sushi 3.0.0 → 3.1.2

package/dist/_esm/router/PoolBinarySerialization.js

@@ -0,0 +1,471 @@
+import { ChainId } from '../chain/index.js';
+import { Token } from '../currency/index.js';
+import { BinReadStream, BinWriteStream, } from '../serializer/BinarySerialization.js';
+import { BridgeUnlimited, ConstantProductRPool, CurveMultitokenCore, CurveMultitokenPool, UniV3Pool, UniV4Pool, createCurvePoolsForMultipool, } from '../tines/index.js';
+import { curvePoolType2Num, curvePoolTypeFromNum } from './curve-sdk.js';
+import { LiquidityProviders } from './liquidity-providers/index.js';
+import { ConstantProductPoolCode, CurvePoolCode, NativeWrapBridgePoolCode, PoolCode, UniV3PoolCode, UniV4PoolCode, } from './pool-codes/index.js';
+var PoolTypeIndex;
+(function (PoolTypeIndex) {
+    PoolTypeIndex[PoolTypeIndex["Bridge"] = 0] = "Bridge";
+    PoolTypeIndex[PoolTypeIndex["Classic"] = 1] = "Classic";
+    PoolTypeIndex[PoolTypeIndex["Concentrated"] = 2] = "Concentrated";
+    PoolTypeIndex[PoolTypeIndex["Curve"] = 3] = "Curve";
+    PoolTypeIndex[PoolTypeIndex["V4"] = 4] = "V4";
+    PoolTypeIndex[PoolTypeIndex["CurvePoolCoreHaveBeenSerialized"] = 255] = "CurvePoolCoreHaveBeenSerialized";
+})(PoolTypeIndex || (PoolTypeIndex = {}));
+const FEE_FRACTIONS = 10_000_000;
+// Serialization of constructor params
+export function serializePoolsBinary(pools, extraData) {
+    const stream = new BinWriteStream();
+    stream.str16(JSON.stringify(extraData ?? {}));
+    stream.float64(Number(pools[0]?.pool.token0.chainId ?? 0));
+    const CurveCoreSerialized = new Set();
+    const tokenMap = new Map();
+    pools.forEach(({ pool: p }) => {
+        tokenMap.set(p.token0.address, p.token0);
+        tokenMap.set(p.token1.address, p.token1);
+    });
+    stream.uint24(tokenMap.size);
+    Array.from(tokenMap.values()).forEach((t) => {
+        stream.address(t.address);
+        const pos = stream.reserveUint16();
+        stream.str16(t.name);
+        stream.str16(t.symbol);
+        stream.uint8(t.decimals);
+        stream.setLengthUint16(pos);
+    });
+    const tokenIndex = new Map(Array.from(tokenMap.entries()).map((a, i) => [a[0], i]));
+    stream.uint24(pools.length);
+    pools.forEach((pc) => {
+        stream.str16(pc.liquidityProvider); // TODO: small set of strings actually, can be optimized
+        if (pc instanceof ConstantProductPoolCode) {
+            const p = pc.pool;
+            stream.uint8(PoolTypeIndex.Classic);
+            stream.address(p.address);
+            stream.uint24(tokenIndex.get(p.token0.address));
+            stream.uint24(tokenIndex.get(p.token1.address));
+            stream.uint24(Math.round(p.fee * FEE_FRACTIONS)); // can be optimized - usually 0.003
+            stream.bigUInt(p.reserve0, p.address, 'res0');
+            stream.bigUInt(p.reserve1, p.address, 'res1');
+        }
+        else if (pc instanceof UniV3PoolCode) {
+            const p = pc.pool;
+            stream.uint8(PoolTypeIndex.Concentrated);
+            stream.address(p.address);
+            stream.uint24(tokenIndex.get(p.token0.address));
+            stream.uint24(tokenIndex.get(p.token1.address));
+            stream.uint24(Math.round(p.fee * FEE_FRACTIONS)); // can be optimized - usually [0.003, 0.001, 0.0005]
+            stream.bigUInt(p.reserve0, p.address, 'res0');
+            stream.bigUInt(p.reserve1, p.address, 'res1');
+            //stream.uint32(p.tick) nearestTick instead of it
+            stream.uint24(p.nearestTick);
+            stream.bigUInt(p.liquidity, p.address, 'liquidity');
+            stream.bigUInt(p.sqrtPriceX96, p.address, 'price');
+            stream.uint24(p.ticks.length);
+            p.ticks.forEach((t) => {
+                stream.int24(t.index);
+                stream.bigInt(t.DLiquidity);
+            });
+        }
+        else if (pc instanceof NativeWrapBridgePoolCode) {
+            const p = pc.pool;
+            // Native wrappers for example
+            stream.uint8(PoolTypeIndex.Bridge);
+            stream.address(p.address);
+            stream.uint24(tokenIndex.get(p.token0.address));
+            stream.uint24(tokenIndex.get(p.token1.address));
+            stream.uint24(Math.round(p.fee * FEE_FRACTIONS)); // can be optimized - usually 0.003
+        }
+        else if (pc instanceof CurvePoolCode) {
+            const p = pc.pool;
+            const core = p.core;
+            if (CurveCoreSerialized.has(core.address)) {
+                stream.uint8(PoolTypeIndex.CurvePoolCoreHaveBeenSerialized);
+                return;
+            }
+            CurveCoreSerialized.add(core.address);
+            stream.uint8(PoolTypeIndex.Curve);
+            stream.uint8(curvePoolType2Num(pc.poolType));
+            stream.address(core.address);
+            stream.uint8(core.tokens.length);
+            const originalRates = core.getOriginalRates();
+            core.tokens.forEach((t, i) => {
+                stream.uint24(tokenIndex.get(t.address));
+                stream.bigUInt(core.reserves[i], core.address);
+                stream.float64(originalRates[i]);
+            });
+            stream.uint24(Math.round(p.fee * FEE_FRACTIONS)); // can be optimized - usually [0.003, 0.001, 0.0005]
+            stream.float64(core.A);
+        }
+        else if (pc instanceof UniV4PoolCode) {
+            const p = pc.pool;
+            stream.uint8(PoolTypeIndex.V4);
+            stream.address(p.address);
+            stream.str16(p.id);
+            stream.uint24(tokenIndex.get(p.token0.address));
+            stream.uint24(tokenIndex.get(p.token1.address));
+            stream.uint24(Math.round(p.fee * FEE_FRACTIONS));
+            stream.address(p.hooks);
+            //stream.uint32(p.tick) nearestTick instead of it
+            stream.uint24(p.nearestTick);
+            stream.bigUInt(p.liquidity, p.address, 'liquidity');
+            stream.bigUInt(p.sqrtPriceX96, p.address, 'price');
+            stream.uint24(p.ticks.length);
+            p.ticks.forEach((t) => {
+                stream.int24(t.index);
+                stream.bigInt(t.DLiquidity);
+            });
+            stream.uint24(pc.tickSpacing);
+        }
+        else {
+            console.error(`Serialization: unsupported pool type ${pc.pool.address}`);
+        }
+    });
+    return stream.getSerializedData();
+}
+// Deserialization - launching constructors
+export function deserializePoolsBinary(data, start = 0, existedTokens) {
+    const stream = new BinReadStream(data);
+    stream.skip(start);
+    const extraData = JSON.parse(stream.str16());
+    const chainId = stream.float64();
+    const tokensNum = stream.uint24();
+    const tokensArray = new Array(tokensNum);
+    // const newTokens: Token[] = []
+    // let existedTokensNumber = 0
+    for (let i = 0; i < tokensNum; ++i) {
+        const address = stream.address();
+        const tokenRestDataLength = stream.uint16();
+        const token = existedTokens?.(address);
+        if (token) {
+            tokensArray[i] = token;
+            stream.skip(tokenRestDataLength);
+        }
+        else {
+            const name = stream.str16();
+            const symbol = stream.str16();
+            const decimals = stream.uint8();
+            const token = new Token({
+                chainId,
+                address,
+                name,
+                symbol,
+                decimals,
+            });
+            tokensArray[i] = token;
+        }
+    }
+    const poolsNum = stream.uint24();
+    const pools = [];
+    for (let i = 0; i < poolsNum; ++i) {
+        const liquidityProvider = stream.str16();
+        const poolType = stream.uint8();
+        switch (poolType) {
+            case PoolTypeIndex.Classic:
+                pools.push(new ConstantProductPoolCode(readCPRPool(stream, tokensArray), liquidityProvider, liquidityProvider));
+                break;
+            case PoolTypeIndex.Concentrated:
+                pools.push(new UniV3PoolCode(readUniV3Pool(stream, tokensArray), liquidityProvider, liquidityProvider));
+                break;
+            case PoolTypeIndex.Bridge:
+                pools.push(new NativeWrapBridgePoolCode(readNativeWrapRPool(stream, tokensArray), liquidityProvider));
+                break;
+            case PoolTypeIndex.Curve: {
+                const curvePoolType = curvePoolTypeFromNum(stream.uint8());
+                readCurveRPools(stream, tokensArray).forEach((p) => {
+                    pools.push(new CurvePoolCode(p, liquidityProvider, liquidityProvider, curvePoolType));
+                });
+                break;
+            }
+            case PoolTypeIndex.V4:
+                {
+                    const pool = readUniV4Pool(stream, tokensArray);
+                    const tickSpacing = stream.uint24();
+                    pools.push(new UniV4PoolCode(pool, tickSpacing, liquidityProvider, liquidityProvider));
+                }
+                break;
+            case PoolTypeIndex.CurvePoolCoreHaveBeenSerialized: // pools of one core are serialized only once
+                break;
+            default:
+                console.error(`Deserealization: unknown pool type ${poolType}`);
+        }
+    }
+    return { pools, extraData, finish: stream.position };
+}
+function readCPRPool(stream, tokensArray) {
+    const address = stream.address();
+    const token0 = tokensArray[stream.uint24()];
+    const token1 = tokensArray[stream.uint24()];
+    const fee = stream.uint24() / FEE_FRACTIONS;
+    const reserve0 = stream.bigUInt();
+    const reserve1 = stream.bigUInt();
+    return new ConstantProductRPool(address, token0, token1, fee, reserve0, reserve1);
+}
+function readUniV3Pool(stream, tokensArray) {
+    const address = stream.address();
+    const token0 = tokensArray[stream.uint24()];
+    const token1 = tokensArray[stream.uint24()];
+    const fee = stream.uint24() / FEE_FRACTIONS;
+    const reserve0 = stream.bigUInt();
+    const reserve1 = stream.bigUInt();
+    const nearestTick = stream.uint24();
+    const liquidity = stream.bigUInt();
+    const sqrtPriceX96 = stream.bigUInt();
+    const ticksLen = stream.uint24();
+    const ticks = new Array(ticksLen);
+    for (let i = 0; i < ticksLen; ++i) {
+        const index = stream.int24();
+        const DLiquidity = stream.bigInt();
+        ticks[i] = { index, DLiquidity };
+    }
+    return new UniV3Pool(address, token0, token1, fee, reserve0, reserve1, 0, // tick is not needed if we already have nearestTick
+    liquidity, sqrtPriceX96, ticks, nearestTick);
+}
+function readUniV4Pool(stream, tokensArray) {
+    const address = stream.address();
+    const id = stream.str16();
+    const token0 = tokensArray[stream.uint24()];
+    const token1 = tokensArray[stream.uint24()];
+    const fee = stream.uint24() / FEE_FRACTIONS;
+    const hooks = stream.address();
+    const nearestTick = stream.uint24();
+    const liquidity = stream.bigUInt();
+    const sqrtPriceX96 = stream.bigUInt();
+    const ticksLen = stream.uint24();
+    const ticks = new Array(ticksLen);
+    for (let i = 0; i < ticksLen; ++i) {
+        const index = stream.int24();
+        const DLiquidity = stream.bigInt();
+        ticks[i] = { index, DLiquidity };
+    }
+    return new UniV4Pool(id, address, token0, token1, fee, hooks, 0, // tick is not needed if we already have nearestTick
+    liquidity, sqrtPriceX96, ticks, nearestTick);
+}
+function readNativeWrapRPool(stream, tokensArray) {
+    const address = stream.address();
+    const token0 = tokensArray[stream.uint24()];
+    const token1 = tokensArray[stream.uint24()];
+    const fee = stream.uint24() / FEE_FRACTIONS;
+    return new BridgeUnlimited(address, token0, token1, fee);
+}
+function readCurveRPools(stream, tokensArray) {
+    const address = stream.address();
+    const tokensLen = stream.uint8();
+    const tokens = new Array(tokensLen);
+    const reserves = new Array(tokensLen);
+    const rates = new Array(tokensLen);
+    for (let i = 0; i < tokensLen; ++i) {
+        tokens[i] = tokensArray[stream.uint24()];
+        reserves[i] = stream.bigUInt();
+        rates[i] = stream.float64();
+    }
+    const fee = stream.uint24() / FEE_FRACTIONS;
+    const A = stream.float64();
+    return createCurvePoolsForMultipool(address, tokens, fee, A, reserves, rates);
+}
+export function comparePoolArrays(poolsA, poolsB) {
+    let res = true;
+    const poolsAMap = new Map();
+    poolsA.forEach((p) => poolsAMap.set(p.pool.uniqueID(), p));
+    const poolsBMap = new Map();
+    poolsB.forEach((p) => poolsBMap.set(p.pool.uniqueID(), p));
+    Array.from(poolsAMap.values()).forEach((pA) => {
+        const pB = poolsBMap.get(pA.pool.uniqueID());
+        if (pB === undefined) {
+            console.log(`Set 2 has no pool ${pA.pool.uniqueID()}`);
+            res = false;
+        }
+        else
+            res = comparePools(pA, pB) && res;
+    });
+    Array.from(poolsBMap.values()).forEach((pB) => {
+        const pA = poolsAMap.get(pB.pool.uniqueID());
+        if (pA === undefined) {
+            console.log(`Set 1 has no pool ${pB.pool.uniqueID()}`);
+            res = false;
+        }
+    });
+    return res;
+}
+function comparePools(poolsA, poolsB) {
+    let res = cmpObj(poolsA, poolsB, ['liquidityProvider', 'poolName'], `Pool ${poolsA.pool.uniqueID()} mismatch`);
+    if (poolsA instanceof ConstantProductPoolCode) {
+        if (!(poolsB instanceof ConstantProductPoolCode)) {
+            console.log(`PoolCode ${poolsA.pool.uniqueID()} poolType mismatch`);
+            res = false;
+        }
+        else {
+            if (!(poolsA.pool instanceof ConstantProductRPool)) {
+                console.log(`Set 1 pool ${poolsA.pool.uniqueID()} poolType mismatch`);
+                res = false;
+            }
+            else {
+                if (!(poolsB.pool instanceof ConstantProductRPool)) {
+                    console.log(`Set 2 pool ${poolsB.pool.uniqueID()} poolType mismatch`);
+                    res = false;
+                }
+                else {
+                    if (!compareConstantProductRPool(poolsA.pool, poolsB.pool))
+                        res = false;
+                }
+            }
+        }
+    }
+    else if (poolsA instanceof UniV3PoolCode) {
+        if (!(poolsB instanceof UniV3PoolCode)) {
+            console.log(`PoolCode ${poolsA.pool.uniqueID()} poolType mismatch`);
+            res = false;
+        }
+        else {
+            if (!(poolsA.pool instanceof UniV3Pool)) {
+                console.log(`Set 1 pool ${poolsA.pool.uniqueID()} poolType mismatch`);
+                res = false;
+            }
+            else {
+                if (!(poolsB.pool instanceof UniV3Pool)) {
+                    console.log(`Set 2 pool ${poolsB.pool.uniqueID()} poolType mismatch`);
+                    res = false;
+                }
+                else {
+                    if (!compareUniV3Pool(poolsA.pool, poolsB.pool))
+                        res = false;
+                }
+            }
+        }
+    }
+    else if (poolsA instanceof NativeWrapBridgePoolCode) {
+        if (!(poolsB instanceof NativeWrapBridgePoolCode)) {
+            console.log(`PoolCode ${poolsA.pool.uniqueID()} poolType mismatch`);
+            res = false;
+        }
+        else {
+            if (!(poolsA.pool instanceof BridgeUnlimited)) {
+                console.log(`Set 1 pool ${poolsA.pool.uniqueID()} poolType mismatch`);
+                res = false;
+            }
+            else {
+                if (!(poolsB.pool instanceof BridgeUnlimited)) {
+                    console.log(`Set 2 pool ${poolsB.pool.uniqueID()} poolType mismatch`);
+                    res = false;
+                }
+                else {
+                    if (!compareBridgeUnlimited(poolsA.pool, poolsB.pool))
+                        res = false;
+                }
+            }
+        }
+    }
+    else if (poolsA instanceof CurvePoolCode) {
+        if (!(poolsB instanceof CurvePoolCode)) {
+            console.log(`PoolCode ${poolsA.pool.uniqueID()} poolType mismatch`);
+            res = false;
+        }
+        else {
+            if (!(poolsA.pool instanceof CurveMultitokenPool)) {
+                console.log(`Set 1 pool ${poolsA.pool.uniqueID()} poolType mismatch`);
+                res = false;
+            }
+            else {
+                if (!(poolsB.pool instanceof CurveMultitokenPool)) {
+                    console.log(`Set 2 pool ${poolsB.pool.uniqueID()} poolType mismatch`);
+                    res = false;
+                }
+                else {
+                    if (!compareCurveMultitokenPool(poolsA.pool, poolsB.pool))
+                        res = false;
+                }
+            }
+        }
+    }
+    else {
+        console.log('Unknown pool type');
+    }
+    return res;
+}
+function compareConstantProductRPool(poolA, poolB) {
+    let res = cmpObj(poolA, poolB, ['address', 'fee', 'reserve0', 'reserve1'], `ConstantProductRPool ${poolA.address} mismatch`);
+    res = compareTokens(poolA.token0, poolB.token0, poolA.uniqueID()) && res;
+    res = compareTokens(poolA.token1, poolB.token1, poolA.uniqueID()) && res;
+    return res;
+}
+function compareUniV3Pool(poolA, poolB) {
+    let res = cmpObj(poolA, poolB, [
+        'address',
+        'fee',
+        'reserve0',
+        'reserve1',
+        'nearestTick',
+        'liquidity',
+        'sqrtPriceX96',
+    ], `UniV3Pool ${poolA.address} mismatch`);
+    res = compareTokens(poolA.token0, poolB.token0, poolA.uniqueID()) && res;
+    res = compareTokens(poolA.token1, poolB.token1, poolA.uniqueID()) && res;
+    res =
+        cmpArrObj(poolA.ticks, poolB.ticks, ['index', 'DLiquidity'], `UniV3Pool ${poolA.address} mismatch ticks`) && res;
+    return res;
+}
+function compareBridgeUnlimited(poolA, poolB) {
+    let res = cmpObj(poolA, poolB, ['address', 'fee'], `BridgeUnlimited ${poolA.address} mismatch`);
+    res = compareTokens(poolA.token0, poolB.token0, poolA.uniqueID()) && res;
+    res = compareTokens(poolA.token1, poolB.token1, poolA.uniqueID()) && res;
+    return res;
+}
+function compareCurveMultitokenPool(poolA, poolB) {
+    let res = cmpObj(poolA, poolB, ['index0', 'index1'], `CurveMultitokenPool ${poolA.address} mismatch`);
+    res = compareCurveMultitokenCore(poolA.core, poolB.core) && res;
+    return res;
+}
+function compareCurveMultitokenCore(poolA, poolB) {
+    let res = cmpObj(poolA, poolB, ['address', 'fee', 'A'], `CurveMultitokenCore ${poolA.address} mismatch`);
+    res =
+        cmpArrObj(poolA.tokens, poolB.tokens, ['address', 'name', 'symbol', 'decimals'], `CurveMultitokenCore ${poolA.address} mismatch tokens`) && res;
+    res =
+        cmpArrVal(poolA.reserves, poolB.reserves, `CurveMultitokenCore ${poolA.address} mismatch reserves`) && res;
+    res =
+        cmpArrVal(poolA.rates, poolB.rates, `CurveMultitokenCore ${poolA.address} mismatch rates`) && res;
+    return res;
+}
+function compareTokens(tokenA, tokenB, poolID) {
+    return cmpObj(tokenA, tokenB, ['address', 'decimals'], `Pool ${poolID} tokens mismatch`);
+}
+function cmpVal(valA, valB, err) {
+    if (valA !== valB) {
+        console.log(`<!!> ${err} ${valA} != ${valB}`);
+        return false;
+    }
+    return true;
+}
+function cmpObj(A, B, fields, err) {
+    let res = true;
+    fields.forEach((f) => {
+        res = cmpVal(A[f], B[f], `${err} ${f}`) && res;
+    });
+    return res;
+}
+function cmpArrVal(A, B, err) {
+    let res = cmpVal(A.length, B.length, `${err} length`);
+    A.forEach((m, i) => {
+        res = cmpVal(m, B[i], `${err} ${i}`) && res;
+    });
+    return res;
+}
+function cmpArrObj(A, B, fields, err) {
+    let res = cmpVal(A.length, B.length, `${err} length`);
+    if (!res)
+        return res;
+    A.forEach((m, i) => {
+        res = cmpObj(m, B[i], fields, `${err} ${i}`) && res;
+    });
+    return res;
+}
+export function testPoolSerialization(poolsA, existedTokens) {
+    const t0 = performance.now();
+    const data = serializePoolsBinary(poolsA);
+    const t1 = performance.now();
+    const { pools: poolsB } = deserializePoolsBinary(data, 0, existedTokens);
+    const t2 = performance.now();
+    console.log('Bin Pool (de)serialilization', poolsA.length, t1 - t0, t2 - t1);
+    return comparePoolArrays(poolsA, poolsB);
+}
+//# sourceMappingURL=PoolBinarySerialization.js.map

package/dist/_esm/router/PoolBinarySerialization.js.map

@@ -0,0 +1 @@
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package/dist/_esm/router/Sankey.AnyChart.js

@@ -0,0 +1,25 @@
+// Example: https://www.anychart.com/products/anychart/gallery/Sankey_Diagram/Titanic_Survivors.php?theme=lightBlue
+// Data formate: [{from: 'First Class', to: 'Child', value: 6}, ....]
+export function getRoutingAnyChartSankeyData(route) {
+    // set tokens values. input token value is 100%, other tokens value is how many % of liquidity comes through them
+    const tokenValue = new Map();
+    tokenValue.set(route.fromToken.tokenId, 100);
+    route.legs.forEach((leg) => {
+        const fromValue = tokenValue.get(leg.tokenFrom.tokenId) || 0;
+        console.assert(fromValue !== 0, `Unexpected input token !!!${leg.tokenFrom.tokenId}`);
+        const legValue = fromValue * leg.absolutePortion;
+        const toValue = tokenValue.get(leg.tokenTo.tokenId) || 0;
+        tokenValue.set(leg.tokenTo.tokenId, toValue + legValue);
+    });
+    return route.legs.map((leg) => {
+        const fromValue = tokenValue.get(leg.tokenFrom.tokenId) || 0;
+        console.assert(fromValue !== 0, `Unexpected token value !!! ${leg.tokenFrom.tokenId}`);
+        const value = Math.round(fromValue * leg.absolutePortion);
+        return {
+            from: leg.tokenFrom.symbol,
+            to: leg.tokenTo.symbol,
+            value,
+        };
+    });
+}
+//# sourceMappingURL=Sankey.AnyChart.js.map

package/dist/_esm/router/Sankey.AnyChart.js.map

@@ -0,0 +1 @@
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