@paraswap/dex-lib 3.8.38 → 3.8.39-bebop

package/src/dex/bebop/bebop.ts

@@ -0,0 +1,732 @@
+import { assert, AsyncOrSync } from 'ts-essentials';
+import {
+  Token,
+  Address,
+  ExchangePrices,
+  PoolPrices,
+  AdapterExchangeParam,
+  PoolLiquidity,
+  Logger,
+  OptimalSwapExchange,
+  PreprocessTransactionOptions,
+  ExchangeTxInfo,
+  NumberAsString,
+  DexExchangeParam,
+} from '../../types';
+import { SwapSide, Network } from '../../constants';
+import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
+import { getDexKeysWithNetwork } from '../../utils';
+import { IDex } from '../../dex/idex';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import {
+  BebopData,
+  BebopLevel,
+  BebopPair,
+  BebopPricingResponse,
+  RoutingInstruction,
+  TokenDataMap,
+} from './types';
+import settlementABI from '../../abi/bebop/BebopSettlement.abi.json';
+import { SimpleExchange } from '../simple-exchange';
+import { BebopConfig } from './config';
+import { Interface } from 'ethers/lib/utils';
+import { RateFetcher } from './rate-fetcher';
+import {
+  BEBOP_API_URL,
+  BEBOP_AUTH_NAME,
+  BEBOP_GAS_COST,
+  BEBOP_INIT_TIMEOUT_MS,
+  BEBOP_PRICES_CACHE_TTL,
+  BEBOP_QUOTE_TIMEOUT_MS,
+  BEBOP_TOKENS_CACHE_TTL,
+  BEBOP_TOKENS_POLLING_INTERVAL_MS,
+  BEBOP_WS_API_URL,
+} from './constants';
+import BigNumber from 'bignumber.js';
+import { getBigNumberPow } from '../../bignumber-constants';
+import { utils } from 'ethers';
+import qs from 'qs';
+
+export class Bebop extends SimpleExchange implements IDex<BebopData> {
+  readonly hasConstantPriceLargeAmounts = false;
+  readonly needWrapNative = false;
+
+  readonly isFeeOnTransferSupported = false;
+
+  public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
+    getDexKeysWithNetwork(BebopConfig);
+
+  private rateFetcher: RateFetcher;
+  private tokensMap: TokenDataMap = {};
+
+  private pricesCacheKey: string;
+  private tokensCacheKey: string;
+  private tokensAddrCacheKey: string;
+
+  private bebopAuthToken: string;
+
+  logger: Logger;
+
+  constructor(
+    readonly network: Network,
+    readonly dexKey: string,
+    readonly dexHelper: IDexHelper,
+    readonly settlementAddress: string = BebopConfig['Bebop'][network]
+      .settlementAddress,
+    protected settlementInterface = new Interface(settlementABI),
+  ) {
+    super(dexHelper, dexKey);
+    this.logger = dexHelper.getLogger(dexKey);
+    this.tokensCacheKey = `tokens`;
+    this.pricesCacheKey = `prices`;
+    this.tokensAddrCacheKey = `tokens_addr`;
+    const token = this.dexHelper.config.data.bebopAuthToken;
+    if (!token) {
+      throw new Error('Bebop auth token is not set');
+    }
+    this.bebopAuthToken = token;
+
+    this.rateFetcher = new RateFetcher(
+      this.dexHelper,
+      this.dexKey,
+      this.network,
+      this.logger,
+      {
+        rateConfig: {
+          tokensIntervalMs: BEBOP_TOKENS_POLLING_INTERVAL_MS,
+          pricesCacheKey: this.pricesCacheKey,
+          pricesCacheTTLSecs: BEBOP_PRICES_CACHE_TTL,
+          tokensCacheKey: this.tokensCacheKey,
+          tokensAddrCacheKey: this.tokensAddrCacheKey,
+          tokensCacheTTLSecs: BEBOP_TOKENS_CACHE_TTL,
+          tokensReqParams: {
+            url:
+              BEBOP_API_URL +
+              `/pmm/${BebopConfig['Bebop'][network].chainName}/v3/token-info`,
+          },
+          pricesReqParams: {
+            url:
+              BEBOP_WS_API_URL +
+              `/pmm/${BebopConfig['Bebop'][network].chainName}/v3/pricing`,
+            headers: {
+              name: BEBOP_AUTH_NAME,
+              authorization: this.bebopAuthToken,
+            },
+          },
+        },
+      },
+    );
+  }
+
+  async initializePricing(blockNumber: number) {
+    if (!this.dexHelper.config.isSlave) {
+      this.rateFetcher.start();
+      await sleep(BEBOP_INIT_TIMEOUT_MS);
+    }
+  }
+
+  // Returns the list of contract adapters (name and index)
+  // for a buy/sell. Return null if there are no adapters.
+  getAdapters(side: SwapSide): { name: string; index: number }[] | null {
+    return null;
+  }
+
+  getPoolIdentifier(base: string, quote: string): string {
+    const identifier = `${
+      this.dexKey
+    }_${base.toLowerCase()}_${quote.toLowerCase()}`;
+    return identifier;
+  }
+
+  invertLevels(levels: BebopLevel[]): BebopLevel[] {
+    return levels.map(([price, size]) => [1 / price, size * price]);
+  }
+
+  invertBook(book: BebopPair): BebopPair {
+    return {
+      bids: this.invertLevels(book.asks),
+      asks: this.invertLevels(book.bids),
+      last_update_ts: book.last_update_ts,
+    };
+  }
+
+  // considers only swapside.sell
+  async calculateInstructions(
+    srcToken: Token,
+    destToken: Token,
+    side: SwapSide,
+  ): Promise<RoutingInstruction[]> {
+    const prices = await this.getCachedPrices();
+    if (!prices) {
+      throw new Error('No prices available');
+    }
+    const directBook =
+      prices[
+        `${srcToken.address.toLowerCase()}/${destToken.address.toLowerCase()}`
+      ];
+    if (directBook) {
+      return [
+        {
+          pair: `${srcToken.address.toLowerCase()}/${destToken.address.toLowerCase()}`,
+          side,
+          book: directBook,
+          targetQuote: side == SwapSide.BUY,
+        },
+      ];
+    }
+
+    const inverseBook =
+      prices[
+        `${destToken.address.toLowerCase()}/${srcToken.address.toLowerCase()}`
+      ];
+    if (inverseBook) {
+      const invertedBook = this.invertBook(inverseBook);
+      return [
+        {
+          pair: `${srcToken.address.toLowerCase()}/${destToken.address.toLowerCase()}`,
+          side,
+          book: invertedBook,
+          targetQuote: side == SwapSide.BUY,
+        },
+      ];
+    }
+
+    for (const middleToken of BebopConfig['Bebop'][this.network].middleTokens) {
+      const baseMiddle =
+        prices[
+          `${srcToken.address.toLowerCase()}/${middleToken.toLowerCase()}`
+        ];
+      const quoteMiddle =
+        prices[
+          `${destToken.address.toLowerCase()}/${middleToken.toLowerCase()}`
+        ];
+      if (baseMiddle && quoteMiddle) {
+        if (side == SwapSide.SELL) {
+          return [
+            {
+              pair: `${srcToken.address.toLowerCase()}/${middleToken.toLowerCase()}`,
+              side: side,
+              book: baseMiddle,
+              targetQuote: false,
+            },
+            {
+              pair: `${middleToken.toLowerCase()}/${destToken.address.toLowerCase()}`,
+              side: side,
+              book: this.invertBook(quoteMiddle),
+              targetQuote: false,
+            },
+          ];
+        } else {
+          return [
+            {
+              pair: `${middleToken.toLowerCase()}/${destToken.address.toLowerCase()}`,
+              side: side,
+              book: this.invertBook(quoteMiddle),
+              targetQuote: true,
+            },
+            {
+              pair: `${srcToken.address.toLowerCase()}/${middleToken.toLowerCase()}`,
+              side: side,
+              book: baseMiddle,
+              targetQuote: true,
+            },
+          ];
+        }
+      }
+    }
+
+    return [];
+  }
+
+  // Returns list of pool identifiers that can be used
+  // for a given swap. poolIdentifiers must be unique
+  // across DEXes. It is recommended to use
+  // ${dexKey}_${poolAddress} as a poolIdentifier
+  async getPoolIdentifiers(
+    srcToken: Token,
+    destToken: Token,
+    side: SwapSide,
+    blockNumber: number,
+  ): Promise<string[]> {
+    if (
+      (await this.calculateInstructions(srcToken, destToken, side)).length > 0
+    ) {
+      const identifier = this.getPoolIdentifier(
+        srcToken.address,
+        destToken.address,
+      );
+      return [identifier];
+    }
+
+    return [];
+  }
+
+  runInstruction(
+    instruction: RoutingInstruction,
+    amount: BigNumber,
+  ): BigNumber {
+    let accumulated = BigNumber(0);
+    let output = BigNumber(0);
+    let filled = false;
+    for (const level of instruction.book.bids) {
+      const [price, size] = level;
+      const amountToAccumulate = instruction.targetQuote
+        ? BigNumber(size).times(price)
+        : BigNumber(size);
+      const afterAccumulated = accumulated.plus(amountToAccumulate);
+      if (afterAccumulated.lt(amount)) {
+        accumulated = accumulated.plus(amountToAccumulate);
+        const amountToAddToOutput = instruction.targetQuote
+          ? BigNumber(size)
+          : BigNumber(size).times(price);
+        output = output.plus(amountToAddToOutput);
+        if (accumulated.eq(amount)) {
+          filled = true;
+          break;
+        }
+      } else {
+        const remaining = amount.minus(accumulated);
+        output = output.plus(
+          instruction.targetQuote
+            ? remaining.div(price)
+            : remaining.times(price),
+        );
+        filled = true;
+        break;
+      }
+    }
+    if (filled) {
+      return output;
+    } else {
+      return BigNumber(0);
+    }
+  }
+
+  calculateOutput(
+    instructions: RoutingInstruction[],
+    srcToken: Token,
+    destToken: Token,
+    amounts: bigint[],
+    side: SwapSide,
+  ): bigint[] {
+    const outputs = [];
+    const inputDecimals =
+      side == SwapSide.SELL ? srcToken.decimals : destToken.decimals;
+    const outputDecimals =
+      side == SwapSide.SELL ? destToken.decimals : srcToken.decimals;
+    for (const amount of amounts) {
+      if (amount == 0n) {
+        outputs.push(0n);
+        continue;
+      }
+      const amountDecimals = BigNumber(amount.toString()).div(
+        getBigNumberPow(inputDecimals),
+      );
+      let output: BigNumber = BigNumber(0);
+      for (const instruction of instructions) {
+        output = this.runInstruction(
+          instruction,
+          output.gt(0) ? output : amountDecimals,
+        );
+        if (output.eq(0)) {
+          outputs.push(0n); // No liquidity at this size
+          continue;
+        }
+      }
+      if (output.gt(0)) {
+        outputs.push(
+          BigInt(output.times(getBigNumberPow(outputDecimals)).toFixed(0)),
+        );
+      }
+    }
+    return outputs;
+  }
+
+  // Returns pool prices for amounts.
+  // If limitPools is defined only pools in limitPools
+  // should be used. If limitPools is undefined then
+  // any pools can be used.
+  async getPricesVolume(
+    srcToken: Token,
+    destToken: Token,
+    amounts: bigint[],
+    side: SwapSide,
+    blockNumber: number,
+    limitPools?: string[],
+  ): Promise<null | ExchangePrices<BebopData>> {
+    this.tokensMap = (await this.getCachedTokens()) || {};
+
+    try {
+      const pools =
+        limitPools ??
+        (await this.getPoolIdentifiers(srcToken, destToken, side, blockNumber));
+
+      if (pools.length === 0) {
+        return null;
+      }
+
+      const instructions = await this.calculateInstructions(
+        srcToken,
+        destToken,
+        side,
+      );
+
+      if (!instructions) {
+        return null;
+      }
+
+      const outputs = this.calculateOutput(
+        instructions,
+        srcToken,
+        destToken,
+        amounts,
+        side,
+      );
+
+      // Up to 3bps deviation is expected in the output compared to the on-chain result
+      // On SwapSide.Sell, outputs compared  to quoting are coming out: -0.1 bips -> USDC, -1 bips Alt -> Alt.
+      // On SwapSide.Buy, outputs compared to quoteing are coming out: 0.1 bips -> USDC, 1-3 bips Alt -> Alt.
+
+      const outDecimals = SwapSide.SELL
+        ? destToken.decimals
+        : srcToken.decimals;
+
+      return [
+        {
+          prices: outputs,
+          unit: BigInt(outDecimals),
+          data: {},
+          poolIdentifier: pools[0],
+          exchange: this.dexKey,
+          gasCost: BEBOP_GAS_COST,
+          poolAddresses: [this.settlementAddress],
+        },
+      ];
+    } catch (e: unknown) {
+      this.logger.error(
+        `Error_getPricesVolume ${srcToken.address || srcToken.symbol}, ${
+          destToken.address || destToken.symbol
+        }, ${side}:`,
+        e,
+      );
+      return null;
+    }
+  }
+
+  // Returns estimated gas cost of calldata for this DEX in multiSwap
+  getCalldataGasCost(poolPrices: PoolPrices<BebopData>): number | number[] {
+    // This relies heavily on exact quote. Can we note use Bebop Data to find this? either via pools or the data itself?
+    // This assumes that a single maker was used to fill this trade
+    // "order":{
+    return (
+      CALLDATA_GAS_COST.DEX_OVERHEAD +
+      // "expiry":"1725541751"
+      CALLDATA_GAS_COST.TIMESTAMP +
+      // "taker_address":"0x9008d19f58aabd9ed0d60971565aa8510560ab41"
+      CALLDATA_GAS_COST.ADDRESS +
+      // "maker_address":"0x807cf9a772d5a3f9cefbc1192e939d62f0d9bd38"
+      CALLDATA_GAS_COST.ADDRESS +
+      // "maker_nonce":"1725541661402362944"
+      CALLDATA_GAS_COST.UUID +
+      // "taker_token":"0x3429d03c6f7521aec737a0bbf2e5ddcef2c3ae31"
+      CALLDATA_GAS_COST.ADDRESS +
+      // "maker_token":"0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2"
+      CALLDATA_GAS_COST.ADDRESS +
+      // "taker_amount":"3789033775358849793876"
+      CALLDATA_GAS_COST.AMOUNT +
+      // "maker_amount":"199726023273987970"
+      CALLDATA_GAS_COST.AMOUNT +
+      // "receiver":"0x9008d19f58aabd9ed0d60971565aa8510560ab41"
+      CALLDATA_GAS_COST.ADDRESS +
+      // "packed_commands":"0"
+      CALLDATA_GAS_COST.wordNonZeroBytes(4) +
+      // "flags":"103712057072216206793253728668500811363805133225332165859664901734817333248000"
+      CALLDATA_GAS_COST.FULL_WORD +
+      // }
+      // "makerSignature":{
+      // "signatureBytes":"0x34e1fbda1d48296949f0a003d4194646ed750a4ccd408b52979f60c2e7332207190a91600a40396b25fd645422dde85bc0ff53f26b66202a985ac8b9da87b47e1c"
+      CALLDATA_GAS_COST.FULL_WORD +
+      // "flags":"1"
+      CALLDATA_GAS_COST.LENGTH_SMALL +
+      // }
+      // "filledTakerAmount":"0"
+      CALLDATA_GAS_COST.AMOUNT
+    );
+  }
+
+  // Encode params required by the exchange adapter
+  // V5: Used for multiSwap, buy & megaSwap
+  // V6: Not used, can be left blank
+  // Hint: abiCoder.encodeParameter() could be useful
+  getAdapterParam(
+    srcToken: string,
+    destToken: string,
+    srcAmount: string,
+    destAmount: string,
+    data: BebopData,
+    side: SwapSide,
+  ): AdapterExchangeParam {
+    const { tx } = data;
+
+    if (!tx) {
+      throw new Error('No tx in data');
+    }
+
+    // Encode here the payload for adapter
+    const payload = tx.data;
+
+    return {
+      targetExchange: this.settlementAddress,
+      payload,
+      networkFee: '0',
+    };
+  }
+
+  // This is called once before getTopPoolsForToken is
+  // called for multiple tokens. This can be helpful to
+  // update common state required for calculating
+  // getTopPoolsForToken. It is optional for a DEX
+  // to implement this
+  async updatePoolState(): Promise<void> {
+    const tokens = await this.getCachedTokens();
+
+    if (tokens) {
+      this.tokensMap = tokens;
+    }
+  }
+
+  getMaxLiquidity(levels: BebopLevel[]) {
+    return levels.reduce((acc, [price, size]) => {
+      return acc + price * size;
+    }, 0);
+  }
+
+  // Returns list of top pools based on liquidity. Max
+  // limit number pools should be returned.
+  async getTopPoolsForToken(
+    tokenAddress: Address,
+    limit: number,
+  ): Promise<PoolLiquidity[]> {
+    const prices = await this.getCachedPrices();
+
+    if (!prices) {
+      return [];
+    }
+
+    const pools: PoolLiquidity[] = [];
+
+    for (const [pair, pairData] of Object.entries(prices)) {
+      let liquidityUSD = 0;
+      let token;
+      const [base, quote] = pair.split('/');
+      if (base.toLowerCase() == tokenAddress.toLowerCase()) {
+        const liquidityInQuote = this.getMaxLiquidity(pairData.bids);
+        token = {
+          address: quote,
+          decimals: this.tokensMap[quote.toLowerCase()].decimals,
+        };
+        const quoteTokenUsd = await this.dexHelper.getTokenUSDPrice(
+          token,
+          BigInt(Math.round(liquidityInQuote)),
+        );
+        liquidityUSD = liquidityInQuote * quoteTokenUsd;
+      } else if (quote.toLowerCase() == tokenAddress.toLowerCase()) {
+        const liquidityInBase = this.getMaxLiquidity(pairData.asks);
+        token = {
+          address: base,
+          decimals: this.tokensMap[base.toLowerCase()].decimals,
+        };
+        const baseTokenUsd = await this.dexHelper.getTokenUSDPrice(
+          token,
+          BigInt(Math.round(liquidityInBase)),
+        );
+        liquidityUSD = liquidityInBase * baseTokenUsd;
+      }
+      if (liquidityUSD) {
+        pools.push({
+          exchange: this.dexKey,
+          address: this.settlementAddress,
+          connectorTokens: [
+            {
+              address: quote,
+              decimals: this.tokensMap[quote.toLowerCase()].decimals,
+              symbol: this.tokensMap[quote.toLowerCase()].ticker,
+            },
+          ],
+          liquidityUSD,
+        });
+      }
+    }
+
+    return pools
+      .sort((a, b) => b.liquidityUSD - a.liquidityUSD)
+      .slice(0, limit);
+  }
+
+  getDexParam(
+    srcToken: Address,
+    destToken: Address,
+    srcAmount: NumberAsString,
+    destAmount: NumberAsString,
+    recipient: Address,
+    data: BebopData,
+    side: SwapSide,
+  ): DexExchangeParam {
+    const { tx } = data;
+
+    assert(tx !== undefined, `${this.dexKey}-${this.network}: tx undefined`);
+
+    return {
+      exchangeData: tx.data,
+      needWrapNative: this.needWrapNative,
+      dexFuncHasRecipient: false,
+      targetExchange: this.settlementAddress,
+      returnAmountPos: undefined,
+    };
+  }
+
+  async preProcessTransaction(
+    optimalSwapExchange: OptimalSwapExchange<BebopData>,
+    srcToken: Token,
+    destToken: Token,
+    side: SwapSide,
+    options: PreprocessTransactionOptions,
+  ): Promise<[OptimalSwapExchange<BebopData>, ExchangeTxInfo]> {
+    const isSell = side === SwapSide.SELL;
+    const isBuy = side === SwapSide.BUY;
+
+    const params = {
+      sell_tokens: utils.getAddress(srcToken.address),
+      buy_tokens: utils.getAddress(destToken.address),
+      sell_amounts: isSell ? optimalSwapExchange.srcAmount : undefined,
+      buy_amounts: isBuy ? optimalSwapExchange.destAmount : undefined,
+      taker_address: utils.getAddress(options.executionContractAddress),
+      receiver_address: utils.getAddress(options.executionContractAddress),
+      gasless: false,
+      skip_validation: true,
+      source: BEBOP_AUTH_NAME,
+    };
+
+    try {
+      const response: BebopData = await this.dexHelper.httpRequest.get(
+        `${BEBOP_API_URL}/pmm/${
+          BebopConfig['Bebop'][this.network].chainName
+        }/v3/quote?${qs.stringify(params)}`,
+        BEBOP_QUOTE_TIMEOUT_MS,
+        {
+          'source-auth': this.bebopAuthToken,
+        },
+      );
+
+      if (!response) {
+        throw new Error('Failed to get quote');
+      }
+
+      if (
+        !response.tx ||
+        !response.buyTokens ||
+        !response.sellTokens ||
+        !response.expiry
+      ) {
+        throw new Error('Failed to get quote. No tx info');
+      }
+
+      if (side == SwapSide.SELL) {
+        const requiredAmount = BigInt(optimalSwapExchange.destAmount);
+        const quoteAmount = BigInt(
+          response.buyTokens[utils.getAddress(destToken.address)].amount,
+        );
+        const requiredAmountWithSlippage = new BigNumber(
+          requiredAmount.toString(),
+        )
+          .times(options.slippageFactor)
+          .toFixed(0);
+        if (quoteAmount < BigInt(requiredAmountWithSlippage)) {
+          throw new Error(
+            `Slipped, factor: ${quoteAmount.toString()} < ${requiredAmountWithSlippage}`,
+          );
+        }
+      } else {
+        const requiredAmount = BigInt(optimalSwapExchange.srcAmount);
+        const quoteAmount = BigInt(
+          response.sellTokens[utils.getAddress(srcToken.address)].amount,
+        );
+        const requiredAmountWithSlippage = new BigNumber(
+          requiredAmount.toString(),
+        )
+          .times(options.slippageFactor)
+          .toFixed(0);
+        if (quoteAmount > BigInt(requiredAmountWithSlippage)) {
+          throw new Error(
+            `Slipped, factor: ${
+              options.slippageFactor
+            } ${quoteAmount.toString()} > ${requiredAmountWithSlippage}`,
+          );
+        }
+      }
+      return [
+        {
+          ...optimalSwapExchange,
+          data: {
+            ...response,
+          },
+        },
+        { deadline: BigInt(response.expiry) },
+      ];
+    } catch (e) {
+      const message = `${this.dexKey}-${this.network}: ${e}`;
+      this.logger.error(message);
+      throw new Error(message);
+    }
+  }
+
+  async getCachedPrices(): Promise<BebopPricingResponse | null> {
+    const cachedPrices = await this.dexHelper.cache.get(
+      this.dexKey,
+      this.network,
+      this.pricesCacheKey,
+    );
+
+    if (cachedPrices) {
+      return JSON.parse(cachedPrices) as BebopPricingResponse;
+    }
+
+    return null;
+  }
+
+  async getCachedTokens(): Promise<TokenDataMap | null> {
+    const cachedTokens = await this.dexHelper.cache.get(
+      this.dexKey,
+      this.network,
+      this.tokensAddrCacheKey,
+    );
+
+    if (cachedTokens) {
+      return JSON.parse(cachedTokens) as TokenDataMap;
+    }
+
+    return null;
+  }
+
+  getTokenFromAddress(address: Address): Token {
+    const bebopToken = this.tokensMap[address.toLowerCase()];
+    return {
+      address,
+      decimals: bebopToken.decimals,
+      symbol: bebopToken.ticker,
+    };
+  }
+
+  // This is optional function in case if your implementation has acquired any resources
+  // you need to release for graceful shutdown. For example, it may be any interval timer
+  releaseResources(): AsyncOrSync<void> {
+    if (!this.dexHelper.config.isSlave) {
+      this.rateFetcher.stop();
+    }
+  }
+}
+
+const sleep = (time: number) =>
+  new Promise(resolve => {
+    setTimeout(resolve, time);
+  });