@paraswap/dex-lib 4.7.26-balancer-v3-block-timestamp.0 → 4.7.27-0

package/build/dex/ekubo/pools/base-pool.js

@@ -1,184 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.BasePool = void 0;
-const utils_1 = require("../../../utils");
-const stateful_event_subscriber_1 = require("../../../stateful-event-subscriber");
-const swap_1 = require("./math/swap");
-const tick_1 = require("./math/tick");
-const price_1 = require("./math/price");
-const pool_utils_1 = require("./pool-utils");
-const BASE_GAS_COST = 46_000;
-const GAS_COST_OF_ONE_INITIALIZED_TICK_CROSSED = 9_400;
-const GAS_COST_OF_ONE_TICK_SPACING_CROSSED = 4_000;
-class BasePool extends stateful_event_subscriber_1.StatefulEventSubscriber {
-    parentName;
-    network;
-    dexHelper;
-    coreIface;
-    dataFetcher;
-    key;
-    addressesSubscribed;
-    constructor(parentName, network, dexHelper, logger, coreIface, dataFetcher, key, core) {
-        super(parentName, key.string_id, dexHelper, logger);
-        this.parentName = parentName;
-        this.network = network;
-        this.dexHelper = dexHelper;
-        this.coreIface = coreIface;
-        this.dataFetcher = dataFetcher;
-        this.key = key;
-        this.addressesSubscribed = [core.address];
-    }
-    /**
-     * 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) {
-        if (log.topics.length === 0) {
-            return this.handleSwappedEvent(log.data, state);
-        }
-        try {
-            const event = this.coreIface.parseLog(log);
-            if (event.name === 'PositionUpdated') {
-                return this.handlePositionUpdatedEvent(event.args, state);
-            }
-        }
-        catch (e) {
-            (0, utils_1.catchParseLogError)(e, this.logger);
-        }
-        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) {
-        const data = await this.dataFetcher.getQuoteData([this.key.toAbi()], 10, {
-            blockTag: blockNumber,
-        });
-        return pool_utils_1.PoolState.fromQuoter(data[0], this.key.config.tickSpacing === tick_1.FULL_RANGE_TICK_SPACING);
-    }
-    handleSwappedEvent(data, oldState) {
-        let n = BigInt(data);
-        const poolId = (n >> 512n) & ((1n << 256n) - 1n);
-        if (this.key.num_id !== poolId) {
-            return null;
-        }
-        // tick: int32 (4 bytes)
-        const tickRaw = n & ((1n << 32n) - 1n);
-        const tickAfter = Number(toSigned(tickRaw, 32));
-        n >>= 32n;
-        // sqrtRatio: uint96 (12 bytes)
-        const sqrtRatioAfterCompact = n & ((1n << 96n) - 1n);
-        n >>= 96n;
-        const sqrtRatioAfter = (0, price_1.floatSqrtRatioToFixed)(sqrtRatioAfterCompact);
-        // liquidity: uint128 (16 bytes)
-        const liquidityAfter = n & ((1n << 128n) - 1n);
-        return pool_utils_1.PoolState.fromSwappedEvent(oldState, sqrtRatioAfter, liquidityAfter, tickAfter);
-    }
-    handlePositionUpdatedEvent(args, oldState) {
-        if (this.key.num_id !== BigInt(args.poolId)) {
-            return null;
-        }
-        const params = args.params;
-        return pool_utils_1.PoolState.fromPositionUpdatedEvent(oldState, [params.bounds.lower, params.bounds.upper], params.liquidityDelta.toBigInt());
-    }
-    quote(amount, token, blockNumber) {
-        const isToken1 = token === this.key.token1;
-        if (!isToken1 && this.key.token0 !== token) {
-            throw new Error('Invalid token');
-        }
-        if (amount === 0n) {
-            return {
-                consumedAmount: 0n,
-                calculatedAmount: 0n,
-                gasConsumed: 0,
-                skipAhead: 0,
-            };
-        }
-        const isIncreasing = (0, swap_1.isPriceIncreasing)(amount, isToken1);
-        let state = this.getState(blockNumber);
-        if (state === null) {
-            throw new Error(`Quote for block number ${blockNumber} requested but state is not recent enough`);
-        }
-        let { sqrtRatio, liquidity, activeTickIndex, sortedTicks } = state;
-        const sqrtRatioLimit = isIncreasing ? tick_1.MAX_SQRT_RATIO : tick_1.MIN_SQRT_RATIO;
-        let calculatedAmount = 0n;
-        let initializedTicksCrossed = 0;
-        let amountRemaining = amount;
-        const startingSqrtRatio = sqrtRatio;
-        while (amountRemaining !== 0n && sqrtRatio !== sqrtRatioLimit) {
-            const nextInitializedTick = (isIncreasing
-                ? sortedTicks[activeTickIndex === null ? 0 : activeTickIndex + 1]
-                : activeTickIndex === null
-                    ? null
-                    : sortedTicks[activeTickIndex]) ?? null;
-            const nextInitializedTickSqrtRatio = nextInitializedTick
-                ? (0, tick_1.toSqrtRatio)(nextInitializedTick.number)
-                : null;
-            const stepSqrtRatioLimit = nextInitializedTickSqrtRatio === null
-                ? sqrtRatioLimit
-                : nextInitializedTickSqrtRatio < sqrtRatioLimit === isIncreasing
-                    ? nextInitializedTickSqrtRatio
-                    : sqrtRatioLimit;
-            const step = (0, swap_1.computeStep)({
-                fee: this.key.config.fee,
-                sqrtRatio,
-                liquidity,
-                isToken1,
-                sqrtRatioLimit: stepSqrtRatioLimit,
-                amount: amountRemaining,
-            });
-            amountRemaining -= step.consumedAmount;
-            calculatedAmount += step.calculatedAmount;
-            sqrtRatio = step.sqrtRatioNext;
-            // cross the tick if the price moved all the way to the next initialized tick price
-            if (nextInitializedTick && sqrtRatio === nextInitializedTickSqrtRatio) {
-                activeTickIndex = isIncreasing
-                    ? activeTickIndex === null
-                        ? 0
-                        : activeTickIndex + 1
-                    : activeTickIndex
-                        ? activeTickIndex - 1
-                        : null;
-                initializedTicksCrossed++;
-                liquidity += isIncreasing
-                    ? nextInitializedTick.liquidityDelta
-                    : -nextInitializedTick.liquidityDelta;
-            }
-        }
-        const tickSpacingsCrossed = (0, tick_1.approximateNumberOfTickSpacingsCrossed)(startingSqrtRatio, sqrtRatio, this.key.config.tickSpacing);
-        return {
-            consumedAmount: amount - amountRemaining,
-            calculatedAmount,
-            gasConsumed: BASE_GAS_COST +
-                initializedTicksCrossed * GAS_COST_OF_ONE_INITIALIZED_TICK_CROSSED +
-                tickSpacingsCrossed * GAS_COST_OF_ONE_TICK_SPACING_CROSSED,
-            skipAhead: initializedTicksCrossed === 0
-                ? 0
-                : Math.floor(tickSpacingsCrossed / initializedTicksCrossed),
-        };
-    }
-    computeTvl() {
-        const state = this.getStaleState();
-        if (state === null) {
-            return null;
-        }
-        return pool_utils_1.PoolState.computeTvl(state);
-    }
-}
-exports.BasePool = BasePool;
-function toSigned(value, bits) {
-    const half = 1n << BigInt(bits - 1);
-    return value >= half ? value - (1n << BigInt(bits)) : value;
-}
-//# sourceMappingURL=base-pool.js.map

package/build/dex/ekubo/pools/base-pool.js.map

@@ -1 +0,0 @@
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package/build/dex/ekubo/pools/iface.d.ts

@@ -1,46 +0,0 @@
-import { Interface, Result } from '@ethersproject/abi';
-import { Logger } from 'log4js';
-import { DeepReadonly } from 'ts-essentials';
-import { IDexHelper } from '../../../dex-helper/idex-helper';
-import { StatefulEventSubscriber } from '../../../stateful-event-subscriber';
-import { BlockHeader, Log } from '../../../types';
-import { PoolKey } from './utils';
-export interface Quote {
-    consumedAmount: bigint;
-    calculatedAmount: bigint;
-    gasConsumed: number;
-    skipAhead: number;
-}
-export interface PoolKeyed {
-    key: PoolKey;
-}
-export interface IEkuboPool extends PoolKeyed {
-    quote(amount: bigint, token: bigint, blockNumber: number): Quote;
-}
-export type QuoteFn<State> = (amount: bigint, isToken1: boolean, state: DeepReadonly<State>) => Quote;
-export type NamedEventHandler<State> = (args: Result, oldState: DeepReadonly<State>, blockHeader: Readonly<BlockHeader>) => DeepReadonly<State> | null;
-export type AnonymousEventHandler<State> = (data: string, oldState: DeepReadonly<State>, blockHeader: Readonly<BlockHeader>) => DeepReadonly<State> | null;
-export declare class NamedEventHandlers<State> {
-    private readonly iface;
-    private readonly handlers;
-    constructor(iface: Interface, handlers: Record<string, NamedEventHandler<State>>);
-    parseLog(log: Readonly<Log>, oldState: DeepReadonly<State>, blockHeader: Readonly<BlockHeader>): DeepReadonly<State> | null;
-}
-export declare abstract class EkuboPool<State> extends StatefulEventSubscriber<State> implements IEkuboPool {
-    readonly key: PoolKey;
-    private readonly namedEventHandlers;
-    private readonly anonymousEventHandlers;
-    private readonly quoteFn;
-    protected constructor(parentName: string, dexHelper: IDexHelper, logger: Logger, key: PoolKey, namedEventHandlers: Record<string, NamedEventHandlers<State>>, anonymousEventHandlers: Record<string, AnonymousEventHandler<State>>, quoteFn: QuoteFn<State>);
-    /**
-     * 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<State>, log: Readonly<Log>, blockHeader: Readonly<BlockHeader>): DeepReadonly<State> | null;
-    quote(amount: bigint, token: bigint, blockNumber: number): Quote;
-}

package/build/dex/ekubo/pools/iface.js

@@ -1,75 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.EkuboPool = exports.NamedEventHandlers = void 0;
-const stateful_event_subscriber_1 = require("../../../stateful-event-subscriber");
-class NamedEventHandlers {
-    iface;
-    handlers;
-    constructor(iface, handlers) {
-        this.iface = iface;
-        this.handlers = handlers;
-    }
-    parseLog(log, oldState, blockHeader) {
-        const event = this.iface.parseLog(log);
-        return this.handlers[event.name]?.(event.args, oldState, blockHeader);
-    }
-}
-exports.NamedEventHandlers = NamedEventHandlers;
-const BASE_GAS_COST = 22_000;
-class EkuboPool extends stateful_event_subscriber_1.StatefulEventSubscriber {
-    key;
-    namedEventHandlers;
-    anonymousEventHandlers;
-    quoteFn;
-    constructor(parentName, dexHelper, logger, key, namedEventHandlers, anonymousEventHandlers, quoteFn) {
-        super(parentName, key.string_id, dexHelper, logger);
-        this.key = key;
-        this.namedEventHandlers = namedEventHandlers;
-        this.anonymousEventHandlers = anonymousEventHandlers;
-        this.quoteFn = quoteFn;
-        this.addressesSubscribed = [
-            ...new Set(Object.keys(namedEventHandlers).concat(Object.keys(anonymousEventHandlers))),
-        ];
-    }
-    /**
-     * 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, blockHeader) {
-        const emitter = log.address;
-        if (log.topics.length === 0) {
-            return this.anonymousEventHandlers[emitter]?.(log.data, state, blockHeader);
-        }
-        return this.namedEventHandlers[emitter]?.parseLog(log, state, blockHeader);
-    }
-    quote(amount, token, blockNumber) {
-        const isToken1 = token === this.key.token1;
-        if (!isToken1 && this.key.token0 !== token) {
-            throw new Error('Invalid token');
-        }
-        if (amount === 0n) {
-            return {
-                consumedAmount: 0n,
-                calculatedAmount: 0n,
-                gasConsumed: 0,
-                skipAhead: 0,
-            };
-        }
-        const state = this.getState(blockNumber);
-        if (state === null) {
-            throw new Error(`Quote for block number ${blockNumber} requested but state is not recent enough`);
-        }
-        const quote = this.quoteFn(amount, isToken1, state);
-        if (quote.calculatedAmount !== 0n) {
-            quote.gasConsumed += BASE_GAS_COST;
-        }
-        return quote;
-    }
-}
-exports.EkuboPool = EkuboPool;
-//# sourceMappingURL=iface.js.map

package/build/dex/ekubo/pools/iface.js.map

@@ -1 +0,0 @@
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package/build/dex/ekubo/pools/math/price.d.ts

@@ -1,7 +0,0 @@
-import { BigNumber } from 'ethers';
-export declare function floatSqrtRatioToFixed(sqrtRatioFloat: bigint): bigint;
-export declare function fixedSqrtRatioToFloat(sqrtRatioFixed: bigint): bigint;
-export declare const MAX_SQRT_RATIO_FLOAT: BigNumber;
-export declare const MIN_SQRT_RATIO_FLOAT: BigNumber;
-export declare function nextSqrtRatioFromAmount0(sqrtRatio: bigint, liquidity: bigint, amount0: bigint): bigint | null;
-export declare function nextSqrtRatioFromAmount1(sqrtRatio: bigint, liquidity: bigint, amount1: bigint): bigint | null;

package/build/dex/ekubo/pools/math/price.js

@@ -1,112 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.MIN_SQRT_RATIO_FLOAT = exports.MAX_SQRT_RATIO_FLOAT = void 0;
-exports.floatSqrtRatioToFixed = floatSqrtRatioToFixed;
-exports.fixedSqrtRatioToFloat = fixedSqrtRatioToFloat;
-exports.nextSqrtRatioFromAmount0 = nextSqrtRatioFromAmount0;
-exports.nextSqrtRatioFromAmount1 = nextSqrtRatioFromAmount1;
-const ethers_1 = require("ethers");
-const constants_1 = require("./constants");
-const tick_1 = require("./tick");
-const BIT_MASK = 0xc00000000000000000000000n;
-const NOT_BIT_MASK = 0x3fffffffffffffffffffffffn;
-function floatSqrtRatioToFixed(sqrtRatioFloat) {
-    return sqrtRatioFloat === 0n
-        ? constants_1.TWO_POW_128 // Default value for the case that the passed value comes from an uninitialized pool
-        : (sqrtRatioFloat & NOT_BIT_MASK) <<
-            (2n + ((sqrtRatioFloat & BIT_MASK) >> 89n));
-}
-function fixedSqrtRatioToFloat(sqrtRatioFixed) {
-    if (sqrtRatioFixed >= constants_1.TWO_POW_192) {
-        throw new Error('Out of bounds');
-    }
-    else if (sqrtRatioFixed >= constants_1.TWO_POW_160) {
-        return (sqrtRatioFixed >> 98n) + BIT_MASK;
-    }
-    else if (sqrtRatioFixed >= constants_1.TWO_POW_128) {
-        return (sqrtRatioFixed >> 66n) + constants_1.TWO_POW_95;
-    }
-    else if (sqrtRatioFixed >= constants_1.TWO_POW_96) {
-        return (sqrtRatioFixed >> 34n) + constants_1.TWO_POW_94;
-    }
-    else {
-        return sqrtRatioFixed >> 2n;
-    }
-}
-exports.MAX_SQRT_RATIO_FLOAT = ethers_1.BigNumber.from(fixedSqrtRatioToFloat(tick_1.MAX_SQRT_RATIO));
-exports.MIN_SQRT_RATIO_FLOAT = ethers_1.BigNumber.from(fixedSqrtRatioToFloat(tick_1.MIN_SQRT_RATIO));
-function nextSqrtRatioFromAmount0(sqrtRatio, liquidity, amount0) {
-    if (amount0 === 0n)
-        return sqrtRatio;
-    if (liquidity === 0n)
-        throw new Error('NO_LIQUIDITY');
-    const numerator1 = liquidity << 128n;
-    // because quotient is rounded down, this price movement is also rounded towards sqrt_ratio
-    if (amount0 < 0n) {
-        const product = amount0 * -1n * sqrtRatio;
-        if (product >= constants_1.MAX_U256) {
-            return null;
-        }
-        const denominator = numerator1 - product;
-        if (denominator < 0n) {
-            return null;
-        }
-        const num = numerator1 * sqrtRatio;
-        const result = num / denominator + (num % denominator === 0n ? 0n : 1n);
-        if (result > constants_1.MAX_U256) {
-            return null;
-        }
-        return result;
-    }
-    else {
-        const denomP1 = numerator1 / sqrtRatio;
-        const denom = denomP1 + amount0;
-        const quotient = numerator1 / denom;
-        const remainder = numerator1 % denom;
-        if (remainder === 0n)
-            return quotient;
-        const sum = quotient + 1n;
-        if (sum > constants_1.MAX_U256)
-            return null;
-        return sum;
-    }
-}
-function nextSqrtRatioFromAmount1(sqrtRatio, liquidity, amount1) {
-    if (amount1 === 0n)
-        return sqrtRatio;
-    if (liquidity === 0n)
-        throw new Error('NO_LIQUIDITY');
-    const amountShifted = amount1 << 128n;
-    const quotient = amountShifted / liquidity;
-    const remainder = amountShifted % liquidity;
-    // because quotient is rounded down, this price movement is also rounded towards sqrt_ratio
-    if (amount1 < 0n) {
-        // adding amount1, taking out amount0
-        const res = sqrtRatio + quotient;
-        if (res < 0n) {
-            return null;
-        }
-        if (remainder === 0n) {
-            return res;
-        }
-        else {
-            if (res != 0n) {
-                return res - 1n;
-            }
-            else {
-                return null;
-            }
-        }
-    }
-    else {
-        // adding amount1, taking out amount0, price goes up
-        const res = sqrtRatio + quotient;
-        if (res > constants_1.MAX_U256) {
-            return null;
-        }
-        else {
-            return res;
-        }
-    }
-}
-//# sourceMappingURL=price.js.map

package/build/dex/ekubo/pools/math/price.js.map

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package/build/dex/ekubo/pools/oracle-pool.d.ts

@@ -1,10 +0,0 @@
-import { Contract } from 'ethers';
-import { IDexHelper } from '../../../dex-helper';
-import { Logger } from '../../../types';
-import { BasePool, Quote } from './base-pool';
-import { Interface } from '@ethersproject/abi';
-import { PoolKey } from './pool-utils';
-export declare class OraclePool extends BasePool {
-    constructor(parentName: string, network: number, dexHelper: IDexHelper, logger: Logger, coreIface: Interface, dataFetcher: Contract, key: PoolKey, core: Contract);
-    quote(amount: bigint, token: bigint, blockNumber: number): Quote;
-}

package/build/dex/ekubo/pools/oracle-pool.js

@@ -1,19 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.OraclePool = void 0;
-const base_pool_1 = require("./base-pool");
-const GAS_COST_OF_UPDATING_ORACLE_SNAPSHOT = 15_000;
-class OraclePool extends base_pool_1.BasePool {
-    constructor(parentName, network, dexHelper, logger, coreIface, dataFetcher, key, core) {
-        super(parentName, network, dexHelper, logger, coreIface, dataFetcher, key, core);
-    }
-    quote(amount, token, blockNumber) {
-        let baseQuote = super.quote(amount, token, blockNumber);
-        if (baseQuote.gasConsumed > 0n) {
-            baseQuote.gasConsumed += GAS_COST_OF_UPDATING_ORACLE_SNAPSHOT;
-        }
-        return baseQuote;
-    }
-}
-exports.OraclePool = OraclePool;
-//# sourceMappingURL=oracle-pool.js.map

package/build/dex/ekubo/pools/oracle-pool.js.map

@@ -1 +0,0 @@
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package/build/dex/ekubo/pools/pool-utils.d.ts

@@ -1,44 +0,0 @@
-import { DeepReadonly } from 'ts-essentials';
-import { Tick, QuoteData, AbiPoolKey } from '../types';
-export declare namespace PoolState {
-    type Object = {
-        sqrtRatio: bigint;
-        liquidity: bigint;
-        activeTick: number;
-        readonly sortedTicks: Tick[];
-        activeTickIndex: number | null;
-        readonly checkedTicksBounds: readonly [number, number];
-    };
-    function fromQuoter(data: QuoteData, isFullRange: boolean): Object;
-    function fromSwappedEvent(oldState: DeepReadonly<Object>, sqrtRatioAfter: bigint, liquidityAfter: bigint, tickAfter: number): Object;
-    function fromPositionUpdatedEvent(oldState: DeepReadonly<Object>, [lowTick, highTick]: [number, number], liquidityDelta: bigint): Object | null;
-    function addLiquidityCutoffs(state: PoolState.Object): void;
-    function updateTick(state: Object, updatedTickNumber: number, liquidityDelta: bigint, upper: boolean, forceInsert: boolean): void;
-    function computeTvl(state: DeepReadonly<Object>): [bigint, bigint];
-}
-export declare class PoolKey {
-    readonly token0: bigint;
-    readonly token1: bigint;
-    readonly config: PoolConfig;
-    private _string_id?;
-    private _num_id?;
-    constructor(token0: bigint, token1: bigint, config: PoolConfig);
-    get string_id(): string;
-    get num_id(): bigint;
-    toAbi(): AbiPoolKey;
-}
-export declare class PoolConfig {
-    readonly tickSpacing: number;
-    readonly fee: bigint;
-    readonly extension: bigint;
-    private _compressed?;
-    constructor(tickSpacing: number, fee: bigint, extension: bigint, _compressed?: bigint | undefined);
-    get compressed(): bigint;
-    static fromCompressed(compressed: bigint): PoolConfig;
-}
-/**
- * Returns the index in the sorted tick array that has the greatest value of tick that is not greater than the given tick
- * @param sortedTicks the sorted list of ticks to search in
- * @param tick the tick to search for
- */
-export declare function findNearestInitializedTickIndex(sortedTicks: Tick[], tick: number): number | null;