@paraswap/dex-lib 3.8.37 → 3.8.38

package/src/dex/spark/spark.ts

@@ -1,6 +1,11 @@
 import { SimpleExchange } from '../simple-exchange';
 import { Context, IDex } from '../idex';
-import { SparkParams, SparkData, SparkSDaiFunctions } from './types';
+import {
+  SparkParams,
+  SparkData,
+  SparkSDaiFunctions,
+  SparkSDaiPoolState,
+} from './types';
 import { Network, SwapSide } from '../../constants';
 import { getDexKeysWithNetwork } from '../../utils';
 import { Adapters, SDaiConfig } from './config';
@@ -21,7 +26,7 @@ import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
 import PotAbi from '../../abi/maker-psm/pot.json';
 import SavingsDaiAbi from '../../abi/sdai/SavingsDai.abi.json';
 import { Interface } from 'ethers/lib/utils';
-import { SparkSDaiEventPool } from './spark-sdai-pool';
+import { calcChi, RAY, SparkSDaiEventPool } from './spark-sdai-pool';
 import { BI_POWS } from '../../bigint-constants';
 import { SDAI_DEPOSIT_GAS_COST, SDAI_REDEEM_GAS_COST } from './constants';
 import { extractReturnAmountPosition } from '../../executor/utils';
@@ -42,25 +47,29 @@ export class Spark
   constructor(
     protected network: Network,
     dexKey: string,
-    protected dexHelper: IDexHelper,
+    readonly dexHelper: IDexHelper,
 
     readonly daiAddress: string = SDaiConfig[dexKey][network].daiAddress,
     readonly sdaiAddress: string = SDaiConfig[dexKey][network].sdaiAddress,
     readonly potAddress: string = SDaiConfig[dexKey][network].potAddress,
+    readonly abiInterface: Interface = SDaiConfig[dexKey][network]
+      .poolInterface,
 
     protected adapters = Adapters[network] || {},
     protected sdaiInterface = new Interface(SavingsDaiAbi),
-    protected potInterface = new Interface(PotAbi),
   ) {
     super(dexHelper, dexKey);
     this.logger = dexHelper.getLogger(dexKey);
     this.eventPool = new SparkSDaiEventPool(
       this.dexKey,
+      this.network,
       `${this.daiAddress}_${this.sdaiAddress}`,
       dexHelper,
       this.potAddress,
-      this.potInterface,
+      this.abiInterface,
       this.logger,
+      SDaiConfig[dexKey][network].savingsRate.topic,
+      SDaiConfig[dexKey][network].savingsRate.symbol,
     );
   }
 
@@ -107,41 +116,38 @@ export class Spark
     limitPools?: string[],
   ): Promise<null | ExchangePrices<SparkData>> {
     if (!this.isAppropriatePair(srcToken, destToken)) return null;
-    if (!this.eventPool.getState(blockNumber)) return null;
+    const state = this.eventPool.getState(blockNumber);
+    if (!state) return null;
+
+    const isSrcAsset = this.isDai(srcToken.address);
+
+    let calcFunction: Function;
 
     if (side === SwapSide.SELL) {
-      const calcSellFn = (blockNumber: number, amountIn: bigint) =>
-        this.isDai(srcToken.address)
-          ? this.eventPool.convertToSDai(amountIn, blockNumber)
-          : this.eventPool.convertToDai(amountIn, blockNumber);
-
-      return [
-        {
-          prices: amounts.map(amount => calcSellFn(blockNumber, amount)),
-          unit: calcSellFn(blockNumber, BI_POWS[18]),
-          gasCost: SDAI_DEPOSIT_GAS_COST,
-          exchange: this.dexKey,
-          data: { exchange: `${this.sdaiAddress}` },
-          poolAddresses: [`${this.sdaiAddress}`],
-        },
-      ];
+      if (isSrcAsset) {
+        calcFunction = this.previewDeposit.bind(this);
+      } else {
+        calcFunction = this.previewRedeem.bind(this);
+      }
     } else {
-      const calcBuyFn = (blockNumber: number, amountIn: bigint) =>
-        this.isDai(srcToken.address)
-          ? this.eventPool.convertToDai(amountIn, blockNumber)
-          : this.eventPool.convertToSDai(amountIn, blockNumber);
-
-      return [
-        {
-          prices: amounts.map(amount => calcBuyFn(blockNumber, amount)),
-          unit: calcBuyFn(blockNumber, BI_POWS[18]),
-          gasCost: SDAI_REDEEM_GAS_COST,
-          exchange: this.dexKey,
-          data: { exchange: `${this.sdaiAddress}` },
-          poolAddresses: [`${this.sdaiAddress}`],
-        },
-      ];
+      if (isSrcAsset) {
+        calcFunction = this.previewMint.bind(this);
+      } else {
+        calcFunction = this.previewWithdraw.bind(this);
+      }
     }
+
+    return [
+      {
+        // cannot produce 1:1 price without making an rpc call for block.timestamp and using it for price calculation in `calcChi` function
+        prices: amounts.map(amount => calcFunction(amount, state)),
+        unit: BI_POWS[18],
+        gasCost: SDAI_DEPOSIT_GAS_COST,
+        exchange: this.dexKey,
+        data: { exchange: `${this.sdaiAddress}` },
+        poolAddresses: [`${this.sdaiAddress}`],
+      },
+    ];
   }
 
   // Returns estimated gas cost of calldata for this DEX in multiSwap
@@ -286,4 +292,24 @@ export class Spark
       networkFee: '0',
     };
   }
+
+  previewRedeem(shares: bigint, state: SparkSDaiPoolState) {
+    return (shares * calcChi(state)) / RAY;
+  }
+
+  previewMint(shares: bigint, state: SparkSDaiPoolState) {
+    return this.divUp(shares * calcChi(state), RAY);
+  }
+
+  previewWithdraw(assets: bigint, state: SparkSDaiPoolState) {
+    return this.divUp(assets * RAY, calcChi(state));
+  }
+
+  previewDeposit(assets: bigint, state: SparkSDaiPoolState) {
+    return (assets * RAY) / calcChi(state);
+  }
+
+  divUp(x: bigint, y: bigint): bigint {
+    return x !== 0n ? (x - 1n) / y + 1n : 0n;
+  }
 }

package/src/dex/spark/types.ts

@@ -1,3 +1,4 @@
+import { Interface } from '@ethersproject/abi';
 import { Address } from '../../types';
 
 export type SparkData = { exchange: Address };
@@ -6,6 +7,11 @@ export type SparkParams = {
   sdaiAddress: Address;
   daiAddress: Address;
   potAddress: Address;
+  savingsRate: {
+    symbol: 'dsr' | 'ssr';
+    topic: string;
+  };
+  poolInterface: Interface;
 };
 
 export enum SparkSDaiFunctions {

package/src/dex/spark/utils.ts

@@ -4,34 +4,60 @@ import { Interface, AbiCoder } from '@ethersproject/abi';
 
 const coder = new AbiCoder();
 
-// - `dsr`: the Dai Savings Rate
+// - `dsr` || `ssr`: the Dai Savings Rate or USDS savings rate
 // - `chi`: the Rate Accumulator
 // - `rho`: time of last drip
 export async function getOnChainState(
   multiContract: Contract,
   potAddress: string,
   potInterface: Interface,
+  savingsRateSymbol: 'dsr' | 'ssr',
   blockNumber: number | 'latest',
 ): Promise<SparkSDaiPoolState> {
+  if (savingsRateSymbol === 'dsr') {
+    return getOnChainStateSDAI(
+      multiContract,
+      potAddress,
+      potInterface,
+      blockNumber,
+    );
+  }
+
+  return getOnChainStateUSDS(
+    multiContract,
+    potAddress,
+    potInterface,
+    blockNumber,
+  );
+}
+
+export async function getOnChainStateSDAI(
+  multiContract: Contract,
+  potAddress: string,
+  potInterface: Interface,
+  blockNumber: number | 'latest',
+): Promise<SparkSDaiPoolState> {
+  const calls = [
+    {
+      target: potAddress,
+      callData: potInterface.encodeFunctionData('dsr', []),
+    },
+    {
+      target: potAddress,
+      callData: potInterface.encodeFunctionData('chi', []),
+    },
+    {
+      target: potAddress,
+      callData: potInterface.encodeFunctionData('rho', []),
+    },
+    {
+      target: potAddress,
+      callData: potInterface.encodeFunctionData('live', []),
+    },
+  ];
+
   const data: { returnData: any[] } = await multiContract.methods
-    .aggregate([
-      {
-        target: potAddress,
-        callData: potInterface.encodeFunctionData('dsr', []),
-      },
-      {
-        target: potAddress,
-        callData: potInterface.encodeFunctionData('chi', []),
-      },
-      {
-        target: potAddress,
-        callData: potInterface.encodeFunctionData('rho', []),
-      },
-      {
-        target: potAddress,
-        callData: potInterface.encodeFunctionData('live', []),
-      },
-    ])
+    .aggregate(calls)
     .call({}, blockNumber);
 
   const [dsr, chi, rho, live] = data.returnData.map(item =>
@@ -45,3 +71,41 @@ export async function getOnChainState(
     rho,
   };
 }
+
+export async function getOnChainStateUSDS(
+  multiContract: Contract,
+  potAddress: string,
+  potInterface: Interface,
+  blockNumber: number | 'latest',
+): Promise<SparkSDaiPoolState> {
+  const calls = [
+    {
+      target: potAddress,
+      callData: potInterface.encodeFunctionData('ssr', []),
+    },
+    {
+      target: potAddress,
+      callData: potInterface.encodeFunctionData('chi', []),
+    },
+    {
+      target: potAddress,
+      callData: potInterface.encodeFunctionData('rho', []),
+    },
+  ];
+
+  const data: { returnData: any[] } = await multiContract.methods
+    .aggregate(calls)
+    .call({}, blockNumber);
+
+  const [dsr, chi, rho] = data.returnData.map(item =>
+    coder.decode(['uint256'], item)[0].toString(),
+  );
+
+  return {
+    // 'hack' - sUSDS doesn't have global shutdown and no notion of `live`, so it's always `live`
+    live: true,
+    dsr,
+    chi,
+    rho,
+  };
+}

package/tests/constants-e2e.ts

@@ -19,6 +19,10 @@ export const Tokens: {
   [network: number]: { [symbol: string]: SmartTokenParams };
 } = {
   [Network.MAINNET]: {
+    sUSDS: {
+      address: '0xa3931d71877C0E7a3148CB7Eb4463524FEc27fbD',
+      decimals: 18,
+    },
     USDS: {
       address: '0xdC035D45d973E3EC169d2276DDab16f1e407384F',
       decimals: 18,
@@ -1511,6 +1515,7 @@ export const Holders: {
 } = {
   [Network.MAINNET]: {
     USDS: '0xB1796E8f1eEcF23027c1E3C00fE303629A189d10',
+    sUSDS: '0xd564B3aE673CAa49D054Bf185bD72a6853763eE7',
     SKY: '0x0ddda327A6614130CCb20bc0097313A282176A01',
     MKR: '0xe9aAA7A9DDc0877626C1779AbC29993aD89A6c1f',
     // Idle tokens