@paraswap/dex-lib 3.7.2 → 3.7.3
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/build/abi/Redstone.json +739 -0
- package/build/abi/aavev3stata/Factory.json +128 -0
- package/build/abi/aavev3stata/Token.json +735 -0
- package/build/abi/angle-transmuter/MorphoOracle.json +193 -0
- package/build/abi/angle-transmuter/MorphoVault.json +2506 -0
- package/build/abi/angle-transmuter/Pyth.json +1534 -0
- package/build/abi/angle-transmuter/Transmuter.json +1711 -0
- package/build/abi/angle-transmuter/TransmuterSidechain.json +1798 -0
- package/build/abi/idle-dao/idle-cdo-factory.json +38 -0
- package/build/abi/idle-dao/idle-cdo.json +1245 -0
- package/build/dex/aave-v1/aave-v1.d.ts +2 -1
- package/build/dex/aave-v1/aave-v1.js +22 -0
- package/build/dex/aave-v1/aave-v1.js.map +1 -1
- package/build/dex/aave-v3-stata/aave-v3-stata.d.ts +50 -0
- package/build/dex/aave-v3-stata/aave-v3-stata.js +365 -0
- package/build/dex/aave-v3-stata/aave-v3-stata.js.map +1 -0
- package/build/dex/aave-v3-stata/config.d.ts +4 -0
- package/build/dex/aave-v3-stata/config.js +50 -0
- package/build/dex/aave-v3-stata/config.js.map +1 -0
- package/build/dex/aave-v3-stata/tokens.d.ts +9 -0
- package/build/dex/aave-v3-stata/tokens.js +37 -0
- package/build/dex/aave-v3-stata/tokens.js.map +1 -0
- package/build/dex/aave-v3-stata/types.d.ts +46 -0
- package/build/dex/aave-v3-stata/types.js +23 -0
- package/build/dex/aave-v3-stata/types.js.map +1 -0
- package/build/dex/aave-v3-stata/utils.d.ts +4 -0
- package/build/dex/aave-v3-stata/utils.js +67 -0
- package/build/dex/aave-v3-stata/utils.js.map +1 -0
- package/build/dex/angle-transmuter/angle-transmuter-pool.d.ts +67 -0
- package/build/dex/angle-transmuter/angle-transmuter-pool.js +448 -0
- package/build/dex/angle-transmuter/angle-transmuter-pool.js.map +1 -0
- package/build/dex/angle-transmuter/angle-transmuter.d.ts +59 -0
- package/build/dex/angle-transmuter/angle-transmuter.js +264 -0
- package/build/dex/angle-transmuter/angle-transmuter.js.map +1 -0
- package/build/dex/angle-transmuter/backedOracle.d.ts +19 -0
- package/build/dex/angle-transmuter/backedOracle.js +56 -0
- package/build/dex/angle-transmuter/backedOracle.js.map +1 -0
- package/build/dex/angle-transmuter/config.d.ts +4 -0
- package/build/dex/angle-transmuter/config.js +50 -0
- package/build/dex/angle-transmuter/config.js.map +1 -0
- package/build/dex/angle-transmuter/constants.d.ts +9 -0
- package/build/dex/angle-transmuter/constants.js +136 -0
- package/build/dex/angle-transmuter/constants.js.map +1 -0
- package/build/dex/angle-transmuter/morphoOracle.d.ts +42 -0
- package/build/dex/angle-transmuter/morphoOracle.js +179 -0
- package/build/dex/angle-transmuter/morphoOracle.js.map +1 -0
- package/build/dex/angle-transmuter/morphoVault.d.ts +20 -0
- package/build/dex/angle-transmuter/morphoVault.js +84 -0
- package/build/dex/angle-transmuter/morphoVault.js.map +1 -0
- package/build/dex/angle-transmuter/pyth.d.ts +19 -0
- package/build/dex/angle-transmuter/pyth.js +70 -0
- package/build/dex/angle-transmuter/pyth.js.map +1 -0
- package/build/dex/angle-transmuter/redstone.d.ts +20 -0
- package/build/dex/angle-transmuter/redstone.js +64 -0
- package/build/dex/angle-transmuter/redstone.js.map +1 -0
- package/build/dex/angle-transmuter/transmuter.d.ts +55 -0
- package/build/dex/angle-transmuter/transmuter.js +398 -0
- package/build/dex/angle-transmuter/transmuter.js.map +1 -0
- package/build/dex/angle-transmuter/types.d.ts +189 -0
- package/build/dex/angle-transmuter/types.js +33 -0
- package/build/dex/angle-transmuter/types.js.map +1 -0
- package/build/dex/angle-transmuter/utils.d.ts +9 -0
- package/build/dex/angle-transmuter/utils.js +257 -0
- package/build/dex/angle-transmuter/utils.js.map +1 -0
- package/build/dex/idle-dao/config.d.ts +6 -0
- package/build/dex/idle-dao/config.js +307 -0
- package/build/dex/idle-dao/config.js.map +1 -0
- package/build/dex/idle-dao/idle-dao-pool.d.ts +56 -0
- package/build/dex/idle-dao/idle-dao-pool.js +176 -0
- package/build/dex/idle-dao/idle-dao-pool.js.map +1 -0
- package/build/dex/idle-dao/idle-dao-pooling-pool.d.ts +16 -0
- package/build/dex/idle-dao/idle-dao-pooling-pool.js +57 -0
- package/build/dex/idle-dao/idle-dao-pooling-pool.js.map +1 -0
- package/build/dex/idle-dao/idle-dao.d.ts +41 -0
- package/build/dex/idle-dao/idle-dao.js +238 -0
- package/build/dex/idle-dao/idle-dao.js.map +1 -0
- package/build/dex/idle-dao/scripts.d.ts +9 -0
- package/build/dex/idle-dao/scripts.js +552 -0
- package/build/dex/idle-dao/scripts.js.map +1 -0
- package/build/dex/idle-dao/tokens.d.ts +9 -0
- package/build/dex/idle-dao/tokens.js +65 -0
- package/build/dex/idle-dao/tokens.js.map +1 -0
- package/build/dex/idle-dao/types.d.ts +35 -0
- package/build/dex/idle-dao/types.js +11 -0
- package/build/dex/idle-dao/types.js.map +1 -0
- package/build/dex/idle-dao/utils.d.ts +8 -0
- package/build/dex/idle-dao/utils.js +148 -0
- package/build/dex/idle-dao/utils.js.map +1 -0
- package/build/dex/index.js +2 -0
- package/build/dex/index.js.map +1 -1
- package/build/dex/platypus/platypus.d.ts +2 -1
- package/build/dex/platypus/platypus.js +31 -0
- package/build/dex/platypus/platypus.js.map +1 -1
- package/build/dex/swaap-v1/swaap-v1.d.ts +2 -1
- package/build/dex/swaap-v1/swaap-v1.js +10 -0
- package/build/dex/swaap-v1/swaap-v1.js.map +1 -1
- package/build/lib/chainlink.d.ts +2 -0
- package/build/lib/chainlink.js +9 -0
- package/build/lib/chainlink.js.map +1 -1
- package/build/utils.d.ts +1 -1
- package/package.json +1 -1
- package/src/abi/Redstone.json +739 -0
- package/src/abi/angle-transmuter/ChainlinkAccessControlledOffchainAggregator.json +1246 -0
- package/src/abi/angle-transmuter/ChainlinkEACAggregatorProxy.json +509 -0
- package/src/abi/angle-transmuter/MorphoOracle.json +193 -0
- package/src/abi/angle-transmuter/MorphoVault.json +2506 -0
- package/src/abi/angle-transmuter/Pyth.json +1534 -0
- package/src/abi/angle-transmuter/Transmuter.json +1711 -0
- package/src/abi/angle-transmuter/TransmuterSidechain.json +1798 -0
- package/src/dex/angle-transmuter/angle-transmuter-e2e.test.ts +156 -0
- package/src/dex/angle-transmuter/angle-transmuter-events.test.ts +365 -0
- package/src/dex/angle-transmuter/angle-transmuter-integration.test.ts +390 -0
- package/src/dex/angle-transmuter/angle-transmuter-pool.ts +895 -0
- package/src/dex/angle-transmuter/angle-transmuter.ts +408 -0
- package/src/dex/angle-transmuter/backedOracle.ts +91 -0
- package/src/dex/angle-transmuter/config.ts +50 -0
- package/src/dex/angle-transmuter/constants.ts +138 -0
- package/src/dex/angle-transmuter/morphoOracle.ts +335 -0
- package/src/dex/angle-transmuter/morphoVault.ts +134 -0
- package/src/dex/angle-transmuter/pyth.ts +105 -0
- package/src/dex/angle-transmuter/redstone.ts +105 -0
- package/src/dex/angle-transmuter/transmuter.ts +619 -0
- package/src/dex/angle-transmuter/types.ts +203 -0
- package/src/dex/angle-transmuter/utils.ts +358 -0
- package/src/dex/index.ts +2 -0
- package/src/lib/chainlink.ts +15 -0
- package/tests/constants-e2e.ts +48 -3
- package/build/abi/Uncompressor.json +0 -250
- package/build/dex/bProtocol.d.ts +0 -18
- package/build/dex/bProtocol.js +0 -39
- package/build/dex/bProtocol.js.map +0 -1
- package/build/dex/bancor.d.ts +0 -26
- package/build/dex/bancor.js +0 -58
- package/build/dex/bancor.js.map +0 -1
- package/build/dex/compound.d.ts +0 -18
- package/build/dex/compound.js +0 -46
- package/build/dex/compound.js.map +0 -1
- package/build/dex/curve-v2.d.ts +0 -58
- package/build/dex/curve-v2.js +0 -180
- package/build/dex/curve-v2.js.map +0 -1
- package/build/dex/dodo-v1.d.ts +0 -33
- package/build/dex/dodo-v1.js +0 -63
- package/build/dex/dodo-v1.js.map +0 -1
- package/build/dex/etherfi/etherfi.d.ts +0 -26
- package/build/dex/etherfi/etherfi.js +0 -96
- package/build/dex/etherfi/etherfi.js.map +0 -1
- package/build/dex/lido.d.ts +0 -19
- package/build/dex/lido.js +0 -42
- package/build/dex/lido.js.map +0 -1
- package/build/dex/onebit.d.ts +0 -25
- package/build/dex/onebit.js +0 -42
- package/build/dex/onebit.js.map +0 -1
- package/build/dex/sdai/config.d.ts +0 -11
- package/build/dex/sdai/config.js +0 -21
- package/build/dex/sdai/config.js.map +0 -1
- package/build/dex/sdai/constants.d.ts +0 -2
- package/build/dex/sdai/constants.js +0 -6
- package/build/dex/sdai/constants.js.map +0 -1
- package/build/dex/sdai/scripts/validate-state.d.ts +0 -1
- package/build/dex/sdai/scripts/validate-state.js +0 -102
- package/build/dex/sdai/scripts/validate-state.js.map +0 -1
- package/build/dex/sdai/sdai-pool.d.ts +0 -16
- package/build/dex/sdai/sdai-pool.js +0 -85
- package/build/dex/sdai/sdai-pool.js.map +0 -1
- package/build/dex/sdai/sdai.d.ts +0 -51
- package/build/dex/sdai/sdai.js +0 -172
- package/build/dex/sdai/sdai.js.map +0 -1
- package/build/dex/sdai/types.d.ts +0 -21
- package/build/dex/sdai/types.js +0 -11
- package/build/dex/sdai/types.js.map +0 -1
- package/build/dex/sdai/utils.d.ts +0 -4
- package/build/dex/sdai/utils.js +0 -39
- package/build/dex/sdai/utils.js.map +0 -1
- package/build/dex/smoothy.d.ts +0 -26
- package/build/dex/smoothy.js +0 -48
- package/build/dex/smoothy.js.map +0 -1
- package/build/dex/stable-pool.d.ts +0 -28
- package/build/dex/stable-pool.js +0 -62
- package/build/dex/stable-pool.js.map +0 -1
- package/build/dex/trader-joe-v2.1.d.ts +0 -43
- package/build/dex/trader-joe-v2.1.js +0 -79
- package/build/dex/trader-joe-v2.1.js.map +0 -1
- package/build/executor/compressor/Compressor.d.ts +0 -23
- package/build/executor/compressor/Compressor.js +0 -144
- package/build/executor/compressor/Compressor.js.map +0 -1
- package/build/executor/compressor/compress.d.ts +0 -17
- package/build/executor/compressor/compress.js +0 -187
- package/build/executor/compressor/compress.js.map +0 -1
- package/build/executor/compressor/compress_functions/addressSubstitution.d.ts +0 -6
- package/build/executor/compressor/compress_functions/addressSubstitution.js +0 -29
- package/build/executor/compressor/compress_functions/addressSubstitution.js.map +0 -1
- package/build/executor/compressor/compress_functions/addressSubstitutionFromObject.d.ts +0 -10
- package/build/executor/compressor/compress_functions/addressSubstitutionFromObject.js +0 -40
- package/build/executor/compressor/compress_functions/addressSubstitutionFromObject.js.map +0 -1
- package/build/executor/compressor/compress_functions/byteSubstitution.d.ts +0 -11
- package/build/executor/compressor/compress_functions/byteSubstitution.js +0 -64
- package/build/executor/compressor/compress_functions/byteSubstitution.js.map +0 -1
- package/build/executor/compressor/compress_functions/ffSubstitution.d.ts +0 -7
- package/build/executor/compressor/compress_functions/ffSubstitution.js +0 -54
- package/build/executor/compressor/compress_functions/ffSubstitution.js.map +0 -1
- package/build/executor/compressor/compress_functions/findLongestAndSubstitute.d.ts +0 -8
- package/build/executor/compressor/compress_functions/findLongestAndSubstitute.js +0 -67
- package/build/executor/compressor/compress_functions/findLongestAndSubstitute.js.map +0 -1
- package/build/executor/compressor/compress_functions/findLongestAndSubstitute_old.d.ts +0 -8
- package/build/executor/compressor/compress_functions/findLongestAndSubstitute_old.js +0 -61
- package/build/executor/compressor/compress_functions/findLongestAndSubstitute_old.js.map +0 -1
- package/build/executor/compressor/compress_functions/reverseAddressSubstitution.d.ts +0 -6
- package/build/executor/compressor/compress_functions/reverseAddressSubstitution.js +0 -37
- package/build/executor/compressor/compress_functions/reverseAddressSubstitution.js.map +0 -1
- package/build/executor/compressor/compress_functions/searchUnusedBytes.d.ts +0 -9
- package/build/executor/compressor/compress_functions/searchUnusedBytes.js +0 -33
- package/build/executor/compressor/compress_functions/searchUnusedBytes.js.map +0 -1
- package/build/executor/compressor/fetchSaved.d.ts +0 -0
- package/build/executor/compressor/fetchSaved.js +0 -17
- package/build/executor/compressor/fetchSaved.js.map +0 -1
- package/build/executor/compressor/utils/computeCostL2.d.ts +0 -2
- package/build/executor/compressor/utils/computeCostL2.js +0 -14
- package/build/executor/compressor/utils/computeCostL2.js.map +0 -1
- package/build/executor/compressor/utils/findLongestDuplicatedString.d.ts +0 -2
- package/build/executor/compressor/utils/findLongestDuplicatedString.js +0 -30
- package/build/executor/compressor/utils/findLongestDuplicatedString.js.map +0 -1
- package/build/executor/compressor/utils/getAllIndexes.d.ts +0 -2
- package/build/executor/compressor/utils/getAllIndexes.js +0 -12
- package/build/executor/compressor/utils/getAllIndexes.js.map +0 -1
- package/build/executor/compressor/utils/getByteForAddress.d.ts +0 -2
- package/build/executor/compressor/utils/getByteForAddress.js +0 -14
- package/build/executor/compressor/utils/getByteForAddress.js.map +0 -1
- package/build/executor/compressor/utils/intTo2Bytes.d.ts +0 -2
- package/build/executor/compressor/utils/intTo2Bytes.js +0 -14
- package/build/executor/compressor/utils/intTo2Bytes.js.map +0 -1
- package/build/executor/compressor/utils/intTo3Bytes.d.ts +0 -2
- package/build/executor/compressor/utils/intTo3Bytes.js +0 -18
- package/build/executor/compressor/utils/intTo3Bytes.js.map +0 -1
- package/build/executor/compressor/utils/intToByte.d.ts +0 -2
- package/build/executor/compressor/utils/intToByte.js +0 -10
- package/build/executor/compressor/utils/intToByte.js.map +0 -1
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import { Interface } from '@ethersproject/abi';
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import { DeepReadonly } from 'ts-essentials';
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import { lens } from '../../lens';
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import { ChainLinkSubscriber } from '../../lib/chainlink';
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import TransmuterABI from '../../abi/angle-transmuter/Transmuter.json';
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import TransmuterSidechainABI from '../../abi/angle-transmuter/TransmuterSidechain.json';
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import { Contract } from 'web3-eth-contract';
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import { RedstoneSubscriber } from './redstone';
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const redstoneMap = Object.entries(config.oracles.redstone).reduce(
|
|
91
|
+
(
|
|
92
|
+
acc: { [address: string]: RedstoneSubscriber<PoolState> },
|
|
93
|
+
[key, value],
|
|
94
|
+
) => {
|
|
95
|
+
acc[key] = new RedstoneSubscriber<PoolState>(
|
|
96
|
+
value.proxy,
|
|
97
|
+
value.aggregator,
|
|
98
|
+
lens<DeepReadonly<PoolState>>().oracles.chainlink[key],
|
|
99
|
+
dexHelper.getLogger(`${key} ChainLink for ${parentName}-${network}`),
|
|
100
|
+
);
|
|
101
|
+
return acc;
|
|
102
|
+
},
|
|
103
|
+
{},
|
|
104
|
+
);
|
|
105
|
+
|
|
106
|
+
const morphoMap = Object.entries(config.oracles.morpho).reduce(
|
|
107
|
+
(
|
|
108
|
+
acc: { [address: string]: MorphoVaultSubscriber<PoolState> },
|
|
109
|
+
[key, value],
|
|
110
|
+
) => {
|
|
111
|
+
if (value.baseVault && value.baseVault !== ethers.constants.AddressZero)
|
|
112
|
+
acc[value.baseVault] = new MorphoVaultSubscriber<PoolState>(
|
|
113
|
+
value.baseVault,
|
|
114
|
+
lens<DeepReadonly<PoolState>>().oracles.morphoVault[
|
|
115
|
+
value.baseVault
|
|
116
|
+
],
|
|
117
|
+
dexHelper.getLogger(
|
|
118
|
+
`${key}:${value.baseVault} Morpho Vault for ${parentName}-${network}`,
|
|
119
|
+
),
|
|
120
|
+
);
|
|
121
|
+
if (
|
|
122
|
+
value.quoteVault &&
|
|
123
|
+
value.quoteVault !== ethers.constants.AddressZero
|
|
124
|
+
)
|
|
125
|
+
acc[value.quoteVault] = new MorphoVaultSubscriber<PoolState>(
|
|
126
|
+
value.quoteVault,
|
|
127
|
+
lens<DeepReadonly<PoolState>>().oracles.morphoVault[
|
|
128
|
+
value.quoteVault
|
|
129
|
+
],
|
|
130
|
+
dexHelper.getLogger(
|
|
131
|
+
`${key}:${value.quoteVault} Morpho Vault for ${parentName}-${network}`,
|
|
132
|
+
),
|
|
133
|
+
);
|
|
134
|
+
return acc;
|
|
135
|
+
},
|
|
136
|
+
{},
|
|
137
|
+
);
|
|
138
|
+
|
|
139
|
+
const pythListener: PythSubscriber<PoolState>[] = [];
|
|
140
|
+
if (!_.isEmpty(config.oracles.pyth)) {
|
|
141
|
+
pythListener[0] = new PythSubscriber<PoolState>(
|
|
142
|
+
config.oracles.pyth.proxy,
|
|
143
|
+
config.oracles.pyth.ids,
|
|
144
|
+
lens<DeepReadonly<PoolState>>().oracles.pyth,
|
|
145
|
+
dexHelper.getLogger(`Pyth for ${parentName}-${network}`),
|
|
146
|
+
);
|
|
147
|
+
}
|
|
148
|
+
|
|
149
|
+
const transmuterListener = new TransmuterSubscriber(
|
|
150
|
+
config.stablecoin.address,
|
|
151
|
+
config.transmuter,
|
|
152
|
+
config.collaterals,
|
|
153
|
+
network,
|
|
154
|
+
lens<DeepReadonly<PoolState>>().transmuter,
|
|
155
|
+
dexHelper.getLogger(`${parentName}-${network} Transmuter`),
|
|
156
|
+
);
|
|
157
|
+
|
|
158
|
+
super(
|
|
159
|
+
parentName,
|
|
160
|
+
'Transmuter',
|
|
161
|
+
dexHelper.getLogger(`${parentName}-${network}`),
|
|
162
|
+
dexHelper,
|
|
163
|
+
[
|
|
164
|
+
...Object.values(chainlinkMap),
|
|
165
|
+
...Object.values(backedMap),
|
|
166
|
+
...Object.values(redstoneMap),
|
|
167
|
+
...Object.values(morphoMap),
|
|
168
|
+
transmuterListener,
|
|
169
|
+
...pythListener,
|
|
170
|
+
],
|
|
171
|
+
{
|
|
172
|
+
stablecoin: config.stablecoin,
|
|
173
|
+
transmuter: {} as TransmuterState,
|
|
174
|
+
oracles: { chainlink: {}, pyth: {}, morphoVault: {} },
|
|
175
|
+
},
|
|
176
|
+
);
|
|
177
|
+
|
|
178
|
+
this.angleTransmuterIface =
|
|
179
|
+
network === Network.MAINNET
|
|
180
|
+
? new Interface(TransmuterABI)
|
|
181
|
+
: new Interface(TransmuterSidechainABI);
|
|
182
|
+
this.transmuter = new this.dexHelper.web3Provider.eth.Contract(
|
|
183
|
+
TransmuterABI as any,
|
|
184
|
+
config.transmuter,
|
|
185
|
+
);
|
|
186
|
+
|
|
187
|
+
this.config = config;
|
|
188
|
+
|
|
189
|
+
// some oracles don't emit events (redstone), need to regenerate state after some period of time. 1 day should provide up-to-date info
|
|
190
|
+
this.timer = setInterval(() => {
|
|
191
|
+
const blockNumber = this.dexHelper.blockManager.getLatestBlockNumber();
|
|
192
|
+
this.generateState(blockNumber).then(newState =>
|
|
193
|
+
this.setState(newState, blockNumber),
|
|
194
|
+
);
|
|
195
|
+
}, FORCE_REGENERATE_STATE_INTERVAL_MS);
|
|
196
|
+
}
|
|
197
|
+
|
|
198
|
+
releaseResources(): void {
|
|
199
|
+
clearInterval(this.timer);
|
|
200
|
+
}
|
|
201
|
+
|
|
202
|
+
async getStateOrGenerate(blockNumber: number): Promise<Readonly<PoolState>> {
|
|
203
|
+
const evenState = this.getState(blockNumber);
|
|
204
|
+
if (evenState) return evenState as PoolState;
|
|
205
|
+
const onChainState = await this.generateState(blockNumber);
|
|
206
|
+
this.setState(onChainState, blockNumber);
|
|
207
|
+
return onChainState as PoolState;
|
|
208
|
+
}
|
|
209
|
+
|
|
210
|
+
async generateState(blockNumber: number): Promise<DeepReadonly<PoolState>> {
|
|
211
|
+
const state = (await super.generateState(blockNumber)) as PoolState;
|
|
212
|
+
return this.stateToLowercase(state);
|
|
213
|
+
}
|
|
214
|
+
|
|
215
|
+
private stateToLowercase(state: PoolState): PoolState {
|
|
216
|
+
return {
|
|
217
|
+
oracles: state.oracles,
|
|
218
|
+
stablecoin: {
|
|
219
|
+
...state.stablecoin,
|
|
220
|
+
address: state.stablecoin.address.toLowerCase(),
|
|
221
|
+
},
|
|
222
|
+
transmuter: {
|
|
223
|
+
...state.transmuter,
|
|
224
|
+
collaterals: Object.fromEntries(
|
|
225
|
+
Object.entries(state.transmuter.collaterals).map(([k, v]) => [
|
|
226
|
+
k.toLowerCase(),
|
|
227
|
+
v,
|
|
228
|
+
]),
|
|
229
|
+
),
|
|
230
|
+
},
|
|
231
|
+
};
|
|
232
|
+
}
|
|
233
|
+
|
|
234
|
+
// Reference to the original implementation
|
|
235
|
+
// https://github.com/AngleProtocol/angle-transmuter/blob/6e1f2eb1f961d6c3b1cdaefe068d967c33c41936/contracts/transmuter/facets/Swapper.sol#L177
|
|
236
|
+
async getAmountOut(
|
|
237
|
+
_tokenIn: Address,
|
|
238
|
+
_tokenOut: Address,
|
|
239
|
+
side: SwapSide,
|
|
240
|
+
_amounts: number[],
|
|
241
|
+
blockNumber: number,
|
|
242
|
+
): Promise<number[] | null> {
|
|
243
|
+
const state = await this.getStateOrGenerate(blockNumber);
|
|
244
|
+
const isMint = _tokenOut === state.stablecoin.address;
|
|
245
|
+
let oracleValue: number;
|
|
246
|
+
let minRatio = 0;
|
|
247
|
+
let collateral = _tokenIn;
|
|
248
|
+
if (isMint)
|
|
249
|
+
oracleValue = await this._readMint(
|
|
250
|
+
this.config,
|
|
251
|
+
state,
|
|
252
|
+
_tokenIn,
|
|
253
|
+
blockNumber,
|
|
254
|
+
);
|
|
255
|
+
else {
|
|
256
|
+
collateral = _tokenOut;
|
|
257
|
+
({ oracleValue, minRatio } = await this._getBurnOracle(
|
|
258
|
+
this.config,
|
|
259
|
+
state,
|
|
260
|
+
_tokenOut,
|
|
261
|
+
blockNumber,
|
|
262
|
+
));
|
|
263
|
+
}
|
|
264
|
+
|
|
265
|
+
const collatStablecoinIssued =
|
|
266
|
+
state.transmuter.collaterals[collateral].stablecoinsIssued;
|
|
267
|
+
const otherStablecoinIssued =
|
|
268
|
+
state.transmuter.totalStablecoinIssued - collatStablecoinIssued;
|
|
269
|
+
const fees = state.transmuter.collaterals[collateral].fees;
|
|
270
|
+
const stablecoinCap =
|
|
271
|
+
state.transmuter.collaterals[collateral].stablecoinCap;
|
|
272
|
+
|
|
273
|
+
return _amounts.map(_amount => {
|
|
274
|
+
if (isMint && side === SwapSide.SELL)
|
|
275
|
+
return _quoteMintExactInput(
|
|
276
|
+
oracleValue,
|
|
277
|
+
_amount,
|
|
278
|
+
fees,
|
|
279
|
+
collatStablecoinIssued,
|
|
280
|
+
otherStablecoinIssued,
|
|
281
|
+
stablecoinCap,
|
|
282
|
+
);
|
|
283
|
+
if (isMint && side === SwapSide.BUY)
|
|
284
|
+
return _quoteMintExactOutput(
|
|
285
|
+
oracleValue,
|
|
286
|
+
_amount,
|
|
287
|
+
fees,
|
|
288
|
+
collatStablecoinIssued,
|
|
289
|
+
otherStablecoinIssued,
|
|
290
|
+
stablecoinCap,
|
|
291
|
+
);
|
|
292
|
+
if (!isMint && side === SwapSide.SELL)
|
|
293
|
+
return _quoteBurnExactInput(
|
|
294
|
+
oracleValue,
|
|
295
|
+
minRatio,
|
|
296
|
+
_amount,
|
|
297
|
+
fees,
|
|
298
|
+
collatStablecoinIssued,
|
|
299
|
+
otherStablecoinIssued,
|
|
300
|
+
);
|
|
301
|
+
return _quoteBurnExactOutput(
|
|
302
|
+
oracleValue,
|
|
303
|
+
minRatio,
|
|
304
|
+
_amount,
|
|
305
|
+
fees,
|
|
306
|
+
collatStablecoinIssued,
|
|
307
|
+
otherStablecoinIssued,
|
|
308
|
+
);
|
|
309
|
+
});
|
|
310
|
+
}
|
|
311
|
+
|
|
312
|
+
static async getCollateralsList(
|
|
313
|
+
transmuterAddress: Address,
|
|
314
|
+
blockNumber: number | 'latest',
|
|
315
|
+
multiContract: Contract,
|
|
316
|
+
) {
|
|
317
|
+
const tokensResult = (
|
|
318
|
+
await multiContract.methods
|
|
319
|
+
.aggregate([
|
|
320
|
+
{
|
|
321
|
+
target: transmuterAddress,
|
|
322
|
+
callData:
|
|
323
|
+
TransmuterSubscriber.transmuterCrosschainInterface.encodeFunctionData(
|
|
324
|
+
'getCollateralList',
|
|
325
|
+
),
|
|
326
|
+
},
|
|
327
|
+
])
|
|
328
|
+
.call({}, blockNumber)
|
|
329
|
+
).returnData;
|
|
330
|
+
const tokens: Address[] =
|
|
331
|
+
TransmuterSubscriber.transmuterCrosschainInterface.decodeFunctionResult(
|
|
332
|
+
'getCollateralList',
|
|
333
|
+
tokensResult[0],
|
|
334
|
+
)[0];
|
|
335
|
+
// .map((t: any) => t.toLowerCase());
|
|
336
|
+
return tokens;
|
|
337
|
+
}
|
|
338
|
+
|
|
339
|
+
static async _fillMap(
|
|
340
|
+
chainlinkMap: ChainlinkConfig,
|
|
341
|
+
backedMap: ChainlinkConfig,
|
|
342
|
+
redstoneMap: ChainlinkConfig,
|
|
343
|
+
pythIds: PythConfig,
|
|
344
|
+
morphoMap: MorphoConfig,
|
|
345
|
+
oracleFeed: OracleFeed,
|
|
346
|
+
blockNumber: number | 'latest',
|
|
347
|
+
multiContract: Contract,
|
|
348
|
+
): Promise<{
|
|
349
|
+
chainlinkMap: ChainlinkConfig;
|
|
350
|
+
backedMap: ChainlinkConfig;
|
|
351
|
+
redstoneMap: ChainlinkConfig;
|
|
352
|
+
pythIds: PythConfig;
|
|
353
|
+
morphoMap: MorphoConfig;
|
|
354
|
+
}> {
|
|
355
|
+
if (oracleFeed.isChainlink) {
|
|
356
|
+
await Promise.all(
|
|
357
|
+
oracleFeed.chainlink!.circuitChainlink.map(async feed => {
|
|
358
|
+
({ chainlinkMap, backedMap, redstoneMap } =
|
|
359
|
+
await AngleTransmuterEventPool.generateStateChainlinkLike(
|
|
360
|
+
feed,
|
|
361
|
+
chainlinkMap,
|
|
362
|
+
backedMap,
|
|
363
|
+
redstoneMap,
|
|
364
|
+
blockNumber,
|
|
365
|
+
multiContract,
|
|
366
|
+
));
|
|
367
|
+
}),
|
|
368
|
+
);
|
|
369
|
+
} else if (oracleFeed.isPyth) {
|
|
370
|
+
pythIds.ids = pythIds.ids.concat(oracleFeed.pyth!.feedIds);
|
|
371
|
+
} else if (oracleFeed.isMorpho) {
|
|
372
|
+
const morphoOracleResult = (
|
|
373
|
+
await multiContract.methods
|
|
374
|
+
.aggregate(
|
|
375
|
+
MorphoOracleEventPool.getGenerateInfoMultiCallInput(
|
|
376
|
+
oracleFeed.morpho!.oracle,
|
|
377
|
+
),
|
|
378
|
+
)
|
|
379
|
+
.call({}, blockNumber)
|
|
380
|
+
).returnData;
|
|
381
|
+
const morphoOracleInfo =
|
|
382
|
+
MorphoOracleEventPool.generateInfo(morphoOracleResult);
|
|
383
|
+
if (morphoOracleInfo.baseFeed1 !== ethers.constants.AddressZero)
|
|
384
|
+
({ chainlinkMap, backedMap, redstoneMap } =
|
|
385
|
+
await AngleTransmuterEventPool.generateStateChainlinkLike(
|
|
386
|
+
morphoOracleInfo.baseFeed1,
|
|
387
|
+
chainlinkMap,
|
|
388
|
+
backedMap,
|
|
389
|
+
redstoneMap,
|
|
390
|
+
blockNumber,
|
|
391
|
+
multiContract,
|
|
392
|
+
));
|
|
393
|
+
if (morphoOracleInfo.baseFeed2 !== ethers.constants.AddressZero)
|
|
394
|
+
({ chainlinkMap, backedMap, redstoneMap } =
|
|
395
|
+
await AngleTransmuterEventPool.generateStateChainlinkLike(
|
|
396
|
+
morphoOracleInfo.baseFeed2,
|
|
397
|
+
chainlinkMap,
|
|
398
|
+
backedMap,
|
|
399
|
+
redstoneMap,
|
|
400
|
+
blockNumber,
|
|
401
|
+
multiContract,
|
|
402
|
+
));
|
|
403
|
+
if (morphoOracleInfo.quoteFeed1 !== ethers.constants.AddressZero)
|
|
404
|
+
({ chainlinkMap, backedMap, redstoneMap } =
|
|
405
|
+
await AngleTransmuterEventPool.generateStateChainlinkLike(
|
|
406
|
+
morphoOracleInfo.quoteFeed1,
|
|
407
|
+
chainlinkMap,
|
|
408
|
+
backedMap,
|
|
409
|
+
redstoneMap,
|
|
410
|
+
blockNumber,
|
|
411
|
+
multiContract,
|
|
412
|
+
));
|
|
413
|
+
if (morphoOracleInfo.quoteFeed2 !== ethers.constants.AddressZero)
|
|
414
|
+
({ chainlinkMap, backedMap, redstoneMap } =
|
|
415
|
+
await AngleTransmuterEventPool.generateStateChainlinkLike(
|
|
416
|
+
morphoOracleInfo.quoteFeed2,
|
|
417
|
+
chainlinkMap,
|
|
418
|
+
backedMap,
|
|
419
|
+
redstoneMap,
|
|
420
|
+
blockNumber,
|
|
421
|
+
multiContract,
|
|
422
|
+
));
|
|
423
|
+
morphoMap[oracleFeed.morpho!.oracle] = morphoOracleInfo;
|
|
424
|
+
} else {
|
|
425
|
+
throw new Error('Unknown oracle feed');
|
|
426
|
+
}
|
|
427
|
+
return { chainlinkMap, backedMap, redstoneMap, pythIds, morphoMap };
|
|
428
|
+
}
|
|
429
|
+
|
|
430
|
+
static async generateStateChainlinkLike(
|
|
431
|
+
feed: string,
|
|
432
|
+
chainlinkMap: ChainlinkConfig,
|
|
433
|
+
backedMap: ChainlinkConfig,
|
|
434
|
+
redstoneMap: ChainlinkConfig,
|
|
435
|
+
blockNumber: number | 'latest',
|
|
436
|
+
multiContract: Contract,
|
|
437
|
+
): Promise<{
|
|
438
|
+
chainlinkMap: ChainlinkConfig;
|
|
439
|
+
backedMap: ChainlinkConfig;
|
|
440
|
+
redstoneMap: ChainlinkConfig;
|
|
441
|
+
}> {
|
|
442
|
+
let aggreagator: Address;
|
|
443
|
+
let decimals: number;
|
|
444
|
+
// it can be Chainlink or Redstone feed
|
|
445
|
+
// if the call getReadAggregatorMultiCallInput fail with a Chainlink instance
|
|
446
|
+
// then it is a Redstone one
|
|
447
|
+
try {
|
|
448
|
+
// Chainlink
|
|
449
|
+
const proxyResult = (
|
|
450
|
+
await multiContract.methods
|
|
451
|
+
.aggregate([
|
|
452
|
+
ChainLinkSubscriber.getReadAggregatorMultiCallInput(feed),
|
|
453
|
+
ChainLinkSubscriber.getReadDecimal(feed),
|
|
454
|
+
])
|
|
455
|
+
.call({}, blockNumber)
|
|
456
|
+
).returnData;
|
|
457
|
+
aggreagator = ChainLinkSubscriber.readAggregator(proxyResult[0]);
|
|
458
|
+
decimals = Number(ChainLinkSubscriber.readDecimals(proxyResult[1]));
|
|
459
|
+
chainlinkMap[feed] = {
|
|
460
|
+
proxy: feed,
|
|
461
|
+
aggregator: aggreagator,
|
|
462
|
+
decimals: decimals,
|
|
463
|
+
};
|
|
464
|
+
} catch {
|
|
465
|
+
try {
|
|
466
|
+
// Redstone
|
|
467
|
+
const proxyResult = (
|
|
468
|
+
await multiContract.methods
|
|
469
|
+
.aggregate([
|
|
470
|
+
RedstoneSubscriber.getReadAggregatorMultiCallInput(feed),
|
|
471
|
+
RedstoneSubscriber.getReadDecimal(feed),
|
|
472
|
+
])
|
|
473
|
+
.call({}, blockNumber)
|
|
474
|
+
).returnData;
|
|
475
|
+
aggreagator = RedstoneSubscriber.readAggregator(proxyResult[0]);
|
|
476
|
+
decimals = Number(RedstoneSubscriber.readDecimals(proxyResult[1]));
|
|
477
|
+
redstoneMap[feed] = {
|
|
478
|
+
proxy: feed,
|
|
479
|
+
aggregator: aggreagator,
|
|
480
|
+
decimals: decimals,
|
|
481
|
+
};
|
|
482
|
+
} catch {
|
|
483
|
+
// Backed
|
|
484
|
+
const proxyResult = (
|
|
485
|
+
await multiContract.methods
|
|
486
|
+
.aggregate([ChainLinkSubscriber.getReadDecimal(feed)])
|
|
487
|
+
.call({}, blockNumber)
|
|
488
|
+
).returnData;
|
|
489
|
+
decimals = Number(ChainLinkSubscriber.readDecimals(proxyResult[0]));
|
|
490
|
+
backedMap[feed] = {
|
|
491
|
+
proxy: feed,
|
|
492
|
+
aggregator: feed,
|
|
493
|
+
decimals: decimals,
|
|
494
|
+
};
|
|
495
|
+
}
|
|
496
|
+
}
|
|
497
|
+
return { chainlinkMap, backedMap, redstoneMap };
|
|
498
|
+
}
|
|
499
|
+
|
|
500
|
+
static async getOraclesConfig(
|
|
501
|
+
transmuterAddress: Address,
|
|
502
|
+
pythAddress: Address,
|
|
503
|
+
collaterals: Address[],
|
|
504
|
+
blockNumber: number | 'latest',
|
|
505
|
+
multiContract: Contract,
|
|
506
|
+
) {
|
|
507
|
+
const getOracleConfigData = collaterals.map(collat => {
|
|
508
|
+
return {
|
|
509
|
+
callData:
|
|
510
|
+
TransmuterSubscriber.transmuterCrosschainInterface.encodeFunctionData(
|
|
511
|
+
'getOracle',
|
|
512
|
+
[collat],
|
|
513
|
+
),
|
|
514
|
+
target: transmuterAddress,
|
|
515
|
+
};
|
|
516
|
+
});
|
|
517
|
+
const oracleConfigResult = (
|
|
518
|
+
await multiContract.methods
|
|
519
|
+
.aggregate(getOracleConfigData)
|
|
520
|
+
.call({}, blockNumber)
|
|
521
|
+
).returnData;
|
|
522
|
+
|
|
523
|
+
const oracleConfigs: DecodedOracleConfig[] = oracleConfigResult.map(
|
|
524
|
+
(p: any) =>
|
|
525
|
+
TransmuterSubscriber.transmuterCrosschainInterface.decodeFunctionResult(
|
|
526
|
+
'getOracle',
|
|
527
|
+
p,
|
|
528
|
+
),
|
|
529
|
+
);
|
|
530
|
+
|
|
531
|
+
let chainlinkMap: ChainlinkConfig = {} as ChainlinkConfig;
|
|
532
|
+
let backedMap: ChainlinkConfig = {} as ChainlinkConfig;
|
|
533
|
+
let redstoneMap: ChainlinkConfig = {} as ChainlinkConfig;
|
|
534
|
+
let pythIds: PythConfig = { proxy: pythAddress, ids: [] } as PythConfig;
|
|
535
|
+
let morphoMap: MorphoConfig = {} as MorphoConfig;
|
|
536
|
+
|
|
537
|
+
await Promise.all(
|
|
538
|
+
oracleConfigs.map(async oracleConfigDecoded => {
|
|
539
|
+
if (oracleConfigDecoded.oracleType !== OracleReadType.EXTERNAL) {
|
|
540
|
+
// add all the feed oracles used to their respective channels
|
|
541
|
+
if (
|
|
542
|
+
oracleConfigDecoded.oracleType === OracleReadType.CHAINLINK_FEEDS ||
|
|
543
|
+
oracleConfigDecoded.oracleType === OracleReadType.PYTH ||
|
|
544
|
+
oracleConfigDecoded.oracleType === OracleReadType.MORPHO_ORACLE
|
|
545
|
+
) {
|
|
546
|
+
const oracleFeed = TransmuterSubscriber._decodeOracleFeed(
|
|
547
|
+
oracleConfigDecoded.oracleType,
|
|
548
|
+
oracleConfigDecoded.oracleData,
|
|
549
|
+
);
|
|
550
|
+
({ chainlinkMap, backedMap, redstoneMap, pythIds, morphoMap } =
|
|
551
|
+
await AngleTransmuterEventPool._fillMap(
|
|
552
|
+
chainlinkMap,
|
|
553
|
+
backedMap,
|
|
554
|
+
redstoneMap,
|
|
555
|
+
pythIds,
|
|
556
|
+
morphoMap,
|
|
557
|
+
oracleFeed,
|
|
558
|
+
blockNumber,
|
|
559
|
+
multiContract,
|
|
560
|
+
));
|
|
561
|
+
}
|
|
562
|
+
if (
|
|
563
|
+
oracleConfigDecoded.targetType === OracleReadType.CHAINLINK_FEEDS ||
|
|
564
|
+
oracleConfigDecoded.targetType === OracleReadType.PYTH ||
|
|
565
|
+
oracleConfigDecoded.targetType === OracleReadType.MORPHO_ORACLE
|
|
566
|
+
) {
|
|
567
|
+
const oracleFeed = TransmuterSubscriber._decodeOracleFeed(
|
|
568
|
+
oracleConfigDecoded.targetType,
|
|
569
|
+
oracleConfigDecoded.targetData,
|
|
570
|
+
);
|
|
571
|
+
({ chainlinkMap, backedMap, redstoneMap, pythIds, morphoMap } =
|
|
572
|
+
await AngleTransmuterEventPool._fillMap(
|
|
573
|
+
chainlinkMap,
|
|
574
|
+
backedMap,
|
|
575
|
+
redstoneMap,
|
|
576
|
+
pythIds,
|
|
577
|
+
morphoMap,
|
|
578
|
+
oracleFeed,
|
|
579
|
+
blockNumber,
|
|
580
|
+
multiContract,
|
|
581
|
+
));
|
|
582
|
+
}
|
|
583
|
+
}
|
|
584
|
+
}),
|
|
585
|
+
);
|
|
586
|
+
return {
|
|
587
|
+
chainlink: chainlinkMap,
|
|
588
|
+
backed: backedMap,
|
|
589
|
+
redstone: redstoneMap,
|
|
590
|
+
pyth: pythIds,
|
|
591
|
+
morpho: morphoMap,
|
|
592
|
+
};
|
|
593
|
+
}
|
|
594
|
+
|
|
595
|
+
static async getConfig(
|
|
596
|
+
dexParams: TransmuterParams,
|
|
597
|
+
blockNumber: number | 'latest',
|
|
598
|
+
multiContract: Contract,
|
|
599
|
+
): Promise<PoolConfig> {
|
|
600
|
+
const collaterals = await AngleTransmuterEventPool.getCollateralsList(
|
|
601
|
+
dexParams.transmuter,
|
|
602
|
+
blockNumber,
|
|
603
|
+
multiContract,
|
|
604
|
+
);
|
|
605
|
+
|
|
606
|
+
// get all oracles feed
|
|
607
|
+
const oracles = await AngleTransmuterEventPool.getOraclesConfig(
|
|
608
|
+
dexParams.transmuter,
|
|
609
|
+
dexParams.pyth!,
|
|
610
|
+
collaterals,
|
|
611
|
+
blockNumber,
|
|
612
|
+
multiContract,
|
|
613
|
+
);
|
|
614
|
+
|
|
615
|
+
return {
|
|
616
|
+
stablecoin: dexParams.stablecoin,
|
|
617
|
+
transmuter: dexParams.transmuter,
|
|
618
|
+
collaterals: collaterals.map(el => el.toLowerCase()),
|
|
619
|
+
oracles: oracles,
|
|
620
|
+
};
|
|
621
|
+
}
|
|
622
|
+
|
|
623
|
+
/*//////////////////////////////////////////////////////////////////////////////////////////////////////////////////
|
|
624
|
+
UTILS
|
|
625
|
+
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////*/
|
|
626
|
+
|
|
627
|
+
_readMint(
|
|
628
|
+
config: PoolConfig,
|
|
629
|
+
state: PoolState,
|
|
630
|
+
collateral: Address,
|
|
631
|
+
blockNumber: number,
|
|
632
|
+
): number {
|
|
633
|
+
const configOracle = state.transmuter.collaterals[collateral].config;
|
|
634
|
+
if (configOracle.oracleType === OracleReadType.EXTERNAL) {
|
|
635
|
+
return 1;
|
|
636
|
+
}
|
|
637
|
+
let target: number;
|
|
638
|
+
let spot: number;
|
|
639
|
+
({ spot, target } = this._readSpotAndTarget(
|
|
640
|
+
config,
|
|
641
|
+
state,
|
|
642
|
+
collateral,
|
|
643
|
+
blockNumber,
|
|
644
|
+
));
|
|
645
|
+
|
|
646
|
+
if (target < spot) spot = target;
|
|
647
|
+
return spot;
|
|
648
|
+
}
|
|
649
|
+
|
|
650
|
+
_getBurnOracle(
|
|
651
|
+
config: PoolConfig,
|
|
652
|
+
state: PoolState,
|
|
653
|
+
collateral: Address,
|
|
654
|
+
blockNumber: number,
|
|
655
|
+
): { oracleValue: number; minRatio: number } {
|
|
656
|
+
return config.collaterals.reduce(
|
|
657
|
+
(
|
|
658
|
+
acc: { oracleValue: number; minRatio: number },
|
|
659
|
+
comparedCollat: string,
|
|
660
|
+
j: number,
|
|
661
|
+
) => {
|
|
662
|
+
let ratio: number;
|
|
663
|
+
if (comparedCollat.toLowerCase() === collateral.toLowerCase()) {
|
|
664
|
+
let oracleValue: number;
|
|
665
|
+
({ oracleValue, ratio } = this._readBurn(
|
|
666
|
+
config,
|
|
667
|
+
state,
|
|
668
|
+
comparedCollat,
|
|
669
|
+
blockNumber,
|
|
670
|
+
));
|
|
671
|
+
acc.oracleValue = oracleValue;
|
|
672
|
+
} else
|
|
673
|
+
({ ratio } = this._readBurn(
|
|
674
|
+
config,
|
|
675
|
+
state,
|
|
676
|
+
comparedCollat,
|
|
677
|
+
blockNumber,
|
|
678
|
+
));
|
|
679
|
+
if (ratio < acc.minRatio) acc.minRatio = ratio;
|
|
680
|
+
return acc;
|
|
681
|
+
},
|
|
682
|
+
{ oracleValue: 0, minRatio: 1 },
|
|
683
|
+
);
|
|
684
|
+
}
|
|
685
|
+
|
|
686
|
+
_readBurn(
|
|
687
|
+
config: PoolConfig,
|
|
688
|
+
state: PoolState,
|
|
689
|
+
collateral: Address,
|
|
690
|
+
blockNumber: number,
|
|
691
|
+
): { oracleValue: number; ratio: number } {
|
|
692
|
+
const configOracle = state.transmuter.collaterals[collateral].config;
|
|
693
|
+
if (configOracle.oracleType === OracleReadType.EXTERNAL) {
|
|
694
|
+
return { oracleValue: 1, ratio: 1 };
|
|
695
|
+
}
|
|
696
|
+
let spot: number;
|
|
697
|
+
let target: number;
|
|
698
|
+
let burnRatioDeviation: number;
|
|
699
|
+
({ spot, target, burnRatioDeviation } = this._readSpotAndTarget(
|
|
700
|
+
config,
|
|
701
|
+
state,
|
|
702
|
+
collateral,
|
|
703
|
+
blockNumber,
|
|
704
|
+
));
|
|
705
|
+
|
|
706
|
+
let ratio = 1;
|
|
707
|
+
if (spot < target * (1 - burnRatioDeviation)) ratio = spot / target;
|
|
708
|
+
else if (spot < target) spot = target;
|
|
709
|
+
return { oracleValue: spot, ratio };
|
|
710
|
+
}
|
|
711
|
+
|
|
712
|
+
_readSpotAndTarget(
|
|
713
|
+
config: PoolConfig,
|
|
714
|
+
state: PoolState,
|
|
715
|
+
collateral: Address,
|
|
716
|
+
blockNumber: number,
|
|
717
|
+
): {
|
|
718
|
+
spot: number;
|
|
719
|
+
target: number;
|
|
720
|
+
userDeviation: number;
|
|
721
|
+
burnRatioDeviation: number;
|
|
722
|
+
} {
|
|
723
|
+
const configOracle = state.transmuter.collaterals[collateral].config;
|
|
724
|
+
const hyperparameters = filterDictionaryOnly(
|
|
725
|
+
ethers.utils.defaultAbiCoder.decode(
|
|
726
|
+
['uint128 userDeviation', 'uint128 burnRatioDeviation'],
|
|
727
|
+
configOracle.hyperparameters,
|
|
728
|
+
),
|
|
729
|
+
) as unknown as OracleHyperparameter;
|
|
730
|
+
const userDeviation = Number.parseFloat(
|
|
731
|
+
formatEther(hyperparameters.userDeviation.toString()),
|
|
732
|
+
);
|
|
733
|
+
const burnRatioDeviation = Number.parseFloat(
|
|
734
|
+
formatEther(hyperparameters.burnRatioDeviation.toString()),
|
|
735
|
+
);
|
|
736
|
+
const targetPrice = this._read(
|
|
737
|
+
config,
|
|
738
|
+
state,
|
|
739
|
+
configOracle.targetType,
|
|
740
|
+
configOracle.targetFeed,
|
|
741
|
+
1,
|
|
742
|
+
);
|
|
743
|
+
let oracleValue = this._read(
|
|
744
|
+
config,
|
|
745
|
+
state,
|
|
746
|
+
configOracle.oracleType,
|
|
747
|
+
configOracle.oracleFeed,
|
|
748
|
+
targetPrice,
|
|
749
|
+
);
|
|
750
|
+
|
|
751
|
+
if (
|
|
752
|
+
targetPrice * (1 - userDeviation) < oracleValue &&
|
|
753
|
+
oracleValue < targetPrice * (1 + userDeviation)
|
|
754
|
+
)
|
|
755
|
+
oracleValue = targetPrice;
|
|
756
|
+
return {
|
|
757
|
+
spot: oracleValue,
|
|
758
|
+
target: targetPrice,
|
|
759
|
+
userDeviation,
|
|
760
|
+
burnRatioDeviation,
|
|
761
|
+
};
|
|
762
|
+
}
|
|
763
|
+
|
|
764
|
+
_quoteAmount(quoteType: OracleQuoteType, baseValue: number): number {
|
|
765
|
+
if (quoteType === OracleQuoteType.UNIT) return 1;
|
|
766
|
+
return baseValue;
|
|
767
|
+
}
|
|
768
|
+
|
|
769
|
+
_read(
|
|
770
|
+
config: PoolConfig,
|
|
771
|
+
state: PoolState,
|
|
772
|
+
oracleType: OracleReadType,
|
|
773
|
+
feed: OracleFeed,
|
|
774
|
+
baseValue: number,
|
|
775
|
+
): number {
|
|
776
|
+
let price = 1;
|
|
777
|
+
if (oracleType === OracleReadType.CHAINLINK_FEEDS) {
|
|
778
|
+
price = this._quoteAmount(feed.chainlink!.quoteType, baseValue);
|
|
779
|
+
for (let i = 0; i < feed.chainlink!.circuitChainlink.length; i++) {
|
|
780
|
+
({ price } = this._readChainlink(
|
|
781
|
+
config,
|
|
782
|
+
state,
|
|
783
|
+
feed.chainlink!.circuitChainlink[i],
|
|
784
|
+
feed.chainlink!.circuitChainIsMultiplied[i],
|
|
785
|
+
price,
|
|
786
|
+
));
|
|
787
|
+
}
|
|
788
|
+
} else if (oracleType === OracleReadType.PYTH) {
|
|
789
|
+
price = this._quoteAmount(feed.pyth!.quoteType, baseValue);
|
|
790
|
+
for (let i = 0; i < feed.pyth!.feedIds.length; i++) {
|
|
791
|
+
const id = feed.pyth!.feedIds[i];
|
|
792
|
+
const rate = state.oracles.pyth[id].answer;
|
|
793
|
+
if (feed.pyth!.isMultiplied[i] === 1) price *= rate;
|
|
794
|
+
else price /= rate;
|
|
795
|
+
}
|
|
796
|
+
} else if (oracleType === OracleReadType.STABLE) {
|
|
797
|
+
price = 1;
|
|
798
|
+
} else if (oracleType === OracleReadType.NO_ORACLE) {
|
|
799
|
+
price = baseValue;
|
|
800
|
+
} else if (oracleType == OracleReadType.MAX) {
|
|
801
|
+
price = feed.maxValue!;
|
|
802
|
+
} else if (oracleType == OracleReadType.MORPHO_ORACLE) {
|
|
803
|
+
const morphoOracleConfig = config.oracles.morpho[feed.morpho!.oracle];
|
|
804
|
+
const baseVaultPrice =
|
|
805
|
+
morphoOracleConfig.baseVault !== ethers.constants.AddressZero
|
|
806
|
+
? (morphoOracleConfig.baseVaultConversion *
|
|
807
|
+
state.oracles.morphoVault[morphoOracleConfig.baseVault]
|
|
808
|
+
.totalAssets) /
|
|
809
|
+
state.oracles.morphoVault[morphoOracleConfig.baseVault].totalSupply
|
|
810
|
+
: 1n;
|
|
811
|
+
const quoteVaultPrice =
|
|
812
|
+
morphoOracleConfig.quoteVault !== ethers.constants.AddressZero
|
|
813
|
+
? (morphoOracleConfig.quoteVaultConversion *
|
|
814
|
+
state.oracles.morphoVault[morphoOracleConfig.quoteVault]
|
|
815
|
+
.totalAssets) /
|
|
816
|
+
state.oracles.morphoVault[morphoOracleConfig.quoteVault].totalSupply
|
|
817
|
+
: 1n;
|
|
818
|
+
const baseFeed1Price =
|
|
819
|
+
morphoOracleConfig.baseFeed1 !== ethers.constants.AddressZero
|
|
820
|
+
? this._readMorphoFeedChainlink(
|
|
821
|
+
config,
|
|
822
|
+
state,
|
|
823
|
+
morphoOracleConfig.baseFeed1,
|
|
824
|
+
)
|
|
825
|
+
: 1n;
|
|
826
|
+
const baseFeed2Price =
|
|
827
|
+
morphoOracleConfig.baseFeed2 !== ethers.constants.AddressZero
|
|
828
|
+
? this._readMorphoFeedChainlink(
|
|
829
|
+
config,
|
|
830
|
+
state,
|
|
831
|
+
morphoOracleConfig.baseFeed2,
|
|
832
|
+
)
|
|
833
|
+
: 1n;
|
|
834
|
+
const quoteFeed1Price =
|
|
835
|
+
morphoOracleConfig.quoteFeed1 !== ethers.constants.AddressZero
|
|
836
|
+
? this._readMorphoFeedChainlink(
|
|
837
|
+
config,
|
|
838
|
+
state,
|
|
839
|
+
morphoOracleConfig.quoteFeed1,
|
|
840
|
+
)
|
|
841
|
+
: 1n;
|
|
842
|
+
const quoteFeed2Price =
|
|
843
|
+
morphoOracleConfig.quoteFeed2 !== ethers.constants.AddressZero
|
|
844
|
+
? this._readMorphoFeedChainlink(
|
|
845
|
+
config,
|
|
846
|
+
state,
|
|
847
|
+
morphoOracleConfig.quoteFeed2,
|
|
848
|
+
)
|
|
849
|
+
: 1n;
|
|
850
|
+
price = Number.parseFloat(
|
|
851
|
+
formatUnits(
|
|
852
|
+
(morphoOracleConfig.scaleFactor *
|
|
853
|
+
baseVaultPrice *
|
|
854
|
+
baseFeed1Price *
|
|
855
|
+
baseFeed2Price) /
|
|
856
|
+
quoteVaultPrice /
|
|
857
|
+
quoteFeed1Price /
|
|
858
|
+
quoteFeed2Price,
|
|
859
|
+
36,
|
|
860
|
+
),
|
|
861
|
+
);
|
|
862
|
+
}
|
|
863
|
+
return price;
|
|
864
|
+
}
|
|
865
|
+
|
|
866
|
+
_readChainlink(
|
|
867
|
+
config: PoolConfig,
|
|
868
|
+
state: PoolState,
|
|
869
|
+
id: string,
|
|
870
|
+
isMultiplied: number,
|
|
871
|
+
price: number,
|
|
872
|
+
): { price: number; decimals: number } {
|
|
873
|
+
let decimals: number;
|
|
874
|
+
if (Object.keys(config.oracles.chainlink).includes(id))
|
|
875
|
+
decimals = config.oracles.chainlink[id].decimals;
|
|
876
|
+
else if (Object.keys(config.oracles.redstone).includes(id))
|
|
877
|
+
decimals = config.oracles.redstone[id].decimals;
|
|
878
|
+
else decimals = config.oracles.backed[id].decimals;
|
|
879
|
+
const rate = Number.parseFloat(
|
|
880
|
+
formatUnits(state.oracles.chainlink[id].answer.toString(), decimals),
|
|
881
|
+
);
|
|
882
|
+
if (isMultiplied === 1) price *= rate;
|
|
883
|
+
else price /= rate;
|
|
884
|
+
return { price, decimals };
|
|
885
|
+
}
|
|
886
|
+
|
|
887
|
+
_readMorphoFeedChainlink(
|
|
888
|
+
config: PoolConfig,
|
|
889
|
+
state: PoolState,
|
|
890
|
+
id: string,
|
|
891
|
+
): bigint {
|
|
892
|
+
const { price, decimals } = this._readChainlink(config, state, id, 1, 1);
|
|
893
|
+
return bigIntify(parseUnits(price.toString(), decimals));
|
|
894
|
+
}
|
|
895
|
+
}
|