@paraswap/dex-lib 4.8.1 → 4.8.2-ring-v2-balance-cap.0

package/build/dex/uniswap-v2/ring-v2.d.ts

@@ -4,6 +4,7 @@ import { IDexHelper } from '../../dex-helper';
 import { Token, TransferFeeParams, ExchangePrices, Address, DexExchangeParam, NumberAsString, SimpleExchangeParam } from '../../types';
 import { UniswapV2Data } from './types';
 import { UniswapV2 } from './uniswap-v2';
+import { FewWrappedToken, FewWrappedTokenEventPool } from './few-wrapped-token-event-pool';
 export declare enum RingV2Functions {
     swapExactTokensForTokens = "swapExactTokensForTokens",
     swapExactETHForTokens = "swapExactETHForTokens",
@@ -27,9 +28,12 @@ export declare class RingV2 extends UniswapV2 {
         key: string;
         networks: Network[];
     }[];
+    private fwTokenPools;
     constructor(network: Network, dexKey: string, dexHelper: IDexHelper, isDynamicFees?: boolean, factoryAddress?: Address, subgraphURL?: string | undefined, initCode?: string, feeCode?: number, poolGasCost?: number, decoderIface?: Interface, router?: string);
-    getTokenAddresses<T extends string | Token>(_from: T, _to: T): [T, T];
+    getAdapters(): null;
+    getFewWrappedTokens(_from: Token, _to: Token): [FewWrappedToken, FewWrappedToken];
     getPoolIdentifiers(_from: Token, _to: Token, side: SwapSide, blockNumber: number): Promise<string[]>;
+    getFewWrappedTokenPool(token: FewWrappedToken, blockNumber: number): Promise<FewWrappedTokenEventPool>;
     getPricesVolume(_from: Token, _to: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[], transferFees?: TransferFeeParams): Promise<ExchangePrices<UniswapV2Data> | null>;
     getDexParam(srcToken: Address, destToken: Address, srcAmount: NumberAsString, destAmount: NumberAsString, recipient: Address, data: UniswapV2Data, side: SwapSide): DexExchangeParam;
     getSimpleParam(src: Address, dest: Address, srcAmount: NumberAsString, destAmount: NumberAsString, data: UniswapV2Data, side: SwapSide): Promise<SimpleExchangeParam>;

package/build/dex/uniswap-v2/ring-v2.js

@@ -17,6 +17,7 @@ const uniswap_v2_pool_json_1 = __importDefault(require("../../abi/uniswap-v2/uni
 const uniswap_v2_factory_json_1 = __importDefault(require("../../abi/uniswap-v2/uniswap-v2-factory.json"));
 const ring_v2_router_json_1 = __importDefault(require("../../abi/uniswap-v2/ring-v2-router.json"));
 const utils_2 = require("../../executor/utils");
+const few_wrapped_token_event_pool_1 = require("./few-wrapped-token-event-pool");
 var RingV2Functions;
 (function (RingV2Functions) {
     RingV2Functions["swapExactTokensForTokens"] = "swapExactTokensForTokens";
@@ -69,6 +70,7 @@ class RingV2 extends uniswap_v2_1.UniswapV2 {
     decoderIface;
     router;
     static dexKeysWithNetwork = (0, utils_1.getDexKeysWithNetwork)(RingV2Config);
+    fwTokenPools = {};
     constructor(network, dexKey, dexHelper, isDynamicFees = false, factoryAddress = RingV2Config[dexKey][network]
         .factoryAddress, subgraphURL = RingV2Config[dexKey] &&
         RingV2Config[dexKey][network].subgraphURL, initCode = RingV2Config[dexKey][network].initCode, 
@@ -78,7 +80,7 @@ class RingV2 extends uniswap_v2_1.UniswapV2 {
         DefaultRingV2PoolGasCost, decoderIface = ringV2poolIface, router = (RingV2Config[dexKey] &&
         RingV2Config[dexKey][network].router) ??
         dexHelper.config.data.uniswapV2ExchangeRouterAddress) {
-        super(network, dexKey, dexHelper, isDynamicFees, factoryAddress, subgraphURL, initCode, feeCode, poolGasCost, decoderIface, undefined, // adapters being the same as UniswapV2
+        super(network, dexKey, dexHelper, isDynamicFees, factoryAddress, subgraphURL, initCode, feeCode, poolGasCost, decoderIface, undefined, // disabled for V5
         router);
         this.network = network;
         this.dexHelper = dexHelper;
@@ -93,34 +95,40 @@ class RingV2 extends uniswap_v2_1.UniswapV2 {
         this.factory = new dexHelper.web3Provider.eth.Contract(uniswap_v2_factory_json_1.default, this.factoryAddress);
         this.exchangeRouterInterface = new abi_1.Interface(ring_v2_router_json_1.default);
     }
-    getTokenAddresses(_from, _to) {
-        const from = typeof _from === 'string'
-            ? this.dexHelper.config.wrapETH(_from)
-            : this.dexHelper.config.wrapETH(_from);
-        const to = typeof _to === 'string'
-            ? this.dexHelper.config.wrapETH(_to)
-            : this.dexHelper.config.wrapETH(_to);
-        const getFewWrappedToken = (token) => {
-            const address = typeof token === 'string' ? token : token.address;
-            const fewTokenAddress = computeFWTokenAddress(address, this.dexKey, this.network);
-            const newToken = typeof token === 'string'
-                ? fewTokenAddress
-                : {
-                    ...token,
-                    address: fewTokenAddress,
-                    ...(token.symbol ? { symbol: `fw${token.symbol}` } : {}),
-                };
-            return newToken;
+    // disable for V5
+    getAdapters() {
+        return null;
+    }
+    getFewWrappedTokens(_from, _to) {
+        const from = this.dexHelper.config.wrapETH(_from);
+        const to = this.dexHelper.config.wrapETH(_to);
+        const getFewWrappedToken = (underlying) => {
+            const fewTokenAddress = computeFWTokenAddress(underlying.address, this.dexKey, this.network);
+            return {
+                ...underlying,
+                address: fewTokenAddress,
+                underlying: underlying.address,
+            };
         };
         return [getFewWrappedToken(from), getFewWrappedToken(to)];
     }
     async getPoolIdentifiers(_from, _to, side, blockNumber) {
-        const [from, to] = this.getTokenAddresses(_from, _to);
+        const [from, to] = this.getFewWrappedTokens(_from, _to);
         if (from.address.toLowerCase() === to.address.toLowerCase()) {
             return [];
         }
         return [this.getPoolIdentifier(from.address, to.address)];
     }
+    async getFewWrappedTokenPool(token, blockNumber) {
+        let pool = this.fwTokenPools[token.address.toLowerCase()];
+        if (pool) {
+            return pool;
+        }
+        pool = new few_wrapped_token_event_pool_1.FewWrappedTokenEventPool(this.dexKey, this.dexHelper, token, this.logger);
+        await pool.initialize(blockNumber);
+        this.fwTokenPools[token.address.toLowerCase()] = pool;
+        return pool;
+    }
     async getPricesVolume(_from, _to, amounts, side, blockNumber, 
     // list of pool identifiers to use for pricing, if undefined use all pools
     limitPools, transferFees = {
@@ -130,7 +138,7 @@ class RingV2 extends uniswap_v2_1.UniswapV2 {
         destDexFee: 0,
     }) {
         try {
-            const [from, to] = this.getTokenAddresses(_from, _to);
+            const [from, to] = this.getFewWrappedTokens(_from, _to);
             if (from.address.toLowerCase() === to.address.toLowerCase()) {
                 return null;
             }
@@ -146,15 +154,27 @@ class RingV2 extends uniswap_v2_1.UniswapV2 {
                 this.logger.debug('No pair parameters found');
                 return null;
             }
+            const toTokenPool = await this.getFewWrappedTokenPool(to, blockNumber);
+            const { balance: availableBalance } = await toTokenPool.getOrGenerateState(blockNumber);
             const unitAmount = (0, utils_1.getBigIntPow)(isSell ? from.decimals : to.decimals);
             const [unitVolumeWithFee, ...amountsWithFee] = (0, token_transfer_fee_1.applyTransferFee)([unitAmount, ...amounts], side, isSell ? transferFees.srcFee : transferFees.destFee, isSell ? constants_1.SRC_TOKEN_PARASWAP_TRANSFERS : constants_1.DEST_TOKEN_PARASWAP_TRANSFERS);
             this.logger.debug('Unit Volume With Fee:', unitVolumeWithFee, 'isSell=', isSell);
             const unit = isSell
                 ? await this.getSellPricePath(unitVolumeWithFee, [pairParam])
                 : await this.getBuyPricePath(unitVolumeWithFee, [pairParam]);
-            const prices = isSell
+            let prices = isSell
                 ? await Promise.all(amountsWithFee.map(amount => this.getSellPricePath(amount, [pairParam])))
                 : await Promise.all(amountsWithFee.map(amount => this.getBuyPricePath(amount, [pairParam])));
+            // apply balance cap
+            prices = prices.map((p, i) => {
+                if (isSell && p > availableBalance) {
+                    return 0n;
+                }
+                if (!isSell && p > amounts[i]) {
+                    return 0n;
+                }
+                return p;
+            });
             const [unitOutWithFee, ...outputsWithFee] = (0, token_transfer_fee_1.applyTransferFee)([unit, ...prices], side, 
             // This part is confusing, because we treat differently SELL and BUY fees
             // If Buy, we should apply transfer fee on srcToken on top of dexFee applied earlier

package/build/dex/uniswap-v2/ring-v2.js.map

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package/build/dex/uniswap-v3/uniswap-v3-new.d.ts

@@ -0,0 +1,94 @@
+import { Interface } from '@ethersproject/abi';
+import { AdapterExchangeParam, Address, DexExchangeParam, ExchangePrices, ExchangeTxInfo, Logger, NumberAsString, PoolLiquidity, PoolPrices, PreprocessTransactionOptions, SimpleExchangeParam, Token, TxInfo } from '../../types';
+import { Network, SwapSide } from '../../constants';
+import { IDex } from '../../dex/idex';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import { DexParams, OutputResult, PoolState, UniswapV3Data, UniswapV3Param, UniswapV3ParamsDirect } from './types';
+import { SimpleExchange } from '../simple-exchange';
+import { UniswapV3EventPool } from './uniswap-v3-pool';
+import { DeepReadonly } from 'ts-essentials';
+import { Contract } from 'web3-eth-contract';
+import { OptimalSwapExchange } from '@paraswap/core';
+import { OnPoolCreatedCallback, UniswapV3Factory } from './uniswap-v3-factory';
+export declare const PoolsRegistryHashKey = "dl_poolsRegistry";
+export declare const UNISWAPV3_CLEAN_NOT_EXISTING_POOL_TTL_MS: number;
+export declare const UNISWAPV3_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS: number;
+export declare const UNISWAPV3_QUOTE_GASLIMIT = 200000;
+export declare class UniswapV3 extends SimpleExchange implements IDex<UniswapV3Data, UniswapV3Param | UniswapV3ParamsDirect> {
+    protected network: Network;
+    protected dexHelper: IDexHelper;
+    protected adapters: import("../../types").AdapterMappings;
+    readonly routerIface: Interface;
+    readonly quoterIface: Interface;
+    protected config: DexParams;
+    protected poolsToPreload: {
+        token0: Address;
+        token1: Address;
+    }[];
+    protected readonly factory: UniswapV3Factory;
+    readonly isFeeOnTransferSupported: boolean;
+    readonly eventPools: Record<string, UniswapV3EventPool | null>;
+    readonly hasConstantPriceLargeAmounts = false;
+    readonly needWrapNative = true;
+    readonly directSwapIface: Interface;
+    intervalTask?: NodeJS.Timeout;
+    static dexKeysWithNetwork: {
+        key: string;
+        networks: Network[];
+    }[];
+    logger: Logger;
+    private uniswapMulti;
+    protected stateMultiContract: Contract;
+    protected notExistingPoolSetKey: string;
+    constructor(network: Network, dexKey: string, dexHelper: IDexHelper, adapters?: import("../../types").AdapterMappings, routerIface?: Interface, quoterIface?: Interface, config?: DexParams, poolsToPreload?: {
+        token0: Address;
+        token1: Address;
+    }[]);
+    get supportedFees(): bigint[];
+    getAdapters(side: SwapSide): {
+        name: string;
+        index: number;
+    }[] | null;
+    getPoolIdentifier(srcAddress: Address, destAddress: Address, fee: bigint, tickSpacing?: bigint): string;
+    initializePricing(blockNumber: number): Promise<void>;
+    protected onPoolCreatedDeleteFromNonExistingSet(): OnPoolCreatedCallback;
+    getPool(srcAddress: Address, destAddress: Address, fee: bigint, blockNumber: number, tickSpacing?: bigint): Promise<UniswapV3EventPool | null>;
+    protected getPoolInstance(token0: string, token1: string, fee: bigint, tickSpacing?: bigint): UniswapV3EventPool;
+    protected getFactoryInstance(): UniswapV3Factory;
+    addMasterPool(poolKey: string, blockNumber: number): Promise<boolean>;
+    getPoolIdentifiers(srcToken: Token, destToken: Token, side: SwapSide, blockNumber: number): Promise<string[]>;
+    protected getPoolsForIdentifiers(srcAddress: string, destAddress: string, blockNumber: number): Promise<(UniswapV3EventPool | null)[]>;
+    getPricingFromRpc(from: Token, to: Token, amounts: bigint[], side: SwapSide, pools: UniswapV3EventPool[], states: PoolState[]): Promise<ExchangePrices<UniswapV3Data> | null>;
+    protected getSelectedPools(srcAddress: string, destAddress: string, blockNumber: number): Promise<(UniswapV3EventPool | null)[]>;
+    getPricesVolume(srcToken: Token, destToken: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[]): Promise<null | ExchangePrices<UniswapV3Data>>;
+    protected prepareData(srcAddress: string, destAddress: string, pool: UniswapV3EventPool, state: PoolState): UniswapV3Data;
+    getCalldataGasCost(poolPrices: PoolPrices<UniswapV3Data>): number | number[];
+    getTokenFromAddress(address: Address): Token;
+    preProcessTransaction(optimalSwapExchange: OptimalSwapExchange<UniswapV3Data>, srcToken: Token, _0: Token, _1: SwapSide, options: PreprocessTransactionOptions): Promise<[OptimalSwapExchange<UniswapV3Data>, ExchangeTxInfo]>;
+    getDirectParam(srcToken: Address, destToken: Address, srcAmount: NumberAsString, destAmount: NumberAsString, expectedAmount: NumberAsString, data: UniswapV3Data, side: SwapSide, permit: string, uuid: string, feePercent: NumberAsString, deadline: NumberAsString, partner: string, beneficiary: string, contractMethod: string): TxInfo<UniswapV3Param>;
+    static getDirectFunctionName(): string[];
+    getDirectParamV6(srcToken: Address, destToken: Address, fromAmount: NumberAsString, toAmount: NumberAsString, quotedAmount: NumberAsString, data: UniswapV3Data, side: SwapSide, permit: string, uuid: string, partnerAndFee: string, beneficiary: string, blockNumber: number, contractMethod: string): {
+        params: UniswapV3ParamsDirect;
+        encoder: (...params: (string | UniswapV3ParamsDirect)[]) => string;
+        networkFee: string;
+    };
+    static getDirectFunctionNameV6(): string[];
+    getAdapterParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: UniswapV3Data, side: SwapSide): AdapterExchangeParam;
+    getDexParam(srcToken: Address, destToken: Address, srcAmount: NumberAsString, destAmount: NumberAsString, recipient: Address, data: UniswapV3Data, side: SwapSide): DexExchangeParam;
+    getSimpleParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: UniswapV3Data, side: SwapSide): Promise<SimpleExchangeParam>;
+    getTopPoolsForToken(tokenAddress: Address, limit: number): Promise<PoolLiquidity[]>;
+    private _getPoolsFromIdentifiers;
+    protected _getLoweredAddresses(srcToken: Token, destToken: Token): string[];
+    protected _sortTokens(srcAddress: Address, destAddress: Address): string[];
+    private _toLowerForAllConfigAddresses;
+    protected _getOutputs(state: DeepReadonly<PoolState>, amounts: bigint[], zeroForOne: boolean, side: SwapSide, destTokenBalance: bigint): OutputResult | null;
+    private _querySubgraph;
+    protected _encodePath(path: {
+        tokenIn: Address;
+        tokenOut: Address;
+        fee: NumberAsString;
+    }[], side: SwapSide): string;
+    private _encodePathV6;
+    private _encodePool;
+    releaseResources(): void;
+}