@paraswap/dex-lib 4.0.5-fluid-dex-pool-discovery-issue.2 → 4.0.5

package/src/dex/fluid-dex/fluid-dex-events.test.ts

@@ -10,16 +10,14 @@ import { FluidDexLiquidityProxyState } from './types';
 import { FluidDexConfig } from './config';
 import { FluidDexLiquidityProxy } from './fluid-dex-liquidity-proxy';
 import { FluidDexFactory } from './fluid-dex-factory';
-import { FluidDexEventPool } from './fluid-dex-pool';
-import { StatefulEventSubscriber } from '../../stateful-event-subscriber';
 
 jest.setTimeout(50 * 1000);
 
-async function fetchState(
-  statefulEventSubscriber: StatefulEventSubscriber<any>,
+async function fetchLiquidityProxyState(
+  liquidityProxy: FluidDexLiquidityProxy,
   blockNumber: number,
-): Promise<any> {
-  return statefulEventSubscriber.generateState(blockNumber);
+): Promise<FluidDexLiquidityProxyState> {
+  return liquidityProxy.generateState(blockNumber);
 }
 
 // eventName -> blockNumbers
@@ -66,7 +64,7 @@ describe('FluidDex EventPool Mainnet', function () {
                       liquidityProxy,
                       liquidityProxy.addressesSubscribed,
                       (_blockNumber: number) =>
-                        fetchState(liquidityProxy, _blockNumber),
+                        fetchLiquidityProxyState(liquidityProxy, _blockNumber),
                       blockNumber,
                       `${dexKey}_${poolAddress}`,
                       dexHelper.provider,
@@ -128,52 +126,4 @@ describe('FluidDex EventPool Mainnet', function () {
       },
     );
   });
-
-  describe('Pool events', () => {
-    let dexPool: FluidDexEventPool;
-
-    const eventsToTest: Record<Address, EventMappings> = {
-      '0x8710039D5de6840EdE452A85672B32270a709aE2': {
-        LogPauseSwapAndArbitrage: [21337128],
-      },
-      '0x2886a01a0645390872a9eb99dae1283664b0c524': {
-        LogPauseSwapAndArbitrage: [21374547],
-      },
-    };
-
-    Object.entries(eventsToTest).forEach(
-      ([poolAddress, events]: [string, EventMappings]) => {
-        describe(`Events for ${poolAddress}`, () => {
-          beforeEach(() => {
-            dexPool = new FluidDexEventPool(
-              dexKey,
-              poolAddress,
-              network,
-              dexHelper,
-              logger,
-            );
-          });
-          Object.entries(events).forEach(
-            ([eventName, blockNumbers]: [string, number[]]) => {
-              describe(`${eventName}`, () => {
-                blockNumbers.forEach((blockNumber: number) => {
-                  it(`State after ${blockNumber}`, async function () {
-                    await testEventSubscriber(
-                      dexPool,
-                      dexPool.addressesSubscribed,
-                      (_blockNumber: number) =>
-                        fetchState(dexPool, _blockNumber),
-                      blockNumber,
-                      `${dexKey}_${poolAddress}`,
-                      dexHelper.provider,
-                    );
-                  });
-                });
-              });
-            },
-          );
-        });
-      },
-    );
-  });
 });

package/src/dex/fluid-dex/fluid-dex-liquidity-proxy.ts

@@ -28,7 +28,7 @@ export class FluidDexLiquidityProxy extends StatefulEventSubscriber<FluidDexLiqu
 
   addressesSubscribed: Address[];
 
-  readonly liquidityIface = new Interface(LiquidityABI);
+  protected liquidityIface = new Interface(LiquidityABI);
 
   readonly resolverIface = new Interface(ResolverABI);
 
@@ -123,6 +123,7 @@ export class FluidDexLiquidityProxy extends StatefulEventSubscriber<FluidDexLiqu
       });
 
     const convertedResult = this.convertToFluidDexPoolState(rawResult);
+
     this.logger.info(`${this.parentName}: ${this.name}: generating state...`);
 
     return convertedResult;

package/src/dex/fluid-dex/fluid-dex.ts

@@ -34,8 +34,6 @@ import { generalDecoder } from '../../lib/decoders';
 import { BigNumber } from 'ethers';
 import { sqrt } from './utils';
 import { FluidDexLiquidityProxy } from './fluid-dex-liquidity-proxy';
-import { FluidDexEventPool } from './fluid-dex-pool';
-import { MIN_SWAP_LIQUIDITY } from './constants';
 
 export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
   readonly hasConstantPriceLargeAmounts = false;
@@ -48,14 +46,14 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
 
   pools: FluidDexPool[] = [];
 
-  eventPools: FluidDexEventPool[] = [];
-
   readonly factory: FluidDexFactory;
 
   readonly liquidityProxy: FluidDexLiquidityProxy;
 
   readonly fluidDexPoolIface: Interface;
 
+  FEE_100_PERCENT = BigInt(1000000);
+
   constructor(
     readonly network: Network,
     readonly dexKey: string,
@@ -112,20 +110,6 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     await this.factory.initialize(blockNumber);
     this.pools = await this.fetchFluidDexPools(blockNumber);
 
-    this.eventPools = await Promise.all(
-      this.pools.map(async pool => {
-        const eventPool = new FluidDexEventPool(
-          this.dexKey,
-          pool.address,
-          this.network,
-          this.dexHelper,
-          this.logger,
-        );
-        await eventPool.initialize(blockNumber);
-        return eventPool;
-      }),
-    );
-
     await this.liquidityProxy.initialize(blockNumber);
   }
 
@@ -163,24 +147,29 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     side: SwapSide,
     blockNumber: number,
   ): Promise<string[]> {
-    const pools = this.getPoolsByTokenPair(srcToken.address, destToken.address);
-    return pools.map(pool => pool.id);
+    const pool = this.getPoolByTokenPair(srcToken.address, destToken.address);
+    return pool ? [pool.id] : [];
   }
 
-  getPoolsByTokenPair(srcToken: Address, destToken: Address): FluidDexPool[] {
+  getPoolByTokenPair(
+    srcToken: Address,
+    destToken: Address,
+  ): FluidDexPool | null {
     const srcAddress = srcToken.toLowerCase();
     const destAddress = destToken.toLowerCase();
 
     // A pair must have 2 different tokens.
-    if (srcAddress === destAddress) return [];
+    if (srcAddress === destAddress) return null;
 
-    const pools = this.pools.filter(
-      pool =>
+    for (const pool of this.pools) {
+      if (
         (srcAddress === pool.token0 && destAddress === pool.token1) ||
-        (srcAddress === pool.token1 && destAddress === pool.token0),
-    );
-
-    return pools;
+        (srcAddress === pool.token1 && destAddress === pool.token0)
+      ) {
+        return pool;
+      }
+    }
+    return null;
   }
 
   // Returns pool prices for amounts.
@@ -198,93 +187,61 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     try {
       if (srcToken.address.toLowerCase() === destToken.address.toLowerCase())
         return null;
-
-      // Get the pools to use.
-      let pools = this.getPoolsByTokenPair(srcToken.address, destToken.address);
-
-      if (limitPools) {
-        pools = pools.filter(pool => limitPools.includes(pool.id));
-      }
-
-      if (!pools.length) return null;
+      // Get the pool to use.
+      const pool = this.getPoolByTokenPair(srcToken.address, destToken.address);
+      if (!pool) return null;
+      // Make sure the pool meets the optional limitPools filter.
+      if (limitPools && !limitPools.includes(pool.id)) return null;
 
       const liquidityProxyState = await this.liquidityProxy.getStateOrGenerate(
         blockNumber,
       );
 
-      const poolsPrices = await Promise.all(
-        pools.map(async pool => {
-          const currentPoolReserves = liquidityProxyState.poolsReserves.find(
-            poolReserve =>
-              poolReserve.pool.toLowerCase() === pool.address.toLowerCase(),
+      const currentPoolReserves = liquidityProxyState.poolsReserves.find(
+        poolReserve =>
+          poolReserve.pool.toLowerCase() === pool.address.toLowerCase(),
+      );
+      if (!currentPoolReserves) {
+        return null;
+      }
+      const prices = amounts.map(amount => {
+        if (side === SwapSide.SELL) {
+          return this.swapIn(
+            srcToken.address.toLowerCase() === pool.token0.toLowerCase(),
+            amount,
+            currentPoolReserves.collateralReserves,
+            currentPoolReserves.debtReserves,
+            srcToken.decimals,
+            destToken.decimals,
+            BigInt(currentPoolReserves.fee),
+            currentPoolReserves.dexLimits,
+            Math.floor(Date.now() / 1000),
           );
-
-          const eventPool = this.eventPools.find(
-            eventPool =>
-              eventPool.poolAddress.toLowerCase() ===
-              pool.address.toLowerCase(),
+        } else {
+          return this.swapOut(
+            srcToken.address.toLowerCase() === pool.token0.toLowerCase(),
+            amount,
+            currentPoolReserves.collateralReserves,
+            currentPoolReserves.debtReserves,
+            srcToken.decimals,
+            destToken.decimals,
+            BigInt(currentPoolReserves.fee),
+            currentPoolReserves.dexLimits,
+            Math.floor(Date.now() / 1000),
           );
-
-          if (!eventPool) {
-            this.logger.warn(
-              `${this.dexKey}-${this.network}: Event pool ${pool.address} was not found...`,
-            );
-            return null;
-          }
-
-          const state = await eventPool.getStateOrGenerate(blockNumber);
-
-          if (!currentPoolReserves || state.isSwapAndArbitragePaused === true) {
-            return null;
-          }
-
-          const prices = amounts.map(amount => {
-            if (side === SwapSide.SELL) {
-              return this.swapIn(
-                srcToken.address.toLowerCase() === pool.token0.toLowerCase(),
-                amount,
-                currentPoolReserves.collateralReserves,
-                currentPoolReserves.debtReserves,
-                srcToken.decimals,
-                destToken.decimals,
-                BigInt(currentPoolReserves.fee),
-                currentPoolReserves.dexLimits,
-                Math.floor(Date.now() / 1000),
-              );
-            } else {
-              return this.swapOut(
-                srcToken.address.toLowerCase() === pool.token0.toLowerCase(),
-                amount,
-                currentPoolReserves.collateralReserves,
-                currentPoolReserves.debtReserves,
-                srcToken.decimals,
-                destToken.decimals,
-                BigInt(currentPoolReserves.fee),
-                currentPoolReserves.dexLimits,
-                Math.floor(Date.now() / 1000),
-              );
-            }
-          });
-
-          return {
-            prices: prices,
-            unit: getBigIntPow(destToken.decimals),
-            data: {
-              poolId: pool.id,
-            },
-            exchange: this.dexKey,
-            poolIdentifier: pool.id,
-            gasCost: FLUID_DEX_GAS_COST,
-            poolAddresses: [pool.address],
-          };
-        }),
-      );
-
-      const notNullResults = poolsPrices.filter(
-        res => res !== null,
-      ) as ExchangePrices<FluidDexData>;
-
-      return notNullResults;
+        }
+      });
+      return [
+        {
+          prices: prices,
+          unit: getBigIntPow(destToken.decimals),
+          data: {},
+          exchange: this.dexKey,
+          poolIdentifier: pool.id,
+          gasCost: FLUID_DEX_GAS_COST,
+          poolAddresses: [pool.address],
+        },
+      ];
     } catch (e) {
       this.logger.error(
         `Error_getPricesVolume ${srcToken.address || srcToken.symbol}, ${
@@ -315,9 +272,10 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
   ): AdapterExchangeParam {
     // Encode here the payload for adapter
     const payload = '';
+    const pool = this.getPoolByTokenPair(srcToken, destToken);
 
     return {
-      targetExchange: '0x',
+      targetExchange: pool!.address,
       payload,
       networkFee: '0',
     };
@@ -355,11 +313,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
       side === SwapSide.SELL ? 'amountOut_' : 'amountIn_',
     );
 
-    const pool = this.pools.find(pool => pool.id === data.poolId);
-    if (!pool)
-      throw new Error(
-        `${this.dexKey}-${this.network}: Pool with id: ${data.poolId} was not found`,
-      );
+    const pool = this.getPoolByTokenPair(srcToken, destToken);
 
     if (side === SwapSide.SELL) {
       if (pool!.token0.toLowerCase() !== srcToken.toLowerCase()) {
@@ -630,84 +584,11 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     if (priceDiff > maxAllowedDiff) {
       return 0n;
     }
-
-    if (amountInCollateral > 0) {
-      let reservesRatioValid = swap0To1
-        ? this.verifyToken1Reserves(
-            colReserveIn + amountInCollateral,
-            colReserveOut - amountOutCollateral,
-            oldPrice,
-          )
-        : this.verifyToken0Reserves(
-            colReserveOut - amountOutCollateral,
-            colReserveIn + amountInCollateral,
-            oldPrice,
-          );
-      if (!reservesRatioValid) {
-        return 0n;
-      }
-    }
-
-    if (amountInDebt > 0) {
-      let reservesRatioValid = swap0To1
-        ? this.verifyToken1Reserves(
-            debtReserveIn + amountInDebt,
-            debtReserveOut - amountOutDebt,
-            oldPrice,
-          )
-        : this.verifyToken0Reserves(
-            debtReserveOut - amountOutDebt,
-            debtReserveIn + amountInDebt,
-            oldPrice,
-          );
-      if (!reservesRatioValid) {
-        return 0n;
-      }
-    }
-
     const totalAmountOut = amountOutCollateral + amountOutDebt;
 
     return totalAmountOut;
   }
 
-  /**
-   * Checks if token0 reserves are sufficient compared to token1 reserves.
-   * This helps prevent edge cases and ensures high precision in calculations.
-   * @param {number} token0Reserves - The reserves of token0.
-   * @param {number} token1Reserves - The reserves of token1.
-   * @param {number} price - The current price used for calculation.
-   * @returns {boolean} - Returns false if token0 reserves are too low, true otherwise.
-   */
-  protected verifyToken0Reserves(
-    token0Reserves: bigint,
-    token1Reserves: bigint,
-    price: bigint,
-  ): boolean {
-    return (
-      token0Reserves >=
-      (token1Reserves * 10n ** 27n) / (price * MIN_SWAP_LIQUIDITY)
-    );
-  }
-
-  /**
-   * Checks if token1 reserves are sufficient compared to token0 reserves.
-   * This helps prevent edge cases and ensures high precision in calculations.
-   * @param {number} token0Reserves - The reserves of token0.
-   * @param {number} token1Reserves - The reserves of token1.
-   * @param {number} price - The current price used for calculation.
-   * @returns {boolean} - Returns false if token1 reserves are too low, true otherwise.
-   */
-  protected verifyToken1Reserves(
-    token0Reserves: bigint,
-    token1Reserves: bigint,
-    price: bigint,
-  ): boolean {
-    return (
-      token1Reserves >=
-      (token0Reserves * price) / (10n ** 27n * MIN_SWAP_LIQUIDITY)
-    );
-  }
-
   /**
    * Calculates the currently available swappable amount for a token limit considering expansion since last syncTime.
    * @param syncTime - timestamp in seconds when the limits were synced
@@ -884,7 +765,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
       syncTime,
     );
 
-    if (amountIn === 2n ** 256n - 1n) {
+    if (amountIn == 2n ** 256n - 1n) {
       return amountIn;
     }
     const ans = (amountIn * BigInt(10 ** inDecimals)) / BigInt(10 ** 12);
@@ -1104,39 +985,6 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
       return 2n ** 256n - 1n;
     }
 
-    if (amountInCollateral > 0) {
-      let reservesRatioValid = swap0to1
-        ? this.verifyToken1Reserves(
-            colReserveIn + amountInCollateral,
-            colReserveOut - amountOutCollateral,
-            oldPrice,
-          )
-        : this.verifyToken0Reserves(
-            colReserveOut - amountOutCollateral,
-            colReserveIn + amountInCollateral,
-            oldPrice,
-          );
-      if (!reservesRatioValid) {
-        return 0n;
-      }
-    }
-    if (amountInDebt > 0) {
-      let reservesRatioValid = swap0to1
-        ? this.verifyToken1Reserves(
-            debtReserveIn + amountInDebt,
-            debtReserveOut - amountOutDebt,
-            oldPrice,
-          )
-        : this.verifyToken0Reserves(
-            debtReserveOut - amountOutDebt,
-            debtReserveIn + amountInDebt,
-            oldPrice,
-          );
-      if (!reservesRatioValid) {
-        return 0n;
-      }
-    }
-
     const totalAmountIn = amountInCollateral + amountInDebt;
 
     return totalAmountIn;

package/src/dex/fluid-dex/types.ts

@@ -72,9 +72,7 @@ export interface PoolWithReserves {
   debtReserves: DebtReserves;
 }
 
-export type FluidDexData = {
-  poolId: string;
-};
+export type FluidDexData = {};
 
 // Each pool has a contract address and token pairs.
 export type FluidDexPool = {

package/tests/constants-e2e.ts

@@ -131,10 +131,6 @@ export const Tokens: {
       addBalance: balancesFn,
       addAllowance: allowedFn,
     },
-    INST: {
-      address: '0x6f40d4A6237C257fff2dB00FA0510DeEECd303eb',
-      decimals: 18,
-    },
     aEthUSDC: {
       address: '0x98c23e9d8f34fefb1b7bd6a91b7ff122f4e16f5c',
       decimals: 6,
@@ -554,6 +550,11 @@ export const Tokens: {
       decimals: 18,
       symbol: 'USD0++',
     },
+    wUSDL: {
+      address: '0x7751e2f4b8ae93ef6b79d86419d42fe3295a4559',
+      decimals: 18,
+      symbol: 'wUSDL',
+    },
   },
   [Network.POLYGON]: {
     jGBP: {
@@ -1520,6 +1521,10 @@ export const Tokens: {
       address: '0xc6b7aca6de8a6044e0e32d0c841a89244a10d284',
       decimals: 6,
     },
+    GNO: {
+      address: '0x9c58bacc331c9aa871afd802db6379a98e80cedb',
+      decimals: 18,
+    },
     wstETH: {
       address: '0x6C76971f98945AE98dD7d4DFcA8711ebea946eA6',
       decimals: 18,
@@ -1680,12 +1685,12 @@ export const Holders: {
   [network: number]: { [tokenAddress: string]: Address };
 } = {
   [Network.MAINNET]: {
+    wUSDL: '0x50fc9731dAcE42CaA45D166bfF404bBB7464bF21',
     USDS: '0xB1796E8f1eEcF23027c1E3C00fE303629A189d10',
     sUSDS: '0xd564B3aE673CAa49D054Bf185bD72a6853763eE7',
     SKY: '0x0ddda327A6614130CCb20bc0097313A282176A01',
     MKR: '0xe9aAA7A9DDc0877626C1779AbC29993aD89A6c1f',
     ETHx: '0xFCC1A2c71F01B7f58Ed538a6B4AAa5A0724eB5A6',
-    INST: '0xe2Dd506477D4792A7E811D2E93D44CeBa82c668B',
     // Idle tokens
     AA_wstETH: '0xd7C1b48877A7dFA7D51cf1144c89C0A3F134F935',
     'AA_idle_cpPOR-USDC': '0x085c8eaccA6911fE60aE3f8FbAe5F3012E3A05Ec',
@@ -2016,6 +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>