@paraswap/dex-lib 4.0.3-Cables.1 → 4.0.3

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 (216) 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/{integral/pool.json → inception/inception-ineth-pool.json} +558 -537
  5. package/build/abi/inception/inception-ratio-feed.json +329 -0
  6. package/build/abi/inception/inception-vault.json +991 -0
  7. package/build/abi/uniswap-v3/AlienBaseV3Router.abi.json +52 -0
  8. package/build/abi/usual-m-smart-m/usualM.abi.json +483 -0
  9. package/build/abi/usual-m-usd0/usualCollateralDao.abi.json +681 -0
  10. package/build/abi/usual-m-wrapped-m/usualM.abi.json +509 -0
  11. package/build/abi/{integral/relayer.json → wombat/pool.json} +474 -721
  12. package/build/dex/aave-v1/aave-v1.d.ts +2 -1
  13. package/build/dex/aave-v1/aave-v1.js +23 -0
  14. package/build/dex/aave-v1/aave-v1.js.map +1 -1
  15. package/build/dex/aave-v2/tokens-avalanche.json +44 -0
  16. package/build/dex/aave-v2/tokens-mainnet.json +188 -0
  17. package/build/dex/aave-v2/tokens-polygon.json +44 -0
  18. package/build/dex/algebra/algebra.js +2 -31
  19. package/build/dex/algebra/algebra.js.map +1 -1
  20. package/build/dex/balancer-v3/abi/balancerBatchRouter.d.ts +729 -0
  21. package/build/dex/balancer-v3/abi/balancerBatchRouter.js +732 -0
  22. package/build/dex/balancer-v3/abi/balancerBatchRouter.js.map +1 -0
  23. package/build/dex/balancer-v3/abi/balancerRouter.d.ts +1406 -0
  24. package/build/dex/balancer-v3/abi/balancerRouter.js +1175 -0
  25. package/build/dex/balancer-v3/abi/balancerRouter.js.map +1 -0
  26. package/build/dex/balancer-v3/abi/vaultExtension.V3.d.ts +2081 -0
  27. package/build/dex/balancer-v3/abi/vaultExtension.V3.js +1851 -0
  28. package/build/dex/balancer-v3/abi/vaultExtension.V3.js.map +1 -0
  29. package/build/dex/balancer-v3/balancer-v3-sepolia-pools.d.ts +34 -0
  30. package/build/dex/balancer-v3/balancer-v3-sepolia-pools.js +406 -0
  31. package/build/dex/balancer-v3/balancer-v3-sepolia-pools.js.map +1 -0
  32. package/build/dex/bebop/bebop.js +1 -1
  33. package/build/dex/bebop/bebop.js.map +1 -1
  34. package/build/dex/cables/cables.d.ts +2 -4
  35. package/build/dex/cables/cables.js +154 -89
  36. package/build/dex/cables/cables.js.map +1 -1
  37. package/build/dex/cables/constants.js +1 -1
  38. package/build/dex/cables/constants.js.map +1 -1
  39. package/build/dex/cables/rate-fetcher.js +10 -26
  40. package/build/dex/cables/rate-fetcher.js.map +1 -1
  41. package/build/dex/cables/types.d.ts +28 -15
  42. package/build/dex/cables/types.js +13 -2
  43. package/build/dex/cables/types.js.map +1 -1
  44. package/build/dex/dexalot/dexalot.js.map +1 -1
  45. package/build/dex/inception/config.d.ts +4 -0
  46. package/build/dex/inception/config.js +109 -0
  47. package/build/dex/inception/config.js.map +1 -0
  48. package/build/dex/inception/inception-event-pool.d.ts +16 -0
  49. package/build/dex/inception/inception-event-pool.js +49 -0
  50. package/build/dex/inception/inception-event-pool.js.map +1 -0
  51. package/build/dex/inception/inception.d.ts +43 -0
  52. package/build/dex/inception/inception.js +180 -0
  53. package/build/dex/inception/inception.js.map +1 -0
  54. package/build/dex/inception/tokens.d.ts +9 -0
  55. package/build/dex/inception/tokens.js +28 -0
  56. package/build/dex/inception/tokens.js.map +1 -0
  57. package/build/dex/inception/types.d.ts +22 -0
  58. package/build/dex/inception/types.js +3 -0
  59. package/build/dex/inception/types.js.map +1 -0
  60. package/build/dex/inception/utils.d.ts +7 -0
  61. package/build/dex/inception/utils.js +58 -0
  62. package/build/dex/inception/utils.js.map +1 -0
  63. package/build/dex/index.js +0 -2
  64. package/build/dex/index.js.map +1 -1
  65. package/build/dex/jarvis.d.ts +2 -1
  66. package/build/dex/jarvis.js +58 -0
  67. package/build/dex/jarvis.js.map +1 -1
  68. package/build/dex/maker-psm/scripts/gem.abi.json +136 -0
  69. package/build/dex/maker-psm/scripts/validate-state.d.ts +0 -0
  70. package/build/dex/maker-psm/scripts/validate-state.js +185 -0
  71. package/build/dex/maker-psm/scripts/validate-state.js.map +1 -0
  72. package/build/dex/maker-psm/scripts/vat.abi.json +243 -0
  73. package/build/dex/platypus/platypus.d.ts +2 -1
  74. package/build/dex/platypus/platypus.js +45 -0
  75. package/build/dex/platypus/platypus.js.map +1 -1
  76. package/build/dex/solidly-v3/scripts/check-event-pool-event.d.ts +1 -0
  77. package/build/dex/solidly-v3/scripts/check-event-pool-event.js +53 -0
  78. package/build/dex/solidly-v3/scripts/check-event-pool-event.js.map +1 -0
  79. package/build/dex/stable-pool.js +1 -8
  80. package/build/dex/stable-pool.js.map +1 -1
  81. package/build/dex/swaap-v1/swaap-v1.d.ts +2 -1
  82. package/build/dex/swaap-v1/swaap-v1.js +14 -0
  83. package/build/dex/swaap-v1/swaap-v1.js.map +1 -1
  84. package/build/dex/uniswap-v3/forks/alien-base-v3/alien-base-v3.d.ts +17 -0
  85. package/build/dex/uniswap-v3/forks/alien-base-v3/alien-base-v3.js +64 -0
  86. package/build/dex/uniswap-v3/forks/alien-base-v3/alien-base-v3.js.map +1 -0
  87. package/build/dex/uniswap-v3/forks/alien-v3/alien-v3.d.ts +17 -0
  88. package/build/dex/uniswap-v3/forks/alien-v3/alien-v3.js +79 -0
  89. package/build/dex/uniswap-v3/forks/alien-v3/alien-v3.js.map +1 -0
  90. package/build/dex/uniswap-v3/uniswap-v3-pricing.d.ts +4 -0
  91. package/build/dex/uniswap-v3/uniswap-v3-pricing.js +43 -0
  92. package/build/dex/uniswap-v3/uniswap-v3-pricing.js.map +1 -0
  93. package/build/dex/uniswap-v3/uniswap-v3-worker.d.ts +1 -0
  94. package/build/dex/uniswap-v3/uniswap-v3-worker.js +10 -0
  95. package/build/dex/uniswap-v3/uniswap-v3-worker.js.map +1 -0
  96. package/build/dex/usual/types.d.ts +13 -0
  97. package/build/dex/usual/types.js +3 -0
  98. package/build/dex/usual/types.js.map +1 -0
  99. package/build/dex/usual/usual-bond.d.ts +18 -0
  100. package/build/dex/usual/usual-bond.js +52 -0
  101. package/build/dex/usual/usual-bond.js.map +1 -0
  102. package/build/dex/usual/usual-m-smart-m.d.ts +17 -0
  103. package/build/dex/usual/usual-m-smart-m.js +50 -0
  104. package/build/dex/usual/usual-m-smart-m.js.map +1 -0
  105. package/build/dex/usual/usual-m-usd0.d.ts +17 -0
  106. package/build/dex/usual/usual-m-usd0.js +51 -0
  107. package/build/dex/usual/usual-m-usd0.js.map +1 -0
  108. package/build/dex/usual/usual-m-wrapped-m.d.ts +17 -0
  109. package/build/dex/usual/usual-m-wrapped-m.js +50 -0
  110. package/build/dex/usual/usual-m-wrapped-m.js.map +1 -0
  111. package/build/dex/usual/usual.d.ts +27 -0
  112. package/build/dex/usual/usual.js +125 -0
  113. package/build/dex/usual/usual.js.map +1 -0
  114. package/build/dex/usual-m-smart-m/config.d.ts +3 -0
  115. package/build/dex/usual-m-smart-m/config.js +13 -0
  116. package/build/dex/usual-m-smart-m/config.js.map +1 -0
  117. package/build/dex/usual-m-smart-m/types.d.ts +7 -0
  118. package/build/dex/usual-m-smart-m/types.js +3 -0
  119. package/build/dex/usual-m-smart-m/types.js.map +1 -0
  120. package/build/dex/usual-m-smart-m/usual-m-smart-m.d.ts +35 -0
  121. package/build/dex/usual-m-smart-m/usual-m-smart-m.js +161 -0
  122. package/build/dex/usual-m-smart-m/usual-m-smart-m.js.map +1 -0
  123. package/build/dex/usual-m-usd0/config.d.ts +3 -0
  124. package/build/dex/usual-m-usd0/config.js +14 -0
  125. package/build/dex/usual-m-usd0/config.js.map +1 -0
  126. package/build/dex/usual-m-usd0/types.d.ts +8 -0
  127. package/build/dex/usual-m-usd0/types.js +3 -0
  128. package/build/dex/usual-m-usd0/types.js.map +1 -0
  129. package/build/dex/usual-m-usd0/usual-m-usd0.d.ts +35 -0
  130. package/build/dex/usual-m-usd0/usual-m-usd0.js +159 -0
  131. package/build/dex/usual-m-usd0/usual-m-usd0.js.map +1 -0
  132. package/build/dex/zerox/index.d.ts +4 -26
  133. package/build/dex/zerox/index.js +50 -42
  134. package/build/dex/zerox/index.js.map +1 -1
  135. package/build/dex/zerox/types.d.ts +29 -0
  136. package/build/dex/zerox/types.js +8 -1
  137. package/build/dex/zerox/types.js.map +1 -1
  138. package/build/executor/Executor01BytecodeBuilder.js +6 -11
  139. package/build/executor/Executor01BytecodeBuilder.js.map +1 -1
  140. package/build/executor/Executor02BytecodeBuilder.js +6 -11
  141. package/build/executor/Executor02BytecodeBuilder.js.map +1 -1
  142. package/build/executor/Executor03BytecodeBuilder.js +6 -11
  143. package/build/executor/Executor03BytecodeBuilder.js.map +1 -1
  144. package/build/lib/pub-sub.d.ts +35 -0
  145. package/build/lib/pub-sub.js +106 -0
  146. package/build/lib/pub-sub.js.map +1 -0
  147. package/build/types.d.ts +0 -1
  148. package/package.json +1 -1
  149. package/src/dex/algebra/algebra.ts +9 -48
  150. package/src/dex/bebop/bebop.ts +1 -1
  151. package/src/dex/dexalot/dexalot.ts +0 -1
  152. package/src/dex/index.ts +0 -2
  153. package/src/executor/Executor01BytecodeBuilder.ts +11 -15
  154. package/src/executor/Executor02BytecodeBuilder.ts +9 -13
  155. package/src/executor/Executor03BytecodeBuilder.ts +9 -16
  156. package/src/types.ts +0 -1
  157. package/tests/constants-e2e.ts +2 -2
  158. package/.idea/aws.xml +0 -17
  159. package/.idea/codeStyles/Project.xml +0 -19
  160. package/.idea/codeStyles/codeStyleConfig.xml +0 -5
  161. package/.idea/misc.xml +0 -6
  162. package/.idea/modules.xml +0 -8
  163. package/.idea/paraswap-dex-lib.iml +0 -9
  164. package/.idea/prettier.xml +0 -7
  165. package/.idea/vcs.xml +0 -6
  166. package/build/abi/integral/factory.json +0 -333
  167. package/build/abi/integral/oracle.json +0 -501
  168. package/build/dex/fluid-dex/fluid-dex-generate-pool.d.ts +0 -49
  169. package/build/dex/fluid-dex/fluid-dex-generate-pool.js +0 -104
  170. package/build/dex/fluid-dex/fluid-dex-generate-pool.js.map +0 -1
  171. package/build/dex/integral/config.d.ts +0 -4
  172. package/build/dex/integral/config.js +0 -20
  173. package/build/dex/integral/config.js.map +0 -1
  174. package/build/dex/integral/context.d.ts +0 -40
  175. package/build/dex/integral/context.js +0 -158
  176. package/build/dex/integral/context.js.map +0 -1
  177. package/build/dex/integral/integral-factory.d.ts +0 -24
  178. package/build/dex/integral/integral-factory.js +0 -95
  179. package/build/dex/integral/integral-factory.js.map +0 -1
  180. package/build/dex/integral/integral-pool.d.ts +0 -50
  181. package/build/dex/integral/integral-pool.js +0 -149
  182. package/build/dex/integral/integral-pool.js.map +0 -1
  183. package/build/dex/integral/integral-pricing.d.ts +0 -18
  184. package/build/dex/integral/integral-pricing.js +0 -114
  185. package/build/dex/integral/integral-pricing.js.map +0 -1
  186. package/build/dex/integral/integral-relayer.d.ts +0 -42
  187. package/build/dex/integral/integral-relayer.js +0 -192
  188. package/build/dex/integral/integral-relayer.js.map +0 -1
  189. package/build/dex/integral/integral-token.d.ts +0 -27
  190. package/build/dex/integral/integral-token.js +0 -59
  191. package/build/dex/integral/integral-token.js.map +0 -1
  192. package/build/dex/integral/integral.d.ts +0 -41
  193. package/build/dex/integral/integral.js +0 -376
  194. package/build/dex/integral/integral.js.map +0 -1
  195. package/build/dex/integral/types.d.ts +0 -85
  196. package/build/dex/integral/types.js +0 -9
  197. package/build/dex/integral/types.js.map +0 -1
  198. package/build/dex/integral/utils-e2e.d.ts +0 -9
  199. package/build/dex/integral/utils-e2e.js +0 -131
  200. package/build/dex/integral/utils-e2e.js.map +0 -1
  201. package/build/dex/integral/utils.d.ts +0 -17
  202. package/build/dex/integral/utils.js +0 -94
  203. package/build/dex/integral/utils.js.map +0 -1
  204. package/build/dex/trader-joe-v2.1/optimizer.d.ts +0 -2
  205. package/build/dex/trader-joe-v2.1/optimizer.js +0 -47
  206. package/build/dex/trader-joe-v2.1/optimizer.js.map +0 -1
  207. package/src/abi/cables/CablesMainnetRFQ.json +0 -1083
  208. package/src/dex/cables/cables-e2e.test.ts +0 -207
  209. package/src/dex/cables/cables-integration.test.ts +0 -391
  210. package/src/dex/cables/cables.ts +0 -824
  211. package/src/dex/cables/config.ts +0 -13
  212. package/src/dex/cables/constants.ts +0 -35
  213. package/src/dex/cables/rate-fetcher.ts +0 -212
  214. package/src/dex/cables/types.ts +0 -113
  215. package/src/dex/cables/validators.test.ts +0 -151
  216. package/src/dex/cables/validators.ts +0 -61
@@ -1,824 +0,0 @@
1
- import {
2
- Address,
3
- NumberAsString,
4
- OptimalSwapExchange,
5
- SwapSide,
6
- } from '@paraswap/core';
7
- import { assert, AsyncOrSync } from 'ts-essentials';
8
- import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
9
- import { ETHER_ADDRESS, Network, NULL_ADDRESS } from '../../constants';
10
- import { IDexHelper } from '../../dex-helper';
11
- import {
12
- AdapterExchangeParam,
13
- DexExchangeParam,
14
- ExchangePrices,
15
- ExchangeTxInfo,
16
- Logger,
17
- PoolLiquidity,
18
- PoolPrices,
19
- PreprocessTransactionOptions,
20
- Token,
21
- TransferFeeParams,
22
- } from '../../types';
23
- import { getDexKeysWithNetwork, Utils } from '../../utils';
24
- import { IDex } from '../idex';
25
- import { SimpleExchange } from '../simple-exchange';
26
- import { CablesConfig } from './config';
27
- import {
28
- CABLES_API_BLACKLIST_POLLING_INTERVAL_MS,
29
- CABLES_API_PAIRS_POLLING_INTERVAL_MS,
30
- CABLES_API_PRICES_POLLING_INTERVAL_MS,
31
- CABLES_API_TOKENS_POLLING_INTERVAL_MS,
32
- CABLES_API_URL,
33
- CABLES_BLACKLIST_CACHE_KEY,
34
- CABLES_BLACKLIST_CACHES_TTL_S,
35
- CABLES_ERRORS_CACHE_KEY,
36
- CABLES_FIRM_QUOTE_TIMEOUT_MS,
37
- CABLES_GAS_COST,
38
- CABLES_PAIRS_CACHES_TTL_S,
39
- CABLES_PRICES_CACHES_TTL_S,
40
- CABLES_RESTRICT_CHECK_INTERVAL_MS,
41
- CABLES_RESTRICT_COUNT_THRESHOLD,
42
- CABLES_RESTRICT_TTL_S,
43
- CABLES_RESTRICTED_CACHE_KEY,
44
- CABLES_TOKENS_CACHES_TTL_S,
45
- } from './constants';
46
- import { CablesRateFetcher } from './rate-fetcher';
47
- import {
48
- CablesData,
49
- CablesRFQResponse,
50
- RestrictData,
51
- SlippageError,
52
- } from './types';
53
- import mainnetRFQAbi from '../../abi/cables/CablesMainnetRFQ.json';
54
- import { Interface } from 'ethers/lib/utils';
55
- import BigNumber from 'bignumber.js';
56
- import { ethers } from 'ethers';
57
- import { BI_MAX_UINT256 } from '../../bigint-constants';
58
- import _ from 'lodash';
59
- import { BebopData } from '../bebop/types';
60
-
61
- export class Cables extends SimpleExchange implements IDex<any> {
62
- public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
63
- getDexKeysWithNetwork(CablesConfig);
64
-
65
- readonly isStatePollingDex = true;
66
-
67
- private rateFetcher: CablesRateFetcher;
68
-
69
- logger: Logger;
70
- private tokensMap: { [address: string]: Token } = {};
71
-
72
- hasConstantPriceLargeAmounts: boolean = false;
73
-
74
- constructor(
75
- readonly network: Network,
76
- readonly dexKey: string,
77
- readonly dexHelper: IDexHelper,
78
- readonly mainnetRFQAddress: string = CablesConfig['Cables'][network]
79
- .mainnetRFQAddress,
80
- protected rfqInterface = new Interface(mainnetRFQAbi),
81
- ) {
82
- super(dexHelper, dexKey);
83
- this.logger = dexHelper.getLogger(dexKey);
84
-
85
- this.rateFetcher = new CablesRateFetcher(
86
- this.dexHelper,
87
- this.dexKey,
88
- this.network,
89
- this.logger,
90
- {
91
- rateConfig: {
92
- pairsReqParams: {
93
- url: CABLES_API_URL + '/pairs',
94
- },
95
- pricesReqParams: {
96
- url: CABLES_API_URL + '/prices',
97
- },
98
- blacklistReqParams: {
99
- url: CABLES_API_URL + '/blacklist',
100
- },
101
- tokensReqParams: {
102
- url: CABLES_API_URL + '/tokens',
103
- },
104
-
105
- pricesIntervalMs: CABLES_API_PRICES_POLLING_INTERVAL_MS,
106
- pricesCacheTTLSecs: CABLES_PRICES_CACHES_TTL_S,
107
- pricesCacheKey: 'prices',
108
-
109
- pairsIntervalMs: CABLES_API_PAIRS_POLLING_INTERVAL_MS,
110
- pairsCacheTTLSecs: CABLES_PAIRS_CACHES_TTL_S,
111
- pairsCacheKey: 'pairs',
112
-
113
- tokensIntervalMs: CABLES_API_TOKENS_POLLING_INTERVAL_MS,
114
- tokensCacheTTLSecs: CABLES_TOKENS_CACHES_TTL_S,
115
- tokensCacheKey: 'tokens',
116
-
117
- blacklistIntervalMs: CABLES_API_BLACKLIST_POLLING_INTERVAL_MS,
118
- blacklistCacheTTLSecs: CABLES_BLACKLIST_CACHES_TTL_S,
119
- blacklistCacheKey: CABLES_BLACKLIST_CACHE_KEY,
120
- },
121
- },
122
- );
123
- }
124
-
125
- async preProcessTransaction?(
126
- optimalSwapExchange: OptimalSwapExchange<CablesData>,
127
- srcToken: Token,
128
- destToken: Token,
129
- side: SwapSide,
130
- options: PreprocessTransactionOptions,
131
- ): Promise<[OptimalSwapExchange<CablesData>, ExchangeTxInfo]> {
132
- if (await this.isBlacklisted(options.txOrigin)) {
133
- this.logger.warn(
134
- `${this.dexKey}-${this.network}: blacklisted TX Origin address '${options.txOrigin}' trying to build a transaction. Bailing...`,
135
- );
136
- throw new Error(
137
- `${this.dexKey}-${
138
- this.network
139
- }: user=${options.txOrigin.toLowerCase()} is blacklisted`,
140
- );
141
- }
142
-
143
- if (BigInt(optimalSwapExchange.srcAmount) === 0n) {
144
- throw new Error('getFirmRate failed with srcAmount === 0');
145
- }
146
-
147
- const normalizedSrcToken = this.normalizeToken(srcToken);
148
- const normalizedDestToken = this.normalizeToken(destToken);
149
- const swapIdentifier = `${this.dexKey}_${normalizedSrcToken.address}_${normalizedDestToken.address}_${side}`;
150
-
151
- try {
152
- let makerToken = normalizedDestToken;
153
- let takerToken = normalizedSrcToken;
154
-
155
- const isSell = side === SwapSide.SELL;
156
- const isBuy = side === SwapSide.BUY;
157
-
158
- const rfqParams = {
159
- makerAsset: ethers.utils.getAddress(makerToken.address),
160
- takerAsset: ethers.utils.getAddress(takerToken.address),
161
- ...(isBuy && { makerAmount: optimalSwapExchange.destAmount }),
162
- ...(isSell && { takerAmount: optimalSwapExchange.srcAmount }),
163
- userAddress: options.executionContractAddress,
164
- chainId: String(this.network),
165
- };
166
-
167
- const rfq: CablesRFQResponse = await this.dexHelper.httpRequest.post(
168
- `${CABLES_API_URL}/quote`,
169
- rfqParams,
170
- CABLES_FIRM_QUOTE_TIMEOUT_MS,
171
- );
172
-
173
- if (!rfq) {
174
- throw new Error(
175
- 'Failed to fetch RFQ' +
176
- swapIdentifier +
177
- JSON.stringify(rfq + 'params' + rfqParams),
178
- );
179
- }
180
-
181
- const { order } = rfq;
182
-
183
- assert(
184
- order.makerAsset.toLowerCase() === makerToken.address,
185
- `QuoteData makerAsset=${order.makerAsset} is different from Paraswap makerAsset=${makerToken.address}`,
186
- );
187
- assert(
188
- order.takerAsset.toLowerCase() === takerToken.address,
189
- `QuoteData takerAsset=${order.takerAsset} is different from Paraswap takerAsset=${takerToken.address}`,
190
- );
191
- if (isSell) {
192
- assert(
193
- order.takerAmount === optimalSwapExchange.srcAmount,
194
- `QuoteData takerAmount=${order.takerAmount} is different from Paraswap srcAmount=${optimalSwapExchange.srcAmount}`,
195
- );
196
- } else {
197
- assert(
198
- order.makerAmount === optimalSwapExchange.destAmount,
199
- `QuoteData makerAmount=${order.makerAmount} is different from Paraswap destAmount=${optimalSwapExchange.destAmount}`,
200
- );
201
- }
202
-
203
- const expiryAsBigInt = BigInt(order.expiry);
204
- const minDeadline = expiryAsBigInt > 0 ? expiryAsBigInt : BI_MAX_UINT256;
205
-
206
- if (side === SwapSide.BUY) {
207
- const requiredAmount = BigInt(optimalSwapExchange.srcAmount);
208
- const quoteAmount = BigInt(order.takerAmount);
209
- const requiredAmountWithSlippage = new BigNumber(
210
- requiredAmount.toString(),
211
- )
212
- .multipliedBy(options.slippageFactor)
213
- .toFixed(0);
214
- if (quoteAmount > BigInt(requiredAmountWithSlippage)) {
215
- throw new SlippageError(
216
- `Slipped, factor: ${quoteAmount.toString()} > ${requiredAmountWithSlippage}`,
217
- );
218
- }
219
- } else {
220
- const requiredAmount = BigInt(optimalSwapExchange.destAmount);
221
- const quoteAmount = BigInt(order.makerAmount);
222
- const requiredAmountWithSlippage = new BigNumber(
223
- requiredAmount.toString(),
224
- )
225
- .multipliedBy(options.slippageFactor)
226
- .toFixed(0);
227
- if (quoteAmount < BigInt(requiredAmountWithSlippage)) {
228
- throw new SlippageError(
229
- `Slipped, factor: ${
230
- options.slippageFactor
231
- } ${quoteAmount.toString()} < ${requiredAmountWithSlippage}`,
232
- );
233
- }
234
- }
235
-
236
- return [
237
- {
238
- ...optimalSwapExchange,
239
- data: {
240
- quoteData: order,
241
- },
242
- },
243
- { deadline: minDeadline },
244
- ];
245
- } catch (e: any) {
246
- const message = `${this.dexKey}-${this.network}: ${e}`;
247
- this.logger.error(message);
248
- if (!e?.isSlippageError) {
249
- this.restrict();
250
- }
251
- throw new Error(message);
252
- }
253
- }
254
-
255
- getAdapterParam(
256
- srcToken: string,
257
- destToken: string,
258
- srcAmount: string,
259
- destAmount: string,
260
- data: BebopData,
261
- side: SwapSide,
262
- ): AdapterExchangeParam {
263
- return {
264
- targetExchange: this.mainnetRFQAddress,
265
- payload: '0x',
266
- networkFee: '0',
267
- };
268
- }
269
-
270
- getDexParam(
271
- srcToken: Address,
272
- destToken: Address,
273
- srcAmount: NumberAsString,
274
- destAmount: NumberAsString,
275
- recipient: Address,
276
- data: CablesData,
277
- side: SwapSide,
278
- ): DexExchangeParam {
279
- const { quoteData } = data;
280
-
281
- assert(
282
- quoteData !== undefined,
283
- `${this.dexKey}-${this.network}: quoteData undefined`,
284
- );
285
-
286
- const swapFunction = 'partialSwap';
287
- const swapFunctionParams = [
288
- [
289
- quoteData.nonceAndMeta,
290
- quoteData.expiry,
291
- quoteData.makerAsset,
292
- quoteData.takerAsset,
293
- quoteData.maker,
294
- quoteData.taker,
295
- quoteData.makerAmount,
296
- quoteData.takerAmount,
297
- ],
298
- quoteData.signature,
299
- // might be overwritten on Executors
300
- quoteData.takerAmount,
301
- ];
302
-
303
- const exchangeData = this.rfqInterface.encodeFunctionData(
304
- swapFunction,
305
- swapFunctionParams,
306
- );
307
-
308
- const fromAmount = ethers.utils.defaultAbiCoder.encode(
309
- ['uint256'],
310
- [quoteData.takerAmount],
311
- );
312
-
313
- const filledAmountIndex = exchangeData
314
- .replace('0x', '')
315
- .lastIndexOf(fromAmount.replace('0x', ''));
316
-
317
- const filledAmountPos =
318
- (filledAmountIndex !== -1 ? filledAmountIndex : exchangeData.length) / 2;
319
-
320
- return {
321
- exchangeData,
322
- needWrapNative: this.needWrapNative,
323
- dexFuncHasRecipient: false,
324
- targetExchange: this.mainnetRFQAddress,
325
- returnAmountPos: undefined,
326
- insertFromAmountPos: filledAmountPos,
327
- };
328
- }
329
-
330
- normalizeToken(token: Token): Token {
331
- return {
332
- ...token,
333
- address: this.normalizeTokenAddress(token.address),
334
- };
335
- }
336
-
337
- normalizeTokenAddress(address: Address): Address {
338
- return address.toLowerCase();
339
- }
340
-
341
- getTokenFromAddress(address: Address): Token {
342
- return this.tokensMap[this.normalizeAddress(address)];
343
- }
344
-
345
- getPoolIdentifier(srcAddress: Address, destAddress: Address) {
346
- return `${this.dexKey}_${srcAddress}_${destAddress}`.toLowerCase();
347
- }
348
-
349
- async getPoolIdentifiers(
350
- srcToken: Token,
351
- destToken: Token,
352
- side: SwapSide,
353
- blockNumber: number,
354
- ): Promise<string[]> {
355
- if (!srcToken || !destToken) {
356
- return [];
357
- }
358
-
359
- if (srcToken.address.toLowerCase() === destToken.address.toLowerCase()) {
360
- return [];
361
- }
362
-
363
- const normalizedSrcToken = this.normalizeToken(srcToken);
364
- const normalizedDestToken = this.normalizeToken(destToken);
365
-
366
- const pairData = await this.getPairData(
367
- normalizedSrcToken,
368
- normalizedDestToken,
369
- );
370
-
371
- if (!pairData) {
372
- return [];
373
- }
374
-
375
- return [
376
- this.getPoolIdentifier(
377
- normalizedSrcToken.address,
378
- normalizedDestToken.address,
379
- ),
380
- ];
381
- }
382
-
383
- calculateOrderPrice(
384
- amounts: bigint[],
385
- orderbook: string[][],
386
- baseToken: Token,
387
- quoteToken: Token,
388
- isInputQuote: boolean,
389
- ) {
390
- let result = [];
391
-
392
- for (let i = 0; i < amounts.length; i++) {
393
- let amt = amounts[i];
394
- if (amt === 0n) {
395
- result.push(amt);
396
- continue;
397
- }
398
-
399
- let decimals = baseToken.decimals;
400
- let out_decimals = quoteToken.decimals;
401
-
402
- let price = this.calculatePriceSwap(
403
- orderbook,
404
- Number(amt) / 10 ** decimals,
405
- isInputQuote,
406
- );
407
- result.push(BigInt(Math.round(price * 10 ** out_decimals)));
408
- }
409
- return result;
410
- }
411
-
412
- calculatePriceSwap(
413
- prices: string[][],
414
- requiredQty: number,
415
- qtyMode: Boolean,
416
- ) {
417
- let sumBaseQty = 0;
418
- let sumQuoteQty = 0;
419
- const selectedRows: string[][] = [];
420
-
421
- const isBase = qtyMode;
422
- const isQuote = !qtyMode;
423
-
424
- for (const [price, volume] of prices) {
425
- if (isBase) {
426
- if (sumBaseQty >= requiredQty) {
427
- break;
428
- }
429
- }
430
-
431
- if (isQuote) {
432
- if (sumQuoteQty >= requiredQty) {
433
- break;
434
- }
435
- }
436
-
437
- let currentBaseQty = Number(volume);
438
- let currentQuoteQty = Number(volume) * Number(price);
439
-
440
- const overQty = isBase
441
- ? currentBaseQty + sumBaseQty > requiredQty
442
- : currentQuoteQty + sumQuoteQty > requiredQty;
443
-
444
- if (overQty) {
445
- if (isBase) {
446
- currentBaseQty = requiredQty - sumBaseQty;
447
- currentQuoteQty = currentBaseQty * Number(price);
448
- }
449
-
450
- if (isQuote) {
451
- currentQuoteQty = requiredQty - sumQuoteQty;
452
- currentBaseQty =
453
- currentQuoteQty *
454
- new BigNumber(1).dividedBy(new BigNumber(price)).toNumber();
455
- }
456
- }
457
-
458
- sumBaseQty += currentBaseQty;
459
- sumQuoteQty += currentQuoteQty;
460
- selectedRows.push([price, currentBaseQty.toString()]);
461
- }
462
-
463
- const vSumBase = selectedRows.reduce((sum: number, [price, volume]) => {
464
- return sum + Number(price) * Number(volume);
465
- }, 0);
466
-
467
- const price = new BigNumber(vSumBase)
468
- .dividedBy(new BigNumber(sumBaseQty))
469
- .toNumber();
470
-
471
- if (isBase) {
472
- return requiredQty / price;
473
- } else {
474
- return requiredQty * price;
475
- }
476
- }
477
-
478
- async getPricesVolume(
479
- srcToken: Token,
480
- destToken: Token,
481
- amounts: bigint[],
482
- side: SwapSide,
483
- blockNumber: number,
484
- limitPools?: string[],
485
- transferFees?: TransferFeeParams,
486
- isFirstSwap?: boolean,
487
- ): Promise<ExchangePrices<CablesData> | null> {
488
- try {
489
- const normalizedSrcToken = this.normalizeToken(srcToken);
490
- const normalizedDestToken = this.normalizeToken(destToken);
491
- // If: same token, return null
492
- if (
493
- normalizedSrcToken.address.toLowerCase() ===
494
- normalizedDestToken.address.toLowerCase()
495
- ) {
496
- return null;
497
- }
498
-
499
- const isRestricted = await this.isRestricted();
500
- if (isRestricted) {
501
- return null;
502
- }
503
-
504
- await this.setTokensMap();
505
-
506
- normalizedSrcToken.symbol =
507
- this.tokensMap[normalizedSrcToken.address].symbol;
508
- normalizedDestToken.symbol =
509
- this.tokensMap[normalizedDestToken.address!].symbol;
510
-
511
- // ---------- Pools ----------
512
- let pools =
513
- limitPools ||
514
- (await this.getPoolIdentifiers(srcToken, destToken, side, blockNumber));
515
- if (pools.length === 0) return null;
516
-
517
- // ---------- Prices ----------
518
- const priceMap = await this.getCachedPrices();
519
-
520
- if (!priceMap) return null;
521
-
522
- let isInputQuote = false;
523
- let pairKey = `${normalizedSrcToken.symbol}/${normalizedDestToken.symbol}`;
524
- const pairsKeys = Object.keys(priceMap);
525
-
526
- if (!pairsKeys.includes(pairKey)) {
527
- // Revert
528
- isInputQuote = true;
529
- pairKey = `${normalizedDestToken.symbol}/${normalizedSrcToken.symbol}`;
530
- if (!pairsKeys.includes(pairKey)) {
531
- return null;
532
- }
533
- }
534
-
535
- /**
536
- * Orderbook
537
- */
538
- const priceData = priceMap[pairKey];
539
-
540
- let orderbook: any[] = [];
541
- if (side === SwapSide.BUY) {
542
- orderbook = priceData.asks;
543
- } else {
544
- orderbook = priceData.bids;
545
- }
546
- if (orderbook?.length === 0) {
547
- throw new Error(`Empty orderbook for ${pairKey}`);
548
- }
549
-
550
- const prices = this.calculateOrderPrice(
551
- amounts,
552
- orderbook,
553
- side === SwapSide.SELL ? srcToken : destToken,
554
- side === SwapSide.SELL ? destToken : srcToken,
555
- side === SwapSide.SELL ? isInputQuote : !isInputQuote,
556
- );
557
-
558
- const result = [
559
- {
560
- prices: prices,
561
- unit: BigInt(normalizedDestToken.decimals),
562
- exchange: this.dexKey,
563
- gasCost: CABLES_GAS_COST,
564
- poolAddresses: [this.mainnetRFQAddress],
565
- data: {},
566
- },
567
- ];
568
-
569
- return result;
570
- } catch (e: unknown) {
571
- this.logger.error(
572
- `Error in getPricesVolume`,
573
- {
574
- srcToken: srcToken.address || srcToken.symbol,
575
- destToken: destToken.address || destToken.symbol,
576
- side,
577
- },
578
- e,
579
- );
580
- return null;
581
- }
582
- }
583
-
584
- getCalldataGasCost(poolPrices: PoolPrices<CablesData>): number | number[] {
585
- return (
586
- CALLDATA_GAS_COST.DEX_OVERHEAD +
587
- // addresses: makerAsset, takerAsset, maker, taker
588
- CALLDATA_GAS_COST.ADDRESS * 4 +
589
- // uint256: expiry
590
- CALLDATA_GAS_COST.wordNonZeroBytes(16) +
591
- // uint256: nonceAndMeta, makerAmount, takerAmount
592
- CALLDATA_GAS_COST.AMOUNT * 3 +
593
- // bytes: _signature (65 bytes)
594
- CALLDATA_GAS_COST.FULL_WORD * 2 +
595
- CALLDATA_GAS_COST.OFFSET_SMALL
596
- );
597
- }
598
-
599
- async initializePricing(blockNumber: number): Promise<void> {
600
- if (!this.dexHelper.config.isSlave) {
601
- this.rateFetcher.start();
602
- }
603
- return;
604
- }
605
-
606
- getAdapters(side: SwapSide): { name: string; index: number }[] | null {
607
- return null;
608
- }
609
-
610
- releaseResources?(): AsyncOrSync<void> {
611
- if (!this.dexHelper.config.isSlave && this.rateFetcher) {
612
- this.rateFetcher.stop();
613
- }
614
- }
615
-
616
- normalizeAddress(address: string): string {
617
- return address.toLowerCase() === ETHER_ADDRESS
618
- ? NULL_ADDRESS
619
- : address.toLowerCase();
620
- }
621
-
622
- async setTokensMap() {
623
- const tokens = await this.getCachedTokens();
624
-
625
- if (tokens) {
626
- this.tokensMap = Object.keys(tokens).reduce((acc, key) => {
627
- //@ts-ignore
628
- acc[tokens[key].address.toLowerCase()] = tokens[key];
629
- return acc;
630
- }, {});
631
- }
632
- }
633
-
634
- async getTopPoolsForToken(
635
- tokenAddress: Address,
636
- limit: number,
637
- ): Promise<PoolLiquidity[]> {
638
- return [];
639
- }
640
-
641
- /**
642
- * CACHED UTILS
643
- */
644
- async getCachedTokens(): Promise<any> {
645
- const cachedTokens = await this.dexHelper.cache.get(
646
- this.dexKey,
647
- this.network,
648
- this.rateFetcher.tokensCacheKey,
649
- );
650
-
651
- return cachedTokens ? JSON.parse(cachedTokens) : {};
652
- }
653
-
654
- async getCachedPairs(): Promise<any> {
655
- const cachedPairs = await this.dexHelper.cache.get(
656
- this.dexKey,
657
- this.network,
658
- this.rateFetcher.pairsCacheKey,
659
- );
660
-
661
- return cachedPairs ? JSON.parse(cachedPairs) : {};
662
- }
663
-
664
- async getCachedPrices(): Promise<any> {
665
- const cachedPrices = await this.dexHelper.cache.get(
666
- this.dexKey,
667
- this.network,
668
- this.rateFetcher.pricesCacheKey,
669
- );
670
-
671
- return cachedPrices ? JSON.parse(cachedPrices) : {};
672
- }
673
-
674
- async getCachedTokensAddr(): Promise<any> {
675
- const tokens = await this.getCachedTokens();
676
- const tokensAddr: Record<string, Address> = {};
677
- for (const key of Object.keys(tokens)) {
678
- tokensAddr[tokens[key].symbol.toLowerCase()] = tokens[key].address;
679
- }
680
- return tokensAddr;
681
- }
682
-
683
- getPairString(baseToken: Token, quoteToken: Token): string {
684
- return `${baseToken.symbol}/${quoteToken.symbol}`.toLowerCase();
685
- }
686
-
687
- // Function to find a key by address
688
- private findKeyByAddress = (
689
- jsonData: Record<string, { address: string }>,
690
- targetAddress: string,
691
- ): string | undefined => {
692
- const entries = Object.entries(jsonData);
693
- const foundEntry = entries.find(
694
- ([_, value]) =>
695
- value.address.toLowerCase() === targetAddress.toLowerCase(),
696
- );
697
- return foundEntry ? foundEntry[0] : undefined;
698
- };
699
-
700
- async getPairData(srcToken: Token, destToken: Token): Promise<any> {
701
- if (srcToken.address === destToken.address) {
702
- return null;
703
- }
704
-
705
- const cachedTokens = await this.getCachedTokens();
706
-
707
- srcToken.symbol = this.findKeyByAddress(cachedTokens, srcToken.address);
708
- destToken.symbol = this.findKeyByAddress(cachedTokens, destToken.address);
709
-
710
- const cachedPairs = await this.getCachedPairs();
711
-
712
- const potentialPairs = [
713
- {
714
- base: srcToken.symbol,
715
- quote: destToken.symbol,
716
- identifier: this.getPairString(srcToken, destToken),
717
- isSrcBase: true,
718
- },
719
- {
720
- base: destToken.symbol,
721
- quote: srcToken.symbol,
722
- identifier: this.getPairString(destToken, srcToken),
723
- isSrcBase: false,
724
- },
725
- ];
726
-
727
- for (const pair of potentialPairs) {
728
- if (pair.identifier in cachedPairs) {
729
- const pairData = cachedPairs[pair.identifier];
730
- pairData.isSrcBase = pair.isSrcBase;
731
- return pairData;
732
- }
733
- }
734
- return null;
735
- }
736
-
737
- async isBlacklisted(txOrigin: Address): Promise<boolean> {
738
- const cachedBlacklist = await this.dexHelper.cache.get(
739
- this.dexKey,
740
- this.network,
741
- this.rateFetcher.blacklistCacheKey,
742
- );
743
-
744
- if (cachedBlacklist) {
745
- const blacklist = JSON.parse(cachedBlacklist) as string[];
746
- return blacklist.includes(txOrigin.toLowerCase());
747
- }
748
-
749
- return false;
750
- }
751
-
752
- async isRestricted(): Promise<boolean> {
753
- const result = await this.dexHelper.cache.get(
754
- this.dexKey,
755
- this.network,
756
- CABLES_RESTRICTED_CACHE_KEY,
757
- );
758
-
759
- return result === 'true';
760
- }
761
-
762
- async restrict() {
763
- const errorsDataRaw = await this.dexHelper.cache.get(
764
- this.dexKey,
765
- this.network,
766
- CABLES_ERRORS_CACHE_KEY,
767
- );
768
-
769
- const errorsData: RestrictData = Utils.Parse(errorsDataRaw);
770
- const ERRORS_TTL_S = Math.floor(CABLES_RESTRICT_CHECK_INTERVAL_MS / 1000);
771
-
772
- if (
773
- !errorsData ||
774
- errorsData?.addedDatetimeMs + CABLES_RESTRICT_CHECK_INTERVAL_MS <
775
- Date.now()
776
- ) {
777
- this.logger.warn(
778
- `${this.dexKey}-${this.network}: First encounter of error OR error ocurred outside of threshold, setting up counter`,
779
- );
780
- const data: RestrictData = {
781
- count: 1,
782
- addedDatetimeMs: Date.now(),
783
- };
784
- await this.dexHelper.cache.setex(
785
- this.dexKey,
786
- this.network,
787
- CABLES_ERRORS_CACHE_KEY,
788
- ERRORS_TTL_S,
789
- Utils.Serialize(data),
790
- );
791
- return;
792
- } else {
793
- if (errorsData.count + 1 >= CABLES_RESTRICT_COUNT_THRESHOLD) {
794
- this.logger.warn(
795
- `${this.dexKey}-${this.network}: Restricting due to error count=${
796
- errorsData.count + 1
797
- } within ${CABLES_RESTRICT_CHECK_INTERVAL_MS / 1000 / 60} minutes`,
798
- );
799
- await this.dexHelper.cache.setex(
800
- this.dexKey,
801
- this.network,
802
- CABLES_RESTRICTED_CACHE_KEY,
803
- CABLES_RESTRICT_TTL_S,
804
- 'true',
805
- );
806
- } else {
807
- this.logger.warn(
808
- `${this.dexKey}-${this.network}: Error count increased`,
809
- );
810
- const data: RestrictData = {
811
- count: errorsData.count + 1,
812
- addedDatetimeMs: errorsData.addedDatetimeMs,
813
- };
814
- await this.dexHelper.cache.setex(
815
- this.dexKey,
816
- this.network,
817
- CABLES_RESTRICTED_CACHE_KEY,
818
- ERRORS_TTL_S,
819
- Utils.Serialize(data),
820
- );
821
- }
822
- }
823
- }
824
- }