-
Notifications
You must be signed in to change notification settings - Fork 13
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Co-authored-by: valia fetisov <[email protected]>
- Loading branch information
1 parent
42e3abd
commit d8ed2aa
Showing
17 changed files
with
451 additions
and
30 deletions.
There are no files selected for viewing
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.
Oops, something went wrong.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,63 @@ | ||
| import type { CalleeFunctions, CollateralConfig, GetCalleeDataParams } from '../types'; | ||
| import { ethers } from 'ethers'; | ||
| import BigNumber from '../bignumber'; | ||
| import { getContractAddressByName, getJoinNameByCollateralType } from '../contracts'; | ||
| import { getOneinchSwapParameters } from './helpers/oneInch'; | ||
| import { DAI_NUMBER_OF_DIGITS } from '../constants/UNITS'; | ||
|
|
||
| const getCalleeData = async function ( | ||
| network: string, | ||
| collateral: CollateralConfig, | ||
| marketId: string, | ||
| profitAddress: string, | ||
| params?: GetCalleeDataParams | ||
| ): Promise<string> { | ||
| const marketData = collateral.exchanges[marketId]; | ||
| if (marketData?.callee !== 'OneInchCallee') { | ||
| throw new Error(`getCalleeData called with invalid collateral type "${collateral.ilk}"`); | ||
| } | ||
| const oneInchParams = !!params && 'oneInchParams' in params ? params.oneInchParams : undefined; | ||
| if (!oneInchParams) { | ||
| throw new Error(`getCalleeData called with invalid txData`); | ||
| } | ||
| const joinAdapterAddress = await getContractAddressByName(network, getJoinNameByCollateralType(collateral.ilk)); | ||
| const minProfit = 1; | ||
| const typesArray = ['address', 'address', 'uint256', 'address', 'address', 'bytes']; | ||
| return ethers.utils.defaultAbiCoder.encode(typesArray, [ | ||
| profitAddress, | ||
| joinAdapterAddress, | ||
| minProfit, | ||
| ethers.constants.AddressZero, | ||
| oneInchParams.to, | ||
| ethers.utils.hexDataSlice(oneInchParams.txData, 4), | ||
| ]); | ||
| }; | ||
|
|
||
| const getMarketPrice = async function ( | ||
| network: string, | ||
| collateral: CollateralConfig, | ||
| marketId: string, | ||
| collateralAmount: BigNumber | ||
| ): Promise<{ price: BigNumber; pools: undefined }> { | ||
| // convert collateral into DAI | ||
| const collateralIntegerAmount = collateralAmount.shiftedBy(collateral.decimals).toFixed(0); | ||
| const { toTokenAmount } = await getOneinchSwapParameters( | ||
| network, | ||
| collateral.symbol, | ||
| collateralIntegerAmount, | ||
| marketId | ||
| ); | ||
|
|
||
| // return price per unit | ||
| return { | ||
| price: new BigNumber(toTokenAmount).shiftedBy(-DAI_NUMBER_OF_DIGITS).dividedBy(collateralAmount), | ||
| pools: undefined, | ||
| }; | ||
| }; | ||
|
|
||
| const UniswapV2CalleeDai: CalleeFunctions = { | ||
| getCalleeData, | ||
| getMarketPrice, | ||
| }; | ||
|
|
||
| export default UniswapV2CalleeDai; |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,174 @@ | ||
| import { ethers } from 'ethers'; | ||
| import { getCalleeAddressByCollateralType } from '../../constants/CALLEES'; | ||
| import { getCollateralConfigBySymbol } from '../../constants/COLLATERALS'; | ||
| import { getErc20SymbolByAddress } from '../../contracts'; | ||
| import { getDecimalChainIdByNetworkType, getNetworkConfigByType } from '../../network'; | ||
| import { CollateralConfig } from '../../types'; | ||
| import BigNumber from '../../bignumber'; | ||
| import { getTokenAddressByNetworkAndSymbol } from '../../tokens'; | ||
| import { Queue } from 'async-await-queue'; | ||
| import memoizee from 'memoizee'; | ||
| import { convertETHtoDAI } from '../../fees'; | ||
|
|
||
| const MAX_DELAY_BETWEEN_REQUESTS_MS = 600; | ||
| const REQUEST_QUEUE = new Queue(1, MAX_DELAY_BETWEEN_REQUESTS_MS); | ||
| const EXPECTED_SIGNATURE = '0x12aa3caf'; // see https://www.4byte.directory/signatures/?bytes4_signature=0x12aa3caf | ||
| const SUPPORTED_1INCH_NETWORK_IDS = [1, 56, 137, 10, 42161, 100, 43114]; // see https://help.1inch.io/en/articles/5528619-how-to-use-different-networks-on-1inch | ||
| const ONE_DAY_MS = 24 * 60 * 60 * 1000; | ||
|
|
||
| export const getOneInchUrl = (chainId: number) => { | ||
| return `https://api.1inch.io/v5.0/${chainId}`; | ||
| }; | ||
|
|
||
| interface Protocol { | ||
| id: string; | ||
| title: string; | ||
| img: string; | ||
| img_color: string; | ||
| } | ||
|
|
||
| interface OneInchToken { | ||
| symbol: string; | ||
| name: string; | ||
| address: string; | ||
| decimals: 0; | ||
| logoURI: string; | ||
| } | ||
| interface OneInchSwapRepsonse { | ||
| fromToken: OneInchToken; | ||
| toToken: OneInchToken; | ||
| toTokenAmount: string; | ||
| fromTokenAmount: string; | ||
| protocols: OneInchSwapRoute[]; | ||
| tx: { | ||
| from: string; | ||
| to: string; | ||
| data: string; | ||
| value: string; | ||
| gasPrice: string; | ||
| gas: string; | ||
| }; | ||
| } | ||
| interface LiquiditySourcesResponse { | ||
| protocols: Protocol[]; | ||
| } | ||
| type OneInchSwapRoute = { name: string; part: number; fromTokenAddress: string; toTokenAddress: string }[][]; | ||
|
|
||
| const executeRequestInQueue = async (url: string) => { | ||
| const apiRequestSymbol = Symbol(); | ||
| await REQUEST_QUEUE.wait(apiRequestSymbol); | ||
| const response = await fetch(url).then(res => res.json()); | ||
| REQUEST_QUEUE.end(apiRequestSymbol); | ||
| return response; | ||
| }; | ||
|
|
||
| export const executeOneInchApiRequest = async ( | ||
| chainId: number, | ||
| endpoint: '/swap' | '/liquidity-sources', | ||
| params?: Record<string, any> | ||
| ) => { | ||
| const oneInchUrl = getOneInchUrl(chainId); | ||
| const url = `${oneInchUrl}${endpoint}?${new URLSearchParams(params)}`; | ||
| const response = await executeRequestInQueue(url); | ||
| if (response.error) { | ||
| throw new Error(`failed to receive response from oneinch: ${response.error}`); | ||
| } | ||
| return response; | ||
| }; | ||
|
|
||
| async function _getOneinchValidProtocols(chainId: number) { | ||
| // Fetch all supported protocols except for the limit orders | ||
| const response: LiquiditySourcesResponse = await executeOneInchApiRequest(chainId, '/liquidity-sources'); | ||
| const protocolIds = response.protocols.map(protocol => protocol.id); | ||
| return protocolIds.filter(protocolId => !protocolId.toLowerCase().includes('limit')); | ||
| } | ||
|
|
||
| export const getOneinchValidProtocols = memoizee(_getOneinchValidProtocols, { | ||
| promise: true, | ||
| length: 1, | ||
| maxAge: ONE_DAY_MS, | ||
| }); | ||
|
|
||
| export async function getOneinchSwapParameters( | ||
| network: string, | ||
| collateralSymbol: string, | ||
| amount: string, | ||
| marketId: string, | ||
| slippage = '1' | ||
| ): Promise<OneInchSwapRepsonse> { | ||
| const isFork = getNetworkConfigByType(network).isFork; | ||
| const chainId = isFork ? 1 : getDecimalChainIdByNetworkType(network); | ||
| if (!isFork && !SUPPORTED_1INCH_NETWORK_IDS.includes(chainId)) { | ||
| throw new Error(`1inch does not support network ${network}`); | ||
| } | ||
| const toTokenAddress = await getTokenAddressByNetworkAndSymbol(network, 'DAI'); | ||
| const fromTokenAddress = await getTokenAddressByNetworkAndSymbol(network, collateralSymbol); | ||
| const calleeAddress = getCalleeAddressByCollateralType( | ||
| network, | ||
| getCollateralConfigBySymbol(collateralSymbol).ilk, | ||
| marketId | ||
| ); | ||
| // Documentation https://docs.1inch.io/docs/aggregation-protocol/api/swap-params/ | ||
| const swapParams = { | ||
| fromTokenAddress, | ||
| toTokenAddress, | ||
| fromAddress: calleeAddress, | ||
| amount, | ||
| slippage, | ||
| allowPartialFill: false, // disable partial fill | ||
| disableEstimate: true, // disable eth_estimateGas | ||
| compatibilityMode: true, // always receive parameters for the `swap` call | ||
| }; | ||
| const oneinchResponse = await executeOneInchApiRequest(chainId, '/swap', swapParams); | ||
| const functionSignature = ethers.utils.hexDataSlice(oneinchResponse.tx.data, 0, 4); // see https://docs.soliditylang.org/en/develop/abi-spec.html#function-selector | ||
| if (functionSignature !== EXPECTED_SIGNATURE) { | ||
| throw new Error(`Unexpected 1inch function signature: ${functionSignature}, expected: ${EXPECTED_SIGNATURE}`); | ||
| } | ||
| return oneinchResponse; | ||
| } | ||
|
|
||
| export async function extractPathFromSwapResponseProtocols( | ||
| network: string, | ||
| oneInchRoutes: OneInchSwapRoute[] | ||
| ): Promise<string[]> { | ||
| const pathStepsResolves = await Promise.all( | ||
| oneInchRoutes[0].map(async route => { | ||
| return await Promise.all([ | ||
| await getErc20SymbolByAddress(network, route[0].fromTokenAddress), | ||
| await getErc20SymbolByAddress(network, route[0].toTokenAddress), | ||
| ]); | ||
| }) | ||
| ); | ||
| const path = [pathStepsResolves[0][0]]; | ||
| for (const step of pathStepsResolves) { | ||
| path.push(step[1]); | ||
| } | ||
| return path; | ||
| } | ||
|
|
||
| export async function getOneInchMarketData( | ||
| network: string, | ||
| collateral: CollateralConfig, | ||
| amount: BigNumber, | ||
| marketId: string | ||
| ) { | ||
| const swapData = await getOneinchSwapParameters( | ||
| network, | ||
| collateral.symbol, | ||
| amount.shiftedBy(collateral.decimals).toFixed(0), | ||
| marketId | ||
| ); | ||
| const path = await extractPathFromSwapResponseProtocols(network, swapData.protocols); | ||
| const calleeData = swapData.tx.data; | ||
| const estimatedGas = swapData.tx.gas; | ||
| const exchangeFeeEth = new BigNumber(swapData.tx.gasPrice).multipliedBy(estimatedGas); | ||
| const exchangeFeeDai = await convertETHtoDAI(network, exchangeFeeEth); | ||
| const to = swapData.tx.to; | ||
| return { | ||
| path, | ||
| exchangeFeeEth, | ||
| exchangeFeeDai, | ||
| calleeData, | ||
| to, | ||
| }; | ||
| } |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Oops, something went wrong.