@paraswap/dex-lib 4.1.20 → 4.1.21

package/src/dex/bebop/config.ts

@@ -1,42 +0,0 @@
-import { DexParams } from './types';
-import { DexConfigMap } from '../../types';
-import { Network } from '../../constants';
-
-export const BebopConfig: DexConfigMap<DexParams> = {
-  Bebop: {
-    [Network.MAINNET]: {
-      settlementAddress: '0xbbbbbBB520d69a9775E85b458C58c648259FAD5F',
-      chainName: 'ethereum',
-      middleTokens: [
-        '0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48', // USDC
-        '0xdAC17F958D2ee523a2206206994597C13D831ec7', // USDT
-        '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2', // WETH
-      ],
-    },
-    [Network.ARBITRUM]: {
-      settlementAddress: '0xbbbbbBB520d69a9775E85b458C58c648259FAD5F',
-      chainName: 'arbitrum',
-      middleTokens: [
-        '0xFF970A61A04b1cA14834A43f5dE4533eBDDB5CC8', // USDC.e
-        '0xaf88d065e77c8cC2239327C5EDb3A432268e5831', // USDC
-        '0xFd086bC7CD5C481DCC9C85ebE478A1C0b69FCbb9', // USDT
-        '0x82aF49447D8a07e3bd95BD0d56f35241523fBab1', // WETH
-      ],
-    },
-    [Network.BASE]: {
-      settlementAddress: '0xbbbbbBB520d69a9775E85b458C58c648259FAD5F',
-      chainName: 'base',
-      middleTokens: ['0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913'],
-    },
-    [Network.OPTIMISM]: {
-      settlementAddress: '0xbbbbbBB520d69a9775E85b458C58c648259FAD5F',
-      chainName: 'optimism',
-      middleTokens: ['0x7F5c764cBc14f9669B88837ca1490cCa17c31607'],
-    },
-    [Network.BSC]: {
-      settlementAddress: '0xbbbbbBB520d69a9775E85b458C58c648259FAD5F',
-      chainName: 'bsc',
-      middleTokens: ['0x55d398326f99059fF775485246999027B3197955'],
-    },
-  },
-};

package/src/dex/bebop/constants.ts

@@ -1,20 +0,0 @@
-export const BEBOP_INIT_TIMEOUT_MS = 5000;
-export const BEBOP_PRICES_CACHE_TTL = 10;
-export const BEBOP_TOKENS_CACHE_TTL = 60;
-export const BEBOP_TOKENS_POLLING_INTERVAL_MS = 30 * 1000;
-export const BEBOP_API_URL = 'https://api.bebop.xyz';
-export const BEBOP_WS_API_URL = 'wss://api.bebop.xyz';
-export const BEBOP_GAS_COST = 120_000;
-export const BEBOP_QUOTE_TIMEOUT_MS = 3000;
-export const BEBOP_ERRORS_CACHE_KEY = 'errors';
-export const BEBOP_RESTRICTED_CACHE_KEY = 'restricted';
-// Restrict for BEBOP_RESTRICT_TTL_S if an error occured >= BEBOP_RESTRICT_COUNT_THRESHOLD times within BEBOP_RESTRICT_CHECK_INTERVAL_S interval
-export const BEBOP_RESTRICT_TTL_S = 10 * 60; // 10 min
-export const BEBOP_RESTRICT_CHECK_INTERVAL_MS = 1000 * 60 * 3; // 3 min
-export const BEBOP_RESTRICT_COUNT_THRESHOLD = 3;
-
-export const SWAP_SINGLE_METHOD = 'swapSingle';
-export const SWAP_AGGREGATE_METHOD = 'swapAggregate';
-
-export const SWAP_SINGLE_METHOD_SELECTOR = '0x4dcebcba';
-export const SWAP_AGGREGATE_METHOD_SELECTOR = '0xa2f74893';

package/src/dex/bebop/rate-fetcher.ts

@@ -1,168 +0,0 @@
-import { Network } from '../../constants';
-import { IDexHelper } from '../../dex-helper';
-import { Fetcher } from '../../lib/fetcher/fetcher';
-import { validateAndCast, ValidationError } from '../../lib/validators';
-import { Logger, Token } from '../../types';
-import {
-  BebopLevel,
-  BebopPair,
-  BebopPricingResponse,
-  BebopRateFetcherConfig,
-  BebopTokensResponse,
-} from './types';
-import { BebopPricingUpdate, tokensResponseValidator } from './validators';
-import { WebSocketFetcher } from '../../lib/fetcher/wsFetcher';
-import { utils } from 'ethers';
-
-export function levels_from_flat_array(values: number[]): BebopLevel[] {
-  const levels: BebopLevel[] = [];
-  for (let i = 0; i < values.length; i += 2) {
-    levels.push([values[i], values[i + 1]]);
-  }
-  return levels;
-}
-
-export class RateFetcher {
-  private pricesFetcher: WebSocketFetcher<BebopPricingResponse>;
-  private pricesCacheKey: string;
-  private pricesCacheTTL: number;
-
-  private tokensFetcher: Fetcher<BebopTokensResponse>;
-  private tokensAddrCacheKey: string;
-  private tokensCacheKey: string;
-  private tokensCacheTTL: number;
-
-  constructor(
-    private dexHelper: IDexHelper,
-    private dexKey: string,
-    private network: Network,
-    private logger: Logger,
-    config: BebopRateFetcherConfig,
-  ) {
-    this.pricesCacheKey = config.rateConfig.pricesCacheKey;
-    this.pricesCacheTTL = config.rateConfig.pricesCacheTTLSecs;
-    this.pricesFetcher = new WebSocketFetcher<BebopPricingResponse>(
-      {
-        info: {
-          requestOptions: config.rateConfig.pricesReqParams,
-          caster: (data: unknown) => {
-            const dataBuffer = data as any;
-            const invalid = BebopPricingUpdate.verify(dataBuffer);
-            if (invalid) {
-              throw new ValidationError(invalid);
-            }
-            const update = BebopPricingUpdate.decode(dataBuffer);
-            const updateObject = BebopPricingUpdate.toObject(update, {
-              longs: Number,
-            });
-            return this.parsePricingUpdate(updateObject);
-          },
-        },
-        handler: this.handlePricesResponse.bind(this),
-      },
-      logger,
-    );
-
-    this.tokensAddrCacheKey = config.rateConfig.tokensAddrCacheKey;
-    this.tokensCacheKey = config.rateConfig.tokensCacheKey;
-    this.tokensCacheTTL = config.rateConfig.tokensCacheTTLSecs;
-    this.tokensFetcher = new Fetcher<BebopTokensResponse>(
-      dexHelper.httpRequest,
-      {
-        info: {
-          requestOptions: config.rateConfig.tokensReqParams,
-          caster: (data: unknown) => {
-            return validateAndCast<BebopTokensResponse>(
-              data,
-              tokensResponseValidator,
-            );
-          },
-        },
-        handler: this.handleTokensResponse.bind(this),
-      },
-      config.rateConfig.tokensIntervalMs,
-      logger,
-    );
-  }
-
-  parsePricingUpdate(updateObject: any): BebopPricingResponse {
-    const pricingResponse: BebopPricingResponse = {};
-    if (!updateObject.pairs || !updateObject.pairs.length) {
-      this.logger.warn('Update message did not include pairs', updateObject);
-      return pricingResponse;
-    }
-    for (const pairBook of updateObject.pairs) {
-      const pair =
-        utils.getAddress('0x' + pairBook.base.toString('hex')) +
-        '/' +
-        utils.getAddress('0x' + pairBook.quote.toString('hex'));
-      const lastUpdateTs = pairBook.lastUpdateTs;
-      const bids = pairBook.bids ? levels_from_flat_array(pairBook.bids) : [];
-      const asks = pairBook.asks ? levels_from_flat_array(pairBook.asks) : [];
-      const bebopPair: BebopPair = {
-        bids,
-        asks,
-        last_update_ts: lastUpdateTs,
-      };
-      pricingResponse[pair] = bebopPair;
-    }
-    return pricingResponse;
-  }
-
-  start() {
-    this.pricesFetcher.startPolling();
-    this.tokensFetcher.startPolling();
-  }
-
-  stop() {
-    this.pricesFetcher.stopPolling();
-    this.tokensFetcher.stopPolling();
-  }
-
-  private handleTokensResponse(resp: BebopTokensResponse): void {
-    const tokenMap: { [address: string]: Token } = {};
-    const tokenAddrMap: { [symbol: string]: Token } = {};
-
-    Object.keys(resp.tokens).forEach(tokenSymbol => {
-      const token = resp.tokens[tokenSymbol];
-      const tokenData = {
-        address: token.contractAddress.toLowerCase(),
-        symbol: token.ticker,
-        decimals: token.decimals,
-      };
-      tokenAddrMap[token.contractAddress.toLowerCase()] = tokenData;
-      tokenMap[token.ticker.toLowerCase()] = tokenData;
-    });
-
-    this.dexHelper.cache.setex(
-      this.dexKey,
-      this.network,
-      this.tokensCacheKey,
-      this.tokensCacheTTL,
-      JSON.stringify(tokenMap),
-    );
-
-    this.dexHelper.cache.setex(
-      this.dexKey,
-      this.network,
-      this.tokensAddrCacheKey,
-      this.tokensCacheTTL,
-      JSON.stringify(tokenAddrMap),
-    );
-  }
-
-  private handlePricesResponse(resp: BebopPricingResponse): void {
-    const normalizedPrices: BebopPricingResponse = {};
-    for (const [pair, levels] of Object.entries(resp)) {
-      normalizedPrices[pair.toLowerCase()] = levels;
-    }
-
-    this.dexHelper.cache.setex(
-      this.dexKey,
-      this.network,
-      this.pricesCacheKey,
-      this.pricesCacheTTL,
-      JSON.stringify(normalizedPrices),
-    );
-  }
-}

package/src/dex/bebop/types.ts

@@ -1,95 +0,0 @@
-import { SwapSide } from '../../constants';
-import { RequestHeaders } from '../../dex-helper';
-
-export type BebopRateFetcherConfig = {
-  rateConfig: {
-    pricesReqParams: {
-      url: string;
-      headers?: RequestHeaders;
-      params?: any;
-    };
-    tokensReqParams: {
-      url: string;
-      headers?: RequestHeaders;
-      params?: any;
-    };
-    tokensIntervalMs: number;
-    pricesCacheKey: string;
-    tokensAddrCacheKey: string;
-    tokensCacheKey: string;
-    pricesCacheTTLSecs: number;
-    tokensCacheTTLSecs: number;
-  };
-};
-
-export type TokenDataMap = { [index: string]: BebopToken };
-
-export type BebopToken = {
-  decimals: number;
-  contractAddress: string;
-  ticker: string;
-};
-
-export type BebopTokensResponse = {
-  tokens: { [symbol: string]: BebopToken };
-};
-
-export type BebopLevel = [price: number, size: number];
-
-export type BebopPair = {
-  bids: BebopLevel[];
-  asks: BebopLevel[];
-  last_update_ts: number;
-};
-
-export type BebopPricingResponse = {
-  [pair: string]: BebopPair;
-};
-
-export interface BebopTx {
-  to: string;
-  value: string;
-  data: string;
-  from: string;
-  gas: number;
-}
-
-export type BebopTokenAmount = {
-  amount: string;
-  priceUsd: number;
-};
-
-export type BebopError = {
-  errorCode: number;
-  message: string;
-};
-
-export type BebopData = {
-  expiry?: number;
-  buyTokens?: { [address: string]: BebopTokenAmount };
-  sellTokens?: { [address: string]: BebopTokenAmount };
-  tx?: BebopTx;
-  error?: BebopError;
-};
-
-export type DexParams = {
-  settlementAddress: string;
-  chainName: string;
-  middleTokens: string[];
-};
-
-export type RoutingInstruction = {
-  side: SwapSide; // Buy for bids, Sell for asks
-  book: BebopPair;
-  pair: string;
-  targetQuote: boolean;
-};
-
-export class SlippageError extends Error {
-  isSlippageError = true;
-}
-
-export type RestrictData = {
-  count: number;
-  addedDatetimeMs: number;
-} | null;

package/src/dex/bebop/validators.ts

@@ -1,39 +0,0 @@
-import joi from 'joi';
-import protobuf from 'protobufjs';
-import JSONDescriptor from './bebop.json';
-
-const levelValidator = joi.array().items(joi.number()).length(2);
-
-const pairValidator = joi.object({
-  bids: joi.array().items(levelValidator).required(),
-  asks: joi.array().items(levelValidator).required(),
-  last_update_ts: joi.number().min(0).required(),
-});
-
-export const pricesResponseValidator = joi
-  .object()
-  .pattern(joi.string(), pairValidator);
-
-const tokenValidator = joi
-  .object({
-    ticker: joi.string().min(1).required(),
-    contractAddress: joi.string().min(1).required(),
-    decimals: joi.number().min(0).required(),
-  })
-  .unknown(true);
-
-export const tokensResponseValidator = joi.object({
-  tokens: joi.object().pattern(joi.string(), tokenValidator),
-});
-
-export const blacklistResponseValidator = joi.object({
-  blacklist: joi.array().items(joi.string().min(1)).required(),
-});
-
-// Original .proto def
-// const root = protobuf.loadSync(__dirname + '/bebop.proto');
-// Use .json to not change build step to include .proto files
-// console.log(JSON.stringify(root.toJSON(), null, 4));
-
-const root = protobuf.Root.fromJSON(JSONDescriptor);
-export const BebopPricingUpdate = root.lookupType('bebop.BebopPricingUpdate');

package/src/dex/cables/cables-e2e.test.ts

@@ -1,207 +0,0 @@
-import dotenv from 'dotenv';
-dotenv.config();
-import { testE2E } from '../../../tests/utils-e2e';
-import { Tokens, Holders } from '../../../tests/constants-e2e';
-import { Network, ContractMethod, SwapSide } from '../../constants';
-import { StaticJsonRpcProvider } from '@ethersproject/providers';
-import { generateConfig } from '../../config';
-
-const sleepMs: number = 10000;
-const slippage: number = 100;
-
-describe('Cables E2E', () => {
-  const dexKey = 'Cables';
-
-  const sideToContractMethods = new Map([
-    [SwapSide.SELL, [ContractMethod.swapExactAmountIn]],
-    // [SwapSide.BUY, [ContractMethod.swapExactAmountOut]],
-  ]);
-
-  describe('Arbitrum', () => {
-    const network = Network.ARBITRUM;
-    const provider = new StaticJsonRpcProvider(
-      generateConfig(network).privateHttpProvider,
-      network,
-    );
-    const tokens = Tokens[network];
-    const holders = Holders[network];
-
-    const pairs: { name: string; sellAmount: string; buyAmount: string }[][] = [
-      [
-        {
-          name: 'USDC',
-          sellAmount: '50000000000000',
-          buyAmount: '700000',
-        },
-        {
-          name: 'USDT',
-          sellAmount: '600000',
-          buyAmount: '850000',
-        },
-      ],
-      // [
-      //   {
-      //     name: 'WETH',
-      //     sellAmount: '100000000000000000',
-      //     buyAmount: '200000000000000000',
-      //   },
-      //   {
-      //     name: 'USDT',
-      //     sellAmount: '6000000',
-      //     buyAmount: '8000000',
-      //   },
-      // ],
-    ];
-
-    sideToContractMethods.forEach((contractMethods, side) =>
-      describe(`${side}`, () => {
-        contractMethods.forEach((contractMethod: ContractMethod) => {
-          pairs.forEach(pair => {
-            describe(`${contractMethod}`, () => {
-              it(`${pair[0].name} -> ${pair[1].name}`, async () => {
-                await testE2E(
-                  side === SwapSide.SELL
-                    ? tokens[pair[0].name]
-                    : tokens[pair[1].name],
-                  side === SwapSide.SELL
-                    ? tokens[pair[1].name]
-                    : tokens[pair[0].name],
-                  side === SwapSide.SELL
-                    ? holders[pair[0].name]
-                    : holders[pair[1].name],
-                  side === SwapSide.SELL
-                    ? pair[0].sellAmount
-                    : pair[0].buyAmount,
-                  side,
-                  dexKey,
-                  contractMethod,
-                  network,
-                  provider,
-                  undefined,
-                  undefined,
-                  undefined,
-                  slippage,
-                  sleepMs,
-                );
-              });
-              // it(`${pair[1].name} -> ${pair[0].name}`, async () => {
-              //   await testE2E(
-              //     side === SwapSide.SELL
-              //       ? tokens[pair[1].name]
-              //       : tokens[pair[0].name],
-              //     side === SwapSide.SELL
-              //       ? tokens[pair[0].name]
-              //       : tokens[pair[1].name],
-              //     side === SwapSide.SELL
-              //       ? holders[pair[1].name]
-              //       : holders[pair[0].name],
-              //     side === SwapSide.SELL
-              //       ? pair[1].sellAmount
-              //       : pair[1].buyAmount,
-              //     side,
-              //     dexKey,
-              //     contractMethod,
-              //     network,
-              //     provider,
-              //     undefined,
-              //     undefined,
-              //     undefined,
-              //     slippage,
-              //     sleepMs,
-              //   );
-              // });
-            });
-          });
-        });
-      }),
-    );
-  });
-
-  describe('Avalanche', () => {
-    const network = Network.AVALANCHE;
-    const provider = new StaticJsonRpcProvider(
-      generateConfig(network).privateHttpProvider,
-      network,
-    );
-    const tokens = Tokens[network];
-    const holders = Holders[network];
-
-    const pairs: { name: string; sellAmount: string; buyAmount: string }[][] = [
-      [
-        {
-          name: 'USDC',
-          sellAmount: '1000000',
-          buyAmount: '700000',
-        },
-        {
-          name: 'USDT',
-          sellAmount: '1000000',
-          buyAmount: '850000',
-        },
-      ],
-    ];
-
-    sideToContractMethods.forEach((contractMethods, side) =>
-      describe(`${side}`, () => {
-        contractMethods.forEach((contractMethod: ContractMethod) => {
-          pairs.forEach(pair => {
-            describe(`${contractMethod}`, () => {
-              it(`${pair[0].name} -> ${pair[1].name}`, async () => {
-                await testE2E(
-                  side === SwapSide.SELL
-                    ? tokens[pair[0].name]
-                    : tokens[pair[1].name],
-                  side === SwapSide.SELL
-                    ? tokens[pair[1].name]
-                    : tokens[pair[0].name],
-                  side === SwapSide.SELL
-                    ? holders[pair[0].name]
-                    : holders[pair[1].name],
-                  side === SwapSide.SELL
-                    ? pair[0].sellAmount
-                    : pair[0].buyAmount,
-                  side,
-                  dexKey,
-                  contractMethod,
-                  network,
-                  provider,
-                  undefined,
-                  undefined,
-                  undefined,
-                  slippage,
-                  sleepMs,
-                );
-              });
-              it(`${pair[1].name} -> ${pair[0].name}`, async () => {
-                await testE2E(
-                  side === SwapSide.SELL
-                    ? tokens[pair[1].name]
-                    : tokens[pair[0].name],
-                  side === SwapSide.SELL
-                    ? tokens[pair[0].name]
-                    : tokens[pair[1].name],
-                  side === SwapSide.SELL
-                    ? holders[pair[1].name]
-                    : holders[pair[0].name],
-                  side === SwapSide.SELL
-                    ? pair[1].sellAmount
-                    : pair[1].buyAmount,
-                  side,
-                  dexKey,
-                  contractMethod,
-                  network,
-                  provider,
-                  undefined,
-                  undefined,
-                  undefined,
-                  slippage,
-                  sleepMs,
-                );
-              });
-            });
-          });
-        });
-      }),
-    );
-  });
-});