@paraswap/dex-lib 4.2.30 → 4.2.32

package/build/dex/miro-migrator/miro-migrator-pool.js

@@ -7,8 +7,9 @@ exports.MiroMigratorEventPool = void 0;
 const abi_1 = require("@ethersproject/abi");
 const utils_1 = require("../../utils");
 const stateful_event_subscriber_1 = require("../../stateful-event-subscriber");
+const decoders_1 = require("../../lib/decoders");
+const MiroMigrator_abi_json_1 = __importDefault(require("../../abi/miro-migrator/MiroMigrator.abi.json"));
 const erc20_json_1 = __importDefault(require("../../abi/erc20.json"));
-const ethers_1 = require("ethers");
 class MiroMigratorEventPool extends stateful_event_subscriber_1.StatefulEventSubscriber {
     parentName;
     network;
@@ -16,20 +17,21 @@ class MiroMigratorEventPool extends stateful_event_subscriber_1.StatefulEventSub
     migratorAddress;
     xyzAddress;
     transferTopic;
+    migratorInterface;
     xyzInterface;
-    xyzContract;
     handlers = {};
     logDecoder;
-    constructor(parentName, network, dexHelper, logger, migratorAddress, xyzAddress, transferTopic, xyzInterface = new abi_1.Interface(erc20_json_1.default), xyzContract = new ethers_1.Contract(xyzAddress, erc20_json_1.default, dexHelper.provider)) {
-        super(parentName, 'xyz', dexHelper, logger);
+    addressesSubscribed;
+    constructor(parentName, network, dexHelper, logger, migratorAddress, xyzAddress, transferTopic, migratorInterface = new abi_1.Interface(MiroMigrator_abi_json_1.default), xyzInterface = new abi_1.Interface(erc20_json_1.default)) {
+        super(parentName, 'state', dexHelper, logger);
         this.parentName = parentName;
         this.network = network;
         this.dexHelper = dexHelper;
         this.migratorAddress = migratorAddress;
         this.xyzAddress = xyzAddress;
         this.transferTopic = transferTopic;
+        this.migratorInterface = migratorInterface;
         this.xyzInterface = xyzInterface;
-        this.xyzContract = xyzContract;
         this.logDecoder = (log) => this.xyzInterface.parseLog(log);
         this.addressesSubscribed = [xyzAddress];
     }
@@ -38,11 +40,11 @@ class MiroMigratorEventPool extends stateful_event_subscriber_1.StatefulEventSub
             const event = this.logDecoder(log);
             if (log.topics[0] === this.transferTopic &&
                 event.args.dst.toLowerCase() === this.migratorAddress.toLowerCase()) {
-                return this.handleTransferTo(event, state);
+                return this.handleTransferTo(event, state, log);
             }
             if (log.topics[0] === this.transferTopic &&
                 event.args.src.toLowerCase() === this.migratorAddress.toLowerCase()) {
-                return this.handleTransferFrom(event, state);
+                return this.handleTransferFrom(event, state, log);
             }
             return null;
         }
@@ -52,10 +54,17 @@ class MiroMigratorEventPool extends stateful_event_subscriber_1.StatefulEventSub
         }
     }
     async generateState(blockNumber = 'latest') {
-        const balance = await this.xyzContract.balanceOf(this.migratorAddress, {
-            blockTag: blockNumber,
-        });
-        return { balance: balance.toBigInt() };
+        const calls = [
+            {
+                target: this.xyzAddress,
+                callData: this.xyzInterface.encodeFunctionData('balanceOf', [
+                    this.migratorAddress,
+                ]),
+                decodeFunction: decoders_1.uint256ToBigInt,
+            },
+        ];
+        const [balance] = await this.dexHelper.multiWrapper.tryAggregate(true, calls, blockNumber);
+        return { balance: balance.returnData };
     }
     async getOrGenerateState(blockNumber) {
         let state = this.getState(blockNumber);
@@ -65,12 +74,12 @@ class MiroMigratorEventPool extends stateful_event_subscriber_1.StatefulEventSub
         }
         return state;
     }
-    async handleTransferTo(event, state) {
+    async handleTransferTo(event, state, log) {
         return {
             balance: state.balance + BigInt(event.args.wad),
         };
     }
-    async handleTransferFrom(event, state) {
+    async handleTransferFrom(event, state, log) {
         return {
             balance: state.balance - BigInt(event.args.wad),
         };

package/build/dex/miro-migrator/miro-migrator-pool.js.map

@@ -1 +1 @@
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+{"version":3,"file":"miro-migrator-pool.js","sourceRoot":"","sources":["../../../src/dex/miro-migrator/miro-migrator-pool.ts"],"names":[],"mappings":";;;;;;AAAA,4CAA+C;AAG/C,uCAAiD;AACjD,+EAA0E;AAG1E,iDAAqD;AACrD,0GAA4E;AAC5E,sEAA4C;AAE5C,MAAa,qBAAsB,SAAQ,mDAAkC;IAchE;IACC;IACA;IAEA;IACA;IACA;IACA;IACA;IArBZ,QAAQ,GAMJ,EAAE,CAAC;IAEP,UAAU,CAAoB;IAE9B,mBAAmB,CAAW;IAE9B,YACW,UAAkB,EACjB,OAAe,EACf,SAAqB,EAC/B,MAAc,EACJ,eAAuB,EACvB,UAAkB,EAClB,aAAqB,EACrB,oBAA+B,IAAI,eAAS,CAAC,+BAAe,CAAC,EAC7D,eAA0B,IAAI,eAAS,CAAC,oBAAQ,CAAC;QAE3D,KAAK,CAAC,UAAU,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC;QAVrC,eAAU,GAAV,UAAU,CAAQ;QACjB,YAAO,GAAP,OAAO,CAAQ;QACf,cAAS,GAAT,SAAS,CAAY;QAErB,oBAAe,GAAf,eAAe,CAAQ;QACvB,eAAU,GAAV,UAAU,CAAQ;QAClB,kBAAa,GAAb,aAAa,CAAQ;QACrB,sBAAiB,GAAjB,iBAAiB,CAA4C;QAC7D,iBAAY,GAAZ,YAAY,CAAqC;QAG3D,IAAI,CAAC,UAAU,GAAG,CAAC,GAAQ,EAAE,EAAE,CAAC,IAAI,CAAC,YAAY,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC;QAChE,IAAI,CAAC,mBAAmB,GAAG,CAAC,UAAU,CAAC,CAAC;IAC1C,CAAC;IAES,KAAK,CAAC,UAAU,CACxB,KAA8B,EAC9B,GAAkB;QAElB,IAAI,CAAC;YACH,MAAM,KAAK,GAAG,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC;YAEnC,IACE,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK,IAAI,CAAC,aAAa;gBACpC,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,WAAW,EAAE,KAAK,IAAI,CAAC,eAAe,CAAC,WAAW,EAAE,EACnE,CAAC;gBACD,OAAO,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,KAAK,EAAE,GAAG,CAAC,CAAC;YAClD,CAAC;YAED,IACE,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK,IAAI,CAAC,aAAa;gBACpC,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,WAAW,EAAE,KAAK,IAAI,CAAC,eAAe,CAAC,WAAW,EAAE,EACnE,CAAC;gBACD,OAAO,IAAI,CAAC,kBAAkB,CAAC,KAAK,EAAE,KAAK,EAAE,GAAG,CAAC,CAAC;YACpD,CAAC;YAED,OAAO,IAAI,CAAC;QACd,CAAC;QAAC,OAAO,CAAC,EAAE,CAAC;YACX,IAAA,0BAAkB,EAAC,CAAC,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;YACnC,OAAO,IAAI,CAAC;QACd,CAAC;IACH,CAAC;IAED,KAAK,CAAC,aAAa,CACjB,cAAiC,QAAQ;QAEzC,MAAM,KAAK,GAAG;YACZ;gBACE,MAAM,EAAE,IAAI,CAAC,UAAU;gBACvB,QAAQ,EAAE,IAAI,CAAC,YAAY,CAAC,kBAAkB,CAAC,WAAW,EAAE;oBAC1D,IAAI,CAAC,eAAe;iBACrB,CAAC;gBACF,cAAc,EAAE,0BAAe;aAChC;SACF,CAAC;QAEF,MAAM,CAAC,OAAO,CAAC,GAAG,MAAM,IAAI,CAAC,SAAS,CAAC,YAAY,CAAC,YAAY,CAC9D,IAAI,EACJ,KAAK,EACL,WAAW,CACZ,CAAC;QAEF,OAAO,EAAE,OAAO,EAAE,OAAO,CAAC,UAAU,EAAE,CAAC;IACzC,CAAC;IAED,KAAK,CAAC,kBAAkB,CAAC,WAAmB;QAC1C,IAAI,KAAK,GAAG,IAAI,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC;QACvC,IAAI,CAAC,KAAK,EAAE,CAAC;YACX,KAAK,GAAG,MAAM,IAAI,CAAC,aAAa,CAAC,WAAW,CAAC,CAAC;YAC9C,IAAI,CAAC,QAAQ,CAAC,KAAK,EAAE,WAAW,CAAC,CAAC;QACpC,CAAC;QACD,OAAO,KAAK,CAAC;IACf,CAAC;IAED,KAAK,CAAC,gBAAgB,CACpB,KAAU,EACV,KAA8B,EAC9B,GAAkB;QAElB,OAAO;YACL,OAAO,EAAE,KAAK,CAAC,OAAO,GAAG,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC;SAChD,CAAC;IACJ,CAAC;IAED,KAAK,CAAC,kBAAkB,CACtB,KAAU,EACV,KAA8B,EAC9B,GAAkB;QAElB,OAAO;YACL,OAAO,EAAE,KAAK,CAAC,OAAO,GAAG,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC;SAChD,CAAC;IACJ,CAAC;CACF;AA3GD,sDA2GC"}

package/build/dex/miro-migrator/miro-migrator.js

@@ -126,10 +126,7 @@ class MiroMigrator extends simple_exchange_1.SimpleExchange {
         ];
     }
     getCalldataGasCost(poolPrices) {
-        return (CALLDATA_GAS_COST.FUNCTION_SELECTOR +
-            CALLDATA_GAS_COST.AMOUNT +
-            CALLDATA_GAS_COST.OFFSET_SMALL +
-            CALLDATA_GAS_COST.ZERO);
+        return CALLDATA_GAS_COST.DEX_NO_PAYLOAD;
     }
     getAdapterParam(srcToken, destToken, srcAmount, destAmount, data, side) {
         return {
@@ -149,6 +146,7 @@ class MiroMigrator extends simple_exchange_1.SimpleExchange {
             dexFuncHasRecipient: false,
             exchangeData: swapData,
             targetExchange: this.migratorAddress,
+            returnAmountPos: undefined,
         };
     }
     async getTopPoolsForToken(tokenAddress, limit) {

package/build/dex/miro-migrator/miro-migrator.js.map

@@ -1 +1 @@
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package/build/dex/swaap-v2/swaap-v2.js

@@ -311,73 +311,67 @@ class SwaapV2 extends simple_exchange_1.SimpleExchange {
         const isSell = side === constants_1.SwapSide.SELL;
         const normalizedSrcToken = this.normalizeToken(srcToken);
         const normalizedDestToken = this.normalizeToken(destToken);
-        const tolerance = (options.slippageFactor > bignumber_constants_1.BN_1
+        const tolerance = (options.slippageFactor.gt(bignumber_constants_1.BN_1)
             ? options.slippageFactor.minus(bignumber_constants_1.BN_1)
             : bignumber_constants_1.BN_1.minus(options.slippageFactor)).toNumber();
+        let quoteId;
         try {
             const quote = await this.rateFetcher.getQuote(this.network, normalizedSrcToken, normalizedDestToken, isSell ? optimalSwapExchange.srcAmount : optimalSwapExchange.destAmount, isSell ? constants_2.SWAAP_ORDER_TYPE_SELL : constants_2.SWAAP_ORDER_TYPE_BUY, options.userAddress, options.executionContractAddress, options.recipient, tolerance, this.getQuoteReqParams());
+            quoteId = quote.id;
             if (!quote.success) {
-                const message = `${this.dexKey}-${this.network}: Failed to fetch RFQ for ${(0, utils_3.getPairName)(normalizedSrcToken.address, normalizedDestToken.address)}: ${JSON.stringify(quote)}`;
-                this.logger.warn(message);
-                throw new types_1.SwaapV2QuoteError(message);
+                throw new types_1.SwaapV2QuoteError(`Failed to fetch RFQ for ${(0, utils_3.getPairName)(normalizedSrcToken.address, normalizedDestToken.address)}: ${JSON.stringify(quote)}`);
             }
-            else if (!quote.calldata) {
-                const message = `${this.dexKey}-${this.network}: Failed to fetch RFQ for ${(0, utils_3.getPairName)(normalizedSrcToken.address, normalizedDestToken.address)}. Missing quote data`;
-                this.logger.warn(message);
-                throw new types_1.SwaapV2QuoteError(message);
+            if (!quote.calldata) {
+                throw new types_1.SwaapV2QuoteError(`Failed to fetch RFQ for ${(0, utils_3.getPairName)(normalizedSrcToken.address, normalizedDestToken.address)}. Missing quote data`);
             }
-            else if (!quote.router) {
-                const message = `${this.dexKey}-${this.network}: Failed to fetch RFQ for ${(0, utils_3.getPairName)(normalizedSrcToken.address, normalizedDestToken.address)}. Missing router address`;
-                this.logger.warn(message);
-                throw new types_1.SwaapV2QuoteError(message);
+            if (!quote.router) {
+                throw new types_1.SwaapV2QuoteError(`Failed to fetch RFQ for ${(0, utils_3.getPairName)(normalizedSrcToken.address, normalizedDestToken.address)}. Missing router address`);
             }
             const srcAmount = BigInt(optimalSwapExchange.srcAmount);
             const destAmount = BigInt(optimalSwapExchange.destAmount);
             const quoteTokenAmount = BigInt(quote.amount);
             const slippageFactor = options.slippageFactor;
-            let isFailOnSlippage = false;
-            let slippageErrorMessage = '';
             if (side === constants_1.SwapSide.SELL) {
-                if (quoteTokenAmount <
-                    BigInt(new bignumber_js_1.default(destAmount.toString())
-                        .times(slippageFactor)
-                        .toFixed(0))) {
-                    isFailOnSlippage = true;
-                    const message = `${this.dexKey}-${this.network}: too much slippage on quote ${side} quoteTokenAmount ${quoteTokenAmount} / destAmount ${destAmount} < ${slippageFactor}`;
-                    slippageErrorMessage = message;
-                    this.logger.warn(message);
+                const requiredAmountWithSlippage = new bignumber_js_1.default(destAmount.toString())
+                    .multipliedBy(slippageFactor)
+                    .toFixed(0);
+                if (quoteTokenAmount < BigInt(requiredAmountWithSlippage)) {
+                    const quoted = new bignumber_js_1.default(quoteTokenAmount.toString());
+                    const expected = new bignumber_js_1.default(requiredAmountWithSlippage);
+                    const slippedPercentage = new bignumber_js_1.default(1)
+                        .minus(quoted.div(expected))
+                        .multipliedBy(100)
+                        .toFixed(10);
+                    const errorMsg = `Slipped, factor: ${quoteTokenAmount.toString()} < ${requiredAmountWithSlippage} (${slippedPercentage}%)`;
+                    if (new bignumber_js_1.default(1)
+                        .minus(slippageFactor)
+                        .lt(constants_2.SWAAP_MIN_SLIPPAGE_FACTOR_THRESHOLD_FOR_RESTRICTION)) {
+                        throw new types_2.TooStrictSlippageCheckError(errorMsg);
+                    }
+                    throw new types_2.SlippageCheckError(errorMsg);
                 }
             }
             else {
-                if (quoteTokenAmount >
-                    BigInt(slippageFactor.times(srcAmount.toString()).toFixed(0))) {
-                    isFailOnSlippage = true;
-                    const message = `${this.dexKey}-${this.network}: too much slippage on quote ${side} baseTokenAmount ${srcAmount} / srcAmount ${srcAmount} > ${slippageFactor.toFixed()}`;
-                    slippageErrorMessage = message;
-                    this.logger.warn(message);
+                const requiredAmountWithSlippage = new bignumber_js_1.default(srcAmount.toString())
+                    .multipliedBy(slippageFactor)
+                    .toFixed(0);
+                if (quoteTokenAmount > BigInt(requiredAmountWithSlippage)) {
+                    const quoted = new bignumber_js_1.default(quoteTokenAmount.toString());
+                    const expected = new bignumber_js_1.default(requiredAmountWithSlippage);
+                    const slippedPercentage = quoted
+                        .div(expected)
+                        .minus(1)
+                        .multipliedBy(100)
+                        .toFixed(10);
+                    const errorMsg = `Slipped, factor: ${quoteTokenAmount.toString()} > ${requiredAmountWithSlippage} (${slippedPercentage}%)`;
+                    if (slippageFactor
+                        .minus(1)
+                        .lt(constants_2.SWAAP_MIN_SLIPPAGE_FACTOR_THRESHOLD_FOR_RESTRICTION)) {
+                        throw new types_2.TooStrictSlippageCheckError(errorMsg);
+                    }
+                    throw new types_2.SlippageCheckError(errorMsg);
                 }
             }
-            let isTooStrictSlippage = false;
-            if (isFailOnSlippage &&
-                side === constants_1.SwapSide.SELL &&
-                new bignumber_js_1.default(1)
-                    .minus(slippageFactor)
-                    .lt(constants_2.SWAAP_MIN_SLIPPAGE_FACTOR_THRESHOLD_FOR_RESTRICTION)) {
-                isTooStrictSlippage = true;
-            }
-            else if (isFailOnSlippage &&
-                side === constants_1.SwapSide.BUY &&
-                slippageFactor
-                    .minus(1)
-                    .lt(constants_2.SWAAP_MIN_SLIPPAGE_FACTOR_THRESHOLD_FOR_RESTRICTION)) {
-                isTooStrictSlippage = true;
-            }
-            if (isFailOnSlippage && isTooStrictSlippage) {
-                throw new types_2.TooStrictSlippageCheckError(slippageErrorMessage);
-            }
-            else if (isFailOnSlippage && !isTooStrictSlippage) {
-                throw new types_2.SlippageCheckError(slippageErrorMessage);
-            }
             const expiryAsBigInt = BigInt(quote.expiration);
             const minDeadline = expiryAsBigInt > 0 ? expiryAsBigInt : bigint_constants_1.BI_MAX_UINT256;
             return [
@@ -392,27 +386,25 @@ class SwaapV2 extends simple_exchange_1.SimpleExchange {
             ];
         }
         catch (e) {
-            if ((0, utils_1.isAxiosError)(e) && e.response?.status === 403) {
-                await this.setBlacklist(options.userAddress, constants_2.SWAAP_403_TTL_S);
-                this.logger.warn(`${this.dexKey}-${this.network}: Encountered blacklisted user=${options.userAddress}. Adding to local blacklist cache`);
+            const prefix = `${this.dexKey}-${this.network}${quoteId ? ` quoteId=${quoteId}` : ''}`;
+            if ((0, utils_1.isAxiosError)(e)) {
+                if (e.response?.status === 403) {
+                    await this.setBlacklist(options.userAddress, constants_2.SWAAP_403_TTL_S);
+                    this.logger.warn(`${prefix}: Encountered blacklisted user=${options.userAddress}. Adding to local blacklist cache`);
+                }
+                if (e.response?.status === 429) {
+                    await this.setBlacklist(options.userAddress, constants_2.SWAAP_429_TTL_S);
+                    this.logger.warn(`${prefix}: Encountered restricted user=${options.userAddress}. Adding to local blacklist cache`);
+                }
             }
-            else if ((0, utils_1.isAxiosError)(e) && e.response?.status === 429) {
-                await this.setBlacklist(options.userAddress, constants_2.SWAAP_429_TTL_S);
-                this.logger.warn(`${this.dexKey}-${this.network}: Encountered restricted user=${options.userAddress}. Adding to local blacklist cache`);
+            else if (e instanceof types_2.TooStrictSlippageCheckError) {
+                this.logger.warn(`${prefix}: Too strict slippage, skipping restriction ${e}`);
             }
             else {
-                if (e instanceof types_2.TooStrictSlippageCheckError) {
-                    this.logger.warn(`${this.dexKey}-${this.network}: failed to build transaction on side ${side} with too strict slippage. Skipping restriction`);
-                }
-                else {
-                    this.logger.warn(`${this.dexKey}-${this.network}: protocol is restricted`);
-                    const poolIdentifier = (0, utils_3.getPoolIdentifier)(this.dexKey, normalizedSrcToken.address, normalizedDestToken.address);
-                    var message = 'Unknown error';
-                    if (e instanceof Error) {
-                        message = `${e.name}: ${e.message}`;
-                    }
-                    await this.restrictPool(message, poolIdentifier);
-                }
+                const message = e instanceof Error ? `${e.name}: ${e.message}` : 'Unknown error';
+                this.logger.warn(`${prefix}: Protocol is restricted ${e}`);
+                const poolIdentifier = (0, utils_3.getPoolIdentifier)(this.dexKey, normalizedSrcToken.address, normalizedDestToken.address);
+                await this.restrictPool(message, poolIdentifier);
             }
             throw e;
         }

package/build/dex/swaap-v2/swaap-v2.js.map

@@ -1 +1 @@
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package/build/dex/uniswap-v2/rpc-pool-tracker.d.ts

@@ -4,34 +4,39 @@ import { Address, PoolLiquidity, Token } from '../../types';
 import { UniswapV2 } from './uniswap-v2';
 type CachedPool = {
     address: Address;
+    updatedAt: number;
     token0: Token;
     token1: Token;
 };
 type Pool = {
     address: Address;
-    token0: Token;
-    token1: Token;
-    reserves: {
-        updatedAt: null | number;
-        reserve0: bigint;
-        reserve1: bigint;
-    };
+    token0Address: Address;
+    token0Decimals: number;
+    token1Address: Address;
+    token1Decimals: number;
+    reserve0: bigint;
+    reserve1: bigint;
+    reservesUpdatedAt: number | null;
+    updatedAt: number;
 };
 export declare class UniswapV2RpcPoolTracker extends UniswapV2 {
     protected network: Network;
     protected dexHelper: IDexHelper;
     protected isDynamicFees: boolean;
     private cacheKey;
+    protected allPoolsLength: number;
     pools: Record<string, Pool>;
     readonly isStatePollingDex = true;
-    private updateInterval;
+    private newPoolsUpdateInterval;
+    private poolsAgeUpdateInterval;
     constructor(network: Network, dexKey: string, dexHelper: IDexHelper, isDynamicFees?: boolean);
     initializePricing(): Promise<void>;
     updatePools(initialize?: boolean): Promise<void>;
     initPools(fromIndex: number, toIndex: number): Promise<void>;
     getCachedPools(fromIndex: number, toIndex: number): Promise<void>;
     updatePoolState(): Promise<void>;
-    getAllPoolsLength(): Promise<number>;
+    updatePoolsAge(): Promise<void>;
+    getOnChainPoolsLength(): Promise<number>;
     fetchPools(fromIndex: number, toIndex: number): Promise<Record<string, CachedPool>>;
     updatePoolsReserves(pools: Pool[]): Promise<void>;
     getTopPoolsForToken(tokenAddress: Address, limit: number): Promise<PoolLiquidity[]>;