@paraswap/dex-lib 4.1.1 → 4.1.2-fluid

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

@@ -48,11 +48,6 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
 
   pools: FluidDexPool[] = [];
 
-  // temporarily limit FLUID-ETH Dex Pool.
-  restrictedIds: string[] = [
-    'FluidDex_0xc800b0e15c40a1ff0539218100c86f4c1bac8d9c',
-  ];
-
   eventPools: FluidDexEventPool[] = [];
 
   readonly factory: FluidDexFactory;
@@ -115,9 +110,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
   // implement this function
   async initializePricing(blockNumber: number) {
     await this.factory.initialize(blockNumber);
-    this.pools = (await this.fetchFluidDexPools(blockNumber)).filter(
-      pool => !this.restrictedIds.includes(pool.id),
-    );
+    this.pools = await this.fetchFluidDexPools(blockNumber);
     this.eventPools = await Promise.all(
       this.pools.map(async pool => {
         const eventPool = new FluidDexEventPool(
@@ -140,9 +133,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
   }
 
   protected onPoolCreatedUpdatePools(poolsFromFactory: readonly Pool[]) {
-    this.pools = this.generateFluidDexPoolsFromPoolsFactory(
-      poolsFromFactory,
-    ).filter(pool => !this.restrictedIds.includes(pool.id));
+    this.pools = this.generateFluidDexPoolsFromPoolsFactory(poolsFromFactory);
     this.logger.info(`${this.dexKey}: pools list was updated ...`);
   }
 
@@ -182,9 +173,6 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     // A pair must have 2 different tokens.
     if (srcAddress === destAddress) return [];
 
-    this.pools = this.pools.filter(
-      pool => !this.restrictedIds.includes(pool.id),
-    );
     const pools = this.pools.filter(
       pool =>
         (srcAddress === pool.token0 && destAddress === pool.token1) ||
@@ -260,6 +248,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
                 destToken.decimals,
                 BigInt(currentPoolReserves.fee),
                 currentPoolReserves.dexLimits,
+                BigInt(currentPoolReserves.centerPrice),
                 Math.floor(Date.now() / 1000),
               );
             } else {
@@ -272,6 +261,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
                 destToken.decimals,
                 BigInt(currentPoolReserves.fee),
                 currentPoolReserves.dexLimits,
+                BigInt(currentPoolReserves.centerPrice),
                 Math.floor(Date.now() / 1000),
               );
             }
@@ -303,6 +293,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
         }, ${side}:`,
         e,
       );
+      throw e;
       return null;
     }
   }
@@ -380,9 +371,19 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
       }
     } else {
       if (pool!.token0.toLowerCase() !== srcToken.toLowerCase()) {
-        args = [false, BigInt(destAmount), BigInt(srcAmount), recipient];
+        args = [
+          false,
+          (BigInt(destAmount) * 1000001n) / 1000000n, // 0.0001% increase target out amount when calling Fluid Dex as it is not 100% exact. Guarantees meeting reaching exact out amount condition
+          BigInt(srcAmount),
+          recipient,
+        ];
       } else {
-        args = [true, BigInt(destAmount), BigInt(srcAmount), recipient];
+        args = [
+          true,
+          (BigInt(destAmount) * 1000001n) / 1000000n, // 0.0001% increase target out amount when calling Fluid Dex as it is not 100% exact. Guarantees meeting reaching exact out amount condition
+          BigInt(srcAmount),
+          recipient,
+        ];
       }
     }
     const swapData = this.fluidDexPoolIface.encodeFunctionData(method, args);
@@ -415,6 +416,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     outDecimals: number,
     fee: bigint,
     currentLimits: DexLimits,
+    centerPrice: bigint,
     syncTime: number,
   ): bigint {
     if (amountIn === 0n) {
@@ -438,6 +440,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
       fee,
       outDecimals,
       currentLimits,
+      centerPrice,
       syncTime,
     );
     return (amountOut * BigInt(10 ** outDecimals)) / BigInt(10 ** 12);
@@ -459,6 +462,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     fee: bigint,
     outDecimals: number,
     currentLimits: DexLimits,
+    centerPrice: bigint,
     syncTime: number,
   ): bigint {
     const {
@@ -603,6 +607,40 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
       return 0n;
     }
 
+    if (amountInCollateral > 0) {
+      let reservesRatioValid = swap0To1
+        ? this.verifyToken1Reserves(
+            colReserveIn + amountInCollateral,
+            colReserveOut - amountOutCollateral,
+            centerPrice,
+          )
+        : this.verifyToken0Reserves(
+            colReserveOut - amountOutCollateral,
+            colReserveIn + amountInCollateral,
+            centerPrice,
+          );
+      if (!reservesRatioValid) {
+        return 0n;
+      }
+    }
+
+    if (amountInDebt > 0) {
+      let reservesRatioValid = swap0To1
+        ? this.verifyToken1Reserves(
+            debtReserveIn + amountInDebt,
+            debtReserveOut - amountOutDebt,
+            centerPrice,
+          )
+        : this.verifyToken0Reserves(
+            debtReserveOut - amountOutDebt,
+            debtReserveIn + amountInDebt,
+            centerPrice,
+          );
+      if (!reservesRatioValid) {
+        return 0n;
+      }
+    }
+
     // For price calculations, we'll use a precision factor for bigint division
     const PRECISION = 1000000000000000000000000000n; // 1e27
 
@@ -642,40 +680,6 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
       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;
@@ -879,6 +883,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     outDecimals: number,
     fee: bigint,
     currentLimits: DexLimits,
+    centerPrice: bigint,
     syncTime: number,
   ): bigint {
     const amountOutAdjusted =
@@ -892,6 +897,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
       fee,
       outDecimals,
       currentLimits,
+      centerPrice,
       syncTime,
     );
 
@@ -900,7 +906,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     }
     const ans = (amountIn * BigInt(10 ** inDecimals)) / BigInt(10 ** 12);
 
-    return ans;
+    return (ans * (100000n - 5n)) / 100000n;
   }
 
   /**
@@ -919,6 +925,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     fee: bigint,
     outDecimals: number,
     currentLimits: DexLimits,
+    centerPrice: bigint,
     syncTime: number,
   ): bigint {
     if (amountOut === 0n) {
@@ -1036,10 +1043,10 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
       );
       amountInDebt = this.applyFeeForBuy(amountInDebt, fee);
       if (amountOut > debtReserveOut) {
-        return 2n ** 256n - 1n;
+        return 0n;
       }
       if (amountOut > borrowable) {
-        return 2n ** 256n - 1n;
+        return 0n;
       }
     } else if (a >= amountOut) {
       // Entire trade routes through collateral pool
@@ -1051,10 +1058,10 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
       );
       amountInCollateral = this.applyFeeForBuy(amountInCollateral, fee);
       if (amountOut > colReserveOut) {
-        return 2n ** 256n - 1n;
+        return 0n;
       }
       if (amountOut > withdrawable) {
-        return 2n ** 256n - 1n;
+        return 0n;
       }
     } else {
       // Trade routes through both pools
@@ -1072,10 +1079,43 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
 
       amountInDebt = this.applyFeeForBuy(amountInDebt, fee);
       if (amountOutDebt > debtReserveOut || a > colReserveOut) {
-        return 2n ** 256n - 1n;
+        return 0n;
       }
       if (amountOutDebt > borrowable || a > withdrawable) {
-        return 2n ** 256n - 1n;
+        return 0n;
+      }
+    }
+
+    if (amountInCollateral > 0) {
+      let reservesRatioValid = swap0to1
+        ? this.verifyToken1Reserves(
+            colReserveIn + amountInCollateral,
+            colReserveOut - amountOutCollateral,
+            centerPrice,
+          )
+        : this.verifyToken0Reserves(
+            colReserveOut - amountOutCollateral,
+            colReserveIn + amountInCollateral,
+            centerPrice,
+          );
+      if (!reservesRatioValid) {
+        return 0n;
+      }
+    }
+    if (amountInDebt > 0) {
+      let reservesRatioValid = swap0to1
+        ? this.verifyToken1Reserves(
+            debtReserveIn + amountInDebt,
+            debtReserveOut - amountOutDebt,
+            centerPrice,
+          )
+        : this.verifyToken0Reserves(
+            debtReserveOut - amountOutDebt,
+            debtReserveIn + amountInDebt,
+            centerPrice,
+          );
+      if (!reservesRatioValid) {
+        return 0n;
       }
     }
 
@@ -1112,40 +1152,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
       (oldPrice / BigInt(100)) * MAX_PRICE_DIFF
     ) {
       // if price diff is > 5% then swap would revert.
-      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;
-      }
+      return 0n;
     }
 
     const totalAmountIn = amountInCollateral + amountInDebt;

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

@@ -6,6 +6,7 @@ export type PoolReserve = {
   token0: string;
   token1: string;
   fee: number;
+  centerPrice: number;
   collateralReserves: CollateralReserves;
   debtReserves: DebtReserves;
   dexLimits: DexLimits;
@@ -16,6 +17,7 @@ export type PoolReserveResponse = [
   string,
   string,
   BigNumber,
+  BigNumber,
   BigNumber[],
   BigNumber[],
   DexLimitResponse,
@@ -68,6 +70,7 @@ export interface PoolWithReserves {
   token0: string;
   token1: string;
   fee: number;
+  centerPrice: number;
   collateralReserves: CollateralReserves;
   debtReserves: DebtReserves;
 }

package/tests/constants-e2e.ts

@@ -1773,7 +1773,7 @@ export const Holders: {
     BB_sUSDe: '0xaFeb95DEF3B2A3D532D74DaBd51E62048d6c07A4',
     AA_iETHv2: '0xA118aD79E2152b9a3c7Df8B8791887762b0f1D49',
     BB_iETHv2: '0x15079cBAa74C1df2a602fAc88Bd5b98B08FfE6A4',
-    ETH: '0x176F3DAb24a159341c0509bB36B833E7fdd0a132',
+    ETH: '0x28C6c06298d514Db089934071355E5743bf21d60',
     USDC: '0x7713974908be4bed47172370115e8b1219f4a5f0',
     USDE: '0x8707f238936c12c309bfc2B9959C35828AcFc512',
     AMPL: '0x223592a191ECfC7FDC38a9256c3BD96E771539A9',

package/tests/tenderly-simulation.ts

@@ -248,6 +248,7 @@ export class TenderlySimulation implements TransactionSimulator {
         };
       }
     } catch (e) {
+      console.error('TenderlySimulation_simulate_error', e);
       return {
         success: false,
       };