@paraswap/dex-lib 4.2.9-uni-v4-fixes.0 → 4.2.9

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Files changed (9) hide show
  1. package/build/dex/uniswap-v4/contract-math/uniswap-v4-pool-math.d.ts +4 -3
  2. package/build/dex/uniswap-v4/contract-math/uniswap-v4-pool-math.js +9 -5
  3. package/build/dex/uniswap-v4/contract-math/uniswap-v4-pool-math.js.map +1 -1
  4. package/build/dex/uniswap-v4/uniswap-v4-pool.js +1 -1
  5. package/build/dex/uniswap-v4/uniswap-v4-pool.js.map +1 -1
  6. package/build/dex/uniswap-v4/uniswap-v4.d.ts +1 -1
  7. package/build/dex/uniswap-v4/uniswap-v4.js +3 -3
  8. package/build/dex/uniswap-v4/uniswap-v4.js.map +1 -1
  9. package/package.json +1 -1
package/build/dex/uniswap-v4/contract-math/uniswap-v4-pool-math.d.ts CHANGED
@@ -1,6 +1,7 @@
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  import { PoolState, ModifyLiquidityParams, Pool } from '../types';
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  import { DeepReadonly } from 'ts-essentials';
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  import { SwapSide } from '@paraswap/core';
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+ import { Logger } from 'log4js';
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  type SwapParams = {
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  amountSpecified: bigint;
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  tickSpacing: bigint;
@@ -9,8 +10,8 @@ type SwapParams = {
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  lpFeeOverride: bigint;
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  };
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  declare class UniswapV4PoolMath {
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- queryOutputs(pool: Pool, poolState: DeepReadonly<PoolState>, amounts: bigint[], zeroForOne: boolean, side: SwapSide): bigint[] | null;
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- _swap(poolState: PoolState, params: SwapParams): [bigint, bigint];
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+ queryOutputs(pool: Pool, poolState: DeepReadonly<PoolState>, amounts: bigint[], zeroForOne: boolean, side: SwapSide, logger: Logger, reqId: number): bigint[] | null;
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+ _swap(poolState: PoolState, params: SwapParams, logger: Logger, reqId: number): [bigint, bigint];
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  tickSpacingToMaxLiquidityPerTick(tickSpacing: bigint): bigint;
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  checkPoolInitialized(poolState: PoolState): void;
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  getFeeGrowthInside(poolState: PoolState, tickLower: bigint, tickUpper: bigint): {
@@ -23,7 +24,7 @@ declare class UniswapV4PoolMath {
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  } | undefined;
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  setProtocolFee(poolState: PoolState, protocolFee: bigint): void;
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  donate(poolState: PoolState, amount0: bigint, amount1: bigint): bigint;
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- swapFromEvent(poolState: PoolState, zeroForOne: boolean, newSqrtPriceX96: bigint, newTick: bigint, newLiquidity: bigint, newSwapFee: bigint, amount0: bigint, amount1: bigint): void;
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+ swapFromEvent(poolState: PoolState, zeroForOne: boolean, newSqrtPriceX96: bigint, newTick: bigint, newLiquidity: bigint, newSwapFee: bigint, amount0: bigint, amount1: bigint, logger: Logger): void;
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  }
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  export declare const uniswapV4PoolMath: UniswapV4PoolMath;
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  export {};
package/build/dex/uniswap-v4/contract-math/uniswap-v4-pool-math.js CHANGED
@@ -17,7 +17,7 @@ const core_1 = require("@paraswap/core");
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  const constants_1 = require("../constants");
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  const LPFeeLibrary_1 = require("./LPFeeLibrary");
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  class UniswapV4PoolMath {
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- queryOutputs(pool, poolState, amounts, zeroForOne, side) {
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+ queryOutputs(pool, poolState, amounts, zeroForOne, side, logger, reqId) {
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  const isSell = side === core_1.SwapSide.SELL;
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  if (isSell) {
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  return amounts.map(amount => {
@@ -33,7 +33,7 @@ class UniswapV4PoolMath {
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  ? TickMath_1.TickMath.MIN_SQRT_PRICE + 1n
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  : TickMath_1.TickMath.MAX_SQRT_PRICE - 1n,
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  lpFeeOverride: 0n,
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- });
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+ }, logger, reqId);
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  const amountSpecifiedActual = zeroForOne === amountSpecified < 0n ? amount0 : amount1;
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  if (amountSpecifiedActual !== amountSpecified) {
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  return 0n;
@@ -55,7 +55,7 @@ class UniswapV4PoolMath {
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  ? TickMath_1.TickMath.MIN_SQRT_PRICE + 1n
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  : TickMath_1.TickMath.MAX_SQRT_PRICE - 1n,
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  lpFeeOverride: 0n,
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- });
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+ }, logger, reqId);
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  const amountSpecifiedActual = zeroForOne === amountSpecified < 0n ? amount0 : amount1;
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  if (amountSpecifiedActual !== amountSpecified) {
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  return 0n;
@@ -64,7 +64,7 @@ class UniswapV4PoolMath {
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  });
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  }
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  }
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- _swap(poolState, params) {
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+ _swap(poolState, params, logger, reqId) {
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  const slot0Start = poolState.slot0;
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  const zeroForOne = params.zeroForOne;
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  // making a copy because we don't need to modify existing poolState.ticks
@@ -181,6 +181,7 @@ class UniswapV4PoolMath {
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  }
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  counter++;
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  }
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+ logger.info(`_swap_iterations_counter_${poolState.id}_${reqId}: ${counter} (amount: ${params.amountSpecified})`);
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  if (counter >= constants_1.MAX_PRICING_COMPUTATION_STEPS_ALLOWED) {
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  return [0n, 0n];
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  }
@@ -308,7 +309,7 @@ class UniswapV4PoolMath {
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  }
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  return delta;
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  }
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- swapFromEvent(poolState, zeroForOne, newSqrtPriceX96, newTick, newLiquidity, newSwapFee, amount0, amount1) {
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+ swapFromEvent(poolState, zeroForOne, newSqrtPriceX96, newTick, newLiquidity, newSwapFee, amount0, amount1, logger) {
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  const slot0Start = poolState.slot0;
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  const protocolFee = zeroForOne
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  ? ProtocolFeeLibrary_1.ProtocolFeeLibrary.getZeroForOneFee(slot0Start.protocolFee)
@@ -395,6 +396,9 @@ class UniswapV4PoolMath {
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  }
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  counter++;
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  }
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+ if (counter >= constants_1.SWAP_EVENT_MAX_CYCLES) {
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+ logger.info(`Swap event (amount0: ${amount0}, amount1: ${amount1}, newSqrtPriceX96: ${newSqrtPriceX96}, newTick: ${newTick}, newLiquidity: ${newLiquidity}, newSwapFee: ${newSwapFee}) max cycles are reached ${counter} for pool: ${poolState.id}`);
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+ }
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  poolState.slot0.tick = newTick;
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  poolState.slot0.sqrtPriceX96 = newSqrtPriceX96;
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  if (poolState.liquidity !== result.liquidity) {
package/build/dex/uniswap-v4/contract-math/uniswap-v4-pool-math.js.map CHANGED
@@ -1 +1 @@
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1
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package/build/dex/uniswap-v4/uniswap-v4-pool.js CHANGED
@@ -316,7 +316,7 @@ class UniswapV4Pool extends stateful_event_subscriber_1.StatefulEventSubscriber
316
316
  const resultSwapFee = BigInt(event.args.fee);
317
317
  const zeroForOne = amount0 < 0n;
318
318
  uniswap_v4_pool_math_1.uniswapV4PoolMath.checkPoolInitialized(poolState);
319
- uniswap_v4_pool_math_1.uniswapV4PoolMath.swapFromEvent(poolState, zeroForOne, resultSqrtPriceX96, resultTick, resultLiquidity, resultSwapFee, amount0, amount1);
319
+ uniswap_v4_pool_math_1.uniswapV4PoolMath.swapFromEvent(poolState, zeroForOne, resultSqrtPriceX96, resultTick, resultLiquidity, resultSwapFee, amount0, amount1, this.logger);
320
320
  return poolState;
321
321
  }
322
322
  async handleModifyLiquidityEvent(event, poolState, log) {
package/build/dex/uniswap-v4/uniswap-v4-pool.js.map CHANGED
@@ -1 +1 @@
1
- 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package/build/dex/uniswap-v4/uniswap-v4.d.ts CHANGED
@@ -28,7 +28,7 @@ export declare class UniswapV4 extends SimpleExchange implements IDex<UniswapV4D
28
28
  initializePricing(blockNumber: number): Promise<void>;
29
29
  addMasterPool(poolKey: string, blockNumber: number): Promise<boolean>;
30
30
  getPoolIdentifiers(from: Token, to: Token, side: SwapSide, blockNumber: number): Promise<string[]>;
31
- protected _getOutputs(pool: Pool, state: DeepReadonly<PoolState>, amounts: bigint[], zeroForOne: boolean, side: SwapSide): bigint[] | null;
31
+ protected _getOutputs(pool: Pool, state: DeepReadonly<PoolState>, amounts: bigint[], zeroForOne: boolean, side: SwapSide, reqId: number): bigint[] | null;
32
32
  getPricesVolume(from: Token, to: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[]): Promise<ExchangePrices<UniswapV4Data> | null>;
33
33
  getCalldataGasCost(poolPrices: PoolPrices<UniswapV4Data>): number | number[];
34
34
  getAdapters(side: SwapSide): {
package/build/dex/uniswap-v4/uniswap-v4.js CHANGED
@@ -98,9 +98,9 @@ class UniswapV4 extends simple_exchange_1.SimpleExchange {
98
98
  const eventPools = (await Promise.all(pools.map(async (pool) => this.poolManager.getEventPool(pool.id, blockNumber)))).filter(pool => pool !== null);
99
99
  return eventPools.map(eventPool => eventPool.poolId);
100
100
  }
101
- _getOutputs(pool, state, amounts, zeroForOne, side) {
101
+ _getOutputs(pool, state, amounts, zeroForOne, side, reqId) {
102
102
  try {
103
- const outputsResult = uniswap_v4_pool_math_1.uniswapV4PoolMath.queryOutputs(pool, state, amounts, zeroForOne, side);
103
+ const outputsResult = uniswap_v4_pool_math_1.uniswapV4PoolMath.queryOutputs(pool, state, amounts, zeroForOne, side, this.logger, reqId);
104
104
  if (outputsResult !== null &&
105
105
  side === core_1.SwapSide.BUY &&
106
106
  outputsResult[outputsResult?.length - 1] === 0n) {
@@ -128,7 +128,7 @@ class UniswapV4 extends simple_exchange_1.SimpleExchange {
128
128
  let prices;
129
129
  if (poolState) {
130
130
  const getOutputsStart = Date.now();
131
- prices = this._getOutputs(pool, poolState, amounts, zeroForOne, side);
131
+ prices = this._getOutputs(pool, poolState, amounts, zeroForOne, side, reqId);
132
132
  this.logger.info(`_getOutputs_${pool.id}_${reqId}: ${Date.now() - getOutputsStart} ms (src: ${from.address}, dest: ${to.address}, amounts: ${JSON.stringify(amounts)})`);
133
133
  }
134
134
  else {
package/build/dex/uniswap-v4/uniswap-v4.js.map CHANGED
@@ -1 +1 @@
1
- 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package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@paraswap/dex-lib",
3
- "version": "4.2.9-uni-v4-fixes.0",
3
+ "version": "4.2.9",
4
4
  "main": "build/index.js",
5
5
  "types": "build/index.d.ts",
6
6
  "repository": "https://github.com/paraswap/paraswap-dex-lib",