@paraswap/dex-lib 4.1.20 → 4.1.21

package/src/dex/uniswap-v3/forks/velodrome-slipstream/velodrome-slipstream.ts

@@ -1,243 +0,0 @@
-import {
-  UniswapV3,
-  UNISWAPV3_CLEAN_NOT_EXISTING_POOL_TTL_MS,
-  UNISWAPV3_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS,
-} from '../../uniswap-v3';
-import { Network, SwapSide } from '../../../../constants';
-import { IDexHelper } from '../../../../dex-helper';
-import { Adapters, UniswapV3Config } from '../../config';
-import { Interface } from '@ethersproject/abi';
-import UniswapV3RouterABI from '../../../../abi/uniswap-v3/UniswapV3Router.abi.json';
-import UniswapV3QuoterV2ABI from '../../../../abi/uniswap-v3/UniswapV3QuoterV2.abi.json';
-import { getDexKeysWithNetwork } from '../../../../utils';
-import _ from 'lodash';
-import { Address, NumberAsString, Token } from '../../../../types';
-import { pack } from '@ethersproject/solidity';
-import { PoolState } from '../../types';
-import { VelodromeSlipstreamEventPool } from './velodrome-slipstream-pool';
-import { UniswapV3EventPool } from '../../uniswap-v3-pool';
-import {
-  OnPoolCreatedCallback,
-  UniswapV3Factory,
-} from '../../uniswap-v3-factory';
-
-type VelodromeSlipstreamData = {
-  path: {
-    tokenIn: Address;
-    tokenOut: Address;
-    fee: NumberAsString;
-    currentFee?: NumberAsString;
-    tickSpacing?: NumberAsString;
-  }[];
-  isApproved?: boolean;
-};
-
-export class VelodromeSlipstream extends UniswapV3 {
-  readonly eventPools: Record<string, VelodromeSlipstreamEventPool | null> = {};
-
-  constructor(
-    protected network: Network,
-    dexKey: string,
-    protected dexHelper: IDexHelper,
-    protected adapters = Adapters[network] || {},
-    readonly routerIface = new Interface(UniswapV3RouterABI),
-    readonly quoterIface = new Interface(UniswapV3QuoterV2ABI),
-    protected config = UniswapV3Config[dexKey][network],
-    protected poolsToPreload = [],
-  ) {
-    super(
-      network,
-      dexKey,
-      dexHelper,
-      adapters,
-      routerIface,
-      quoterIface,
-      config,
-      poolsToPreload,
-    );
-  }
-
-  public static dexKeysWithNetwork: { key: string; networks: Network[] }[] =
-    getDexKeysWithNetwork(
-      _.pick(UniswapV3Config, [
-        'VelodromeSlipstream',
-        'VelodromeSlipstreamNewFactory',
-        'AerodromeSlipstream',
-      ]),
-    );
-
-  async initializePricing(blockNumber: number) {
-    // Init listening to new pools creation
-    await this.factory.initialize(blockNumber);
-
-    if (!this.dexHelper.config.isSlave) {
-      const cleanExpiredNotExistingPoolsKeys = async () => {
-        const maxTimestamp =
-          Date.now() - UNISWAPV3_CLEAN_NOT_EXISTING_POOL_TTL_MS;
-        await this.dexHelper.cache.zremrangebyscore(
-          this.notExistingPoolSetKey,
-          0,
-          maxTimestamp,
-        );
-      };
-
-      void cleanExpiredNotExistingPoolsKeys();
-
-      this.intervalTask = setInterval(
-        cleanExpiredNotExistingPoolsKeys.bind(this),
-        UNISWAPV3_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS,
-      );
-    }
-  }
-
-  async getPoolsForIdentifiers(
-    srcAddress: string,
-    destAddress: string,
-    blockNumber: number,
-  ): Promise<(UniswapV3EventPool | null)[]> {
-    return Promise.all(
-      this.config.tickSpacings!.map(async tickSpacing =>
-        this.getPool(
-          srcAddress,
-          destAddress,
-          this.config.tickSpacingsToFees![tickSpacing.toString()],
-          blockNumber,
-          tickSpacing,
-        ),
-      ),
-    );
-  }
-
-  protected async getSelectedPools(
-    srcAddress: string,
-    destAddress: string,
-    blockNumber: number,
-  ): Promise<(UniswapV3EventPool | null)[]> {
-    return Promise.all(
-      this.config.tickSpacings!.map(async tickSpacing => {
-        const fee = this.config.tickSpacingsToFees![tickSpacing.toString()];
-        const locallyFoundPool =
-          this.eventPools[
-            this.getPoolIdentifier(srcAddress, destAddress, fee, tickSpacing)
-          ];
-
-        if (locallyFoundPool) return locallyFoundPool;
-
-        const newlyFetchedPool = await this.getPool(
-          srcAddress,
-          destAddress,
-          fee,
-          blockNumber,
-          tickSpacing,
-        );
-        return newlyFetchedPool;
-      }),
-    );
-  }
-
-  protected _encodePath(
-    path: {
-      tokenIn: Address;
-      tokenOut: Address;
-      tickSpacing: NumberAsString;
-      fee: NumberAsString;
-    }[],
-    side: SwapSide,
-  ): string {
-    if (path.length === 0) {
-      this.logger.error(
-        `${this.dexKey}: Received invalid path=${path} for side=${side} to encode`,
-      );
-      return '0x';
-    }
-
-    const { _path, types } = path.reduce(
-      (
-        { _path, types }: { _path: string[]; types: string[] },
-        curr,
-        index,
-      ): { _path: string[]; types: string[] } => {
-        if (index === 0) {
-          return {
-            types: ['address', 'uint24', 'address'],
-            _path: [curr.tokenIn, curr.tickSpacing, curr.tokenOut],
-          };
-        } else {
-          return {
-            types: [...types, 'uint24', 'address'],
-            _path: [..._path, curr.tickSpacing, curr.tokenOut],
-          };
-        }
-      },
-      { _path: [], types: [] },
-    );
-
-    return side === SwapSide.BUY
-      ? pack(types.reverse(), _path.reverse())
-      : pack(types, _path);
-  }
-
-  protected prepareData(
-    srcAddress: string,
-    destAddress: string,
-    pool: UniswapV3EventPool,
-    state: PoolState,
-  ): VelodromeSlipstreamData {
-    return {
-      path: [
-        {
-          tokenIn: srcAddress,
-          tokenOut: destAddress,
-          fee: pool.feeCode.toString(),
-          currentFee: state.fee.toString(),
-          tickSpacing: state.tickSpacing!.toString(),
-        },
-      ],
-    };
-  }
-
-  /*
-   * When a non existing pool is queried, it's blacklisted for an arbitrary long period in order to prevent issuing too many rpc calls
-   * Once the pool is created, it gets immediately flagged
-   */
-  protected onPoolCreatedDeleteFromNonExistingSet(): OnPoolCreatedCallback {
-    return async ({
-      token0,
-      token1,
-      fee, // actually this is a tickSpacing in this case
-    }) => {
-      const tickSpacing = fee;
-      const actualFee = this.config.tickSpacingsToFees![tickSpacing.toString()];
-
-      const logPrefix = '[onPoolCreatedDeleteFromNonExistingSet]';
-      const [_token0, _token1] = this._sortTokens(token0, token1);
-      const poolKey = `${_token0}_${_token1}_${actualFee}_${tickSpacing}`;
-
-      // consider doing it only from master pool for less calls to distant cache
-
-      // delete entry locally to let local instance discover the pool
-      delete this.eventPools[
-        this.getPoolIdentifier(_token0, _token1, actualFee, tickSpacing)
-      ];
-
-      try {
-        this.logger.info(
-          `${logPrefix} delete pool from not existing set=${this.notExistingPoolSetKey}; key=${poolKey}`,
-        );
-        // delete pool record from set
-        const result = await this.dexHelper.cache.zrem(
-          this.notExistingPoolSetKey,
-          [poolKey],
-        );
-        this.logger.info(
-          `${logPrefix} delete pool from not existing set=${this.notExistingPoolSetKey}; key=${poolKey}; result: ${result}`,
-        );
-      } catch (error) {
-        this.logger.error(
-          `${logPrefix} ERROR: failed to delete pool from set: set=${this.notExistingPoolSetKey}; key=${poolKey}`,
-          error,
-        );
-      }
-    };
-  }
-}

package/src/dex/uniswap-v3/scripts/check-pool-bitmap-ranges.ts

@@ -1,238 +0,0 @@
-// /*
-//  * It is just standalone helper script to estimate how wide bitMap range can be.
-//  * We need it in order to cover all possible state variations
-//  */
-// import * as dotenv from 'dotenv';
-// dotenv.config();
-//
-// import axios from 'axios';
-// import Web3 from 'web3';
-// import { Interface } from '@ethersproject/abi';
-// import _ from 'lodash';
-// import MulticallABI from '../../../abi/multi-v2.json';
-// import UniswapV3PoolABI from '../../../abi/uniswap-v3/UniswapV3Pool.abi.json';
-// import { UNISWAPV3_SUBGRAPH_URL } from '../constants';
-// import { MULTI_V2, Network, ProviderURL } from '../../../constants';
-// import { BI_MAX_INT16, BI_MIN_INT16 } from '../../../bigint-constants';
-//
-// type SubgraphResult = { id: string; totalValueLockedUSD: string };
-//
-// const network = Network.MAINNET;
-//
-// const web3Provider = new Web3(ProviderURL[network]);
-// const multicallContract = new web3Provider.eth.Contract(
-//   MulticallABI as any,
-//   MULTI_V2[network],
-// );
-//
-// const poolIface = new Interface(UniswapV3PoolABI);
-//
-// async function getBitmap(
-//   pool: string,
-//   indexes: number[],
-// ): Promise<Record<number, bigint>> {
-//   const callData = indexes.map(ind => ({
-//     target: pool,
-//     callData: poolIface.encodeFunctionData('tickBitmap', [ind]),
-//   }));
-//
-//   try {
-//     // console.log(
-//     //   `Start fetching bitMaps for ${pool}. Indexes from ${indexes[0]} to ${
-//     //     indexes.slice(-1)[0]
-//     //   }`,
-//     // );
-//     // const start = Date.now();
-//     const result = await multicallContract.methods.aggregate(callData).call({});
-//
-//     // console.log(
-//     //   `Done fetching bitMaps for ${pool}. Indexes from ${indexes[0]} to ${
-//     //     indexes.slice(-1)[0]
-//     //   } took ${Math.floor((Date.now() - start) / 1000)} sec.`,
-//     // );
-//
-//     const decoded = result.returnData.map((d: string): bigint =>
-//       BigInt(poolIface.decodeFunctionResult('tickBitmap', d)[0]),
-//     ) as bigint[];
-//
-//     return decoded.reduce<Record<number, bigint>>((acc, curr, i) => {
-//       if (curr !== 0n) {
-//         acc[indexes[i]] = curr;
-//       }
-//       return acc;
-//     }, {});
-//   } catch (e) {
-//     console.log(
-//       `Can not fetch bitMaps for ${pool}. Indexes from ${indexes[0]} to ${
-//         indexes.slice(-1)[0]
-//       }. Pool state is not full`,
-//       e,
-//     );
-//     return [];
-//   }
-// }
-//
-// async function getBitmaps(
-//   pool: string,
-//   start: number,
-//   end: number,
-//   chunks: number,
-// ): Promise<Record<number, bigint>> {
-//   const total = Math.abs(start) + end + 1;
-//   const indexes = _.range(start, end + 1);
-//
-//   const chunked = _.chunk(indexes, Math.ceil(total / chunks));
-//
-//   const bitMapArrays = await Promise.all(
-//     chunked.map(async chunk => getBitmap(pool, chunk)),
-//   );
-//
-//   // if (bitMapArrays.some(bitMapArray => Object.keys(bitMapArray).length === 0)) {
-//   //   return {};
-//   // }
-//
-//   const bitMapsReduced = bitMapArrays.reduce<Record<number, bigint>>(
-//     (acc, curr) => ({ ...acc, ...curr }),
-//     {},
-//   );
-//
-//   return bitMapsReduced;
-// }
-//
-// async function getPools(): Promise<SubgraphResult[]> {
-//   const query = `
-//     {
-//       pools(first: 1000, skip: 1000, orderBy: totalValueLockedUSD, orderDirection: desc) {
-//         id
-//         totalValueLockedUSD
-//         }
-//     }
-//   `;
-//   try {
-//     const res = await axios.post<{ data: { pools: SubgraphResult[] } }>(
-//       UNISWAPV3_SUBGRAPH_URL,
-//       { query },
-//     );
-//     return res.data.data.pools;
-//   } catch (e) {
-//     console.log(e);
-//     return [];
-//   }
-// }
-//
-// (async function main() {
-//   const pools = await getPools();
-//   const lowerTickBitmap = Number(BI_MIN_INT16);
-//   const upperTickBitmap = Number(BI_MAX_INT16);
-//   const chunks = 20;
-//   const poolsNumToProcess = 1;
-//   const poolStartToProcess = 20;
-//
-//   // Calculated from 213 first pools and 19 after 1000
-//   let globalMin = {
-//     index: -3466,
-//     value: 16777216n,
-//     pool: '0x5777d92f208679db4b9778590fa3cab3ac9e2168',
-//   };
-//
-//   let globalMax = {
-//     index: 3465,
-//     value:
-//       6901746346790563787434755862277025452451108972170386555162524223799296n,
-//     pool: '0x5777d92f208679db4b9778590fa3cab3ac9e2168',
-//   };
-//
-//   const indexesCounter: Record<number, number> = JSON.parse(
-//     // Last result for 213 and 19 after 1000
-//     `{"0":63,"1":37,"2":42,"3":25,"4":19,"5":21,"6":9,"7":9,"8":19,"9":6,"10":6,"11":13,"12":3,"13":8,"14":8,"15":6,"16":7,"17":46,"18":7,"19":9,"20":5,"21":4,"22":3,"23":7,"24":1,"25":2,"26":3,"28":2,"29":1,"30":1,"31":1,"35":1,"37":1,"38":1,"39":1,"41":1,"42":1,"44":2,"52":1,"53":2,"57":38,"62":1,"67":1,"68":1,"69":1,"70":2,"71":1,"72":2,"73":1,"74":1,"75":2,"76":1,"77":1,"78":2,"79":1,"80":1,"81":1,"82":2,"83":1,"84":1,"85":1,"86":1,"87":1,"89":3,"90":1,"91":1,"92":1,"93":2,"94":1,"96":1,"97":1,"98":2,"99":1,"100":1,"101":1,"102":1,"103":1,"104":1,"105":2,"106":1,"107":4,"108":1,"110":1,"111":1,"113":1,"114":1,"116":1,"117":1,"118":1,"123":1,"124":1,"125":2,"134":1,"136":1,"137":1,"138":1,"139":1,"140":1,"143":2,"150":1,"152":1,"161":1,"177":1,"296":1,"346":10,"406":1,"444":1,"558":1,"596":1,"704":1,"742":1,"1076":1,"1077":1,"3465":1,"-3466":1,"-1080":4,"-1079":1,"-347":11,"-120":1,"-119":1,"-117":2,"-110":2,"-109":4,"-108":12,"-106":2,"-97":1,"-96":1,"-78":3,"-1":73,"-58":41,"-20":4,"-36":4,"-18":47,"-107":2,"-2":68,"-6":38,"-27":3,"-26":1,"-24":2,"-23":2,"-22":2,"-21":2,"-17":9,"-16":6,"-15":5,"-14":12,"-13":6,"-12":11,"-11":11,"-10":8,"-9":20,"-8":20,"-5":41,"-3":55,"-7":24,"-4":40,"-162":1,"-153":1,"-144":1,"-135":1,"-126":1,"-104":1,"-100":1,"-99":1,"-90":1,"-86":1,"-85":1,"-83":1,"-82":1,"-81":1,"-80":1,"-79":1,"-77":1,"-76":1,"-75":1,"-74":1,"-73":1,"-72":1,"-71":1,"-70":1,"-68":1,"-67":1,"-66":1,"-63":1,"-61":1,"-54":2,"-45":1,"-39":1,"-38":2,"-35":1,"-34":1,"-33":2,"-32":1,"-31":1,"-30":1,"-29":1,"-28":1,"-25":1,"-37":1,"-375":2,"-337":2,"-19":4}`,
-//   );
-//
-//   const chunkedPools = _.chunk(pools, poolsNumToProcess);
-//
-//   for (const [index, chunkedPool] of chunkedPools
-//     .slice(poolStartToProcess)
-//     .entries()) {
-//     console.log(
-//       `\nStart processing batch #${poolStartToProcess + index} pools...`,
-//     );
-//     const start = Date.now();
-//     await Promise.all(
-//       chunkedPool.map(async pool => {
-//         const bitMaps = await getBitmaps(
-//           pool.id,
-//           lowerTickBitmap,
-//           upperTickBitmap,
-//           chunks,
-//         );
-//
-//         let newGlobalMinPosition = {
-//           index: globalMin.index,
-//           value: globalMin.value,
-//         };
-//         let newGlobalMaxPosition = {
-//           index: globalMax.index,
-//           value: globalMax.value,
-//         };
-//
-//         Object.keys(bitMaps).map(v => {
-//           const parsed = Number(v);
-//           indexesCounter[parsed] =
-//             indexesCounter[parsed] === undefined
-//               ? 1
-//               : indexesCounter[parsed] + 1;
-//
-//           if (parsed < newGlobalMinPosition.index) {
-//             newGlobalMinPosition.index = parsed;
-//             newGlobalMinPosition.value = bitMaps[parsed];
-//           }
-//           if (parsed > newGlobalMaxPosition.index) {
-//             newGlobalMaxPosition.index = parsed;
-//             newGlobalMaxPosition.value = bitMaps[parsed];
-//           }
-//
-//           return parsed;
-//         });
-//
-//         if (newGlobalMinPosition.index !== globalMin.index) {
-//           console.log(
-//             `Found new globalMin=${newGlobalMinPosition.index} in pool ${pool.id} and value=${newGlobalMinPosition.value}`,
-//           );
-//           globalMin.index = newGlobalMinPosition.index;
-//           globalMin.value = newGlobalMinPosition.value;
-//           globalMin.pool = pool.id;
-//         }
-//         if (newGlobalMaxPosition.index !== globalMax.index) {
-//           console.log(
-//             `Found new globalMax=${newGlobalMaxPosition.index} in pool ${pool.id} and value=${newGlobalMaxPosition.value}`,
-//           );
-//           globalMax.index = newGlobalMaxPosition.index;
-//           globalMax.value = newGlobalMaxPosition.value;
-//           globalMax.pool = pool.id;
-//         }
-//       }),
-//     );
-//
-//     console.log(
-//       `Done processing batch #${
-//         poolStartToProcess + index
-//       } pools Took ${Math.floor(
-//         (Date.now() - start) / 1000,
-//       )} sec. Current indexesCounter state is:`,
-//     );
-//     console.log(JSON.stringify(indexesCounter));
-//     console.log('\nCurrent globalMin:');
-//     console.log(
-//       JSON.stringify(
-//         globalMin,
-//         (key, value) => (typeof value === 'bigint' ? value.toString() : value), // return everything else unchanged
-//       ),
-//     );
-//     console.log('\nCurrent globalMax:');
-//     console.log(
-//       JSON.stringify(
-//         globalMax,
-//         (key, value) => (typeof value === 'bigint' ? value.toString() : value), // return everything else unchanged
-//       ),
-//     );
-//   }
-// })();

package/src/dex/uniswap-v3/scripts/measure-calc-time.ts

@@ -1,172 +0,0 @@
-/*
-
-The purpose of this script is to measure the real calculation time for price
-request worst case scenario.
-
-*/
-import * as dotenv from 'dotenv';
-import { getLogger } from '../../../lib/log4js';
-import { DeepReadonly } from 'ts-essentials';
-dotenv.config();
-import { Network, SwapSide } from '../../../constants';
-import { DummyDexHelper } from '../../../dex-helper';
-import { uniswapV3Math } from '../contract-math/uniswap-v3-math';
-import { PoolState } from '../types';
-import { UniswapV3 } from '../uniswap-v3';
-
-const logger = getLogger('UniswapV3MeasureScript');
-
-const runsNumber = 1000;
-const printFrequency = 100;
-const network = Network.MAINNET;
-const dexHelper = new DummyDexHelper(network);
-
-const uniV3 = new UniswapV3(network, 'UniswapV3', dexHelper);
-
-// USDC
-const srcToken = {
-  address: '0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48',
-  decimals: 6,
-};
-
-// WETH
-const destToken = {
-  address: '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2',
-  decimals: 18,
-};
-
-// 2_000_000 -> 100_000_000 (50 chunks)
-const amounts = [
-  0n,
-  2000000000000n,
-  4000000000000n,
-  6000000000000n,
-  8000000000000n,
-  10000000000000n,
-  12000000000000n,
-  14000000000000n,
-  16000000000000n,
-  18000000000000n,
-  20000000000000n,
-  22000000000000n,
-  24000000000000n,
-  26000000000000n,
-  28000000000000n,
-  30000000000000n,
-  32000000000000n,
-  34000000000000n,
-  36000000000000n,
-  38000000000000n,
-  40000000000000n,
-  42000000000000n,
-  44000000000000n,
-  46000000000000n,
-  48000000000000n,
-  50000000000000n,
-  52000000000000n,
-  54000000000000n,
-  56000000000000n,
-  58000000000000n,
-  60000000000000n,
-  62000000000000n,
-  64000000000000n,
-  66000000000000n,
-  68000000000000n,
-  70000000000000n,
-  72000000000000n,
-  74000000000000n,
-  76000000000000n,
-  78000000000000n,
-  80000000000000n,
-  82000000000000n,
-  84000000000000n,
-  86000000000000n,
-  88000000000000n,
-  90000000000000n,
-  92000000000000n,
-  94000000000000n,
-  96000000000000n,
-  98000000000000n,
-  100000000000000n,
-  1000000000000000n,
-  10000000000000000n,
-  100000000000000000n,
-];
-const side = SwapSide.SELL;
-
-const sortTokens = (srcAddress: string, destAddress: string) => {
-  return [srcAddress, destAddress].sort((a, b) => (a < b ? -1 : 1));
-};
-
-const [token0] = sortTokens(
-  srcToken.address.toLowerCase(),
-  destToken.address.toLowerCase(),
-);
-
-const zeroForOne = token0 === srcToken.address.toLowerCase() ? true : false;
-
-const executeGetPricesVolume = async (blockNumber: number) => {
-  await uniV3.getPricesVolume(srcToken, destToken, amounts, side, blockNumber);
-};
-
-const executeOnlySyncOperations = async (states: DeepReadonly<PoolState>[]) => {
-  await Promise.all(
-    states.map(async state => {
-      await uniswapV3Math.queryOutputs(state, amounts, zeroForOne, side);
-    }),
-  );
-};
-
-const aggregateAndPrintMeasures = (measures: number[]) => {
-  const sum = measures.reduce((a, b) => a + b);
-  logger.info(
-    `Measured ${measures.length}. Average = ${(sum / measures.length).toFixed(
-      2,
-    )} ms. Max = ${Math.max(...measures)} ms. Min = ${Math.min(
-      ...measures,
-    )} ms. `,
-  );
-};
-
-const runOneSuite = async (func: Function) => {
-  let counter = 0;
-  const measures = [];
-
-  while (counter < runsNumber) {
-    const start = Date.now();
-
-    await func();
-
-    const elapsed = Date.now() - start;
-    measures.push(elapsed);
-    if (measures.length % printFrequency === 0) {
-      aggregateAndPrintMeasures(measures);
-    }
-    counter++;
-  }
-  logger.info('\n');
-  aggregateAndPrintMeasures(measures);
-};
-
-(async function main() {
-  logger.info(`Started measurement script for ${runsNumber} runs...\n`);
-
-  const blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
-
-  // Fetch all states and calculation variables before measurement
-  await executeGetPricesVolume(blockNumber);
-
-  logger.info('\n');
-
-  const states = Object.values(uniV3.eventPools).map(
-    ep => ep!.getState(blockNumber)!,
-  );
-
-  logger.info(`\nRun for full calculation cycles\n`);
-  await runOneSuite(executeGetPricesVolume.bind(undefined, blockNumber));
-
-  logger.info(`\nRun for only sync cycles\n`);
-  await runOneSuite(executeOnlySyncOperations.bind(undefined, states));
-
-  logger.info(`Tests ended`);
-})();