@paraswap/dex-lib 4.0.13 → 4.0.14

package/build/dex/integral/integral-pricing.js

@@ -1,114 +0,0 @@
-"use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.IntegralPricing = exports.decodeStateMultiCallResultWithObservation = void 0;
-const uniswap_v3_pool_1 = require("../uniswap-v3/uniswap-v3-pool");
-const config_1 = require("../uniswap-v3/config");
-const UniswapV3StateMulticall_abi_json_1 = __importDefault(require("../../abi/uniswap-v3/UniswapV3StateMulticall.abi.json"));
-const utils_1 = require("../uniswap-v3/contract-math/utils");
-const utils_2 = require("../../utils");
-const TickBitMap_1 = require("../uniswap-v3/contract-math/TickBitMap");
-const ethers_1 = require("ethers");
-const decoders_1 = require("../../lib/decoders");
-function decodeStateMultiCallResultWithObservation(result) {
-    const [isSuccess, toDecode] = (0, decoders_1.extractSuccessAndValue)(result);
-    if (!isSuccess || toDecode === '0x')
-        throw new Error(`decodeStateMultiCallResultWithRelativeBitmaps failed to get decodable result: ${result}`);
-    const decoded = ethers_1.ethers.utils.defaultAbiCoder.decode([
-        `
-      tuple(
-        uint32 blockTimestamp,
-        int56 tickCumulative,
-        uint160 secondsPerLiquidityCumulativeX128,
-        bool initialized,
-      )
-    `,
-    ], toDecode)[0];
-    return decoded;
-}
-exports.decodeStateMultiCallResultWithObservation = decodeStateMultiCallResultWithObservation;
-class IntegralPricing extends uniswap_v3_pool_1.UniswapV3EventPool {
-    constructor(dexHelper, parentName, erc20Interface, poolAddress, token0, token1, feeCode, logger, network, mapKey = '') {
-        const uniswapConfig = config_1.UniswapV3Config['UniswapV3'][network];
-        const stateMultiContract = new dexHelper.web3Provider.eth.Contract(uniswapConfig.stateMultiCallAbi !== undefined
-            ? uniswapConfig.stateMultiCallAbi
-            : UniswapV3StateMulticall_abi_json_1.default, uniswapConfig.stateMulticall);
-        super(dexHelper, parentName, stateMultiContract, undefined, erc20Interface, uniswapConfig.factory, feeCode, token0, token1, logger, mapKey, uniswapConfig.initHash);
-        this.dexHelper = dexHelper;
-        this.providedPoolAddress = poolAddress;
-    }
-    get poolAddress() {
-        return this.providedPoolAddress;
-    }
-    set poolAddress(_address) { }
-    async generateState(blockNumber) {
-        const callData = this._getStateRequestCallData();
-        const [resBalance0, resBalance1, resState] = await this.dexHelper.multiWrapper.tryAggregate(false, callData, blockNumber, this.dexHelper.multiWrapper.defaultBatchSize, false);
-        if (!resState.success)
-            throw new Error('Pool does not exist');
-        const [balance0, balance1, _state] = [
-            resBalance0.returnData,
-            resBalance1.returnData,
-            resState.returnData,
-        ];
-        const observationsCallData = [
-            ...Array(_state.slot0.observationCardinality),
-        ].map((_, i) => {
-            return {
-                target: this.poolAddress,
-                callData: this.poolIface.encodeFunctionData('observations', [i]),
-                decodeFunction: decodeStateMultiCallResultWithObservation,
-            };
-        });
-        const resObservations = await this.dexHelper.multiWrapper.tryAggregate(false, observationsCallData, blockNumber, 13107, false);
-        const observations = resObservations.reduce((memo, obs, i) => {
-            memo[i] = {
-                blockTimestamp: BigInt(obs.returnData.blockTimestamp),
-                tickCumulative: BigInt(obs.returnData.tickCumulative.toString()),
-                secondsPerLiquidityCumulativeX128: BigInt(obs.returnData.secondsPerLiquidityCumulativeX128.toString()),
-                initialized: obs.returnData.initialized,
-            };
-            return memo;
-        }, {});
-        const tickBitmap = {};
-        const ticks = {};
-        (0, utils_1._reduceTickBitmap)(tickBitmap, _state.tickBitmap);
-        (0, utils_1._reduceTicks)(ticks, _state.ticks);
-        const currentTick = (0, utils_2.bigIntify)(_state.slot0.tick);
-        const tickSpacing = (0, utils_2.bigIntify)(_state.tickSpacing);
-        const startTickBitmap = TickBitMap_1.TickBitMap.position(currentTick / tickSpacing)[0];
-        const requestedRange = this.getBitmapRangeToRequest();
-        return {
-            pool: _state.pool,
-            blockTimestamp: (0, utils_2.bigIntify)(_state.blockTimestamp),
-            slot0: {
-                sqrtPriceX96: (0, utils_2.bigIntify)(_state.slot0.sqrtPriceX96),
-                tick: currentTick,
-                observationIndex: +_state.slot0.observationIndex,
-                observationCardinality: +_state.slot0.observationCardinality,
-                observationCardinalityNext: +_state.slot0.observationCardinalityNext,
-                feeProtocol: (0, utils_2.bigIntify)(_state.slot0.feeProtocol),
-            },
-            liquidity: (0, utils_2.bigIntify)(_state.liquidity),
-            fee: this.feeCode,
-            tickSpacing,
-            maxLiquidityPerTick: (0, utils_2.bigIntify)(_state.maxLiquidityPerTick),
-            tickBitmap,
-            ticks,
-            observations,
-            isValid: true,
-            startTickBitmap,
-            lowestKnownTick: (BigInt.asIntN(24, startTickBitmap - requestedRange) << 8n) *
-                tickSpacing,
-            highestKnownTick: ((BigInt.asIntN(24, startTickBitmap + requestedRange) << 8n) +
-                BigInt.asIntN(24, 255n)) *
-                tickSpacing,
-            balance0,
-            balance1,
-        };
-    }
-}
-exports.IntegralPricing = IntegralPricing;
-//# sourceMappingURL=integral-pricing.js.map

package/build/dex/integral/integral-pricing.js.map

@@ -1 +0,0 @@
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package/build/dex/integral/integral-relayer.d.ts

@@ -1,42 +0,0 @@
-import { ethers } from 'ethers';
-import { Interface } from '@ethersproject/abi';
-import { LogDescription } from 'ethers/lib/utils';
-import { IDexHelper } from '../../dex-helper';
-import { StatefulEventSubscriber } from '../../stateful-event-subscriber';
-import { Address, BlockHeader, Log, Logger } from '../../types';
-import { PoolInitProps, RelayerPoolState, RelayerState } from './types';
-import { AsyncOrSync, DeepReadonly } from 'ts-essentials';
-export declare type OnPoolEnabledSetCallback = (poolAddress: Address, poolState: RelayerPoolState, blockNumber: number) => Promise<void>;
-export declare class IntegralRelayer extends StatefulEventSubscriber<RelayerState> {
-    readonly dexHelper: IDexHelper;
-    readonly erc20Interface: Interface;
-    readonly relayerAddress: Address;
-    protected readonly onPoolEnabledSet: OnPoolEnabledSetCallback;
-    handlers: {
-        [event: string]: (event: any, state: RelayerState, blockHeader: Readonly<BlockHeader>) => AsyncOrSync<RelayerState>;
-    };
-    logDecoder: (log: Log) => any;
-    private pools;
-    private orders;
-    readonly relayerIface: ethers.utils.Interface;
-    constructor(dexHelper: IDexHelper, parentName: string, erc20Interface: Interface, relayerAddress: Address, initPools: PoolInitProps, onPoolEnabledSet: OnPoolEnabledSetCallback, logger: Logger, mapKey?: string);
-    addPools(more: PoolInitProps): void;
-    getPools(): {
-        [poolAddress: string]: {
-            token0: string;
-            token1: string;
-        };
-    };
-    protected getPoolIdentifierData(): {
-        relayer: string;
-    };
-    executeOrder(id: bigint, blockNumber: number): void;
-    generateState(blockNumber?: number | 'latest'): Promise<RelayerState>;
-    protected processLog(state: DeepReadonly<RelayerState>, log: Readonly<Log>, blockHeader: Readonly<BlockHeader>): Promise<RelayerState>;
-    handleSwapFeeSet(event: LogDescription, state: RelayerState, _blockHeader: Readonly<BlockHeader>): RelayerState;
-    handlePairEnabledSet(event: LogDescription, state: RelayerState, blockHeader: Readonly<BlockHeader>): Promise<RelayerState>;
-    handleWrapEth(event: LogDescription, state: RelayerState, _blockHeader: Readonly<BlockHeader>): Promise<RelayerState>;
-    handleUnwrapWeth(event: LogDescription, state: RelayerState, blockHeader: Readonly<BlockHeader>): Promise<RelayerState>;
-    handleUpgraded(_event: LogDescription, state: RelayerState, blockHeader: Readonly<BlockHeader>): Promise<RelayerState>;
-    private initTokens;
-}

package/build/dex/integral/integral-relayer.js

@@ -1,192 +0,0 @@
-"use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.IntegralRelayer = void 0;
-const ethers_1 = require("ethers");
-const abi_1 = require("@ethersproject/abi");
-const stateful_event_subscriber_1 = require("../../stateful-event-subscriber");
-const relayer_json_1 = __importDefault(require("../../abi/integral/relayer.json"));
-const decoders_1 = require("../../lib/decoders");
-const utils_1 = require("./utils");
-class IntegralRelayer extends stateful_event_subscriber_1.StatefulEventSubscriber {
-    constructor(dexHelper, parentName, erc20Interface, relayerAddress, initPools, onPoolEnabledSet, logger, mapKey = '') {
-        super(parentName, `${parentName} Relayer`, dexHelper, logger, true, mapKey);
-        this.dexHelper = dexHelper;
-        this.erc20Interface = erc20Interface;
-        this.relayerAddress = relayerAddress;
-        this.onPoolEnabledSet = onPoolEnabledSet;
-        this.handlers = {};
-        this.pools = {};
-        this.orders = {};
-        this.relayerIface = new abi_1.Interface(relayer_json_1.default);
-        this.addPools(initPools);
-        this.addressesSubscribed = [relayerAddress];
-        this.logDecoder = (log) => this.relayerIface.parseLog(log);
-        this.handlers['SwapFeeSet'] = this.handleSwapFeeSet.bind(this);
-        this.handlers['PairEnabledSet'] = this.handlePairEnabledSet.bind(this);
-        this.handlers['WrapEth'] = this.handleWrapEth.bind(this);
-        this.handlers['UnwrapWeth'] = this.handleUnwrapWeth.bind(this);
-        this.handlers['Upgraded'] = this.handleUpgraded.bind(this);
-    }
-    addPools(more) {
-        Object.keys(more).forEach(_poolAddress => {
-            const poolAddress = _poolAddress.toLowerCase();
-            if (!this.pools[poolAddress]) {
-                this.pools[poolAddress] = {
-                    token0: more[_poolAddress].token0.toLowerCase(),
-                    token1: more[_poolAddress].token1.toLowerCase(),
-                };
-            }
-        });
-    }
-    getPools() {
-        return this.pools;
-    }
-    getPoolIdentifierData() {
-        return { relayer: this.relayerAddress };
-    }
-    executeOrder(id, blockNumber) {
-        this.orders[id.toString()].executedAt = blockNumber;
-        delete this.orders[id.toString()];
-    }
-    async generateState(blockNumber) {
-        const relayer = new this.dexHelper.web3Provider.eth.Contract(relayer_json_1.default, this.relayerAddress);
-        const pools = Object.keys(this.pools);
-        const tokenBalances = this.initTokens();
-        const tokens = Object.keys(tokenBalances);
-        const relayerCallDatas = pools
-            .map(poolAddress => [
-            {
-                target: this.relayerAddress,
-                callData: relayer.methods.isPairEnabled(poolAddress).encodeABI(),
-                decodeFunction: decoders_1.uint256ToBigInt,
-            },
-            {
-                target: this.relayerAddress,
-                callData: relayer.methods.swapFee(poolAddress).encodeABI(),
-                decodeFunction: decoders_1.uint256ToBigInt,
-            },
-            {
-                target: this.relayerAddress,
-                callData: relayer.methods.getTwapInterval(poolAddress).encodeABI(),
-                decodeFunction: utils_1.uint32ToNumber,
-            },
-        ])
-            .flat();
-        const relayerAndTokenCallDatas = relayerCallDatas.concat(tokens
-            .map(token => [
-            {
-                target: token,
-                callData: this.erc20Interface.encodeFunctionData('balanceOf', [
-                    this.relayerAddress,
-                ]),
-                decodeFunction: decoders_1.uint256ToBigInt,
-            },
-            {
-                target: this.relayerAddress,
-                callData: relayer.methods.getTokenLimitMin(token).encodeABI(),
-                decodeFunction: decoders_1.uint256ToBigInt,
-            },
-            {
-                target: this.relayerAddress,
-                callData: relayer.methods
-                    .getTokenLimitMaxMultiplier(token)
-                    .encodeABI(),
-                decodeFunction: decoders_1.uint256ToBigInt,
-            },
-        ])
-            .flat());
-        const relayerInfos = await this.dexHelper.multiWrapper.aggregate(relayerAndTokenCallDatas, blockNumber);
-        const [relayerItemCount, tokenItemCount] = [3, 3];
-        const state = { pools: {}, tokens: tokenBalances };
-        const offset = pools.length * relayerItemCount;
-        const tokenLimits = {};
-        tokens.forEach((token, i) => {
-            const [balance, min, maxMultiplier] = [
-                BigInt(relayerInfos[i * tokenItemCount + offset]),
-                BigInt(relayerInfos[i * tokenItemCount + offset + 1]),
-                BigInt(relayerInfos[i * tokenItemCount + offset + 2]),
-            ];
-            tokenLimits[token] = { min, maxMultiplier };
-            state.tokens[token] = { balance };
-        });
-        pools.forEach((poolAddress, i) => {
-            const [isEnabled, swapFee, twapInterval] = [
-                Boolean(relayerInfos[i * relayerItemCount]),
-                BigInt(relayerInfos[i * relayerItemCount + 1]),
-                Number(relayerInfos[i * relayerItemCount + 2]),
-            ];
-            const min0 = tokenLimits[this.pools[poolAddress].token0].min;
-            const min1 = tokenLimits[this.pools[poolAddress].token1].min;
-            const maxMultiplier0 = tokenLimits[this.pools[poolAddress].token0].maxMultiplier;
-            const maxMultiplier1 = tokenLimits[this.pools[poolAddress].token1].maxMultiplier;
-            state.pools[poolAddress] = {
-                isEnabled,
-                swapFee,
-                twapInterval,
-                limits: { min0, min1, maxMultiplier0, maxMultiplier1 },
-            };
-        });
-        return state;
-    }
-    async processLog(state, log, blockHeader) {
-        const event = this.logDecoder(log);
-        if (event.name in this.handlers) {
-            await this.handlers[event.name](event, state, blockHeader);
-        }
-        return state;
-    }
-    handleSwapFeeSet(event, state, _blockHeader) {
-        const poolAddress = event.args.pair.toLowerCase();
-        state.pools[poolAddress].swapFee = BigInt(event.args.fee);
-        return state;
-    }
-    async handlePairEnabledSet(event, state, blockHeader) {
-        const poolAddress = event.args.pair.toLowerCase();
-        state.pools[poolAddress].isEnabled = Boolean(event.args.enabled);
-        await this.onPoolEnabledSet(poolAddress, state.pools[poolAddress], blockHeader.number);
-        return state;
-    }
-    async handleWrapEth(event, state, _blockHeader) {
-        const tokenAddress = this.dexHelper.config.data.wrappedNativeTokenAddress.toLowerCase();
-        const amountIn = ethers_1.BigNumber.from(event.args.amount).toBigInt();
-        if (state.tokens[tokenAddress]) {
-            state.tokens[tokenAddress].balance += amountIn;
-        }
-        else {
-            state.tokens[tokenAddress] = { balance: amountIn };
-        }
-        return state;
-    }
-    async handleUnwrapWeth(event, state, blockHeader) {
-        const tokenAddress = this.dexHelper.config.data.wrappedNativeTokenAddress.toLowerCase();
-        const amountOut = ethers_1.BigNumber.from(event.args.amount).toBigInt();
-        // state balance is out of sync
-        if (!state.tokens[tokenAddress] ||
-            state.tokens[tokenAddress].balance < amountOut) {
-            return await this.generateState(blockHeader.number);
-        }
-        state.tokens[tokenAddress].balance -= amountOut;
-        return state;
-    }
-    async handleUpgraded(_event, state, blockHeader) {
-        try {
-            return await this.generateState(blockHeader.number);
-        }
-        catch (e) {
-            this.logger.error(`Integral Relayer: Contract upgraded, please upgrade event pool`, e);
-            return state;
-        }
-    }
-    initTokens() {
-        return Object.entries(this.pools).reduce((memo, [, { token0, token1 }]) => {
-            memo[token0] = (!!memo[token0] && memo[token0]) || { balance: 0n };
-            memo[token1] = (!!memo[token1] && memo[token1]) || { balance: 0n };
-            return memo;
-        }, {});
-    }
-}
-exports.IntegralRelayer = IntegralRelayer;
-//# sourceMappingURL=integral-relayer.js.map

package/build/dex/integral/integral-relayer.js.map

@@ -1 +0,0 @@
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package/build/dex/integral/integral-token.d.ts

@@ -1,27 +0,0 @@
-import { Interface } from '@ethersproject/abi';
-import { LogDescription } from 'ethers/lib/utils';
-import { IDexHelper } from '../../dex-helper';
-import { StatefulEventSubscriber } from '../../stateful-event-subscriber';
-import { Address, BlockHeader, Log, Logger } from '../../types';
-import { TokenState } from './types';
-import { Network } from '../../constants';
-export declare type OnTransferCallback = (token: Address, from: Address, to: Address, amount: bigint, blockNumber: number) => Promise<void>;
-export declare class IntegralToken extends StatefulEventSubscriber<TokenState> {
-    readonly network: Network;
-    readonly dexHelper: IDexHelper;
-    protected readonly erc20Interface: Interface;
-    readonly tokenAddress: Address;
-    readonly relayerAddress: Address;
-    protected readonly onTransfer: OnTransferCallback;
-    handlers: {
-        [event: string]: (event: any, state: TokenState, blockHeader: Readonly<BlockHeader>) => Promise<TokenState>;
-    };
-    logDecoder: (log: Log) => any;
-    constructor(network: Network, dexHelper: IDexHelper, parentName: string, erc20Interface: Interface, tokenAddress: Address, relayerAddress: Address, onTransfer: OnTransferCallback, logger: Logger, mapKey?: string);
-    generateState(): Promise<TokenState>;
-    protected getPoolIdentifierData(): {
-        token: string;
-    };
-    protected processLog(state: TokenState, log: Readonly<Log>, blockHeader: Readonly<BlockHeader>): Promise<TokenState>;
-    handleTransfer(event: LogDescription, state: TokenState, _blockHeader: Readonly<BlockHeader>): Promise<TokenState>;
-}

package/build/dex/integral/integral-token.js

@@ -1,59 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.IntegralToken = void 0;
-const ethers_1 = require("ethers");
-const stateful_event_subscriber_1 = require("../../stateful-event-subscriber");
-class IntegralToken extends stateful_event_subscriber_1.StatefulEventSubscriber {
-    constructor(network, dexHelper, parentName, erc20Interface, tokenAddress, relayerAddress, onTransfer, logger, mapKey = '') {
-        super(parentName, `ERC20 Token`, dexHelper, logger, true, mapKey);
-        this.network = network;
-        this.dexHelper = dexHelper;
-        this.erc20Interface = erc20Interface;
-        this.tokenAddress = tokenAddress;
-        this.relayerAddress = relayerAddress;
-        this.onTransfer = onTransfer;
-        this.handlers = {};
-        this.addressesSubscribed = [tokenAddress];
-        this.logDecoder = (log) => {
-            let ret;
-            try {
-                ret = this.erc20Interface.parseLog(log);
-            }
-            catch (error) {
-                if (error instanceof Error) {
-                    if (error.message.startsWith('no matching event')) {
-                        // ignore custom events for some tokens
-                        return null;
-                    }
-                }
-                throw error;
-            }
-            return ret;
-        };
-        this.handlers['Transfer'] = this.handleTransfer.bind(this);
-    }
-    async generateState() {
-        return {};
-    }
-    getPoolIdentifierData() {
-        return { token: this.tokenAddress };
-    }
-    async processLog(state, log, blockHeader) {
-        const event = this.logDecoder(log);
-        if (event && event.name in this.handlers) {
-            await this.handlers[event.name](event, state, blockHeader);
-        }
-        return state;
-    }
-    async handleTransfer(event, state, _blockHeader) {
-        const from = event.args[0].toLowerCase();
-        const to = event.args[1].toLowerCase();
-        if (from === this.relayerAddress || to === this.relayerAddress) {
-            const amount = ethers_1.BigNumber.from(event.args[2]).toBigInt();
-            await this.onTransfer(this.tokenAddress, from, to, amount, _blockHeader.number);
-        }
-        return state;
-    }
-}
-exports.IntegralToken = IntegralToken;
-//# sourceMappingURL=integral-token.js.map

package/build/dex/integral/integral-token.js.map

@@ -1 +0,0 @@
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package/build/dex/integral/integral.d.ts

@@ -1,41 +0,0 @@
-import { Token, Address, ExchangePrices, AdapterExchangeParam, PoolLiquidity, Logger, PoolPrices, NumberAsString, DexExchangeParam } from '../../types';
-import { SwapSide, Network } from '../../constants';
-import { Context, IDex } from '../idex';
-import { IDexHelper } from '../../dex-helper/idex-helper';
-import { IntegralData, QuotingProps } from './types';
-import { SimpleExchange } from '../simple-exchange';
-export declare class Integral extends SimpleExchange implements IDex<IntegralData> {
-    readonly network: Network;
-    readonly dexKey: string;
-    readonly dexHelper: IDexHelper;
-    protected adapters: import("../../types").AdapterMappings;
-    protected subgraphURL: string | undefined;
-    readonly hasConstantPriceLargeAmounts = false;
-    private readonly context;
-    readonly isFeeOnTransferSupported = false;
-    static dexKeysWithNetwork: {
-        key: string;
-        networks: Network[];
-    }[];
-    logger: Logger;
-    constructor(network: Network, dexKey: string, dexHelper: IDexHelper, adapters?: import("../../types").AdapterMappings);
-    initializePricing(blockNumber: number): Promise<void>;
-    getAdapters(side: SwapSide): {
-        name: string;
-        index: number;
-    }[] | null;
-    getPoolIdentifiers(srcToken: Token, destToken: Token, side: SwapSide, blockNumber: number): Promise<string[]>;
-    getPricesVolume(srcToken: Token, destToken: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[]): Promise<null | ExchangePrices<IntegralData>>;
-    getCalldataGasCost(poolPrices: PoolPrices<IntegralData>): number | number[];
-    getAdapterParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: IntegralData, side: SwapSide): AdapterExchangeParam;
-    getDexParam(srcToken: Address, destToken: Address, srcAmount: NumberAsString, destAmount: NumberAsString, recipient: Address, data: IntegralData, side: SwapSide, _: Context, executorAddress: Address): DexExchangeParam;
-    updatePoolState(): Promise<void>;
-    getTopPoolsForToken(tokenAddress: Address, limit: number): Promise<PoolLiquidity[]>;
-    getPriceOnChain(tokenIn: Token, tokenOut: Token, inverted: boolean, blockNumber: number): Promise<QuotingProps | null>;
-    private getQuotingProps;
-    private quoteSell;
-    private quoteBuy;
-    private checkLimits;
-    private getStates;
-    private getMaxLimits;
-}