CFD (#28)

* Added new pairs type: futures

* Added new pairs type: futures

* added market param to pairsConfig request

* OP-3268 [CFD] Deposit amount

Added CFDContracts endpoint
package.json version update

* OP-3268 [CFD] Deposit amount

CFDContractsSchema export

* OP-3268 [CFD] Deposit amount

CFDContractsSchema export
package.json update

* cfdContractsSchema rename
Add getCFDHistory method
package.json update

* Parameter of getCFDHistory method was updated

* cfdHistorySchema was updated

* WS subscribtion for CFD balances, CFD Order signing functionality

* cfdHistorySchema was updated
package.json version 0.16.0-rc.6 was updated

* package.json version 0.16.0-rc.7 was updated

* Exchange and CFD history schemas was transformed
package.json version 0.16.0-rc.8 was updated

* Added HistoryTransactionStatus
package.json version 0.16.0-rc.8 was updated

* cfdContractsSchema was updated
package.json version 0.16.0-rc.10 was updated

* Merge conflicts fix
package.json version was updated to 0.16.0-rc.12

* updated schemas, updated version

* Updated CFD balance schema, updated unsubscribe with passing extra details

* CFD balances schema update

* Added CFD prices request

* typing small fix

* fixed transformation of CFD init / update responses

* temporary added debug

* temporary added debug. changed ver

* debug, ver up

* Add currentPrice to cfdBalanceSchema

* Added maxAvailableLong maxAvailableShort to balances

* added leverage and position status

* Update isWithCode - allow string code

* version up

Co-authored-by: Mikhail Gladchenko <m@gladchenko.pw>
Co-authored-by: Demid <demidn@gmail.com>
Co-authored-by: Dmitry Leleko <lelekodmitry@gmail.com>

src/crypt/hashCFDOrder.ts

@@ -0,0 +1,31 @@
+import { ethers } from 'ethers';
+import { CFDOrder } from '../types';
+
+const hashCFDOrder = (order: CFDOrder) => ethers.utils.solidityKeccak256(
+  [
+    'uint8',
+    'address',
+    'address',
+    'address',
+    'uint64',
+    'uint64',
+    'uint64',
+    'uint64',
+    'uint64',
+    'uint8',
+  ],
+  [
+    '0x03',
+    order.senderAddress,
+    order.matcherAddress,
+    order.instrumentAddress,
+    order.amount,
+    order.price,
+    order.matcherFee,
+    order.nonce,
+    order.expiration,
+    order.buySide ? '0x01' : '0x00',
+  ],
+);
+
+export default hashCFDOrder;

src/crypt/index.ts

@@ -1,4 +1,5 @@
 export { default as signCancelOrder } from './signCancelOrder';
 export { default as signCancelOrderPersonal } from './signCancelOrderPersonal';
 export { default as signOrder } from './signOrder';
+export { default as signCFDOrder } from './signCFDOrder';
 export { default as signOrderPersonal } from './signOrderPersonal';

src/crypt/signCFDOrder.ts

@@ -0,0 +1,83 @@
+/* eslint-disable no-underscore-dangle */
+import { TypedDataSigner } from '@ethersproject/abstract-signer';
+import BigNumber from 'bignumber.js';
+import { ethers } from 'ethers';
+import { joinSignature, splitSignature } from 'ethers/lib/utils';
+import { INTERNAL_ORION_PRECISION } from '../constants';
+import { CFDOrder, SignedCFDOrder, SupportedChainId } from '../types';
+import normalizeNumber from '../utils/normalizeNumber';
+import getDomainData from './getDomainData';
+import signCFDOrderPersonal from "./signCFDOrderPersonal";
+import hashCFDOrder from "./hashCFDOrder";
+import CFD_ORDER_TYPES from "../constants/cfdOrderTypes";
+
+const DEFAULT_EXPIRATION = 29 * 24 * 60 * 60 * 1000; // 29 days
+
+type SignerWithTypedDataSign = ethers.Signer & TypedDataSigner;
+
+export const signCFDOrder = async (
+  instrumentAddress: string,
+  side: 'BUY' | 'SELL',
+  price: BigNumber.Value,
+  amount: BigNumber.Value,
+  matcherFee: BigNumber.Value,
+  senderAddress: string,
+  matcherAddress: string,
+  usePersonalSign: boolean,
+  signer: ethers.Signer,
+  chainId: SupportedChainId,
+) => {
+  const nonce = Date.now();
+  const expiration = nonce + DEFAULT_EXPIRATION;
+
+  const order: CFDOrder = {
+    senderAddress,
+    matcherAddress,
+    instrumentAddress,
+    amount: normalizeNumber(
+      amount,
+      INTERNAL_ORION_PRECISION,
+      BigNumber.ROUND_FLOOR,
+    ).toNumber(),
+    price: normalizeNumber(
+      price,
+      INTERNAL_ORION_PRECISION,
+      BigNumber.ROUND_FLOOR,
+    ).toNumber(),
+    matcherFee: normalizeNumber(
+      matcherFee,
+      INTERNAL_ORION_PRECISION,
+      BigNumber.ROUND_CEIL, // ROUND_CEIL because we don't want get "not enough fee" error
+    ).toNumber(),
+    nonce,
+    expiration,
+    buySide: side === 'BUY' ? 1 : 0,
+    isPersonalSign: usePersonalSign,
+  };
+
+  // eslint-disable-next-line @typescript-eslint/consistent-type-assertions
+  const typedDataSigner = signer as SignerWithTypedDataSign;
+  const signature = usePersonalSign
+    ? await signCFDOrderPersonal(order, signer)
+    : await typedDataSigner._signTypedData(
+      getDomainData(chainId),
+      CFD_ORDER_TYPES,
+      order,
+    );
+
+  // https://github.com/poap-xyz/poap-fun/pull/62#issue-928290265
+  // "Signature's v was always send as 27 or 28, but from Ledger was 0 or 1"
+  const fixedSignature = joinSignature(splitSignature(signature));
+
+  if (!fixedSignature) throw new Error("Can't sign order");
+
+  const signedOrder: SignedCFDOrder = {
+    ...order,
+    id: hashCFDOrder(order),
+    signature: fixedSignature,
+  };
+
+  return signedOrder;
+};
+
+export default signCFDOrder;

src/crypt/signCFDOrderPersonal.ts

@@ -0,0 +1,30 @@
+import { ethers } from 'ethers';
+import { CFDOrder } from '../types';
+
+const { arrayify, joinSignature, splitSignature } = ethers.utils;
+
+const signCFDOrderPersonal = async (order: CFDOrder, signer: ethers.Signer) => {
+  const message = ethers.utils.solidityKeccak256(
+    [
+      'string', 'address', 'address', 'address', 'uint64', 'uint64', 'uint64', 'uint64', 'uint64', 'uint8',
+    ],
+    [
+      'order',
+      order.senderAddress,
+      order.matcherAddress,
+      order.instrumentAddress,
+      order.amount,
+      order.price,
+      order.matcherFee,
+      order.nonce,
+      order.expiration,
+      order.buySide,
+    ],
+  );
+  const signature = await signer.signMessage(arrayify(message));
+
+  // NOTE: metamask broke sig.v value and we fix it in next line
+  return joinSignature(splitSignature(signature));
+};
+
+export default signCFDOrderPersonal;