Calculate slippage into output amount

src/connectors/rubicon/rubicon.config.ts

@@ -11,16 +11,14 @@ export namespace RubiconCLOBConfig {
  chainType: string;
  availableNetworks: Array<AvailableNetworks>;
  url: string;
- privateKeys: Record<string, string>;
  }
 
  export const config: NetworkConfig = {
  tradingTypes: ['CLOB_SPOT'],
  chainType: 'EVM',
- allowedSlippage: "2/100",
+ allowedSlippage: configManager.get('allowedSlippage'),
  availableNetworks: [ { chain: 'ethereum', networks: ['mainnet', 'arbitrum', 'arbitrumSepolia', 'optimism', 'base'] } ],
  url: "https://gladius.rubicon.finance",
- privateKeys: configManager.get('rubicon.privateKeys')
  };
 }
 

src/connectors/rubicon/rubicon.ts

@@ -18,9 +18,11 @@ import {
 } from '../../services/common-interfaces';
 import { Network, RubiconCLOBConfig, tokenList } from './rubicon.config';
 import { BigNumber, providers, Wallet } from 'ethers';
-import { formatUnits, parseUnits } from 'ethers/lib/utils';
+import { formatUnits, getAddress, parseUnits } from 'ethers/lib/utils';
 import { StaticJsonRpcProvider } from '@ethersproject/providers';
 import axios from 'axios';
+import { isFractionString } from '../../services/validators';
+import { percentRegexp } from '../../services/config-manager-v2';
 
 export enum ORDER_STATUS {
  OPEN = 'open',
@@ -102,15 +104,22 @@ export class RubiconCLOB implements CLOBish {
  private static _instances: { [name: string]: RubiconCLOB };
  private provider: StaticJsonRpcProvider;
  private privateKeys: Record<string, string>;
+ private slippage: number;
 
 
  private constructor(chain: string, network: string) {
  if (chain === 'ethereum') {
  this._chain = Ethereum.getInstance(network);
  } else throw Error('Chain not supported.');
 
+ if (!process.env.HUMMINGBOT_WALLET_ADDRESS) throw Error("Env variable HUMMINGBOT_WALLET_ADDRESS not set")
+ if (!process.env.HUMMINGBOT_WALLET_PK) throw Error("Env variable HUMMINGBOT_WALLET_PK not set")
+
  this.provider = new providers.StaticJsonRpcProvider(this._chain.rpcUrl, this._chain.chainId);
- this.privateKeys = RubiconCLOBConfig.config.privateKeys;
+ this.privateKeys = {
+ [getAddress(process.env.HUMMINGBOT_WALLET_ADDRESS)]: process.env.HUMMINGBOT_WALLET_PK
+ }
+ this.slippage = this.getAllowedSlippage(RubiconCLOBConfig.config.allowedSlippage)
  }
 
  public async loadMarkets() {
@@ -410,7 +419,7 @@ export class RubiconCLOB implements CLOBish {
  req: ClobPostOrderRequest
  ): Promise<{ txHash: string; id: string }> {
 
- const pk = this.privateKeys[req.address]
+ const pk = this.privateKeys[getAddress(req.address)]
  if (!pk) throw new Error(`Key for ${req.address} not found`)
 
  const wallet = new Wallet(pk).connect(this.provider)
@@ -433,6 +442,13 @@ export class RubiconCLOB implements CLOBish {
  ? parseUnits(parseFloat(req.amount).toFixed(token.decimals), token.decimals)
  : parseUnits((parseFloat(req.amount) * parseFloat(req.price)).toFixed(quote.decimals), quote.decimals);
 
+ let slippageTolerance = this.getAllowedSlippage() / 100;
+
+ const startingOutputFactor = 1;
+ const startingOutputAmount = parseFloat(formatUnits(outputAmount, outputToken.decimals)) * startingOutputFactor;
+ const endingOutputFactor = 1 - slippageTolerance;
+ const endingOutputAmount = parseFloat(formatUnits(outputAmount, outputToken.decimals)) * endingOutputFactor;
+
  const orderBuilder = new GladiusOrderBuilder(this._chain.chainId);
 
  const order = orderBuilder
@@ -448,8 +464,8 @@ export class RubiconCLOB implements CLOBish {
  })
  .output({
  token: outputToken.address,
- startAmount: outputAmount,
- endAmount: outputAmount,
+ startAmount: parseUnits(startingOutputAmount.toFixed(outputToken.decimals), outputToken.decimals),
+ endAmount: parseUnits(endingOutputAmount.toFixed(outputToken.decimals), outputToken.decimals),
  recipient: req.address,
  })
  .fillThreshold(inputAmount)
@@ -478,7 +494,7 @@ export class RubiconCLOB implements CLOBish {
  req: ClobDeleteOrderRequest
  ): Promise<{ txHash: string, id: string }> {
 
- const pk = this.privateKeys[req.address]
+ const pk = this.privateKeys[getAddress(req.address)]
  if (!pk) throw new Error(`Key for ${req.address} not found`)
 
  const wallet = new Wallet(pk).connect(this.provider)
@@ -571,4 +587,18 @@ export class RubiconCLOB implements CLOBish {
  return givenReferencePrice;
  }
  }
+
+ public getAllowedSlippage(allowedSlippageStr?: string): number {
+ if (allowedSlippageStr != null && isFractionString(allowedSlippageStr)) {
+ const fractionSplit = allowedSlippageStr.split('/');
+ return Number((Number(fractionSplit[0]) / Number(fractionSplit[1]) * 100).toFixed(0));
+ }
+
+ const allowedSlippage = RubiconCLOBConfig.config.allowedSlippage;
+ const matches = allowedSlippage.match(percentRegexp);
+ if (matches) return Number((Number(matches[1]) / Number(matches[2]) * 100).toFixed(0));
+ throw new Error(
+ 'Encountered a malformed percent string in the config for ALLOWED_SLIPPAGE.'
+ );
+ }
 }