@paraswap/dex-lib 5.1.26 → 5.1.28-blacklist-go.0

package/build/dex/erc4626/erc4626.js.map

@@ -1 +1 @@
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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/generic-rfq/generic-rfq.js

@@ -208,11 +208,11 @@ class GenericRFQ extends paraswap_limit_orders_1.ParaSwapLimitOrders {
     }
     async preProcessTransaction(optimalSwapExchange, srcToken, destToken, side, options) {
         if (await this.isBlacklisted(options.txOrigin)) {
-            throw new types_1.BlacklistError(this.dexKey, this.network, options.txOrigin);
+            throw new types_1.BlacklistError(this.dexKey, this.network, options.txOrigin, 'CACHED');
         }
         if (options.userAddress !== options.txOrigin &&
             (await this.isBlacklisted(options.userAddress))) {
-            throw new types_1.BlacklistError(this.dexKey, this.network, options.userAddress);
+            throw new types_1.BlacklistError(this.dexKey, this.network, options.userAddress, 'CACHED');
         }
         try {
             const isSell = side === constants_1.SwapSide.SELL;
@@ -265,7 +265,7 @@ class GenericRFQ extends paraswap_limit_orders_1.ParaSwapLimitOrders {
             if ((0, utils_2.isAxiosError)(e) && e.response?.status === 403) {
                 await this.addBlacklistedAddress(options.userAddress);
                 this.logger.warn(`${this.dexKey}-${this.network}: encountered blacklisted user=${options.userAddress}. Adding to local blacklist cache`);
-                throw new types_1.BlacklistError(this.dexKey, this.network, options.userAddress);
+                throw new types_1.BlacklistError(this.dexKey, this.network, options.userAddress, 'HTTP_403');
             }
             if (e instanceof types_1.SlippageCheckError) {
                 this.logger.warn(`${this.dexKey}-${this.network}: failed to build transaction on side ${side} with too strict slippage. Skipping restriction`);

package/build/dex/generic-rfq/generic-rfq.js.map

@@ -1 +1 @@
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package/build/dex/generic-rfq/types.d.ts

@@ -83,14 +83,16 @@ export type RFQFirmRateResponse = {
     status: 'accepted' | 'rejected';
     order: AugustusOrderWithStringAndSignature;
 };
+export type BlacklistReason = 'CACHED' | 'HTTP_403' | 'HTTP_429' | 'USER_RESTRICTED' | 'FQ_009' | 'API_ERROR' | 'DENY_LISTED';
 export declare class BlacklistError extends Error {
     dexKey: string;
     network: Network;
     user: Address;
+    reason: BlacklistReason;
     isBlacklistError: boolean;
     cause: string;
     code: string;
-    constructor(dexKey: string, network: Network, user: Address);
+    constructor(dexKey: string, network: Network, user: Address, reason: BlacklistReason);
 }
 export declare class SlippageCheckError extends Error {
     isSlippageError: boolean;

package/build/dex/generic-rfq/types.js

@@ -10,15 +10,17 @@ class BlacklistError extends Error {
     dexKey;
     network;
     user;
+    reason;
     isBlacklistError = true;
     cause = 'BlacklistError';
     code = 'BLACKLIST';
-    constructor(dexKey, network, user) {
+    constructor(dexKey, network, user, reason) {
         const message = `User address ${user} is blacklisted on ${dexKey}-${network}`;
         super(message);
         this.dexKey = dexKey;
         this.network = network;
         this.user = user;
+        this.reason = reason;
         this.name = 'BlacklistError';
     }
 }

package/build/dex/generic-rfq/types.js.map

@@ -1 +1 @@
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package/build/dex/hashflow/hashflow.js

@@ -346,7 +346,7 @@ class Hashflow extends simple_exchange_with_restrictions_1.SimpleExchangeWithRes
     async preProcessTransaction(optimalSwapExchange, srcToken, destToken, side, options) {
         if (await this.isBlacklisted(options.txOrigin)) {
             this.logger.warn(`${this.dexKey}-${this.network}: blacklisted TX Origin address '${options.txOrigin}' trying to build a transaction. Bailing...`);
-            throw new types_1.BlacklistError(this.dexKey, this.network, options.txOrigin);
+            throw new types_1.BlacklistError(this.dexKey, this.network, options.txOrigin, 'CACHED');
         }
         const mm = optimalSwapExchange.data?.mm;
         (0, ts_essentials_1.assert)(mm !== undefined, `${this.dexKey}-${this.network}: MM was not provided in data`);
@@ -444,7 +444,7 @@ class Hashflow extends simple_exchange_with_restrictions_1.SimpleExchangeWithRes
                 e.message?.toLowerCase().includes('user is restricted')) {
                 this.logger.warn(`${prefix}: Encountered restricted user=${options.userAddress}. Adding to local blacklist cache`);
                 await this.addBlacklistedAddress(options.userAddress);
-                throw new types_1.BlacklistError(this.dexKey, this.network, options.userAddress);
+                throw new types_1.BlacklistError(this.dexKey, this.network, options.userAddress, 'USER_RESTRICTED');
             }
             else if (e instanceof types_1.TooStrictSlippageCheckError) {
                 this.logger.warn(`${prefix}: Market Maker ${mm} failed to build transaction on side ${side} with too strict slippage. Skipping restriction ${e}`);

package/build/dex/hashflow/hashflow.js.map

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package/build/dex/lite-psm/lite-psm.js

@@ -356,8 +356,9 @@ class LitePsm extends simple_exchange_1.SimpleExchange {
             const state = eventPool?.isInvalid()
                 ? null
                 : eventPool?.getStaleState() ?? null;
-            if (!state)
-                return [];
+            if (!state) {
+                throw new reserves_1.PoolReservesNotReadyError(this.dexKey, `no state for ${gem}`);
+            }
             const psm = config.psmAddress.toLowerCase();
             return [
                 {

package/build/dex/lite-psm/lite-psm.js.map

@@ -1 +1 @@
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