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446 lines
16 KiB
TypeScript
446 lines
16 KiB
TypeScript
import { BigNumber } from 'bignumber.js';
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import { ethers } from 'ethers';
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import { Exchange__factory } from '@orionprotocol/contracts/lib/ethers-v6-cjs/index.js';
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import getBalances from '../../utils/getBalances.js';
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import BalanceGuard from '../../BalanceGuard.js';
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import getAvailableSources from '../../utils/getAvailableFundsSources.js';
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import { INTERNAL_PROTOCOL_PRECISION, NATIVE_CURRENCY_PRECISION, SWAP_THROUGH_ORION_POOL_GAS_LIMIT } from '../../constants/index.js';
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import getNativeCryptocurrencyName from '../../utils/getNativeCryptocurrencyName.js';
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import { calculateFeeInFeeAsset, denormalizeNumber, normalizeNumber } from '../../utils/index.js';
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import { signOrder } from '../../crypt/index.js';
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import type orderSchema from '../../services/Aggregator/schemas/orderSchema.js';
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import type { z } from 'zod';
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import type { SwapLimitParams } from './swapLimit.js';
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import { simpleFetch } from 'simple-typed-fetch';
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import { generateSwapCalldata } from './generateSwapCalldata.js';
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import isValidFactory from '../../utils/isValidFactory.js';
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import type { SingleSwap } from '../../types.js';
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import { must, safeGet } from '../../utils/safeGetters.js';
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export type SwapMarketParams = Omit<SwapLimitParams, 'price'> & {
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slippagePercent: BigNumber.Value
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}
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type AggregatorOrder = {
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amountOut: number
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through: 'aggregator'
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id: string
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wait: () => Promise<z.infer<typeof orderSchema>>
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}
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type PoolSwap = {
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amountOut: number
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through: 'pool'
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txHash: string
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wait: (confirmations?: number | undefined) => Promise<ethers.TransactionReceipt | null>
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}
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export type Swap = AggregatorOrder | PoolSwap;
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const isValidSingleSwap = (singleSwap: Omit<SingleSwap, 'factory'> & { factory: string }): singleSwap is SingleSwap => {
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return isValidFactory(singleSwap.factory);
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}
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export default async function swapMarket({
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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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unit,
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options,
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isTradeBuy = false,
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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 '${amountBN.toString()}' is not a number`);
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if (amountBN.lte(0)) throw new Error(`Amount '${amountBN.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 '${slippagePercentBN.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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blockchainService, aggregator, provider, chainId,
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} = unit;
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const {
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exchangeContractAddress,
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matcherAddress,
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assetToAddress,
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swapExecutorContractAddress,
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} = await simpleFetch(blockchainService.getInfo)();
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const nativeCryptocurrency = getNativeCryptocurrencyName(assetToAddress);
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const exchangeContract = Exchange__factory.connect(exchangeContractAddress, provider);
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const feeAssets = await simpleFetch(blockchainService.getPlatformFees)({ walletAddress, assetIn, assetOut });
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const allPrices = await simpleFetch(blockchainService.getPricesWithQuoteAsset)();
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const gasPriceWei = await simpleFetch(blockchainService.getGasPriceWei)();
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const { factories, WETHAddress } = await simpleFetch(blockchainService.getPoolsConfig)();
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must(WETHAddress, 'WETHAddress is not defined');
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const poolExchangesList = factories !== undefined ? Object.keys(factories) : [];
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const gasPriceGwei = ethers.formatUnits(gasPriceWei, 'gwei').toString();
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const assetInAddress = assetToAddress[assetIn];
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if (assetInAddress === undefined) throw new Error(`Asset '${assetIn}' not found`);
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const feeAssetAddress = assetToAddress[feeAsset];
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if (feeAssetAddress === undefined) {
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throw new Error(`Fee asset '${feeAsset}' not found. Available assets: ${Object.keys(feeAssets).join(', ')}`);
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}
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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.ZeroAddress,
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},
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aggregator,
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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.ZeroAddress,
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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(aggregator.getSwapInfo)(
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assetIn,
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assetOut,
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amountBN.toString(),
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options?.instantSettlement,
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options?.poolOnly !== undefined && options.poolOnly
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? 'pools'
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: undefined,
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isTradeBuy,
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);
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const { exchanges: swapExchanges, exchangeContractPath } = swapInfo;
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const [firstSwapExchange] = swapExchanges;
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if (swapExchanges.length > 0) options?.logger?.(`Swap exchanges: ${swapExchanges.join(', ')}`);
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if (swapInfo?.isTradeBuy && 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?.isTradeBuy) && amountBN.lt(swapInfo.minAmountIn)) {
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throw new Error(`Amount is too low. Min amountIn is ${swapInfo.minAmountIn} ${assetIn}`);
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}
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if (swapInfo.orderInfo === null) throw new Error(swapInfo.executionInfo);
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const [baseAssetName, quoteAssetName] = swapInfo.orderInfo.assetPair.split('-');
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if (baseAssetName === undefined) throw new Error('Base asset name is undefined');
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if (quoteAssetName === undefined) throw new Error('Quote asset name is undefined');
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const pairConfig = await simpleFetch(aggregator.getPairConfig)(`${baseAssetName}-${quoteAssetName}`);
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const qtyPrecisionBN = new BigNumber(pairConfig.qtyPrecision);
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const qtyDecimalPlaces = amountBN.dp();
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if (qtyDecimalPlaces === null) throw new Error('Qty decimal places is null. Likely amount is -Infinity, +Infinity or NaN');
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if (qtyPrecisionBN.lt(qtyDecimalPlaces)) {
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throw new Error(
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`Actual amount decimal places (${qtyDecimalPlaces}) is greater than max allowed decimal places (${qtyPrecisionBN.toString()}) on pair ${baseAssetName}-${quoteAssetName}.`
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);
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}
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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 !== undefined && 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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poolExchangesList.length > 0 &&
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swapExchanges.length === 1 &&
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firstSwapExchange !== undefined &&
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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 !== undefined) {
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factoryAddress = factories[firstSwapExchange];
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if (factoryAddress !== undefined) options?.logger?.(`Factory address is ${factoryAddress}. Exchange is ${firstSwapExchange}`);
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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?.isTradeBuy ? amountInWithSlippage : swapInfo.amountIn;
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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, 'pool'),
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});
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const amountReceive = swapInfo?.isTradeBuy ? amountOutWithSlippage : swapInfo.amountOut;
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const amountSpendBlockchainParam = normalizeNumber(
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amountSpend,
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INTERNAL_PROTOCOL_PRECISION,
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BigNumber.ROUND_CEIL,
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);
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const amountReceiveBlockchainParam = normalizeNumber(
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amountReceive,
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INTERNAL_PROTOCOL_PRECISION,
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BigNumber.ROUND_FLOOR,
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);
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const { calldata, swapDescription, value } = await generateSwapCalldata({
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amount: amountSpendBlockchainParam,
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minReturnAmount: amountReceiveBlockchainParam,
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path: exchangeContractPath.filter(isValidSingleSwap),
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initiatorAddress: walletAddress,
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receiverAddress: walletAddress,
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provider,
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matcher: matcherAddress,
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feeToken: feeAssetAddress,
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fee: 0,
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exchangeContractAddress,
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swapExecutorContractAddress,
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wethAddress: WETHAddress,
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curveRegistryAddress: safeGet(unit.contracts, 'curveRegistry'),
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})
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const unsignedSwapThroughPoolsTx = await exchangeContract.swap.populateTransaction(
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swapExecutorContractAddress,
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swapDescription,
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new Uint8Array(0),
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calldata,
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{
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value
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}
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);
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unsignedSwapThroughPoolsTx.chainId = BigInt(parseInt(chainId, 10));
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unsignedSwapThroughPoolsTx.gasPrice = BigInt(gasPriceWei);
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unsignedSwapThroughPoolsTx.from = walletAddress;
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const amountSpendBN = new BigNumber(amountSpend);
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let txValue = new BigNumber(0);
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const denormalizedAssetInExchangeBalance = balances[assetIn]?.exchange;
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if (denormalizedAssetInExchangeBalance === undefined) throw new Error(`Asset '${assetIn}' exchange balance is not found`);
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if (assetIn === nativeCryptocurrency && amountSpendBN.gt(denormalizedAssetInExchangeBalance)) {
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txValue = amountSpendBN.minus(denormalizedAssetInExchangeBalance);
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}
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unsignedSwapThroughPoolsTx.value = normalizeNumber(
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txValue.dp(INTERNAL_PROTOCOL_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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unsignedSwapThroughPoolsTx.gasLimit = BigInt(SWAP_THROUGH_ORION_POOL_GAS_LIMIT);
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const transactionCost = BigInt(SWAP_THROUGH_ORION_POOL_GAS_LIMIT) * BigInt(gasPriceWei);
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const denormalizedTransactionCost = denormalizeNumber(transactionCost, BigInt(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.ZeroAddress,
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},
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amount: denormalizedTransactionCost.toString(),
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sources: getAvailableSources('network_fee', ethers.ZeroAddress, '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.ZeroAddress,
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// },
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// amount: value.toString(),
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// sources: getAvailableSources('amount', ethers.ZeroAddress, '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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unsignedSwapThroughPoolsTx.nonce = nonce;
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options?.logger?.('Signing transaction...');
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const swapThroughOrionPoolTxResponse = await signer.sendTransaction(unsignedSwapThroughPoolsTx);
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options?.logger?.(`Transaction sent. Tx hash: ${swapThroughOrionPoolTxResponse.hash}`);
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return {
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amountOut: swapInfo.amountOut,
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wait: swapThroughOrionPoolTxResponse.wait.bind(swapThroughOrionPoolTxResponse),
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through: '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 === undefined) throw new Error(`No asset address for ${baseAssetName}`);
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const quoteAssetAddress = assetToAddress[quoteAssetName];
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if (quoteAssetAddress === undefined) 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 feePercent = feeAssets[feeAsset];
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if (feePercent === undefined) throw new Error(`Fee asset ${feeAsset} not available`);
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const { serviceFeeInFeeAsset, networkFeeInFeeAsset, totalFeeInFeeAsset } = calculateFeeInFeeAsset(
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swapInfo.orderInfo.amount,
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gasPriceGwei,
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feePercent,
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baseAssetAddress,
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ethers.ZeroAddress,
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feeAssetAddress,
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allPrices.prices,
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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.toString(),
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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: 'Service 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: serviceFeeInFeeAsset.toString(),
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spenderAddress: exchangeContractAddress,
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sources: getAvailableSources('service_fee', feeAssetAddress, 'aggregator'),
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});
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await balanceGuard.check(options?.autoApprove);
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const signedOrder = await 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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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(aggregator.placeOrder)(signedOrder, false);
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options?.logger?.(`Order placed. Order id: ${orderId}`);
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return {
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amountOut: swapInfo.amountOut,
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wait: () => new Promise<z.infer<typeof orderSchema>>((resolve, reject) => {
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const timeout = setTimeout(() => {
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reject(new Error('Timeout'))
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}, 60000);
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const interval = setInterval(() => {
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simpleFetch(aggregator.getOrder)(orderId).then((data) => {
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if (data.order.status === 'SETTLED') {
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options?.logger?.(`Order ${orderId} settled`);
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clearTimeout(timeout);
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clearInterval(interval);
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resolve(data);
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} else {
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options?.logger?.(`Order ${orderId} status: ${data.order.status}`);
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}
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}).catch((e) => {
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if (!(e instanceof Error)) throw new Error('Not an error');
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options?.logger?.(`Error while getting order status: ${e.message}`);
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});
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}, 1000);
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}),
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through: 'aggregator',
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id: orderId,
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};
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}
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