@paraswap/dex-lib 5.0.2 → 5.0.3

package/build/abi/pancakeswap-infinity/cl-pool-manager.json

@@ -0,0 +1,80 @@
+[
+    {
+        "inputs": [
+            {
+                "components": [
+                    {
+                        "internalType": "Currency",
+                        "name": "currency0",
+                        "type": "address"
+                    },
+                    {
+                        "internalType": "Currency",
+                        "name": "currency1",
+                        "type": "address"
+                    },
+                    {
+                        "internalType": "contract IHooks",
+                        "name": "hooks",
+                        "type": "address"
+                    },
+                    {
+                        "internalType": "contract IPoolManager",
+                        "name": "poolManager",
+                        "type": "address"
+                    },
+                    {
+                        "internalType": "uint24",
+                        "name": "fee",
+                        "type": "uint24"
+                    },
+                    {
+                        "internalType": "bytes32",
+                        "name": "parameters",
+                        "type": "bytes32"
+                    }
+                ],
+                "internalType": "struct PoolKey",
+                "name": "key",
+                "type": "tuple"
+            },
+            {
+                "components": [
+                    {
+                        "internalType": "bool",
+                        "name": "zeroForOne",
+                        "type": "bool"
+                    },
+                    {
+                        "internalType": "int256",
+                        "name": "amountSpecified",
+                        "type": "int256"
+                    },
+                    {
+                        "internalType": "uint160",
+                        "name": "sqrtPriceLimitX96",
+                        "type": "uint160"
+                    }
+                ],
+                "internalType": "struct ICLPoolManager.SwapParams",
+                "name": "params",
+                "type": "tuple"
+            },
+            {
+                "internalType": "bytes",
+                "name": "hookData",
+                "type": "bytes"
+            }
+        ],
+        "name": "swap",
+        "outputs": [
+            {
+                "internalType": "BalanceDelta",
+                "name": "delta",
+                "type": "int256"
+            }
+        ],
+        "stateMutability": "nonpayable",
+        "type": "function"
+    }
+]

package/build/dex/fluid-dex/scripts/measure-calc-time.js

@@ -0,0 +1,178 @@
+"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 });
+/*
+
+Measures real calculation time for FluidDex swap math.
+Uses performance.now() for sub-millisecond precision.
+
+*/
+const dotenv = __importStar(require("dotenv"));
+const log4js_1 = require("../../../lib/log4js");
+dotenv.config();
+const constants_1 = require("../../../constants");
+const dex_helper_1 = require("../../../dex-helper");
+const fluid_dex_1 = require("../fluid-dex");
+const perf_hooks_1 = require("perf_hooks");
+const logger = (0, log4js_1.getLogger)('FluidDexMeasureScript');
+const runsNumber = 1000;
+const printFrequency = 100;
+const network = constants_1.Network.MAINNET;
+const dexHelper = new dex_helper_1.DummyDexHelper(network);
+const fluidDex = new fluid_dex_1.FluidDex(network, 'FluidDex', dexHelper);
+const side = constants_1.SwapSide.SELL;
+// USDC
+const srcToken = {
+    address: '0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48',
+    decimals: 6,
+};
+// ETH
+const destToken = {
+    address: '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE',
+    decimals: 18,
+};
+// 50 amounts from 0 to 1,000,000 USDC
+const amounts = [0n];
+{
+    const min = 0.001;
+    const max = 1_000_000;
+    const steps = 49;
+    const seen = new Set([0n]);
+    for (let i = 0; i < steps; i++) {
+        const value = min * Math.pow(max / min, i / (steps - 1));
+        const raw = BigInt(Math.round(value * 1e6));
+        if (!seen.has(raw)) {
+            seen.add(raw);
+            amounts.push(raw);
+        }
+    }
+}
+const aggregateAndPrintMeasures = (measures, label) => {
+    const sorted = [...measures].sort((a, b) => a - b);
+    const sum = sorted.reduce((a, b) => a + b);
+    const avg = sum / 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(`  ${label ? `[${label}] ` : ''}n=${measures.length} | avg=${avg.toFixed(3)}ms | p50=${p50.toFixed(3)}ms | ` +
+        `p95=${p95.toFixed(3)}ms | p99=${p99.toFixed(3)}ms | max=${max.toFixed(3)}ms`);
+};
+const executeGetPricesVolume = async (blockNumber, limitPools) => {
+    return fluidDex.getPricesVolume(srcToken, destToken, amounts, side, blockNumber, limitPools);
+};
+const executeSwapInDirect = (poolData) => {
+    const syncTime = Math.floor(Date.now() / 1000);
+    for (const amount of amounts) {
+        fluidDex.swapIn(poolData.swap0To1, amount, poolData.colReserves, poolData.debtReserves, poolData.inDecimals, poolData.outDecimals, poolData.fee, poolData.dexLimits, poolData.centerPrice, syncTime);
+    }
+};
+(async function main() {
+    logger.info(`Started FluidDex benchmark (${runsNumber} runs, ${amounts.length} amounts)\n`);
+    const blockNumber = await dexHelper.web3Provider.eth.getBlockNumber();
+    logger.info(`Block: ${blockNumber}`);
+    await fluidDex.initializePricing(blockNumber);
+    // Warm-up: fetch state & discover pools
+    const warmupResult = await executeGetPricesVolume(blockNumber);
+    if (!warmupResult || warmupResult.length === 0) {
+        logger.error('No pools found for USDC -> ETH on FluidDex');
+        process.exit(1);
+    }
+    const poolIds = warmupResult.map(p => p.poolIdentifiers[0]);
+    logger.info(`Found ${poolIds.length} pool(s): ${poolIds.join(', ')}\n`);
+    // === Benchmark 1: Full getPricesVolume (all pools) ===
+    logger.info(`\n${'='.repeat(60)}`);
+    logger.info('BENCHMARK: Full getPricesVolume (all pools)');
+    logger.info(`${'='.repeat(60)}\n`);
+    {
+        const measures = [];
+        for (let i = 0; i < runsNumber; i++) {
+            const start = perf_hooks_1.performance.now();
+            await executeGetPricesVolume(blockNumber);
+            measures.push(perf_hooks_1.performance.now() - start);
+            if (measures.length % printFrequency === 0) {
+                aggregateAndPrintMeasures(measures);
+            }
+        }
+        logger.info('');
+        aggregateAndPrintMeasures(measures, 'FINAL - all pools');
+    }
+    // === Benchmark 2: getPricesVolume per pool ===
+    logger.info(`\n${'='.repeat(60)}`);
+    logger.info('BENCHMARK: getPricesVolume per pool');
+    logger.info(`${'='.repeat(60)}\n`);
+    for (const poolId of poolIds) {
+        const measures = [];
+        for (let i = 0; i < runsNumber; i++) {
+            const start = perf_hooks_1.performance.now();
+            await executeGetPricesVolume(blockNumber, [poolId]);
+            measures.push(perf_hooks_1.performance.now() - start);
+        }
+        aggregateAndPrintMeasures(measures, poolId);
+    }
+    // === Benchmark 3: Pure sync swapIn (no async overhead) ===
+    logger.info(`\n${'='.repeat(60)}`);
+    logger.info('BENCHMARK: Pure sync swapIn per pool');
+    logger.info(`${'='.repeat(60)}\n`);
+    const liquidityProxyState = await fluidDex.liquidityProxy.getState();
+    if (liquidityProxyState) {
+        for (const pool of fluidDex.pools) {
+            const reserves = liquidityProxyState.poolsReserves.find((r) => r.pool.toLowerCase() === pool.address.toLowerCase());
+            if (!reserves)
+                continue;
+            const swap0To1 = srcToken.address.toLowerCase() === pool.token0.toLowerCase();
+            const poolData = {
+                swap0To1,
+                colReserves: reserves.collateralReserves,
+                debtReserves: reserves.debtReserves,
+                fee: BigInt(reserves.fee),
+                dexLimits: reserves.dexLimits,
+                centerPrice: BigInt(reserves.centerPrice),
+                inDecimals: srcToken.decimals,
+                outDecimals: destToken.decimals,
+            };
+            const measures = [];
+            for (let i = 0; i < runsNumber; i++) {
+                const start = perf_hooks_1.performance.now();
+                executeSwapInDirect(poolData);
+                measures.push(perf_hooks_1.performance.now() - start);
+            }
+            aggregateAndPrintMeasures(measures, `sync ${pool.address.slice(0, 10)}`);
+        }
+    }
+    logger.info(`\nBenchmark complete.`);
+    process.exit(0);
+})();
+//# sourceMappingURL=measure-calc-time.js.map

package/build/dex/fluid-dex/scripts/measure-calc-time.js.map

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

@@ -1,5 +1,5 @@
 import { AsyncOrSync } from 'ts-essentials';
-import { Address, SimpleExchangeParam, AdapterExchangeParam, DexExchangeParam, TxInfo, NumberAsString, Token, ExchangePrices, PoolPrices, PoolLiquidity, OptimalSwapExchange, ExchangeTxInfo, PreprocessTransactionOptions, TransferFeeParams, Config } from '../types';
+import { Address, SimpleExchangeParam, AdapterExchangeParam, DexExchangeParam, TxInfo, NumberAsString, Token, ExchangePrices, PoolPrices, PoolLiquidity, OptimalSwapExchange, ExchangeTxInfo, PreprocessTransactionOptions, TransferFeeParams, Config, GetDexParamOptions } from '../types';
 import { SwapSide, Network } from '../constants';
 import { IDexHelper } from '../dex-helper/idex-helper';
 import { OptimalRate, OptimalSwap } from '@paraswap/core';
@@ -11,7 +11,7 @@ export interface IDexTxBuilderV5<ExchangeData, DirectParam = null> {
     getDirectParam?(srcToken: Address, destToken: Address, srcAmount: NumberAsString, destAmount: NumberAsString, expectedAmount: NumberAsString, data: ExchangeData, side: SwapSide, permit: string, uuid: string, feePercent: NumberAsString, deadline: NumberAsString, partner: string, beneficiary: string, contractMethod: string): TxInfo<DirectParam>;
 }
 export interface IDexTxBuilderV6<ExchangeData, DirectParam = null> {
-    getDexParam?(srcToken: Address, destToken: Address, srcAmount: NumberAsString, destAmount: NumberAsString, recipient: Address, data: ExchangeData, side: SwapSide, executorAddress: Address): AsyncOrSync<DexExchangeParam>;
+    getDexParam?(srcToken: Address, destToken: Address, srcAmount: NumberAsString, destAmount: NumberAsString, recipient: Address, data: ExchangeData, side: SwapSide, executorAddress: Address, options?: GetDexParamOptions): AsyncOrSync<DexExchangeParam>;
     getDirectParamV6?(srcToken: Address, destToken: Address, fromAmount: NumberAsString, toAmount: NumberAsString, quotedAmount: NumberAsString, data: ExchangeData, side: SwapSide, permit: string, uuid: string, partnerAndFee: string, beneficiary: string, blockNumber: number, contractMethod: string): TxInfo<DirectParam>;
 }
 export interface IDexTxBuilder<ExchangeData, DirectParam = null> extends IDexTxBuilderV5<ExchangeData, DirectParam>, IDexTxBuilderV6<ExchangeData, DirectParam> {

package/build/dex/metric/metric.d.ts

@@ -1,6 +1,6 @@
 import { Interface } from '@ethersproject/abi';
 import { SwapSide } from '../../constants';
-import { AdapterExchangeParam, Address, DexExchangeParam, NumberAsString } from '../../types';
+import { AdapterExchangeParam, Address, DexExchangeParam, GetDexParamOptions, NumberAsString } from '../../types';
 import { IDexTxBuilder } from '../idex';
 import { SimpleExchange } from '../simple-exchange';
 import { IDexHelper } from '../../dex-helper';
@@ -14,5 +14,5 @@ export declare class Metric extends SimpleExchange implements IDexTxBuilder<Metr
     constructor(dexHelper: IDexHelper);
     private getPriceLimit;
     getAdapterParam(): AdapterExchangeParam;
-    getDexParam(_srcToken: Address, _destToken: Address, srcAmount: NumberAsString, destAmount: NumberAsString, recipient: Address, data: MetricData, side: SwapSide): DexExchangeParam;
+    getDexParam(_srcToken: Address, _destToken: Address, srcAmount: NumberAsString, destAmount: NumberAsString, recipient: Address, data: MetricData, side: SwapSide, _executorAddress?: Address, options?: GetDexParamOptions): DexExchangeParam;
 }

package/build/dex/metric/metric.js

@@ -32,8 +32,8 @@ class Metric extends simple_exchange_1.SimpleExchange {
     getAdapterParam() {
         throw new Error('Metric: V5 not supported');
     }
-    getDexParam(_srcToken, _destToken, srcAmount, destAmount, recipient, data, side) {
-        const deadline = (0, simple_exchange_1.getLocalDeadlineAsFriendlyPlaceholder)();
+    getDexParam(_srcToken, _destToken, srcAmount, destAmount, recipient, data, side, _executorAddress, options) {
+        const deadline = (0, simple_exchange_1.getLocalDeadlineAsFriendlyPlaceholder)(options?.nowTimestampMs);
         const priceLimit = this.getPriceLimit(data.zeroForOne);
         const swapFunction = side === constants_1.SwapSide.SELL ? 'swapExactInput' : 'swapExactOutput';
         const swapData = this.routerInterface.encodeFunctionData(swapFunction, [

package/build/dex/metric/metric.js.map

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package/build/dex/simple-exchange.d.ts

@@ -5,7 +5,7 @@ import { Address, SimpleExchangeParam, NumberAsString } from '../types';
 import { IDexHelper } from '../dex-helper';
 import { NeedWrapNativeFunc } from './idex';
 export declare const FRIENDLY_LOCAL_DEADLINE: number;
-export declare const getLocalDeadlineAsFriendlyPlaceholder: () => string;
+export declare const getLocalDeadlineAsFriendlyPlaceholder: (nowTimestampMs?: number) => string;
 export declare class SimpleExchange {
     protected readonly dexHelper: IDexHelper;
     dexKey: string;

package/build/dex/simple-exchange.js

@@ -22,7 +22,7 @@ const ABI_json_1 = __importDefault(require("../abi/augustus-v6/ABI.json"));
  * Here we decide to go with a high enough default so that the local deadline rarely supersedes the global router deadline.
  */
 exports.FRIENDLY_LOCAL_DEADLINE = 7 * 24 * 60 * 60;
-const getLocalDeadlineAsFriendlyPlaceholder = () => String(Math.floor(new Date().getTime() / 1000) + exports.FRIENDLY_LOCAL_DEADLINE);
+const getLocalDeadlineAsFriendlyPlaceholder = (nowTimestampMs) => String(Math.floor((nowTimestampMs ?? Date.now()) / 1000) + exports.FRIENDLY_LOCAL_DEADLINE);
 exports.getLocalDeadlineAsFriendlyPlaceholder = getLocalDeadlineAsFriendlyPlaceholder;
 class SimpleExchange {
     dexHelper;

package/build/dex/simple-exchange.js.map

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

@@ -1,5 +1,5 @@
 import { Interface } from '@ethersproject/abi';
-import { AdapterExchangeParam, Address, DexExchangeParam, ExchangePrices, ExchangeTxInfo, Logger, NumberAsString, PoolLiquidity, PoolPrices, PreprocessTransactionOptions, SimpleExchangeParam, Token, TxInfo } from '../../types';
+import { AdapterExchangeParam, Address, DexExchangeParam, ExchangePrices, ExchangeTxInfo, GetDexParamOptions, Logger, NumberAsString, PoolLiquidity, PoolPrices, PreprocessTransactionOptions, SimpleExchangeParam, Token, TxInfo } from '../../types';
 import { Network, SwapSide } from '../../constants';
 import { IDex } from '../idex';
 import { IDexHelper } from '../../dex-helper';
@@ -77,7 +77,7 @@ export declare class UniswapV3 extends SimpleExchange implements IDex<UniswapV3D
     };
     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;
+    getDexParam(srcToken: Address, destToken: Address, srcAmount: NumberAsString, destAmount: NumberAsString, recipient: Address, data: UniswapV3Data, side: SwapSide, _executorAddress?: Address, options?: GetDexParamOptions): DexExchangeParam;
     getSimpleParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: UniswapV3Data, side: SwapSide): Promise<SimpleExchangeParam>;
     getTopPoolsForToken(tokenAddress: Address, limit: number): Promise<PoolLiquidity[]>;
     protected _getPoolBalances(pools: [pool: string, token0: string, token1: string][]): Promise<[balanceToken0: bigint | null, balanceToken1: bigint | null][]>;

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

@@ -673,7 +673,8 @@ class UniswapV3 extends simple_exchange_1.SimpleExchange {
             networkFee: '0',
         };
     }
-    getDexParam(srcToken, destToken, srcAmount, destAmount, recipient, data, side) {
+    getDexParam(srcToken, destToken, srcAmount, destAmount, recipient, data, side, _executorAddress, options) {
+        const deadline = (0, simple_exchange_1.getLocalDeadlineAsFriendlyPlaceholder)(options?.nowTimestampMs);
         const swapFunction = side === constants_1.SwapSide.SELL
             ? types_1.UniswapV3Functions.exactInput
             : types_1.UniswapV3Functions.exactOutput;
@@ -681,14 +682,14 @@ class UniswapV3 extends simple_exchange_1.SimpleExchange {
         const swapFunctionParams = side === constants_1.SwapSide.SELL
             ? {
                 recipient,
-                deadline: (0, simple_exchange_1.getLocalDeadlineAsFriendlyPlaceholder)(),
+                deadline,
                 amountIn: srcAmount,
                 amountOutMinimum: destAmount,
                 path,
             }
             : {
                 recipient,
-                deadline: (0, simple_exchange_1.getLocalDeadlineAsFriendlyPlaceholder)(),
+                deadline,
                 amountOut: destAmount,
                 amountInMaximum: srcAmount,
                 path,

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

@@ -1 +1 @@
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package/build/dex/uniswap-v4/api-go/compare-pricing.d.ts

@@ -0,0 +1 @@
+export {};