635 -635
- package/src/dex/nerve/nerve-e2e.test.ts +731 -731
- package/src/dex/nerve/nerve-events.test.ts +911 -911
- package/src/dex/nerve/nerve.ts +467 -467
- package/src/dex/onebit/onebit.ts +113 -113
- package/src/dex/pancakeswap-v3/pancakeswap-v3.ts +1150 -1150
- package/src/dex/paraswap-limit-orders/config.ts +60 -60
- package/src/dex/paraswap-limit-orders/paraswap-limit-orders-e2e.test.ts +137 -137
- package/src/dex/paraswap-limit-orders/paraswap-limit-orders-integration.test.ts +328 -328
- package/src/dex/paraswap-limit-orders/paraswap-limit-orders.ts +631 -631
- package/src/dex/polygon-migrator/polygon-migrator.ts +194 -194
- package/src/dex/quick-perps/quick-perps.ts +337 -337
- package/src/dex/quickswap/config.ts +16 -16
- package/src/dex/quickswap/quickswap-e2e.test.ts +384 -384
- package/src/dex/smoothy/smoothy.ts +110 -110
- package/src/dex/solidly/config.ts +225 -225
- package/src/dex/solidly/solidly-e2e.test.ts +1421 -1421
- package/src/dex/solidly/solidly-integration.test.ts +1753 -1753
- package/src/dex/solidly/solidly.ts +687 -687
- package/src/dex/solidly-v3/solidly-v3.ts +968 -968
- package/src/dex/spark/spark.ts +284 -284
- package/src/dex/stable-pool/stable-pool.ts +129 -129
- package/src/dex/swaap-v2/config.ts +15 -0
- package/src/dex/swaap-v2/swaap-v2-e2e.test.ts +233 -17
- package/src/dex/swaap-v2/swaap-v2-integration.test.ts +1 -1
- package/src/dex/swaap-v2/swaap-v2.ts +1056 -1056
- package/src/dex/swell/swell.ts +312 -312
- package/src/dex/synthetix/synthetix.ts +420 -420
- package/src/dex/trader-joe-v2.1/trader-joe-v2.1.ts +180 -180
- package/src/dex/uniswap-v2/config.ts +637 -637
- package/src/dex/uniswap-v2/constants.ts +58 -58
- package/src/dex/uniswap-v2/uniswap-v2-e2e-avalanche.test.ts +1257 -1257
- package/src/dex/uniswap-v2/uniswap-v2-e2e-base.test.ts +42 -42
- package/src/dex/uniswap-v2/uniswap-v2-e2e-bsc.test.ts +1295 -1295
- package/src/dex/uniswap-v2/uniswap-v2-e2e-mainnet.test.ts +1834 -1834
- package/src/dex/uniswap-v2/uniswap-v2-e2e-polygon.test.ts +871 -871
- package/src/dex/uniswap-v2/uniswap-v2.ts +1117 -1117
- package/src/dex/uniswap-v3/uniswap-v3.ts +1501 -1501
- package/src/dex/uniswap-v3.ts +242 -242
- package/src/dex/weth/config.ts +73 -73
- package/src/dex/weth/weth.ts +230 -230
- package/src/dex/wombat/wombat.ts +467 -467
- package/src/dex/woo-fi-v2/woo-fi-v2.ts +529 -529
- package/src/dex/wsteth/wsteth.ts +304 -304
- package/src/dex/zerox/index.ts +328 -328
- package/src/executor/Executor01BytecodeBuilder.ts +474 -474
- package/src/executor/Executor02BytecodeBuilder.ts +1392 -1392
- package/src/executor/ExecutorBytecodeBuilder.ts +390 -390
- package/src/executor/ExecutorDetector.ts +131 -131
- package/src/executor/constants.ts +66 -66
- package/src/executor/executor01-bytecode-builder-e2e.test.ts +1478 -1478
- package/src/executor/utils.ts +62 -62
- package/src/router/simpleswap.ts +366 -366
- package/src/types.ts +342 -342
- package/tests/constants-e2e.ts +1632 -1622
- package/tests/generate-new-limit-order.ts +107 -107
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@@ -1,1180 +1,1180 @@
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import { defaultAbiCoder } from '@ethersproject/abi';
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import { AsyncOrSync, DeepReadonly } from 'ts-essentials';
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import { AbiItem } from 'web3-utils';
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import { pack } from '@ethersproject/solidity';
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import _ from 'lodash';
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import {
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ExchangePrices,
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PoolPrices,
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AdapterExchangeParam,
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SimpleExchangeParam,
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Logger,
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TransferFeeParams,
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Address,
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PoolLiquidity,
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Token,
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DexExchangeParam,
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NumberAsString,
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} from '../../types';
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import { SwapSide, Network, CACHE_PREFIX } from '../../constants';
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import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
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import {
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_require,
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getBigIntPow,
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getDexKeysWithNetwork,
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interpolate,
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isDestTokenTransferFeeToBeExchanged,
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isSrcTokenTransferFeeToBeExchanged,
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} from '../../utils';
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import { IDex } from '../../dex/idex';
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import { IDexHelper } from '../../dex-helper/idex-helper';
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import {
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AlgebraData,
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AlgebraFunctions,
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DexParams,
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IAlgebraPoolState,
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} from './types';
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import {
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SimpleExchange,
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getLocalDeadlineAsFriendlyPlaceholder,
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} from '../simple-exchange';
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import { AlgebraConfig, Adapters } from './config';
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import { Contract } from 'web3-eth-contract';
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import { Interface } from 'ethers/lib/utils';
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import SwapRouter from '../../abi/algebra/SwapRouter.json';
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import AlgebraQuoterABI from '../../abi/algebra/AlgebraQuoter.abi.json';
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import UniswapV3MultiABI from '../../abi/uniswap-v3/UniswapMulti.abi.json';
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import AlgebraStateMulticallABI from '../../abi/algebra/AlgebraStateMulticall.abi.json';
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import { OutputResult } from '../uniswap-v3/types';
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import { AlgebraMath } from './lib/AlgebraMath';
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import { AlgebraEventPoolV1_1 } from './algebra-pool-v1_1';
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import { AlgebraEventPoolV1_9 } from './algebra-pool-v1_9';
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import { AlgebraFactory, OnPoolCreatedCallback } from './algebra-factory';
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import { applyTransferFee } from '../../lib/token-transfer-fee';
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import { AlgebraEventPoolV1_9_bidirectional_fee } from './algebra-pool-v1_9_bidirectional_fee';
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import { extractReturnAmountPosition } from '../../executor/utils';
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type PoolPairsInfo = {
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token0: Address;
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token1: Address;
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};
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const PoolsRegistryHashKey = `${CACHE_PREFIX}_poolsRegistry`;
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// const ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS = 3 * 24 * 60 * 60 * 1000; // 3 days
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// const ALGEBRA_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS = 24 * 60 * 60 * 1000; // Once in a day
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const ALGEBRA_EFFICIENCY_FACTOR = 3;
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const ALGEBRA_TICK_GAS_COST = 24_000; // Ceiled
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const ALGEBRA_TICK_BASE_OVERHEAD = 75_000;
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const ALGEBRA_POOL_SEARCH_OVERHEAD = 10_000;
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const ALGEBRA_QUOTE_GASLIMIT = 2_000_000;
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const MAX_STALE_STATE_BLOCK_AGE = {
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[Network.ZKEVM]: 150, // approximately 3min
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};
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type IAlgebraEventPool =
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| AlgebraEventPoolV1_1
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| AlgebraEventPoolV1_9
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| AlgebraEventPoolV1_9_bidirectional_fee;
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export class Algebra extends SimpleExchange implements IDex<AlgebraData> {
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private readonly factory: AlgebraFactory;
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readonly isFeeOnTransferSupported: boolean = true;
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protected eventPools: Record<string, IAlgebraEventPool | null> = {};
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readonly hasConstantPriceLargeAmounts = false;
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readonly needWrapNative = true;
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public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
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getDexKeysWithNetwork(AlgebraConfig);
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logger: Logger;
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private uniswapMulti: Contract;
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private stateMultiContract: Contract;
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private notExistingPoolSetKey: string;
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private AlgebraPoolImplem:
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| typeof AlgebraEventPoolV1_1
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| typeof AlgebraEventPoolV1_9_bidirectional_fee;
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readonly SRC_TOKEN_DEX_TRANSFERS = 1;
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readonly DEST_TOKEN_DEX_TRANSFERS = 1;
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constructor(
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protected network: Network,
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dexKey: string,
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protected dexHelper: IDexHelper,
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protected adapters = Adapters[network] || {},
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readonly routerIface = new Interface(SwapRouter),
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readonly quoterIface = new Interface(AlgebraQuoterABI),
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readonly config = AlgebraConfig[dexKey][network],
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) {
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super(dexHelper, dexKey);
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this.logger = dexHelper.getLogger(dexKey + '-' + network);
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this.uniswapMulti = new this.dexHelper.web3Provider.eth.Contract(
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UniswapV3MultiABI as AbiItem[],
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this.config.uniswapMulticall,
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);
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this.stateMultiContract = new this.dexHelper.web3Provider.eth.Contract(
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this.config.algebraStateMulticall,
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);
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this.dexHelper.web3Provider.eth.handleRevert = false;
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this.config = this._toLowerForAllConfigAddresses();
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// External configuration has priority over internal
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this.config.forceRPC = dexHelper.config.data.forceRpcFallbackDexs.includes(
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this.notExistingPoolSetKey =
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`${CACHE_PREFIX}_${network}_${dexKey}_not_existings_pool_set`.toLowerCase();
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this.AlgebraPoolImplem =
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config.version === 'v1.1'
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? AlgebraEventPoolV1_1
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: config.version === 'v1.9-bidirectional-fee'
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? AlgebraEventPoolV1_9_bidirectional_fee
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: AlgebraEventPoolV1_9;
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this.factory = new AlgebraFactory(
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dexHelper,
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dexKey,
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this.config.factory,
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this.logger,
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this.onPoolCreatedDeleteFromNonExistingSet,
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}
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getAdapters(side: SwapSide): { name: string; index: number }[] | null {
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}
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getPoolIdentifier(srcAddress: Address, destAddress: Address) {
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const tokenAddresses = this._sortTokens(srcAddress, destAddress).join('_');
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return `${this.dexKey}_${tokenAddresses}`;
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}
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async initializePricing(blockNumber: number) {
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//// COMMENTING DEPRECATED LOGIC: as we now invalidate pools on creation this is not needed anymore
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// if (!this.dexHelper.config.isSlave) {
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// const cleanExpiredNotExistingPoolsKeys = async () => {
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// Date.now() - ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS;
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// 0,
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// );
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// };
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// this.intervalTask = setInterval(
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// cleanExpiredNotExistingPoolsKeys.bind(this),
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// ALGEBRA_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS,
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// );
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// }
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}
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/*
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* When a non existing pool is queried, it's blacklisted for an arbitrary long period in order to prevent issuing too many rpc calls
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*/
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onPoolCreatedDeleteFromNonExistingSet: OnPoolCreatedCallback = async ({
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}) => {
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const logPrefix = '[onPoolCreatedDeleteFromNonExistingSet]';
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const [_token0, _token1] = this._sortTokens(token0, token1);
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const poolKey = `${_token0}_${_token1}`.toLowerCase();
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this.newlyCreatedPoolKeys.add(poolKey);
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delete this.eventPools[this.getPoolIdentifier(_token0, _token1)];
|
|
208
|
-
|
|
209
|
-
try {
|
|
210
|
-
this.logger.info(
|
|
211
|
-
`${logPrefix} delete pool from not existing set=${this.notExistingPoolSetKey}; key=${poolKey}`,
|
|
212
|
-
);
|
|
213
|
-
// delete pool record from set
|
|
214
|
-
const result = await this.dexHelper.cache.zrem(
|
|
215
|
-
this.notExistingPoolSetKey,
|
|
216
|
-
[poolKey],
|
|
217
|
-
);
|
|
218
|
-
this.logger.info(
|
|
219
|
-
`${logPrefix} delete pool from not existing set=${this.notExistingPoolSetKey}; key=${poolKey}; result: ${result}`,
|
|
220
|
-
);
|
|
221
|
-
} catch (error) {
|
|
222
|
-
this.logger.error(
|
|
223
|
-
`${logPrefix} ERROR: failed to delete pool from set: set=${this.notExistingPoolSetKey}; key=${poolKey}`,
|
|
224
|
-
error,
|
|
225
|
-
);
|
|
226
|
-
}
|
|
227
|
-
};
|
|
228
|
-
|
|
229
|
-
async getPool(
|
|
230
|
-
srcAddress: Address,
|
|
231
|
-
destAddress: Address,
|
|
232
|
-
blockNumber: number,
|
|
233
|
-
): Promise<IAlgebraEventPool | null> {
|
|
234
|
-
let pool = this.eventPools[
|
|
235
|
-
this.getPoolIdentifier(srcAddress, destAddress)
|
|
236
|
-
] as IAlgebraEventPool | null | undefined;
|
|
237
|
-
|
|
238
|
-
if (pool === null) return null;
|
|
239
|
-
|
|
240
|
-
if (pool) {
|
|
241
|
-
if (!pool.initFailed) {
|
|
242
|
-
if (this.network !== Network.ZKEVM) return pool;
|
|
243
|
-
|
|
244
|
-
if (
|
|
245
|
-
pool.getStaleState() === null ||
|
|
246
|
-
(pool.getState(blockNumber) === null &&
|
|
247
|
-
blockNumber - pool.getStateBlockNumber() >
|
|
248
|
-
MAX_STALE_STATE_BLOCK_AGE[this.network])
|
|
249
|
-
) {
|
|
250
|
-
/* reload state, on zkEVM this would most likely timeout during request life
|
|
251
|
-
* but would allow to rely on staleState for couple of min for next requests
|
|
252
|
-
*/
|
|
253
|
-
await pool.initialize(blockNumber, { forceRegenerate: true });
|
|
254
|
-
}
|
|
255
|
-
|
|
256
|
-
return pool;
|
|
257
|
-
} else {
|
|
258
|
-
// if init failed then prefer to early return pool with empty state to fallback to rpc call
|
|
259
|
-
if (
|
|
260
|
-
++pool.initRetryAttemptCount % this.config.initRetryFrequency !==
|
|
261
|
-
0
|
|
262
|
-
) {
|
|
263
|
-
return pool;
|
|
264
|
-
}
|
|
265
|
-
// else pursue with re-try initialization
|
|
266
|
-
}
|
|
267
|
-
}
|
|
268
|
-
|
|
269
|
-
const [token0, token1] = this._sortTokens(srcAddress, destAddress);
|
|
270
|
-
|
|
271
|
-
const key = `${token0}_${token1}`.toLowerCase();
|
|
272
|
-
|
|
273
|
-
// no need to run this logic on retry initialisation scenario
|
|
274
|
-
if (!pool) {
|
|
275
|
-
const notExistingPoolScore = await this.dexHelper.cache.zscore(
|
|
276
|
-
this.notExistingPoolSetKey,
|
|
277
|
-
key,
|
|
278
|
-
);
|
|
279
|
-
|
|
280
|
-
const poolDoesNotExist = notExistingPoolScore !== null;
|
|
281
|
-
|
|
282
|
-
if (poolDoesNotExist) {
|
|
283
|
-
this.eventPools[this.getPoolIdentifier(srcAddress, destAddress)] = null;
|
|
284
|
-
return null;
|
|
285
|
-
}
|
|
286
|
-
}
|
|
287
|
-
|
|
288
|
-
this.logger.trace(`starting to listen to new pool: ${key}`);
|
|
289
|
-
pool =
|
|
290
|
-
pool ||
|
|
291
|
-
new this.AlgebraPoolImplem(
|
|
292
|
-
this.dexHelper,
|
|
293
|
-
this.dexKey,
|
|
294
|
-
this.stateMultiContract,
|
|
295
|
-
this.erc20Interface,
|
|
296
|
-
this.config.factory,
|
|
297
|
-
token0,
|
|
298
|
-
token1,
|
|
299
|
-
this.logger,
|
|
300
|
-
this.cacheStateKey,
|
|
301
|
-
this.config.initHash,
|
|
302
|
-
this.config.deployer,
|
|
303
|
-
this.config.forceManualStateGenerate,
|
|
304
|
-
);
|
|
305
|
-
|
|
306
|
-
try {
|
|
307
|
-
await pool.initialize(blockNumber, {
|
|
308
|
-
initCallback: state => {
|
|
309
|
-
//really hacky, we need to push poolAddress so that we subscribeToLogs in StatefulEventSubscriber
|
|
310
|
-
pool!.addressesSubscribed[0] = state.pool;
|
|
311
|
-
pool!.poolAddress = state.pool;
|
|
312
|
-
pool!.initFailed = false;
|
|
313
|
-
pool!.initRetryAttemptCount = 0;
|
|
314
|
-
},
|
|
315
|
-
});
|
|
316
|
-
|
|
317
|
-
if (this.newlyCreatedPoolKeys.has(key)) {
|
|
318
|
-
this.newlyCreatedPoolKeys.delete(key);
|
|
319
|
-
}
|
|
320
|
-
} catch (e) {
|
|
321
|
-
if (e instanceof Error && e.message.endsWith('Pool does not exist')) {
|
|
322
|
-
/*
|
|
323
|
-
protection against 2 race conditions
|
|
324
|
-
1/ if pool.initialize() promise rejects after the Pool creation event got treated
|
|
325
|
-
2/ if the rpc node we hit on the http request is lagging behind the one we got event from (websocket)
|
|
326
|
-
*/
|
|
327
|
-
if (this.newlyCreatedPoolKeys.has(key)) {
|
|
328
|
-
this.logger.warn(
|
|
329
|
-
`[block=${blockNumber}][Pool=${key}] newly created pool failed to initialise, trying on next request`,
|
|
330
|
-
);
|
|
331
|
-
} else {
|
|
332
|
-
this.logger.info(
|
|
333
|
-
`[block=${blockNumber}][Pool=${key}] pool failed to initialize so it's marked as non existing`,
|
|
334
|
-
e,
|
|
335
|
-
);
|
|
336
|
-
|
|
337
|
-
// no need to await we want the set to have the pool key but it's not blocking
|
|
338
|
-
this.dexHelper.cache.zadd(
|
|
339
|
-
this.notExistingPoolSetKey,
|
|
340
|
-
[Date.now(), key],
|
|
341
|
-
'NX',
|
|
342
|
-
);
|
|
343
|
-
|
|
344
|
-
// Pool does not exist for this pair, so we can set it to null
|
|
345
|
-
// to prevent more requests for this pool
|
|
346
|
-
pool = null;
|
|
347
|
-
}
|
|
348
|
-
} else {
|
|
349
|
-
// on unknown error mark as failed and increase retryCount for retry init strategy
|
|
350
|
-
// note: state would be null by default which allows to fallback
|
|
351
|
-
this.logger.warn(
|
|
352
|
-
`[block=${blockNumber}][Pool=${key}] Can not generate pool state for srcAddress=${srcAddress}, destAddress=${destAddress} pool fallback to rpc and retry every ${this.config.initRetryFrequency} times, initRetryAttemptCount=${pool.initRetryAttemptCount}`,
|
|
353
|
-
e,
|
|
354
|
-
);
|
|
355
|
-
pool.initFailed = true;
|
|
356
|
-
}
|
|
357
|
-
}
|
|
358
|
-
|
|
359
|
-
if (pool !== null) {
|
|
360
|
-
const allEventPools = Object.values(this.eventPools);
|
|
361
|
-
// if pool was created, delete pool record from non existing set
|
|
362
|
-
this.dexHelper.cache
|
|
363
|
-
.zrem(this.notExistingPoolSetKey, [key])
|
|
364
|
-
.catch(() => {});
|
|
365
|
-
this.logger.info(
|
|
366
|
-
`starting to listen to new non-null pool: ${key}. Already following ${allEventPools
|
|
367
|
-
// Not that I like this reduce, but since it is done only on initialization, expect this to be ok
|
|
368
|
-
.reduce(
|
|
369
|
-
(acc, curr) => (curr !== null ? ++acc : acc),
|
|
370
|
-
0,
|
|
371
|
-
)} non-null pools or ${allEventPools.length} total pools`,
|
|
372
|
-
);
|
|
373
|
-
}
|
|
374
|
-
|
|
375
|
-
this.eventPools[this.getPoolIdentifier(srcAddress, destAddress)] = pool;
|
|
376
|
-
return pool;
|
|
377
|
-
}
|
|
378
|
-
|
|
379
|
-
async addMasterPool(poolKey: string, blockNumber: number): Promise<boolean> {
|
|
380
|
-
const _pairs = await this.dexHelper.cache.hget(
|
|
381
|
-
PoolsRegistryHashKey,
|
|
382
|
-
`${this.cacheStateKey}_${poolKey}`,
|
|
383
|
-
);
|
|
384
|
-
if (!_pairs) {
|
|
385
|
-
this.logger.warn(
|
|
386
|
-
`did not find poolConfig in for key ${PoolsRegistryHashKey} ${this.cacheStateKey}_${poolKey}`,
|
|
387
|
-
);
|
|
388
|
-
return false;
|
|
389
|
-
}
|
|
390
|
-
|
|
391
|
-
const poolInfo: PoolPairsInfo = JSON.parse(_pairs);
|
|
392
|
-
|
|
393
|
-
const pool = await this.getPool(
|
|
394
|
-
poolInfo.token0,
|
|
395
|
-
poolInfo.token1,
|
|
396
|
-
blockNumber,
|
|
397
|
-
);
|
|
398
|
-
|
|
399
|
-
if (!pool) {
|
|
400
|
-
return false;
|
|
401
|
-
}
|
|
402
|
-
|
|
403
|
-
return true;
|
|
404
|
-
}
|
|
405
|
-
|
|
406
|
-
async getPoolIdentifiers(
|
|
407
|
-
srcToken: Token,
|
|
408
|
-
destToken: Token,
|
|
409
|
-
side: SwapSide,
|
|
410
|
-
blockNumber: number,
|
|
411
|
-
): Promise<string[]> {
|
|
412
|
-
const _srcToken = this.dexHelper.config.wrapETH(srcToken);
|
|
413
|
-
const _destToken = this.dexHelper.config.wrapETH(destToken);
|
|
414
|
-
|
|
415
|
-
const [_srcAddress, _destAddress] = this._getLoweredAddresses(
|
|
416
|
-
_srcToken,
|
|
417
|
-
_destToken,
|
|
418
|
-
);
|
|
419
|
-
|
|
420
|
-
if (_srcAddress === _destAddress) return [];
|
|
421
|
-
|
|
422
|
-
const pool = await this.getPool(_srcAddress, _destAddress, blockNumber);
|
|
423
|
-
if (!pool) return [];
|
|
424
|
-
return [this.getPoolIdentifier(_srcAddress, _destAddress)];
|
|
425
|
-
}
|
|
426
|
-
|
|
427
|
-
async getPricingFromRpc(
|
|
428
|
-
from: Token,
|
|
429
|
-
to: Token,
|
|
430
|
-
amounts: bigint[],
|
|
431
|
-
side: SwapSide,
|
|
432
|
-
pool: IAlgebraEventPool,
|
|
433
|
-
transferFees: TransferFeeParams = {
|
|
434
|
-
srcFee: 0,
|
|
435
|
-
destFee: 0,
|
|
436
|
-
srcDexFee: 0,
|
|
437
|
-
destDexFee: 0,
|
|
438
|
-
},
|
|
439
|
-
): Promise<ExchangePrices<AlgebraData> | null> {
|
|
440
|
-
if (!this.config.forceRPC) {
|
|
441
|
-
this.logger.warn(
|
|
442
|
-
`fallback to rpc for ${from.address}_${to.address}_${pool.name}_${pool.poolAddress} pool(s)`,
|
|
443
|
-
);
|
|
444
|
-
}
|
|
445
|
-
|
|
446
|
-
const _isSrcTokenTransferFeeToBeExchanged =
|
|
447
|
-
isSrcTokenTransferFeeToBeExchanged(transferFees);
|
|
448
|
-
const _isDestTokenTransferFeeToBeExchanged =
|
|
449
|
-
isDestTokenTransferFeeToBeExchanged(transferFees);
|
|
450
|
-
|
|
451
|
-
const unitVolume = getBigIntPow(
|
|
452
|
-
(side === SwapSide.SELL ? from : to).decimals,
|
|
453
|
-
);
|
|
454
|
-
|
|
455
|
-
const chunks = amounts.length - 1;
|
|
456
|
-
|
|
457
|
-
const _width = Math.floor(chunks / this.config.chunksCount);
|
|
458
|
-
|
|
459
|
-
const _amounts = [unitVolume].concat(
|
|
460
|
-
Array.from(Array(this.config.chunksCount).keys()).map(
|
|
461
|
-
i => amounts[(i + 1) * _width],
|
|
462
|
-
),
|
|
463
|
-
);
|
|
464
|
-
|
|
465
|
-
const _amountsWithFee = _isSrcTokenTransferFeeToBeExchanged
|
|
466
|
-
? applyTransferFee(
|
|
467
|
-
_amounts,
|
|
468
|
-
side,
|
|
469
|
-
transferFees.srcDexFee,
|
|
470
|
-
this.SRC_TOKEN_DEX_TRANSFERS,
|
|
471
|
-
)
|
|
472
|
-
: _amounts;
|
|
473
|
-
|
|
474
|
-
const calldata = _amountsWithFee.map(_amount => ({
|
|
475
|
-
target: this.config.quoter,
|
|
476
|
-
gasLimit: ALGEBRA_QUOTE_GASLIMIT,
|
|
477
|
-
callData:
|
|
478
|
-
side === SwapSide.SELL
|
|
479
|
-
? this.quoterIface.encodeFunctionData('quoteExactInputSingle', [
|
|
480
|
-
from.address,
|
|
481
|
-
to.address,
|
|
482
|
-
_amount.toString(),
|
|
483
|
-
0, //sqrtPriceLimitX96
|
|
484
|
-
])
|
|
485
|
-
: this.quoterIface.encodeFunctionData('quoteExactOutputSingle', [
|
|
486
|
-
from.address,
|
|
487
|
-
to.address,
|
|
488
|
-
_amount.toString(),
|
|
489
|
-
0, //sqrtPriceLimitX96
|
|
490
|
-
]),
|
|
491
|
-
}));
|
|
492
|
-
|
|
493
|
-
const data = await this.uniswapMulti.methods.multicall(calldata).call();
|
|
494
|
-
|
|
495
|
-
let totalGasCost = 0;
|
|
496
|
-
let totalSuccessFullSwaps = 0;
|
|
497
|
-
const decode = (j: number): bigint => {
|
|
498
|
-
const { success, gasUsed, returnData } = data.returnData[j];
|
|
499
|
-
|
|
500
|
-
if (!success) {
|
|
501
|
-
return 0n;
|
|
502
|
-
}
|
|
503
|
-
const decoded = defaultAbiCoder.decode(['uint256'], returnData);
|
|
504
|
-
totalGasCost += +gasUsed;
|
|
505
|
-
totalSuccessFullSwaps++;
|
|
506
|
-
|
|
507
|
-
return BigInt(decoded[0].toString());
|
|
508
|
-
};
|
|
509
|
-
|
|
510
|
-
const averageGasCost = !totalSuccessFullSwaps
|
|
511
|
-
? ALGEBRA_QUOTE_GASLIMIT
|
|
512
|
-
: Math.round(totalGasCost / totalSuccessFullSwaps);
|
|
513
|
-
|
|
514
|
-
let i = 0;
|
|
515
|
-
const _rates = _amountsWithFee.map(() => decode(i++));
|
|
516
|
-
|
|
517
|
-
const _ratesWithFee = _isDestTokenTransferFeeToBeExchanged
|
|
518
|
-
? applyTransferFee(
|
|
519
|
-
_rates,
|
|
520
|
-
side,
|
|
521
|
-
transferFees.destDexFee,
|
|
522
|
-
this.DEST_TOKEN_DEX_TRANSFERS,
|
|
523
|
-
)
|
|
524
|
-
: _rates;
|
|
525
|
-
|
|
526
|
-
const unit: bigint = _ratesWithFee[0];
|
|
527
|
-
|
|
528
|
-
const prices = interpolate(
|
|
529
|
-
_amountsWithFee.slice(1),
|
|
530
|
-
_ratesWithFee.slice(1),
|
|
531
|
-
amounts,
|
|
532
|
-
side,
|
|
533
|
-
);
|
|
534
|
-
|
|
535
|
-
return [
|
|
536
|
-
{
|
|
537
|
-
prices,
|
|
538
|
-
unit,
|
|
539
|
-
data: {
|
|
540
|
-
feeOnTransfer: _isSrcTokenTransferFeeToBeExchanged,
|
|
541
|
-
path: [
|
|
542
|
-
{
|
|
543
|
-
tokenIn: from.address,
|
|
544
|
-
tokenOut: to.address,
|
|
545
|
-
},
|
|
546
|
-
],
|
|
547
|
-
},
|
|
548
|
-
poolIdentifier: this.getPoolIdentifier(pool.token0, pool.token1),
|
|
549
|
-
exchange: this.dexKey,
|
|
550
|
-
gasCost: prices.map(p => (p === 0n ? 0 : averageGasCost)),
|
|
551
|
-
poolAddresses: [pool.poolAddress],
|
|
552
|
-
},
|
|
553
|
-
];
|
|
554
|
-
}
|
|
555
|
-
|
|
556
|
-
async getPricesVolume(
|
|
557
|
-
srcToken: Token,
|
|
558
|
-
destToken: Token,
|
|
559
|
-
amounts: bigint[],
|
|
560
|
-
side: SwapSide,
|
|
561
|
-
blockNumber: number,
|
|
562
|
-
limitPools?: string[],
|
|
563
|
-
transferFees: TransferFeeParams = {
|
|
564
|
-
srcFee: 0,
|
|
565
|
-
destFee: 0,
|
|
566
|
-
srcDexFee: 0,
|
|
567
|
-
destDexFee: 0,
|
|
568
|
-
},
|
|
569
|
-
): Promise<null | ExchangePrices<AlgebraData>> {
|
|
570
|
-
try {
|
|
571
|
-
const _srcToken = this.dexHelper.config.wrapETH(srcToken);
|
|
572
|
-
const _destToken = this.dexHelper.config.wrapETH(destToken);
|
|
573
|
-
|
|
574
|
-
const [_srcAddress, _destAddress] = this._getLoweredAddresses(
|
|
575
|
-
_srcToken,
|
|
576
|
-
_destToken,
|
|
577
|
-
);
|
|
578
|
-
|
|
579
|
-
const _isSrcTokenTransferFeeToBeExchanged =
|
|
580
|
-
isSrcTokenTransferFeeToBeExchanged(transferFees);
|
|
581
|
-
const _isDestTokenTransferFeeToBeExchanged =
|
|
582
|
-
isDestTokenTransferFeeToBeExchanged(transferFees);
|
|
583
|
-
|
|
584
|
-
if (_srcAddress === _destAddress) return null;
|
|
585
|
-
|
|
586
|
-
if (
|
|
587
|
-
!limitPools?.includes(this.getPoolIdentifier(_srcAddress, _destAddress))
|
|
588
|
-
)
|
|
589
|
-
return null;
|
|
590
|
-
|
|
591
|
-
const pool = await this.getPool(_srcAddress, _destAddress, blockNumber);
|
|
592
|
-
if (!pool) return null;
|
|
593
|
-
|
|
594
|
-
if (_isSrcTokenTransferFeeToBeExchanged && side == SwapSide.BUY) {
|
|
595
|
-
this.logger.error(
|
|
596
|
-
`pool: ${pool.poolAddress} doesn't support buy for tax srcToken ${srcToken.address}`,
|
|
597
|
-
);
|
|
598
|
-
return null;
|
|
599
|
-
}
|
|
600
|
-
|
|
601
|
-
if (this.config.forceRPC) {
|
|
602
|
-
const rpcPrice = await this.getPricingFromRpc(
|
|
603
|
-
_srcToken,
|
|
604
|
-
_destToken,
|
|
605
|
-
amounts,
|
|
606
|
-
side,
|
|
607
|
-
pool,
|
|
608
|
-
transferFees,
|
|
609
|
-
);
|
|
610
|
-
|
|
611
|
-
return rpcPrice;
|
|
612
|
-
}
|
|
613
|
-
|
|
614
|
-
let state = pool.getState(blockNumber);
|
|
615
|
-
|
|
616
|
-
if (state === null) {
|
|
617
|
-
if (this.network === Network.ZKEVM) {
|
|
618
|
-
if (pool.initFailed) return null;
|
|
619
|
-
|
|
620
|
-
if (
|
|
621
|
-
blockNumber - pool.getStateBlockNumber() <=
|
|
622
|
-
MAX_STALE_STATE_BLOCK_AGE[this.network]
|
|
623
|
-
) {
|
|
624
|
-
this.logger.warn(
|
|
625
|
-
`${_srcAddress}_${_destAddress}_${pool.name}_${
|
|
626
|
-
pool.poolAddress
|
|
627
|
-
} state fallback to latest early enough state. Current blockNumber=${blockNumber}, stateBlockNumber=${pool.getStateBlockNumber()}`,
|
|
628
|
-
);
|
|
629
|
-
state = pool.getStaleState();
|
|
630
|
-
} else {
|
|
631
|
-
this.logger.warn(
|
|
632
|
-
`${_srcAddress}_${_destAddress}_${pool.name}_${pool.poolAddress} state is unhealthy, cannot compute price (no fallback on this chain)`,
|
|
633
|
-
);
|
|
634
|
-
return null; // never fallback as takes more time
|
|
635
|
-
}
|
|
636
|
-
} else {
|
|
637
|
-
const rpcPrice = await this.getPricingFromRpc(
|
|
638
|
-
_srcToken,
|
|
639
|
-
_destToken,
|
|
640
|
-
amounts,
|
|
641
|
-
side,
|
|
642
|
-
pool,
|
|
643
|
-
transferFees,
|
|
644
|
-
);
|
|
645
|
-
|
|
646
|
-
return rpcPrice;
|
|
647
|
-
}
|
|
648
|
-
}
|
|
649
|
-
|
|
650
|
-
if (!state) return null;
|
|
651
|
-
|
|
652
|
-
const unitAmount = getBigIntPow(
|
|
653
|
-
side == SwapSide.SELL ? _srcToken.decimals : _destToken.decimals,
|
|
654
|
-
);
|
|
655
|
-
|
|
656
|
-
const _amounts = [...amounts.slice(1)];
|
|
657
|
-
|
|
658
|
-
const [token0] = this._sortTokens(_srcAddress, _destAddress);
|
|
659
|
-
|
|
660
|
-
const zeroForOne = token0 === _srcAddress ? true : false;
|
|
661
|
-
|
|
662
|
-
if (state.liquidity <= 0n) {
|
|
663
|
-
if (state.liquidity < 0) {
|
|
664
|
-
this.logger.error(
|
|
665
|
-
`${this.dexKey}-${this.network}: ${pool.poolAddress} pool has negative liquidity: ${state.liquidity}. Find with key: ${pool.mapKey}`,
|
|
666
|
-
);
|
|
667
|
-
}
|
|
668
|
-
this.logger.trace(`pool have 0 liquidity`);
|
|
669
|
-
return null;
|
|
670
|
-
}
|
|
671
|
-
|
|
672
|
-
const balanceDestToken =
|
|
673
|
-
_destAddress === pool.token0 ? state.balance0 : state.balance1;
|
|
674
|
-
|
|
675
|
-
const [unitAmountWithFee, ...amountsWithFee] =
|
|
676
|
-
_isSrcTokenTransferFeeToBeExchanged
|
|
677
|
-
? applyTransferFee(
|
|
678
|
-
[unitAmount, ..._amounts],
|
|
679
|
-
side,
|
|
680
|
-
transferFees.srcDexFee,
|
|
681
|
-
this.SRC_TOKEN_DEX_TRANSFERS,
|
|
682
|
-
)
|
|
683
|
-
: [unitAmount, ..._amounts];
|
|
684
|
-
|
|
685
|
-
const unitResult = this._getOutputs(
|
|
686
|
-
state,
|
|
687
|
-
[unitAmountWithFee],
|
|
688
|
-
zeroForOne,
|
|
689
|
-
side,
|
|
690
|
-
balanceDestToken,
|
|
691
|
-
);
|
|
692
|
-
const pricesResult = this._getOutputs(
|
|
693
|
-
state,
|
|
694
|
-
amountsWithFee,
|
|
695
|
-
zeroForOne,
|
|
696
|
-
side,
|
|
697
|
-
balanceDestToken,
|
|
698
|
-
);
|
|
699
|
-
|
|
700
|
-
if (!unitResult || !pricesResult) {
|
|
701
|
-
this.logger.debug('Prices or unit is not calculated');
|
|
702
|
-
return null;
|
|
703
|
-
}
|
|
704
|
-
|
|
705
|
-
const [unitResultWithFee, ...pricesResultWithFee] =
|
|
706
|
-
_isDestTokenTransferFeeToBeExchanged
|
|
707
|
-
? applyTransferFee(
|
|
708
|
-
[unitResult.outputs[0], ...pricesResult.outputs],
|
|
709
|
-
side,
|
|
710
|
-
transferFees.destDexFee,
|
|
711
|
-
this.DEST_TOKEN_DEX_TRANSFERS,
|
|
712
|
-
)
|
|
713
|
-
: [unitResult.outputs[0], ...pricesResult.outputs];
|
|
714
|
-
|
|
715
|
-
const prices = [0n, ...pricesResultWithFee];
|
|
716
|
-
const gasCost = [
|
|
717
|
-
0,
|
|
718
|
-
...pricesResultWithFee.map((p, index) => {
|
|
719
|
-
if (p == 0n) {
|
|
720
|
-
return 0;
|
|
721
|
-
} else {
|
|
722
|
-
return (
|
|
723
|
-
ALGEBRA_POOL_SEARCH_OVERHEAD +
|
|
724
|
-
ALGEBRA_TICK_BASE_OVERHEAD +
|
|
725
|
-
pricesResult.tickCounts[index] * ALGEBRA_TICK_GAS_COST
|
|
726
|
-
);
|
|
727
|
-
}
|
|
728
|
-
}),
|
|
729
|
-
];
|
|
730
|
-
|
|
731
|
-
return [
|
|
732
|
-
{
|
|
733
|
-
unit: unitResultWithFee,
|
|
734
|
-
prices,
|
|
735
|
-
data: {
|
|
736
|
-
feeOnTransfer: _isSrcTokenTransferFeeToBeExchanged,
|
|
737
|
-
path: [
|
|
738
|
-
{
|
|
739
|
-
tokenIn: _srcAddress,
|
|
740
|
-
tokenOut: _destAddress,
|
|
741
|
-
},
|
|
742
|
-
],
|
|
743
|
-
},
|
|
744
|
-
poolIdentifier: this.getPoolIdentifier(pool.token0, pool.token1),
|
|
745
|
-
exchange: this.dexKey,
|
|
746
|
-
gasCost: gasCost,
|
|
747
|
-
poolAddresses: [pool.poolAddress],
|
|
748
|
-
},
|
|
749
|
-
];
|
|
750
|
-
} catch (e) {
|
|
751
|
-
this.logger.error(
|
|
752
|
-
`Error_getPricesVolume ${srcToken.symbol || srcToken.address}, ${
|
|
753
|
-
destToken.symbol || destToken.address
|
|
754
|
-
}, ${side}:`,
|
|
755
|
-
e,
|
|
756
|
-
);
|
|
757
|
-
return null;
|
|
758
|
-
}
|
|
759
|
-
}
|
|
760
|
-
|
|
761
|
-
getAdapterParam(
|
|
762
|
-
srcToken: string,
|
|
763
|
-
destToken: string,
|
|
764
|
-
srcAmount: string,
|
|
765
|
-
destAmount: string,
|
|
766
|
-
data: AlgebraData,
|
|
767
|
-
side: SwapSide,
|
|
768
|
-
): AdapterExchangeParam {
|
|
769
|
-
let path = this._encodePath(data.path, side);
|
|
770
|
-
|
|
771
|
-
const payload = this.abiCoder.encodeParameter(
|
|
772
|
-
{
|
|
773
|
-
ParentStruct: {
|
|
774
|
-
path: 'bytes',
|
|
775
|
-
deadline: 'uint256',
|
|
776
|
-
feeOnTransfer: 'bool',
|
|
777
|
-
},
|
|
778
|
-
},
|
|
779
|
-
{
|
|
780
|
-
path,
|
|
781
|
-
deadline: getLocalDeadlineAsFriendlyPlaceholder(), // FIXME: more gas efficient to pass block.timestamp in adapter
|
|
782
|
-
feeOnTransfer: data.feeOnTransfer,
|
|
783
|
-
},
|
|
784
|
-
);
|
|
785
|
-
|
|
786
|
-
return {
|
|
787
|
-
targetExchange: this.config.router,
|
|
788
|
-
payload,
|
|
789
|
-
networkFee: '0',
|
|
790
|
-
};
|
|
791
|
-
}
|
|
792
|
-
|
|
793
|
-
getCalldataGasCost(poolPrices: PoolPrices<AlgebraData>): number | number[] {
|
|
794
|
-
const gasCost =
|
|
795
|
-
CALLDATA_GAS_COST.DEX_OVERHEAD +
|
|
796
|
-
CALLDATA_GAS_COST.LENGTH_SMALL +
|
|
797
|
-
// ParentStruct header
|
|
798
|
-
CALLDATA_GAS_COST.OFFSET_SMALL +
|
|
799
|
-
// ParentStruct -> path header
|
|
800
|
-
CALLDATA_GAS_COST.OFFSET_SMALL +
|
|
801
|
-
// ParentStruct -> deadline
|
|
802
|
-
CALLDATA_GAS_COST.TIMESTAMP +
|
|
803
|
-
// ParentStruct -> path (20+3+20 = 43 = 32+11 bytes)
|
|
804
|
-
CALLDATA_GAS_COST.LENGTH_SMALL +
|
|
805
|
-
CALLDATA_GAS_COST.FULL_WORD +
|
|
806
|
-
CALLDATA_GAS_COST.wordNonZeroBytes(11);
|
|
807
|
-
const arr = new Array(poolPrices.prices.length);
|
|
808
|
-
poolPrices.prices.forEach((p, index) => {
|
|
809
|
-
if (p == 0n) {
|
|
810
|
-
arr[index] = 0;
|
|
811
|
-
} else {
|
|
812
|
-
arr[index] = gasCost;
|
|
813
|
-
}
|
|
814
|
-
});
|
|
815
|
-
return arr;
|
|
816
|
-
}
|
|
817
|
-
|
|
818
|
-
async getSimpleParam(
|
|
819
|
-
srcToken: string,
|
|
820
|
-
destToken: string,
|
|
821
|
-
srcAmount: string,
|
|
822
|
-
destAmount: string,
|
|
823
|
-
data: AlgebraData,
|
|
824
|
-
side: SwapSide,
|
|
825
|
-
): Promise<SimpleExchangeParam> {
|
|
826
|
-
let swapFunction;
|
|
827
|
-
let swapParams;
|
|
828
|
-
|
|
829
|
-
if (data.feeOnTransfer) {
|
|
830
|
-
_require(
|
|
831
|
-
data.path.length === 1,
|
|
832
|
-
`LOGIC ERROR: multihop is not supported for feeOnTransfer token, passed: ${data.path
|
|
833
|
-
.map(p => `${p?.tokenIn}->${p?.tokenOut}`)
|
|
834
|
-
.join(' ')}`,
|
|
835
|
-
);
|
|
836
|
-
swapFunction = AlgebraFunctions.exactInputWithFeeToken;
|
|
837
|
-
swapParams = {
|
|
838
|
-
limitSqrtPrice: '0',
|
|
839
|
-
recipient: this.augustusAddress,
|
|
840
|
-
deadline: getLocalDeadlineAsFriendlyPlaceholder(),
|
|
841
|
-
amountIn: srcAmount,
|
|
842
|
-
amountOutMinimum: destAmount,
|
|
843
|
-
tokenIn: data.path[0].tokenIn,
|
|
844
|
-
tokenOut: data.path[0].tokenOut,
|
|
845
|
-
};
|
|
846
|
-
} else {
|
|
847
|
-
swapFunction =
|
|
848
|
-
side === SwapSide.SELL
|
|
849
|
-
? AlgebraFunctions.exactInput
|
|
850
|
-
: AlgebraFunctions.exactOutput;
|
|
851
|
-
const path = this._encodePath(data.path, side);
|
|
852
|
-
swapParams =
|
|
853
|
-
side === SwapSide.SELL
|
|
854
|
-
? {
|
|
855
|
-
recipient: this.augustusAddress,
|
|
856
|
-
deadline: getLocalDeadlineAsFriendlyPlaceholder(),
|
|
857
|
-
amountIn: srcAmount,
|
|
858
|
-
amountOutMinimum: destAmount,
|
|
859
|
-
path,
|
|
860
|
-
}
|
|
861
|
-
: {
|
|
862
|
-
recipient: this.augustusAddress,
|
|
863
|
-
deadline: getLocalDeadlineAsFriendlyPlaceholder(),
|
|
864
|
-
amountOut: destAmount,
|
|
865
|
-
amountInMaximum: srcAmount,
|
|
866
|
-
path,
|
|
867
|
-
};
|
|
868
|
-
}
|
|
869
|
-
|
|
870
|
-
const swapData = this.routerIface.encodeFunctionData(swapFunction, [
|
|
871
|
-
swapParams,
|
|
872
|
-
]);
|
|
873
|
-
|
|
874
|
-
return this.buildSimpleParamWithoutWETHConversion(
|
|
875
|
-
srcToken,
|
|
876
|
-
srcAmount,
|
|
877
|
-
destToken,
|
|
878
|
-
destAmount,
|
|
879
|
-
swapData,
|
|
880
|
-
this.config.router,
|
|
881
|
-
);
|
|
882
|
-
}
|
|
883
|
-
|
|
884
|
-
getDexParam(
|
|
885
|
-
srcToken: Address,
|
|
886
|
-
destToken: Address,
|
|
887
|
-
srcAmount: NumberAsString,
|
|
888
|
-
destAmount: NumberAsString,
|
|
889
|
-
recipient: Address,
|
|
890
|
-
data: AlgebraData,
|
|
891
|
-
side: SwapSide,
|
|
892
|
-
): DexExchangeParam {
|
|
893
|
-
let swapFunction;
|
|
894
|
-
let swapFunctionParams;
|
|
895
|
-
|
|
896
|
-
if (data.feeOnTransfer) {
|
|
897
|
-
_require(
|
|
898
|
-
data.path.length === 1,
|
|
899
|
-
`LOGIC ERROR: multihop is not supported for feeOnTransfer token, passed: ${data.path
|
|
900
|
-
.map(p => `${p?.tokenIn}->${p?.tokenOut}`)
|
|
901
|
-
.join(' ')}`,
|
|
902
|
-
);
|
|
903
|
-
swapFunction = AlgebraFunctions.exactInputWithFeeToken;
|
|
904
|
-
swapFunctionParams = {
|
|
905
|
-
limitSqrtPrice: '0',
|
|
906
|
-
recipient: recipient,
|
|
907
|
-
deadline: getLocalDeadlineAsFriendlyPlaceholder(),
|
|
908
|
-
amountIn: srcAmount,
|
|
909
|
-
amountOutMinimum: destAmount,
|
|
910
|
-
tokenIn: data.path[0].tokenIn,
|
|
911
|
-
tokenOut: data.path[0].tokenOut,
|
|
912
|
-
};
|
|
913
|
-
} else {
|
|
914
|
-
swapFunction =
|
|
915
|
-
side === SwapSide.SELL
|
|
916
|
-
? AlgebraFunctions.exactInput
|
|
917
|
-
: AlgebraFunctions.exactOutput;
|
|
918
|
-
const path = this._encodePath(data.path, side);
|
|
919
|
-
swapFunctionParams =
|
|
920
|
-
side === SwapSide.SELL
|
|
921
|
-
? {
|
|
922
|
-
recipient: recipient,
|
|
923
|
-
deadline: getLocalDeadlineAsFriendlyPlaceholder(),
|
|
924
|
-
amountIn: srcAmount,
|
|
925
|
-
amountOutMinimum: destAmount,
|
|
926
|
-
path,
|
|
927
|
-
}
|
|
928
|
-
: {
|
|
929
|
-
recipient: recipient,
|
|
930
|
-
deadline: getLocalDeadlineAsFriendlyPlaceholder(),
|
|
931
|
-
amountOut: destAmount,
|
|
932
|
-
amountInMaximum: srcAmount,
|
|
933
|
-
path,
|
|
934
|
-
};
|
|
935
|
-
}
|
|
936
|
-
|
|
937
|
-
const exchangeData = this.routerIface.encodeFunctionData(swapFunction, [
|
|
938
|
-
swapFunctionParams,
|
|
939
|
-
]);
|
|
940
|
-
|
|
941
|
-
return {
|
|
942
|
-
needWrapNative: this.needWrapNative,
|
|
943
|
-
dexFuncHasRecipient: true,
|
|
944
|
-
exchangeData,
|
|
945
|
-
targetExchange: this.config.router,
|
|
946
|
-
returnAmountPos:
|
|
947
|
-
side === SwapSide.SELL
|
|
948
|
-
? extractReturnAmountPosition(
|
|
949
|
-
this.routerIface,
|
|
950
|
-
swapFunction,
|
|
951
|
-
'amountOut',
|
|
952
|
-
)
|
|
953
|
-
: undefined,
|
|
954
|
-
};
|
|
955
|
-
}
|
|
956
|
-
|
|
957
|
-
async getTopPoolsForToken(
|
|
958
|
-
tokenAddress: Address,
|
|
959
|
-
limit: number,
|
|
960
|
-
): Promise<PoolLiquidity[]> {
|
|
961
|
-
const _tokenAddress = tokenAddress.toLowerCase();
|
|
962
|
-
|
|
963
|
-
const res = await this._querySubgraph(
|
|
964
|
-
`query ($token: Bytes!, $count: Int) {
|
|
965
|
-
pools0: pools(first: $count, orderBy: totalValueLockedUSD, orderDirection: desc, where: {token0: $token}) {
|
|
966
|
-
id
|
|
967
|
-
token0 {
|
|
968
|
-
id
|
|
969
|
-
decimals
|
|
970
|
-
}
|
|
971
|
-
token1 {
|
|
972
|
-
id
|
|
973
|
-
decimals
|
|
974
|
-
}
|
|
975
|
-
totalValueLockedUSD
|
|
976
|
-
}
|
|
977
|
-
pools1: pools(first: $count, orderBy: totalValueLockedUSD, orderDirection: desc, where: {token1: $token}) {
|
|
978
|
-
id
|
|
979
|
-
token0 {
|
|
980
|
-
id
|
|
981
|
-
decimals
|
|
982
|
-
}
|
|
983
|
-
token1 {
|
|
984
|
-
id
|
|
985
|
-
decimals
|
|
986
|
-
}
|
|
987
|
-
totalValueLockedUSD
|
|
988
|
-
}
|
|
989
|
-
}`,
|
|
990
|
-
{
|
|
991
|
-
token: _tokenAddress,
|
|
992
|
-
count: limit,
|
|
993
|
-
},
|
|
994
|
-
);
|
|
995
|
-
|
|
996
|
-
if (!(res && res.pools0 && res.pools1)) {
|
|
997
|
-
this.logger.error(
|
|
998
|
-
`Error_${this.dexKey}_Subgraph: couldn't fetch the pools from the subgraph`,
|
|
999
|
-
);
|
|
1000
|
-
return [];
|
|
1001
|
-
}
|
|
1002
|
-
|
|
1003
|
-
const pools0 = _.map(res.pools0, pool => ({
|
|
1004
|
-
exchange: this.dexKey,
|
|
1005
|
-
address: pool.id.toLowerCase(),
|
|
1006
|
-
connectorTokens: [
|
|
1007
|
-
{
|
|
1008
|
-
address: pool.token1.id.toLowerCase(),
|
|
1009
|
-
decimals: parseInt(pool.token1.decimals),
|
|
1010
|
-
},
|
|
1011
|
-
],
|
|
1012
|
-
liquidityUSD:
|
|
1013
|
-
parseFloat(pool.totalValueLockedUSD) * ALGEBRA_EFFICIENCY_FACTOR,
|
|
1014
|
-
}));
|
|
1015
|
-
|
|
1016
|
-
const pools1 = _.map(res.pools1, pool => ({
|
|
1017
|
-
exchange: this.dexKey,
|
|
1018
|
-
address: pool.id.toLowerCase(),
|
|
1019
|
-
connectorTokens: [
|
|
1020
|
-
{
|
|
1021
|
-
address: pool.token0.id.toLowerCase(),
|
|
1022
|
-
decimals: parseInt(pool.token0.decimals),
|
|
1023
|
-
},
|
|
1024
|
-
],
|
|
1025
|
-
liquidityUSD:
|
|
1026
|
-
parseFloat(pool.totalValueLockedUSD) * ALGEBRA_EFFICIENCY_FACTOR,
|
|
1027
|
-
}));
|
|
1028
|
-
|
|
1029
|
-
const pools = _.slice(
|
|
1030
|
-
_.sortBy(_.concat(pools0, pools1), [pool => -1 * pool.liquidityUSD]),
|
|
1031
|
-
0,
|
|
1032
|
-
limit,
|
|
1033
|
-
);
|
|
1034
|
-
return pools;
|
|
1035
|
-
}
|
|
1036
|
-
|
|
1037
|
-
private _getLoweredAddresses(srcToken: Token, destToken: Token) {
|
|
1038
|
-
return [srcToken.address.toLowerCase(), destToken.address.toLowerCase()];
|
|
1039
|
-
}
|
|
1040
|
-
|
|
1041
|
-
private _sortTokens(srcAddress: Address, destAddress: Address) {
|
|
1042
|
-
return [srcAddress, destAddress].sort((a, b) => (a < b ? -1 : 1));
|
|
1043
|
-
}
|
|
1044
|
-
|
|
1045
|
-
private _toLowerForAllConfigAddresses() {
|
|
1046
|
-
// If new config property will be added, the TS will throw compile error
|
|
1047
|
-
const newConfig: DexParams = {
|
|
1048
|
-
router: this.config.router.toLowerCase(),
|
|
1049
|
-
quoter: this.config.quoter.toLowerCase(),
|
|
1050
|
-
factory: this.config.factory.toLowerCase(),
|
|
1051
|
-
algebraStateMulticall: this.config.algebraStateMulticall.toLowerCase(),
|
|
1052
|
-
chunksCount: this.config.chunksCount,
|
|
1053
|
-
initRetryFrequency: this.config.initRetryFrequency,
|
|
1054
|
-
uniswapMulticall: this.config.uniswapMulticall,
|
|
1055
|
-
deployer: this.config.deployer?.toLowerCase(),
|
|
1056
|
-
initHash: this.config.initHash,
|
|
1057
|
-
subgraphURL: this.config.subgraphURL,
|
|
1058
|
-
version: this.config.version,
|
|
1059
|
-
forceRPC: this.config.forceRPC,
|
|
1060
|
-
forceManualStateGenerate: this.config.forceManualStateGenerate,
|
|
1061
|
-
};
|
|
1062
|
-
return newConfig;
|
|
1063
|
-
}
|
|
1064
|
-
|
|
1065
|
-
private _getOutputs(
|
|
1066
|
-
state: DeepReadonly<IAlgebraPoolState>,
|
|
1067
|
-
amounts: bigint[],
|
|
1068
|
-
zeroForOne: boolean,
|
|
1069
|
-
side: SwapSide,
|
|
1070
|
-
destTokenBalance: bigint,
|
|
1071
|
-
): OutputResult | null {
|
|
1072
|
-
try {
|
|
1073
|
-
const outputsResult = AlgebraMath.queryOutputs(
|
|
1074
|
-
this.network,
|
|
1075
|
-
state,
|
|
1076
|
-
amounts,
|
|
1077
|
-
zeroForOne,
|
|
1078
|
-
side,
|
|
1079
|
-
);
|
|
1080
|
-
|
|
1081
|
-
if (side === SwapSide.SELL) {
|
|
1082
|
-
if (outputsResult.outputs[0] > destTokenBalance) {
|
|
1083
|
-
return null;
|
|
1084
|
-
}
|
|
1085
|
-
|
|
1086
|
-
for (let i = 0; i < outputsResult.outputs.length; i++) {
|
|
1087
|
-
if (outputsResult.outputs[i] > destTokenBalance) {
|
|
1088
|
-
outputsResult.outputs[i] = 0n;
|
|
1089
|
-
outputsResult.tickCounts[i] = 0;
|
|
1090
|
-
}
|
|
1091
|
-
}
|
|
1092
|
-
} else {
|
|
1093
|
-
if (amounts[0] > destTokenBalance) {
|
|
1094
|
-
return null;
|
|
1095
|
-
}
|
|
1096
|
-
|
|
1097
|
-
// This may be improved by first checking outputs and requesting outputs
|
|
1098
|
-
// only for amounts that makes more sense, but I don't think this is really
|
|
1099
|
-
// important now
|
|
1100
|
-
for (let i = 0; i < amounts.length; i++) {
|
|
1101
|
-
if (amounts[i] > destTokenBalance) {
|
|
1102
|
-
outputsResult.outputs[i] = 0n;
|
|
1103
|
-
outputsResult.tickCounts[i] = 0;
|
|
1104
|
-
}
|
|
1105
|
-
}
|
|
1106
|
-
}
|
|
1107
|
-
|
|
1108
|
-
return outputsResult;
|
|
1109
|
-
} catch (e) {
|
|
1110
|
-
this.logger.debug(
|
|
1111
|
-
`${this.dexKey}: received error in _getOutputs while calculating outputs`,
|
|
1112
|
-
e,
|
|
1113
|
-
);
|
|
1114
|
-
return null;
|
|
1115
|
-
}
|
|
1116
|
-
}
|
|
1117
|
-
|
|
1118
|
-
private async _querySubgraph(
|
|
1119
|
-
query: string,
|
|
1120
|
-
variables: Object,
|
|
1121
|
-
timeout = 30000,
|
|
1122
|
-
) {
|
|
1123
|
-
try {
|
|
1124
|
-
const res = await this.dexHelper.httpRequest.post(
|
|
1125
|
-
this.config.subgraphURL,
|
|
1126
|
-
{ query, variables },
|
|
1127
|
-
undefined,
|
|
1128
|
-
{ timeout: timeout },
|
|
1129
|
-
);
|
|
1130
|
-
return res.data;
|
|
1131
|
-
} catch (e) {
|
|
1132
|
-
this.logger.error(`${this.dexKey}: can not query subgraph: `, e);
|
|
1133
|
-
return {};
|
|
1134
|
-
}
|
|
1135
|
-
}
|
|
1136
|
-
|
|
1137
|
-
private _encodePath(
|
|
1138
|
-
path: {
|
|
1139
|
-
tokenIn: Address;
|
|
1140
|
-
tokenOut: Address;
|
|
1141
|
-
}[],
|
|
1142
|
-
side: SwapSide,
|
|
1143
|
-
): string {
|
|
1144
|
-
if (path.length === 0) {
|
|
1145
|
-
return '0x';
|
|
1146
|
-
}
|
|
1147
|
-
|
|
1148
|
-
const { _path, types } = path.reduce(
|
|
1149
|
-
(
|
|
1150
|
-
{ _path, types }: { _path: string[]; types: string[] },
|
|
1151
|
-
curr,
|
|
1152
|
-
index,
|
|
1153
|
-
): { _path: string[]; types: string[] } => {
|
|
1154
|
-
if (index === 0) {
|
|
1155
|
-
return {
|
|
1156
|
-
types: ['address', 'address'],
|
|
1157
|
-
_path: [curr.tokenIn, curr.tokenOut],
|
|
1158
|
-
};
|
|
1159
|
-
} else {
|
|
1160
|
-
return {
|
|
1161
|
-
types: [...types, 'address'],
|
|
1162
|
-
_path: [..._path, curr.tokenOut],
|
|
1163
|
-
};
|
|
1164
|
-
}
|
|
1165
|
-
},
|
|
1166
|
-
{ _path: [], types: [] },
|
|
1167
|
-
);
|
|
1168
|
-
|
|
1169
|
-
return side === SwapSide.BUY
|
|
1170
|
-
? pack(types.reverse(), _path.reverse())
|
|
1171
|
-
: pack(types, _path);
|
|
1172
|
-
}
|
|
1173
|
-
|
|
1174
|
-
releaseResources() {
|
|
1175
|
-
if (this.intervalTask !== undefined) {
|
|
1176
|
-
clearInterval(this.intervalTask);
|
|
1177
|
-
this.intervalTask = undefined;
|
|
1178
|
-
}
|
|
1179
|
-
}
|
|
1180
|
-
}
|
|
1
|
+
import { defaultAbiCoder } from '@ethersproject/abi';
|
|
2
|
+
import { AsyncOrSync, DeepReadonly } from 'ts-essentials';
|
|
3
|
+
import { AbiItem } from 'web3-utils';
|
|
4
|
+
import { pack } from '@ethersproject/solidity';
|
|
5
|
+
import _ from 'lodash';
|
|
6
|
+
import {
|
|
7
|
+
ExchangePrices,
|
|
8
|
+
PoolPrices,
|
|
9
|
+
AdapterExchangeParam,
|
|
10
|
+
SimpleExchangeParam,
|
|
11
|
+
Logger,
|
|
12
|
+
TransferFeeParams,
|
|
13
|
+
Address,
|
|
14
|
+
PoolLiquidity,
|
|
15
|
+
Token,
|
|
16
|
+
DexExchangeParam,
|
|
17
|
+
NumberAsString,
|
|
18
|
+
} from '../../types';
|
|
19
|
+
import { SwapSide, Network, CACHE_PREFIX } from '../../constants';
|
|
20
|
+
import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
|
|
21
|
+
import {
|
|
22
|
+
_require,
|
|
23
|
+
getBigIntPow,
|
|
24
|
+
getDexKeysWithNetwork,
|
|
25
|
+
interpolate,
|
|
26
|
+
isDestTokenTransferFeeToBeExchanged,
|
|
27
|
+
isSrcTokenTransferFeeToBeExchanged,
|
|
28
|
+
} from '../../utils';
|
|
29
|
+
import { IDex } from '../../dex/idex';
|
|
30
|
+
import { IDexHelper } from '../../dex-helper/idex-helper';
|
|
31
|
+
import {
|
|
32
|
+
AlgebraData,
|
|
33
|
+
AlgebraFunctions,
|
|
34
|
+
DexParams,
|
|
35
|
+
IAlgebraPoolState,
|
|
36
|
+
} from './types';
|
|
37
|
+
import {
|
|
38
|
+
SimpleExchange,
|
|
39
|
+
getLocalDeadlineAsFriendlyPlaceholder,
|
|
40
|
+
} from '../simple-exchange';
|
|
41
|
+
import { AlgebraConfig, Adapters } from './config';
|
|
42
|
+
import { Contract } from 'web3-eth-contract';
|
|
43
|
+
import { Interface } from 'ethers/lib/utils';
|
|
44
|
+
import SwapRouter from '../../abi/algebra/SwapRouter.json';
|
|
45
|
+
import AlgebraQuoterABI from '../../abi/algebra/AlgebraQuoter.abi.json';
|
|
46
|
+
import UniswapV3MultiABI from '../../abi/uniswap-v3/UniswapMulti.abi.json';
|
|
47
|
+
import AlgebraStateMulticallABI from '../../abi/algebra/AlgebraStateMulticall.abi.json';
|
|
48
|
+
import { OutputResult } from '../uniswap-v3/types';
|
|
49
|
+
import { AlgebraMath } from './lib/AlgebraMath';
|
|
50
|
+
import { AlgebraEventPoolV1_1 } from './algebra-pool-v1_1';
|
|
51
|
+
import { AlgebraEventPoolV1_9 } from './algebra-pool-v1_9';
|
|
52
|
+
import { AlgebraFactory, OnPoolCreatedCallback } from './algebra-factory';
|
|
53
|
+
import { applyTransferFee } from '../../lib/token-transfer-fee';
|
|
54
|
+
import { AlgebraEventPoolV1_9_bidirectional_fee } from './algebra-pool-v1_9_bidirectional_fee';
|
|
55
|
+
import { extractReturnAmountPosition } from '../../executor/utils';
|
|
56
|
+
|
|
57
|
+
type PoolPairsInfo = {
|
|
58
|
+
token0: Address;
|
|
59
|
+
token1: Address;
|
|
60
|
+
};
|
|
61
|
+
|
|
62
|
+
const PoolsRegistryHashKey = `${CACHE_PREFIX}_poolsRegistry`;
|
|
63
|
+
|
|
64
|
+
// const ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS = 3 * 24 * 60 * 60 * 1000; // 3 days
|
|
65
|
+
// const ALGEBRA_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS = 24 * 60 * 60 * 1000; // Once in a day
|
|
66
|
+
const ALGEBRA_EFFICIENCY_FACTOR = 3;
|
|
67
|
+
const ALGEBRA_TICK_GAS_COST = 24_000; // Ceiled
|
|
68
|
+
const ALGEBRA_TICK_BASE_OVERHEAD = 75_000;
|
|
69
|
+
const ALGEBRA_POOL_SEARCH_OVERHEAD = 10_000;
|
|
70
|
+
const ALGEBRA_QUOTE_GASLIMIT = 2_000_000;
|
|
71
|
+
|
|
72
|
+
const MAX_STALE_STATE_BLOCK_AGE = {
|
|
73
|
+
[Network.ZKEVM]: 150, // approximately 3min
|
|
74
|
+
};
|
|
75
|
+
|
|
76
|
+
type IAlgebraEventPool =
|
|
77
|
+
| AlgebraEventPoolV1_1
|
|
78
|
+
| AlgebraEventPoolV1_9
|
|
79
|
+
| AlgebraEventPoolV1_9_bidirectional_fee;
|
|
80
|
+
|
|
81
|
+
export class Algebra extends SimpleExchange implements IDex<AlgebraData> {
|
|
82
|
+
private readonly factory: AlgebraFactory;
|
|
83
|
+
readonly isFeeOnTransferSupported: boolean = true;
|
|
84
|
+
protected eventPools: Record<string, IAlgebraEventPool | null> = {};
|
|
85
|
+
|
|
86
|
+
private newlyCreatedPoolKeys: Set<string> = new Set();
|
|
87
|
+
|
|
88
|
+
readonly hasConstantPriceLargeAmounts = false;
|
|
89
|
+
readonly needWrapNative = true;
|
|
90
|
+
|
|
91
|
+
intervalTask?: NodeJS.Timeout;
|
|
92
|
+
|
|
93
|
+
public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
|
|
94
|
+
getDexKeysWithNetwork(AlgebraConfig);
|
|
95
|
+
|
|
96
|
+
logger: Logger;
|
|
97
|
+
|
|
98
|
+
private uniswapMulti: Contract;
|
|
99
|
+
private stateMultiContract: Contract;
|
|
100
|
+
|
|
101
|
+
private notExistingPoolSetKey: string;
|
|
102
|
+
|
|
103
|
+
private AlgebraPoolImplem:
|
|
104
|
+
| typeof AlgebraEventPoolV1_1
|
|
105
|
+
| typeof AlgebraEventPoolV1_9
|
|
106
|
+
| typeof AlgebraEventPoolV1_9_bidirectional_fee;
|
|
107
|
+
|
|
108
|
+
readonly SRC_TOKEN_DEX_TRANSFERS = 1;
|
|
109
|
+
readonly DEST_TOKEN_DEX_TRANSFERS = 1;
|
|
110
|
+
|
|
111
|
+
constructor(
|
|
112
|
+
protected network: Network,
|
|
113
|
+
dexKey: string,
|
|
114
|
+
protected dexHelper: IDexHelper,
|
|
115
|
+
protected adapters = Adapters[network] || {},
|
|
116
|
+
readonly routerIface = new Interface(SwapRouter),
|
|
117
|
+
readonly quoterIface = new Interface(AlgebraQuoterABI),
|
|
118
|
+
readonly config = AlgebraConfig[dexKey][network],
|
|
119
|
+
) {
|
|
120
|
+
super(dexHelper, dexKey);
|
|
121
|
+
this.logger = dexHelper.getLogger(dexKey + '-' + network);
|
|
122
|
+
this.uniswapMulti = new this.dexHelper.web3Provider.eth.Contract(
|
|
123
|
+
UniswapV3MultiABI as AbiItem[],
|
|
124
|
+
this.config.uniswapMulticall,
|
|
125
|
+
);
|
|
126
|
+
this.stateMultiContract = new this.dexHelper.web3Provider.eth.Contract(
|
|
127
|
+
AlgebraStateMulticallABI as AbiItem[],
|
|
128
|
+
this.config.algebraStateMulticall,
|
|
129
|
+
);
|
|
130
|
+
|
|
131
|
+
this.dexHelper.web3Provider.eth.handleRevert = false;
|
|
132
|
+
|
|
133
|
+
this.config = this._toLowerForAllConfigAddresses();
|
|
134
|
+
// External configuration has priority over internal
|
|
135
|
+
this.config.forceRPC = dexHelper.config.data.forceRpcFallbackDexs.includes(
|
|
136
|
+
dexKey.toLowerCase(),
|
|
137
|
+
);
|
|
138
|
+
|
|
139
|
+
this.notExistingPoolSetKey =
|
|
140
|
+
`${CACHE_PREFIX}_${network}_${dexKey}_not_existings_pool_set`.toLowerCase();
|
|
141
|
+
|
|
142
|
+
this.AlgebraPoolImplem =
|
|
143
|
+
config.version === 'v1.1'
|
|
144
|
+
? AlgebraEventPoolV1_1
|
|
145
|
+
: config.version === 'v1.9-bidirectional-fee'
|
|
146
|
+
? AlgebraEventPoolV1_9_bidirectional_fee
|
|
147
|
+
: AlgebraEventPoolV1_9;
|
|
148
|
+
|
|
149
|
+
this.factory = new AlgebraFactory(
|
|
150
|
+
dexHelper,
|
|
151
|
+
dexKey,
|
|
152
|
+
this.config.factory,
|
|
153
|
+
this.logger,
|
|
154
|
+
this.onPoolCreatedDeleteFromNonExistingSet,
|
|
155
|
+
);
|
|
156
|
+
}
|
|
157
|
+
|
|
158
|
+
getAdapters(side: SwapSide): { name: string; index: number }[] | null {
|
|
159
|
+
return this.adapters[side] ? this.adapters[side] : null;
|
|
160
|
+
}
|
|
161
|
+
|
|
162
|
+
getPoolIdentifier(srcAddress: Address, destAddress: Address) {
|
|
163
|
+
const tokenAddresses = this._sortTokens(srcAddress, destAddress).join('_');
|
|
164
|
+
return `${this.dexKey}_${tokenAddresses}`;
|
|
165
|
+
}
|
|
166
|
+
|
|
167
|
+
async initializePricing(blockNumber: number) {
|
|
168
|
+
// Init listening to new pools creation
|
|
169
|
+
await this.factory.initialize(blockNumber);
|
|
170
|
+
|
|
171
|
+
//// COMMENTING DEPRECATED LOGIC: as we now invalidate pools on creation this is not needed anymore
|
|
172
|
+
// if (!this.dexHelper.config.isSlave) {
|
|
173
|
+
// const cleanExpiredNotExistingPoolsKeys = async () => {
|
|
174
|
+
// const maxTimestamp =
|
|
175
|
+
// Date.now() - ALGEBRA_CLEAN_NOT_EXISTING_POOL_TTL_MS;
|
|
176
|
+
// await this.dexHelper.cache.zremrangebyscore(
|
|
177
|
+
// this.notExistingPoolSetKey,
|
|
178
|
+
// 0,
|
|
179
|
+
// maxTimestamp,
|
|
180
|
+
// );
|
|
181
|
+
// };
|
|
182
|
+
|
|
183
|
+
// this.intervalTask = setInterval(
|
|
184
|
+
// cleanExpiredNotExistingPoolsKeys.bind(this),
|
|
185
|
+
// ALGEBRA_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS,
|
|
186
|
+
// );
|
|
187
|
+
// }
|
|
188
|
+
}
|
|
189
|
+
|
|
190
|
+
/*
|
|
191
|
+
* When a non existing pool is queried, it's blacklisted for an arbitrary long period in order to prevent issuing too many rpc calls
|
|
192
|
+
* Once the pool is created, it gets immediately flagged
|
|
193
|
+
*/
|
|
194
|
+
onPoolCreatedDeleteFromNonExistingSet: OnPoolCreatedCallback = async ({
|
|
195
|
+
token0,
|
|
196
|
+
token1,
|
|
197
|
+
}) => {
|
|
198
|
+
const logPrefix = '[onPoolCreatedDeleteFromNonExistingSet]';
|
|
199
|
+
const [_token0, _token1] = this._sortTokens(token0, token1);
|
|
200
|
+
const poolKey = `${_token0}_${_token1}`.toLowerCase();
|
|
201
|
+
|
|
202
|
+
this.newlyCreatedPoolKeys.add(poolKey);
|
|
203
|
+
|
|
204
|
+
// consider doing it only from master pool for less calls to distant cache
|
|
205
|
+
|
|
206
|
+
// delete entry locally to let local instance discover the pool
|
|
207
|
+
delete this.eventPools[this.getPoolIdentifier(_token0, _token1)];
|
|
208
|
+
|
|
209
|
+
try {
|
|
210
|
+
this.logger.info(
|
|
211
|
+
`${logPrefix} delete pool from not existing set=${this.notExistingPoolSetKey}; key=${poolKey}`,
|
|
212
|
+
);
|
|
213
|
+
// delete pool record from set
|
|
214
|
+
const result = await this.dexHelper.cache.zrem(
|
|
215
|
+
this.notExistingPoolSetKey,
|
|
216
|
+
[poolKey],
|
|
217
|
+
);
|
|
218
|
+
this.logger.info(
|
|
219
|
+
`${logPrefix} delete pool from not existing set=${this.notExistingPoolSetKey}; key=${poolKey}; result: ${result}`,
|
|
220
|
+
);
|
|
221
|
+
} catch (error) {
|
|
222
|
+
this.logger.error(
|
|
223
|
+
`${logPrefix} ERROR: failed to delete pool from set: set=${this.notExistingPoolSetKey}; key=${poolKey}`,
|
|
224
|
+
error,
|
|
225
|
+
);
|
|
226
|
+
}
|
|
227
|
+
};
|
|
228
|
+
|
|
229
|
+
async getPool(
|
|
230
|
+
srcAddress: Address,
|
|
231
|
+
destAddress: Address,
|
|
232
|
+
blockNumber: number,
|
|
233
|
+
): Promise<IAlgebraEventPool | null> {
|
|
234
|
+
let pool = this.eventPools[
|
|
235
|
+
this.getPoolIdentifier(srcAddress, destAddress)
|
|
236
|
+
] as IAlgebraEventPool | null | undefined;
|
|
237
|
+
|
|
238
|
+
if (pool === null) return null;
|
|
239
|
+
|
|
240
|
+
if (pool) {
|
|
241
|
+
if (!pool.initFailed) {
|
|
242
|
+
if (this.network !== Network.ZKEVM) return pool;
|
|
243
|
+
|
|
244
|
+
if (
|
|
245
|
+
pool.getStaleState() === null ||
|
|
246
|
+
(pool.getState(blockNumber) === null &&
|
|
247
|
+
blockNumber - pool.getStateBlockNumber() >
|
|
248
|
+
MAX_STALE_STATE_BLOCK_AGE[this.network])
|
|
249
|
+
) {
|
|
250
|
+
/* reload state, on zkEVM this would most likely timeout during request life
|
|
251
|
+
* but would allow to rely on staleState for couple of min for next requests
|
|
252
|
+
*/
|
|
253
|
+
await pool.initialize(blockNumber, { forceRegenerate: true });
|
|
254
|
+
}
|
|
255
|
+
|
|
256
|
+
return pool;
|
|
257
|
+
} else {
|
|
258
|
+
// if init failed then prefer to early return pool with empty state to fallback to rpc call
|
|
259
|
+
if (
|
|
260
|
+
++pool.initRetryAttemptCount % this.config.initRetryFrequency !==
|
|
261
|
+
0
|
|
262
|
+
) {
|
|
263
|
+
return pool;
|
|
264
|
+
}
|
|
265
|
+
// else pursue with re-try initialization
|
|
266
|
+
}
|
|
267
|
+
}
|
|
268
|
+
|
|
269
|
+
const [token0, token1] = this._sortTokens(srcAddress, destAddress);
|
|
270
|
+
|
|
271
|
+
const key = `${token0}_${token1}`.toLowerCase();
|
|
272
|
+
|
|
273
|
+
// no need to run this logic on retry initialisation scenario
|
|
274
|
+
if (!pool) {
|
|
275
|
+
const notExistingPoolScore = await this.dexHelper.cache.zscore(
|
|
276
|
+
this.notExistingPoolSetKey,
|
|
277
|
+
key,
|
|
278
|
+
);
|
|
279
|
+
|
|
280
|
+
const poolDoesNotExist = notExistingPoolScore !== null;
|
|
281
|
+
|
|
282
|
+
if (poolDoesNotExist) {
|
|
283
|
+
this.eventPools[this.getPoolIdentifier(srcAddress, destAddress)] = null;
|
|
284
|
+
return null;
|
|
285
|
+
}
|
|
286
|
+
}
|
|
287
|
+
|
|
288
|
+
this.logger.trace(`starting to listen to new pool: ${key}`);
|
|
289
|
+
pool =
|
|
290
|
+
pool ||
|
|
291
|
+
new this.AlgebraPoolImplem(
|
|
292
|
+
this.dexHelper,
|
|
293
|
+
this.dexKey,
|
|
294
|
+
this.stateMultiContract,
|
|
295
|
+
this.erc20Interface,
|
|
296
|
+
this.config.factory,
|
|
297
|
+
token0,
|
|
298
|
+
token1,
|
|
299
|
+
this.logger,
|
|
300
|
+
this.cacheStateKey,
|
|
301
|
+
this.config.initHash,
|
|
302
|
+
this.config.deployer,
|
|
303
|
+
this.config.forceManualStateGenerate,
|
|
304
|
+
);
|
|
305
|
+
|
|
306
|
+
try {
|
|
307
|
+
await pool.initialize(blockNumber, {
|
|
308
|
+
initCallback: state => {
|
|
309
|
+
//really hacky, we need to push poolAddress so that we subscribeToLogs in StatefulEventSubscriber
|
|
310
|
+
pool!.addressesSubscribed[0] = state.pool;
|
|
311
|
+
pool!.poolAddress = state.pool;
|
|
312
|
+
pool!.initFailed = false;
|
|
313
|
+
pool!.initRetryAttemptCount = 0;
|
|
314
|
+
},
|
|
315
|
+
});
|
|
316
|
+
|
|
317
|
+
if (this.newlyCreatedPoolKeys.has(key)) {
|
|
318
|
+
this.newlyCreatedPoolKeys.delete(key);
|
|
319
|
+
}
|
|
320
|
+
} catch (e) {
|
|
321
|
+
if (e instanceof Error && e.message.endsWith('Pool does not exist')) {
|
|
322
|
+
/*
|
|
323
|
+
protection against 2 race conditions
|
|
324
|
+
1/ if pool.initialize() promise rejects after the Pool creation event got treated
|
|
325
|
+
2/ if the rpc node we hit on the http request is lagging behind the one we got event from (websocket)
|
|
326
|
+
*/
|
|
327
|
+
if (this.newlyCreatedPoolKeys.has(key)) {
|
|
328
|
+
this.logger.warn(
|
|
329
|
+
`[block=${blockNumber}][Pool=${key}] newly created pool failed to initialise, trying on next request`,
|
|
330
|
+
);
|
|
331
|
+
} else {
|
|
332
|
+
this.logger.info(
|
|
333
|
+
`[block=${blockNumber}][Pool=${key}] pool failed to initialize so it's marked as non existing`,
|
|
334
|
+
e,
|
|
335
|
+
);
|
|
336
|
+
|
|
337
|
+
// no need to await we want the set to have the pool key but it's not blocking
|
|
338
|
+
this.dexHelper.cache.zadd(
|
|
339
|
+
this.notExistingPoolSetKey,
|
|
340
|
+
[Date.now(), key],
|
|
341
|
+
'NX',
|
|
342
|
+
);
|
|
343
|
+
|
|
344
|
+
// Pool does not exist for this pair, so we can set it to null
|
|
345
|
+
// to prevent more requests for this pool
|
|
346
|
+
pool = null;
|
|
347
|
+
}
|
|
348
|
+
} else {
|
|
349
|
+
// on unknown error mark as failed and increase retryCount for retry init strategy
|
|
350
|
+
// note: state would be null by default which allows to fallback
|
|
351
|
+
this.logger.warn(
|
|
352
|
+
`[block=${blockNumber}][Pool=${key}] Can not generate pool state for srcAddress=${srcAddress}, destAddress=${destAddress} pool fallback to rpc and retry every ${this.config.initRetryFrequency} times, initRetryAttemptCount=${pool.initRetryAttemptCount}`,
|
|
353
|
+
e,
|
|
354
|
+
);
|
|
355
|
+
pool.initFailed = true;
|
|
356
|
+
}
|
|
357
|
+
}
|
|
358
|
+
|
|
359
|
+
if (pool !== null) {
|
|
360
|
+
const allEventPools = Object.values(this.eventPools);
|
|
361
|
+
// if pool was created, delete pool record from non existing set
|
|
362
|
+
this.dexHelper.cache
|
|
363
|
+
.zrem(this.notExistingPoolSetKey, [key])
|
|
364
|
+
.catch(() => {});
|
|
365
|
+
this.logger.info(
|
|
366
|
+
`starting to listen to new non-null pool: ${key}. Already following ${allEventPools
|
|
367
|
+
// Not that I like this reduce, but since it is done only on initialization, expect this to be ok
|
|
368
|
+
.reduce(
|
|
369
|
+
(acc, curr) => (curr !== null ? ++acc : acc),
|
|
370
|
+
0,
|
|
371
|
+
)} non-null pools or ${allEventPools.length} total pools`,
|
|
372
|
+
);
|
|
373
|
+
}
|
|
374
|
+
|
|
375
|
+
this.eventPools[this.getPoolIdentifier(srcAddress, destAddress)] = pool;
|
|
376
|
+
return pool;
|
|
377
|
+
}
|
|
378
|
+
|
|
379
|
+
async addMasterPool(poolKey: string, blockNumber: number): Promise<boolean> {
|
|
380
|
+
const _pairs = await this.dexHelper.cache.hget(
|
|
381
|
+
PoolsRegistryHashKey,
|
|
382
|
+
`${this.cacheStateKey}_${poolKey}`,
|
|
383
|
+
);
|
|
384
|
+
if (!_pairs) {
|
|
385
|
+
this.logger.warn(
|
|
386
|
+
`did not find poolConfig in for key ${PoolsRegistryHashKey} ${this.cacheStateKey}_${poolKey}`,
|
|
387
|
+
);
|
|
388
|
+
return false;
|
|
389
|
+
}
|
|
390
|
+
|
|
391
|
+
const poolInfo: PoolPairsInfo = JSON.parse(_pairs);
|
|
392
|
+
|
|
393
|
+
const pool = await this.getPool(
|
|
394
|
+
poolInfo.token0,
|
|
395
|
+
poolInfo.token1,
|
|
396
|
+
blockNumber,
|
|
397
|
+
);
|
|
398
|
+
|
|
399
|
+
if (!pool) {
|
|
400
|
+
return false;
|
|
401
|
+
}
|
|
402
|
+
|
|
403
|
+
return true;
|
|
404
|
+
}
|
|
405
|
+
|
|
406
|
+
async getPoolIdentifiers(
|
|
407
|
+
srcToken: Token,
|
|
408
|
+
destToken: Token,
|
|
409
|
+
side: SwapSide,
|
|
410
|
+
blockNumber: number,
|
|
411
|
+
): Promise<string[]> {
|
|
412
|
+
const _srcToken = this.dexHelper.config.wrapETH(srcToken);
|
|
413
|
+
const _destToken = this.dexHelper.config.wrapETH(destToken);
|
|
414
|
+
|
|
415
|
+
const [_srcAddress, _destAddress] = this._getLoweredAddresses(
|
|
416
|
+
_srcToken,
|
|
417
|
+
_destToken,
|
|
418
|
+
);
|
|
419
|
+
|
|
420
|
+
if (_srcAddress === _destAddress) return [];
|
|
421
|
+
|
|
422
|
+
const pool = await this.getPool(_srcAddress, _destAddress, blockNumber);
|
|
423
|
+
if (!pool) return [];
|
|
424
|
+
return [this.getPoolIdentifier(_srcAddress, _destAddress)];
|
|
425
|
+
}
|
|
426
|
+
|
|
427
|
+
async getPricingFromRpc(
|
|
428
|
+
from: Token,
|
|
429
|
+
to: Token,
|
|
430
|
+
amounts: bigint[],
|
|
431
|
+
side: SwapSide,
|
|
432
|
+
pool: IAlgebraEventPool,
|
|
433
|
+
transferFees: TransferFeeParams = {
|
|
434
|
+
srcFee: 0,
|
|
435
|
+
destFee: 0,
|
|
436
|
+
srcDexFee: 0,
|
|
437
|
+
destDexFee: 0,
|
|
438
|
+
},
|
|
439
|
+
): Promise<ExchangePrices<AlgebraData> | null> {
|
|
440
|
+
if (!this.config.forceRPC) {
|
|
441
|
+
this.logger.warn(
|
|
442
|
+
`fallback to rpc for ${from.address}_${to.address}_${pool.name}_${pool.poolAddress} pool(s)`,
|
|
443
|
+
);
|
|
444
|
+
}
|
|
445
|
+
|
|
446
|
+
const _isSrcTokenTransferFeeToBeExchanged =
|
|
447
|
+
isSrcTokenTransferFeeToBeExchanged(transferFees);
|
|
448
|
+
const _isDestTokenTransferFeeToBeExchanged =
|
|
449
|
+
isDestTokenTransferFeeToBeExchanged(transferFees);
|
|
450
|
+
|
|
451
|
+
const unitVolume = getBigIntPow(
|
|
452
|
+
(side === SwapSide.SELL ? from : to).decimals,
|
|
453
|
+
);
|
|
454
|
+
|
|
455
|
+
const chunks = amounts.length - 1;
|
|
456
|
+
|
|
457
|
+
const _width = Math.floor(chunks / this.config.chunksCount);
|
|
458
|
+
|
|
459
|
+
const _amounts = [unitVolume].concat(
|
|
460
|
+
Array.from(Array(this.config.chunksCount).keys()).map(
|
|
461
|
+
i => amounts[(i + 1) * _width],
|
|
462
|
+
),
|
|
463
|
+
);
|
|
464
|
+
|
|
465
|
+
const _amountsWithFee = _isSrcTokenTransferFeeToBeExchanged
|
|
466
|
+
? applyTransferFee(
|
|
467
|
+
_amounts,
|
|
468
|
+
side,
|
|
469
|
+
transferFees.srcDexFee,
|
|
470
|
+
this.SRC_TOKEN_DEX_TRANSFERS,
|
|
471
|
+
)
|
|
472
|
+
: _amounts;
|
|
473
|
+
|
|
474
|
+
const calldata = _amountsWithFee.map(_amount => ({
|
|
475
|
+
target: this.config.quoter,
|
|
476
|
+
gasLimit: ALGEBRA_QUOTE_GASLIMIT,
|
|
477
|
+
callData:
|
|
478
|
+
side === SwapSide.SELL
|
|
479
|
+
? this.quoterIface.encodeFunctionData('quoteExactInputSingle', [
|
|
480
|
+
from.address,
|
|
481
|
+
to.address,
|
|
482
|
+
_amount.toString(),
|
|
483
|
+
0, //sqrtPriceLimitX96
|
|
484
|
+
])
|
|
485
|
+
: this.quoterIface.encodeFunctionData('quoteExactOutputSingle', [
|
|
486
|
+
from.address,
|
|
487
|
+
to.address,
|
|
488
|
+
_amount.toString(),
|
|
489
|
+
0, //sqrtPriceLimitX96
|
|
490
|
+
]),
|
|
491
|
+
}));
|
|
492
|
+
|
|
493
|
+
const data = await this.uniswapMulti.methods.multicall(calldata).call();
|
|
494
|
+
|
|
495
|
+
let totalGasCost = 0;
|
|
496
|
+
let totalSuccessFullSwaps = 0;
|
|
497
|
+
const decode = (j: number): bigint => {
|
|
498
|
+
const { success, gasUsed, returnData } = data.returnData[j];
|
|
499
|
+
|
|
500
|
+
if (!success) {
|
|
501
|
+
return 0n;
|
|
502
|
+
}
|
|
503
|
+
const decoded = defaultAbiCoder.decode(['uint256'], returnData);
|
|
504
|
+
totalGasCost += +gasUsed;
|
|
505
|
+
totalSuccessFullSwaps++;
|
|
506
|
+
|
|
507
|
+
return BigInt(decoded[0].toString());
|
|
508
|
+
};
|
|
509
|
+
|
|
510
|
+
const averageGasCost = !totalSuccessFullSwaps
|
|
511
|
+
? ALGEBRA_QUOTE_GASLIMIT
|
|
512
|
+
: Math.round(totalGasCost / totalSuccessFullSwaps);
|
|
513
|
+
|
|
514
|
+
let i = 0;
|
|
515
|
+
const _rates = _amountsWithFee.map(() => decode(i++));
|
|
516
|
+
|
|
517
|
+
const _ratesWithFee = _isDestTokenTransferFeeToBeExchanged
|
|
518
|
+
? applyTransferFee(
|
|
519
|
+
_rates,
|
|
520
|
+
side,
|
|
521
|
+
transferFees.destDexFee,
|
|
522
|
+
this.DEST_TOKEN_DEX_TRANSFERS,
|
|
523
|
+
)
|
|
524
|
+
: _rates;
|
|
525
|
+
|
|
526
|
+
const unit: bigint = _ratesWithFee[0];
|
|
527
|
+
|
|
528
|
+
const prices = interpolate(
|
|
529
|
+
_amountsWithFee.slice(1),
|
|
530
|
+
_ratesWithFee.slice(1),
|
|
531
|
+
amounts,
|
|
532
|
+
side,
|
|
533
|
+
);
|
|
534
|
+
|
|
535
|
+
return [
|
|
536
|
+
{
|
|
537
|
+
prices,
|
|
538
|
+
unit,
|
|
539
|
+
data: {
|
|
540
|
+
feeOnTransfer: _isSrcTokenTransferFeeToBeExchanged,
|
|
541
|
+
path: [
|
|
542
|
+
{
|
|
543
|
+
tokenIn: from.address,
|
|
544
|
+
tokenOut: to.address,
|
|
545
|
+
},
|
|
546
|
+
],
|
|
547
|
+
},
|
|
548
|
+
poolIdentifier: this.getPoolIdentifier(pool.token0, pool.token1),
|
|
549
|
+
exchange: this.dexKey,
|
|
550
|
+
gasCost: prices.map(p => (p === 0n ? 0 : averageGasCost)),
|
|
551
|
+
poolAddresses: [pool.poolAddress],
|
|
552
|
+
},
|
|
553
|
+
];
|
|
554
|
+
}
|
|
555
|
+
|
|
556
|
+
async getPricesVolume(
|
|
557
|
+
srcToken: Token,
|
|
558
|
+
destToken: Token,
|
|
559
|
+
amounts: bigint[],
|
|
560
|
+
side: SwapSide,
|
|
561
|
+
blockNumber: number,
|
|
562
|
+
limitPools?: string[],
|
|
563
|
+
transferFees: TransferFeeParams = {
|
|
564
|
+
srcFee: 0,
|
|
565
|
+
destFee: 0,
|
|
566
|
+
srcDexFee: 0,
|
|
567
|
+
destDexFee: 0,
|
|
568
|
+
},
|
|
569
|
+
): Promise<null | ExchangePrices<AlgebraData>> {
|
|
570
|
+
try {
|
|
571
|
+
const _srcToken = this.dexHelper.config.wrapETH(srcToken);
|
|
572
|
+
const _destToken = this.dexHelper.config.wrapETH(destToken);
|
|
573
|
+
|
|
574
|
+
const [_srcAddress, _destAddress] = this._getLoweredAddresses(
|
|
575
|
+
_srcToken,
|
|
576
|
+
_destToken,
|
|
577
|
+
);
|
|
578
|
+
|
|
579
|
+
const _isSrcTokenTransferFeeToBeExchanged =
|
|
580
|
+
isSrcTokenTransferFeeToBeExchanged(transferFees);
|
|
581
|
+
const _isDestTokenTransferFeeToBeExchanged =
|
|
582
|
+
isDestTokenTransferFeeToBeExchanged(transferFees);
|
|
583
|
+
|
|
584
|
+
if (_srcAddress === _destAddress) return null;
|
|
585
|
+
|
|
586
|
+
if (
|
|
587
|
+
!limitPools?.includes(this.getPoolIdentifier(_srcAddress, _destAddress))
|
|
588
|
+
)
|
|
589
|
+
return null;
|
|
590
|
+
|
|
591
|
+
const pool = await this.getPool(_srcAddress, _destAddress, blockNumber);
|
|
592
|
+
if (!pool) return null;
|
|
593
|
+
|
|
594
|
+
if (_isSrcTokenTransferFeeToBeExchanged && side == SwapSide.BUY) {
|
|
595
|
+
this.logger.error(
|
|
596
|
+
`pool: ${pool.poolAddress} doesn't support buy for tax srcToken ${srcToken.address}`,
|
|
597
|
+
);
|
|
598
|
+
return null;
|
|
599
|
+
}
|
|
600
|
+
|
|
601
|
+
if (this.config.forceRPC) {
|
|
602
|
+
const rpcPrice = await this.getPricingFromRpc(
|
|
603
|
+
_srcToken,
|
|
604
|
+
_destToken,
|
|
605
|
+
amounts,
|
|
606
|
+
side,
|
|
607
|
+
pool,
|
|
608
|
+
transferFees,
|
|
609
|
+
);
|
|
610
|
+
|
|
611
|
+
return rpcPrice;
|
|
612
|
+
}
|
|
613
|
+
|
|
614
|
+
let state = pool.getState(blockNumber);
|
|
615
|
+
|
|
616
|
+
if (state === null) {
|
|
617
|
+
if (this.network === Network.ZKEVM) {
|
|
618
|
+
if (pool.initFailed) return null;
|
|
619
|
+
|
|
620
|
+
if (
|
|
621
|
+
blockNumber - pool.getStateBlockNumber() <=
|
|
622
|
+
MAX_STALE_STATE_BLOCK_AGE[this.network]
|
|
623
|
+
) {
|
|
624
|
+
this.logger.warn(
|
|
625
|
+
`${_srcAddress}_${_destAddress}_${pool.name}_${
|
|
626
|
+
pool.poolAddress
|
|
627
|
+
} state fallback to latest early enough state. Current blockNumber=${blockNumber}, stateBlockNumber=${pool.getStateBlockNumber()}`,
|
|
628
|
+
);
|
|
629
|
+
state = pool.getStaleState();
|
|
630
|
+
} else {
|
|
631
|
+
this.logger.warn(
|
|
632
|
+
`${_srcAddress}_${_destAddress}_${pool.name}_${pool.poolAddress} state is unhealthy, cannot compute price (no fallback on this chain)`,
|
|
633
|
+
);
|
|
634
|
+
return null; // never fallback as takes more time
|
|
635
|
+
}
|
|
636
|
+
} else {
|
|
637
|
+
const rpcPrice = await this.getPricingFromRpc(
|
|
638
|
+
_srcToken,
|
|
639
|
+
_destToken,
|
|
640
|
+
amounts,
|
|
641
|
+
side,
|
|
642
|
+
pool,
|
|
643
|
+
transferFees,
|
|
644
|
+
);
|
|
645
|
+
|
|
646
|
+
return rpcPrice;
|
|
647
|
+
}
|
|
648
|
+
}
|
|
649
|
+
|
|
650
|
+
if (!state) return null;
|
|
651
|
+
|
|
652
|
+
const unitAmount = getBigIntPow(
|
|
653
|
+
side == SwapSide.SELL ? _srcToken.decimals : _destToken.decimals,
|
|
654
|
+
);
|
|
655
|
+
|
|
656
|
+
const _amounts = [...amounts.slice(1)];
|
|
657
|
+
|
|
658
|
+
const [token0] = this._sortTokens(_srcAddress, _destAddress);
|
|
659
|
+
|
|
660
|
+
const zeroForOne = token0 === _srcAddress ? true : false;
|
|
661
|
+
|
|
662
|
+
if (state.liquidity <= 0n) {
|
|
663
|
+
if (state.liquidity < 0) {
|
|
664
|
+
this.logger.error(
|
|
665
|
+
`${this.dexKey}-${this.network}: ${pool.poolAddress} pool has negative liquidity: ${state.liquidity}. Find with key: ${pool.mapKey}`,
|
|
666
|
+
);
|
|
667
|
+
}
|
|
668
|
+
this.logger.trace(`pool have 0 liquidity`);
|
|
669
|
+
return null;
|
|
670
|
+
}
|
|
671
|
+
|
|
672
|
+
const balanceDestToken =
|
|
673
|
+
_destAddress === pool.token0 ? state.balance0 : state.balance1;
|
|
674
|
+
|
|
675
|
+
const [unitAmountWithFee, ...amountsWithFee] =
|
|
676
|
+
_isSrcTokenTransferFeeToBeExchanged
|
|
677
|
+
? applyTransferFee(
|
|
678
|
+
[unitAmount, ..._amounts],
|
|
679
|
+
side,
|
|
680
|
+
transferFees.srcDexFee,
|
|
681
|
+
this.SRC_TOKEN_DEX_TRANSFERS,
|
|
682
|
+
)
|
|
683
|
+
: [unitAmount, ..._amounts];
|
|
684
|
+
|
|
685
|
+
const unitResult = this._getOutputs(
|
|
686
|
+
state,
|
|
687
|
+
[unitAmountWithFee],
|
|
688
|
+
zeroForOne,
|
|
689
|
+
side,
|
|
690
|
+
balanceDestToken,
|
|
691
|
+
);
|
|
692
|
+
const pricesResult = this._getOutputs(
|
|
693
|
+
state,
|
|
694
|
+
amountsWithFee,
|
|
695
|
+
zeroForOne,
|
|
696
|
+
side,
|
|
697
|
+
balanceDestToken,
|
|
698
|
+
);
|
|
699
|
+
|
|
700
|
+
if (!unitResult || !pricesResult) {
|
|
701
|
+
this.logger.debug('Prices or unit is not calculated');
|
|
702
|
+
return null;
|
|
703
|
+
}
|
|
704
|
+
|
|
705
|
+
const [unitResultWithFee, ...pricesResultWithFee] =
|
|
706
|
+
_isDestTokenTransferFeeToBeExchanged
|
|
707
|
+
? applyTransferFee(
|
|
708
|
+
[unitResult.outputs[0], ...pricesResult.outputs],
|
|
709
|
+
side,
|
|
710
|
+
transferFees.destDexFee,
|
|
711
|
+
this.DEST_TOKEN_DEX_TRANSFERS,
|
|
712
|
+
)
|
|
713
|
+
: [unitResult.outputs[0], ...pricesResult.outputs];
|
|
714
|
+
|
|
715
|
+
const prices = [0n, ...pricesResultWithFee];
|
|
716
|
+
const gasCost = [
|
|
717
|
+
0,
|
|
718
|
+
...pricesResultWithFee.map((p, index) => {
|
|
719
|
+
if (p == 0n) {
|
|
720
|
+
return 0;
|
|
721
|
+
} else {
|
|
722
|
+
return (
|
|
723
|
+
ALGEBRA_POOL_SEARCH_OVERHEAD +
|
|
724
|
+
ALGEBRA_TICK_BASE_OVERHEAD +
|
|
725
|
+
pricesResult.tickCounts[index] * ALGEBRA_TICK_GAS_COST
|
|
726
|
+
);
|
|
727
|
+
}
|
|
728
|
+
}),
|
|
729
|
+
];
|
|
730
|
+
|
|
731
|
+
return [
|
|
732
|
+
{
|
|
733
|
+
unit: unitResultWithFee,
|
|
734
|
+
prices,
|
|
735
|
+
data: {
|
|
736
|
+
feeOnTransfer: _isSrcTokenTransferFeeToBeExchanged,
|
|
737
|
+
path: [
|
|
738
|
+
{
|
|
739
|
+
tokenIn: _srcAddress,
|
|
740
|
+
tokenOut: _destAddress,
|
|
741
|
+
},
|
|
742
|
+
],
|
|
743
|
+
},
|
|
744
|
+
poolIdentifier: this.getPoolIdentifier(pool.token0, pool.token1),
|
|
745
|
+
exchange: this.dexKey,
|
|
746
|
+
gasCost: gasCost,
|
|
747
|
+
poolAddresses: [pool.poolAddress],
|
|
748
|
+
},
|
|
749
|
+
];
|
|
750
|
+
} catch (e) {
|
|
751
|
+
this.logger.error(
|
|
752
|
+
`Error_getPricesVolume ${srcToken.symbol || srcToken.address}, ${
|
|
753
|
+
destToken.symbol || destToken.address
|
|
754
|
+
}, ${side}:`,
|
|
755
|
+
e,
|
|
756
|
+
);
|
|
757
|
+
return null;
|
|
758
|
+
}
|
|
759
|
+
}
|
|
760
|
+
|
|
761
|
+
getAdapterParam(
|
|
762
|
+
srcToken: string,
|
|
763
|
+
destToken: string,
|
|
764
|
+
srcAmount: string,
|
|
765
|
+
destAmount: string,
|
|
766
|
+
data: AlgebraData,
|
|
767
|
+
side: SwapSide,
|
|
768
|
+
): AdapterExchangeParam {
|
|
769
|
+
let path = this._encodePath(data.path, side);
|
|
770
|
+
|
|
771
|
+
const payload = this.abiCoder.encodeParameter(
|
|
772
|
+
{
|
|
773
|
+
ParentStruct: {
|
|
774
|
+
path: 'bytes',
|
|
775
|
+
deadline: 'uint256',
|
|
776
|
+
feeOnTransfer: 'bool',
|
|
777
|
+
},
|
|
778
|
+
},
|
|
779
|
+
{
|
|
780
|
+
path,
|
|
781
|
+
deadline: getLocalDeadlineAsFriendlyPlaceholder(), // FIXME: more gas efficient to pass block.timestamp in adapter
|
|
782
|
+
feeOnTransfer: data.feeOnTransfer,
|
|
783
|
+
},
|
|
784
|
+
);
|
|
785
|
+
|
|
786
|
+
return {
|
|
787
|
+
targetExchange: this.config.router,
|
|
788
|
+
payload,
|
|
789
|
+
networkFee: '0',
|
|
790
|
+
};
|
|
791
|
+
}
|
|
792
|
+
|
|
793
|
+
getCalldataGasCost(poolPrices: PoolPrices<AlgebraData>): number | number[] {
|
|
794
|
+
const gasCost =
|
|
795
|
+
CALLDATA_GAS_COST.DEX_OVERHEAD +
|
|
796
|
+
CALLDATA_GAS_COST.LENGTH_SMALL +
|
|
797
|
+
// ParentStruct header
|
|
798
|
+
CALLDATA_GAS_COST.OFFSET_SMALL +
|
|
799
|
+
// ParentStruct -> path header
|
|
800
|
+
CALLDATA_GAS_COST.OFFSET_SMALL +
|
|
801
|
+
// ParentStruct -> deadline
|
|
802
|
+
CALLDATA_GAS_COST.TIMESTAMP +
|
|
803
|
+
// ParentStruct -> path (20+3+20 = 43 = 32+11 bytes)
|
|
804
|
+
CALLDATA_GAS_COST.LENGTH_SMALL +
|
|
805
|
+
CALLDATA_GAS_COST.FULL_WORD +
|
|
806
|
+
CALLDATA_GAS_COST.wordNonZeroBytes(11);
|
|
807
|
+
const arr = new Array(poolPrices.prices.length);
|
|
808
|
+
poolPrices.prices.forEach((p, index) => {
|
|
809
|
+
if (p == 0n) {
|
|
810
|
+
arr[index] = 0;
|
|
811
|
+
} else {
|
|
812
|
+
arr[index] = gasCost;
|
|
813
|
+
}
|
|
814
|
+
});
|
|
815
|
+
return arr;
|
|
816
|
+
}
|
|
817
|
+
|
|
818
|
+
async getSimpleParam(
|
|
819
|
+
srcToken: string,
|
|
820
|
+
destToken: string,
|
|
821
|
+
srcAmount: string,
|
|
822
|
+
destAmount: string,
|
|
823
|
+
data: AlgebraData,
|
|
824
|
+
side: SwapSide,
|
|
825
|
+
): Promise<SimpleExchangeParam> {
|
|
826
|
+
let swapFunction;
|
|
827
|
+
let swapParams;
|
|
828
|
+
|
|
829
|
+
if (data.feeOnTransfer) {
|
|
830
|
+
_require(
|
|
831
|
+
data.path.length === 1,
|
|
832
|
+
`LOGIC ERROR: multihop is not supported for feeOnTransfer token, passed: ${data.path
|
|
833
|
+
.map(p => `${p?.tokenIn}->${p?.tokenOut}`)
|
|
834
|
+
.join(' ')}`,
|
|
835
|
+
);
|
|
836
|
+
swapFunction = AlgebraFunctions.exactInputWithFeeToken;
|
|
837
|
+
swapParams = {
|
|
838
|
+
limitSqrtPrice: '0',
|
|
839
|
+
recipient: this.augustusAddress,
|
|
840
|
+
deadline: getLocalDeadlineAsFriendlyPlaceholder(),
|
|
841
|
+
amountIn: srcAmount,
|
|
842
|
+
amountOutMinimum: destAmount,
|
|
843
|
+
tokenIn: data.path[0].tokenIn,
|
|
844
|
+
tokenOut: data.path[0].tokenOut,
|
|
845
|
+
};
|
|
846
|
+
} else {
|
|
847
|
+
swapFunction =
|
|
848
|
+
side === SwapSide.SELL
|
|
849
|
+
? AlgebraFunctions.exactInput
|
|
850
|
+
: AlgebraFunctions.exactOutput;
|
|
851
|
+
const path = this._encodePath(data.path, side);
|
|
852
|
+
swapParams =
|
|
853
|
+
side === SwapSide.SELL
|
|
854
|
+
? {
|
|
855
|
+
recipient: this.augustusAddress,
|
|
856
|
+
deadline: getLocalDeadlineAsFriendlyPlaceholder(),
|
|
857
|
+
amountIn: srcAmount,
|
|
858
|
+
amountOutMinimum: destAmount,
|
|
859
|
+
path,
|
|
860
|
+
}
|
|
861
|
+
: {
|
|
862
|
+
recipient: this.augustusAddress,
|
|
863
|
+
deadline: getLocalDeadlineAsFriendlyPlaceholder(),
|
|
864
|
+
amountOut: destAmount,
|
|
865
|
+
amountInMaximum: srcAmount,
|
|
866
|
+
path,
|
|
867
|
+
};
|
|
868
|
+
}
|
|
869
|
+
|
|
870
|
+
const swapData = this.routerIface.encodeFunctionData(swapFunction, [
|
|
871
|
+
swapParams,
|
|
872
|
+
]);
|
|
873
|
+
|
|
874
|
+
return this.buildSimpleParamWithoutWETHConversion(
|
|
875
|
+
srcToken,
|
|
876
|
+
srcAmount,
|
|
877
|
+
destToken,
|
|
878
|
+
destAmount,
|
|
879
|
+
swapData,
|
|
880
|
+
this.config.router,
|
|
881
|
+
);
|
|
882
|
+
}
|
|
883
|
+
|
|
884
|
+
getDexParam(
|
|
885
|
+
srcToken: Address,
|
|
886
|
+
destToken: Address,
|
|
887
|
+
srcAmount: NumberAsString,
|
|
888
|
+
destAmount: NumberAsString,
|
|
889
|
+
recipient: Address,
|
|
890
|
+
data: AlgebraData,
|
|
891
|
+
side: SwapSide,
|
|
892
|
+
): DexExchangeParam {
|
|
893
|
+
let swapFunction;
|
|
894
|
+
let swapFunctionParams;
|
|
895
|
+
|
|
896
|
+
if (data.feeOnTransfer) {
|
|
897
|
+
_require(
|
|
898
|
+
data.path.length === 1,
|
|
899
|
+
`LOGIC ERROR: multihop is not supported for feeOnTransfer token, passed: ${data.path
|
|
900
|
+
.map(p => `${p?.tokenIn}->${p?.tokenOut}`)
|
|
901
|
+
.join(' ')}`,
|
|
902
|
+
);
|
|
903
|
+
swapFunction = AlgebraFunctions.exactInputWithFeeToken;
|
|
904
|
+
swapFunctionParams = {
|
|
905
|
+
limitSqrtPrice: '0',
|
|
906
|
+
recipient: recipient,
|
|
907
|
+
deadline: getLocalDeadlineAsFriendlyPlaceholder(),
|
|
908
|
+
amountIn: srcAmount,
|
|
909
|
+
amountOutMinimum: destAmount,
|
|
910
|
+
tokenIn: data.path[0].tokenIn,
|
|
911
|
+
tokenOut: data.path[0].tokenOut,
|
|
912
|
+
};
|
|
913
|
+
} else {
|
|
914
|
+
swapFunction =
|
|
915
|
+
side === SwapSide.SELL
|
|
916
|
+
? AlgebraFunctions.exactInput
|
|
917
|
+
: AlgebraFunctions.exactOutput;
|
|
918
|
+
const path = this._encodePath(data.path, side);
|
|
919
|
+
swapFunctionParams =
|
|
920
|
+
side === SwapSide.SELL
|
|
921
|
+
? {
|
|
922
|
+
recipient: recipient,
|
|
923
|
+
deadline: getLocalDeadlineAsFriendlyPlaceholder(),
|
|
924
|
+
amountIn: srcAmount,
|
|
925
|
+
amountOutMinimum: destAmount,
|
|
926
|
+
path,
|
|
927
|
+
}
|
|
928
|
+
: {
|
|
929
|
+
recipient: recipient,
|
|
930
|
+
deadline: getLocalDeadlineAsFriendlyPlaceholder(),
|
|
931
|
+
amountOut: destAmount,
|
|
932
|
+
amountInMaximum: srcAmount,
|
|
933
|
+
path,
|
|
934
|
+
};
|
|
935
|
+
}
|
|
936
|
+
|
|
937
|
+
const exchangeData = this.routerIface.encodeFunctionData(swapFunction, [
|
|
938
|
+
swapFunctionParams,
|
|
939
|
+
]);
|
|
940
|
+
|
|
941
|
+
return {
|
|
942
|
+
needWrapNative: this.needWrapNative,
|
|
943
|
+
dexFuncHasRecipient: true,
|
|
944
|
+
exchangeData,
|
|
945
|
+
targetExchange: this.config.router,
|
|
946
|
+
returnAmountPos:
|
|
947
|
+
side === SwapSide.SELL
|
|
948
|
+
? extractReturnAmountPosition(
|
|
949
|
+
this.routerIface,
|
|
950
|
+
swapFunction,
|
|
951
|
+
'amountOut',
|
|
952
|
+
)
|
|
953
|
+
: undefined,
|
|
954
|
+
};
|
|
955
|
+
}
|
|
956
|
+
|
|
957
|
+
async getTopPoolsForToken(
|
|
958
|
+
tokenAddress: Address,
|
|
959
|
+
limit: number,
|
|
960
|
+
): Promise<PoolLiquidity[]> {
|
|
961
|
+
const _tokenAddress = tokenAddress.toLowerCase();
|
|
962
|
+
|
|
963
|
+
const res = await this._querySubgraph(
|
|
964
|
+
`query ($token: Bytes!, $count: Int) {
|
|
965
|
+
pools0: pools(first: $count, orderBy: totalValueLockedUSD, orderDirection: desc, where: {token0: $token}) {
|
|
966
|
+
id
|
|
967
|
+
token0 {
|
|
968
|
+
id
|
|
969
|
+
decimals
|
|
970
|
+
}
|
|
971
|
+
token1 {
|
|
972
|
+
id
|
|
973
|
+
decimals
|
|
974
|
+
}
|
|
975
|
+
totalValueLockedUSD
|
|
976
|
+
}
|
|
977
|
+
pools1: pools(first: $count, orderBy: totalValueLockedUSD, orderDirection: desc, where: {token1: $token}) {
|
|
978
|
+
id
|
|
979
|
+
token0 {
|
|
980
|
+
id
|
|
981
|
+
decimals
|
|
982
|
+
}
|
|
983
|
+
token1 {
|
|
984
|
+
id
|
|
985
|
+
decimals
|
|
986
|
+
}
|
|
987
|
+
totalValueLockedUSD
|
|
988
|
+
}
|
|
989
|
+
}`,
|
|
990
|
+
{
|
|
991
|
+
token: _tokenAddress,
|
|
992
|
+
count: limit,
|
|
993
|
+
},
|
|
994
|
+
);
|
|
995
|
+
|
|
996
|
+
if (!(res && res.pools0 && res.pools1)) {
|
|
997
|
+
this.logger.error(
|
|
998
|
+
`Error_${this.dexKey}_Subgraph: couldn't fetch the pools from the subgraph`,
|
|
999
|
+
);
|
|
1000
|
+
return [];
|
|
1001
|
+
}
|
|
1002
|
+
|
|
1003
|
+
const pools0 = _.map(res.pools0, pool => ({
|
|
1004
|
+
exchange: this.dexKey,
|
|
1005
|
+
address: pool.id.toLowerCase(),
|
|
1006
|
+
connectorTokens: [
|
|
1007
|
+
{
|
|
1008
|
+
address: pool.token1.id.toLowerCase(),
|
|
1009
|
+
decimals: parseInt(pool.token1.decimals),
|
|
1010
|
+
},
|
|
1011
|
+
],
|
|
1012
|
+
liquidityUSD:
|
|
1013
|
+
parseFloat(pool.totalValueLockedUSD) * ALGEBRA_EFFICIENCY_FACTOR,
|
|
1014
|
+
}));
|
|
1015
|
+
|
|
1016
|
+
const pools1 = _.map(res.pools1, pool => ({
|
|
1017
|
+
exchange: this.dexKey,
|
|
1018
|
+
address: pool.id.toLowerCase(),
|
|
1019
|
+
connectorTokens: [
|
|
1020
|
+
{
|
|
1021
|
+
address: pool.token0.id.toLowerCase(),
|
|
1022
|
+
decimals: parseInt(pool.token0.decimals),
|
|
1023
|
+
},
|
|
1024
|
+
],
|
|
1025
|
+
liquidityUSD:
|
|
1026
|
+
parseFloat(pool.totalValueLockedUSD) * ALGEBRA_EFFICIENCY_FACTOR,
|
|
1027
|
+
}));
|
|
1028
|
+
|
|
1029
|
+
const pools = _.slice(
|
|
1030
|
+
_.sortBy(_.concat(pools0, pools1), [pool => -1 * pool.liquidityUSD]),
|
|
1031
|
+
0,
|
|
1032
|
+
limit,
|
|
1033
|
+
);
|
|
1034
|
+
return pools;
|
|
1035
|
+
}
|
|
1036
|
+
|
|
1037
|
+
private _getLoweredAddresses(srcToken: Token, destToken: Token) {
|
|
1038
|
+
return [srcToken.address.toLowerCase(), destToken.address.toLowerCase()];
|
|
1039
|
+
}
|
|
1040
|
+
|
|
1041
|
+
private _sortTokens(srcAddress: Address, destAddress: Address) {
|
|
1042
|
+
return [srcAddress, destAddress].sort((a, b) => (a < b ? -1 : 1));
|
|
1043
|
+
}
|
|
1044
|
+
|
|
1045
|
+
private _toLowerForAllConfigAddresses() {
|
|
1046
|
+
// If new config property will be added, the TS will throw compile error
|
|
1047
|
+
const newConfig: DexParams = {
|
|
1048
|
+
router: this.config.router.toLowerCase(),
|
|
1049
|
+
quoter: this.config.quoter.toLowerCase(),
|
|
1050
|
+
factory: this.config.factory.toLowerCase(),
|
|
1051
|
+
algebraStateMulticall: this.config.algebraStateMulticall.toLowerCase(),
|
|
1052
|
+
chunksCount: this.config.chunksCount,
|
|
1053
|
+
initRetryFrequency: this.config.initRetryFrequency,
|
|
1054
|
+
uniswapMulticall: this.config.uniswapMulticall,
|
|
1055
|
+
deployer: this.config.deployer?.toLowerCase(),
|
|
1056
|
+
initHash: this.config.initHash,
|
|
1057
|
+
subgraphURL: this.config.subgraphURL,
|
|
1058
|
+
version: this.config.version,
|
|
1059
|
+
forceRPC: this.config.forceRPC,
|
|
1060
|
+
forceManualStateGenerate: this.config.forceManualStateGenerate,
|
|
1061
|
+
};
|
|
1062
|
+
return newConfig;
|
|
1063
|
+
}
|
|
1064
|
+
|
|
1065
|
+
private _getOutputs(
|
|
1066
|
+
state: DeepReadonly<IAlgebraPoolState>,
|
|
1067
|
+
amounts: bigint[],
|
|
1068
|
+
zeroForOne: boolean,
|
|
1069
|
+
side: SwapSide,
|
|
1070
|
+
destTokenBalance: bigint,
|
|
1071
|
+
): OutputResult | null {
|
|
1072
|
+
try {
|
|
1073
|
+
const outputsResult = AlgebraMath.queryOutputs(
|
|
1074
|
+
this.network,
|
|
1075
|
+
state,
|
|
1076
|
+
amounts,
|
|
1077
|
+
zeroForOne,
|
|
1078
|
+
side,
|
|
1079
|
+
);
|
|
1080
|
+
|
|
1081
|
+
if (side === SwapSide.SELL) {
|
|
1082
|
+
if (outputsResult.outputs[0] > destTokenBalance) {
|
|
1083
|
+
return null;
|
|
1084
|
+
}
|
|
1085
|
+
|
|
1086
|
+
for (let i = 0; i < outputsResult.outputs.length; i++) {
|
|
1087
|
+
if (outputsResult.outputs[i] > destTokenBalance) {
|
|
1088
|
+
outputsResult.outputs[i] = 0n;
|
|
1089
|
+
outputsResult.tickCounts[i] = 0;
|
|
1090
|
+
}
|
|
1091
|
+
}
|
|
1092
|
+
} else {
|
|
1093
|
+
if (amounts[0] > destTokenBalance) {
|
|
1094
|
+
return null;
|
|
1095
|
+
}
|
|
1096
|
+
|
|
1097
|
+
// This may be improved by first checking outputs and requesting outputs
|
|
1098
|
+
// only for amounts that makes more sense, but I don't think this is really
|
|
1099
|
+
// important now
|
|
1100
|
+
for (let i = 0; i < amounts.length; i++) {
|
|
1101
|
+
if (amounts[i] > destTokenBalance) {
|
|
1102
|
+
outputsResult.outputs[i] = 0n;
|
|
1103
|
+
outputsResult.tickCounts[i] = 0;
|
|
1104
|
+
}
|
|
1105
|
+
}
|
|
1106
|
+
}
|
|
1107
|
+
|
|
1108
|
+
return outputsResult;
|
|
1109
|
+
} catch (e) {
|
|
1110
|
+
this.logger.debug(
|
|
1111
|
+
`${this.dexKey}: received error in _getOutputs while calculating outputs`,
|
|
1112
|
+
e,
|
|
1113
|
+
);
|
|
1114
|
+
return null;
|
|
1115
|
+
}
|
|
1116
|
+
}
|
|
1117
|
+
|
|
1118
|
+
private async _querySubgraph(
|
|
1119
|
+
query: string,
|
|
1120
|
+
variables: Object,
|
|
1121
|
+
timeout = 30000,
|
|
1122
|
+
) {
|
|
1123
|
+
try {
|
|
1124
|
+
const res = await this.dexHelper.httpRequest.post(
|
|
1125
|
+
this.config.subgraphURL,
|
|
1126
|
+
{ query, variables },
|
|
1127
|
+
undefined,
|
|
1128
|
+
{ timeout: timeout },
|
|
1129
|
+
);
|
|
1130
|
+
return res.data;
|
|
1131
|
+
} catch (e) {
|
|
1132
|
+
this.logger.error(`${this.dexKey}: can not query subgraph: `, e);
|
|
1133
|
+
return {};
|
|
1134
|
+
}
|
|
1135
|
+
}
|
|
1136
|
+
|
|
1137
|
+
private _encodePath(
|
|
1138
|
+
path: {
|
|
1139
|
+
tokenIn: Address;
|
|
1140
|
+
tokenOut: Address;
|
|
1141
|
+
}[],
|
|
1142
|
+
side: SwapSide,
|
|
1143
|
+
): string {
|
|
1144
|
+
if (path.length === 0) {
|
|
1145
|
+
return '0x';
|
|
1146
|
+
}
|
|
1147
|
+
|
|
1148
|
+
const { _path, types } = path.reduce(
|
|
1149
|
+
(
|
|
1150
|
+
{ _path, types }: { _path: string[]; types: string[] },
|
|
1151
|
+
curr,
|
|
1152
|
+
index,
|
|
1153
|
+
): { _path: string[]; types: string[] } => {
|
|
1154
|
+
if (index === 0) {
|
|
1155
|
+
return {
|
|
1156
|
+
types: ['address', 'address'],
|
|
1157
|
+
_path: [curr.tokenIn, curr.tokenOut],
|
|
1158
|
+
};
|
|
1159
|
+
} else {
|
|
1160
|
+
return {
|
|
1161
|
+
types: [...types, 'address'],
|
|
1162
|
+
_path: [..._path, curr.tokenOut],
|
|
1163
|
+
};
|
|
1164
|
+
}
|
|
1165
|
+
},
|
|
1166
|
+
{ _path: [], types: [] },
|
|
1167
|
+
);
|
|
1168
|
+
|
|
1169
|
+
return side === SwapSide.BUY
|
|
1170
|
+
? pack(types.reverse(), _path.reverse())
|
|
1171
|
+
: pack(types, _path);
|
|
1172
|
+
}
|
|
1173
|
+
|
|
1174
|
+
releaseResources() {
|
|
1175
|
+
if (this.intervalTask !== undefined) {
|
|
1176
|
+
clearInterval(this.intervalTask);
|
|
1177
|
+
this.intervalTask = undefined;
|
|
1178
|
+
}
|
|
1179
|
+
}
|
|
1180
|
+
}
|