@paraswap/dex-lib 4.1.7-mwrappedm.3 → 4.1.7-pub-sub

package/build/dex/bebop/websocket-fetcher.d.ts

@@ -0,0 +1,35 @@
+import { Logger } from 'log4js';
+import { RequestConfig, Response } from '../../dex-helper/irequest-wrapper';
+export declare class SkippingRequest {
+    message: string;
+    constructor(message?: string);
+}
+export declare type RequestInfo<T> = {
+    requestFunc?: (options: RequestConfig) => Promise<Response<T> | SkippingRequest>;
+    requestOptions: RequestConfig;
+    caster: (data: unknown) => T;
+    authenticate?: (options: RequestConfig) => RequestConfig;
+    excludedFieldsCaching?: string[];
+};
+export declare type RequestInfoWithHandler<T> = {
+    info: RequestInfo<T>;
+    handler: (data: T) => void;
+};
+export declare class WebSocketFetcher<T> {
+    private logger;
+    private requests;
+    lastFetchSucceeded: boolean;
+    private stop;
+    private ws;
+    private connection;
+    constructor(requestsInfo: RequestInfoWithHandler<T>, logger: Logger);
+    private connected;
+    private connectFailed;
+    private onClose;
+    private onError;
+    private onMessage;
+    private connect;
+    startPolling(): void;
+    stopPolling(): void;
+    isPolling(): boolean;
+}

package/build/dex/bebop/websocket-fetcher.js

@@ -0,0 +1,87 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.WebSocketFetcher = exports.SkippingRequest = void 0;
+const websocket_1 = require("websocket");
+class SkippingRequest {
+    constructor(message = '') {
+        this.message = message;
+    }
+}
+exports.SkippingRequest = SkippingRequest;
+class WebSocketFetcher {
+    constructor(requestsInfo, logger) {
+        this.logger = logger;
+        this.lastFetchSucceeded = false;
+        this.stop = true;
+        this.ws = new websocket_1.client();
+        this.connection = null;
+        this.requests = requestsInfo;
+        this.ws.on('connect', this.connected.bind(this));
+        this.ws.on('connectFailed', this.connectFailed.bind(this));
+    }
+    connected(connection) {
+        this.connection = connection;
+        this.logger.info(`Connected to ${this.requests.info.requestOptions.url}`);
+        this.connection.on('error', this.onError.bind(this));
+        this.connection.on('close', this.onClose.bind(this));
+        this.connection.on('message', this.onMessage.bind(this));
+    }
+    connectFailed(error) {
+        this.logger.error(`Connect Error: ${error.toString()}`);
+    }
+    onClose() {
+        this.logger.info(`Connection closed`);
+    }
+    onError(error) {
+        this.logger.error(`Connection Error: ${error.toString()}`);
+    }
+    onMessage(message) {
+        if (message.type === 'utf8') {
+            const response = JSON.parse(message.utf8Data);
+            const reqInfo = this.requests;
+            const info = reqInfo.info;
+            const options = reqInfo.info.requestOptions;
+            this.logger.debug(`(${options.url}) received new data`);
+            try {
+                const parsedData = info.caster(response);
+                reqInfo.handler(parsedData);
+            }
+            catch (e) {
+                this.logger.info(e);
+                this.logger.info(`(${options.url}) received incorrect data ${JSON.stringify(response).replace(/(?:\r\n|\r|\n)/g, ' ')}`, e);
+                return;
+            }
+        }
+    }
+    connect() {
+        const authorization = this.requests.info.requestOptions.headers.authorization;
+        const name = this.requests.info.requestOptions.headers.name;
+        if (typeof authorization !== 'string') {
+            throw new Error('Authorization header is not a string');
+        }
+        if (typeof name !== 'string') {
+            throw new Error('Name header is not a string');
+        }
+        this.ws.connect(this.requests.info.requestOptions.url, undefined, undefined, {
+            Authorization: authorization,
+            name: name,
+        });
+    }
+    startPolling() {
+        this.stop = false;
+        this.connect();
+        this.logger.info(`Connection started for ${this.requests.info.requestOptions.url}`);
+    }
+    stopPolling() {
+        if (this.connection) {
+            this.connection.close();
+        }
+        this.stop = true;
+        this.logger.info(`Connection stopped for ${this.requests.info.requestOptions.url}`);
+    }
+    isPolling() {
+        return !this.stop;
+    }
+}
+exports.WebSocketFetcher = WebSocketFetcher;
+//# sourceMappingURL=websocket-fetcher.js.map

package/build/dex/bebop/websocket-fetcher.js.map

@@ -0,0 +1 @@
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package/build/dex/generic-rfq/generic-rfq.js

@@ -267,8 +267,7 @@ class GenericRFQ extends paraswap_limit_orders_1.ParaSwapLimitOrders {
         return this.rateFetcher.isBlackListed(userAddress);
     }
     async setBlacklist(userAddress) {
-        await this.dexHelper.cache.hset(this.rateFetcher.blackListCacheKey, userAddress.toLowerCase(), 'true');
-        return true;
+        return this.rateFetcher.setBlacklist(userAddress);
     }
     releaseResources() {
         if (this.rateFetcher) {

package/build/dex/generic-rfq/generic-rfq.js.map

@@ -1 +1 @@
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package/build/dex/generic-rfq/rate-fetcher.d.ts

@@ -16,6 +16,8 @@ export declare class RateFetcher {
     private tokens;
     private addressToTokenMap;
     private pairs;
+    private pricesPubSub;
+    private blacklistPubSub?;
     private firmRateAuth?;
     blackListCacheKey: string;
     private authHttp;
@@ -27,7 +29,7 @@ export declare class RateFetcher {
     private handleTokensResponse;
     private handlePairsResponse;
     private handleBlackListResponse;
-    isBlackListed(userAddress: string): Promise<boolean>;
+    isBlackListed(userAddress: string): false | Promise<boolean>;
     private handleRatesResponse;
     checkHealth(): boolean;
     getPairsLiquidity(tokenAddress: string): {
@@ -37,4 +39,5 @@ export declare class RateFetcher {
     getAvailablePairs(): Promise<string[]>;
     getOrderPrice(srcToken: Token, destToken: Token, side: SwapSide): Promise<PriceAndAmountBigNumber[] | null>;
     getFirmRate(_srcToken: Token, _destToken: Token, srcAmount: string, side: SwapSide, takerAddress: Address, userAddress: Address, partner?: string, special?: boolean): Promise<OrderInfo>;
+    setBlacklist(userAddress: string): Promise<boolean>;
 }

package/build/dex/generic-rfq/rate-fetcher.js

@@ -15,12 +15,14 @@ const security_1 = require("./security");
 const validators_2 = require("../../lib/validators");
 const erc1271_utils_1 = require("../../lib/erc1271-utils");
 const utils_2 = require("../../utils");
+const pub_sub_1 = require("../../lib/pub-sub");
 const GET_FIRM_RATE_TIMEOUT_MS = 2000;
 const reversePrice = (price) => [
     bignumber_constants_1.BN_1.dividedBy(price[0]),
     price[1].times(price[0]),
 ];
 exports.reversePrice = reversePrice;
+const logPrefix = 'RateFetched[pub_sub]';
 class RateFetcher {
     dexHelper;
     config;
@@ -33,6 +35,8 @@ class RateFetcher {
     tokens = {};
     addressToTokenMap = {};
     pairs = {};
+    pricesPubSub;
+    blacklistPubSub;
     firmRateAuth;
     blackListCacheKey;
     authHttp;
@@ -73,6 +77,8 @@ class RateFetcher {
             },
             handler: this.handleRatesResponse.bind(this),
         }, config.rateConfig.intervalMs, logger);
+        this.pricesPubSub = new pub_sub_1.ExpKeyValuePubSub(this.dexHelper, this.dexKey, 'prices');
+        this.blackListCacheKey = `${this.dexHelper.config.data.network}_${this.dexKey}_blacklist`;
         if (config.blacklistConfig) {
             this.blackListFetcher = new fetcher_1.Fetcher(dexHelper.httpRequest, {
                 info: {
@@ -84,19 +90,30 @@ class RateFetcher {
                 },
                 handler: this.handleBlackListResponse.bind(this),
             }, config.blacklistConfig.intervalMs, logger);
+            this.blacklistPubSub = new pub_sub_1.NonExpSetPubSub(this.dexHelper, this.dexKey, 'blacklist');
         }
-        this.blackListCacheKey = `${this.dexHelper.config.data.network}_${this.dexKey}_blacklist`;
         if (this.config.firmRateConfig.secret) {
             this.firmRateAuth = this.authHttp(this.config.firmRateConfig.secret);
         }
     }
     async initialize() {
+        this.logger.info(`${logPrefix} Initializing rate fetcher`);
         const isContract = await (0, utils_2.isContractAddress)(this.dexHelper.web3Provider, this.config.maker);
         if (isContract) {
             this.verifierContract = (0, erc1271_utils_1.createERC1271Contract)(this.dexHelper.web3Provider, this.config.maker);
         }
+        if (this.dexHelper.config.isSlave) {
+            this.logger.info(`${logPrefix} Subscribing to prices pubsub`);
+            this.pricesPubSub.subscribe();
+            if (this.blacklistPubSub) {
+                this.logger.info(`${logPrefix} Subscribing to blacklist pubsub`);
+                const initSet = await this.dexHelper.cache.smembers(this.blackListCacheKey);
+                this.blacklistPubSub.initializeAndSubscribe(initSet);
+            }
+        }
     }
     start() {
+        this.logger.info(`${logPrefix} Starting rate fetcher`);
         this.tokensFetcher.startPolling();
         this.rateFetcher.startPolling();
         this.pairsFetcher.startPolling();
@@ -105,6 +122,7 @@ class RateFetcher {
         }
     }
     stop() {
+        this.logger.info(`${logPrefix} Stopping rate fetcher`);
         this.tokensFetcher.stopPolling();
         this.pairsFetcher.stopPolling();
         this.rateFetcher.stopPolling();
@@ -113,6 +131,7 @@ class RateFetcher {
         }
     }
     handleTokensResponse(data) {
+        this.logger.info(`${logPrefix} Handling tokens response, tokens: `, Object.keys(data.tokens).length);
         for (const tokenName of Object.keys(data.tokens)) {
             const token = data.tokens[tokenName];
             token.address = token.address.toLowerCase();
@@ -128,6 +147,7 @@ class RateFetcher {
         }, {});
     }
     handlePairsResponse(resp) {
+        this.logger.info(`${logPrefix} Handling pairs response, pairs: `, Object.keys(resp.pairs).length);
         this.pairs = {};
         const pairs = {};
         for (const pairName of Object.keys(resp.pairs)) {
@@ -136,14 +156,25 @@ class RateFetcher {
         this.pairs = pairs;
     }
     handleBlackListResponse(resp) {
+        this.logger.info(`${logPrefix} Handling blacklist response, blacklist length: `, resp.blacklist.length);
         for (const address of resp.blacklist) {
             this.dexHelper.cache.sadd(this.blackListCacheKey, address.toLowerCase());
         }
+        if (this.blacklistPubSub) {
+            this.logger.info(`${logPrefix} Publishing blacklist to pubsub, blacklist length: `, resp.blacklist.length);
+            this.blacklistPubSub.publish(resp.blacklist);
+        }
     }
     isBlackListed(userAddress) {
-        return this.dexHelper.cache.sismember(this.blackListCacheKey, userAddress.toLowerCase());
+        if (this.blacklistPubSub) {
+            return this.blacklistPubSub.has(userAddress.toLowerCase());
+        }
+        return false;
     }
     handleRatesResponse(resp) {
+        this.logger.info(`${logPrefix} Handling rates response, prices length: `, Object.keys(resp.prices).length);
+        const pubSubData = {};
+        const ttl = this.config.rateConfig.dataTTLS;
         const pairs = this.pairs;
         if ((0, lodash_1.isEmpty)(pairs))
             return;
@@ -166,17 +197,27 @@ class RateFetcher {
                 return;
             }
             if (prices.bids.length) {
-                this.dexHelper.cache.setex(this.dexKey, this.dexHelper.config.data.network, `${baseToken.address}_${quoteToken.address}_bids`, this.config.rateConfig.dataTTLS, JSON.stringify(prices.bids));
+                const key = `${baseToken.address}_${quoteToken.address}_bids`;
+                const value = prices.bids;
+                pubSubData[key] = value;
+                this.dexHelper.cache.setex(this.dexKey, this.dexHelper.config.data.network, key, ttl, JSON.stringify(value));
                 currentPricePairs.add(`${baseToken.address}_${quoteToken.address}`);
             }
             if (prices.asks.length) {
-                this.dexHelper.cache.setex(this.dexKey, this.dexHelper.config.data.network, `${baseToken.address}_${quoteToken.address}_asks`, this.config.rateConfig.dataTTLS, JSON.stringify(prices.asks));
+                const key = `${baseToken.address}_${quoteToken.address}_asks`;
+                const value = prices.asks;
+                pubSubData[key] = value;
+                this.dexHelper.cache.setex(this.dexKey, this.dexHelper.config.data.network, key, ttl, JSON.stringify(value));
                 currentPricePairs.add(`${quoteToken.address}_${baseToken.address}`);
             }
         });
         if (currentPricePairs.size > 0) {
-            this.dexHelper.cache.setex(this.dexKey, this.dexHelper.config.data.network, `pairs`, this.config.rateConfig.dataTTLS, JSON.stringify(Array.from(currentPricePairs)));
+            const key = `pairs`;
+            const value = Array.from(currentPricePairs);
+            pubSubData[key] = value;
+            this.dexHelper.cache.setex(this.dexKey, this.dexHelper.config.data.network, key, ttl, JSON.stringify(value));
         }
+        this.pricesPubSub.publish(pubSubData, ttl);
     }
     checkHealth() {
         return [this.tokensFetcher, this.rateFetcher].some(f => f.lastFetchSucceeded);
@@ -210,37 +251,34 @@ class RateFetcher {
         });
     }
     async getAvailablePairs() {
-        const pairs = await this.dexHelper.cache.getAndCacheLocally(this.dexKey, this.dexHelper.config.data.network, `pairs`, this.config.rateConfig.intervalMs / 1000);
+        const pairs = await this.pricesPubSub.getAndCache(`pairs`);
+        this.logger.info(`${logPrefix} Getting available pairs, pairs: `, pairs?.length);
         if (!pairs) {
             return [];
         }
-        return JSON.parse(pairs);
+        return pairs;
     }
     async getOrderPrice(srcToken, destToken, side) {
         let reversed = false;
-        let pricesAsString = null;
+        let prices = null;
         if (side === core_1.SwapSide.SELL) {
-            pricesAsString = await this.dexHelper.cache.getAndCacheLocally(this.dexKey, this.dexHelper.config.data.network, `${srcToken.address}_${destToken.address}_bids`, this.config.rateConfig.intervalMs / 1000);
-            if (!pricesAsString) {
-                pricesAsString = await this.dexHelper.cache.getAndCacheLocally(this.dexKey, this.dexHelper.config.data.network, `${destToken.address}_${srcToken.address}_asks`, this.config.rateConfig.intervalMs / 1000);
+            prices = await this.pricesPubSub.getAndCache(`${srcToken.address}_${destToken.address}_bids`);
+            if (!prices) {
+                prices = await this.pricesPubSub.getAndCache(`${destToken.address}_${srcToken.address}_asks`);
                 reversed = true;
             }
         }
         else {
-            pricesAsString = await this.dexHelper.cache.getAndCacheLocally(this.dexKey, this.dexHelper.config.data.network, `${destToken.address}_${srcToken.address}_asks`, this.config.rateConfig.intervalMs / 1000);
-            if (!pricesAsString) {
-                pricesAsString = await this.dexHelper.cache.getAndCacheLocally(this.dexKey, this.dexHelper.config.data.network, `${srcToken.address}_${destToken.address}_bids`, this.config.rateConfig.intervalMs / 1000);
+            prices = await this.pricesPubSub.getAndCache(`${destToken.address}_${srcToken.address}_asks`);
+            if (!prices) {
+                prices = await this.pricesPubSub.getAndCache(`${srcToken.address}_${destToken.address}_bids`);
                 reversed = true;
             }
         }
-        if (!pricesAsString) {
-            return null;
-        }
-        const orderPricesAsString = JSON.parse(pricesAsString);
-        if (!orderPricesAsString) {
+        if (!prices) {
             return null;
         }
-        let orderPrices = orderPricesAsString.map(price => [
+        let orderPrices = prices.map(price => [
             new bignumber_js_1.default(price[0]),
             new bignumber_js_1.default(price[1]),
         ]);
@@ -302,6 +340,13 @@ class RateFetcher {
             throw e;
         }
     }
+    async setBlacklist(userAddress) {
+        await this.dexHelper.cache.hset(this.blackListCacheKey, userAddress.toLowerCase(), 'true');
+        if (this.blacklistPubSub) {
+            this.blacklistPubSub.publish([userAddress.toLowerCase()]);
+        }
+        return true;
+    }
 }
 exports.RateFetcher = RateFetcher;
 //# sourceMappingURL=rate-fetcher.js.map

package/build/dex/generic-rfq/rate-fetcher.js.map

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package/build/dex/idle-dao/idle-dao-pool.d.ts

@@ -0,0 +1,56 @@
+import BigNumber from 'bignumber.js';
+import { Contract } from 'web3-eth-contract';
+import { Interface } from '@ethersproject/abi';
+import { DeepReadonly } from 'ts-essentials';
+import { Log, Logger } from '../../types';
+import { StatefulEventSubscriber } from '../../stateful-event-subscriber';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import { PoolState, IdleToken } from './types';
+import { IdleDao } from './idle-dao';
+declare type BlocksTransfers = Record<number, {
+    underlyingAmount: BigNumber;
+    idleAmount: BigNumber;
+    processed: boolean;
+}>;
+export declare class IdleDaoEventPool extends StatefulEventSubscriber<PoolState> {
+    readonly parentName: string;
+    protected network: number;
+    protected dexHelper: IDexHelper;
+    protected logger: Logger;
+    protected idleToken: IdleToken;
+    protected IdleDao: IdleDao;
+    handlers: {
+        [event: string]: (event: any, state: DeepReadonly<PoolState>, log: Readonly<Log>) => Promise<DeepReadonly<PoolState> | null>;
+    };
+    logDecoder: (log: Log) => any;
+    cdoContract: Contract;
+    poolInterface: Interface;
+    addressesSubscribed: string[];
+    blocksTransfers: BlocksTransfers;
+    constructor(parentName: string, network: number, dexHelper: IDexHelper, logger: Logger, idleToken: IdleToken, IdleDao: IdleDao);
+    /**
+     * The function is called every time any of the subscribed
+     * addresses release log. The function accepts the current
+     * state, updates the state according to the log, and returns
+     * the updated state.
+     * @param state - Current state of event subscriber
+     * @param log - Log released by one of the subscribed addresses
+     * @returns Updates state of the event subscriber after the log
+     */
+    protected processLog(state: DeepReadonly<PoolState>, log: Readonly<Log>): Promise<DeepReadonly<PoolState> | null>;
+    /**
+     * The function generates state using on-chain calls. This
+     * function is called to regenerate state if the event based
+     * system fails to fetch events and the local state is no
+     * more correct.
+     * @param blockNumber - Blocknumber for which the state should
+     * should be generated
+     * @returns state of the event subscriber at blocknumber
+     */
+    generateState(blockNumber: number): Promise<DeepReadonly<PoolState>>;
+    setBlockState(blockNumber: number, state: PoolState): void;
+    handleCoinTransfer(event: any, state: PoolState, log: Log): Promise<DeepReadonly<PoolState> | null>;
+    processBlockTransfer(blockNumber: number, state: PoolState): PoolState;
+    handleCoinTransfer_old(event: any, state: PoolState, log: Log): Promise<DeepReadonly<PoolState> | null>;
+}
+export {};