mirror of
https://github.com/orionprotocol/sdk.git
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408 lines
15 KiB
TypeScript
408 lines
15 KiB
TypeScript
/* eslint-disable max-len */
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import BigNumber from 'bignumber.js';
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import { ethers } from 'ethers';
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import { Exchange__factory } from '@orionprotocol/contracts';
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import getBalances from '../../utils/getBalances';
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import BalanceGuard from '../../BalanceGuard';
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import getAvailableSources from '../../utils/getAvailableFundsSources';
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import OrionUnit from '..';
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import { crypt, utils } from '../..';
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import { INTERNAL_ORION_PRECISION, NATIVE_CURRENCY_PRECISION, SWAP_THROUGH_ORION_POOL_GAS_LIMIT } from '../../constants';
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import getNativeCryptocurrency from '../../utils/getNativeCryptocurrency';
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import simpleFetch from '../../simpleFetch';
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export type SwapMarketParams = {
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type: 'exactSpend' | 'exactReceive',
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assetIn: string,
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assetOut: string,
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amount: BigNumber.Value,
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feeAsset: string,
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slippagePercent: BigNumber.Value,
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signer: ethers.Signer,
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orionUnit: OrionUnit,
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options?: {
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poolOnly?: boolean,
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instantSettlement?: boolean,
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logger?: (message: string) => void,
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autoApprove?: boolean,
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developer?: {
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route?: 'aggregator' | 'pool',
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}
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}
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}
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type AggregatorOrder = {
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through: 'aggregator'
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id: string,
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}
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type PoolSwap = {
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through: 'orion_pool'
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txHash: string,
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}
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type Swap = AggregatorOrder | PoolSwap;
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export default async function swapMarket({
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type,
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assetIn,
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assetOut,
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amount,
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feeAsset,
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slippagePercent,
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signer,
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orionUnit,
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options,
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}: SwapMarketParams): Promise<Swap> {
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if (options?.developer) options?.logger?.('YOU SPECIFIED A DEVELOPER OPTIONS. BE CAREFUL!');
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if (amount === '') throw new Error('Amount can not be empty');
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if (assetIn === '') throw new Error('AssetIn can not be empty');
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if (assetOut === '') throw new Error('AssetOut can not be empty');
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if (feeAsset === '') throw new Error('Fee asset can not be empty');
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if (slippagePercent === '') throw new Error('Slippage percent can not be empty');
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const amountBN = new BigNumber(amount);
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if (amountBN.isNaN()) throw new Error(`Amount '${amount.toString()}' is not a number`);
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if (amountBN.lte(0)) throw new Error(`Amount '${amount.toString()}' should be greater than 0`);
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const slippagePercentBN = new BigNumber(slippagePercent);
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if (slippagePercentBN.isNaN()) throw new Error(`Slippage percent '${slippagePercent.toString()}' is not a number`);
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if (slippagePercentBN.lte(0)) throw new Error('Slippage percent should be greater than 0');
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if (slippagePercentBN.gte(50)) throw new Error('Slippage percent should be less than 50');
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const walletAddress = await signer.getAddress();
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options?.logger?.(`Wallet address is ${walletAddress}`);
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const {
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orionBlockchain, orionAggregator, provider, chainId,
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} = orionUnit;
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const {
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exchangeContractAddress,
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matcherAddress,
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assetToAddress,
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} = await simpleFetch(orionBlockchain.getInfo)();
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const nativeCryptocurrency = getNativeCryptocurrency(assetToAddress);
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const exchangeContract = Exchange__factory.connect(exchangeContractAddress, provider);
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const feeAssets = await simpleFetch(orionBlockchain.getTokensFee)();
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const pricesInOrn = await simpleFetch(orionBlockchain.getPrices)();
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const gasPriceWei = await simpleFetch(orionBlockchain.getGasPriceWei)();
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const { factories } = await simpleFetch(orionBlockchain.getPoolsConfig)();
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const poolExchangesList = factories !== undefined ? Object.keys(factories) : [];
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const gasPriceGwei = ethers.utils.formatUnits(gasPriceWei, 'gwei').toString();
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const assetInAddress = assetToAddress[assetIn];
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if (!assetInAddress) throw new Error(`Asset '${assetIn}' not found`);
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const feeAssetAddress = assetToAddress[feeAsset];
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if (!feeAssetAddress) throw new Error(`Fee asset '${feeAsset}' not found. Available assets: ${Object.keys(feeAssets).join(', ')}`);
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const balances = await getBalances(
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{
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[assetIn]: assetInAddress,
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[feeAsset]: feeAssetAddress,
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[nativeCryptocurrency]: ethers.constants.AddressZero,
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},
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orionAggregator,
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walletAddress,
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exchangeContract,
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provider,
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);
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const balanceGuard = new BalanceGuard(
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balances,
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{
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name: nativeCryptocurrency,
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address: ethers.constants.AddressZero,
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},
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provider,
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signer,
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options?.logger,
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);
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const swapInfo = await simpleFetch(orionAggregator.getSwapInfo)(
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type,
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assetIn,
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assetOut,
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amount.toString(),
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options?.instantSettlement,
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options?.poolOnly ? 'pools' : undefined,
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);
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const { exchanges: swapExchanges } = swapInfo;
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const [firstSwapExchange] = swapExchanges;
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if (swapExchanges) options?.logger?.(`Swap exchanges: ${swapExchanges.join(', ')}`);
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if (swapInfo.type === 'exactReceive' && amountBN.lt(swapInfo.minAmountOut)) {
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throw new Error(`Amount is too low. Min amountOut is ${swapInfo.minAmountOut} ${assetOut}`);
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}
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if (swapInfo.type === 'exactSpend' && amountBN.lt(swapInfo.minAmountIn)) {
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throw new Error(`Amount is too low. Min amountIn is ${swapInfo.minAmountIn} ${assetIn}`);
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}
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if (swapInfo.orderInfo === null) throw new Error(swapInfo.executionInfo);
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const [baseAssetName, quoteAssetName] = swapInfo.orderInfo.assetPair.split('-');
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if (baseAssetName === undefined) throw new Error('Base asset name is undefined');
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if (quoteAssetName === undefined) throw new Error('Quote asset name is undefined');
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const pairConfig = await simpleFetch(orionAggregator.getPairConfig)(`${baseAssetName}-${quoteAssetName}`);
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if (!pairConfig) throw new Error(`Pair config ${baseAssetName}-${quoteAssetName} not found`);
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const qtyPrecisionBN = new BigNumber(pairConfig.qtyPrecision);
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const qtyDecimalPlaces = amountBN.dp();
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if (qtyDecimalPlaces === null) throw new Error('Qty decimal places is null. Likely amount is -Infinity, +Infinity or NaN');
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if (qtyPrecisionBN.lt(qtyDecimalPlaces)) throw new Error(`Actual amount decimal places (${qtyDecimalPlaces}) is greater than max allowed decimal places (${qtyPrecisionBN.toString()}) on pair ${baseAssetName}-${quoteAssetName}`);
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let route: 'aggregator' | 'pool';
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const percent = new BigNumber(slippagePercent).div(100);
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if (options?.developer?.route !== undefined) {
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route = options.developer.route;
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options?.logger?.(`Swap is through ${route} (because route forced to ${route})`);
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} else if (options?.poolOnly) {
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options?.logger?.('Swap is through pool (because "poolOnly" option is true)');
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route = 'pool';
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} else if (
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swapExchanges !== undefined
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&& poolExchangesList.length > 0
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&& swapExchanges.length === 1
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&& firstSwapExchange
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&& poolExchangesList.some((poolExchange) => poolExchange === firstSwapExchange)
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) {
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options?.logger?.(`Swap is through pool [via ${firstSwapExchange}] (detected by "exchanges" field)`);
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route = 'pool';
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} else {
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route = 'aggregator';
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}
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if (route === 'pool') {
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let factoryAddress: string | undefined;
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if (factories && firstSwapExchange) {
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factoryAddress = factories?.[firstSwapExchange];
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if (factoryAddress) options?.logger?.(`Factory address is ${factoryAddress}. Exchange is ${firstSwapExchange}`);
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}
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const pathAddresses = swapInfo.path.map((name) => {
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const assetAddress = assetToAddress?.[name];
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if (!assetAddress) throw new Error(`No asset address for ${name}`);
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return assetAddress;
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});
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const amountOutWithSlippage = new BigNumber(swapInfo.amountOut)
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.multipliedBy(new BigNumber(1).minus(percent))
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.toString();
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const amountInWithSlippage = new BigNumber(swapInfo.amountIn)
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.multipliedBy(new BigNumber(1).plus(percent))
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.toString();
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const amountSpend = swapInfo.type === 'exactSpend' ? swapInfo.amountIn : amountInWithSlippage;
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balanceGuard.registerRequirement({
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reason: 'Amount spend',
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asset: {
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name: assetIn,
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address: assetInAddress,
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},
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amount: amountSpend.toString(),
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spenderAddress: exchangeContractAddress,
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sources: getAvailableSources('amount', assetInAddress, 'orion_pool'),
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});
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const amountReceive = swapInfo.type === 'exactReceive' ? swapInfo.amountOut : amountOutWithSlippage;
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const amountSpendBlockchainParam = utils.normalizeNumber(
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amountSpend,
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INTERNAL_ORION_PRECISION,
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BigNumber.ROUND_CEIL,
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);
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const amountReceiveBlockchainParam = utils.normalizeNumber(
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amountReceive,
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INTERNAL_ORION_PRECISION,
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BigNumber.ROUND_FLOOR,
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);
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const unsignedSwapThroughOrionPoolTx = await exchangeContract.populateTransaction.swapThroughOrionPool(
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amountSpendBlockchainParam,
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amountReceiveBlockchainParam,
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factoryAddress ? [factoryAddress, ...pathAddresses] : pathAddresses,
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type === 'exactSpend',
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);
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unsignedSwapThroughOrionPoolTx.chainId = parseInt(chainId, 10);
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unsignedSwapThroughOrionPoolTx.gasPrice = ethers.BigNumber.from(gasPriceWei);
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unsignedSwapThroughOrionPoolTx.from = walletAddress;
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const amountSpendBN = new BigNumber(amountSpend);
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let value = new BigNumber(0);
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const denormalizedAssetInExchangeBalance = balances[assetIn]?.exchange;
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if (!denormalizedAssetInExchangeBalance) throw new Error(`Asset '${assetIn}' exchange balance is not found`);
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if (assetIn === nativeCryptocurrency && amountSpendBN.gt(denormalizedAssetInExchangeBalance)) {
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value = amountSpendBN.minus(denormalizedAssetInExchangeBalance);
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}
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unsignedSwapThroughOrionPoolTx.value = utils.normalizeNumber(
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value.dp(INTERNAL_ORION_PRECISION, BigNumber.ROUND_CEIL),
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NATIVE_CURRENCY_PRECISION,
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BigNumber.ROUND_CEIL,
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);
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unsignedSwapThroughOrionPoolTx.gasLimit = ethers.BigNumber.from(SWAP_THROUGH_ORION_POOL_GAS_LIMIT);
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const transactionCost = ethers.BigNumber.from(SWAP_THROUGH_ORION_POOL_GAS_LIMIT).mul(gasPriceWei);
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const denormalizedTransactionCost = utils.denormalizeNumber(transactionCost, NATIVE_CURRENCY_PRECISION);
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balanceGuard.registerRequirement({
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reason: 'Network fee',
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asset: {
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name: nativeCryptocurrency,
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address: ethers.constants.AddressZero,
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},
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amount: denormalizedTransactionCost.toString(),
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sources: getAvailableSources('network_fee', ethers.constants.AddressZero, 'orion_pool'),
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});
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// if (value.gt(0)) {
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// balanceGuard.registerRequirement({
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// reason: 'Transaction value (extra amount)',
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// asset: {
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// name: nativeCryptocurrency,
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// address: ethers.constants.AddressZero,
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// },
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// amount: value.toString(),
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// sources: getAvailableSources('amount', ethers.constants.AddressZero, 'orion_pool'),
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// });
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// }
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await balanceGuard.check(options?.autoApprove);
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const nonce = await provider.getTransactionCount(walletAddress, 'pending');
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unsignedSwapThroughOrionPoolTx.nonce = nonce;
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options?.logger?.('Signing transaction...');
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const swapThroughOrionPoolTxResponse = await signer.sendTransaction(unsignedSwapThroughOrionPoolTx);
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options?.logger?.(`Transaction sent. Tx hash: ${swapThroughOrionPoolTxResponse.hash}`);
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return {
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through: 'orion_pool',
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txHash: swapThroughOrionPoolTxResponse.hash,
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};
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}
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options?.logger?.('Swap through aggregator');
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const slippageMultiplier = new BigNumber(1).plus(
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swapInfo.orderInfo.side === 'SELL'
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? percent.negated() // e.g. -0.01
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: percent, // e.g. 0.01
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);
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const safePriceWithDeviation = percent.isZero()
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? swapInfo.orderInfo.safePrice
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: new BigNumber(swapInfo.orderInfo.safePrice)
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.multipliedBy(slippageMultiplier)
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.toString();
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const baseAssetAddress = assetToAddress[baseAssetName];
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if (!baseAssetAddress) throw new Error(`No asset address for ${baseAssetName}`);
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const quoteAssetAddress = assetToAddress[quoteAssetName];
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if (!quoteAssetAddress) throw new Error(`No asset address for ${quoteAssetName}`);
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const safePriceWithAppliedPrecision = new BigNumber(safePriceWithDeviation)
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.decimalPlaces(
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pairConfig.pricePrecision,
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swapInfo.orderInfo.side === 'BUY'
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? BigNumber.ROUND_CEIL
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: BigNumber.ROUND_FLOOR,
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);
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balanceGuard.registerRequirement({
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reason: 'Amount',
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asset: {
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name: assetIn,
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address: assetInAddress,
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},
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amount: swapInfo.orderInfo.side === 'SELL'
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? swapInfo.orderInfo.amount.toString()
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: safePriceWithAppliedPrecision.multipliedBy(swapInfo.orderInfo.amount).toString(),
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spenderAddress: exchangeContractAddress,
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sources: getAvailableSources('amount', assetInAddress, 'aggregator'),
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});
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// Fee calculation
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const baseAssetPriceInOrn = pricesInOrn?.[baseAssetAddress];
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if (!baseAssetPriceInOrn) throw new Error(`Base asset price ${baseAssetName} in ORN not found`);
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const baseCurrencyPriceInOrn = pricesInOrn[ethers.constants.AddressZero];
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if (!baseCurrencyPriceInOrn) throw new Error('Base currency price in ORN not found');
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const feeAssetPriceInOrn = pricesInOrn[feeAssetAddress];
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if (!feeAssetPriceInOrn) throw new Error(`Fee asset price ${feeAsset} in ORN not found`);
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const feePercent = feeAssets?.[feeAsset];
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if (!feePercent) throw new Error(`Fee asset ${feeAsset} not available`);
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const { orionFeeInFeeAsset, networkFeeInFeeAsset, totalFeeInFeeAsset } = utils.calculateFeeInFeeAsset(
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swapInfo.orderInfo.amount,
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feeAssetPriceInOrn,
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baseAssetPriceInOrn,
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baseCurrencyPriceInOrn,
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gasPriceGwei,
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feePercent,
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);
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if (feeAsset === assetOut) {
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options?.logger?.('Fee asset equals received asset. The fee can be paid from the amount received');
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options?.logger?.(`Set extra balance: + ${swapInfo.amountOut} ${assetOut} to exchange`);
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balanceGuard.setExtraBalance(feeAsset, swapInfo.amountOut, 'exchange');
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}
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balanceGuard.registerRequirement({
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reason: 'Network fee',
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asset: {
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name: feeAsset,
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address: feeAssetAddress,
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},
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amount: networkFeeInFeeAsset,
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spenderAddress: exchangeContractAddress,
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sources: getAvailableSources('network_fee', feeAssetAddress, 'aggregator'),
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});
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balanceGuard.registerRequirement({
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reason: 'Orion fee',
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asset: {
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name: feeAsset,
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address: feeAssetAddress,
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},
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amount: orionFeeInFeeAsset,
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spenderAddress: exchangeContractAddress,
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sources: getAvailableSources('orion_fee', feeAssetAddress, 'aggregator'),
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});
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await balanceGuard.check(options?.autoApprove);
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const signedOrder = await crypt.signOrder(
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baseAssetAddress,
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quoteAssetAddress,
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swapInfo.orderInfo.side,
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safePriceWithAppliedPrecision.toString(),
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swapInfo.orderInfo.amount,
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totalFeeInFeeAsset,
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walletAddress,
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matcherAddress,
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feeAssetAddress,
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false,
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signer,
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chainId,
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);
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const orderIsOk = await exchangeContract.validateOrder(signedOrder);
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if (!orderIsOk) throw new Error('Order is not valid');
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const { orderId } = await simpleFetch(orionAggregator.placeOrder)(signedOrder, false);
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options?.logger?.(`Order placed. Order id: ${orderId}`);
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return {
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through: 'aggregator',
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id: orderId,
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};
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}
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