@paraswap/dex-lib 4.8.21 → 4.8.23-deth.0

package/build/dex/jarvis.js

@@ -0,0 +1,163 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.Jarvis = void 0;
+const abi_1 = require("@ethersproject/abi");
+const constants_1 = require("../constants");
+const simple_exchange_1 = require("./simple-exchange");
+const Jarvis_json_1 = __importDefault(require("../abi/Jarvis.json"));
+const utils_1 = require("../executor/utils");
+const THIRTY_MINUTES = 60 * 30;
+var JarvisFunctions;
+(function (JarvisFunctions) {
+    JarvisFunctions["mint"] = "mint";
+    JarvisFunctions["redeem"] = "redeem";
+    JarvisFunctions["exchange"] = "exchange";
+})(JarvisFunctions || (JarvisFunctions = {}));
+class Jarvis extends simple_exchange_1.SimpleExchange {
+    constructor(dexHelper) {
+        super(dexHelper, 'jarvis');
+        this.needWrapNative = false;
+        this.poolInterface = new abi_1.Interface(Jarvis_json_1.default);
+    }
+    getAdapterParam(srcToken, destToken, srcAmount, destAmount, data, side) {
+        const { method } = data;
+        const type = [
+            JarvisFunctions.mint,
+            JarvisFunctions.redeem,
+            JarvisFunctions.exchange,
+        ].indexOf(method);
+        if (type === undefined) {
+            throw new Error(`Jarvis: Invalid OpType ${method}, Should be one of ['mint', 'exchange', 'redeem']`);
+        }
+        const payload = this.abiCoder.encodeParameter({
+            ParentStruct: {
+                opType: 'uint',
+                derivatives: 'address',
+                destDerivatives: 'address',
+                fee: 'uint128',
+                destPool: 'address',
+                expiration: 'uint128',
+            },
+        }, {
+            opType: type,
+            derivatives: data.derivatives,
+            destDerivatives: data.destDerivatives || constants_1.NULL_ADDRESS,
+            fee: data.fee,
+            destPool: data.pools[1] || constants_1.NULL_ADDRESS,
+            expiration: (Date.now() / 1000 + THIRTY_MINUTES).toFixed(0),
+        });
+        return {
+            targetExchange: data.pools[0],
+            payload,
+            networkFee: '0',
+        };
+    }
+    async getSimpleParam(srcToken, destToken, srcAmount, destAmount, data, side) {
+        const swapFunction = data.method;
+        const timestamp = (Date.now() / 1000 + THIRTY_MINUTES).toFixed(0);
+        let swapFunctionParams;
+        switch (swapFunction) {
+            case JarvisFunctions.mint:
+                swapFunctionParams = [
+                    data.derivatives,
+                    destAmount,
+                    srcAmount,
+                    data.fee,
+                    timestamp,
+                    this.augustusAddress,
+                ];
+                break;
+            case JarvisFunctions.redeem:
+                swapFunctionParams = [
+                    data.derivatives,
+                    srcAmount,
+                    destAmount,
+                    data.fee,
+                    timestamp,
+                    this.augustusAddress,
+                ];
+                break;
+            case JarvisFunctions.exchange:
+                swapFunctionParams = [
+                    data.derivatives,
+                    data.pools[1],
+                    data.destDerivatives,
+                    srcAmount,
+                    destAmount,
+                    data.fee,
+                    timestamp,
+                    this.augustusAddress,
+                ];
+                break;
+            default:
+                throw new Error(`Unknown function ${swapFunction}`);
+        }
+        const swapData = this.poolInterface.encodeFunctionData(swapFunction, [
+            swapFunctionParams,
+        ]);
+        return this.buildSimpleParamWithoutWETHConversion(srcToken, srcAmount, destToken, destAmount, swapData, data.pools[0]);
+    }
+    getDexParam(srcToken, destToken, srcAmount, destAmount, recipient, data, side) {
+        const swapFunction = data.method;
+        const timestamp = (Date.now() / 1000 + THIRTY_MINUTES).toFixed(0);
+        let swapFunctionParams;
+        let outputName;
+        switch (swapFunction) {
+            case JarvisFunctions.mint:
+                swapFunctionParams = [
+                    data.derivatives,
+                    destAmount,
+                    srcAmount,
+                    data.fee,
+                    timestamp,
+                    recipient,
+                ];
+                outputName = 'syntheticTokensMinted';
+                break;
+            case JarvisFunctions.redeem:
+                swapFunctionParams = [
+                    data.derivatives,
+                    srcAmount,
+                    destAmount,
+                    data.fee,
+                    timestamp,
+                    recipient,
+                ];
+                outputName = 'collateralRedeemed';
+                break;
+            case JarvisFunctions.exchange:
+                swapFunctionParams = [
+                    data.derivatives,
+                    data.pools[1],
+                    data.destDerivatives,
+                    srcAmount,
+                    destAmount,
+                    data.fee,
+                    timestamp,
+                    recipient,
+                ];
+                outputName = 'destNumTokensMinted';
+                break;
+            default:
+                throw new Error(`Unknown function ${swapFunction}`);
+        }
+        const swapData = this.poolInterface.encodeFunctionData(swapFunction, [
+            swapFunctionParams,
+        ]);
+        return {
+            needWrapNative: this.needWrapNative,
+            dexFuncHasRecipient: true,
+            exchangeData: swapData,
+            targetExchange: data.pools[0],
+            returnAmountPos: side === constants_1.SwapSide.SELL
+                ? (0, utils_1.extractReturnAmountPosition)(this.poolInterface, swapFunction, outputName)
+                : undefined,
+        };
+    }
+}
+exports.Jarvis = Jarvis;
+Jarvis.dexKeys = ['jarvis'];
+//# sourceMappingURL=jarvis.js.map

package/build/dex/jarvis.js.map

@@ -0,0 +1 @@
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package/build/dex/kyberdmm/config.d.ts

@@ -0,0 +1,9 @@
+import { DexConfigMap } from '../../types';
+import { DexParams } from './types';
+export declare const KyberDmmConfig: DexConfigMap<DexParams>;
+export declare const Adapters: {
+    [chainId: number]: {
+        name: string;
+        index: number;
+    }[];
+};

package/build/dex/kyberdmm/config.js

@@ -0,0 +1,59 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.Adapters = exports.KyberDmmConfig = void 0;
+const constants_1 = require("../../constants");
+exports.KyberDmmConfig = {
+    KyberDmm: {
+        [constants_1.Network.MAINNET]: {
+            subgraphURL: '3fiN4bZMCnKg9cTMydbuacykz9Tyvpf4oh7TbWC3VnFZ',
+            routerAddress: '0x1c87257F5e8609940Bc751a07BB085Bb7f8cDBE6',
+            factoryAddress: '0x833e4083B7ae46CeA85695c4f7ed25CDAd8886dE',
+            poolGasCost: 150 * 1000,
+        },
+        [constants_1.Network.POLYGON]: {
+            subgraphURL: '4dEDdkKMJRB2pgfMsWXrtNnTfToZ9tNiWJdUyy5zBYC2',
+            routerAddress: '0x546C79662E028B661dFB4767664d0273184E4dD1',
+            factoryAddress: '0x5f1fe642060b5b9658c15721ea22e982643c095c',
+            poolGasCost: 150 * 1000,
+        },
+        [constants_1.Network.BSC]: {
+            subgraphURL: '8drriZ45KqVMwrT3ueEikxS89dH8pineh2gELGoZnhhu',
+            routerAddress: '0x78df70615ffc8066cc0887917f2Cd72092C86409',
+            factoryAddress: '0x878dfe971d44e9122048308301f540910bbd934c',
+            poolGasCost: 150 * 1000,
+        },
+        [constants_1.Network.AVALANCHE]: {
+            subgraphURL: 'FiC4V8ct3vif6zMoev9vcrtiKuCMVXFfRx8U7xS2daWN',
+            routerAddress: '0x8Efa5A9AD6D594Cf76830267077B78cE0Bc5A5F8',
+            factoryAddress: '0x10908c875d865c66f271f5d3949848971c9595c9',
+            poolGasCost: 150 * 1000,
+        },
+    },
+};
+exports.Adapters = {
+    [constants_1.Network.MAINNET]: [
+        {
+            name: 'Adapter03',
+            index: 6,
+        },
+    ],
+    [constants_1.Network.POLYGON]: [
+        {
+            name: 'PolygonAdapter01',
+            index: 10,
+        },
+    ],
+    [constants_1.Network.BSC]: [
+        {
+            name: 'BscAdapter01',
+            index: 12,
+        },
+    ],
+    [constants_1.Network.AVALANCHE]: [
+        {
+            name: 'AvalancheAdapter01',
+            index: 4,
+        },
+    ],
+};
+//# sourceMappingURL=config.js.map

package/build/dex/kyberdmm/config.js.map

@@ -0,0 +1 @@
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package/build/dex/kyberdmm/fee-formula.d.ts

@@ -0,0 +1,15 @@
+export declare const PRECISION: bigint;
+export declare const getFee: (rFactorInPrecision: bigint) => bigint;
+/**
+ * TrendVolume calculation
+ */
+type TrendData = {
+    shortEMA: bigint;
+    longEMA: bigint;
+    lastBlockVolume: bigint;
+    lastTradeBlock: bigint;
+};
+export declare const getRFactor: (blockNumber: bigint, trendData: TrendData) => bigint;
+export declare const calculateRFactor: (_shortEMA: bigint, _longEMA: bigint) => bigint;
+export declare const newEMA: (ema: bigint, alpha: bigint, value: bigint) => bigint;
+export {};

package/build/dex/kyberdmm/fee-formula.js

@@ -0,0 +1,88 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.newEMA = exports.calculateRFactor = exports.getRFactor = exports.getFee = exports.PRECISION = void 0;
+const bigint_constants_1 = require("../../bigint-constants");
+const math_ext_1 = require("./math-ext");
+exports.PRECISION = bigint_constants_1.BI_POWS[18];
+const R0 = 1477405064814996100n; // 1.4774050648149961
+const C0 = (60n * exports.PRECISION) / 10000n;
+const A = (exports.PRECISION * 20000n) / 27n;
+const B = (exports.PRECISION * 250n) / 9n;
+const C1 = (exports.PRECISION * 985n) / 27n;
+const U = (120n * exports.PRECISION) / 100n;
+const G = (836n * exports.PRECISION) / 1000n;
+const F = 5n * exports.PRECISION;
+const L = (2n * exports.PRECISION) / 10000n;
+// C2 = 25 * PRECISION - (F * (PRECISION - G)**2) / ((PRECISION - G)**2 + L * PRECISION)
+const C2 = 20036905816356657810n;
+/// @dev calculate fee from rFactorInPrecision, see section 3.2 in dmmSwap white paper
+/// @dev fee in [15, 60] bps
+/// @return fee percentage in Precision
+const getFee = (rFactorInPrecision) => {
+    if (rFactorInPrecision >= R0) {
+        return C0;
+    }
+    else if (rFactorInPrecision >= exports.PRECISION) {
+        // C1 + A * (r-U)^3 + b * (r -U)
+        if (rFactorInPrecision > U) {
+            const tmp = rFactorInPrecision - U;
+            const tmp3 = (0, math_ext_1.unsafePowInPrecision)(tmp, 3n);
+            return (C1 + (0, math_ext_1.mulInPrecision)(A, tmp3) + (0, math_ext_1.mulInPrecision)(B, tmp)) / 10000n;
+        }
+        else {
+            const tmp = U - rFactorInPrecision;
+            const tmp3 = (0, math_ext_1.unsafePowInPrecision)(tmp, 3n);
+            return (C1 - (0, math_ext_1.mulInPrecision)(A, tmp3) - (0, math_ext_1.mulInPrecision)(B, tmp)) / 10000n;
+        }
+    }
+    else {
+        // [ C2 + sign(r - G) *  F * (r-G) ^2 / (L + (r-G) ^2) ] / 10000
+        let tmp = rFactorInPrecision > G ? rFactorInPrecision - G : G - rFactorInPrecision;
+        tmp = (0, math_ext_1.unsafePowInPrecision)(tmp, 2n);
+        const tmp2 = (F * tmp) / (tmp + L);
+        if (rFactorInPrecision > G) {
+            return (C2 + tmp2) / 10000n;
+        }
+        else {
+            return (C2 - tmp2) / 10000n;
+        }
+    }
+};
+exports.getFee = getFee;
+const SHORT_ALPHA = (2n * exports.PRECISION) / 5401n;
+const LONG_ALPHA = (2n * exports.PRECISION) / 10801n;
+/// @return rFactor in Precision for this trade
+const getRFactor = (blockNumber, trendData) => {
+    const { shortEMA, longEMA, lastBlockVolume: currentBlockVolume, lastTradeBlock, } = trendData;
+    // this can not be underflow because block.number always increases
+    const skipBlock = blockNumber - lastTradeBlock;
+    if (skipBlock == 0n) {
+        return (0, exports.calculateRFactor)(shortEMA, longEMA);
+    }
+    let _shortEMA = (0, exports.newEMA)(shortEMA, SHORT_ALPHA, currentBlockVolume);
+    let _longEMA = (0, exports.newEMA)(longEMA, LONG_ALPHA, currentBlockVolume);
+    _shortEMA = (0, math_ext_1.mulInPrecision)(_shortEMA, (0, math_ext_1.unsafePowInPrecision)(exports.PRECISION - SHORT_ALPHA, skipBlock - 1n));
+    _longEMA = (0, math_ext_1.mulInPrecision)(_longEMA, (0, math_ext_1.unsafePowInPrecision)(exports.PRECISION - LONG_ALPHA, skipBlock - 1n));
+    return (0, exports.calculateRFactor)(_shortEMA, _longEMA);
+};
+exports.getRFactor = getRFactor;
+const calculateRFactor = (_shortEMA, _longEMA) => {
+    if (_longEMA == 0n) {
+        return 0n;
+    }
+    return (_shortEMA * exports.PRECISION) / _longEMA;
+};
+exports.calculateRFactor = calculateRFactor;
+/// @dev return newEMA value
+/// @param ema previous ema value in wei
+/// @param alpha in Precision (required < Precision)
+/// @param value current value to update ema
+/// @dev ema and value is uint128 and alpha < Precision
+/// @dev so this function can not overflow and returned ema is not overflow uint128
+const newEMA = (ema, alpha, value) => {
+    if (alpha > exports.PRECISION)
+        throw new Error('NewEma: alpha > PRECISION');
+    return ((exports.PRECISION - alpha) * ema + alpha * value) / exports.PRECISION;
+};
+exports.newEMA = newEMA;
+//# sourceMappingURL=fee-formula.js.map

package/build/dex/kyberdmm/fee-formula.js.map

@@ -0,0 +1 @@
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package/build/dex/kyberdmm/kyberdmm.d.ts

@@ -0,0 +1,55 @@
+import { Interface } from '@ethersproject/abi';
+import { SimpleExchange } from '../simple-exchange';
+import { IDex } from '../idex';
+import { Network, SwapSide } from '../../constants';
+import { KyberDmmPair } from './pool';
+import { AdapterExchangeParam, ExchangePrices, PoolPrices, PoolLiquidity, SimpleExchangeParam, Token, NumberAsString, Address, DexExchangeParam } from '../../types';
+import { KyberDmmData, KyberDmmParam } from './types';
+import { IDexHelper } from '../../dex-helper';
+import { Logger } from 'log4js';
+import { Contract } from 'web3-eth-contract';
+export declare class KyberDmm extends SimpleExchange implements IDex<KyberDmmData, KyberDmmParam> {
+    protected network: Network;
+    protected dexHelper: IDexHelper;
+    protected config: import("./types").DexParams;
+    protected adapters: {
+        name: string;
+        index: number;
+    }[];
+    pairs: {
+        [key: string]: KyberDmmPair;
+    };
+    needWrapNative: boolean;
+    factory: Contract;
+    logger: Logger;
+    exchangeRouterInterface: Interface;
+    readonly hasConstantPriceLargeAmounts = false;
+    readonly isFeeOnTransferSupported = false;
+    static dexKeysWithNetwork: {
+        key: string;
+        networks: Network[];
+    }[];
+    constructor(network: Network, dexKey: string, dexHelper: IDexHelper, config?: import("./types").DexParams, adapters?: {
+        name: string;
+        index: number;
+    }[]);
+    getPoolIdentifiers(from: Token, to: Token, side: SwapSide, blockNumber: number): Promise<string[]>;
+    getAdapters(side: SwapSide): {
+        name: string;
+        index: number;
+    }[] | null;
+    getTopPoolsForToken(tokenAddress: string, count: number): Promise<PoolLiquidity[]>;
+    getAdapterParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: KyberDmmData, side: SwapSide): AdapterExchangeParam;
+    getSimpleParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: KyberDmmData, side: SwapSide): Promise<SimpleExchangeParam>;
+    getDexParam(srcToken: Address, destToken: Address, srcAmount: NumberAsString, destAmount: NumberAsString, recipient: Address, data: KyberDmmData, side: SwapSide): DexExchangeParam;
+    private addPool;
+    getPricesVolume(from: Token, to: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[]): Promise<ExchangePrices<KyberDmmData> | null>;
+    getCalldataGasCost(poolPrices: PoolPrices<KyberDmmData>): number | number[];
+    private getPoolPrice;
+    private getManyPoolReserves;
+    private catchUpPair;
+    private getPairOrderedParams;
+    private findPair;
+    private getBuyPrice;
+    private getSellPrice;
+}