@paraswap/dex-lib 4.1.0 → 4.1.1

package/build/dex/bebop/websocket-fetcher.d.ts

@@ -0,0 +1,35 @@
+import { Logger } from 'log4js';
+import { RequestConfig, Response } from '../../dex-helper/irequest-wrapper';
+export declare class SkippingRequest {
+    message: string;
+    constructor(message?: string);
+}
+export declare type RequestInfo<T> = {
+    requestFunc?: (options: RequestConfig) => Promise<Response<T> | SkippingRequest>;
+    requestOptions: RequestConfig;
+    caster: (data: unknown) => T;
+    authenticate?: (options: RequestConfig) => RequestConfig;
+    excludedFieldsCaching?: string[];
+};
+export declare type RequestInfoWithHandler<T> = {
+    info: RequestInfo<T>;
+    handler: (data: T) => void;
+};
+export declare class WebSocketFetcher<T> {
+    private logger;
+    private requests;
+    lastFetchSucceeded: boolean;
+    private stop;
+    private ws;
+    private connection;
+    constructor(requestsInfo: RequestInfoWithHandler<T>, logger: Logger);
+    private connected;
+    private connectFailed;
+    private onClose;
+    private onError;
+    private onMessage;
+    private connect;
+    startPolling(): void;
+    stopPolling(): void;
+    isPolling(): boolean;
+}

package/build/dex/bebop/websocket-fetcher.js

@@ -0,0 +1,87 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.WebSocketFetcher = exports.SkippingRequest = void 0;
+const websocket_1 = require("websocket");
+class SkippingRequest {
+    constructor(message = '') {
+        this.message = message;
+    }
+}
+exports.SkippingRequest = SkippingRequest;
+class WebSocketFetcher {
+    constructor(requestsInfo, logger) {
+        this.logger = logger;
+        this.lastFetchSucceeded = false;
+        this.stop = true;
+        this.ws = new websocket_1.client();
+        this.connection = null;
+        this.requests = requestsInfo;
+        this.ws.on('connect', this.connected.bind(this));
+        this.ws.on('connectFailed', this.connectFailed.bind(this));
+    }
+    connected(connection) {
+        this.connection = connection;
+        this.logger.info(`Connected to ${this.requests.info.requestOptions.url}`);
+        this.connection.on('error', this.onError.bind(this));
+        this.connection.on('close', this.onClose.bind(this));
+        this.connection.on('message', this.onMessage.bind(this));
+    }
+    connectFailed(error) {
+        this.logger.error(`Connect Error: ${error.toString()}`);
+    }
+    onClose() {
+        this.logger.info(`Connection closed`);
+    }
+    onError(error) {
+        this.logger.error(`Connection Error: ${error.toString()}`);
+    }
+    onMessage(message) {
+        if (message.type === 'utf8') {
+            const response = JSON.parse(message.utf8Data);
+            const reqInfo = this.requests;
+            const info = reqInfo.info;
+            const options = reqInfo.info.requestOptions;
+            this.logger.debug(`(${options.url}) received new data`);
+            try {
+                const parsedData = info.caster(response);
+                reqInfo.handler(parsedData);
+            }
+            catch (e) {
+                this.logger.info(e);
+                this.logger.info(`(${options.url}) received incorrect data ${JSON.stringify(response).replace(/(?:\r\n|\r|\n)/g, ' ')}`, e);
+                return;
+            }
+        }
+    }
+    connect() {
+        const authorization = this.requests.info.requestOptions.headers.authorization;
+        const name = this.requests.info.requestOptions.headers.name;
+        if (typeof authorization !== 'string') {
+            throw new Error('Authorization header is not a string');
+        }
+        if (typeof name !== 'string') {
+            throw new Error('Name header is not a string');
+        }
+        this.ws.connect(this.requests.info.requestOptions.url, undefined, undefined, {
+            Authorization: authorization,
+            name: name,
+        });
+    }
+    startPolling() {
+        this.stop = false;
+        this.connect();
+        this.logger.info(`Connection started for ${this.requests.info.requestOptions.url}`);
+    }
+    stopPolling() {
+        if (this.connection) {
+            this.connection.close();
+        }
+        this.stop = true;
+        this.logger.info(`Connection stopped for ${this.requests.info.requestOptions.url}`);
+    }
+    isPolling() {
+        return !this.stop;
+    }
+}
+exports.WebSocketFetcher = WebSocketFetcher;
+//# sourceMappingURL=websocket-fetcher.js.map

package/build/dex/bebop/websocket-fetcher.js.map

@@ -0,0 +1 @@
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package/build/dex/cables/cables.d.ts

@@ -33,7 +33,7 @@ export declare class Cables extends SimpleExchange implements IDex<any> {
     getPoolIdentifier(srcAddress: Address, destAddress: Address): string;
     getPoolIdentifiers(srcToken: Token, destToken: Token, side: SwapSide, blockNumber: number): Promise<string[]>;
     calculateOrderPrice(amounts: bigint[], orderbook: string[][], baseToken: Token, quoteToken: Token, isInputQuote: boolean): bigint[];
-    calculatePriceSwap(prices: string[][], requiredQty: number, qtyMode: Boolean): number;
+    calculatePriceSwap(prices: string[][], requiredQty: number, qtyMode: Boolean): any;
     getPricesVolume(srcToken: Token, destToken: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[], transferFees?: TransferFeeParams, isFirstSwap?: boolean): Promise<ExchangePrices<CablesData> | null>;
     getCalldataGasCost(poolPrices: PoolPrices<CablesData>): number | number[];
     initializePricing(blockNumber: number): Promise<void>;

package/build/dex/cables/cables.js

@@ -266,7 +266,11 @@ class Cables extends simple_exchange_1.SimpleExchange {
             }
             let decimals = baseToken.decimals;
             let out_decimals = quoteToken.decimals;
-            let price = this.calculatePriceSwap(orderbook, Number(amt) / 10 ** decimals, isInputQuote);
+            let price = 0;
+            try {
+                price = this.calculatePriceSwap(orderbook, Number(amt) / 10 ** decimals, isInputQuote);
+            }
+            catch { }
             result.push(BigInt(Math.round(price * 10 ** out_decimals)));
         }
         return result;
@@ -277,6 +281,7 @@ class Cables extends simple_exchange_1.SimpleExchange {
         const selectedRows = [];
         const isBase = qtyMode;
         const isQuote = !qtyMode;
+        const totalVolume = prices.reduce((sum, [, volume]) => sum + Number(volume), 0);
         for (const [price, volume] of prices) {
             if (isBase) {
                 if (sumBaseQty >= requiredQty) {
@@ -309,18 +314,33 @@ class Cables extends simple_exchange_1.SimpleExchange {
             sumQuoteQty += currentQuoteQty;
             selectedRows.push([price, currentBaseQty.toString()]);
         }
+        if (sumBaseQty == 0) {
+            return 0;
+        }
         const vSumBase = selectedRows.reduce((sum, [price, volume]) => {
             return sum + Number(price) * Number(volume);
         }, 0);
         const price = new bignumber_js_1.default(vSumBase)
             .dividedBy(new bignumber_js_1.default(sumBaseQty))
             .toNumber();
+        let result;
         if (isBase) {
-            return requiredQty / price;
+            result = requiredQty / price;
         }
         else {
-            return requiredQty * price;
+            result = requiredQty * price;
+        }
+        if (isQuote) {
+            if (requiredQty > totalVolume) {
+                result = 0;
+            }
         }
+        else {
+            if (result > totalVolume) {
+                result = 0;
+            }
+        }
+        return result;
     }
     async getPricesVolume(srcToken, destToken, amounts, side, blockNumber, limitPools, transferFees, isFirstSwap) {
         try {
@@ -365,12 +385,11 @@ class Cables extends simple_exchange_1.SimpleExchange {
              */
             const priceData = priceMap[pairKey];
             let orderbook = [];
-            if (side === core_1.SwapSide.BUY) {
+            orderbook = priceData.bids;
+            // reverse orderbook if isInputQuote
+            if (isInputQuote) {
                 orderbook = priceData.asks;
             }
-            else {
-                orderbook = priceData.bids;
-            }
             if (orderbook?.length === 0) {
                 throw new Error(`Empty orderbook for ${pairKey}`);
             }

package/build/dex/cables/cables.js.map

@@ -1 +1 @@
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package/build/dex/idle-dao/idle-dao-pool.d.ts

@@ -0,0 +1,56 @@
+import BigNumber from 'bignumber.js';
+import { Contract } from 'web3-eth-contract';
+import { Interface } from '@ethersproject/abi';
+import { DeepReadonly } from 'ts-essentials';
+import { Log, Logger } from '../../types';
+import { StatefulEventSubscriber } from '../../stateful-event-subscriber';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import { PoolState, IdleToken } from './types';
+import { IdleDao } from './idle-dao';
+declare type BlocksTransfers = Record<number, {
+    underlyingAmount: BigNumber;
+    idleAmount: BigNumber;
+    processed: boolean;
+}>;
+export declare class IdleDaoEventPool extends StatefulEventSubscriber<PoolState> {
+    readonly parentName: string;
+    protected network: number;
+    protected dexHelper: IDexHelper;
+    protected logger: Logger;
+    protected idleToken: IdleToken;
+    protected IdleDao: IdleDao;
+    handlers: {
+        [event: string]: (event: any, state: DeepReadonly<PoolState>, log: Readonly<Log>) => Promise<DeepReadonly<PoolState> | null>;
+    };
+    logDecoder: (log: Log) => any;
+    cdoContract: Contract;
+    poolInterface: Interface;
+    addressesSubscribed: string[];
+    blocksTransfers: BlocksTransfers;
+    constructor(parentName: string, network: number, dexHelper: IDexHelper, logger: Logger, idleToken: IdleToken, IdleDao: IdleDao);
+    /**
+     * The function is called every time any of the subscribed
+     * addresses release log. The function accepts the current
+     * state, updates the state according to the log, and returns
+     * the updated state.
+     * @param state - Current state of event subscriber
+     * @param log - Log released by one of the subscribed addresses
+     * @returns Updates state of the event subscriber after the log
+     */
+    protected processLog(state: DeepReadonly<PoolState>, log: Readonly<Log>): Promise<DeepReadonly<PoolState> | null>;
+    /**
+     * The function generates state using on-chain calls. This
+     * function is called to regenerate state if the event based
+     * system fails to fetch events and the local state is no
+     * more correct.
+     * @param blockNumber - Blocknumber for which the state should
+     * should be generated
+     * @returns state of the event subscriber at blocknumber
+     */
+    generateState(blockNumber: number): Promise<DeepReadonly<PoolState>>;
+    setBlockState(blockNumber: number, state: PoolState): void;
+    handleCoinTransfer(event: any, state: PoolState, log: Log): Promise<DeepReadonly<PoolState> | null>;
+    processBlockTransfer(blockNumber: number, state: PoolState): PoolState;
+    handleCoinTransfer_old(event: any, state: PoolState, log: Log): Promise<DeepReadonly<PoolState> | null>;
+}
+export {};

package/build/dex/idle-dao/idle-dao-pool.js

@@ -0,0 +1,176 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.IdleDaoEventPool = void 0;
+const bignumber_js_1 = __importDefault(require("bignumber.js"));
+const abi_1 = require("@ethersproject/abi");
+const utils_1 = require("../../utils");
+const erc20_json_1 = __importDefault(require("../../abi/erc20.json"));
+const idle_cdo_json_1 = __importDefault(require("../../abi/idle-dao/idle-cdo.json"));
+const stateful_event_subscriber_1 = require("../../stateful-event-subscriber");
+const idle_dao_pooling_pool_1 = require("./idle-dao-pooling-pool");
+const tokens_1 = require("./tokens");
+class IdleDaoEventPool extends stateful_event_subscriber_1.StatefulEventSubscriber {
+    constructor(parentName, network, dexHelper, logger, idleToken, IdleDao) {
+        // TODO: Add pool name
+        super(parentName, idleToken.idleSymbol, dexHelper, logger);
+        this.parentName = parentName;
+        this.network = network;
+        this.dexHelper = dexHelper;
+        this.logger = logger;
+        this.idleToken = idleToken;
+        this.IdleDao = IdleDao;
+        this.handlers = {};
+        this.blocksTransfers = {};
+        this.poolInterface = new abi_1.Interface(erc20_json_1.default);
+        // TODO: make logDecoder decode logs that
+        this.logDecoder = (log) => this.poolInterface.parseLog(log);
+        this.addressesSubscribed = [idleToken.address.toLowerCase()];
+        const cdoTokens = (0, tokens_1.getTokensByCdoAddress)(this.idleToken.cdoAddress);
+        if (cdoTokens) {
+            cdoTokens.forEach((idleToken) => {
+                if (!this.addressesSubscribed.includes(idleToken.idleAddress.toLowerCase())) {
+                    this.addressesSubscribed.push(idleToken.idleAddress.toLowerCase());
+                }
+            });
+        }
+        // this.logger.debug('addressesSubscribed', this.idleToken.idleAddress, this.addressesSubscribed)
+        // Add handlers
+        this.handlers['Transfer'] = this.handleCoinTransfer.bind(this);
+        this.idleToken = idleToken;
+        this.cdoContract = new dexHelper.web3Provider.eth.Contract(idle_cdo_json_1.default, this.idleToken.cdoAddress);
+    }
+    /**
+     * The function is called every time any of the subscribed
+     * addresses release log. The function accepts the current
+     * state, updates the state according to the log, and returns
+     * the updated state.
+     * @param state - Current state of event subscriber
+     * @param log - Log released by one of the subscribed addresses
+     * @returns Updates state of the event subscriber after the log
+     */
+    async processLog(state, log) {
+        try {
+            const event = this.logDecoder(log);
+            if (event.name in this.handlers) {
+                const result = await this.handlers[event.name](event, state, log);
+                return result;
+            }
+        }
+        catch (e) {
+            (0, utils_1.catchParseLogError)(e, this.logger);
+        }
+        return null;
+    }
+    /**
+     * The function generates state using on-chain calls. This
+     * function is called to regenerate state if the event based
+     * system fails to fetch events and the local state is no
+     * more correct.
+     * @param blockNumber - Blocknumber for which the state should
+     * should be generated
+     * @returns state of the event subscriber at blocknumber
+     */
+    async generateState(blockNumber) {
+        const tranchePrice = await this.cdoContract.methods['virtualPrice'](this.idleToken.idleAddress).call({}, blockNumber);
+        return {
+            tokenPrice: BigInt(tranchePrice),
+        };
+    }
+    setBlockState(blockNumber, state) {
+        this.logger.debug('setBlockState', blockNumber, this.idleToken.idleAddress, state);
+        return this._setState(state, blockNumber);
+    }
+    async handleCoinTransfer(event, state, log) {
+        const idleTokens = (0, tokens_1.getTokensByCdoAddress)(this.idleToken.cdoAddress);
+        if (!idleTokens)
+            return null;
+        const pollingPool = new idle_dao_pooling_pool_1.IdleDaoPollingPool(this.parentName, this.parentName, this.dexHelper, idleTokens, this.logger);
+        const blockNumber = log.blockNumber;
+        let poolsState = null;
+        if (log.address.toLowerCase() === this.idleToken.address.toLowerCase()) {
+            if (event.args.dst.toLowerCase() ===
+                this.idleToken.cdoAddress.toLowerCase() ||
+                event.args.src.toLowerCase() === this.idleToken.cdoAddress.toLowerCase()) {
+                poolsState = await pollingPool.getAggregatedBlockData(blockNumber);
+            }
+        }
+        else if (this.addressesSubscribed.includes(log.address.toLowerCase())) {
+            poolsState = await pollingPool.getAggregatedBlockData(blockNumber);
+        }
+        // Update pools with the new state
+        if (poolsState) {
+            Object.keys(poolsState.value).forEach((idleAddress) => {
+                const poolState = poolsState?.value?.[idleAddress];
+                if (poolState) {
+                    this.IdleDao.setEventPoolStateBlock(idleAddress, poolsState.blockNumber, poolState);
+                    // Overwrite state
+                    if (idleAddress === this.idleToken.idleAddress) {
+                        state = poolState;
+                    }
+                }
+            });
+        }
+        return state;
+    }
+    processBlockTransfer(blockNumber, state) {
+        if (!this.blocksTransfers[blockNumber] ||
+            this.blocksTransfers[blockNumber].processed)
+            return state;
+        const idleAmount = this.blocksTransfers[blockNumber].idleAmount.div(1e18);
+        const underlyingAmount = this.blocksTransfers[blockNumber].underlyingAmount.div(`1e${this.idleToken.decimals}`);
+        if (idleAmount.gt(0) && underlyingAmount.gt(0)) {
+            const tokenPrice = BigInt(bignumber_js_1.default.maximum(idleAmount, underlyingAmount)
+                .div(bignumber_js_1.default.minimum(idleAmount, underlyingAmount))
+                .times(`1e${this.idleToken.decimals}`)
+                .toFixed(0));
+            this.logger.debug('tokenPrice', blockNumber, this.idleToken.idleSymbol, this.idleToken.decimals, idleAmount.toString(), underlyingAmount.toString(), tokenPrice.toString());
+            this.blocksTransfers[blockNumber].processed = true;
+            return {
+                tokenPrice,
+            };
+        }
+        return state;
+    }
+    async handleCoinTransfer_old(event, state, log) {
+        // Handle underlying token transfer
+        if (log.address.toLowerCase() === this.idleToken.address.toLowerCase()) {
+            if (event.args.dst.toLowerCase() ===
+                this.idleToken.cdoAddress.toLowerCase() ||
+                event.args.src.toLowerCase() === this.idleToken.cdoAddress.toLowerCase()) {
+                if (!this.blocksTransfers[log.blockNumber]) {
+                    this.blocksTransfers[log.blockNumber] = {
+                        processed: false,
+                        idleAmount: (0, bignumber_js_1.default)(0),
+                        underlyingAmount: (0, bignumber_js_1.default)(0),
+                    };
+                }
+                this.logger.debug('UnderlyingAmount', log.blockNumber, 'event', event, 'log', log, (0, bignumber_js_1.default)(BigInt(event.args.wad).toString()).toFixed());
+                this.blocksTransfers[log.blockNumber].underlyingAmount = (0, bignumber_js_1.default)(BigInt(event.args.wad).toString());
+            }
+        }
+        // Handle idle token transfer
+        else if (log.address.toLowerCase() === this.idleToken.idleAddress.toLowerCase()) {
+            this.logger.debug('IdleToken Transfer', log.blockNumber, 'event', event, 'log', log);
+            if (event.args.src.toLowerCase() ===
+                '0x0000000000000000000000000000000000000000' ||
+                event.args.dst.toLowerCase() ===
+                    '0x0000000000000000000000000000000000000000') {
+                if (!this.blocksTransfers[log.blockNumber]) {
+                    this.blocksTransfers[log.blockNumber] = {
+                        processed: false,
+                        idleAmount: (0, bignumber_js_1.default)(0),
+                        underlyingAmount: (0, bignumber_js_1.default)(0),
+                    };
+                }
+                this.logger.debug('IdleAmount', log.blockNumber, 'event', event, 'log', log, (0, bignumber_js_1.default)(BigInt(event.args.wad).toString()).toFixed());
+                this.blocksTransfers[log.blockNumber].idleAmount = (0, bignumber_js_1.default)(BigInt(event.args.wad).toString());
+            }
+        }
+        return this.processBlockTransfer(log.blockNumber, state);
+    }
+}
+exports.IdleDaoEventPool = IdleDaoEventPool;
+//# sourceMappingURL=idle-dao-pool.js.map

package/build/dex/idle-dao/idle-dao-pool.js.map

@@ -0,0 +1 @@
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package/build/dex/idle-dao/idle-dao-pooling-pool.d.ts

@@ -0,0 +1,16 @@
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import { IdleToken, PoolsState } from './types';
+import { MultiCallParams } from '../../lib/multi-wrapper';
+import { StatefulRpcPoller } from '../../lib/stateful-rpc-poller/stateful-rpc-poller';
+import { Logger } from '../../types';
+import { ObjWithUpdateInfo } from '../../lib/stateful-rpc-poller/types';
+declare type MulticallResultOutputs = bigint;
+export declare class IdleDaoPollingPool extends StatefulRpcPoller<PoolsState, MulticallResultOutputs> {
+    protected idleTokens: IdleToken[];
+    protected logger: Logger;
+    constructor(dexKey: string, poolIdentifier: string, dexHelper: IDexHelper, idleTokens: IdleToken[], logger: Logger);
+    getAggregatedBlockData(blockNumber: number): Promise<ObjWithUpdateInfo<PoolsState> | null>;
+    protected _getFetchStateMultiCalls(): MultiCallParams<MulticallResultOutputs>[];
+    protected _parseStateFromMultiResults(multiOutputs: MulticallResultOutputs[]): PoolsState;
+}
+export {};

package/build/dex/idle-dao/idle-dao-pooling-pool.js

@@ -0,0 +1,57 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.IdleDaoPollingPool = void 0;
+const abi_1 = require("@ethersproject/abi");
+const decoders_1 = require("../../lib/decoders");
+const idle_cdo_json_1 = __importDefault(require("../../abi/idle-dao/idle-cdo.json"));
+const utils_1 = require("../../lib/stateful-rpc-poller/utils");
+const stateful_rpc_poller_1 = require("../../lib/stateful-rpc-poller/stateful-rpc-poller");
+const state_polling_manager_1 = require("../../lib/stateful-rpc-poller/state-polling-manager");
+class IdleDaoPollingPool extends stateful_rpc_poller_1.StatefulRpcPoller {
+    constructor(dexKey, poolIdentifier, dexHelper, idleTokens, logger) {
+        const callbacks = (0, utils_1.pollingManagerCbExtractor)(state_polling_manager_1.StatePollingManager.getInstance(dexHelper));
+        super(dexKey, poolIdentifier, dexHelper, 0, 0, false, callbacks);
+        this.idleTokens = idleTokens;
+        this.logger = logger;
+    }
+    async getAggregatedBlockData(blockNumber) {
+        const multiCalls = this.getFetchStateWithBlockInfoMultiCalls();
+        try {
+            const lastUpdatedAtMs = Date.now();
+            const aggregatedResults = (await this.dexHelper.multiWrapper.tryAggregate(true, multiCalls, blockNumber));
+            return this.parseStateFromMultiResultsWithBlockInfo(aggregatedResults, lastUpdatedAtMs);
+        }
+        catch (e) {
+            // this.logger.debug('ERROR fetching multicall data', blockNumber, e)
+        }
+        return null;
+    }
+    _getFetchStateMultiCalls() {
+        const cdoInterface = new abi_1.Interface(idle_cdo_json_1.default);
+        return this.idleTokens.map(idleToken => ({
+            target: idleToken.cdoAddress,
+            callData: cdoInterface.encodeFunctionData('virtualPrice', [
+                idleToken.idleAddress,
+            ]),
+            decodeFunction: decoders_1.uint256ToBigInt,
+        }));
+    }
+    _parseStateFromMultiResults(multiOutputs) {
+        const output = multiOutputs.reduce((acc, output, index) => {
+            const tokenPrice = output;
+            const idleToken = this.idleTokens[index];
+            return {
+                ...acc,
+                [idleToken.idleAddress]: {
+                    tokenPrice,
+                },
+            };
+        }, {});
+        return output;
+    }
+}
+exports.IdleDaoPollingPool = IdleDaoPollingPool;
+//# sourceMappingURL=idle-dao-pooling-pool.js.map

package/build/dex/idle-dao/idle-dao-pooling-pool.js.map

@@ -0,0 +1 @@
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package/build/dex/idle-dao/scripts.d.ts

@@ -0,0 +1,9 @@
+export declare const TOKEN_LISTS: {
+    decimals: number;
+    blockNumber: number;
+    cdoAddress: string;
+    idleAddress: string;
+    address: string;
+    idleSymbol: string;
+    tokenType: string;
+}[];