@paraswap/dex-lib 4.0.4 → 4.0.5-balancer-v3.0

package/src/dex/balancer-v3/getOnChainState.ts

@@ -8,6 +8,7 @@ import {
 import { BalancerV3Config } from './config';
 import { Interface, Result } from '@ethersproject/abi';
 import { IDexHelper } from '../../dex-helper';
+import { WAD } from './balancer-v3-pool';
 
 interface callData {
   target: string;
@@ -85,7 +86,7 @@ const poolOnChain: Record<
       poolAddress: string,
       data: any,
       startIndex: number,
-    ): CommonMutableState => {
+    ): Omit<CommonMutableState, 'erc4626Rates'> => {
       const resultTokenRates = decodeThrowError(
         contractInterface,
         'getPoolTokenRates',
@@ -259,6 +260,52 @@ export function decodeThrowError(
   );
 }
 
+export function getErc4626MultiCallData(
+  erc4626Interface: Interface,
+  immutablePoolStateMap: ImmutablePoolStateMap,
+): callData[] {
+  // We want to query rate for each unique ERC4626 token
+  const uniqueErc4626Tokens = Array.from(
+    new Set(
+      Object.values(immutablePoolStateMap).flatMap(pool =>
+        pool.tokens.filter((_, index) => pool.tokensUnderlying[index] !== null),
+      ),
+    ),
+  );
+
+  // query result for 1e18 (this maintains correct scaling for different token decimals in maths)
+  const erc4626MultiCallData: callData[] = uniqueErc4626Tokens.map(token => {
+    return {
+      target: token,
+      callData: erc4626Interface.encodeFunctionData('convertToAssets', [WAD]),
+    };
+  });
+  return erc4626MultiCallData;
+}
+
+export function decodeErc4626MultiCallData(
+  erc4626Interface: Interface,
+  erc4626MultiCallData: callData[],
+  dataResultErc4626: any[],
+) {
+  return Object.fromEntries(
+    erc4626MultiCallData.map((multiCallData, i) => {
+      const rate = decodeThrowError(
+        erc4626Interface,
+        'convertToAssets',
+        dataResultErc4626[i],
+        multiCallData.target,
+      );
+      if (!rate)
+        throw new Error(
+          `Failed to get result for convertToAssets for ${multiCallData.target}`,
+        );
+
+      return [multiCallData.target, BigInt(rate[0])];
+    }),
+  );
+}
+
 // Any data from API will be immutable. Mutable data such as balances, etc will be fetched via onchain/event state.
 export async function getOnChainState(
   network: number,
@@ -269,7 +316,13 @@ export async function getOnChainState(
   },
   blockNumber?: number,
 ): Promise<PoolStateMap> {
-  const multiCallData = Object.entries(immutablePoolStateMap)
+  const erc4626MultiCallData = getErc4626MultiCallData(
+    interfaces['ERC4626'],
+    immutablePoolStateMap,
+  );
+
+  // query pool specific onchain data, e.g. totalSupply, etc
+  const poolsMultiCallData = Object.entries(immutablePoolStateMap)
     .map(([address, pool]) => {
       return [
         ...poolOnChain['COMMON'].encode(network, interfaces['VAULT'], address),
@@ -283,9 +336,12 @@ export async function getOnChainState(
     .flat();
 
   // 500 is an arbitrary number chosen based on the blockGasLimit
-  const slicedMultiCallData = _.chunk(multiCallData, 500);
+  const slicedMultiCallData = _.chunk(
+    [...erc4626MultiCallData, ...poolsMultiCallData],
+    500,
+  );
 
-  const multicallData = (
+  const multicallDataResult = (
     await Promise.all(
       slicedMultiCallData.map(async _multiCallData =>
         dexHelper.multiContract.methods
@@ -295,20 +351,34 @@ export async function getOnChainState(
     )
   ).flat();
 
+  const dataResultErc4626 = multicallDataResult.slice(
+    0,
+    erc4626MultiCallData.length,
+  );
+  const dataResultPools = multicallDataResult.slice(
+    erc4626MultiCallData.length,
+  );
+
+  const tokensWithRates = decodeErc4626MultiCallData(
+    interfaces['ERC4626'],
+    erc4626MultiCallData,
+    dataResultErc4626,
+  );
+
   let i = 0;
   const poolStateMap = Object.fromEntries(
     Object.entries(immutablePoolStateMap).map(([address, pool]) => {
       const commonMutableData = poolOnChain['COMMON'].decode(
         interfaces['VAULT'],
         address,
-        multicallData,
+        dataResultPools,
         i,
       ) as CommonMutableState;
       i = i + poolOnChain['COMMON'].count;
       const poolMutableData = poolOnChain[pool.poolType].decode(
         interfaces[pool.poolType],
         address,
-        multicallData,
+        dataResultPools,
         i,
       );
       i = i + poolOnChain[pool.poolType].count;
@@ -318,6 +388,10 @@ export async function getOnChainState(
           ...pool,
           ...commonMutableData,
           ...poolMutableData,
+          erc4626Rates: pool.tokens.map(t => {
+            if (!tokensWithRates[t]) return null;
+            return tokensWithRates[t];
+          }),
         },
       ];
     }),

package/src/dex/balancer-v3/types.ts

@@ -18,6 +18,7 @@ export type CommonImmutablePoolState = {
 // Mutable data types available on all pools (Available via onchain calls/events)
 export interface CommonMutableState {
   tokenRates: bigint[];
+  erc4626Rates: (bigint | null)[];
   balancesLiveScaled18: bigint[];
   swapFee: bigint;
   aggregateSwapFee: bigint;

package/tests/constants-e2e.ts

@@ -550,6 +550,11 @@ export const Tokens: {
       decimals: 18,
       symbol: 'USD0++',
     },
+    wUSDL: {
+      address: '0x7751e2f4b8ae93ef6b79d86419d42fe3295a4559',
+      decimals: 18,
+      symbol: 'wUSDL',
+    },
   },
   [Network.POLYGON]: {
     jGBP: {
@@ -1516,6 +1521,10 @@ export const Tokens: {
       address: '0xc6b7aca6de8a6044e0e32d0c841a89244a10d284',
       decimals: 6,
     },
+    GNO: {
+      address: '0x9c58bacc331c9aa871afd802db6379a98e80cedb',
+      decimals: 18,
+    },
     wstETH: {
       address: '0x6C76971f98945AE98dD7d4DFcA8711ebea946eA6',
       decimals: 18,
@@ -1676,6 +1685,7 @@ export const Holders: {
   [network: number]: { [tokenAddress: string]: Address };
 } = {
   [Network.MAINNET]: {
+    wUSDL: '0x50fc9731dAcE42CaA45D166bfF404bBB7464bF21',
     USDS: '0xB1796E8f1eEcF23027c1E3C00fE303629A189d10',
     sUSDS: '0xd564B3aE673CAa49D054Bf185bD72a6853763eE7',
     SKY: '0x0ddda327A6614130CCb20bc0097313A282176A01',
@@ -2011,6 +2021,7 @@ export const Holders: {
     USDC: '0x99b31498b0a1dae01fc3433e3cb60f095340935c',
   },
   [Network.GNOSIS]: {
+    GNO: '0x458cD345B4C05e8DF39d0A07220feb4Ec19F5e6f',
     COW: '0x4fFAD6ac852c0Af0AA301376F4C5Dea3a928b120',
     XDAI: '0x9fc062032d4F2Fe7dAA601bd8B06C45F9c8f17Be',
     WXDAI: '0xBA12222222228d8Ba445958a75a0704d566BF2C8',

package/.idea/aws.xml

@@ -1,17 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="accountSettings">
-    <option name="activeProfile" value="profile:default" />
-    <option name="activeRegion" value="us-east-1" />
-    <option name="recentlyUsedProfiles">
-      <list>
-        <option value="profile:default" />
-      </list>
-    </option>
-    <option name="recentlyUsedRegions">
-      <list>
-        <option value="us-east-1" />
-      </list>
-    </option>
-  </component>
-</project>

package/.idea/codeStyles/Project.xml

@@ -1,19 +0,0 @@
-<component name="ProjectCodeStyleConfiguration">
-  <code_scheme name="Project" version="173">
-    <ScalaCodeStyleSettings>
-      <option name="MULTILINE_STRING_CLOSING_QUOTES_ON_NEW_LINE" value="true" />
-    </ScalaCodeStyleSettings>
-    <TypeScriptCodeStyleSettings version="0">
-      <option name="SPACE_WITHIN_ARRAY_INITIALIZER_BRACKETS" value="true" />
-      <option name="USE_DOUBLE_QUOTES" value="false" />
-      <option name="SPACES_WITHIN_IMPORTS" value="true" />
-    </TypeScriptCodeStyleSettings>
-    <codeStyleSettings language="TypeScript">
-      <indentOptions>
-        <option name="INDENT_SIZE" value="2" />
-        <option name="CONTINUATION_INDENT_SIZE" value="2" />
-        <option name="TAB_SIZE" value="2" />
-      </indentOptions>
-    </codeStyleSettings>
-  </code_scheme>
-</component>

package/.idea/codeStyles/codeStyleConfig.xml

@@ -1,5 +0,0 @@
-<component name="ProjectCodeStyleConfiguration">
-  <state>
-    <option name="PREFERRED_PROJECT_CODE_STYLE" value="Default" />
-  </state>
-</component>

package/.idea/misc.xml

@@ -1,6 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="ProjectRootManager">
-    <output url="file://$PROJECT_DIR$/out" />
-  </component>
-</project>

package/.idea/modules.xml

@@ -1,8 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="ProjectModuleManager">
-    <modules>
-      <module fileurl="file://$PROJECT_DIR$/.idea/paraswap-dex-lib.iml" filepath="$PROJECT_DIR$/.idea/paraswap-dex-lib.iml" />
-    </modules>
-  </component>
-</project>

package/.idea/paraswap-dex-lib.iml

@@ -1,9 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<module type="JAVA_MODULE" version="4">
-  <component name="NewModuleRootManager" inherit-compiler-output="true">
-    <exclude-output />
-    <content url="file://$MODULE_DIR$" />
-    <orderEntry type="inheritedJdk" />
-    <orderEntry type="sourceFolder" forTests="false" />
-  </component>
-</module>

package/.idea/prettier.xml

@@ -1,7 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="PrettierConfiguration">
-    <option name="myRunOnSave" value="true" />
-    <option name="myRunOnReformat" value="true" />
-  </component>
-</project>

package/.idea/vcs.xml

@@ -1,6 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="VcsDirectoryMappings">
-    <mapping directory="" vcs="Git" />
-  </component>
-</project>

package/build/abi/integral/factory.json

@@ -1,333 +0,0 @@
-[
-    {
-        "inputs": [],
-        "stateMutability": "nonpayable",
-        "type": "constructor"
-    },
-    {
-        "anonymous": false,
-        "inputs": [
-            {
-                "indexed": false,
-                "internalType": "address",
-                "name": "owner",
-                "type": "address"
-            }
-        ],
-        "name": "OwnerSet",
-        "type": "event"
-    },
-    {
-        "anonymous": false,
-        "inputs": [
-            {
-                "indexed": true,
-                "internalType": "address",
-                "name": "token0",
-                "type": "address"
-            },
-            {
-                "indexed": true,
-                "internalType": "address",
-                "name": "token1",
-                "type": "address"
-            },
-            {
-                "indexed": false,
-                "internalType": "address",
-                "name": "pair",
-                "type": "address"
-            },
-            {
-                "indexed": false,
-                "internalType": "uint256",
-                "name": "",
-                "type": "uint256"
-            }
-        ],
-        "name": "PairCreated",
-        "type": "event"
-    },
-    {
-        "inputs": [
-            {
-                "internalType": "uint256",
-                "name": "",
-                "type": "uint256"
-            }
-        ],
-        "name": "allPairs",
-        "outputs": [
-            {
-                "internalType": "address",
-                "name": "",
-                "type": "address"
-            }
-        ],
-        "stateMutability": "view",
-        "type": "function"
-    },
-    {
-        "inputs": [],
-        "name": "allPairsLength",
-        "outputs": [
-            {
-                "internalType": "uint256",
-                "name": "",
-                "type": "uint256"
-            }
-        ],
-        "stateMutability": "view",
-        "type": "function"
-    },
-    {
-        "inputs": [
-            {
-                "internalType": "address",
-                "name": "tokenA",
-                "type": "address"
-            },
-            {
-                "internalType": "address",
-                "name": "tokenB",
-                "type": "address"
-            },
-            {
-                "internalType": "address",
-                "name": "to",
-                "type": "address"
-            }
-        ],
-        "name": "collect",
-        "outputs": [],
-        "stateMutability": "nonpayable",
-        "type": "function"
-    },
-    {
-        "inputs": [
-            {
-                "internalType": "address",
-                "name": "tokenA",
-                "type": "address"
-            },
-            {
-                "internalType": "address",
-                "name": "tokenB",
-                "type": "address"
-            },
-            {
-                "internalType": "address",
-                "name": "oracle",
-                "type": "address"
-            },
-            {
-                "internalType": "address",
-                "name": "trader",
-                "type": "address"
-            }
-        ],
-        "name": "createPair",
-        "outputs": [
-            {
-                "internalType": "address",
-                "name": "pair",
-                "type": "address"
-            }
-        ],
-        "stateMutability": "nonpayable",
-        "type": "function"
-    },
-    {
-        "inputs": [
-            {
-                "internalType": "address",
-                "name": "",
-                "type": "address"
-            },
-            {
-                "internalType": "address",
-                "name": "",
-                "type": "address"
-            }
-        ],
-        "name": "getPair",
-        "outputs": [
-            {
-                "internalType": "address",
-                "name": "",
-                "type": "address"
-            }
-        ],
-        "stateMutability": "view",
-        "type": "function"
-    },
-    {
-        "inputs": [],
-        "name": "owner",
-        "outputs": [
-            {
-                "internalType": "address",
-                "name": "",
-                "type": "address"
-            }
-        ],
-        "stateMutability": "view",
-        "type": "function"
-    },
-    {
-        "inputs": [
-            {
-                "internalType": "address",
-                "name": "tokenA",
-                "type": "address"
-            },
-            {
-                "internalType": "address",
-                "name": "tokenB",
-                "type": "address"
-            },
-            {
-                "internalType": "uint256",
-                "name": "fee",
-                "type": "uint256"
-            }
-        ],
-        "name": "setBurnFee",
-        "outputs": [],
-        "stateMutability": "nonpayable",
-        "type": "function"
-    },
-    {
-        "inputs": [
-            {
-                "internalType": "address",
-                "name": "tokenA",
-                "type": "address"
-            },
-            {
-                "internalType": "address",
-                "name": "tokenB",
-                "type": "address"
-            },
-            {
-                "internalType": "uint256",
-                "name": "fee",
-                "type": "uint256"
-            }
-        ],
-        "name": "setMintFee",
-        "outputs": [],
-        "stateMutability": "nonpayable",
-        "type": "function"
-    },
-    {
-        "inputs": [
-            {
-                "internalType": "address",
-                "name": "tokenA",
-                "type": "address"
-            },
-            {
-                "internalType": "address",
-                "name": "tokenB",
-                "type": "address"
-            },
-            {
-                "internalType": "address",
-                "name": "oracle",
-                "type": "address"
-            }
-        ],
-        "name": "setOracle",
-        "outputs": [],
-        "stateMutability": "nonpayable",
-        "type": "function"
-    },
-    {
-        "inputs": [
-            {
-                "internalType": "address",
-                "name": "_owner",
-                "type": "address"
-            }
-        ],
-        "name": "setOwner",
-        "outputs": [],
-        "stateMutability": "nonpayable",
-        "type": "function"
-    },
-    {
-        "inputs": [
-            {
-                "internalType": "address",
-                "name": "tokenA",
-                "type": "address"
-            },
-            {
-                "internalType": "address",
-                "name": "tokenB",
-                "type": "address"
-            },
-            {
-                "internalType": "uint256",
-                "name": "fee",
-                "type": "uint256"
-            }
-        ],
-        "name": "setSwapFee",
-        "outputs": [],
-        "stateMutability": "nonpayable",
-        "type": "function"
-    },
-    {
-        "inputs": [
-            {
-                "internalType": "address",
-                "name": "tokenA",
-                "type": "address"
-            },
-            {
-                "internalType": "address",
-                "name": "tokenB",
-                "type": "address"
-            },
-            {
-                "internalType": "address",
-                "name": "trader",
-                "type": "address"
-            }
-        ],
-        "name": "setTrader",
-        "outputs": [],
-        "stateMutability": "nonpayable",
-        "type": "function"
-    },
-    {
-        "inputs": [
-            {
-                "internalType": "address",
-                "name": "tokenA",
-                "type": "address"
-            },
-            {
-                "internalType": "address",
-                "name": "tokenB",
-                "type": "address"
-            },
-            {
-                "internalType": "uint256",
-                "name": "amount",
-                "type": "uint256"
-            },
-            {
-                "internalType": "address",
-                "name": "to",
-                "type": "address"
-            }
-        ],
-        "name": "withdraw",
-        "outputs": [],
-        "stateMutability": "nonpayable",
-        "type": "function"
-    }
-]