@paraswap/dex-lib 4.1.21 → 4.1.22
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/dex/angle-transmuter/angle-transmuter.d.ts +3 -4
- package/build/dex/angle-transmuter/angle-transmuter.js +7 -5
- package/build/dex/angle-transmuter/angle-transmuter.js.map +1 -1
- package/build/dex/cables/cables.js +4 -0
- package/build/dex/cables/cables.js.map +1 -1
- package/build/dex/uniswap-v3/uniswap-v3-new.d.ts +94 -0
- package/build/dex/uniswap-v3/uniswap-v3-new.js +923 -0
- package/build/dex/uniswap-v3/uniswap-v3-new.js.map +1 -0
- package/build/dex/zerox/index.d.ts +1 -1
- package/build/dex/zerox/index.js.map +1 -1
- package/package.json +1 -1
- package/build/abi/AaveV1_lending_pool.json +0 -27
- package/build/abi/Aave_GSM.json +0 -751
- package/build/abi/Balancer.json +0 -257
- package/build/abi/BalancerV2.json +0 -1179
- package/build/abi/RamsesV2Pool.abi.json +0 -1554
- package/build/abi/RamsesV2Quoter.abi.json +0 -274
- package/build/abi/USDM.json +0 -807
- package/build/abi/UniswapV2Router.json +0 -397
- package/build/abi/angle-transmuter/ChainlinkAccessControlledOffchainAggregator.json +0 -1246
- package/build/abi/angle-transmuter/ChainlinkEACAggregatorProxy.json +0 -509
- package/build/abi/curve-v1/CurveBUSDv2.abi.json +0 -1356
- package/build/abi/curve-v1/CurveTokenV1.json +0 -305
- package/build/abi/curve-v1/CurveTokenV2.json +0 -318
- package/build/abi/curve-v1/CurveV1StableNg.json +0 -1452
- package/build/abi/curve-v1/CurveV2Swap.json +0 -700
- package/build/abi/curve-v1/FactoryCryptoRegistry.json +0 -316
- package/build/abi/curve-v1/FactoryRegistry.json +0 -508
- package/build/abi/curve-v1/StableSwapAave.json +0 -1152
- package/build/abi/curve-v1/StableSwapBUSD.json +0 -814
- package/build/abi/curve-v1/StableSwapCompound.json +0 -814
- package/build/abi/curve-v1/StableSwapIDLE.json +0 -1253
- package/build/abi/curve-v1/StableSwapPax.json +0 -865
- package/build/abi/curve-v1/StableSwapSnow.json +0 -900
- package/build/abi/curve-v1/StableSwapUSDN.json +0 -1004
- package/build/abi/curve-v1/StableSwapUSDT.json +0 -814
- package/build/abi/curve-v1/StableSwapY.json +0 -814
- package/build/abi/inception/inception-ineth-pool.json +0 -1062
- package/build/abi/inception/inception-ineth.json +0 -609
- package/build/abi/inception/inception-ratio-feed.json +0 -329
- package/build/abi/inception/inception-vault.json +0 -991
- package/build/abi/kyberdmm/kyber-storage.abi.json +0 -824
- package/build/abi/kyberdmm.abi.json +0 -1148
- package/build/abi/maverick-v2/MaverickV2Quoter.json +0 -278
- package/build/abi/nerve/nerve-metapool.json +0 -790
- package/build/abi/platypus/asset.json +0 -490
- package/build/abi/platypus/avax-pool.json +0 -820
- package/build/abi/platypus/oracle.json +0 -119
- package/build/abi/platypus/pool.json +0 -677
- package/build/abi/smardex/all/smardex-router.json +0 -648
- package/build/abi/smardex/layer-1/smardex-factory.json +0 -242
- package/build/abi/smardex/layer-1/smardex-pool.json +0 -506
- package/build/abi/smardex/layer-2/smardex-factory.json +0 -185
- package/build/abi/smardex/layer-2/smardex-pool.json +0 -578
- package/build/abi/swaap-v1/pool.json +0 -1346
- package/build/abi/uniswap-v3/UniswapV3Quoter.abi.json +0 -193
- package/build/abi/velodrome-slipstream/VelodromeSlipstreamQuoterV2.abi.json +0 -267
- package/build/dex/aave-v1/aave-v1.d.ts +0 -34
- package/build/dex/aave-v1/aave-v1.js +0 -180
- package/build/dex/aave-v1/aave-v1.js.map +0 -1
- package/build/dex/aave-v1/config.d.ts +0 -11
- package/build/dex/aave-v1/config.js +0 -20
- package/build/dex/aave-v1/config.js.map +0 -1
- package/build/dex/aave-v1/tokens-mainnet.json +0 -134
- package/build/dex/aave-v1/tokens.d.ts +0 -3
- package/build/dex/aave-v1/tokens.js +0 -50
- package/build/dex/aave-v1/tokens.js.map +0 -1
- package/build/dex/aave-v1/types.d.ts +0 -12
- package/build/dex/aave-v1/types.js +0 -3
- package/build/dex/aave-v1/types.js.map +0 -1
- package/build/dex/balancer-v1/balancer-pools.json +0 -33333
- package/build/dex/bebop/websocket-fetcher.d.ts +0 -35
- package/build/dex/bebop/websocket-fetcher.js +0 -87
- package/build/dex/bebop/websocket-fetcher.js.map +0 -1
- package/build/dex/idle-dao/idle-dao-pool.d.ts +0 -56
- package/build/dex/idle-dao/idle-dao-pool.js +0 -176
- package/build/dex/idle-dao/idle-dao-pool.js.map +0 -1
- package/build/dex/idle-dao/idle-dao-pooling-pool.d.ts +0 -16
- package/build/dex/idle-dao/idle-dao-pooling-pool.js +0 -57
- package/build/dex/idle-dao/idle-dao-pooling-pool.js.map +0 -1
- package/build/dex/idle-dao/scripts.d.ts +0 -9
- package/build/dex/idle-dao/scripts.js +0 -552
- package/build/dex/idle-dao/scripts.js.map +0 -1
- package/build/dex/inception/config.d.ts +0 -4
- package/build/dex/inception/config.js +0 -109
- package/build/dex/inception/config.js.map +0 -1
- package/build/dex/inception/inception-event-pool.d.ts +0 -16
- package/build/dex/inception/inception-event-pool.js +0 -51
- package/build/dex/inception/inception-event-pool.js.map +0 -1
- package/build/dex/inception/inception-native.d.ts +0 -43
- package/build/dex/inception/inception-native.js +0 -131
- package/build/dex/inception/inception-native.js.map +0 -1
- package/build/dex/inception/inception-pool.d.ts +0 -18
- package/build/dex/inception/inception-pool.js +0 -32
- package/build/dex/inception/inception-pool.js.map +0 -1
- package/build/dex/inception/inception-price-feed.d.ts +0 -19
- package/build/dex/inception/inception-price-feed.js +0 -51
- package/build/dex/inception/inception-price-feed.js.map +0 -1
- package/build/dex/inception/inception.d.ts +0 -43
- package/build/dex/inception/inception.js +0 -204
- package/build/dex/inception/inception.js.map +0 -1
- package/build/dex/inception/tokens.d.ts +0 -9
- package/build/dex/inception/tokens.js +0 -28
- package/build/dex/inception/tokens.js.map +0 -1
- package/build/dex/inception/types.d.ts +0 -22
- package/build/dex/inception/types.js +0 -3
- package/build/dex/inception/types.js.map +0 -1
- package/build/dex/inception/utils.d.ts +0 -6
- package/build/dex/inception/utils.js +0 -37
- package/build/dex/inception/utils.js.map +0 -1
- package/build/dex/platypus/asset.d.ts +0 -14
- package/build/dex/platypus/asset.js +0 -97
- package/build/dex/platypus/asset.js.map +0 -1
- package/build/dex/platypus/config.d.ts +0 -11
- package/build/dex/platypus/config.js +0 -69
- package/build/dex/platypus/config.js.map +0 -1
- package/build/dex/platypus/platypus.d.ts +0 -63
- package/build/dex/platypus/platypus.js +0 -473
- package/build/dex/platypus/platypus.js.map +0 -1
- package/build/dex/platypus/pool-avax.d.ts +0 -8
- package/build/dex/platypus/pool-avax.js +0 -54
- package/build/dex/platypus/pool-avax.js.map +0 -1
- package/build/dex/platypus/pool-base.d.ts +0 -19
- package/build/dex/platypus/pool-base.js +0 -86
- package/build/dex/platypus/pool-base.js.map +0 -1
- package/build/dex/platypus/pool-pure.d.ts +0 -8
- package/build/dex/platypus/pool-pure.js +0 -37
- package/build/dex/platypus/pool-pure.js.map +0 -1
- package/build/dex/platypus/pool-subscriber.d.ts +0 -14
- package/build/dex/platypus/pool-subscriber.js +0 -167
- package/build/dex/platypus/pool-subscriber.js.map +0 -1
- package/build/dex/platypus/pool.d.ts +0 -8
- package/build/dex/platypus/pool.js +0 -58
- package/build/dex/platypus/pool.js.map +0 -1
- package/build/dex/platypus/types.d.ts +0 -92
- package/build/dex/platypus/types.js +0 -10
- package/build/dex/platypus/types.js.map +0 -1
- package/build/dex/quickswap/spiritswap-v3.d.ts +0 -6
- package/build/dex/quickswap/spiritswap-v3.js +0 -19
- package/build/dex/quickswap/spiritswap-v3.js.map +0 -1
- package/build/dex/smardex/config.d.ts +0 -4
- package/build/dex/smardex/config.js +0 -64
- package/build/dex/smardex/config.js.map +0 -1
- package/build/dex/smardex/constants.d.ts +0 -18
- package/build/dex/smardex/constants.js +0 -33
- package/build/dex/smardex/constants.js.map +0 -1
- package/build/dex/smardex/sdk/constants.d.ts +0 -6
- package/build/dex/smardex/sdk/constants.js +0 -13
- package/build/dex/smardex/sdk/constants.js.map +0 -1
- package/build/dex/smardex/sdk/core.d.ts +0 -113
- package/build/dex/smardex/sdk/core.js +0 -499
- package/build/dex/smardex/sdk/core.js.map +0 -1
- package/build/dex/smardex/sdk/errors.d.ts +0 -15
- package/build/dex/smardex/sdk/errors.js +0 -22
- package/build/dex/smardex/sdk/errors.js.map +0 -1
- package/build/dex/smardex/sdk/types.d.ts +0 -62
- package/build/dex/smardex/sdk/types.js +0 -3
- package/build/dex/smardex/sdk/types.js.map +0 -1
- package/build/dex/smardex/sdk/utils.d.ts +0 -44
- package/build/dex/smardex/sdk/utils.js +0 -133
- package/build/dex/smardex/sdk/utils.js.map +0 -1
- package/build/dex/smardex/smardex-event-pool.d.ts +0 -28
- package/build/dex/smardex/smardex-event-pool.js +0 -119
- package/build/dex/smardex/smardex-event-pool.js.map +0 -1
- package/build/dex/smardex/smardex.d.ts +0 -65
- package/build/dex/smardex/smardex.js +0 -519
- package/build/dex/smardex/smardex.js.map +0 -1
- package/build/dex/smardex/types.d.ts +0 -55
- package/build/dex/smardex/types.js +0 -3
- package/build/dex/smardex/types.js.map +0 -1
- package/build/dex/solidly/forks-override/cone.d.ts +0 -22
- package/build/dex/solidly/forks-override/cone.js +0 -53
- package/build/dex/solidly/forks-override/cone.js.map +0 -1
- package/build/dex/solidly/forks-override/solisnek.d.ts +0 -8
- package/build/dex/solidly/forks-override/solisnek.js +0 -15
- package/build/dex/solidly/forks-override/solisnek.js.map +0 -1
- package/build/dex/swaap-v1/config.d.ts +0 -17
- package/build/dex/swaap-v1/config.js +0 -56
- package/build/dex/swaap-v1/config.js.map +0 -1
- package/build/dex/swaap-v1/constants.d.ts +0 -6
- package/build/dex/swaap-v1/constants.js +0 -17
- package/build/dex/swaap-v1/constants.js.map +0 -1
- package/build/dex/swaap-v1/libraries/ChainlinkUtils.d.ts +0 -25
- package/build/dex/swaap-v1/libraries/ChainlinkUtils.js +0 -62
- package/build/dex/swaap-v1/libraries/ChainlinkUtils.js.map +0 -1
- package/build/dex/swaap-v1/libraries/Const.d.ts +0 -18
- package/build/dex/swaap-v1/libraries/Const.js +0 -26
- package/build/dex/swaap-v1/libraries/Const.js.map +0 -1
- package/build/dex/swaap-v1/libraries/GeometricBrownianMotion.d.ts +0 -77
- package/build/dex/swaap-v1/libraries/GeometricBrownianMotion.js +0 -316
- package/build/dex/swaap-v1/libraries/GeometricBrownianMotion.js.map +0 -1
- package/build/dex/swaap-v1/libraries/LogExpMath.d.ts +0 -75
- package/build/dex/swaap-v1/libraries/LogExpMath.js +0 -418
- package/build/dex/swaap-v1/libraries/LogExpMath.js.map +0 -1
- package/build/dex/swaap-v1/libraries/MathMMM.d.ts +0 -185
- package/build/dex/swaap-v1/libraries/MathMMM.js +0 -453
- package/build/dex/swaap-v1/libraries/MathMMM.js.map +0 -1
- package/build/dex/swaap-v1/libraries/Num.d.ts +0 -31
- package/build/dex/swaap-v1/libraries/Num.js +0 -167
- package/build/dex/swaap-v1/libraries/Num.js.map +0 -1
- package/build/dex/swaap-v1/libraries/PoolQuotations.d.ts +0 -23
- package/build/dex/swaap-v1/libraries/PoolQuotations.js +0 -131
- package/build/dex/swaap-v1/libraries/PoolQuotations.js.map +0 -1
- package/build/dex/swaap-v1/libraries/Struct.d.ts +0 -56
- package/build/dex/swaap-v1/libraries/Struct.js +0 -3
- package/build/dex/swaap-v1/libraries/Struct.js.map +0 -1
- package/build/dex/swaap-v1/swaap-v1-pool.d.ts +0 -45
- package/build/dex/swaap-v1/swaap-v1-pool.js +0 -656
- package/build/dex/swaap-v1/swaap-v1-pool.js.map +0 -1
- package/build/dex/swaap-v1/swaap-v1.d.ts +0 -62
- package/build/dex/swaap-v1/swaap-v1.js +0 -379
- package/build/dex/swaap-v1/swaap-v1.js.map +0 -1
- package/build/dex/swaap-v1/types.d.ts +0 -106
- package/build/dex/swaap-v1/types.js +0 -9
- package/build/dex/swaap-v1/types.js.map +0 -1
- package/build/executor/fixtures/executor01/exchange-params/price-route-multiswap-balancerv1-curvev1-eth-usdc-gusd.json +0 -16
- package/build/executor/fixtures/executor01/exchange-params/price-route-multiswap-balancerv1-sushiv3-wbtc-eth-sushi.json +0 -16
- package/build/executor/fixtures/executor01/exchange-params/price-route-multiswap-sushiv3-curvev1-eth-usdc-gusd.json +0 -16
- package/build/executor/fixtures/executor01/exchange-params/price-route-multiswap-sushiv3-curvev1-gusd-usdc-eth.json +0 -16
- package/build/executor/fixtures/executor01/exchange-params/price-route-multiswap-sushiv3-dai-usdc-eth.json +0 -16
- package/build/executor/fixtures/executor01/exchange-params/price-route-multiswap-sushiv3-eth-usdc-dai.json +0 -16
- package/build/executor/fixtures/executor01/exchange-params/price-route-multiswap-sushiv3-usdc-eth-wbtc.json +0 -16
- package/build/executor/fixtures/executor01/exchange-params/price-route-multiswap-sushiv3-usdt-usdc-dai.json +0 -16
- package/build/executor/fixtures/executor01/exchange-params/price-route-simpleSwap-balancerv1-eth-usdc.json +0 -9
- package/build/executor/fixtures/executor01/exchange-params/price-route-simpleSwap-balancerv1-usdc-eth.json +0 -9
- package/build/executor/fixtures/executor01/exchange-params/price-route-simpleSwap-balancerv1-usdc-wbtc.json +0 -9
- package/build/executor/fixtures/executor01/exchange-params/price-route-simpleSwap-curvev1-eth-steth.json +0 -9
- package/build/executor/fixtures/executor01/exchange-params/price-route-simpleSwap-curvev1-steth-eth.json +0 -9
- package/build/executor/fixtures/executor01/exchange-params/price-route-simpleSwap-curvev1-usdc-usdt.json +0 -9
- package/build/executor/fixtures/executor01/exchange-params/price-route-simpleSwap-univ3-eth-usdc.json +0 -9
- package/build/executor/fixtures/executor01/exchange-params/price-route-simpleSwap-univ3-usdc-eth.json +0 -9
- package/build/executor/fixtures/executor01/exchange-params/price-route-simpleSwap-univ3-usdc-usdt.json +0 -9
- package/build/executor/fixtures/executor01/maybe-weth-calldata/price-route-multiswap-balancerv1-sushiv3-wbtc-eth-sushi.json +0 -12
- package/build/executor/fixtures/executor01/maybe-weth-calldata/price-route-multiswap-sushiv3-curvev1-eth-usdc-gusd.json +0 -7
- package/build/executor/fixtures/executor01/maybe-weth-calldata/price-route-multiswap-sushiv3-curvev1-gusd-usdc-eth.json +0 -7
- package/build/executor/fixtures/executor01/maybe-weth-calldata/price-route-multiswap-sushiv3-dai-usdc-eth.json +0 -7
- package/build/executor/fixtures/executor01/maybe-weth-calldata/price-route-multiswap-sushiv3-eth-usdc-dai.json +0 -7
- package/build/executor/fixtures/executor01/maybe-weth-calldata/price-route-multiswap-sushiv3-usdc-eth-wbtc.json +0 -12
- package/build/executor/fixtures/executor01/maybe-weth-calldata/price-route-simpleSwap-univ3-eth-usdc.json +0 -7
- package/build/executor/fixtures/executor01/maybe-weth-calldata/price-route-simpleSwap-univ3-usdc-eth.json +0 -7
- package/build/executor/fixtures/executor01/routes/price-route-multiswap-balancerv1-curvev1-eth-usdc-gusd.json +0 -78
- package/build/executor/fixtures/executor01/routes/price-route-multiswap-balancerv1-sushiv3-wbtc-eth-sushi.json +0 -81
- package/build/executor/fixtures/executor01/routes/price-route-multiswap-sushiv3-curvev1-eth-usdc-gusd.json +0 -78
- package/build/executor/fixtures/executor01/routes/price-route-multiswap-sushiv3-curvev1-gusd-usdc-eth.json +0 -78
- package/build/executor/fixtures/executor01/routes/price-route-multiswap-sushiv3-dai-usdc-eth.json +0 -81
- package/build/executor/fixtures/executor01/routes/price-route-multiswap-sushiv3-eth-usdc-dai.json +0 -81
- package/build/executor/fixtures/executor01/routes/price-route-multiswap-sushiv3-usdc-eth-wbtc.json +0 -81
- package/build/executor/fixtures/executor01/routes/price-route-multiswap-sushiv3-usdt-usdc-dai.json +0 -81
- package/build/executor/fixtures/executor01/routes/price-route-simpleSwap-balancerv1-eth-usdc.json +0 -64
- package/build/executor/fixtures/executor01/routes/price-route-simpleSwap-balancerv1-usdc-eth.json +0 -85
- package/build/executor/fixtures/executor01/routes/price-route-simpleSwap-balancerv1-usdc-wbtc.json +0 -64
- package/build/executor/fixtures/executor01/routes/price-route-simpleSwap-curvev1-eth-steth.json +0 -52
- package/build/executor/fixtures/executor01/routes/price-route-simpleSwap-curvev1-steth-eth.json +0 -52
- package/build/executor/fixtures/executor01/routes/price-route-simpleSwap-curvev1-usdc-usdt.json +0 -52
- package/build/executor/fixtures/executor01/routes/price-route-simpleSwap-univ3-eth-usdc.json +0 -55
- package/build/executor/fixtures/executor01/routes/price-route-simpleSwap-univ3-usdc-eth.json +0 -55
- package/build/executor/fixtures/executor01/routes/price-route-simpleSwap-univ3-usdc-usdt.json +0 -55
- package/build/executor/fixtures/executor02/exchange-params/price-route-multiSwap-balancerv1-sushiv3-univ3-bal-eth-sushi.json +0 -23
- package/build/executor/fixtures/executor02/exchange-params/price-route-multiSwap-maverickv1-sushiv3-univ3-eth-usdc-mav.json +0 -37
- package/build/executor/fixtures/executor02/exchange-params/price-route-multiSwap-univ3-sushiv3-sushi-eth-wbtc.json +0 -23
- package/build/executor/fixtures/executor02/exchange-params/price-route-multiSwap-univ3-sushiv3-wbtc-eth-sushi.json +0 -23
- package/build/executor/fixtures/executor02/exchange-params/price-route-multiswap-curvev1-univ3-dai-usdc-eth.json +0 -51
- package/build/executor/fixtures/executor02/exchange-params/price-route-multiswap-univ3-usdt-dai-eth.json +0 -58
- package/build/executor/fixtures/executor02/exchange-params/price-route-simpleSwap-sushiv3-balancerv1-eth-usdc.json +0 -23
- package/build/executor/fixtures/executor02/exchange-params/price-route-simpleSwap-sushiv3-balancerv1-usdc-eth.json +0 -23
- package/build/executor/fixtures/executor02/exchange-params/price-route-simpleSwap-sushiv3-univ3-eth-sushi.json +0 -9
- package/build/executor/fixtures/executor02/exchange-params/price-route-simpleSwap-sushiv3-univ3-sushi-eth.json +0 -16
- package/build/executor/fixtures/executor02/exchange-params/price-route-simpleSwap-univ3-curvev1-usdt-dai.json +0 -23
- package/build/executor/fixtures/executor02/maybe-weth-calldata/price-route-multiSwap-balancerv1-sushiv3-univ3-bal-eth-sushi.json +0 -12
- package/build/executor/fixtures/executor02/maybe-weth-calldata/price-route-multiSwap-maverickv1-sushiv3-univ3-eth-usdc-mav.json +0 -7
- package/build/executor/fixtures/executor02/maybe-weth-calldata/price-route-multiSwap-univ3-sushiv3-sushi-eth-wbtc.json +0 -12
- package/build/executor/fixtures/executor02/maybe-weth-calldata/price-route-multiSwap-univ3-sushiv3-wbtc-eth-sushi.json +0 -12
- package/build/executor/fixtures/executor02/maybe-weth-calldata/price-route-multiswap-curvev1-univ3-dai-usdc-eth.json +0 -7
- package/build/executor/fixtures/executor02/maybe-weth-calldata/price-route-multiswap-univ3-usdt-dai-eth.json +0 -7
- package/build/executor/fixtures/executor02/maybe-weth-calldata/price-route-simpleSwap-sushiv3-balancerv1-eth-usdc.json +0 -7
- package/build/executor/fixtures/executor02/maybe-weth-calldata/price-route-simpleSwap-sushiv3-balancerv1-usdc-eth.json +0 -7
- package/build/executor/fixtures/executor02/maybe-weth-calldata/price-route-simpleSwap-sushiv3-univ3-eth-sushi.json +0 -7
- package/build/executor/fixtures/executor02/maybe-weth-calldata/price-route-simpleSwap-sushiv3-univ3-sushi-eth.json +0 -7
- package/build/executor/fixtures/executor02/routes/price-route-multiSwap-balancerv1-sushiv3-univ3-bal-eth-sushi.json +0 -130
- package/build/executor/fixtures/executor02/routes/price-route-multiSwap-maverickv1-sushiv3-univ3-eth-usdc-mav.json +0 -136
- package/build/executor/fixtures/executor02/routes/price-route-multiSwap-univ3-sushiv3-sushi-eth-wbtc.json +0 -100
- package/build/executor/fixtures/executor02/routes/price-route-multiSwap-univ3-sushiv3-wbtc-eth-sushi.json +0 -100
- package/build/executor/fixtures/executor02/routes/price-route-multiswap-curvev1-univ3-dai-usdc-eth.json +0 -166
- package/build/executor/fixtures/executor02/routes/price-route-multiswap-univ3-usdt-dai-eth.json +0 -190
- package/build/executor/fixtures/executor02/routes/price-route-simpleSwap-sushiv3-balancerv1-eth-usdc.json +0 -114
- package/build/executor/fixtures/executor02/routes/price-route-simpleSwap-sushiv3-balancerv1-usdc-eth.json +0 -114
- package/build/executor/fixtures/executor02/routes/price-route-simpleSwap-sushiv3-univ3-eth-sushi.json +0 -55
- package/build/executor/fixtures/executor02/routes/price-route-simpleSwap-sushiv3-univ3-sushi-eth.json +0 -73
- package/build/executor/fixtures/executor02/routes/price-route-simpleSwap-univ3-curvev1-usdt-dai.json +0 -82
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{"version":3,"file":"cone.js","sourceRoot":"","sources":["../../../../src/dex/solidly/forks-override/cone.ts"],"names":[],"mappings":";;;;;;AAAA,wCAAqC;AAIrC,4CAA+C;AAC/C,sCAA0C;AAC1C,0CAAuD;AACvD,oDAAuB;AAEvB,MAAM,mBAAmB,GAAG,SAAS,CAAC;AAEtC,MAAM,WAAW,GAAG;IAClB;QACE,MAAM,EAAE,EAAE;QACV,IAAI,EAAE,mBAAmB;QACzB,OAAO,EAAE,CAAC,EAAE,YAAY,EAAE,SAAS,EAAE,IAAI,EAAE,EAAE,EAAE,IAAI,EAAE,SAAS,EAAE,CAAC;QACjE,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;CACF,CAAC;AAEF,MAAM,aAAa,GAAG,IAAI,eAAS,CAAC,WAAW,CAAC,CAAC;AAEjD,MAAa,IAAK,SAAQ,iBAAO;IAM/B,YACY,OAAgB,EAC1B,MAAc,EACJ,SAAqB;QAE/B,KAAK,CACH,OAAO,EACP,MAAM,EACN,SAAS,EACT,IAAI,CACL,CAAC;QATQ,YAAO,GAAP,OAAO,CAAS;QAEhB,cAAS,GAAT,SAAS,CAAY;QARjC,cAAS,GAAG,GAAG,CAAC;IAgBhB,CAAC;IAEO,WAAW,CAAC,MAAa;QAC/B,MAAM,IAAI,GAAG,QAAQ,CACnB,aAAa;aACV,oBAAoB,CAAC,mBAAmB,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC;aACpD,QAAQ,EAAE,CACd,CAAC;QACF,IAAI,CAAC,IAAI;YAAE,OAAO,CAAC,CAAC;QAEpB,0CAA0C;QAC1C,MAAM,OAAO,GAAG,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,CAAC;QACjD,OAAO,OAAO,CAAC;IACjB,CAAC;IAES,oBAAoB,CAAC,IAAiB;QAC9C,MAAM,SAAS,GAAG;YAChB,MAAM,EAAE,IAAI,CAAC,QAAS;YACtB,QAAQ,EAAE,aAAa,CAAC,kBAAkB,CAAC,mBAAmB,EAAE,EAAE,CAAC;SACpE,CAAC;QAEF,OAAO;YACL,SAAS;YACT,WAAW,EAAE,IAAI,CAAC,WAAW,CAAC,IAAI,CAAC,IAAI,CAAC;SACzC,CAAC;IACJ,CAAC;;AA1CH,oBA2CC;AAxCe,uBAAkB,GAC9B,IAAA,6BAAqB,EAAC,gBAAC,CAAC,IAAI,CAAC,sBAAa,EAAE,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC"}
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{"version":3,"file":"solisnek.js","sourceRoot":"","sources":["../../../../src/dex/solidly/forks-override/solisnek.ts"],"names":[],"mappings":";;;;;;AAAA,2CAAwC;AAExC,0CAAuD;AACvD,sCAA0C;AAC1C,oDAAuB;AAEvB,MAAa,QAAS,SAAQ,qBAAS;;AAAvC,4BAGC;AAFe,2BAAkB,GAC9B,IAAA,6BAAqB,EAAC,gBAAC,CAAC,IAAI,CAAC,sBAAa,EAAE,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC"}
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export declare const SwaapV1Config: DexConfigMap<DexParams>;
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export declare const SUBGRAPH_FETCH_ALL_POOOLS_RQ = "query ($count: Int) {\n pools: pools(first: $count, orderBy: liquidity, orderDirection: desc, where: {finalized: true}) {\n id\n tokens {\n address\n decimals\n oracleInitialState {\n proxy\n price: fixedPointPrice\n decimals\n }\n }\n liquidityUSD: liquidity\n swapFee\n dynamicCoverageFeesZ\n dynamicCoverageFeesHorizon\n priceStatisticsLookbackInSec\n priceStatisticsLookbackInRound\n priceStatisticsLookbackStepInRound\n maxPriceUnpegRatio\n }\n}";
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exports.SUBGRAPH_FETCH_ALL_POOOLS_RQ = exports.Adapters = exports.SwaapV1Config = exports.RECCURING_POOL_FETCH_INTERVAL_MS = exports.POOL_CACHE_TTL = exports.MAX_POOL_CNT = exports.SUBGRAPH_TIMEOUT = exports.MAX_GAS_COST_ESTIMATION = void 0;
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exports.MAX_POOL_CNT = 1000;
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exports.POOL_CACHE_TTL = 60 * 60; // 1hr
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exports.RECCURING_POOL_FETCH_INTERVAL_MS = 12 * 3600 * 1000; // 12h (in ms)
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exports.SwaapV1Config = {
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SwaapV1: {
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[constants_1.Network.POLYGON]: {
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subgraphURL: 'https://api.thegraph.com/subgraphs/name/swaap-labs/swaapv1',
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exchangeProxy: '0x718cc95685a0b0af73c2c8534243039a28687037',
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exports.Adapters = {
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[constants_1.SwapSide.SELL]: [
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[constants_1.SwapSide.BUY]: [
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exports.SUBGRAPH_FETCH_ALL_POOOLS_RQ = `query ($count: Int) {
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id
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tokens {
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address
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decimals
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oracleInitialState {
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proxy
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price: fixedPointPrice
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decimals
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}
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liquidityUSD: liquidity
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dynamicCoverageFeesZ
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dynamicCoverageFeesHorizon
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priceStatisticsLookbackStepInRound
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{"version":3,"file":"config.js","sourceRoot":"","sources":["../../../src/dex/swaap-v1/config.ts"],"names":[],"mappings":";;;AAEA,+CAAoD;AAEvC,QAAA,uBAAuB,GAAG,GAAG,GAAG,IAAI,CAAC;AACrC,QAAA,gBAAgB,GAAG,IAAI,GAAG,EAAE,CAAC;AAC7B,QAAA,YAAY,GAAG,IAAI,CAAC;AACpB,QAAA,cAAc,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC,MAAM;AAChC,QAAA,gCAAgC,GAAG,EAAE,GAAG,IAAI,GAAG,IAAI,CAAC,CAAC,cAAc;AAEnE,QAAA,aAAa,GAA4B;IACpD,OAAO,EAAE;QACP,CAAC,mBAAO,CAAC,OAAO,CAAC,EAAE;YACjB,WAAW,EAAE,4DAA4D;YACzE,aAAa,EAAE,4CAA4C;SAC5D;KACF;CACF,CAAC;AAEW,QAAA,QAAQ,GAIjB;IACF,CAAC,mBAAO,CAAC,OAAO,CAAC,EAAE;QACjB,CAAC,oBAAQ,CAAC,IAAI,CAAC,EAAE;YACf;gBACE,IAAI,EAAE,kBAAkB;gBACxB,KAAK,EAAE,CAAC;aACT;SACF;QACD,CAAC,oBAAQ,CAAC,GAAG,CAAC,EAAE;YACd;gBACE,IAAI,EAAE,mBAAmB;gBACzB,KAAK,EAAE,CAAC;aACT;SACF;KACF;CACF,CAAC;AAEW,QAAA,4BAA4B,GAAG;;;;;;;;;;;;;;;;;;;;;EAqB1C,CAAC"}
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import { BigNumber } from '@0x/utils';
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import { SwaapV1PoolParameters, SwaapV1PoolLiquidities, SwaapV1PoolOracles } from './types';
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export declare const defaultLiquiditiesState: SwaapV1PoolLiquidities;
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export declare const defaultOraclesState: SwaapV1PoolOracles;
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export declare const protocolPrecision: BigNumber;
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exports.protocolPrecision = exports.defaultOraclesState = exports.defaultLiquiditiesState = exports.defaultParametersState = void 0;
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const utils_1 = require("@0x/utils");
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exports.defaultParametersState = {
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swapFee: BigInt(10 ** 12),
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priceStatisticsLookbackInRound: 5,
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dynamicCoverageFeesZ: BigInt(6),
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priceStatisticsLookbackInSec: BigInt(3600),
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maxPriceUnpegRatio: BigInt(1025000000000000000),
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};
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exports.defaultLiquiditiesState = {};
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exports.defaultOraclesState = {};
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exports.protocolPrecision = new utils_1.BigNumber(10).pow(new utils_1.BigNumber(18));
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//# sourceMappingURL=constants.js.map
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{"version":3,"file":"constants.js","sourceRoot":"","sources":["../../../src/dex/swaap-v1/constants.ts"],"names":[],"mappings":";;;AAAA,qCAAsC;AAOzB,QAAA,sBAAsB,GAA0B;IAC3D,OAAO,EAAE,MAAM,CAAC,EAAE,IAAI,EAAE,CAAC;IACzB,8BAA8B,EAAE,CAAC;IACjC,kCAAkC,EAAE,CAAC;IACrC,oBAAoB,EAAE,MAAM,CAAC,CAAC,CAAC;IAC/B,0BAA0B,EAAE,MAAM,CAAC,CAAC,CAAC;IACrC,4BAA4B,EAAE,MAAM,CAAC,IAAI,CAAC;IAC1C,kBAAkB,EAAE,MAAM,CAAC,mBAAmB,CAAC;CAChD,CAAC;AAEW,QAAA,uBAAuB,GAA2B,EAAE,CAAC;AAErD,QAAA,mBAAmB,GAAuB,EAAE,CAAC;AAE7C,QAAA,iBAAiB,GAAG,IAAI,iBAAS,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,IAAI,iBAAS,CAAC,EAAE,CAAC,CAAC,CAAC"}
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import * as Struct from './Struct';
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|
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import { ChainLinkData } from '../types';
|
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|
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export declare class ChainlinkUtils {
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|
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static getLatestRound(latestRoundId: number, historicalPrices: ChainLinkData, currentTimestamp: bigint): Struct.LatestRound;
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|
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/**
|
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|
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* @notice Retrieves historical data from round id.
|
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|
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* @dev Special cases:
|
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|
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* - if retrieved price is negative --> fails
|
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|
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* - if no data can be found --> returns (0,0)
|
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|
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* @param oracle The price feed oracle
|
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|
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* @param _roundId The the round of interest ID
|
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* @return The round price
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* @return The round timestamp
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*/
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static getRoundData(_roundId: number, historicalPrices: ChainLinkData): [bigint, bigint];
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/**
|
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* @notice Computes the price of token 2 in terms of token 1
|
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* @param price_1 The latest price data for token 1
|
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* @param decimals_1 The sum of the decimals of token 1 its oracle
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* @param price_2 The latest price data for token 2
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* @param decimals_2 The sum of the decimals of token 2 its oracle
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* @return The last price of token 2 divded by the last price of token 1
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*/
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static getTokenRelativePrice(price_1: bigint, decimals_1: bigint, price_2: bigint, decimals_2: bigint): bigint;
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}
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.ChainlinkUtils = void 0;
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const Const_1 = require("./Const");
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const Num_1 = require("./Num");
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const _require = (b, message) => {
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throw new Error(message);
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};
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class ChainlinkUtils {
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static getLatestRound(latestRoundId, historicalPrices, currentTimestamp) {
|
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|
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let latestRoundData = historicalPrices[latestRoundId];
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let latestPrice = latestRoundData.answer;
|
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let latestTimestamp = latestRoundData.timestamp;
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_require(currentTimestamp - latestTimestamp <= Const_1.Const.ORACLE_TIMEOUT, 'Err.EXCEEDED_ORACLE_TIMEOUT');
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_require(latestPrice > 0, 'Err.NON_POSITIVE_PRICE');
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return {
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roundId: latestRoundId,
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price: latestPrice,
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timestamp: latestTimestamp,
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};
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}
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|
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/**
|
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* @notice Retrieves historical data from round id.
|
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* @dev Special cases:
|
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* - if retrieved price is negative --> fails
|
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* - if no data can be found --> returns (0,0)
|
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* @param oracle The price feed oracle
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|
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* @param _roundId The the round of interest ID
|
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* @return The round price
|
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* @return The round timestamp
|
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|
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*/
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|
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static getRoundData(_roundId, historicalPrices) {
|
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|
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let data = historicalPrices[_roundId];
|
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_require(data != undefined, 'Err.UNAVAILABLE_HISTORICAL_PRICE');
|
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_require(data.answer >= 0, 'Err.NEGATIVE_PRICE');
|
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|
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return [data.answer, data.timestamp];
|
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|
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}
|
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39
|
-
/**
|
|
40
|
-
* @notice Computes the price of token 2 in terms of token 1
|
|
41
|
-
* @param price_1 The latest price data for token 1
|
|
42
|
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* @param decimals_1 The sum of the decimals of token 1 its oracle
|
|
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|
-
* @param price_2 The latest price data for token 2
|
|
44
|
-
* @param decimals_2 The sum of the decimals of token 2 its oracle
|
|
45
|
-
* @return The last price of token 2 divded by the last price of token 1
|
|
46
|
-
*/
|
|
47
|
-
static getTokenRelativePrice(price_1, decimals_1, price_2, decimals_2) {
|
|
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|
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// we consider tokens price to be > 0
|
|
49
|
-
if (decimals_1 > decimals_2) {
|
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|
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return Num_1.Num.div(Num_1.Num.mul(price_2, 10n ** (decimals_1 - decimals_2) * Const_1.Const.ONE), price_1);
|
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}
|
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else if (decimals_1 < decimals_2) {
|
|
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|
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return Num_1.Num.div(Num_1.Num.div(price_2, price_1), 10n ** (decimals_2 - decimals_1) * Const_1.Const.ONE);
|
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|
-
}
|
|
55
|
-
else {
|
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|
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// decimals_1 == decimals_2
|
|
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|
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return Num_1.Num.div(price_2, price_1);
|
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|
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}
|
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|
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}
|
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|
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}
|
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|
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exports.ChainlinkUtils = ChainlinkUtils;
|
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//# sourceMappingURL=ChainlinkUtils.js.map
|
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@@ -1 +0,0 @@
|
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1
|
-
{"version":3,"file":"ChainlinkUtils.js","sourceRoot":"","sources":["../../../../src/dex/swaap-v1/libraries/ChainlinkUtils.ts"],"names":[],"mappings":";;;AAAA,mCAAgC;AAChC,+BAA4B;AAI5B,MAAM,QAAQ,GAAG,CAAC,CAAU,EAAE,OAAe,EAAE,EAAE;IAC/C,IAAI,CAAC,CAAC;QAAE,MAAM,IAAI,KAAK,CAAC,OAAO,CAAC,CAAC;AACnC,CAAC,CAAC;AAEF,MAAa,cAAc;IACzB,MAAM,CAAC,cAAc,CACnB,aAAqB,EACrB,gBAA+B,EAC/B,gBAAwB;QAExB,IAAI,eAAe,GAAG,gBAAgB,CAAC,aAAa,CAAC,CAAC;QAEtD,IAAI,WAAW,GAAG,eAAe,CAAC,MAAM,CAAC;QACzC,IAAI,eAAe,GAAG,eAAe,CAAC,SAAS,CAAC;QAEhD,QAAQ,CACN,gBAAgB,GAAG,eAAe,IAAI,aAAK,CAAC,cAAc,EAC1D,6BAA6B,CAC9B,CAAC;QACF,QAAQ,CAAC,WAAW,GAAG,CAAC,EAAE,wBAAwB,CAAC,CAAC;QAEpD,OAAO;YACL,OAAO,EAAE,aAAa;YACtB,KAAK,EAAE,WAAW;YAClB,SAAS,EAAE,eAAe;SAC3B,CAAC;IACJ,CAAC;IAED;;;;;;;;;OASG;IACH,MAAM,CAAC,YAAY,CACjB,QAAgB,EAChB,gBAA+B;QAE/B,IAAI,IAAI,GAAG,gBAAgB,CAAC,QAAQ,CAAC,CAAC;QAEtC,QAAQ,CAAC,IAAI,IAAI,SAAS,EAAE,kCAAkC,CAAC,CAAC;QAChE,QAAQ,CAAC,IAAI,CAAC,MAAM,IAAI,CAAC,EAAE,oBAAoB,CAAC,CAAC;QAEjD,OAAO,CAAC,IAAI,CAAC,MAAM,EAAE,IAAI,CAAC,SAAS,CAAC,CAAC;IACvC,CAAC;IAED;;;;;;;OAOG;IACH,MAAM,CAAC,qBAAqB,CAC1B,OAAe,EACf,UAAkB,EAClB,OAAe,EACf,UAAkB;QAElB,qCAAqC;QACrC,IAAI,UAAU,GAAG,UAAU,EAAE;YAC3B,OAAO,SAAG,CAAC,GAAG,CACZ,SAAG,CAAC,GAAG,CAAC,OAAO,EAAE,GAAG,IAAI,CAAC,UAAU,GAAG,UAAU,CAAC,GAAG,aAAK,CAAC,GAAG,CAAC,EAC9D,OAAO,CACR,CAAC;SACH;aAAM,IAAI,UAAU,GAAG,UAAU,EAAE;YAClC,OAAO,SAAG,CAAC,GAAG,CACZ,SAAG,CAAC,GAAG,CAAC,OAAO,EAAE,OAAO,CAAC,EACzB,GAAG,IAAI,CAAC,UAAU,GAAG,UAAU,CAAC,GAAG,aAAK,CAAC,GAAG,CAC7C,CAAC;SACH;aAAM;YACL,2BAA2B;YAC3B,OAAO,SAAG,CAAC,GAAG,CAAC,OAAO,EAAE,OAAO,CAAC,CAAC;SAClC;IACH,CAAC;CAmEF;AA9ID,wCA8IC"}
|
|
@@ -1,18 +0,0 @@
|
|
|
1
|
-
export declare class Const {
|
|
2
|
-
static ONE: bigint;
|
|
3
|
-
static MIN_POW_BASE: bigint;
|
|
4
|
-
static MAX_POW_BASE: bigint;
|
|
5
|
-
static POW_PRECISION: bigint;
|
|
6
|
-
static ORACLE_TIMEOUT: bigint;
|
|
7
|
-
static MIN_FEE: bigint;
|
|
8
|
-
static EXIT_FEE: bigint;
|
|
9
|
-
static BASE_Z: bigint;
|
|
10
|
-
static BASE_HORIZON: bigint;
|
|
11
|
-
static BASE_LOOKBACK_IN_ROUND: number;
|
|
12
|
-
static BASE_LOOKBACK_IN_SEC: bigint;
|
|
13
|
-
static LOOKBACK_STEP_IN_ROUND: number;
|
|
14
|
-
static MAX_IN_RATIO: bigint;
|
|
15
|
-
static MAX_OUT_RATIO: bigint;
|
|
16
|
-
static FALLBACK_SPREAD: bigint;
|
|
17
|
-
static BASE_MAX_PRICE_UNPEG_RATIO: bigint;
|
|
18
|
-
}
|
|
@@ -1,26 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
var _a;
|
|
3
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
4
|
-
exports.Const = void 0;
|
|
5
|
-
const bigint_constants_1 = require("../../../bigint-constants");
|
|
6
|
-
class Const {
|
|
7
|
-
}
|
|
8
|
-
exports.Const = Const;
|
|
9
|
-
_a = Const;
|
|
10
|
-
Const.ONE = bigint_constants_1.BI_POWS[18];
|
|
11
|
-
Const.MIN_POW_BASE = 1n;
|
|
12
|
-
Const.MAX_POW_BASE = 2n * _a.ONE - 1n;
|
|
13
|
-
Const.POW_PRECISION = _a.ONE / 10n ** 10n;
|
|
14
|
-
Const.ORACLE_TIMEOUT = 2n * 60n;
|
|
15
|
-
Const.MIN_FEE = _a.ONE / 10n ** 6n;
|
|
16
|
-
Const.EXIT_FEE = 0n;
|
|
17
|
-
Const.BASE_Z = 6n * _a.ONE;
|
|
18
|
-
Const.BASE_HORIZON = 5n * _a.ONE;
|
|
19
|
-
Const.BASE_LOOKBACK_IN_ROUND = 5;
|
|
20
|
-
Const.BASE_LOOKBACK_IN_SEC = 3600n;
|
|
21
|
-
Const.LOOKBACK_STEP_IN_ROUND = 4;
|
|
22
|
-
Const.MAX_IN_RATIO = _a.ONE / 2n;
|
|
23
|
-
Const.MAX_OUT_RATIO = _a.ONE / 3n + 1n;
|
|
24
|
-
Const.FALLBACK_SPREAD = (3n * _a.ONE) / 1000n;
|
|
25
|
-
Const.BASE_MAX_PRICE_UNPEG_RATIO = _a.ONE + _a.ONE / 40n;
|
|
26
|
-
//# sourceMappingURL=Const.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"Const.js","sourceRoot":"","sources":["../../../../src/dex/swaap-v1/libraries/Const.ts"],"names":[],"mappings":";;;;AAAA,gEAAoD;AAEpD,MAAa,KAAK;;AAAlB,sBA0BC;;AAzBQ,SAAG,GAAG,0BAAO,CAAC,EAAE,CAAC,CAAC;AAElB,kBAAY,GAAG,EAAE,CAAC;AAClB,kBAAY,GAAG,EAAE,GAAG,EAAI,CAAC,GAAG,GAAG,EAAE,CAAC;AAElC,mBAAa,GAAG,EAAI,CAAC,GAAG,GAAG,GAAG,IAAI,GAAG,CAAC;AAEtC,oBAAc,GAAG,EAAE,GAAG,GAAG,CAAC;AAE1B,aAAO,GAAG,EAAI,CAAC,GAAG,GAAG,GAAG,IAAI,EAAE,CAAC;AAC/B,cAAQ,GAAG,EAAE,CAAC;AAEd,YAAM,GAAG,EAAE,GAAG,EAAI,CAAC,GAAG,CAAC;AACvB,kBAAY,GAAG,EAAE,GAAG,EAAI,CAAC,GAAG,CAAC;AAE7B,4BAAsB,GAAG,CAAC,CAAC;AAC3B,0BAAoB,GAAG,KAAK,CAAC;AAC7B,4BAAsB,GAAG,CAAC,CAAC;AAE3B,kBAAY,GAAG,EAAI,CAAC,GAAG,GAAG,EAAE,CAAC;AAC7B,mBAAa,GAAG,EAAI,CAAC,GAAG,GAAG,EAAE,GAAG,EAAE,CAAC;AAEnC,qBAAe,GAAG,CAAC,EAAE,GAAG,EAAI,CAAC,GAAG,CAAC,GAAG,KAAK,CAAC;AAE1C,gCAA0B,GAAG,EAAI,CAAC,GAAG,GAAG,EAAI,CAAC,GAAG,GAAG,GAAG,CAAC"}
|
|
@@ -1,77 +0,0 @@
|
|
|
1
|
-
import * as Struct from './Struct';
|
|
2
|
-
import { ChainLinkData } from '../types';
|
|
3
|
-
export declare class GeometricBrownianMotion {
|
|
4
|
-
/**
|
|
5
|
-
* @notice Gets asset-pair approximate historical return's mean and variance
|
|
6
|
-
* @param latestRoundIn The round-to-start-from's data including its ID of tokenIn
|
|
7
|
-
* @param latestRoundOut The round-to-start-from's data including its ID of tokenOut
|
|
8
|
-
* @param hpParameters The parameters for historical prices retrieval
|
|
9
|
-
* @return gbmEstimation The asset-pair historical return's mean and variance
|
|
10
|
-
*/
|
|
11
|
-
static getParametersEstimation(latestRoundIn: Struct.LatestRound, latestRoundOut: Struct.LatestRound, hpParameters: Struct.HistoricalPricesParameters, historicalOracleStateIn: ChainLinkData, historicalOracleStateOut: ChainLinkData): Struct.GBMEstimation;
|
|
12
|
-
/**
|
|
13
|
-
* @notice Gets asset-pair historical data return's mean and variance
|
|
14
|
-
* @param noMoreDataPoints True if and only if the retrieved data span over the whole time window of interest
|
|
15
|
-
* @param hpDataIn Historical prices data of tokenIn
|
|
16
|
-
* @param hpDataOut Historical prices data of tokenOut
|
|
17
|
-
* @param hpParameters The parameters for historical prices retrieval
|
|
18
|
-
* @return gbmEstimation The asset-pair historical return's mean and variance
|
|
19
|
-
*/
|
|
20
|
-
static _getParametersEstimation(noMoreDataPoints: boolean, hpDataIn: Struct.HistoricalPricesData, hpDataOut: Struct.HistoricalPricesData, hpParameters: Struct.HistoricalPricesParameters): Struct.GBMEstimation;
|
|
21
|
-
/**
|
|
22
|
-
* @notice Gets asset-pair historical prices with timestamps
|
|
23
|
-
* @param pricesIn The historical prices of tokenIn
|
|
24
|
-
* @param timestampsIn The timestamps corresponding to the tokenIn's historical prices
|
|
25
|
-
* @param startIndexIn The tokenIn historical data's last valid index
|
|
26
|
-
* @param pricesOut The tokenIn historical data's last valid index
|
|
27
|
-
* @param timestampsOut The timestamps corresponding to the tokenOut's historical prices
|
|
28
|
-
* @param startIndexOut The tokenOut historical data's last valid index
|
|
29
|
-
* @return values The asset-pair historical prices array
|
|
30
|
-
* @return timestamps The asset-pair historical timestamps array
|
|
31
|
-
*/
|
|
32
|
-
static getSeries(pricesIn: bigint[], timestampsIn: bigint[], startIndexIn: number, pricesOut: bigint[], timestampsOut: bigint[], startIndexOut: number): [bigint[], bigint[]];
|
|
33
|
-
/**
|
|
34
|
-
* @notice Gets asset-pair historical mean/variance from timestamped data
|
|
35
|
-
* @param values The historical values
|
|
36
|
-
* @param timestamps The corresponding time deltas, in seconds
|
|
37
|
-
* @return mean The asset-pair historical return's mean
|
|
38
|
-
* @return variance asset-pair historical return's variance
|
|
39
|
-
*/
|
|
40
|
-
static getStatistics(values: bigint[], timestamps: bigint[]): [bigint, bigint];
|
|
41
|
-
/**
|
|
42
|
-
* @notice Gets historical prices from a Chainlink data feed
|
|
43
|
-
* @dev Few specificities:
|
|
44
|
-
* - it filters out round data with null price or timestamp
|
|
45
|
-
* - it stops filling the prices/timestamps when:
|
|
46
|
-
* a) hpParameters.lookbackInRound rounds have already been found
|
|
47
|
-
* b) time window induced by hpParameters.lookbackInSec is no more satisfied
|
|
48
|
-
* @param latestRound The round-to-start-from's data including its ID
|
|
49
|
-
* @param hpParameters The parameters for historical prices retrieval
|
|
50
|
-
* @return historicalPrices The historical prices of a token
|
|
51
|
-
* @return historicalTimestamps The timestamps of the reported prices
|
|
52
|
-
* @return index The last valid index of the returned arrays
|
|
53
|
-
* @return noMoreDataPoints True if the reported historical prices reaches the lookback time limit
|
|
54
|
-
*/
|
|
55
|
-
static getHistoricalPrices(latestRound: Struct.LatestRound, hpParameters: Struct.HistoricalPricesParameters, historicalOracleState: ChainLinkData): [bigint[], bigint[], number, boolean];
|
|
56
|
-
/**
|
|
57
|
-
* @notice Finds the next data point in chronological order
|
|
58
|
-
* @dev Few considerations:
|
|
59
|
-
* - data point with same timestamp as previous point are tagged with a 'skip=true'
|
|
60
|
-
* - when we reach the last point of a token, we consider it's value constant going forward with the other token
|
|
61
|
-
* As a result the variance of those returns will be underestimated.
|
|
62
|
-
* @param startIndexIn The tokenIn historical data's last valid index
|
|
63
|
-
* @param startIndexOut The tokenOut historical data's last valid index
|
|
64
|
-
* @param timestampsIn The timestamps corresponding to the tokenIn's historical prices
|
|
65
|
-
* @param timestampsOut The timestamps corresponding to the tokenOut's historical prices
|
|
66
|
-
* @return skip The 'skip' tag
|
|
67
|
-
* @return startIndexIn The updated startIndexIn
|
|
68
|
-
* @return startIndexOut The updated startIndexOut
|
|
69
|
-
*/
|
|
70
|
-
static getNextSample(startIndexIn: number, startIndexOut: number, timestampsIn: bigint[], timestampsOut: bigint[]): [boolean, number, number];
|
|
71
|
-
/**
|
|
72
|
-
* @notice Consolidate the last valid indexes of tokenIn and tokenOut
|
|
73
|
-
* @param hpDataIn Historical prices data of tokenIn
|
|
74
|
-
* @param hpDataOut Historical prices data of tokenOut
|
|
75
|
-
*/
|
|
76
|
-
static consolidateStartIndices(hpDataIn: Struct.HistoricalPricesData, hpDataOut: Struct.HistoricalPricesData): void;
|
|
77
|
-
}
|