@paraswap/dex-lib 3.8.1 → 3.8.2

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (195) hide show
  1. package/.idea/aws.xml +17 -0
  2. package/.idea/codeStyles/Project.xml +19 -0
  3. package/.idea/codeStyles/codeStyleConfig.xml +5 -0
  4. package/.idea/misc.xml +6 -0
  5. package/.idea/modules.xml +8 -0
  6. package/.idea/paraswap-dex-lib.iml +9 -0
  7. package/.idea/prettier.xml +7 -0
  8. package/.idea/vcs.xml +6 -0
  9. package/build/dex/paraswap-limit-orders/paraswap-limit-orders.js +3 -0
  10. package/build/dex/paraswap-limit-orders/paraswap-limit-orders.js.map +1 -1
  11. package/package.json +1 -1
  12. package/src/dex/paraswap-limit-orders/paraswap-limit-orders-e2e.test.ts +152 -68
  13. package/src/dex/paraswap-limit-orders/paraswap-limit-orders.ts +3 -0
  14. package/tests/constants-e2e.ts +1 -1
  15. package/.vscode/launch.json +0 -53
  16. package/.vscode/settings.json +0 -2
  17. package/.vscode/tasks.json +0 -15
  18. package/build/abi/AaveV1_lending_pool.json +0 -27
  19. package/build/abi/platypus/asset.json +0 -490
  20. package/build/abi/platypus/avax-pool.json +0 -820
  21. package/build/abi/platypus/oracle.json +0 -119
  22. package/build/abi/platypus/pool.json +0 -677
  23. package/build/abi/smardex/all/smardex-router.json +0 -648
  24. package/build/abi/smardex/layer-1/smardex-factory.json +0 -242
  25. package/build/abi/smardex/layer-1/smardex-pool.json +0 -506
  26. package/build/abi/smardex/layer-2/smardex-factory.json +0 -185
  27. package/build/abi/smardex/layer-2/smardex-pool.json +0 -578
  28. package/build/abi/swaap-v1/pool.json +0 -1346
  29. package/build/abi/uniswap-v3/AlienBaseV3Router.abi.json +0 -52
  30. package/build/abi/wombat/pool.json +0 -1289
  31. package/build/dex/aave-v1/aave-v1.d.ts +0 -34
  32. package/build/dex/aave-v1/aave-v1.js +0 -181
  33. package/build/dex/aave-v1/aave-v1.js.map +0 -1
  34. package/build/dex/aave-v1/config.d.ts +0 -11
  35. package/build/dex/aave-v1/config.js +0 -20
  36. package/build/dex/aave-v1/config.js.map +0 -1
  37. package/build/dex/aave-v1/tokens-mainnet.json +0 -134
  38. package/build/dex/aave-v1/tokens.d.ts +0 -3
  39. package/build/dex/aave-v1/tokens.js +0 -50
  40. package/build/dex/aave-v1/tokens.js.map +0 -1
  41. package/build/dex/aave-v1/types.d.ts +0 -12
  42. package/build/dex/aave-v1/types.js +0 -3
  43. package/build/dex/aave-v1/types.js.map +0 -1
  44. package/build/dex/aave-v2/tokens-avalanche.json +0 -44
  45. package/build/dex/aave-v2/tokens-mainnet.json +0 -188
  46. package/build/dex/aave-v2/tokens-polygon.json +0 -44
  47. package/build/dex/bProtocol.d.ts +0 -18
  48. package/build/dex/bProtocol.js +0 -39
  49. package/build/dex/bProtocol.js.map +0 -1
  50. package/build/dex/bancor.d.ts +0 -26
  51. package/build/dex/bancor.js +0 -58
  52. package/build/dex/bancor.js.map +0 -1
  53. package/build/dex/compound.d.ts +0 -18
  54. package/build/dex/compound.js +0 -46
  55. package/build/dex/compound.js.map +0 -1
  56. package/build/dex/curve-v2.d.ts +0 -58
  57. package/build/dex/curve-v2.js +0 -180
  58. package/build/dex/curve-v2.js.map +0 -1
  59. package/build/dex/dodo-v1.d.ts +0 -33
  60. package/build/dex/dodo-v1.js +0 -63
  61. package/build/dex/dodo-v1.js.map +0 -1
  62. package/build/dex/lido.d.ts +0 -19
  63. package/build/dex/lido.js +0 -42
  64. package/build/dex/lido.js.map +0 -1
  65. package/build/dex/maker-psm/scripts/gem.abi.json +0 -136
  66. package/build/dex/maker-psm/scripts/validate-state.d.ts +0 -0
  67. package/build/dex/maker-psm/scripts/validate-state.js +0 -185
  68. package/build/dex/maker-psm/scripts/validate-state.js.map +0 -1
  69. package/build/dex/maker-psm/scripts/vat.abi.json +0 -243
  70. package/build/dex/onebit.d.ts +0 -25
  71. package/build/dex/onebit.js +0 -42
  72. package/build/dex/onebit.js.map +0 -1
  73. package/build/dex/platypus/asset.d.ts +0 -14
  74. package/build/dex/platypus/asset.js +0 -97
  75. package/build/dex/platypus/asset.js.map +0 -1
  76. package/build/dex/platypus/config.d.ts +0 -11
  77. package/build/dex/platypus/config.js +0 -69
  78. package/build/dex/platypus/config.js.map +0 -1
  79. package/build/dex/platypus/platypus.d.ts +0 -63
  80. package/build/dex/platypus/platypus.js +0 -487
  81. package/build/dex/platypus/platypus.js.map +0 -1
  82. package/build/dex/platypus/pool-avax.d.ts +0 -8
  83. package/build/dex/platypus/pool-avax.js +0 -54
  84. package/build/dex/platypus/pool-avax.js.map +0 -1
  85. package/build/dex/platypus/pool-base.d.ts +0 -19
  86. package/build/dex/platypus/pool-base.js +0 -86
  87. package/build/dex/platypus/pool-base.js.map +0 -1
  88. package/build/dex/platypus/pool-pure.d.ts +0 -8
  89. package/build/dex/platypus/pool-pure.js +0 -37
  90. package/build/dex/platypus/pool-pure.js.map +0 -1
  91. package/build/dex/platypus/pool-subscriber.d.ts +0 -14
  92. package/build/dex/platypus/pool-subscriber.js +0 -167
  93. package/build/dex/platypus/pool-subscriber.js.map +0 -1
  94. package/build/dex/platypus/pool.d.ts +0 -8
  95. package/build/dex/platypus/pool.js +0 -58
  96. package/build/dex/platypus/pool.js.map +0 -1
  97. package/build/dex/platypus/types.d.ts +0 -92
  98. package/build/dex/platypus/types.js +0 -10
  99. package/build/dex/platypus/types.js.map +0 -1
  100. package/build/dex/quickswap/spiritswap-v3.d.ts +0 -6
  101. package/build/dex/quickswap/spiritswap-v3.js +0 -19
  102. package/build/dex/quickswap/spiritswap-v3.js.map +0 -1
  103. package/build/dex/smardex/config.d.ts +0 -4
  104. package/build/dex/smardex/config.js +0 -64
  105. package/build/dex/smardex/config.js.map +0 -1
  106. package/build/dex/smardex/constants.d.ts +0 -18
  107. package/build/dex/smardex/constants.js +0 -33
  108. package/build/dex/smardex/constants.js.map +0 -1
  109. package/build/dex/smardex/sdk/constants.d.ts +0 -6
  110. package/build/dex/smardex/sdk/constants.js +0 -13
  111. package/build/dex/smardex/sdk/constants.js.map +0 -1
  112. package/build/dex/smardex/sdk/core.d.ts +0 -113
  113. package/build/dex/smardex/sdk/core.js +0 -499
  114. package/build/dex/smardex/sdk/core.js.map +0 -1
  115. package/build/dex/smardex/sdk/errors.d.ts +0 -15
  116. package/build/dex/smardex/sdk/errors.js +0 -22
  117. package/build/dex/smardex/sdk/errors.js.map +0 -1
  118. package/build/dex/smardex/sdk/types.d.ts +0 -62
  119. package/build/dex/smardex/sdk/types.js +0 -3
  120. package/build/dex/smardex/sdk/types.js.map +0 -1
  121. package/build/dex/smardex/sdk/utils.d.ts +0 -44
  122. package/build/dex/smardex/sdk/utils.js +0 -133
  123. package/build/dex/smardex/sdk/utils.js.map +0 -1
  124. package/build/dex/smardex/smardex-event-pool.d.ts +0 -28
  125. package/build/dex/smardex/smardex-event-pool.js +0 -119
  126. package/build/dex/smardex/smardex-event-pool.js.map +0 -1
  127. package/build/dex/smardex/smardex.d.ts +0 -65
  128. package/build/dex/smardex/smardex.js +0 -519
  129. package/build/dex/smardex/smardex.js.map +0 -1
  130. package/build/dex/smardex/types.d.ts +0 -55
  131. package/build/dex/smardex/types.js +0 -3
  132. package/build/dex/smardex/types.js.map +0 -1
  133. package/build/dex/smoothy.d.ts +0 -26
  134. package/build/dex/smoothy.js +0 -48
  135. package/build/dex/smoothy.js.map +0 -1
  136. package/build/dex/solidly/forks-override/cone.d.ts +0 -22
  137. package/build/dex/solidly/forks-override/cone.js +0 -53
  138. package/build/dex/solidly/forks-override/cone.js.map +0 -1
  139. package/build/dex/solidly/forks-override/solisnek.d.ts +0 -8
  140. package/build/dex/solidly/forks-override/solisnek.js +0 -15
  141. package/build/dex/solidly/forks-override/solisnek.js.map +0 -1
  142. package/build/dex/solidly-v3/scripts/check-event-pool-event.d.ts +0 -1
  143. package/build/dex/solidly-v3/scripts/check-event-pool-event.js +0 -53
  144. package/build/dex/solidly-v3/scripts/check-event-pool-event.js.map +0 -1
  145. package/build/dex/stable-pool.d.ts +0 -28
  146. package/build/dex/stable-pool.js +0 -55
  147. package/build/dex/stable-pool.js.map +0 -1
  148. package/build/dex/swaap-v1/config.d.ts +0 -17
  149. package/build/dex/swaap-v1/config.js +0 -56
  150. package/build/dex/swaap-v1/config.js.map +0 -1
  151. package/build/dex/swaap-v1/constants.d.ts +0 -6
  152. package/build/dex/swaap-v1/constants.js +0 -17
  153. package/build/dex/swaap-v1/constants.js.map +0 -1
  154. package/build/dex/swaap-v1/libraries/ChainlinkUtils.d.ts +0 -25
  155. package/build/dex/swaap-v1/libraries/ChainlinkUtils.js +0 -62
  156. package/build/dex/swaap-v1/libraries/ChainlinkUtils.js.map +0 -1
  157. package/build/dex/swaap-v1/libraries/Const.d.ts +0 -18
  158. package/build/dex/swaap-v1/libraries/Const.js +0 -26
  159. package/build/dex/swaap-v1/libraries/Const.js.map +0 -1
  160. package/build/dex/swaap-v1/libraries/GeometricBrownianMotion.d.ts +0 -77
  161. package/build/dex/swaap-v1/libraries/GeometricBrownianMotion.js +0 -316
  162. package/build/dex/swaap-v1/libraries/GeometricBrownianMotion.js.map +0 -1
  163. package/build/dex/swaap-v1/libraries/LogExpMath.d.ts +0 -75
  164. package/build/dex/swaap-v1/libraries/LogExpMath.js +0 -418
  165. package/build/dex/swaap-v1/libraries/LogExpMath.js.map +0 -1
  166. package/build/dex/swaap-v1/libraries/MathMMM.d.ts +0 -185
  167. package/build/dex/swaap-v1/libraries/MathMMM.js +0 -453
  168. package/build/dex/swaap-v1/libraries/MathMMM.js.map +0 -1
  169. package/build/dex/swaap-v1/libraries/Num.d.ts +0 -31
  170. package/build/dex/swaap-v1/libraries/Num.js +0 -167
  171. package/build/dex/swaap-v1/libraries/Num.js.map +0 -1
  172. package/build/dex/swaap-v1/libraries/PoolQuotations.d.ts +0 -23
  173. package/build/dex/swaap-v1/libraries/PoolQuotations.js +0 -131
  174. package/build/dex/swaap-v1/libraries/PoolQuotations.js.map +0 -1
  175. package/build/dex/swaap-v1/libraries/Struct.d.ts +0 -56
  176. package/build/dex/swaap-v1/libraries/Struct.js +0 -3
  177. package/build/dex/swaap-v1/libraries/Struct.js.map +0 -1
  178. package/build/dex/swaap-v1/swaap-v1-pool.d.ts +0 -45
  179. package/build/dex/swaap-v1/swaap-v1-pool.js +0 -656
  180. package/build/dex/swaap-v1/swaap-v1-pool.js.map +0 -1
  181. package/build/dex/swaap-v1/swaap-v1.d.ts +0 -62
  182. package/build/dex/swaap-v1/swaap-v1.js +0 -383
  183. package/build/dex/swaap-v1/swaap-v1.js.map +0 -1
  184. package/build/dex/swaap-v1/types.d.ts +0 -106
  185. package/build/dex/swaap-v1/types.js +0 -9
  186. package/build/dex/swaap-v1/types.js.map +0 -1
  187. package/build/dex/trader-joe-v2.1.d.ts +0 -43
  188. package/build/dex/trader-joe-v2.1.js +0 -79
  189. package/build/dex/trader-joe-v2.1.js.map +0 -1
  190. package/build/dex/uniswap-v3/forks/alien-base-v3/alien-base-v3.d.ts +0 -17
  191. package/build/dex/uniswap-v3/forks/alien-base-v3/alien-base-v3.js +0 -64
  192. package/build/dex/uniswap-v3/forks/alien-base-v3/alien-base-v3.js.map +0 -1
  193. package/build/dex/uniswap-v3/forks/alien-v3/alien-v3.d.ts +0 -17
  194. package/build/dex/uniswap-v3/forks/alien-v3/alien-v3.js +0 -79
  195. package/build/dex/uniswap-v3/forks/alien-v3/alien-v3.js.map +0 -1
@@ -1,656 +0,0 @@
1
- "use strict";
2
- var __importDefault = (this && this.__importDefault) || function (mod) {
3
- return (mod && mod.__esModule) ? mod : { "default": mod };
4
- };
5
- Object.defineProperty(exports, "__esModule", { value: true });
6
- exports.SwaapV1Pool = void 0;
7
- const stateful_event_subscriber_1 = require("../../stateful-event-subscriber");
8
- const pool_json_1 = __importDefault(require("../../abi/swaap-v1/pool.json"));
9
- const chainlink_json_1 = __importDefault(require("../../abi/chainlink.json"));
10
- const erc20_json_1 = __importDefault(require("../../abi/erc20.json"));
11
- const abi_1 = require("@ethersproject/abi");
12
- const bytes_1 = require("@ethersproject/bytes");
13
- class SwaapV1Pool extends stateful_event_subscriber_1.StatefulEventSubscriber {
14
- constructor(dexKey, network, pool, dexHelper) {
15
- super(dexKey, pool.id, dexHelper, dexHelper.getLogger(`${dexKey}-${network}-${pool.id}`));
16
- this.pool = pool;
17
- this.dexHelper = dexHelper;
18
- this.id = pool.id;
19
- this.tokens = pool.tokens.map(t => t.address);
20
- this.addressesSubscribed = [pool.id];
21
- this.oracleTokenMap = pool.tokens.reduce((acc, t) => {
22
- this.addressesSubscribed.push(t.oracleInitialState.aggregator.toLowerCase());
23
- return {
24
- ...acc,
25
- [t.oracleInitialState.aggregator.toLowerCase()]: t.address,
26
- };
27
- }, {});
28
- }
29
- // Function which transforms the given state for the given log event.
30
- // If the provided log does not affect the state, return null.
31
- async processLog(state, log, blockHeader) {
32
- try {
33
- const tokenAddress = this.oracleTokenMap[log.address.toLowerCase()];
34
- if (tokenAddress) {
35
- // log comes from a subscribed oracle
36
- if (log.topics[0] != SwaapV1Pool.ANSWER_UPDATED_TOPIC)
37
- return null;
38
- const decoded = SwaapV1Pool.proxyInterface.decodeEventLog('AnswerUpdated', log.data, log.topics);
39
- const latestRoundId = Number(decoded.roundId.toString());
40
- const latestRoundData = {
41
- answer: BigInt(decoded.current.toString()),
42
- timestamp: BigInt(decoded.updatedAt.toString()),
43
- };
44
- let previousRoundId = state.oracles[tokenAddress].latestRoundId;
45
- if (previousRoundId == latestRoundId) {
46
- return null;
47
- }
48
- let updatedHistoricalState = {
49
- ...state.oracles[tokenAddress].historicalOracleState,
50
- };
51
- const roundLookbackWindow = (state.parameters.priceStatisticsLookbackInRound - 1) *
52
- state.parameters.priceStatisticsLookbackStepInRound;
53
- // Case where roundIds are skipped
54
- while (latestRoundId > previousRoundId + 1) {
55
- delete updatedHistoricalState[previousRoundId - roundLookbackWindow];
56
- updatedHistoricalState[++previousRoundId] = {
57
- answer: 0n,
58
- timestamp: 0n,
59
- };
60
- }
61
- delete updatedHistoricalState[previousRoundId - roundLookbackWindow];
62
- updatedHistoricalState[latestRoundId] = latestRoundData;
63
- return {
64
- ...state,
65
- oracles: {
66
- ...state.oracles,
67
- [tokenAddress]: {
68
- ...state.oracles[tokenAddress],
69
- latestRoundId: latestRoundId,
70
- historicalOracleState: updatedHistoricalState,
71
- },
72
- },
73
- };
74
- }
75
- else if (this.pool.id === log.address.toLowerCase()) {
76
- // log comes from the Pool
77
- // Check if the event is anonymous or not
78
- let isAnonymousEvent = true;
79
- const nameOrSignatureOrTopic = log.topics[0];
80
- if ((0, bytes_1.isHexString)(nameOrSignatureOrTopic)) {
81
- const topichash = nameOrSignatureOrTopic.toLowerCase();
82
- for (const name of Object.keys(SwaapV1Pool.poolInterface.events)) {
83
- if (topichash === SwaapV1Pool.poolInterface.getEventTopic(name)) {
84
- isAnonymousEvent = false;
85
- break;
86
- }
87
- }
88
- }
89
- if (isAnonymousEvent) {
90
- // anonymous events
91
- const topic0 = log.topics[0];
92
- switch (topic0) {
93
- // setSwapFee
94
- case SwaapV1Pool.SWAP_FEE_TOPIC: {
95
- const value = BigInt(SwaapV1Pool.getValueFromAnonymousEvent(log));
96
- return {
97
- ...state,
98
- parameters: {
99
- ...state.parameters,
100
- swapFee: value,
101
- },
102
- };
103
- }
104
- // setPriceStatisticsLookbackInRound
105
- case SwaapV1Pool.LB_IN_ROUND_TOPIC: {
106
- const value = Number(SwaapV1Pool.getValueFromAnonymousEvent(log));
107
- const oldRoundLookbackWindow = (state.parameters.priceStatisticsLookbackInRound - 1) *
108
- state.parameters.priceStatisticsLookbackStepInRound;
109
- const newRoundLookbackWindow = (value - 1) *
110
- state.parameters.priceStatisticsLookbackStepInRound;
111
- const tokens = Object.keys(state.oracles);
112
- if (value > state.parameters.priceStatisticsLookbackInRound) {
113
- const multiCallInputs = tokens
114
- .map((token) => {
115
- return [
116
- {
117
- target: state.oracles[token].oraclesBindState.proxy,
118
- callData: SwaapV1Pool.proxyInterface.encodeFunctionData('latestRound'),
119
- },
120
- ];
121
- })
122
- .flat();
123
- const multicallOutputs = (await this.dexHelper.multiContract.methods
124
- .aggregate(multiCallInputs)
125
- .call({}, blockHeader.number)).returnData;
126
- let i = 0;
127
- const latestRoundIdsBN = tokens.reduce((acc, token) => {
128
- return {
129
- ...acc,
130
- [token]: BigInt(SwaapV1Pool.proxyInterface
131
- .decodeFunctionResult('latestRound', multicallOutputs[i++])[0]
132
- .toString()),
133
- };
134
- }, {});
135
- const missingHistoricalData = await this.getHistoricalRoundsData(tokens, newRoundLookbackWindow, latestRoundIdsBN, state.oracles, blockHeader.number);
136
- const updatedOraclesData = tokens.reduce((acc, token) => {
137
- return {
138
- ...acc,
139
- [token]: {
140
- oraclesBindState: {
141
- ...state.oracles[token].oraclesBindState,
142
- },
143
- latestRoundId: state.oracles[token].latestRoundId,
144
- historicalOracleState: missingHistoricalData[token],
145
- },
146
- };
147
- }, {});
148
- return {
149
- ...state,
150
- parameters: {
151
- ...state.parameters,
152
- priceStatisticsLookbackInRound: value,
153
- },
154
- oracles: { ...updatedOraclesData },
155
- };
156
- }
157
- else if (value < state.parameters.priceStatisticsLookbackInRound) {
158
- const updatedOraclesData = tokens.reduce((acc, token) => {
159
- let historicalData = {
160
- ...state.oracles[token].historicalOracleState,
161
- };
162
- let roundId = state.oracles[token].latestRoundId - oldRoundLookbackWindow;
163
- const endRoundId = state.oracles[token].latestRoundId - newRoundLookbackWindow;
164
- while (roundId < endRoundId) {
165
- delete historicalData[roundId++];
166
- }
167
- return {
168
- ...acc,
169
- [token]: {
170
- oraclesBindState: {
171
- ...state.oracles[token].oraclesBindState,
172
- },
173
- latestRoundId: state.oracles[token].latestRoundId,
174
- historicalOracleState: historicalData,
175
- },
176
- };
177
- }, {});
178
- return {
179
- ...state,
180
- parameters: {
181
- ...state.parameters,
182
- priceStatisticsLookbackInRound: value,
183
- },
184
- oracles: updatedOraclesData,
185
- };
186
- }
187
- return null;
188
- }
189
- // setPriceStatisticsLookbackStepInRound
190
- case SwaapV1Pool.LB_STEP_IN_ROUND_TOPIC: {
191
- const value = Number(SwaapV1Pool.getValueFromAnonymousEvent(log));
192
- const oldRoundLookbackWindow = (state.parameters.priceStatisticsLookbackInRound - 1) *
193
- state.parameters.priceStatisticsLookbackStepInRound;
194
- const newRoundLookbackWindow = (state.parameters.priceStatisticsLookbackInRound - 1) * value;
195
- const tokens = Object.keys(state.oracles);
196
- if (value > state.parameters.priceStatisticsLookbackStepInRound) {
197
- const multiCallInputs = tokens
198
- .map((token) => {
199
- return [
200
- {
201
- target: state.oracles[token].oraclesBindState.proxy,
202
- callData: SwaapV1Pool.proxyInterface.encodeFunctionData('latestRound'),
203
- },
204
- ];
205
- })
206
- .flat();
207
- const multicallOutputs = (await this.dexHelper.multiContract.methods
208
- .aggregate(multiCallInputs)
209
- .call({}, blockHeader.number)).returnData;
210
- let i = 0;
211
- const latestRoundIdsBN = tokens.reduce((acc, token) => {
212
- return {
213
- ...acc,
214
- [token]: BigInt(SwaapV1Pool.proxyInterface
215
- .decodeFunctionResult('latestRound', multicallOutputs[i++])[0]
216
- .toString()),
217
- };
218
- }, {});
219
- const missingHistoricalData = await this.getHistoricalRoundsData(tokens, newRoundLookbackWindow, latestRoundIdsBN, state.oracles, blockHeader.number);
220
- const updatedOraclesData = tokens.reduce((acc, token) => {
221
- return {
222
- ...acc,
223
- [token]: {
224
- oraclesBindState: {
225
- ...state.oracles[token].oraclesBindState,
226
- },
227
- latestRoundId: state.oracles[token].latestRoundId,
228
- historicalOracleState: missingHistoricalData[token],
229
- },
230
- };
231
- }, {});
232
- return {
233
- ...state,
234
- parameters: {
235
- ...state.parameters,
236
- priceStatisticsLookbackStepInRound: value,
237
- },
238
- oracles: { ...updatedOraclesData },
239
- };
240
- }
241
- else if (value < state.parameters.priceStatisticsLookbackStepInRound) {
242
- const updatedOraclesData = tokens.reduce((acc, token) => {
243
- let historicalData = {
244
- ...state.oracles[token].historicalOracleState,
245
- };
246
- let roundId = state.oracles[token].latestRoundId - oldRoundLookbackWindow;
247
- const endRoundId = state.oracles[token].latestRoundId - newRoundLookbackWindow;
248
- while (roundId < endRoundId) {
249
- delete historicalData[roundId++];
250
- }
251
- return {
252
- ...acc,
253
- [token]: {
254
- oraclesBindState: {
255
- ...state.oracles[token].oraclesBindState,
256
- },
257
- latestRoundId: state.oracles[token].latestRoundId,
258
- historicalOracleState: historicalData,
259
- },
260
- };
261
- }, {});
262
- return {
263
- ...state,
264
- parameters: {
265
- ...state.parameters,
266
- priceStatisticsLookbackStepInRound: value,
267
- },
268
- oracles: updatedOraclesData,
269
- };
270
- }
271
- return {
272
- ...state,
273
- parameters: {
274
- ...state.parameters,
275
- priceStatisticsLookbackStepInRound: value,
276
- },
277
- };
278
- }
279
- // setDynamicCoverageFeesZ
280
- case SwaapV1Pool.Z_TOPIC: {
281
- const value = BigInt(SwaapV1Pool.getValueFromAnonymousEvent(log));
282
- return {
283
- ...state,
284
- parameters: {
285
- ...state.parameters,
286
- dynamicCoverageFeesZ: value,
287
- },
288
- };
289
- }
290
- // setDynamicCoverageFeesHorizon
291
- case SwaapV1Pool.HORIZON_TOPIC: {
292
- const value = BigInt(SwaapV1Pool.getValueFromAnonymousEvent(log));
293
- return {
294
- ...state,
295
- parameters: {
296
- ...state.parameters,
297
- dynamicCoverageFeesHorizon: value,
298
- },
299
- };
300
- }
301
- // setPriceStatisticsLookbackInSec
302
- case SwaapV1Pool.LB_IN_SEC_TOPIC: {
303
- const value = BigInt(SwaapV1Pool.getValueFromAnonymousEvent(log));
304
- return {
305
- ...state,
306
- parameters: {
307
- ...state.parameters,
308
- priceStatisticsLookbackInSec: value,
309
- },
310
- };
311
- }
312
- // setMaxPriceUnpegRatio
313
- case SwaapV1Pool.MAX_UNPEG_TOPIC: {
314
- const value = BigInt(SwaapV1Pool.getValueFromAnonymousEvent(log));
315
- return {
316
- ...state,
317
- parameters: {
318
- ...state.parameters,
319
- maxPriceUnpegRatio: value,
320
- },
321
- };
322
- }
323
- }
324
- }
325
- else {
326
- // named events
327
- const parsed = SwaapV1Pool.poolInterface.parseLog(log);
328
- switch (parsed.name) {
329
- case 'LOG_JOIN': {
330
- const tokenIn = parsed.args.tokenIn.toString().toLowerCase();
331
- const tokenAmountIn = BigInt(parsed.args.tokenAmountIn.toString());
332
- return {
333
- ...state,
334
- liquidities: {
335
- ...state.liquidities,
336
- [tokenIn]: {
337
- ...state.liquidities[tokenIn],
338
- balance: state.liquidities[tokenIn].balance + tokenAmountIn,
339
- },
340
- },
341
- };
342
- }
343
- case 'LOG_EXIT': {
344
- const tokenOut = parsed.args.tokenOut.toString().toLowerCase();
345
- const tokenAmountOut = BigInt(parsed.args.tokenAmountOut.toString());
346
- return {
347
- ...state,
348
- liquidities: {
349
- ...state.liquidities,
350
- [tokenOut]: {
351
- ...state.liquidities[tokenOut],
352
- balance: state.liquidities[tokenOut].balance - tokenAmountOut,
353
- },
354
- },
355
- };
356
- }
357
- case 'LOG_SWAP': {
358
- const tokenIn = parsed.args.tokenIn.toString().toLowerCase();
359
- const tokenAmountIn = BigInt(parsed.args.tokenAmountIn.toString());
360
- const tokenOut = parsed.args.tokenOut.toString().toLowerCase();
361
- const tokenAmountOut = BigInt(parsed.args.tokenAmountOut.toString());
362
- return {
363
- ...state,
364
- liquidities: {
365
- ...state.liquidities,
366
- [tokenIn]: {
367
- ...state.liquidities[tokenIn],
368
- balance: state.liquidities[tokenIn].balance + tokenAmountIn,
369
- },
370
- [tokenOut]: {
371
- ...state.liquidities[tokenOut],
372
- balance: state.liquidities[tokenOut].balance - tokenAmountOut,
373
- },
374
- },
375
- };
376
- }
377
- default: {
378
- return null;
379
- }
380
- }
381
- }
382
- }
383
- return null;
384
- }
385
- catch (e) {
386
- this.logger.error('Failed to decode result', e);
387
- return null;
388
- }
389
- }
390
- async getTokensAndParameters(blockNumber) {
391
- const multiCallInputs = [
392
- {
393
- target: this.pool.id,
394
- callData: SwaapV1Pool.poolInterface.encodeFunctionData('getTokens'),
395
- },
396
- {
397
- target: this.pool.id,
398
- callData: SwaapV1Pool.poolInterface.encodeFunctionData('getCoverageParameters'),
399
- },
400
- {
401
- target: this.pool.id,
402
- callData: SwaapV1Pool.poolInterface.encodeFunctionData('getSwapFee'),
403
- },
404
- ];
405
- const returnData = (await this.dexHelper.multiContract.methods
406
- .aggregate(multiCallInputs)
407
- .call({}, blockNumber)).returnData;
408
- let tokens = SwaapV1Pool.poolInterface.decodeFunctionResult('getTokens', returnData[0])[0];
409
- tokens = tokens.map(t => t.toLowerCase());
410
- const coverageParameters = SwaapV1Pool.poolInterface.decodeFunctionResult('getCoverageParameters', returnData[1]);
411
- const parameters = {
412
- swapFee: BigInt(SwaapV1Pool.poolInterface
413
- .decodeFunctionResult('getSwapFee', returnData[2])[0]
414
- .toString()),
415
- priceStatisticsLookbackInRound: Number(coverageParameters[0].toString()),
416
- priceStatisticsLookbackStepInRound: Number(coverageParameters[1].toString()),
417
- dynamicCoverageFeesZ: BigInt(coverageParameters[2].toString()),
418
- dynamicCoverageFeesHorizon: BigInt(coverageParameters[3].toString()),
419
- priceStatisticsLookbackInSec: BigInt(coverageParameters[4].toString()),
420
- maxPriceUnpegRatio: BigInt(coverageParameters[5].toString()),
421
- };
422
- return [tokens, parameters];
423
- }
424
- async getProxiesAndLiquidities(tokens, blockNumber) {
425
- let multiCallInputs = tokens
426
- .map(token => {
427
- return [
428
- {
429
- target: this.pool.id,
430
- callData: SwaapV1Pool.poolInterface.encodeFunctionData('getBalance', [token]),
431
- },
432
- {
433
- target: this.pool.id,
434
- callData: SwaapV1Pool.poolInterface.encodeFunctionData('getDenormalizedWeight', [token]),
435
- },
436
- {
437
- target: token,
438
- callData: SwaapV1Pool.erc20Interface.encodeFunctionData('decimals'),
439
- },
440
- ];
441
- })
442
- .flat();
443
- multiCallInputs = tokens.reduce((acc, token) => {
444
- return [
445
- ...acc,
446
- {
447
- target: this.pool.id,
448
- callData: SwaapV1Pool.poolInterface.encodeFunctionData('getTokenPriceOracle', [token]),
449
- },
450
- ].flat();
451
- }, multiCallInputs);
452
- let multicallOutputs = (await this.dexHelper.multiContract.methods
453
- .aggregate(multiCallInputs)
454
- .call({}, blockNumber)).returnData;
455
- let idx = 0;
456
- // get liquidities
457
- const liquidities = tokens.reduce((acc, token) => {
458
- const balance = BigInt(SwaapV1Pool.poolInterface
459
- .decodeFunctionResult('getBalance', multicallOutputs[idx++])[0]
460
- .toString());
461
- const initialWeight = BigInt(SwaapV1Pool.poolInterface
462
- .decodeFunctionResult('getDenormalizedWeight', multicallOutputs[idx++])[0]
463
- .toString());
464
- const decimals = parseInt(SwaapV1Pool.erc20Interface
465
- .decodeFunctionResult('decimals', multicallOutputs[idx++])[0]
466
- .toString());
467
- return {
468
- ...acc,
469
- [token]: {
470
- balance: balance,
471
- initialWeight: initialWeight,
472
- decimals: decimals,
473
- },
474
- };
475
- }, {});
476
- const oracles = tokens.reduce((acc, token) => {
477
- const oracle = SwaapV1Pool.poolInterface
478
- .decodeFunctionResult('getTokenPriceOracle', multicallOutputs[idx++])[0]
479
- .toString()
480
- .toLowerCase();
481
- return {
482
- ...acc,
483
- [token]: oracle,
484
- };
485
- }, {});
486
- return [oracles, liquidities];
487
- }
488
- async getOraclesData(tokens, proxies, // key: token, value: proxy
489
- parameters, blockNumber) {
490
- // aggregators
491
- let multiCallInputs = tokens.map((token) => {
492
- return {
493
- target: proxies[token],
494
- callData: SwaapV1Pool.proxyInterface.encodeFunctionData('aggregator'),
495
- };
496
- });
497
- // oracle's addresses
498
- let multicallOutputs = (await this.dexHelper.multiContract.methods
499
- .aggregate(multiCallInputs)
500
- .call({}, blockNumber)).returnData;
501
- let i = 0;
502
- const oracles = tokens.reduce((acc, token) => {
503
- return {
504
- ...acc,
505
- [token]: SwaapV1Pool.poolInterface
506
- .decodeFunctionResult('getTokenPriceOracle', multicallOutputs[i++])[0]
507
- .toString()
508
- .toLowerCase(),
509
- };
510
- }, {});
511
- multiCallInputs = tokens
512
- .map((token) => {
513
- return [
514
- {
515
- target: this.pool.id,
516
- callData: SwaapV1Pool.poolInterface.encodeFunctionData('getTokenOracleInitialPrice', [token]),
517
- },
518
- {
519
- target: proxies[token],
520
- callData: SwaapV1Pool.proxyInterface.encodeFunctionData('decimals'),
521
- },
522
- {
523
- target: proxies[token],
524
- callData: SwaapV1Pool.proxyInterface.encodeFunctionData('description'),
525
- },
526
- {
527
- target: proxies[token],
528
- callData: SwaapV1Pool.proxyInterface.encodeFunctionData('latestRoundData'),
529
- },
530
- ];
531
- })
532
- .flat();
533
- multicallOutputs = (await this.dexHelper.multiContract.methods
534
- .aggregate(multiCallInputs)
535
- .call({}, blockNumber)).returnData;
536
- let latestRoundIdsBN = {};
537
- i = 0;
538
- let oraclesData = tokens.reduce((acc, token) => {
539
- const oraclesBindState = {
540
- proxy: proxies[token],
541
- aggregator: oracles[token],
542
- price: BigInt(SwaapV1Pool.poolInterface
543
- .decodeFunctionResult('getTokenOracleInitialPrice', multicallOutputs[i++])[0]
544
- .toString()),
545
- decimals: Number(SwaapV1Pool.proxyInterface
546
- .decodeFunctionResult('decimals', multicallOutputs[i++])[0]
547
- .toString()),
548
- description: SwaapV1Pool.proxyInterface
549
- .decodeFunctionResult('description', multicallOutputs[i++])[0]
550
- .toString(),
551
- };
552
- const latestRoundData = SwaapV1Pool.proxyInterface.decodeFunctionResult('latestRoundData', multicallOutputs[i++]);
553
- const latestRoundId = BigInt(latestRoundData.roundId.toString());
554
- latestRoundIdsBN[token] = latestRoundId;
555
- return {
556
- ...acc,
557
- [token]: {
558
- oraclesBindState: oraclesBindState,
559
- latestRoundId: Number(latestRoundId % 2n ** 64n),
560
- historicalOracleState: {
561
- [Number(latestRoundId % 2n ** 64n)]: {
562
- answer: BigInt(latestRoundData.answer.toString()),
563
- timestamp: BigInt(latestRoundData.updatedAt.toString()),
564
- },
565
- },
566
- },
567
- };
568
- }, {});
569
- const roundLookbackWindow = (parameters.priceStatisticsLookbackInRound - 1) *
570
- parameters.priceStatisticsLookbackStepInRound;
571
- const historicalRoundsData = await this.getHistoricalRoundsData(tokens, roundLookbackWindow, latestRoundIdsBN, oraclesData, blockNumber);
572
- tokens.forEach(token => {
573
- oraclesData[token].historicalOracleState = historicalRoundsData[token];
574
- });
575
- return oraclesData;
576
- }
577
- async getHistoricalRoundsData(tokens, roundLookbackWindow, latestRoundIdsBN, oraclesData, blockNumber) {
578
- // historical round data
579
- let historicalStates = tokens.reduce((acc, token) => {
580
- return {
581
- ...acc,
582
- [token]: { ...oraclesData[token].historicalOracleState },
583
- };
584
- }, {});
585
- let multiCallInputs = tokens
586
- .map((token) => {
587
- const startRoundId = latestRoundIdsBN[token];
588
- return Array.from({ length: roundLookbackWindow }, (x, idx) => idx)
589
- .map(idx => {
590
- return {
591
- target: oraclesData[token].oraclesBindState.proxy,
592
- callData: SwaapV1Pool.proxyInterface.encodeFunctionData('getRoundData', [startRoundId - BigInt(idx + 1)]),
593
- };
594
- })
595
- .flat();
596
- })
597
- .flat();
598
- try {
599
- let multicallOutputs = (await this.dexHelper.multiContract.methods
600
- .aggregate(multiCallInputs)
601
- .call({}, blockNumber)).returnData;
602
- let i = 0;
603
- tokens.map(token => {
604
- Array.from({ length: roundLookbackWindow }, (x, idx) => idx).map(idx => {
605
- const decoded = SwaapV1Pool.proxyInterface.decodeFunctionResult('getRoundData', multicallOutputs[i++]);
606
- const roundId = Number(BigInt(decoded.roundId.toString()) % 2n ** 64n);
607
- historicalStates[token][roundId] = {
608
- answer: BigInt(decoded.answer.toString()),
609
- timestamp: BigInt(decoded.updatedAt.toString()),
610
- };
611
- });
612
- });
613
- }
614
- catch (e) {
615
- this.logger.error('Failed to get historical round data', e);
616
- }
617
- return historicalStates;
618
- }
619
- //Function used to generate a state if one is not currently present, which
620
- //must be the state at exactly the given block number, unless one is not
621
- //provided, in which case one should be generated for latest block. This
622
- //function should not use any previous states to derive a new state, it should
623
- //generate one from scratch.
624
- async generateState(blockNumber) {
625
- if (blockNumber === 'latest' || blockNumber === undefined) {
626
- blockNumber = await this.dexHelper.provider.getBlockNumber();
627
- }
628
- const [tokens, parameters] = await this.getTokensAndParameters(blockNumber);
629
- const [proxies, liquidities] = await this.getProxiesAndLiquidities(tokens, blockNumber);
630
- const oracles = await this.getOraclesData(tokens, proxies, parameters, blockNumber);
631
- return {
632
- parameters: parameters,
633
- liquidities: liquidities,
634
- oracles: oracles,
635
- };
636
- }
637
- static getValueFromAnonymousEvent(log) {
638
- const data = log.data.toString();
639
- const startIdx = 2 + 64 + 64 + 8;
640
- return '0x' + data.slice(startIdx, startIdx + 64).toString();
641
- }
642
- }
643
- exports.SwaapV1Pool = SwaapV1Pool;
644
- SwaapV1Pool.poolInterface = new abi_1.Interface(pool_json_1.default);
645
- SwaapV1Pool.proxyInterface = new abi_1.Interface(chainlink_json_1.default);
646
- SwaapV1Pool.erc20Interface = new abi_1.Interface(erc20_json_1.default);
647
- // LOG_CALL Event topics 0
648
- SwaapV1Pool.SWAP_FEE_TOPIC = '0x34e1990700000000000000000000000000000000000000000000000000000000';
649
- SwaapV1Pool.LB_IN_ROUND_TOPIC = '0x3cc3396000000000000000000000000000000000000000000000000000000000';
650
- SwaapV1Pool.LB_STEP_IN_ROUND_TOPIC = '0x045dbae000000000000000000000000000000000000000000000000000000000';
651
- SwaapV1Pool.Z_TOPIC = '0x3c515d9900000000000000000000000000000000000000000000000000000000';
652
- SwaapV1Pool.HORIZON_TOPIC = '0x314d204f00000000000000000000000000000000000000000000000000000000';
653
- SwaapV1Pool.LB_IN_SEC_TOPIC = '0x538e285c00000000000000000000000000000000000000000000000000000000';
654
- SwaapV1Pool.MAX_UNPEG_TOPIC = '0xacb21b3100000000000000000000000000000000000000000000000000000000';
655
- SwaapV1Pool.ANSWER_UPDATED_TOPIC = SwaapV1Pool.proxyInterface.getEventTopic('AnswerUpdated');
656
- //# sourceMappingURL=swaap-v1-pool.js.map