@paraswap/dex-lib 4.0.5 → 4.0.6-rfq-pub-sub.0

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 (14) hide show
  1. package/build/dex/generic-rfq/generic-rfq.js +1 -2
  2. package/build/dex/generic-rfq/generic-rfq.js.map +1 -1
  3. package/build/dex/generic-rfq/rate-fetcher.d.ts +4 -1
  4. package/build/dex/generic-rfq/rate-fetcher.js +51 -19
  5. package/build/dex/generic-rfq/rate-fetcher.js.map +1 -1
  6. package/build/dex-helper/dummy-dex-helper.js +6 -0
  7. package/build/dex-helper/dummy-dex-helper.js.map +1 -1
  8. package/build/dex-helper/icache.d.ts +2 -0
  9. package/package.json +1 -1
  10. package/src/dex/generic-rfq/generic-rfq.ts +1 -6
  11. package/src/dex/generic-rfq/rate-fetcher.ts +75 -41
  12. package/src/dex-helper/dummy-dex-helper.ts +12 -0
  13. package/src/dex-helper/icache.ts +8 -0
  14. package/src/lib/pub-sub.ts +130 -0
package/build/dex/generic-rfq/generic-rfq.js CHANGED
@@ -267,8 +267,7 @@ class GenericRFQ extends paraswap_limit_orders_1.ParaSwapLimitOrders {
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  return this.rateFetcher.isBlackListed(userAddress);
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  }
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  async setBlacklist(userAddress) {
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- await this.dexHelper.cache.hset(this.rateFetcher.blackListCacheKey, userAddress.toLowerCase(), 'true');
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- return true;
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+ return this.rateFetcher.setBlacklist(userAddress);
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  }
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  releaseResources() {
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  if (this.rateFetcher) {
package/build/dex/generic-rfq/generic-rfq.js.map CHANGED
@@ -1 +1 @@
1
- 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1
+ 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package/build/dex/generic-rfq/rate-fetcher.d.ts CHANGED
@@ -16,6 +16,8 @@ export declare class RateFetcher {
16
16
  private tokens;
17
17
  private addressToTokenMap;
18
18
  private pairs;
19
+ private pricesPubSub;
20
+ private blacklistPubSub?;
19
21
  private firmRateAuth?;
20
22
  blackListCacheKey: string;
21
23
  private authHttp;
@@ -27,7 +29,7 @@ export declare class RateFetcher {
27
29
  private handleTokensResponse;
28
30
  private handlePairsResponse;
29
31
  private handleBlackListResponse;
30
- isBlackListed(userAddress: string): Promise<boolean>;
32
+ isBlackListed(userAddress: string): false | Promise<boolean>;
31
33
  private handleRatesResponse;
32
34
  checkHealth(): boolean;
33
35
  getPairsLiquidity(tokenAddress: string): {
@@ -37,4 +39,5 @@ export declare class RateFetcher {
37
39
  getAvailablePairs(): Promise<string[]>;
38
40
  getOrderPrice(srcToken: Token, destToken: Token, side: SwapSide): Promise<PriceAndAmountBigNumber[] | null>;
39
41
  getFirmRate(_srcToken: Token, _destToken: Token, srcAmount: string, side: SwapSide, takerAddress: Address, userAddress: Address, partner?: string, special?: boolean): Promise<OrderInfo>;
42
+ setBlacklist(userAddress: string): Promise<boolean>;
40
43
  }
package/build/dex/generic-rfq/rate-fetcher.js CHANGED
@@ -15,6 +15,7 @@ const security_1 = require("./security");
15
15
  const validators_2 = require("../../lib/validators");
16
16
  const erc1271_utils_1 = require("../../lib/erc1271-utils");
17
17
  const utils_2 = require("../../utils");
18
+ const pub_sub_1 = require("../../lib/pub-sub");
18
19
  const GET_FIRM_RATE_TIMEOUT_MS = 2000;
19
20
  const reversePrice = (price) => [
20
21
  bignumber_constants_1.BN_1.dividedBy(price[0]),
@@ -33,6 +34,8 @@ class RateFetcher {
33
34
  tokens = {};
34
35
  addressToTokenMap = {};
35
36
  pairs = {};
37
+ pricesPubSub;
38
+ blacklistPubSub;
36
39
  firmRateAuth;
37
40
  blackListCacheKey;
38
41
  authHttp;
@@ -73,6 +76,7 @@ class RateFetcher {
73
76
  },
74
77
  handler: this.handleRatesResponse.bind(this),
75
78
  }, config.rateConfig.intervalMs, logger);
79
+ this.pricesPubSub = new pub_sub_1.JsonPubSub(this.dexHelper, this.dexKey, 'prices');
76
80
  if (config.blacklistConfig) {
77
81
  this.blackListFetcher = new fetcher_1.Fetcher(dexHelper.httpRequest, {
78
82
  info: {
@@ -84,6 +88,7 @@ class RateFetcher {
84
88
  },
85
89
  handler: this.handleBlackListResponse.bind(this),
86
90
  }, config.blacklistConfig.intervalMs, logger);
91
+ this.blacklistPubSub = new pub_sub_1.SetPubSub(this.dexHelper, this.dexKey, 'blacklist');
87
92
  }
88
93
  this.blackListCacheKey = `${this.dexHelper.config.data.network}_${this.dexKey}_blacklist`;
89
94
  if (this.config.firmRateConfig.secret) {
@@ -95,6 +100,12 @@ class RateFetcher {
95
100
  if (isContract) {
96
101
  this.verifierContract = (0, erc1271_utils_1.createERC1271Contract)(this.dexHelper.web3Provider, this.config.maker);
97
102
  }
103
+ if (this.dexHelper.config.isSlave) {
104
+ this.pricesPubSub.initialize();
105
+ if (this.blacklistPubSub) {
106
+ this.blacklistPubSub.initialize(this.blackListCacheKey);
107
+ }
108
+ }
98
109
  }
99
110
  start() {
100
111
  this.tokensFetcher.startPolling();
@@ -139,11 +150,19 @@ class RateFetcher {
139
150
  for (const address of resp.blacklist) {
140
151
  this.dexHelper.cache.sadd(this.blackListCacheKey, address.toLowerCase());
141
152
  }
153
+ if (this.blacklistPubSub) {
154
+ this.blacklistPubSub.publish(resp.blacklist);
155
+ }
142
156
  }
143
157
  isBlackListed(userAddress) {
144
- return this.dexHelper.cache.sismember(this.blackListCacheKey, userAddress.toLowerCase());
158
+ if (this.blacklistPubSub) {
159
+ return this.blacklistPubSub.has(userAddress.toLowerCase());
160
+ }
161
+ return false;
145
162
  }
146
163
  handleRatesResponse(resp) {
164
+ const pubSubData = {};
165
+ const ttl = this.config.rateConfig.dataTTLS;
147
166
  const pairs = this.pairs;
148
167
  if ((0, lodash_1.isEmpty)(pairs))
149
168
  return;
@@ -166,17 +185,27 @@ class RateFetcher {
166
185
  return;
167
186
  }
168
187
  if (prices.bids.length) {
169
- this.dexHelper.cache.setex(this.dexKey, this.dexHelper.config.data.network, `${baseToken.address}_${quoteToken.address}_bids`, this.config.rateConfig.dataTTLS, JSON.stringify(prices.bids));
188
+ const key = `${baseToken.address}_${quoteToken.address}_bids`;
189
+ const value = prices.bids;
190
+ pubSubData[key] = value;
191
+ this.dexHelper.cache.setex(this.dexKey, this.dexHelper.config.data.network, key, ttl, JSON.stringify(value));
170
192
  currentPricePairs.add(`${baseToken.address}_${quoteToken.address}`);
171
193
  }
172
194
  if (prices.asks.length) {
173
- this.dexHelper.cache.setex(this.dexKey, this.dexHelper.config.data.network, `${baseToken.address}_${quoteToken.address}_asks`, this.config.rateConfig.dataTTLS, JSON.stringify(prices.asks));
195
+ const key = `${baseToken.address}_${quoteToken.address}_asks`;
196
+ const value = prices.asks;
197
+ pubSubData[key] = value;
198
+ this.dexHelper.cache.setex(this.dexKey, this.dexHelper.config.data.network, key, ttl, JSON.stringify(value));
174
199
  currentPricePairs.add(`${quoteToken.address}_${baseToken.address}`);
175
200
  }
176
201
  });
177
202
  if (currentPricePairs.size > 0) {
178
- this.dexHelper.cache.setex(this.dexKey, this.dexHelper.config.data.network, `pairs`, this.config.rateConfig.dataTTLS, JSON.stringify(Array.from(currentPricePairs)));
203
+ const key = `pairs`;
204
+ const value = Array.from(currentPricePairs);
205
+ pubSubData[key] = value;
206
+ this.dexHelper.cache.setex(this.dexKey, this.dexHelper.config.data.network, key, ttl, JSON.stringify(value));
179
207
  }
208
+ this.pricesPubSub.publish(pubSubData, ttl);
180
209
  }
181
210
  checkHealth() {
182
211
  return [this.tokensFetcher, this.rateFetcher].some(f => f.lastFetchSucceeded);
@@ -210,37 +239,33 @@ class RateFetcher {
210
239
  });
211
240
  }
212
241
  async getAvailablePairs() {
213
- const pairs = await this.dexHelper.cache.get(this.dexKey, this.dexHelper.config.data.network, `pairs`);
242
+ const pairs = await this.pricesPubSub.getAndCache(`pairs`);
214
243
  if (!pairs) {
215
244
  return [];
216
245
  }
217
- return JSON.parse(pairs);
246
+ return pairs;
218
247
  }
219
248
  async getOrderPrice(srcToken, destToken, side) {
220
249
  let reversed = false;
221
- let pricesAsString = null;
250
+ let prices = null;
222
251
  if (side === core_1.SwapSide.SELL) {
223
- pricesAsString = await this.dexHelper.cache.get(this.dexKey, this.dexHelper.config.data.network, `${srcToken.address}_${destToken.address}_bids`);
224
- if (!pricesAsString) {
225
- pricesAsString = await this.dexHelper.cache.get(this.dexKey, this.dexHelper.config.data.network, `${destToken.address}_${srcToken.address}_asks`);
252
+ prices = await this.pricesPubSub.getAndCache(`${srcToken.address}_${destToken.address}_bids`);
253
+ if (!prices) {
254
+ prices = await this.pricesPubSub.getAndCache(`${destToken.address}_${srcToken.address}_asks`);
226
255
  reversed = true;
227
256
  }
228
257
  }
229
258
  else {
230
- pricesAsString = await this.dexHelper.cache.get(this.dexKey, this.dexHelper.config.data.network, `${destToken.address}_${srcToken.address}_asks`);
231
- if (!pricesAsString) {
232
- pricesAsString = await this.dexHelper.cache.get(this.dexKey, this.dexHelper.config.data.network, `${srcToken.address}_${destToken.address}_bids`);
259
+ prices = await this.pricesPubSub.getAndCache(`${destToken.address}_${srcToken.address}_asks`);
260
+ if (!prices) {
261
+ prices = await this.pricesPubSub.getAndCache(`${srcToken.address}_${destToken.address}_bids`);
233
262
  reversed = true;
234
263
  }
235
264
  }
236
- if (!pricesAsString) {
265
+ if (!prices) {
237
266
  return null;
238
267
  }
239
- const orderPricesAsString = JSON.parse(pricesAsString);
240
- if (!orderPricesAsString) {
241
- return null;
242
- }
243
- let orderPrices = orderPricesAsString.map(price => [
268
+ let orderPrices = prices.map(price => [
244
269
  new bignumber_js_1.default(price[0]),
245
270
  new bignumber_js_1.default(price[1]),
246
271
  ]);
@@ -302,6 +327,13 @@ class RateFetcher {
302
327
  throw e;
303
328
  }
304
329
  }
330
+ async setBlacklist(userAddress) {
331
+ await this.dexHelper.cache.hset(this.blackListCacheKey, userAddress.toLowerCase(), 'true');
332
+ if (this.blacklistPubSub) {
333
+ this.blacklistPubSub.publish([userAddress.toLowerCase()]);
334
+ }
335
+ return true;
336
+ }
305
337
  }
306
338
  exports.RateFetcher = RateFetcher;
307
339
  //# sourceMappingURL=rate-fetcher.js.map
package/build/dex/generic-rfq/rate-fetcher.js.map CHANGED
@@ -1 +1 @@
1
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1
+ 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package/build/dex-helper/dummy-dex-helper.js CHANGED
@@ -29,6 +29,9 @@ class DummyCache {
29
29
  }
30
30
  return null;
31
31
  }
32
+ async ttl(dexKey, network, cacheKey) {
33
+ return '1';
34
+ }
32
35
  async rawget(key) {
33
36
  return this.storage[key] ? this.storage[key] : null;
34
37
  return null;
@@ -85,6 +88,9 @@ class DummyCache {
85
88
  }
86
89
  return set.has(key);
87
90
  }
91
+ async smembers(setKey) {
92
+ return Array.from(this.setMap[setKey] ?? []);
93
+ }
88
94
  async hset(mapKey, key, value) {
89
95
  if (!this.hashStorage[mapKey])
90
96
  this.hashStorage[mapKey] = {};
package/build/dex-helper/dummy-dex-helper.js.map CHANGED
@@ -1 +1 @@
1
- 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{"version":3,"file":"dummy-dex-helper.js","sourceRoot":"","sources":["../../src/dex-helper/dummy-dex-helper.ts"],"names":[],"mappings":";;;;;;AAOA,kDAA6C;AAE7C,uDAAuD;AACvD,wDAA2E;AAC3E,yEAA8C;AAC9C,oDAA4B;AAC5B,0CAA0C;AAC1C,gDAAwB;AAExB,sCAAyD;AACzD,wDAAoD;AAGpD,gEAA4D;AAC5D,kEAA8D;AAC9D,4CAAgD;AAEhD,MAAM,MAAM,GAAG,IAAA,kBAAS,EAAC,gBAAgB,CAAC,CAAC;AAE3C,6CAA6C;AAC7C,MAAM,UAAU;IACN,OAAO,GAA2B,EAAE,CAAC;IACrC,WAAW,GAA2C,EAAE,CAAC;IAEzD,MAAM,GAAgC,EAAE,CAAC;IAEjD,KAAK,CAAC,GAAG,CACP,MAAc,EACd,OAAe,EACf,QAAgB;QAEhB,MAAM,GAAG,GAAG,GAAG,OAAO,IAAI,MAAM,IAAI,QAAQ,EAAE,CAAC,WAAW,EAAE,CAAC;QAC7D,IAAI,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC;YACtB,OAAO,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QAC3B,CAAC;QACD,OAAO,IAAI,CAAC;IACd,CAAC;IAED,KAAK,CAAC,GAAG,CACP,MAAc,EACd,OAAe,EACf,QAAgB;QAEhB,OAAO,GAAG,CAAC;IACb,CAAC;IAED,KAAK,CAAC,MAAM,CAAC,GAAW;QACtB,OAAO,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC;QACpD,OAAO,IAAI,CAAC;IACd,CAAC;IAED,KAAK,CAAC,MAAM,CACV,GAAW,EACX,KAAa,EACb,GAAW;QAEX,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,GAAG,KAAK,CAAC;QAC1B,OAAO,IAAI,CAAC;IACd,CAAC;IAED,KAAK,CAAC,MAAM,CAAC,GAAW;QACtB,OAAO,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QACzB,OAAO;IACT,CAAC;IAED,KAAK,CAAC,GAAG,CACP,MAAc,EACd,OAAe,EACf,QAAgB;QAEhB,OAAO,CAAC,CAAC;IACX,CAAC;IAED,KAAK,CAAC,KAAK,CACT,MAAc,EACd,OAAe,EACf,QAAgB,EAChB,UAAkB,EAClB,KAAa;QAEb,IAAI,CAAC,OAAO,CAAC,GAAG,OAAO,IAAI,MAAM,IAAI,QAAQ,EAAE,CAAC,WAAW,EAAE,CAAC,GAAG,KAAK,CAAC;QACvE,OAAO;IACT,CAAC;IAED,KAAK,CAAC,kBAAkB,CACtB,MAAc,EACd,OAAe,EACf,QAAgB,EAChB,WAAmB;QAEnB,MAAM,GAAG,GAAG,GAAG,OAAO,IAAI,MAAM,IAAI,QAAQ,EAAE,CAAC,WAAW,EAAE,CAAC;QAC7D,IAAI,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC;YACtB,OAAO,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QAC3B,CAAC;QACD,OAAO,IAAI,CAAC;IACd,CAAC;IAED,KAAK,CAAC,oBAAoB,CACxB,MAAc,EACd,OAAe,EACf,QAAgB,EAChB,UAAkB,EAClB,KAAa;QAEb,OAAO;IACT,CAAC;IAED,KAAK,CAAC,IAAI,CAAC,MAAc,EAAE,GAAW;QACpC,IAAI,GAAG,GAAG,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;QAC9B,IAAI,CAAC,GAAG,EAAE,CAAC;YACT,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,GAAG,IAAI,GAAG,EAAE,CAAC;YAChC,GAAG,GAAG,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;QAC5B,CAAC;QAED,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IACf,CAAC;IAED,KAAK,CAAC,gBAAgB,CAAC,GAAW,EAAE,GAAW,EAAE,GAAW;QAC1D,OAAO,CAAC,CAAC;IACX,CAAC;IAED,KAAK,CAAC,IAAI,CAAC,GAAW,EAAE,WAAqB;QAC3C,OAAO,CAAC,CAAC;IACX,CAAC;IAED,KAAK,CAAC,IAAI,CAAC,GAAW,EAAE,cAAmC,EAAE,MAAa;QACxE,OAAO,CAAC,CAAC;IACX,CAAC;IAED,KAAK,CAAC,MAAM;QACV,OAAO,IAAI,CAAC;IACd,CAAC;IAED,KAAK,CAAC,SAAS,CAAC,MAAc,EAAE,GAAW;QACzC,IAAI,GAAG,GAAG,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;QAC9B,IAAI,CAAC,GAAG,EAAE,CAAC;YACT,OAAO,KAAK,CAAC;QACf,CAAC;QAED,OAAO,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IACtB,CAAC;IAED,KAAK,CAAC,QAAQ,CAAC,MAAc;QAC3B,OAAO,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC;IAC/C,CAAC;IAED,KAAK,CAAC,IAAI,CAAC,MAAc,EAAE,GAAW,EAAE,KAAa;QACnD,IAAI,CAAC,IAAI,CAAC,WAAW,CAAC,MAAM,CAAC;YAAE,IAAI,CAAC,WAAW,CAAC,MAAM,CAAC,GAAG,EAAE,CAAC;QAC7D,IAAI,CAAC,WAAW,CAAC,MAAM,CAAC,CAAC,GAAG,CAAC,GAAG,KAAK,CAAC;QACtC,OAAO;IACT,CAAC;IAED,KAAK,CAAC,IAAI,CAAC,MAAc,EAAE,GAAW;QACpC,OAAO,IAAI,CAAC,WAAW,CAAC,MAAM,CAAC,EAAE,CAAC,GAAG,CAAC,IAAI,IAAI,CAAC;IACjD,CAAC;IAED,KAAK,CAAC,KAAK,CAAC,MAAc,EAAE,IAAc;QACxC,OAAO,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,WAAW,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,GAAG,CAAC,IAAI,IAAI,CAAC,CAAC;IACpE,CAAC;IAED,+FAA+F;IAC/F,KAAK,CAAC,KAAK,CAAC,MAAc,EAAE,QAAgC;QAC1D,IAAI,CAAC,IAAI,CAAC,WAAW,CAAC,MAAM,CAAC;YAAE,IAAI,CAAC,WAAW,CAAC,MAAM,CAAC,GAAG,EAAE,CAAC;QAE7D,IAAI,CAAC,WAAW,CAAC,MAAM,CAAC,GAAG;YACzB,GAAG,IAAI,CAAC,WAAW,CAAC,MAAM,CAAC;YAC3B,GAAG,QAAQ;SACZ,CAAC;QAEF,OAAO;IACT,CAAC;IAED,KAAK,CAAC,OAAO,CAAC,MAAc;QAC1B,OAAO,EAAE,CAAC;IACZ,CAAC;IAED,KAAK,CAAC,IAAI,CAAC,MAAc,EAAE,IAAc;QACvC,OAAO,CAAC,CAAC;IACX,CAAC;IAED,KAAK,CAAC,OAAO,CAAC,OAAe,EAAE,GAAW;QACxC,OAAO;IACT,CAAC;IAED,SAAS,CACP,OAAe,EACf,EAA0C;QAE1C,OAAO,GAAG,EAAE,GAAE,CAAC,CAAC;IAClB,CAAC;IAED,YAAY,CACV,MAAc,EACd,GAAW,EACX,EAAsC,IAC/B,CAAC;CACX;AAED,MAAa,mBAAmB;IACtB,cAAc,CAAU;IAEhC,YAAY,cAAuB;QACjC,IAAI,cAAc,EAAE,CAAC;YACnB,IAAI,CAAC,cAAc,GAAG,cAAc,CAAC;QACvC,CAAC;IACH,CAAC;IAED,KAAK,CAAC,GAAG,CACP,GAAW,EACX,OAAgB,EAChB,OAA4C;QAE5C,MAAM,WAAW,GAAG,MAAM,IAAA,eAAK,EAAC;YAC9B,MAAM,EAAE,KAAK;YACb,GAAG;YACH,OAAO;YACP,OAAO,EAAE;gBACP,YAAY,EAAE,SAAS;gBACvB,GAAG,OAAO;aACX;SACF,CAAC,CAAC;QACH,OAAO,WAAW,CAAC,IAAI,CAAC;IAC1B,CAAC;IAED,KAAK,CAAC,IAAI,CACR,GAAW,EACX,IAAS,EACT,OAAgB,EAChB,OAA4C;QAE5C,MAAM,WAAW,GAAG,MAAM,IAAA,eAAK,EAAC;YAC9B,MAAM,EAAE,MAAM;YACd,GAAG;YACH,IAAI;YACJ,OAAO;YACP,OAAO,EAAE;gBACP,YAAY,EAAE,SAAS;gBACvB,GAAG,OAAO;aACX;SACF,CAAC,CAAC;QACH,OAAO,WAAW,CAAC,IAAI,CAAC;IAC1B,CAAC;IAED,OAAO,CAA2B,MAA0B;QAC1D,OAAO,eAAK,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;IAC/B,CAAC;IAED,KAAK,CAAC,aAAa,CACjB,QAAgB,EAChB,IAAwD,EACxD,EAAE,OAAO,GAAG,4BAAgB,EAAE,IAAI,GAAG,WAAW,EAAE;QAElD,IAAI,CAAC,QAAQ,IAAI,CAAC,IAAI,CAAC,KAAK,IAAI,CAAC,IAAI,CAAC,cAAc;YAClD,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;QAE7C,IAAI,GAAG,GAAG,qDAAqD,IAAI,CAAC,cAAc,IAAI,IAAI,OAAO,QAAQ,EAAE,CAAC;QAE5G,uHAAuH;QACvH,IAAI,QAAQ,CAAC,QAAQ,CAAC,qBAAqB,CAAC,EAAE,CAAC;YAC7C,GAAG,GAAG,QAAQ,CAAC;QACjB,CAAC;QAED,MAAM,QAAQ,GAAG,MAAM,eAAK,CAAC,IAAI,CAAI,GAAG,EAAE,IAAI,EAAE,EAAE,OAAO,EAAE,CAAC,CAAC;QAC7D,OAAO,QAAQ,CAAC,IAAI,CAAC;IACvB,CAAC;CACF;AAnED,kDAmEC;AAED,MAAM,iBAAiB;IACF;IAAnB,YAAmB,eAAuB,QAAQ;QAA/B,iBAAY,GAAZ,YAAY,CAAmB;IAAG,CAAC;IAEtD,eAAe,CACb,UAA2B,EAC3B,eAAoC,EACpC,gBAAwB;QAExB,MAAM,CAAC,IAAI,CACT,sBAAsB,UAAU,CAAC,IAAI,IAAI,eAAe,IAAI,gBAAgB,EAAE,CAC/E,CAAC;QACF,UAAU,CAAC,UAAU,GAAG,GAAG,EAAE,CAAC,IAAI,CAAC;IACrC,CAAC;IAED,oBAAoB;QAClB,OAAO,IAAI,CAAC,YAAY,CAAC;IAC3B,CAAC;IAED,kBAAkB;QAChB,OAAO;YACL,MAAM,EAAE,IAAI,CAAC,YAAY;YACzB,IAAI,EAAE,MAAM;SACE,CAAC;IACnB,CAAC;CACF;AAED,MAAa,cAAc;IACzB,MAAM,CAAe;IACrB,KAAK,CAAS;IACd,WAAW,CAAkB;IAC7B,QAAQ,CAAW;IACnB,aAAa,CAAW;IACxB,YAAY,CAAe;IAC3B,iBAAiB,CAAoB;IACrC,gBAAgB,CAAmB;IACnC,YAAY,CAAgB;IAC5B,SAAS,CAAoB;IAC7B,YAAY,CAAO;IACnB,gBAAgB,CAAoD;IAEpE,YAAY,OAAe,EAAE,MAAe;QAC1C,IAAI,CAAC,MAAM,GAAG,IAAI,qBAAY,CAAC,KAAK,EAAE,IAAA,uBAAc,EAAC,OAAO,CAAC,EAAE,IAAI,CAAC,CAAC;QACrE,IAAI,CAAC,KAAK,GAAG,IAAI,UAAU,EAAE,CAAC;QAC9B,IAAI,CAAC,WAAW,GAAG,IAAI,mBAAmB,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC;QAC5E,IAAI,CAAC,QAAQ,GAAG,IAAI,iCAAqB,CACvC,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,mBAAmB,EACtD,OAAO,CACR,CAAC;QACF,IAAI,CAAC,YAAY,GAAG,IAAI,cAAI,CAC1B,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,mBAAmB,CACvD,CAAC;QACF,IAAI,CAAC,aAAa,GAAG,IAAI,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,QAAQ,CACrD,uBAAiB,EACjB,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,kBAAkB,CACpC,CAAC;QACF,IAAI,CAAC,YAAY,GAAG,IAAI,iBAAiB,EAAE,CAAC;QAC5C,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,EAAE;YACtB,MAAM,MAAM,GAAG,gBAAM,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC;YACtC,MAAM,CAAC,KAAK,GAAG,OAAO,CAAC;YACvB,OAAO,MAAM,CAAC;QAChB,CAAC,CAAC;QACF,oEAAoE;QACpE,IAAI,CAAC,gBAAgB,GAAG,KAAK,EAAE,KAAK,EAAE,MAAM,EAAE,EAAE,CAC9C,MAAM,CAAC,MAAM,GAAG,MAAM,CAAC,EAAE,IAAI,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;QAChD,IAAI,CAAC,YAAY,GAAG,IAAI,4BAAY,CAClC,IAAI,CAAC,aAAa,EAClB,IAAI,CAAC,SAAS,CAAC,gBAAgB,OAAO,EAAE,CAAC,CAC1C,CAAC;QAEF,IAAI,CAAC,gBAAgB,GAAG,IAAI,oCAAgB,CAC1C,GAAG,EACH,CAAC,EACD,IAAI,CAAC,SAAS,CAAC,oBAAoB,OAAO,EAAE,CAAC,CAC9C,CAAC;QAEF,IAAI,CAAC,iBAAiB,GAAG,IAAI,sCAAiB,CAC5C,IAAI,CAAC,MAAM,EACX,IAAI,CAAC,KAAK,EACV,IAAI,CAAC,YAAY,CAClB,CAAC;IACJ,CAAC;IAED,sBAAsB,CAAC,MAAc;QACnC,IAAI,CAAC,QAAQ,GAAG,IAAI,iCAAqB,CAAC,MAAM,EAAE,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;IAC9E,CAAC;CACF;AA3DD,wCA2DC"}
package/build/dex-helper/icache.d.ts CHANGED
@@ -1,5 +1,6 @@
1
1
  export interface ICache {
2
2
  get(dexKey: string, network: number, cacheKey: string): Promise<string | null>;
3
+ ttl(dexKey: string, network: number, cacheKey: string): Promise<string | null>;
3
4
  rawget(key: string): Promise<string | null>;
4
5
  rawset(key: string, value: string, ttl: number): Promise<string | null>;
5
6
  rawdel(key: string): Promise<void>;
@@ -13,6 +14,7 @@ export interface ICache {
13
14
  zrem(key: string, membersKeys: string[]): Promise<number>;
14
15
  zscore(setKey: string, key: string): Promise<string | null>;
15
16
  sismember(setKey: string, key: string): Promise<boolean>;
17
+ smembers(setKey: string): Promise<string[]>;
16
18
  hset(mapKey: string, key: string, value: string): Promise<void>;
17
19
  hdel(mapKey: string, keys: string[]): Promise<number>;
18
20
  hget(mapKey: string, key: string): Promise<string | null>;
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@paraswap/dex-lib",
3
- "version": "4.0.5",
3
+ "version": "4.0.6-rfq-pub-sub.0",
4
4
  "main": "build/index.js",
5
5
  "types": "build/index.d.ts",
6
6
  "repository": "https://github.com/paraswap/paraswap-dex-lib",
package/src/dex/generic-rfq/generic-rfq.ts CHANGED
@@ -447,12 +447,7 @@ export class GenericRFQ extends ParaSwapLimitOrders {
447
447
  }
448
448
 
449
449
  async setBlacklist(userAddress: string): Promise<boolean> {
450
- await this.dexHelper.cache.hset(
451
- this.rateFetcher.blackListCacheKey,
452
- userAddress.toLowerCase(),
453
- 'true',
454
- );
455
- return true;
450
+ return this.rateFetcher.setBlacklist(userAddress);
456
451
  }
457
452
 
458
453
  releaseResources(): void {
package/src/dex/generic-rfq/rate-fetcher.ts CHANGED
@@ -37,6 +37,7 @@ import {
37
37
  ERC1271Contract,
38
38
  } from '../../lib/erc1271-utils';
39
39
  import { isContractAddress } from '../../utils';
40
+ import { JsonPubSub, SetPubSub } from '../../lib/pub-sub';
40
41
 
41
42
  const GET_FIRM_RATE_TIMEOUT_MS = 2000;
42
43
  export const reversePrice = (price: PriceAndAmountBigNumber) =>
@@ -55,6 +56,9 @@ export class RateFetcher {
55
56
  private addressToTokenMap: Record<string, TokenWithInfo> = {};
56
57
  private pairs: PairMap = {};
57
58
 
59
+ private pricesPubSub: JsonPubSub;
60
+ private blacklistPubSub?: SetPubSub;
61
+
58
62
  private firmRateAuth?: (options: RequestConfig) => void;
59
63
 
60
64
  public blackListCacheKey: string;
@@ -123,6 +127,8 @@ export class RateFetcher {
123
127
  logger,
124
128
  );
125
129
 
130
+ this.pricesPubSub = new JsonPubSub(this.dexHelper, this.dexKey, 'prices');
131
+
126
132
  if (config.blacklistConfig) {
127
133
  this.blackListFetcher = new Fetcher<BlackListResponse>(
128
134
  dexHelper.httpRequest,
@@ -142,6 +148,12 @@ export class RateFetcher {
142
148
  config.blacklistConfig.intervalMs,
143
149
  logger,
144
150
  );
151
+
152
+ this.blacklistPubSub = new SetPubSub(
153
+ this.dexHelper,
154
+ this.dexKey,
155
+ 'blacklist',
156
+ );
145
157
  }
146
158
 
147
159
  this.blackListCacheKey = `${this.dexHelper.config.data.network}_${this.dexKey}_blacklist`;
@@ -161,6 +173,13 @@ export class RateFetcher {
161
173
  this.config.maker,
162
174
  );
163
175
  }
176
+
177
+ if (this.dexHelper.config.isSlave) {
178
+ this.pricesPubSub.initialize();
179
+ if (this.blacklistPubSub) {
180
+ this.blacklistPubSub.initialize(this.blackListCacheKey);
181
+ }
182
+ }
164
183
  }
165
184
 
166
185
  start() {
@@ -214,16 +233,22 @@ export class RateFetcher {
214
233
  for (const address of resp.blacklist) {
215
234
  this.dexHelper.cache.sadd(this.blackListCacheKey, address.toLowerCase());
216
235
  }
236
+
237
+ if (this.blacklistPubSub) {
238
+ this.blacklistPubSub.publish(resp.blacklist);
239
+ }
217
240
  }
218
241
 
219
242
  public isBlackListed(userAddress: string) {
220
- return this.dexHelper.cache.sismember(
221
- this.blackListCacheKey,
222
- userAddress.toLowerCase(),
223
- );
243
+ if (this.blacklistPubSub) {
244
+ return this.blacklistPubSub.has(userAddress.toLowerCase());
245
+ }
246
+ return false;
224
247
  }
225
248
 
226
249
  private handleRatesResponse(resp: RatesResponse) {
250
+ const pubSubData: Record<string, unknown> = {};
251
+ const ttl = this.config.rateConfig.dataTTLS;
227
252
  const pairs = this.pairs;
228
253
 
229
254
  if (isEmpty(pairs)) return;
@@ -252,37 +277,51 @@ export class RateFetcher {
252
277
  }
253
278
 
254
279
  if (prices.bids.length) {
280
+ const key = `${baseToken.address}_${quoteToken.address}_bids`;
281
+ const value = prices.bids;
282
+ pubSubData[key] = value;
283
+
255
284
  this.dexHelper.cache.setex(
256
285
  this.dexKey,
257
286
  this.dexHelper.config.data.network,
258
- `${baseToken.address}_${quoteToken.address}_bids`,
259
- this.config.rateConfig.dataTTLS,
260
- JSON.stringify(prices.bids),
287
+ key,
288
+ ttl,
289
+ JSON.stringify(value),
261
290
  );
262
291
  currentPricePairs.add(`${baseToken.address}_${quoteToken.address}`);
263
292
  }
264
293
 
265
294
  if (prices.asks.length) {
295
+ const key = `${baseToken.address}_${quoteToken.address}_asks`;
296
+ const value = prices.asks;
297
+ pubSubData[key] = value;
298
+
266
299
  this.dexHelper.cache.setex(
267
300
  this.dexKey,
268
301
  this.dexHelper.config.data.network,
269
- `${baseToken.address}_${quoteToken.address}_asks`,
270
- this.config.rateConfig.dataTTLS,
271
- JSON.stringify(prices.asks),
302
+ key,
303
+ ttl,
304
+ JSON.stringify(value),
272
305
  );
273
306
  currentPricePairs.add(`${quoteToken.address}_${baseToken.address}`);
274
307
  }
275
308
  });
276
309
 
277
310
  if (currentPricePairs.size > 0) {
311
+ const key = `pairs`;
312
+ const value = Array.from(currentPricePairs);
313
+ pubSubData[key] = value;
314
+
278
315
  this.dexHelper.cache.setex(
279
316
  this.dexKey,
280
317
  this.dexHelper.config.data.network,
281
- `pairs`,
282
- this.config.rateConfig.dataTTLS,
283
- JSON.stringify(Array.from(currentPricePairs)),
318
+ key,
319
+ ttl,
320
+ JSON.stringify(value),
284
321
  );
285
322
  }
323
+
324
+ this.pricesPubSub.publish(pubSubData, ttl);
286
325
  }
287
326
 
288
327
  checkHealth(): boolean {
@@ -322,17 +361,13 @@ export class RateFetcher {
322
361
  }
323
362
 
324
363
  public async getAvailablePairs(): Promise<string[]> {
325
- const pairs = await this.dexHelper.cache.get(
326
- this.dexKey,
327
- this.dexHelper.config.data.network,
328
- `pairs`,
329
- );
364
+ const pairs = await this.pricesPubSub.getAndCache<string[]>(`pairs`);
330
365
 
331
366
  if (!pairs) {
332
367
  return [];
333
368
  }
334
369
 
335
- return JSON.parse(pairs) as string[];
370
+ return pairs;
336
371
  }
337
372
 
338
373
  public async getOrderPrice(
@@ -342,49 +377,36 @@ export class RateFetcher {
342
377
  ): Promise<PriceAndAmountBigNumber[] | null> {
343
378
  let reversed = false;
344
379
 
345
- let pricesAsString: string | null = null;
380
+ let prices: PriceAndAmount[] | null = null;
346
381
  if (side === SwapSide.SELL) {
347
- pricesAsString = await this.dexHelper.cache.get(
348
- this.dexKey,
349
- this.dexHelper.config.data.network,
382
+ prices = await this.pricesPubSub.getAndCache(
350
383
  `${srcToken.address}_${destToken.address}_bids`,
351
384
  );
352
385
 
353
- if (!pricesAsString) {
354
- pricesAsString = await this.dexHelper.cache.get(
355
- this.dexKey,
356
- this.dexHelper.config.data.network,
386
+ if (!prices) {
387
+ prices = await this.pricesPubSub.getAndCache(
357
388
  `${destToken.address}_${srcToken.address}_asks`,
358
389
  );
359
390
  reversed = true;
360
391
  }
361
392
  } else {
362
- pricesAsString = await this.dexHelper.cache.get(
363
- this.dexKey,
364
- this.dexHelper.config.data.network,
393
+ prices = await this.pricesPubSub.getAndCache(
365
394
  `${destToken.address}_${srcToken.address}_asks`,
366
395
  );
367
396
 
368
- if (!pricesAsString) {
369
- pricesAsString = await this.dexHelper.cache.get(
370
- this.dexKey,
371
- this.dexHelper.config.data.network,
397
+ if (!prices) {
398
+ prices = await this.pricesPubSub.getAndCache(
372
399
  `${srcToken.address}_${destToken.address}_bids`,
373
400
  );
374
401
  reversed = true;
375
402
  }
376
403
  }
377
404
 
378
- if (!pricesAsString) {
405
+ if (!prices) {
379
406
  return null;
380
407
  }
381
408
 
382
- const orderPricesAsString: PriceAndAmount[] = JSON.parse(pricesAsString);
383
- if (!orderPricesAsString) {
384
- return null;
385
- }
386
-
387
- let orderPrices = orderPricesAsString.map(price => [
409
+ let orderPrices = prices.map(price => [
388
410
  new BigNumber(price[0]),
389
411
  new BigNumber(price[1]),
390
412
  ]);
@@ -483,4 +505,16 @@ export class RateFetcher {
483
505
  throw e;
484
506
  }
485
507
  }
508
+
509
+ async setBlacklist(userAddress: string): Promise<boolean> {
510
+ await this.dexHelper.cache.hset(
511
+ this.blackListCacheKey,
512
+ userAddress.toLowerCase(),
513
+ 'true',
514
+ );
515
+ if (this.blacklistPubSub) {
516
+ this.blacklistPubSub.publish([userAddress.toLowerCase()]);
517
+ }
518
+ return true;
519
+ }
486
520
  }
package/src/dex-helper/dummy-dex-helper.ts CHANGED
@@ -43,6 +43,14 @@ class DummyCache implements ICache {
43
43
  return null;
44
44
  }
45
45
 
46
+ async ttl(
47
+ dexKey: string,
48
+ network: number,
49
+ cacheKey: string,
50
+ ): Promise<string | null> {
51
+ return '1';
52
+ }
53
+
46
54
  async rawget(key: string): Promise<string | null> {
47
55
  return this.storage[key] ? this.storage[key] : null;
48
56
  return null;
@@ -139,6 +147,10 @@ class DummyCache implements ICache {
139
147
  return set.has(key);
140
148
  }
141
149
 
150
+ async smembers(setKey: string): Promise<string[]> {
151
+ return Array.from(this.setMap[setKey] ?? []);
152
+ }
153
+
142
154
  async hset(mapKey: string, key: string, value: string): Promise<void> {
143
155
  if (!this.hashStorage[mapKey]) this.hashStorage[mapKey] = {};
144
156
  this.hashStorage[mapKey][key] = value;
package/src/dex-helper/icache.ts CHANGED
@@ -5,6 +5,12 @@ export interface ICache {
5
5
  cacheKey: string,
6
6
  ): Promise<string | null>;
7
7
 
8
+ ttl(
9
+ dexKey: string,
10
+ network: number,
11
+ cacheKey: string,
12
+ ): Promise<string | null>;
13
+
8
14
  rawget(key: string): Promise<string | null>;
9
15
 
10
16
  rawset(key: string, value: string, ttl: number): Promise<string | null>;
@@ -52,6 +58,8 @@ export interface ICache {
52
58
 
53
59
  sismember(setKey: string, key: string): Promise<boolean>;
54
60
 
61
+ smembers(setKey: string): Promise<string[]>;
62
+
55
63
  hset(mapKey: string, key: string, value: string): Promise<void>;
56
64
 
57
65
  hdel(mapKey: string, keys: string[]): Promise<number>;
package/src/lib/pub-sub.ts ADDED
@@ -0,0 +1,130 @@
1
+ import NodeCache from 'node-cache';
2
+ import { Network } from '../constants';
3
+ import { IDexHelper } from '../dex-helper';
4
+
5
+ type JsonPubSubMsg = {
6
+ expiresAt: number;
7
+ data: Record<string, unknown>;
8
+ };
9
+
10
+ type SetPubSubMsg = string[];
11
+
12
+ export class JsonPubSub {
13
+ channel: string;
14
+ network: Network;
15
+ localCache: NodeCache = new NodeCache();
16
+
17
+ constructor(
18
+ private dexHelper: IDexHelper,
19
+ private dexKey: string,
20
+ channel: string,
21
+ ) {
22
+ this.network = this.dexHelper.config.data.network;
23
+ this.channel = `${this.network}_${this.dexKey}_${channel}`;
24
+ }
25
+
26
+ initialize() {
27
+ this.subscribe();
28
+ }
29
+
30
+ subscribe() {
31
+ this.dexHelper.cache.subscribe(this.channel, (_, msg) => {
32
+ const decodedMsg = JSON.parse(msg) as JsonPubSubMsg;
33
+ this.handleSubscription(decodedMsg);
34
+ });
35
+ }
36
+
37
+ publish(data: Record<string, unknown>, ttl: number) {
38
+ const expiresAt = Math.round(Date.now() / 1000) + ttl;
39
+ this.dexHelper.cache.publish(
40
+ this.channel,
41
+ JSON.stringify({ expiresAt, data }),
42
+ );
43
+ }
44
+
45
+ handleSubscription(json: JsonPubSubMsg) {
46
+ const { expiresAt, data } = json;
47
+
48
+ const now = Math.round(Date.now() / 1000);
49
+ // calculating ttl as message might come with the delay
50
+ const ttl = expiresAt - now;
51
+
52
+ const keys = Object.keys(data);
53
+ for (const key of keys) {
54
+ this.localCache.set(key, data[key], ttl);
55
+ }
56
+ }
57
+
58
+ async getAndCache<T>(key: string): Promise<T | null> {
59
+ const localValue = this.localCache.get<T>(key);
60
+
61
+ if (localValue) {
62
+ return localValue;
63
+ }
64
+
65
+ const [value, ttl] = await Promise.all([
66
+ this.dexHelper.cache.get(this.dexKey, this.network, key),
67
+ this.dexHelper.cache.ttl(this.dexKey, this.network, key),
68
+ ]);
69
+
70
+ if (value) {
71
+ // setting ttl same as in cache
72
+ // TODO-ps: check if ttl is not null
73
+ const parsedValue = JSON.parse(value);
74
+ this.localCache.set(key, parsedValue, Number(ttl));
75
+ return parsedValue;
76
+ }
77
+
78
+ return null;
79
+ }
80
+ }
81
+
82
+ export class SetPubSub {
83
+ channel: string;
84
+ network: Network;
85
+ set = new Set<string>();
86
+
87
+ constructor(
88
+ private dexHelper: IDexHelper,
89
+ private dexKey: string,
90
+ channel: string,
91
+ ) {
92
+ this.network = this.dexHelper.config.data.network;
93
+ this.channel = `${this.network}_${this.dexKey}_${channel}`;
94
+ }
95
+
96
+ async initialize(key: string) {
97
+ // as there's no lazy load, we need to initialize the set
98
+ const initSet = await this.dexHelper.cache.smembers(key);
99
+ for (const member of initSet) {
100
+ this.set.add(member);
101
+ }
102
+
103
+ this.subscribe();
104
+ }
105
+
106
+ subscribe() {
107
+ this.dexHelper.cache.subscribe(this.channel, (_, msg) => {
108
+ const decodedMsg = JSON.parse(msg) as SetPubSubMsg;
109
+ this.handleSubscription(decodedMsg);
110
+ });
111
+ }
112
+
113
+ publish(set: SetPubSubMsg) {
114
+ // as there's no lazy load, also store locally
115
+ for (const key of set) {
116
+ this.set.add(key);
117
+ }
118
+ this.dexHelper.cache.publish(this.channel, JSON.stringify(set));
119
+ }
120
+
121
+ handleSubscription(set: SetPubSubMsg) {
122
+ for (const key of set) {
123
+ this.set.add(key);
124
+ }
125
+ }
126
+
127
+ async has(key: string) {
128
+ return this.set.has(key);
129
+ }
130
+ }