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Velodrome
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,291 @@ | ||
| import { AddressZero } from '@ethersproject/constants' | ||
| import { Contract } from '@ethersproject/contracts' | ||
| import { BaseProvider } from '@ethersproject/providers' | ||
| import type { UnsignedTransaction } from '@ethersproject/transactions' | ||
| import { formatUnits } from '@ethersproject/units' | ||
| import debug from 'debug' | ||
| import invariant from 'tiny-invariant' | ||
|
|
||
| import { ChainId, ONE, TradeType } from '../../../constants' | ||
| import { validateAndParseAddress } from '../../../utils' | ||
| import { Currency } from '../../currency' | ||
| import { CurrencyAmount, Fraction, Percent, Price, TokenAmount } from '../../fractions' | ||
| import { maximumSlippage as defaultMaximumSlippage } from '../constants' | ||
| import { Trade } from '../interfaces/trade' | ||
| import { TradeOptions } from '../interfaces/trade-options' | ||
| import { RoutablePlatform } from '../routable-platform' | ||
| import { toHex, ZERO_HEX } from '../uniswap-v2/utilts' | ||
| import { getProvider, tryGetChainId, wrappedCurrency } from '../utils' | ||
| import { LIBRARY_ABI, ROUTER_ABI } from './abi' | ||
| import { LIBRARY_ADDRESS, ROUTER_ADDRESS } from './contants' | ||
| import { getBestRoute } from './utils' | ||
|
|
||
| export interface VelodromeQuoteTypes { | ||
| amount: CurrencyAmount | ||
| quoteCurrency: Currency | ||
| tradeType: TradeType | ||
| maximumSlippage?: Percent | ||
| recipient?: string | ||
| } | ||
|
|
||
| interface VelodromConstructorParams { | ||
| maximumSlippage: Percent | ||
| currencyAmountIn: CurrencyAmount | ||
| currencyAmountOut: CurrencyAmount | ||
| tradeType: TradeType | ||
| chainId: ChainId | ||
| routes: { from: string; to: string; stable: boolean }[] | ||
| priceImpact: Percent | ||
| } | ||
|
|
||
| // Debuging logger. See documentation to enable logging. | ||
| const debugVelodromeGetQuote = debug('ecoRouter:velodrome:getQuote') | ||
|
|
||
| /** | ||
| * UniswapTrade uses the AutoRouter to find best trade across V2 and V3 pools | ||
| */ | ||
| export class VelodromeTrade extends Trade { | ||
| /** | ||
| * @property Route for trade to go through | ||
| */ | ||
| public readonly routes?: { from: string; to: string; stable: boolean }[] | ||
|
|
||
| public constructor({ | ||
| maximumSlippage, | ||
| currencyAmountIn, | ||
| currencyAmountOut, | ||
| tradeType, | ||
| chainId, | ||
| routes, | ||
| priceImpact, | ||
| }: VelodromConstructorParams) { | ||
| super({ | ||
| details: undefined, | ||
| type: tradeType, | ||
| inputAmount: currencyAmountIn, | ||
| outputAmount: currencyAmountOut, | ||
| maximumSlippage, | ||
| platform: RoutablePlatform.VELODROME, | ||
| chainId, | ||
| executionPrice: new Price({ | ||
| baseCurrency: currencyAmountIn.currency, | ||
| quoteCurrency: currencyAmountOut.currency, | ||
| denominator: currencyAmountIn.raw, | ||
| numerator: currencyAmountOut.raw, | ||
| }), | ||
| priceImpact, | ||
| fee: new Percent('2', '10000'), | ||
| approveAddress: ROUTER_ADDRESS, | ||
| }) | ||
| this.routes = routes | ||
| } | ||
|
|
||
| static async getQuote( | ||
| { amount, quoteCurrency, tradeType, maximumSlippage, recipient }: VelodromeQuoteTypes, | ||
| provider?: BaseProvider | ||
| ): Promise<VelodromeTrade | null> { | ||
| const chainId = tryGetChainId(amount, quoteCurrency) | ||
| invariant(chainId, 'VelodromeQuote.getQuote: chainId is required') | ||
|
|
||
| // Defaults | ||
| recipient = recipient || AddressZero | ||
| maximumSlippage = maximumSlippage || defaultMaximumSlippage | ||
|
|
||
| provider = provider || getProvider(chainId) | ||
|
|
||
| // Must match the currencies provided | ||
| invariant( | ||
| (await provider.getNetwork()).chainId == chainId, | ||
| `VelodromTrade.getQuote: currencies chainId does not match provider's chainId` | ||
| ) | ||
|
|
||
| const currencyIn = amount.currency | ||
| const currencyOut = quoteCurrency | ||
|
|
||
| const wrappedCurrencyIn = wrappedCurrency(currencyIn, chainId) | ||
| const wrappedCurrencyOut = wrappedCurrency(currencyOut, chainId) | ||
|
|
||
| debugVelodromeGetQuote({ | ||
| amount, | ||
| quoteCurrency, | ||
| currencyIn, | ||
| currencyOut, | ||
| tradeType, | ||
| recipient, | ||
| maximumSlippage, | ||
| }) | ||
|
|
||
| let bestAmountOut | ||
| let finalValue | ||
| try { | ||
| const bestAmount = await getBestRoute({ | ||
| currencyIn: wrappedCurrencyIn, | ||
| currencyOut: wrappedCurrencyOut, | ||
| amount, | ||
| provider, | ||
| chainId, | ||
| }) | ||
| bestAmountOut = bestAmount | ||
| finalValue = bestAmount?.finalValue.toString() | ||
| if (!bestAmount) { | ||
| return null | ||
| } | ||
| if (tradeType === TradeType.EXACT_OUTPUT) { | ||
| const bestAmountForOutput = await getBestRoute({ | ||
| currencyIn: wrappedCurrencyOut, | ||
| currencyOut: wrappedCurrencyIn, | ||
| amount: new TokenAmount(wrappedCurrencyOut, bestAmount.finalValue.toString()), | ||
| provider, | ||
| chainId, | ||
| }) | ||
| bestAmountOut = bestAmountForOutput | ||
| } | ||
| if (!finalValue || !bestAmountOut) { | ||
| return null | ||
| } | ||
|
|
||
| const libraryContract = new Contract(LIBRARY_ADDRESS, LIBRARY_ABI, provider) | ||
| let totalRatio = 1 | ||
|
|
||
| for (let i = 0; i < bestAmountOut.routes.length; i++) { | ||
| const amountIn = bestAmountOut.receiveAmounts[i] | ||
|
|
||
| const res = await libraryContract['getTradeDiff(uint256,address,address,bool)']( | ||
| amountIn, | ||
| bestAmountOut.routes[i].from, | ||
| bestAmountOut.routes[i].to, | ||
| bestAmountOut.routes[i].stable | ||
| ) | ||
|
|
||
| const decimals = tradeType === TradeType.EXACT_INPUT ? quoteCurrency.decimals : amount.currency.decimals | ||
| const numberA = formatUnits(res.a, decimals) | ||
| const numberB = formatUnits(res.b, decimals) | ||
|
|
||
| const ratio = parseFloat(numberB) / parseFloat(numberA) | ||
|
|
||
| totalRatio = totalRatio * ratio | ||
| } | ||
|
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| const calculation = Math.round((1 - totalRatio) * 1000) | ||
|
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||
| const priceImpact = new Percent(calculation.toString(), '1000') | ||
|
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||
| const convertToNative = (amount: string, currency: Currency, chainId: number) => { | ||
| if (Currency.isNative(currency)) return CurrencyAmount.nativeCurrency(amount, chainId) | ||
| return new TokenAmount(wrappedCurrency(currency, chainId), amount) | ||
| } | ||
|
|
||
| const currencyAmountIn = | ||
| TradeType.EXACT_INPUT === tradeType ? amount : convertToNative(finalValue.toString(), currencyOut, chainId) | ||
| const currencyAmountOut = | ||
| TradeType.EXACT_INPUT === tradeType | ||
| ? convertToNative(bestAmountOut.finalValue.toString(), currencyOut, chainId) | ||
| : convertToNative(bestAmountOut.finalValue.toString(), currencyIn, chainId) | ||
|
|
||
| return new VelodromeTrade({ | ||
| maximumSlippage, | ||
| currencyAmountIn, | ||
| currencyAmountOut, | ||
| tradeType, | ||
| chainId, | ||
| routes: bestAmountOut.routes, | ||
| priceImpact, | ||
| }) | ||
| } catch (ex) { | ||
| console.error(ex) | ||
| return null | ||
| } | ||
| } | ||
|
|
||
| public minimumAmountOut(): CurrencyAmount { | ||
| if (this.tradeType === TradeType.EXACT_OUTPUT) { | ||
| return this.outputAmount | ||
| } else { | ||
| const slippageAdjustedAmountOut = new Fraction(ONE) | ||
| .add(this.maximumSlippage) | ||
| .invert() | ||
| .multiply(this.outputAmount.raw).quotient | ||
| return this.outputAmount instanceof TokenAmount | ||
| ? new TokenAmount(this.outputAmount.token, slippageAdjustedAmountOut) | ||
| : CurrencyAmount.nativeCurrency(slippageAdjustedAmountOut, this.chainId) | ||
| } | ||
| } | ||
|
|
||
| public maximumAmountIn(): CurrencyAmount { | ||
| if (this.tradeType === TradeType.EXACT_INPUT) { | ||
| return this.inputAmount | ||
| } else { | ||
| const slippageAdjustedAmountIn = new Fraction(ONE) | ||
| .add(this.maximumSlippage) | ||
| .multiply(this.inputAmount.raw).quotient | ||
| return this.inputAmount instanceof TokenAmount | ||
| ? new TokenAmount(this.inputAmount.token, slippageAdjustedAmountIn) | ||
| : CurrencyAmount.nativeCurrency(slippageAdjustedAmountIn, this.chainId) | ||
| } | ||
| } | ||
|
|
||
| /** | ||
| * Returns unsigned transaction for the trade | ||
| * @returns the unsigned transaction | ||
| */ | ||
| public async swapTransaction(options: TradeOptions): Promise<UnsignedTransaction> { | ||
| const nativeCurrency = Currency.getNative(this.chainId) | ||
| const etherIn = this.inputAmount.currency === nativeCurrency | ||
| const etherOut = this.outputAmount.currency === nativeCurrency | ||
| // the router does not support both ether in and out | ||
| invariant(this.routes, 'No Avaliable routes') | ||
| invariant(!(etherIn && etherOut), 'ETHER_IN_OUT') | ||
| invariant(options.ttl && options.ttl > 0, 'TTL') | ||
| invariant(this.inputAmount.currency.address && this.outputAmount.currency.address, 'No currency') | ||
|
|
||
| const to: string = validateAndParseAddress(options.recipient) | ||
| const amountIn: string = toHex(this.maximumAmountIn()) | ||
| const amountOut: string = toHex(this.minimumAmountOut()) | ||
|
|
||
| const deadline = `0x${(Math.floor(new Date().getTime() / 1000) + options.ttl).toString(16)}` | ||
|
|
||
| let methodName: string | ||
| let args: any | ||
| let value: string = ZERO_HEX | ||
| switch (this.tradeType) { | ||
| case TradeType.EXACT_INPUT: | ||
| if (etherIn) { | ||
| methodName = 'swapExactETHForTokens' | ||
| // (uint amountOutMin, address[] calldata path, address to, uint deadline) | ||
| args = [amountOut, this.routes, to, deadline] | ||
| value = amountIn | ||
| } else if (etherOut) { | ||
| methodName = 'swapExactTokensForETH' | ||
| // (uint amountIn, uint amountOutMin, address[] calldata path, address to, uint deadline) | ||
| args = [amountIn, amountOut, this.routes, to, deadline] | ||
| value = ZERO_HEX | ||
| } else { | ||
| methodName = 'swapExactTokensForTokens' | ||
| // (uint amountIn, uint amountOutMin, address[] calldata path, address to, uint deadline) | ||
| args = [amountIn, amountOut, this.routes, to, deadline] | ||
| value = ZERO_HEX | ||
| } | ||
| break | ||
| case TradeType.EXACT_OUTPUT: | ||
| if (etherIn) { | ||
| methodName = 'swapETHForExactTokens' | ||
| // (uint amountOut, address[] calldata path, address to, uint deadline) | ||
| args = [amountOut, this.routes, to, deadline] | ||
| value = amountIn | ||
| } else if (etherOut) { | ||
| methodName = 'swapTokensForExactETH' | ||
| // (uint amountOut, uint amountInMax, address[] calldata path, address to, uint deadline) | ||
| args = [amountOut, amountIn, this.routes, to, deadline] | ||
| value = ZERO_HEX | ||
| } else { | ||
| methodName = 'swapTokensForExactTokens' | ||
| // (uint amountOut, uint amountInMax, address[] calldata path, address to, uint deadline) | ||
| args = [amountOut, amountIn, this.routes, to, deadline] | ||
| value = ZERO_HEX | ||
| } | ||
| break | ||
| } | ||
|
|
||
| return new Contract(ROUTER_ADDRESS, ROUTER_ABI).populateTransaction[methodName](...args, { value }) | ||
| } | ||
| } |
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