@paraswap/dex-lib 4.1.23 → 4.1.24-uni-v4.0

package/build/dex/uniswap-v4/encoder.js.map

@@ -0,0 +1 @@
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package/build/dex/uniswap-v4/subgraph.d.ts

@@ -0,0 +1,7 @@
+import { SubgraphPool, Tick } from './types';
+import { IDexHelper } from '../../dex-helper';
+import { Logger } from 'log4js';
+import { Address } from '@paraswap/core';
+export declare function queryTicksForPool(dexHelper: IDexHelper, logger: Logger, dexKey: string, subgraphUrl: string, blockNumber: number, id: string, latestBlock?: boolean): Promise<Tick[]>;
+export declare function queryAvailablePoolsForPairFromSubgraph(dexHelper: IDexHelper, subgraphUrl: string, srcToken: Address, destToken: Address): Promise<SubgraphPool[]>;
+export declare function queryOnePageForAllAvailablePoolsFromSubgraph(dexHelper: IDexHelper, logger: Logger, dexKey: string, subgraphUrl: string, blockNumber: number, skip: number, limit: number, latestBlock?: boolean): Promise<SubgraphPool[]>;

package/build/dex/uniswap-v4/subgraph.js

@@ -0,0 +1,122 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.queryTicksForPool = queryTicksForPool;
+exports.queryAvailablePoolsForPairFromSubgraph = queryAvailablePoolsForPairFromSubgraph;
+exports.queryOnePageForAllAvailablePoolsFromSubgraph = queryOnePageForAllAvailablePoolsFromSubgraph;
+const constants_1 = require("./constants");
+const constants_2 = require("../../constants");
+async function queryTicksForPool(dexHelper, logger, dexKey, subgraphUrl, blockNumber, id, latestBlock = false) {
+    const ticksLimit = 300;
+    const poolQuery = `query {
+      pools(
+        ${latestBlock ? '' : `block: { number: ${blockNumber} }`}
+        where: {id: "${id}"}
+      ) {
+        ticks(first: ${ticksLimit}) {
+          id
+          liquidityGross
+          liquidityNet
+          tickIdx
+        }
+      }
+  }`;
+    const res = await dexHelper.httpRequest.querySubgraph(subgraphUrl, {
+        query: poolQuery,
+        variables: {},
+    }, { timeout: constants_1.SUBGRAPH_TIMEOUT });
+    if (res.errors && res.errors.length) {
+        if (res.errors[0].message.includes('missing block')) {
+            logger.info(`${dexKey}: subgraph query ticks fallback to the latest block...`);
+            return queryTicksForPool(dexHelper, logger, dexKey, subgraphUrl, blockNumber, id, true);
+        }
+        else {
+            throw new Error(res.errors[0].message);
+        }
+    }
+    return res.data.pools[0]?.ticks || [];
+}
+async function queryAvailablePoolsForPairFromSubgraph(dexHelper, subgraphUrl, srcToken, destToken) {
+    const ticksLimit = 300;
+    const poolsQuery = `query ($token0: Bytes!, $token1: Bytes!, $hooks: Bytes!) {
+      pools(
+        where: { token0: $token0, token1: $token1, hooks: $hooks, liquidity_gt: 0 },
+        orderBy: volumeUSD
+        orderDirection: desc
+      ) {
+        id
+        fee: feeTier
+        tickSpacing
+        token0 {
+          address: id
+        }
+        token1 {
+          address: id
+        }
+        hooks
+        tick
+        ticks(first: ${ticksLimit}) {
+          id
+          liquidityGross
+          liquidityNet
+          tickIdx
+        }
+      }
+    }`;
+    const [token0, token1] = parseInt(srcToken, 16) < parseInt(destToken, 16)
+        ? [srcToken, destToken]
+        : [destToken, srcToken];
+    const res = await dexHelper.httpRequest.querySubgraph(subgraphUrl, {
+        query: poolsQuery,
+        variables: { token0, token1, hooks: constants_2.NULL_ADDRESS },
+    }, { timeout: constants_1.SUBGRAPH_TIMEOUT });
+    if (res.errors && res.errors.length) {
+        throw new Error(res.errors[0].message);
+    }
+    return res.data.pools;
+}
+async function queryOnePageForAllAvailablePoolsFromSubgraph(dexHelper, logger, dexKey, subgraphUrl, blockNumber, skip, limit, latestBlock = false) {
+    const ticksLimit = 300;
+    const poolsQuery = `query ($skip: Int!, $hooks: Bytes!) {
+      pools(
+        where: { hooks: $hooks, liquidity_gt: 0 },
+        ${latestBlock ? '' : `block: { number: ${blockNumber} }`}
+        orderBy: volumeUSD
+        orderDirection: desc
+        skip: $skip
+        first: ${limit}
+      ) {
+        id
+        fee: feeTier
+        tickSpacing
+        token0 {
+          address: id
+        }
+        token1 {
+          address: id
+        }
+        hooks
+        tick
+        ticks(first: ${ticksLimit}) {
+          id
+          liquidityGross
+          liquidityNet
+          tickIdx
+        }
+      }
+    }`;
+    const res = await dexHelper.httpRequest.querySubgraph(subgraphUrl, {
+        query: poolsQuery,
+        variables: { skip: skip, hooks: constants_2.NULL_ADDRESS },
+    }, { timeout: constants_1.SUBGRAPH_TIMEOUT });
+    if (res.errors && res.errors.length) {
+        if (res.errors[0].message.includes('missing block')) {
+            logger.info(`${dexKey}: subgraph fallback to the latest block...`);
+            return queryOnePageForAllAvailablePoolsFromSubgraph(dexHelper, logger, dexKey, subgraphUrl, blockNumber, skip, limit, true);
+        }
+        else {
+            throw new Error(res.errors[0].message);
+        }
+    }
+    return res.data.pools;
+}
+//# sourceMappingURL=subgraph.js.map

package/build/dex/uniswap-v4/subgraph.js.map

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package/build/dex/uniswap-v4/types.d.ts

@@ -0,0 +1,92 @@
+import { Address, NumberAsString } from '../../types';
+export type ModifyLiquidityParams = {
+    liquidityDelta: bigint;
+    tickLower: bigint;
+    tickUpper: bigint;
+    owner: string;
+    tickSpacing: bigint;
+    salt: string;
+};
+export type TickInfo = {
+    liquidityGross: bigint;
+    liquidityNet: bigint;
+    feeGrowthOutside0X128: bigint;
+    feeGrowthOutside1X128: bigint;
+};
+export type PositionState = {
+    liquidity: bigint;
+    feeGrowthInside0LastX128: bigint;
+    feeGrowthInside1LastX128: bigint;
+};
+export type Tick = {
+    tickIdx: string;
+    liquidityGross: string;
+    liquidityNet: string;
+};
+export type PoolManagerState = Record<string, never>;
+export type PoolState = {
+    id: string;
+    token0: string;
+    token1: string;
+    fee: string;
+    hooks: string;
+    feeGrowthGlobal0X128: bigint;
+    feeGrowthGlobal1X128: bigint;
+    liquidity: bigint;
+    slot0: Slot0;
+    tickSpacing: number;
+    ticks: Record<NumberAsString, TickInfo>;
+    positions: Record<string, PositionState>;
+    tickBitmap: Record<NumberAsString, bigint>;
+};
+export type FeeGrowthGlobals = {
+    feeGrowthGlobal0: bigint;
+    feeGrowthGlobal1: bigint;
+};
+export type Slot0 = {
+    sqrtPriceX96: bigint;
+    tick: bigint;
+    protocolFee: bigint;
+    lpFee: bigint;
+};
+export type UniswapV4Data = {
+    exchange: Address;
+    zeroForOne: boolean;
+    pool: Pool;
+};
+export type Pool = {
+    id: string;
+    key: PoolKey;
+};
+export type OutputResult = {
+    outputs: bigint[];
+    tickCounts: number[];
+};
+export type SubgraphPool = {
+    id: string;
+    fee: string;
+    hooks: string;
+    token0: {
+        address: string;
+    };
+    token1: {
+        address: string;
+    };
+    tick: string;
+    tickSpacing: string;
+    ticks: Tick[];
+};
+export type DexParams = {
+    poolManager: Address;
+    quoter: Address;
+    router: Address;
+    subgraphURL: string;
+    stateView: string;
+};
+export type PoolKey = {
+    currency0: Address;
+    currency1: Address;
+    fee: string;
+    tickSpacing: number;
+    hooks: Address;
+};

package/build/dex/uniswap-v4/types.js

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=types.js.map

package/build/dex/uniswap-v4/types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../src/dex/uniswap-v4/types.ts"],"names":[],"mappings":""}

package/build/dex/uniswap-v4/uniswap-v4-pool-manager.d.ts

@@ -0,0 +1,31 @@
+import { InitializeStateOptions, StatefulEventSubscriber } from '../../stateful-event-subscriber';
+import { DexParams, Pool, PoolManagerState } from './types';
+import { Address, Log, Logger } from '../../types';
+import { Interface } from 'ethers/lib/utils';
+import { IDexHelper } from '../../dex-helper';
+import { AsyncOrSync, DeepReadonly } from 'ts-essentials';
+import { LogDescription } from '@ethersproject/abi/lib.esm';
+import { FactoryState } from '../uniswap-v3/types';
+import { UniswapV4Pool } from './uniswap-v4-pool';
+export declare class UniswapV4PoolManager extends StatefulEventSubscriber<PoolManagerState> {
+    readonly dexHelper: IDexHelper;
+    private readonly network;
+    private readonly config;
+    protected logger: Logger;
+    handlers: {
+        [event: string]: (event: any, log: Log) => AsyncOrSync<PoolManagerState>;
+    };
+    private pools;
+    eventPools: Record<string, UniswapV4Pool>;
+    logDecoder: (log: Log) => any;
+    stateViewIface: Interface;
+    poolManagerIface: Interface;
+    private subgraphPoolsCacheKey;
+    constructor(dexHelper: IDexHelper, parentName: string, network: number, config: DexParams, logger: Logger, mapKey?: string);
+    initialize(blockNumber: number, options?: InitializeStateOptions<PoolManagerState>): Promise<void>;
+    generateState(): FactoryState;
+    protected processLog(_: DeepReadonly<FactoryState>, log: Readonly<Log>): Promise<FactoryState>;
+    getAvailablePoolsForPair(srcToken: Address, destToken: Address, blockNumber: number): Promise<Pool[]>;
+    private queryPoolsForPair;
+    handleInitializeEvent(event: LogDescription, log: Log): Promise<PoolManagerState>;
+}

package/build/dex/uniswap-v4/uniswap-v4-pool-manager.js

@@ -0,0 +1,135 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.UniswapV4PoolManager = void 0;
+const stateful_event_subscriber_1 = require("../../stateful-event-subscriber");
+const state_view_abi_json_1 = __importDefault(require("../../abi/uniswap-v4/state-view.abi.json"));
+const pool_manager_abi_json_1 = __importDefault(require("../../abi/uniswap-v4/pool-manager.abi.json"));
+const utils_1 = require("ethers/lib/utils");
+const subgraph_1 = require("./subgraph");
+const utils_2 = require("../../utils");
+const constants_1 = require("../../constants");
+const constants_2 = require("./constants");
+const uniswap_v4_pool_1 = require("./uniswap-v4-pool");
+class UniswapV4PoolManager extends stateful_event_subscriber_1.StatefulEventSubscriber {
+    dexHelper;
+    network;
+    config;
+    logger;
+    handlers = {};
+    pools = [];
+    eventPools = {};
+    logDecoder;
+    stateViewIface;
+    poolManagerIface;
+    subgraphPoolsCacheKey = 'subgraph_pools';
+    constructor(dexHelper, parentName, network, config, logger, mapKey = '') {
+        super(parentName, `${parentName} PoolManager`, dexHelper, logger, true, mapKey);
+        this.dexHelper = dexHelper;
+        this.network = network;
+        this.config = config;
+        this.logger = logger;
+        this.stateViewIface = new utils_1.Interface(state_view_abi_json_1.default);
+        this.poolManagerIface = new utils_1.Interface(pool_manager_abi_json_1.default);
+        this.addressesSubscribed = [this.config.poolManager];
+        this.logDecoder = (log) => this.poolManagerIface.parseLog(log);
+        // Add handlers
+        this.handlers['Initialize'] = this.handleInitializeEvent.bind(this);
+    }
+    async initialize(blockNumber, options) {
+        return super.initialize(blockNumber, options);
+    }
+    generateState() {
+        return {};
+    }
+    async processLog(_, log) {
+        const event = this.logDecoder(log);
+        if (event.name in this.handlers) {
+            await this.handlers[event.name](event, log);
+        }
+        return {};
+    }
+    async getAvailablePoolsForPair(srcToken, destToken, blockNumber) {
+        const isEthSrc = (0, utils_2.isETHAddress)(srcToken);
+        const isEthDest = (0, utils_2.isETHAddress)(destToken);
+        const _src = isEthSrc ? constants_1.NULL_ADDRESS : srcToken.toLowerCase();
+        const _dest = isEthDest ? constants_1.NULL_ADDRESS : destToken.toLowerCase();
+        let pools = this.pools.filter(pool => (pool.token0.address === _src && pool.token1.address === _dest) ||
+            (pool.token0.address === _dest && pool.token1.address === _src));
+        if (pools.length === 0) {
+            const newPoolsToInit = await this.queryPoolsForPair(_src, _dest);
+            await Promise.all(newPoolsToInit.map(async (pool) => {
+                const eventPool = new uniswap_v4_pool_1.UniswapV4Pool(this.dexHelper, this.parentName, this.network, this.config, this.logger, '', pool.id.toLowerCase(), pool.token0.address.toLowerCase(), pool.token1.address.toLowerCase(), pool.fee, pool.hooks, 0n, pool.tick, pool.tickSpacing);
+                await eventPool.initialize(blockNumber);
+                // Add new Pool
+                this.pools.push(pool);
+                this.eventPools[pool.id.toLowerCase()] = eventPool;
+            }));
+            if (newPoolsToInit.length > 0) {
+                pools = this.pools.filter(pool => (pool.token0.address === _src && pool.token1.address === _dest) ||
+                    (pool.token0.address === _dest && pool.token1.address === _src));
+            }
+        }
+        return pools.map(pool => ({
+            id: pool.id,
+            key: {
+                currency0: pool.token0.address,
+                currency1: pool.token1.address,
+                fee: pool.fee,
+                tickSpacing: parseInt(pool.tickSpacing),
+                hooks: pool.hooks,
+            },
+        }));
+    }
+    async queryPoolsForPair(srcToken, destToken) {
+        const cachedSubgraphPools = await this.dexHelper.cache.getAndCacheLocally(this.parentName, this.network, this.subgraphPoolsCacheKey, constants_2.POOL_CACHE_REFRESH_INTERVAL);
+        let pools;
+        if (cachedSubgraphPools) {
+            pools = JSON.parse(cachedSubgraphPools);
+        }
+        else {
+            pools = [];
+        }
+        const poolsForPair = pools.filter(pool => (pool.token0.address === srcToken &&
+            pool.token1.address === destToken) ||
+            (pool.token0.address === destToken && pool.token1.address === srcToken));
+        if (poolsForPair.length > 0)
+            return poolsForPair;
+        const newlyRequestedPoolsForPair = await (0, subgraph_1.queryAvailablePoolsForPairFromSubgraph)(this.dexHelper, this.config.subgraphURL, srcToken, destToken);
+        newlyRequestedPoolsForPair.forEach(pool => pools.push(pool));
+        await this.dexHelper.cache.setexAndCacheLocally(this.parentName, this.network, this.subgraphPoolsCacheKey, constants_2.POOL_CACHE_REFRESH_INTERVAL, JSON.stringify(pools));
+        return pools;
+    }
+    async handleInitializeEvent(event, log) {
+        const id = event.args.id.toLowerCase();
+        const currency0 = event.args.currency0;
+        const currency1 = event.args.currency1;
+        const fee = event.args.fee;
+        const tickSpacing = parseInt(event.args.tickSpacing);
+        const hooks = event.args.hooks;
+        const sqrtPriceX96 = BigInt(event.args.sqrtPriceX96);
+        const tick = parseInt(event.args.tick);
+        this.pools.push({
+            id,
+            fee,
+            hooks,
+            token0: {
+                address: currency0.toLowerCase(),
+            },
+            token1: {
+                address: currency1.toLowerCase(),
+            },
+            tick: tick.toString(),
+            tickSpacing: tickSpacing.toString(),
+            ticks: [],
+        });
+        const eventPool = new uniswap_v4_pool_1.UniswapV4Pool(this.dexHelper, this.parentName, this.network, this.config, this.logger, '', id, currency0.toLowerCase(), currency1.toLowerCase(), fee, hooks, sqrtPriceX96, tick.toString(), tickSpacing.toString());
+        await eventPool.initialize(log.blockNumber);
+        this.eventPools[id] = eventPool;
+        return {};
+    }
+}
+exports.UniswapV4PoolManager = UniswapV4PoolManager;
+//# sourceMappingURL=uniswap-v4-pool-manager.js.map

package/build/dex/uniswap-v4/uniswap-v4-pool-manager.js.map

@@ -0,0 +1 @@
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package/build/dex/uniswap-v4/uniswap-v4-pool.d.ts

@@ -0,0 +1,40 @@
+import { InitializeStateOptions, StatefulEventSubscriber } from '../../stateful-event-subscriber';
+import { DexParams, FeeGrowthGlobals, PoolState, PositionState, Slot0, Tick, TickInfo } from './types';
+import { IDexHelper } from '../../dex-helper';
+import { Log, Logger } from '../../types';
+import { Interface } from 'ethers/lib/utils';
+import { BlockHeader } from 'web3-eth';
+import { AsyncOrSync, DeepReadonly } from 'ts-essentials';
+import { MultiCallParams } from '../../lib/multi-wrapper';
+export declare class UniswapV4Pool extends StatefulEventSubscriber<PoolState> {
+    readonly dexHelper: IDexHelper;
+    private readonly network;
+    private readonly config;
+    protected logger: Logger;
+    readonly poolId: string;
+    readonly token0: string;
+    readonly token1: string;
+    readonly fee: string;
+    readonly hooks: string;
+    readonly sqrtPriceX96: bigint;
+    readonly tick: string;
+    readonly tickSpacing: string;
+    handlers: {
+        [event: string]: (event: any, pool: PoolState, log: Log, blockHeader: Readonly<BlockHeader>) => AsyncOrSync<PoolState>;
+    };
+    logDecoder: (log: Log) => any;
+    stateViewIface: Interface;
+    poolManagerIface: Interface;
+    constructor(dexHelper: IDexHelper, parentName: string, network: number, config: DexParams, logger: Logger, mapKey: string | undefined, poolId: string, token0: string, token1: string, fee: string, hooks: string, sqrtPriceX96: bigint, tick: string, tickSpacing: string);
+    initialize(blockNumber: number, options?: InitializeStateOptions<PoolState>): Promise<void>;
+    protected _getPositionInfoCallData(poolId: string, owner: string, tickLower: number, tickUpper: number, salt: string): MultiCallParams<PositionState>;
+    protected _getStateRequestCallDataPerPool(poolId: string, tick: string, tickSpacing: string, ticks: Tick[]): MultiCallParams<bigint | [bigint, bigint] | TickInfo | Slot0 | FeeGrowthGlobals>[];
+    getOrGenerateState(blockNumber: number): Promise<PoolState>;
+    generateState(blockNumber: number): Promise<PoolState>;
+    getBitmapRangeToRequest(tick: string, tickSpacing: string): [bigint, bigint];
+    protected processLog(state: PoolState, log: Readonly<Log>, blockHeader: Readonly<BlockHeader>): Promise<DeepReadonly<PoolState | null>>;
+    handleProtocolFeeUpdatedEvent(event: any, poolState: PoolState): PoolState;
+    handleDonateEvent(event: any, poolState: PoolState): PoolState;
+    handleSwapEvent(event: any, poolState: PoolState): PoolState;
+    handleModifyLiquidityEvent(event: any, poolState: PoolState, log: Log): Promise<PoolState>;
+}