@paraswap/dex-lib 4.1.21 → 4.1.22-cables-angle-type-errors.0

package/build/dex/swaap-v1/libraries/GeometricBrownianMotion.js

@@ -1,316 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.GeometricBrownianMotion = void 0;
-const Const_1 = require("./Const");
-const Num_1 = require("./Num");
-const LogExpMath_1 = require("./LogExpMath");
-const ChainlinkUtils_1 = require("./ChainlinkUtils");
-class GeometricBrownianMotion {
-    /**
-     * @notice Gets asset-pair approximate historical return's mean and variance
-     * @param latestRoundIn The round-to-start-from's data including its ID of tokenIn
-     * @param latestRoundOut The round-to-start-from's data including its ID of tokenOut
-     * @param hpParameters The parameters for historical prices retrieval
-     * @return gbmEstimation The asset-pair historical return's mean and variance
-     */
-    static getParametersEstimation(latestRoundIn, latestRoundOut, hpParameters, historicalOracleStateIn, historicalOracleStateOut) {
-        // retrieve historical prices of tokenIn
-        let [pricesIn, timestampsIn, startIndexIn, noMoreDataPointIn] = GeometricBrownianMotion.getHistoricalPrices(latestRoundIn, hpParameters, historicalOracleStateIn);
-        if (!noMoreDataPointIn && startIndexIn < hpParameters.lookbackInRound - 1) {
-            return {
-                mean: 0n,
-                variance: 0n,
-                success: false,
-            };
-        }
-        let reducedLookbackInSecCandidate = hpParameters.timestamp - timestampsIn[startIndexIn];
-        if (reducedLookbackInSecCandidate < hpParameters.lookbackInSec) {
-            hpParameters.lookbackInSec = reducedLookbackInSecCandidate;
-        }
-        // retrieve historical prices of tokenOut
-        let [pricesOut, timestampsOut, startIndexOut, noMoreDataPointOut] = GeometricBrownianMotion.getHistoricalPrices(latestRoundOut, hpParameters, historicalOracleStateOut);
-        if (!noMoreDataPointOut &&
-            startIndexOut < hpParameters.lookbackInRound - 1) {
-            return {
-                mean: 0n,
-                variance: 0n,
-                success: false,
-            };
-        }
-        return GeometricBrownianMotion._getParametersEstimation(noMoreDataPointIn && noMoreDataPointOut, { startIndex: startIndexIn, timestamps: timestampsIn, prices: pricesIn }, {
-            startIndex: startIndexOut,
-            timestamps: timestampsOut,
-            prices: pricesOut,
-        }, hpParameters);
-    }
-    /**
-     * @notice Gets asset-pair historical data return's mean and variance
-     * @param noMoreDataPoints True if and only if the retrieved data span over the whole time window of interest
-     * @param hpDataIn Historical prices data of tokenIn
-     * @param hpDataOut Historical prices data of tokenOut
-     * @param hpParameters The parameters for historical prices retrieval
-     * @return gbmEstimation The asset-pair historical return's mean and variance
-     */
-    static _getParametersEstimation(noMoreDataPoints, hpDataIn, hpDataOut, hpParameters) {
-        // no price return can be calculated with only 1 data point
-        if (hpDataIn.startIndex == 0 && hpDataOut.startIndex == 0) {
-            return {
-                mean: 0n,
-                variance: 0n,
-                success: true,
-            };
-        }
-        if (noMoreDataPoints) {
-            let ts = hpParameters.timestamp - hpParameters.lookbackInSec;
-            hpDataIn.timestamps[hpDataIn.startIndex] = ts;
-            hpDataOut.timestamps[hpDataOut.startIndex] = ts;
-        }
-        else {
-            GeometricBrownianMotion.consolidateStartIndices(hpDataIn, hpDataOut);
-            // no price return can be calculated with only 1 data point
-            if (hpDataIn.startIndex == 0 && hpDataOut.startIndex == 0) {
-                return {
-                    mean: 0n,
-                    variance: 0n,
-                    success: true,
-                };
-            }
-        }
-        let [values, timestamps] = GeometricBrownianMotion.getSeries(hpDataIn.prices, hpDataIn.timestamps, hpDataIn.startIndex, hpDataOut.prices, hpDataOut.timestamps, hpDataOut.startIndex);
-        let [mean, variance] = GeometricBrownianMotion.getStatistics(values, timestamps);
-        return {
-            mean: mean,
-            variance: variance,
-            success: true,
-        };
-    }
-    /**
-     * @notice Gets asset-pair historical prices with timestamps
-     * @param pricesIn The historical prices of tokenIn
-     * @param timestampsIn The timestamps corresponding to the tokenIn's historical prices
-     * @param startIndexIn The tokenIn historical data's last valid index
-     * @param pricesOut The tokenIn historical data's last valid index
-     * @param timestampsOut The timestamps corresponding to the tokenOut's historical prices
-     * @param startIndexOut The tokenOut historical data's last valid index
-     * @return values The asset-pair historical prices array
-     * @return timestamps The asset-pair historical timestamps array
-     */
-    static getSeries(pricesIn, timestampsIn, startIndexIn, pricesOut, timestampsOut, startIndexOut) {
-        let values, timestamps;
-        // compute the number of returns
-        let count = 1;
-        {
-            let _startIndexIn = startIndexIn;
-            let _startIndexOut = startIndexOut;
-            let skip = true;
-            while (_startIndexIn > 0 || _startIndexOut > 0) {
-                [skip, _startIndexIn, _startIndexOut] =
-                    GeometricBrownianMotion.getNextSample(_startIndexIn, _startIndexOut, timestampsIn, timestampsOut);
-                if (!skip) {
-                    count += 1;
-                }
-            }
-            values = new Array(count);
-            timestamps = new Array(count);
-            values[0] = Num_1.Num.div(pricesOut[startIndexOut], pricesIn[startIndexIn]);
-            timestamps[0] =
-                Num_1.Num.max(timestampsOut[startIndexOut], timestampsIn[startIndexIn]) *
-                    Const_1.Const.ONE;
-        }
-        // compute actual returns
-        {
-            count = 1;
-            let skip = true;
-            while (startIndexIn > 0 || startIndexOut > 0) {
-                [skip, startIndexIn, startIndexOut] =
-                    GeometricBrownianMotion.getNextSample(startIndexIn, startIndexOut, timestampsIn, timestampsOut);
-                if (!skip) {
-                    values[count] = Num_1.Num.div(pricesOut[startIndexOut], pricesIn[startIndexIn]);
-                    timestamps[count] =
-                        Num_1.Num.max(timestampsOut[startIndexOut], timestampsIn[startIndexIn]) *
-                            Const_1.Const.ONE;
-                    count += 1;
-                }
-            }
-        }
-        return [values, timestamps];
-    }
-    /**
-     * @notice Gets asset-pair historical mean/variance from timestamped data
-     * @param values The historical values
-     * @param timestamps The corresponding time deltas, in seconds
-     * @return mean The asset-pair historical return's mean
-     * @return variance asset-pair historical return's variance
-     */
-    static getStatistics(values, timestamps) {
-        let n = values.length;
-        if (n < 2) {
-            return [0n, 0n];
-        }
-        n -= 1;
-        let tWithPrecision = timestamps[n] - timestamps[0];
-        // mean
-        let mean = Num_1.Num.divInt256(LogExpMath_1.LogExpMath.ln(Num_1.Num.divInt256(values[n], values[0])), tWithPrecision);
-        let meanSquare;
-        if (mean < 0) {
-            meanSquare = Num_1.Num.mul(-mean, -mean);
-        }
-        else {
-            meanSquare = Num_1.Num.mul(mean, mean);
-        }
-        // variance
-        let variance = -Num_1.Num.mul(meanSquare, tWithPrecision);
-        for (let i = 1; i <= n; i++) {
-            let d = LogExpMath_1.LogExpMath.ln(Num_1.Num.divInt256(values[i], values[i - 1]));
-            if (d < 0) {
-                d = -d;
-            }
-            let dAbs = d;
-            variance += Num_1.Num.div(Num_1.Num.mul(dAbs, dAbs), timestamps[i] - timestamps[i - 1]);
-        }
-        variance = Num_1.Num.divInt256(variance, BigInt(n) * Const_1.Const.ONE);
-        return [mean, Num_1.Num.positivePart(variance)];
-    }
-    /**
-     * @notice Gets historical prices from a Chainlink data feed
-     * @dev Few specificities:
-     * - it filters out round data with null price or timestamp
-     * - it stops filling the prices/timestamps when:
-     * a) hpParameters.lookbackInRound rounds have already been found
-     * b) time window induced by hpParameters.lookbackInSec is no more satisfied
-     * @param latestRound The round-to-start-from's data including its ID
-     * @param hpParameters The parameters for historical prices retrieval
-     * @return historicalPrices The historical prices of a token
-     * @return historicalTimestamps The timestamps of the reported prices
-     * @return index The last valid index of the returned arrays
-     * @return noMoreDataPoints True if the reported historical prices reaches the lookback time limit
-     */
-    static getHistoricalPrices(latestRound, hpParameters, historicalOracleState) {
-        let latestTimestamp = latestRound.timestamp;
-        // historical price endtimestamp >= lookback window or it reverts
-        let timeLimit = Num_1.Num.sub(hpParameters.timestamp, hpParameters.lookbackInSec);
-        // result variables
-        let prices = new Array(hpParameters.lookbackInRound);
-        let timestamps = new Array(hpParameters.lookbackInRound);
-        let idx = 1;
-        {
-            prices[0] = latestRound.price; // is supposed to be well valid
-            timestamps[0] = latestTimestamp; // is supposed to be well valid
-            if (latestTimestamp < timeLimit) {
-                return [prices, timestamps, 0, true];
-            }
-            let count = 1;
-            // buffer variables
-            let _roundId = latestRound.roundId;
-            while (_roundId >= hpParameters.lookbackStepInRound &&
-                count < hpParameters.lookbackInRound) {
-                _roundId -= hpParameters.lookbackStepInRound;
-                let [_price, _timestamp] = ChainlinkUtils_1.ChainlinkUtils.getRoundData(_roundId, historicalOracleState);
-                if (_price > 0 && _timestamp > 0) {
-                    prices[idx] = _price;
-                    timestamps[idx] = _timestamp;
-                    idx += 1;
-                    if (_timestamp < timeLimit) {
-                        return [prices, timestamps, idx - 1, true];
-                    }
-                }
-                count += 1;
-            }
-        }
-        return [prices, timestamps, idx - 1, false];
-    }
-    /**
-     * @notice Finds the next data point in chronological order
-     * @dev Few considerations:
-     * - data point with same timestamp as previous point are tagged with a 'skip=true'
-     * - when we reach the last point of a token, we consider it's value constant going forward with the other token
-     * As a result the variance of those returns will be underestimated.
-     * @param startIndexIn  The tokenIn historical data's last valid index
-     * @param startIndexOut The tokenOut historical data's last valid index
-     * @param timestampsIn  The timestamps corresponding to the tokenIn's historical prices
-     * @param timestampsOut The timestamps corresponding to the tokenOut's historical prices
-     * @return skip The 'skip' tag
-     * @return startIndexIn The updated startIndexIn
-     * @return startIndexOut The updated startIndexOut
-     */
-    static getNextSample(startIndexIn, startIndexOut, timestampsIn, timestampsOut) {
-        let skip = true;
-        let nextStartIndexIn = startIndexIn > 0 ? startIndexIn - 1 : startIndexIn;
-        let nextStartIndexOut = startIndexOut > 0 ? startIndexOut - 1 : startIndexOut;
-        if (timestampsIn[nextStartIndexIn] == timestampsOut[nextStartIndexOut]) {
-            if (timestampsIn[nextStartIndexIn] != timestampsIn[startIndexIn] &&
-                timestampsOut[nextStartIndexOut] != timestampsOut[startIndexOut]) {
-                skip = false;
-            }
-            if (startIndexIn > 0) {
-                startIndexIn--;
-            }
-            if (startIndexOut > 0) {
-                startIndexOut--;
-            }
-        }
-        else {
-            if (startIndexOut == 0) {
-                if (timestampsIn[nextStartIndexIn] != timestampsIn[startIndexIn]) {
-                    skip = false;
-                }
-                if (startIndexIn > 0) {
-                    startIndexIn--;
-                }
-            }
-            else if (startIndexIn == 0) {
-                if (timestampsOut[nextStartIndexOut] != timestampsOut[startIndexOut]) {
-                    skip = false;
-                }
-                if (startIndexOut > 0) {
-                    startIndexOut--;
-                }
-            }
-            else {
-                if (timestampsIn[nextStartIndexIn] < timestampsOut[nextStartIndexOut]) {
-                    if (timestampsIn[nextStartIndexIn] != timestampsIn[startIndexIn]) {
-                        skip = false;
-                    }
-                    if (startIndexIn > 0) {
-                        startIndexIn--;
-                    }
-                }
-                else {
-                    if (timestampsOut[nextStartIndexOut] != timestampsOut[startIndexOut]) {
-                        skip = false;
-                    }
-                    if (startIndexOut > 0) {
-                        startIndexOut--;
-                    }
-                }
-            }
-        }
-        return [skip, startIndexIn, startIndexOut];
-    }
-    /**
-     * @notice Consolidate the last valid indexes of tokenIn and tokenOut
-     * @param hpDataIn Historical prices data of tokenIn
-     * @param hpDataOut Historical prices data of tokenOut
-     */
-    static consolidateStartIndices(hpDataIn, hpDataOut) {
-        // trim prices/timestamps by adjusting startIndexes
-        if (hpDataIn.timestamps[hpDataIn.startIndex] >
-            hpDataOut.timestamps[hpDataOut.startIndex]) {
-            while (hpDataOut.startIndex > 0 &&
-                hpDataOut.timestamps[hpDataOut.startIndex - 1] <=
-                    hpDataIn.timestamps[hpDataIn.startIndex]) {
-                --hpDataOut.startIndex;
-            }
-        }
-        else if (hpDataIn.timestamps[hpDataIn.startIndex] <
-            hpDataOut.timestamps[hpDataOut.startIndex]) {
-            while (hpDataIn.startIndex > 0 &&
-                hpDataIn.timestamps[hpDataIn.startIndex - 1] <=
-                    hpDataOut.timestamps[hpDataOut.startIndex]) {
-                --hpDataIn.startIndex;
-            }
-        }
-    }
-}
-exports.GeometricBrownianMotion = GeometricBrownianMotion;
-//# sourceMappingURL=GeometricBrownianMotion.js.map

package/build/dex/swaap-v1/libraries/GeometricBrownianMotion.js.map

@@ -1 +0,0 @@
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package/build/dex/swaap-v1/libraries/LogExpMath.d.ts

@@ -1,75 +0,0 @@
-/**
- * @dev Exponentiation and logarithm functions for 18 decimal fixed point numbers (both base and exponent/argument).
- *
- * Exponentiation and logarithm with arbitrary bases (x^y and log_x(y)) are implemented by conversion to natural
- * exponentiation and logarithm (where the base is Euler's number).
- *
- * @author Fernando Martinelli - @fernandomartinelli
- * @author Sergio Yuhjtman - @sergioyuhjtman
- * @author Daniel Fernandez - @dmf7z
- */
-export declare class LogExpMath {
-    static ONE_18: bigint;
-    static ONE_20: bigint;
-    static ONE_36: bigint;
-    static MAX_NATURAL_EXPONENT: bigint;
-    static MIN_NATURAL_EXPONENT: bigint;
-    static LN_36_LOWER_BOUND: bigint;
-    static LN_36_UPPER_BOUND: bigint;
-    static MILD_EXPONENT_BOUND: bigint;
-    static x0: bigint;
-    static a0: bigint;
-    static x1: bigint;
-    static a1: bigint;
-    static x2: bigint;
-    static a2: bigint;
-    static x3: bigint;
-    static a3: bigint;
-    static x4: bigint;
-    static a4: bigint;
-    static x5: bigint;
-    static a5: bigint;
-    static x6: bigint;
-    static a6: bigint;
-    static x7: bigint;
-    static a7: bigint;
-    static x8: bigint;
-    static a8: bigint;
-    static x9: bigint;
-    static a9: bigint;
-    static x10: bigint;
-    static a10: bigint;
-    static x11: bigint;
-    static a11: bigint;
-    /**
-     * @dev Exponentiation (x^y) with unsigned 18 decimal fixed point base and exponent.
-     *
-     * Reverts if ln(x) * y is smaller than `MIN_NATURAL_EXPONENT`, or larger than `MAX_NATURAL_EXPONENT`.
-     */
-    static pow(x: bigint, y: bigint): bigint;
-    /**
-     * @dev Natural exponentiation (e^x) with signed 18 decimal fixed point exponent.
-     *
-     * Reverts if `x` is smaller than MIN_NATURAL_EXPONENT, or larger than `MAX_NATURAL_EXPONENT`.
-     */
-    static exp(x: bigint): bigint;
-    /**
-     * @dev Logarithm (log(arg, base), with signed 18 decimal fixed point base and argument.
-     */
-    static log(arg: bigint, base: bigint): bigint;
-    /**
-     * @dev Natural logarithm (ln(a)) with signed 18 decimal fixed point argument.
-     */
-    static ln(a: bigint): bigint;
-    /**
-     * @dev Internal natural logarithm (ln(a)) with signed 18 decimal fixed point argument.
-     */
-    static _ln(a: bigint): bigint;
-    /**
-     * @dev Intrnal high precision (36 decimal places) natural logarithm (ln(x)) with signed 18 decimal fixed point argument,
-     * for x close to one.
-     *
-     * Should only be used if x is between LN_36_LOWER_BOUND and LN_36_UPPER_BOUND.
-     */
-    static _ln_36(x: bigint): bigint;
-}