@paraswap/dex-lib 4.1.9 → 4.1.10-ekubo

package/src/dex/ekubo/types.ts

@@ -0,0 +1,408 @@
+import { BigNumber } from 'ethers';
+import {
+  defaultAbiCoder,
+  hexlify,
+  hexZeroPad,
+  keccak256,
+} from 'ethers/lib/utils';
+import _ from 'lodash';
+import { DeepReadonly, DeepWritable } from 'ts-essentials';
+import { hexStringTokenPair } from './utils';
+import { floatSqrtRatioToFixed } from './pools/math/price';
+import {
+  MAX_TICK,
+  MIN_SQRT_RATIO,
+  MIN_TICK,
+  toSqrtRatio,
+} from './pools/math/tick';
+import { amount0Delta, amount1Delta } from './pools/math/delta';
+
+export type Pool = {
+  key: PoolKey;
+  activeTick: number;
+  liquidity: bigint;
+  sqrtRatio: bigint;
+  ticks: bigint[];
+};
+
+export interface Tick {
+  readonly number: number;
+  liquidityDelta: bigint;
+}
+
+/**
+ * Returns the index in the sorted tick array that has the greatest value of tick that is not greater than the given tick
+ * @param sortedTicks the sorted list of ticks to search in
+ * @param tick the tick to search for
+ */
+export function findNearestInitializedTickIndex(
+  sortedTicks: Tick[],
+  tick: number,
+): number | null {
+  let l = 0,
+    r = sortedTicks.length;
+
+  while (l < r) {
+    const mid = Math.floor((l + r) / 2);
+    const midTick = sortedTicks[mid].number;
+    if (midTick <= tick) {
+      // if it's the last index, or the next tick is greater, we've found our index
+      if (
+        mid === sortedTicks.length - 1 ||
+        sortedTicks[mid + 1].number > tick
+      ) {
+        return mid;
+      } else {
+        // otherwise our value is to the right of this one
+        l = mid;
+      }
+    } else {
+      // the mid tick is greater than the one we want, so we know it's not mid
+      r = mid;
+    }
+  }
+
+  return null;
+}
+
+export type QuoteData = {
+  tick: number;
+  sqrtRatio: BigNumber;
+  liquidity: BigNumber;
+  minTick: number;
+  maxTick: number;
+  ticks: {
+    number: number;
+    liquidityDelta: BigNumber;
+  }[];
+};
+
+export type GetQuoteDataResponse = QuoteData[];
+
+export namespace PoolState {
+  // Needs to be serializiable, therefore can't make it a class
+  export type Object = {
+    sqrtRatio: bigint;
+    liquidity: bigint;
+    activeTick: number;
+    readonly sortedTicks: Tick[];
+    activeTickIndex: number | null;
+    readonly checkedTicksBounds: readonly [number, number];
+  };
+
+  export function fromQuoter(data: QuoteData, isFullRange: boolean): Object {
+    const sortedTicks = data.ticks.map(({ number, liquidityDelta }) => ({
+      number,
+      liquidityDelta: liquidityDelta.toBigInt(),
+    }));
+    const liquidity = data.liquidity.toBigInt();
+
+    const sqrtRatioFloat = data.sqrtRatio.toBigInt();
+
+    const checkedTicksBounds: [number, number] = isFullRange
+      ? [MIN_TICK, MAX_TICK]
+      : [data.minTick, data.maxTick];
+
+    const state: Object = {
+      sqrtRatio:
+        sqrtRatioFloat === 0n
+          ? 2n ** 128n
+          : floatSqrtRatioToFixed(sqrtRatioFloat),
+      liquidity,
+      activeTick: data.tick,
+      sortedTicks,
+      activeTickIndex: null, // This will be filled in
+      checkedTicksBounds,
+    };
+
+    addLiquidityCutoffs(state);
+
+    return state;
+  }
+
+  export function fromSwappedEvent(
+    oldState: DeepReadonly<Object>,
+    sqrtRatioAfter: bigint,
+    liquidityAfter: bigint,
+    tickAfter: number,
+  ): Object {
+    const sortedTicks = oldState.sortedTicks;
+
+    const clonedTicks = _.cloneDeep(sortedTicks) as DeepWritable<
+      typeof sortedTicks
+    >;
+
+    return {
+      sqrtRatio: sqrtRatioAfter,
+      liquidity: liquidityAfter,
+      activeTick: tickAfter,
+      sortedTicks: clonedTicks,
+      activeTickIndex: findNearestInitializedTickIndex(clonedTicks, tickAfter),
+      checkedTicksBounds: oldState.checkedTicksBounds,
+    };
+  }
+
+  export function fromPositionUpdatedEvent(
+    oldState: DeepReadonly<Object>,
+    [lowTick, highTick]: [number, number],
+    liquidityDelta: bigint,
+  ): Object | null {
+    if (liquidityDelta === 0n) {
+      return null;
+    }
+
+    const clonedState = _.cloneDeep(oldState) as DeepWritable<typeof oldState>;
+
+    updateTick(clonedState, lowTick, liquidityDelta, false, false);
+    updateTick(clonedState, highTick, liquidityDelta, true, false);
+
+    if (
+      clonedState.activeTick >= lowTick &&
+      clonedState.activeTick < highTick
+    ) {
+      clonedState.liquidity += liquidityDelta;
+    }
+
+    return clonedState;
+  }
+
+  export function addLiquidityCutoffs(state: PoolState.Object) {
+    const { sortedTicks, liquidity, activeTick } = state;
+
+    let activeTickIndex = undefined;
+    let currentLiquidity = 0n;
+
+    // The liquidity added/removed by out-of-range initialized ticks (i.e. lower than minCheckedTickNumber)
+    let liquidityDeltaMin = 0n;
+
+    for (let i = 0; i < sortedTicks.length; i++) {
+      const tick = sortedTicks[i];
+
+      if (typeof activeTickIndex === 'undefined' && activeTick < tick.number) {
+        activeTickIndex = i === 0 ? null : i - 1;
+
+        liquidityDeltaMin = liquidity - currentLiquidity;
+
+        // We now need to switch to tracking the liquidity that needs to be cut off at maxCheckedTickNumber, therefore reset to the actual liquidity
+        currentLiquidity = liquidity;
+      }
+
+      currentLiquidity += tick.liquidityDelta;
+    }
+
+    if (typeof activeTickIndex === 'undefined') {
+      activeTickIndex = sortedTicks.length > 0 ? sortedTicks.length - 1 : null;
+      liquidityDeltaMin = liquidity - currentLiquidity;
+      currentLiquidity = liquidity;
+    }
+
+    state.activeTickIndex = activeTickIndex;
+
+    PoolState.updateTick(
+      state,
+      state.checkedTicksBounds[0],
+      liquidityDeltaMin,
+      false,
+      true,
+    );
+
+    PoolState.updateTick(
+      state,
+      state.checkedTicksBounds[1],
+      currentLiquidity,
+      true,
+      true,
+    );
+  }
+
+  export function updateTick(
+    state: Object,
+    updatedTickNumber: number,
+    liquidityDelta: bigint,
+    upper: boolean,
+    forceInsert: boolean,
+  ) {
+    const sortedTicks = state.sortedTicks;
+
+    if (upper) {
+      liquidityDelta = -liquidityDelta;
+    }
+
+    const nearestTickIndex = findNearestInitializedTickIndex(
+      sortedTicks,
+      updatedTickNumber,
+    );
+    const nearestTick =
+      nearestTickIndex === null ? null : sortedTicks[nearestTickIndex];
+    const nearestTickNumber = nearestTick?.number;
+    const newTickReferenced = nearestTickNumber !== updatedTickNumber;
+
+    if (newTickReferenced) {
+      if (!forceInsert && nearestTickIndex === null) {
+        sortedTicks[0].liquidityDelta += liquidityDelta;
+      } else if (!forceInsert && nearestTickIndex === sortedTicks.length - 1) {
+        sortedTicks[sortedTicks.length - 1].liquidityDelta += liquidityDelta;
+      } else {
+        sortedTicks.splice(
+          nearestTickIndex === null ? 0 : nearestTickIndex + 1,
+          0,
+          {
+            number: updatedTickNumber,
+            liquidityDelta,
+          },
+        );
+
+        if (state.activeTick >= updatedTickNumber) {
+          state.activeTickIndex =
+            state.activeTickIndex === null ? 0 : state.activeTickIndex + 1;
+        }
+      }
+    } else {
+      const newDelta = nearestTick!.liquidityDelta + liquidityDelta;
+
+      if (
+        newDelta === 0n &&
+        !state.checkedTicksBounds.includes(nearestTickNumber)
+      ) {
+        sortedTicks.splice(nearestTickIndex!, 1);
+
+        if (state.activeTick >= updatedTickNumber) {
+          state.activeTickIndex!--;
+        }
+      } else {
+        nearestTick!.liquidityDelta = newDelta;
+      }
+    }
+  }
+
+  export function computeTvl(state: DeepReadonly<Object>): [bigint, bigint] {
+    const stateSqrtRatio = state.sqrtRatio;
+
+    let [tvl0, tvl1] = [0n, 0n];
+    let liquidity = 0n;
+    let sqrtRatio = MIN_SQRT_RATIO;
+
+    for (const tick of state.sortedTicks) {
+      const tickSqrtRatio = toSqrtRatio(tick.number);
+
+      const minAmount1SqrtRatio =
+        stateSqrtRatio > tickSqrtRatio ? tickSqrtRatio : stateSqrtRatio;
+      const maxAmount0SqrtRatio =
+        stateSqrtRatio > sqrtRatio ? stateSqrtRatio : sqrtRatio;
+
+      if (sqrtRatio < minAmount1SqrtRatio) {
+        tvl1 += amount1Delta(sqrtRatio, minAmount1SqrtRatio, liquidity, false);
+      }
+
+      if (maxAmount0SqrtRatio < tickSqrtRatio) {
+        tvl0 += amount0Delta(
+          maxAmount0SqrtRatio,
+          tickSqrtRatio,
+          liquidity,
+          false,
+        );
+      }
+
+      sqrtRatio = tickSqrtRatio;
+      liquidity += tick.liquidityDelta;
+    }
+
+    return [tvl0, tvl1];
+  }
+}
+
+export type EkuboData = {
+  poolKeyAbi: AbiPoolKey;
+  isToken1: boolean;
+  skipAhead: Record<string, number>;
+};
+
+export type DexParams = {
+  apiUrl: string;
+  core: string;
+  oracle: string;
+  dataFetcher: string;
+  router: string;
+};
+
+export class PoolKey {
+  private _string_id?: string;
+  private _num_id?: bigint;
+
+  public constructor(
+    public readonly token0: bigint,
+    public readonly token1: bigint,
+    public readonly config: PoolConfig,
+  ) {}
+
+  public get string_id(): string {
+    this._string_id ??= `${hexStringTokenPair(this.token0, this.token1)}_${
+      this.config.fee
+    }_${this.config.tickSpacing}_${hexZeroPad(
+      hexlify(this.config.extension),
+      20,
+    )}`;
+
+    return this._string_id;
+  }
+
+  public get num_id(): bigint {
+    this._num_id ??= BigInt(
+      keccak256(
+        defaultAbiCoder.encode(
+          ['address', 'address', 'bytes32'],
+          [
+            hexZeroPad(hexlify(this.token0), 20),
+            hexZeroPad(hexlify(this.token1), 20),
+            hexZeroPad(hexlify(this.config.compressed), 32),
+          ],
+        ),
+      ),
+    );
+
+    return this._num_id;
+  }
+
+  public toAbi(): AbiPoolKey {
+    return {
+      token0: hexZeroPad(hexlify(this.token0), 20),
+      token1: hexZeroPad(hexlify(this.token1), 20),
+      config: hexZeroPad(hexlify(this.config.compressed), 32),
+    };
+  }
+}
+
+export class PoolConfig {
+  public constructor(
+    public readonly tickSpacing: number,
+    public readonly fee: bigint,
+    public readonly extension: bigint,
+    private _compressed?: bigint,
+  ) {}
+
+  public get compressed(): bigint {
+    this._compressed ??=
+      BigInt(this.tickSpacing) + (this.fee << 32n) + (this.extension << 96n);
+    return this._compressed;
+  }
+
+  public static fromCompressed(compressed: bigint) {
+    return new this(
+      Number(compressed % 2n ** 32n),
+      (compressed >> 32n) % 2n ** 64n,
+      compressed >> 96n,
+      compressed,
+    );
+  }
+}
+
+export type AbiPoolKey = {
+  token0: string;
+  token1: string;
+  config: string;
+};
+
+export type VanillaPoolParameters = {
+  fee: bigint;
+  tickSpacing: number;
+};

package/src/dex/ekubo/utils.ts

@@ -0,0 +1,34 @@
+import { hexlify, hexZeroPad } from 'ethers/lib/utils';
+import { Token } from '../../types';
+import { isETHAddress } from '../../utils';
+import { ETHER_ADDRESS } from '../../constants';
+
+export const NATIVE_TOKEN_ADDRESS = 0x0000000000000000000000000000000000000000n;
+
+export function convertParaSwapToEkubo(address: string): bigint {
+  return isETHAddress(address) ? NATIVE_TOKEN_ADDRESS : BigInt(address);
+}
+
+export function convertEkuboToParaSwap(address: bigint): string {
+  return address === NATIVE_TOKEN_ADDRESS
+    ? ETHER_ADDRESS
+    : hexZeroPad(hexlify(address), 20);
+}
+
+export function sortAndConvertTokens(
+  tokenA: Token,
+  tokenB: Token,
+): [bigint, bigint] {
+  const [a, b] = [
+    convertParaSwapToEkubo(tokenA.address),
+    convertParaSwapToEkubo(tokenB.address),
+  ];
+  return a > b ? [b, a] : [a, b];
+}
+
+export function hexStringTokenPair(token0: bigint, token1: bigint): string {
+  return `${hexZeroPad(hexlify(token0), 20)}/${hexZeroPad(
+    hexlify(token1),
+    20,
+  )}`;
+}

package/src/dex/index.ts

@@ -104,6 +104,7 @@ import { UsualMUsd0 } from './usual/usual-m-usd0';
 import { MWrappedM } from './usual/m-wrapped-m';
 import { WrappedMM } from './usual/wrapped-m-m';
 import { UsualPP } from './usual-pp/usual-pp';
+import { Ekubo } from './ekubo/ekubo';
 
 const LegacyDexes = [
   CurveV2,
@@ -202,6 +203,7 @@ const Dexes = [
   WrappedMM,
   UsualMUsd0,
   UsualPP,
+  Ekubo,
 ];
 
 export type LegacyDexConstructor = new (dexHelper: IDexHelper) => IDexTxBuilder<

package/src/dex-helper/dummy-dex-helper.ts

@@ -329,6 +329,7 @@ export class DummyDexHelper implements IDexHelper {
       rpcUrl ? rpcUrl : this.config.data.privateHttpProvider,
       network,
     );
+
     this.web3Provider = new Web3(
       rpcUrl ? rpcUrl : this.config.data.privateHttpProvider,
     );
@@ -365,5 +366,14 @@ export class DummyDexHelper implements IDexHelper {
 
   replaceProviderWithRPC(rpcUrl: string) {
     this.provider = new StaticJsonRpcProvider(rpcUrl, this.config.data.network);
+    this.web3Provider = new Web3(rpcUrl);
+    this.multiContract = new this.web3Provider.eth.Contract(
+      multiABIV2 as any,
+      this.config.data.multicallV2Address,
+    );
+    this.multiWrapper = new MultiWrapper(
+      this.multiContract,
+      this.getLogger(`MultiWrapper-${this.config.data.network}`),
+    );
   }
 }

package/tests/constants-e2e.ts

@@ -88,6 +88,10 @@ export const Tokens: {
       address: '0x4c9edd5852cd905f086c759e8383e09bff1e68b3',
       decimals: 18,
     },
+    EKUBO: {
+      address: '0x04C46E830Bb56ce22735d5d8Fc9CB90309317d0f',
+      decimals: 18,
+    },
     ETH: {
       address: ETHER_ADDRESS,
       decimals: 18,
@@ -1411,6 +1415,14 @@ export const Tokens: {
       address: '0x0b2C639c533813f4Aa9D7837CAf62653d097Ff85',
       decimals: 6,
     },
+    stataUSDC: {
+      address: '0x41B334E9F2C0ED1f30fD7c351874a6071C53a78E',
+      decimals: 6,
+    },
+    aOptUSDCn: {
+      address: '0x38d693cE1dF5AaDF7bC62595A37D667aD57922e5',
+      decimals: 6,
+    },
     USDT: {
       address: '0x94b008aA00579c1307B0EF2c499aD98a8ce58e58',
       decimals: 6,
@@ -1900,6 +1912,7 @@ export const Holders: {
     USDL: '0xAb96AA0ee764924f49fbB372f3B4db9c2cB24Ea2',
     wUSDL: '0xBBBBBbbBBb9cC5e90e3b3Af64bdAF62C37EEFFCb',
     UsualM: '0xE3f7A0c4a44b740328157A5152A85c3bCB54DA09',
+    EKUBO: '0xF5b6Ee2CAEb6769659f6C091D209DfdCaF3F69Eb',
   },
   [Network.POLYGON]: {
     jGBP: '0x02aa0B826c7BA6386DdBE04C0a8715A1c0A16B24',
@@ -2093,6 +2106,7 @@ export const Holders: {
     POPS: '0x3cbd9044aaabef08ce93a68448e093cff405ad76',
     USDCe: '0xdecc0c09c3b5f6e92ef4184125d5648a66e35298',
     USDC: '0x8aF3827a41c26C7F32C81E93bb66e837e0210D5c',
+    aOptUSDCn: '0x38d693cE1dF5AaDF7bC62595A37D667aD57922e5',
     USDT: '0xf977814e90da44bfa03b6295a0616a897441acec',
     OP: '0xEBb8EA128BbdFf9a1780A4902A9380022371d466',
     aOptWETH: '0x7B7D80C40415F744864f051B806b466e2fbB8E68',
@@ -2112,6 +2126,7 @@ export const Holders: {
     LUSD: '0xf0a9abb11958a071e168f2ee5bcbacf1abbde9cf',
     GRAI: '0x92b051204816DC4fbA7AC1A68a2cf319A9a387CB',
     stataUSDT: '0xd55263b84685Ced7e10a77607C7fFD763D495B6e',
+    stataUSDC: '0x450C01300B83bE379113256038b4Dd3b45d23B5e',
     aaveUSDT: '0x1Fd458C52fEb7Bb35097ebd9566DB6C269341FDD',
     tBTC: '0xf7b4531e52211CC44379102F719cad29411dB053',
     PSTAKE: '0xc45398444B83183b2018e0224B3D332b42D492Af',

package/tests/utils-e2e.ts

@@ -490,7 +490,6 @@ export async function testE2E(
   }
 
   if (paraswap.dexHelper?.replaceProviderWithRPC) {
-    console.log('ts.rpcURL: ', ts.rpcURL);
     paraswap.dexHelper?.replaceProviderWithRPC(ts.rpcURL);
   }
 

package/.idea/codeStyles/Project.xml

@@ -1,59 +0,0 @@
-<component name="ProjectCodeStyleConfiguration">
-  <code_scheme name="Project" version="173">
-    <HTMLCodeStyleSettings>
-      <option name="HTML_SPACE_INSIDE_EMPTY_TAG" value="true" />
-    </HTMLCodeStyleSettings>
-    <JSCodeStyleSettings version="0">
-      <option name="FORCE_SEMICOLON_STYLE" value="true" />
-      <option name="SPACE_BEFORE_FUNCTION_LEFT_PARENTH" value="false" />
-      <option name="USE_DOUBLE_QUOTES" value="false" />
-      <option name="FORCE_QUOTE_STYlE" value="true" />
-      <option name="ENFORCE_TRAILING_COMMA" value="WhenMultiline" />
-      <option name="SPACES_WITHIN_OBJECT_LITERAL_BRACES" value="true" />
-      <option name="SPACES_WITHIN_IMPORTS" value="true" />
-    </JSCodeStyleSettings>
-    <TypeScriptCodeStyleSettings version="0">
-      <option name="FORCE_SEMICOLON_STYLE" value="true" />
-      <option name="SPACE_BEFORE_FUNCTION_LEFT_PARENTH" value="false" />
-      <option name="USE_DOUBLE_QUOTES" value="false" />
-      <option name="FORCE_QUOTE_STYlE" value="true" />
-      <option name="ENFORCE_TRAILING_COMMA" value="WhenMultiline" />
-      <option name="SPACES_WITHIN_OBJECT_LITERAL_BRACES" value="true" />
-      <option name="SPACES_WITHIN_IMPORTS" value="true" />
-    </TypeScriptCodeStyleSettings>
-    <VueCodeStyleSettings>
-      <option name="INTERPOLATION_NEW_LINE_AFTER_START_DELIMITER" value="false" />
-      <option name="INTERPOLATION_NEW_LINE_BEFORE_END_DELIMITER" value="false" />
-    </VueCodeStyleSettings>
-    <codeStyleSettings language="HTML">
-      <option name="SOFT_MARGINS" value="80" />
-      <indentOptions>
-        <option name="INDENT_SIZE" value="2" />
-        <option name="CONTINUATION_INDENT_SIZE" value="2" />
-        <option name="TAB_SIZE" value="2" />
-      </indentOptions>
-    </codeStyleSettings>
-    <codeStyleSettings language="JavaScript">
-      <option name="SOFT_MARGINS" value="80" />
-      <indentOptions>
-        <option name="INDENT_SIZE" value="2" />
-        <option name="CONTINUATION_INDENT_SIZE" value="2" />
-        <option name="TAB_SIZE" value="2" />
-      </indentOptions>
-    </codeStyleSettings>
-    <codeStyleSettings language="TypeScript">
-      <option name="SOFT_MARGINS" value="80" />
-      <indentOptions>
-        <option name="INDENT_SIZE" value="2" />
-        <option name="CONTINUATION_INDENT_SIZE" value="2" />
-        <option name="TAB_SIZE" value="2" />
-      </indentOptions>
-    </codeStyleSettings>
-    <codeStyleSettings language="Vue">
-      <option name="SOFT_MARGINS" value="80" />
-      <indentOptions>
-        <option name="CONTINUATION_INDENT_SIZE" value="2" />
-      </indentOptions>
-    </codeStyleSettings>
-  </code_scheme>
-</component>

package/.idea/codeStyles/codeStyleConfig.xml

@@ -1,5 +0,0 @@
-<component name="ProjectCodeStyleConfiguration">
-  <state>
-    <option name="USE_PER_PROJECT_SETTINGS" value="true" />
-  </state>
-</component>

package/.idea/inspectionProfiles/Project_Default.xml

@@ -1,6 +0,0 @@
-<component name="InspectionProjectProfileManager">
-  <profile version="1.0">
-    <option name="myName" value="Project Default" />
-    <inspection_tool class="Eslint" enabled="true" level="WARNING" enabled_by_default="true" />
-  </profile>
-</component>

package/.idea/modules.xml

@@ -1,8 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="ProjectModuleManager">
-    <modules>
-      <module fileurl="file://$PROJECT_DIR$/.idea/paraswap-dex-lib.iml" filepath="$PROJECT_DIR$/.idea/paraswap-dex-lib.iml" />
-    </modules>
-  </component>
-</project>

package/.idea/paraswap-dex-lib.iml

@@ -1,12 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<module type="WEB_MODULE" version="4">
-  <component name="NewModuleRootManager">
-    <content url="file://$MODULE_DIR$">
-      <excludeFolder url="file://$MODULE_DIR$/.tmp" />
-      <excludeFolder url="file://$MODULE_DIR$/temp" />
-      <excludeFolder url="file://$MODULE_DIR$/tmp" />
-    </content>
-    <orderEntry type="inheritedJdk" />
-    <orderEntry type="sourceFolder" forTests="false" />
-  </component>
-</module>

package/.idea/prettier.xml

@@ -1,7 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="PrettierConfiguration">
-    <option name="myConfigurationMode" value="AUTOMATIC" />
-    <option name="myRunOnSave" value="true" />
-  </component>
-</project>

package/.idea/vcs.xml

@@ -1,6 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="VcsDirectoryMappings">
-    <mapping directory="" vcs="Git" />
-  </component>
-</project>