@paraswap/dex-lib 4.6.22 → 4.6.23-0

package/build/dex/uniswap-v4/constants.js.map

@@ -1 +1 @@
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+{"version":3,"file":"constants.js","sourceRoot":"","sources":["../../../src/dex/uniswap-v4/constants.ts"],"names":[],"mappings":";;;AAAA,+CAA0C;AAE7B,QAAA,kBAAkB,GAAG,EAAE,CAAC;AAExB,QAAA,kBAAkB,GAAG,EAAE,CAAC;AAExB,QAAA,2BAA2B,GAA2B;IACjE,CAAC,mBAAO,CAAC,OAAO,CAAC,EAAE,EAAE;CACtB,CAAC;AAEW,QAAA,2BAA2B,GAA2B;IACjE,CAAC,mBAAO,CAAC,OAAO,CAAC,EAAE,GAAG;CACvB,CAAC;AAEW,QAAA,0BAA0B,GAAG,6BAA6B,CAAC;AAE3D,QAAA,gBAAgB,GAAG,EAAE,GAAG,IAAI,CAAC;AAE7B,QAAA,2BAA2B,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC,WAAW;AAEvD,QAAA,yBAAyB,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC,SAAS;AAEvD,QAAA,qBAAqB,GAAG,MAAM,CAAC;AAE/B,QAAA,qCAAqC,GAAG,EAAE,CAAC;AAE3C,QAAA,2BAA2B,GAAG,CAAC,CAAC;AAEhC,QAAA,gBAAgB,GAAG,MAAM,CAAC"}

package/build/dex/uniswap-v4/subgraph.d.ts

@@ -9,3 +9,4 @@ export declare function queryAvailablePoolsForToken(dexHelper: IDexHelper, logge
 }>;
 export declare function queryAvailablePoolsForPairFromSubgraph(dexHelper: IDexHelper, subgraphUrl: string, srcToken: Address, destToken: Address): Promise<SubgraphPool[]>;
 export declare function queryOnePageForAllAvailablePoolsFromSubgraph(dexHelper: IDexHelper, logger: Logger, dexKey: string, subgraphUrl: string, blockNumber: number, skip: number, limit: number, latestBlock?: boolean): Promise<SubgraphPool[]>;
+export declare function queryPoolsFromSubgraph(dexHelper: IDexHelper, subgraphUrl: string, poolIds: string[]): Promise<SubgraphPool[] | null>;

package/build/dex/uniswap-v4/subgraph.js

@@ -4,6 +4,7 @@ exports.queryTicksForPool = queryTicksForPool;
 exports.queryAvailablePoolsForToken = queryAvailablePoolsForToken;
 exports.queryAvailablePoolsForPairFromSubgraph = queryAvailablePoolsForPairFromSubgraph;
 exports.queryOnePageForAllAvailablePoolsFromSubgraph = queryOnePageForAllAvailablePoolsFromSubgraph;
+exports.queryPoolsFromSubgraph = queryPoolsFromSubgraph;
 const constants_1 = require("./constants");
 const constants_2 = require("../../constants");
 async function queryTicksForPool(dexHelper, logger, dexKey, subgraphUrl, blockNumber, id, skip, limit, latestBlock = false) {
@@ -174,4 +175,31 @@ async function queryOnePageForAllAvailablePoolsFromSubgraph(dexHelper, logger, d
     }
     return res.data.pools;
 }
+async function queryPoolsFromSubgraph(dexHelper, subgraphUrl, poolIds) {
+    const poolsQuery = `query ($minTVL: Int!, $hooks: Bytes!, $pools: [Bytes!]!) {
+      pools(where: {liquidity_gt: 0, totalValueLockedUSD_gte: $minTVL, id_in: $pools}) {
+        id
+        fee: feeTier
+        volumeUSD
+        tickSpacing
+        token0 {
+          address: id
+        }
+        token1 {
+          address: id
+        }
+        hooks
+        tick
+      }
+    }`;
+    const res = await dexHelper.httpRequest.querySubgraph(subgraphUrl, {
+        query: poolsQuery,
+        variables: {
+            hooks: constants_2.NULL_ADDRESS,
+            minTVL: constants_1.POOL_MIN_TVL_USD,
+            pools: poolIds,
+        },
+    }, { timeout: constants_1.SUBGRAPH_TIMEOUT });
+    return res?.data?.pools ?? null;
+}
 //# sourceMappingURL=subgraph.js.map

package/build/dex/uniswap-v4/subgraph.js.map

@@ -1 +1 @@
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package/build/dex/uniswap-v4/types.d.ts

@@ -93,6 +93,7 @@ export type DexParams = {
     subgraphURL: string;
     stateView: string;
     skipPoolsWithUnconventionalFees?: boolean;
+    stateMulticall: string;
 };
 export type PoolKey = {
     currency0: Address;

package/build/dex/uniswap-v4/uniswap-v4-pool-manager.js

@@ -13,6 +13,7 @@ const utils_2 = require("../../utils");
 const constants_1 = require("../../constants");
 const constants_2 = require("./constants");
 const uniswap_v4_pool_1 = require("./uniswap-v4-pool");
+const config_1 = require("./config");
 class UniswapV4PoolManager extends stateful_event_subscriber_1.StatefulEventSubscriber {
     dexHelper;
     network;
@@ -121,25 +122,50 @@ class UniswapV4PoolManager extends stateful_event_subscriber_1.StatefulEventSubs
         }));
     }
     async queryAllAvailablePools(blockNumber) {
-        const cachedPools = await this.dexHelper.cache.getAndCacheLocally(this.parentName, this.network, this.poolsCacheKey, constants_2.POOL_CACHE_REFRESH_INTERVAL);
-        if (cachedPools) {
-            const pools = JSON.parse(cachedPools);
-            return pools;
+        const staticPoolsList = config_1.UniswapV4PoolsList[this.network];
+        const cachedPoolsRaw = await this.dexHelper.cache.getAndCacheLocally(this.parentName, this.network, this.poolsCacheKey, constants_2.POOL_CACHE_REFRESH_INTERVAL);
+        let cachedPools = [];
+        if (cachedPoolsRaw) {
+            cachedPools = JSON.parse(cachedPoolsRaw);
+            const poolsTTL = await this.dexHelper.cache.ttl(this.parentName, this.network, this.poolsCacheKey);
+            if (cachedPools.length &&
+                poolsTTL > constants_2.POOL_CACHE_STORE_INTERVAL - constants_2.POOL_CACHE_REFRESH_INTERVAL) {
+                this.logger.info(`Pools cache TTL is ${poolsTTL}, refreshing`);
+                if (cachedPools.length &&
+                    staticPoolsList &&
+                    staticPoolsList.length > 0) {
+                    cachedPools = cachedPools.filter(pool => staticPoolsList.includes(pool.id));
+                }
+                return cachedPools;
+            }
         }
-        const defaultPerPageLimit = 1000;
         let pools = [];
-        let curPage = 0;
-        let currentSubgraphPools = await (0, subgraph_1.queryOnePageForAllAvailablePoolsFromSubgraph)(this.dexHelper, this.logger, this.parentName, this.config.subgraphURL, blockNumber, curPage * defaultPerPageLimit, defaultPerPageLimit);
-        pools = pools.concat(currentSubgraphPools);
-        while (currentSubgraphPools.length === defaultPerPageLimit) {
-            curPage++;
-            currentSubgraphPools = await (0, subgraph_1.queryOnePageForAllAvailablePoolsFromSubgraph)(this.dexHelper, this.logger, this.parentName, this.config.subgraphURL, blockNumber, curPage * defaultPerPageLimit, defaultPerPageLimit);
+        try {
+            const defaultPerPageLimit = 1000;
+            let curPage = 0;
+            let currentSubgraphPools = await (0, subgraph_1.queryOnePageForAllAvailablePoolsFromSubgraph)(this.dexHelper, this.logger, this.parentName, this.config.subgraphURL, blockNumber, curPage * defaultPerPageLimit, defaultPerPageLimit);
             pools = pools.concat(currentSubgraphPools);
+            while (currentSubgraphPools.length === defaultPerPageLimit) {
+                curPage++;
+                currentSubgraphPools =
+                    await (0, subgraph_1.queryOnePageForAllAvailablePoolsFromSubgraph)(this.dexHelper, this.logger, this.parentName, this.config.subgraphURL, blockNumber, curPage * defaultPerPageLimit, defaultPerPageLimit);
+                pools = pools.concat(currentSubgraphPools);
+            }
+            if (this.config.skipPoolsWithUnconventionalFees) {
+                pools = pools.filter(pool => !this.isPoolWithUnconventionalFees(pool.fee));
+            }
         }
-        if (this.config.skipPoolsWithUnconventionalFees) {
-            pools = pools.filter(pool => !this.isPoolWithUnconventionalFees(pool.fee));
+        catch (error) {
+            this.logger.error(`Failed to fetch pools from subgraph for ${this.parentName}: ${error}, using cached pools...`);
+            // cachedPools + already fetched pools
+            pools = cachedPools.concat(pools.filter(p => !cachedPools.find(cp => cp.id === p.id)));
+        }
+        // always refresh pools in cache, even when subgraph queries failed
+        // so next time we can use previously cached pools
+        this.dexHelper.cache.setexAndCacheLocally(this.parentName, this.network, this.poolsCacheKey, constants_2.POOL_CACHE_STORE_INTERVAL, JSON.stringify(pools));
+        if (pools.length && staticPoolsList && staticPoolsList.length > 0) {
+            pools = pools.filter(pool => staticPoolsList.includes(pool.id));
         }
-        this.dexHelper.cache.setexAndCacheLocally(this.parentName, this.network, this.poolsCacheKey, constants_2.POOL_CACHE_REFRESH_INTERVAL, JSON.stringify(pools));
         return pools;
     }
     async handleInitializeEvent(event, log) {
@@ -155,6 +181,11 @@ class UniswapV4PoolManager extends stateful_event_subscriber_1.StatefulEventSubs
             this.logger.warn(`Pool ${id} has hooks ${hooks}, which is not supported yet. Skipping.`);
             return {};
         }
+        if (config_1.UniswapV4PoolsList[this.network] &&
+            !config_1.UniswapV4PoolsList[this.network].includes(id)) {
+            this.logger.warn(`Pool ${id} is not in the static pools list, skipping.`);
+            return {};
+        }
         if (this.config.skipPoolsWithUnconventionalFees &&
             this.isPoolWithUnconventionalFees(fee)) {
             this.logger.warn(`Skipping pool ${id} with unconventional fees ${fee}.`);

package/build/dex/uniswap-v4/uniswap-v4-pool-manager.js.map

@@ -1 +1 @@
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package/build/dex/uniswap-v4/uniswap-v4-pool.d.ts

@@ -16,23 +16,26 @@ export declare class UniswapV4Pool extends StatefulEventSubscriber<PoolState> {
     readonly token1: string;
     readonly fee: string;
     readonly hooks: string;
-    readonly sqrtPriceX96: bigint;
-    readonly tick: string;
-    readonly tickSpacing: string;
+    sqrtPriceX96: bigint;
+    tick: string;
+    tickSpacing: string;
     handlers: {
         [event: string]: (event: any, pool: PoolState, log: Log, blockHeader: Readonly<BlockHeader>) => PoolState;
     };
     logDecoder: (log: Log) => any;
     stateViewIface: Interface;
     poolManagerIface: Interface;
+    stateMulticallIface: Interface;
     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);
     initialize(blockNumber: number, options?: InitializeStateOptions<PoolState>): Promise<void>;
     getPoolIdentifierData(): PoolPairsInfo;
     protected _getStateRequestCallDataPerPool(poolId: string, tick: string, tickSpacing: string, ticks: SubgraphTick[]): MultiCallParams<bigint | [bigint, bigint] | TickInfo | Slot0 | FeeGrowthGlobals>[];
     getOrGenerateState(blockNumber: number): Promise<PoolState>;
+    generateStateWithSubgraph(blockNumber: number): Promise<PoolState>;
     generateState(blockNumber: number): Promise<PoolState>;
     getTicks(blockNumber: number): Promise<SubgraphTick[]>;
     getBitmapRangeToRequest(tick: string, tickSpacing: string): [bigint, bigint];
+    getBitmapRange(): bigint;
     protected processBlockLogs(state: DeepReadonly<PoolState>, logs: Readonly<Log>[], blockHeader: Readonly<BlockHeader>): Promise<DeepReadonly<PoolState> | null>;
     protected processLog(state: PoolState, log: Readonly<Log>, blockHeader: Readonly<BlockHeader>): Promise<DeepReadonly<PoolState | null>>;
     handleProtocolFeeUpdatedEvent(event: any, poolState: PoolState): PoolState;

package/build/dex/uniswap-v4/uniswap-v4-pool.js

@@ -8,6 +8,7 @@ const stateful_event_subscriber_1 = require("../../stateful-event-subscriber");
 const utils_1 = require("ethers/lib/utils");
 const state_view_abi_json_1 = __importDefault(require("../../abi/uniswap-v4/state-view.abi.json"));
 const pool_manager_abi_json_1 = __importDefault(require("../../abi/uniswap-v4/pool-manager.abi.json"));
+const state_multicall_abi_json_1 = __importDefault(require("../../abi/uniswap-v4/state-multicall.abi.json"));
 const lodash_1 = __importDefault(require("lodash"));
 const utils_2 = require("../../utils");
 const uniswap_v4_pool_math_1 = require("./contract-math/uniswap-v4-pool-math");
@@ -33,7 +34,12 @@ class UniswapV4Pool extends stateful_event_subscriber_1.StatefulEventSubscriber
     logDecoder;
     stateViewIface;
     poolManagerIface;
-    constructor(dexHelper, parentName, network, config, logger, mapKey = '', poolId, token0, token1, fee, hooks, sqrtPriceX96, tick, tickSpacing) {
+    stateMulticallIface;
+    constructor(dexHelper, parentName, network, config, logger, mapKey = '', poolId, token0, token1, fee, hooks, 
+    // TODO: can be removed after state generation would become Multicall only
+    sqrtPriceX96, 
+    // TODO: can be removed after state generation would become Multicall only
+    tick, tickSpacing) {
         super(parentName, poolId, dexHelper, logger, true, mapKey);
         this.dexHelper = dexHelper;
         this.network = network;
@@ -49,6 +55,7 @@ class UniswapV4Pool extends stateful_event_subscriber_1.StatefulEventSubscriber
         this.tickSpacing = tickSpacing;
         this.stateViewIface = new utils_1.Interface(state_view_abi_json_1.default);
         this.poolManagerIface = new utils_1.Interface(pool_manager_abi_json_1.default);
+        this.stateMulticallIface = new utils_1.Interface(state_multicall_abi_json_1.default);
         this.addressesSubscribed = [this.config.poolManager];
         this.logDecoder = (log) => this.poolManagerIface.parseLog(log);
         // Add handlers
@@ -164,7 +171,7 @@ class UniswapV4Pool extends stateful_event_subscriber_1.StatefulEventSubscriber
         }
         return state;
     }
-    async generateState(blockNumber) {
+    async generateStateWithSubgraph(blockNumber) {
         const ticks = await this.getTicks(blockNumber);
         const callData = this._getStateRequestCallDataPerPool(this.poolId, this.tick, this.tickSpacing, ticks);
         const results = await this.dexHelper.multiWrapper.tryAggregate(false, callData, blockNumber, this.dexHelper.multiWrapper.defaultBatchSize, false);
@@ -221,6 +228,65 @@ class UniswapV4Pool extends stateful_event_subscriber_1.StatefulEventSubscriber
             isValid: true,
         };
     }
+    async generateState(blockNumber) {
+        const poolKey = {
+            currency0: this.token0,
+            currency1: this.token1,
+            fee: this.fee,
+            tickSpacing: parseInt(this.tickSpacing),
+            hooks: this.hooks,
+        };
+        const callData = this.stateMulticallIface.encodeFunctionData('getFullStateWithRelativeBitmaps', [
+            this.config.poolManager,
+            poolKey,
+            this.getBitmapRange(),
+            this.getBitmapRange(),
+        ]);
+        const result = await this.dexHelper.multiWrapper.tryAggregate(false, [
+            {
+                target: this.config.stateMulticall,
+                callData,
+                decodeFunction: (result) => {
+                    const [, toDecode] = (0, decoders_1.extractSuccessAndValue)(result);
+                    return this.stateMulticallIface.decodeFunctionResult('getFullStateWithRelativeBitmaps', toDecode);
+                },
+            },
+        ], blockNumber, this.dexHelper.multiWrapper.defaultBatchSize, false);
+        const stateResult = result[0].returnData[0];
+        const ticksResults = {};
+        stateResult.ticks.forEach((tick) => {
+            if (tick.value.liquidityGross > 0n) {
+                ticksResults[tick.index.toString()] = {
+                    liquidityGross: BigInt(tick.value.liquidityGross),
+                    liquidityNet: BigInt(tick.value.liquidityNet),
+                };
+            }
+        });
+        const tickBitMapResults = {};
+        stateResult.tickBitmap.forEach((bitmap) => {
+            tickBitMapResults[bitmap.index.toString()] = BigInt(bitmap.value);
+        });
+        return {
+            id: this.poolId,
+            token0: this.token0.toLowerCase(),
+            token1: this.token1.toLowerCase(),
+            fee: this.fee,
+            hooks: this.hooks,
+            feeGrowthGlobal0X128: BigInt(stateResult.feeGrowthGlobal0X128),
+            feeGrowthGlobal1X128: BigInt(stateResult.feeGrowthGlobal1X128),
+            liquidity: BigInt(stateResult.liquidity),
+            slot0: {
+                sqrtPriceX96: BigInt(stateResult.slot0.sqrtPriceX96),
+                tick: BigInt(stateResult.slot0.tick),
+                protocolFee: BigInt(stateResult.slot0.protocolFee),
+                lpFee: BigInt(stateResult.slot0.lpFee),
+            },
+            tickSpacing: parseInt(this.tickSpacing),
+            ticks: ticksResults,
+            tickBitmap: tickBitMapResults,
+            isValid: true,
+        };
+    }
     async getTicks(blockNumber) {
         const defaultPerPageLimit = 1000;
         let curPage = 0;
@@ -245,6 +311,12 @@ class UniswapV4Pool extends stateful_event_subscriber_1.StatefulEventSubscriber
         const rightBitMapIndex = currentBitMapIndex + range;
         return [leftBitMapIndex, rightBitMapIndex];
     }
+    getBitmapRange() {
+        const networkId = this.dexHelper.config.data.network;
+        const tickBitMapToUse = constants_1.TICK_BITMAP_TO_USE_BY_CHAIN[networkId] ?? constants_1.TICK_BITMAP_TO_USE;
+        const tickBitMapBuffer = constants_1.TICK_BITMAP_BUFFER_BY_CHAIN[networkId] ?? constants_1.TICK_BITMAP_BUFFER;
+        return tickBitMapToUse + tickBitMapBuffer;
+    }
     async processBlockLogs(state, logs, blockHeader) {
         const newState = await super.processBlockLogs(state, logs, blockHeader);
         if (newState && !newState.isValid) {

package/build/dex/uniswap-v4/uniswap-v4-pool.js.map

@@ -1 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@paraswap/dex-lib",
-  "version": "4.6.22",
+  "version": "4.6.23-0",
   "main": "build/index.js",
   "types": "build/index.d.ts",
   "repository": "https://github.com/paraswap/paraswap-dex-lib",

package/build/abi/PendleRouterStatic.json

@@ -1,19 +0,0 @@
-[
-    {
-        "inputs": [
-            { "internalType": "address", "name": "market", "type": "address" },
-            { "internalType": "uint256", "name": "exactPtIn", "type": "uint256" },
-            { "internalType": "address", "name": "tokenOut", "type": "address" }
-        ],
-        "name": "swapExactPtForTokenStatic",
-        "outputs": [
-            { "internalType": "uint256", "name": "netTokenOut", "type": "uint256" },
-            { "internalType": "uint256", "name": "netSyToRedeem", "type": "uint256" },
-            { "internalType": "uint256", "name": "netSyFee", "type": "uint256" },
-            { "internalType": "uint256", "name": "priceImpact", "type": "uint256" },
-            { "internalType": "uint256", "name": "exchangeRateAfter", "type": "uint256" }
-        ],
-        "stateMutability": "view",
-        "type": "function"
-    }
-]