@paraswap/dex-lib 4.8.24 → 4.8.25
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/abi/AaveV2_lending_pool.json +53 -0
- package/build/abi/Bancor.json +392 -0
- package/build/abi/Compound_CETH.json +12 -0
- package/build/abi/SSPM.json +829 -0
- package/build/abi/Smoothy.json +1049 -0
- package/build/abi/StaderOracle.json +2170 -0
- package/build/abi/aave-weth-gateway-avalanche.json +242 -0
- package/build/abi/aave-weth-gateway-polygon.json +242 -0
- package/build/abi/aave-weth-gateway.json +24 -0
- package/build/abi/bunni-v2/BunniHook.abi.json +1921 -0
- package/build/abi/bunni-v2/BunniHub.abi.json +1598 -0
- package/build/abi/bunni-v2/BunniToken.abi.json +833 -0
- package/build/abi/bunni-v2/FeeOverrideHooklet.abi.json +1947 -0
- package/build/abi/bunni-v2/FloodPlain.abi.json +1195 -0
- package/build/abi/bunni-v2/PoolManager.abi.json +1366 -0
- package/build/abi/bunni-v2/V4Quoter.abi.json +637 -0
- package/build/abi/concentrator/arUSD.json +568 -0
- package/build/abi/concentrator/arUSD5115.json +1746 -0
- package/build/abi/gmx/fast-price-events.json +70 -0
- package/build/abi/gmx/fast-price-feed.json +748 -0
- package/build/abi/gmx/reader.json +337 -0
- package/build/abi/gmx/vault-price-feed.json +477 -0
- package/build/abi/gmx/vault.json +2002 -0
- package/build/abi/jarvis/ChainlinkAccessControlledOffchainAggregator.json +1009 -0
- package/build/abi/jarvis/SynthereumPriceFeed.json +381 -0
- package/build/abi/jarvis/jarvis-v6-pool.json +1041 -0
- package/build/abi/kyberdmm/kyber-dmm-exchange-router.abi.json +1148 -0
- package/build/abi/kyberdmm/kyber-dmm-factory.abi.json +335 -0
- package/build/abi/kyberdmm/kyber-dmm-pool.abi.json +803 -0
- package/build/abi/synthetix/CombinedSynthetix.abi.json +442 -0
- package/build/abi/wombat/asset.json +743 -0
- package/build/abi/wombat/bmw.json +1247 -0
- package/build/abi/wombat/pool-v2.json +1289 -0
- package/build/abi/wombat/pool-v3.json +2013 -0
- package/build/dex/aave-v2/aave-v2.d.ts +33 -0
- package/build/dex/aave-v2/aave-v2.js +328 -0
- package/build/dex/aave-v2/aave-v2.js.map +1 -0
- package/build/dex/aave-v2/config.d.ts +14 -0
- package/build/dex/aave-v2/config.js +49 -0
- package/build/dex/aave-v2/config.js.map +1 -0
- package/build/dex/aave-v2/tokenlist.json +904 -0
- package/build/dex/aave-v2/tokens.d.ts +8 -0
- package/build/dex/aave-v2/tokens.js +65 -0
- package/build/dex/aave-v2/tokens.js.map +1 -0
- package/build/dex/aave-v2/types.d.ts +33 -0
- package/build/dex/aave-v2/types.js +11 -0
- package/build/dex/aave-v2/types.js.map +1 -0
- package/build/dex/bancor/bancor.d.ts +15 -0
- package/build/dex/bancor/bancor.js +74 -0
- package/build/dex/bancor/bancor.js.map +1 -0
- package/build/dex/bancor/config.d.ts +6 -0
- package/build/dex/bancor/config.js +11 -0
- package/build/dex/bancor/config.js.map +1 -0
- package/build/dex/bancor/types.d.ts +16 -0
- package/build/dex/bancor/types.js +8 -0
- package/build/dex/bancor/types.js.map +1 -0
- package/build/dex/bebop/bebop.js +1 -1
- package/build/dex/bebop/bebop.js.map +1 -1
- package/build/dex/bunni-v2/bunni-v2-pool.d.ts +62 -0
- package/build/dex/bunni-v2/bunni-v2-pool.js +505 -0
- package/build/dex/bunni-v2/bunni-v2-pool.js.map +1 -0
- package/build/dex/bunni-v2/bunni-v2.d.ts +51 -0
- package/build/dex/bunni-v2/bunni-v2.js +460 -0
- package/build/dex/bunni-v2/bunni-v2.js.map +1 -0
- package/build/dex/{renegade → bunni-v2}/config.d.ts +1 -1
- package/build/dex/bunni-v2/config.js +130 -0
- package/build/dex/bunni-v2/config.js.map +1 -0
- package/build/dex/bunni-v2/encoder.d.ts +19 -0
- package/build/dex/{pancakeswap-infinity → bunni-v2}/encoder.js +199 -88
- package/build/dex/bunni-v2/encoder.js.map +1 -0
- package/build/dex/bunni-v2/getOnChainState.d.ts +26 -0
- package/build/dex/bunni-v2/getOnChainState.js +493 -0
- package/build/dex/bunni-v2/getOnChainState.js.map +1 -0
- package/build/dex/bunni-v2/hook/BunniSwapMath.d.ts +7 -0
- package/build/dex/bunni-v2/hook/BunniSwapMath.js +198 -0
- package/build/dex/bunni-v2/hook/BunniSwapMath.js.map +1 -0
- package/build/dex/bunni-v2/hook/SwapMath.d.ts +8 -0
- package/build/dex/bunni-v2/hook/SwapMath.js +65 -0
- package/build/dex/bunni-v2/hook/SwapMath.js.map +1 -0
- package/build/dex/bunni-v2/hooklet/FeeOverrideHooklet.d.ts +33 -0
- package/build/dex/bunni-v2/hooklet/FeeOverrideHooklet.js +33 -0
- package/build/dex/bunni-v2/hooklet/FeeOverrideHooklet.js.map +1 -0
- package/build/dex/bunni-v2/hooklet/index.d.ts +21 -0
- package/build/dex/bunni-v2/hooklet/index.js +64 -0
- package/build/dex/bunni-v2/hooklet/index.js.map +1 -0
- package/build/dex/bunni-v2/ldf/CarpetedDoubleGeometricDistribution.d.ts +70 -0
- package/build/dex/bunni-v2/ldf/CarpetedDoubleGeometricDistribution.js +277 -0
- package/build/dex/bunni-v2/ldf/CarpetedDoubleGeometricDistribution.js.map +1 -0
- package/build/dex/bunni-v2/ldf/CarpetedGeometricDistribution.d.ts +64 -0
- package/build/dex/bunni-v2/ldf/CarpetedGeometricDistribution.js +262 -0
- package/build/dex/bunni-v2/ldf/CarpetedGeometricDistribution.js.map +1 -0
- package/build/dex/bunni-v2/ldf/DoubleGeometricDistribution.d.ts +60 -0
- package/build/dex/bunni-v2/ldf/DoubleGeometricDistribution.js +224 -0
- package/build/dex/bunni-v2/ldf/DoubleGeometricDistribution.js.map +1 -0
- package/build/dex/bunni-v2/ldf/GeometricDistribution.d.ts +56 -0
- package/build/dex/bunni-v2/ldf/GeometricDistribution.js +489 -0
- package/build/dex/bunni-v2/ldf/GeometricDistribution.js.map +1 -0
- package/build/dex/bunni-v2/ldf/LDFType.d.ts +5 -0
- package/build/dex/bunni-v2/ldf/LDFType.js +10 -0
- package/build/dex/bunni-v2/ldf/LDFType.js.map +1 -0
- package/build/dex/bunni-v2/ldf/ShiftMode.d.ts +7 -0
- package/build/dex/bunni-v2/ldf/ShiftMode.js +19 -0
- package/build/dex/bunni-v2/ldf/ShiftMode.js.map +1 -0
- package/build/dex/bunni-v2/ldf/UniformDistribution.d.ts +55 -0
- package/build/dex/bunni-v2/ldf/UniformDistribution.js +291 -0
- package/build/dex/bunni-v2/ldf/UniformDistribution.js.map +1 -0
- package/build/dex/bunni-v2/ldf/index.d.ts +15 -0
- package/build/dex/bunni-v2/ldf/index.js +21 -0
- package/build/dex/bunni-v2/ldf/index.js.map +1 -0
- package/build/dex/bunni-v2/lib/AmAmmPayload.d.ts +4 -0
- package/build/dex/bunni-v2/lib/AmAmmPayload.js +10 -0
- package/build/dex/bunni-v2/lib/AmAmmPayload.js.map +1 -0
- package/build/dex/bunni-v2/lib/BitMath.d.ts +4 -0
- package/build/dex/bunni-v2/lib/BitMath.js +24 -0
- package/build/dex/bunni-v2/lib/BitMath.js.map +1 -0
- package/build/dex/bunni-v2/lib/Constants.d.ts +15 -0
- package/build/dex/bunni-v2/lib/Constants.js +19 -0
- package/build/dex/bunni-v2/lib/Constants.js.map +1 -0
- package/build/dex/bunni-v2/lib/ExpMath.d.ts +5 -0
- package/build/dex/bunni-v2/lib/ExpMath.js +121 -0
- package/build/dex/bunni-v2/lib/ExpMath.js.map +1 -0
- package/build/dex/bunni-v2/lib/FeeMath.d.ts +2 -0
- package/build/dex/bunni-v2/lib/FeeMath.js +27 -0
- package/build/dex/bunni-v2/lib/FeeMath.js.map +1 -0
- package/build/dex/bunni-v2/lib/FixedPointMath.d.ts +3 -0
- package/build/dex/bunni-v2/lib/FixedPointMath.js +15 -0
- package/build/dex/bunni-v2/lib/FixedPointMath.js.map +1 -0
- package/build/dex/bunni-v2/lib/FullMathX96.d.ts +4 -0
- package/build/dex/bunni-v2/lib/FullMathX96.js +21 -0
- package/build/dex/bunni-v2/lib/FullMathX96.js.map +1 -0
- package/build/dex/bunni-v2/lib/IdleBalance.d.ts +11 -0
- package/build/dex/bunni-v2/lib/IdleBalance.js +33 -0
- package/build/dex/bunni-v2/lib/IdleBalance.js.map +1 -0
- package/build/dex/bunni-v2/lib/LiquidityAmounts.d.ts +6 -0
- package/build/dex/bunni-v2/lib/LiquidityAmounts.js +25 -0
- package/build/dex/bunni-v2/lib/LiquidityAmounts.js.map +1 -0
- package/build/dex/bunni-v2/lib/Math.d.ts +28 -0
- package/build/dex/bunni-v2/lib/Math.js +169 -0
- package/build/dex/bunni-v2/lib/Math.js.map +1 -0
- package/build/dex/bunni-v2/lib/Oracle.d.ts +27 -0
- package/build/dex/bunni-v2/lib/Oracle.js +180 -0
- package/build/dex/bunni-v2/lib/Oracle.js.map +1 -0
- package/build/dex/bunni-v2/lib/QueryLDF.d.ts +12 -0
- package/build/dex/bunni-v2/lib/QueryLDF.js +90 -0
- package/build/dex/bunni-v2/lib/QueryLDF.js.map +1 -0
- package/build/dex/bunni-v2/lib/QueryTwap.d.ts +2 -0
- package/build/dex/bunni-v2/lib/QueryTwap.js +13 -0
- package/build/dex/bunni-v2/lib/QueryTwap.js.map +1 -0
- package/build/dex/bunni-v2/lib/SqrtPriceMath.d.ts +8 -0
- package/build/dex/bunni-v2/lib/SqrtPriceMath.js +84 -0
- package/build/dex/bunni-v2/lib/SqrtPriceMath.js.map +1 -0
- package/build/dex/bunni-v2/lib/TickMath.d.ts +11 -0
- package/build/dex/bunni-v2/lib/TickMath.js +100 -0
- package/build/dex/bunni-v2/lib/TickMath.js.map +1 -0
- package/build/dex/bunni-v2/lib/VaultMath.d.ts +2 -0
- package/build/dex/bunni-v2/lib/VaultMath.js +11 -0
- package/build/dex/bunni-v2/lib/VaultMath.js.map +1 -0
- package/build/dex/bunni-v2/logic/AmAmm.d.ts +11 -0
- package/build/dex/bunni-v2/logic/AmAmm.js +156 -0
- package/build/dex/bunni-v2/logic/AmAmm.js.map +1 -0
- package/build/dex/bunni-v2/logic/BunniHookLogic.d.ts +10 -0
- package/build/dex/bunni-v2/logic/BunniHookLogic.js +298 -0
- package/build/dex/bunni-v2/logic/BunniHookLogic.js.map +1 -0
- package/build/dex/bunni-v2/logic/BunniHubLogic.d.ts +5 -0
- package/build/dex/bunni-v2/logic/BunniHubLogic.js +245 -0
- package/build/dex/bunni-v2/logic/BunniHubLogic.js.map +1 -0
- package/build/dex/bunni-v2/logic/BunniQuoter.d.ts +12 -0
- package/build/dex/bunni-v2/logic/BunniQuoter.js +201 -0
- package/build/dex/bunni-v2/logic/BunniQuoter.js.map +1 -0
- package/build/dex/bunni-v2/subgraph.d.ts +7 -0
- package/build/dex/bunni-v2/subgraph.js +184 -0
- package/build/dex/bunni-v2/subgraph.js.map +1 -0
- package/build/dex/bunni-v2/types.d.ts +257 -0
- package/build/dex/{renegade/api → bunni-v2}/types.js.map +1 -1
- package/build/dex/bunni-v2/utils.d.ts +12 -0
- package/build/dex/bunni-v2/utils.js +182 -0
- package/build/dex/bunni-v2/utils.js.map +1 -0
- package/build/dex/compound/compound.d.ts +15 -0
- package/build/dex/compound/compound.js +57 -0
- package/build/dex/compound/compound.js.map +1 -0
- package/build/dex/compound/types.d.ts +8 -0
- package/build/dex/compound/types.js +9 -0
- package/build/dex/compound/types.js.map +1 -0
- package/build/dex/concentrator-arusd/concentrator-arusd-event.d.ts +17 -0
- package/build/dex/concentrator-arusd/concentrator-arusd-event.js +69 -0
- package/build/dex/concentrator-arusd/concentrator-arusd-event.js.map +1 -0
- package/build/dex/concentrator-arusd/concentrator-arusd.d.ts +41 -0
- package/build/dex/concentrator-arusd/concentrator-arusd.js +202 -0
- package/build/dex/concentrator-arusd/concentrator-arusd.js.map +1 -0
- package/build/dex/concentrator-arusd/config.d.ts +3 -0
- package/build/dex/concentrator-arusd/config.js +14 -0
- package/build/dex/concentrator-arusd/config.js.map +1 -0
- package/build/dex/concentrator-arusd/types.d.ts +14 -0
- package/build/dex/concentrator-arusd/types.js.map +1 -0
- package/build/dex/concentrator-arusd/utils.d.ts +4 -0
- package/build/dex/concentrator-arusd/utils.js +26 -0
- package/build/dex/concentrator-arusd/utils.js.map +1 -0
- package/build/dex/curve-v1/forks/swerve/config.d.ts +4 -0
- package/build/dex/curve-v1/forks/swerve/config.js +47 -0
- package/build/dex/curve-v1/forks/swerve/config.js.map +1 -0
- package/build/dex/curve-v1/forks/swerve/swerve.d.ts +16 -0
- package/build/dex/curve-v1/forks/swerve/swerve.js +46 -0
- package/build/dex/curve-v1/forks/swerve/swerve.js.map +1 -0
- package/build/dex/gmx/config.d.ts +11 -0
- package/build/dex/gmx/config.js +61 -0
- package/build/dex/gmx/config.js.map +1 -0
- package/build/dex/gmx/fast-price-feed.d.ts +26 -0
- package/build/dex/gmx/fast-price-feed.js +184 -0
- package/build/dex/gmx/fast-price-feed.js.map +1 -0
- package/build/dex/gmx/gmx.d.ts +54 -0
- package/build/dex/gmx/gmx.js +247 -0
- package/build/dex/gmx/gmx.js.map +1 -0
- package/build/dex/gmx/pool.d.ts +21 -0
- package/build/dex/gmx/pool.js +212 -0
- package/build/dex/gmx/pool.js.map +1 -0
- package/build/dex/gmx/types.d.ts +100 -0
- package/build/dex/gmx/types.js +3 -0
- package/build/dex/gmx/types.js.map +1 -0
- package/build/dex/gmx/usdg.d.ts +15 -0
- package/build/dex/gmx/usdg.js +62 -0
- package/build/dex/gmx/usdg.js.map +1 -0
- package/build/dex/gmx/vault-price-feed.d.ts +47 -0
- package/build/dex/gmx/vault-price-feed.js +245 -0
- package/build/dex/gmx/vault-price-feed.js.map +1 -0
- package/build/dex/gmx/vault-utils.d.ts +8 -0
- package/build/dex/gmx/vault-utils.js +42 -0
- package/build/dex/gmx/vault-utils.js.map +1 -0
- package/build/dex/gmx/vault.d.ts +46 -0
- package/build/dex/gmx/vault.js +182 -0
- package/build/dex/gmx/vault.js.map +1 -0
- package/build/dex/jarvis-v6/chainLinkpriceFeed-event.d.ts +15 -0
- package/build/dex/jarvis-v6/chainLinkpriceFeed-event.js +51 -0
- package/build/dex/jarvis-v6/chainLinkpriceFeed-event.js.map +1 -0
- package/build/dex/jarvis-v6/config.d.ts +4 -0
- package/build/dex/jarvis-v6/config.js +244 -0
- package/build/dex/jarvis-v6/config.js.map +1 -0
- package/build/dex/jarvis-v6/jarvis-v6-events.d.ts +27 -0
- package/build/dex/jarvis-v6/jarvis-v6-events.js +54 -0
- package/build/dex/jarvis-v6/jarvis-v6-events.js.map +1 -0
- package/build/dex/jarvis-v6/jarvis-v6.d.ts +49 -0
- package/build/dex/jarvis-v6/jarvis-v6.js +321 -0
- package/build/dex/jarvis-v6/jarvis-v6.js.map +1 -0
- package/build/dex/jarvis-v6/syntheteumPool-event.d.ts +15 -0
- package/build/dex/jarvis-v6/syntheteumPool-event.js +49 -0
- package/build/dex/jarvis-v6/syntheteumPool-event.js.map +1 -0
- package/build/dex/jarvis-v6/types.d.ts +48 -0
- package/build/dex/jarvis-v6/types.js +9 -0
- package/build/dex/jarvis-v6/types.js.map +1 -0
- package/build/dex/jarvis-v6/utils.d.ts +13 -0
- package/build/dex/jarvis-v6/utils.js +75 -0
- package/build/dex/jarvis-v6/utils.js.map +1 -0
- package/build/dex/kyberdmm/config.d.ts +9 -0
- package/build/dex/kyberdmm/config.js +59 -0
- package/build/dex/kyberdmm/config.js.map +1 -0
- package/build/dex/kyberdmm/fee-formula.d.ts +15 -0
- package/build/dex/kyberdmm/fee-formula.js +88 -0
- package/build/dex/kyberdmm/fee-formula.js.map +1 -0
- package/build/dex/kyberdmm/kyberdmm.d.ts +55 -0
- package/build/dex/kyberdmm/kyberdmm.js +447 -0
- package/build/dex/kyberdmm/kyberdmm.js.map +1 -0
- package/build/dex/kyberdmm/math-ext.d.ts +2 -0
- package/build/dex/kyberdmm/math-ext.js +27 -0
- package/build/dex/kyberdmm/math-ext.js.map +1 -0
- package/build/dex/kyberdmm/pool.d.ts +50 -0
- package/build/dex/kyberdmm/pool.js +157 -0
- package/build/dex/kyberdmm/pool.js.map +1 -0
- package/build/dex/kyberdmm/types.d.ts +81 -0
- package/build/dex/kyberdmm/types.js +9 -0
- package/build/dex/kyberdmm/types.js.map +1 -0
- package/build/dex/quickswap/thena-fusion.d.ts +6 -0
- package/build/dex/quickswap/thena-fusion.js +19 -0
- package/build/dex/quickswap/thena-fusion.js.map +1 -0
- package/build/dex/smoothy/smoothy.d.ts +16 -0
- package/build/dex/smoothy/smoothy.js +60 -0
- package/build/dex/smoothy/smoothy.js.map +1 -0
- package/build/dex/smoothy/types.d.ts +15 -0
- package/build/dex/smoothy/types.js +8 -0
- package/build/dex/smoothy/types.js.map +1 -0
- package/build/dex/stader/config.d.ts +3 -0
- package/build/dex/stader/config.js +14 -0
- package/build/dex/stader/config.js.map +1 -0
- package/build/dex/stader/stader-pool.d.ts +19 -0
- package/build/dex/stader/stader-pool.js +56 -0
- package/build/dex/stader/stader-pool.js.map +1 -0
- package/build/dex/stader/stader.d.ts +42 -0
- package/build/dex/stader/stader.js +195 -0
- package/build/dex/stader/stader.js.map +1 -0
- package/build/dex/stader/types.d.ts +13 -0
- package/build/dex/stader/types.js +8 -0
- package/build/dex/stader/types.js.map +1 -0
- package/build/dex/stader/utils.d.ts +4 -0
- package/build/dex/stader/utils.js +23 -0
- package/build/dex/stader/utils.js.map +1 -0
- package/build/dex/synthetix/config.d.ts +4 -0
- package/build/dex/synthetix/config.js +53 -0
- package/build/dex/synthetix/config.js.map +1 -0
- package/build/dex/synthetix/constants.d.ts +23 -0
- package/build/dex/synthetix/constants.js +32 -0
- package/build/dex/synthetix/constants.js.map +1 -0
- package/build/dex/synthetix/contract-math/DexPriceAggregatorUniswapV3.d.ts +17 -0
- package/build/dex/synthetix/contract-math/DexPriceAggregatorUniswapV3.js +102 -0
- package/build/dex/synthetix/contract-math/DexPriceAggregatorUniswapV3.js.map +1 -0
- package/build/dex/synthetix/contract-math/ExchangeRates.d.ts +8 -0
- package/build/dex/synthetix/contract-math/ExchangeRates.js +77 -0
- package/build/dex/synthetix/contract-math/ExchangeRates.js.map +1 -0
- package/build/dex/synthetix/contract-math/ExchangeRatesWithDexPricing.d.ts +17 -0
- package/build/dex/synthetix/contract-math/ExchangeRatesWithDexPricing.js +126 -0
- package/build/dex/synthetix/contract-math/ExchangeRatesWithDexPricing.js.map +1 -0
- package/build/dex/synthetix/contract-math/FullMath.d.ts +3 -0
- package/build/dex/synthetix/contract-math/FullMath.js +14 -0
- package/build/dex/synthetix/contract-math/FullMath.js.map +1 -0
- package/build/dex/synthetix/contract-math/OracleLibrary.d.ts +8 -0
- package/build/dex/synthetix/contract-math/OracleLibrary.js +60 -0
- package/build/dex/synthetix/contract-math/OracleLibrary.js.map +1 -0
- package/build/dex/synthetix/contract-math/SafeDecimalMath.d.ts +9 -0
- package/build/dex/synthetix/contract-math/SafeDecimalMath.js +41 -0
- package/build/dex/synthetix/contract-math/SafeDecimalMath.js.map +1 -0
- package/build/dex/synthetix/contract-math/TickMath.d.ts +7 -0
- package/build/dex/synthetix/contract-math/TickMath.js +63 -0
- package/build/dex/synthetix/contract-math/TickMath.js.map +1 -0
- package/build/dex/synthetix/contract-math/synthetix-math.d.ts +17 -0
- package/build/dex/synthetix/contract-math/synthetix-math.js +127 -0
- package/build/dex/synthetix/contract-math/synthetix-math.js.map +1 -0
- package/build/dex/synthetix/synthetix-state.d.ts +36 -0
- package/build/dex/synthetix/synthetix-state.js +615 -0
- package/build/dex/synthetix/synthetix-state.js.map +1 -0
- package/build/dex/synthetix/synthetix.d.ts +45 -0
- package/build/dex/synthetix/synthetix.js +304 -0
- package/build/dex/synthetix/synthetix.js.map +1 -0
- package/build/dex/synthetix/types.d.ts +90 -0
- package/build/dex/synthetix/types.js +3 -0
- package/build/dex/synthetix/types.js.map +1 -0
- package/build/dex/synthetix/utils.d.ts +10 -0
- package/build/dex/synthetix/utils.js +91 -0
- package/build/dex/synthetix/utils.js.map +1 -0
- package/build/dex/trader-joe-v2.1/trader-joe-v2.1.d.ts +7 -0
- package/build/dex/trader-joe-v2.1/trader-joe-v2.1.js +20 -0
- package/build/dex/trader-joe-v2.1/trader-joe-v2.1.js.map +1 -0
- package/build/dex/uniswap-v4/api-go/compare-pricing.d.ts +1 -0
- package/build/dex/uniswap-v4/api-go/compare-pricing.js +187 -0
- package/build/dex/uniswap-v4/api-go/compare-pricing.js.map +1 -0
- package/build/dex/uniswap-v4/api-go/compare-states.d.ts +1 -0
- package/build/dex/uniswap-v4/api-go/compare-states.js +149 -0
- package/build/dex/uniswap-v4/api-go/compare-states.js.map +1 -0
- package/build/dex/uniswap-v4/api-go/fetch-pool-key.d.ts +0 -0
- package/build/dex/uniswap-v4/api-go/fetch-pool-key.js +140 -0
- package/build/dex/uniswap-v4/api-go/fetch-pool-key.js.map +1 -0
- package/build/dex/wombat/config.d.ts +4 -0
- package/build/dex/wombat/config.js +77 -0
- package/build/dex/wombat/config.js.map +1 -0
- package/build/dex/wombat/types.d.ts +34 -0
- package/build/dex/wombat/types.js +3 -0
- package/build/dex/wombat/types.js.map +1 -0
- package/build/dex/wombat/utils.d.ts +10 -0
- package/build/dex/wombat/utils.js +79 -0
- package/build/dex/wombat/utils.js.map +1 -0
- package/build/dex/wombat/wombat-bmw.d.ts +40 -0
- package/build/dex/wombat/wombat-bmw.js +136 -0
- package/build/dex/wombat/wombat-bmw.js.map +1 -0
- package/build/dex/wombat/wombat-pool.d.ts +60 -0
- package/build/dex/wombat/wombat-pool.js +488 -0
- package/build/dex/wombat/wombat-pool.js.map +1 -0
- package/build/dex/wombat/wombat-quoter.d.ts +17 -0
- package/build/dex/wombat/wombat-quoter.js +192 -0
- package/build/dex/wombat/wombat-quoter.js.map +1 -0
- package/build/dex/wombat/wombat.d.ts +58 -0
- package/build/dex/wombat/wombat.js +298 -0
- package/build/dex/wombat/wombat.js.map +1 -0
- package/build/tenderly-simulation.d.ts +221 -0
- package/build/tenderly-simulation.js +517 -0
- package/build/tenderly-simulation.js.map +1 -0
- package/package.json +1 -1
- package/build/abi/pancakeswap-infinity/cl-pool-manager.abi.json +0 -136
- package/build/abi/pancakeswap-infinity/cl-quoter.abi.json +0 -66
- package/build/abi/pancakeswap-infinity/router.abi.json +0 -23
- package/build/dex/pancakeswap-infinity/config.d.ts +0 -4
- package/build/dex/pancakeswap-infinity/config.js +0 -30
- package/build/dex/pancakeswap-infinity/config.js.map +0 -1
- package/build/dex/pancakeswap-infinity/constants.d.ts +0 -11
- package/build/dex/pancakeswap-infinity/constants.js +0 -15
- package/build/dex/pancakeswap-infinity/constants.js.map +0 -1
- package/build/dex/pancakeswap-infinity/encoder.d.ts +0 -16
- package/build/dex/pancakeswap-infinity/encoder.js.map +0 -1
- package/build/dex/pancakeswap-infinity/liquidity.d.ts +0 -1
- package/build/dex/pancakeswap-infinity/liquidity.js +0 -7
- package/build/dex/pancakeswap-infinity/liquidity.js.map +0 -1
- package/build/dex/pancakeswap-infinity/optimizer.d.ts +0 -2
- package/build/dex/pancakeswap-infinity/optimizer.js +0 -48
- package/build/dex/pancakeswap-infinity/optimizer.js.map +0 -1
- package/build/dex/pancakeswap-infinity/pancakeswap-infinity-pool-manager.d.ts +0 -36
- package/build/dex/pancakeswap-infinity/pancakeswap-infinity-pool-manager.js +0 -393
- package/build/dex/pancakeswap-infinity/pancakeswap-infinity-pool-manager.js.map +0 -1
- package/build/dex/pancakeswap-infinity/pancakeswap-infinity-pool.d.ts +0 -37
- package/build/dex/pancakeswap-infinity/pancakeswap-infinity-pool.js +0 -289
- package/build/dex/pancakeswap-infinity/pancakeswap-infinity-pool.js.map +0 -1
- package/build/dex/pancakeswap-infinity/pancakeswap-infinity.d.ts +0 -42
- package/build/dex/pancakeswap-infinity/pancakeswap-infinity.js +0 -350
- package/build/dex/pancakeswap-infinity/pancakeswap-infinity.js.map +0 -1
- package/build/dex/pancakeswap-infinity/subgraph.d.ts +0 -8
- package/build/dex/pancakeswap-infinity/subgraph.js +0 -122
- package/build/dex/pancakeswap-infinity/subgraph.js.map +0 -1
- package/build/dex/pancakeswap-infinity/types.d.ts +0 -101
- package/build/dex/pancakeswap-infinity/types.js.map +0 -1
- package/build/dex/pancakeswap-infinity/utils.d.ts +0 -5
- package/build/dex/pancakeswap-infinity/utils.js +0 -45
- package/build/dex/pancakeswap-infinity/utils.js.map +0 -1
- package/build/dex/renegade/api/auth.d.ts +0 -1
- package/build/dex/renegade/api/auth.js +0 -63
- package/build/dex/renegade/api/auth.js.map +0 -1
- package/build/dex/renegade/api/renegade-client.d.ts +0 -18
- package/build/dex/renegade/api/renegade-client.js +0 -82
- package/build/dex/renegade/api/renegade-client.js.map +0 -1
- package/build/dex/renegade/api/types.d.ts +0 -110
- package/build/dex/renegade/config.js +0 -16
- package/build/dex/renegade/config.js.map +0 -1
- package/build/dex/renegade/constants.d.ts +0 -25
- package/build/dex/renegade/constants.js +0 -47
- package/build/dex/renegade/constants.js.map +0 -1
- package/build/dex/renegade/rate-fetcher.d.ts +0 -23
- package/build/dex/renegade/rate-fetcher.js +0 -135
- package/build/dex/renegade/rate-fetcher.js.map +0 -1
- package/build/dex/renegade/renegade-levels-response.d.ts +0 -22
- package/build/dex/renegade/renegade-levels-response.js +0 -99
- package/build/dex/renegade/renegade-levels-response.js.map +0 -1
- package/build/dex/renegade/renegade.d.ts +0 -57
- package/build/dex/renegade/renegade.js +0 -499
- package/build/dex/renegade/renegade.js.map +0 -1
- package/build/dex/renegade/types.d.ts +0 -38
- package/build/dex/renegade/types.js +0 -4
- package/build/dex/renegade/types.js.map +0 -1
- /package/build/dex/{pancakeswap-infinity → bunni-v2}/types.js +0 -0
- /package/build/dex/{renegade/api → concentrator-arusd}/types.js +0 -0
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import { PoolState } from '../types';
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declare class ExchangeRatesWithDexPricing {
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effectiveAtomicValueAndRates(state: PoolState, sourceCurrencyKey: string, sourceAmount: bigint, destinationCurrencyKey: string): [bigint, bigint, bigint, bigint];
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private _effectiveValueAndRates;
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getRate(state: PoolState, currencyKey: string): bigint;
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private _getRateAndUpdatedTime;
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formatAggregatorAnswer(state: PoolState, currencyKey: string, rate: bigint): bigint;
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private _getPureChainlinkPriceForAtomicSwapsEnabled;
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private _getMinValue;
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private _getMaxValue;
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private _getPriceFromDexAggregator;
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private _getAtomicEquivalentForDexPricing;
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private _dexPriceDestinationValue;
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private _getAtomicTwapWindow;
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}
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export declare const exchangeRatesWithDexPricing: ExchangeRatesWithDexPricing;
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export {};
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.exchangeRatesWithDexPricing = void 0;
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const constants_1 = require("../../../constants");
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const utils_1 = require("../../../utils");
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const DexPriceAggregatorUniswapV3_1 = require("./DexPriceAggregatorUniswapV3");
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const SafeDecimalMath_1 = require("./SafeDecimalMath");
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class ExchangeRatesWithDexPricing {
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effectiveAtomicValueAndRates(state, sourceCurrencyKey, sourceAmount, destinationCurrencyKey) {
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const [systemValue, systemSourceRate, systemDestinationRate] = this._effectiveValueAndRates(state, sourceCurrencyKey, sourceAmount, destinationCurrencyKey);
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const usePureChainlinkPriceForSource = this._getPureChainlinkPriceForAtomicSwapsEnabled(state, sourceCurrencyKey);
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const usePureChainlinkPriceForDest = this._getPureChainlinkPriceForAtomicSwapsEnabled(state, destinationCurrencyKey);
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let sourceRate = 0n;
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let destRate = 0n;
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if (usePureChainlinkPriceForSource) {
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sourceRate = systemSourceRate;
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}
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else {
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sourceRate = this._getMinValue(systemSourceRate, this._getPriceFromDexAggregator(state, sourceCurrencyKey, state.sUSDCurrencyKey, sourceAmount));
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}
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if (usePureChainlinkPriceForDest) {
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destRate = systemDestinationRate;
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}
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else {
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destRate = this._getMaxValue(systemDestinationRate, this._getPriceFromDexAggregator(state, state.sUSDCurrencyKey, destinationCurrencyKey, sourceAmount));
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}
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const value = (sourceAmount * sourceRate) / destRate;
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return [value, systemValue, systemSourceRate, systemDestinationRate];
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}
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_effectiveValueAndRates(state, sourceCurrencyKey, sourceAmount, destinationCurrencyKey) {
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const sourceRate = this.getRate(state, sourceCurrencyKey);
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let value = 0n;
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let destinationRate = 0n;
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if (sourceCurrencyKey === destinationCurrencyKey) {
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destinationRate = sourceRate;
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value = sourceAmount;
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}
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else {
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destinationRate = this.getRate(state, destinationCurrencyKey);
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if (destinationRate > 0n) {
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value = SafeDecimalMath_1.SafeDecimalMath.divideDecimalRound(SafeDecimalMath_1.SafeDecimalMath.multiplyDecimalRound(sourceAmount, sourceRate), destinationRate);
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}
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}
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return [value, sourceRate, destinationRate];
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}
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getRate(state, currencyKey) {
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return this._getRateAndUpdatedTime(state, currencyKey).rate;
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}
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_getRateAndUpdatedTime(state, currencyKey) {
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if (currencyKey === state.sUSDCurrencyKey) {
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return { rate: SafeDecimalMath_1.SafeDecimalMath.unit, time: 0n };
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}
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else {
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const aggregator = state.aggregators[currencyKey];
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return aggregator !== undefined
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? {
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rate: BigInt.asUintN(216, this.formatAggregatorAnswer(state, currencyKey, aggregator.latestRoundData.answer)),
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time: BigInt.asUintN(40, aggregator.latestRoundData.updatedAt),
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}
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: { rate: 0n, time: 0n };
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}
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}
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formatAggregatorAnswer(state, currencyKey, rate) {
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(0, utils_1._require)(rate >= 0, 'Negative rate not supported', { rate, currencyKey }, 'rate >= 0');
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const decimals = state.aggregatorDecimals[currencyKey];
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let result = BigInt.asUintN(256, rate);
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if (decimals === 0 || decimals === 18) {
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// do not convert for 0 (part of implicit interface), and not needed for 18
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}
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else if (decimals < 18) {
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// increase precision to 18
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const multiplier = (0, utils_1.getBigIntPow)(18 - decimals); // SafeMath not needed since decimals is small
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result = result * multiplier;
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}
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else if (decimals > 18) {
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// decrease precision to 18
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const divisor = (0, utils_1.getBigIntPow)(decimals - 18); // SafeMath not needed since decimals is small
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result = result / divisor;
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}
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return result;
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}
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_getPureChainlinkPriceForAtomicSwapsEnabled(state, currencyKey) {
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return state.pureChainlinkPriceForAtomicSwapsEnabled[currencyKey];
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}
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_getMinValue(x, y) {
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return x < y ? x : y;
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}
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_getMaxValue(x, y) {
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return x > y ? x : y;
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}
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_getPriceFromDexAggregator(state, sourceCurrencyKey, destCurrencyKey, amount) {
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(0, utils_1._require)(amount !== 0n, 'Amount must be greater than 0', { amount }, 'amount !== 0n');
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(0, utils_1._require)(sourceCurrencyKey === state.sUSDCurrencyKey ||
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destCurrencyKey === state.sUSDCurrencyKey, 'Atomic swaps must go through sUSD', { sourceCurrencyKey, destCurrencyKey }, `sourceCurrencyKey === sUSD || destCurrencyKey === sUSD`);
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95
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const sourceEquivalent = this._getAtomicEquivalentForDexPricing(state, sourceCurrencyKey);
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(0, utils_1._require)(sourceEquivalent.address !== constants_1.NULL_ADDRESS, 'No atomic equivalent for source', { sourceEquivalent }, 'sourceEquivalent !== NULL_ADDRESS');
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const destEquivalent = this._getAtomicEquivalentForDexPricing(state, destCurrencyKey);
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(0, utils_1._require)(destEquivalent.address !== constants_1.NULL_ADDRESS, 'No atomic equivalent for dest', { destEquivalent }, 'destEquivalent !== NULL_ADDRESS');
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const result = (this._dexPriceDestinationValue(state, sourceEquivalent, destEquivalent, amount) *
|
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SafeDecimalMath_1.SafeDecimalMath.unit) /
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amount;
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(0, utils_1._require)(result !== 0n, 'Result must be greater than 0', { result }, 'result !== 0n');
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return destCurrencyKey === state.sUSDCurrencyKey
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? result
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: SafeDecimalMath_1.SafeDecimalMath.divideDecimalRound(SafeDecimalMath_1.SafeDecimalMath.unit, result);
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}
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_getAtomicEquivalentForDexPricing(state, currencyKey) {
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return state.atomicEquivalentForDexPricing[currencyKey];
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}
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_dexPriceDestinationValue(state, sourceEquivalent, destEquivalent, sourceAmount) {
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111
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const sourceAmountInEquivalent = (sourceAmount * (0, utils_1.getBigIntPow)(sourceEquivalent.decimals)) /
|
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112
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SafeDecimalMath_1.SafeDecimalMath.unit;
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113
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const twapWindow = this._getAtomicTwapWindow(state);
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(0, utils_1._require)(twapWindow !== 0n, 'Uninitialized atomic twap window', { twapWindow }, 'twapWindow !== 0n');
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115
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const twapValueInEquivalent = DexPriceAggregatorUniswapV3_1.dexPriceAggregatorUniswapV3.assetToAsset(state, sourceEquivalent.address, sourceAmountInEquivalent, destEquivalent.address, twapWindow);
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(0, utils_1._require)(twapValueInEquivalent > 0n, 'dex price returned 0', { twapValueInEquivalent }, 'twapValueInEquivalent > 0n');
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// Similar to source amount, normalize decimals back to internal unit for output amount
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return ((twapValueInEquivalent * SafeDecimalMath_1.SafeDecimalMath.unit) /
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(0, utils_1.getBigIntPow)(destEquivalent.decimals));
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120
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}
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_getAtomicTwapWindow(state) {
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122
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return state.atomicTwapWindow;
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}
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}
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exports.exchangeRatesWithDexPricing = new ExchangeRatesWithDexPricing();
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//# sourceMappingURL=ExchangeRatesWithDexPricing.js.map
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|
+
{"version":3,"file":"ExchangeRatesWithDexPricing.js","sourceRoot":"","sources":["../../../../src/dex/synthetix/contract-math/ExchangeRatesWithDexPricing.ts"],"names":[],"mappings":";;;AAAA,kDAAkD;AAElD,0CAAwD;AAExD,+EAA4E;AAC5E,uDAAoD;AAEpD,MAAM,2BAA2B;IAC/B,4BAA4B,CAC1B,KAAgB,EAChB,iBAAyB,EACzB,YAAoB,EACpB,sBAA8B;QAE9B,MAAM,CAAC,WAAW,EAAE,gBAAgB,EAAE,qBAAqB,CAAC,GAC1D,IAAI,CAAC,uBAAuB,CAC1B,KAAK,EACL,iBAAiB,EACjB,YAAY,EACZ,sBAAsB,CACvB,CAAC;QAEJ,MAAM,8BAA8B,GAClC,IAAI,CAAC,2CAA2C,CAC9C,KAAK,EACL,iBAAiB,CAClB,CAAC;QACJ,MAAM,4BAA4B,GAChC,IAAI,CAAC,2CAA2C,CAC9C,KAAK,EACL,sBAAsB,CACvB,CAAC;QACJ,IAAI,UAAU,GAAG,EAAE,CAAC;QACpB,IAAI,QAAQ,GAAG,EAAE,CAAC;QAElB,IAAI,8BAA8B,EAAE,CAAC;YACnC,UAAU,GAAG,gBAAgB,CAAC;QAChC,CAAC;aAAM,CAAC;YACN,UAAU,GAAG,IAAI,CAAC,YAAY,CAC5B,gBAAgB,EAChB,IAAI,CAAC,0BAA0B,CAC7B,KAAK,EACL,iBAAiB,EACjB,KAAK,CAAC,eAAe,EACrB,YAAY,CACb,CACF,CAAC;QACJ,CAAC;QAED,IAAI,4BAA4B,EAAE,CAAC;YACjC,QAAQ,GAAG,qBAAqB,CAAC;QACnC,CAAC;aAAM,CAAC;YACN,QAAQ,GAAG,IAAI,CAAC,YAAY,CAC1B,qBAAqB,EACrB,IAAI,CAAC,0BAA0B,CAC7B,KAAK,EACL,KAAK,CAAC,eAAe,EACrB,sBAAsB,EACtB,YAAY,CACb,CACF,CAAC;QACJ,CAAC;QAED,MAAM,KAAK,GAAG,CAAC,YAAY,GAAG,UAAU,CAAC,GAAG,QAAQ,CAAC;QAErD,OAAO,CAAC,KAAK,EAAE,WAAW,EAAE,gBAAgB,EAAE,qBAAqB,CAAC,CAAC;IACvE,CAAC;IAEO,uBAAuB,CAC7B,KAAgB,EAChB,iBAAyB,EACzB,YAAoB,EACpB,sBAA8B;QAE9B,MAAM,UAAU,GAAG,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,iBAAiB,CAAC,CAAC;QAC1D,IAAI,KAAK,GAAG,EAAE,CAAC;QACf,IAAI,eAAe,GAAG,EAAE,CAAC;QACzB,IAAI,iBAAiB,KAAK,sBAAsB,EAAE,CAAC;YACjD,eAAe,GAAG,UAAU,CAAC;YAC7B,KAAK,GAAG,YAAY,CAAC;QACvB,CAAC;aAAM,CAAC;YACN,eAAe,GAAG,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,sBAAsB,CAAC,CAAC;YAC9D,IAAI,eAAe,GAAG,EAAE,EAAE,CAAC;gBACzB,KAAK,GAAG,iCAAe,CAAC,kBAAkB,CACxC,iCAAe,CAAC,oBAAoB,CAAC,YAAY,EAAE,UAAU,CAAC,EAC9D,eAAe,CAChB,CAAC;YACJ,CAAC;QACH,CAAC;QACD,OAAO,CAAC,KAAK,EAAE,UAAU,EAAE,eAAe,CAAC,CAAC;IAC9C,CAAC;IAED,OAAO,CAAC,KAAgB,EAAE,WAAmB;QAC3C,OAAO,IAAI,CAAC,sBAAsB,CAAC,KAAK,EAAE,WAAW,CAAC,CAAC,IAAI,CAAC;IAC9D,CAAC;IAEO,sBAAsB,CAC5B,KAAgB,EAChB,WAAmB;QAEnB,IAAI,WAAW,KAAK,KAAK,CAAC,eAAe,EAAE,CAAC;YAC1C,OAAO,EAAE,IAAI,EAAE,iCAAe,CAAC,IAAI,EAAE,IAAI,EAAE,EAAE,EAAE,CAAC;QAClD,CAAC;aAAM,CAAC;YACN,MAAM,UAAU,GAAG,KAAK,CAAC,WAAW,CAAC,WAAW,CAAC,CAAC;YAClD,OAAO,UAAU,KAAK,SAAS;gBAC7B,CAAC,CAAC;oBACE,IAAI,EAAE,MAAM,CAAC,OAAO,CAClB,GAAG,EACH,IAAI,CAAC,sBAAsB,CACzB,KAAK,EACL,WAAW,EACX,UAAU,CAAC,eAAe,CAAC,MAAM,CAClC,CACF;oBACD,IAAI,EAAE,MAAM,CAAC,OAAO,CAAC,EAAE,EAAE,UAAU,CAAC,eAAe,CAAC,SAAS,CAAC;iBAC/D;gBACH,CAAC,CAAC,EAAE,IAAI,EAAE,EAAE,EAAE,IAAI,EAAE,EAAE,EAAE,CAAC;QAC7B,CAAC;IACH,CAAC;IAED,sBAAsB,CACpB,KAAgB,EAChB,WAAmB,EACnB,IAAY;QAEZ,IAAA,gBAAQ,EACN,IAAI,IAAI,CAAC,EACT,6BAA6B,EAC7B,EAAE,IAAI,EAAE,WAAW,EAAE,EACrB,WAAW,CACZ,CAAC;QACF,MAAM,QAAQ,GAAG,KAAK,CAAC,kBAAkB,CAAC,WAAW,CAAC,CAAC;QACvD,IAAI,MAAM,GAAG,MAAM,CAAC,OAAO,CAAC,GAAG,EAAE,IAAI,CAAC,CAAC;QACvC,IAAI,QAAQ,KAAK,CAAC,IAAI,QAAQ,KAAK,EAAE,EAAE,CAAC;YACtC,2EAA2E;QAC7E,CAAC;aAAM,IAAI,QAAQ,GAAG,EAAE,EAAE,CAAC;YACzB,2BAA2B;YAC3B,MAAM,UAAU,GAAG,IAAA,oBAAY,EAAC,EAAE,GAAG,QAAQ,CAAC,CAAC,CAAC,8CAA8C;YAC9F,MAAM,GAAG,MAAM,GAAG,UAAU,CAAC;QAC/B,CAAC;aAAM,IAAI,QAAQ,GAAG,EAAE,EAAE,CAAC;YACzB,2BAA2B;YAC3B,MAAM,OAAO,GAAG,IAAA,oBAAY,EAAC,QAAQ,GAAG,EAAE,CAAC,CAAC,CAAC,8CAA8C;YAC3F,MAAM,GAAG,MAAM,GAAG,OAAO,CAAC;QAC5B,CAAC;QACD,OAAO,MAAM,CAAC;IAChB,CAAC;IAEO,2CAA2C,CACjD,KAAgB,EAChB,WAAmB;QAEnB,OAAO,KAAK,CAAC,uCAAuC,CAAC,WAAW,CAAC,CAAC;IACpE,CAAC;IAEO,YAAY,CAAC,CAAS,EAAE,CAAS;QACvC,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IACvB,CAAC;IAEO,YAAY,CAAC,CAAS,EAAE,CAAS;QACvC,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IACvB,CAAC;IAEO,0BAA0B,CAChC,KAAgB,EAChB,iBAAyB,EACzB,eAAuB,EACvB,MAAc;QAEd,IAAA,gBAAQ,EACN,MAAM,KAAK,EAAE,EACb,+BAA+B,EAC/B,EAAE,MAAM,EAAE,EACV,eAAe,CAChB,CAAC;QACF,IAAA,gBAAQ,EACN,iBAAiB,KAAK,KAAK,CAAC,eAAe;YACzC,eAAe,KAAK,KAAK,CAAC,eAAe,EAC3C,mCAAmC,EACnC,EAAE,iBAAiB,EAAE,eAAe,EAAE,EACtC,wDAAwD,CACzD,CAAC;QAEF,MAAM,gBAAgB,GAAG,IAAI,CAAC,iCAAiC,CAC7D,KAAK,EACL,iBAAiB,CAClB,CAAC;QAEF,IAAA,gBAAQ,EACN,gBAAgB,CAAC,OAAO,KAAK,wBAAY,EACzC,iCAAiC,EACjC,EAAE,gBAAgB,EAAE,EACpB,mCAAmC,CACpC,CAAC;QAEF,MAAM,cAAc,GAAG,IAAI,CAAC,iCAAiC,CAC3D,KAAK,EACL,eAAe,CAChB,CAAC;QACF,IAAA,gBAAQ,EACN,cAAc,CAAC,OAAO,KAAK,wBAAY,EACvC,+BAA+B,EAC/B,EAAE,cAAc,EAAE,EAClB,iCAAiC,CAClC,CAAC;QAEF,MAAM,MAAM,GACV,CAAC,IAAI,CAAC,yBAAyB,CAC7B,KAAK,EACL,gBAAgB,EAChB,cAAc,EACd,MAAM,CACP;YACC,iCAAe,CAAC,IAAI,CAAC;YACvB,MAAM,CAAC;QACT,IAAA,gBAAQ,EACN,MAAM,KAAK,EAAE,EACb,+BAA+B,EAC/B,EAAE,MAAM,EAAE,EACV,eAAe,CAChB,CAAC;QAEF,OAAO,eAAe,KAAK,KAAK,CAAC,eAAe;YAC9C,CAAC,CAAC,MAAM;YACR,CAAC,CAAC,iCAAe,CAAC,kBAAkB,CAAC,iCAAe,CAAC,IAAI,EAAE,MAAM,CAAC,CAAC;IACvE,CAAC;IAEO,iCAAiC,CACvC,KAAgB,EAChB,WAAmB;QAEnB,OAAO,KAAK,CAAC,6BAA6B,CAAC,WAAW,CAAC,CAAC;IAC1D,CAAC;IAEO,yBAAyB,CAC/B,KAAgB,EAChB,gBAAuB,EACvB,cAAqB,EACrB,YAAoB;QAEpB,MAAM,wBAAwB,GAC5B,CAAC,YAAY,GAAG,IAAA,oBAAY,EAAC,gBAAgB,CAAC,QAAQ,CAAC,CAAC;YACxD,iCAAe,CAAC,IAAI,CAAC;QAEvB,MAAM,UAAU,GAAG,IAAI,CAAC,oBAAoB,CAAC,KAAK,CAAC,CAAC;QACpD,IAAA,gBAAQ,EACN,UAAU,KAAK,EAAE,EACjB,kCAAkC,EAClC,EAAE,UAAU,EAAE,EACd,mBAAmB,CACpB,CAAC;QAEF,MAAM,qBAAqB,GAAG,yDAA2B,CAAC,YAAY,CACpE,KAAK,EACL,gBAAgB,CAAC,OAAO,EACxB,wBAAwB,EACxB,cAAc,CAAC,OAAO,EACtB,UAAU,CACX,CAAC;QACF,IAAA,gBAAQ,EACN,qBAAqB,GAAG,EAAE,EAC1B,sBAAsB,EACtB,EAAE,qBAAqB,EAAE,EACzB,4BAA4B,CAC7B,CAAC;QAEF,uFAAuF;QACvF,OAAO,CACL,CAAC,qBAAqB,GAAG,iCAAe,CAAC,IAAI,CAAC;YAC9C,IAAA,oBAAY,EAAC,cAAc,CAAC,QAAQ,CAAC,CACtC,CAAC;IACJ,CAAC;IAEO,oBAAoB,CAAC,KAAgB;QAC3C,OAAO,KAAK,CAAC,gBAAgB,CAAC;IAChC,CAAC;CACF;AAEY,QAAA,2BAA2B,GAAG,IAAI,2BAA2B,EAAE,CAAC"}
|
|
@@ -0,0 +1,14 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.FullMath = void 0;
|
|
4
|
+
const bigint_constants_1 = require("../../../bigint-constants");
|
|
5
|
+
const utils_1 = require("../../../utils");
|
|
6
|
+
class FullMath {
|
|
7
|
+
static mulDiv(a, b, denominator) {
|
|
8
|
+
const result = (a * b) / denominator;
|
|
9
|
+
(0, utils_1._require)(result <= bigint_constants_1.BI_MAX_UINT256, '', { result, BI_MAX_UINT: bigint_constants_1.BI_MAX_UINT256 }, 'result <= BI_MAX_UINT256');
|
|
10
|
+
return result;
|
|
11
|
+
}
|
|
12
|
+
}
|
|
13
|
+
exports.FullMath = FullMath;
|
|
14
|
+
//# sourceMappingURL=FullMath.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"FullMath.js","sourceRoot":"","sources":["../../../../src/dex/synthetix/contract-math/FullMath.ts"],"names":[],"mappings":";;;AAAA,gEAA2D;AAC3D,0CAA0C;AAE1C,MAAa,QAAQ;IACnB,MAAM,CAAC,MAAM,CAAC,CAAS,EAAE,CAAS,EAAE,WAAmB;QACrD,MAAM,MAAM,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,WAAW,CAAC;QAErC,IAAA,gBAAQ,EACN,MAAM,IAAI,iCAAc,EACxB,EAAE,EACF,EAAE,MAAM,EAAE,WAAW,EAAE,iCAAc,EAAE,EACvC,0BAA0B,CAC3B,CAAC;QAEF,OAAO,MAAM,CAAC;IAChB,CAAC;CACF;AAbD,4BAaC"}
|
|
@@ -0,0 +1,8 @@
|
|
|
1
|
+
import { Address } from '../../../types';
|
|
2
|
+
import { PoolState } from '../types';
|
|
3
|
+
export declare class OracleLibrary {
|
|
4
|
+
static getBlockStartingTick(state: PoolState, pool: Address): bigint;
|
|
5
|
+
static getPrevIndex(observationIndex: bigint, observationCardinality: bigint): bigint;
|
|
6
|
+
static consult(state: PoolState, pool: Address, secondsAgo: bigint): bigint;
|
|
7
|
+
static getQuoteAtTick(tick: bigint, baseAmount: bigint, baseToken: Address, quoteToken: Address): bigint;
|
|
8
|
+
}
|
|
@@ -0,0 +1,60 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.OracleLibrary = void 0;
|
|
4
|
+
const bigint_constants_1 = require("../../../bigint-constants");
|
|
5
|
+
const utils_1 = require("../../../utils");
|
|
6
|
+
const FullMath_1 = require("./FullMath");
|
|
7
|
+
const TickMath_1 = require("./TickMath");
|
|
8
|
+
class OracleLibrary {
|
|
9
|
+
static getBlockStartingTick(state, pool) {
|
|
10
|
+
let { tick, observationIndex, observationCardinality } = state.dexPriceAggregator.uniswapV3Slot0[pool];
|
|
11
|
+
// 2 observations are needed to reliably calculate the block starting tick
|
|
12
|
+
(0, utils_1._require)(observationCardinality > 1n, 'NEO', { observationCardinality }, 'observationCardinality > 1n');
|
|
13
|
+
// If the latest observation occurred in the past, then no tick-changing trades have happened in this block
|
|
14
|
+
// therefore the tick in `slot0` is the same as at the beginning of the current block.
|
|
15
|
+
// We don't need to check if this observation is initialized - it is guaranteed to be.
|
|
16
|
+
const { blockTimestamp: observationTimestamp, tickCumulative } = state.dexPriceAggregator.uniswapV3Observations[pool][Number(observationIndex)];
|
|
17
|
+
if (observationTimestamp !== BigInt.asUintN(32, state.blockTimestamp)) {
|
|
18
|
+
return tick;
|
|
19
|
+
}
|
|
20
|
+
const prevIndex = OracleLibrary.getPrevIndex(observationIndex, observationCardinality);
|
|
21
|
+
const { blockTimestamp: prevObservationTimestamp, tickCumulative: prevTickCumulative, initialized: prevInitialized, } = state.dexPriceAggregator.uniswapV3Observations[pool][Number(prevIndex)];
|
|
22
|
+
(0, utils_1._require)(prevInitialized, 'ONI', { prevInitialized, pool }, 'prevInitialized');
|
|
23
|
+
const delta = observationTimestamp - prevObservationTimestamp;
|
|
24
|
+
tick = BigInt.asIntN(24, (tickCumulative - prevTickCumulative) / delta);
|
|
25
|
+
return tick;
|
|
26
|
+
}
|
|
27
|
+
static getPrevIndex(observationIndex, observationCardinality) {
|
|
28
|
+
return ((BigInt.asUintN(256, observationIndex) + observationCardinality - 1n) %
|
|
29
|
+
BigInt(observationCardinality));
|
|
30
|
+
}
|
|
31
|
+
static consult(state, pool, secondsAgo) {
|
|
32
|
+
(0, utils_1._require)(secondsAgo !== 0n, 'BP', { secondsAgo, pool }, 'secondsAgo !== 0n');
|
|
33
|
+
const tickCumulatives = state.dexPriceAggregator.tickCumulatives[pool];
|
|
34
|
+
const tickCumulativesDelta = tickCumulatives[1] - tickCumulatives[0];
|
|
35
|
+
const arithmeticMeanTick = BigInt.asIntN(24, tickCumulativesDelta / secondsAgo);
|
|
36
|
+
return arithmeticMeanTick;
|
|
37
|
+
}
|
|
38
|
+
static getQuoteAtTick(tick, baseAmount, baseToken, quoteToken) {
|
|
39
|
+
const sqrtRatioX96 = TickMath_1.TickMath.getSqrtRatioAtTick(tick);
|
|
40
|
+
let quoteAmount = 0n;
|
|
41
|
+
// Calculate quoteAmount with better precision if it doesn't overflow when multiplied by itself
|
|
42
|
+
if (sqrtRatioX96 <= bigint_constants_1.BI_MAX_UINT128) {
|
|
43
|
+
const ratioX192 = BigInt.asUintN(256, sqrtRatioX96) * sqrtRatioX96;
|
|
44
|
+
quoteAmount =
|
|
45
|
+
baseToken < quoteToken
|
|
46
|
+
? FullMath_1.FullMath.mulDiv(ratioX192, baseAmount, 1n << 192n)
|
|
47
|
+
: FullMath_1.FullMath.mulDiv(1n << 192n, baseAmount, ratioX192);
|
|
48
|
+
}
|
|
49
|
+
else {
|
|
50
|
+
const ratioX128 = FullMath_1.FullMath.mulDiv(sqrtRatioX96, sqrtRatioX96, 1n << 64n);
|
|
51
|
+
quoteAmount =
|
|
52
|
+
baseToken < quoteToken
|
|
53
|
+
? FullMath_1.FullMath.mulDiv(ratioX128, baseAmount, 1n << 128n)
|
|
54
|
+
: FullMath_1.FullMath.mulDiv(1n << 128n, baseAmount, ratioX128);
|
|
55
|
+
}
|
|
56
|
+
return quoteAmount;
|
|
57
|
+
}
|
|
58
|
+
}
|
|
59
|
+
exports.OracleLibrary = OracleLibrary;
|
|
60
|
+
//# sourceMappingURL=OracleLibrary.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"OracleLibrary.js","sourceRoot":"","sources":["../../../../src/dex/synthetix/contract-math/OracleLibrary.ts"],"names":[],"mappings":";;;AAAA,gEAA2D;AAE3D,0CAA0C;AAE1C,yCAAsC;AACtC,yCAAsC;AAEtC,MAAa,aAAa;IACxB,MAAM,CAAC,oBAAoB,CAAC,KAAgB,EAAE,IAAa;QACzD,IAAI,EAAE,IAAI,EAAE,gBAAgB,EAAE,sBAAsB,EAAE,GACpD,KAAK,CAAC,kBAAkB,CAAC,cAAc,CAAC,IAAI,CAAC,CAAC;QAEhD,0EAA0E;QAC1E,IAAA,gBAAQ,EACN,sBAAsB,GAAG,EAAE,EAC3B,KAAK,EACL,EAAE,sBAAsB,EAAE,EAC1B,6BAA6B,CAC9B,CAAC;QAEF,2GAA2G;QAC3G,sFAAsF;QACtF,sFAAsF;QACtF,MAAM,EAAE,cAAc,EAAE,oBAAoB,EAAE,cAAc,EAAE,GAC5D,KAAK,CAAC,kBAAkB,CAAC,qBAAqB,CAAC,IAAI,CAAC,CAClD,MAAM,CAAC,gBAAgB,CAAC,CACzB,CAAC;QAEJ,IAAI,oBAAoB,KAAK,MAAM,CAAC,OAAO,CAAC,EAAE,EAAE,KAAK,CAAC,cAAc,CAAC,EAAE,CAAC;YACtE,OAAO,IAAI,CAAC;QACd,CAAC;QAED,MAAM,SAAS,GAAG,aAAa,CAAC,YAAY,CAC1C,gBAAgB,EAChB,sBAAsB,CACvB,CAAC;QAEF,MAAM,EACJ,cAAc,EAAE,wBAAwB,EACxC,cAAc,EAAE,kBAAkB,EAClC,WAAW,EAAE,eAAe,GAC7B,GAAG,KAAK,CAAC,kBAAkB,CAAC,qBAAqB,CAAC,IAAI,CAAC,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC,CAAC;QAE5E,IAAA,gBAAQ,EACN,eAAe,EACf,KAAK,EACL,EAAE,eAAe,EAAE,IAAI,EAAE,EACzB,iBAAiB,CAClB,CAAC;QAEF,MAAM,KAAK,GAAG,oBAAoB,GAAG,wBAAwB,CAAC;QAC9D,IAAI,GAAG,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,CAAC,cAAc,GAAG,kBAAkB,CAAC,GAAG,KAAK,CAAC,CAAC;QACxE,OAAO,IAAI,CAAC;IACd,CAAC;IAED,MAAM,CAAC,YAAY,CACjB,gBAAwB,EACxB,sBAA8B;QAE9B,OAAO,CACL,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,EAAE,gBAAgB,CAAC,GAAG,sBAAsB,GAAG,EAAE,CAAC;YACrE,MAAM,CAAC,sBAAsB,CAAC,CAC/B,CAAC;IACJ,CAAC;IAED,MAAM,CAAC,OAAO,CAAC,KAAgB,EAAE,IAAa,EAAE,UAAkB;QAChE,IAAA,gBAAQ,EACN,UAAU,KAAK,EAAE,EACjB,IAAI,EACJ,EAAE,UAAU,EAAE,IAAI,EAAE,EACpB,mBAAmB,CACpB,CAAC;QAEF,MAAM,eAAe,GAAG,KAAK,CAAC,kBAAkB,CAAC,eAAe,CAAC,IAAI,CAAC,CAAC;QAEvE,MAAM,oBAAoB,GAAG,eAAe,CAAC,CAAC,CAAC,GAAG,eAAe,CAAC,CAAC,CAAC,CAAC;QAErE,MAAM,kBAAkB,GAAG,MAAM,CAAC,MAAM,CACtC,EAAE,EACF,oBAAoB,GAAG,UAAU,CAClC,CAAC;QACF,OAAO,kBAAkB,CAAC;IAC5B,CAAC;IAED,MAAM,CAAC,cAAc,CACnB,IAAY,EACZ,UAAkB,EAClB,SAAkB,EAClB,UAAmB;QAEnB,MAAM,YAAY,GAAG,mBAAQ,CAAC,kBAAkB,CAAC,IAAI,CAAC,CAAC;QACvD,IAAI,WAAW,GAAG,EAAE,CAAC;QACrB,+FAA+F;QAC/F,IAAI,YAAY,IAAI,iCAAc,EAAE,CAAC;YACnC,MAAM,SAAS,GAAG,MAAM,CAAC,OAAO,CAAC,GAAG,EAAE,YAAY,CAAC,GAAG,YAAY,CAAC;YACnE,WAAW;gBACT,SAAS,GAAG,UAAU;oBACpB,CAAC,CAAC,mBAAQ,CAAC,MAAM,CAAC,SAAS,EAAE,UAAU,EAAE,EAAE,IAAI,IAAI,CAAC;oBACpD,CAAC,CAAC,mBAAQ,CAAC,MAAM,CAAC,EAAE,IAAI,IAAI,EAAE,UAAU,EAAE,SAAS,CAAC,CAAC;QAC3D,CAAC;aAAM,CAAC;YACN,MAAM,SAAS,GAAG,mBAAQ,CAAC,MAAM,CAAC,YAAY,EAAE,YAAY,EAAE,EAAE,IAAI,GAAG,CAAC,CAAC;YACzE,WAAW;gBACT,SAAS,GAAG,UAAU;oBACpB,CAAC,CAAC,mBAAQ,CAAC,MAAM,CAAC,SAAS,EAAE,UAAU,EAAE,EAAE,IAAI,IAAI,CAAC;oBACpD,CAAC,CAAC,mBAAQ,CAAC,MAAM,CAAC,EAAE,IAAI,IAAI,EAAE,UAAU,EAAE,SAAS,CAAC,CAAC;QAC3D,CAAC;QACD,OAAO,WAAW,CAAC;IACrB,CAAC;CACF;AArGD,sCAqGC"}
|
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@@ -0,0 +1,9 @@
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|
|
1
|
+
export declare class SafeDecimalMath {
|
|
2
|
+
static get unit(): bigint;
|
|
3
|
+
static multiplyDecimal(x: bigint, y: bigint): bigint;
|
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4
|
+
static divideDecimalRound(x: bigint, y: bigint): bigint;
|
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5
|
+
static _divideDecimalRound(x: bigint, y: bigint, precisionUnit: bigint): bigint;
|
|
6
|
+
static multiplyDecimalRound(x: bigint, y: bigint): bigint;
|
|
7
|
+
static _multiplyDecimalRound(x: bigint, y: bigint, precisionUnit: bigint): bigint;
|
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8
|
+
static divideDecimal(x: bigint, y: bigint): bigint;
|
|
9
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+
}
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@@ -0,0 +1,41 @@
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1
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+
"use strict";
|
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2
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+
Object.defineProperty(exports, "__esModule", { value: true });
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3
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+
exports.SafeDecimalMath = void 0;
|
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4
|
+
const bigint_constants_1 = require("../../../bigint-constants");
|
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5
|
+
const decimals = 18;
|
|
6
|
+
const UNIT = bigint_constants_1.BI_POWS[decimals];
|
|
7
|
+
class SafeDecimalMath {
|
|
8
|
+
static get unit() {
|
|
9
|
+
return UNIT;
|
|
10
|
+
}
|
|
11
|
+
static multiplyDecimal(x, y) {
|
|
12
|
+
/* Divide by UNIT to remove the extra factor introduced by the product. */
|
|
13
|
+
return (x * y) / UNIT;
|
|
14
|
+
}
|
|
15
|
+
static divideDecimalRound(x, y) {
|
|
16
|
+
return SafeDecimalMath._divideDecimalRound(x, y, UNIT);
|
|
17
|
+
}
|
|
18
|
+
static _divideDecimalRound(x, y, precisionUnit) {
|
|
19
|
+
let resultTimesTen = (x * (precisionUnit * 10n)) / y;
|
|
20
|
+
if (resultTimesTen % 10n >= 5n) {
|
|
21
|
+
resultTimesTen += 10n;
|
|
22
|
+
}
|
|
23
|
+
return resultTimesTen / 10n;
|
|
24
|
+
}
|
|
25
|
+
static multiplyDecimalRound(x, y) {
|
|
26
|
+
return SafeDecimalMath._multiplyDecimalRound(x, y, UNIT);
|
|
27
|
+
}
|
|
28
|
+
static _multiplyDecimalRound(x, y, precisionUnit) {
|
|
29
|
+
let quotientTimesTen = (x * y) / (precisionUnit / 10n);
|
|
30
|
+
if (quotientTimesTen % 10n >= 5n) {
|
|
31
|
+
quotientTimesTen += 10n;
|
|
32
|
+
}
|
|
33
|
+
return quotientTimesTen / 10n;
|
|
34
|
+
}
|
|
35
|
+
static divideDecimal(x, y) {
|
|
36
|
+
/* Reintroduce the UNIT factor that will be divided out by y. */
|
|
37
|
+
return (x * UNIT) / y;
|
|
38
|
+
}
|
|
39
|
+
}
|
|
40
|
+
exports.SafeDecimalMath = SafeDecimalMath;
|
|
41
|
+
//# sourceMappingURL=SafeDecimalMath.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"SafeDecimalMath.js","sourceRoot":"","sources":["../../../../src/dex/synthetix/contract-math/SafeDecimalMath.ts"],"names":[],"mappings":";;;AAAA,gEAAoD;AAEpD,MAAM,QAAQ,GAAG,EAAE,CAAC;AAEpB,MAAM,IAAI,GAAG,0BAAO,CAAC,QAAQ,CAAC,CAAC;AAE/B,MAAa,eAAe;IAC1B,MAAM,KAAK,IAAI;QACb,OAAO,IAAI,CAAC;IACd,CAAC;IAED,MAAM,CAAC,eAAe,CAAC,CAAS,EAAE,CAAS;QACzC,0EAA0E;QAC1E,OAAO,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC;IACxB,CAAC;IAED,MAAM,CAAC,kBAAkB,CAAC,CAAS,EAAE,CAAS;QAC5C,OAAO,eAAe,CAAC,mBAAmB,CAAC,CAAC,EAAE,CAAC,EAAE,IAAI,CAAC,CAAC;IACzD,CAAC;IAED,MAAM,CAAC,mBAAmB,CAAC,CAAS,EAAE,CAAS,EAAE,aAAqB;QACpE,IAAI,cAAc,GAAG,CAAC,CAAC,GAAG,CAAC,aAAa,GAAG,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC;QAErD,IAAI,cAAc,GAAG,GAAG,IAAI,EAAE,EAAE,CAAC;YAC/B,cAAc,IAAI,GAAG,CAAC;QACxB,CAAC;QAED,OAAO,cAAc,GAAG,GAAG,CAAC;IAC9B,CAAC;IAED,MAAM,CAAC,oBAAoB,CAAC,CAAS,EAAE,CAAS;QAC9C,OAAO,eAAe,CAAC,qBAAqB,CAAC,CAAC,EAAE,CAAC,EAAE,IAAI,CAAC,CAAC;IAC3D,CAAC;IAED,MAAM,CAAC,qBAAqB,CAAC,CAAS,EAAE,CAAS,EAAE,aAAqB;QACtE,IAAI,gBAAgB,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,aAAa,GAAG,GAAG,CAAC,CAAC;QAEvD,IAAI,gBAAgB,GAAG,GAAG,IAAI,EAAE,EAAE,CAAC;YACjC,gBAAgB,IAAI,GAAG,CAAC;QAC1B,CAAC;QAED,OAAO,gBAAgB,GAAG,GAAG,CAAC;IAChC,CAAC;IAED,MAAM,CAAC,aAAa,CAAC,CAAS,EAAE,CAAS;QACvC,gEAAgE;QAChE,OAAO,CAAC,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC;IACxB,CAAC;CACF;AA1CD,0CA0CC"}
|
|
@@ -0,0 +1,7 @@
|
|
|
1
|
+
export declare class TickMath {
|
|
2
|
+
static readonly MIN_TICK = -887272n;
|
|
3
|
+
static readonly MAX_TICK: bigint;
|
|
4
|
+
static readonly MIN_SQRT_RATIO = 4295128739n;
|
|
5
|
+
static readonly MAX_SQRT_RATIO = 1461446703485210103287273052203988822378723970342n;
|
|
6
|
+
static getSqrtRatioAtTick(tick: bigint): bigint;
|
|
7
|
+
}
|
|
@@ -0,0 +1,63 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.TickMath = void 0;
|
|
4
|
+
const bigint_constants_1 = require("../../../bigint-constants");
|
|
5
|
+
const utils_1 = require("../../../utils");
|
|
6
|
+
class TickMath {
|
|
7
|
+
static MIN_TICK = -887272n;
|
|
8
|
+
static MAX_TICK = -TickMath.MIN_TICK;
|
|
9
|
+
static MIN_SQRT_RATIO = 4295128739n;
|
|
10
|
+
static MAX_SQRT_RATIO = 1461446703485210103287273052203988822378723970342n;
|
|
11
|
+
static getSqrtRatioAtTick(tick) {
|
|
12
|
+
const absTick = tick < 0n
|
|
13
|
+
? BigInt.asUintN(256, -BigInt.asIntN(256, tick))
|
|
14
|
+
: BigInt.asUintN(256, BigInt.asIntN(256, tick));
|
|
15
|
+
(0, utils_1._require)(absTick <= BigInt.asUintN(256, TickMath.MAX_TICK), 'T', { absTick }, 'absTick <= BigInt.asUintN(256, TickMath.MAX_TICK)');
|
|
16
|
+
let ratio = (absTick & 0x1n) !== 0n
|
|
17
|
+
? 0xfffcb933bd6fad37aa2d162d1a594001n
|
|
18
|
+
: 0x100000000000000000000000000000000n;
|
|
19
|
+
if ((absTick & 0x2n) !== 0n)
|
|
20
|
+
ratio = (ratio * 0xfff97272373d413259a46990580e213an) >> 128n;
|
|
21
|
+
if ((absTick & 0x4n) !== 0n)
|
|
22
|
+
ratio = (ratio * 0xfff2e50f5f656932ef12357cf3c7fdccn) >> 128n;
|
|
23
|
+
if ((absTick & 0x8n) !== 0n)
|
|
24
|
+
ratio = (ratio * 0xffe5caca7e10e4e61c3624eaa0941cd0n) >> 128n;
|
|
25
|
+
if ((absTick & 0x10n) !== 0n)
|
|
26
|
+
ratio = (ratio * 0xffcb9843d60f6159c9db58835c926644n) >> 128n;
|
|
27
|
+
if ((absTick & 0x20n) !== 0n)
|
|
28
|
+
ratio = (ratio * 0xff973b41fa98c081472e6896dfb254c0n) >> 128n;
|
|
29
|
+
if ((absTick & 0x40n) !== 0n)
|
|
30
|
+
ratio = (ratio * 0xff2ea16466c96a3843ec78b326b52861n) >> 128n;
|
|
31
|
+
if ((absTick & 0x80n) !== 0n)
|
|
32
|
+
ratio = (ratio * 0xfe5dee046a99a2a811c461f1969c3053n) >> 128n;
|
|
33
|
+
if ((absTick & 0x100n) !== 0n)
|
|
34
|
+
ratio = (ratio * 0xfcbe86c7900a88aedcffc83b479aa3a4n) >> 128n;
|
|
35
|
+
if ((absTick & 0x200n) !== 0n)
|
|
36
|
+
ratio = (ratio * 0xf987a7253ac413176f2b074cf7815e54n) >> 128n;
|
|
37
|
+
if ((absTick & 0x400n) !== 0n)
|
|
38
|
+
ratio = (ratio * 0xf3392b0822b70005940c7a398e4b70f3n) >> 128n;
|
|
39
|
+
if ((absTick & 0x800n) !== 0n)
|
|
40
|
+
ratio = (ratio * 0xe7159475a2c29b7443b29c7fa6e889d9n) >> 128n;
|
|
41
|
+
if ((absTick & 0x1000n) !== 0n)
|
|
42
|
+
ratio = (ratio * 0xd097f3bdfd2022b8845ad8f792aa5825n) >> 128n;
|
|
43
|
+
if ((absTick & 0x2000n) !== 0n)
|
|
44
|
+
ratio = (ratio * 0xa9f746462d870fdf8a65dc1f90e061e5n) >> 128n;
|
|
45
|
+
if ((absTick & 0x4000n) !== 0n)
|
|
46
|
+
ratio = (ratio * 0x70d869a156d2a1b890bb3df62baf32f7n) >> 128n;
|
|
47
|
+
if ((absTick & 0x8000n) !== 0n)
|
|
48
|
+
ratio = (ratio * 0x31be135f97d08fd981231505542fcfa6n) >> 128n;
|
|
49
|
+
if ((absTick & 0x10000n) !== 0n)
|
|
50
|
+
ratio = (ratio * 0x9aa508b5b7a84e1c677de54f3e99bc9n) >> 128n;
|
|
51
|
+
if ((absTick & 0x20000n) !== 0n)
|
|
52
|
+
ratio = (ratio * 0x5d6af8dedb81196699c329225ee604n) >> 128n;
|
|
53
|
+
if ((absTick & 0x40000n) !== 0n)
|
|
54
|
+
ratio = (ratio * 0x2216e584f5fa1ea926041bedfe98n) >> 128n;
|
|
55
|
+
if ((absTick & 0x80000n) !== 0n)
|
|
56
|
+
ratio = (ratio * 0x48a170391f7dc42444e8fa2n) >> 128n;
|
|
57
|
+
if (tick > 0)
|
|
58
|
+
ratio = bigint_constants_1.BI_MAX_UINT256 / ratio;
|
|
59
|
+
return BigInt.asUintN(160, (ratio >> 32n) + (ratio % (1n << 32n) == 0n ? 0n : 1n));
|
|
60
|
+
}
|
|
61
|
+
}
|
|
62
|
+
exports.TickMath = TickMath;
|
|
63
|
+
//# sourceMappingURL=TickMath.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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@@ -0,0 +1,17 @@
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1
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+
import { PoolState } from '../types';
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2
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+
export declare class SynthetixMath {
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3
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getAmountsForAtomicExchange(state: PoolState, sourceAmount: bigint, sourceCurrencyKey: string, destinationCurrencyKey: string): bigint;
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4
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+
getAmountsForExchange(state: PoolState, sourceAmount: bigint, sourceCurrencyKey: string, destinationCurrencyKey: string): bigint;
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5
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private _feeRateForExchange;
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6
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private _dynamicFeeRateForExchange;
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7
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private _dynamicFeeRateForCurrency;
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8
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private _dynamicFeeRateForCurrencyRound;
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9
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private _dynamicFeeCalculation;
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10
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private _thresholdedAbsDeviationRatio;
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11
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+
private _getAmountsForAtomicExchangeMinusFees;
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12
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private _feeRateForAtomicExchange;
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13
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+
private _deductFeesFromAmount;
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14
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private _getAtomicExchangeFeeRate;
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15
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private _getExchangeFeeRate;
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16
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+
}
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17
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export declare const synthetixMath: SynthetixMath;
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@@ -0,0 +1,127 @@
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1
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"use strict";
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2
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Object.defineProperty(exports, "__esModule", { value: true });
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3
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exports.synthetixMath = exports.SynthetixMath = void 0;
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4
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+
const utils_1 = require("../../../utils");
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5
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+
const ExchangeRates_1 = require("./ExchangeRates");
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6
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+
const ExchangeRatesWithDexPricing_1 = require("./ExchangeRatesWithDexPricing");
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7
|
+
const SafeDecimalMath_1 = require("./SafeDecimalMath");
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8
|
+
class SynthetixMath {
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9
|
+
getAmountsForAtomicExchange(state, sourceAmount, sourceCurrencyKey, destinationCurrencyKey) {
|
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10
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+
const [amountReceived] = this._getAmountsForAtomicExchangeMinusFees(state, sourceAmount, sourceCurrencyKey, destinationCurrencyKey);
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11
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+
return amountReceived;
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12
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+
}
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13
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+
getAmountsForExchange(state, sourceAmount, sourceCurrencyKey, destinationCurrencyKey) {
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14
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+
const [exchangeFeeRate, tooVolatile] = this._feeRateForExchange(state, sourceCurrencyKey, destinationCurrencyKey);
|
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15
|
+
// check rates volatility result
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16
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+
(0, utils_1._require)(!tooVolatile, 'exchange rates too volatile', { sourceAmount, sourceCurrencyKey, destinationCurrencyKey, tooVolatile }, '!tooVolatile');
|
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17
|
+
const destinationAmount = ExchangeRates_1.exchangeRates.effectiveValueAndRates(state, sourceCurrencyKey, sourceAmount, destinationCurrencyKey);
|
|
18
|
+
return this._deductFeesFromAmount(destinationAmount, exchangeFeeRate);
|
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19
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+
}
|
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20
|
+
_feeRateForExchange(state, sourceCurrencyKey, destinationCurrencyKey) {
|
|
21
|
+
// Get the exchange fee rate as per the source currencyKey and destination currencyKey
|
|
22
|
+
const baseRate = this._getExchangeFeeRate(state, sourceCurrencyKey) +
|
|
23
|
+
this._getExchangeFeeRate(state, destinationCurrencyKey);
|
|
24
|
+
const [dynamicFee, tooVolatile] = this._dynamicFeeRateForExchange(state, sourceCurrencyKey, destinationCurrencyKey);
|
|
25
|
+
return [baseRate + dynamicFee, tooVolatile];
|
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26
|
+
}
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27
|
+
_dynamicFeeRateForExchange(state, sourceCurrencyKey, destinationCurrencyKey) {
|
|
28
|
+
const [dynamicFeeDst, dstVolatile] = this._dynamicFeeRateForCurrency(state, destinationCurrencyKey);
|
|
29
|
+
const [dynamicFeeSrc, srcVolatile] = this._dynamicFeeRateForCurrency(state, sourceCurrencyKey);
|
|
30
|
+
let dynamicFee = dynamicFeeDst + dynamicFeeSrc;
|
|
31
|
+
// cap to maxFee
|
|
32
|
+
const overMax = dynamicFee > state.exchangeDynamicFeeConfig.maxFee;
|
|
33
|
+
dynamicFee = overMax ? state.exchangeDynamicFeeConfig.maxFee : dynamicFee;
|
|
34
|
+
return [dynamicFee, overMax || dstVolatile || srcVolatile];
|
|
35
|
+
}
|
|
36
|
+
_dynamicFeeRateForCurrency(state, currencyKey) {
|
|
37
|
+
// no dynamic dynamicFee for sUSD or too few rounds
|
|
38
|
+
if (currencyKey === state.sUSDCurrencyKey ||
|
|
39
|
+
state.exchangeDynamicFeeConfig.rounds <= 1) {
|
|
40
|
+
return [0n, false];
|
|
41
|
+
}
|
|
42
|
+
const roundId = ExchangeRates_1.exchangeRates.getCurrentRoundId(state, currencyKey);
|
|
43
|
+
return this._dynamicFeeRateForCurrencyRound(state, currencyKey, roundId);
|
|
44
|
+
}
|
|
45
|
+
_dynamicFeeRateForCurrencyRound(state, currencyKey, roundId) {
|
|
46
|
+
// no dynamic dynamicFee for sUSD or too few rounds
|
|
47
|
+
if (currencyKey == state.sUSDCurrencyKey ||
|
|
48
|
+
state.exchangeDynamicFeeConfig.rounds <= 1) {
|
|
49
|
+
return [0n, false];
|
|
50
|
+
}
|
|
51
|
+
const [prices] = ExchangeRates_1.exchangeRates.ratesAndUpdatedTimeForCurrencyLastNRounds(state, currencyKey, state.exchangeDynamicFeeConfig.rounds, roundId);
|
|
52
|
+
let dynamicFee = this._dynamicFeeCalculation(prices, state.exchangeDynamicFeeConfig.threshold, state.exchangeDynamicFeeConfig.weightDecay);
|
|
53
|
+
// cap to maxFee
|
|
54
|
+
const overMax = dynamicFee > state.exchangeDynamicFeeConfig.maxFee;
|
|
55
|
+
dynamicFee = overMax ? state.exchangeDynamicFeeConfig.maxFee : dynamicFee;
|
|
56
|
+
return [dynamicFee, overMax];
|
|
57
|
+
}
|
|
58
|
+
_dynamicFeeCalculation(prices, threshold, weightDecay) {
|
|
59
|
+
// don't underflow
|
|
60
|
+
if (prices.length == 0) {
|
|
61
|
+
return 0n;
|
|
62
|
+
}
|
|
63
|
+
let dynamicFee = 0n; // start with 0
|
|
64
|
+
// go backwards in price array
|
|
65
|
+
for (let i = prices.length - 1; i > 0; i--) {
|
|
66
|
+
// apply decay from previous round (will be 0 for first round)
|
|
67
|
+
dynamicFee = SafeDecimalMath_1.SafeDecimalMath.multiplyDecimal(dynamicFee, weightDecay);
|
|
68
|
+
// calculate price deviation
|
|
69
|
+
const deviation = this._thresholdedAbsDeviationRatio(prices[i - 1], prices[i], threshold);
|
|
70
|
+
// add to total fee
|
|
71
|
+
dynamicFee = dynamicFee + deviation;
|
|
72
|
+
}
|
|
73
|
+
return dynamicFee;
|
|
74
|
+
}
|
|
75
|
+
_thresholdedAbsDeviationRatio(price, previousPrice, threshold) {
|
|
76
|
+
if (previousPrice === 0n) {
|
|
77
|
+
return 0n; // don't divide by zero
|
|
78
|
+
}
|
|
79
|
+
// abs difference between prices
|
|
80
|
+
const absDelta = price > previousPrice ? price - previousPrice : previousPrice - price;
|
|
81
|
+
// relative to previous price
|
|
82
|
+
const deviationRatio = SafeDecimalMath_1.SafeDecimalMath.divideDecimal(absDelta, previousPrice);
|
|
83
|
+
// only the positive difference from threshold
|
|
84
|
+
return deviationRatio > threshold ? deviationRatio - threshold : 0n;
|
|
85
|
+
}
|
|
86
|
+
_getAmountsForAtomicExchangeMinusFees(state, sourceAmount, sourceCurrencyKey, destinationCurrencyKey) {
|
|
87
|
+
let amountReceived = 0n;
|
|
88
|
+
let fee = 0n;
|
|
89
|
+
let exchangeFeeRate = 0n;
|
|
90
|
+
let [destinationAmount, systemConvertedAmount, systemSourceRate, systemDestinationRate,] = ExchangeRatesWithDexPricing_1.exchangeRatesWithDexPricing.effectiveAtomicValueAndRates(state, sourceCurrencyKey, sourceAmount, destinationCurrencyKey);
|
|
91
|
+
exchangeFeeRate = this._feeRateForAtomicExchange(state, sourceCurrencyKey, destinationCurrencyKey);
|
|
92
|
+
amountReceived = this._deductFeesFromAmount(destinationAmount, exchangeFeeRate);
|
|
93
|
+
fee = destinationAmount - amountReceived;
|
|
94
|
+
return [
|
|
95
|
+
amountReceived,
|
|
96
|
+
fee,
|
|
97
|
+
exchangeFeeRate,
|
|
98
|
+
systemConvertedAmount,
|
|
99
|
+
systemSourceRate,
|
|
100
|
+
systemDestinationRate,
|
|
101
|
+
];
|
|
102
|
+
}
|
|
103
|
+
_feeRateForAtomicExchange(state, sourceCurrencyKey, destinationCurrencyKey) {
|
|
104
|
+
let baseRate = this._getAtomicExchangeFeeRate(state, sourceCurrencyKey) +
|
|
105
|
+
this._getAtomicExchangeFeeRate(state, destinationCurrencyKey);
|
|
106
|
+
if (baseRate === 0n) {
|
|
107
|
+
baseRate =
|
|
108
|
+
this._getExchangeFeeRate(state, sourceCurrencyKey) +
|
|
109
|
+
this._getExchangeFeeRate(state, destinationCurrencyKey);
|
|
110
|
+
}
|
|
111
|
+
return baseRate;
|
|
112
|
+
}
|
|
113
|
+
_deductFeesFromAmount(destinationAmount, exchangeFeeRate) {
|
|
114
|
+
return SafeDecimalMath_1.SafeDecimalMath.multiplyDecimal(destinationAmount, SafeDecimalMath_1.SafeDecimalMath.unit - exchangeFeeRate);
|
|
115
|
+
}
|
|
116
|
+
_getAtomicExchangeFeeRate(state, currencyKey) {
|
|
117
|
+
// Onchain call adapted into state retrieval
|
|
118
|
+
return state.atomicExchangeFeeRate[currencyKey];
|
|
119
|
+
}
|
|
120
|
+
_getExchangeFeeRate(state, currencyKey) {
|
|
121
|
+
// Onchain call adapted into state retrieval
|
|
122
|
+
return state.exchangeFeeRate[currencyKey];
|
|
123
|
+
}
|
|
124
|
+
}
|
|
125
|
+
exports.SynthetixMath = SynthetixMath;
|
|
126
|
+
exports.synthetixMath = new SynthetixMath();
|
|
127
|
+
//# sourceMappingURL=synthetix-math.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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@@ -0,0 +1,36 @@
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|
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1
|
+
import { Interface } from '@ethersproject/abi';
|
|
2
|
+
import { IDexHelper } from '../../dex-helper';
|
|
3
|
+
import { MultiWrapper } from '../../lib/multi-wrapper';
|
|
4
|
+
import { Logger } from '../../types';
|
|
5
|
+
import { DexParams, OnchainConfigValues, PoolState } from './types';
|
|
6
|
+
export declare class SynthetixState {
|
|
7
|
+
private dexKey;
|
|
8
|
+
private dexHelper;
|
|
9
|
+
private combinedIface;
|
|
10
|
+
private config;
|
|
11
|
+
private onchainConfigValueUpdateFrequencyInMs;
|
|
12
|
+
logger: Logger;
|
|
13
|
+
fullState?: {
|
|
14
|
+
blockNumber: number;
|
|
15
|
+
updatedAtInMs: number;
|
|
16
|
+
values: PoolState;
|
|
17
|
+
};
|
|
18
|
+
isStateSynching: boolean;
|
|
19
|
+
private readonly _onchainConfigValues;
|
|
20
|
+
constructor(dexKey: string, dexHelper: IDexHelper, combinedIface: Interface, config: DexParams, onchainConfigValueUpdateFrequencyInMs?: number);
|
|
21
|
+
get multiWrapper(): MultiWrapper;
|
|
22
|
+
get onchainConfigValuesWithUndefined(): OnchainConfigValues | undefined;
|
|
23
|
+
get onchainConfigValues(): OnchainConfigValues;
|
|
24
|
+
updateOnchainConfigValues(blockNumber?: number): Promise<void>;
|
|
25
|
+
getState(): PoolState | undefined;
|
|
26
|
+
updateOnchainState(blockNumber?: number): Promise<PoolState | undefined>;
|
|
27
|
+
getOnchainConfigValues(blockNumber?: number): Promise<OnchainConfigValues>;
|
|
28
|
+
private _buildObserveSlot0SuspensionsLatestRoundCallData;
|
|
29
|
+
private _buildObservationsRoundAndOverriddenCallData;
|
|
30
|
+
private _buildOneOverriddenCallData;
|
|
31
|
+
private _buildOverriddenCallData;
|
|
32
|
+
private _buildOverriddenAndDecimalsCallData;
|
|
33
|
+
private _buildFlexibleStorageCurrencyCallData;
|
|
34
|
+
private _buildResolverAggregatorAndCurrencyCallData;
|
|
35
|
+
private _buildInitialStateCallData;
|
|
36
|
+
}
|