@paraswap/dex-lib 4.6.26-get-onchain-prices.1 → 4.6.26

package/build/abi/aave-weth-gateway.json

@@ -1,16 +1,9 @@
 [
     {
         "inputs": [
-            {
-                "internalType": "address",
-                "name": "onBehalfOf",
-                "type": "address"
-            },
-            {
-                "internalType": "uint16",
-                "name": "referralCode",
-                "type": "uint16"
-            }
+            { "internalType": "address", "name": "", "type": "address" },
+            { "internalType": "address", "name": "onBehalfOf", "type": "address" },
+            { "internalType": "uint16", "name": "referralCode", "type": "uint16" }
         ],
         "name": "depositETH",
         "outputs": [],
@@ -19,16 +12,9 @@
     },
     {
         "inputs": [
-            {
-                "internalType": "uint256",
-                "name": "amount",
-                "type": "uint256"
-            },
-            {
-                "internalType": "address",
-                "name": "to",
-                "type": "address"
-            }
+            { "internalType": "address", "name": "", "type": "address" },
+            { "internalType": "uint256", "name": "amount", "type": "uint256" },
+            { "internalType": "address", "name": "to", "type": "address" }
         ],
         "name": "withdrawETH",
         "outputs": [],

package/build/dex/aave-v2/aave-v2.js

@@ -88,8 +88,11 @@ class AaveV2 extends simple_exchange_1.SimpleExchange {
     // across DEXes. It is recommended to use
     // ${dexKey}_${poolAddress} as a poolIdentifier
     async getPoolIdentifiers(srcToken, destToken, side, blockNumber) {
-        const aToken = (0, tokens_1.isAaveV2Pair)(this.network, this.dexHelper.config.wrapETH(srcToken), this.dexHelper.config.wrapETH(destToken));
-        if (aToken === null) {
+        const _src = this.dexHelper.config.wrapETH(srcToken);
+        const _dst = this.dexHelper.config.wrapETH(destToken);
+        const aToken = (0, tokens_1.isAaveV2Pair)(this.network, _src, _dst);
+        const fromAToken = aToken == _src;
+        if (aToken === null || !fromAToken) {
             return [];
         }
         const tokenAddress = [
@@ -108,10 +111,10 @@ class AaveV2 extends simple_exchange_1.SimpleExchange {
         const _src = this.dexHelper.config.wrapETH(srcToken);
         const _dst = this.dexHelper.config.wrapETH(destToken);
         const aToken = (0, tokens_1.isAaveV2Pair)(this.network, _src, _dst);
-        if (!aToken) {
+        const fromAToken = aToken == _src;
+        if (!aToken || !fromAToken) {
             return null;
         }
-        const fromAToken = aToken == _src;
         return [
             {
                 prices: amounts,
@@ -237,7 +240,7 @@ class AaveV2 extends simple_exchange_1.SimpleExchange {
                             this.wethGateway,
                             config_1.WETH_GATEWAY[this.network],
                             types_1.AaveV2PoolAndWethFunctions.depositETH,
-                            [recipient, REF_CODE],
+                            [config_1.aaveLendingPool[this.network], recipient, REF_CODE],
                         ];
                     case constants_1.Network.POLYGON:
                         return [
@@ -264,7 +267,7 @@ class AaveV2 extends simple_exchange_1.SimpleExchange {
                             this.wethGateway,
                             config_1.WETH_GATEWAY[this.network],
                             types_1.AaveV2PoolAndWethFunctions.withdrawETH,
-                            [amount, recipient],
+                            [config_1.aaveLendingPool[this.network], amount, recipient],
                         ];
                     case constants_1.Network.POLYGON:
                         return [

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

@@ -1 +1 @@
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package/build/dex/generic-rfq/fetch-mm-api.d.ts

@@ -1 +1 @@
-export {};
+export declare const getEnv: (envName: string, optional?: boolean) => string;

package/build/dex/generic-rfq/fetch-mm-api.js

@@ -3,6 +3,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.getEnv = void 0;
 const dotenv_1 = __importDefault(require("dotenv"));
 dotenv_1.default.config();
 const web3_1 = __importDefault(require("web3"));
@@ -20,21 +21,25 @@ const network = 1;
 const AugustusAddress = {
     1: '0xdef171fe48cf0115b1d80b88dc8eab59176fee57',
 };
-const getEnv = (envName) => {
+const getEnv = (envName, optional = false) => {
     if (!process.env[envName]) {
+        if (optional) {
+            return '';
+        }
         throw new Error(`Missing ${envName}`);
     }
     return process.env[envName];
 };
-const web3 = new web3_1.default(getEnv(`HTTP_PROVIDER_${network}`));
+exports.getEnv = getEnv;
+const web3 = new web3_1.default((0, exports.getEnv)(`HTTP_PROVIDER_${network}`));
 const config = (0, config_1.generateConfig)(network);
 const multiWrapper = new multi_wrapper_1.MultiWrapper(new web3.eth.Contract(multi_v2_json_1.default, config.multicallV2Address), (0, log4js_1.getLogger)(`MultiWrapper-${network}`));
-const url = getEnv('GENERIC_RFQ_URL');
-const path = getEnv('GENERIC_RFQ_PATH_TO_OVERRIDE');
+const url = (0, exports.getEnv)('GENERIC_RFQ_URL');
+const path = (0, exports.getEnv)('GENERIC_RFQ_PATH_TO_OVERRIDE');
 const authHttp = (0, security_1.genericRFQAuthHttp)(path);
 const secret = {
-    secretKey: atob(getEnv('GENERIC_RFQ_SECRET_KEY')),
-    accessKey: getEnv('GENERIC_RFQ_ACCESS_KEY'),
+    secretKey: atob((0, exports.getEnv)('GENERIC_RFQ_SECRET_KEY')),
+    accessKey: (0, exports.getEnv)('GENERIC_RFQ_ACCESS_KEY'),
     domain: 'paraswap',
 };
 const configTokens = {

package/build/dex/generic-rfq/fetch-mm-api.js.map

@@ -1 +1 @@
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package/build/dex/idex.d.ts

@@ -32,8 +32,6 @@ export interface IDexPricing<ExchangeData> {
     readonly cacheStateKey: string;
     readonly isStatePollingDex?: boolean;
     getPoolIdentifiers(srcToken: Token, destToken: Token, side: SwapSide, blockNumber: number): Promise<string[]>;
-    generateStateByPoolId?(poolId: string, blockNumber: number): AsyncOrSync<unknown>;
-    getOnChainPriceByPoolId?(poolId: string, srcToken: Token, destToken: Token, amount: bigint, side: SwapSide, blockNumber: number): Promise<bigint | null>;
     getPricesVolume(srcToken: Token, destToken: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[], transferFees?: TransferFeeParams, isFirstSwap?: boolean): Promise<ExchangePrices<ExchangeData> | null>;
     getCalldataGasCost(poolPrices: PoolPrices<ExchangeData>): number | number[];
     initializePricing?(blockNumber: number): AsyncOrSync<void>;

package/build/dex/idle-dao/idle-dao.d.ts

@@ -38,5 +38,6 @@ export declare class IdleDao extends SimpleExchange implements IDex<IdleDaoData>
     getCalldataGasCost(poolPrices: PoolPrices<IdleDaoData>): number | number[];
     getAdapterParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: IdleDaoData, side: SwapSide): AdapterExchangeParam;
     getDexParam(srcToken: Address, destToken: Address, srcAmount: NumberAsString, destAmount: NumberAsString, recipient: Address, data: IdleDaoData, side: SwapSide, _: Context, executorAddress: Address): DexExchangeParam;
+    updatePoolState(): Promise<void>;
     getTopPoolsForToken(tokenAddress: Address, limit: number): Promise<PoolLiquidity[]>;
 }

package/build/dex/idle-dao/idle-dao.js

@@ -242,25 +242,36 @@ class IdleDao extends simple_exchange_1.SimpleExchange {
             skipApproval: data.fromIdleToken,
         };
     }
-    async getTopPoolsForToken(tokenAddress, limit) {
+    async updatePoolState() {
         await this.initializeTokens();
+    }
+    async getTopPoolsForToken(tokenAddress, limit) {
         const idleTokens = (0, tokens_1.getPoolsByTokenAddress)(this.network, tokenAddress);
         if (idleTokens.length > 0) {
-            return idleTokens
-                .map((idleToken) => ({
-                // liquidity is infinite, tokens are minted when swapping for idle tokens
-                liquidityUSD: 1e8,
-                exchange: this.dexKey,
-                address: idleToken.cdoAddress,
-                connectorTokens: [(0, tokens_1.getTokenFromIdleToken)(idleToken)],
-            }))
-                .slice(0, limit);
+            const poolMap = {};
+            idleTokens.forEach((idleToken) => {
+                const cdoAddress = idleToken.cdoAddress;
+                const token = (0, tokens_1.getTokenFromIdleToken)(idleToken);
+                if (!poolMap[cdoAddress]) {
+                    poolMap[cdoAddress] = {
+                        exchange: this.dexKey,
+                        address: cdoAddress,
+                        connectorTokens: [token],
+                        liquidityUSD: constants_1.UNLIMITED_USD_LIQUIDITY,
+                    };
+                }
+                else {
+                    if (!poolMap[cdoAddress].connectorTokens.some(t => t.address.toLowerCase() === token.address.toLowerCase())) {
+                        poolMap[cdoAddress].connectorTokens.push(token);
+                    }
+                }
+            });
+            return Object.values(poolMap);
         }
         const idleToken = (0, tokens_1.getIdleTokenByAddress)(this.network, tokenAddress.toLowerCase());
         if (idleToken) {
             return [
                 {
-                    liquidityUSD: 1e9,
                     exchange: this.dexKey,
                     address: idleToken.cdoAddress,
                     connectorTokens: [
@@ -269,6 +280,7 @@ class IdleDao extends simple_exchange_1.SimpleExchange {
                             decimals: idleToken.decimals,
                         },
                     ],
+                    liquidityUSD: constants_1.UNLIMITED_USD_LIQUIDITY,
                 },
             ];
         }

package/build/dex/idle-dao/idle-dao.js.map

@@ -1 +1 @@
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package/build/dex/maker-psm/maker-psm.d.ts

@@ -1,50 +1,11 @@
-import { DeepReadonly } from 'ts-essentials';
-import { Token, Address, ExchangePrices, PoolPrices, Log, AdapterExchangeParam, SimpleExchangeParam, PoolLiquidity, Logger, NumberAsString, DexExchangeParam, ExchangeTxInfo, PreprocessTransactionOptions } from '../../types';
+import { Token, Address, ExchangePrices, PoolPrices, AdapterExchangeParam, SimpleExchangeParam, PoolLiquidity, Logger, NumberAsString, DexExchangeParam, ExchangeTxInfo, PreprocessTransactionOptions } from '../../types';
 import { SwapSide, Network } from '../../constants';
-import { StatefulEventSubscriber } from '../../stateful-event-subscriber';
 import { IDex } from '../../dex/idex';
 import { IDexHelper } from '../../dex-helper/idex-helper';
 import { MakerPsmData, PoolState, PoolConfig, MakerPsmDirectPayload } from './types';
 import { SimpleExchange } from '../simple-exchange';
 import { OptimalSwapExchange } from '@paraswap/core';
-export declare class MakerPsmEventPool extends StatefulEventSubscriber<PoolState> {
-    protected network: number;
-    protected dexHelper: IDexHelper;
-    poolConfig: PoolConfig;
-    protected vatAddress: Address;
-    handlers: {
-        [event: string]: (event: any, pool: PoolState, log: Log) => PoolState;
-    };
-    logDecoder: (log: Log) => any;
-    to18ConversionFactor: bigint;
-    bytes32Tout: string;
-    bytes32Tin: string;
-    constructor(parentName: string, network: number, dexHelper: IDexHelper, logger: Logger, poolConfig: PoolConfig, vatAddress: Address);
-    handleFile(event: any, pool: PoolState, log: Log): PoolState;
-    handleSellGem(event: any, pool: PoolState, log: Log): PoolState;
-    handleBuyGem(event: any, pool: PoolState, log: Log): PoolState;
-    getIdentifier(): string;
-    /**
-     * The function is called every time any of the subscribed
-     * addresses release log. The function accepts the current
-     * state, updates the state according to the log, and returns
-     * the updated state.
-     * @param state - Current state of event subscriber
-     * @param log - Log released by one of the subscribed addresses
-     * @returns Updates state of the event subscriber after the log
-     */
-    protected processLog(state: DeepReadonly<PoolState>, log: Readonly<Log>): DeepReadonly<PoolState> | null;
-    /**
-     * The function generates state using on-chain calls. This
-     * function is called to regenerate state if the event based
-     * system fails to fetch events and the local state is no
-     * more correct.
-     * @param blockNumber - Blocknumber for which the state should
-     * should be generated
-     * @returns state of the event subscriber at blocknumber
-     */
-    generateState(blockNumber: number): Promise<Readonly<PoolState>>;
-}
+import { MakerPsmEventPool } from './maker-psm-event-pool';
 export declare class MakerPsm extends SimpleExchange implements IDex<MakerPsmData, MakerPsmDirectPayload> {
     protected network: Network;
     protected dexHelper: IDexHelper;
@@ -75,6 +36,7 @@ export declare class MakerPsm extends SimpleExchange implements IDex<MakerPsmDat
     }, dai?: Token, vatAddress?: Address, poolConfigs?: PoolConfig[]);
     static getDirectFunctionNameV6(): string[];
     initializePricing(blockNumber: number): Promise<void>;
+    private initializeEventPools;
     getAdapters(side: SwapSide): {
         name: string;
         index: number;
@@ -99,5 +61,6 @@ export declare class MakerPsm extends SimpleExchange implements IDex<MakerPsmDat
         encoder: (...params: (string | MakerPsmDirectPayload)[]) => string;
         networkFee: string;
     };
+    updatePoolState(): Promise<void>;
     getTopPoolsForToken(tokenAddress: Address, limit: number): Promise<PoolLiquidity[]>;
 }

package/build/dex/maker-psm/maker-psm.js

@@ -36,143 +36,23 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.MakerPsm = exports.MakerPsmEventPool = void 0;
+exports.MakerPsm = void 0;
 const abi_1 = require("@ethersproject/abi");
 const constants_1 = require("../../constants");
 const CALLDATA_GAS_COST = __importStar(require("../../calldata-gas-cost"));
-const stateful_event_subscriber_1 = require("../../stateful-event-subscriber");
 const utils_1 = require("../../utils");
 const simple_exchange_1 = require("../simple-exchange");
 const config_1 = require("./config");
 const psm_json_1 = __importDefault(require("../../abi/maker-psm/psm.json"));
-const vat_json_1 = __importDefault(require("../../abi/maker-psm/vat.json"));
 const bigint_constants_1 = require("../../bigint-constants");
 const types_1 = require("../../executor/types");
 const bytes_1 = require("@ethersproject/bytes");
 const core_1 = require("@paraswap/core");
 const ethers_1 = require("ethers");
-const vatInterface = new abi_1.Interface(vat_json_1.default);
+const maker_psm_event_pool_1 = require("./maker-psm-event-pool");
 const psmInterface = new abi_1.Interface(psm_json_1.default);
 const WAD = bigint_constants_1.BI_POWS[18];
-const bigIntify = (b) => BigInt(b.toString());
 const ceilDiv = (a, b) => (a + b - 1n) / b;
-async function getOnChainState(multiContract, poolConfigs, vatAddress, blockNumber) {
-    const callData = poolConfigs
-        .map(c => [
-        {
-            target: c.psmAddress,
-            callData: psmInterface.encodeFunctionData('tin', []),
-        },
-        {
-            target: c.psmAddress,
-            callData: psmInterface.encodeFunctionData('tout', []),
-        },
-        {
-            target: vatAddress,
-            callData: vatInterface.encodeFunctionData('ilks', [c.identifier]),
-        },
-    ])
-        .flat();
-    const res = await multiContract.methods
-        .aggregate(callData)
-        .call({}, blockNumber);
-    let i = 0;
-    return poolConfigs.map(c => {
-        const tin = bigIntify(psmInterface.decodeFunctionResult('tin', res.returnData[i++])[0]);
-        const tout = bigIntify(psmInterface.decodeFunctionResult('tout', res.returnData[i++])[0]);
-        const ilks = vatInterface.decodeFunctionResult('ilks', res.returnData[i++]);
-        const Art = bigIntify(ilks.Art);
-        const line = bigIntify(ilks.line);
-        const rate = bigIntify(ilks.rate);
-        return {
-            tin,
-            tout,
-            Art,
-            line,
-            rate,
-        };
-    });
-}
-class MakerPsmEventPool extends stateful_event_subscriber_1.StatefulEventSubscriber {
-    network;
-    dexHelper;
-    poolConfig;
-    vatAddress;
-    handlers = {};
-    logDecoder;
-    to18ConversionFactor;
-    bytes32Tout = '0x746f757400000000000000000000000000000000000000000000000000000000'; // bytes32('tout')
-    bytes32Tin = '0x74696e0000000000000000000000000000000000000000000000000000000000'; // bytes32('tin')
-    constructor(parentName, network, dexHelper, logger, poolConfig, vatAddress) {
-        super(parentName, poolConfig.identifier, dexHelper, logger);
-        this.network = network;
-        this.dexHelper = dexHelper;
-        this.poolConfig = poolConfig;
-        this.vatAddress = vatAddress;
-        this.logDecoder = (log) => psmInterface.parseLog(log);
-        this.addressesSubscribed = [poolConfig.psmAddress];
-        this.to18ConversionFactor = (0, utils_1.getBigIntPow)(18 - poolConfig.gem.decimals);
-        // Add handlers
-        this.handlers['File'] = this.handleFile.bind(this);
-        this.handlers['SellGem'] = this.handleSellGem.bind(this);
-        this.handlers['BuyGem'] = this.handleBuyGem.bind(this);
-    }
-    handleFile(event, pool, log) {
-        if (event.args.what === this.bytes32Tin) {
-            pool.tin = bigIntify(event.args.data);
-        }
-        else if (event.args.what === this.bytes32Tout) {
-            pool.tout = bigIntify(event.args.data);
-        }
-        return pool;
-    }
-    handleSellGem(event, pool, log) {
-        pool.Art += bigIntify(event.args.value) * this.to18ConversionFactor;
-        return pool;
-    }
-    handleBuyGem(event, pool, log) {
-        pool.Art -= bigIntify(event.args.value) * this.to18ConversionFactor;
-        return pool;
-    }
-    getIdentifier() {
-        return `${this.parentName}_${this.poolConfig.psmAddress}`.toLowerCase();
-    }
-    /**
-     * The function is called every time any of the subscribed
-     * addresses release log. The function accepts the current
-     * state, updates the state according to the log, and returns
-     * the updated state.
-     * @param state - Current state of event subscriber
-     * @param log - Log released by one of the subscribed addresses
-     * @returns Updates state of the event subscriber after the log
-     */
-    processLog(state, log) {
-        try {
-            const event = this.logDecoder(log);
-            if (event.name in this.handlers) {
-                return this.handlers[event.name](event, state, log);
-            }
-            return state;
-        }
-        catch (e) {
-            this.logger.error(`Error_${this.parentName}_processLog could not parse the log with topic ${log.topics}:`, e);
-            return null;
-        }
-    }
-    /**
-     * The function generates state using on-chain calls. This
-     * function is called to regenerate state if the event based
-     * system fails to fetch events and the local state is no
-     * more correct.
-     * @param blockNumber - Blocknumber for which the state should
-     * should be generated
-     * @returns state of the event subscriber at blocknumber
-     */
-    async generateState(blockNumber) {
-        return (await getOnChainState(this.dexHelper.multiContract, [this.poolConfig], this.vatAddress, blockNumber))[0];
-    }
-}
-exports.MakerPsmEventPool = MakerPsmEventPool;
 class MakerPsm extends simple_exchange_1.SimpleExchange {
     network;
     dexHelper;
@@ -196,18 +76,23 @@ class MakerPsm extends simple_exchange_1.SimpleExchange {
         this.poolConfigs = poolConfigs;
         this.logger = dexHelper.getLogger(dexKey);
         this.eventPools = {};
-        poolConfigs.forEach(p => (this.eventPools[p.gem.address.toLowerCase()] = new MakerPsmEventPool(dexKey, network, dexHelper, this.logger, p, this.vatAddress)));
+        poolConfigs.forEach(p => (this.eventPools[p.gem.address.toLowerCase()] = new maker_psm_event_pool_1.MakerPsmEventPool(dexKey, network, dexHelper, this.logger, p, this.vatAddress)));
     }
     static getDirectFunctionNameV6() {
         return [core_1.ContractMethodV6.swapExactAmountInOutOnMakerPSM];
     }
     async initializePricing(blockNumber) {
-        const poolStates = await getOnChainState(this.dexHelper.multiContract, this.poolConfigs, this.vatAddress, blockNumber);
-        await Promise.all(this.poolConfigs.map(async (p, i) => {
-            const eventPool = this.eventPools[p.gem.address.toLowerCase()];
-            await eventPool.initialize(blockNumber, {
-                state: poolStates[i],
-            });
+        await this.initializeEventPools(blockNumber);
+    }
+    async initializeEventPools(blockNumber, subscribe = true) {
+        await Promise.all(Object.values(this.eventPools).map(async (eventPool) => {
+            if (subscribe) {
+                await eventPool.initialize(blockNumber);
+            }
+            else {
+                const state = await eventPool.generateState(blockNumber);
+                eventPool.setState(state, blockNumber);
+            }
         }));
     }
     // Returns the list of contract adapters (name and index)
@@ -460,33 +345,45 @@ class MakerPsm extends simple_exchange_1.SimpleExchange {
         };
         return { params: payload, encoder, networkFee: '0' };
     }
+    async updatePoolState() {
+        const blockNumber = await this.dexHelper.web3Provider.eth.getBlockNumber();
+        await this.initializeEventPools(blockNumber, false);
+    }
     // Returns list of top pools based on liquidity. Max
     // limit number pools should be returned.
     async getTopPoolsForToken(tokenAddress, limit) {
-        const _tokenAddress = tokenAddress.toLowerCase();
+        const token = tokenAddress.toLowerCase();
+        const isDAI = this.dai.address.toLowerCase() === token;
         // Liquidity depends on the swapping side hence we simply use the min
         // Its always in terms of stable coin hence liquidityUSD = liquidity
         const minLiq = (poolState) => {
             const buyLimit = poolState.Art;
             const sellLimit = (poolState.line - poolState.Art * poolState.rate) / poolState.rate;
-            return (2 *
-                parseInt(((buyLimit > sellLimit ? sellLimit : buyLimit) / bigint_constants_1.BI_POWS[18]).toString()));
+            const minLimit = buyLimit < sellLimit ? buyLimit : sellLimit;
+            const liquidity = Number(minLimit) / Number(bigint_constants_1.BI_POWS[18]);
+            return liquidity > 0 ? 2 * liquidity : 0;
         };
-        const isDai = _tokenAddress === this.dai.address;
-        const validPoolConfigs = isDai
+        const validPoolConfigs = isDAI
             ? this.poolConfigs
-            : this.eventPools[_tokenAddress]
-                ? [this.eventPools[_tokenAddress].poolConfig]
+            : this.eventPools[token]
+                ? [this.eventPools[token].poolConfig]
                 : [];
         if (!validPoolConfigs.length)
             return [];
-        const poolStates = await getOnChainState(this.dexHelper.multiContract, validPoolConfigs, this.vatAddress, 'latest');
-        return validPoolConfigs.map((p, i) => ({
-            exchange: this.dexKey,
-            address: p.psmAddress,
-            liquidityUSD: minLiq(poolStates[i]),
-            connectorTokens: [isDai ? p.gem : this.dai],
-        }));
+        const pools = validPoolConfigs.map(config => {
+            const eventPoolKey = config.gem.address.toLowerCase();
+            const eventPool = this.eventPools[eventPoolKey];
+            const state = eventPool?.getStaleState();
+            if (!state)
+                return null;
+            return {
+                exchange: this.dexKey,
+                address: config.psmAddress,
+                liquidityUSD: minLiq(state),
+                connectorTokens: [isDAI ? config.gem : this.dai],
+            };
+        });
+        return pools.filter(p => !!p).slice(0, limit);
     }
 }
 exports.MakerPsm = MakerPsm;