@paraswap/dex-lib 3.8.2 → 3.8.3
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/.vscode/launch.json +13 -0
- package/.vscode/settings.json +3 -0
- package/build/abi/AaveV1_lending_pool.json +27 -0
- package/build/abi/Uncompressor.json +250 -0
- package/build/abi/integral/factory.json +333 -0
- package/build/abi/integral/oracle.json +501 -0
- package/build/abi/integral/pool.json +1041 -0
- package/build/abi/integral/relayer.json +1536 -0
- package/build/abi/oswap/oswap.abi.json +452 -0
- package/build/abi/platypus/asset.json +490 -0
- package/build/abi/platypus/avax-pool.json +820 -0
- package/build/abi/platypus/oracle.json +119 -0
- package/build/abi/platypus/pool.json +677 -0
- package/build/abi/smardex/all/smardex-router.json +648 -0
- package/build/abi/smardex/layer-1/smardex-factory.json +242 -0
- package/build/abi/smardex/layer-1/smardex-pool.json +506 -0
- package/build/abi/smardex/layer-2/smardex-factory.json +185 -0
- package/build/abi/smardex/layer-2/smardex-pool.json +578 -0
- package/build/abi/swaap-v1/pool.json +1346 -0
- package/build/dex/aave-v1/aave-v1.d.ts +33 -0
- package/build/dex/aave-v1/aave-v1.js +158 -0
- package/build/dex/aave-v1/aave-v1.js.map +1 -0
- package/build/dex/aave-v1/config.d.ts +11 -0
- package/build/dex/aave-v1/config.js +20 -0
- package/build/dex/aave-v1/config.js.map +1 -0
- package/build/dex/aave-v1/tokens-mainnet.json +134 -0
- package/build/dex/aave-v1/tokens.d.ts +3 -0
- package/build/dex/aave-v1/tokens.js +50 -0
- package/build/dex/aave-v1/tokens.js.map +1 -0
- package/build/dex/aave-v1/types.d.ts +12 -0
- package/build/dex/aave-v1/types.js +3 -0
- package/build/dex/aave-v1/types.js.map +1 -0
- package/build/dex/aave-v3/aave-v3.js +2 -1
- package/build/dex/aave-v3/aave-v3.js.map +1 -1
- package/build/dex/aave-v3-stata/aave-v3-stata.js +1 -0
- package/build/dex/aave-v3-stata/aave-v3-stata.js.map +1 -1
- package/build/dex/angle-staked-stable/angle-staked-stable.js +4 -1
- package/build/dex/angle-staked-stable/angle-staked-stable.js.map +1 -1
- package/build/dex/bProtocol.d.ts +18 -0
- package/build/dex/bProtocol.js +39 -0
- package/build/dex/bProtocol.js.map +1 -0
- package/build/dex/bancor.d.ts +26 -0
- package/build/dex/bancor.js +58 -0
- package/build/dex/bancor.js.map +1 -0
- package/build/dex/compound/compound.js +2 -1
- package/build/dex/compound/compound.js.map +1 -1
- package/build/dex/compound.d.ts +18 -0
- package/build/dex/compound.js +46 -0
- package/build/dex/compound.js.map +1 -0
- package/build/dex/curve-v2.d.ts +58 -0
- package/build/dex/curve-v2.js +180 -0
- package/build/dex/curve-v2.js.map +1 -0
- package/build/dex/dodo-v1.d.ts +33 -0
- package/build/dex/dodo-v1.js +63 -0
- package/build/dex/dodo-v1.js.map +1 -0
- package/build/dex/etherfi/etherfi.d.ts +26 -0
- package/build/dex/etherfi/etherfi.js +96 -0
- package/build/dex/etherfi/etherfi.js.map +1 -0
- package/build/dex/etherfi.js +4 -1
- package/build/dex/etherfi.js.map +1 -1
- package/build/dex/idle-dao/idle-dao.js +1 -0
- package/build/dex/idle-dao/idle-dao.js.map +1 -1
- package/build/dex/integral/config.d.ts +4 -0
- package/build/dex/integral/config.js +20 -0
- package/build/dex/integral/config.js.map +1 -0
- package/build/dex/integral/context.d.ts +33 -0
- package/build/dex/integral/context.js +98 -0
- package/build/dex/integral/context.js.map +1 -0
- package/build/dex/integral/helpers.d.ts +17 -0
- package/build/dex/integral/helpers.js +157 -0
- package/build/dex/integral/helpers.js.map +1 -0
- package/build/dex/integral/integral-factory.d.ts +21 -0
- package/build/dex/integral/integral-factory.js +92 -0
- package/build/dex/integral/integral-factory.js.map +1 -0
- package/build/dex/integral/integral-pool.d.ts +46 -0
- package/build/dex/integral/integral-pool.js +143 -0
- package/build/dex/integral/integral-pool.js.map +1 -0
- package/build/dex/integral/integral-pricing.d.ts +18 -0
- package/build/dex/integral/integral-pricing.js +114 -0
- package/build/dex/integral/integral-pricing.js.map +1 -0
- package/build/dex/integral/integral-relayer.d.ts +39 -0
- package/build/dex/integral/integral-relayer.js +189 -0
- package/build/dex/integral/integral-relayer.js.map +1 -0
- package/build/dex/integral/integral-token.d.ts +22 -0
- package/build/dex/integral/integral-token.js +55 -0
- package/build/dex/integral/integral-token.js.map +1 -0
- package/build/dex/integral/integral.d.ts +41 -0
- package/build/dex/integral/integral.js +382 -0
- package/build/dex/integral/integral.js.map +1 -0
- package/build/dex/integral/types.d.ts +84 -0
- package/build/dex/integral/types.js +9 -0
- package/build/dex/integral/types.js.map +1 -0
- package/build/dex/integral/utils.d.ts +6 -0
- package/build/dex/integral/utils.js +23 -0
- package/build/dex/integral/utils.js.map +1 -0
- package/build/dex/lido.d.ts +19 -0
- package/build/dex/lido.js +42 -0
- package/build/dex/lido.js.map +1 -0
- package/build/dex/mStable.js +1 -1
- package/build/dex/mStable.js.map +1 -1
- package/build/dex/onebit.d.ts +25 -0
- package/build/dex/onebit.js +42 -0
- package/build/dex/onebit.js.map +1 -0
- package/build/dex/oswap/config.d.ts +5 -0
- package/build/dex/oswap/config.js +31 -0
- package/build/dex/oswap/config.js.map +1 -0
- package/build/dex/oswap/oswap-pool.d.ts +51 -0
- package/build/dex/oswap/oswap-pool.js +150 -0
- package/build/dex/oswap/oswap-pool.js.map +1 -0
- package/build/dex/oswap/oswap.d.ts +46 -0
- package/build/dex/oswap/oswap.js +266 -0
- package/build/dex/oswap/oswap.js.map +1 -0
- package/build/dex/oswap/types.d.ts +20 -0
- package/build/dex/oswap/types.js +3 -0
- package/build/dex/oswap/types.js.map +1 -0
- package/build/dex/platypus/asset.d.ts +14 -0
- package/build/dex/platypus/asset.js +97 -0
- package/build/dex/platypus/asset.js.map +1 -0
- package/build/dex/platypus/config.d.ts +11 -0
- package/build/dex/platypus/config.js +69 -0
- package/build/dex/platypus/config.js.map +1 -0
- package/build/dex/platypus/platypus.d.ts +62 -0
- package/build/dex/platypus/platypus.js +442 -0
- package/build/dex/platypus/platypus.js.map +1 -0
- package/build/dex/platypus/pool-avax.d.ts +8 -0
- package/build/dex/platypus/pool-avax.js +54 -0
- package/build/dex/platypus/pool-avax.js.map +1 -0
- package/build/dex/platypus/pool-base.d.ts +19 -0
- package/build/dex/platypus/pool-base.js +86 -0
- package/build/dex/platypus/pool-base.js.map +1 -0
- package/build/dex/platypus/pool-pure.d.ts +8 -0
- package/build/dex/platypus/pool-pure.js +37 -0
- package/build/dex/platypus/pool-pure.js.map +1 -0
- package/build/dex/platypus/pool-subscriber.d.ts +14 -0
- package/build/dex/platypus/pool-subscriber.js +167 -0
- package/build/dex/platypus/pool-subscriber.js.map +1 -0
- package/build/dex/platypus/pool.d.ts +8 -0
- package/build/dex/platypus/pool.js +58 -0
- package/build/dex/platypus/pool.js.map +1 -0
- package/build/dex/platypus/types.d.ts +92 -0
- package/build/dex/platypus/types.js +10 -0
- package/build/dex/platypus/types.js.map +1 -0
- package/build/dex/quickswap/spiritswap-v3.d.ts +6 -0
- package/build/dex/quickswap/spiritswap-v3.js +19 -0
- package/build/dex/quickswap/spiritswap-v3.js.map +1 -0
- package/build/dex/sdai/config.d.ts +11 -0
- package/build/dex/sdai/config.js +21 -0
- package/build/dex/sdai/config.js.map +1 -0
- package/build/dex/sdai/constants.d.ts +2 -0
- package/build/dex/sdai/constants.js +6 -0
- package/build/dex/sdai/constants.js.map +1 -0
- package/build/dex/sdai/scripts/validate-state.d.ts +1 -0
- package/build/dex/sdai/scripts/validate-state.js +102 -0
- package/build/dex/sdai/scripts/validate-state.js.map +1 -0
- package/build/dex/sdai/sdai-pool.d.ts +16 -0
- package/build/dex/sdai/sdai-pool.js +85 -0
- package/build/dex/sdai/sdai-pool.js.map +1 -0
- package/build/dex/sdai/sdai.d.ts +51 -0
- package/build/dex/sdai/sdai.js +172 -0
- package/build/dex/sdai/sdai.js.map +1 -0
- package/build/dex/sdai/types.d.ts +21 -0
- package/build/dex/sdai/types.js +11 -0
- package/build/dex/sdai/types.js.map +1 -0
- package/build/dex/sdai/utils.d.ts +4 -0
- package/build/dex/sdai/utils.js +39 -0
- package/build/dex/sdai/utils.js.map +1 -0
- package/build/dex/simple-exchange.d.ts +1 -1
- package/build/dex/simple-exchange.js +4 -2
- package/build/dex/simple-exchange.js.map +1 -1
- package/build/dex/smardex/config.d.ts +4 -0
- package/build/dex/smardex/config.js +64 -0
- package/build/dex/smardex/config.js.map +1 -0
- package/build/dex/smardex/constants.d.ts +18 -0
- package/build/dex/smardex/constants.js +33 -0
- package/build/dex/smardex/constants.js.map +1 -0
- package/build/dex/smardex/sdk/constants.d.ts +6 -0
- package/build/dex/smardex/sdk/constants.js +13 -0
- package/build/dex/smardex/sdk/constants.js.map +1 -0
- package/build/dex/smardex/sdk/core.d.ts +113 -0
- package/build/dex/smardex/sdk/core.js +499 -0
- package/build/dex/smardex/sdk/core.js.map +1 -0
- package/build/dex/smardex/sdk/errors.d.ts +15 -0
- package/build/dex/smardex/sdk/errors.js +22 -0
- package/build/dex/smardex/sdk/errors.js.map +1 -0
- package/build/dex/smardex/sdk/types.d.ts +62 -0
- package/build/dex/smardex/sdk/types.js +3 -0
- package/build/dex/smardex/sdk/types.js.map +1 -0
- package/build/dex/smardex/sdk/utils.d.ts +44 -0
- package/build/dex/smardex/sdk/utils.js +133 -0
- package/build/dex/smardex/sdk/utils.js.map +1 -0
- package/build/dex/smardex/smardex-event-pool.d.ts +28 -0
- package/build/dex/smardex/smardex-event-pool.js +119 -0
- package/build/dex/smardex/smardex-event-pool.js.map +1 -0
- package/build/dex/smardex/smardex.d.ts +65 -0
- package/build/dex/smardex/smardex.js +519 -0
- package/build/dex/smardex/smardex.js.map +1 -0
- package/build/dex/smardex/types.d.ts +55 -0
- package/build/dex/smardex/types.js +3 -0
- package/build/dex/smardex/types.js.map +1 -0
- package/build/dex/smoothy.d.ts +26 -0
- package/build/dex/smoothy.js +48 -0
- package/build/dex/smoothy.js.map +1 -0
- package/build/dex/solidly/forks-override/cone.d.ts +22 -0
- package/build/dex/solidly/forks-override/cone.js +53 -0
- package/build/dex/solidly/forks-override/cone.js.map +1 -0
- package/build/dex/solidly/forks-override/solisnek.d.ts +8 -0
- package/build/dex/solidly/forks-override/solisnek.js +15 -0
- package/build/dex/solidly/forks-override/solisnek.js.map +1 -0
- package/build/dex/spark/spark.js +2 -1
- package/build/dex/spark/spark.js.map +1 -1
- package/build/dex/stable-pool.d.ts +28 -0
- package/build/dex/stable-pool.js +62 -0
- package/build/dex/stable-pool.js.map +1 -0
- package/build/dex/swaap-v1/config.d.ts +17 -0
- package/build/dex/swaap-v1/config.js +56 -0
- package/build/dex/swaap-v1/config.js.map +1 -0
- package/build/dex/swaap-v1/constants.d.ts +6 -0
- package/build/dex/swaap-v1/constants.js +17 -0
- package/build/dex/swaap-v1/constants.js.map +1 -0
- package/build/dex/swaap-v1/libraries/ChainlinkUtils.d.ts +25 -0
- package/build/dex/swaap-v1/libraries/ChainlinkUtils.js +62 -0
- package/build/dex/swaap-v1/libraries/ChainlinkUtils.js.map +1 -0
- package/build/dex/swaap-v1/libraries/Const.d.ts +18 -0
- package/build/dex/swaap-v1/libraries/Const.js +26 -0
- package/build/dex/swaap-v1/libraries/Const.js.map +1 -0
- package/build/dex/swaap-v1/libraries/GeometricBrownianMotion.d.ts +77 -0
- package/build/dex/swaap-v1/libraries/GeometricBrownianMotion.js +316 -0
- package/build/dex/swaap-v1/libraries/GeometricBrownianMotion.js.map +1 -0
- package/build/dex/swaap-v1/libraries/LogExpMath.d.ts +75 -0
- package/build/dex/swaap-v1/libraries/LogExpMath.js +418 -0
- package/build/dex/swaap-v1/libraries/LogExpMath.js.map +1 -0
- package/build/dex/swaap-v1/libraries/MathMMM.d.ts +185 -0
- package/build/dex/swaap-v1/libraries/MathMMM.js +453 -0
- package/build/dex/swaap-v1/libraries/MathMMM.js.map +1 -0
- package/build/dex/swaap-v1/libraries/Num.d.ts +31 -0
- package/build/dex/swaap-v1/libraries/Num.js +167 -0
- package/build/dex/swaap-v1/libraries/Num.js.map +1 -0
- package/build/dex/swaap-v1/libraries/PoolQuotations.d.ts +23 -0
- package/build/dex/swaap-v1/libraries/PoolQuotations.js +131 -0
- package/build/dex/swaap-v1/libraries/PoolQuotations.js.map +1 -0
- package/build/dex/swaap-v1/libraries/Struct.d.ts +56 -0
- package/build/dex/swaap-v1/libraries/Struct.js +3 -0
- package/build/dex/swaap-v1/libraries/Struct.js.map +1 -0
- package/build/dex/swaap-v1/swaap-v1-pool.d.ts +45 -0
- package/build/dex/swaap-v1/swaap-v1-pool.js +656 -0
- package/build/dex/swaap-v1/swaap-v1-pool.js.map +1 -0
- package/build/dex/swaap-v1/swaap-v1.d.ts +61 -0
- package/build/dex/swaap-v1/swaap-v1.js +369 -0
- package/build/dex/swaap-v1/swaap-v1.js.map +1 -0
- package/build/dex/swaap-v1/types.d.ts +106 -0
- package/build/dex/swaap-v1/types.js +9 -0
- package/build/dex/swaap-v1/types.js.map +1 -0
- package/build/dex/trader-joe-v2.1.d.ts +43 -0
- package/build/dex/trader-joe-v2.1.js +79 -0
- package/build/dex/trader-joe-v2.1.js.map +1 -0
- package/build/executor/Executor01BytecodeBuilder.js +3 -1
- package/build/executor/Executor01BytecodeBuilder.js.map +1 -1
- package/build/executor/Executor02BytecodeBuilder.js +3 -1
- package/build/executor/Executor02BytecodeBuilder.js.map +1 -1
- package/build/executor/Executor03BytecodeBuilder.js +2 -0
- package/build/executor/Executor03BytecodeBuilder.js.map +1 -1
- package/build/executor/ExecutorBytecodeBuilder.js +2 -0
- package/build/executor/ExecutorBytecodeBuilder.js.map +1 -1
- package/build/executor/compressor/Compressor.d.ts +23 -0
- package/build/executor/compressor/Compressor.js +144 -0
- package/build/executor/compressor/Compressor.js.map +1 -0
- package/build/executor/compressor/compress.d.ts +17 -0
- package/build/executor/compressor/compress.js +187 -0
- package/build/executor/compressor/compress.js.map +1 -0
- package/build/executor/compressor/compress_functions/addressSubstitution.d.ts +6 -0
- package/build/executor/compressor/compress_functions/addressSubstitution.js +29 -0
- package/build/executor/compressor/compress_functions/addressSubstitution.js.map +1 -0
- package/build/executor/compressor/compress_functions/addressSubstitutionFromObject.d.ts +10 -0
- package/build/executor/compressor/compress_functions/addressSubstitutionFromObject.js +40 -0
- package/build/executor/compressor/compress_functions/addressSubstitutionFromObject.js.map +1 -0
- package/build/executor/compressor/compress_functions/byteSubstitution.d.ts +11 -0
- package/build/executor/compressor/compress_functions/byteSubstitution.js +64 -0
- package/build/executor/compressor/compress_functions/byteSubstitution.js.map +1 -0
- package/build/executor/compressor/compress_functions/ffSubstitution.d.ts +7 -0
- package/build/executor/compressor/compress_functions/ffSubstitution.js +54 -0
- package/build/executor/compressor/compress_functions/ffSubstitution.js.map +1 -0
- package/build/executor/compressor/compress_functions/findLongestAndSubstitute.d.ts +8 -0
- package/build/executor/compressor/compress_functions/findLongestAndSubstitute.js +67 -0
- package/build/executor/compressor/compress_functions/findLongestAndSubstitute.js.map +1 -0
- package/build/executor/compressor/compress_functions/findLongestAndSubstitute_old.d.ts +8 -0
- package/build/executor/compressor/compress_functions/findLongestAndSubstitute_old.js +61 -0
- package/build/executor/compressor/compress_functions/findLongestAndSubstitute_old.js.map +1 -0
- package/build/executor/compressor/compress_functions/reverseAddressSubstitution.d.ts +6 -0
- package/build/executor/compressor/compress_functions/reverseAddressSubstitution.js +37 -0
- package/build/executor/compressor/compress_functions/reverseAddressSubstitution.js.map +1 -0
- package/build/executor/compressor/compress_functions/searchUnusedBytes.d.ts +9 -0
- package/build/executor/compressor/compress_functions/searchUnusedBytes.js +33 -0
- package/build/executor/compressor/compress_functions/searchUnusedBytes.js.map +1 -0
- package/build/executor/compressor/fetchSaved.d.ts +0 -0
- package/build/executor/compressor/fetchSaved.js +17 -0
- package/build/executor/compressor/fetchSaved.js.map +1 -0
- package/build/executor/compressor/utils/computeCostL2.d.ts +2 -0
- package/build/executor/compressor/utils/computeCostL2.js +14 -0
- package/build/executor/compressor/utils/computeCostL2.js.map +1 -0
- package/build/executor/compressor/utils/findLongestDuplicatedString.d.ts +2 -0
- package/build/executor/compressor/utils/findLongestDuplicatedString.js +30 -0
- package/build/executor/compressor/utils/findLongestDuplicatedString.js.map +1 -0
- package/build/executor/compressor/utils/getAllIndexes.d.ts +2 -0
- package/build/executor/compressor/utils/getAllIndexes.js +12 -0
- package/build/executor/compressor/utils/getAllIndexes.js.map +1 -0
- package/build/executor/compressor/utils/getByteForAddress.d.ts +2 -0
- package/build/executor/compressor/utils/getByteForAddress.js +14 -0
- package/build/executor/compressor/utils/getByteForAddress.js.map +1 -0
- package/build/executor/compressor/utils/intTo2Bytes.d.ts +2 -0
- package/build/executor/compressor/utils/intTo2Bytes.js +14 -0
- package/build/executor/compressor/utils/intTo2Bytes.js.map +1 -0
- package/build/executor/compressor/utils/intTo3Bytes.d.ts +2 -0
- package/build/executor/compressor/utils/intTo3Bytes.js +18 -0
- package/build/executor/compressor/utils/intTo3Bytes.js.map +1 -0
- package/build/executor/compressor/utils/intToByte.d.ts +2 -0
- package/build/executor/compressor/utils/intToByte.js +10 -0
- package/build/executor/compressor/utils/intToByte.js.map +1 -0
- package/build/types.d.ts +1 -0
- package/package.json +1 -1
- package/src/dex/aave-v3/aave-v3-e2e.test.ts +4 -9
- package/src/dex/aave-v3/aave-v3.ts +5 -0
- package/src/dex/aave-v3-stata/aave-v3-stata.ts +1 -0
- package/src/dex/angle-staked-stable/angle-staked-stable.ts +8 -0
- package/src/dex/compound/compound.ts +5 -0
- package/src/dex/etherfi.ts +5 -0
- package/src/dex/idle-dao/idle-dao.ts +1 -0
- package/src/dex/simple-exchange.ts +5 -5
- package/src/dex/spark/spark-e2e.test.ts +9 -1
- package/src/dex/spark/spark.ts +5 -0
- package/src/executor/Executor01BytecodeBuilder.ts +3 -1
- package/src/executor/Executor02BytecodeBuilder.ts +3 -1
- package/src/executor/Executor03BytecodeBuilder.ts +2 -0
- package/src/executor/ExecutorBytecodeBuilder.ts +2 -0
- package/src/executor/executor01-bytecode-builder-e2e.test.ts +25 -0
- package/src/executor/executor02-bytecode-builder-e2e.test.ts +29 -0
- package/src/types.ts +1 -0
- package/tests/constants-e2e.ts +13 -13
- package/tests/utils-e2e.ts +1 -1
- package/.idea/aws.xml +0 -17
- package/.idea/codeStyles/Project.xml +0 -19
- package/.idea/codeStyles/codeStyleConfig.xml +0 -5
- package/.idea/misc.xml +0 -6
- package/.idea/modules.xml +0 -8
- package/.idea/paraswap-dex-lib.iml +0 -9
- package/.idea/prettier.xml +0 -7
- package/.idea/vcs.xml +0 -6
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@@ -0,0 +1,167 @@
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1
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+
"use strict";
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2
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Object.defineProperty(exports, "__esModule", { value: true });
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3
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exports.Num = void 0;
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4
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const bigint_constants_1 = require("../../../bigint-constants");
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const Const_1 = require("./Const");
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const _require = (b, message) => {
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if (!b)
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throw new Error(message);
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};
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10
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class Num {
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11
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/**
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+
* @dev Returns the addition of two signed integers, reverting on overflow.
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*/
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static add(a, b) {
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const c = a + b;
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_require(c <= bigint_constants_1.BI_MAX_UINT256, 'Errors.ADD_OVERFLOW');
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return c;
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}
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/**
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* @dev Returns the subtraction of two unsigned integers of 256 bits, reverting on overflow.
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*/
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static sub(a, b) {
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_require(a >= 0n && b >= 0n, 'Errors.NEGATIVE_UINT');
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24
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_require(b <= a, 'Errors.SUB_OVERFLOW');
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const c = a - b;
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26
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return c;
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+
}
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28
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static toi(a) {
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29
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return a / Const_1.Const.ONE;
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30
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}
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31
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static floor(a) {
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32
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return this.toi(a) * Const_1.Const.ONE;
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}
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34
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static subSign(a, b) {
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if (a >= b) {
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return [a - b, false];
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}
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else {
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return [b - a, true];
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}
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}
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static mul(a, b) {
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43
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const c1 = a * b + Const_1.Const.ONE / 2n;
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// Second conditions is added in case c1 was an int256 (and not a uint256)
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_require(c1 <= bigint_constants_1.BI_MAX_UINT256 && c1 >= -bigint_constants_1.BI_MAX_INT, 'Err.MATH_OVERFLOW');
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return c1 / Const_1.Const.ONE;
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}
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static mulTruncated(a, b) {
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const c0 = a * b;
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_require(c0 <= bigint_constants_1.BI_MAX_UINT256, 'Err.MATH_OVERFLOW');
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return c0 / Const_1.Const.ONE;
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}
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static div(a, b) {
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const c1 = a * Const_1.Const.ONE + b / 2n;
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_require(c1 <= bigint_constants_1.BI_MAX_UINT256, 'Err.MATH_OVERFLOW');
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56
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return c1 / b;
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57
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}
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58
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static divTruncated(a, b) {
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59
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const c0 = a * Const_1.Const.ONE;
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60
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_require(c0 <= bigint_constants_1.BI_MAX_UINT256, 'Err.MATH_OVERFLOW');
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return c0 / b;
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}
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63
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// DSMath.wpow
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64
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static powi(a, n) {
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65
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let z = n % 2n != 0n ? a : Const_1.Const.ONE;
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66
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+
for (n /= 2n; n != 0n; n /= 2n) {
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67
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a = this.mul(a, a);
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68
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if (n % 2n != 0n) {
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69
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z = this.mul(z, a);
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70
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}
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71
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}
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72
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+
return z;
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73
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+
}
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74
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+
// Compute b^(e.w) by splitting it into (b^e)*(b^0.w).
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75
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// Use `powi` for `b^e` and `powK` for k iterations
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76
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// of approximation of b^0.w
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77
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static pow(base, exp) {
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78
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_require(base >= Const_1.Const.MIN_POW_BASE, 'Err.POW_BASE_TOO_LOW');
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79
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_require(base <= Const_1.Const.MAX_POW_BASE, 'Err.POW_BASE_TOO_HIGH');
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80
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+
const whole = this.floor(exp);
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81
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+
const remain = exp - whole;
|
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82
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+
const wholePow = this.powi(base, this.toi(whole));
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83
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+
if (remain == 0n) {
|
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84
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+
return wholePow;
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85
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+
}
|
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86
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+
const partialResult = this.powApprox(base, remain, Const_1.Const.POW_PRECISION);
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87
|
+
return this.mul(wholePow, partialResult);
|
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88
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+
}
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89
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+
static powApprox(base, exp, precision) {
|
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90
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+
// term 0:
|
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91
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+
const a = exp;
|
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92
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+
const [x, xneg] = this.subSign(base, Const_1.Const.ONE);
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93
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+
let term = Const_1.Const.ONE;
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94
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+
let sum = term;
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95
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+
let negative = false;
|
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96
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+
// term(k) = numer / denom
|
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97
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+
// = (product(a - i - 1, i=1-->k) * x^k) / (k!)
|
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98
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+
// each iteration, multiply previous term by (a-(k-1)) * x / k
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99
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+
// continue until term is less than precision
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100
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+
for (let i = 1n; term >= precision; i++) {
|
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101
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+
const bigK = i * Const_1.Const.ONE;
|
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102
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+
const [c, cneg] = this.subSign(a, bigK - Const_1.Const.ONE);
|
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103
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+
term = this.mul(term, this.mul(c, x));
|
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104
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+
term = this.div(term, bigK);
|
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105
|
+
if (term == 0n)
|
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106
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+
break;
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107
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+
if (xneg)
|
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108
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+
negative = !negative;
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109
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+
if (cneg)
|
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110
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negative = !negative;
|
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111
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+
if (negative) {
|
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112
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sum = this.sub(sum, term);
|
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113
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+
}
|
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114
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+
else {
|
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115
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+
sum = this.add(sum, term);
|
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116
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+
}
|
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117
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+
}
|
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118
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+
return sum;
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|
119
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+
}
|
|
120
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+
/**
|
|
121
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* @notice Computes the division of 2 int256 with ONE precision
|
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122
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+
* @dev Converts inputs to uint256 if needed, and then uses div(uint256, uint256)
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123
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+
* @param a The int256 representation of a floating point number with ONE precision
|
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124
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+
* @param b The int256 representation of a floating point number with ONE precision
|
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125
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+
* @return b The division of 2 int256 with ONE precision
|
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126
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+
*/
|
|
127
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+
static divInt256(a, b) {
|
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128
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+
if (a < 0) {
|
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129
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+
if (b < 0) {
|
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130
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+
return Num.div(-a, -b); // both negative
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131
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+
}
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132
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+
else {
|
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133
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+
return -Num.div(-a, b); // a < 0, b >= 0
|
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134
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+
}
|
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135
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+
}
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136
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+
else {
|
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137
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+
if (b < 0) {
|
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138
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+
return -Num.div(a, -b); // a >= 0, b < 0
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139
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+
}
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140
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+
else {
|
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141
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+
return Num.div(a, b); // both positive
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142
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+
}
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143
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+
}
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144
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// _require(c2 <= BI_MAX_INT, "Err.MATH_OVERFLOW");
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145
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+
// _require(c2 >= -BI_MAX_INT, "Err.MATH_UNDERFLOW");
|
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146
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+
}
|
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147
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+
static positivePart(value) {
|
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148
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+
if (value <= 0n) {
|
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149
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+
return 0n;
|
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150
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+
}
|
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151
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+
return value;
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152
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+
}
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153
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+
static max(a, b) {
|
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154
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+
if (a > b) {
|
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155
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+
return a;
|
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156
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+
}
|
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157
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return b;
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158
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+
}
|
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159
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+
static min(a, b) {
|
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160
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+
if (a < b) {
|
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161
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return a;
|
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162
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+
}
|
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163
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+
return b;
|
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164
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+
}
|
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165
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+
}
|
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166
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+
exports.Num = Num;
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167
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+
//# sourceMappingURL=Num.js.map
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@@ -0,0 +1 @@
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1
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+
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|
|
@@ -0,0 +1,23 @@
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|
|
1
|
+
import * as Struct from './Struct';
|
|
2
|
+
import { ChainLinkData, OracleData, TokenData, SwaapV1PoolParameters } from '../types';
|
|
3
|
+
import { DeepReadonly } from 'ts-essentials';
|
|
4
|
+
export declare class PoolQuotations {
|
|
5
|
+
/**
|
|
6
|
+
* @return adjustedTokenWeight
|
|
7
|
+
*/
|
|
8
|
+
static getTokenLatestInfo(tokenData: TokenData, oracleData: OracleData, currentTimestamp: bigint): Struct.TokenGlobal;
|
|
9
|
+
/**
|
|
10
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* @notice Computes the amount of tokenOut received when swapping a fixed amount of tokenIn
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* @param tokenIn The address of the input token
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* @param tokenAmountIn The fixed amount of tokenIn to be swapped
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* @param tokenOut The address of the received token
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* @param minAmountOut The minimum amount of tokenOut that can be received
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* @param maxPrice The maximum spot price accepted before the swap
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* @return swapResult The swap result (amount out, spread and tax base in)
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* @return priceResult The price result (spot price before & after the swap, latest oracle price in & out)
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*/
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static getAmountOutGivenInMMM(tokenDataIn: DeepReadonly<TokenData>, oracleDataIn: DeepReadonly<OracleData>, tokenAmountIn: DeepReadonly<bigint>, tokenDataOut: DeepReadonly<TokenData>, oracleDataOut: DeepReadonly<OracleData>, poolParameters: DeepReadonly<SwaapV1PoolParameters>, currentTimestamp: DeepReadonly<bigint>): bigint;
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static getAmountOutGivenInMMMWithTimestamp(tokenGlobalIn: Struct.TokenGlobal, tokenGlobalOut: Struct.TokenGlobal, tokenAmountIn: bigint, currentTimestamp: bigint, poolParameters: SwaapV1PoolParameters, historicalPricesIn: ChainLinkData, historicalPricesOut: ChainLinkData): Struct.SwapResult;
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static getAmountInGivenOutMMM(tokenDataIn: DeepReadonly<TokenData>, oracleDataIn: DeepReadonly<OracleData>, tokenDataOut: DeepReadonly<TokenData>, oracleDataOut: DeepReadonly<OracleData>, tokenAmountOut: DeepReadonly<bigint>, poolParameters: DeepReadonly<SwaapV1PoolParameters>, currentTimestamp: DeepReadonly<bigint>): bigint;
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static getAmountInGivenOutMMMWithTimestamp(tokenGlobalIn: Struct.TokenGlobal, tokenGlobalOut: Struct.TokenGlobal, tokenAmountOut: bigint, currentTimestamp: bigint, poolParameters: SwaapV1PoolParameters, historicalPricesIn: ChainLinkData, historicalPricesOut: ChainLinkData): Struct.SwapResult;
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}
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.PoolQuotations = void 0;
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const Const_1 = require("./Const");
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const Num_1 = require("./Num");
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const MathMMM_1 = require("./MathMMM");
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const ChainlinkUtils_1 = require("./ChainlinkUtils");
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const _require = (b, message) => {
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if (!b)
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throw new Error(message);
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};
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class PoolQuotations {
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/**
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* @return adjustedTokenWeight
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*/
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static getTokenLatestInfo(tokenData, oracleData, currentTimestamp) {
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const latestPrice = oracleData.historicalOracleState[oracleData.latestRoundId].answer;
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const latestTimestamp = oracleData.historicalOracleState[oracleData.latestRoundId].timestamp;
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const tokenRecord = {
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decimals: BigInt(tokenData.decimals + oracleData.oraclesBindState.decimals),
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balance: tokenData.balance,
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weight: Num_1.Num.mul(tokenData.initialWeight,
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// TODO: BigInt wrapper should be removed after fixing price type
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Num_1.Num.div(latestPrice, BigInt(oracleData.oraclesBindState.price))),
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};
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const latestRound = ChainlinkUtils_1.ChainlinkUtils.getLatestRound(oracleData.latestRoundId, oracleData.historicalOracleState, currentTimestamp);
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const tokenGlobal = {
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info: tokenRecord,
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latestRound: latestRound,
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};
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return tokenGlobal;
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}
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/**
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* @notice Computes the amount of tokenOut received when swapping a fixed amount of tokenIn
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* @param tokenIn The address of the input token
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* @param tokenAmountIn The fixed amount of tokenIn to be swapped
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* @param tokenOut The address of the received token
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* @param minAmountOut The minimum amount of tokenOut that can be received
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* @param maxPrice The maximum spot price accepted before the swap
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* @return swapResult The swap result (amount out, spread and tax base in)
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* @return priceResult The price result (spot price before & after the swap, latest oracle price in & out)
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*/
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static getAmountOutGivenInMMM(tokenDataIn, oracleDataIn, tokenAmountIn, tokenDataOut, oracleDataOut,
|
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// minAmountOut: DeepReadonly<bigint>,
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// maxPrice: DeepReadonly<bigint>,
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poolParameters, currentTimestamp) {
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if (tokenAmountIn == 0n) {
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return 0n;
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}
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_require(tokenAmountIn <= Num_1.Num.mul(tokenDataIn.balance, Const_1.Const.MAX_IN_RATIO), 'Err.MAX_IN_RATIO');
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let tokenGlobalIn = PoolQuotations.getTokenLatestInfo(tokenDataIn, oracleDataIn, currentTimestamp);
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let tokenGlobalOut = PoolQuotations.getTokenLatestInfo(tokenDataOut, oracleDataOut, currentTimestamp);
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let spotPriceBefore = MathMMM_1.MathMMM.calcSpotPrice(tokenDataIn.balance, tokenGlobalIn.info.weight, tokenDataOut.balance, tokenGlobalOut.info.weight, poolParameters.swapFee);
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// _require(spotPriceBefore <= maxPrice, 'Err.BAD_LIMIT_PRICE');
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const swapResult = PoolQuotations.getAmountOutGivenInMMMWithTimestamp(tokenGlobalIn, tokenGlobalOut, tokenAmountIn, currentTimestamp, poolParameters, oracleDataIn.historicalOracleState, oracleDataOut.historicalOracleState);
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// _require(swapResult.amount >= minAmountOut, 'Err.LIMIT_OUT');
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const spotPriceAfter = MathMMM_1.MathMMM.calcSpotPrice(tokenGlobalIn.info.balance + tokenAmountIn, tokenGlobalIn.info.weight, Num_1.Num.sub(tokenGlobalOut.info.balance, swapResult.amount), tokenGlobalOut.info.weight, poolParameters.swapFee);
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_require(spotPriceAfter >= spotPriceBefore, 'Err.MATH_APPROX');
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const maxAmount = Num_1.Num.divTruncated(tokenAmountIn, spotPriceBefore);
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if (swapResult.amount > maxAmount) {
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swapResult.amount = maxAmount;
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}
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_require(Num_1.Num.div(Num_1.Num.mul(spotPriceAfter, Const_1.Const.ONE - poolParameters.swapFee), ChainlinkUtils_1.ChainlinkUtils.getTokenRelativePrice(tokenGlobalIn.latestRound.price, tokenGlobalIn.info.decimals, tokenGlobalOut.latestRound.price, tokenGlobalOut.info.decimals)) <= poolParameters.maxPriceUnpegRatio, 'Err.MAX_PRICE_UNPEG_RATIO');
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// const priceIn = tokenGlobalIn.latestRound.price;
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// const priceOut = tokenGlobalOut.latestRound.price;
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return swapResult.amount;
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+
}
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|
+
static getAmountOutGivenInMMMWithTimestamp(tokenGlobalIn, tokenGlobalOut, tokenAmountIn, currentTimestamp, poolParameters, historicalPricesIn, historicalPricesOut) {
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const swapParameters = {
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amount: tokenAmountIn,
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fee: poolParameters.swapFee,
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+
fallbackSpread: Const_1.Const.FALLBACK_SPREAD,
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};
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const gbmParameters = {
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+
z: poolParameters.dynamicCoverageFeesZ,
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horizon: poolParameters.dynamicCoverageFeesHorizon,
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};
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const hpParameters = {
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lookbackInRound: poolParameters.priceStatisticsLookbackInRound,
|
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|
+
lookbackInSec: poolParameters.priceStatisticsLookbackInSec,
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|
+
timestamp: currentTimestamp,
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|
+
lookbackStepInRound: poolParameters.priceStatisticsLookbackStepInRound,
|
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83
|
+
};
|
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84
|
+
return MathMMM_1.MathMMM.calcOutGivenInMMM(tokenGlobalIn, tokenGlobalOut, ChainlinkUtils_1.ChainlinkUtils.getTokenRelativePrice(tokenGlobalIn.latestRound.price, tokenGlobalIn.info.decimals, tokenGlobalOut.latestRound.price, tokenGlobalOut.info.decimals), swapParameters, gbmParameters, hpParameters, historicalPricesIn, historicalPricesOut, currentTimestamp);
|
|
85
|
+
}
|
|
86
|
+
static getAmountInGivenOutMMM(tokenDataIn, oracleDataIn,
|
|
87
|
+
// maxAmountIn: DeepReadonly<bigint>,
|
|
88
|
+
tokenDataOut, oracleDataOut, tokenAmountOut,
|
|
89
|
+
// maxPrice: DeepReadonly<bigint>,
|
|
90
|
+
poolParameters, currentTimestamp) {
|
|
91
|
+
if (tokenAmountOut == 0n) {
|
|
92
|
+
return 0n;
|
|
93
|
+
}
|
|
94
|
+
_require(tokenAmountOut <= Num_1.Num.mul(tokenDataOut.balance, Const_1.Const.MAX_OUT_RATIO), 'Err.MAX_OUT_RATIO');
|
|
95
|
+
const tokenGlobalIn = PoolQuotations.getTokenLatestInfo(tokenDataIn, oracleDataIn, currentTimestamp);
|
|
96
|
+
const tokenGlobalOut = PoolQuotations.getTokenLatestInfo(tokenDataOut, oracleDataOut, currentTimestamp);
|
|
97
|
+
const spotPriceBefore = MathMMM_1.MathMMM.calcSpotPrice(tokenGlobalIn.info.balance, tokenGlobalIn.info.weight, tokenGlobalOut.info.balance, tokenGlobalOut.info.weight, poolParameters.swapFee);
|
|
98
|
+
// _require(spotPriceBefore <= maxPrice, 'Err.BAD_LIMIT_PRICE');
|
|
99
|
+
let swapResult = PoolQuotations.getAmountInGivenOutMMMWithTimestamp(tokenGlobalIn, tokenGlobalOut, tokenAmountOut, currentTimestamp, poolParameters, oracleDataIn.historicalOracleState, oracleDataOut.historicalOracleState);
|
|
100
|
+
// _require(swapResult.amount <= maxAmountIn, 'Err.LIMIT_IN');
|
|
101
|
+
const spotPriceAfter = MathMMM_1.MathMMM.calcSpotPrice(tokenGlobalIn.info.balance + swapResult.amount, tokenGlobalIn.info.weight, Num_1.Num.sub(tokenGlobalOut.info.balance, tokenAmountOut), tokenGlobalOut.info.weight, poolParameters.swapFee);
|
|
102
|
+
_require(spotPriceAfter >= spotPriceBefore, 'Err.MATH_APPROX');
|
|
103
|
+
const minAmount = Num_1.Num.mul(spotPriceBefore, tokenAmountOut) + 1n;
|
|
104
|
+
if (swapResult.amount < minAmount) {
|
|
105
|
+
swapResult.amount = minAmount;
|
|
106
|
+
}
|
|
107
|
+
_require(Num_1.Num.div(Num_1.Num.mul(spotPriceAfter, Const_1.Const.ONE - poolParameters.swapFee), ChainlinkUtils_1.ChainlinkUtils.getTokenRelativePrice(tokenGlobalIn.latestRound.price, tokenGlobalIn.info.decimals, tokenGlobalOut.latestRound.price, tokenGlobalOut.info.decimals)) <= poolParameters.maxPriceUnpegRatio, 'Err.MAX_PRICE_UNPEG_RATIO');
|
|
108
|
+
return swapResult.amount;
|
|
109
|
+
}
|
|
110
|
+
static getAmountInGivenOutMMMWithTimestamp(tokenGlobalIn, tokenGlobalOut, tokenAmountOut, currentTimestamp, poolParameters, historicalPricesIn, historicalPricesOut) {
|
|
111
|
+
const swapParameters = {
|
|
112
|
+
amount: tokenAmountOut,
|
|
113
|
+
fee: poolParameters.swapFee,
|
|
114
|
+
fallbackSpread: Const_1.Const.FALLBACK_SPREAD,
|
|
115
|
+
};
|
|
116
|
+
const gbmParameters = {
|
|
117
|
+
z: poolParameters.dynamicCoverageFeesZ,
|
|
118
|
+
horizon: poolParameters.dynamicCoverageFeesHorizon,
|
|
119
|
+
};
|
|
120
|
+
const hpParameters = {
|
|
121
|
+
lookbackInRound: poolParameters.priceStatisticsLookbackInRound,
|
|
122
|
+
lookbackInSec: poolParameters.priceStatisticsLookbackInSec,
|
|
123
|
+
timestamp: currentTimestamp,
|
|
124
|
+
lookbackStepInRound: poolParameters.priceStatisticsLookbackStepInRound,
|
|
125
|
+
};
|
|
126
|
+
const swapResult = MathMMM_1.MathMMM.calcInGivenOutMMM(tokenGlobalIn, tokenGlobalOut, ChainlinkUtils_1.ChainlinkUtils.getTokenRelativePrice(tokenGlobalIn.latestRound.price, tokenGlobalIn.info.decimals, tokenGlobalOut.latestRound.price, tokenGlobalOut.info.decimals), swapParameters, gbmParameters, hpParameters, historicalPricesIn, historicalPricesOut, currentTimestamp);
|
|
127
|
+
return swapResult;
|
|
128
|
+
}
|
|
129
|
+
}
|
|
130
|
+
exports.PoolQuotations = PoolQuotations;
|
|
131
|
+
//# sourceMappingURL=PoolQuotations.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"PoolQuotations.js","sourceRoot":"","sources":["../../../../src/dex/swaap-v1/libraries/PoolQuotations.ts"],"names":[],"mappings":";;;AAAA,mCAAgC;AAChC,+BAA4B;AAC5B,uCAAoC;AAEpC,qDAAkD;AASlD,MAAM,QAAQ,GAAG,CAAC,CAAU,EAAE,OAAe,EAAE,EAAE;IAC/C,IAAI,CAAC,CAAC;QAAE,MAAM,IAAI,KAAK,CAAC,OAAO,CAAC,CAAC;AACnC,CAAC,CAAC;AAEF,MAAa,cAAc;IACzB;;OAEG;IACH,MAAM,CAAC,kBAAkB,CACvB,SAAoB,EACpB,UAAsB,EACtB,gBAAwB;QAExB,MAAM,WAAW,GACf,UAAU,CAAC,qBAAqB,CAAC,UAAU,CAAC,aAAa,CAAC,CAAC,MAAM,CAAC;QACpE,MAAM,eAAe,GACnB,UAAU,CAAC,qBAAqB,CAAC,UAAU,CAAC,aAAa,CAAC,CAAC,SAAS,CAAC;QAEvE,MAAM,WAAW,GAAuB;YACtC,QAAQ,EAAE,MAAM,CACd,SAAS,CAAC,QAAQ,GAAG,UAAU,CAAC,gBAAgB,CAAC,QAAQ,CAC1D;YACD,OAAO,EAAE,SAAS,CAAC,OAAO;YAC1B,MAAM,EAAE,SAAG,CAAC,GAAG,CACb,SAAS,CAAC,aAAa;YACvB,iEAAiE;YACjE,SAAG,CAAC,GAAG,CAAC,WAAW,EAAE,MAAM,CAAC,UAAU,CAAC,gBAAgB,CAAC,KAAK,CAAC,CAAC,CAChE;SACF,CAAC;QAEF,MAAM,WAAW,GAAuB,+BAAc,CAAC,cAAc,CACnE,UAAU,CAAC,aAAa,EACxB,UAAU,CAAC,qBAAqB,EAChC,gBAAgB,CACjB,CAAC;QAEF,MAAM,WAAW,GAAuB;YACtC,IAAI,EAAE,WAAW;YACjB,WAAW,EAAE,WAAW;SACzB,CAAC;QAEF,OAAO,WAAW,CAAC;IACrB,CAAC;IAED;;;;;;;;;OASG;IACH,MAAM,CAAC,sBAAsB,CAC3B,WAAoC,EACpC,YAAsC,EACtC,aAAmC,EACnC,YAAqC,EACrC,aAAuC;IACvC,sCAAsC;IACtC,kCAAkC;IAClC,cAAmD,EACnD,gBAAsC;QAEtC,IAAI,aAAa,IAAI,EAAE,EAAE;YACvB,OAAO,EAAE,CAAC;SACX;QACD,QAAQ,CACN,aAAa,IAAI,SAAG,CAAC,GAAG,CAAC,WAAW,CAAC,OAAO,EAAE,aAAK,CAAC,YAAY,CAAC,EACjE,kBAAkB,CACnB,CAAC;QAEF,IAAI,aAAa,GAAG,cAAc,CAAC,kBAAkB,CACnD,WAAW,EACX,YAAY,EACZ,gBAAgB,CACjB,CAAC;QACF,IAAI,cAAc,GAAG,cAAc,CAAC,kBAAkB,CACpD,YAAY,EACZ,aAAa,EACb,gBAAgB,CACjB,CAAC;QAEF,IAAI,eAAe,GAAG,iBAAO,CAAC,aAAa,CACzC,WAAW,CAAC,OAAO,EACnB,aAAa,CAAC,IAAI,CAAC,MAAM,EACzB,YAAY,CAAC,OAAO,EACpB,cAAc,CAAC,IAAI,CAAC,MAAM,EAC1B,cAAc,CAAC,OAAO,CACvB,CAAC;QAEF,gEAAgE;QAEhE,MAAM,UAAU,GAAG,cAAc,CAAC,mCAAmC,CACnE,aAAa,EACb,cAAc,EACd,aAAa,EACb,gBAAgB,EAChB,cAAc,EACd,YAAY,CAAC,qBAAqB,EAClC,aAAa,CAAC,qBAAqB,CACpC,CAAC;QACF,gEAAgE;QAChE,MAAM,cAAc,GAAG,iBAAO,CAAC,aAAa,CAC1C,aAAa,CAAC,IAAI,CAAC,OAAO,GAAG,aAAa,EAC1C,aAAa,CAAC,IAAI,CAAC,MAAM,EACzB,SAAG,CAAC,GAAG,CAAC,cAAc,CAAC,IAAI,CAAC,OAAO,EAAE,UAAU,CAAC,MAAM,CAAC,EACvD,cAAc,CAAC,IAAI,CAAC,MAAM,EAC1B,cAAc,CAAC,OAAO,CACvB,CAAC;QAEF,QAAQ,CAAC,cAAc,IAAI,eAAe,EAAE,iBAAiB,CAAC,CAAC;QAC/D,MAAM,SAAS,GAAG,SAAG,CAAC,YAAY,CAAC,aAAa,EAAE,eAAe,CAAC,CAAC;QACnE,IAAI,UAAU,CAAC,MAAM,GAAG,SAAS,EAAE;YACjC,UAAU,CAAC,MAAM,GAAG,SAAS,CAAC;SAC/B;QACD,QAAQ,CACN,SAAG,CAAC,GAAG,CACL,SAAG,CAAC,GAAG,CAAC,cAAc,EAAE,aAAK,CAAC,GAAG,GAAG,cAAc,CAAC,OAAO,CAAC,EAC3D,+BAAc,CAAC,qBAAqB,CAClC,aAAa,CAAC,WAAW,CAAC,KAAK,EAC/B,aAAa,CAAC,IAAI,CAAC,QAAQ,EAC3B,cAAc,CAAC,WAAW,CAAC,KAAK,EAChC,cAAc,CAAC,IAAI,CAAC,QAAQ,CAC7B,CACF,IAAI,cAAc,CAAC,kBAAkB,EACtC,2BAA2B,CAC5B,CAAC;QAEF,mDAAmD;QACnD,qDAAqD;QAErD,OAAO,UAAU,CAAC,MAAM,CAAC;IAC3B,CAAC;IAED,MAAM,CAAC,mCAAmC,CACxC,aAAiC,EACjC,cAAkC,EAClC,aAAqB,EACrB,gBAAwB,EACxB,cAAqC,EACrC,kBAAiC,EACjC,mBAAkC;QAElC,MAAM,cAAc,GAA0B;YAC5C,MAAM,EAAE,aAAa;YACrB,GAAG,EAAE,cAAc,CAAC,OAAO;YAC3B,cAAc,EAAE,aAAK,CAAC,eAAe;SACtC,CAAC;QAEF,MAAM,aAAa,GAAyB;YAC1C,CAAC,EAAE,cAAc,CAAC,oBAAoB;YACtC,OAAO,EAAE,cAAc,CAAC,0BAA0B;SACnD,CAAC;QAEF,MAAM,YAAY,GAAsC;YACtD,eAAe,EAAE,cAAc,CAAC,8BAA8B;YAC9D,aAAa,EAAE,cAAc,CAAC,4BAA4B;YAC1D,SAAS,EAAE,gBAAgB;YAC3B,mBAAmB,EAAE,cAAc,CAAC,kCAAkC;SACvE,CAAC;QAEF,OAAO,iBAAO,CAAC,iBAAiB,CAC9B,aAAa,EACb,cAAc,EACd,+BAAc,CAAC,qBAAqB,CAClC,aAAa,CAAC,WAAW,CAAC,KAAK,EAC/B,aAAa,CAAC,IAAI,CAAC,QAAQ,EAC3B,cAAc,CAAC,WAAW,CAAC,KAAK,EAChC,cAAc,CAAC,IAAI,CAAC,QAAQ,CAC7B,EACD,cAAc,EACd,aAAa,EACb,YAAY,EACZ,kBAAkB,EAClB,mBAAmB,EACnB,gBAAgB,CACjB,CAAC;IACJ,CAAC;IAED,MAAM,CAAC,sBAAsB,CAC3B,WAAoC,EACpC,YAAsC;IACtC,qCAAqC;IACrC,YAAqC,EACrC,aAAuC,EACvC,cAAoC;IACpC,kCAAkC;IAClC,cAAmD,EACnD,gBAAsC;QAEtC,IAAI,cAAc,IAAI,EAAE,EAAE;YACxB,OAAO,EAAE,CAAC;SACX;QACD,QAAQ,CACN,cAAc,IAAI,SAAG,CAAC,GAAG,CAAC,YAAY,CAAC,OAAO,EAAE,aAAK,CAAC,aAAa,CAAC,EACpE,mBAAmB,CACpB,CAAC;QAEF,MAAM,aAAa,GAAG,cAAc,CAAC,kBAAkB,CACrD,WAAW,EACX,YAAY,EACZ,gBAAgB,CACjB,CAAC;QACF,MAAM,cAAc,GAAG,cAAc,CAAC,kBAAkB,CACtD,YAAY,EACZ,aAAa,EACb,gBAAgB,CACjB,CAAC;QAEF,MAAM,eAAe,GAAG,iBAAO,CAAC,aAAa,CAC3C,aAAa,CAAC,IAAI,CAAC,OAAO,EAC1B,aAAa,CAAC,IAAI,CAAC,MAAM,EACzB,cAAc,CAAC,IAAI,CAAC,OAAO,EAC3B,cAAc,CAAC,IAAI,CAAC,MAAM,EAC1B,cAAc,CAAC,OAAO,CACvB,CAAC;QAEF,gEAAgE;QAEhE,IAAI,UAAU,GAAG,cAAc,CAAC,mCAAmC,CACjE,aAAa,EACb,cAAc,EACd,cAAc,EACd,gBAAgB,EAChB,cAAc,EACd,YAAY,CAAC,qBAAqB,EAClC,aAAa,CAAC,qBAAqB,CACpC,CAAC;QAEF,8DAA8D;QAE9D,MAAM,cAAc,GAAG,iBAAO,CAAC,aAAa,CAC1C,aAAa,CAAC,IAAI,CAAC,OAAO,GAAG,UAAU,CAAC,MAAM,EAC9C,aAAa,CAAC,IAAI,CAAC,MAAM,EACzB,SAAG,CAAC,GAAG,CAAC,cAAc,CAAC,IAAI,CAAC,OAAO,EAAE,cAAc,CAAC,EACpD,cAAc,CAAC,IAAI,CAAC,MAAM,EAC1B,cAAc,CAAC,OAAO,CACvB,CAAC;QAEF,QAAQ,CAAC,cAAc,IAAI,eAAe,EAAE,iBAAiB,CAAC,CAAC;QAC/D,MAAM,SAAS,GAAG,SAAG,CAAC,GAAG,CAAC,eAAe,EAAE,cAAc,CAAC,GAAG,EAAE,CAAC;QAChE,IAAI,UAAU,CAAC,MAAM,GAAG,SAAS,EAAE;YACjC,UAAU,CAAC,MAAM,GAAG,SAAS,CAAC;SAC/B;QACD,QAAQ,CACN,SAAG,CAAC,GAAG,CACL,SAAG,CAAC,GAAG,CAAC,cAAc,EAAE,aAAK,CAAC,GAAG,GAAG,cAAc,CAAC,OAAO,CAAC,EAC3D,+BAAc,CAAC,qBAAqB,CAClC,aAAa,CAAC,WAAW,CAAC,KAAK,EAC/B,aAAa,CAAC,IAAI,CAAC,QAAQ,EAC3B,cAAc,CAAC,WAAW,CAAC,K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|
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@@ -0,0 +1,56 @@
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|
|
1
|
+
export declare type TokenGlobal = {
|
|
2
|
+
info: TokenRecord;
|
|
3
|
+
latestRound: LatestRound;
|
|
4
|
+
};
|
|
5
|
+
export declare type LatestRound = {
|
|
6
|
+
roundId: number;
|
|
7
|
+
price: bigint;
|
|
8
|
+
timestamp: bigint;
|
|
9
|
+
};
|
|
10
|
+
export declare type HistoricalPricesParameters = {
|
|
11
|
+
lookbackInRound: number;
|
|
12
|
+
lookbackInSec: bigint;
|
|
13
|
+
timestamp: bigint;
|
|
14
|
+
lookbackStepInRound: number;
|
|
15
|
+
};
|
|
16
|
+
export declare type HistoricalPricesData = {
|
|
17
|
+
startIndex: number;
|
|
18
|
+
timestamps: bigint[];
|
|
19
|
+
prices: bigint[];
|
|
20
|
+
};
|
|
21
|
+
export declare type SwapResult = {
|
|
22
|
+
amount: bigint;
|
|
23
|
+
spread: bigint;
|
|
24
|
+
taxBaseIn: bigint;
|
|
25
|
+
};
|
|
26
|
+
export declare type PriceResult = {
|
|
27
|
+
spotPriceBefore: bigint;
|
|
28
|
+
spotPriceAfter: bigint;
|
|
29
|
+
priceIn: bigint;
|
|
30
|
+
priceOut: bigint;
|
|
31
|
+
};
|
|
32
|
+
export declare type GBMEstimation = {
|
|
33
|
+
mean: bigint;
|
|
34
|
+
variance: bigint;
|
|
35
|
+
success: boolean;
|
|
36
|
+
};
|
|
37
|
+
export declare type TokenRecord = {
|
|
38
|
+
decimals: bigint;
|
|
39
|
+
balance: bigint;
|
|
40
|
+
weight: bigint;
|
|
41
|
+
};
|
|
42
|
+
export declare type SwapParameters = {
|
|
43
|
+
amount: bigint;
|
|
44
|
+
fee: bigint;
|
|
45
|
+
fallbackSpread: bigint;
|
|
46
|
+
};
|
|
47
|
+
export declare type JoinExitSwapParameters = {
|
|
48
|
+
amount: bigint;
|
|
49
|
+
fee: bigint;
|
|
50
|
+
fallbackSpread: bigint;
|
|
51
|
+
poolSupply: bigint;
|
|
52
|
+
};
|
|
53
|
+
export declare type GBMParameters = {
|
|
54
|
+
z: bigint;
|
|
55
|
+
horizon: bigint;
|
|
56
|
+
};
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"Struct.js","sourceRoot":"","sources":["../../../../src/dex/swaap-v1/libraries/Struct.ts"],"names":[],"mappings":""}
|
|
@@ -0,0 +1,45 @@
|
|
|
1
|
+
import { DeepReadonly } from 'ts-essentials';
|
|
2
|
+
import { BlockHeader } from '../../types';
|
|
3
|
+
import { Address } from '../../types';
|
|
4
|
+
import { IDexHelper } from '../../dex-helper/idex-helper';
|
|
5
|
+
import { SwaapV1PoolState, SubgraphPoolBase, SwaapV1PoolParameters, SwaapV1PoolLiquidities, SwaapV1PoolOracles, ChainLinkData } from './types';
|
|
6
|
+
import { StatefulEventSubscriber } from '../../stateful-event-subscriber';
|
|
7
|
+
import { Log } from '../../types';
|
|
8
|
+
import { Interface } from '@ethersproject/abi';
|
|
9
|
+
export declare class SwaapV1Pool extends StatefulEventSubscriber<SwaapV1PoolState> {
|
|
10
|
+
protected pool: SubgraphPoolBase;
|
|
11
|
+
protected dexHelper: IDexHelper;
|
|
12
|
+
static readonly poolInterface: Interface;
|
|
13
|
+
static readonly proxyInterface: Interface;
|
|
14
|
+
static readonly erc20Interface: Interface;
|
|
15
|
+
static readonly SWAP_FEE_TOPIC = "0x34e1990700000000000000000000000000000000000000000000000000000000";
|
|
16
|
+
static readonly LB_IN_ROUND_TOPIC = "0x3cc3396000000000000000000000000000000000000000000000000000000000";
|
|
17
|
+
static readonly LB_STEP_IN_ROUND_TOPIC = "0x045dbae000000000000000000000000000000000000000000000000000000000";
|
|
18
|
+
static readonly Z_TOPIC = "0x3c515d9900000000000000000000000000000000000000000000000000000000";
|
|
19
|
+
static readonly HORIZON_TOPIC = "0x314d204f00000000000000000000000000000000000000000000000000000000";
|
|
20
|
+
static readonly LB_IN_SEC_TOPIC = "0x538e285c00000000000000000000000000000000000000000000000000000000";
|
|
21
|
+
static readonly MAX_UNPEG_TOPIC = "0xacb21b3100000000000000000000000000000000000000000000000000000000";
|
|
22
|
+
static readonly ANSWER_UPDATED_TOPIC: string;
|
|
23
|
+
id: Address;
|
|
24
|
+
oracleTokenMap: {
|
|
25
|
+
[oracleAddress: Address]: Address;
|
|
26
|
+
};
|
|
27
|
+
tokens: Address[];
|
|
28
|
+
constructor(dexKey: string, network: number, pool: SubgraphPoolBase, dexHelper: IDexHelper);
|
|
29
|
+
processLog(state: DeepReadonly<SwaapV1PoolState>, log: Readonly<Log>, blockHeader: Readonly<BlockHeader>): Promise<DeepReadonly<SwaapV1PoolState> | null>;
|
|
30
|
+
getTokensAndParameters(blockNumber: number): Promise<[Address[], SwaapV1PoolParameters]>;
|
|
31
|
+
getProxiesAndLiquidities(tokens: Address[], blockNumber: number): Promise<[{
|
|
32
|
+
[key: Address]: Address;
|
|
33
|
+
}, SwaapV1PoolLiquidities]>;
|
|
34
|
+
getOraclesData(tokens: Address[], proxies: {
|
|
35
|
+
[key: Address]: Address;
|
|
36
|
+
}, // key: token, value: proxy
|
|
37
|
+
parameters: SwaapV1PoolParameters, blockNumber: number): Promise<SwaapV1PoolOracles>;
|
|
38
|
+
getHistoricalRoundsData(tokens: Address[], roundLookbackWindow: number, latestRoundIdsBN: {
|
|
39
|
+
[key: Address]: bigint;
|
|
40
|
+
}, oraclesData: SwaapV1PoolOracles, blockNumber: number): Promise<{
|
|
41
|
+
[key: Address]: ChainLinkData;
|
|
42
|
+
}>;
|
|
43
|
+
generateState(blockNumber?: number | 'latest'): Promise<DeepReadonly<SwaapV1PoolState>>;
|
|
44
|
+
static getValueFromAnonymousEvent(log: Readonly<Log>): string;
|
|
45
|
+
}
|