@paraswap/dex-lib 4.6.12 → 4.6.13

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (14) hide show
  1. package/build/dex/uniswap-v4/contract-math/Tick.d.ts +1 -1
  2. package/build/dex/uniswap-v4/contract-math/Tick.js +17 -2
  3. package/build/dex/uniswap-v4/contract-math/Tick.js.map +1 -1
  4. package/build/dex/uniswap-v4/contract-math/uniswap-v4-pool-math.d.ts +8 -3
  5. package/build/dex/uniswap-v4/contract-math/uniswap-v4-pool-math.js +57 -8
  6. package/build/dex/uniswap-v4/contract-math/uniswap-v4-pool-math.js.map +1 -1
  7. package/build/dex/uniswap-v4/types.d.ts +10 -0
  8. package/build/dex/uniswap-v4/uniswap-v4-pool.d.ts +5 -4
  9. package/build/dex/uniswap-v4/uniswap-v4-pool.js +42 -4
  10. package/build/dex/uniswap-v4/uniswap-v4-pool.js.map +1 -1
  11. package/build/dex/uniswap-v4/uniswap-v4.d.ts +2 -2
  12. package/build/dex/uniswap-v4/uniswap-v4.js +17 -4
  13. package/build/dex/uniswap-v4/uniswap-v4.js.map +1 -1
  14. package/package.json +1 -1
package/build/dex/uniswap-v4/contract-math/Tick.d.ts CHANGED
@@ -3,7 +3,7 @@ import { NumberAsString } from '@paraswap/core';
3
3
  export declare class Tick {
4
4
  static check(tickLower: bigint, tickUpper: bigint): void;
5
5
  static clear(poolState: PoolState, tick: bigint): void;
6
- static cross(ticks: Record<NumberAsString, TickInfo>, _tick: bigint): bigint;
6
+ static cross(ticks: Record<NumberAsString, TickInfo>, _tick: bigint, feeGrowthGlobal0X128: bigint, feeGrowthGlobal1X128: bigint): bigint;
7
7
  static update(poolState: PoolState, tick: bigint, liquidityDelta: bigint, upper: boolean): {
8
8
  flipped: boolean;
9
9
  liquidityGrossAfter: bigint;
package/build/dex/uniswap-v4/contract-math/Tick.js CHANGED
@@ -13,17 +13,24 @@ class Tick {
13
13
  static clear(poolState, tick) {
14
14
  delete poolState.ticks[Number(tick)];
15
15
  }
16
- static cross(ticks, _tick) {
16
+ static cross(ticks, _tick, feeGrowthGlobal0X128, feeGrowthGlobal1X128) {
17
17
  const tick = Number(_tick);
18
18
  let info = ticks[tick];
19
19
  if (!info) {
20
20
  ticks[tick] = {
21
21
  liquidityGross: 0n,
22
22
  liquidityNet: 0n,
23
+ feeGrowthOutside0X128: 0n,
24
+ feeGrowthOutside1X128: 0n,
23
25
  };
24
26
  info = ticks[tick];
25
27
  }
26
- return info.liquidityNet;
28
+ info.feeGrowthOutside0X128 =
29
+ feeGrowthGlobal0X128 - info.feeGrowthOutside0X128;
30
+ info.feeGrowthOutside1X128 =
31
+ feeGrowthGlobal1X128 - info.feeGrowthOutside1X128;
32
+ const liquidityNet = info.liquidityNet;
33
+ return liquidityNet;
27
34
  }
28
35
  static update(poolState, tick, liquidityDelta, upper) {
29
36
  let info = poolState.ticks[Number(tick)];
@@ -31,6 +38,8 @@ class Tick {
31
38
  poolState.ticks[Number(tick)] = {
32
39
  liquidityGross: 0n,
33
40
  liquidityNet: 0n,
41
+ feeGrowthOutside0X128: 0n,
42
+ feeGrowthOutside1X128: 0n,
34
43
  };
35
44
  info = poolState.ticks[Number(tick)];
36
45
  }
@@ -38,6 +47,12 @@ class Tick {
38
47
  const liquidityNetBefore = info.liquidityNet;
39
48
  const liquidityGrossAfter = LiquidityMath_1.LiquidityMath.addDelta(liquidityGrossBefore, liquidityDelta);
40
49
  const flipped = (liquidityGrossAfter === 0n) !== (liquidityGrossBefore === 0n);
50
+ if (liquidityGrossBefore === 0n) {
51
+ if (tick <= poolState.slot0.tick) {
52
+ info.feeGrowthOutside0X128 = poolState.feeGrowthGlobal0X128;
53
+ info.feeGrowthOutside1X128 = poolState.feeGrowthGlobal1X128;
54
+ }
55
+ }
41
56
  const liquidityNet = upper
42
57
  ? liquidityNetBefore - liquidityDelta
43
58
  : liquidityNetBefore + liquidityDelta;
package/build/dex/uniswap-v4/contract-math/Tick.js.map CHANGED
@@ -1 +1 @@
1
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1
+ {"version":3,"file":"Tick.js","sourceRoot":"","sources":["../../../../src/dex/uniswap-v4/contract-math/Tick.ts"],"names":[],"mappings":";;;AAAA,0CAA0C;AAC1C,yCAAsC;AAEtC,mDAAgD;AAGhD,MAAa,IAAI;IACf,MAAM,CAAC,KAAK,CAAC,SAAiB,EAAE,SAAiB;QAC/C,IAAA,gBAAQ,EACN,SAAS,IAAI,SAAS,EACtB,EAAE,EACF,EAAE,SAAS,EAAE,SAAS,EAAE,EACxB,wBAAwB,CACzB,CAAC;QACF,IAAA,gBAAQ,EACN,SAAS,IAAI,mBAAQ,CAAC,QAAQ,EAC9B,EAAE,EACF,EAAE,SAAS,EAAE,EACb,gCAAgC,CACjC,CAAC;QACF,IAAA,gBAAQ,EACN,SAAS,IAAI,mBAAQ,CAAC,QAAQ,EAC9B,EAAE,EACF,EAAE,SAAS,EAAE,EACb,gCAAgC,CACjC,CAAC;IACJ,CAAC;IAED,MAAM,CAAC,KAAK,CAAC,SAAoB,EAAE,IAAY;QAC7C,OAAO,SAAS,CAAC,KAAK,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC;IACvC,CAAC;IAED,MAAM,CAAC,KAAK,CACV,KAAuC,EACvC,KAAa,EACb,oBAA4B,EAC5B,oBAA4B;QAE5B,MAAM,IAAI,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC;QAC3B,IAAI,IAAI,GAAG,KAAK,CAAC,IAAI,CAAC,CAAC;QAEvB,IAAI,CAAC,IAAI,EAAE,CAAC;YACV,KAAK,CAAC,IAAI,CAAC,GAAG;gBACZ,cAAc,EAAE,EAAE;gBAClB,YAAY,EAAE,EAAE;gBAChB,qBAAqB,EAAE,EAAE;gBACzB,qBAAqB,EAAE,EAAE;aAC1B,CAAC;YACF,IAAI,GAAG,KAAK,CAAC,IAAI,CAAC,CAAC;QACrB,CAAC;QAED,IAAI,CAAC,qBAAqB;YACxB,oBAAoB,GAAG,IAAI,CAAC,qBAAqB,CAAC;QACpD,IAAI,CAAC,qBAAqB;YACxB,oBAAoB,GAAG,IAAI,CAAC,qBAAqB,CAAC;QAEpD,MAAM,YAAY,GAAG,IAAI,CAAC,YAAY,CAAC;QACvC,OAAO,YAAY,CAAC;IACtB,CAAC;IAED,MAAM,CAAC,MAAM,CACX,SAAoB,EACpB,IAAY,EACZ,cAAsB,EACtB,KAAc;QAEd,IAAI,IAAI,GAAa,SAAS,CAAC,KAAK,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC;QAEnD,IAAI,CAAC,IAAI,EAAE,CAAC;YACV,SAAS,CAAC,KAAK,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,GAAG;gBAC9B,cAAc,EAAE,EAAE;gBAClB,YAAY,EAAE,EAAE;gBAChB,qBAAqB,EAAE,EAAE;gBACzB,qBAAqB,EAAE,EAAE;aAC1B,CAAC;YACF,IAAI,GAAG,SAAS,CAAC,KAAK,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC;QACvC,CAAC;QAED,MAAM,oBAAoB,GAAG,IAAI,CAAC,cAAc,CAAC;QACjD,MAAM,kBAAkB,GAAG,IAAI,CAAC,YAAY,CAAC;QAE7C,MAAM,mBAAmB,GAAG,6BAAa,CAAC,QAAQ,CAChD,oBAAoB,EACpB,cAAc,CACf,CAAC;QAEF,MAAM,OAAO,GACX,CAAC,mBAAmB,KAAK,EAAE,CAAC,KAAK,CAAC,oBAAoB,KAAK,EAAE,CAAC,CAAC;QAEjE,IAAI,oBAAoB,KAAK,EAAE,EAAE,CAAC;YAChC,IAAI,IAAI,IAAI,SAAS,CAAC,KAAK,CAAC,IAAI,EAAE,CAAC;gBACjC,IAAI,CAAC,qBAAqB,GAAG,SAAS,CAAC,oBAAoB,CAAC;gBAC5D,IAAI,CAAC,qBAAqB,GAAG,SAAS,CAAC,oBAAoB,CAAC;YAC9D,CAAC;QACH,CAAC;QAED,MAAM,YAAY,GAAG,KAAK;YACxB,CAAC,CAAC,kBAAkB,GAAG,cAAc;YACrC,CAAC,CAAC,kBAAkB,GAAG,cAAc,CAAC;QAExC,IAAI,CAAC,cAAc,GAAG,mBAAmB,CAAC;QAC1C,IAAI,CAAC,YAAY,GAAG,YAAY,CAAC;QAEjC,OAAO;YACL,OAAO;YACP,mBAAmB;SACpB,CAAC;IACJ,CAAC;CACF;AAtGD,oBAsGC"}
package/build/dex/uniswap-v4/contract-math/uniswap-v4-pool-math.d.ts CHANGED
@@ -10,12 +10,17 @@ type SwapParams = {
10
10
  lpFeeOverride: bigint;
11
11
  };
12
12
  declare class UniswapV4PoolMath {
13
- queryOutputs(pool: Pool, poolState: DeepReadonly<PoolState>, amounts: bigint[], zeroForOne: boolean, side: SwapSide): bigint[] | null;
14
- _swap(poolState: PoolState, params: SwapParams): [bigint, bigint];
13
+ queryOutputs(pool: Pool, poolState: DeepReadonly<PoolState>, amounts: bigint[], zeroForOne: boolean, side: SwapSide, logger: Logger, reqId: number): bigint[] | null;
14
+ _swap(poolState: PoolState, params: SwapParams, logger: Logger, reqId: number): [bigint, bigint];
15
15
  tickSpacingToMaxLiquidityPerTick(tickSpacing: bigint): bigint;
16
16
  checkPoolInitialized(poolState: PoolState): void;
17
- modifyLiquidity(poolState: PoolState, { liquidityDelta, tickLower, tickUpper, tickSpacing, }: ModifyLiquidityParams): {
17
+ getFeeGrowthInside(poolState: PoolState, tickLower: bigint, tickUpper: bigint): {
18
+ feeGrowthInside0X128: bigint;
19
+ feeGrowthInside1X128: bigint;
20
+ };
21
+ modifyLiquidity(poolState: PoolState, { liquidityDelta, tickLower, tickUpper, tickSpacing, salt, owner, }: ModifyLiquidityParams): {
18
22
  delta: bigint;
23
+ feeDelta: bigint;
19
24
  } | undefined;
20
25
  setProtocolFee(poolState: PoolState, protocolFee: bigint): void;
21
26
  donate(poolState: PoolState, amount0: bigint, amount1: bigint): bigint;
package/build/dex/uniswap-v4/contract-math/uniswap-v4-pool-math.js CHANGED
@@ -6,6 +6,7 @@ const TickBitMap_1 = require("./TickBitMap");
6
6
  const Tick_1 = require("./Tick");
7
7
  const utils_1 = require("../../../utils");
8
8
  const LiquidityMath_1 = require("./LiquidityMath");
9
+ const Position_1 = require("./Position");
9
10
  const SqrtPriceMath_1 = require("./SqrtPriceMath");
10
11
  const UnsafeMath_1 = require("./UnsafeMath");
11
12
  const FixedPoint128_1 = require("./FixedPoint128");
@@ -16,7 +17,7 @@ const core_1 = require("@paraswap/core");
16
17
  const constants_1 = require("../constants");
17
18
  const LPFeeLibrary_1 = require("./LPFeeLibrary");
18
19
  class UniswapV4PoolMath {
19
- queryOutputs(pool, poolState, amounts, zeroForOne, side) {
20
+ queryOutputs(pool, poolState, amounts, zeroForOne, side, logger, reqId) {
20
21
  const isSell = side === core_1.SwapSide.SELL;
21
22
  if (isSell) {
22
23
  return amounts.map(amount => {
@@ -32,7 +33,7 @@ class UniswapV4PoolMath {
32
33
  ? TickMath_1.TickMath.MIN_SQRT_PRICE + 1n
33
34
  : TickMath_1.TickMath.MAX_SQRT_PRICE - 1n,
34
35
  lpFeeOverride: 0n,
35
- });
36
+ }, logger, reqId);
36
37
  const amountSpecifiedActual = zeroForOne === amountSpecified < 0n ? amount0 : amount1;
37
38
  if (amountSpecifiedActual !== amountSpecified) {
38
39
  return 0n;
@@ -54,7 +55,7 @@ class UniswapV4PoolMath {
54
55
  ? TickMath_1.TickMath.MIN_SQRT_PRICE + 1n
55
56
  : TickMath_1.TickMath.MAX_SQRT_PRICE - 1n,
56
57
  lpFeeOverride: 0n,
57
- });
58
+ }, logger, reqId);
58
59
  const amountSpecifiedActual = zeroForOne === amountSpecified < 0n ? amount0 : amount1;
59
60
  if (amountSpecifiedActual !== amountSpecified) {
60
61
  return 0n;
@@ -63,9 +64,15 @@ class UniswapV4PoolMath {
63
64
  });
64
65
  }
65
66
  }
66
- _swap(poolState, params) {
67
+ _swap(poolState, params, logger, reqId) {
67
68
  const slot0Start = poolState.slot0;
68
69
  const zeroForOne = params.zeroForOne;
70
+ // making a copy because we don't need to modify existing poolState.ticks
71
+ const ticksCopy = {};
72
+ // eslint-disable-next-line no-restricted-syntax
73
+ for (const tick of Object.keys(poolState.ticks)) {
74
+ ticksCopy[tick] = { ...poolState.ticks[tick] };
75
+ }
69
76
  const protocolFee = zeroForOne
70
77
  ? ProtocolFeeLibrary_1.ProtocolFeeLibrary.getZeroForOneFee(BigInt(slot0Start.protocolFee))
71
78
  : ProtocolFeeLibrary_1.ProtocolFeeLibrary.getOneForZeroFee(BigInt(slot0Start.protocolFee));
@@ -158,7 +165,10 @@ class UniswapV4PoolMath {
158
165
  }
159
166
  if (result.sqrtPriceX96 === step.sqrtPriceNextX96) {
160
167
  if (step.initialized) {
161
- let liquidityNet = Tick_1.Tick.cross(poolState.ticks, step.tickNext);
168
+ const [feeGrowthGlobal0X128, feeGrowthGlobal1X128] = zeroForOne
169
+ ? [step.feeGrowthGlobalX128, poolState.feeGrowthGlobal1X128]
170
+ : [poolState.feeGrowthGlobal0X128, step.feeGrowthGlobalX128];
171
+ let liquidityNet = Tick_1.Tick.cross(ticksCopy, step.tickNext, feeGrowthGlobal0X128, feeGrowthGlobal1X128);
162
172
  if (zeroForOne) {
163
173
  liquidityNet = -liquidityNet;
164
174
  }
@@ -171,6 +181,9 @@ class UniswapV4PoolMath {
171
181
  }
172
182
  counter++;
173
183
  }
184
+ // logger.info(
185
+ // `_swap_iterations_counter_${poolState.id}_${reqId}: ${counter} (amount: ${params.amountSpecified})`,
186
+ // );
174
187
  if (counter >= constants_1.MAX_PRICING_COMPUTATION_STEPS_ALLOWED) {
175
188
  return [0n, 0n];
176
189
  }
@@ -204,7 +217,37 @@ class UniswapV4PoolMath {
204
217
  const { sqrtPriceX96 } = poolState.slot0;
205
218
  (0, utils_1._require)(sqrtPriceX96 !== 0n, '', { sqrtPriceX96 }, `Pool ${poolState.id} is not initialized`);
206
219
  }
207
- modifyLiquidity(poolState, { liquidityDelta, tickLower, tickUpper, tickSpacing, }) {
220
+ getFeeGrowthInside(poolState, tickLower, tickUpper) {
221
+ let lower = poolState.ticks[tickLower.toString()];
222
+ let upper = poolState.ticks[tickUpper.toString()];
223
+ const tickCurrent = BigInt(poolState.slot0.tick);
224
+ let feeGrowthInside0X128;
225
+ let feeGrowthInside1X128;
226
+ if (tickCurrent < tickLower) {
227
+ feeGrowthInside0X128 =
228
+ lower.feeGrowthOutside0X128 - upper.feeGrowthOutside0X128;
229
+ feeGrowthInside1X128 =
230
+ lower.feeGrowthOutside1X128 - upper.feeGrowthOutside1X128;
231
+ }
232
+ else if (tickCurrent >= tickUpper) {
233
+ feeGrowthInside0X128 =
234
+ upper.feeGrowthOutside0X128 - lower.feeGrowthOutside0X128;
235
+ feeGrowthInside1X128 =
236
+ upper.feeGrowthOutside1X128 - lower.feeGrowthOutside1X128;
237
+ }
238
+ else {
239
+ feeGrowthInside0X128 =
240
+ BigInt(poolState.feeGrowthGlobal0X128) -
241
+ BigInt(lower.feeGrowthOutside0X128) -
242
+ BigInt(upper.feeGrowthOutside0X128);
243
+ feeGrowthInside1X128 =
244
+ BigInt(poolState.feeGrowthGlobal1X128) -
245
+ BigInt(lower.feeGrowthOutside1X128) -
246
+ BigInt(upper.feeGrowthOutside1X128);
247
+ }
248
+ return { feeGrowthInside0X128, feeGrowthInside1X128 };
249
+ }
250
+ modifyLiquidity(poolState, { liquidityDelta, tickLower, tickUpper, tickSpacing, salt, owner, }) {
208
251
  Tick_1.Tick.check(tickLower, tickUpper);
209
252
  let flippedLower = false;
210
253
  let flippedUpper = false;
@@ -225,6 +268,9 @@ class UniswapV4PoolMath {
225
268
  TickBitMap_1.TickBitMap.flipTick(poolState, tickUpper, BigInt(poolState.tickSpacing));
226
269
  }
227
270
  }
271
+ const { feeGrowthInside0X128, feeGrowthInside1X128 } = this.getFeeGrowthInside(poolState, tickLower, tickUpper);
272
+ const { feesOwed0, feesOwed1 } = Position_1.Position.update(poolState, owner, tickLower, tickUpper, salt, liquidityDelta, feeGrowthInside0X128, feeGrowthInside1X128);
273
+ const feeDelta = (0, BalanceDelta_1.toBalanceDelta)(feesOwed0, feesOwed1);
228
274
  if (liquidityDelta < 0n) {
229
275
  if (flippedLower) {
230
276
  Tick_1.Tick.clear(poolState, tickLower);
@@ -247,7 +293,7 @@ class UniswapV4PoolMath {
247
293
  else {
248
294
  delta = (0, BalanceDelta_1.toBalanceDelta)(0n, SqrtPriceMath_1.SqrtPriceMath.getAmount1Delta(TickMath_1.TickMath.getSqrtPriceAtTick(tickLower), TickMath_1.TickMath.getSqrtPriceAtTick(tickUpper), liquidityDelta, false));
249
295
  }
250
- return { delta };
296
+ return { delta, feeDelta };
251
297
  }
252
298
  }
253
299
  setProtocolFee(poolState, protocolFee) {
@@ -334,7 +380,10 @@ class UniswapV4PoolMath {
334
380
  }
335
381
  if (result.sqrtPriceX96 === step.sqrtPriceNextX96) {
336
382
  if (step.initialized) {
337
- let liquidityNet = Tick_1.Tick.cross(poolState.ticks, step.tickNext);
383
+ const [feeGrowthGlobal0X128, feeGrowthGlobal1X128] = zeroForOne
384
+ ? [step.feeGrowthGlobalX128, poolState.feeGrowthGlobal1X128]
385
+ : [poolState.feeGrowthGlobal0X128, step.feeGrowthGlobalX128];
386
+ let liquidityNet = Tick_1.Tick.cross(poolState.ticks, step.tickNext, feeGrowthGlobal0X128, feeGrowthGlobal1X128);
338
387
  if (zeroForOne) {
339
388
  liquidityNet = -liquidityNet;
340
389
  }
package/build/dex/uniswap-v4/contract-math/uniswap-v4-pool-math.js.map CHANGED
@@ -1 +1 @@
1
- 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package/build/dex/uniswap-v4/types.d.ts CHANGED
@@ -3,11 +3,20 @@ export type ModifyLiquidityParams = {
3
3
  liquidityDelta: bigint;
4
4
  tickLower: bigint;
5
5
  tickUpper: bigint;
6
+ owner: string;
6
7
  tickSpacing: bigint;
8
+ salt: string;
7
9
  };
8
10
  export type TickInfo = {
9
11
  liquidityGross: bigint;
10
12
  liquidityNet: bigint;
13
+ feeGrowthOutside0X128: bigint;
14
+ feeGrowthOutside1X128: bigint;
15
+ };
16
+ export type PositionState = {
17
+ liquidity: bigint;
18
+ feeGrowthInside0LastX128: bigint;
19
+ feeGrowthInside1LastX128: bigint;
11
20
  };
12
21
  export type PoolManagerState = Record<string, never>;
13
22
  export type PoolState = {
@@ -22,6 +31,7 @@ export type PoolState = {
22
31
  slot0: Slot0;
23
32
  tickSpacing: number;
24
33
  ticks: Record<NumberAsString, TickInfo>;
34
+ positions: Record<string, PositionState>;
25
35
  tickBitmap: Record<NumberAsString, bigint>;
26
36
  isValid: boolean;
27
37
  };
package/build/dex/uniswap-v4/uniswap-v4-pool.d.ts CHANGED
@@ -1,10 +1,10 @@
1
1
  import { InitializeStateOptions, StatefulEventSubscriber } from '../../stateful-event-subscriber';
2
- import { DexParams, FeeGrowthGlobals, PoolPairsInfo, PoolState, Slot0, SubgraphTick, TickInfo } from './types';
2
+ import { DexParams, FeeGrowthGlobals, PoolPairsInfo, PoolState, PositionState, Slot0, SubgraphTick, TickInfo } from './types';
3
3
  import { IDexHelper } from '../../dex-helper';
4
4
  import { Log, Logger } from '../../types';
5
5
  import { Interface } from 'ethers/lib/utils';
6
6
  import { BlockHeader } from 'web3-eth';
7
- import { DeepReadonly } from 'ts-essentials';
7
+ import { AsyncOrSync, DeepReadonly } from 'ts-essentials';
8
8
  import { MultiCallParams } from '../../lib/multi-wrapper';
9
9
  export declare class UniswapV4Pool extends StatefulEventSubscriber<PoolState> {
10
10
  readonly dexHelper: IDexHelper;
@@ -20,7 +20,7 @@ export declare class UniswapV4Pool extends StatefulEventSubscriber<PoolState> {
20
20
  readonly tick: string;
21
21
  readonly tickSpacing: string;
22
22
  handlers: {
23
- [event: string]: (event: any, pool: PoolState, log: Log, blockHeader: Readonly<BlockHeader>) => PoolState;
23
+ [event: string]: (event: any, pool: PoolState, log: Log, blockHeader: Readonly<BlockHeader>) => AsyncOrSync<PoolState>;
24
24
  };
25
25
  logDecoder: (log: Log) => any;
26
26
  stateViewIface: Interface;
@@ -28,6 +28,7 @@ export declare class UniswapV4Pool extends StatefulEventSubscriber<PoolState> {
28
28
  constructor(dexHelper: IDexHelper, parentName: string, network: number, config: DexParams, logger: Logger, mapKey: string | undefined, poolId: string, token0: string, token1: string, fee: string, hooks: string, sqrtPriceX96: bigint, tick: string, tickSpacing: string);
29
29
  initialize(blockNumber: number, options?: InitializeStateOptions<PoolState>): Promise<void>;
30
30
  getPoolIdentifierData(): PoolPairsInfo;
31
+ protected _getPositionInfoCallData(poolId: string, owner: string, tickLower: number, tickUpper: number, salt: string): MultiCallParams<PositionState>;
31
32
  protected _getStateRequestCallDataPerPool(poolId: string, tick: string, tickSpacing: string, ticks: SubgraphTick[]): MultiCallParams<bigint | [bigint, bigint] | TickInfo | Slot0 | FeeGrowthGlobals>[];
32
33
  getOrGenerateState(blockNumber: number): Promise<PoolState>;
33
34
  generateState(blockNumber: number): Promise<PoolState>;
@@ -38,5 +39,5 @@ export declare class UniswapV4Pool extends StatefulEventSubscriber<PoolState> {
38
39
  handleProtocolFeeUpdatedEvent(event: any, poolState: PoolState): PoolState;
39
40
  handleDonateEvent(event: any, poolState: PoolState): PoolState;
40
41
  handleSwapEvent(event: any, poolState: PoolState): PoolState;
41
- handleModifyLiquidityEvent(event: any, poolState: PoolState, _: Log): PoolState;
42
+ handleModifyLiquidityEvent(event: any, poolState: PoolState, log: Log): Promise<PoolState>;
42
43
  }
package/build/dex/uniswap-v4/uniswap-v4-pool.js CHANGED
@@ -11,6 +11,7 @@ const pool_manager_abi_json_1 = __importDefault(require("../../abi/uniswap-v4/po
11
11
  const lodash_1 = __importDefault(require("lodash"));
12
12
  const utils_2 = require("../../utils");
13
13
  const uniswap_v4_pool_math_1 = require("./contract-math/uniswap-v4-pool-math");
14
+ const Position_1 = require("./contract-math/Position");
14
15
  const constants_1 = require("./constants");
15
16
  const TickBitMap_1 = require("./contract-math/TickBitMap");
16
17
  const decoders_1 = require("../../lib/decoders");
@@ -67,6 +68,22 @@ class UniswapV4Pool extends stateful_event_subscriber_1.StatefulEventSubscriber
67
68
  poolId: this.poolId,
68
69
  };
69
70
  }
71
+ _getPositionInfoCallData(poolId, owner, tickLower, tickUpper, salt) {
72
+ const callData = {
73
+ target: this.config.stateView,
74
+ callData: this.stateViewIface.encodeFunctionData('getPositionInfo(bytes32, address, int24, int24, bytes32)', [poolId, owner, tickLower, tickUpper, salt]),
75
+ decodeFunction: (result) => {
76
+ const [, toDecode] = (0, decoders_1.extractSuccessAndValue)(result);
77
+ const decoded = this.stateViewIface.decodeFunctionResult('getPositionInfo(bytes32, address, int24, int24, bytes32)', toDecode);
78
+ return {
79
+ liquidity: BigInt(decoded[0]),
80
+ feeGrowthInside0LastX128: BigInt(decoded[1]),
81
+ feeGrowthInside1LastX128: BigInt(decoded[2]),
82
+ };
83
+ },
84
+ };
85
+ return callData;
86
+ }
70
87
  _getStateRequestCallDataPerPool(poolId, tick, tickSpacing, ticks) {
71
88
  let callData = [
72
89
  {
@@ -117,6 +134,8 @@ class UniswapV4Pool extends stateful_event_subscriber_1.StatefulEventSubscriber
117
134
  return {
118
135
  liquidityGross: BigInt(decoded[0]),
119
136
  liquidityNet: BigInt(decoded[1]),
137
+ feeGrowthOutside0X128: BigInt(decoded[2]),
138
+ feeGrowthOutside1X128: BigInt(decoded[3]),
120
139
  };
121
140
  },
122
141
  });
@@ -174,13 +193,18 @@ class UniswapV4Pool extends stateful_event_subscriber_1.StatefulEventSubscriber
174
193
  let tickCounter = 0;
175
194
  const ticksResults = ticks.reduce((memo, tick) => {
176
195
  const curResults = results[3 + tickCounter];
177
- const { liquidityNet, liquidityGross } = curResults.returnData;
196
+ const { liquidityNet, liquidityGross, feeGrowthOutside0X128, feeGrowthOutside1X128, } = curResults.returnData;
178
197
  if (
179
198
  // skips ticks with 0n values to optimize state size
180
- !(liquidityNet === 0n && liquidityGross === 0n)) {
199
+ !(liquidityNet === 0n &&
200
+ liquidityGross === 0n &&
201
+ feeGrowthOutside0X128 === 0n &&
202
+ feeGrowthOutside1X128 === 0n)) {
181
203
  memo[tick.tickIdx] = {
182
204
  liquidityNet,
183
205
  liquidityGross,
206
+ feeGrowthOutside0X128,
207
+ feeGrowthOutside1X128,
184
208
  };
185
209
  }
186
210
  tickCounter++;
@@ -218,6 +242,7 @@ class UniswapV4Pool extends stateful_event_subscriber_1.StatefulEventSubscriber
218
242
  tickSpacing: parseInt(this.tickSpacing),
219
243
  ticks: ticksResults,
220
244
  tickBitmap: tickBitMapResults,
245
+ positions: {},
221
246
  isValid: true,
222
247
  };
223
248
  }
@@ -261,7 +286,8 @@ class UniswapV4Pool extends stateful_event_subscriber_1.StatefulEventSubscriber
261
286
  return null; // skip not relevant events
262
287
  const _state = lodash_1.default.cloneDeep(state);
263
288
  try {
264
- return this.handlers[event.name](event, _state, log, blockHeader);
289
+ const newState = await this.handlers[event.name](event, _state, log, blockHeader);
290
+ return newState;
265
291
  }
266
292
  catch (e) {
267
293
  this.logger.error(`${this.parentName}: PoolManager ${this.config.poolManager} (pool id ${this.poolId}), ` +
@@ -302,17 +328,29 @@ class UniswapV4Pool extends stateful_event_subscriber_1.StatefulEventSubscriber
302
328
  uniswap_v4_pool_math_1.uniswapV4PoolMath.swapFromEvent(poolState, zeroForOne, resultSqrtPriceX96, resultTick, resultLiquidity, resultSwapFee, amount0, amount1, this.logger);
303
329
  return poolState;
304
330
  }
305
- handleModifyLiquidityEvent(event, poolState, _) {
331
+ async handleModifyLiquidityEvent(event, poolState, log) {
332
+ const id = event.args.id.toLowerCase();
306
333
  uniswap_v4_pool_math_1.uniswapV4PoolMath.checkPoolInitialized(poolState);
334
+ const owner = event.args.sender.toLowerCase();
307
335
  const tickLower = BigInt(event.args.tickLower);
308
336
  const tickUpper = BigInt(event.args.tickUpper);
309
337
  const liquidityDelta = BigInt(event.args.liquidityDelta);
338
+ const salt = event.args.salt.toLowerCase();
339
+ const positionsInfoCallData = this._getPositionInfoCallData(id, owner, parseInt(event.args.tickLower), parseInt(event.args.tickUpper), salt);
340
+ const results = await this.dexHelper.multiWrapper.tryAggregate(false, [positionsInfoCallData], log.blockNumber, this.dexHelper.multiWrapper.defaultBatchSize, false);
341
+ if (!poolState.positions) {
342
+ poolState.positions = {};
343
+ }
344
+ poolState.positions[Position_1.Position.calculatePositionKey(owner, tickLower, tickUpper, salt)] = results[0].returnData;
310
345
  uniswap_v4_pool_math_1.uniswapV4PoolMath.modifyLiquidity(poolState, {
311
346
  liquidityDelta,
312
347
  tickUpper,
313
348
  tickLower,
314
349
  tickSpacing: BigInt(poolState.tickSpacing),
350
+ salt,
351
+ owner,
315
352
  });
353
+ delete poolState.positions[Position_1.Position.calculatePositionKey(owner, tickLower, tickUpper, salt)];
316
354
  return poolState;
317
355
  }
318
356
  }
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
@@ -7,7 +7,7 @@ import { SimpleExchange } from '../simple-exchange';
7
7
  import { Pool, UniswapV4Data } from './types';
8
8
  import { Interface } from '@ethersproject/abi';
9
9
  import { DeepReadonly } from 'ts-essentials';
10
- import { PoolState } from './types';
10
+ import { PoolState } from '../uniswap-v4/types';
11
11
  import { SwapSide } from '@paraswap/core';
12
12
  export declare class UniswapV4 extends SimpleExchange implements IDex<UniswapV4Data> {
13
13
  protected network: Network;
@@ -29,7 +29,7 @@ export declare class UniswapV4 extends SimpleExchange implements IDex<UniswapV4D
29
29
  initializePricing(blockNumber: number): Promise<void>;
30
30
  addMasterPool(poolKey: string, blockNumber: number): Promise<boolean>;
31
31
  getPoolIdentifiers(from: Token, to: Token, side: SwapSide, blockNumber: number): Promise<string[]>;
32
- protected _getOutputs(pool: Pool, state: DeepReadonly<PoolState>, amounts: bigint[], zeroForOne: boolean, side: SwapSide): bigint[] | null;
32
+ protected _getOutputs(pool: Pool, state: DeepReadonly<PoolState>, amounts: bigint[], zeroForOne: boolean, side: SwapSide, reqId: number): bigint[] | null;
33
33
  getPricesVolume(from: Token, to: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[]): Promise<ExchangePrices<UniswapV4Data> | null>;
34
34
  getCalldataGasCost(poolPrices: PoolPrices<UniswapV4Data>): number | number[];
35
35
  getAdapters(side: SwapSide): {
package/build/dex/uniswap-v4/uniswap-v4.js CHANGED
@@ -92,16 +92,19 @@ class UniswapV4 extends simple_exchange_1.SimpleExchange {
92
92
  }
93
93
  const poolInfo = JSON.parse(_pairs);
94
94
  const pool = await this.poolManager.getEventPool(poolInfo.poolId, blockNumber);
95
- return Boolean(pool);
95
+ if (!pool) {
96
+ return false;
97
+ }
98
+ return true;
96
99
  }
97
100
  async getPoolIdentifiers(from, to, side, blockNumber) {
98
101
  const pools = await this.poolManager.getAvailablePoolsForPair(from.address.toLowerCase(), to.address.toLowerCase(), blockNumber);
99
102
  const eventPools = (await Promise.all(pools.map(async (pool) => this.poolManager.getEventPool(pool.id, blockNumber)))).filter(pool => pool !== null);
100
103
  return eventPools.map(eventPool => eventPool.poolId);
101
104
  }
102
- _getOutputs(pool, state, amounts, zeroForOne, side) {
105
+ _getOutputs(pool, state, amounts, zeroForOne, side, reqId) {
103
106
  try {
104
- const outputsResult = uniswap_v4_pool_math_1.uniswapV4PoolMath.queryOutputs(pool, state, amounts, zeroForOne, side);
107
+ const outputsResult = uniswap_v4_pool_math_1.uniswapV4PoolMath.queryOutputs(pool, state, amounts, zeroForOne, side, this.logger, reqId);
105
108
  if (outputsResult !== null &&
106
109
  side === core_1.SwapSide.BUY &&
107
110
  outputsResult[outputsResult?.length - 1] === 0n) {
@@ -115,6 +118,8 @@ class UniswapV4 extends simple_exchange_1.SimpleExchange {
115
118
  }
116
119
  }
117
120
  async getPricesVolume(from, to, amounts, side, blockNumber, limitPools) {
121
+ const reqId = Math.floor(Math.random() * 10000);
122
+ // const getPricesVolumeStart = Date.now();
118
123
  const pools = await this.poolManager.getAvailablePoolsForPair(from.address.toLowerCase(), to.address.toLowerCase(), blockNumber);
119
124
  const availablePools = limitPools?.filter(t => pools.find(p => p.id === t)) ??
120
125
  pools.map(t => t.id);
@@ -135,7 +140,15 @@ class UniswapV4 extends simple_exchange_1.SimpleExchange {
135
140
  const poolState = (await eventPool?.getState(blockNumber)) || null;
136
141
  let prices;
137
142
  if (poolState !== null && poolState.isValid) {
138
- prices = this._getOutputs(pool, poolState, amounts, zeroForOne, side);
143
+ // const getOutputsStart = Date.now();
144
+ prices = this._getOutputs(pool, poolState, amounts, zeroForOne, side, reqId);
145
+ // this.logger.info(
146
+ // `_getOutputs_${pool.id}_${reqId}: ${
147
+ // Date.now() - getOutputsStart
148
+ // } ms (src: ${from.address}, dest: ${
149
+ // to.address
150
+ // }, amounts: ${JSON.stringify(amounts)})`,
151
+ // );
139
152
  }
140
153
  else {
141
154
  this.logger.warn(`${this.dexKey}-${this.network}: pool ${poolId} state was not found...falling back to rpc`);
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": "4.6.12",
3
+ "version": "4.6.13",
4
4
  "main": "build/index.js",
5
5
  "types": "build/index.d.ts",
6
6
  "repository": "https://github.com/paraswap/paraswap-dex-lib",