@paraswap/dex-lib 4.1.20 → 4.1.21

package/src/dex/balancer-v2/pools/stable/StableMath.ts

@@ -1,203 +0,0 @@
-import { BI_POWS } from '../../../../bigint-constants';
-import { MathSol } from '../../balancer-v2-math';
-
-export class StableMath {
-  static _AMP_PRECISION = BI_POWS[3];
-
-  static _calculateInvariant(
-    amplificationParameter: bigint,
-    balances: bigint[],
-    roundUp: boolean,
-  ): bigint {
-    /**********************************************************************************************
-     // invariant                                                                                 //
-     // D = invariant                                                  D^(n+1)                    //
-     // A = amplification coefficient      A  n^n S + D = A D n^n + -----------                   //
-     // S = sum of balances                                             n^n P                     //
-     // P = product of balances                                                                   //
-     // n = number of tokens                                                                      //
-     *********x************************************************************************************/
-
-    // We support rounding up or down.
-    let sum = 0n;
-    const numTokens = balances.length;
-    for (let i = 0; i < numTokens; i++) {
-      sum = sum + balances[i];
-    }
-    if (sum == 0n) {
-      return 0n;
-    }
-
-    let prevInvariant = 0n;
-    let invariant = sum;
-    const ampTimesTotal = amplificationParameter * BigInt(numTokens);
-
-    for (let i = 0; i < 255; i++) {
-      let P_D = balances[0] * BigInt(numTokens);
-      for (let j = 1; j < numTokens; j++) {
-        P_D = MathSol.div(
-          MathSol.mul(MathSol.mul(P_D, balances[j]), BigInt(numTokens)),
-          invariant,
-          roundUp,
-        );
-      }
-      prevInvariant = invariant;
-      invariant = MathSol.div(
-        MathSol.mul(MathSol.mul(BigInt(numTokens), invariant), invariant) +
-          MathSol.div(
-            MathSol.mul(MathSol.mul(ampTimesTotal, sum), P_D),
-            this._AMP_PRECISION,
-            roundUp,
-          ),
-        MathSol.mul(BigInt(numTokens + 1), invariant) +
-          // No need to use checked arithmetic for the amp precision, the amp is guaranteed to be at least 1
-          MathSol.div(
-            MathSol.mul(ampTimesTotal - this._AMP_PRECISION, P_D),
-            this._AMP_PRECISION,
-            !roundUp,
-          ),
-        roundUp,
-      );
-
-      if (invariant > prevInvariant) {
-        if (invariant - prevInvariant <= 1) {
-          return invariant;
-        }
-      } else if (prevInvariant - invariant <= 1) {
-        return invariant;
-      }
-    }
-
-    throw new Error('Errors.STABLE_INVARIANT_DIDNT_CONVERGE');
-  }
-
-  static _calcInGivenOut(
-    amplificationParameter: bigint,
-    balances: bigint[],
-    tokenIndexIn: number,
-    tokenIndexOut: number,
-    tokenAmountsOut: bigint[],
-  ): bigint[] {
-    const invariant = this._calculateInvariant(
-      amplificationParameter,
-      balances,
-      false,
-    );
-
-    return tokenAmountsOut.map(a => {
-      balances[tokenIndexOut] = MathSol.sub(balances[tokenIndexOut], a);
-
-      const finalBalanceIn =
-        this._getTokenBalanceGivenInvariantAndAllOtherBalances(
-          amplificationParameter,
-          balances,
-          invariant,
-          tokenIndexIn,
-        );
-
-      return MathSol.add(
-        MathSol.sub(finalBalanceIn, balances[tokenIndexIn]),
-        1n,
-      );
-    });
-  }
-
-  static _calcOutGivenIn(
-    amplificationParameter: bigint,
-    balances: bigint[],
-    tokenIndexIn: number,
-    tokenIndexOut: number,
-    tokenAmountsIn: bigint[],
-  ): bigint[] {
-    // Amount out, so we round down overall.
-
-    // Given that we need to have a greater final balance out, the invariant needs to be rounded up
-    const invariant = this._calculateInvariant(
-      amplificationParameter,
-      balances,
-      true,
-    );
-
-    const initBalance = balances[tokenIndexIn];
-    // Modification: The original code was implemented for a single tokenAmountsIn
-    return tokenAmountsIn.map(a => {
-      balances[tokenIndexIn] = initBalance + a;
-
-      const finalBalanceOut =
-        this._getTokenBalanceGivenInvariantAndAllOtherBalances(
-          amplificationParameter,
-          balances,
-          invariant,
-          tokenIndexOut,
-        );
-
-      // No need to use checked arithmetic since `tokenAmountIn` was actually added to the same balance right before
-      // calling `_getTokenBalanceGivenInvariantAndAllOtherBalances` which doesn't alter the balances array.
-      // balances[tokenIndexIn] = balances[tokenIndexIn] - tokenAmountIn;
-      return balances[tokenIndexOut] - finalBalanceOut - 1n;
-    });
-  }
-
-  static _getTokenBalanceGivenInvariantAndAllOtherBalances(
-    amplificationParameter: bigint,
-    balances: bigint[],
-    invariant: bigint,
-    tokenIndex: number,
-  ): bigint {
-    // Rounds result up overall
-
-    const ampTimesTotal = amplificationParameter * BigInt(balances.length);
-    let sum = balances[0];
-    let P_D = balances[0] * BigInt(balances.length);
-    for (let j = 1; j < balances.length; j++) {
-      P_D = MathSol.divDown(
-        MathSol.mul(MathSol.mul(P_D, balances[j]), BigInt(balances.length)),
-        invariant,
-      );
-      sum = sum + balances[j];
-    }
-    // No need to use safe math, based on the loop above `sum` is greater than or equal to `balances[tokenIndex]`
-    sum = sum - balances[tokenIndex];
-
-    const inv2 = MathSol.mul(invariant, invariant);
-    // We remove the balance fromm c by multiplying it
-    const c = MathSol.mul(
-      MathSol.mul(
-        MathSol.divUp(inv2, MathSol.mul(ampTimesTotal, P_D)),
-        this._AMP_PRECISION,
-      ),
-      balances[tokenIndex],
-    );
-    const b =
-      sum +
-      MathSol.mul(
-        MathSol.divDown(invariant, ampTimesTotal),
-        this._AMP_PRECISION,
-      );
-
-    // We iterate to find the balance
-    let prevTokenBalance = 0n;
-    // We multiply the first iteration outside the loop with the invariant to set the value of the
-    // initial approximation.
-    let tokenBalance = MathSol.divUp(inv2 + c, invariant + b);
-
-    for (let i = 0; i < 255; i++) {
-      prevTokenBalance = tokenBalance;
-
-      tokenBalance = MathSol.divUp(
-        MathSol.mul(tokenBalance, tokenBalance) + c,
-        MathSol.mul(tokenBalance, 2n) + b - invariant,
-      );
-
-      if (tokenBalance > prevTokenBalance) {
-        if (tokenBalance - prevTokenBalance <= 1) {
-          return tokenBalance;
-        }
-      } else if (prevTokenBalance - tokenBalance <= 1) {
-        return tokenBalance;
-      }
-    }
-
-    throw new Error('Errors.STABLE_GET_BALANCE_DIDNT_CONVERGE');
-  }
-}

package/src/dex/balancer-v2/pools/stable/StablePool.ts

@@ -1,223 +0,0 @@
-import { Interface } from '@ethersproject/abi';
-import StablePoolABI from '../../../../abi/balancer-v2/stable-pool.json';
-import MetaStablePoolABI from '../../../../abi/balancer-v2/meta-stable-pool.json';
-import { callData, PoolState, SubgraphPoolBase, TokenState } from '../../types';
-import { decodeThrowError, getTokenScalingFactor } from '../../utils';
-import { BigNumber } from '@ethersproject/bignumber';
-import { SwapSide } from '../../../../constants';
-import { BaseGeneralPool } from '../balancer-v2-pool';
-import { StableMath } from './StableMath';
-
-export type StablePoolPairData = {
-  balances: bigint[];
-  indexIn: number;
-  indexOut: number;
-  scalingFactors: bigint[];
-  swapFee: bigint;
-  amp: bigint;
-};
-
-export class StablePool extends BaseGeneralPool {
-  vaultAddress: string;
-  vaultInterface: Interface;
-  poolInterface: Interface;
-  metaPoolInterface: Interface;
-
-  constructor(vaultAddress: string, vaultInterface: Interface) {
-    super();
-    this.vaultAddress = vaultAddress;
-    this.vaultInterface = vaultInterface;
-    this.poolInterface = new Interface(StablePoolABI);
-    this.metaPoolInterface = new Interface(MetaStablePoolABI);
-  }
-
-  _onSwapGivenOut(
-    tokenAmountsOut: bigint[],
-    balances: bigint[],
-    indexIn: number,
-    indexOut: number,
-    _amplificationParameter: bigint,
-  ): bigint[] {
-    return StableMath._calcInGivenOut(
-      _amplificationParameter,
-      balances,
-      indexIn,
-      indexOut,
-      tokenAmountsOut,
-    );
-  }
-
-  _onSwapGivenIn(
-    tokenAmountsIn: bigint[],
-    balances: bigint[],
-    indexIn: number,
-    indexOut: number,
-    _amplificationParameter: bigint,
-  ): bigint[] {
-    return StableMath._calcOutGivenIn(
-      _amplificationParameter,
-      balances,
-      indexIn,
-      indexOut,
-      tokenAmountsIn,
-    );
-  }
-
-  /*
-  Helper function to parse pool data into params for onSell/onBuy functions.
-  */
-  parsePoolPairData(
-    pool: SubgraphPoolBase,
-    poolState: PoolState,
-    tokenIn: string,
-    tokenOut: string,
-  ): StablePoolPairData {
-    let indexIn = 0,
-      indexOut = 0;
-
-    const scalingFactors: bigint[] = [];
-    const balances = poolState.orderedTokens.map((tokenAddress, i) => {
-      const t =
-        pool.tokensMap[tokenAddress.toLowerCase()] ||
-        poolState.tokens[tokenAddress.toLowerCase()];
-
-      if (t.address.toLowerCase() === tokenIn.toLowerCase()) {
-        indexIn = i;
-      }
-      if (t.address.toLowerCase() === tokenOut.toLowerCase()) {
-        indexOut = i;
-      }
-
-      if (pool.poolType === 'MetaStable') {
-        scalingFactors.push(
-          poolState.tokens[t.address.toLowerCase()].scalingFactor || 0n,
-        );
-      } else scalingFactors.push(getTokenScalingFactor(t.decimals));
-      return poolState.tokens[t.address.toLowerCase()].balance;
-    });
-
-    const poolPairData: StablePoolPairData = {
-      balances,
-      indexIn,
-      indexOut,
-      scalingFactors,
-      swapFee: poolState.swapFee,
-      amp: poolState.amp ? poolState.amp : 0n,
-    };
-    return poolPairData;
-  }
-
-  /*
-  Helper function to construct onchain multicall data for StablePool.
-  */
-  getOnChainCalls(pool: SubgraphPoolBase): callData[] {
-    const poolCallData: callData[] = [
-      {
-        target: this.vaultAddress,
-        callData: this.vaultInterface.encodeFunctionData('getPoolTokens', [
-          pool.id,
-        ]),
-      },
-      {
-        target: pool.address,
-        callData: this.poolInterface.encodeFunctionData('getSwapFeePercentage'),
-      },
-      {
-        target: pool.address,
-        callData: this.poolInterface.encodeFunctionData(
-          'getAmplificationParameter',
-        ),
-      },
-    ];
-    if (pool.poolType === 'MetaStable') {
-      poolCallData.push({
-        target: pool.address,
-        callData:
-          this.metaPoolInterface.encodeFunctionData('getScalingFactors'),
-      });
-    }
-    return poolCallData;
-  }
-
-  /*
-  Helper function to decodes multicall data for a Stable Pool.
-  data must contain returnData
-  startIndex is where to start in returnData. Allows this decode function to be called along with other pool types.
-  */
-  decodeOnChainCalls(
-    pool: SubgraphPoolBase,
-    data: { success: boolean; returnData: any }[],
-    startIndex: number,
-  ): [{ [address: string]: PoolState }, number] {
-    const pools = {} as { [address: string]: PoolState };
-
-    const poolTokens = decodeThrowError(
-      this.vaultInterface,
-      'getPoolTokens',
-      data[startIndex++],
-      pool.address,
-    );
-    const swapFee = decodeThrowError(
-      this.poolInterface,
-      'getSwapFeePercentage',
-      data[startIndex++],
-      pool.address,
-    )[0];
-    const amp = decodeThrowError(
-      this.poolInterface,
-      'getAmplificationParameter',
-      data[startIndex++],
-      pool.address,
-    );
-    let scalingFactors: BigNumber[] | undefined;
-    if (pool.poolType === 'MetaStable') {
-      scalingFactors = decodeThrowError(
-        this.metaPoolInterface,
-        'getScalingFactors',
-        data[startIndex++],
-        pool.address,
-      )[0];
-    }
-
-    const poolState: PoolState = {
-      swapFee: BigInt(swapFee.toString()),
-      tokens: poolTokens.tokens.reduce(
-        (ptAcc: { [address: string]: TokenState }, pt: string, j: number) => {
-          const tokenState: TokenState = {
-            balance: BigInt(poolTokens.balances[j].toString()),
-          };
-
-          if (scalingFactors)
-            tokenState.scalingFactor = BigInt(scalingFactors[j].toString());
-
-          ptAcc[pt.toLowerCase()] = tokenState;
-          return ptAcc;
-        },
-        {},
-      ),
-      orderedTokens: poolTokens.tokens,
-    };
-
-    if (amp) {
-      poolState.amp = BigInt(amp.value.toString());
-    }
-
-    pools[pool.address] = poolState;
-
-    return [pools, startIndex];
-  }
-
-  /*
-  For stable pools there is no Swap limit. As an approx - use almost the total balance of token out as we can add any amount of tokenIn and expect some back.
-  */
-  getSwapMaxAmount(poolPairData: StablePoolPairData, side: SwapSide): bigint {
-    return (
-      (this._upscale(
-        poolPairData.balances[poolPairData.indexOut],
-        poolPairData.scalingFactors[poolPairData.indexOut],
-      ) *
-        99n) /
-      100n
-    );
-  }
-}

package/src/dex/balancer-v2/pools/weighted/WeightedMath.ts

@@ -1,84 +0,0 @@
-import { MathSol } from '../../balancer-v2-math';
-
-const _require = (b: boolean, message: string) => {
-  if (!b) throw new Error(message);
-};
-
-export class WeightedMath {
-  static _MAX_IN_RATIO = 300000000000000000n;
-  static _MAX_OUT_RATIO = 300000000000000000n;
-
-  static _calcInGivenOut(
-    balanceIn: bigint,
-    weightIn: bigint,
-    balanceOut: bigint,
-    weightOut: bigint,
-    amountsOut: bigint[],
-  ): bigint[] {
-    /* https://docs.balancer.fi/reference/math/weighted-math.html#ingivenout */
-    /**********************************************************************************************
-    // outGivenOut                                                                              //
-    // aI = amountIn                                                                            //
-    // bI = balanceIn                                                                           //
-    // bO = balanceOut              /  /            bO             \    (wO / wI)     \         //
-    // aO = amountOut    aI = bI * |  | -------------------------- | ^            - 1  |        //
-    // wI = weightIn               \  \       ( bO - aO )         /                   /         //
-    // wO = weightOut                                                                           //
-    *********************************************************************************************/
-    const exponent = MathSol.divUpFixed(weightOut, weightIn);
-    return amountsOut.map(amountOut => {
-      _require(
-        amountOut <= MathSol.mulDownFixed(balanceOut, this._MAX_OUT_RATIO),
-        'Errors.MAX_OUT_RATIO',
-      );
-
-      const denominator = balanceOut - amountOut;
-      const base = MathSol.divUpFixed(balanceOut, denominator);
-      const power = MathSol.powUpFixed(base, exponent);
-      const ratio = MathSol.sub(power, MathSol.ONE);
-
-      return MathSol.mulUpFixed(balanceIn, ratio);
-    });
-  }
-
-  // Computes how many tokens can be taken out of a pool if `amountIn` are sent, given the
-  // current balances and weights.
-  static _calcOutGivenIn(
-    balanceIn: bigint,
-    weightIn: bigint,
-    balanceOut: bigint,
-    weightOut: bigint,
-    amountsIn: bigint[],
-  ): bigint[] {
-    /* https://docs.balancer.fi/reference/math/weighted-math.html#outgivenin */
-    /**********************************************************************************************
-   // outGivenIn                                                                                //
-   // aO = amountOut                                                                            //
-   // bO = balanceOut                                                                           //
-   // bI = balanceIn              /      /            bI             \    (wI / wO) \           //
-   // aI = amountIn    aO = bO * |  1 - | --------------------------  | ^            |          //
-   // wI = weightIn               \      \       ( bI + aI )         /              /           //
-   // wO = weightOut                                                                            //
-   **********************************************************************************************/
-
-    // Amount out, so we round down overall.
-
-    // The multiplication rounds down, and the subtrahend (power) rounds up (so the base rounds up too).
-    // Because bI / (bI + aI) <= 1, the exponent rounds down.
-
-    // Cannot exceed maximum in ratio
-
-    const exponent = MathSol.divDownFixed(weightIn, weightOut);
-    return amountsIn.map(amountIn => {
-      _require(
-        amountIn <= MathSol.mulDownFixed(balanceIn, this._MAX_IN_RATIO),
-        'Errors.MAX_IN_RATIO',
-      );
-      const denominator = balanceIn + amountIn;
-      const base = MathSol.divUpFixed(balanceIn, denominator);
-      const power = MathSol.powUpFixed(base, exponent);
-
-      return MathSol.mulDownFixed(balanceOut, MathSol.complementFixed(power));
-    });
-  }
-}

package/src/dex/balancer-v2/pools/weighted/WeightedPool.ts

@@ -1,188 +0,0 @@
-import { Interface } from '@ethersproject/abi';
-import WeightedPoolABI from '../../../../abi/balancer-v2/weighted-pool.json';
-import { callData, PoolState, SubgraphPoolBase, TokenState } from '../../types';
-import { decodeThrowError, getTokenScalingFactor } from '../../utils';
-import { SwapSide } from '../../../../constants';
-import { BaseMinimalSwapInfoPool } from '../balancer-v2-pool';
-import { WeightedMath } from './WeightedMath';
-
-export type WeightedPoolPairData = {
-  tokenInBalance: bigint;
-  tokenOutBalance: bigint;
-  tokenInScalingFactor: bigint;
-  tokenOutScalingFactor: bigint;
-  tokenInWeight: bigint;
-  tokenOutWeight: bigint;
-  swapFee: bigint;
-};
-
-export class WeightedPool extends BaseMinimalSwapInfoPool {
-  vaultAddress: string;
-  vaultInterface: Interface;
-  poolInterface: Interface;
-
-  constructor(vaultAddress: string, vaultInterface: Interface) {
-    super();
-    this.vaultAddress = vaultAddress;
-    this.vaultInterface = vaultInterface;
-    this.poolInterface = new Interface(WeightedPoolABI);
-  }
-
-  _onSwapGivenOut(
-    tokenAmountsOut: bigint[],
-    currentBalanceTokenIn: bigint,
-    currentBalanceTokenOut: bigint,
-    _weightIn: bigint,
-    _weightOut: bigint,
-  ): bigint[] {
-    return WeightedMath._calcInGivenOut(
-      currentBalanceTokenIn,
-      _weightIn,
-      currentBalanceTokenOut,
-      _weightOut,
-      tokenAmountsOut,
-    );
-  }
-
-  _onSwapGivenIn(
-    tokenAmountsIn: bigint[],
-    currentBalanceTokenIn: bigint,
-    currentBalanceTokenOut: bigint,
-    _weightIn: bigint,
-    _weightOut: bigint,
-  ): bigint[] {
-    return WeightedMath._calcOutGivenIn(
-      currentBalanceTokenIn,
-      _weightIn,
-      currentBalanceTokenOut,
-      _weightOut,
-      tokenAmountsIn,
-    );
-  }
-
-  /*
-  Helper function to parse pool data into params for onSell function.
-  */
-  parsePoolPairData(
-    pool: SubgraphPoolBase,
-    poolState: PoolState,
-    tokenIn: string,
-    tokenOut: string,
-  ): WeightedPoolPairData {
-    const inAddress = tokenIn.toLowerCase();
-    const outAddress = tokenOut.toLowerCase();
-
-    const tIn = pool.tokens.find(t => t.address.toLowerCase() === inAddress);
-    const tOut = pool.tokens.find(t => t.address.toLowerCase() === outAddress);
-
-    if (!tIn || !tOut) return {} as WeightedPoolPairData;
-
-    const tokenInBalance = poolState.tokens[inAddress].balance;
-    const tokenOutBalance = poolState.tokens[outAddress].balance;
-    const tokenInWeight = poolState.tokens[inAddress].weight || 0n;
-    const tokenOutWeight = poolState.tokens[outAddress].weight || 0n;
-    const tokenInScalingFactor = getTokenScalingFactor(tIn.decimals);
-    const tokenOutScalingFactor = getTokenScalingFactor(tOut.decimals);
-
-    const poolPairData: WeightedPoolPairData = {
-      tokenInBalance,
-      tokenOutBalance,
-      tokenInScalingFactor,
-      tokenOutScalingFactor,
-      tokenInWeight,
-      tokenOutWeight,
-      swapFee: poolState.swapFee,
-    };
-    return poolPairData;
-  }
-
-  /*
-  Helper function to construct onchain multicall data for WeightedPool (also 'LiquidityBootstrapping' and 'Investment' pool types).
-  */
-  getOnChainCalls(pool: SubgraphPoolBase): callData[] {
-    return [
-      {
-        target: this.vaultAddress,
-        callData: this.vaultInterface.encodeFunctionData('getPoolTokens', [
-          pool.id,
-        ]),
-      },
-      {
-        target: pool.address,
-        callData: this.poolInterface.encodeFunctionData('getSwapFeePercentage'),
-      },
-      {
-        target: pool.address,
-        callData: this.poolInterface.encodeFunctionData('getNormalizedWeights'),
-      },
-    ];
-  }
-
-  /*
-  Helper function to decodes multicall data for a Weighted Pool.
-  data must contain returnData
-  startIndex is where to start in returnData. Allows this decode function to be called along with other pool types.
-  */
-  decodeOnChainCalls(
-    pool: SubgraphPoolBase,
-    data: { success: boolean; returnData: any }[],
-    startIndex: number,
-  ): [{ [address: string]: PoolState }, number] {
-    const pools = {} as { [address: string]: PoolState };
-
-    const poolTokens = decodeThrowError(
-      this.vaultInterface,
-      'getPoolTokens',
-      data[startIndex++],
-      pool.address,
-    );
-    const swapFee = decodeThrowError(
-      this.poolInterface,
-      'getSwapFeePercentage',
-      data[startIndex++],
-      pool.address,
-    )[0];
-    const normalisedWeights = decodeThrowError(
-      this.poolInterface,
-      'getNormalizedWeights',
-      data[startIndex++],
-      pool.address,
-    )[0];
-
-    const poolState: PoolState = {
-      swapFee: BigInt(swapFee.toString()),
-      tokens: poolTokens.tokens.reduce(
-        (ptAcc: { [address: string]: TokenState }, pt: string, j: number) => {
-          const tokenState: TokenState = {
-            balance: BigInt(poolTokens.balances[j].toString()),
-          };
-
-          if (normalisedWeights)
-            tokenState.weight = BigInt(normalisedWeights[j].toString());
-
-          ptAcc[pt.toLowerCase()] = tokenState;
-          return ptAcc;
-        },
-        {},
-      ),
-      orderedTokens: poolTokens.tokens,
-    };
-
-    pools[pool.address] = poolState;
-
-    return [pools, startIndex];
-  }
-
-  /*
-  For weighted pools there is a Swap limit of 30%: amounts swapped may not be larger than this percentage of total balance.
-  */
-  getSwapMaxAmount(poolPairData: WeightedPoolPairData, side: SwapSide): bigint {
-    return (
-      ((side === SwapSide.SELL
-        ? poolPairData.tokenInBalance
-        : poolPairData.tokenOutBalance) *
-        3n) /
-      10n
-    );
-  }
-}