@paraswap/dex-lib 4.7.6 → 4.7.8

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

@@ -0,0 +1,132 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.MakerPsmEventPool = void 0;
+const abi_1 = require("@ethersproject/abi");
+const stateful_event_subscriber_1 = require("../../stateful-event-subscriber");
+const utils_1 = require("../../utils");
+const psm_json_1 = __importDefault(require("../../abi/maker-psm/psm.json"));
+const vat_json_1 = __importDefault(require("../../abi/maker-psm/vat.json"));
+const vatInterface = new abi_1.Interface(vat_json_1.default);
+const psmInterface = new abi_1.Interface(psm_json_1.default);
+const bigIntify = (b) => BigInt(b.toString());
+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;
+//# sourceMappingURL=maker-psm-event-pool.js.map

package/build/dex/maker-psm/maker-psm-event-pool.js.map

@@ -0,0 +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;

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

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package/build/dex/paraswap-limit-orders/paraswap-limit-orders.d.ts

@@ -26,6 +26,7 @@ export declare class ParaSwapLimitOrders extends LimitOrderExchange<ParaSwapOrde
         index: number;
     }[] | null;
     getIdentifier(srcToken: Address, destToken: Address): string;
+    isBlacklisted(userAddress: string): Promise<boolean>;
     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<ParaSwapLimitOrdersData>>;
     getCalldataGasCost(poolPrices: PoolPrices<ParaSwapLimitOrdersData>): number | number[];

package/build/dex/paraswap-limit-orders/paraswap-limit-orders.js

@@ -49,6 +49,7 @@ const AugustusRFQ_abi_json_1 = __importDefault(require("../../abi/paraswap-limit
 const constant_1 = require("./constant");
 const bignumber_js_1 = __importDefault(require("bignumber.js"));
 const types_1 = require("../../executor/types");
+const BLACKLIST_CACHE_PREFIX = `lo_blacklist`;
 class ParaSwapLimitOrders extends limit_order_exchange_1.LimitOrderExchange {
     network;
     dexHelper;
@@ -80,6 +81,13 @@ class ParaSwapLimitOrders extends limit_order_exchange_1.LimitOrderExchange {
         // Expected lowered Addresses
         return `${this.dexKey.toLowerCase()}_${srcToken}_${destToken}`;
     }
+    async isBlacklisted(userAddress) {
+        const value = await this.dexHelper.cache.rawget(`${BLACKLIST_CACHE_PREFIX}_${userAddress}`.toLowerCase());
+        if (value) {
+            return true;
+        }
+        return false;
+    }
     async getPoolIdentifiers(srcToken, destToken, side, blockNumber) {
         const _srcToken = this.dexHelper.config.wrapETH(srcToken);
         const _destToken = this.dexHelper.config.wrapETH(destToken);

package/build/dex/paraswap-limit-orders/paraswap-limit-orders.js.map

@@ -1 +1 @@
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package/build/dex/simple-exchange-with-restrictions.js

@@ -42,7 +42,7 @@ class SimpleExchangeWithRestrictions extends simple_exchange_1.SimpleExchange {
     }
     async isBlacklisted(address) {
         const cached = await this.dexHelper.cache.rawget(this.getBlacklistedCacheKey(address));
-        return cached !== null;
+        return cached === BLACKLISTED_CACHE_VALUE;
     }
     setBlacklist(addresses) {
         this.logger.info(`Blacklisting addresses: ${addresses.length}`);
@@ -67,7 +67,7 @@ class SimpleExchangeWithRestrictions extends simple_exchange_1.SimpleExchange {
     }
     async isRestricted() {
         const cached = await this.dexHelper.cache.rawget(this.getRestrictedCacheKey());
-        return cached !== null;
+        return cached === RESTRICTED_CACHE_VALUE;
     }
     async restrict() {
         const errorsDataRaw = await this.dexHelper.cache.get(this.dexKey, this.network, ERRORS_CACHE_KEY);