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

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

@@ -14,58 +14,65 @@ import {
 import { SwapSide, Network } from '../../constants';
 import * as CALLDATA_GAS_COST from '../../calldata-gas-cost';
 import { getDexKeysWithNetwork } from '../../utils';
-import { IDex, Context } from '../../dex/idex';
+import { IDex, Context } from '../idex';
 import { IDexHelper } from '../../dex-helper/idex-helper';
 import {
-  WUSDMData,
-  WUSDMFunctions,
-  WusdmParams,
-  WusdmPoolState,
+  ERC4626Data,
+  ERC4626Functions,
+  ERC4626Params,
+  ERC4626PoolState,
 } from './types';
 import { SimpleExchange } from '../simple-exchange';
-import { WUSDMConfig } from './config';
-import { Utils } from '../../utils';
+import { ERC4626Config } from './config';
 import { BI_POWS } from '../../bigint-constants';
-import { WusdmEventPool } from './wusdm-pool';
+import { ERC4626EventPool } from './erc-4626-pool';
 import { Interface } from '@ethersproject/abi';
-import wUSDM_ABI from '../../abi/wUSDM.json';
-import { DEPOSIT_TOPIC, WITHDRAW_TOPIC } from './constants';
+import ERC4626_ABI from '../../abi/ERC4626.json';
+import ERC20ABI from '../../abi/erc20.json';
+import { DEPOSIT_TOPIC, TRANSFER_TOPIC, WITHDRAW_TOPIC } from './constants';
 import { extractReturnAmountPosition } from '../../executor/utils';
 
-export class WUSDM
+export class ERC4626
   extends SimpleExchange
-  implements IDex<WUSDMData, WusdmParams>
+  implements IDex<ERC4626Data, ERC4626Params>
 {
   readonly hasConstantPriceLargeAmounts = true;
   readonly isFeeOnTransferSupported = false;
   readonly needWrapNative: boolean = true;
 
   public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
-    getDexKeysWithNetwork(WUSDMConfig);
+    getDexKeysWithNetwork(ERC4626Config);
 
-  public readonly eventPool: WusdmEventPool;
+  public readonly eventPool: ERC4626EventPool;
   logger: Logger;
 
   constructor(
     readonly network: Network,
     readonly dexKey: string,
     readonly dexHelper: IDexHelper,
-    readonly wUSDMAddress: string = WUSDMConfig[dexKey][network].wUSDMAddress,
-    readonly USDMAddress: string = WUSDMConfig[dexKey][network].USDMAddress,
-    readonly wUSDMInterface: Interface = new Interface(wUSDM_ABI),
+    readonly vault: string = ERC4626Config[dexKey][network].vault,
+    readonly asset: string = ERC4626Config[dexKey][network].asset,
+    readonly erc4626Interface: Interface = new Interface([
+      // Vault abi
+      ...ERC4626_ABI,
+      // asset abi (specifically to handle Transfer to vault event)
+      ...ERC20ABI,
+    ]),
   ) {
     super(dexHelper, dexKey);
     this.logger = dexHelper.getLogger(dexKey);
-    this.eventPool = new WusdmEventPool(
+    this.eventPool = new ERC4626EventPool(
       this.dexKey,
       this.network,
-      `${this.wUSDMAddress}_${this.USDMAddress}`,
+      `${this.vault}_${this.asset}`,
       dexHelper,
-      this.wUSDMAddress,
-      this.wUSDMInterface,
+      this.vault,
+      this.asset,
+      this.erc4626Interface,
       this.logger,
       DEPOSIT_TOPIC,
       WITHDRAW_TOPIC,
+      TRANSFER_TOPIC,
     );
   }
 
@@ -75,8 +82,8 @@ export class WUSDM
 
   isAppropriatePair(srcToken: Token, destToken: Token): boolean {
     return (
-      (this.isUSDM(srcToken.address) && this.isWUSDM(destToken.address)) ||
-      (this.isWUSDM(srcToken.address) && this.isUSDM(destToken.address))
+      (this.isAsset(srcToken.address) && this.isVault(destToken.address)) ||
+      (this.isVault(srcToken.address) && this.isAsset(destToken.address))
     );
   }
 
@@ -94,23 +101,23 @@ export class WUSDM
     const _destToken = this.dexHelper.config.wrapETH(destToken);
 
     return this.isAppropriatePair(_srcToken, _destToken)
-      ? [`${this.dexKey}_${this.wUSDMAddress}`]
+      ? [`${this.dexKey}_${this.vault}`]
       : [];
   }
 
-  isUSDM(tokenAddress: Address) {
-    return this.USDMAddress.toLowerCase() === tokenAddress.toLowerCase();
+  isAsset(tokenAddress: Address) {
+    return this.asset.toLowerCase() === tokenAddress.toLowerCase();
   }
 
-  isWUSDM(tokenAddress: Address) {
-    return this.wUSDMAddress.toLowerCase() === tokenAddress.toLowerCase();
+  isVault(tokenAddress: Address) {
+    return this.vault.toLowerCase() === tokenAddress.toLowerCase();
   }
 
   isWrap(srcToken: Token, destToken: Token, side: SwapSide) {
     if (side === SwapSide.SELL) {
-      return this.isUSDM(srcToken.address) && this.isWUSDM(destToken.address);
+      return this.isAsset(srcToken.address) && this.isVault(destToken.address);
     }
-    return this.isWUSDM(srcToken.address) && this.isUSDM(destToken.address);
+    return this.isVault(srcToken.address) && this.isAsset(destToken.address);
   }
 
   // Returns pool prices for amounts.
@@ -124,7 +131,7 @@ export class WUSDM
     side: SwapSide,
     blockNumber: number,
     limitPools?: string[],
-  ): Promise<null | ExchangePrices<WUSDMData>> {
+  ): Promise<null | ExchangePrices<ERC4626Data>> {
     const _srcToken = this.dexHelper.config.wrapETH(srcToken);
     const _destToken = this.dexHelper.config.wrapETH(destToken);
 
@@ -132,7 +139,7 @@ export class WUSDM
     const state = this.eventPool.getState(blockNumber);
     if (!state) return null;
 
-    const isSrcAsset = this.isUSDM(_srcToken.address);
+    const isSrcAsset = this.isAsset(_srcToken.address);
 
     const isWrap = this.isWrap(_srcToken, _destToken, side);
 
@@ -156,15 +163,15 @@ export class WUSDM
         unit: BI_POWS[18],
         prices: amounts.map(amount => calcFunction(amount, state)),
         gasCost: isWrap ? 60000 : 70000,
-        data: { exchange: `${this.wUSDMAddress}` },
-        poolAddresses: [this.wUSDMAddress],
+        data: { exchange: `${this.vault}` },
+        poolAddresses: [this.vault],
         exchange: this.dexKey,
       },
     ];
   }
 
   // Returns estimated gas cost of calldata for this DEX in multiSwap
-  getCalldataGasCost(poolPrices: PoolPrices<WUSDMData>): number | number[] {
+  getCalldataGasCost(poolPrices: PoolPrices<ERC4626Data>): number | number[] {
     // TODO: update if there is any payload in getAdapterParam
     return CALLDATA_GAS_COST.DEX_NO_PAYLOAD;
   }
@@ -173,18 +180,16 @@ export class WUSDM
     tokenAddress: Address,
     limit: number,
   ): Promise<PoolLiquidity[]> {
-    if (!this.isUSDM(tokenAddress) && !this.isWUSDM(tokenAddress)) return [];
+    if (!this.isAsset(tokenAddress) && !this.isVault(tokenAddress)) return [];
 
     return [
       {
         exchange: this.dexKey,
-        address: this.wUSDMAddress,
+        address: this.vault,
         connectorTokens: [
           {
             decimals: 18,
-            address: this.isUSDM(tokenAddress)
-              ? this.wUSDMAddress
-              : this.USDMAddress,
+            address: this.isAsset(tokenAddress) ? this.vault : this.asset,
           },
         ],
         liquidityUSD: 1000000000, // Just returning a big number so this DEX will be preferred
@@ -197,21 +202,21 @@ export class WUSDM
     destToken: string,
     srcAmount: string,
     destAmount: string,
-    data: WUSDMData,
+    data: ERC4626Data,
     side: SwapSide,
   ): Promise<SimpleExchangeParam> {
     const isSell = side === SwapSide.SELL;
     const { exchange } = data;
 
     let swapData: string;
-    if (this.isUSDM(srcToken)) {
-      swapData = this.wUSDMInterface.encodeFunctionData(
-        isSell ? WUSDMFunctions.deposit : WUSDMFunctions.mint,
+    if (this.isAsset(srcToken)) {
+      swapData = this.erc4626Interface.encodeFunctionData(
+        isSell ? ERC4626Functions.deposit : ERC4626Functions.mint,
         [isSell ? srcAmount : destAmount, this.augustusAddress],
       );
     } else {
-      swapData = this.wUSDMInterface.encodeFunctionData(
-        isSell ? WUSDMFunctions.redeem : WUSDMFunctions.withdraw,
+      swapData = this.erc4626Interface.encodeFunctionData(
+        isSell ? ERC4626Functions.redeem : ERC4626Functions.withdraw,
         [
           isSell ? srcAmount : destAmount,
           this.augustusAddress,
@@ -230,7 +235,7 @@ export class WUSDM
       undefined,
       undefined,
       undefined,
-      isSell && this.isUSDM(destToken),
+      isSell && this.isAsset(destToken),
     );
   }
 
@@ -240,7 +245,7 @@ export class WUSDM
     srcAmount: NumberAsString,
     destAmount: NumberAsString,
     recipient: Address,
-    data: WUSDMData,
+    data: ERC4626Data,
     side: SwapSide,
     _: Context,
     executorAddress: Address,
@@ -249,14 +254,14 @@ export class WUSDM
     const { exchange } = data;
 
     let swapData: string;
-    if (this.isUSDM(srcToken)) {
-      swapData = this.wUSDMInterface.encodeFunctionData(
-        isSell ? WUSDMFunctions.deposit : WUSDMFunctions.mint,
+    if (this.isAsset(srcToken)) {
+      swapData = this.erc4626Interface.encodeFunctionData(
+        isSell ? ERC4626Functions.deposit : ERC4626Functions.mint,
         [isSell ? srcAmount : destAmount, recipient],
       );
     } else {
-      swapData = this.wUSDMInterface.encodeFunctionData(
-        isSell ? WUSDMFunctions.redeem : WUSDMFunctions.withdraw,
+      swapData = this.erc4626Interface.encodeFunctionData(
+        isSell ? ERC4626Functions.redeem : ERC4626Functions.withdraw,
         [isSell ? srcAmount : destAmount, recipient, executorAddress],
       );
     }
@@ -268,13 +273,13 @@ export class WUSDM
       targetExchange: exchange,
       returnAmountPos: isSell
         ? extractReturnAmountPosition(
-            this.wUSDMInterface,
-            this.isUSDM(srcToken)
-              ? WUSDMFunctions.deposit
-              : WUSDMFunctions.redeem,
+            this.erc4626Interface,
+            this.isAsset(srcToken)
+              ? ERC4626Functions.deposit
+              : ERC4626Functions.redeem,
           )
         : undefined,
-      skipApproval: this.isUSDM(destToken),
+      skipApproval: this.isAsset(destToken),
     };
   }
 
@@ -287,7 +292,7 @@ export class WUSDM
     destToken: string,
     srcAmount: string,
     destAmount: string,
-    data: WUSDMData,
+    data: ERC4626Data,
     side: SwapSide,
   ): AdapterExchangeParam {
     const { exchange } = data;
@@ -299,7 +304,7 @@ export class WUSDM
         },
       },
       {
-        toStaked: this.isUSDM(srcToken),
+        toStaked: this.isAsset(srcToken),
       },
     );
 
@@ -310,19 +315,19 @@ export class WUSDM
     };
   }
 
-  previewRedeem(shares: bigint, state: WusdmPoolState) {
+  previewRedeem(shares: bigint, state: ERC4626PoolState) {
     return (shares * state.totalAssets) / state.totalShares;
   }
 
-  previewMint(shares: bigint, state: WusdmPoolState) {
+  previewMint(shares: bigint, state: ERC4626PoolState) {
     return (shares * state.totalAssets) / state.totalShares;
   }
 
-  previewWithdraw(assets: bigint, state: WusdmPoolState) {
+  previewWithdraw(assets: bigint, state: ERC4626PoolState) {
     return (assets * state.totalShares) / state.totalAssets;
   }
 
-  previewDeposit(assets: bigint, state: WusdmPoolState) {
+  previewDeposit(assets: bigint, state: ERC4626PoolState) {
     return (assets * state.totalShares) / state.totalAssets;
   }
 }

package/src/dex/erc4626/old-events.test.ts

@@ -0,0 +1,249 @@
+import dotenv from 'dotenv';
+
+dotenv.config();
+
+import { WusdmEventPool } from './wusdm-pool';
+import { WUSDMConfig } from './config';
+import { Network } from '../../constants';
+import { DummyDexHelper } from '../../dex-helper/index';
+import wUSDM_ABI from '../../abi/wUSDM.json';
+import { DEPOSIT_TOPIC, WITHDRAW_TOPIC } from './constants';
+import { testEventSubscriber } from '../../../tests/utils-events';
+import { WusdmPoolState } from './types';
+import { Log, Provider } from '@ethersproject/providers';
+
+import { Interface } from '@ethersproject/abi';
+import _ from 'lodash';
+import { uint256 } from '../../utils';
+
+jest.setTimeout(1000 * 1000);
+const networks = [
+  Network.MAINNET,
+  Network.ARBITRUM,
+  Network.BASE,
+  Network.POLYGON,
+  Network.OPTIMISM,
+];
+
+async function fetchPoolState(
+  wusdmPool: WusdmEventPool,
+  blockNumber: number,
+): Promise<WusdmPoolState> {
+  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],
+    },
+  };
+
+  networks.forEach(network => {
+    describe(`${network}`, function () {
+      const wUSDMAddress = WUSDMConfig['wUSDM'][network].wUSDMAddress;
+      const wUSDMIface = new Interface(wUSDM_ABI);
+
+      const blockNumbers = multichainBlockNumbers[network];
+
+      Object.keys(blockNumbers).forEach((event: string) => {
+        blockNumbers[event].forEach((blockNumber: number) => {
+          it(`Should return the correct state after the ${blockNumber}:${event}`, async function () {
+            const dexHelper = new DummyDexHelper(network);
+            const logger = dexHelper.getLogger(dexKey);
+
+            const wusdmPool = new WusdmEventPool(
+              dexKey,
+              network,
+              `wusdm-pool`,
+              dexHelper,
+              wUSDMAddress,
+              wUSDMIface,
+              logger,
+              DEPOSIT_TOPIC,
+              WITHDRAW_TOPIC,
+            );
+
+            await wusdmPool.initialize(blockNumber);
+
+            await testEventSubscriber(
+              wusdmPool,
+              wusdmPool.addressesSubscribed,
+              (_blockNumber: number) => fetchPoolState(wusdmPool, _blockNumber),
+              blockNumber,
+              `${dexKey}_${wUSDMAddress}`,
+              dexHelper.provider,
+            );
+          });
+        });
+      });
+    });
+  });
+});
+
+async function getEventLogsByBlockNumbers(
+  provider: Provider,
+  blockNumber: number,
+  amountOfBlocksBeforeAndAfter: number,
+  address: string,
+  topics0: string[],
+): Promise<number[]> {
+  const events: Log[] = [];
+  const batchSize = 50;
+  const from = Math.max(0, blockNumber - amountOfBlocksBeforeAndAfter);
+  const to = blockNumber + amountOfBlocksBeforeAndAfter;
+
+  for (let i = from; i <= to; i += batchSize) {
+    const batch = _.range(i, Math.min(i + batchSize, to + 1));
+    const batchPromises = batch.map(async blockNumber => {
+      const block = await provider.getBlockWithTransactions(blockNumber);
+      for (const tx of block.transactions) {
+        const receipt = await provider.getTransactionReceipt(tx.hash);
+        for (const log of receipt.logs) {
+          if (
+            log.address.toLowerCase() === address.toLowerCase() &&
+            topics0.includes(log.topics[0])
+          ) {
+            events.push(log);
+          }
+        }
+      }
+    });
+
+    await Promise.all(batchPromises);
+  }
+
+  return new Array(
+    ...new Set(
+      events
+        .sort((a, b) => a.blockNumber - b.blockNumber)
+        .map(log => log.blockNumber),
+    ),
+  );
+}
+
+describe.only('sDAI', function () {
+  const dexKey = 'sDAI';
+  // 38964246:withdraw
+  // 38964302:withdraw
+  const network = Network.GNOSIS;
+  const brokenBlockNumber = 38964315;
+  const blockNumbers: Record<string, number[]> = {
+    deposit: [38964247, 38964249, 38964253, 38964263, 38964303, 38964311],
+    withdraw: [
+      38964221, 38964225, 38964230, 38964233, 38964236, 38964238, 38964246,
+      38964277, 38964278, 38964279, 38964289, 38964294, 38964302,
+    ],
+    // withdraw: [38964246],
+  };
+
+  // const withdrawTopic =
+  //   '0xdcbc1c05240f31ff3ad067ef1ee35ce4997762752e3a095284754544f4c709d7';
+  // const address = '0xaf204776c7245bF4147c2612BF6e5972Ee483701';
+
+  // it('test', async function () {
+
+  //   const withdrawBlockNumbers: number[] = [];
+  //   for (let i = brokenBlockNumber - 100; i <= brokenBlockNumber; i++) {
+  //     console.log('Checking block', i);
+  //     const logs = await getEventLogsByBlockNumber(
+  //       dexHelper.provider,
+  //       i,
+  //       address,
+  //       withdrawTopic,
+  //     );
+  //     if (logs.length > 0) {
+  //       withdrawBlockNumbers.push(i);
+  //     }
+  //   }
+
+  //   console.log('depositBlockNumbers', withdrawBlockNumbers);
+  // });
+
+  const wUSDMAddress = WUSDMConfig[dexKey][network].wUSDMAddress;
+  const wUSDMIface = new Interface(wUSDM_ABI);
+
+  const events = [];
+
+  describe('test', function () {
+    // const blockNumberWithEvents = await getEventLogsByBlockNumbers(
+    //   new DummyDexHelper(network).provider,
+    //   brokenBlockNumber,
+    //   10,
+    //   '0xaf204776c7245bF4147c2612BF6e5972Ee483701',
+    //   [WITHDRAW_TOPIC, DEPOSIT_TOPIC],
+    // );
+
+    // const blockNumberWithEvents = [
+    //   38964215, 38964218, 38964219, 38964221, 38964222, 38964224, 38964225,
+    //   38964230, 38964233, 38964236, 38964238, 38964243, 38964244, 38964245,
+    //   38964246, 38964247, 38964249, 38964253, 38964263, 38964277, 38964278,
+    //   38964279, 38964289, 38964294, 38964302, 38964303, 38964309, 38964311,
+    //   38964314, 38964317, 38964318, 38964319, 38964320, 38964321, 38964322,
+    //   38964327, 38964329, 38964330, 38964332, 38964335, 38964339, 38964341,
+    //   38964343, 38964344, 38964349, 38964352, 38964356, 38964357, 38964362,
+    //   38964364, 38964369, 38964373, 38964378, 38964379, 38964381, 38964384,
+    //   38964386, 38964388, 38964389, 38964391, 38964393, 38964398, 38964401,
+    //   38964403, 38964404, 38964406, 38964407, 38964410, 38964412, 38964413,
+    //   38964414,
+    // ];
+
+    const blockNumberWithEvents = [38964251, 38964252, 38964253, 38964254];
+
+    console.log('blockNumberWithEvents', blockNumberWithEvents);
+
+    blockNumberWithEvents.forEach(blockNumber => {
+      it(`Should return the correct state after the ${blockNumber}`, async function () {
+        const dexHelper = new DummyDexHelper(network);
+        const logger = dexHelper.getLogger(dexKey);
+
+        const wusdmPool = new WusdmEventPool(
+          dexKey,
+          network,
+          `wusdm-pool`,
+          dexHelper,
+          wUSDMAddress,
+          wUSDMIface,
+          logger,
+          DEPOSIT_TOPIC,
+          WITHDRAW_TOPIC,
+        );
+
+        await wusdmPool.initialize(blockNumber - 1);
+
+        await testEventSubscriber(
+          wusdmPool,
+          wusdmPool.addressesSubscribed,
+          (_blockNumber: number) => fetchPoolState(wusdmPool, _blockNumber),
+          blockNumber,
+          `${dexKey}_${wUSDMAddress}`,
+          dexHelper.provider,
+        );
+      });
+    });
+  });
+});