@paraswap/dex-lib 4.8.34-uni-v3-rust.0 → 4.8.34

package/build/dex/onebit/types.d.ts

@@ -1,14 +0,0 @@
-import { Address } from '@paraswap/core';
-export declare type OnebitData = {
-    router: Address;
-};
-export declare type OnebitParam = [
-    srcToken: string,
-    destToken: string,
-    srcAmount: string,
-    destAmountMin: string,
-    to: string
-];
-export declare enum OnebitFunctions {
-    swapTokensWithTrust = "swapTokensWithTrust"
-}

package/build/dex/onebit/types.js

@@ -1,8 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.OnebitFunctions = void 0;
-var OnebitFunctions;
-(function (OnebitFunctions) {
-    OnebitFunctions["swapTokensWithTrust"] = "swapTokensWithTrust";
-})(OnebitFunctions = exports.OnebitFunctions || (exports.OnebitFunctions = {}));
-//# sourceMappingURL=types.js.map

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

@@ -1 +0,0 @@
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package/build/dex/pancakeswap-v3/scripts/measure-calc-time.js

@@ -1,203 +0,0 @@
-"use strict";
-var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    var desc = Object.getOwnPropertyDescriptor(m, k);
-    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
-      desc = { enumerable: true, get: function() { return m[k]; } };
-    }
-    Object.defineProperty(o, k2, desc);
-}) : (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    o[k2] = m[k];
-}));
-var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
-    Object.defineProperty(o, "default", { enumerable: true, value: v });
-}) : function(o, v) {
-    o["default"] = v;
-});
-var __importStar = (this && this.__importStar) || (function () {
-    var ownKeys = function(o) {
-        ownKeys = Object.getOwnPropertyNames || function (o) {
-            var ar = [];
-            for (var k in o) if (Object.prototype.hasOwnProperty.call(o, k)) ar[ar.length] = k;
-            return ar;
-        };
-        return ownKeys(o);
-    };
-    return function (mod) {
-        if (mod && mod.__esModule) return mod;
-        var result = {};
-        if (mod != null) for (var k = ownKeys(mod), i = 0; i < k.length; i++) if (k[i] !== "default") __createBinding(result, mod, k[i]);
-        __setModuleDefault(result, mod);
-        return result;
-    };
-})();
-Object.defineProperty(exports, "__esModule", { value: true });
-/*
- * Benchmark: PancakeSwap V3 queryOutputs — JS vs Rust native addon.
- * Verifies correctness and measures per-pool performance.
- */
-const dotenv = __importStar(require("dotenv"));
-dotenv.config();
-const log4js_1 = require("../../../lib/log4js");
-const constants_1 = require("../../../constants");
-const dex_helper_1 = require("../../../dex-helper");
-const pancakeswap_v3_math_1 = require("../contract-math/pancakeswap-v3-math");
-const pancakeswap_v3_1 = require("../pancakeswap-v3");
-const perf_hooks_1 = require("perf_hooks");
-const native_bridge_1 = require("../../uniswap-v3/contract-math/native-bridge");
-const utils_1 = require("../../../utils");
-const logger = (0, log4js_1.getLogger)('PancakeSwapV3Benchmark');
-const runsNumber = 1000;
-const network = constants_1.Network.MAINNET;
-const dexHelper = new dex_helper_1.DummyDexHelper(network);
-const dex = new pancakeswap_v3_1.PancakeswapV3(network, 'PancakeswapV3', dexHelper);
-const side = constants_1.SwapSide.SELL;
-const pairs = [
-    {
-        name: 'USDC/WETH',
-        src: {
-            address: '0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48',
-            decimals: 6,
-        },
-        dest: {
-            address: '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2',
-            decimals: 18,
-        },
-    },
-    {
-        name: 'WETH/USDT',
-        src: {
-            address: '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2',
-            decimals: 18,
-        },
-        dest: {
-            address: '0xdAC17F958D2ee523a2206206994597C13D831ec7',
-            decimals: 6,
-        },
-    },
-    {
-        name: 'WBTC/WETH',
-        src: {
-            address: '0x2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599',
-            decimals: 8,
-        },
-        dest: {
-            address: '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2',
-            decimals: 18,
-        },
-    },
-];
-function generateAmounts(decimals) {
-    const unit = (0, utils_1.getBigIntPow)(decimals);
-    const amounts = [0n];
-    for (let i = 1; i <= 50; i++)
-        amounts.push(unit * BigInt(i * 100));
-    amounts.push(unit * 100000n, unit * 1000000n, unit * 10000000n);
-    return amounts;
-}
-const sortTokens = (a, b) => [a, b].sort((x, y) => (x < y ? -1 : 1));
-function printStats(measures, label) {
-    const sorted = [...measures].sort((a, b) => a - b);
-    const avg = sorted.reduce((a, b) => a + b) / sorted.length;
-    const p50 = sorted[Math.floor(sorted.length * 0.5)];
-    const p95 = sorted[Math.floor(sorted.length * 0.95)];
-    const p99 = sorted[Math.floor(sorted.length * 0.99)];
-    const max = sorted[sorted.length - 1];
-    logger.info(`  [${label}] avg=${avg.toFixed(3)}ms | p50=${p50.toFixed(3)}ms | ` +
-        `p95=${p95.toFixed(3)}ms | p99=${p99.toFixed(3)}ms | max=${max.toFixed(3)}ms`);
-}
-async function benchmarkPair(pair, blockNumber) {
-    const { name, src, dest } = pair;
-    const amounts = generateAmounts(src.decimals);
-    const [token0] = sortTokens(src.address.toLowerCase(), dest.address.toLowerCase());
-    const zeroForOne = token0 === src.address.toLowerCase();
-    logger.info(`\n${'='.repeat(60)}`);
-    logger.info(`PAIR: ${name} (${amounts.length} amounts, ${runsNumber} runs)`);
-    logger.info(`${'='.repeat(60)}\n`);
-    await dex.getPricesVolume(src, dest, amounts, side, blockNumber);
-    const poolEntries = Object.entries(dex.eventPools)
-        .filter(([key]) => {
-        const [s0, s1] = sortTokens(src.address.toLowerCase(), dest.address.toLowerCase());
-        return key.includes(s0) && key.includes(s1);
-    })
-        .filter(([, ep]) => ep != null)
-        .map(([key, ep]) => ({
-        key: key.split('_').pop(),
-        pool: ep,
-        state: ep.getState(blockNumber),
-    }))
-        .filter(p => p.state !== null);
-    if (!poolEntries.length) {
-        logger.warn(`  No pools found for ${name}`);
-        return;
-    }
-    logger.info(`  Pools: ${poolEntries.map(p => `fee=${p.key}`).join(', ')}\n`);
-    for (const p of poolEntries) {
-        const ticks = Object.keys(p.state.ticks).length;
-        logger.info(`  fee=${p.key}: ${ticks} ticks, liquidity=${p.state.liquidity}`);
-    }
-    logger.info('');
-    logger.info('  --- JS ---');
-    for (const pool of poolEntries) {
-        const measures = [];
-        for (let i = 0; i < runsNumber; i++) {
-            const start = perf_hooks_1.performance.now();
-            pancakeswap_v3_math_1.pancakeswapV3Math.queryOutputs(pool.state, amounts, zeroForOne, side);
-            measures.push(perf_hooks_1.performance.now() - start);
-        }
-        printStats(measures, `JS fee=${pool.key}`);
-    }
-    if (native_bridge_1.nativeAddonAvailable) {
-        logger.info('  --- Rust ---');
-        for (const pool of poolEntries) {
-            const handle = (0, native_bridge_1.createRustHandle)(pool.state, 'pancakeswap_v3');
-            if (!handle) {
-                logger.warn(`  Failed to create Rust handle for fee=${pool.key}`);
-                continue;
-            }
-            const measures = [];
-            for (let i = 0; i < runsNumber; i++) {
-                const start = perf_hooks_1.performance.now();
-                handle.queryOutputs(amounts, zeroForOne, 0);
-                measures.push(perf_hooks_1.performance.now() - start);
-            }
-            printStats(measures, `Rust fee=${pool.key}`);
-            // Correctness
-            const jsResult = pancakeswap_v3_math_1.pancakeswapV3Math.queryOutputs(pool.state, amounts, zeroForOne, side);
-            const rustResult = handle.queryOutputs(amounts, zeroForOne, 0);
-            let mismatches = 0;
-            for (let k = 0; k < amounts.length; k++) {
-                if (jsResult.outputs[k] !== rustResult.outputs[k]) {
-                    mismatches++;
-                    if (mismatches <= 3) {
-                        logger.error(`  MISMATCH fee=${pool.key} amount[${k}]=${amounts[k]} ` +
-                            `js=${jsResult.outputs[k]} rust=${rustResult.outputs[k]}`);
-                    }
-                }
-            }
-            logger.info(mismatches === 0
-                ? `  fee=${pool.key}: all ${amounts.length} outputs match ✓`
-                : `  fee=${pool.key}: ${mismatches}/${amounts.length} MISMATCHES`);
-        }
-    }
-    else {
-        logger.info('  Rust addon not available');
-    }
-}
-(async function main() {
-    logger.info(`PancakeSwap V3 benchmark (${runsNumber} runs)\n`);
-    const blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
-    logger.info(`Block: ${blockNumber}`);
-    for (const pair of pairs) {
-        try {
-            await benchmarkPair(pair, blockNumber);
-        }
-        catch (e) {
-            logger.error(`Failed ${pair.name}:`, e);
-        }
-    }
-    logger.info('\nDone.');
-    process.exit(0);
-})();
-//# sourceMappingURL=measure-calc-time.js.map

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

@@ -1,11 +0,0 @@
-import { DexParams } from './types';
-import { DexConfigMap } from '../../types';
-export declare const QuickPerpsConfig: DexConfigMap<DexParams>;
-export declare const Adapters: {
-    [chainId: number]: {
-        [side: string]: {
-            name: string;
-            index: number;
-        }[] | null;
-    };
-};

package/build/dex/quick-perps/config.js

@@ -1,27 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.Adapters = exports.QuickPerpsConfig = void 0;
-const constants_1 = require("../../constants");
-exports.QuickPerpsConfig = {
-    QuickPerps: {
-        [constants_1.Network.ZKEVM]: {
-            vault: '0x99B31498B0a1Dae01fc3433e3Cb60F095340935C',
-            reader: '0xf1CFB75854DE535475B88Bb6FBad317eea98c0F9',
-            priceFeed: '0x5b1F500134bdD7f4359F5B2adC65f839737290f4',
-            fastPriceFeed: '0x73903fEc691a80Ec47bc830bf3F0baD127A06e30',
-            fastPriceEvents: '0x08bC8ef0b71238055f9Ee6BBc90869D8d0DBdCCa',
-            usdq: '0x48aC594dd00c4aAcF40f83337fc6dA31F9F439A7',
-        },
-    },
-};
-exports.Adapters = {
-    [constants_1.Network.ZKEVM]: {
-        [constants_1.SwapSide.SELL]: [
-            {
-                name: 'PolygonZkEvmAdapter01',
-                index: 2,
-            },
-        ],
-    },
-};
-//# sourceMappingURL=config.js.map

package/build/dex/quick-perps/config.js.map

@@ -1 +0,0 @@
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package/build/dex/quick-perps/fast-price-feed.d.ts

@@ -1,26 +0,0 @@
-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 { FastPriceFeedConfig, FastPriceFeedState } from './types';
-import { Lens } from '../../lens';
-export declare class FastPriceFeed<State> extends PartialEventSubscriber<State, FastPriceFeedState> {
-    private fastPriceFeedAddress;
-    private tokenAddresses;
-    static readonly interface: Interface;
-    static readonly fastPriceEventsInterface: Interface;
-    BASIS_POINTS_DIVISOR: bigint;
-    protected priceDuration: number;
-    protected maxDeviationBasisPoints: bigint;
-    protected favorFastPrice: Record<string, boolean>;
-    private spreadBasisPointsIfInactive;
-    private spreadBasisPointsIfChainError;
-    private maxPriceUpdateDelay;
-    constructor(fastPriceFeedAddress: Address, fastPriceEventsAddress: Address, tokenAddresses: Address[], config: FastPriceFeedConfig, lens: Lens<DeepReadonly<State>, DeepReadonly<FastPriceFeedState>>, logger: Logger);
-    processLog(state: DeepReadonly<FastPriceFeedState>, log: Readonly<Log>, blockHeader: Readonly<BlockHeader>): DeepReadonly<FastPriceFeedState> | null;
-    getPrice(_state: DeepReadonly<State>, _token: Address, _refPrice: bigint, _maximize: boolean): bigint;
-    static getConfigMulticallInputs(fastPriceFeedAddress: Address, tokenAddresses: Address[]): MultiCallInput[];
-    static getConfig(multicallOutputs: MultiCallOutput[], tokenAddresses: Address[]): FastPriceFeedConfig;
-    getGenerateStateMultiCallInputs(): MultiCallInput[];
-    generateState(multicallOutputs: MultiCallOutput[], blockNumber?: number | 'latest'): DeepReadonly<FastPriceFeedState>;
-}

package/build/dex/quick-perps/fast-price-feed.js

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

package/build/dex/quick-perps/fast-price-feed.js.map

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

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