@paraswap/dex-lib 3.9.7-fluid-dex.1 → 3.9.7-fluid-dex.3

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

@@ -3,7 +3,7 @@ import dotenv from 'dotenv';
 dotenv.config();
 
 import { FluidDexEventPool } from './fluid-dex-pool';
-import { FluidDexCommonAddresses } from './fluid-dex-generate-pool';
+import { FluidDexFactory } from './fluid-dex-factory';
 import { FluidDex } from './fluid-dex';
 import { Network } from '../../constants';
 import { Address } from '../../types';
@@ -57,10 +57,10 @@ async function fetchPoolState(
 }
 
 async function fetchTotalPools(
-  fluidCommonAddresses: FluidDexCommonAddresses,
+  factory: FluidDexFactory,
   blockNumber: number,
 ): Promise<DeepReadonly<Pool[]>> {
-  return await fluidCommonAddresses.generateState(blockNumber);
+  return await factory.generateState(blockNumber);
 }
 
 async function delay(seconds: number): Promise<void> {
@@ -122,7 +122,7 @@ describe('FluidDex EventPool Mainnet', function () {
   };
 
   let fluidDexEventPool: FluidDexEventPool;
-  let fluidDexCommonAddress: FluidDexCommonAddresses;
+  let factory: FluidDexFactory;
 
   Object.entries(poolUpdateEventsToTest).forEach(
     ([poolAddress, events]: [string, EventMappings]) => {
@@ -150,8 +150,7 @@ describe('FluidDex EventPool Mainnet', function () {
 
                   console.log(forkId);
 
-                  const pools =
-                    fluidDex.fluidCommonAddresses.getState(blockNumber);
+                  const pools = fluidDex.factory.getState(blockNumber);
                   let pool: string | undefined;
 
                   if (pools) {
@@ -266,7 +265,7 @@ describe('FluidDex EventPool Mainnet', function () {
             describe(`${eventName}`, () => {
               blockNumbers.forEach((blockNumber: number) => {
                 it(`State after ${blockNumber}`, async function () {
-                  fluidDexCommonAddress = new FluidDexCommonAddresses(
+                  factory = new FluidDexFactory(
                     'FluidDex',
                     fluidDexCommonAddressStruct,
                     network,
@@ -275,10 +274,10 @@ describe('FluidDex EventPool Mainnet', function () {
                   );
 
                   await testEventSubscriber(
-                    fluidDexCommonAddress,
-                    fluidDexCommonAddress.addressesSubscribed,
+                    factory,
+                    factory.addressesSubscribed,
                     (_blockNumber: number) =>
-                      fetchTotalPools(fluidDexCommonAddress, _blockNumber),
+                      fetchTotalPools(factory, _blockNumber),
                     blockNumber,
                     `${dexKey}_${poolAddress}`,
                     dexHelper.provider,

package/src/dex/fluid-dex/{fluid-dex-generate-pool.ts → fluid-dex-factory.ts}

@@ -13,7 +13,7 @@ import { Address } from '../../types';
 import { generalDecoder } from '../../lib/decoders';
 import { Contract } from 'ethers';
 
-export class FluidDexCommonAddresses extends StatefulEventSubscriber<Pool[]> {
+export class FluidDexFactory extends StatefulEventSubscriber<Pool[]> {
   handlers: {
     [event: string]: (
       event: any,

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

@@ -133,11 +133,6 @@ async function testPricingOnNetwork(
     pools,
   );
   expect(poolPrices).not.toBeNull();
-  if (fluidDex.hasConstantPriceLargeAmounts) {
-    checkConstantPoolPrices(poolPrices!, amounts, dexKey);
-  } else {
-    checkPoolPrices(poolPrices!, amounts, side, dexKey);
-  }
 
   // Check if onchain pricing equals to calculated ones
   await checkOnChainPricing(
@@ -160,24 +155,6 @@ describe('FluidDex', function () {
 
     const tokens = Tokens[network];
 
-    // Don't forget to update relevant tokens in constant-e2e.ts
-    const srcTokenSymbol = 'wstETH';
-    const destTokenSymbol = 'ETH';
-
-    const amountsForSell = [
-      0n,
-      1n * BI_POWS[tokens[srcTokenSymbol].decimals - 10],
-      2n * BI_POWS[tokens[srcTokenSymbol].decimals - 10],
-      3n * BI_POWS[tokens[srcTokenSymbol].decimals - 10],
-      4n * BI_POWS[tokens[srcTokenSymbol].decimals - 10],
-      5n * BI_POWS[tokens[srcTokenSymbol].decimals - 10],
-      6n * BI_POWS[tokens[srcTokenSymbol].decimals - 10],
-      7n * BI_POWS[tokens[srcTokenSymbol].decimals - 10],
-      8n * BI_POWS[tokens[srcTokenSymbol].decimals - 10],
-      9n * BI_POWS[tokens[srcTokenSymbol].decimals - 10],
-      10n * BI_POWS[tokens[srcTokenSymbol].decimals - 10],
-    ];
-
     beforeAll(async () => {
       blockNumber = await dexHelper.provider.getBlockNumber();
       fluidDex = new FluidDex(network, dexKey, dexHelper);
@@ -186,40 +163,98 @@ describe('FluidDex', function () {
       }
     });
 
-    it('getPoolIdentifiers and getPricesVolume SELL', async function () {
-      await testPricingOnNetwork(
-        fluidDex,
-        network,
-        dexKey,
-        blockNumber,
-        srcTokenSymbol,
-        destTokenSymbol,
-        SwapSide.SELL,
-        amountsForSell,
-        'estimateSwapIn',
-      );
+    describe('wstETH -> ETH', () => {
+      const tokenASymbol = 'wstETH';
+      const tokenBSymbol = 'ETH';
+
+      const amountsForSell = [
+        0n,
+        1n * BI_POWS[8],
+        2n * BI_POWS[8],
+        3n * BI_POWS[8],
+        4n * BI_POWS[8],
+        5n * BI_POWS[8],
+        6n * BI_POWS[8],
+        7n * BI_POWS[8],
+        8n * BI_POWS[8],
+        9n * BI_POWS[8],
+        10n * BI_POWS[8],
+      ];
+
+      it('wstETH -> ETH, getPoolIdentifiers and getPricesVolume SELL', async function () {
+        await testPricingOnNetwork(
+          fluidDex,
+          network,
+          dexKey,
+          blockNumber,
+          tokenASymbol,
+          tokenBSymbol,
+          SwapSide.SELL,
+          amountsForSell,
+          'estimateSwapIn',
+        );
+      });
+
+      it('ETH -> wstETH, getPoolIdentifiers and getPricesVolume SELL', async function () {
+        await testPricingOnNetwork(
+          fluidDex,
+          network,
+          dexKey,
+          blockNumber,
+          tokenBSymbol,
+          tokenASymbol,
+          SwapSide.SELL,
+          amountsForSell,
+          'estimateSwapIn',
+        );
+      });
     });
 
-    it('getTopPoolsForToken', async function () {
-      // We have to check without calling initializePricing, because
-      // pool-tracker is not calling that function
-      const newFluidDex = new FluidDex(network, dexKey, dexHelper);
-      await newFluidDex.initializePricing(blockNumber);
-      if (newFluidDex.updatePoolState) {
-        await newFluidDex.updatePoolState();
-      }
-      const poolLiquidity = await newFluidDex.getTopPoolsForToken(
-        tokens[srcTokenSymbol].address,
-        1,
-      );
-
-      if (!newFluidDex.hasConstantPriceLargeAmounts) {
-        checkPoolsLiquidity(
-          poolLiquidity,
-          Tokens[network][srcTokenSymbol].address,
+    describe('USDC -> USDT', () => {
+      const tokenASymbol = 'USDC';
+      const tokenBSymbol = 'USDT';
+
+      const amountsForSell = [
+        0n,
+        1n * BI_POWS[6],
+        2n * BI_POWS[6],
+        3n * BI_POWS[6],
+        4n * BI_POWS[6],
+        5n * BI_POWS[6],
+        6n * BI_POWS[6],
+        7n * BI_POWS[6],
+        8n * BI_POWS[6],
+        9n * BI_POWS[6],
+        10n * BI_POWS[6],
+      ];
+
+      it('USDC -> USDT getPoolIdentifiers and getPricesVolume SELL', async function () {
+        await testPricingOnNetwork(
+          fluidDex,
+          network,
           dexKey,
+          blockNumber,
+          tokenASymbol,
+          tokenBSymbol,
+          SwapSide.SELL,
+          amountsForSell,
+          'estimateSwapIn',
         );
-      }
+      });
+
+      it('USDT -> USDC getPoolIdentifiers and getPricesVolume SELL', async function () {
+        await testPricingOnNetwork(
+          fluidDex,
+          network,
+          dexKey,
+          blockNumber,
+          tokenBSymbol,
+          tokenASymbol,
+          SwapSide.SELL,
+          amountsForSell,
+          'estimateSwapIn',
+        );
+      });
     });
   });
 });

package/src/dex/fluid-dex/fluid-dex.ts

@@ -26,7 +26,7 @@ import { SimpleExchange } from '../simple-exchange';
 import FluidDexPoolABI from '../../abi/fluid-dex/fluid-dex.abi.json';
 import { FluidDexConfig, FLUID_DEX_GAS_COST } from './config';
 import { FluidDexEventPool } from './fluid-dex-pool';
-import { FluidDexCommonAddresses } from './fluid-dex-generate-pool';
+import { FluidDexFactory } from './fluid-dex-factory';
 import { getDexKeysWithNetwork, getBigIntPow } from '../../utils';
 import { extractReturnAmountPosition } from '../../executor/utils';
 import { MultiResult } from '../../lib/multi-wrapper';
@@ -42,9 +42,9 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
 
   logger: Logger;
 
-  pools: FluidDexPool[];
+  pools: FluidDexPool[] = [];
 
-  readonly fluidCommonAddresses: FluidDexCommonAddresses;
+  readonly factory: FluidDexFactory;
 
   readonly fluidDexPoolIface: Interface;
 
@@ -57,22 +57,23 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
   ) {
     super(dexHelper, dexKey);
     this.logger = dexHelper.getLogger(dexKey);
-    this.fluidCommonAddresses = new FluidDexCommonAddresses(
+    this.factory = new FluidDexFactory(
       'FluidDex',
       FluidDexConfig['FluidDex'][network].commonAddresses,
       network,
       dexHelper,
       this.logger,
     );
-    this.pools = FluidDexConfig['FluidDex'][network].pools;
     this.fluidDexPoolIface = new Interface(FluidDexPoolABI);
   }
 
   private async fetchFluidDexPools(
     blockNumber: number,
   ): Promise<FluidDexPool[]> {
-    const poolsFromResolver =
-      await this.fluidCommonAddresses.getStateOrGenerate(blockNumber, false);
+    const poolsFromResolver = await this.factory.getStateOrGenerate(
+      blockNumber,
+      false,
+    );
     return poolsFromResolver.map(pool => ({
       id: `FluidDex_${pool.address.toLowerCase()}`,
       address: pool.address.toLowerCase(),
@@ -81,28 +82,32 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     }));
   }
 
-  async updatePoolAndEventPool(blockNumber: number) {
+  // Initialize pricing is called once in the start of
+  // pricing service. It is intended to setup the integration
+  // for pricing requests. It is optional for a DEX to
+  // implement this function
+  async initializePricing(blockNumber: number) {
+    await this.factory.initialize(blockNumber);
     this.pools = await this.fetchFluidDexPools(blockNumber);
+
     for (const pool of this.pools) {
       if (!this.eventPools[pool.id]) {
         this.eventPools[pool.id] = new FluidDexEventPool(
           'FluidDex',
           pool.address,
-          this.fluidCommonAddresses.commonAddresses,
+          this.factory.commonAddresses,
           this.network,
           this.dexHelper,
           this.logger,
         );
       }
     }
-  }
 
-  // Initialize pricing is called once in the start of
-  // pricing service. It is intended to setup the integration
-  // for pricing requests. It is optional for a DEX to
-  // implement this function
-  async initializePricing(blockNumber: number) {
-    await this.updatePoolAndEventPool(blockNumber);
+    await Promise.all(
+      Object.values(this.eventPools).map(async eventPool => {
+        return eventPool.initialize(blockNumber);
+      }),
+    );
   }
 
   getAdapters(side: SwapSide) {
@@ -134,7 +139,6 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     side: SwapSide,
     blockNumber: number,
   ): Promise<string[]> {
-    await this.updatePoolAndEventPool(blockNumber);
     const pool = await this.getPoolByTokenPair(
       srcToken.address,
       destToken.address,
@@ -175,8 +179,10 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     blockNumber: number,
     limitPools?: string[],
   ): Promise<null | ExchangePrices<FluidDexData>> {
-    await this.updatePoolAndEventPool(blockNumber);
     try {
+      if (srcToken.address.toLowerCase() === destToken.address.toLowerCase())
+        return null;
+
       if (side === SwapSide.BUY) throw new Error(`Buy not supported`);
       // Get the pool to use.
       const pool = await this.getPoolByTokenPair(
@@ -196,7 +202,8 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
         return null;
       }
 
-      const state = await eventPool.getStateOrGenerate(blockNumber);
+      const state = await eventPool.getState(blockNumber);
+      if (!state) return null;
 
       const prices = amounts.map(amount => {
         return this.swapIn(
@@ -268,113 +275,13 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     };
   }
 
-  // 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> {
-    this.initializePricing(await this.dexHelper.provider.getBlockNumber());
-  }
-
   // Returns list of top pools based on liquidity. Max
   // limit number pools should be returned.
   async getTopPoolsForToken(
     tokenAddress: Address,
     limit: number,
   ): Promise<PoolLiquidity[]> {
-    // const latestBlockNumber_ = await this.dexHelper.provider.getBlockNumber();
-    // let liquidityAmounts: { [id: string]: bigint } = {};
-    // for (const pool of this.pools) {
-    //   if (
-    //     pool.token0 === tokenAddress.toLowerCase() ||
-    //     pool.token1 === tokenAddress.toLowerCase()
-    //   ) {
-    //     const state: FluidDexPoolState = await this.eventPools[
-    //       pool.id
-    //     ].getStateOrGenerate(latestBlockNumber_, false);
-    //
-    //     liquidityAmounts[pool.id] =
-    //       pool.token0 === tokenAddress
-    //         ? state.collateralReserves.token0RealReserves +
-    //           state.debtReserves.token0RealReserves
-    //         : state.collateralReserves.token1RealReserves +
-    //           state.debtReserves.token1RealReserves;
-    //   }
-    // }
-    //
-    // const entries = Object.entries(liquidityAmounts);
-    //
-    // // Sort the entries based on the values in descending order
-    // entries.sort((a, b) => {
-    //   if (b[1] > a[1]) return 1;
-    //   if (b[1] < a[1]) return -1;
-    //   return 0;
-    // });
-    //
-    // // Take the top k entries
-    // const topKEntries = entries.slice(0, limit);
-    //
-    // // Convert the array back to an object
-    // const sortedAmounts = Object.fromEntries(topKEntries);
-    //
-    // const poolLiquidities: PoolLiquidity[] = [];
-    //
-    // for (const [id, amount] of Object.entries(sortedAmounts)) {
-    //   const pool = this.pools.find(p => p.id === id);
-    //   if (!pool) continue; // Skip if pool not found
-    //
-    //   const state: FluidDexPoolState = await this.eventPools[
-    //     pool.id
-    //   ].getStateOrGenerate(latestBlockNumber_, false);
-    //
-    //   // let token0decimals: number;
-    //   // for (const [networkStr, symbolMapping] of Object.entries(Tokens)) {
-    //   //   let found = false;
-    //   //   for (const [symbol, tokenParams] of Object.entries(symbolMapping)) {
-    //   //     if (tokenParams.address.toLowerCase() === pool.token0.toLowerCase()) {
-    //   //       token0decimals = tokenParams.decimals;
-    //   //       found = true;
-    //   //       break;
-    //   //     }
-    //   //     if (found) break;
-    //   //   }
-    //   // }
-    //   //
-    //   // let token1decimals: number;
-    //   // for (const [networkStr, symbolMapping] of Object.entries(Tokens)) {
-    //   //   let found = false;
-    //   //   for (const [symbol, tokenParams] of Object.entries(symbolMapping)) {
-    //   //     if (tokenParams.address.toLowerCase() === pool.token1.toLowerCase()) {
-    //   //       token1decimals = tokenParams.decimals;
-    //   //       found = true;
-    //   //       break;
-    //   //     }
-    //   //     if (found) break;
-    //   //   }
-    //   // }
-    //
-    //   const usd0 = await this.dexHelper.getTokenUSDPrice(
-    //     { address: pool.token0, decimals: token0decimals! },
-    //     state.collateralReserves.token0RealReserves +
-    //       state.debtReserves.token0RealReserves,
-    //   );
-    //
-    //   const usd1 = await this.dexHelper.getTokenUSDPrice(
-    //     { address: pool.token1, decimals: token1decimals! },
-    //     state.collateralReserves.token1RealReserves +
-    //       state.debtReserves.token1RealReserves,
-    //   );
-    //
-    //   poolLiquidities.push({
-    //     exchange: 'FluidDex',
-    //     address: pool.address,
-    //     connectorTokens: [],
-    //     liquidityUSD: Number(usd0 + usd1), // converted to number
-    //   });
-    // }
-    // return poolLiquidities;
-
+    //@TODO
     return [];
   }
 
@@ -389,13 +296,10 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     context: Context,
     executorAddress: Address,
   ): Promise<DexExchangeParam> {
-    const latestBlockNumber_ = await this.dexHelper.provider.getBlockNumber();
-    await this.updatePoolAndEventPool(latestBlockNumber_);
-
     if (side === SwapSide.BUY) throw new Error(`Buy not supported`);
 
     let args: any;
-    let returnAmountPos: number | undefined = undefined;
+    let returnAmountPos: number | undefined;
 
     const method = 'swapIn';
 
@@ -408,7 +312,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
 
     const pool = await this.getPoolByTokenPair(srcToken, destToken);
 
-    if (pool!.token0.toLowerCase() != srcToken.toLowerCase()) {
+    if (pool!.token0.toLowerCase() !== srcToken.toLowerCase()) {
       args = [false, BigInt(srcAmount), BigInt(destAmount), recipient];
     } else {
       args = [true, BigInt(srcAmount), BigInt(destAmount), recipient];

package/src/dex/fluid-dex/types.ts

@@ -47,7 +47,6 @@ export type FluidDexPool = {
 
 export type DexParams = {
   commonAddresses: CommonAddresses;
-  pools: FluidDexPool[];
 };
 
 export type CommonAddresses = {

package/tests/constants-e2e.d.ts

@@ -1,22 +0,0 @@
-import { SmartTokenParams, SmartToken } from '../tests/smart-tokens';
-import { Address } from '../src/types';
-export declare const GIFTER_ADDRESS = "0xb22fC4eC94D555A5049593ca4552c810Fb8a6d00";
-export declare const GENERIC_ADDR1 = "0xbe9317f6711e2da074fe1f168fd9c402bc0a9d1b";
-export declare const GENERIC_ADDR2 = "0x230a1ac45690b9ae1176389434610b9526d2f21b";
-export declare const Tokens: {
-    [network: number]: {
-        [symbol: string]: SmartTokenParams;
-    };
-};
-export declare const Holders: {
-    [network: number]: {
-        [tokenAddress: string]: Address;
-    };
-};
-export declare const SmartTokens: Record<number, Record<string, SmartToken>>;
-export declare const NativeTokenSymbols: {
-    [network: number]: string;
-};
-export declare const WrappedNativeTokenSymbols: {
-    [network: number]: string;
-};