@paraswap/dex-lib 4.0.3 → 4.0.4

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