@paraswap/dex-lib 4.2.31 → 4.2.32

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[]>;