@paraswap/dex-lib 3.7.3 → 3.7.4-stata

package/src/dex/aave-v3-stata/aave-v3-stata.ts

@@ -0,0 +1,517 @@
+import { AsyncOrSync } from 'ts-essentials';
+import {
+  Token,
+  Address,
+  ExchangePrices,
+  PoolPrices,
+  AdapterExchangeParam,
+  PoolLiquidity,
+  Logger,
+  NumberAsString,
+  DexExchangeParam,
+} from '../../types';
+import { SwapSide, Network } from '../../constants';
+import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
+import { Utils, getBigIntPow, getDexKeysWithNetwork } from '../../utils';
+import { Context, IDex } from '../../dex/idex';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import {
+  AaveV3StataData,
+  Rounding,
+  StataFunctions,
+  StataToken,
+  TokenType,
+} from './types';
+import { SimpleExchange } from '../simple-exchange';
+import { AaveV3StataConfig, Adapters } from './config';
+import { Interface } from '@ethersproject/abi';
+import { fetchTokenList } from './utils';
+import {
+  Tokens,
+  getTokenFromAddress,
+  getTokenType,
+  setTokensOnNetwork,
+} from './tokens';
+import { uint256ToBigInt } from '../../lib/decoders';
+import TokenABI from '../../abi/aavev3stata/Token.json';
+import { extractReturnAmountPosition } from '../../executor/utils';
+import { RETURN_AMOUNT_POS_32 } from '../../executor/constants';
+// import { IStaticATokenLM_ABI } from '@bgd-labs/aave-address-book';
+// slimmed down version of @bgd-labs/aave-address-book
+// required as version of web3-utils used is buggy
+//import IStaticATokenFactory_ABI from '../../abi/aave-v3-stata/StaticATokenFactory.json';
+
+export const TOKEN_LIST_CACHE_KEY = 'stata-token-list';
+const TOKEN_LIST_TTL_SECONDS = 24 * 60 * 60; // 1 day
+const RAY = BigInt(`1${'0'.repeat(27)}`);
+
+export class AaveV3Stata
+  extends SimpleExchange
+  implements IDex<AaveV3StataData>
+{
+  readonly hasConstantPriceLargeAmounts = false;
+
+  readonly isFeeOnTransferSupported = false;
+
+  public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
+    getDexKeysWithNetwork(AaveV3StataConfig);
+
+  logger: Logger;
+
+  // static readonly stata = new Interface(IStaticATokenLM_ABI);
+  static readonly stata = new Interface(TokenABI);
+
+  private state: Record<string, { blockNumber: number; rate: bigint }> = {};
+
+  constructor(
+    readonly network: Network,
+    readonly dexKey: string,
+    readonly dexHelper: IDexHelper,
+    protected config = AaveV3StataConfig[dexKey][network],
+    protected adapters = Adapters[network],
+  ) {
+    super(dexHelper, dexKey);
+    this.logger = dexHelper.getLogger(dexKey);
+  }
+
+  async initializePricing(blockNumber: number) {
+    let cachedTokenList = await this.dexHelper.cache.get(
+      this.dexKey,
+      this.network,
+      TOKEN_LIST_CACHE_KEY,
+    );
+    if (cachedTokenList !== null) {
+      const tokenListParsed = JSON.parse(cachedTokenList);
+      setTokensOnNetwork(this.network, tokenListParsed);
+
+      tokenListParsed.forEach((token: StataToken) => {
+        this.state[token.address] = {
+          blockNumber: 0,
+          rate: 0n,
+        };
+      });
+      return;
+    }
+
+    let tokenList = await fetchTokenList(
+      this.dexHelper.web3Provider,
+      blockNumber,
+      this.config.factoryAddress,
+      this.dexHelper.multiWrapper,
+    );
+
+    await this.dexHelper.cache.setex(
+      this.dexKey,
+      this.network,
+      TOKEN_LIST_CACHE_KEY,
+      TOKEN_LIST_TTL_SECONDS,
+      JSON.stringify(tokenList),
+    );
+
+    setTokensOnNetwork(this.network, tokenList);
+
+    // init state for all tokens as empty
+    tokenList.forEach(token => {
+      this.state[token.address] = {
+        blockNumber: 0,
+        rate: 0n,
+      };
+    });
+  }
+
+  // Returns the list of contract adapters (name and index)
+  // for a buy/sell. Return null if there are no adapters.
+  getAdapters(side: SwapSide): { name: string; index: number }[] | null {
+    return null;
+  }
+
+  private _getPoolIdentifier(srcToken: Token, destToken: Token): string {
+    return (
+      this.dexKey +
+      '-' +
+      [srcToken.address.toLowerCase(), destToken.address.toLowerCase()]
+        .sort((a, b) => (a > b ? 1 : -1))
+        .join('_')
+    );
+  }
+
+  // Returns list of pool identifiers that can be used
+  // for a given swap. poolIdentifiers must be unique
+  // across DEXes. It is recommended to use
+  // ${dexKey}_${poolAddress} as a poolIdentifier
+  async getPoolIdentifiers(
+    srcToken: Token,
+    destToken: Token,
+    side: SwapSide,
+    blockNumber: number,
+  ): Promise<string[]> {
+    return [this._getPoolIdentifier(srcToken, destToken)];
+  }
+
+  // Returns pool prices for amounts.
+  // If limitPools is defined only pools in limitPools
+  // should be used. If limitPools is undefined then
+  // any pools can be used.
+  async getPricesVolume(
+    srcToken: Token,
+    destToken: Token,
+    amounts: bigint[],
+    side: SwapSide,
+    blockNumber: number,
+    limitPools?: string[],
+  ): Promise<null | ExchangePrices<AaveV3StataData>> {
+    const src = getTokenType(this.network, srcToken.address);
+    const dest = getTokenType(this.network, destToken.address);
+
+    // one of the tokens must be stata
+    if (![src, dest].includes(TokenType.STATA_TOKEN) || src === dest) {
+      return null;
+    }
+
+    const isSrcStata = src === TokenType.STATA_TOKEN;
+
+    const [stataToken, otherAddressLower] = isSrcStata
+      ? [
+          getTokenFromAddress(this.network, srcToken.address),
+          destToken.address.toLowerCase(),
+        ]
+      : [
+          getTokenFromAddress(this.network, destToken.address),
+          srcToken.address.toLowerCase(),
+        ];
+
+    // the token itself can only swap from/to underlying and aToken, so
+    // - at least one must be stata
+    // - maximum one can be stata
+    // - second one must be underlying or aUnderlying
+    // on the buy side (mint, withdraw) we only support the underlying<->stata conversion, not the aUnderlying
+    if (side === SwapSide.SELL) {
+      if (
+        otherAddressLower !== stataToken.underlying.toLowerCase() &&
+        otherAddressLower !== stataToken.underlyingAToken.toLowerCase()
+      ) {
+        return null;
+      }
+    } else {
+      if (otherAddressLower !== stataToken.underlying.toLowerCase()) {
+        return null;
+      }
+    }
+
+    const stataAddressLower = stataToken.address.toLowerCase();
+
+    if (
+      !this.state[stataAddressLower]?.blockNumber ||
+      blockNumber > this.state[stataAddressLower].blockNumber
+    ) {
+      const cached = await this.dexHelper.cache.get(
+        this.dexKey,
+        this.network,
+        `state_${stataAddressLower}`,
+      );
+      if (cached) {
+        this.state[stataAddressLower] = Utils.Parse(cached);
+      } else {
+        const results = await this.dexHelper.multiWrapper.tryAggregate<bigint>(
+          true,
+          [
+            {
+              target: stataToken.address,
+              callData: AaveV3Stata.stata.encodeFunctionData('rate'),
+              decodeFunction: uint256ToBigInt,
+            },
+          ],
+          blockNumber,
+        );
+        this.state[stataAddressLower] = {
+          blockNumber,
+          rate: results[0].returnData,
+        };
+        this.dexHelper.cache.setex(
+          this.dexKey,
+          this.network,
+          `state_${stataAddressLower}`,
+          60,
+          Utils.Serialize(this.state[stataAddressLower]),
+        );
+      }
+    }
+
+    return [
+      {
+        prices: amounts.map(amount => {
+          const rate = this.state[stataAddressLower].rate;
+          if (side === SwapSide.SELL) {
+            if (isSrcStata) {
+              return this.previewRedeem(amount, rate);
+            } else {
+              return this.previewDeposit(amount, rate);
+            }
+          } else {
+            if (isSrcStata) {
+              return this.previewWithdraw(amount, rate);
+            } else {
+              return this.previewMint(amount, rate);
+            }
+          }
+        }),
+        unit: getBigIntPow(
+          (side === SwapSide.SELL ? destToken : srcToken).decimals,
+        ),
+        gasCost: 270000, // 250_000 from underlying, far less from aToken
+        exchange: this.dexKey,
+        data: {
+          srcType: src,
+          destType: dest,
+          exchange: stataToken.address,
+        },
+        poolAddresses: [stataAddressLower],
+      },
+    ];
+  }
+
+  getCalldataGasCost(
+    poolPrices: PoolPrices<AaveV3StataData>,
+  ): number | number[] {
+    return CALLDATA_GAS_COST.DEX_NO_PAYLOAD;
+  }
+
+  // Not used for V6
+  getAdapterParam(): AdapterExchangeParam {
+    return {
+      targetExchange: '0x',
+      payload: '0x',
+      networkFee: '0',
+    };
+  }
+
+  // Encode call data used by simpleSwap like routers
+  // Used for simpleSwap & simpleBuy
+  // Hint: this.buildSimpleParamWithoutWETHConversion
+  // could be useful
+  // async getSimpleParam(
+  //   srcToken: string,
+  //   destToken: string,
+  //   srcAmount: string,
+  //   destAmount: string,
+  //   data: AaveV3StataData,
+  //   side: SwapSide,
+  // ): Promise<SimpleExchangeParam> {
+  //   const { exchange, srcType, destType } = data;
+  //   let swapData;
+  //
+  //   if (side === SwapSide.SELL) {
+  //     if (srcType === TokenType.STATA_TOKEN) {
+  //       // e.g. sell srcAmount 100 srcToken stataUSDC for destToken USDC
+  //       swapData = AaveV3Stata.stata.encodeFunctionData(StataFunctions.redeem, [
+  //         srcAmount,
+  //         this.augustusAddress, // receiver
+  //         this.augustusAddress, // owner
+  //         destType === TokenType.UNDERLYING, // withdraw from aToken
+  //       ]);
+  //     } else {
+  //       // sell srcAmount 100 srcToken USDC for destToken stataUSDC
+  //       swapData = AaveV3Stata.stata.encodeFunctionData(
+  //         StataFunctions.deposit,
+  //         [
+  //           srcAmount,
+  //           this.augustusAddress, // receiver
+  //           0, // referrer (noop)
+  //           srcType === TokenType.UNDERLYING, // deposit to aave
+  //         ],
+  //       );
+  //     }
+  //   } else {
+  //     if (srcType === TokenType.STATA_TOKEN) {
+  //       // e.g. buy destAmount 100 destToken USDC for srcToken stataUSDC
+  //       swapData = AaveV3Stata.stata.encodeFunctionData(
+  //         StataFunctions.withdraw,
+  //         [
+  //           destAmount,
+  //           this.augustusAddress, // receiver
+  //           this.augustusAddress, // owner
+  //         ],
+  //       );
+  //     } else {
+  //       // e.g. buy destAmount 100 destToken stataUSDC for srcToken USDC
+  //       swapData = AaveV3Stata.stata.encodeFunctionData(StataFunctions.mint, [
+  //         destAmount,
+  //         this.augustusAddress,
+  //       ]);
+  //     }
+  //   }
+  //
+  //   return this.buildSimpleParamWithoutWETHConversion(
+  //     srcToken,
+  //     srcAmount,
+  //     destToken,
+  //     destAmount,
+  //     swapData,
+  //     exchange,
+  //   );
+  // }
+
+  getDexParam(
+    srcToken: Address,
+    destToken: Address,
+    srcAmount: NumberAsString,
+    destAmount: NumberAsString,
+    recipient: Address,
+    data: AaveV3StataData,
+    side: SwapSide,
+    _: Context,
+    executorAddress: Address,
+  ): DexExchangeParam {
+    const { exchange, srcType, destType } = data;
+    let swapData;
+    let returnAmountPos = undefined;
+
+    if (side === SwapSide.SELL) {
+      if (srcType === TokenType.STATA_TOKEN) {
+        // e.g. sell srcAmount 100 srcToken stataUSDC for destToken USDC
+        swapData = AaveV3Stata.stata.encodeFunctionData(StataFunctions.redeem, [
+          srcAmount,
+          recipient, // receiver
+          executorAddress, // owner
+          destType === TokenType.UNDERLYING, // withdraw from aToken
+        ]);
+
+        returnAmountPos = RETURN_AMOUNT_POS_32;
+      } else {
+        // sell srcAmount 100 srcToken USDC for destToken stataUSDC
+        swapData = AaveV3Stata.stata.encodeFunctionData(
+          StataFunctions.deposit,
+          [
+            srcAmount,
+            recipient, // receiver
+            0, // referrer (noop)
+            srcType === TokenType.UNDERLYING, // deposit to aave
+          ],
+        );
+        returnAmountPos = extractReturnAmountPosition(
+          AaveV3Stata.stata,
+          StataFunctions.deposit,
+        );
+      }
+    } else {
+      if (srcType === TokenType.STATA_TOKEN) {
+        // e.g. buy destAmount 100 destToken USDC for srcToken stataUSDC
+        swapData = AaveV3Stata.stata.encodeFunctionData(
+          StataFunctions.withdraw,
+          [
+            destAmount,
+            recipient, // receiver
+            executorAddress, // owner
+          ],
+        );
+      } else {
+        // e.g. buy destAmount 100 destToken stataUSDC for srcToken USDC
+        swapData = AaveV3Stata.stata.encodeFunctionData(StataFunctions.mint, [
+          destAmount,
+          recipient,
+        ]);
+      }
+    }
+
+    return {
+      needWrapNative: this.needWrapNative,
+      dexFuncHasRecipient: true,
+      exchangeData: swapData,
+      targetExchange: exchange,
+      returnAmountPos,
+    };
+  }
+
+  async updatePoolState(): Promise<void> {}
+
+  async getTopPoolsForToken(
+    tokenAddress: Address,
+    limit: number,
+  ): Promise<PoolLiquidity[]> {
+    if (Object.keys(Tokens).length === 0) {
+      const blockNumber =
+        await this.dexHelper.web3Provider.eth.getBlockNumber();
+      this.initializePricing(blockNumber);
+    }
+    const tokenType = getTokenType(this.network, tokenAddress);
+
+    if (tokenType === TokenType.UNKNOWN) {
+      return [];
+    }
+
+    const stata = getTokenFromAddress(this.network, tokenAddress);
+
+    if (tokenType === TokenType.STATA_TOKEN) {
+      return [
+        {
+          liquidityUSD: 1e12,
+          exchange: this.dexKey,
+          address: stata.address,
+          connectorTokens: [
+            { address: stata.underlying, decimals: stata.decimals },
+            { address: stata.underlyingAToken, decimals: stata.decimals },
+          ],
+        },
+      ];
+    } else {
+      return [
+        {
+          liquidityUSD: 1e12,
+          exchange: this.dexKey,
+          address: stata.address,
+          connectorTokens: [
+            { address: stata.address, decimals: stata.decimals },
+          ],
+        },
+      ];
+    }
+  }
+
+  // TODO: Move to pool implementation when migrating to event based
+  previewRedeem(shares: bigint, rate: bigint) {
+    return this._convertToAssets(shares, rate, Rounding.DOWN);
+  }
+
+  previewMint(shares: bigint, rate: bigint) {
+    return this._convertToAssets(shares, rate, Rounding.UP);
+  }
+
+  previewWithdraw(assets: bigint, rate: bigint) {
+    return this._convertToShares(assets, rate, Rounding.UP);
+  }
+
+  previewDeposit(assets: bigint, rate: bigint) {
+    return this._convertToShares(assets, rate, Rounding.DOWN);
+  }
+
+  _convertToAssets(shares: bigint, rate: bigint, rounding: Rounding): bigint {
+    if (rounding == Rounding.UP) return this.rayMulRoundUp(shares, rate);
+    return this.rayMulRoundDown(shares, rate);
+  }
+  _convertToShares(assets: bigint, rate: bigint, rounding: Rounding): bigint {
+    if (rounding == Rounding.UP) return this.rayDivRoundUp(assets, rate);
+    return this.rayDivRoundDown(assets, rate);
+  }
+
+  rayMulRoundDown(a: bigint, b: bigint): bigint {
+    if (a === 0n || b === 0n) {
+      return 0n;
+    }
+    return (a * b) / RAY;
+  }
+
+  rayMulRoundUp(a: bigint, b: bigint) {
+    if (a === 0n || b === 0n) {
+      return 0n;
+    }
+    return (a * b + RAY - 1n) / RAY;
+  }
+
+  rayDivRoundDown(a: bigint, b: bigint) {
+    return (a * RAY) / b;
+  }
+
+  rayDivRoundUp(a: bigint, b: bigint) {
+    return (a * RAY + b - 1n) / b;
+  }
+}

package/src/dex/aave-v3-stata/config.ts

@@ -0,0 +1,61 @@
+import { DexParams } from './types';
+import { DexConfigMap, AdapterMappings } from '../../types';
+import { Network, SwapSide } from '../../constants';
+import {
+  AaveV3Arbitrum,
+  AaveV3Avalanche,
+  AaveV3BNB,
+  AaveV3Base,
+  AaveV3Ethereum,
+  // AaveV3Gnosis,
+  // AaveV3Metis,
+  AaveV3Optimism,
+  AaveV3Polygon,
+  // AaveV3Scroll,
+} from '@bgd-labs/aave-address-book';
+
+export const AaveV3StataConfig: DexConfigMap<DexParams> = {
+  AaveV3Stata: {
+    [Network.MAINNET]: {
+      factoryAddress: AaveV3Ethereum.STATIC_A_TOKEN_FACTORY,
+    },
+    [Network.POLYGON]: {
+      factoryAddress: AaveV3Polygon.STATIC_A_TOKEN_FACTORY,
+    },
+    [Network.AVALANCHE]: {
+      factoryAddress: AaveV3Avalanche.STATIC_A_TOKEN_FACTORY,
+    },
+    [Network.ARBITRUM]: {
+      factoryAddress: AaveV3Arbitrum.STATIC_A_TOKEN_FACTORY,
+    },
+    [Network.OPTIMISM]: {
+      factoryAddress: AaveV3Optimism.STATIC_A_TOKEN_FACTORY,
+    },
+    [Network.BASE]: {
+      factoryAddress: AaveV3Base.STATIC_A_TOKEN_FACTORY,
+    },
+    [Network.BSC]: {
+      factoryAddress: AaveV3BNB.STATIC_A_TOKEN_FACTORY,
+    },
+    // [Network.Gnosis]: {
+    //   factoryAddress: AaveV3Gnosis.STATIC_A_TOKEN_FACTORY,
+    // },
+    // [Network.Scroll]: {
+    //   factoryAddress: AaveV3Scroll.STATIC_A_TOKEN_FACTORY,
+    // },
+    // [Network.Metis]: {
+    //   factoryAddress: AaveV3Metis.STATIC_A_TOKEN_FACTORY,
+    // },
+  },
+};
+
+export const Adapters: Record<number, AdapterMappings> = {
+  // TODO: add adapters for each chain for V5 support
+  [Network.MAINNET]: { [SwapSide.SELL]: [{ name: '', index: 0 }] },
+  [Network.POLYGON]: { [SwapSide.SELL]: [{ name: '', index: 0 }] },
+  [Network.AVALANCHE]: { [SwapSide.SELL]: [{ name: '', index: 0 }] },
+  [Network.ARBITRUM]: { [SwapSide.SELL]: [{ name: '', index: 0 }] },
+  [Network.OPTIMISM]: { [SwapSide.SELL]: [{ name: '', index: 0 }] },
+  [Network.BASE]: { [SwapSide.SELL]: [{ name: '', index: 0 }] },
+  [Network.BSC]: { [SwapSide.SELL]: [{ name: '', index: 0 }] },
+};

package/src/dex/aave-v3-stata/tokens.ts

@@ -0,0 +1,48 @@
+import { Network } from '../../constants';
+import { StataToken, TokenType } from './types';
+
+export const Tokens: { [network: number]: { [symbol: string]: StataToken } } =
+  {};
+
+const TokensByAddress: {
+  [network: number]: { [address: string]: StataToken };
+} = {};
+
+export function setTokensOnNetwork(network: Network, tokens: StataToken[]) {
+  if (Tokens[network] === undefined) {
+    Tokens[network] = {};
+  }
+
+  if (TokensByAddress[network] === undefined) {
+    TokensByAddress[network] = {};
+  }
+
+  for (let token of tokens) {
+    token.address = token.address.toLowerCase();
+    token.underlying = token.underlying.toLowerCase();
+    token.underlyingAToken = token.underlyingAToken.toLowerCase();
+
+    Tokens[network][token.stataSymbol] = token;
+    TokensByAddress[network][token.address] = token;
+    TokensByAddress[network][token.underlying] = token;
+    TokensByAddress[network][token.underlyingAToken] = token;
+  }
+}
+
+export function getTokenType(network: Network, address: string): TokenType {
+  const addressLower = address.toLowerCase();
+  const token = TokensByAddress[network]?.[addressLower];
+
+  if (!token) return TokenType.UNKNOWN;
+  if (token.address === addressLower) return TokenType.STATA_TOKEN;
+  if (token.underlying === addressLower) return TokenType.UNDERLYING;
+  if (token.underlyingAToken === addressLower) return TokenType.A_TOKEN;
+  return TokenType.UNKNOWN;
+}
+
+export function getTokenFromAddress(
+  network: Network,
+  address: string,
+): StataToken {
+  return TokensByAddress[network]?.[address.toLowerCase()];
+}

package/src/dex/aave-v3-stata/types.ts

@@ -0,0 +1,69 @@
+import { Address } from '../../types';
+
+export type PoolState = {
+  // TODO: poolState is the state of event
+  // subscriber. This should be the minimum
+  // set of parameters required to compute
+  // pool prices. Complete me!
+};
+
+export enum TokenType {
+  UNDERLYING,
+  A_TOKEN,
+  STATA_TOKEN,
+  UNKNOWN,
+}
+
+export type AaveV3StataData = {
+  // TODO: AaveV3StataData is the dex data that is
+  // returned by the API that can be used for
+  // tx building. The data structure should be minimal.
+  // Complete me!
+  exchange: Address;
+  srcType: TokenType;
+  destType: TokenType;
+};
+
+export type DexParams = {
+  factoryAddress: string;
+};
+
+export type StataToken = {
+  address: string;
+  underlying: string;
+  underlyingAToken: string;
+  stataSymbol: string;
+  decimals: number;
+};
+
+export type DepositParams = [
+  // amount of assets to deposit
+  assets: string,
+  receiver: string,
+  referralCode: number,
+  // true if depositing the underlying, false if depositing the aToken
+  depositToAave: boolean,
+];
+
+export type RedeemParams = [
+  // amount of shares to redeem
+  shares: string,
+  receiver: string,
+  owner: string,
+  // true if redeeming the underlying, false if redeeming the aToken
+  withdrawFromAave: string,
+];
+
+export type Param = DepositParams | RedeemParams;
+
+export enum StataFunctions {
+  deposit = 'deposit(uint256,address,uint16,bool)',
+  redeem = 'redeem(uint256,address,address,bool)',
+  mint = 'mint',
+  withdraw = 'withdraw',
+}
+
+export enum Rounding {
+  UP = 'UP',
+  DOWN = 'DOWN',
+}