@paraswap/dex-lib 3.8.7 → 3.8.8

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.
Files changed (196) hide show
  1. package/.vscode/launch.json +53 -0
  2. package/.vscode/settings.json +2 -0
  3. package/.vscode/tasks.json +15 -0
  4. package/build/abi/AaveV1_lending_pool.json +27 -0
  5. package/build/abi/maverick-v2/MaverickV2Router.json +778 -0
  6. package/build/abi/platypus/asset.json +490 -0
  7. package/build/abi/platypus/avax-pool.json +820 -0
  8. package/build/abi/platypus/oracle.json +119 -0
  9. package/build/abi/platypus/pool.json +677 -0
  10. package/build/abi/smardex/all/smardex-router.json +648 -0
  11. package/build/abi/smardex/layer-1/smardex-factory.json +242 -0
  12. package/build/abi/smardex/layer-1/smardex-pool.json +506 -0
  13. package/build/abi/smardex/layer-2/smardex-factory.json +185 -0
  14. package/build/abi/smardex/layer-2/smardex-pool.json +578 -0
  15. package/build/abi/swaap-v1/pool.json +1346 -0
  16. package/build/abi/uniswap-v3/AlienBaseV3Router.abi.json +52 -0
  17. package/build/abi/wombat/pool.json +1289 -0
  18. package/build/dex/aave-v1/aave-v1.d.ts +34 -0
  19. package/build/dex/aave-v1/aave-v1.js +181 -0
  20. package/build/dex/aave-v1/aave-v1.js.map +1 -0
  21. package/build/dex/aave-v1/config.d.ts +11 -0
  22. package/build/dex/aave-v1/config.js +20 -0
  23. package/build/dex/aave-v1/config.js.map +1 -0
  24. package/build/dex/aave-v1/tokens-mainnet.json +134 -0
  25. package/build/dex/aave-v1/tokens.d.ts +3 -0
  26. package/build/dex/aave-v1/tokens.js +50 -0
  27. package/build/dex/aave-v1/tokens.js.map +1 -0
  28. package/build/dex/aave-v1/types.d.ts +12 -0
  29. package/build/dex/aave-v1/types.js +3 -0
  30. package/build/dex/aave-v1/types.js.map +1 -0
  31. package/build/dex/aave-v2/tokens-avalanche.json +44 -0
  32. package/build/dex/aave-v2/tokens-mainnet.json +188 -0
  33. package/build/dex/aave-v2/tokens-polygon.json +44 -0
  34. package/build/dex/aave-v3-stata/aave-v3-stata.js +1 -1
  35. package/build/dex/aave-v3-stata/aave-v3-stata.js.map +1 -1
  36. package/build/dex/bProtocol.d.ts +18 -0
  37. package/build/dex/bProtocol.js +39 -0
  38. package/build/dex/bProtocol.js.map +1 -0
  39. package/build/dex/bancor.d.ts +26 -0
  40. package/build/dex/bancor.js +58 -0
  41. package/build/dex/bancor.js.map +1 -0
  42. package/build/dex/compound.d.ts +18 -0
  43. package/build/dex/compound.js +46 -0
  44. package/build/dex/compound.js.map +1 -0
  45. package/build/dex/curve-v2.d.ts +58 -0
  46. package/build/dex/curve-v2.js +180 -0
  47. package/build/dex/curve-v2.js.map +1 -0
  48. package/build/dex/dodo-v1.d.ts +33 -0
  49. package/build/dex/dodo-v1.js +63 -0
  50. package/build/dex/dodo-v1.js.map +1 -0
  51. package/build/dex/lido.d.ts +19 -0
  52. package/build/dex/lido.js +42 -0
  53. package/build/dex/lido.js.map +1 -0
  54. package/build/dex/maker-psm/scripts/gem.abi.json +136 -0
  55. package/build/dex/maker-psm/scripts/validate-state.d.ts +0 -0
  56. package/build/dex/maker-psm/scripts/validate-state.js +185 -0
  57. package/build/dex/maker-psm/scripts/validate-state.js.map +1 -0
  58. package/build/dex/maker-psm/scripts/vat.abi.json +243 -0
  59. package/build/dex/onebit.d.ts +25 -0
  60. package/build/dex/onebit.js +42 -0
  61. package/build/dex/onebit.js.map +1 -0
  62. package/build/dex/platypus/asset.d.ts +14 -0
  63. package/build/dex/platypus/asset.js +97 -0
  64. package/build/dex/platypus/asset.js.map +1 -0
  65. package/build/dex/platypus/config.d.ts +11 -0
  66. package/build/dex/platypus/config.js +69 -0
  67. package/build/dex/platypus/config.js.map +1 -0
  68. package/build/dex/platypus/platypus.d.ts +63 -0
  69. package/build/dex/platypus/platypus.js +487 -0
  70. package/build/dex/platypus/platypus.js.map +1 -0
  71. package/build/dex/platypus/pool-avax.d.ts +8 -0
  72. package/build/dex/platypus/pool-avax.js +54 -0
  73. package/build/dex/platypus/pool-avax.js.map +1 -0
  74. package/build/dex/platypus/pool-base.d.ts +19 -0
  75. package/build/dex/platypus/pool-base.js +86 -0
  76. package/build/dex/platypus/pool-base.js.map +1 -0
  77. package/build/dex/platypus/pool-pure.d.ts +8 -0
  78. package/build/dex/platypus/pool-pure.js +37 -0
  79. package/build/dex/platypus/pool-pure.js.map +1 -0
  80. package/build/dex/platypus/pool-subscriber.d.ts +14 -0
  81. package/build/dex/platypus/pool-subscriber.js +167 -0
  82. package/build/dex/platypus/pool-subscriber.js.map +1 -0
  83. package/build/dex/platypus/pool.d.ts +8 -0
  84. package/build/dex/platypus/pool.js +58 -0
  85. package/build/dex/platypus/pool.js.map +1 -0
  86. package/build/dex/platypus/types.d.ts +92 -0
  87. package/build/dex/platypus/types.js +10 -0
  88. package/build/dex/platypus/types.js.map +1 -0
  89. package/build/dex/quickswap/spiritswap-v3.d.ts +6 -0
  90. package/build/dex/quickswap/spiritswap-v3.js +19 -0
  91. package/build/dex/quickswap/spiritswap-v3.js.map +1 -0
  92. package/build/dex/smardex/config.d.ts +4 -0
  93. package/build/dex/smardex/config.js +64 -0
  94. package/build/dex/smardex/config.js.map +1 -0
  95. package/build/dex/smardex/constants.d.ts +18 -0
  96. package/build/dex/smardex/constants.js +33 -0
  97. package/build/dex/smardex/constants.js.map +1 -0
  98. package/build/dex/smardex/sdk/constants.d.ts +6 -0
  99. package/build/dex/smardex/sdk/constants.js +13 -0
  100. package/build/dex/smardex/sdk/constants.js.map +1 -0
  101. package/build/dex/smardex/sdk/core.d.ts +113 -0
  102. package/build/dex/smardex/sdk/core.js +499 -0
  103. package/build/dex/smardex/sdk/core.js.map +1 -0
  104. package/build/dex/smardex/sdk/errors.d.ts +15 -0
  105. package/build/dex/smardex/sdk/errors.js +22 -0
  106. package/build/dex/smardex/sdk/errors.js.map +1 -0
  107. package/build/dex/smardex/sdk/types.d.ts +62 -0
  108. package/build/dex/smardex/sdk/types.js +3 -0
  109. package/build/dex/smardex/sdk/types.js.map +1 -0
  110. package/build/dex/smardex/sdk/utils.d.ts +44 -0
  111. package/build/dex/smardex/sdk/utils.js +133 -0
  112. package/build/dex/smardex/sdk/utils.js.map +1 -0
  113. package/build/dex/smardex/smardex-event-pool.d.ts +28 -0
  114. package/build/dex/smardex/smardex-event-pool.js +119 -0
  115. package/build/dex/smardex/smardex-event-pool.js.map +1 -0
  116. package/build/dex/smardex/smardex.d.ts +65 -0
  117. package/build/dex/smardex/smardex.js +519 -0
  118. package/build/dex/smardex/smardex.js.map +1 -0
  119. package/build/dex/smardex/types.d.ts +55 -0
  120. package/build/dex/smardex/types.js +3 -0
  121. package/build/dex/smardex/types.js.map +1 -0
  122. package/build/dex/smoothy.d.ts +26 -0
  123. package/build/dex/smoothy.js +48 -0
  124. package/build/dex/smoothy.js.map +1 -0
  125. package/build/dex/solidly/forks-override/cone.d.ts +22 -0
  126. package/build/dex/solidly/forks-override/cone.js +53 -0
  127. package/build/dex/solidly/forks-override/cone.js.map +1 -0
  128. package/build/dex/solidly/forks-override/solisnek.d.ts +8 -0
  129. package/build/dex/solidly/forks-override/solisnek.js +15 -0
  130. package/build/dex/solidly/forks-override/solisnek.js.map +1 -0
  131. package/build/dex/solidly-v3/scripts/check-event-pool-event.d.ts +1 -0
  132. package/build/dex/solidly-v3/scripts/check-event-pool-event.js +53 -0
  133. package/build/dex/solidly-v3/scripts/check-event-pool-event.js.map +1 -0
  134. package/build/dex/stable-pool.d.ts +28 -0
  135. package/build/dex/stable-pool.js +55 -0
  136. package/build/dex/stable-pool.js.map +1 -0
  137. package/build/dex/swaap-v1/config.d.ts +17 -0
  138. package/build/dex/swaap-v1/config.js +56 -0
  139. package/build/dex/swaap-v1/config.js.map +1 -0
  140. package/build/dex/swaap-v1/constants.d.ts +6 -0
  141. package/build/dex/swaap-v1/constants.js +17 -0
  142. package/build/dex/swaap-v1/constants.js.map +1 -0
  143. package/build/dex/swaap-v1/libraries/ChainlinkUtils.d.ts +25 -0
  144. package/build/dex/swaap-v1/libraries/ChainlinkUtils.js +62 -0
  145. package/build/dex/swaap-v1/libraries/ChainlinkUtils.js.map +1 -0
  146. package/build/dex/swaap-v1/libraries/Const.d.ts +18 -0
  147. package/build/dex/swaap-v1/libraries/Const.js +26 -0
  148. package/build/dex/swaap-v1/libraries/Const.js.map +1 -0
  149. package/build/dex/swaap-v1/libraries/GeometricBrownianMotion.d.ts +77 -0
  150. package/build/dex/swaap-v1/libraries/GeometricBrownianMotion.js +316 -0
  151. package/build/dex/swaap-v1/libraries/GeometricBrownianMotion.js.map +1 -0
  152. package/build/dex/swaap-v1/libraries/LogExpMath.d.ts +75 -0
  153. package/build/dex/swaap-v1/libraries/LogExpMath.js +418 -0
  154. package/build/dex/swaap-v1/libraries/LogExpMath.js.map +1 -0
  155. package/build/dex/swaap-v1/libraries/MathMMM.d.ts +185 -0
  156. package/build/dex/swaap-v1/libraries/MathMMM.js +453 -0
  157. package/build/dex/swaap-v1/libraries/MathMMM.js.map +1 -0
  158. package/build/dex/swaap-v1/libraries/Num.d.ts +31 -0
  159. package/build/dex/swaap-v1/libraries/Num.js +167 -0
  160. package/build/dex/swaap-v1/libraries/Num.js.map +1 -0
  161. package/build/dex/swaap-v1/libraries/PoolQuotations.d.ts +23 -0
  162. package/build/dex/swaap-v1/libraries/PoolQuotations.js +131 -0
  163. package/build/dex/swaap-v1/libraries/PoolQuotations.js.map +1 -0
  164. package/build/dex/swaap-v1/libraries/Struct.d.ts +56 -0
  165. package/build/dex/swaap-v1/libraries/Struct.js +3 -0
  166. package/build/dex/swaap-v1/libraries/Struct.js.map +1 -0
  167. package/build/dex/swaap-v1/swaap-v1-pool.d.ts +45 -0
  168. package/build/dex/swaap-v1/swaap-v1-pool.js +656 -0
  169. package/build/dex/swaap-v1/swaap-v1-pool.js.map +1 -0
  170. package/build/dex/swaap-v1/swaap-v1.d.ts +62 -0
  171. package/build/dex/swaap-v1/swaap-v1.js +383 -0
  172. package/build/dex/swaap-v1/swaap-v1.js.map +1 -0
  173. package/build/dex/swaap-v1/types.d.ts +106 -0
  174. package/build/dex/swaap-v1/types.js +9 -0
  175. package/build/dex/swaap-v1/types.js.map +1 -0
  176. package/build/dex/trader-joe-v2.1.d.ts +43 -0
  177. package/build/dex/trader-joe-v2.1.js +79 -0
  178. package/build/dex/trader-joe-v2.1.js.map +1 -0
  179. package/build/dex/uniswap-v3/forks/alien-base-v3/alien-base-v3.d.ts +17 -0
  180. package/build/dex/uniswap-v3/forks/alien-base-v3/alien-base-v3.js +64 -0
  181. package/build/dex/uniswap-v3/forks/alien-base-v3/alien-base-v3.js.map +1 -0
  182. package/build/dex/uniswap-v3/forks/alien-v3/alien-v3.d.ts +17 -0
  183. package/build/dex/uniswap-v3/forks/alien-v3/alien-v3.js +79 -0
  184. package/build/dex/uniswap-v3/forks/alien-v3/alien-v3.js.map +1 -0
  185. package/config.ts +1946 -0
  186. package/package.json +1 -1
  187. package/src/dex/aave-v3-stata/aave-v3-stata.ts +1 -1
  188. package/src/dex/dexs.txt +58 -0
  189. package/.idea/aws.xml +0 -17
  190. package/.idea/codeStyles/Project.xml +0 -19
  191. package/.idea/codeStyles/codeStyleConfig.xml +0 -5
  192. package/.idea/misc.xml +0 -6
  193. package/.idea/modules.xml +0 -8
  194. package/.idea/paraswap-dex-lib.iml +0 -9
  195. package/.idea/prettier.xml +0 -7
  196. package/.idea/vcs.xml +0 -6
@@ -0,0 +1,167 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.Num = void 0;
4
+ const bigint_constants_1 = require("../../../bigint-constants");
5
+ const Const_1 = require("./Const");
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+ const _require = (b, message) => {
7
+ if (!b)
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+ throw new Error(message);
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+ };
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+ class Num {
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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.
21
+ */
22
+ static sub(a, b) {
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+ _require(a >= 0n && b >= 0n, 'Errors.NEGATIVE_UINT');
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+ _require(b <= a, 'Errors.SUB_OVERFLOW');
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+ const c = a - b;
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+ return c;
27
+ }
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+ static toi(a) {
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+ return a / Const_1.Const.ONE;
30
+ }
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+ static floor(a) {
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+ return this.toi(a) * Const_1.Const.ONE;
33
+ }
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+ static subSign(a, b) {
35
+ if (a >= b) {
36
+ return [a - b, false];
37
+ }
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+ else {
39
+ return [b - a, true];
40
+ }
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+ }
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+ static mul(a, b) {
43
+ 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)
45
+ _require(c1 <= bigint_constants_1.BI_MAX_UINT256 && c1 >= -bigint_constants_1.BI_MAX_INT, 'Err.MATH_OVERFLOW');
46
+ return c1 / Const_1.Const.ONE;
47
+ }
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+ static mulTruncated(a, b) {
49
+ 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;
52
+ }
53
+ static div(a, b) {
54
+ const c1 = a * Const_1.Const.ONE + b / 2n;
55
+ _require(c1 <= bigint_constants_1.BI_MAX_UINT256, 'Err.MATH_OVERFLOW');
56
+ return c1 / b;
57
+ }
58
+ static divTruncated(a, b) {
59
+ const c0 = a * Const_1.Const.ONE;
60
+ _require(c0 <= bigint_constants_1.BI_MAX_UINT256, 'Err.MATH_OVERFLOW');
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+ return c0 / b;
62
+ }
63
+ // DSMath.wpow
64
+ static powi(a, n) {
65
+ let z = n % 2n != 0n ? a : Const_1.Const.ONE;
66
+ for (n /= 2n; n != 0n; n /= 2n) {
67
+ a = this.mul(a, a);
68
+ if (n % 2n != 0n) {
69
+ z = this.mul(z, a);
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+ }
71
+ }
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+ return z;
73
+ }
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+ // Compute b^(e.w) by splitting it into (b^e)*(b^0.w).
75
+ // Use `powi` for `b^e` and `powK` for k iterations
76
+ // of approximation of b^0.w
77
+ static pow(base, exp) {
78
+ _require(base >= Const_1.Const.MIN_POW_BASE, 'Err.POW_BASE_TOO_LOW');
79
+ _require(base <= Const_1.Const.MAX_POW_BASE, 'Err.POW_BASE_TOO_HIGH');
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+ const whole = this.floor(exp);
81
+ const remain = exp - whole;
82
+ const wholePow = this.powi(base, this.toi(whole));
83
+ if (remain == 0n) {
84
+ return wholePow;
85
+ }
86
+ const partialResult = this.powApprox(base, remain, Const_1.Const.POW_PRECISION);
87
+ return this.mul(wholePow, partialResult);
88
+ }
89
+ static powApprox(base, exp, precision) {
90
+ // term 0:
91
+ const a = exp;
92
+ const [x, xneg] = this.subSign(base, Const_1.Const.ONE);
93
+ let term = Const_1.Const.ONE;
94
+ let sum = term;
95
+ let negative = false;
96
+ // term(k) = numer / denom
97
+ // = (product(a - i - 1, i=1-->k) * x^k) / (k!)
98
+ // each iteration, multiply previous term by (a-(k-1)) * x / k
99
+ // continue until term is less than precision
100
+ for (let i = 1n; term >= precision; i++) {
101
+ const bigK = i * Const_1.Const.ONE;
102
+ const [c, cneg] = this.subSign(a, bigK - Const_1.Const.ONE);
103
+ term = this.mul(term, this.mul(c, x));
104
+ term = this.div(term, bigK);
105
+ if (term == 0n)
106
+ break;
107
+ if (xneg)
108
+ negative = !negative;
109
+ if (cneg)
110
+ negative = !negative;
111
+ if (negative) {
112
+ sum = this.sub(sum, term);
113
+ }
114
+ else {
115
+ sum = this.add(sum, term);
116
+ }
117
+ }
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+ return sum;
119
+ }
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+ /**
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+ * @notice Computes the division of 2 int256 with ONE precision
122
+ * @dev Converts inputs to uint256 if needed, and then uses div(uint256, uint256)
123
+ * @param a The int256 representation of a floating point number with ONE precision
124
+ * @param b The int256 representation of a floating point number with ONE precision
125
+ * @return b The division of 2 int256 with ONE precision
126
+ */
127
+ static divInt256(a, b) {
128
+ if (a < 0) {
129
+ if (b < 0) {
130
+ return Num.div(-a, -b); // both negative
131
+ }
132
+ else {
133
+ return -Num.div(-a, b); // a < 0, b >= 0
134
+ }
135
+ }
136
+ else {
137
+ if (b < 0) {
138
+ return -Num.div(a, -b); // a >= 0, b < 0
139
+ }
140
+ else {
141
+ return Num.div(a, b); // both positive
142
+ }
143
+ }
144
+ // _require(c2 <= BI_MAX_INT, "Err.MATH_OVERFLOW");
145
+ // _require(c2 >= -BI_MAX_INT, "Err.MATH_UNDERFLOW");
146
+ }
147
+ static positivePart(value) {
148
+ if (value <= 0n) {
149
+ return 0n;
150
+ }
151
+ return value;
152
+ }
153
+ static max(a, b) {
154
+ if (a > b) {
155
+ return a;
156
+ }
157
+ return b;
158
+ }
159
+ static min(a, b) {
160
+ if (a < b) {
161
+ return a;
162
+ }
163
+ return b;
164
+ }
165
+ }
166
+ exports.Num = Num;
167
+ //# sourceMappingURL=Num.js.map
@@ -0,0 +1 @@
1
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@@ -0,0 +1,23 @@
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
+ * @notice Computes the amount of tokenOut received when swapping a fixed amount of tokenIn
11
+ * @param tokenIn The address of the input token
12
+ * @param tokenAmountIn The fixed amount of tokenIn to be swapped
13
+ * @param tokenOut The address of the received token
14
+ * @param minAmountOut The minimum amount of tokenOut that can be received
15
+ * @param maxPrice The maximum spot price accepted before the swap
16
+ * @return swapResult The swap result (amount out, spread and tax base in)
17
+ * @return priceResult The price result (spot price before & after the swap, latest oracle price in & out)
18
+ */
19
+ static getAmountOutGivenInMMM(tokenDataIn: DeepReadonly<TokenData>, oracleDataIn: DeepReadonly<OracleData>, tokenAmountIn: DeepReadonly<bigint>, tokenDataOut: DeepReadonly<TokenData>, oracleDataOut: DeepReadonly<OracleData>, poolParameters: DeepReadonly<SwaapV1PoolParameters>, currentTimestamp: DeepReadonly<bigint>): bigint;
20
+ static getAmountOutGivenInMMMWithTimestamp(tokenGlobalIn: Struct.TokenGlobal, tokenGlobalOut: Struct.TokenGlobal, tokenAmountIn: bigint, currentTimestamp: bigint, poolParameters: SwaapV1PoolParameters, historicalPricesIn: ChainLinkData, historicalPricesOut: ChainLinkData): Struct.SwapResult;
21
+ static getAmountInGivenOutMMM(tokenDataIn: DeepReadonly<TokenData>, oracleDataIn: DeepReadonly<OracleData>, tokenDataOut: DeepReadonly<TokenData>, oracleDataOut: DeepReadonly<OracleData>, tokenAmountOut: DeepReadonly<bigint>, poolParameters: DeepReadonly<SwaapV1PoolParameters>, currentTimestamp: DeepReadonly<bigint>): bigint;
22
+ static getAmountInGivenOutMMMWithTimestamp(tokenGlobalIn: Struct.TokenGlobal, tokenGlobalOut: Struct.TokenGlobal, tokenAmountOut: bigint, currentTimestamp: bigint, poolParameters: SwaapV1PoolParameters, historicalPricesIn: ChainLinkData, historicalPricesOut: ChainLinkData): Struct.SwapResult;
23
+ }
@@ -0,0 +1,131 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.PoolQuotations = void 0;
4
+ const Const_1 = require("./Const");
5
+ const Num_1 = require("./Num");
6
+ const MathMMM_1 = require("./MathMMM");
7
+ const ChainlinkUtils_1 = require("./ChainlinkUtils");
8
+ const _require = (b, message) => {
9
+ if (!b)
10
+ throw new Error(message);
11
+ };
12
+ class PoolQuotations {
13
+ /**
14
+ * @return adjustedTokenWeight
15
+ */
16
+ static getTokenLatestInfo(tokenData, oracleData, currentTimestamp) {
17
+ const latestPrice = oracleData.historicalOracleState[oracleData.latestRoundId].answer;
18
+ const latestTimestamp = oracleData.historicalOracleState[oracleData.latestRoundId].timestamp;
19
+ const tokenRecord = {
20
+ decimals: BigInt(tokenData.decimals + oracleData.oraclesBindState.decimals),
21
+ balance: tokenData.balance,
22
+ weight: Num_1.Num.mul(tokenData.initialWeight,
23
+ // TODO: BigInt wrapper should be removed after fixing price type
24
+ Num_1.Num.div(latestPrice, BigInt(oracleData.oraclesBindState.price))),
25
+ };
26
+ const latestRound = ChainlinkUtils_1.ChainlinkUtils.getLatestRound(oracleData.latestRoundId, oracleData.historicalOracleState, currentTimestamp);
27
+ const tokenGlobal = {
28
+ info: tokenRecord,
29
+ latestRound: latestRound,
30
+ };
31
+ return tokenGlobal;
32
+ }
33
+ /**
34
+ * @notice Computes the amount of tokenOut received when swapping a fixed amount of tokenIn
35
+ * @param tokenIn The address of the input token
36
+ * @param tokenAmountIn The fixed amount of tokenIn to be swapped
37
+ * @param tokenOut The address of the received token
38
+ * @param minAmountOut The minimum amount of tokenOut that can be received
39
+ * @param maxPrice The maximum spot price accepted before the swap
40
+ * @return swapResult The swap result (amount out, spread and tax base in)
41
+ * @return priceResult The price result (spot price before & after the swap, latest oracle price in & out)
42
+ */
43
+ static getAmountOutGivenInMMM(tokenDataIn, oracleDataIn, tokenAmountIn, tokenDataOut, oracleDataOut,
44
+ // minAmountOut: DeepReadonly<bigint>,
45
+ // maxPrice: DeepReadonly<bigint>,
46
+ poolParameters, currentTimestamp) {
47
+ if (tokenAmountIn == 0n) {
48
+ return 0n;
49
+ }
50
+ _require(tokenAmountIn <= Num_1.Num.mul(tokenDataIn.balance, Const_1.Const.MAX_IN_RATIO), 'Err.MAX_IN_RATIO');
51
+ let tokenGlobalIn = PoolQuotations.getTokenLatestInfo(tokenDataIn, oracleDataIn, currentTimestamp);
52
+ let tokenGlobalOut = PoolQuotations.getTokenLatestInfo(tokenDataOut, oracleDataOut, currentTimestamp);
53
+ let spotPriceBefore = MathMMM_1.MathMMM.calcSpotPrice(tokenDataIn.balance, tokenGlobalIn.info.weight, tokenDataOut.balance, tokenGlobalOut.info.weight, poolParameters.swapFee);
54
+ // _require(spotPriceBefore <= maxPrice, 'Err.BAD_LIMIT_PRICE');
55
+ const swapResult = PoolQuotations.getAmountOutGivenInMMMWithTimestamp(tokenGlobalIn, tokenGlobalOut, tokenAmountIn, currentTimestamp, poolParameters, oracleDataIn.historicalOracleState, oracleDataOut.historicalOracleState);
56
+ // _require(swapResult.amount >= minAmountOut, 'Err.LIMIT_OUT');
57
+ 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);
58
+ _require(spotPriceAfter >= spotPriceBefore, 'Err.MATH_APPROX');
59
+ const maxAmount = Num_1.Num.divTruncated(tokenAmountIn, spotPriceBefore);
60
+ if (swapResult.amount > maxAmount) {
61
+ swapResult.amount = maxAmount;
62
+ }
63
+ _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');
64
+ // const priceIn = tokenGlobalIn.latestRound.price;
65
+ // const priceOut = tokenGlobalOut.latestRound.price;
66
+ return swapResult.amount;
67
+ }
68
+ static getAmountOutGivenInMMMWithTimestamp(tokenGlobalIn, tokenGlobalOut, tokenAmountIn, currentTimestamp, poolParameters, historicalPricesIn, historicalPricesOut) {
69
+ const swapParameters = {
70
+ amount: tokenAmountIn,
71
+ fee: poolParameters.swapFee,
72
+ fallbackSpread: Const_1.Const.FALLBACK_SPREAD,
73
+ };
74
+ const gbmParameters = {
75
+ z: poolParameters.dynamicCoverageFeesZ,
76
+ horizon: poolParameters.dynamicCoverageFeesHorizon,
77
+ };
78
+ const hpParameters = {
79
+ lookbackInRound: poolParameters.priceStatisticsLookbackInRound,
80
+ lookbackInSec: poolParameters.priceStatisticsLookbackInSec,
81
+ timestamp: currentTimestamp,
82
+ lookbackStepInRound: poolParameters.priceStatisticsLookbackStepInRound,
83
+ };
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
+ 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@@ -0,0 +1,56 @@
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 +1,3 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ //# sourceMappingURL=Struct.js.map
@@ -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
+ }