@paraswap/dex-lib 4.1.2-pubsub-fluid → 4.1.2

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

@@ -48,6 +48,11 @@ 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;
@@ -110,7 +115,9 @@ 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);
+    this.pools = (await this.fetchFluidDexPools(blockNumber)).filter(
+      pool => !this.restrictedIds.includes(pool.id),
+    );
     this.eventPools = await Promise.all(
       this.pools.map(async pool => {
         const eventPool = new FluidDexEventPool(
@@ -133,7 +140,9 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
   }
 
   protected onPoolCreatedUpdatePools(poolsFromFactory: readonly Pool[]) {
-    this.pools = this.generateFluidDexPoolsFromPoolsFactory(poolsFromFactory);
+    this.pools = this.generateFluidDexPoolsFromPoolsFactory(
+      poolsFromFactory,
+    ).filter(pool => !this.restrictedIds.includes(pool.id));
     this.logger.info(`${this.dexKey}: pools list was updated ...`);
   }
 
@@ -173,6 +182,9 @@ 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) ||
@@ -248,7 +260,6 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
                 destToken.decimals,
                 BigInt(currentPoolReserves.fee),
                 currentPoolReserves.dexLimits,
-                BigInt(currentPoolReserves.centerPrice),
                 Math.floor(Date.now() / 1000),
               );
             } else {
@@ -261,7 +272,6 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
                 destToken.decimals,
                 BigInt(currentPoolReserves.fee),
                 currentPoolReserves.dexLimits,
-                BigInt(currentPoolReserves.centerPrice),
                 Math.floor(Date.now() / 1000),
               );
             }
@@ -293,7 +303,6 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
         }, ${side}:`,
         e,
       );
-      throw e;
       return null;
     }
   }
@@ -371,19 +380,9 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
       }
     } else {
       if (pool!.token0.toLowerCase() !== srcToken.toLowerCase()) {
-        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,
-        ];
+        args = [false, BigInt(destAmount), BigInt(srcAmount), recipient];
       } else {
-        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,
-        ];
+        args = [true, BigInt(destAmount), BigInt(srcAmount), recipient];
       }
     }
     const swapData = this.fluidDexPoolIface.encodeFunctionData(method, args);
@@ -416,7 +415,6 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     outDecimals: number,
     fee: bigint,
     currentLimits: DexLimits,
-    centerPrice: bigint,
     syncTime: number,
   ): bigint {
     if (amountIn === 0n) {
@@ -440,7 +438,6 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
       fee,
       outDecimals,
       currentLimits,
-      centerPrice,
       syncTime,
     );
     return (amountOut * BigInt(10 ** outDecimals)) / BigInt(10 ** 12);
@@ -462,7 +459,6 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     fee: bigint,
     outDecimals: number,
     currentLimits: DexLimits,
-    centerPrice: bigint,
     syncTime: number,
   ): bigint {
     const {
@@ -607,40 +603,6 @@ 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
 
@@ -680,6 +642,40 @@ 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;
@@ -883,7 +879,6 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     outDecimals: number,
     fee: bigint,
     currentLimits: DexLimits,
-    centerPrice: bigint,
     syncTime: number,
   ): bigint {
     const amountOutAdjusted =
@@ -897,7 +892,6 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
       fee,
       outDecimals,
       currentLimits,
-      centerPrice,
       syncTime,
     );
 
@@ -906,7 +900,7 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     }
     const ans = (amountIn * BigInt(10 ** inDecimals)) / BigInt(10 ** 12);
 
-    return (ans * (100000n - 5n)) / 100000n;
+    return ans;
   }
 
   /**
@@ -925,7 +919,6 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
     fee: bigint,
     outDecimals: number,
     currentLimits: DexLimits,
-    centerPrice: bigint,
     syncTime: number,
   ): bigint {
     if (amountOut === 0n) {
@@ -1043,10 +1036,10 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
       );
       amountInDebt = this.applyFeeForBuy(amountInDebt, fee);
       if (amountOut > debtReserveOut) {
-        return 0n;
+        return 2n ** 256n - 1n;
       }
       if (amountOut > borrowable) {
-        return 0n;
+        return 2n ** 256n - 1n;
       }
     } else if (a >= amountOut) {
       // Entire trade routes through collateral pool
@@ -1058,10 +1051,10 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
       );
       amountInCollateral = this.applyFeeForBuy(amountInCollateral, fee);
       if (amountOut > colReserveOut) {
-        return 0n;
+        return 2n ** 256n - 1n;
       }
       if (amountOut > withdrawable) {
-        return 0n;
+        return 2n ** 256n - 1n;
       }
     } else {
       // Trade routes through both pools
@@ -1079,43 +1072,10 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
 
       amountInDebt = this.applyFeeForBuy(amountInDebt, fee);
       if (amountOutDebt > debtReserveOut || a > colReserveOut) {
-        return 0n;
+        return 2n ** 256n - 1n;
       }
       if (amountOutDebt > borrowable || a > withdrawable) {
-        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;
+        return 2n ** 256n - 1n;
       }
     }
 
@@ -1152,7 +1112,40 @@ export class FluidDex extends SimpleExchange implements IDex<FluidDexData> {
       (oldPrice / BigInt(100)) * MAX_PRICE_DIFF
     ) {
       // if price diff is > 5% then swap would revert.
-      return 0n;
+      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;
+      }
     }
 
     const totalAmountIn = amountInCollateral + amountInDebt;

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

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

package/src/dex/generic-rfq/generic-rfq.ts

@@ -447,7 +447,12 @@ export class GenericRFQ extends ParaSwapLimitOrders {
   }
 
   async setBlacklist(userAddress: string): Promise<boolean> {
-    return this.rateFetcher.setBlacklist(userAddress);
+    await this.dexHelper.cache.hset(
+      this.rateFetcher.blackListCacheKey,
+      userAddress.toLowerCase(),
+      'true',
+    );
+    return true;
   }
 
   releaseResources(): void {

package/src/dex/generic-rfq/rate-fetcher.ts

@@ -37,7 +37,6 @@ import {
   ERC1271Contract,
 } from '../../lib/erc1271-utils';
 import { isContractAddress } from '../../utils';
-import { ExpKeyValuePubSub, NonExpSetPubSub } from '../../lib/pub-sub';
 
 const GET_FIRM_RATE_TIMEOUT_MS = 2000;
 export const reversePrice = (price: PriceAndAmountBigNumber) =>
@@ -56,9 +55,6 @@ export class RateFetcher {
   private addressToTokenMap: Record<string, TokenWithInfo> = {};
   private pairs: PairMap = {};
 
-  private pricesPubSub: ExpKeyValuePubSub;
-  private blacklistPubSub?: NonExpSetPubSub;
-
   private firmRateAuth?: (options: RequestConfig) => void;
 
   public blackListCacheKey: string;
@@ -127,13 +123,6 @@ export class RateFetcher {
       logger,
     );
 
-    this.pricesPubSub = new ExpKeyValuePubSub(
-      this.dexHelper,
-      this.dexKey,
-      'prices',
-    );
-
-    this.blackListCacheKey = `${this.dexHelper.config.data.network}_${this.dexKey}_blacklist`;
     if (config.blacklistConfig) {
       this.blackListFetcher = new Fetcher<BlackListResponse>(
         dexHelper.httpRequest,
@@ -153,14 +142,9 @@ export class RateFetcher {
         config.blacklistConfig.intervalMs,
         logger,
       );
-
-      this.blacklistPubSub = new NonExpSetPubSub(
-        this.dexHelper,
-        this.dexKey,
-        'blacklist',
-      );
     }
 
+    this.blackListCacheKey = `${this.dexHelper.config.data.network}_${this.dexKey}_blacklist`;
     if (this.config.firmRateConfig.secret) {
       this.firmRateAuth = this.authHttp(this.config.firmRateConfig.secret);
     }
@@ -177,16 +161,6 @@ export class RateFetcher {
         this.config.maker,
       );
     }
-
-    if (this.dexHelper.config.isSlave) {
-      this.pricesPubSub.subscribe();
-      if (this.blacklistPubSub) {
-        const initSet = await this.dexHelper.cache.smembers(
-          this.blackListCacheKey,
-        );
-        this.blacklistPubSub.initializeAndSubscribe(initSet);
-      }
-    }
   }
 
   start() {
@@ -240,22 +214,16 @@ export class RateFetcher {
     for (const address of resp.blacklist) {
       this.dexHelper.cache.sadd(this.blackListCacheKey, address.toLowerCase());
     }
-
-    if (this.blacklistPubSub) {
-      this.blacklistPubSub.publish(resp.blacklist);
-    }
   }
 
   public isBlackListed(userAddress: string) {
-    if (this.blacklistPubSub) {
-      return this.blacklistPubSub.has(userAddress.toLowerCase());
-    }
-    return false;
+    return this.dexHelper.cache.sismember(
+      this.blackListCacheKey,
+      userAddress.toLowerCase(),
+    );
   }
 
   private handleRatesResponse(resp: RatesResponse) {
-    const pubSubData: Record<string, unknown> = {};
-    const ttl = this.config.rateConfig.dataTTLS;
     const pairs = this.pairs;
 
     if (isEmpty(pairs)) return;
@@ -284,51 +252,37 @@ export class RateFetcher {
       }
 
       if (prices.bids.length) {
-        const key = `${baseToken.address}_${quoteToken.address}_bids`;
-        const value = prices.bids;
-        pubSubData[key] = value;
-
         this.dexHelper.cache.setex(
           this.dexKey,
           this.dexHelper.config.data.network,
-          key,
-          ttl,
-          JSON.stringify(value),
+          `${baseToken.address}_${quoteToken.address}_bids`,
+          this.config.rateConfig.dataTTLS,
+          JSON.stringify(prices.bids),
         );
         currentPricePairs.add(`${baseToken.address}_${quoteToken.address}`);
       }
 
       if (prices.asks.length) {
-        const key = `${baseToken.address}_${quoteToken.address}_asks`;
-        const value = prices.asks;
-        pubSubData[key] = value;
-
         this.dexHelper.cache.setex(
           this.dexKey,
           this.dexHelper.config.data.network,
-          key,
-          ttl,
-          JSON.stringify(value),
+          `${baseToken.address}_${quoteToken.address}_asks`,
+          this.config.rateConfig.dataTTLS,
+          JSON.stringify(prices.asks),
         );
         currentPricePairs.add(`${quoteToken.address}_${baseToken.address}`);
       }
     });
 
     if (currentPricePairs.size > 0) {
-      const key = `pairs`;
-      const value = Array.from(currentPricePairs);
-      pubSubData[key] = value;
-
       this.dexHelper.cache.setex(
         this.dexKey,
         this.dexHelper.config.data.network,
-        key,
-        ttl,
-        JSON.stringify(value),
+        `pairs`,
+        this.config.rateConfig.dataTTLS,
+        JSON.stringify(Array.from(currentPricePairs)),
       );
     }
-
-    this.pricesPubSub.publish(pubSubData, ttl);
   }
 
   checkHealth(): boolean {
@@ -368,13 +322,18 @@ export class RateFetcher {
   }
 
   public async getAvailablePairs(): Promise<string[]> {
-    const pairs = await this.pricesPubSub.getAndCache<string[]>(`pairs`);
+    const pairs = await this.dexHelper.cache.getAndCacheLocally(
+      this.dexKey,
+      this.dexHelper.config.data.network,
+      `pairs`,
+      this.config.rateConfig.intervalMs / 1000,
+    );
 
     if (!pairs) {
       return [];
     }
 
-    return pairs;
+    return JSON.parse(pairs) as string[];
   }
 
   public async getOrderPrice(
@@ -384,36 +343,53 @@ export class RateFetcher {
   ): Promise<PriceAndAmountBigNumber[] | null> {
     let reversed = false;
 
-    let prices: PriceAndAmount[] | null = null;
+    let pricesAsString: string | null = null;
     if (side === SwapSide.SELL) {
-      prices = await this.pricesPubSub.getAndCache(
+      pricesAsString = await this.dexHelper.cache.getAndCacheLocally(
+        this.dexKey,
+        this.dexHelper.config.data.network,
         `${srcToken.address}_${destToken.address}_bids`,
+        this.config.rateConfig.intervalMs / 1000,
       );
 
-      if (!prices) {
-        prices = await this.pricesPubSub.getAndCache(
+      if (!pricesAsString) {
+        pricesAsString = await this.dexHelper.cache.getAndCacheLocally(
+          this.dexKey,
+          this.dexHelper.config.data.network,
           `${destToken.address}_${srcToken.address}_asks`,
+          this.config.rateConfig.intervalMs / 1000,
         );
         reversed = true;
       }
     } else {
-      prices = await this.pricesPubSub.getAndCache(
+      pricesAsString = await this.dexHelper.cache.getAndCacheLocally(
+        this.dexKey,
+        this.dexHelper.config.data.network,
         `${destToken.address}_${srcToken.address}_asks`,
+        this.config.rateConfig.intervalMs / 1000,
       );
 
-      if (!prices) {
-        prices = await this.pricesPubSub.getAndCache(
+      if (!pricesAsString) {
+        pricesAsString = await this.dexHelper.cache.getAndCacheLocally(
+          this.dexKey,
+          this.dexHelper.config.data.network,
           `${srcToken.address}_${destToken.address}_bids`,
+          this.config.rateConfig.intervalMs / 1000,
         );
         reversed = true;
       }
     }
 
-    if (!prices) {
+    if (!pricesAsString) {
       return null;
     }
 
-    let orderPrices = prices.map(price => [
+    const orderPricesAsString: PriceAndAmount[] = JSON.parse(pricesAsString);
+    if (!orderPricesAsString) {
+      return null;
+    }
+
+    let orderPrices = orderPricesAsString.map(price => [
       new BigNumber(price[0]),
       new BigNumber(price[1]),
     ]);
@@ -512,16 +488,4 @@ export class RateFetcher {
       throw e;
     }
   }
-
-  async setBlacklist(userAddress: string): Promise<boolean> {
-    await this.dexHelper.cache.hset(
-      this.blackListCacheKey,
-      userAddress.toLowerCase(),
-      'true',
-    );
-    if (this.blacklistPubSub) {
-      this.blacklistPubSub.publish([userAddress.toLowerCase()]);
-    }
-    return true;
-  }
 }