@paraswap/dex-lib 4.8.36 → 4.8.37-native-dex-math.0

package/build/dex/aave-gsm/config.js

@@ -7,8 +7,8 @@ exports.AaveGsmConfig = {
     AaveGsm: {
         [constants_1.Network.MAINNET]: {
             POOL: aave_address_book_1.AaveV3Ethereum.POOL.toLowerCase(),
-            GSM_USDT: '0x535b2f7C20B9C83d70e519cf9991578eF9816B7B'.toLowerCase(),
-            GSM_USDC: '0xFeeb6FE430B7523fEF2a38327241eE7153779535'.toLowerCase(),
+            GSM_USDT: '0x882285E62656b9623AF136Ce3078c6BdCc33F5E3'.toLowerCase(),
+            GSM_USDC: '0x3A3868898305f04beC7FEa77BecFf04C13444112'.toLowerCase(),
             waEthUSDT: aave_address_book_1.AaveV3Ethereum.ASSETS.USDT.STATA_TOKEN.toLowerCase(),
             waEthUSDC: aave_address_book_1.AaveV3Ethereum.ASSETS.USDC.STATA_TOKEN.toLowerCase(),
             GHO: aave_address_book_1.AaveV3Ethereum.ASSETS.GHO.UNDERLYING.toLowerCase(),

package/build/dex/idex.d.ts

@@ -46,7 +46,7 @@ export interface IDexPricing<ExchangeData> {
     readonly cacheStateKey: string;
     readonly isStatePollingDex?: boolean;
     getPoolIdentifiers(srcToken: Token, destToken: Token, side: SwapSide, blockNumber: number): Promise<string[]>;
-    getPricesVolume(srcToken: Token, destToken: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[], transferFees?: TransferFeeParams, isFirstSwap?: boolean): Promise<ExchangePrices<ExchangeData> | null>;
+    getPricesVolume(srcToken: Token, destToken: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[], transferFees?: TransferFeeParams, isFirstSwap?: boolean, useRust?: boolean): Promise<ExchangePrices<ExchangeData> | null>;
     getCalldataGasCost(poolPrices: PoolPrices<ExchangeData>): number | number[];
     initializePricing?(blockNumber: number): AsyncOrSync<void>;
     getAdapters(side: SwapSide): {

package/build/dex/pancakeswap-v3/pancakeswap-v3-pool.d.ts

@@ -5,6 +5,7 @@ import { Log, Logger, BlockHeader, Address } from '../../types';
 import { InitializeStateOptions, StatefulEventSubscriber } from '../../stateful-event-subscriber';
 import { IDexHelper } from '../../dex-helper/idex-helper';
 import { DecodedStateMultiCallResultWithRelativeBitmaps, PoolState } from '../uniswap-v3/types';
+import { RustPoolRegistryType } from '../uniswap-v3/contract-math/native-bridge';
 export declare class PancakeSwapV3EventPool extends StatefulEventSubscriber<PoolState> {
     readonly dexHelper: IDexHelper;
     readonly stateMultiContract: Contract;
@@ -24,6 +25,7 @@ export declare class PancakeSwapV3EventPool extends StatefulEventSubscriber<Pool
     readonly poolIface: Interface;
     initFailed: boolean;
     initRetryAttemptCount: number;
+    registry: RustPoolRegistryType | null;
     readonly feeCodeAsString: string;
     constructor(dexHelper: IDexHelper, parentName: string, stateMultiContract: Contract, erc20Interface: Interface, factoryAddress: Address, feeCode: bigint, token0: Address, token1: Address, logger: Logger, mapKey: string | undefined, poolInitCodeHash: string, poolDeployer?: string | undefined);
     get poolAddress(): Address;

package/build/dex/pancakeswap-v3/pancakeswap-v3-pool.js

@@ -18,6 +18,7 @@ const decoders_1 = require("../../lib/decoders");
 const utils_2 = require("./utils");
 const utils_3 = require("../uniswap-v3/contract-math/utils");
 const constants_2 = require("./constants");
+const native_bridge_1 = require("../uniswap-v3/contract-math/native-bridge");
 class PancakeSwapV3EventPool extends stateful_event_subscriber_1.StatefulEventSubscriber {
     dexHelper;
     stateMultiContract;
@@ -35,6 +36,7 @@ class PancakeSwapV3EventPool extends stateful_event_subscriber_1.StatefulEventSu
     poolIface = new abi_1.Interface(PancakeswapV3Pool_abi_json_1.default);
     initFailed = false;
     initRetryAttemptCount = 0;
+    registry = null;
     feeCodeAsString;
     constructor(dexHelper, parentName, stateMultiContract, erc20Interface, factoryAddress, feeCode, token0, token1, logger, mapKey = '', poolInitCodeHash, poolDeployer) {
         super(parentName, `${token0}_${token1}_${feeCode}`, dexHelper, logger, true, mapKey);
@@ -178,6 +180,9 @@ class PancakeSwapV3EventPool extends stateful_event_subscriber_1.StatefulEventSu
         //   );
         // }
         super._setState(state, blockNumber);
+        if (this.registry && state) {
+            (0, native_bridge_1.registrySetPool)(this.registry, this.name, state, 'pancakeswap_v3', 12);
+        }
     }
     async generateState(blockNumber) {
         const callData = this._getStateRequestCallData();

package/build/dex/pancakeswap-v3/pancakeswap-v3-pool.js.map

@@ -1 +1 @@
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package/build/dex/pancakeswap-v3/pancakeswap-v3.d.ts

@@ -1,11 +1,12 @@
 import { Interface } from '@ethersproject/abi';
-import { Token, Address, ExchangePrices, AdapterExchangeParam, SimpleExchangeParam, PoolLiquidity, Logger, NumberAsString, PoolPrices, DexExchangeParam } from '../../types';
+import { Token, Address, ExchangePrices, AdapterExchangeParam, SimpleExchangeParam, PoolLiquidity, Logger, NumberAsString, PoolPrices, DexExchangeParam, TransferFeeParams } from '../../types';
 import { SwapSide, Network } from '../../constants';
 import { IDex } from '../../dex/idex';
 import { IDexHelper } from '../../dex-helper/idex-helper';
-import { DexParams, UniswapV3Data } from '../uniswap-v3/types';
+import { DexParams, OutputResult, UniswapV3Data } from '../uniswap-v3/types';
 import { SimpleExchange } from '../simple-exchange';
 import { PancakeSwapV3EventPool } from './pancakeswap-v3-pool';
+import { RustPoolRegistryType } from '../uniswap-v3/contract-math/native-bridge';
 import { OnPoolCreatedCallback } from './pancakeswap-v3-factory';
 export declare class PancakeswapV3 extends SimpleExchange implements IDex<UniswapV3Data> {
     protected network: Network;
@@ -22,6 +23,7 @@ export declare class PancakeswapV3 extends SimpleExchange implements IDex<Uniswa
     protected nonNullPoolsCount: number;
     readonly hasConstantPriceLargeAmounts = false;
     readonly needWrapNative = true;
+    readonly registry: RustPoolRegistryType | null;
     intervalTask?: NodeJS.Timeout;
     static dexKeysWithNetwork: {
         key: string;
@@ -45,7 +47,7 @@ export declare class PancakeswapV3 extends SimpleExchange implements IDex<Uniswa
     addMasterPool(poolKey: string, blockNumber: number): Promise<boolean>;
     getPoolIdentifiers(srcToken: Token, destToken: Token, side: SwapSide, blockNumber: number): Promise<string[]>;
     getPricingFromRpc(from: Token, to: Token, amounts: bigint[], side: SwapSide, pools: PancakeSwapV3EventPool[]): Promise<ExchangePrices<UniswapV3Data> | null>;
-    getPricesVolume(srcToken: Token, destToken: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[]): Promise<null | ExchangePrices<UniswapV3Data>>;
+    getPricesVolume(srcToken: Token, destToken: Token, amounts: bigint[], side: SwapSide, blockNumber: number, limitPools?: string[], transferFees?: TransferFeeParams, isFirstSwap?: boolean, useRust?: boolean): Promise<null | ExchangePrices<UniswapV3Data>>;
     getAdapterParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: UniswapV3Data, side: SwapSide): AdapterExchangeParam;
     getCalldataGasCost(poolPrices: PoolPrices<UniswapV3Data>): number | number[];
     getSimpleParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: UniswapV3Data, side: SwapSide): Promise<SimpleExchangeParam>;
@@ -55,6 +57,7 @@ export declare class PancakeswapV3 extends SimpleExchange implements IDex<Uniswa
     private _getLoweredAddresses;
     private _sortTokens;
     private _toLowerForAllConfigAddresses;
+    protected _applyBalanceCap(result: OutputResult, amounts: bigint[], side: SwapSide, destTokenBalance: bigint): OutputResult | null;
     private _getOutputs;
     private _querySubgraph;
     private _encodePath;

package/build/dex/pancakeswap-v3/pancakeswap-v3.js

@@ -52,6 +52,7 @@ const PancakeswapV3Quoter_abi_json_1 = __importDefault(require("../../abi/pancak
 const UniswapMulti_abi_json_1 = __importDefault(require("../../abi/uniswap-v3/UniswapMulti.abi.json"));
 const PancakeV3StateMulticall_abi_json_1 = __importDefault(require("../../abi/pancakeswap-v3/PancakeV3StateMulticall.abi.json"));
 const constants_2 = require("./constants");
+const native_bridge_1 = require("../uniswap-v3/contract-math/native-bridge");
 const pancakeswap_v3_math_1 = require("./contract-math/pancakeswap-v3-math");
 const balancer_fetcher_1 = require("../../lib/tokens/balancer-fetcher");
 const types_2 = require("../../lib/tokens/types");
@@ -80,6 +81,7 @@ class PancakeswapV3 extends simple_exchange_1.SimpleExchange {
     nonNullPoolsCount = 0;
     hasConstantPriceLargeAmounts = false;
     needWrapNative = true;
+    registry = (0, native_bridge_1.createRegistry)();
     intervalTask;
     static dexKeysWithNetwork = (0, utils_1.getDexKeysWithNetwork)(lodash_1.default.pick(config_1.PancakeswapV3Config, [
         'PancakeswapV3',
@@ -108,6 +110,7 @@ class PancakeswapV3 extends simple_exchange_1.SimpleExchange {
         this.notExistingPoolSetKey =
             `${constants_1.CACHE_PREFIX}_${network}_${dexKey}_not_existings_pool_set`.toLowerCase();
         this.factory = new pancakeswap_v3_factory_1.PancakeswapV3Factory(dexHelper, dexKey, this.config.factory, this.logger, this.onPoolCreatedDeleteFromNonExistingSet);
+        this.logger.info(`${dexKey}: native Rust math ${this.registry ? 'enabled' : 'not available'}`);
     }
     get supportedFees() {
         return this.config.supportedFees;
@@ -205,6 +208,7 @@ class PancakeswapV3 extends simple_exchange_1.SimpleExchange {
         this.logger.trace(`starting to listen to new pool: ${key}`);
         const pool = existingPool ||
             new pancakeswap_v3_pool_1.PancakeSwapV3EventPool(this.dexHelper, this.dexKey, this.stateMultiContract, this.erc20Interface, this.config.factory, fee, token0, token1, this.logger, this.cacheStateKey, this.config.initHash, this.config.deployer);
+        pool.registry = this.registry;
         let result = pool;
         try {
             await pool.initialize(blockNumber, {
@@ -366,7 +370,7 @@ class PancakeswapV3 extends simple_exchange_1.SimpleExchange {
         });
         return result;
     }
-    async getPricesVolume(srcToken, destToken, amounts, side, blockNumber, limitPools) {
+    async getPricesVolume(srcToken, destToken, amounts, side, blockNumber, limitPools, transferFees, isFirstSwap, useRust) {
         try {
             const _srcToken = this.dexHelper.config.wrapETH(srcToken);
             const _destToken = this.dexHelper.config.wrapETH(destToken);
@@ -421,19 +425,59 @@ class PancakeswapV3 extends simple_exchange_1.SimpleExchange {
             const _amounts = [...amounts.slice(1)];
             const [token0] = this._sortTokens(_srcAddress, _destAddress);
             const zeroForOne = token0 === _srcAddress ? true : false;
-            const result = await Promise.all(poolsToUse.poolWithState.map(async (pool, i) => {
+            // Filter eligible pools (positive liquidity)
+            const eligible = [];
+            for (let i = 0; i < poolsToUse.poolWithState.length; i++) {
+                const pool = poolsToUse.poolWithState[i];
                 const state = states[i];
                 if (state.liquidity <= 0n) {
                     if (state.liquidity < 0) {
                         this.logger.error(`${this.dexKey}-${this.network}: ${pool.poolAddress} pool has negative liquidity: ${state.liquidity}. Find with key: ${pool.mapKey}`);
                     }
                     this.logger.trace(`pool have 0 liquidity`);
-                    return null;
+                    continue;
+                }
+                eligible.push({ pool, state, idx: i });
+            }
+            // Batch query via registry (parallel Rust) or fallback to per-pool
+            const useBatchRust = useRust !== false && this.registry && eligible.length > 1;
+            let batchUnitResults = null;
+            let batchPriceResults = null;
+            if (useBatchRust) {
+                const poolKeys = eligible.map(e => e.pool.name);
+                const sideNum = side === constants_1.SwapSide.SELL ? 0 : 1;
+                try {
+                    const unitRaw = this.registry.queryMany(poolKeys, [unitAmount], zeroForOne, sideNum);
+                    const priceRaw = this.registry.queryMany(poolKeys, _amounts, zeroForOne, sideNum);
+                    batchUnitResults = new Map(unitRaw.map(r => [r.key, r]));
+                    batchPriceResults = new Map(priceRaw.map(r => [r.key, r]));
                 }
+                catch (e) {
+                    this.logger.debug('Batch Rust query failed, falling back to per-pool', e);
+                }
+            }
+            const result = eligible.map(({ pool, state }) => {
                 const balanceDestToken = _destAddress === pool.token0 ? state.balance0 : state.balance1;
-                const unitResult = this._getOutputs(state, [unitAmount], zeroForOne, side, balanceDestToken);
-                const pricesResult = this._getOutputs(state, _amounts, zeroForOne, side, balanceDestToken);
-                if (!pricesResult) {
+                const poolKey = pool.name;
+                let unitResult = null;
+                let pricesResult = null;
+                let usedRust = false;
+                // Try batch results first
+                if (batchUnitResults && batchPriceResults) {
+                    const ur = batchUnitResults.get(poolKey);
+                    const pr = batchPriceResults.get(poolKey);
+                    if (ur && ur.outputs.length > 0 && pr && pr.outputs.length > 0) {
+                        unitResult = this._applyBalanceCap(ur, [unitAmount], side, balanceDestToken);
+                        pricesResult = this._applyBalanceCap(pr, _amounts, side, balanceDestToken);
+                        usedRust = true;
+                    }
+                }
+                // Fallback to per-pool JS math
+                if (!unitResult || !pricesResult) {
+                    unitResult = this._getOutputs(state, [unitAmount], zeroForOne, side, balanceDestToken);
+                    pricesResult = this._getOutputs(state, _amounts, zeroForOne, side, balanceDestToken);
+                }
+                if (!unitResult || !pricesResult) {
                     this.logger.debug('Prices or unit is not calculated');
                     return null;
                 }
@@ -462,6 +506,7 @@ class PancakeswapV3 extends simple_exchange_1.SimpleExchange {
                                 fee: pool.feeCode.toString(),
                             },
                         ],
+                        useRust: usedRust,
                     },
                     poolIdentifiers: [
                         this.getPoolIdentifier(pool.token0, pool.token1, pool.feeCode),
@@ -470,7 +515,7 @@ class PancakeswapV3 extends simple_exchange_1.SimpleExchange {
                     gasCost: gasCost,
                     poolAddresses: [pool.poolAddress],
                 };
-            }));
+            });
             const rpcResults = await rpcResultsPromise;
             const notNullResult = result.filter(res => res !== null);
             if (rpcResults) {
@@ -751,9 +796,40 @@ class PancakeswapV3 extends simple_exchange_1.SimpleExchange {
         };
         return newConfig;
     }
-    _getOutputs(state, amounts, zeroForOne, side, destTokenBalance) {
+    _applyBalanceCap(result, amounts, side, destTokenBalance) {
+        const outputsResult = {
+            outputs: [...result.outputs],
+            tickCounts: [...result.tickCounts],
+        };
+        if (side === constants_1.SwapSide.SELL) {
+            if (outputsResult.outputs[0] > destTokenBalance) {
+                return null;
+            }
+            for (let i = 0; i < outputsResult.outputs.length; i++) {
+                if (outputsResult.outputs[i] > destTokenBalance) {
+                    outputsResult.outputs[i] = 0n;
+                    outputsResult.tickCounts[i] = 0;
+                }
+            }
+        }
+        else {
+            if (amounts[0] > destTokenBalance) {
+                return null;
+            }
+            for (let i = 0; i < amounts.length; i++) {
+                if (amounts[i] > destTokenBalance) {
+                    outputsResult.outputs[i] = 0n;
+                    outputsResult.tickCounts[i] = 0;
+                }
+            }
+        }
+        return outputsResult;
+    }
+    _getOutputs(state, amounts, zeroForOne, side, destTokenBalance, rustHandle) {
         try {
-            const outputsResult = pancakeswap_v3_math_1.pancakeswapV3Math.queryOutputs(state, amounts, zeroForOne, side);
+            const outputsResult = rustHandle
+                ? rustHandle.queryOutputs(amounts, zeroForOne, side === constants_1.SwapSide.SELL ? 0 : 1)
+                : pancakeswap_v3_math_1.pancakeswapV3Math.queryOutputs(state, amounts, zeroForOne, side);
             if (side === constants_1.SwapSide.SELL) {
                 if (outputsResult.outputs[0] > destTokenBalance) {
                     return null;

package/build/dex/pancakeswap-v3/pancakeswap-v3.js.map

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package/build/dex/solidly-v3/solidly-v3-pool.d.ts

@@ -5,6 +5,7 @@ import { Log, Logger, BlockHeader, Address } from '../../types';
 import { InitializeStateOptions, StatefulEventSubscriber } from '../../stateful-event-subscriber';
 import { IDexHelper } from '../../dex-helper/idex-helper';
 import { PoolState, DecodeStateMultiCallFunc } from './types';
+import { RustPoolRegistryType } from './contract-math/native-bridge';
 export declare class SolidlyV3EventPool extends StatefulEventSubscriber<PoolState> {
     readonly dexHelper: IDexHelper;
     readonly stateMultiContract: Contract;
@@ -24,6 +25,7 @@ export declare class SolidlyV3EventPool extends StatefulEventSubscriber<PoolStat
     readonly poolIface: Interface;
     initFailed: boolean;
     initRetryAttemptCount: number;
+    registry: RustPoolRegistryType | null;
     readonly tickSpacingAsString: string;
     constructor(dexHelper: IDexHelper, parentName: string, stateMultiContract: Contract, decodeStateMultiCallResultWithRelativeBitmaps: DecodeStateMultiCallFunc | undefined, erc20Interface: Interface, factoryAddress: Address, tickSpacing: bigint, token0: Address, token1: Address, logger: Logger, mapKey: string | undefined, poolInitCodeHash: string);
     get poolAddress(): Address;
@@ -38,6 +40,7 @@ export declare class SolidlyV3EventPool extends StatefulEventSubscriber<PoolStat
     protected processLog(state: DeepReadonly<PoolState>, log: Readonly<Log>, blockHeader: Readonly<BlockHeader>): DeepReadonly<PoolState> | null;
     private _getStateRequestCallData;
     getBitmapRangeToRequest(): bigint;
+    _setState(state: any, blockNumber: number, reason?: string): void;
     generateState(blockNumber: number): Promise<Readonly<PoolState>>;
     handleSwapEvent(event: any, pool: PoolState, log: Log, blockHeader: BlockHeader): PoolState;
     handleBurnEvent(event: any, pool: PoolState, log: Log, blockHeader: BlockHeader): PoolState;

package/build/dex/solidly-v3/solidly-v3-pool.js

@@ -17,6 +17,7 @@ const TickBitMap_1 = require("./contract-math/TickBitMap");
 const decoders_1 = require("../../lib/decoders");
 const utils_2 = require("./utils");
 const utils_3 = require("./contract-math/utils");
+const native_bridge_1 = require("./contract-math/native-bridge");
 const FEES_TO_TICK_SPACING = {
     500: 10n,
 };
@@ -37,6 +38,7 @@ class SolidlyV3EventPool extends stateful_event_subscriber_1.StatefulEventSubscr
     poolIface = new abi_1.Interface(SolidlyV3Pool_abi_json_1.default);
     initFailed = false;
     initRetryAttemptCount = 0;
+    registry = null;
     // public readonly feeCodeAsString;
     tickSpacingAsString;
     constructor(dexHelper, parentName, stateMultiContract, decodeStateMultiCallResultWithRelativeBitmaps, erc20Interface, factoryAddress, tickSpacing, token0, token1, logger, mapKey = '', poolInitCodeHash) {
@@ -163,6 +165,12 @@ class SolidlyV3EventPool extends stateful_event_subscriber_1.StatefulEventSubscr
     getBitmapRangeToRequest() {
         return constants_1.TICK_BITMAP_TO_USE + constants_1.TICK_BITMAP_BUFFER;
     }
+    _setState(state, blockNumber, reason) {
+        super._setState(state, blockNumber);
+        if (this.registry && state) {
+            (0, native_bridge_1.solidlyRegistrySetPool)(this.registry, this.name, state);
+        }
+    }
     async generateState(blockNumber) {
         const callData = this._getStateRequestCallData();
         const [resBalance0, resBalance1, resState] = await this.dexHelper.multiWrapper.tryAggregate(false, callData, blockNumber, this.dexHelper.multiWrapper.defaultBatchSize, false);

package/build/dex/solidly-v3/solidly-v3-pool.js.map

@@ -1 +1 @@
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