@paraswap/dex-lib 4.7.27 → 4.8.0

package/build/dex/ekubo-v3/ekubo-v3-pool-manager.js

@@ -0,0 +1,421 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.EkuboV3PoolManager = void 0;
+const utils_1 = require("./pools/utils");
+const utils_2 = require("./utils");
+const sqrt_ratio_1 = require("./pools/math/sqrt-ratio");
+const utils_3 = require("ethers/lib/utils");
+const config_1 = require("./config");
+const constants_1 = require("../../constants");
+const full_range_1 = require("./pools/full-range");
+const stableswap_1 = require("./pools/stableswap");
+const base_1 = require("./pools/base");
+const oracle_1 = require("./pools/oracle");
+const mev_capture_1 = require("./pools/mev-capture");
+const twamm_1 = require("./pools/twamm");
+const SUBGRAPH_QUERY = `query ($coreAddress: Bytes!, $extensions: [Bytes!]) {
+  _meta {
+    block {
+      hash
+      number
+    }
+  }
+  poolInitializations(
+    where: {coreAddress: $coreAddress, extension_in: $extensions}, orderBy: blockNumber
+  ) {
+    blockNumber
+    blockHash
+    tickSpacing
+    stableswapCenterTick
+    stableswapAmplification
+    extension
+    fee
+    poolId
+    token0
+    token1
+  }
+}`;
+const MIN_BITMAPS_SEARCHED = 2;
+const MAX_BATCH_SIZE = 100;
+const MAX_SUBGRAPH_RETRIES = 10;
+const SUBGRAPH_RETRY_INTERVAL_MS = 3000;
+// The only attached EventSubscriber of this integration that will forward all relevant logs to the pools and handle pool initialization events
+class EkuboV3PoolManager {
+    parentName;
+    logger;
+    dexHelper;
+    contracts;
+    subgraphId;
+    name = 'PoolManager';
+    isTracking = () => false;
+    poolsByBI = new Map();
+    poolsByString = new Map();
+    poolIdParsers;
+    poolInitializedFragment;
+    poolInitializedTopicHash;
+    constructor(parentName, logger, dexHelper, contracts, subgraphId) {
+        this.parentName = parentName;
+        this.logger = logger;
+        this.dexHelper = dexHelper;
+        this.contracts = contracts;
+        this.subgraphId = subgraphId;
+        const { core: { contract: coreContract, interface: coreIface }, twamm: { contract: twammContract, interface: twammIface }, } = contracts;
+        this.poolInitializedFragment = coreIface.getEvent('PoolInitialized');
+        this.poolInitializedTopicHash = coreIface.getEventTopic('PoolInitialized');
+        this.poolIdParsers = {
+            [coreContract.address]: new Map([
+                ['', parsePoolIdByLogDataOffsetFn(20)],
+                [
+                    coreIface.getEventTopic('PositionUpdated'),
+                    parsePoolIdByLogDataOffsetFn(32),
+                ],
+            ]),
+            [twammContract.address]: new Map([
+                ['', parsePoolIdByLogDataOffsetFn(0)],
+                [
+                    twammIface.getEventTopic('OrderUpdated'),
+                    data => new utils_1.PoolKey(BigInt((0, utils_3.hexDataSlice)(data, 64, 96)), BigInt((0, utils_3.hexDataSlice)(data, 96, 128)), new utils_1.PoolConfig(BigInt(config_1.TWAMM_ADDRESS), BigInt((0, utils_3.hexDataSlice)(data, 128, 136)), utils_1.StableswapPoolTypeConfig.fullRangeConfig())).stringId,
+                ],
+            ]),
+        };
+    }
+    async update(logs, blockHeaders, blockNumberForMissingStateRegen) {
+        const poolsLogs = new Map();
+        for (const log of logs) {
+            const contractParsers = this.poolIdParsers[log.address];
+            if (typeof contractParsers === 'undefined') {
+                continue;
+            }
+            const eventId = log.topics.at(0) ?? '';
+            const poolIdParser = contractParsers.get(eventId);
+            if (typeof poolIdParser !== 'undefined') {
+                const poolId = poolIdParser(log.data);
+                const pool = typeof poolId === 'bigint'
+                    ? this.poolsByBI.get(poolId)
+                    : this.poolsByString.get(poolId);
+                if (typeof pool === 'undefined') {
+                    this.logger.warn(`Pool ID ${(0, utils_3.hexZeroPad)((0, utils_3.hexValue)(poolId), 32)} not found in pool map`);
+                    continue;
+                }
+                const poolLogs = poolsLogs.get(pool) ?? [];
+                poolLogs.push(log);
+                poolsLogs.set(pool, poolLogs);
+            }
+            else if (log.address === this.contracts.core.contract.address &&
+                log.topics[0] === this.poolInitializedTopicHash) {
+                const blockHeader = blockHeaders[log.blockNumber];
+                if (typeof blockHeader === 'undefined') {
+                    this.logger.error(`Ignoring pool initialization because block header for block ${log.blockNumber} is not available`);
+                    continue;
+                }
+                try {
+                    await this.handlePoolInitialized(this.contracts.core.interface.decodeEventLog(this.poolInitializedFragment, log.data, log.topics), blockHeader);
+                }
+                catch (err) {
+                    this.logger.error('Failed to handle pool initialization:', err);
+                }
+            }
+        }
+        await Promise.all(poolsLogs
+            .entries()
+            .map(([pool, logs]) => pool.update(logs, blockHeaders, blockNumberForMissingStateRegen)));
+    }
+    restart(blockNumber) {
+        for (const pool of this.poolsByBI.values()) {
+            pool.restart(blockNumber);
+        }
+    }
+    rollback(blockNumber) {
+        for (const pool of this.poolsByBI.values()) {
+            if (pool.initializationBlockNumber() > blockNumber) {
+                this.deletePool(pool);
+            }
+            else {
+                pool.rollback(blockNumber);
+            }
+        }
+    }
+    invalidate() {
+        for (const pool of this.poolsByBI.values()) {
+            pool.invalidate();
+        }
+    }
+    async fetchCanonicalSubgraphPoolKeys(maxBlockNumber, subscribeToBlockManager) {
+        let poolKeys = null;
+        let subscribedBlockNumber = null;
+        try {
+            const { _meta: { block: { number: subgraphBlockNumber, hash: subgraphBlockHash }, }, poolInitializations, } = (await this.dexHelper.httpRequest.querySubgraph(this.subgraphId, {
+                query: SUBGRAPH_QUERY,
+                variables: {
+                    coreAddress: config_1.CORE_ADDRESS,
+                    extensions: [
+                        constants_1.NULL_ADDRESS,
+                        config_1.ORACLE_ADDRESS,
+                        config_1.TWAMM_ADDRESS,
+                        config_1.MEV_CAPTURE_ADDRESS,
+                    ],
+                },
+            }, {})).data;
+            if (subscribeToBlockManager) {
+                const blockNumber = Math.min(subgraphBlockNumber, maxBlockNumber);
+                this.dexHelper.blockManager.subscribeToLogs(this, [
+                    this.contracts.core.contract.address,
+                    this.contracts.twamm.contract.address,
+                ], blockNumber);
+                subscribedBlockNumber = blockNumber;
+            }
+            // Just check the existence of the latest known block by hash in the canonical chain.
+            // This, together with the pool manager being subscribed before this check, ensures that
+            // we can consistently transition from the subgraph to the RPC state.
+            try {
+                await this.dexHelper.provider.getBlock(subgraphBlockHash);
+            }
+            catch (err) {
+                this.logger.warn('Failed to transition from subgraph to RPC state (possible reorg):', err);
+                return {
+                    poolKeys: null,
+                    subscribedBlockNumber,
+                };
+            }
+            // Remove pools initialized at a block > maxBlockNumber
+            while (true) {
+                const lastElem = poolInitializations.at(-1);
+                if (typeof lastElem === 'undefined' ||
+                    Number(lastElem.blockNumber) <= maxBlockNumber) {
+                    break;
+                }
+                poolInitializations.pop();
+            }
+            poolKeys = poolInitializations.flatMap(info => {
+                let poolTypeConfig;
+                if (info.tickSpacing !== null) {
+                    poolTypeConfig = new utils_1.ConcentratedPoolTypeConfig(info.tickSpacing);
+                }
+                else if (info.stableswapAmplification !== null &&
+                    info.stableswapCenterTick !== null) {
+                    poolTypeConfig = new utils_1.StableswapPoolTypeConfig(info.stableswapCenterTick, info.stableswapAmplification);
+                }
+                else {
+                    this.logger.error(`Pool ${info.poolId} has an unknown pool type config`);
+                    return [];
+                }
+                return [
+                    {
+                        key: new utils_1.PoolKey(BigInt(info.token0), BigInt(info.token1), new utils_1.PoolConfig(BigInt(info.extension), BigInt(info.fee), poolTypeConfig), BigInt(info.poolId)),
+                        initBlockNumber: Number(info.blockNumber),
+                    },
+                ];
+            });
+        }
+        catch (err) {
+            this.logger.error('Subgraph pool key retrieval failed:', err);
+        }
+        finally {
+            return {
+                poolKeys,
+                subscribedBlockNumber,
+            };
+        }
+    }
+    async updatePools(blockNumber, subscribe) {
+        let attempt = 0;
+        let maxBlockNumber = blockNumber;
+        let poolKeys = null;
+        let mustActivateSubscription = subscribe;
+        do {
+            attempt++;
+            const res = await this.fetchCanonicalSubgraphPoolKeys(maxBlockNumber, mustActivateSubscription);
+            if (res.subscribedBlockNumber !== null) {
+                mustActivateSubscription = false;
+                maxBlockNumber = res.subscribedBlockNumber;
+            }
+            if (res.poolKeys === null) {
+                await new Promise(resolve => setTimeout(resolve, SUBGRAPH_RETRY_INTERVAL_MS));
+            }
+            else {
+                poolKeys = res.poolKeys;
+            }
+        } while (poolKeys === null && attempt <= MAX_SUBGRAPH_RETRIES);
+        if (poolKeys === null) {
+            this.logger.error(`Subgraph initialization failed after ${MAX_SUBGRAPH_RETRIES} attempts`);
+            return;
+        }
+        if (!subscribe) {
+            this.clearPools();
+        }
+        const [twammPoolKeys, otherPoolKeys] = poolKeys.reduce(([twammPoolKeys, otherPoolKeys], poolKeyWithInitBlockNumber) => {
+            if (poolKeyWithInitBlockNumber.key.config.extension ===
+                BigInt(config_1.TWAMM_ADDRESS)) {
+                twammPoolKeys.push(poolKeyWithInitBlockNumber);
+            }
+            else {
+                otherPoolKeys.push(poolKeyWithInitBlockNumber);
+            }
+            return [twammPoolKeys, otherPoolKeys];
+        }, [[], []]);
+        const promises = [];
+        const commonArgs = [
+            this.parentName,
+            this.dexHelper,
+            this.logger,
+            this.contracts,
+        ];
+        const addPool = async (constructor, initialState, initBlockNumber, poolKey) => {
+            const pool = new constructor(...commonArgs, initBlockNumber, poolKey);
+            if (subscribe) {
+                await pool.initialize(blockNumber, { state: initialState });
+            }
+            else {
+                pool.setState(initialState ?? (await pool.generateState(blockNumber)), blockNumber);
+            }
+            this.setPool(pool);
+        };
+        for (let batchStart = 0; batchStart < otherPoolKeys.length; batchStart += MAX_BATCH_SIZE) {
+            const batch = otherPoolKeys.slice(batchStart, batchStart + MAX_BATCH_SIZE);
+            promises.push(this.contracts.core.quoteDataFetcher.getQuoteData(batch.map(({ key }) => key.toAbi()), MIN_BITMAPS_SEARCHED, {
+                blockTag: blockNumber,
+            })
+                .then(async (fetchedData) => {
+                await Promise.all(fetchedData.map(async (data, i) => {
+                    const { key: poolKey, initBlockNumber } = otherPoolKeys[batchStart + i];
+                    const { extension } = poolKey.config;
+                    try {
+                        if ((0, utils_1.isStableswapKey)(poolKey)) {
+                            switch (extension) {
+                                case 0n:
+                                    poolKey.config.poolTypeConfig.isFullRange()
+                                        ? await addPool(full_range_1.FullRangePool, full_range_1.FullRangePoolState.fromQuoter(data), initBlockNumber, poolKey)
+                                        : await addPool(stableswap_1.StableswapPool, full_range_1.FullRangePoolState.fromQuoter(data), initBlockNumber, poolKey);
+                                    break;
+                                case BigInt(config_1.ORACLE_ADDRESS):
+                                    await addPool(oracle_1.OraclePool, full_range_1.FullRangePoolState.fromQuoter(data), initBlockNumber, poolKey);
+                                    break;
+                                default:
+                                    throw new Error(`Unknown pool extension ${(0, utils_3.hexZeroPad)((0, utils_3.hexlify)(extension), 20)}`);
+                            }
+                        }
+                        else if ((0, utils_1.isConcentratedKey)(poolKey)) {
+                            switch (extension) {
+                                case 0n:
+                                    await addPool(base_1.BasePool, base_1.BasePoolState.fromQuoter(data), initBlockNumber, poolKey);
+                                    break;
+                                case BigInt(config_1.MEV_CAPTURE_ADDRESS):
+                                    await addPool(mev_capture_1.MevCapturePool, base_1.BasePoolState.fromQuoter(data), initBlockNumber, poolKey);
+                                    break;
+                                default:
+                                    throw new Error(`Unknown pool extension ${(0, utils_3.hexZeroPad)((0, utils_3.hexlify)(extension), 20)}`);
+                            }
+                        }
+                        else {
+                            throw new Error(`Unknown pool key type config in pool key ${poolKey}`);
+                        }
+                    }
+                    catch (err) {
+                        this.logger.error(`Failed to construct pool ${poolKey.stringId}: ${err}`);
+                    }
+                }));
+            })
+                .catch((err) => {
+                this.logger.error(`Fetching batch failed. Pool keys: ${batch.map(({ key }) => key.stringId)}. Error: ${err}`);
+            }));
+        }
+        promises.push(...twammPoolKeys.map(async ({ key, initBlockNumber }) => {
+            // The TWAMM data fetcher doesn't allow fetching state for multiple pools at once, so we just let `generateState` work to avoid duplicating logic
+            try {
+                await addPool(twamm_1.TwammPool, undefined, initBlockNumber, key);
+            }
+            catch (err) {
+                this.logger.error(`Failed to construct pool ${key.stringId}: ${err}`);
+            }
+        }));
+        await Promise.all(promises);
+    }
+    async getQuotePools(tokenA, tokenB, limitPools) {
+        const [token0, token1] = (0, utils_2.convertAndSortTokens)(tokenA, tokenB);
+        let unfilteredPools;
+        if (typeof limitPools === 'undefined') {
+            unfilteredPools = this.poolsByBI.values();
+        }
+        else {
+            unfilteredPools = Iterator.from(limitPools.flatMap(stringId => {
+                let pool = this.poolsByString.get(stringId);
+                if (typeof pool === 'undefined') {
+                    this.logger.error(`Requested pool ${stringId} doesn't exist`);
+                    return [];
+                }
+                return [pool];
+            }));
+        }
+        return unfilteredPools.filter(pool => pool.key.token0 === token0 && pool.key.token1 === token1);
+    }
+    setPool(pool) {
+        const key = pool.key;
+        this.poolsByBI.set(key.numId, pool);
+        this.poolsByString.set(key.stringId, pool);
+    }
+    deletePool(pool) {
+        const key = pool.key;
+        this.poolsByBI.delete(key.numId);
+        this.poolsByString.delete(key.stringId);
+    }
+    clearPools() {
+        this.poolsByBI.clear();
+        this.poolsByString.clear();
+    }
+    async handlePoolInitialized(ev, blockHeader) {
+        const poolKey = utils_1.PoolKey.fromAbi(ev.poolKey);
+        const { extension } = poolKey.config;
+        const blockNumber = blockHeader.number;
+        const state = {
+            sqrtRatio: (0, sqrt_ratio_1.floatSqrtRatioToFixed)(BigInt(ev.sqrtRatio)),
+            tick: ev.tick,
+            blockHeader,
+        };
+        const commonArgs = [
+            this.parentName,
+            this.dexHelper,
+            this.logger,
+            this.contracts,
+            blockNumber,
+        ];
+        const addPool = async (constructor, poolKey, initialState) => {
+            const pool = new constructor(...commonArgs, poolKey);
+            await pool.initialize(blockNumber, { state: initialState });
+            this.setPool(pool);
+        };
+        if ((0, utils_1.isStableswapKey)(poolKey)) {
+            switch (extension) {
+                case 0n:
+                    const fullRangeState = full_range_1.FullRangePoolState.fromPoolInitialization(state);
+                    return poolKey.config.poolTypeConfig.isFullRange()
+                        ? addPool(full_range_1.FullRangePool, poolKey, fullRangeState)
+                        : addPool(stableswap_1.StableswapPool, poolKey, fullRangeState);
+                case BigInt(config_1.ORACLE_ADDRESS):
+                    return addPool(oracle_1.OraclePool, poolKey, full_range_1.FullRangePoolState.fromPoolInitialization(state));
+                case BigInt(config_1.TWAMM_ADDRESS):
+                    return addPool(twamm_1.TwammPool, poolKey, twamm_1.TwammPoolState.fromPoolInitialization(state));
+                default:
+                    this.logger.debug(`Ignoring unknown pool extension ${(0, utils_3.hexZeroPad)((0, utils_3.hexlify)(extension), 20)} for stableswap pool`);
+            }
+        }
+        else if ((0, utils_1.isConcentratedKey)(poolKey)) {
+            const basePoolState = base_1.BasePoolState.fromPoolInitialization(state);
+            switch (extension) {
+                case 0n:
+                    return addPool(base_1.BasePool, poolKey, basePoolState);
+                case BigInt(config_1.MEV_CAPTURE_ADDRESS):
+                    return addPool(mev_capture_1.MevCapturePool, poolKey, basePoolState);
+                default:
+                    this.logger.debug(`Ignoring unknown pool extension ${(0, utils_3.hexZeroPad)((0, utils_3.hexlify)(extension), 20)} for concentrated pool`);
+            }
+        }
+        else {
+            this.logger.error(`Unknown pool key type config in pool key ${poolKey}`);
+        }
+    }
+}
+exports.EkuboV3PoolManager = EkuboV3PoolManager;
+function parsePoolIdByLogDataOffsetFn(offset) {
+    return data => BigInt((0, utils_3.hexDataSlice)(data, offset, offset + 32));
+}
+//# sourceMappingURL=ekubo-v3-pool-manager.js.map

package/build/dex/ekubo-v3/ekubo-v3-pool-manager.js.map

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package/build/dex/ekubo-v3/ekubo-v3.d.ts

@@ -0,0 +1,38 @@
+import { Interface } from '@ethersproject/abi';
+import { Network, SwapSide } from '../../constants';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import { Context, IDex } from '../idex';
+import { AdapterExchangeParam, Address, DexExchangeParam, ExchangePrices, NumberAsString, PoolLiquidity, PoolPrices, Token } from '../../types';
+import { SimpleExchange } from '../simple-exchange';
+import { EkuboData } from './types';
+export declare class EkuboV3 extends SimpleExchange implements IDex<EkuboData> {
+    readonly network: Network;
+    readonly dexKey: string;
+    readonly dexHelper: IDexHelper;
+    static readonly dexKeysWithNetwork: {
+        key: string;
+        networks: Network[];
+    }[];
+    readonly hasConstantPriceLargeAmounts = false;
+    readonly needWrapNative = false;
+    readonly isFeeOnTransferSupported = false;
+    readonly routerIface: Interface;
+    private readonly logger;
+    private readonly config;
+    private readonly poolManager;
+    private readonly contracts;
+    private decimals;
+    constructor(network: Network, dexKey: string, dexHelper: IDexHelper);
+    initializePricing(blockNumber: number): Promise<void>;
+    getPoolIdentifiers(srcToken: Token, destToken: Token, _side: SwapSide, _blockNumber: number): Promise<string[]>;
+    getPricesVolume(srcToken: Token, destToken: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[]): Promise<null | ExchangePrices<EkuboData>>;
+    getDexParam(_srcToken: Address, _destToken: Address, srcAmount: NumberAsString, destAmount: NumberAsString, recipient: Address, data: EkuboData, side: SwapSide, _context: Context, _executorAddress: Address): DexExchangeParam;
+    updatePoolState(): Promise<void>;
+    getTopPoolsForToken(tokenAddress: Address, limit: number): Promise<PoolLiquidity[]>;
+    getAdapters(_side: SwapSide): {
+        name: string;
+        index: number;
+    }[] | null;
+    getCalldataGasCost(_poolPrices: PoolPrices<EkuboData>): number | number[];
+    getAdapterParam(_srcToken: string, _destToken: string, _srcAmount: string, _destAmount: string, _data: EkuboData, _side: SwapSide): AdapterExchangeParam;
+}