@across-protocol/sdk 4.3.51 → 4.3.53-alpha.0

package/src/coingecko/Coingecko.ts

@@ -29,6 +29,12 @@ type PriceCache = {
   };
 };
 
+type PriceCacheBySymbol = {
+  [symbol: string]: {
+    [currency: string]: Omit<CoinGeckoPrice, "address">;
+  };
+};
+
 type CGTokenPrice = {
   [currency: string]: number;
   last_updated_at: number;
@@ -61,6 +67,7 @@ export type HistoricPriceChartData = {
 export class Coingecko {
   private static instance: Coingecko | undefined;
   private prices: PriceCache;
+  private pricesBySymbol: PriceCacheBySymbol;
   private _maxPriceAge = 300; // seconds
 
   // Retry configuration.
@@ -103,6 +110,7 @@ export class Coingecko {
     private readonly customPlatformIdMap?: Record<number, string>
   ) {
     this.prices = {};
+    this.pricesBySymbol = {};
   }
 
   protected async getPlatformId(chainId: number): Promise<string> {
@@ -281,6 +289,29 @@ export class Coingecko {
     return [tokenPrice.timestamp.toString(), tokenPrice.price];
   }
 
+  async getCurrentPriceBySymbol(symbol: string, currency = "usd"): Promise<[string, number]> {
+    let tokenPrice = this.getCachedSymbolPrice(symbol, currency);
+    if (tokenPrice === undefined) {
+      const result = await this.call<Record<string, CGTokenPrice>>(
+        `simple/price?symbols=${symbol}&vs_currencies=${currency}&include_last_updated_at=true`
+      );
+      const cgPrice = result?.[symbol.toLowerCase()];
+      if (cgPrice === undefined || !cgPrice?.[currency]) {
+        const errMsg = `Failed to retrieve ${symbol}/${currency} price via Coingecko API`;
+        this.logger.debug({
+          at: "Coingecko#getCurrentPriceBySymbol",
+          message: errMsg,
+        });
+        throw new Error(errMsg);
+      } else {
+        this.updatePriceCacheBySymbol(cgPrice, symbol, currency);
+      }
+    }
+    tokenPrice = this.getCachedSymbolPrice(symbol, currency);
+    assert(tokenPrice !== undefined);
+    return [tokenPrice.timestamp.toString(), tokenPrice.price];
+  }
+
   // Return an array of spot prices for an array of collateral addresses in one async call. Note we might in future
   // This was adapted from packages/merkle-distributor/kpi-options-helpers/calculate-uma-tvl.ts
   async getContractPrices(
@@ -381,6 +412,11 @@ export class Coingecko {
     return this.prices[platform_id][currency];
   }
 
+  protected getPriceCacheBySymbol(symbol: string): { [currency: string]: Omit<CoinGeckoPrice, "address"> } {
+    if (this.pricesBySymbol[symbol] === undefined) this.pricesBySymbol[symbol] = {};
+    return this.pricesBySymbol[symbol];
+  }
+
   protected getCachedAddressPrice(
     contractAddress: string,
     currency: string,
@@ -409,6 +445,16 @@ export class Coingecko {
     }
   }
 
+  protected getCachedSymbolPrice(symbol: string, currency: string): Omit<CoinGeckoPrice, "address"> | undefined {
+    const priceCache = this.getPriceCacheBySymbol(symbol);
+    const now: number = msToS(Date.now());
+    const tokenPrice: Omit<CoinGeckoPrice, "address"> | undefined = priceCache[currency];
+    if (tokenPrice === undefined || tokenPrice.timestamp + this.maxPriceAge <= now) {
+      return undefined;
+    }
+    return tokenPrice;
+  }
+
   protected updatePriceCache(cgPrice: CGTokenPrice, contractAddress: string, currency: string, platform_id: string) {
     const priceCache = this.getPriceCache(currency, platform_id);
     if (priceCache[contractAddress] === undefined) {
@@ -433,6 +479,29 @@ export class Coingecko {
     }
   }
 
+  protected updatePriceCacheBySymbol(cgPrice: CGTokenPrice, symbol: string, currency: string) {
+    const priceCache = this.getPriceCacheBySymbol(symbol);
+    if (priceCache[currency] === undefined) {
+      priceCache[currency] = { price: 0, timestamp: 0 };
+    }
+    if (cgPrice.last_updated_at > priceCache[currency].timestamp) {
+      priceCache[currency] = {
+        price: cgPrice[currency],
+        timestamp: cgPrice.last_updated_at,
+      };
+      this.logger.debug({
+        at: "Coingecko#updatePriceCacheBySymbol",
+        message: `Updated ${symbol}/${currency} token price cache.`,
+      });
+    } else {
+      this.logger.debug({
+        at: "Coingecko#updatePriceCacheBySymbol",
+        message: `No new price available for symbol ${symbol}.`,
+        token: cgPrice,
+      });
+    }
+  }
+
   private async _callBasic(path: string, timeout?: number) {
     const url = `${this.host}/${path}`;
 

package/src/pool/poolClient.ts

@@ -1,5 +1,5 @@
 import assert from "assert";
-import * as uma from "@uma/sdk";
+import * as uma from "./uma";
 import {
   bnZero,
   toBNWei,

package/src/pool/uma/across/constants.ts

@@ -0,0 +1,2 @@
+export const SECONDS_PER_YEAR = 31557600; // based on 365.25 days per year
+export const DEFAULT_BLOCK_DELTA = 10; // look exchange rate up based on 10 block difference by default

package/src/pool/uma/across/index.ts

@@ -0,0 +1,2 @@
+export { default as TransactionManager } from "./transactionManager";
+export * as constants from "./constants";

package/src/pool/uma/across/transactionManager.ts

@@ -0,0 +1,73 @@
+import assert from "assert";
+import { Signer } from "ethers";
+import { TransactionRequest, TransactionReceipt } from "@ethersproject/abstract-provider";
+
+function makeKey(tx: TransactionRequest) {
+  return JSON.stringify(
+    Object.entries(tx).map(([key, value]) => {
+      return [key, (value || "").toString()];
+    })
+  );
+}
+
+type Config = {
+  confirmations?: number;
+};
+export type Emit = (event: string, key: string, data: TransactionReceipt | string | TransactionRequest | Error) => void;
+export default (config: Config, signer: Signer, emit: Emit = () => null) => {
+  assert(signer.provider, "signer requires a provider, use signer.connect(provider)");
+  const { confirmations = 3 } = config;
+  const requests = new Map<string, TransactionRequest>();
+  const submissions = new Map<string, string>();
+  const mined = new Map<string, TransactionReceipt>();
+  function request(unsignedTx: TransactionRequest) {
+    // this no longer calls signer.populateTransaction, to allow metamask to fill in missing details instead
+    // use overrides if you want to manually fill in other tx details, including the overrides.customData field.
+    const populated = unsignedTx;
+    const key = makeKey(populated);
+    assert(!requests.has(key), "Transaction already in progress");
+    requests.set(key, populated);
+    return key;
+  }
+  async function processRequest(key: string) {
+    const request = requests.get(key);
+    assert(request, "invalid request");
+    // always delete request, it should only be submitted once
+    requests.delete(key);
+    try {
+      const sent = await signer.sendTransaction(request);
+      submissions.set(key, sent.hash);
+      emit("submitted", key, sent.hash);
+    } catch (err) {
+      emit("error", key, err as Error);
+    }
+  }
+  async function processSubmission(key: string) {
+    const hash = submissions.get(key);
+    assert(hash, "invalid submission");
+    assert(signer.provider, "signer requires a provider, use signer.connect(provider)");
+    // we look for this transaction, but it may never find it if its sped up
+    const receipt = await signer.provider.getTransactionReceipt(hash).catch(() => undefined);
+    if (receipt == null) return;
+    if (receipt.confirmations < confirmations) return;
+    submissions.delete(key);
+    mined.set(key, receipt);
+    emit("mined", key, receipt);
+  }
+  function isMined(key: string) {
+    return Promise.resolve(mined.get(key));
+  }
+  async function update() {
+    for (const key of Array.from(requests.keys())) {
+      await processRequest(key);
+    }
+    for (const key of Array.from(submissions.keys())) {
+      await processSubmission(key);
+    }
+  }
+  return {
+    request,
+    isMined,
+    update,
+  };
+};

package/src/pool/uma/clients/erc20/README.md

@@ -0,0 +1,29 @@
+# UMA SDK ERC20 Client
+
+Client to interface with ERC20 style tokens, based on Ethers and typechain.
+
+## Usage
+
+```js
+import {ethers} from 'ethers'
+
+// assume you have a url injected from env
+const provider = new ethers.providers.WebSocketProvider(env.CUSTOM_NODE_URL)
+
+// get the contract instance
+const erc20Address:string = // assume you have an emp address you want to connect to
+const erc20Instance:uma.clients.erc20.Instance = uma.clients.erc20.connect(erc20Address,provider)
+
+// gets all emp events, see ethers queryFilter for details on contructing the query.
+const events = await erc20Instance.queryFilter({})
+
+// returns EventState, defined in the emp client. This can contain user balances as well as approval limits.
+const state:uma.clients.erc20.EventState = uma.clients.erc20.getEventState(events)
+
+// Types
+types {Transfer,Approval, Instance, EventState} = uma.clients.erc20
+// Transfer and Approval are event types
+// Instance is the contract instance once connected
+// Event state describes what the state reconstruction based on contract events will look like
+
+```

package/src/pool/uma/clients/erc20/client.e2e.ts

@@ -0,0 +1,26 @@
+import assert from "assert";
+import { ethers } from "ethers";
+import * as Client from "./client";
+
+const address = "0xeca82185adCE47f39c684352B0439f030f860318";
+// these require integration testing, skip for ci
+describe("erc20", function () {
+  // eslint-disable-next-line @typescript-eslint/no-explicit-any
+  let events: any;
+  let client: Client.Instance;
+  test("inits", function () {
+    const provider = ethers.providers.getDefaultProvider(process.env.CUSTOM_NODE_URL);
+    client = Client.connect(address, provider);
+    assert.ok(client);
+  });
+  test("getEventState between", async function () {
+    events = await client.queryFilter({}, 12477952, 12477952 + 1000);
+    assert.ok(events.length);
+  });
+  test("getEventState", async function () {
+    const state = await Client.getEventState(events);
+    assert.ok(state.balances);
+    assert.ok(state.approvalsByOwner);
+    assert.ok(state.approvalsBySpender);
+  });
+});

package/src/pool/uma/clients/erc20/client.ts

@@ -0,0 +1,67 @@
+import { ERC20Ethers, ERC20Ethers__factory } from "@uma/contracts-node";
+// eslint-disable-next-line no-restricted-imports
+import { Event } from "ethers";
+import { set } from "lodash";
+import { Balances } from "../../utils";
+import type { Provider, GetEventType } from "../..";
+
+export type Instance = ERC20Ethers;
+const Factory = ERC20Ethers__factory;
+
+export function connect(address: string, provider: Provider): Instance {
+  return Factory.connect(address, provider);
+}
+
+export interface EventState {
+  // any address that created a position, regardless of if they have closed it
+  balances?: Balances;
+  // approvals are keyed both ways here for ease of lookup by either owner or spender
+  approvalsByOwner?: {
+    [owner: string]: {
+      [spender: string]: {
+        amount: string;
+      };
+    };
+  };
+  approvalsBySpender?: {
+    [spender: string]: {
+      [owner: string]: {
+        amount: string;
+      };
+    };
+  };
+}
+
+export type Transfer = GetEventType<Instance, "Transfer">;
+export type Approval = GetEventType<Instance, "Approval">;
+
+// takes all events and returns user balances and approvals
+function reduceEvents(state: EventState = {}, event: Event): EventState {
+  switch (event.event) {
+    case "Transfer": {
+      const typedEvent = event as Transfer;
+      const { from, to, value } = typedEvent.args;
+      const balances = Balances(state.balances || {});
+      balances.sub(from, value);
+      balances.add(to, value);
+      return {
+        ...state,
+        balances: balances.balances,
+      };
+    }
+    case "Approval": {
+      const typedEvent = event as Approval;
+      const { owner, spender, value } = typedEvent.args;
+      set(state, ["approvalsByOwner", owner, spender], value.toString());
+      set(state, ["approvalsBySpender", spender, owner], value.toString());
+      return {
+        ...state,
+      };
+    }
+  }
+  return state;
+}
+
+export function getEventState(events: Event[], initialState: EventState = {}): EventState {
+  return events.reduce(reduceEvents, initialState);
+}

package/src/pool/uma/clients/erc20/index.ts

@@ -0,0 +1 @@
+export * from "./client";

package/src/pool/uma/clients/index.ts

@@ -0,0 +1 @@
+export * as erc20 from "./erc20";

package/src/pool/uma/index.ts

@@ -0,0 +1,33 @@
+// eslint-disable-next-line no-restricted-imports
+import { Contract, ethers, Event } from "ethers";
+import type { TypedEventFilterEthers as TypedEventFilter, TypedEventEthers as TypedEvent } from "@uma/contracts-node";
+
+export * as across from "./across";
+export * as clients from "./clients";
+export * as oracle from "./oracle";
+export * as utils from "./utils";
+
+export { type Provider } from "@ethersproject/providers";
+
+type Result = ethers.utils.Result;
+
+export interface Callable {
+  (...args: unknown[]): unknown;
+}
+
+export type SerializableEvent = Omit<
+  Event,
+  "decode" | "removeListener" | "getBlock" | "getTransaction" | "getTransactionReceipt"
+>;
+
+// this convoluted type is meant to cast events to the types you need based on the contract and event name
+// example: type NewContractRegistered = GetEventType<Registry,"NewContractRegistered">;
+// TODO: the any below is a hacky solution because some typechain types fail to resolve due to
+// incompatible TypedEventFilter and TypedEvent types. This will be fixed by upgrading typechain
+// to a version where Ethers events are exported as first class types.
+export type GetEventType<ContractType extends Contract, EventName extends string> = ReturnType<
+  ContractType["filters"][EventName] extends Callable ? ContractType["filters"][EventName] : never
+> extends TypedEventFilter<infer T, infer S>
+  ? // eslint-disable-next-line @typescript-eslint/no-explicit-any
+    TypedEvent<T & S extends Result ? T & S : any>
+  : never;

package/src/pool/uma/oracle/index.ts

@@ -0,0 +1,2 @@
+// Minimal oracle module - only export utils needed by poolClient
+export * as utils from "./utils";

package/src/pool/uma/oracle/utils.ts

@@ -0,0 +1,38 @@
+import { BigNumberish } from "../../../utils";
+import sortedLastIndexBy from "lodash/sortedLastIndexBy";
+
+/**
+ * eventKey. Make a unique and sortable identifier string for an event
+ * Used by poolClient.ts lines 166, 246
+ *
+ * @param {Event} event
+ * @returns {string} - the unique id
+ */
+export function eventKey(event: {
+  blockNumber: BigNumberish;
+  transactionIndex: BigNumberish;
+  logIndex: BigNumberish;
+}): string {
+  return [
+    // we pad these because numbers of varying lengths will not sort correctly, ie "10" will incorrectly sort before "9", but "09" will be correct.
+    event.blockNumber.toString().padStart(16, "0"),
+    event.transactionIndex.toString().padStart(16, "0"),
+    event.logIndex?.toString().padStart(16, "0"),
+    // ~ is the last printable ascii char, so it does not interfere with sorting
+  ].join("~");
+}
+
+/**
+ * insertOrdered. Inserts items in an array maintaining sorted order, in this case lowest to highest. Does not check duplicates.
+ * Mainly used for caching all known events, in order of oldest to newest.
+ * Used by poolClient.ts line 181
+ *
+ * @param {T[]} array
+ * @param {T} element
+ * @param {Function} orderBy
+ */
+export function insertOrderedAscending<T>(array: T[], element: T, orderBy: (element: T) => string | number): T[] {
+  const index = sortedLastIndexBy(array, element, orderBy);
+  array.splice(index, 0, element);
+  return array;
+}

package/src/pool/uma/utils.test.ts

@@ -0,0 +1,24 @@
+import * as utils from "./utils";
+import assert from "assert";
+test("Balances", function () {
+  const balances = utils.Balances();
+  assert.ok(balances);
+  balances.create("a", "100");
+  balances.create("b", "99");
+  let result = balances.get("a");
+  assert.equal(result, "100");
+  result = balances.get("b");
+  assert.equal(result, "99");
+
+  result = balances.sub("a", 1);
+  assert.equal(result, "99");
+
+  result = balances.sub("b", 1);
+  assert.equal(result, "98");
+
+  result = balances.add("b", 2);
+  assert.equal(result, "100");
+
+  const bals = balances.balances;
+  assert.equal(Object.keys(bals).length, 2);
+});

package/src/pool/uma/utils.ts

@@ -0,0 +1,53 @@
+import assert from "assert";
+import { BigNumber, BigNumberish, delay as sleep } from "../../utils";
+
+export { delay as sleep } from "../../utils";
+
+// check if a value is not null or undefined, useful for numbers which could be 0.
+// "is" syntax: https://stackoverflow.com/questions/40081332/what-does-the-is-keyword-do-in-typescript
+/* eslint-disable-next-line @typescript-eslint/ban-types */
+export function exists<T>(value: T | null | undefined): value is NonNullable<T> {
+  return value !== null && value !== undefined;
+}
+
+// useful for maintaining balances from events
+export type Balances = { [key: string]: string };
+export function Balances(balances: Balances = {}) {
+  function create(id: string, amount = "0") {
+    assert(!has(id), "balance already exists");
+    return set(id, amount);
+  }
+  function has(id: string) {
+    return exists(balances[id]);
+  }
+  function set(id: string, amount: string) {
+    balances[id] = amount;
+    return amount;
+  }
+  function add(id: string, amount: BigNumberish) {
+    return set(id, BigNumber.from(amount).add(getOrCreate(id)).toString());
+  }
+  function sub(id: string, amount: BigNumberish) {
+    return set(id, BigNumber.from(getOrCreate(id)).sub(amount).toString());
+  }
+  function get(id: string) {
+    assert(has(id), "balance does not exist");
+    return balances[id];
+  }
+  function getOrCreate(id: string) {
+    if (has(id)) return get(id);
+    return create(id);
+  }
+  return { create, add, sub, get, balances, set, has, getOrCreate };
+}
+
+// Loop forever but wait until execution is finished before starting next timer. Throw an error to break this
+// or add another utlity function if you need it to end on condition.
+// eslint-disable-next-line @typescript-eslint/no-explicit-any
+export async function loop(fn: (...args: any[]) => any, delay: number, ...args: any[]) {
+  do {
+    await fn(...args);
+    await sleep(delay);
+    /* eslint-disable-next-line no-constant-condition */
+  } while (true);
+}