@paraswap/dex-lib 4.8.24 → 4.8.26-is128.0

package/build/dex/gmx/pool.js

@@ -0,0 +1,212 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.GMXEventPool = void 0;
+const lens_1 = require("../../lens");
+const composed_event_subscriber_1 = require("../../composed-event-subscriber");
+const chainlink_1 = require("../../lib/chainlink");
+const fast_price_feed_1 = require("./fast-price-feed");
+const vault_price_feed_1 = require("./vault-price-feed");
+const vault_1 = require("./vault");
+const usdg_1 = require("./usdg");
+const reader_json_1 = __importDefault(require("../../abi/gmx/reader.json"));
+const MAX_AMOUNT_IN_CACHE_TTL = 5 * 60;
+class GMXEventPool extends composed_event_subscriber_1.ComposedEventSubscriber {
+    network;
+    dexHelper;
+    PRICE_PRECISION = 10n ** 30n;
+    USDG_DECIMALS = 18;
+    BASIS_POINTS_DIVISOR = 10000n;
+    vault;
+    reader;
+    constructor(parentName, network, dexHelper, logger, config) {
+        const chainlinkMap = Object.entries(config.chainlink).reduce((acc, [key, value]) => {
+            acc[key] = new chainlink_1.ChainLinkSubscriber(value.proxy, value.aggregator, (0, lens_1.lens)().primaryPrices[key], dexHelper.getLogger(`${key} ChainLink for ${parentName}-${network}`));
+            return acc;
+        }, {});
+        const fastPriceFeed = new fast_price_feed_1.FastPriceFeed(config.fastPriceFeed, config.fastPriceEvents, config.tokenAddresses, config.fastPriceFeedConfig, (0, lens_1.lens)().secondaryPrices, dexHelper.getLogger(`${parentName}-${network} fastPriceFeed`));
+        const vaultPriceFeed = new vault_price_feed_1.VaultPriceFeed(config.vaultPriceFeedConfig, chainlinkMap, fastPriceFeed);
+        const usdg = new usdg_1.USDG(config.usdgAddress, (0, lens_1.lens)().usdg, dexHelper.getLogger(`${parentName}-${network} USDG`));
+        const vault = new vault_1.Vault(config.vaultAddress, config.tokenAddresses, config.vaultConfig, vaultPriceFeed, usdg, (0, lens_1.lens)().vault, dexHelper.getLogger(`${parentName}-${network} vault`));
+        super(parentName, 'pool', dexHelper.getLogger(`${parentName}-${network}`), dexHelper, [...Object.values(chainlinkMap), fastPriceFeed, usdg, vault], {
+            primaryPrices: {},
+            secondaryPrices: {
+                lastUpdatedAt: 0,
+                prices: {},
+            },
+            vault: {
+                usdgAmounts: {},
+            },
+            usdg: {
+                totalSupply: 0n,
+            },
+        });
+        this.network = network;
+        this.dexHelper = dexHelper;
+        this.vault = vault;
+        this.reader = new this.dexHelper.web3Provider.eth.Contract(reader_json_1.default, config.readerAddress);
+    }
+    async getStateOrGenerate(blockNumber) {
+        const evenState = this.getState(blockNumber);
+        if (evenState)
+            return evenState;
+        const onChainState = await this.generateState(blockNumber);
+        this.setState(onChainState, blockNumber);
+        return onChainState;
+    }
+    async getMaxAmountIn(_tokenIn, _tokenOut) {
+        const cacheKey = `maxAmountIn_${_tokenIn}_${_tokenOut}`;
+        const maxAmountCached = await this.dexHelper.cache.get(this.parentName, this.network, cacheKey);
+        if (maxAmountCached)
+            return BigInt(maxAmountCached);
+        const maxAmount = await this.reader.methods
+            .getMaxAmountIn(this.vault.vaultAddress, _tokenIn, _tokenOut)
+            .call();
+        this.dexHelper.cache.setex(this.parentName, this.network, cacheKey, MAX_AMOUNT_IN_CACHE_TTL, maxAmount);
+        return BigInt(maxAmount);
+    }
+    // Reference to the original implementation
+    // https://github.com/gmx-io/gmx-contracts/blob/master/contracts/peripherals/Reader.sol#L71
+    async getAmountOut(_tokenIn, _tokenOut, _amountsIn, blockNumber) {
+        const maxAmountIn = await this.getMaxAmountIn(_tokenIn, _tokenOut);
+        const state = await this.getStateOrGenerate(blockNumber);
+        const priceIn = this.vault.getMinPrice(state, _tokenIn);
+        const priceOut = this.vault.getMaxPrice(state, _tokenOut);
+        const tokenInDecimals = this.vault.tokenDecimals[_tokenIn];
+        const tokenOutDecimals = this.vault.tokenDecimals[_tokenOut];
+        const isStableSwap = this.vault.stableTokens[_tokenIn] && this.vault.stableTokens[_tokenOut];
+        const baseBps = isStableSwap
+            ? this.vault.stableSwapFeeBasisPoints
+            : this.vault.swapFeeBasisPoints;
+        const taxBps = isStableSwap
+            ? this.vault.stableTaxBasisPoints
+            : this.vault.taxBasisPoints;
+        const USDGUnit = BigInt(10 ** this.USDG_DECIMALS);
+        const tokenInUnit = BigInt(10 ** tokenInDecimals);
+        const tokenOutUnit = BigInt(10 ** tokenOutDecimals);
+        return _amountsIn.map(_amountIn => {
+            if (_amountIn > maxAmountIn)
+                return 0n;
+            let feeBasisPoints;
+            {
+                let usdgAmount = (_amountIn * priceIn) / this.PRICE_PRECISION;
+                usdgAmount = (usdgAmount * USDGUnit) / tokenInUnit;
+                const feesBasisPoints0 = this.vault.getFeeBasisPoints(state, _tokenIn, usdgAmount, baseBps, taxBps, true);
+                const feesBasisPoints1 = this.vault.getFeeBasisPoints(state, _tokenOut, usdgAmount, baseBps, taxBps, false);
+                // use the higher of the two fee basis points
+                feeBasisPoints =
+                    feesBasisPoints0 > feesBasisPoints1
+                        ? feesBasisPoints0
+                        : feesBasisPoints1;
+            }
+            let amountOut = (_amountIn * priceIn) / priceOut;
+            amountOut = (amountOut * tokenOutUnit) / tokenInUnit;
+            const amountOutAfterFees = (amountOut * (this.BASIS_POINTS_DIVISOR - feeBasisPoints)) /
+                this.BASIS_POINTS_DIVISOR;
+            return amountOutAfterFees;
+        });
+    }
+    static async getWhitelistedTokens(vaultAddress, blockNumber, multiContract) {
+        // get tokens count
+        const tokenCountResult = (await multiContract.methods
+            .aggregate([
+            {
+                callData: vault_1.Vault.interface.encodeFunctionData('allWhitelistedTokensLength'),
+                target: vaultAddress,
+            },
+        ])
+            .call({}, blockNumber)).returnData;
+        const tokensCount = parseInt(vault_1.Vault.interface
+            .decodeFunctionResult('allWhitelistedTokensLength', tokenCountResult[0])
+            .toString());
+        // get tokens
+        const getTokensCalldata = new Array(tokensCount).fill(0).map((_, i) => {
+            return {
+                callData: vault_1.Vault.interface.encodeFunctionData('allWhitelistedTokens', [
+                    i,
+                ]),
+                target: vaultAddress,
+            };
+        });
+        const tokensResult = (await multiContract.methods
+            .aggregate(getTokensCalldata)
+            .call({}, blockNumber)).returnData;
+        const tokens = tokensResult.map((t) => vault_1.Vault.interface
+            .decodeFunctionResult('allWhitelistedTokens', t)[0]
+            .toLowerCase());
+        return tokens;
+    }
+    static async getConfig(dexParams, blockNumber, multiContract) {
+        const tokens = await this.getWhitelistedTokens(dexParams.vault, blockNumber, multiContract);
+        // get price chainlink price feed
+        const getPriceFeedCalldata = tokens.map(t => {
+            return {
+                callData: vault_price_feed_1.VaultPriceFeed.interface.encodeFunctionData('priceFeeds', [
+                    t,
+                ]),
+                target: dexParams.priceFeed,
+            };
+        });
+        const priceFeedResult = (await multiContract.methods
+            .aggregate(getPriceFeedCalldata)
+            .call({}, blockNumber)).returnData;
+        const priceFeeds = priceFeedResult.map((p) => vault_price_feed_1.VaultPriceFeed.interface
+            .decodeFunctionResult('priceFeeds', p)[0]
+            .toString()
+            .toLowerCase());
+        // get config for all event listeners
+        let multicallSlices = [];
+        let multiCallData = [];
+        let i = 0;
+        for (let priceFeed of priceFeeds) {
+            const chainlinkConfigCallData = chainlink_1.ChainLinkSubscriber.getReadAggregatorMultiCallInput(priceFeed);
+            multiCallData.push(chainlinkConfigCallData);
+            multicallSlices.push([i, i + 1]);
+            i += 1;
+        }
+        const fastPriceFeedConfigCallData = fast_price_feed_1.FastPriceFeed.getConfigMulticallInputs(dexParams.fastPriceFeed, tokens);
+        multiCallData.push(...fastPriceFeedConfigCallData);
+        multicallSlices.push([i, i + fastPriceFeedConfigCallData.length]);
+        i += fastPriceFeedConfigCallData.length;
+        const vaultPriceFeedConfigCallData = vault_price_feed_1.VaultPriceFeed.getConfigMulticallInputs(dexParams.priceFeed, tokens);
+        multiCallData.push(...vaultPriceFeedConfigCallData);
+        multicallSlices.push([i, i + vaultPriceFeedConfigCallData.length]);
+        i += vaultPriceFeedConfigCallData.length;
+        const vaultConfigCallData = vault_1.Vault.getConfigMulticallInputs(dexParams.vault, tokens);
+        multiCallData.push(...vaultConfigCallData);
+        multicallSlices.push([i, i + vaultConfigCallData.length]);
+        i += vaultConfigCallData.length;
+        const configResults = (await multiContract.methods.aggregate(multiCallData).call({}, blockNumber)).returnData;
+        const chainlink = {};
+        for (let token of tokens) {
+            const aggregator = chainlink_1.ChainLinkSubscriber.readAggregator(configResults.slice(...multicallSlices.shift())[0]);
+            chainlink[token] = {
+                proxy: priceFeeds.shift(),
+                aggregator,
+            };
+        }
+        const fastPriceFeedConfigResults = configResults.slice(...multicallSlices.shift());
+        const fastPriceFeedConfig = fast_price_feed_1.FastPriceFeed.getConfig(fastPriceFeedConfigResults, tokens);
+        const vaultPriceFeedConfigResults = configResults.slice(...multicallSlices.shift());
+        const vaultPriceFeedConfig = vault_price_feed_1.VaultPriceFeed.getConfig(vaultPriceFeedConfigResults, tokens);
+        const vaultConfigResults = configResults.slice(...multicallSlices.shift());
+        const vaultConfig = vault_1.Vault.getConfig(vaultConfigResults, tokens);
+        return {
+            vaultAddress: dexParams.vault,
+            readerAddress: dexParams.reader,
+            priceFeed: dexParams.priceFeed,
+            fastPriceFeed: dexParams.fastPriceFeed,
+            fastPriceEvents: dexParams.fastPriceEvents,
+            usdgAddress: dexParams.usdg,
+            tokenAddresses: tokens,
+            vaultConfig,
+            vaultPriceFeedConfig,
+            fastPriceFeedConfig,
+            chainlink,
+        };
+    }
+}
+exports.GMXEventPool = GMXEventPool;
+//# sourceMappingURL=pool.js.map

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

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

@@ -0,0 +1,100 @@
+import { Address } from '../../types';
+import { ChainLinkState } from '../../lib/chainlink';
+export type PoolState = {
+    primaryPrices: {
+        [poolAddress: string]: ChainLinkState;
+    };
+    secondaryPrices: FastPriceFeedState;
+    vault: VaultState;
+    usdg: USDGState;
+};
+export type FastPriceFeedState = {
+    lastUpdatedAt: number;
+    prices: {
+        [tokenAddress: string]: bigint;
+    };
+};
+export type VaultState = {
+    usdgAmounts: {
+        [tokenAddress: string]: bigint;
+    };
+};
+export type USDGState = {
+    totalSupply: bigint;
+};
+export type GMXData = {};
+export type DexParams = {
+    vault: Address;
+    reader: Address;
+    priceFeed: Address;
+    fastPriceFeed: Address;
+    fastPriceEvents: Address;
+    usdg: Address;
+};
+export type FastPriceFeedConfig = {
+    priceDuration: number;
+    maxDeviationBasisPoints: bigint;
+    favorFastPrice: Record<string, boolean>;
+    spreadBasisPointsIfInactive: bigint;
+    spreadBasisPointsIfChainError: bigint;
+    maxPriceUpdateDelay: number;
+};
+export type VaultPriceFeedConfig = {
+    isAmmEnabled: boolean;
+    isSecondaryPriceEnabled: boolean;
+    strictStableTokens: {
+        [address: string]: boolean;
+    };
+    spreadBasisPoints: {
+        [address: string]: bigint;
+    };
+    adjustmentBasisPoints: {
+        [address: string]: bigint;
+    };
+    isAdjustmentAdditive: {
+        [address: string]: boolean;
+    };
+    priceDecimals: {
+        [address: string]: number;
+    };
+    maxStrictPriceDeviation: bigint;
+    useV2Pricing: boolean;
+    priceSampleSpace: number;
+};
+export type VaultConfig = {
+    tokenDecimals: {
+        [address: string]: number;
+    };
+    stableTokens: {
+        [address: string]: boolean;
+    };
+    tokenWeights: {
+        [address: string]: bigint;
+    };
+    stableSwapFeeBasisPoints: bigint;
+    swapFeeBasisPoints: bigint;
+    stableTaxBasisPoints: bigint;
+    taxBasisPoints: bigint;
+    hasDynamicFees: bigint;
+    includeAmmPrice: boolean;
+    useSwapPricing: boolean;
+    totalTokenWeights: bigint;
+};
+export type PoolConfig = {
+    vaultAddress: Address;
+    readerAddress: Address;
+    priceFeed: Address;
+    fastPriceFeed: Address;
+    fastPriceEvents: Address;
+    usdgAddress: Address;
+    tokenAddresses: Address[];
+    vaultConfig: VaultConfig;
+    vaultPriceFeedConfig: VaultPriceFeedConfig;
+    fastPriceFeedConfig: FastPriceFeedConfig;
+    chainlink: {
+        [address: string]: {
+            proxy: Address;
+            aggregator: Address;
+        };
+    };
+};

package/build/dex/gmx/types.js

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=types.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../src/dex/gmx/types.ts"],"names":[],"mappings":""}

package/build/dex/gmx/usdg.d.ts

@@ -0,0 +1,15 @@
+import { Interface } from '@ethersproject/abi';
+import { DeepReadonly } from 'ts-essentials';
+import { PartialEventSubscriber } from '../../composed-event-subscriber';
+import { Address, MultiCallInput, MultiCallOutput, Logger, Log, BlockHeader } from '../../types';
+import { USDGState } from './types';
+import { Lens } from '../../lens';
+export declare class USDG<State> extends PartialEventSubscriber<State, USDGState> {
+    private usdgAddress;
+    static readonly interface: Interface;
+    constructor(usdgAddress: Address, lens: Lens<DeepReadonly<State>, DeepReadonly<USDGState>>, logger: Logger);
+    getTotalSupply(state: DeepReadonly<State>): bigint;
+    processLog(state: DeepReadonly<USDGState>, log: Readonly<Log>, blockHeader: Readonly<BlockHeader>): DeepReadonly<USDGState> | null;
+    getGenerateStateMultiCallInputs(): MultiCallInput[];
+    generateState(multicallOutputs: MultiCallOutput[], blockNumber?: number | 'latest'): DeepReadonly<USDGState>;
+}

package/build/dex/gmx/usdg.js

@@ -0,0 +1,62 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.USDG = void 0;
+const lodash_1 = __importDefault(require("lodash"));
+const abi_1 = require("@ethersproject/abi");
+const composed_event_subscriber_1 = require("../../composed-event-subscriber");
+const erc20_json_1 = __importDefault(require("../../abi/erc20.json"));
+const constants_1 = require("../../constants");
+class USDG extends composed_event_subscriber_1.PartialEventSubscriber {
+    usdgAddress;
+    static interface = new abi_1.Interface(erc20_json_1.default);
+    constructor(usdgAddress, lens, logger) {
+        super([usdgAddress], lens, logger);
+        this.usdgAddress = usdgAddress;
+    }
+    getTotalSupply(state) {
+        return this.lens.get()(state).totalSupply;
+    }
+    processLog(state, log, blockHeader) {
+        try {
+            const parsed = USDG.interface.parseLog(log);
+            const _state = lodash_1.default.cloneDeep(state);
+            switch (parsed.name) {
+                case 'Transfer': {
+                    const fromAddress = parsed.args.src;
+                    const toAddress = parsed.args.dst;
+                    if (fromAddress === constants_1.NULL_ADDRESS) {
+                        _state.totalSupply += BigInt(parsed.args.wad.toString());
+                    }
+                    else if (toAddress === constants_1.NULL_ADDRESS) {
+                        _state.totalSupply -= BigInt(parsed.args.wad.toString());
+                    }
+                    return _state;
+                }
+                default:
+                    return null;
+            }
+        }
+        catch (e) {
+            this.logger.error('Failed to parse log', e);
+            return null;
+        }
+    }
+    getGenerateStateMultiCallInputs() {
+        return [
+            {
+                target: this.usdgAddress,
+                callData: USDG.interface.encodeFunctionData('totalSupply'),
+            },
+        ];
+    }
+    generateState(multicallOutputs, blockNumber) {
+        return {
+            totalSupply: BigInt(USDG.interface.decodeFunctionResult('totalSupply', multicallOutputs[0])[0]),
+        };
+    }
+}
+exports.USDG = USDG;
+//# sourceMappingURL=usdg.js.map

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

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

@@ -0,0 +1,47 @@
+import { Interface } from '@ethersproject/abi';
+import { Address, MultiCallInput, MultiCallOutput } from '../../types';
+import { VaultPriceFeedConfig } from './types';
+import { FastPriceFeed } from './fast-price-feed';
+import { ChainLinkSubscriber } from '../../lib/chainlink';
+import { DeepReadonly } from 'ts-essentials';
+export declare class VaultPriceFeed<State> {
+    protected primaryPrices: {
+        [token: string]: ChainLinkSubscriber<State>;
+    };
+    protected secondaryPrice: FastPriceFeed<State>;
+    BASIS_POINTS_DIVISOR: bigint;
+    PRICE_PRECISION: bigint;
+    ONE_USD: bigint;
+    static interface: Interface;
+    protected isAmmEnabled: boolean;
+    protected isSecondaryPriceEnabled: boolean;
+    protected strictStableTokens: {
+        [address: string]: boolean;
+    };
+    protected spreadBasisPoints: {
+        [address: string]: bigint;
+    };
+    protected adjustmentBasisPoints: {
+        [address: string]: bigint;
+    };
+    protected isAdjustmentAdditive: {
+        [address: string]: boolean;
+    };
+    protected priceDecimals: {
+        [address: string]: number;
+    };
+    protected maxStrictPriceDeviation: bigint;
+    protected useV2Pricing: boolean;
+    protected priceSampleSpace: number;
+    constructor(config: VaultPriceFeedConfig, primaryPrices: {
+        [token: string]: ChainLinkSubscriber<State>;
+    }, secondaryPrice: FastPriceFeed<State>);
+    getPrice(state: DeepReadonly<State>, _token: Address, _maximise: boolean, _includeAmmPrice: boolean, _useSwapPricing: boolean): bigint;
+    getPriceV2(state: DeepReadonly<State>, _token: Address, _maximise: boolean, _includeAmmPrice: boolean): bigint;
+    getPriceV1(state: DeepReadonly<State>, _token: Address, _maximise: boolean, _includeAmmPrice: boolean): bigint;
+    getAmmPrice(state: DeepReadonly<State>, token: Address): bigint;
+    getPrimaryPrice(state: DeepReadonly<State>, _token: Address, _maximise: boolean): bigint;
+    getSecondaryPrice(state: DeepReadonly<State>, _token: Address, _referencePrice: bigint, _maximise: boolean): bigint;
+    static getConfigMulticallInputs(vaultPriceFeedAddress: Address, tokenAddresses: Address[]): MultiCallInput[];
+    static getConfig(multicallOutputs: MultiCallOutput[], tokenAddress: Address[]): VaultPriceFeedConfig;
+}