@paraswap/dex-lib 3.8.37 → 3.8.39-1701-1507

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';
@@ -33,6 +38,8 @@ export class Spark
   readonly hasConstantPriceLargeAmounts = true;
   readonly isFeeOnTransferSupported = false;
 
+  needWrapNative = false;
+
   public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
     getDexKeysWithNetwork(SDaiConfig);
 
@@ -42,25 +49,29 @@ 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 +118,38 @@ 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 +294,24 @@ 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/src/dex/stable-pool/stable-pool.ts

@@ -7,7 +7,7 @@ import {
   NumberAsString,
   SimpleExchangeParam,
 } from '../../types';
-import { IDexTxBuilder } from '../idex';
+import { Context, IDexTxBuilder } from '../idex';
 import { SimpleExchange } from '../simple-exchange';
 import StablePoolABI from '../../abi/StablePool.json';
 import { IDexHelper } from '../../dex-helper';
@@ -22,6 +22,8 @@ export class StablePool
   exchangeRouterInterface: Interface;
   minConversionRate = '1';
 
+  needWrapNative = false;
+
   constructor(dexHelper: IDexHelper) {
     super(dexHelper, 'stablePool');
     this.exchangeRouterInterface = new Interface(StablePoolABI);
@@ -96,6 +98,7 @@ export class StablePool
     _recipient: Address,
     data: StablePoolData,
     side: SwapSide,
+    context: Context,
   ): DexExchangeParam {
     if (side === SwapSide.BUY) throw new Error(`Buy not supported`);
 

package/src/dex/swaap-v2/swaap-v2-e2e.test.ts

@@ -23,7 +23,7 @@ describe('SwaapV2 E2E', () => {
       ],
     ],
     // [SwapSide.BUY, [ContractMethod.simpleBuy, ContractMethod.buy]],
-    [SwapSide.BUY, [ContractMethod.swapExactAmountOut]],
+    // [SwapSide.BUY, [ContractMethod.swapExactAmountOut]],
   ]);
 
   describe('Mainnet', () => {
@@ -48,18 +48,18 @@ describe('SwaapV2 E2E', () => {
           buyAmount: '100000000',
         },
       ],
-      [
-        {
-          name: 'USDC',
-          sellAmount: '45410357',
-          buyAmount: '1000000000000000000',
-        },
-        {
-          name: 'ETH',
-          sellAmount: '1000000000000000000',
-          buyAmount: '100000000',
-        },
-      ],
+      // [
+      //   {
+      //     name: 'USDC',
+      //     sellAmount: '45410357',
+      //     buyAmount: '1000000000000000000',
+      //   },
+      //   {
+      //     name: 'ETH',
+      //     sellAmount: '1000000000000000000',
+      //     buyAmount: '100000000',
+      //   },
+      // ],
     ];
 
     sideToContractMethods.forEach((contractMethods, side) =>