@clober/v2-sdk 0.0.1 → 0.0.2-b

package/dist/esm/model/book.js

@@ -0,0 +1,126 @@
+import { toPrice } from '../utils/tick';
+import { TAKER_DEFAULT_POLICY } from '../constants/fee';
+import { divide } from '../utils/math';
+import { baseToQuote, quoteToBase } from '../utils/decimals';
+export class Book {
+    id;
+    base;
+    unit;
+    quote;
+    depths;
+    constructor({ id, base, quote, unit, depths, }) {
+        this.id = id;
+        this.base = base;
+        this.unit = unit;
+        this.quote = quote;
+        this.depths = depths;
+    }
+    take = ({ limitPrice, amountOut, // quote
+     }) => {
+        let takenQuoteAmount = 0n;
+        let spendBaseAmount = 0n;
+        if (this.depths.length === 0) {
+            return {
+                takenQuoteAmount,
+                spendBaseAmount,
+            };
+        }
+        const ticks = this.depths
+            .sort((a, b) => Number(b.tick) - Number(a.tick))
+            .map((depth) => depth.tick);
+        let index = 0;
+        let tick = ticks[index];
+        while (tick > -8388608n) {
+            if (limitPrice > toPrice(tick)) {
+                break;
+            }
+            let maxAmount = TAKER_DEFAULT_POLICY.usesQuote
+                ? TAKER_DEFAULT_POLICY.calculateOriginalAmount(amountOut - takenQuoteAmount, true)
+                : amountOut - takenQuoteAmount;
+            maxAmount = divide(maxAmount, this.unit, true);
+            if (maxAmount === 0n) {
+                break;
+            }
+            const currentDepth = this.depths.find((depth) => depth.tick === tick);
+            let quoteAmount = (currentDepth.rawAmount > maxAmount
+                ? maxAmount
+                : currentDepth.rawAmount) * this.unit;
+            let baseAmount = quoteToBase(tick, quoteAmount, true);
+            if (TAKER_DEFAULT_POLICY.usesQuote) {
+                quoteAmount =
+                    quoteAmount - TAKER_DEFAULT_POLICY.calculateFee(quoteAmount, false);
+            }
+            else {
+                baseAmount =
+                    baseAmount + TAKER_DEFAULT_POLICY.calculateFee(baseAmount, false);
+            }
+            if (quoteAmount === 0n) {
+                break;
+            }
+            takenQuoteAmount += quoteAmount;
+            spendBaseAmount += baseAmount;
+            if (amountOut <= takenQuoteAmount) {
+                break;
+            }
+            index++;
+            tick = ticks[index];
+        }
+        return {
+            takenQuoteAmount,
+            spendBaseAmount,
+        };
+    };
+    spend = ({ limitPrice, amountIn, // base
+     }) => {
+        let takenQuoteAmount = 0n;
+        let spendBaseAmount = 0n;
+        if (this.depths.length === 0) {
+            return {
+                takenQuoteAmount,
+                spendBaseAmount,
+            };
+        }
+        const ticks = this.depths
+            .sort((a, b) => Number(b.tick) - Number(a.tick))
+            .map((depth) => depth.tick);
+        let index = 0;
+        let tick = ticks[index];
+        while (spendBaseAmount <= amountIn && tick > -8388608n) {
+            if (limitPrice > toPrice(tick)) {
+                break;
+            }
+            let maxAmount = TAKER_DEFAULT_POLICY.usesQuote
+                ? amountIn - spendBaseAmount
+                : TAKER_DEFAULT_POLICY.calculateOriginalAmount(amountIn - spendBaseAmount, false);
+            maxAmount = baseToQuote(tick, maxAmount, false) / this.unit;
+            if (maxAmount === 0n) {
+                break;
+            }
+            const currentDepth = this.depths.find((depth) => depth.tick === tick);
+            let quoteAmount = (currentDepth.rawAmount > maxAmount
+                ? maxAmount
+                : currentDepth.rawAmount) * this.unit;
+            let baseAmount = quoteToBase(tick, quoteAmount, true);
+            if (TAKER_DEFAULT_POLICY.usesQuote) {
+                quoteAmount =
+                    quoteAmount - TAKER_DEFAULT_POLICY.calculateFee(quoteAmount, false);
+            }
+            else {
+                baseAmount =
+                    baseAmount + TAKER_DEFAULT_POLICY.calculateFee(baseAmount, false);
+            }
+            if (baseAmount === 0n) {
+                break;
+            }
+            takenQuoteAmount += quoteAmount;
+            spendBaseAmount += baseAmount;
+            index++;
+            tick = ticks[index];
+        }
+        return {
+            takenQuoteAmount,
+            spendBaseAmount,
+        };
+    };
+}
+//# sourceMappingURL=book.js.map

package/dist/esm/model/book.js.map

@@ -0,0 +1 @@
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package/dist/esm/model/currency.js

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=currency.js.map

package/dist/esm/model/currency.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"currency.js","sourceRoot":"","sources":["../../../src/model/currency.ts"],"names":[],"mappings":""}

package/dist/esm/model/depth.js

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=depth.js.map

package/dist/esm/model/depth.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"depth.js","sourceRoot":"","sources":["../../../src/model/depth.ts"],"names":[],"mappings":""}

package/dist/esm/model/fee-policy.js

@@ -0,0 +1,38 @@
+import { divide } from '../utils/math';
+export class FeePolicy {
+    static MAX_FEE_RATE = 500000n;
+    static MIN_FEE_RATE = -500000n;
+    static RATE_MASK = 0x7fffffn;
+    RATE_PRECISION = 10n ** 6n;
+    usesQuote;
+    value;
+    rate;
+    constructor(usesQuote, rate) {
+        this.usesQuote = usesQuote;
+        this.rate = rate;
+        if (rate > FeePolicy.MAX_FEE_RATE || rate < FeePolicy.MIN_FEE_RATE) {
+            throw new Error('InvalidFeePolicy');
+        }
+        const mask = usesQuote ? 1n << 23n : 0n;
+        this.value = (rate + FeePolicy.MAX_FEE_RATE) | mask;
+    }
+    static from(value) {
+        const usesQuote = value >> 23n > 0n;
+        return new FeePolicy(usesQuote, FeePolicy.getRateFromValue(value));
+    }
+    static getRateFromValue = (value) => {
+        return (value & FeePolicy.RATE_MASK) - FeePolicy.MAX_FEE_RATE;
+    };
+    calculateFee = (amount, reverseRounding) => {
+        const positive = this.rate > 0n;
+        const absRate = positive ? this.rate : -this.rate;
+        const absFee = divide(amount * absRate, this.RATE_PRECISION, reverseRounding ? !positive : positive);
+        return positive ? absFee : -absFee;
+    };
+    calculateOriginalAmount = (amount, reverseFee) => {
+        const positive = this.rate > 0;
+        const divider = this.RATE_PRECISION + (reverseFee ? -this.rate : this.rate);
+        return divide(amount * this.RATE_PRECISION, divider, positive);
+    };
+}
+//# sourceMappingURL=fee-policy.js.map

package/dist/esm/model/fee-policy.js.map

@@ -0,0 +1 @@
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package/dist/esm/model/market.js

@@ -0,0 +1,211 @@
+import { isAddressEqual } from 'viem';
+import { getMarketId } from '../utils/market';
+import { invertPrice, toPrice } from '../utils/tick';
+import { formatPrice } from '../utils/prices';
+import { MAKER_DEFAULT_POLICY, TAKER_DEFAULT_POLICY } from '../constants/fee';
+import { divide } from '../utils/math';
+import { baseToQuote, quoteToBase } from '../utils/decimals';
+export class Market {
+    makerFee = (Number(MAKER_DEFAULT_POLICY.rate) * 100) / 1e6;
+    takerFee = (Number(TAKER_DEFAULT_POLICY.rate) * 100) / 1e6;
+    id;
+    quote;
+    base;
+    bids;
+    bidBookOpen;
+    asks;
+    askBookOpen;
+    books;
+    constructor({ chainId, tokens, books, }) {
+        const { marketId, quoteTokenAddress, baseTokenAddress } = getMarketId(chainId, tokens.map((token) => token.address));
+        this.id = marketId;
+        this.quote = tokens.find((token) => isAddressEqual(token.address, quoteTokenAddress));
+        this.base = tokens.find((token) => isAddressEqual(token.address, baseTokenAddress));
+        this.bids = books
+            .filter((book) => isAddressEqual(book.quote.address, this.quote.address))
+            .flatMap((book) => book.depths)
+            .map((depth) => ({
+            price: formatPrice(toPrice(depth.tick), this.quote.decimals, this.base.decimals),
+            baseAmount: quoteToBase(depth.tick, depth.rawAmount * depth.unit, false),
+        }));
+        this.bidBookOpen =
+            books.filter((book) => isAddressEqual(book.quote.address, this.quote.address)).length > 0;
+        this.asks = books
+            .filter((book) => isAddressEqual(book.quote.address, this.base.address))
+            .flatMap((book) => book.depths)
+            .map((depth) => {
+            const price = invertPrice(toPrice(depth.tick));
+            const readablePrice = formatPrice(price, this.quote.decimals, this.base.decimals);
+            const baseAmount = depth.rawAmount * depth.unit;
+            return {
+                price: readablePrice,
+                baseAmount,
+            };
+        });
+        this.askBookOpen =
+            books.filter((book) => isAddressEqual(book.quote.address, this.base.address)).length > 0;
+        this.books = books;
+    }
+    take = ({ takeQuote, limitPrice, amountOut, // quote if takeQuote, base otherwise
+     }) => {
+        if (takeQuote) {
+            const bidDepths = this.books
+                .filter((book) => isAddressEqual(book.quote.address, this.quote.address))
+                .flatMap((book) => book.depths);
+            return this.takeInner({ depths: bidDepths, limitPrice, amountOut });
+        }
+        else {
+            const askDepths = this.books
+                .filter((book) => isAddressEqual(book.quote.address, this.base.address))
+                .flatMap((book) => book.depths);
+            return this.takeInner({
+                depths: askDepths,
+                limitPrice: invertPrice(limitPrice),
+                amountOut,
+            });
+        }
+    };
+    spend = ({ spendBase, limitPrice, amountIn, // base if spendBase, quote otherwise
+     }) => {
+        if (spendBase) {
+            const bidDepths = this.books
+                .filter((book) => isAddressEqual(book.quote.address, this.quote.address))
+                .flatMap((book) => book.depths);
+            return this.spendInner({ depths: bidDepths, limitPrice, amountIn });
+        }
+        else {
+            const askDepths = this.books
+                .filter((book) => isAddressEqual(book.quote.address, this.base.address))
+                .flatMap((book) => book.depths);
+            return this.spendInner({
+                depths: askDepths,
+                limitPrice: invertPrice(limitPrice),
+                amountIn,
+            });
+        }
+    };
+    takeInner = ({ depths, // only bid orders
+    limitPrice, amountOut, // quote
+     }) => {
+        if (depths.length === 0) {
+            return {};
+        }
+        const takeResult = {};
+        for (const depth of depths) {
+            if (!takeResult[depth.bookId]) {
+                takeResult[depth.bookId] = {
+                    takenAmount: 0n,
+                    spendAmount: 0n,
+                };
+            }
+        }
+        let totalTakenQuoteAmount = 0n;
+        const ticks = depths
+            .sort((a, b) => Number(b.tick) - Number(a.tick))
+            .map((depth) => depth.tick);
+        let index = 0;
+        let tick = ticks[index];
+        while (tick > -8388608n) {
+            if (limitPrice > toPrice(tick)) {
+                break;
+            }
+            const currentDepth = depths.find((depth) => depth.tick === tick);
+            const currentBook = this.books.find((book) => book.id === BigInt(currentDepth.bookId));
+            let maxAmount = TAKER_DEFAULT_POLICY.usesQuote
+                ? TAKER_DEFAULT_POLICY.calculateOriginalAmount(amountOut - totalTakenQuoteAmount, true)
+                : amountOut - totalTakenQuoteAmount;
+            maxAmount = divide(maxAmount, currentBook.unit, true);
+            if (maxAmount === 0n) {
+                break;
+            }
+            let quoteAmount = (currentDepth.rawAmount > maxAmount
+                ? maxAmount
+                : currentDepth.rawAmount) * currentBook.unit;
+            let baseAmount = quoteToBase(tick, quoteAmount, true);
+            if (TAKER_DEFAULT_POLICY.usesQuote) {
+                quoteAmount =
+                    quoteAmount - TAKER_DEFAULT_POLICY.calculateFee(quoteAmount, false);
+            }
+            else {
+                baseAmount =
+                    baseAmount + TAKER_DEFAULT_POLICY.calculateFee(baseAmount, false);
+            }
+            if (quoteAmount === 0n) {
+                break;
+            }
+            takeResult[currentDepth.bookId].takenAmount += quoteAmount;
+            takeResult[currentDepth.bookId].spendAmount += baseAmount;
+            totalTakenQuoteAmount += quoteAmount;
+            if (amountOut <= totalTakenQuoteAmount) {
+                break;
+            }
+            if (ticks.length === index + 1) {
+                break;
+            }
+            index++;
+            tick = ticks[index];
+        }
+        return Object.fromEntries(Object.entries(takeResult).filter(([, value]) => value.spendAmount > 0 && value.takenAmount > 0));
+    };
+    spendInner = ({ depths, // only bid orders
+    limitPrice, amountIn, // base
+     }) => {
+        if (depths.length === 0) {
+            return {};
+        }
+        const spendResult = {};
+        for (const depth of depths) {
+            if (!spendResult[depth.bookId]) {
+                spendResult[depth.bookId] = {
+                    takenAmount: 0n,
+                    spendAmount: 0n,
+                };
+            }
+        }
+        let totalSpendBaseAmount = 0n;
+        const ticks = depths
+            .sort((a, b) => Number(b.tick) - Number(a.tick))
+            .map((depth) => depth.tick);
+        let index = 0;
+        let tick = ticks[index];
+        while (totalSpendBaseAmount <= amountIn && tick > -8388608n) {
+            if (limitPrice > toPrice(tick)) {
+                break;
+            }
+            const currentDepth = depths.find((depth) => depth.tick === tick);
+            const currentBook = this.books.find((book) => book.id === BigInt(currentDepth.bookId));
+            let maxAmount = TAKER_DEFAULT_POLICY.usesQuote
+                ? amountIn - totalSpendBaseAmount
+                : TAKER_DEFAULT_POLICY.calculateOriginalAmount(amountIn - totalSpendBaseAmount, false);
+            maxAmount = baseToQuote(tick, maxAmount, false) / currentBook.unit;
+            if (maxAmount === 0n) {
+                break;
+            }
+            let quoteAmount = (currentDepth.rawAmount > maxAmount
+                ? maxAmount
+                : currentDepth.rawAmount) * currentBook.unit;
+            let baseAmount = quoteToBase(tick, quoteAmount, true);
+            if (TAKER_DEFAULT_POLICY.usesQuote) {
+                quoteAmount =
+                    quoteAmount - TAKER_DEFAULT_POLICY.calculateFee(quoteAmount, false);
+            }
+            else {
+                baseAmount =
+                    baseAmount + TAKER_DEFAULT_POLICY.calculateFee(baseAmount, false);
+            }
+            if (baseAmount === 0n) {
+                break;
+            }
+            spendResult[currentDepth.bookId].takenAmount += quoteAmount;
+            spendResult[currentDepth.bookId].spendAmount += baseAmount;
+            totalSpendBaseAmount += baseAmount;
+            if (ticks.length === index + 1) {
+                break;
+            }
+            index++;
+            tick = ticks[index];
+        }
+        return Object.fromEntries(Object.entries(spendResult).filter(([, value]) => value.spendAmount > 0 && value.takenAmount > 0));
+    };
+}
+//# sourceMappingURL=market.js.map

package/dist/esm/model/market.js.map

@@ -0,0 +1 @@
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package/dist/esm/model/open-order.js

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=open-order.js.map

package/dist/esm/model/open-order.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"open-order.js","sourceRoot":"","sources":["../../../src/model/open-order.ts"],"names":[],"mappings":""}

package/dist/esm/package.json

@@ -0,0 +1 @@
+{"type":"module"}

package/dist/esm/signature.js

@@ -0,0 +1,174 @@
+import { createPublicClient, hexToSignature, http, parseUnits, verifyTypedData, zeroHash, } from 'viem';
+import { CHAIN_MAP } from './constants/chain';
+import { getDeadlineTimestampInSeconds } from './utils/time';
+import { CONTRACT_ADDRESSES } from './constants/addresses';
+import { fetchCurrency } from './apis/currency';
+const _abi = [
+    {
+        inputs: [],
+        name: 'version',
+        outputs: [
+            {
+                internalType: 'string',
+                name: '',
+                type: 'string',
+            },
+        ],
+        stateMutability: 'view',
+        type: 'function',
+    },
+    {
+        inputs: [
+            {
+                internalType: 'address',
+                name: 'owner',
+                type: 'address',
+            },
+        ],
+        name: 'nonces',
+        outputs: [
+            {
+                internalType: 'uint256',
+                name: '',
+                type: 'uint256',
+            },
+        ],
+        stateMutability: 'view',
+        type: 'function',
+    },
+    {
+        inputs: [],
+        name: 'name',
+        outputs: [
+            {
+                internalType: 'string',
+                name: '',
+                type: 'string',
+            },
+        ],
+        stateMutability: 'view',
+        type: 'function',
+    },
+];
+/**
+ * Signs an ERC20 permit using EIP-712 encoding.
+ *
+ * @param {CHAIN_IDS} chainId The chain ID.
+ * @param {HDAccount | PrivateKeyAccount} account The Ethereum account used for signing using
+ * [viem - Local Accounts (Private Key, Mnemonic, etc)](https://viem.sh/docs/accounts/local#local-accounts-private-key-mnemonic-etc).
+ * @param {`0x${string}`} token The ERC20 token address.
+ * @param {string} amount The amount of tokens to permit.
+ * @param options
+ * @param options.rpcUrl The RPC URL of the blockchain.
+ * @returns {Promise<PermitSignature>} Promise resolving to the permit signature.
+ * @example
+ * import { signERC20Permit } from '@clober/v2-sdk'
+ * import { privateKeyToAccount } from 'viem/accounts'
+ *
+ * const { deadline, r, s, v } = await signERC20Permit(
+ *   421614,
+ *   privateKeyToAccount('0x...')
+ *  '0x00bfd44e79fb7f6dd5887a9426c8ef85a0cd23e0',
+ *  '1000.123', // spend 1000.123 USDC
+ * )
+ *
+ * @example
+ * import { signERC20Permit } from '@clober/v2-sdk'
+ * import { mnemonicToAccount } from 'viem/accounts'
+ *
+ * const { deadline, r, s, v } = await signERC20Permit(
+ *   421614,
+ *   mnemonicToAccount('legal ...')
+ *  '0x00bfd44e79fb7f6dd5887a9426c8ef85a0cd23e0',
+ *  '1000.123', // spend 1000.123 USDC
+ * )
+ */
+export const signERC20Permit = async (chainId, account, token, amount, options) => {
+    const currency = await fetchCurrency(chainId, token, options?.rpcUrl);
+    const spender = CONTRACT_ADDRESSES[chainId].Controller;
+    const publicClient = createPublicClient({
+        chain: CHAIN_MAP[chainId],
+        transport: options?.rpcUrl ? http(options.rpcUrl) : http(),
+    });
+    const value = parseUnits(amount, currency.decimals);
+    const [{ result: nonce }, { result: version }, { result: name }] = await publicClient.multicall({
+        allowFailure: true,
+        contracts: [
+            {
+                address: token,
+                abi: _abi,
+                functionName: 'nonces',
+                args: [account.address],
+            },
+            {
+                address: token,
+                abi: _abi,
+                functionName: 'version',
+            },
+            {
+                address: token,
+                abi: _abi,
+                functionName: 'name',
+            },
+        ],
+    });
+    if (nonce === undefined || !name) {
+        return {
+            r: zeroHash,
+            s: zeroHash,
+            v: 0,
+            deadline: 0n,
+        };
+    }
+    const deadline = getDeadlineTimestampInSeconds();
+    const data = {
+        domain: {
+            name: name,
+            version: (version || '1').toString(),
+            chainId: BigInt(chainId),
+            verifyingContract: currency.address,
+        },
+        message: {
+            owner: account.address,
+            spender,
+            value,
+            nonce,
+            deadline,
+        },
+        primaryType: 'Permit',
+        types: {
+            Permit: [
+                { name: 'owner', type: 'address' },
+                { name: 'spender', type: 'address' },
+                { name: 'value', type: 'uint256' },
+                { name: 'nonce', type: 'uint256' },
+                { name: 'deadline', type: 'uint256' },
+            ],
+            EIP712Domain: [
+                { name: 'name', type: 'string' },
+                { name: 'version', type: 'string' },
+                { name: 'chainId', type: 'uint256' },
+                { name: 'verifyingContract', type: 'address' },
+            ],
+        },
+    };
+    const signature = await account.signTypedData({
+        ...data,
+    });
+    const valid = await verifyTypedData({
+        ...data,
+        signature,
+        address: account.address,
+    });
+    if (!valid) {
+        throw new Error('Invalid signature');
+    }
+    const { v, s, r } = hexToSignature(signature);
+    return {
+        v: Number(v),
+        s,
+        r,
+        deadline,
+    };
+};
+//# sourceMappingURL=signature.js.map

package/dist/esm/signature.js.map

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