@paraswap/dex-lib 3.8.28 → 3.8.29-stkgho

package/src/config.ts

@@ -400,9 +400,9 @@ const baseConfigs: { [network: number]: BaseConfig } = {
     hashFlowDisabledMMs: [],
     augustusV6Address: '0x6a000f20005980200259b80c5102003040001068',
     executorsAddresses: {
-      Executor01: '0x5f0000d4780a00d2dce0a00004000800cb0e5041',
-      Executor02: '0xd08d0006f00040b400180f9500b00c5026ac0900',
-      Executor03: '0x5006860a0906b0d8c9c050200947000030081006',
+      Executor01: '0xa600910B670804230E00A100000D28000AE005C0',
+      Executor02: '0x3800091020a00290f20606b000000000E38c33Ef',
+      Executor03: '0x20004f017a0bC0050bc004d9C500a7A089800000',
     },
     adapterAddresses: {
       BaseAdapter01: '0xe53d24CD81cC81bbf271AD7B02D0d67f851D727c',

package/src/dex/dexalot/dexalot.ts

@@ -598,7 +598,7 @@ export class Dexalot extends SimpleExchange implements IDex<DexalotData> {
         takerAsset: ethers.utils.getAddress(takerToken.address),
         makerAmount: isBuy ? optimalSwapExchange.destAmount : undefined,
         takerAmount: isSell ? optimalSwapExchange.srcAmount : undefined,
-        userAddress: options.txOrigin,
+        userAddress: options.userAddress,
         chainid: this.network,
         executor: options.executionContractAddress,
         partner: options.partner,
@@ -725,11 +725,11 @@ export class Dexalot extends SimpleExchange implements IDex<DexalotData> {
         const errorData = e.response.data as RFQResponseError;
         if (errorData.ReasonCode === 'FQ-009') {
           this.logger.warn(
-            `${this.dexKey}-${this.network}: Encountered rate limited user=${options.txOrigin}. Adding to local rate limit cache`,
+            `${this.dexKey}-${this.network}: Encountered rate limited user=${options.userAddress}. Adding to local rate limit cache`,
           );
-          await this.setRateLimited(options.txOrigin, errorData.RetryAfter);
+          await this.setRateLimited(options.userAddress, errorData.RetryAfter);
         } else {
-          await this.setBlacklist(options.txOrigin);
+          await this.setBlacklist(options.userAddress);
           this.logger.error(
             `${this.dexKey}-${this.network}: Failed to fetch RFQ for ${swapIdentifier}: ${errorData.Reason}`,
           );

package/src/dex/generic-rfq/generic-rfq.ts

@@ -324,6 +324,27 @@ export class GenericRFQ extends ParaSwapLimitOrders {
     side: SwapSide,
     options: PreprocessTransactionOptions,
   ): Promise<[OptimalSwapExchange<ParaSwapLimitOrdersData>, ExchangeTxInfo]> {
+    if (await this.isBlacklisted(options.txOrigin)) {
+      this.logger.warn(
+        `${this.dexKey}-${this.network}: blacklisted TX Origin address '${options.txOrigin}' trying to build a transaction. Bailing...`,
+      );
+      throw new Error(
+        `${this.dexKey}-${this.network}: user=${options.txOrigin} is blacklisted`,
+      );
+    }
+
+    if (
+      options.userAddress !== options.txOrigin &&
+      (await this.isBlacklisted(options.userAddress))
+    ) {
+      this.logger.warn(
+        `${this.dexKey}-${this.network}: blacklisted user address '${options.userAddress}' trying to build a transaction. Bailing...`,
+      );
+      throw new Error(
+        `${this.dexKey}-${this.network}: user=${options.userAddress} is blacklisted`,
+      );
+    }
+
     const isSell = side === SwapSide.SELL;
 
     const order = await this.rateFetcher.getFirmRate(
@@ -334,7 +355,7 @@ export class GenericRFQ extends ParaSwapLimitOrders {
         : overOrder(optimalSwapExchange.destAmount, 1),
       side,
       options.executionContractAddress,
-      options.txOrigin,
+      options.userAddress,
       options.partner,
       options.special,
     );

package/src/dex/hashflow/hashflow.ts

@@ -597,7 +597,7 @@ export class Hashflow extends SimpleExchange implements IDex<HashflowData> {
           : { quoteTokenAmount: optimalSwapExchange.destAmount }),
         // receiver address
         wallet: options.recipient.toLowerCase(),
-        effectiveTrader: options.txOrigin.toLowerCase(),
+        effectiveTrader: options.userAddress.toLowerCase(),
         marketMakers: [mm],
       });
 
@@ -731,9 +731,9 @@ export class Hashflow extends SimpleExchange implements IDex<HashflowData> {
         e.message?.toLowerCase().includes('user is restricted')
       ) {
         this.logger.warn(
-          `${this.dexKey}-${this.network}: Encountered restricted user=${options.txOrigin}. Adding to local blacklist cache`,
+          `${this.dexKey}-${this.network}: Encountered restricted user=${options.userAddress}. Adding to local blacklist cache`,
         );
-        await this.setBlacklist(options.txOrigin);
+        await this.setBlacklist(options.userAddress);
       } else {
         if (e instanceof TooStrictSlippageCheckError) {
           this.logger.warn(

package/src/dex/index.ts

@@ -87,6 +87,7 @@ import { OSwap } from './oswap/oswap';
 import { ConcentratorArusd } from './concentrator-arusd/concentrator-arusd';
 import { FxProtocolRusd } from './fx-protocol-rusd/fx-protocol-rusd';
 import { LitePsm } from './lite-psm/lite-psm';
+import { StkGHO } from './stkgho/stkgho';
 
 const LegacyDexes = [
   CurveV2,
@@ -169,6 +170,7 @@ const Dexes = [
   ConcentratorArusd,
   FxProtocolRusd,
   LitePsm,
+  StkGHO,
 ];
 
 export type LegacyDexConstructor = new (dexHelper: IDexHelper) => IDexTxBuilder<

package/src/dex/stkgho/config.ts

@@ -0,0 +1,14 @@
+import { DexParams } from './types';
+import { DexConfigMap } from '../../types';
+import { Network } from '../../constants';
+
+import { MiscEthereum } from '@bgd-labs/aave-address-book';
+
+export const StkGHOConfig: DexConfigMap<DexParams> = {
+  StkGHO: {
+    [Network.MAINNET]: {
+      stkGHO: '0x1a88Df1cFe15Af22B3c4c783D4e6F7F9e0C1885d',
+      GHO: MiscEthereum.GHO_TOKEN,
+    },
+  },
+};

package/src/dex/stkgho/stkgho-e2e.test.ts

@@ -0,0 +1,77 @@
+/* eslint-disable no-console */
+import dotenv from 'dotenv';
+dotenv.config();
+
+import { testE2E } from '../../../tests/utils-e2e';
+import { Tokens, Holders } from '../../../tests/constants-e2e';
+import { Network, ContractMethod, SwapSide } from '../../constants';
+import { StaticJsonRpcProvider } from '@ethersproject/providers';
+import { generateConfig } from '../../config';
+
+function testForNetwork(
+  network: Network,
+  dexKey: string,
+  tokenASymbol: string,
+  tokenBSymbol: string,
+  tokenAAmount: string,
+  tokenBAmount: string,
+) {
+  const provider = new StaticJsonRpcProvider(
+    generateConfig(network).privateHttpProvider,
+    network,
+  );
+  const tokens = Tokens[network];
+  const holders = Holders[network];
+
+  const sideToContractMethods = new Map([
+    [SwapSide.SELL, [ContractMethod.swapExactAmountIn]],
+    [SwapSide.BUY, [ContractMethod.swapExactAmountOut]],
+  ]);
+
+  describe(`${network}`, () => {
+    sideToContractMethods.forEach((contractMethods, side) =>
+      describe(`${side}`, () => {
+        contractMethods.forEach((contractMethod: ContractMethod) => {
+          describe(`${contractMethod}`, () => {
+            it(`${tokenASymbol} -> ${tokenBSymbol}`, async () => {
+              await testE2E(
+                tokens[tokenASymbol],
+                tokens[tokenBSymbol],
+                holders[tokenASymbol],
+                side === SwapSide.SELL ? tokenAAmount : tokenBAmount,
+                side,
+                dexKey,
+                contractMethod,
+                network,
+                provider,
+              );
+            });
+          });
+        });
+      }),
+    );
+  });
+}
+
+describe('StkGHO E2E', () => {
+  const dexKey = 'StkGHO';
+
+  describe('Mainnet', () => {
+    const network = Network.MAINNET;
+
+    const tokenASymbol: string = 'GHO';
+    const tokenBSymbol: string = 'stkGHO';
+
+    const tokenAAmount: string = '1000000000000000000';
+    const tokenBAmount: string = '1000000000000000000';
+
+    testForNetwork(
+      network,
+      dexKey,
+      tokenASymbol,
+      tokenBSymbol,
+      tokenAAmount,
+      tokenBAmount,
+    );
+  });
+});

package/src/dex/stkgho/stkgho-events.test.ts

@@ -0,0 +1,79 @@
+/* eslint-disable no-console */
+import dotenv from 'dotenv';
+dotenv.config();
+
+import { StkGHOEventPool } from './stkgho-pool';
+import { Network } from '../../constants';
+import { Address } from '../../types';
+import { DummyDexHelper } from '../../dex-helper/index';
+import { testEventSubscriber } from '../../../tests/utils-events';
+import { PoolState } from './types';
+import { StkGHOConfig } from './config';
+
+jest.setTimeout(50 * 1000);
+
+async function fetchPoolState(
+  stkGHOPool: StkGHOEventPool,
+  blockNumber: number,
+  poolAddress: string,
+): Promise<PoolState> {
+  const eventState = stkGHOPool.getState(blockNumber);
+  if (eventState) return eventState;
+  const onChainState = await stkGHOPool.generateState(blockNumber);
+  stkGHOPool.setState(onChainState, blockNumber);
+  return onChainState;
+}
+
+// eventName -> blockNumbers
+type EventMappings = Record<string, number[]>;
+
+describe('StkGHO EventPool Mainnet', function () {
+  const dexKey = 'StkGHO';
+  const network = Network.MAINNET;
+  const dexHelper = new DummyDexHelper(network);
+  const logger = dexHelper.getLogger(dexKey);
+  let stkGHOPool: StkGHOEventPool;
+
+  // poolAddress -> EventMappings
+  const eventsToTest: Record<Address, EventMappings> = {
+    [StkGHOConfig[dexKey][network].stkGHO]: {
+      ExchangeRateChanged: [20630408, 20623242],
+    },
+  };
+
+  beforeEach(async () => {
+    stkGHOPool = new StkGHOEventPool(
+      dexKey,
+      dexKey,
+      network,
+      dexHelper,
+      logger,
+    );
+  });
+
+  Object.entries(eventsToTest).forEach(
+    ([poolAddress, events]: [string, EventMappings]) => {
+      describe(`Events for ${poolAddress}`, () => {
+        Object.entries(events).forEach(
+          ([eventName, blockNumbers]: [string, number[]]) => {
+            describe(`${eventName}`, () => {
+              blockNumbers.forEach((blockNumber: number) => {
+                it(`State after ${blockNumber}`, async function () {
+                  await testEventSubscriber(
+                    stkGHOPool,
+                    stkGHOPool.addressesSubscribed,
+                    (_blockNumber: number) =>
+                      fetchPoolState(stkGHOPool, _blockNumber, poolAddress),
+                    blockNumber,
+                    `${dexKey}_${poolAddress}`,
+                    dexHelper.provider,
+                  );
+                });
+              });
+            });
+          },
+        );
+      });
+    },
+  );
+});

package/src/dex/stkgho/stkgho-integration.test.ts

@@ -0,0 +1,226 @@
+/* eslint-disable no-console */
+import dotenv from 'dotenv';
+dotenv.config();
+
+import { Interface, Result } from '@ethersproject/abi';
+import { DummyDexHelper } from '../../dex-helper/index';
+import { Network, SwapSide } from '../../constants';
+import { BI_POWS } from '../../bigint-constants';
+import { StkGHO } from './stkgho';
+import {
+  checkPoolPrices,
+  checkPoolsLiquidity,
+  checkConstantPoolPrices,
+} from '../../../tests/utils';
+import { Tokens } from '../../../tests/constants-e2e';
+import StkGHO_ABI from '../../abi/stkGHO.json';
+
+function getReaderCalldata(
+  exchangeAddress: string,
+  readerIface: Interface,
+  amounts: bigint[],
+  funcName: string,
+) {
+  return amounts.map(amount => ({
+    target: exchangeAddress,
+    callData: readerIface.encodeFunctionData(funcName, [amount]),
+  }));
+}
+
+function decodeReaderResult(
+  results: Result,
+  readerIface: Interface,
+  funcName: string,
+) {
+  return results.map(result => {
+    const parsed = readerIface.decodeFunctionResult(funcName, result);
+    return BigInt(parsed[0]._hex);
+  });
+}
+
+async function checkOnChainPricing(
+  stkGHO: StkGHO,
+  funcName: string,
+  blockNumber: number,
+  prices: bigint[],
+  amounts: bigint[],
+) {
+  const exchangeAddress = '0x1a88Df1cFe15Af22B3c4c783D4e6F7F9e0C1885d';
+  const readerIface = new Interface(StkGHO_ABI);
+
+  const readerCallData = getReaderCalldata(
+    exchangeAddress,
+    readerIface,
+    amounts.slice(1),
+    funcName,
+  );
+  const readerResult = (
+    await stkGHO.dexHelper.multiContract.methods
+      .aggregate(readerCallData)
+      .call({}, blockNumber)
+  ).returnData;
+
+  const expectedPrices = [0n].concat(
+    decodeReaderResult(readerResult, readerIface, funcName),
+  );
+
+  expect(prices).toEqual(expectedPrices);
+}
+
+async function testPricingOnNetwork(
+  stkGHO: StkGHO,
+  network: Network,
+  dexKey: string,
+  blockNumber: number,
+  srcTokenSymbol: string,
+  destTokenSymbol: string,
+  side: SwapSide,
+  amounts: bigint[],
+  funcNameToCheck: string,
+) {
+  const networkTokens = Tokens[network];
+
+  const pools = await stkGHO.getPoolIdentifiers(
+    networkTokens[srcTokenSymbol],
+    networkTokens[destTokenSymbol],
+    side,
+    blockNumber,
+  );
+  console.log(
+    `${srcTokenSymbol} <> ${destTokenSymbol} Pool Identifiers: `,
+    pools,
+  );
+
+  expect(pools.length).toBeGreaterThan(0);
+
+  const poolPrices = await stkGHO.getPricesVolume(
+    networkTokens[srcTokenSymbol],
+    networkTokens[destTokenSymbol],
+    amounts,
+    side,
+    blockNumber,
+    pools,
+  );
+  console.log(
+    `${srcTokenSymbol} <> ${destTokenSymbol} Pool Prices: `,
+    poolPrices,
+  );
+
+  expect(poolPrices).not.toBeNull();
+  if (stkGHO.hasConstantPriceLargeAmounts) {
+    checkConstantPoolPrices(poolPrices!, amounts, dexKey);
+  } else {
+    checkPoolPrices(poolPrices!, amounts, side, dexKey);
+  }
+
+  await checkOnChainPricing(
+    stkGHO,
+    funcNameToCheck,
+    blockNumber,
+    poolPrices![0].prices,
+    amounts,
+  );
+}
+
+describe('StkGHO', function () {
+  const dexKey = 'StkGHO';
+  let blockNumber: number;
+  let stkGHO: StkGHO;
+
+  describe('Mainnet', () => {
+    const network = Network.MAINNET;
+    const dexHelper = new DummyDexHelper(network);
+
+    const tokens = Tokens[network];
+
+    // Don't forget to update relevant tokens in constant-e2e.ts
+    const srcTokenSymbol = 'GHO';
+    const destTokenSymbol = 'stkGHO';
+
+    const amountsForSell = [
+      0n,
+      1n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      2n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      3n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      4n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      5n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      6n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      7n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      8n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      9n * BI_POWS[tokens[srcTokenSymbol].decimals],
+      10n * BI_POWS[tokens[srcTokenSymbol].decimals],
+    ];
+
+    const amountsForBuy = [
+      0n,
+      1n * BI_POWS[tokens[destTokenSymbol].decimals],
+      2n * BI_POWS[tokens[destTokenSymbol].decimals],
+      3n * BI_POWS[tokens[destTokenSymbol].decimals],
+      4n * BI_POWS[tokens[destTokenSymbol].decimals],
+      5n * BI_POWS[tokens[destTokenSymbol].decimals],
+      6n * BI_POWS[tokens[destTokenSymbol].decimals],
+      7n * BI_POWS[tokens[destTokenSymbol].decimals],
+      8n * BI_POWS[tokens[destTokenSymbol].decimals],
+      9n * BI_POWS[tokens[destTokenSymbol].decimals],
+      10n * BI_POWS[tokens[destTokenSymbol].decimals],
+    ];
+
+    beforeAll(async () => {
+      blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
+      stkGHO = new StkGHO(network, dexKey, dexHelper);
+      if (stkGHO.initializePricing) {
+        await stkGHO.initializePricing(blockNumber);
+      }
+    });
+
+    it('getPoolIdentifiers and getPricesVolume SELL', async function () {
+      await testPricingOnNetwork(
+        stkGHO,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbol,
+        destTokenSymbol,
+        SwapSide.SELL,
+        amountsForSell,
+        'previewStake',
+      );
+    });
+
+    it('getPoolIdentifiers and getPricesVolume BUY', async function () {
+      await testPricingOnNetwork(
+        stkGHO,
+        network,
+        dexKey,
+        blockNumber,
+        srcTokenSymbol,
+        destTokenSymbol,
+        SwapSide.BUY,
+        amountsForBuy,
+        'previewStake',
+      );
+    });
+
+    it('getTopPoolsForToken', async function () {
+      // We have to check without calling initializePricing, because
+      // pool-tracker is not calling that function
+      const newStkGHO = new StkGHO(network, dexKey, dexHelper);
+      if (newStkGHO.updatePoolState) {
+        await newStkGHO.updatePoolState();
+      }
+      const poolLiquidity = await newStkGHO.getTopPoolsForToken(
+        tokens[srcTokenSymbol].address,
+        10,
+      );
+      console.log(`${srcTokenSymbol} Top Pools:`, poolLiquidity);
+
+      if (!newStkGHO.hasConstantPriceLargeAmounts) {
+        checkPoolsLiquidity(
+          poolLiquidity,
+          Tokens[network][srcTokenSymbol].address,
+          dexKey,
+        );
+      }
+    });
+  });
+});

package/src/dex/stkgho/stkgho-pool.ts

@@ -0,0 +1,111 @@
+import { Interface } from '@ethersproject/abi';
+import { DeepReadonly } from 'ts-essentials';
+import { Log, Logger } from '../../types';
+import { catchParseLogError } from '../../utils';
+import { StatefulEventSubscriber } from '../../stateful-event-subscriber';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import { PoolState } from './types';
+import StkGHO_ABI from '../../abi/stkGHO.json';
+import { StkGHOConfig } from './config';
+import { uint256ToBigInt } from '../../lib/decoders';
+
+export class StkGHOEventPool extends StatefulEventSubscriber<PoolState> {
+  handlers: {
+    [event: string]: (
+      event: any,
+      state: DeepReadonly<PoolState>,
+      log: Readonly<Log>,
+    ) => DeepReadonly<PoolState> | null;
+  } = {};
+
+  logDecoder: (log: Log) => any;
+
+  addressesSubscribed: string[];
+
+  constructor(
+    readonly poolName: string,
+    readonly parentName: string,
+    protected network: number,
+    protected dexHelper: IDexHelper,
+    logger: Logger,
+    protected stkGHOIface = new Interface(StkGHO_ABI),
+  ) {
+    super(parentName, poolName, dexHelper, logger);
+
+    this.logDecoder = (log: Log) => this.stkGHOIface.parseLog(log);
+    this.addressesSubscribed = [StkGHOConfig[parentName][network].stkGHO];
+
+    this.handlers['ExchangeRateChanged'] =
+      this.handleExchangeRateChanged.bind(this);
+  }
+
+  getIdentifier(): string {
+    return `${this.parentName}`;
+  }
+
+  /**
+   * The function is called every time any of the subscribed
+   * addresses release log. The function accepts the current
+   * state, updates the state according to the log, and returns
+   * the updated state.
+   * @param state - Current state of event subscriber
+   * @param log - Log released by one of the subscribed addresses
+   * @returns Updates state of the event subscriber after the log
+   */
+  protected processLog(
+    state: DeepReadonly<PoolState>,
+    log: Readonly<Log>,
+  ): DeepReadonly<PoolState> | null {
+    try {
+      const event = this.logDecoder(log);
+      if (event.name in this.handlers) {
+        return this.handlers[event.name](event, state, log);
+      }
+    } catch (e) {
+      catchParseLogError(e, this.logger);
+    }
+
+    return null;
+  }
+
+  /**
+   * The function generates state using on-chain calls. This
+   * function is called to regenerate state if the event based
+   * system fails to fetch events and the local state is no
+   * more correct.
+   * @param blockNumber - Blocknumber for which the state should
+   * should be generated
+   * @returns state of the event subscriber at blocknumber
+   */
+  async generateState(blockNumber: number): Promise<DeepReadonly<PoolState>> {
+    const callData = [
+      {
+        target: this.addressesSubscribed[0],
+        callData: this.stkGHOIface.encodeFunctionData('getExchangeRate', []),
+        decodeFunction: uint256ToBigInt,
+      },
+    ];
+
+    const res = await this.dexHelper.multiWrapper.tryAggregate<bigint>(
+      true,
+      callData,
+      blockNumber,
+    );
+
+    const result = {
+      exchangeRate: res[0].returnData,
+    };
+
+    return result;
+  }
+
+  handleExchangeRateChanged(
+    event: any,
+    state: DeepReadonly<PoolState>,
+    log: Readonly<Log>,
+  ): DeepReadonly<PoolState> | null {
+    return {
+      exchangeRate: uint256ToBigInt(event.args.exchangeRate),
+    };
+  }
+}