@paraswap/dex-lib 4.8.23 → 4.8.24

package/build/dex/gmx/fast-price-feed.js

@@ -1,184 +0,0 @@
-"use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.FastPriceFeed = void 0;
-const lodash_1 = __importDefault(require("lodash"));
-const abi_1 = require("@ethersproject/abi");
-const composed_event_subscriber_1 = require("../../composed-event-subscriber");
-const fast_price_feed_json_1 = __importDefault(require("../../abi/gmx/fast-price-feed.json"));
-const fast_price_events_json_1 = __importDefault(require("../../abi/gmx/fast-price-events.json"));
-class FastPriceFeed extends composed_event_subscriber_1.PartialEventSubscriber {
-    fastPriceFeedAddress;
-    tokenAddresses;
-    static interface = new abi_1.Interface(fast_price_feed_json_1.default);
-    static fastPriceEventsInterface = new abi_1.Interface(fast_price_events_json_1.default);
-    BASIS_POINTS_DIVISOR = 10000n;
-    priceDuration;
-    maxDeviationBasisPoints;
-    favorFastPrice;
-    spreadBasisPointsIfInactive;
-    spreadBasisPointsIfChainError;
-    maxPriceUpdateDelay;
-    constructor(fastPriceFeedAddress, fastPriceEventsAddress, tokenAddresses, config, lens, logger) {
-        super([fastPriceEventsAddress], lens, logger);
-        this.fastPriceFeedAddress = fastPriceFeedAddress;
-        this.tokenAddresses = tokenAddresses;
-        this.priceDuration = config.priceDuration;
-        this.maxDeviationBasisPoints = config.maxDeviationBasisPoints;
-        this.favorFastPrice = config.favorFastPrice;
-        this.spreadBasisPointsIfInactive = config.spreadBasisPointsIfInactive;
-        this.spreadBasisPointsIfChainError = config.spreadBasisPointsIfChainError;
-        this.maxPriceUpdateDelay = config.maxPriceUpdateDelay;
-    }
-    processLog(state, log, blockHeader) {
-        try {
-            const parsed = FastPriceFeed.fastPriceEventsInterface.parseLog(log);
-            switch (parsed.name) {
-                case 'PriceUpdate': {
-                    const _state = lodash_1.default.cloneDeep(state);
-                    _state.lastUpdatedAt =
-                        typeof blockHeader.timestamp === 'string'
-                            ? parseInt(blockHeader.timestamp)
-                            : blockHeader.timestamp;
-                    const tokenAddress = parsed.args.token.toLowerCase();
-                    if (tokenAddress in state.prices)
-                        _state.prices[tokenAddress] = BigInt(parsed.args.price.toString());
-                    return _state;
-                }
-                default:
-                    return null;
-            }
-        }
-        catch (e) {
-            this.logger.error('Failed to parse log', e);
-            return null;
-        }
-    }
-    getPrice(_state, _token, _refPrice, _maximise) {
-        const state = this.lens.get()(_state);
-        const timestamp = Math.floor(Date.now() / 1000);
-        if (timestamp > state.lastUpdatedAt + this.maxPriceUpdateDelay) {
-            if (_maximise) {
-                return ((_refPrice *
-                    (this.BASIS_POINTS_DIVISOR + this.spreadBasisPointsIfChainError)) /
-                    this.BASIS_POINTS_DIVISOR);
-            }
-            return ((_refPrice *
-                (this.BASIS_POINTS_DIVISOR - this.spreadBasisPointsIfChainError)) /
-                this.BASIS_POINTS_DIVISOR);
-        }
-        if (timestamp > state.lastUpdatedAt + this.priceDuration) {
-            if (_maximise) {
-                return ((_refPrice *
-                    (this.BASIS_POINTS_DIVISOR + this.spreadBasisPointsIfInactive)) /
-                    this.BASIS_POINTS_DIVISOR);
-            }
-            return ((_refPrice *
-                (this.BASIS_POINTS_DIVISOR - this.spreadBasisPointsIfInactive)) /
-                this.BASIS_POINTS_DIVISOR);
-        }
-        const fastPrice = state.prices[_token];
-        if (fastPrice === 0n)
-            return _refPrice;
-        let diffBasisPoints = _refPrice > fastPrice ? _refPrice - fastPrice : fastPrice - _refPrice;
-        diffBasisPoints = (diffBasisPoints * this.BASIS_POINTS_DIVISOR) / _refPrice;
-        // create a spread between the _refPrice and the fastPrice if the maxDeviationBasisPoints is exceeded
-        // or if watchers have flagged an issue with the fast price
-        const hasSpread = !this.favorFastPrice[_token] ||
-            diffBasisPoints > this.maxDeviationBasisPoints;
-        if (hasSpread) {
-            // return the higher of the two prices
-            if (_maximise) {
-                return _refPrice > fastPrice ? _refPrice : fastPrice;
-            }
-            // return the lower of the two prices
-            return _refPrice < fastPrice ? _refPrice : fastPrice;
-        }
-        return fastPrice;
-    }
-    static getConfigMulticallInputs(fastPriceFeedAddress, tokenAddresses) {
-        return [
-            {
-                target: fastPriceFeedAddress,
-                callData: FastPriceFeed.interface.encodeFunctionData('priceDuration'),
-            },
-            {
-                target: fastPriceFeedAddress,
-                callData: FastPriceFeed.interface.encodeFunctionData('maxDeviationBasisPoints'),
-            },
-            {
-                target: fastPriceFeedAddress,
-                callData: FastPriceFeed.interface.encodeFunctionData('spreadBasisPointsIfInactive'),
-            },
-            {
-                target: fastPriceFeedAddress,
-                callData: FastPriceFeed.interface.encodeFunctionData('spreadBasisPointsIfChainError'),
-            },
-            {
-                target: fastPriceFeedAddress,
-                callData: FastPriceFeed.interface.encodeFunctionData('maxPriceUpdateDelay'),
-            },
-            ...tokenAddresses.map(t => ({
-                target: fastPriceFeedAddress,
-                callData: FastPriceFeed.interface.encodeFunctionData('favorFastPrice', [
-                    t,
-                ]),
-            })),
-        ];
-    }
-    static getConfig(multicallOutputs, tokenAddresses) {
-        return {
-            priceDuration: parseInt(FastPriceFeed.interface
-                .decodeFunctionResult('priceDuration', multicallOutputs[0])[0]
-                .toString()),
-            maxDeviationBasisPoints: BigInt(FastPriceFeed.interface
-                .decodeFunctionResult('maxDeviationBasisPoints', multicallOutputs[1])[0]
-                .toString()),
-            spreadBasisPointsIfInactive: BigInt(FastPriceFeed.interface
-                .decodeFunctionResult('spreadBasisPointsIfInactive', multicallOutputs[2])[0]
-                .toString()),
-            spreadBasisPointsIfChainError: BigInt(FastPriceFeed.interface
-                .decodeFunctionResult('spreadBasisPointsIfChainError', multicallOutputs[3])[0]
-                .toString()),
-            maxPriceUpdateDelay: parseInt(FastPriceFeed.interface
-                .decodeFunctionResult('maxPriceUpdateDelay', multicallOutputs[4])[0]
-                .toString()),
-            favorFastPrice: multicallOutputs
-                .slice(5)
-                .reduce((acc, curr, i) => {
-                acc[tokenAddresses[i]] = FastPriceFeed.interface.decodeFunctionResult('favorFastPrice', curr)[0];
-                return acc;
-            }, {}),
-        };
-    }
-    getGenerateStateMultiCallInputs() {
-        const pricesEntries = this.tokenAddresses.map((t) => ({
-            target: this.fastPriceFeedAddress,
-            callData: FastPriceFeed.interface.encodeFunctionData('prices', [t]),
-        }));
-        return [
-            ...pricesEntries,
-            {
-                target: this.fastPriceFeedAddress,
-                callData: FastPriceFeed.interface.encodeFunctionData('lastUpdatedAt'),
-            },
-        ];
-    }
-    generateState(multicallOutputs, blockNumber) {
-        let fastPriceFeedState = {
-            prices: {},
-            lastUpdatedAt: 0,
-        };
-        this.tokenAddresses.forEach((t, i) => (fastPriceFeedState.prices[t] = BigInt(FastPriceFeed.interface
-            .decodeFunctionResult('prices', multicallOutputs[i])[0]
-            .toString())));
-        fastPriceFeedState.lastUpdatedAt = parseInt(FastPriceFeed.interface
-            .decodeFunctionResult('lastUpdatedAt', multicallOutputs[this.tokenAddresses.length])[0]
-            .toString());
-        return fastPriceFeedState;
-    }
-}
-exports.FastPriceFeed = FastPriceFeed;
-//# sourceMappingURL=fast-price-feed.js.map

package/build/dex/gmx/fast-price-feed.js.map

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

@@ -1,54 +0,0 @@
-import { Interface } from '@ethersproject/abi';
-import { Token, Address, ExchangePrices, PoolPrices, AdapterExchangeParam, SimpleExchangeParam, PoolLiquidity, Logger, NumberAsString, DexExchangeParam } from '../../types';
-import { SwapSide, Network } from '../../constants';
-import { IDex } from '../../dex/idex';
-import { IDexHelper } from '../../dex-helper/idex-helper';
-import { GMXData, DexParams } from './types';
-import { GMXEventPool } from './pool';
-import { SimpleExchange } from '../simple-exchange';
-export declare class GMX extends SimpleExchange implements IDex<GMXData> {
-    protected network: Network;
-    protected dexHelper: IDexHelper;
-    protected adapters: {
-        [side: string]: {
-            name: string;
-            index: number;
-        }[] | null;
-    };
-    protected params: DexParams;
-    protected pool: GMXEventPool | null;
-    protected supportedTokensMap: {
-        [address: string]: boolean;
-    };
-    protected supportedTokens: Token[];
-    readonly hasConstantPriceLargeAmounts = false;
-    readonly needWrapNative = true;
-    readonly isFeeOnTransferSupported = false;
-    static dexKeysWithNetwork: {
-        key: string;
-        networks: Network[];
-    }[];
-    static erc20Interface: Interface;
-    vaultUSDBalance: number;
-    logger: Logger;
-    constructor(network: Network, dexKey: string, dexHelper: IDexHelper, adapters?: {
-        [side: string]: {
-            name: string;
-            index: number;
-        }[] | null;
-    }, params?: DexParams);
-    initializePricing(blockNumber: number): Promise<void>;
-    setupPool(blockNumber?: number): Promise<GMXEventPool>;
-    getAdapters(side: SwapSide): {
-        name: string;
-        index: number;
-    }[] | null;
-    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<GMXData>>;
-    getCalldataGasCost(poolPrices: PoolPrices<GMXData>): number | number[];
-    getAdapterParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: GMXData, side: SwapSide): AdapterExchangeParam;
-    getSimpleParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: GMXData, side: SwapSide): SimpleExchangeParam;
-    getDexParam(srcToken: Address, destToken: Address, srcAmount: NumberAsString, destAmount: NumberAsString, recipient: Address, data: GMXData, side: SwapSide): DexExchangeParam;
-    updatePoolState(): Promise<void>;
-    getTopPoolsForToken(_tokenAddress: Address, limit: number): Promise<PoolLiquidity[]>;
-}

package/build/dex/gmx/gmx.js

@@ -1,247 +0,0 @@
-"use strict";
-var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    var desc = Object.getOwnPropertyDescriptor(m, k);
-    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
-      desc = { enumerable: true, get: function() { return m[k]; } };
-    }
-    Object.defineProperty(o, k2, desc);
-}) : (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    o[k2] = m[k];
-}));
-var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
-    Object.defineProperty(o, "default", { enumerable: true, value: v });
-}) : function(o, v) {
-    o["default"] = v;
-});
-var __importStar = (this && this.__importStar) || (function () {
-    var ownKeys = function(o) {
-        ownKeys = Object.getOwnPropertyNames || function (o) {
-            var ar = [];
-            for (var k in o) if (Object.prototype.hasOwnProperty.call(o, k)) ar[ar.length] = k;
-            return ar;
-        };
-        return ownKeys(o);
-    };
-    return function (mod) {
-        if (mod && mod.__esModule) return mod;
-        var result = {};
-        if (mod != null) for (var k = ownKeys(mod), i = 0; i < k.length; i++) if (k[i] !== "default") __createBinding(result, mod, k[i]);
-        __setModuleDefault(result, mod);
-        return result;
-    };
-})();
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.GMX = void 0;
-const abi_1 = require("@ethersproject/abi");
-const constants_1 = require("../../constants");
-const CALLDATA_GAS_COST = __importStar(require("../../calldata-gas-cost"));
-const utils_1 = require("../../utils");
-const pool_1 = require("./pool");
-const simple_exchange_1 = require("../simple-exchange");
-const config_1 = require("./config");
-const vault_1 = require("./vault");
-const erc20_json_1 = __importDefault(require("../../abi/erc20.json"));
-const utils_2 = require("../../executor/utils");
-const GMXGasCost = 300 * 1000;
-class GMX extends simple_exchange_1.SimpleExchange {
-    network;
-    dexHelper;
-    adapters;
-    params;
-    pool = null;
-    supportedTokensMap = {};
-    // supportedTokens is only used by the pooltracker
-    supportedTokens = [];
-    hasConstantPriceLargeAmounts = false;
-    needWrapNative = true;
-    isFeeOnTransferSupported = false;
-    static dexKeysWithNetwork = (0, utils_1.getDexKeysWithNetwork)(config_1.GMXConfig);
-    static erc20Interface = new abi_1.Interface(erc20_json_1.default);
-    vaultUSDBalance = 0;
-    logger;
-    constructor(network, dexKey, dexHelper, adapters = config_1.Adapters[network], params = config_1.GMXConfig[dexKey][network]) {
-        super(dexHelper, dexKey);
-        this.network = network;
-        this.dexHelper = dexHelper;
-        this.adapters = adapters;
-        this.params = params;
-        this.logger = dexHelper.getLogger(dexKey);
-    }
-    // Initialize pricing is called once in the start of
-    // pricing service. It is intended to setup the integration
-    // for pricing requests.
-    async initializePricing(blockNumber) {
-        const pool = await this.setupPool(blockNumber);
-        await pool.initialize(blockNumber);
-    }
-    async setupPool(blockNumber) {
-        const config = await pool_1.GMXEventPool.getConfig(this.params, blockNumber ?? 'latest', this.dexHelper.multiContract);
-        config.tokenAddresses.forEach((token) => (this.supportedTokensMap[token] = true));
-        this.pool = new pool_1.GMXEventPool(this.dexKey, this.network, this.dexHelper, this.logger, config);
-        return this.pool;
-    }
-    // Returns the list of contract adapters (name and index)
-    // for a buy/sell. Return null if there are no adapters.
-    getAdapters(side) {
-        return this.adapters[side];
-    }
-    // Returns list of pool identifiers that can be used
-    // for a given swap. poolIdentifiers must be unique
-    // across DEXes.
-    async getPoolIdentifiers(srcToken, destToken, side, blockNumber) {
-        if (side === constants_1.SwapSide.BUY || !this.pool)
-            return [];
-        const srcAddress = this.dexHelper.config
-            .wrapETH(srcToken)
-            .address.toLowerCase();
-        const destAddress = this.dexHelper.config
-            .wrapETH(destToken)
-            .address.toLowerCase();
-        if (srcAddress !== destAddress &&
-            this.supportedTokensMap[srcAddress] &&
-            this.supportedTokensMap[destAddress]) {
-            return [`${this.dexKey}_${srcAddress}`, `${this.dexKey}_${destAddress}`];
-        }
-        return [];
-    }
-    // Returns pool prices for amounts.
-    // If limitPools is defined only pools in limitPools
-    // should be used. If limitPools is undefined then
-    // any pools can be used.
-    async getPricesVolume(srcToken, destToken, amounts, side, blockNumber, limitPools) {
-        if (side === constants_1.SwapSide.BUY || !this.pool)
-            return null;
-        const srcAddress = this.dexHelper.config
-            .wrapETH(srcToken)
-            .address.toLowerCase();
-        const destAddress = this.dexHelper.config
-            .wrapETH(destToken)
-            .address.toLowerCase();
-        if (srcAddress === destAddress ||
-            !(this.supportedTokensMap[srcAddress] &&
-                this.supportedTokensMap[destAddress]))
-            return null;
-        const srcPoolIdentifier = `${this.dexKey}_${srcAddress}`;
-        const destPoolIdentifier = `${this.dexKey}_${destAddress}`;
-        const pools = [srcPoolIdentifier, destPoolIdentifier];
-        if (limitPools && pools.some(p => !limitPools.includes(p)))
-            return null;
-        const unitVolume = (0, utils_1.getBigIntPow)(srcToken.decimals);
-        const prices = await this.pool.getAmountOut(srcAddress, destAddress, [unitVolume, ...amounts], blockNumber);
-        if (!prices)
-            return null;
-        return [
-            {
-                prices: prices.slice(1),
-                unit: prices[0],
-                gasCost: GMXGasCost,
-                exchange: this.dexKey,
-                data: {},
-                poolAddresses: [this.params.vault],
-            },
-        ];
-    }
-    // Returns estimated gas cost of calldata for this DEX in multiSwap
-    getCalldataGasCost(poolPrices) {
-        return CALLDATA_GAS_COST.DEX_NO_PAYLOAD;
-    }
-    getAdapterParam(srcToken, destToken, srcAmount, destAmount, data, side) {
-        return {
-            targetExchange: this.params.vault,
-            payload: '0x',
-            networkFee: '0',
-        };
-    }
-    getSimpleParam(srcToken, destToken, srcAmount, destAmount, data, side) {
-        return {
-            callees: [srcToken, this.params.vault],
-            calldata: [
-                GMX.erc20Interface.encodeFunctionData('transfer', [
-                    this.params.vault,
-                    srcAmount,
-                ]),
-                vault_1.Vault.interface.encodeFunctionData('swap', [
-                    srcToken,
-                    destToken,
-                    this.augustusAddress,
-                ]),
-            ],
-            values: ['0', '0'],
-            networkFee: '0',
-        };
-    }
-    getDexParam(srcToken, destToken, srcAmount, destAmount, recipient, data, side) {
-        const exchangeData = vault_1.Vault.interface.encodeFunctionData('swap', [
-            srcToken,
-            destToken,
-            recipient,
-        ]);
-        return {
-            needWrapNative: this.needWrapNative,
-            dexFuncHasRecipient: true,
-            transferSrcTokenBeforeSwap: this.params.vault,
-            swappedAmountNotPresentInExchangeData: true,
-            exchangeData,
-            targetExchange: this.params.vault,
-            returnAmountPos: side === constants_1.SwapSide.SELL
-                ? (0, utils_2.extractReturnAmountPosition)(vault_1.Vault.interface, 'swap')
-                : undefined,
-        };
-    }
-    async updatePoolState() {
-        if (!this.supportedTokens.length) {
-            const tokenAddresses = await pool_1.GMXEventPool.getWhitelistedTokens(this.params.vault, 'latest', this.dexHelper.multiContract);
-            const decimalsCallData = GMX.erc20Interface.encodeFunctionData('decimals');
-            const tokenBalanceMultiCall = tokenAddresses.map(t => ({
-                target: t,
-                callData: decimalsCallData,
-            }));
-            const res = (await this.dexHelper.multiContract.methods
-                .aggregate(tokenBalanceMultiCall)
-                .call()).returnData;
-            const tokenDecimals = res.map((r) => parseInt(GMX.erc20Interface.decodeFunctionResult('decimals', r)[0].toString()));
-            this.supportedTokens = tokenAddresses.map((t, i) => ({
-                address: t,
-                decimals: tokenDecimals[i],
-            }));
-        }
-        if (!this.pool) {
-            this.pool = await this.setupPool();
-        }
-    }
-    // Returns list of top pools based on liquidity. Max
-    // limit number pools should be returned.
-    async getTopPoolsForToken(_tokenAddress, limit) {
-        const tokenAddress = _tokenAddress.toLowerCase();
-        if (!this.supportedTokens.some(t => t.address === tokenAddress))
-            return [];
-        const tokens = this.supportedTokens.filter(t => t.address !== tokenAddress);
-        const maxAmounts = {};
-        await Promise.all(tokens.map(async (token) => {
-            const maxAmountIn = await this.pool?.getMaxAmountIn(tokenAddress, token.address);
-            if (maxAmountIn) {
-                maxAmounts[token.address] = maxAmountIn;
-            }
-        }));
-        if (!Object.keys(maxAmounts).length)
-            return [];
-        const usdMaxAmountIn = await this.dexHelper.getUsdTokenAmounts(
-        // maxAmounts are in the asked token, so replace token address
-        Object.entries(maxAmounts).map(([_, amount]) => [tokenAddress, amount]));
-        return Object.keys(maxAmounts).map((connectorToken, i) => ({
-            exchange: this.dexKey,
-            address: this.params.vault,
-            connectorTokens: [
-                this.supportedTokens.find(t => connectorToken === t.address),
-            ],
-            liquidityUSD: usdMaxAmountIn[i],
-        }));
-    }
-}
-exports.GMX = GMX;
-//# sourceMappingURL=gmx.js.map

package/build/dex/gmx/gmx.js.map

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

@@ -1,21 +0,0 @@
-import { Address, Logger } from '../../types';
-import { ComposedEventSubscriber } from '../../composed-event-subscriber';
-import { IDexHelper } from '../../dex-helper/idex-helper';
-import { PoolState, DexParams, PoolConfig } from './types';
-import { Vault } from './vault';
-import { Contract } from 'web3-eth-contract';
-export declare class GMXEventPool extends ComposedEventSubscriber<PoolState> {
-    protected network: number;
-    protected dexHelper: IDexHelper;
-    PRICE_PRECISION: bigint;
-    USDG_DECIMALS: number;
-    BASIS_POINTS_DIVISOR: bigint;
-    vault: Vault<PoolState>;
-    reader: Contract;
-    constructor(parentName: string, network: number, dexHelper: IDexHelper, logger: Logger, config: PoolConfig);
-    getStateOrGenerate(blockNumber: number): Promise<Readonly<PoolState>>;
-    getMaxAmountIn(_tokenIn: Address, _tokenOut: Address): Promise<bigint>;
-    getAmountOut(_tokenIn: Address, _tokenOut: Address, _amountsIn: bigint[], blockNumber: number): Promise<bigint[] | null>;
-    static getWhitelistedTokens(vaultAddress: Address, blockNumber: number | 'latest', multiContract: Contract): Promise<string[]>;
-    static getConfig(dexParams: DexParams, blockNumber: number | 'latest', multiContract: Contract): Promise<PoolConfig>;
-}