@paraswap/dex-lib 4.8.34 → 4.8.35-metric.0

package/build/dex/uniswap-v3/scripts/bench-e2e.js.map

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package/build/dex/uniswap-v3/scripts/bench-parallel.d.ts

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+export {};

package/build/dex/uniswap-v3/scripts/bench-parallel.js

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+"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 });
+/* eslint-disable no-console */
+const dotenv = __importStar(require("dotenv"));
+dotenv.config();
+const constants_1 = require("../../../constants");
+const dex_helper_1 = require("../../../dex-helper");
+const uniswap_v3_math_1 = require("../contract-math/uniswap-v3-math");
+const uniswap_v3_1 = require("../uniswap-v3");
+const native_bridge_1 = require("../contract-math/native-bridge");
+const perf_hooks_1 = require("perf_hooks");
+const utils_1 = require("../../../utils");
+const constants_2 = require("../constants");
+// eslint-disable-next-line @typescript-eslint/no-var-requires
+const native = require('../../../../native/index.js');
+const RUNS = 2000;
+function stats(m) {
+    const s = [...m].sort((a, b) => a - b);
+    return {
+        avg: (s.reduce((a, b) => a + b) / s.length).toFixed(3),
+        p50: s[Math.floor(s.length * 0.5)].toFixed(3),
+        p99: s[Math.floor(s.length * 0.99)].toFixed(3),
+        max: s[s.length - 1].toFixed(3),
+    };
+}
+(async () => {
+    const dh = new dex_helper_1.DummyDexHelper(constants_1.Network.MAINNET);
+    const bn = await dh.web3Provider.eth.getBlockNumber();
+    const dex = new uniswap_v3_1.UniswapV3(constants_1.Network.MAINNET, 'UniswapV3', dh);
+    const USDC = {
+        address: '0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48',
+        decimals: 6,
+    };
+    const WETH = {
+        address: '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2',
+        decimals: 18,
+    };
+    const WBTC = {
+        address: '0x2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599',
+        decimals: 8,
+    };
+    const amounts = [
+        0n,
+        ...Array.from({ length: 53 }, (_, i) => (0, utils_1.getBigIntPow)(6) * BigInt((i + 1) * 100)),
+    ];
+    await dex.getPricesVolume(USDC, WETH, amounts, constants_1.SwapSide.SELL, bn);
+    await dex.getPricesVolume(WBTC, WETH, [
+        0n,
+        ...Array.from({ length: 53 }, (_, i) => (0, utils_1.getBigIntPow)(8) * BigInt(i + 1)),
+    ], constants_1.SwapSide.SELL, bn);
+    const zfo = [USDC.address.toLowerCase(), WETH.address.toLowerCase()].sort()[0] ===
+        USDC.address.toLowerCase();
+    const pools = [];
+    for (const [k, ep] of Object.entries(dex.eventPools)) {
+        if (!ep)
+            continue;
+        const st = ep.getState(bn);
+        if (!st || st.liquidity <= 0n)
+            continue;
+        pools.push({ key: k, state: st });
+    }
+    console.log(`\nPools: ${pools.length} | Amounts: ${amounts.length} | Runs: ${RUNS}\n`);
+    // JS sequential
+    const jsM = [];
+    for (let i = 0; i < RUNS; i++) {
+        const s = perf_hooks_1.performance.now();
+        for (const p of pools)
+            uniswap_v3_math_1.uniswapV3Math.queryOutputs(p.state, amounts, zfo, constants_1.SwapSide.SELL);
+        jsM.push(perf_hooks_1.performance.now() - s);
+    }
+    const js = stats(jsM);
+    console.log(`JS sequential:   avg=${js.avg}ms  p50=${js.p50}ms  p99=${js.p99}ms  max=${js.max}ms`);
+    // Rust sequential
+    const handles = pools.map(p => ({
+        key: p.key,
+        h: (0, native_bridge_1.createRustHandle)(p.state),
+    }));
+    const rsM = [];
+    for (let i = 0; i < RUNS; i++) {
+        const s = perf_hooks_1.performance.now();
+        for (const h of handles)
+            h.h.queryOutputs(amounts, zfo, 0);
+        rsM.push(perf_hooks_1.performance.now() - s);
+    }
+    const rs = stats(rsM);
+    console.log(`Rust sequential: avg=${rs.avg}ms  p50=${rs.p50}ms  p99=${rs.p99}ms  max=${rs.max}ms`);
+    // Rust parallel (registry)
+    const reg = new native.RustPoolRegistry();
+    const keys = [];
+    for (const p of pools) {
+        const s = p.state;
+        const bu = Number(constants_2.TICK_BITMAP_TO_USE_BY_CHAIN[s.networkId] ?? constants_2.TICK_BITMAP_TO_USE);
+        const bb = Number(constants_2.TICK_BITMAP_BUFFER_BY_CHAIN[s.networkId] ?? constants_2.TICK_BITMAP_BUFFER);
+        reg.setPool(p.key, {
+            variant: 'uniswap_v3',
+            bitmapRange: bu + bb,
+            blockTimestamp: s.blockTimestamp,
+            tickSpacing: s.tickSpacing,
+            fee: s.fee,
+            sqrtPriceX96: s.slot0.sqrtPriceX96,
+            tick: s.slot0.tick,
+            observationIndex: s.slot0.observationIndex,
+            observationCardinality: s.slot0.observationCardinality,
+            observationCardinalityNext: s.slot0.observationCardinalityNext,
+            feeProtocol: s.slot0.feeProtocol,
+            liquidity: s.liquidity,
+            maxLiquidityPerTick: s.maxLiquidityPerTick,
+            startTickBitmap: s.startTickBitmap,
+            lowestKnownTick: s.lowestKnownTick,
+            highestKnownTick: s.highestKnownTick,
+            tickBitmap: Object.entries(s.tickBitmap).map(([k, v]) => ({
+                key: Number(k),
+                value: v,
+            })),
+            ticks: Object.entries(s.ticks).map(([k, v]) => ({
+                key: Number(k),
+                liquidityGross: v.liquidityGross,
+                liquidityNet: v.liquidityNet,
+            })),
+            observations: Object.entries(s.observations).map(([k, v]) => ({
+                key: Number(k),
+                blockTimestamp: v.blockTimestamp,
+                tickCumulative: v.tickCumulative,
+                secondsPerLiquidityCumulativeX128: v.secondsPerLiquidityCumulativeX128,
+                initialized: v.initialized,
+            })),
+        });
+        keys.push(p.key);
+    }
+    const parM = [];
+    for (let i = 0; i < RUNS; i++) {
+        const s = perf_hooks_1.performance.now();
+        reg.queryMany(keys, amounts, zfo, 0);
+        parM.push(perf_hooks_1.performance.now() - s);
+    }
+    const par = stats(parM);
+    const threads = process.env.RAYON_NUM_THREADS || 'all';
+    console.log(`Rust PARALLEL:   avg=${par.avg}ms  p50=${par.p50}ms  p99=${par.p99}ms  max=${par.max}ms  (threads=${threads})`);
+    // Correctness
+    const pr = reg.queryMany(keys, amounts, zfo, 0);
+    let ok = true;
+    for (const r of pr) {
+        const p = pools.find(p => p.key === r.key);
+        const jr = uniswap_v3_math_1.uniswapV3Math.queryOutputs(p.state, amounts, zfo, constants_1.SwapSide.SELL);
+        for (let i = 0; i < amounts.length; i++) {
+            if (jr.outputs[i] !== r.outputs[i]) {
+                ok = false;
+                break;
+            }
+        }
+    }
+    console.log(`\nCorrectness: ${ok ? 'ALL MATCH' : 'MISMATCH'}`);
+    console.log(`\n=== ${pools.length} pools, ${amounts.length} amounts ===`);
+    console.log(`JS sequential:   ${js.p50}ms`);
+    console.log(`Rust sequential: ${rs.p50}ms  (${(parseFloat(js.p50) / parseFloat(rs.p50)).toFixed(1)}x)`);
+    console.log(`Rust parallel:   ${par.p50}ms  (${(parseFloat(js.p50) / parseFloat(par.p50)).toFixed(1)}x)  [${threads} threads]`);
+    process.exit(0);
+})();
+//# sourceMappingURL=bench-parallel.js.map

package/build/dex/uniswap-v3/scripts/bench-parallel.js.map

@@ -0,0 +1 @@
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package/build/dex/uniswap-v3/uniswap-v3-new.d.ts

@@ -0,0 +1,94 @@
+import { Interface } from '@ethersproject/abi';
+import { AdapterExchangeParam, Address, DexExchangeParam, ExchangePrices, ExchangeTxInfo, Logger, NumberAsString, PoolLiquidity, PoolPrices, PreprocessTransactionOptions, SimpleExchangeParam, Token, TxInfo } from '../../types';
+import { Network, SwapSide } from '../../constants';
+import { IDex } from '../../dex/idex';
+import { IDexHelper } from '../../dex-helper/idex-helper';
+import { DexParams, OutputResult, PoolState, UniswapV3Data, UniswapV3Param, UniswapV3ParamsDirect } from './types';
+import { SimpleExchange } from '../simple-exchange';
+import { UniswapV3EventPool } from './uniswap-v3-pool';
+import { DeepReadonly } from 'ts-essentials';
+import { Contract } from 'web3-eth-contract';
+import { OptimalSwapExchange } from '@paraswap/core';
+import { OnPoolCreatedCallback, UniswapV3Factory } from './uniswap-v3-factory';
+export declare const PoolsRegistryHashKey = "dl_poolsRegistry";
+export declare const UNISWAPV3_CLEAN_NOT_EXISTING_POOL_TTL_MS: number;
+export declare const UNISWAPV3_CLEAN_NOT_EXISTING_POOL_INTERVAL_MS: number;
+export declare const UNISWAPV3_QUOTE_GASLIMIT = 200000;
+export declare class UniswapV3 extends SimpleExchange implements IDex<UniswapV3Data, UniswapV3Param | UniswapV3ParamsDirect> {
+    protected network: Network;
+    protected dexHelper: IDexHelper;
+    protected adapters: import("../../types").AdapterMappings;
+    readonly routerIface: Interface;
+    readonly quoterIface: Interface;
+    protected config: DexParams;
+    protected poolsToPreload: {
+        token0: Address;
+        token1: Address;
+    }[];
+    protected readonly factory: UniswapV3Factory;
+    readonly isFeeOnTransferSupported: boolean;
+    readonly eventPools: Record<string, UniswapV3EventPool | null>;
+    readonly hasConstantPriceLargeAmounts = false;
+    readonly needWrapNative = true;
+    readonly directSwapIface: Interface;
+    intervalTask?: NodeJS.Timeout;
+    static dexKeysWithNetwork: {
+        key: string;
+        networks: Network[];
+    }[];
+    logger: Logger;
+    private uniswapMulti;
+    protected stateMultiContract: Contract;
+    protected notExistingPoolSetKey: string;
+    constructor(network: Network, dexKey: string, dexHelper: IDexHelper, adapters?: import("../../types").AdapterMappings, routerIface?: Interface, quoterIface?: Interface, config?: DexParams, poolsToPreload?: {
+        token0: Address;
+        token1: Address;
+    }[]);
+    get supportedFees(): bigint[];
+    getAdapters(side: SwapSide): {
+        name: string;
+        index: number;
+    }[] | null;
+    getPoolIdentifier(srcAddress: Address, destAddress: Address, fee: bigint, tickSpacing?: bigint): string;
+    initializePricing(blockNumber: number): Promise<void>;
+    protected onPoolCreatedDeleteFromNonExistingSet(): OnPoolCreatedCallback;
+    getPool(srcAddress: Address, destAddress: Address, fee: bigint, blockNumber: number, tickSpacing?: bigint): Promise<UniswapV3EventPool | null>;
+    protected getPoolInstance(token0: string, token1: string, fee: bigint, tickSpacing?: bigint): UniswapV3EventPool;
+    protected getFactoryInstance(): UniswapV3Factory;
+    addMasterPool(poolKey: string, blockNumber: number): Promise<boolean>;
+    getPoolIdentifiers(srcToken: Token, destToken: Token, side: SwapSide, blockNumber: number): Promise<string[]>;
+    protected getPoolsForIdentifiers(srcAddress: string, destAddress: string, blockNumber: number): Promise<(UniswapV3EventPool | null)[]>;
+    getPricingFromRpc(from: Token, to: Token, amounts: bigint[], side: SwapSide, pools: UniswapV3EventPool[], states: PoolState[]): Promise<ExchangePrices<UniswapV3Data> | null>;
+    protected getSelectedPools(srcAddress: string, destAddress: string, blockNumber: number): Promise<(UniswapV3EventPool | null)[]>;
+    getPricesVolume(srcToken: Token, destToken: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[]): Promise<null | ExchangePrices<UniswapV3Data>>;
+    protected prepareData(srcAddress: string, destAddress: string, pool: UniswapV3EventPool, state: PoolState): UniswapV3Data;
+    getCalldataGasCost(poolPrices: PoolPrices<UniswapV3Data>): number | number[];
+    getTokenFromAddress(address: Address): Token;
+    preProcessTransaction(optimalSwapExchange: OptimalSwapExchange<UniswapV3Data>, srcToken: Token, _0: Token, _1: SwapSide, options: PreprocessTransactionOptions): Promise<[OptimalSwapExchange<UniswapV3Data>, ExchangeTxInfo]>;
+    getDirectParam(srcToken: Address, destToken: Address, srcAmount: NumberAsString, destAmount: NumberAsString, expectedAmount: NumberAsString, data: UniswapV3Data, side: SwapSide, permit: string, uuid: string, feePercent: NumberAsString, deadline: NumberAsString, partner: string, beneficiary: string, contractMethod: string): TxInfo<UniswapV3Param>;
+    static getDirectFunctionName(): string[];
+    getDirectParamV6(srcToken: Address, destToken: Address, fromAmount: NumberAsString, toAmount: NumberAsString, quotedAmount: NumberAsString, data: UniswapV3Data, side: SwapSide, permit: string, uuid: string, partnerAndFee: string, beneficiary: string, blockNumber: number, contractMethod: string): {
+        params: UniswapV3ParamsDirect;
+        encoder: (...params: (string | UniswapV3ParamsDirect)[]) => string;
+        networkFee: string;
+    };
+    static getDirectFunctionNameV6(): string[];
+    getAdapterParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: UniswapV3Data, side: SwapSide): AdapterExchangeParam;
+    getDexParam(srcToken: Address, destToken: Address, srcAmount: NumberAsString, destAmount: NumberAsString, recipient: Address, data: UniswapV3Data, side: SwapSide): DexExchangeParam;
+    getSimpleParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: UniswapV3Data, side: SwapSide): Promise<SimpleExchangeParam>;
+    getTopPoolsForToken(tokenAddress: Address, limit: number): Promise<PoolLiquidity[]>;
+    private _getPoolsFromIdentifiers;
+    protected _getLoweredAddresses(srcToken: Token, destToken: Token): string[];
+    protected _sortTokens(srcAddress: Address, destAddress: Address): string[];
+    private _toLowerForAllConfigAddresses;
+    protected _getOutputs(state: DeepReadonly<PoolState>, amounts: bigint[], zeroForOne: boolean, side: SwapSide, destTokenBalance: bigint): OutputResult | null;
+    private _querySubgraph;
+    protected _encodePath(path: {
+        tokenIn: Address;
+        tokenOut: Address;
+        fee: NumberAsString;
+    }[], side: SwapSide): string;
+    private _encodePathV6;
+    private _encodePool;
+    releaseResources(): void;
+}