@paraswap/dex-lib 4.1.10 → 4.1.11-erc-4626.0

package/build/dex/zerox/types.d.ts

@@ -1,3 +1,4 @@
+import { Address } from '@paraswap/sdk';
 import { NumberAsString } from '../../types';
 export declare enum OrderStatus {
     INVALID = 0,
@@ -41,4 +42,32 @@ export interface ZeroXSignedOrderV4 {
     signature: any;
 }
 export declare type ZeroXSignedOrder = ZeroXSignedOrderV2 | ZeroXSignedOrderV4;
+export declare enum ZeroXFunctions {
+    swapOnZeroXv2 = "swapOnZeroXv2",
+    swapOnZeroXv4 = "swapOnZeroXv4",
+    swapOnZeroXv2WithPermit = "swapOnZeroXv2WithPermit",
+    swapOnZeroXv4WithPermit = "swapOnZeroXv4WithPermit"
+}
+export declare type ZeroXData = {
+    version: number;
+    order: ZeroXSignedOrder;
+};
+export declare type SwapOnZeroXParam = [
+    srcToken: Address,
+    destToken: Address,
+    srcAmount: NumberAsString,
+    destAmount: NumberAsString,
+    exchange: Address,
+    payload: string
+];
+export declare type SwapOnZeroXWithPermitParam = [
+    srcToken: Address,
+    destToken: Address,
+    srcAmount: NumberAsString,
+    destAmount: NumberAsString,
+    exchange: Address,
+    payload: string,
+    permit: string
+];
+export declare type ZeroXParam = SwapOnZeroXParam | SwapOnZeroXWithPermitParam;
 export {};

package/build/dex/zerox/types.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.OrderStatus = void 0;
+exports.ZeroXFunctions = exports.OrderStatus = void 0;
 var OrderStatus;
 (function (OrderStatus) {
     OrderStatus[OrderStatus["INVALID"] = 0] = "INVALID";
@@ -11,4 +11,11 @@ var OrderStatus;
     OrderStatus[OrderStatus["FULLY_FILLED"] = 5] = "FULLY_FILLED";
     OrderStatus[OrderStatus["CANCELLED"] = 6] = "CANCELLED";
 })(OrderStatus = exports.OrderStatus || (exports.OrderStatus = {}));
+var ZeroXFunctions;
+(function (ZeroXFunctions) {
+    ZeroXFunctions["swapOnZeroXv2"] = "swapOnZeroXv2";
+    ZeroXFunctions["swapOnZeroXv4"] = "swapOnZeroXv4";
+    ZeroXFunctions["swapOnZeroXv2WithPermit"] = "swapOnZeroXv2WithPermit";
+    ZeroXFunctions["swapOnZeroXv4WithPermit"] = "swapOnZeroXv4WithPermit";
+})(ZeroXFunctions = exports.ZeroXFunctions || (exports.ZeroXFunctions = {}));
 //# sourceMappingURL=types.js.map

package/build/dex/zerox/types.js.map

@@ -1 +1 @@
-{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../src/dex/zerox/types.ts"],"names":[],"mappings":";;;AAEA,IAAY,WAQX;AARD,WAAY,WAAW;IACrB,mDAAO,CAAA;IACP,yFAA0B,CAAA;IAC1B,yFAA0B,CAAA;IAC1B,qDAAQ,CAAA;IACR,mDAAO,CAAA;IACP,6DAAY,CAAA;IACZ,uDAAS,CAAA;AACX,CAAC,EARW,WAAW,GAAX,mBAAW,KAAX,mBAAW,QAQtB"}
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../src/dex/zerox/types.ts"],"names":[],"mappings":";;;AAGA,IAAY,WAQX;AARD,WAAY,WAAW;IACrB,mDAAO,CAAA;IACP,yFAA0B,CAAA;IAC1B,yFAA0B,CAAA;IAC1B,qDAAQ,CAAA;IACR,mDAAO,CAAA;IACP,6DAAY,CAAA;IACZ,uDAAS,CAAA;AACX,CAAC,EARW,WAAW,GAAX,mBAAW,KAAX,mBAAW,QAQtB;AAuCD,IAAY,cAKX;AALD,WAAY,cAAc;IACxB,iDAA+B,CAAA;IAC/B,iDAA+B,CAAA;IAC/B,qEAAmD,CAAA;IACnD,qEAAmD,CAAA;AACrD,CAAC,EALW,cAAc,GAAd,sBAAc,KAAd,sBAAc,QAKzB"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@paraswap/dex-lib",
-  "version": "4.1.10",
+  "version": "4.1.11-erc-4626.0",
   "main": "build/index.js",
   "types": "build/index.d.ts",
   "repository": "https://github.com/paraswap/paraswap-dex-lib",

package/src/dex/erc4626/config.ts

@@ -0,0 +1,41 @@
+import { ERC4626Params } from './types';
+import { DexConfigMap } from '../../types';
+import { Network } from '../../constants';
+
+export const ERC4626Config: DexConfigMap<ERC4626Params> = {
+  wUSDM: {
+    [Network.MAINNET]: {
+      vault: '0x57F5E098CaD7A3D1Eed53991D4d66C45C9AF7812',
+      asset: '0x59D9356E565Ab3A36dD77763Fc0d87fEaf85508C',
+    },
+    [Network.OPTIMISM]: {
+      vault: '0x57F5E098CaD7A3D1Eed53991D4d66C45C9AF7812',
+      asset: '0x59D9356E565Ab3A36dD77763Fc0d87fEaf85508C',
+    },
+    [Network.ARBITRUM]: {
+      vault: '0x57F5E098CaD7A3D1Eed53991D4d66C45C9AF7812',
+      asset: '0x59D9356E565Ab3A36dD77763Fc0d87fEaf85508C',
+    },
+    [Network.BASE]: {
+      vault: '0x57F5E098CaD7A3D1Eed53991D4d66C45C9AF7812',
+      asset: '0x59D9356E565Ab3A36dD77763Fc0d87fEaf85508C',
+    },
+    [Network.POLYGON]: {
+      vault: '0x57F5E098CaD7A3D1Eed53991D4d66C45C9AF7812',
+      asset: '0x59D9356E565Ab3A36dD77763Fc0d87fEaf85508C',
+    },
+  },
+  // might give 1wei difference on BUY
+  sDAI: {
+    [Network.GNOSIS]: {
+      vault: '0xaf204776c7245bF4147c2612BF6e5972Ee483701', // sDAI
+      asset: '0xe91D153E0b41518A2Ce8Dd3D7944Fa863463a97d', // WXDAI
+    },
+  },
+  wUSDL: {
+    [Network.MAINNET]: {
+      vault: '0x7751E2F4b8ae93EF6B79d86419d42FE3295A4559', // wUSDL
+      asset: '0xbdC7c08592Ee4aa51D06C27Ee23D5087D65aDbcD', // USDL
+    },
+  },
+};

package/src/dex/{wusdm → erc4626}/constants.ts

@@ -2,3 +2,5 @@ export const WITHDRAW_TOPIC =
   '0xfbde797d201c681b91056529119e0b02407c7bb96a4a2c75c01fc9667232c8db';
 export const DEPOSIT_TOPIC =
   '0xdcbc1c05240f31ff3ad067ef1ee35ce4997762752e3a095284754544f4c709d7';
+export const TRANSFER_TOPIC =
+  '0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef';

package/src/dex/{wusdm/wusdm-pool.ts → erc4626/erc-4626-pool.ts}

@@ -4,11 +4,11 @@ import { Interface } from '@ethersproject/abi';
 import type { IDexHelper } from '../../dex-helper';
 import type { DeepReadonly } from 'ts-essentials';
 import type { Address, BlockHeader, Log, Logger } from '../../types';
-import type { WusdmPoolState } from './types';
+import type { ERC4626PoolState } from './types';
 import { uint256ToBigInt } from '../../lib/decoders';
 import { Network } from '../../constants';
 
-export class WusdmEventPool extends StatefulEventSubscriber<WusdmPoolState> {
+export class ERC4626EventPool extends StatefulEventSubscriber<ERC4626PoolState> {
   logDecoder: (log: Log) => any;
 
   constructor(
@@ -16,23 +16,34 @@ export class WusdmEventPool extends StatefulEventSubscriber<WusdmPoolState> {
     network: Network,
     poolName: string,
     protected dexHelper: IDexHelper,
-    private wrapperAddress: Address,
+    private vault: Address,
+    private asset: Address,
     private wrapperInterface: Interface,
     logger: Logger,
     private depositTopic: string,
     private withdrawTopic: string,
+    private transferTopic: string,
   ) {
     super(parentName, poolName, dexHelper, logger);
-    this.addressesSubscribed = [wrapperAddress];
+    this.addressesSubscribed = [vault, asset];
+    this.vault = vault.toLowerCase();
+    this.asset = asset.toLowerCase();
     this.logDecoder = (log: Log) => this.wrapperInterface.parseLog(log);
   }
 
   protected async processLog(
-    state: DeepReadonly<WusdmPoolState>,
+    state: DeepReadonly<ERC4626PoolState>,
     log: Readonly<Log>,
     blockHeader: Readonly<BlockHeader>,
-  ): Promise<DeepReadonly<WusdmPoolState> | null> {
+  ): Promise<DeepReadonly<ERC4626PoolState> | null> {
     const event = this.logDecoder(log);
+    if (
+      log.topics[0] === this.transferTopic &&
+      log.address.toLowerCase() === this.asset &&
+      event.args.to.toLowerCase() === this.vault
+    ) {
+      return this.handleAssetTransferToVault(event, state, log);
+    }
     if (log.topics[0] === this.depositTopic) {
       return this.handleDeposit(event, state, log);
     }
@@ -44,15 +55,15 @@ export class WusdmEventPool extends StatefulEventSubscriber<WusdmPoolState> {
 
   async generateState(
     blockNumber: number | 'latest' = 'latest',
-  ): Promise<DeepReadonly<WusdmPoolState>> {
+  ): Promise<DeepReadonly<ERC4626PoolState>> {
     const calls = [
       {
-        target: this.wrapperAddress,
+        target: this.vault,
         callData: this.wrapperInterface.encodeFunctionData('totalAssets', []),
         decodeFunction: uint256ToBigInt,
       },
       {
-        target: this.wrapperAddress,
+        target: this.vault,
         callData: this.wrapperInterface.encodeFunctionData('totalSupply', []),
         decodeFunction: uint256ToBigInt,
       },
@@ -71,7 +82,7 @@ export class WusdmEventPool extends StatefulEventSubscriber<WusdmPoolState> {
     };
   }
 
-  async getOrGenerateState(blockNumber: number): Promise<WusdmPoolState> {
+  async getOrGenerateState(blockNumber: number): Promise<ERC4626PoolState> {
     let state = this.getState(blockNumber);
     if (!state) {
       state = await this.generateState(blockNumber);
@@ -82,20 +93,32 @@ export class WusdmEventPool extends StatefulEventSubscriber<WusdmPoolState> {
 
   async handleDeposit(
     event: any,
-    state: DeepReadonly<WusdmPoolState>,
+    state: DeepReadonly<ERC4626PoolState>,
     log: Readonly<Log>,
-  ): Promise<DeepReadonly<WusdmPoolState>> {
+  ): Promise<DeepReadonly<ERC4626PoolState>> {
     return {
-      totalAssets: state.totalAssets + BigInt(event.args.assets),
+      // skip assets update, as it should be already handled in handleAssetTransferToVault
+      totalAssets: state.totalAssets,
       totalShares: state.totalShares + BigInt(event.args.shares),
     };
   }
 
+  async handleAssetTransferToVault(
+    event: any,
+    state: DeepReadonly<ERC4626PoolState>,
+    log: Readonly<Log>,
+  ): Promise<DeepReadonly<ERC4626PoolState>> {
+    return {
+      totalAssets: state.totalAssets + BigInt(event.args.value),
+      totalShares: state.totalShares,
+    };
+  }
+
   async handleWithdraw(
     event: any,
-    state: DeepReadonly<WusdmPoolState>,
+    state: DeepReadonly<ERC4626PoolState>,
     log: Readonly<Log>,
-  ): Promise<DeepReadonly<WusdmPoolState>> {
+  ): Promise<DeepReadonly<ERC4626PoolState>> {
     return {
       totalAssets: BigInt(state.totalAssets) - BigInt(event.args.assets),
       totalShares: BigInt(state.totalShares) - BigInt(event.args.shares),

package/src/dex/erc4626/erc4626-event.test.ts

@@ -0,0 +1,134 @@
+import dotenv from 'dotenv';
+
+dotenv.config();
+
+import { ERC4626EventPool } from './erc-4626-pool';
+import { ERC4626Config } from './config';
+import { Network } from '../../constants';
+import { DummyDexHelper } from '../../dex-helper/index';
+import ERC4626_ABI from '../../abi/ERC4626.json';
+import ERC20ABI from '../../abi/erc20.json';
+import { DEPOSIT_TOPIC, TRANSFER_TOPIC, WITHDRAW_TOPIC } from './constants';
+import { testEventSubscriber } from '../../../tests/utils-events';
+import { ERC4626PoolState } from './types';
+
+import { Interface } from '@ethersproject/abi';
+import _ from 'lodash';
+
+jest.setTimeout(50 * 1000);
+const networks = [
+  Network.MAINNET,
+  Network.ARBITRUM,
+  Network.BASE,
+  Network.POLYGON,
+  Network.OPTIMISM,
+  Network.GNOSIS,
+];
+
+async function fetchPoolState(
+  wusdmPool: ERC4626EventPool,
+  blockNumber: number,
+): Promise<ERC4626PoolState> {
+  const eventState = wusdmPool.getState(blockNumber);
+  if (eventState) return eventState;
+  const onChainState = await wusdmPool.generateState(blockNumber);
+  wusdmPool.setState(onChainState, blockNumber);
+  return onChainState;
+}
+
+describe('Wusdm', function () {
+  const dexKey = 'Wusdm';
+  const multichainBlockNumbers: {
+    [network: string]: { [eventName: string]: number[] };
+  } = {
+    [Network.MAINNET]: {
+      deposit: [20808811, 20692902, 20685702],
+      withdraw: [20873278, 20869272, 20862960],
+    },
+    [Network.ARBITRUM]: {
+      deposit: [259463653, 259456755, 259448821],
+      withdraw: [259421319, 259420791, 259419437],
+    },
+    [Network.BASE]: {
+      deposit: [20521934, 20460747, 20436449],
+      withdraw: [20492729, 20409282, 20274826],
+    },
+    [Network.POLYGON]: {
+      deposit: [62509681, 62359608, 62160587],
+      withdraw: [62505429, 62381506, 62125779],
+    },
+    [Network.OPTIMISM]: {
+      deposit: [126118678, 126116167, 126110439],
+      withdraw: [126113314, 126108196, 126107784],
+    },
+    [Network.GNOSIS]: {
+      deposit: [
+        38964215, 38964218, 38964219, 38964222, 38964224, 38964243, 38964244,
+        38964245, 38964247, 38964249, 38964253, 38964263, 38964303, 38964309,
+        38964311, 38964314,
+      ],
+      withdraw: [
+        38964215, 38964218, 38964219, 38964221, 38964222, 38964224, 38964225,
+        38964230, 38964233, 38964236, 38964238, 38964243, 38964244, 38964245,
+        38964246, 38964277, 38964278, 38964279, 38964289, 38964294, 38964302,
+        38964309, 38964314,
+      ],
+    },
+  };
+
+  networks.forEach(network => {
+    describe(`${network}`, function () {
+      const dexKey = network === Network.GNOSIS ? 'sDAI' : 'wUSDM';
+
+      const wUSDMAddress = ERC4626Config[dexKey][network].vault;
+      const USDMAddress = ERC4626Config[dexKey][network].asset;
+
+      const wUSDMIface: Interface = new Interface([
+        // Vault abi
+        ...ERC4626_ABI,
+        // asset abi (specifically to handle Transfer to vault event)
+        ...ERC20ABI,
+      ]);
+
+      const blockNumbers = Array.from(
+        new Set(
+          Object.values(multichainBlockNumbers[network])
+            .flat()
+            .sort((a, b) => a - b),
+        ),
+      );
+
+      blockNumbers.forEach((blockNumber: number) => {
+        it(`Should return the correct state after the ${blockNumber}`, async function () {
+          const dexHelper = new DummyDexHelper(network);
+          const logger = dexHelper.getLogger(dexKey);
+
+          const wusdmPool = new ERC4626EventPool(
+            dexKey,
+            network,
+            `wusdm-pool`,
+            dexHelper,
+            wUSDMAddress,
+            USDMAddress,
+            wUSDMIface,
+            logger,
+            DEPOSIT_TOPIC,
+            WITHDRAW_TOPIC,
+            TRANSFER_TOPIC,
+          );
+
+          // await wusdmPool.initialize(blockNumber - 1);
+
+          await testEventSubscriber(
+            wusdmPool,
+            wusdmPool.addressesSubscribed,
+            (_blockNumber: number) => fetchPoolState(wusdmPool, _blockNumber),
+            blockNumber,
+            `${dexKey}_${wUSDMAddress}`,
+            dexHelper.provider,
+          );
+        });
+      });
+    });
+  });
+});

package/src/dex/{wusdm/wusdm-integration.test.ts → erc4626/erc4626-integration.test.ts}

@@ -5,7 +5,7 @@ dotenv.config();
 import { DummyDexHelper } from '../../dex-helper/index';
 import { Network, SwapSide } from '../../constants';
 import { BI_POWS } from '../../bigint-constants';
-import { WUSDM } from './wusdm';
+import { ERC4626 } from './erc4626';
 import { checkPoolPrices, checkPoolsLiquidity } from '../../../tests/utils';
 import { Tokens } from '../../../tests/constants-e2e';
 
@@ -29,12 +29,12 @@ describe('WUSDM', function () {
       const amounts = [0n, BI_POWS[18], 2000000000000000000n];
       let dexHelper: DummyDexHelper;
       let blocknumber: number;
-      let wusdm: WUSDM;
+      let wusdm: ERC4626;
 
       beforeAll(async () => {
         dexHelper = new DummyDexHelper(network);
         blocknumber = await dexHelper.web3Provider.eth.getBlockNumber();
-        wusdm = new WUSDM(network, dexKey, dexHelper);
+        wusdm = new ERC4626(network, dexKey, dexHelper);
         if (wusdm.initializePricing) {
           await wusdm.initializePricing(blocknumber);
         }