@paraswap/dex-lib 4.0.17 → 4.0.18

package/src/dex/aave-v3-stata-v2/aave-v3-stata-v2.ts

@@ -0,0 +1,477 @@
+import {
+  Token,
+  Address,
+  ExchangePrices,
+  PoolPrices,
+  AdapterExchangeParam,
+  PoolLiquidity,
+  Logger,
+  NumberAsString,
+  DexExchangeParam,
+} from '../../types';
+import { SwapSide, Network } from '../../constants';
+import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
+import { Utils, getBigIntPow, getDexKeysWithNetwork } from '../../utils';
+import { Context, IDex } from '../../dex/idex';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import {
+  AaveV3StataV2Data,
+  Rounding,
+  StataFunctions,
+  StataToken,
+  TokenType,
+} from './types';
+import { SimpleExchange } from '../simple-exchange';
+import { AaveV3StataConfig } from './config';
+import { Interface } from '@ethersproject/abi';
+import { fetchTokenList } from './utils';
+import {
+  Tokens,
+  getTokenFromAddress,
+  getTokenType,
+  setTokensOnNetwork,
+} from './tokens';
+import { uint256ToBigInt } from '../../lib/decoders';
+import TokenABI from '../../abi/aavev3statav2/Token.json';
+import PoolABI from '../../abi/aavev3statav2/Pool.json';
+import { extractReturnAmountPosition } from '../../executor/utils';
+import { RETURN_AMOUNT_POS_32 } from '../../executor/constants';
+// import { IStaticATokenLM_ABI } from '@bgd-labs/aave-address-book';
+// slimmed down version of @bgd-labs/aave-address-book
+// required as version of web3-utils used is buggy
+//import IStaticATokenFactory_ABI from '../../abi/aave-v3-stata/StaticATokenFactory.json';
+
+export const TOKEN_LIST_CACHE_KEY = 'stata-v2-token-list';
+const TOKEN_LIST_TTL_SECONDS = 24 * 60 * 60; // 1 day
+const RAY = BigInt(`1${'0'.repeat(27)}`);
+
+export class AaveV3StataV2
+  extends SimpleExchange
+  implements IDex<AaveV3StataV2Data>
+{
+  readonly hasConstantPriceLargeAmounts = false;
+
+  readonly isFeeOnTransferSupported = false;
+
+  public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
+    getDexKeysWithNetwork(AaveV3StataConfig);
+
+  logger: Logger;
+
+  // static readonly stata = new Interface(IStaticATokenLM_ABI);
+  static readonly stata = new Interface(TokenABI);
+  static readonly pool = new Interface(PoolABI);
+
+  private state: Record<string, { blockNumber: number; rate: bigint }> = {};
+
+  constructor(
+    readonly network: Network,
+    readonly dexKey: string,
+    readonly dexHelper: IDexHelper,
+    protected config = AaveV3StataConfig[dexKey][network],
+  ) {
+    super(dexHelper, dexKey);
+    this.logger = dexHelper.getLogger(dexKey);
+  }
+
+  async initializePricing(blockNumber: number): Promise<void> {
+    await this.initializeTokens(blockNumber);
+  }
+
+  async initializeTokens(blockNumber?: number) {
+    let cachedTokenList = await this.dexHelper.cache.getAndCacheLocally(
+      this.dexKey,
+      this.network,
+      TOKEN_LIST_CACHE_KEY,
+      TOKEN_LIST_TTL_SECONDS,
+    );
+
+    if (cachedTokenList !== null) {
+      if (Object.keys(Tokens[this.network] ?? {}).length !== 0) return;
+
+      const tokenListParsed = JSON.parse(cachedTokenList);
+      setTokensOnNetwork(this.network, tokenListParsed);
+
+      tokenListParsed.forEach((token: StataToken) => {
+        this.state[token.address] = {
+          blockNumber: 0,
+          rate: 0n,
+        };
+      });
+      return;
+    }
+
+    let tokenList = await fetchTokenList(
+      this.dexHelper.web3Provider,
+      this.config.factoryAddresses,
+      this.dexHelper.multiWrapper,
+      blockNumber,
+    );
+
+    await this.dexHelper.cache.setexAndCacheLocally(
+      this.dexKey,
+      this.network,
+      TOKEN_LIST_CACHE_KEY,
+      TOKEN_LIST_TTL_SECONDS,
+      JSON.stringify(tokenList),
+    );
+
+    setTokensOnNetwork(this.network, tokenList);
+
+    // init state for all tokens as empty
+    tokenList.forEach(token => {
+      this.state[token.address] = {
+        blockNumber: 0,
+        rate: 0n,
+      };
+    });
+  }
+
+  // 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;
+  }
+
+  private _getPoolIdentifier(srcToken: Token, destToken: Token): string {
+    return (
+      this.dexKey +
+      '-' +
+      [srcToken.address.toLowerCase(), destToken.address.toLowerCase()]
+        .sort((a, b) => (a > b ? 1 : -1))
+        .join('_')
+    );
+  }
+
+  // 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[]> {
+    return [this._getPoolIdentifier(srcToken, destToken)];
+  }
+
+  // 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<AaveV3StataV2Data>> {
+    const src = getTokenType(this.network, srcToken.address);
+    const dest = getTokenType(this.network, destToken.address);
+
+    // one of the tokens must be stata
+    if (![src, dest].includes(TokenType.STATA_TOKEN) || src === dest) {
+      return null;
+    }
+
+    const isSrcStata = src === TokenType.STATA_TOKEN;
+
+    const [stataToken, otherAddressLower] = isSrcStata
+      ? [
+          getTokenFromAddress(this.network, srcToken.address),
+          destToken.address.toLowerCase(),
+        ]
+      : [
+          getTokenFromAddress(this.network, destToken.address),
+          srcToken.address.toLowerCase(),
+        ];
+
+    // the token itself can only swap from/to underlying and aToken, so
+    // - at least one must be stata
+    // - maximum one can be stata
+    // - second one must be underlying or aUnderlying
+    // on the buy side (mint, withdraw) we only support the underlying<->stata conversion, not the aUnderlying
+    if (side === SwapSide.SELL) {
+      if (
+        otherAddressLower !== stataToken.underlying.toLowerCase() &&
+        otherAddressLower !== stataToken.underlyingAToken.toLowerCase()
+      ) {
+        return null;
+      }
+    } else {
+      if (otherAddressLower !== stataToken.underlying.toLowerCase()) {
+        return null;
+      }
+    }
+
+    const stataAddressLower = stataToken.address.toLowerCase();
+
+    if (
+      !this.state[stataAddressLower]?.blockNumber ||
+      blockNumber > this.state[stataAddressLower].blockNumber
+    ) {
+      const results = await this.dexHelper.multiWrapper.tryAggregate<bigint>(
+        true,
+        [
+          {
+            target: this.config.pool,
+            callData: AaveV3StataV2.pool.encodeFunctionData(
+              'getReserveNormalizedIncome',
+              [stataToken.underlying],
+            ),
+            decodeFunction: uint256ToBigInt,
+          },
+        ],
+        blockNumber,
+      );
+      this.state[stataAddressLower] = {
+        blockNumber,
+        rate: results[0].returnData,
+      };
+    }
+
+    return [
+      {
+        prices: amounts.map(amount => {
+          const rate = this.state[stataAddressLower].rate;
+          if (side === SwapSide.SELL) {
+            if (isSrcStata) {
+              return this.previewRedeem(amount, rate);
+            } else {
+              return this.previewDeposit(amount, rate);
+            }
+          } else {
+            if (isSrcStata) {
+              return this.previewWithdraw(amount, rate);
+            } else {
+              return this.previewMint(amount, rate);
+            }
+          }
+        }),
+        unit: getBigIntPow(
+          (side === SwapSide.SELL ? destToken : srcToken).decimals,
+        ),
+        gasCost: 270000, // 250_000 from underlying, far less from aToken
+        exchange: this.dexKey,
+        data: {
+          srcType: src,
+          destType: dest,
+          exchange: stataToken.address,
+        },
+        poolAddresses: [stataAddressLower],
+      },
+    ];
+  }
+
+  getCalldataGasCost(
+    poolPrices: PoolPrices<AaveV3StataV2Data>,
+  ): number | number[] {
+    return CALLDATA_GAS_COST.DEX_NO_PAYLOAD;
+  }
+
+  // Not used for V6
+  getAdapterParam(): AdapterExchangeParam {
+    return {
+      targetExchange: '0x',
+      payload: '0x',
+      networkFee: '0',
+    };
+  }
+
+  getDexParam(
+    srcToken: Address,
+    destToken: Address,
+    srcAmount: NumberAsString,
+    destAmount: NumberAsString,
+    recipient: Address,
+    data: AaveV3StataV2Data,
+    side: SwapSide,
+    _: Context,
+    executorAddress: Address,
+  ): DexExchangeParam {
+    const { exchange, srcType, destType } = data;
+    let swapData;
+    let returnAmountPos = undefined;
+
+    if (side === SwapSide.SELL) {
+      if (srcType === TokenType.STATA_TOKEN) {
+        // e.g. sell srcAmount 100 srcToken stataUSDC for destToken USDC
+        if (destType === TokenType.UNDERLYING) {
+          swapData = AaveV3StataV2.stata.encodeFunctionData(
+            StataFunctions.redeem,
+            [
+              srcAmount,
+              recipient, // receiver
+              executorAddress, // owner
+            ],
+          );
+        } else {
+          swapData = AaveV3StataV2.stata.encodeFunctionData(
+            StataFunctions.redeemATokens,
+            [
+              srcAmount,
+              recipient, // receiver
+              executorAddress, // owner
+            ],
+          );
+        }
+
+        returnAmountPos = RETURN_AMOUNT_POS_32;
+      } else {
+        if (srcType === TokenType.UNDERLYING) {
+          // sell srcAmount 100 srcToken USDC for destToken stataUSDC
+          swapData = AaveV3StataV2.stata.encodeFunctionData(
+            StataFunctions.deposit,
+            [
+              srcAmount,
+              recipient, // receiver
+            ],
+          );
+          returnAmountPos = extractReturnAmountPosition(
+            AaveV3StataV2.stata,
+            StataFunctions.deposit,
+          );
+        } else {
+          // sell srcAmount 100 srcToken USDC for destToken stataUSDC
+          swapData = AaveV3StataV2.stata.encodeFunctionData(
+            StataFunctions.depositATokens,
+            [
+              srcAmount,
+              recipient, // receiver
+            ],
+          );
+          returnAmountPos = extractReturnAmountPosition(
+            AaveV3StataV2.stata,
+            StataFunctions.depositATokens,
+          );
+        }
+      }
+    } else {
+      if (srcType === TokenType.STATA_TOKEN) {
+        // e.g. buy destAmount 100 destToken USDC for srcToken stataUSDC
+        swapData = AaveV3StataV2.stata.encodeFunctionData(
+          StataFunctions.withdraw,
+          [
+            destAmount,
+            recipient, // receiver
+            executorAddress, // owner
+          ],
+        );
+      } else {
+        // e.g. buy destAmount 100 destToken stataUSDC for srcToken USDC
+        swapData = AaveV3StataV2.stata.encodeFunctionData(StataFunctions.mint, [
+          destAmount,
+          recipient,
+        ]);
+      }
+    }
+
+    return {
+      needWrapNative: this.needWrapNative,
+      dexFuncHasRecipient: true,
+      exchangeData: swapData,
+      targetExchange: exchange,
+      returnAmountPos,
+      skipApproval: srcType === TokenType.STATA_TOKEN,
+    };
+  }
+
+  async updatePoolState(): Promise<void> {}
+
+  async getTopPoolsForToken(
+    tokenAddress: Address,
+    limit: number,
+  ): Promise<PoolLiquidity[]> {
+    await this.initializeTokens();
+
+    const tokenType = getTokenType(this.network, tokenAddress);
+
+    if (tokenType === TokenType.UNKNOWN) {
+      return [];
+    }
+
+    const stata = getTokenFromAddress(this.network, tokenAddress);
+
+    if (tokenType === TokenType.STATA_TOKEN) {
+      return [
+        {
+          liquidityUSD: 1e11,
+          exchange: this.dexKey,
+          address: stata.address,
+          connectorTokens: [
+            { address: stata.underlying, decimals: stata.decimals },
+            { address: stata.underlyingAToken, decimals: stata.decimals },
+          ],
+        },
+      ];
+    } else {
+      return [
+        {
+          liquidityUSD: 1e11,
+          exchange: this.dexKey,
+          address: stata.address,
+          connectorTokens: [
+            { address: stata.address, decimals: stata.decimals },
+            {
+              address:
+                tokenType === TokenType.UNDERLYING
+                  ? stata.underlyingAToken
+                  : stata.underlying,
+              decimals: stata.decimals,
+            },
+          ],
+        },
+      ];
+    }
+  }
+
+  // TODO: Move to pool implementation when migrating to event based
+  previewRedeem(shares: bigint, rate: bigint) {
+    return this._convertToAssets(shares, rate, Rounding.DOWN);
+  }
+
+  previewMint(shares: bigint, rate: bigint) {
+    return this._convertToAssets(shares, rate, Rounding.UP);
+  }
+
+  previewWithdraw(assets: bigint, rate: bigint) {
+    return this._convertToShares(assets, rate, Rounding.UP);
+  }
+
+  previewDeposit(assets: bigint, rate: bigint) {
+    return this._convertToShares(assets, rate, Rounding.DOWN);
+  }
+
+  _convertToAssets(shares: bigint, rate: bigint, rounding: Rounding): bigint {
+    if (rounding == Rounding.UP) return this.rayMulRoundUp(shares, rate);
+    return this.rayMulRoundDown(shares, rate);
+  }
+  _convertToShares(assets: bigint, rate: bigint, rounding: Rounding): bigint {
+    if (rounding == Rounding.UP) return this.rayDivRoundUp(assets, rate);
+    return this.rayDivRoundDown(assets, rate);
+  }
+
+  rayMulRoundDown(a: bigint, b: bigint): bigint {
+    if (a === 0n || b === 0n) {
+      return 0n;
+    }
+    return (a * b) / RAY;
+  }
+
+  rayMulRoundUp(a: bigint, b: bigint) {
+    if (a === 0n || b === 0n) {
+      return 0n;
+    }
+    return (a * b + RAY - 1n) / RAY;
+  }
+
+  rayDivRoundDown(a: bigint, b: bigint) {
+    return (a * RAY) / b;
+  }
+
+  rayDivRoundUp(a: bigint, b: bigint) {
+    return (a * RAY + b - 1n) / b;
+  }
+}

package/src/dex/aave-v3-stata-v2/config.ts

@@ -0,0 +1,24 @@
+import { DexParams } from './types';
+import { DexConfigMap } from '../../types';
+import { Network } from '../../constants';
+import {
+  AaveV3Ethereum,
+  AaveV3EthereumLido,
+  AaveV3Gnosis,
+} from '@bgd-labs/aave-address-book';
+
+export const AaveV3StataConfig: DexConfigMap<DexParams> = {
+  AaveV3StataV2: {
+    [Network.MAINNET]: {
+      factoryAddresses: [
+        AaveV3Ethereum.STATA_FACTORY,
+        AaveV3EthereumLido.STATA_FACTORY,
+      ],
+      pool: AaveV3Ethereum.POOL,
+    },
+    [Network.GNOSIS]: {
+      factoryAddresses: [AaveV3Gnosis.STATA_FACTORY],
+      pool: AaveV3Gnosis.POOL,
+    },
+  },
+};

package/src/dex/aave-v3-stata-v2/tokens.ts

@@ -0,0 +1,48 @@
+import { Network } from '../../constants';
+import { StataToken, TokenType } from './types';
+
+export const Tokens: { [network: number]: { [symbol: string]: StataToken } } =
+  {};
+
+const TokensByAddress: {
+  [network: number]: { [address: string]: StataToken };
+} = {};
+
+export function setTokensOnNetwork(network: Network, tokens: StataToken[]) {
+  if (Tokens[network] === undefined) {
+    Tokens[network] = {};
+  }
+
+  if (TokensByAddress[network] === undefined) {
+    TokensByAddress[network] = {};
+  }
+
+  for (let token of tokens) {
+    token.address = token.address.toLowerCase();
+    token.underlying = token.underlying.toLowerCase();
+    token.underlyingAToken = token.underlyingAToken.toLowerCase();
+
+    Tokens[network][token.stataSymbol] = token;
+    TokensByAddress[network][token.address] = token;
+    TokensByAddress[network][token.underlying] = token;
+    TokensByAddress[network][token.underlyingAToken] = token;
+  }
+}
+
+export function getTokenType(network: Network, address: string): TokenType {
+  const addressLower = address.toLowerCase();
+  const token = TokensByAddress[network]?.[addressLower];
+
+  if (!token) return TokenType.UNKNOWN;
+  if (token.address === addressLower) return TokenType.STATA_TOKEN;
+  if (token.underlying === addressLower) return TokenType.UNDERLYING;
+  if (token.underlyingAToken === addressLower) return TokenType.A_TOKEN;
+  return TokenType.UNKNOWN;
+}
+
+export function getTokenFromAddress(
+  network: Network,
+  address: string,
+): StataToken {
+  return TokensByAddress[network]?.[address.toLowerCase()];
+}

package/src/dex/aave-v3-stata-v2/types.ts

@@ -0,0 +1,41 @@
+import { Address } from '../../types';
+
+export enum TokenType {
+  UNDERLYING,
+  A_TOKEN,
+  STATA_TOKEN,
+  UNKNOWN,
+}
+
+export type DexParams = {
+  factoryAddresses: string[];
+  pool: string;
+};
+
+export type AaveV3StataV2Data = {
+  exchange: Address;
+  srcType: TokenType;
+  destType: TokenType;
+};
+
+export type StataToken = {
+  address: string;
+  underlying: string;
+  underlyingAToken: string;
+  stataSymbol: string;
+  decimals: number;
+};
+
+export enum StataFunctions {
+  deposit = 'deposit',
+  depositATokens = 'depositATokens',
+  redeem = 'redeem',
+  redeemATokens = 'redeemATokens',
+  mint = 'mint',
+  withdraw = 'withdraw',
+}
+
+export enum Rounding {
+  UP = 'UP',
+  DOWN = 'DOWN',
+}

package/src/dex/aave-v3-stata-v2/utils.ts

@@ -0,0 +1,88 @@
+// import {
+//   IStaticATokenFactory_ABI,
+//   IStaticATokenLM_ABI,
+// } from '@bgd-labs/aave-address-book';
+import { Interface } from '@ethersproject/abi';
+import Web3 from 'web3';
+import { MultiCallParams, MultiWrapper } from '../../lib/multi-wrapper';
+import { stringDecode, uint8ToNumber, addressDecode } from '../../lib/decoders';
+import { StataToken } from './types';
+import FactoryABI from '../../abi/aavev3statav2/Factory.json';
+import TokenABI from '../../abi/aavev3statav2/Token.json';
+import { AbiItem } from 'web3-utils';
+
+// const stataInterface = new Interface(IStaticATokenLM_ABI);
+const statav2Interface = new Interface(TokenABI);
+
+async function getTokenMetaData(
+  stataTokens: string[],
+  multiWrapper: MultiWrapper,
+  blockNumber?: number,
+): Promise<StataToken[]> {
+  const calls: MultiCallParams<any>[] = stataTokens
+    .map(token => {
+      return [
+        {
+          target: token,
+          callData: statav2Interface.encodeFunctionData('symbol'),
+          decodeFunction: stringDecode,
+        },
+        {
+          target: token,
+          callData: statav2Interface.encodeFunctionData('decimals'),
+          decodeFunction: uint8ToNumber,
+        },
+        {
+          target: token,
+          callData: statav2Interface.encodeFunctionData('asset'),
+          decodeFunction: addressDecode,
+        },
+        {
+          target: token,
+          callData: statav2Interface.encodeFunctionData('aToken'),
+          decodeFunction: addressDecode,
+        },
+      ];
+    })
+    .flat();
+
+  const results = await multiWrapper.aggregate<string | number>(
+    calls,
+    blockNumber,
+  );
+
+  let tokenList: StataToken[] = [];
+  for (let i = 0, x = 0; i < stataTokens.length; ++i, x += 4) {
+    tokenList.push({
+      address: stataTokens[i].toLowerCase(),
+      stataSymbol: results[x] as string,
+      decimals: results[x + 1] as number,
+      underlying: (results[x + 2] as string).toLowerCase(),
+      underlyingAToken: (results[x + 3] as string).toLowerCase(),
+    });
+  }
+  return tokenList;
+}
+
+export const fetchTokenList = async (
+  web3Provider: Web3,
+  factoryAddresses: string[],
+  multiWrapper: MultiWrapper,
+  blockNumber?: number,
+): Promise<StataToken[]> => {
+  let stataList: string[] = (
+    (await Promise.all(
+      factoryAddresses.map(async factoryAddress => {
+        let factoryContract = new web3Provider.eth.Contract(
+          FactoryABI as AbiItem[],
+          // IStaticATokenFactory_ABI as any,
+          factoryAddress,
+        );
+
+        return await factoryContract.methods.getStataTokens().call();
+      }),
+    )) as string[][]
+  ).flat();
+
+  return getTokenMetaData(stataList, multiWrapper, blockNumber);
+};

package/src/dex/index.ts

@@ -85,6 +85,7 @@ import { EtherFi } from './etherfi';
 import { Spark } from './spark/spark';
 import { VelodromeSlipstream } from './uniswap-v3/forks/velodrome-slipstream/velodrome-slipstream';
 import { AaveV3Stata } from './aave-v3-stata/aave-v3-stata';
+import { AaveV3StataV2 } from './aave-v3-stata-v2/aave-v3-stata-v2';
 import { OSwap } from './oswap/oswap';
 import { FluidDex } from './fluid-dex/fluid-dex';
 import { ConcentratorArusd } from './concentrator-arusd/concentrator-arusd';
@@ -182,6 +183,7 @@ const Dexes = [
   PharaohV1,
   Spark,
   AaveV3Stata,
+  AaveV3StataV2,
   OSwap,
   ConcentratorArusd,
   FxProtocolRusd,