decimals in order books

This commit is contained in:
kigastu
2024-04-02 16:29:59 +03:00
committed by GitHub
6 changed files with 81 additions and 64 deletions

4
package-lock.json generated
View File

@@ -1,12 +1,12 @@
{
"name": "@orionprotocol/sdk",
"version": "0.20.73",
"version": "0.20.79",
"lockfileVersion": 2,
"requires": true,
"packages": {
"": {
"name": "@orionprotocol/sdk",
"version": "0.20.73",
"version": "0.20.79",
"hasInstallScript": true,
"license": "ISC",
"dependencies": {

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@@ -1,6 +1,6 @@
{
"name": "@orionprotocol/sdk",
"version": "0.20.78",
"version": "0.20.80-rc3",
"description": "Orion Protocol SDK",
"main": "./lib/index.cjs",
"module": "./lib/index.js",

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@@ -21,10 +21,15 @@ export default class Orion {
// TODO: get tradable pairs (aggregated)
public logger: ((message: string) => void) | undefined;
constructor(
envOrConfig: KnownEnv | EnvConfig = 'production',
overrides?: DeepPartial<EnvConfig>
overrides?: DeepPartial<EnvConfig>,
logger?: ((message: string) => void) | undefined
) {
this.logger = logger;
let config: EnvConfig;
if (typeof envOrConfig === 'string') {
const envConfig = envs[envOrConfig];
@@ -92,7 +97,7 @@ export default class Orion {
// api: networkConfig.api,
nodeJsonRpc: networkConfig.nodeJsonRpc,
services: networkConfig.services,
});
}, logger);
return {
...acc,
[chainId]: unit,

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@@ -41,7 +41,10 @@ export default class Unit {
public readonly contracts: Record<string, string>;
constructor(config: KnownConfig | VerboseUnitConfig) {
public logger: ((message: string) => void) | undefined;
constructor(config: KnownConfig | VerboseUnitConfig, logger?: ((message: string) => void) | undefined) {
this.logger = logger;
if ('env' in config) {
const staticConfig = envs[config.env];
if (!staticConfig) {
@@ -118,7 +121,8 @@ export default class Unit {
this.aggregator = new Aggregator(
this.config.services.aggregator.http,
this.config.services.aggregator.ws,
this.config.basicAuth
this.config.basicAuth,
logger,
);
this.priceFeed = new PriceFeed(
this.config.services.priceFeed.api,

View File

@@ -19,9 +19,9 @@ import httpToWS from '../../utils/httpToWS.js';
import { ethers } from 'ethers';
import orderSchema from './schemas/orderSchema.js';
import { fetchWithValidation } from 'simple-typed-fetch';
import hmacSHA256 from "crypto-js/hmac-sha256";
import Hex from "crypto-js/enc-hex";
import {pmmOrderSchema} from "../../Unit/Pmm/schemas/order";
import hmacSHA256 from 'crypto-js/hmac-sha256';
import Hex from 'crypto-js/enc-hex';
import { pmmOrderSchema } from '../../Unit/Pmm/schemas/order';
class Aggregator {
private readonly apiUrl: string;
@@ -34,11 +34,16 @@ class Aggregator {
return this.apiUrl;
}
public logger: ((message: string) => void) | undefined;
constructor(
httpAPIUrl: string,
wsAPIUrl: string,
basicAuth?: BasicAuthCredentials
basicAuth?: BasicAuthCredentials,
logger?: ((message: string) => void) | undefined
) {
this.logger = logger;
// const oaUrl = new URL(apiUrl);
// const oaWsProtocol = oaUrl.protocol === 'https:' ? 'wss' : 'ws';
// const aggregatorWsUrl = `${oaWsProtocol}://${oaUrl.host + (oaUrl.pathname === '/'
@@ -46,7 +51,7 @@ class Aggregator {
// : oaUrl.pathname)}/v1`;
this.apiUrl = httpAPIUrl;
this.ws = new AggregatorWS(httpToWS(wsAPIUrl));
this.ws = new AggregatorWS(httpToWS(wsAPIUrl), undefined, logger);
this.basicAuth = basicAuth;
this.getHistoryAtomicSwaps = this.getHistoryAtomicSwaps.bind(this);
@@ -373,24 +378,23 @@ class Aggregator {
return fetchWithValidation(url.toString(), atomicSwapHistorySchema, { headers: this.basicAuthHeaders });
};
private encode_utf8(s : string) {
private encode_utf8(s: string) {
return unescape(encodeURIComponent(s));
}
private sign(message : string, key: string) {
private sign(message: string, key: string) {
return hmacSHA256(
this.encode_utf8(message),
this.encode_utf8(key)
this.encode_utf8(message),
this.encode_utf8(key)
).toString(Hex);
}
private generateHeaders(body : any, method : string, path : string, timestamp : number, apiKey : string, secretKey : string) {
private generateHeaders(body: any, method: string, path: string, timestamp: number, apiKey: string, secretKey: string) {
const sortedBody = Object.keys(body)
.sort()
.map((key) => (
`${key}=${body[key]}`
)).join('&');
.sort()
.map((key) => (
`${key}=${body[key]}`
)).join('&');
const payload = timestamp + method.toUpperCase() + path + sortedBody;
@@ -407,40 +411,38 @@ class Aggregator {
}
public async RFQOrder(
tokenFrom: string,
tokenTo: string,
fromTokenAmount: string,
apiKey: string, //
secretKey: string,
wallet: string
) : Promise<z.infer<typeof pmmOrderSchema>> {
tokenFrom: string,
tokenTo: string,
fromTokenAmount: string,
apiKey: string, //
secretKey: string,
wallet: string
): Promise<z.infer<typeof pmmOrderSchema>> {
// Making the order structure
const
path = '/rfq'
, url = `${this.apiUrl}/api/v1/integration/pmm`+path
, headers = {
'Content-Type': 'application/json',
}
, data = {
"baseToken":tokenFrom, // USDT
"quoteToken":tokenTo, // ORN
"amount": fromTokenAmount, // 100
"taker": wallet,
"feeBps": 0
}
, method = 'POST'
, timestamp = Date.now()
, signatureHeaders = this.generateHeaders(data, method, path, timestamp, apiKey, secretKey)
, compiledHeaders = {...headers, ...signatureHeaders.headers, }
, body = JSON.stringify(data)
path = '/rfq';
const url = `${this.apiUrl}/api/v1/integration/pmm` + path;
const headers = {
'Content-Type': 'application/json',
};
const data = {
baseToken: tokenFrom, // USDT
quoteToken: tokenTo, // ORN
amount: fromTokenAmount, // 100
taker: wallet,
feeBps: 0
};
const method = 'POST';
const timestamp = Date.now();
const signatureHeaders = this.generateHeaders(data, method, path, timestamp, apiKey, secretKey);
const compiledHeaders = { ...headers, ...signatureHeaders.headers, };
const body = JSON.stringify(data)
;
let res = pmmOrderSchema.parse({});
const res = pmmOrderSchema.parse({});
try {
const result = await fetch(url,{
const result = await fetch(url, {
headers: compiledHeaders,
method,
body
@@ -449,14 +451,13 @@ class Aggregator {
const json = await result.json();
const parseResult = pmmOrderSchema.safeParse(json);
if(!parseResult.success) {
if (!parseResult.success) {
// Try to parse error answer
const errorSchema = z.object({error: z.object({code: z.number(), reason: z.string()})});
const errorSchema = z.object({ error: z.object({ code: z.number(), reason: z.string() }) });
const errorParseResult = errorSchema.safeParse(json);
if(!errorParseResult.success)
throw Error(`Unrecognized answer from aggregator: ${json}`);
if (!errorParseResult.success) { throw Error(`Unrecognized answer from aggregator: ${json}`); }
throw Error(errorParseResult.data.error.reason);
}
@@ -466,8 +467,7 @@ class Aggregator {
res.error = '';
res.success = true;
// return result;
}
catch(err) {
} catch (err) {
res.error = `${err}`;
}
return res;

View File

@@ -66,10 +66,11 @@ type PairConfigSubscription = {
type AggregatedOrderbookSubscription = {
payload: string
dc?: number
callback: (
asks: OrderbookItem[],
bids: OrderbookItem[],
pair: string
pair: string,
) => void
errorCb?: (message: string) => void
}
@@ -195,9 +196,10 @@ class AggregatorWS {
readonly basicAuth?: BasicAuthCredentials | undefined;
constructor(wsUrl: string, basicAuth?: BasicAuthCredentials) {
constructor(wsUrl: string, basicAuth?: BasicAuthCredentials, logger?: ((message: string) => void) | undefined) {
this.wsUrl = wsUrl;
this.basicAuth = basicAuth;
this.logger = logger;
}
private messageQueue: BufferLike[] = [];
@@ -252,7 +254,7 @@ class AggregatorWS {
subscription: Subscription[T],
prevSubscriptionId?: string
) {
const id = type === 'aobus'
const id = type === SubscriptionType.AGGREGATED_ORDER_BOOK_UPDATES_SUBSCRIBE
? ((subscription as any).payload as string) // TODO: Refactor!!!
: uuidv4();
@@ -262,6 +264,12 @@ class AggregatorWS {
subRequest['T'] = type;
subRequest['id'] = id;
if ('dc' in subscription) {
if (typeof subscription.dc === 'number') {
subRequest['dc'] = subscription.dc;
}
}
if ('payload' in subscription) {
if (typeof subscription.payload === 'string') {
subRequest['S'] = subscription.payload;
@@ -369,11 +377,11 @@ class AggregatorWS {
delete this.subscriptions[SubscriptionType.ASSET_PAIR_CONFIG_UPDATES_SUBSCRIBE]?.[newestSubId];
// !!! swap info subscription is uuid that contains hyphen
} else if (isOrderBooksSubscription(newestSubId)) { // is pair name(AGGREGATED_ORDER_BOOK_UPDATE)
const aobSubscriptions = this.subscriptions[SubscriptionType.AGGREGATED_ORDER_BOOK_UPDATES_SUBSCRIBE];
if (aobSubscriptions) {
const targetAobSub = Object.entries(aobSubscriptions).find(([, value]) => value?.payload === newestSubId);
if (targetAobSub) {
const [key] = targetAobSub;
const aobusSubscriptions = this.subscriptions[SubscriptionType.AGGREGATED_ORDER_BOOK_UPDATES_SUBSCRIBE];
if (aobusSubscriptions) {
const targetAobusSub = Object.entries(aobusSubscriptions).find(([, value]) => value?.payload === newestSubId);
if (targetAobusSub) {
const [key] = targetAobusSub;
delete this.subscriptions[SubscriptionType.AGGREGATED_ORDER_BOOK_UPDATES_SUBSCRIBE]?.[key];
}
}