merged with develop

This commit is contained in:
lomonoshka
2023-08-10 15:18:55 +03:00
28 changed files with 461 additions and 154 deletions

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@@ -108,4 +108,4 @@
"overrides": {
"tsconfig-paths": "^4.0.0"
}
}
}

100
src/Orion/bridge/index.ts Normal file
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@@ -0,0 +1,100 @@
import type { ethers } from 'ethers';
import {
type AtomicSwap, type SupportedChainId,
type Unit, INTERNAL_PROTOCOL_PRECISION
} from '../../index.js';
import getHistoryExt from './getHistory.js';
import swapExt from './swap.js';
import { BigNumber } from 'bignumber.js';
export default class Bridge {
constructor(
private readonly unitsArray: Unit[],
) {}
async getMergedHistory(
externalStoredAtomicSwaps: AtomicSwap[],
walletAddress: string,
) {
const bridgeHistory = await this.getHistory(walletAddress);
return Object.values(bridgeHistory).map((atomicSwap) => {
if (atomicSwap === undefined) throw new Error('No atomic swap');
const {
secretHash,
amountToReceive,
amountToSpend,
targetChainId,
asset,
sourceChainId,
sender,
transactions,
expiration,
creationDate,
} = atomicSwap;
const localSwap = externalStoredAtomicSwaps.find(
(swap) => secretHash === swap.secretHash,
);
const amount = amountToReceive ?? amountToSpend ?? 0;
// Checking if transaction hash from blockchain is different from the same in local storage
// and changing it to the correct one
let assetName = asset;
// LEGACY. Some old atomic swaps have address instead of asset name. Here we handle this case
if (asset.includes('0x')) {
assetName = '—'; // We don't want to display address even if we can't find asset name
}
return {
localSwap,
sourceNetwork: sourceChainId,
targetNetwork: targetChainId,
amount: new BigNumber(amount)
.multipliedBy(new BigNumber(10).pow(INTERNAL_PROTOCOL_PRECISION))
.toString(),
walletAddress: sender,
secretHash,
lockTransactionHash: transactions?.lock,
refundTransactionHash: transactions?.refund,
asset: assetName,
expiration:
expiration?.lock ?? creationDate.getTime() + 60 * 60 * 24 * 4, // Or default 4 days
creationDate: creationDate.getTime(),
redeemOrder: atomicSwap.redeemOrder,
};
});
}
getHistory(address: string, limit = 1000) {
return getHistoryExt(this.unitsArray, address, limit);
}
swap(
assetName: string,
amount: BigNumber.Value,
sourceChain: SupportedChainId,
targetChain: SupportedChainId,
signer: ethers.Signer,
options: {
autoApprove?: boolean
logger?: (message: string) => void
withdrawToWallet?: boolean
}
) {
return swapExt({
amount,
assetName,
sourceChain,
targetChain,
signer,
unitsArray: this.unitsArray,
options,
})
}
}

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@@ -14,10 +14,10 @@ import {
import getNativeCryptocurrencyName from '../../utils/getNativeCryptocurrencyName.js';
import { denormalizeNumber, generateSecret, normalizeNumber, toUpperCase } from '../../utils/index.js';
import type { SupportedChainId } from '../../types.js';
import type Orion from '../index.js';
import type { z } from 'zod';
import type { placeAtomicSwapSchema } from '../../services/Aggregator/schemas/index.js';
import { simpleFetch } from 'simple-typed-fetch';
import type { Unit } from '../../index.js';
type Params = {
assetName: string
@@ -25,7 +25,7 @@ type Params = {
sourceChain: SupportedChainId
targetChain: SupportedChainId
signer: ethers.Signer
orion: Orion
unitsArray: Unit[]
options?: {
withdrawToWallet?: boolean // By default, the transfer amount remains in the exchange contract
autoApprove?: boolean
@@ -40,7 +40,7 @@ export default async function swap({
targetChain,
signer,
options,
orion
unitsArray,
}: Params) {
const startProcessingTime = Date.now();
if (amount === '') throw new Error('Amount can not be empty');
@@ -50,8 +50,11 @@ export default async function swap({
if (amountBN.isNaN()) throw new Error(`Amount '${amountBN.toString()}' is not a number`);
if (amountBN.lte(0)) throw new Error(`Amount '${amountBN.toString()}' should be greater than 0`);
const sourceChainUnit = orion.getUnit(sourceChain);
const targetChainUnit = orion.getUnit(targetChain);
const sourceChainUnit = unitsArray.find(({ chainId }) => chainId === sourceChain);
const targetChainUnit = unitsArray.find(({ chainId }) => chainId === targetChain);
if (sourceChainUnit === undefined) throw new Error(`Source chain '${sourceChain}' not found`);
if (targetChainUnit === undefined) throw new Error(`Target chain '${targetChain}' not found`);
const {
blockchainService: sourceBlockchainService,

View File

@@ -1,36 +1,12 @@
import type { BigNumber } from 'bignumber.js';
import type { ethers } from 'ethers';
import { merge } from 'merge-anything';
import { chains, envs } from '../config/index.js';
import type { networkCodes } from '../constants/index.js';
import Unit from '../Unit/index.js';
import { ReferralSystem } from '../services/ReferralSystem/index.js';
import type { SupportedChainId, DeepPartial, VerboseUnitConfig, KnownEnv } from '../types.js';
import type { SupportedChainId, DeepPartial, VerboseUnitConfig, KnownEnv, EnvConfig, AggregatedAssets } from '../types.js';
import { isValidChainId } from '../utils/index.js';
import swap from './bridge/swap.js';
import getHistory from './bridge/getHistory.js';
import { simpleFetch } from 'simple-typed-fetch';
type EnvConfig = {
analyticsAPI: string
referralAPI: string
networks: Partial<
Record<
SupportedChainId,
VerboseUnitConfig
>
>
}
type AggregatedAssets = Partial<
Record<
string,
Partial<
Record<SupportedChainId, {
address: string
}>
>
>
>;
import Bridge from './bridge/index.js';
export default class Orion {
public readonly env?: string;
@@ -39,6 +15,8 @@ export default class Orion {
public readonly referralSystem: ReferralSystem;
public readonly bridge: Bridge;
// TODO: get tradable assets (aggregated)
// TODO: get tradable pairs (aggregated)
@@ -117,6 +95,10 @@ export default class Orion {
[chainId]: unit,
}
}, {});
this.bridge = new Bridge(
this.unitsArray,
);
}
get unitsArray() {
@@ -211,28 +193,4 @@ export default class Orion {
return result;
}
bridge = {
getHistory: (address: string, limit = 1000) => getHistory(this.unitsArray, address, limit),
swap: (
assetName: string,
amount: BigNumber.Value,
sourceChain: SupportedChainId,
targetChain: SupportedChainId,
signer: ethers.Signer,
options: {
autoApprove?: boolean
logger?: (message: string) => void
withdrawToWallet?: boolean
}
) => swap({
amount,
assetName,
sourceChain,
targetChain,
signer,
orion: this,
options,
})
}
}

View File

@@ -46,7 +46,7 @@ export default async function getSwapInfo({
const nativeCryptocurrencyName = getNativeCryptocurrencyName(assetToAddress);
const feeAssets = await simpleFetch(blockchainService.getTokensFee)();
const pricesInOrn = await simpleFetch(blockchainService.getPrices)();
const allPrices = await simpleFetch(blockchainService.getPricesWithQuoteAsset)();
const gasPriceWei = await simpleFetch(blockchainService.getGasPriceWei)();
const gasPriceGwei = ethers.utils.formatUnits(gasPriceWei, 'gwei').toString();
@@ -121,12 +121,6 @@ export default async function getSwapInfo({
if (baseAssetAddress === undefined) throw new Error(`No asset address for ${baseAssetName}`);
// Fee calculation
const baseAssetPriceInOrn = pricesInOrn[baseAssetAddress];
if (baseAssetPriceInOrn === undefined) throw new Error(`Base asset price ${baseAssetName} in ORN not found`);
const baseCurrencyPriceInOrn = pricesInOrn[ethers.constants.AddressZero];
if (baseCurrencyPriceInOrn === undefined) throw new Error('Base currency price in ORN not found');
const feeAssetPriceInOrn = pricesInOrn[feeAssetAddress];
if (feeAssetPriceInOrn === undefined) throw new Error(`Fee asset price ${feeAsset} in ORN not found`);
const feePercent = feeAssets[feeAsset];
if (feePercent === undefined) throw new Error(`Fee asset ${feeAsset} not available`);
@@ -135,11 +129,12 @@ export default async function getSwapInfo({
networkFeeInFeeAsset,
} = calculateFeeInFeeAsset(
swapInfo.orderInfo.amount,
feeAssetPriceInOrn,
baseAssetPriceInOrn,
baseCurrencyPriceInOrn,
gasPriceGwei,
feePercent,
baseAssetAddress,
ethers.constants.AddressZero,
feeAssetAddress,
allPrices.prices
);
return {

View File

@@ -90,7 +90,7 @@ export default async function swapLimit({
const exchangeContract = Exchange__factory.connect(exchangeContractAddress, provider);
const feeAssets = await simpleFetch(blockchainService.getTokensFee)();
const pricesInOrn = await simpleFetch(blockchainService.getPrices)();
const allPrices = await simpleFetch(blockchainService.getPricesWithQuoteAsset)();
const gasPriceWei = await simpleFetch(blockchainService.getGasPriceWei)();
const { factories } = await simpleFetch(blockchainService.getPoolsConfig)();
const poolExchangesList = factories !== undefined ? Object.keys(factories) : [];
@@ -372,22 +372,17 @@ export default async function swapLimit({
});
// Fee calculation
const baseAssetPriceInOrn = pricesInOrn[baseAssetAddress];
if (baseAssetPriceInOrn === undefined) throw new Error(`Base asset price ${baseAssetName} in ORN not found`);
const baseCurrencyPriceInOrn = pricesInOrn[ethers.constants.AddressZero];
if (baseCurrencyPriceInOrn === undefined) throw new Error('Base currency price in ORN not found');
const feeAssetPriceInOrn = pricesInOrn[feeAssetAddress];
if (feeAssetPriceInOrn === undefined) throw new Error(`Fee asset price ${feeAsset} in ORN not found`);
const feePercent = feeAssets[feeAsset];
if (feePercent === undefined) throw new Error(`Fee asset ${feeAsset} not available`);
const { serviceFeeInFeeAsset, networkFeeInFeeAsset, totalFeeInFeeAsset } = calculateFeeInFeeAsset(
swapInfo.orderInfo.amount,
feeAssetPriceInOrn,
baseAssetPriceInOrn,
baseCurrencyPriceInOrn,
gasPriceGwei,
feePercent,
baseAssetAddress,
ethers.constants.AddressZero,
feeAssetAddress,
allPrices.prices,
);
if (feeAsset === assetOut) {
@@ -403,7 +398,7 @@ export default async function swapLimit({
name: feeAsset,
address: feeAssetAddress,
},
amount: networkFeeInFeeAsset,
amount: networkFeeInFeeAsset.toString(),
spenderAddress: exchangeContractAddress,
sources: getAvailableSources('network_fee', feeAssetAddress, 'aggregator'),
});
@@ -414,7 +409,7 @@ export default async function swapLimit({
name: feeAsset,
address: feeAssetAddress,
},
amount: serviceFeeInFeeAsset,
amount: serviceFeeInFeeAsset.toString(),
spenderAddress: exchangeContractAddress,
sources: getAvailableSources('service_fee', feeAssetAddress, 'aggregator'),
});

View File

@@ -75,7 +75,7 @@ export default async function swapMarket({
const exchangeContract = Exchange__factory.connect(exchangeContractAddress, provider);
const feeAssets = await simpleFetch(blockchainService.getTokensFee)();
const pricesInOrn = await simpleFetch(blockchainService.getPrices)();
const allPrices = await simpleFetch(blockchainService.getPricesWithQuoteAsset)();
const gasPriceWei = await simpleFetch(blockchainService.getGasPriceWei)();
const { factories } = await simpleFetch(blockchainService.getPoolsConfig)();
const poolExchangesList = factories !== undefined ? Object.keys(factories) : [];
@@ -330,22 +330,17 @@ export default async function swapMarket({
});
// Fee calculation
const baseAssetPriceInOrn = pricesInOrn[baseAssetAddress];
if (baseAssetPriceInOrn === undefined) throw new Error(`Base asset price ${baseAssetName} in ORN not found`);
const baseCurrencyPriceInOrn = pricesInOrn[ethers.constants.AddressZero];
if (baseCurrencyPriceInOrn === undefined) throw new Error('Base currency price in ORN not found');
const feeAssetPriceInOrn = pricesInOrn[feeAssetAddress];
if (feeAssetPriceInOrn === undefined) throw new Error(`Fee asset price ${feeAsset} in ORN not found`);
const feePercent = feeAssets[feeAsset];
if (feePercent === undefined) throw new Error(`Fee asset ${feeAsset} not available`);
const { serviceFeeInFeeAsset, networkFeeInFeeAsset, totalFeeInFeeAsset } = calculateFeeInFeeAsset(
swapInfo.orderInfo.amount,
feeAssetPriceInOrn,
baseAssetPriceInOrn,
baseCurrencyPriceInOrn,
gasPriceGwei,
feePercent,
baseAssetAddress,
ethers.constants.AddressZero,
feeAssetAddress,
allPrices.prices,
);
if (feeAsset === assetOut) {
@@ -361,7 +356,7 @@ export default async function swapMarket({
name: feeAsset,
address: feeAssetAddress,
},
amount: networkFeeInFeeAsset,
amount: networkFeeInFeeAsset.toString(),
spenderAddress: exchangeContractAddress,
sources: getAvailableSources('network_fee', feeAssetAddress, 'aggregator'),
});
@@ -372,7 +367,7 @@ export default async function swapMarket({
name: feeAsset,
address: feeAssetAddress,
},
amount: serviceFeeInFeeAsset,
amount: serviceFeeInFeeAsset.toString(),
spenderAddress: exchangeContractAddress,
sources: getAvailableSources('service_fee', feeAssetAddress, 'aggregator'),
});

132
src/__tests__/fee.test.ts Normal file
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@@ -0,0 +1,132 @@
/* eslint-disable max-len */
import { ethers } from 'ethers';
import calculateFeeInFeeAsset from '../utils/calculateFeeInFeeAsset.js';
describe('Fee calculation', () => {
test('Dynamic quote asset', async () => {
const ornPrices = {
'0xf223eca06261145b3287a0fefd8cfad371c7eb34': '1',
'0xcb2951e90d8dcf16e1fa84ac0c83f48906d6a744': '1.57084511467169337103',
'0x0000000000000000000000000000000000000000': '386.899151743638077284689',
'0x4b9bfdde9dab73e6e2d2dc2ef55298c24588cce0': '1.0876374489475337731674617',
'0x108f6f65f5c258678c366383840c96679e1a0fbe': '45871.190700596921143469648',
'0xdf22ff6f5bf90e92f7074de1fa2e29dafe0087be': '2881.5111530003141690163011',
'0x03a2152a9aaacb96b82fdf03de0d643c3ecb28a7': '355.016417214333651756801351013730316783167',
'0x61a072dcc55d64da4cb910cfbc943cc3d42c2a1d': '1.571473452717562048378412',
'0xcd9f77d618dfdffdaed7f8023c34eb35ea86bf2b': '1.5712221174992145774390472',
'0x6cc5e1598f95e052ed021bbb0a1990ba485cdcce': '0.0374332390826264530316449',
'0x78867bbeef44f2326bf8ddd1941a4439382ef2a7': '1.566674947779146776937419747383627421398778019',
'0x3745553f445397dfbcb622192792491e6df67510': '130.71996892903857709354866649329101687558281412962786572513363298758635752124474785635955692',
'0x8447cda1d129ec040d094c011c3ac8b19f5c693b': '27.1071613903560920438050171526477214707556556810141836390412796594504062216941295811483058089915710982545331028',
'0x4fe5767ca2fe999e760dfd358614514a3219889a': '1.70174254929807881257423716231112230510407656790753360661237',
'0x2220b40a89efa6b0df48ed79d79203477132e371': '130.3525444094548794105350358066444422201669189500289668961281052404545221556',
'0xb0827f392d8c0852c0c6454bb9640cb989dcb93b': '64.400713005859731411119486616035862848696163238405378922467895263156517684272858763674589252508',
'0x47aac1c87e618915db97626f3960512515ce9e09': '437.31331069646443999899330475877673885912',
'0xc5d535dac5e3d56505fe331e2eba9842bbd19ee2': '13.6960254871019251168696037670276578586589975026010466153339830092462843027905620215383565464144808',
'0x0021588ea52535343f32e1b36c717e6233061bd4': '546.161187756536499998742736945784452977',
'0xdd301d6bb42be154bd940084ae86e14ca31436c3': '7.473234117200213999982796615062205107372',
'0xb9f5146b403bf70907c512c5e4d09e0565f577d1': '3.27853649699826360702741064013340499717660552707269386251',
'0xffd86d9ad101f1bce1090761f1574f991e6f49ee': '1.10275456361938750235372913100208822652'
};
const usdtPrices = {
'0xf223eca06261145b3287a0fefd8cfad371c7eb34': '0.6366000000000000000014654532',
'0xcb2951e90d8dcf16e1fa84ac0c83f48906d6a744': '1',
'0x0000000000000000000000000000000000000000': '246.3',
'0x4b9bfdde9dab73e6e2d2dc2ef55298c24588cce0': '0.69239',
'0x108f6f65f5c258678c366383840c96679e1a0fbe': '29201.6',
'0xdf22ff6f5bf90e92f7074de1fa2e29dafe0087be': '1834.37',
'0x03a2152a9aaacb96b82fdf03de0d643c3ecb28a7': '226.0034511986448027089',
'0x61a072dcc55d64da4cb910cfbc943cc3d42c2a1d': '1.0004',
'0xcd9f77d618dfdffdaed7f8023c34eb35ea86bf2b': '1.00024',
'0x6cc5e1598f95e052ed021bbb0a1990ba485cdcce': '0.02383',
'0x78867bbeef44f2326bf8ddd1941a4439382ef2a7': '0.9973452717562048382006573',
'0x3745553f445397dfbcb622192792491e6df67510': '83.21633222022595817794464509',
'0x8447cda1d129ec040d094c011c3ac8b19f5c693b': '17.25641894110068819512599820',
'0x4fe5767ca2fe999e760dfd358614514a3219889a': '1.083329306883156972087253202',
'0x2220b40a89efa6b0df48ed79d79203477132e371': '82.98242977105897623293762935',
'0xb0827f392d8c0852c0c6454bb9640cb989dcb93b': '40.99749389953030501641304141',
'0x47aac1c87e618915db97626f3960512515ce9e09': '278.393653589369262504',
'0xc5d535dac5e3d56505fe331e2eba9842bbd19ee2': '8.718889825089085529419260642',
'0x0021588ea52535343f32e1b36c717e6233061bd4': '347.6862121258111359',
'0xdd301d6bb42be154bd940084ae86e14ca31436c3': '4.7574608390096562324',
'0xb9f5146b403bf70907c512c5e4d09e0565f577d1': '2.087116333989094612238454155',
'0xffd86d9ad101f1bce1090761f1574f991e6f49ee': '0.702013555200102084'
};
const bnbPrices = {
'0xf223eca06261145b3287a0fefd8cfad371c7eb34': '0.002584652862362972',
'0xcb2951e90d8dcf16e1fa84ac0c83f48906d6a744': '0.004060089321965083',
'0x0000000000000000000000000000000000000000': '1.0',
'0x4b9bfdde9dab73e6e2d2dc2ef55298c24588cce0': '0.002811165245635404',
'0x108f6f65f5c258678c366383840c96679e1a0fbe': '118.56110434429557',
'0xdf22ff6f5bf90e92f7074de1fa2e29dafe0087be': '7.44770604953309',
'0x03a2152a9aaacb96b82fdf03de0d643c3ecb28a7': '0.9175941989388746',
'0x61a072dcc55d64da4cb910cfbc943cc3d42c2a1d': '0.004061713357693869',
'0xcd9f77d618dfdffdaed7f8023c34eb35ea86bf2b': '0.004061063743402355',
'0x6cc5e1598f95e052ed021bbb0a1990ba485cdcce': '9.675192854242793e-05',
'0x78867bbeef44f2326bf8ddd1941a4439382ef2a7': '0.004049310888169732',
'0x3745553f445397dfbcb622192792491e6df67510': '0.33786574186043833',
'0x8447cda1d129ec040d094c011c3ac8b19f5c693b': '0.07006260227811892',
'0x4fe5767ca2fe999e760dfd358614514a3219889a': '0.004398413751048141',
'0x2220b40a89efa6b0df48ed79d79203477132e371': '0.33691607702419396',
'0xb0827f392d8c0852c0c6454bb9640cb989dcb93b': '0.16645348720881162',
'0x47aac1c87e618915db97626f3960512515ce9e09': '1.1303031002410446',
'0xc5d535dac5e3d56505fe331e2eba9842bbd19ee2': '0.03539947147823421',
'0x0021588ea52535343f32e1b36c717e6233061bd4': '1.4116370772464926',
'0xdd301d6bb42be154bd940084ae86e14ca31436c3': '0.01931571595213015',
'0xb9f5146b403bf70907c512c5e4d09e0565f577d1': '0.008473878741328034',
'0xffd86d9ad101f1bce1090761f1574f991e6f49ee': '0.00285023773934268'
};
const amount = 1000;
const gasPriceGwei = 3;
const feePercent = 0.2;
const baseAssetAddress = '0xcb2951e90d8dcf16e1fa84ac0c83f48906d6a744';
const baseCurrencyAddress = ethers.constants.AddressZero;
const feeAssetAddress = '0xf223eca06261145b3287a0fefd8cfad371c7eb34';
const { totalFeeInFeeAsset: ornTotalFee } = calculateFeeInFeeAsset(
amount,
gasPriceGwei,
feePercent,
baseAssetAddress,
baseCurrencyAddress,
feeAssetAddress,
ornPrices
);
const { totalFeeInFeeAsset: bnbTotalFee } = calculateFeeInFeeAsset(
amount,
gasPriceGwei,
feePercent,
baseAssetAddress,
baseCurrencyAddress,
feeAssetAddress,
bnbPrices
);
const { totalFeeInFeeAsset: usdtTotalFee } = calculateFeeInFeeAsset(
amount,
gasPriceGwei,
feePercent,
baseAssetAddress,
baseCurrencyAddress,
feeAssetAddress,
usdtPrices
);
const ornTotalFeeNum = parseFloat(ornTotalFee);
const bnbTotalFeeNum = parseFloat(bnbTotalFee);
const usdtTotalFeeNum = parseFloat(usdtTotalFee);
const average = (ornTotalFeeNum + bnbTotalFeeNum + usdtTotalFeeNum) / 3;
const ornDiff = Math.abs(ornTotalFeeNum - average);
const bnbDiff = Math.abs(bnbTotalFeeNum - average);
const usdtDiff = Math.abs(usdtTotalFeeNum - average);
const acceptableDiffPercent = 0.01;
expect(ornDiff / average).toBeLessThan(acceptableDiffPercent);
expect(bnbDiff / average).toBeLessThan(acceptableDiffPercent);
expect(usdtDiff / average).toBeLessThan(acceptableDiffPercent);
});
});

View File

@@ -1,9 +1,4 @@
import type exchanges from './exchanges.js';
const mapping: Record<
typeof exchanges[number],
string
> = {
const mapping: Record<string, string> = {
// CEXes
ASCENDEX: 'AscendEx',
OKX: 'OKX',
@@ -28,6 +23,6 @@ const mapping: Record<
OKXSWAP: 'OKXSwap',
CURVE: 'Curve',
CURVE_FACTORY: 'Curve Factory',
} as const;
};
export default mapping;

View File

@@ -8,7 +8,7 @@ import errorSchema from './schemas/errorSchema.js';
import placeAtomicSwapSchema from './schemas/placeAtomicSwapSchema.js';
import { AggregatorWS } from './ws/index.js';
import { atomicSwapHistorySchema } from './schemas/atomicSwapHistorySchema.js';
import type { BasicAuthCredentials, Exchange, SignedCancelOrderRequest, SignedOrder } from '../../types.js';
import type { BasicAuthCredentials, SignedCancelOrderRequest, SignedOrder } from '../../types.js';
import {
pairConfigSchema, aggregatedOrderbookSchema,
exchangeOrderbookSchema, poolReservesSchema,
@@ -18,7 +18,6 @@ import toUpperCase from '../../utils/toUpperCase.js';
import httpToWS from '../../utils/httpToWS.js';
import { ethers } from 'ethers';
import orderSchema from './schemas/orderSchema.js';
import { exchanges } from '../../constants/index.js';
import { fetchWithValidation } from 'simple-typed-fetch';
class Aggregator {
@@ -119,12 +118,12 @@ class Aggregator {
getAvailableExchanges = () => fetchWithValidation(
`${this.apiUrl}/api/v1/exchange/list`,
z.enum(exchanges).array(),
z.string().array(),
);
getExchangeOrderbook = (
pair: string,
exchange: Exchange,
exchange: string,
depth = 20,
filterByBrokerBalances: boolean | null = null,
) => {
@@ -156,7 +155,7 @@ class Aggregator {
getPoolReserves = (
pair: string,
exchange: Exchange,
exchange: string,
) => {
const url = new URL(`${this.apiUrl}/api/v1/pools/reserves/${exchange}/${pair}`);
return fetchWithValidation(
@@ -255,7 +254,7 @@ class Aggregator {
assetOut: string,
amount: string,
instantSettlement?: boolean,
exchanges?: Exchange[] | 'cex' | 'pools',
exchanges?: string[] | 'cex' | 'pools',
) => {
const url = new URL(`${this.apiUrl}/api/v1/swap`);
url.searchParams.append('assetIn', assetIn);

View File

@@ -1,5 +1,4 @@
import { z } from 'zod';
import { exchanges } from '../../../constants/index.js';
const orderbookElementSchema = z.object({
price: z.number(),
@@ -12,7 +11,7 @@ const orderbookElementSchema = z.object({
const aggregatedOrderbookElementSchema = orderbookElementSchema
.extend({
exchanges: z.enum(exchanges).array(),
exchanges: z.string().array(),
});
export const aggregatedOrderbookSchema = z.object({

View File

@@ -86,7 +86,7 @@ const subOrderSchema = baseOrderSchema.extend({
parentOrderId: z.string().refine(ethers.utils.isHexString, (value) => ({
message: `subOrder.parentOrderId must be a hex string, got ${value}`,
})),
exchange: z.enum(exchanges),
exchange: z.string(),
brokerAddress: brokerAddressSchema,
tradesInfo: z.record(
z.string().uuid(),

View File

@@ -1,5 +1,4 @@
import { z } from 'zod';
import { exchanges } from '../../../constants/index.js';
const orderInfoSchema = z.object({
assetPair: z.string().toUpperCase(),
@@ -18,13 +17,13 @@ const swapInfoBase = z.object({
// isThroughPoolOptimal: z.boolean(), // deprecated
executionInfo: z.string(),
orderInfo: orderInfoSchema,
exchanges: z.array(z.enum(exchanges)),
exchanges: z.array(z.string()),
price: z.number().nullable(), // spending asset price
minAmountOut: z.number(),
minAmountIn: z.number(),
marketPrice: z.number().nullable(), // spending asset market price
alternatives: z.object({ // execution alternatives
exchanges: z.array(z.enum(exchanges)),
exchanges: z.array(z.string()),
path: z.object({
units: z.object({
assetPair: z.string().toUpperCase(),
@@ -39,7 +38,7 @@ const swapInfoBase = z.object({
orderInfo: orderInfoSchema,
isThroughPoolOrCurve: z.boolean(),
}).array(),
anm: z.record(z.string()).optional(), // address to ERC20 names
assetNameMapping: z.record(z.string()).optional(), // address to ERC20 names
});
const swapInfoByAmountIn = swapInfoBase.extend({

View File

@@ -11,7 +11,7 @@ import {
import UnsubscriptionType from './UnsubscriptionType.js';
import type {
SwapInfoBase, AssetPairUpdate, OrderbookItem,
Balance, Exchange, SwapInfo, Json, BasicAuthCredentials,
Balance, SwapInfo, Json, BasicAuthCredentials,
} from '../../../types.js';
import unsubscriptionDoneSchema from './schemas/unsubscriptionDoneSchema.js';
import assetPairConfigSchema from './schemas/assetPairConfigSchema.js';
@@ -42,7 +42,7 @@ type SwapInfoSubscriptionPayload = {
i: string // asset in
o: string // asset out
a: number // amount IN/OUT
es?: Exchange[] | 'cex' | 'pools' // exchange list of all cex or all pools (ORION_POOL, UNISWAP, PANCAKESWAP etc)
es?: string[] | 'cex' | 'pools' // exchange list of all cex or all pools (ORION_POOL, UNISWAP, PANCAKESWAP etc)
e?: boolean // is amount IN? Value `false` means a = amount OUT, `true` if omitted
is?: boolean // instant settlement
}
@@ -267,7 +267,7 @@ class AggregatorWS {
if ('payload' in subscription) {
if (typeof subscription.payload === 'string') {
subRequest['S'] = subscription.payload;
} else { // SwapInfoSubscriptionPayload | FuturesTradeInfoPayload
} else { // SwapInfoSubscriptionPayload
subRequest['S'] = {
d: id,
...subscription.payload,

View File

@@ -1,5 +1,4 @@
import { z } from 'zod';
import { exchanges } from '../../../../constants/index.js';
import orderStatuses from '../../../../constants/orderStatuses.js';
import executionTypes from '../../../../constants/executionTypes.js';
import subOrderStatuses from '../../../../constants/subOrderStatuses.js';
@@ -23,7 +22,7 @@ const subOrderSchema = z.object({
a: z.number(), // amount
A: z.number(), // settled amount
p: z.number(), // avg weighed settlement price
e: z.enum(exchanges), // exchange
e: z.string(), // exchange
b: z.string(), // broker address
S: z.enum(subOrderStatuses), // status
o: z.boolean(), // internal only

View File

@@ -1,5 +1,4 @@
import { z } from 'zod';
import exchanges from '../../../../constants/exchanges.js';
import MessageType from '../MessageType.js';
import baseMessageSchema from './baseMessageSchema.js';
@@ -7,7 +6,7 @@ export const orderBookItemSchema = z.tuple([
z.string(), // price
z.string(), // size
z.array(
z.enum(exchanges),
z.string(),
), // exchanges
z.array(z.tuple([
z.enum(['SELL', 'BUY']), // side

View File

@@ -1,10 +1,9 @@
import { z } from 'zod';
import exchanges from '../../../../constants/exchanges.js';
import MessageType from '../MessageType.js';
import baseMessageSchema from './baseMessageSchema.js';
const alternativeSchema = z.object({ // execution alternatives
e: z.enum(exchanges).array(), // exchanges
e: z.string().array(), // exchanges
ps: z.string().array(), // path
mo: z.number().optional(), // market amount out
mi: z.number().optional(), // market amount in
@@ -23,7 +22,7 @@ const swapInfoSchemaBase = baseMessageSchema.extend({
mao: z.number(), // min amount out
ps: z.string().array(), // path
po: z.boolean(), // is swap through pool optimal
e: z.enum(exchanges).array().optional(), // Exchanges
e: z.string().array().optional(), // Exchanges
p: z.number().optional(), // price
mp: z.number().optional(), // market price
oi: z.object({ // info about order equivalent to this swap

View File

@@ -14,6 +14,7 @@ import {
governancePoolsSchema,
governancePoolSchema,
governanceChainsInfoSchema,
pricesWithQuoteAssetSchema,
} from './schemas/index.js';
import type redeemOrderSchema from '../Aggregator/schemas/redeemOrderSchema.js';
import { sourceAtomicHistorySchema, targetAtomicHistorySchema } from './schemas/atomicHistorySchema.js';
@@ -84,6 +85,7 @@ class BlockchainService {
this.getPoolsV3Info = this.getPoolsV3Info.bind(this);
this.getHistory = this.getHistory.bind(this);
this.getPrices = this.getPrices.bind(this);
this.getPricesWithQuoteAsset = this.getPricesWithQuoteAsset.bind(this);
this.getTokensFee = this.getTokensFee.bind(this);
this.getGasPriceWei = this.getGasPriceWei.bind(this);
this.checkFreeRedeemAvailable = this.checkFreeRedeemAvailable.bind(this);
@@ -220,6 +222,12 @@ class BlockchainService {
{ headers: this.basicAuthHeaders }
);
getPricesWithQuoteAsset = () => fetchWithValidation(
`${this.apiUrl}/api/quotedPrices`,
pricesWithQuoteAssetSchema,
{ headers: this.basicAuthHeaders }
);
getTokensFee = () => fetchWithValidation(
`${this.apiUrl}/api/tokensFee`,
z.record(z.string()).transform(makePartial),

View File

@@ -17,3 +17,4 @@ export { default as governancePoolsSchema } from './governancePoolsSchema.js';
export { default as governancePoolSchema } from './governancePoolSchema.js';
export { default as governanceChainsInfoSchema } from './governanceChainsInfoSchema.js';
export { default as poolsV3InfoSchema } from './poolsV3InfoSchema.js';
export { pricesWithQuoteAssetSchema } from './pricesWithQuoteAssetSchema.js';

View File

@@ -0,0 +1,8 @@
import { z } from 'zod';
import { makePartial } from '../../../utils/index.js';
export const pricesWithQuoteAssetSchema = z.object({
quoteAsset: z.string(),
quoteAssetAddress: z.string(),
prices: z.record(z.string()).transform(makePartial)
});

View File

@@ -1,5 +1,5 @@
import { fetchWithValidation } from 'simple-typed-fetch';
import type { BasicAuthCredentials, Exchange } from '../../types.js';
import type { BasicAuthCredentials } from '../../types.js';
import { allTickersSchema, statisticsOverviewSchema, topPairsStatisticsSchema } from './schemas/index.js';
import candlesSchema from './schemas/candlesSchema.js';
import { PriceFeedWS } from './ws/index.js';
@@ -56,7 +56,7 @@ class PriceFeed {
);
};
getStatisticsOverview = (exchange: Exchange | 'ALL' = 'ALL') => {
getStatisticsOverview = (exchange: string | 'ALL' = 'ALL') => {
const url = new URL(`${this.statisticsUrl}/overview`);
url.searchParams.append('exchange', exchange);
@@ -67,7 +67,7 @@ class PriceFeed {
);
}
getTopPairStatistics = (exchange: Exchange | 'ALL' = 'ALL') => {
getTopPairStatistics = (exchange: string | 'ALL' = 'ALL') => {
const url = new URL(`${this.statisticsUrl}/top-pairs`);
url.searchParams.append('exchange', exchange);

View File

@@ -1,6 +1,5 @@
/* eslint-disable @typescript-eslint/consistent-type-definitions */
import type { BigNumber } from 'bignumber.js';
import type exchanges from './constants/exchanges.js';
import type subOrderStatuses from './constants/subOrderStatuses.js';
import type positionStatuses from './constants/positionStatuses.js';
import type { knownEnvs } from './config/schemas/index.js';
@@ -143,12 +142,12 @@ export type BalanceIssue = {
readonly fixes?: Fix[]
}
export type Exchange = typeof exchanges[number];
// export type Exchange = typeof exchanges[number];
export type OrderbookItem = {
price: string
amount: string
exchanges: Exchange[]
exchanges: string[]
vob: Array<{
side: 'BUY' | 'SELL'
pairName: string
@@ -156,7 +155,7 @@ export type OrderbookItem = {
}
export type SwapInfoAlternative = {
exchanges: Exchange[]
exchanges: string[]
path: string[]
marketAmountOut?: number | undefined
marketAmountIn?: number | undefined
@@ -175,7 +174,7 @@ export type SwapInfoBase = {
minAmountOut: number
path: string[]
exchanges?: Exchange[] | undefined
exchanges?: string[] | undefined
poolOptimal: boolean
price?: number | undefined
@@ -251,3 +250,69 @@ export type VerboseUnitConfig = {
export type KnownEnv = typeof knownEnvs[number];
export type Json = string | number | boolean | null | Json[] | { [key: string]: Json };
export type EnvConfig = {
analyticsAPI: string
referralAPI: string
networks: Partial<
Record<
SupportedChainId,
VerboseUnitConfig
>
>
}
export type AggregatedAssets = Partial<
Record<
string,
Partial<
Record<SupportedChainId, {
address: string
}>
>
>
>;
export type RedeemOrder = {
sender: string
receiver: string
asset: string
amount: number
expiration: number
secretHash: string
signature: string
claimReceiver: string
}
export type AtomicSwap = {
secret: string
secretHash: string
walletAddress: string
env?: string | undefined
sourceNetwork?: SupportedChainId
targetNetwork?: SupportedChainId
amount?: string
asset?: string
creationDate?: number
expiration?: number
lockTransactionHash?: string
redeemTransactionHash?: string
refundTransactionHash?: string
liquidityMigrationTxHash?: string
redeemOrder?: RedeemOrder
}
export type ExternalStorage = {
bridge: {
getAtomicSwaps: () => AtomicSwap[]
setAtomicSwaps: (atomics: AtomicSwap[]) => void
addAtomicSwap: (atomic: AtomicSwap) => void
updateAtomicSwap: (secretHash: string, atomic: Partial<AtomicSwap>) => void
removeAtomicSwaps: (secretHashes: string[]) => void
}
}

View File

@@ -5,23 +5,33 @@ import calculateServiceFeeInFeeAsset from './calculateServiceFeeInFeeAsset.js';
const calculateFeeInFeeAsset = (
amount: BigNumber.Value,
feeAssetPriceInServiceToken: BigNumber.Value,
baseAssetPriceInServiceToken: BigNumber.Value,
baseCurrencyPriceInServiceToken: BigNumber.Value,
gasPriceGwei: BigNumber.Value,
feePercent: BigNumber.Value,
baseAssetName: string,
baseCurrencyName: string,
feeAssetName: string,
prices: Partial<Record<string, string>>,
) => {
const feeAssetPrice = prices[feeAssetName];
if (feeAssetPrice === undefined) throw Error(`Fee asset price not found. Available prices: ${Object.keys(prices).join(', ')}`);
const baseAssetPrice = prices[baseAssetName];
if (baseAssetPrice === undefined) throw Error(`Base asset price not found. Available prices: ${Object.keys(prices).join(', ')}`);
const baseCurrencyPrice = prices[baseCurrencyName]; // ETH, BNB, MATIC, etc.
if (baseCurrencyPrice === undefined) throw Error(`Base currency price not found. Available prices: ${Object.keys(prices).join(', ')}`);
const serviceFeeInFeeAsset = calculateServiceFeeInFeeAsset(
amount,
feeAssetPriceInServiceToken,
baseAssetPriceInServiceToken,
baseAssetName,
feeAssetName,
feePercent,
prices,
);
const networkFeeInFeeAsset = calculateNetworkFeeInFeeAsset(
gasPriceGwei,
FILL_ORDERS_GAS_LIMIT,
baseCurrencyPriceInServiceToken,
feeAssetPriceInServiceToken,
baseCurrencyName,
feeAssetName,
prices,
);
return {

View File

@@ -1,22 +1,22 @@
import { BigNumber } from 'bignumber.js';
import type { BigNumber } from 'bignumber.js';
import calculateNetworkFee from './calculateNetworkFee.js';
import convertPrice from './convertPrice.js';
const calculateNetworkFeeInFeeAsset = (
gasPriceGwei: BigNumber.Value,
gasLimit: BigNumber.Value,
baseCurrencyPriceInServiceToken: BigNumber.Value,
feeAssetPriceInServiceToken: BigNumber.Value,
baseCurrencyName: string,
feeAssetName: string,
prices: Partial<Record<string, string>>
) => {
const networkFee = calculateNetworkFee(gasPriceGwei, gasLimit);
const networkFeeInServiceToken = new BigNumber(networkFee).multipliedBy(baseCurrencyPriceInServiceToken);
const networkFeeInFeeAsset = networkFeeInServiceToken
.multipliedBy(
new BigNumber(1)
.div(feeAssetPriceInServiceToken),
);
return networkFeeInFeeAsset.toString();
return convertPrice(
networkFee,
baseCurrencyName, // from
feeAssetName, // to
prices
);
};
export default calculateNetworkFeeInFeeAsset;

View File

@@ -1,16 +1,21 @@
import { BigNumber } from 'bignumber.js';
import convertPrice from './convertPrice.js';
export default function calculateServiceFeeInFeeAsset(
amount: BigNumber.Value,
feeAssetPriceInServiceToken: BigNumber.Value,
baseAssetPriceInServiceToken: BigNumber.Value,
baseAssetName: string,
feeAssetName: string,
feePercent: BigNumber.Value,
prices: Partial<Record<string, string>>
) {
const result = new BigNumber(amount)
.multipliedBy(new BigNumber(feePercent).div(100))
.multipliedBy(baseAssetPriceInServiceToken)
.multipliedBy(new BigNumber(1).div(feeAssetPriceInServiceToken))
.toString();
const feeAmount = new BigNumber(amount).multipliedBy(new BigNumber(feePercent).div(100));
return result;
const feeAssetAmount = convertPrice(
feeAmount,
baseAssetName,
feeAssetName,
prices
);
return feeAssetAmount;
}

26
src/utils/convertPrice.ts Normal file
View File

@@ -0,0 +1,26 @@
import { BigNumber } from 'bignumber.js';
export default function convertPrice(
amount: BigNumber.Value,
assetInName: string,
assetOutName: string,
prices: Partial<Record<string, string>> // quoted in quoteAsset. [name]: priceQuotedInQuoteAsset
) {
const assetInPrice = prices[assetInName];
if (assetInPrice === undefined) throw Error(`Price conversion: AssetIn (${assetInName}) price is undefined. Available prices: ${JSON.stringify(prices)}`);
const assetOutPrice = prices[assetOutName];
if (assetOutPrice === undefined) throw Error(`Price conversion: AssetOut (${assetOutName}) price is undefined. Available prices: ${JSON.stringify(prices)}`);
const assetInPriceBN = new BigNumber(assetInPrice);
const assetOutPriceBN = new BigNumber(assetOutPrice);
const assetInAmountBN = new BigNumber(amount);
const assetInAmountInQuoteAsset = assetInAmountBN.multipliedBy(assetInPriceBN);
const assetInAmountInQuoteAssetBN = new BigNumber(assetInAmountInQuoteAsset);
const assetOutAmountInQuoteAsset = assetInAmountInQuoteAssetBN.dividedBy(assetOutPriceBN);
return assetOutAmountInQuoteAsset;
}

View File

@@ -16,6 +16,7 @@ export { default as getNativeCryptocurrencyName } from './getNativeCryptocurrenc
export { default as laconicParse } from './laconic-parse.js';
export { default as isValidChainId } from './isValidChainId.js';
export { default as isKnownEnv } from './isKnownEnv.js';
export { default as removeFieldsFromObject } from './removeFieldsFromObject.js';
// export { default as HttpError } from './httpError';
export * from './typeHelpers.js';

View File

@@ -0,0 +1,16 @@
const removeFieldsFromObject = <
T extends Record<string, unknown>,
K extends keyof T
>(
obj: T,
fields: K[]
): Omit<T, K> => {
const result = { ...obj };
for (const field of fields) {
// eslint-disable-next-line @typescript-eslint/no-dynamic-delete
delete result[field];
}
return result;
};
export default removeFieldsFromObject;