@luxfi/dex 1.2.1 → 2.0.0

package/src/router/router.ts

@@ -0,0 +1,338 @@
+/**
+ * Omnichain Router
+ * Routes orders between CLOB and AMM for best execution
+ */
+import type { Address, PublicClient } from 'viem'
+import { DEX_PRECOMPILES } from '../precompile/addresses'
+import { POOL_MANAGER_ABI, SWAP_ROUTER_ABI } from '../precompile/abis'
+import { createPoolKey, type PoolKey } from '../precompile/types'
+import type { ICLOBClient } from '../client/types'
+import type {
+  RouterConfig,
+  QuoteRequest,
+  Quote,
+  RouteStep,
+  SwapRequest,
+  SwapResult,
+} from './types'
+
+const DEFAULT_CONFIG: RouterConfig = {
+  clobEnabled: true,
+  ammEnabled: true,
+  maxHops: 3,
+  preferCLOB: false,
+  hybridEnabled: true,
+}
+
+/**
+ * Omnichain Router
+ * Best execution routing between CLOB and AMM
+ */
+export class OmnichainRouter {
+  private config: RouterConfig
+  private publicClient: PublicClient | null = null
+  private clobClient: ICLOBClient | null = null
+
+  constructor(config: Partial<RouterConfig> = {}) {
+    this.config = { ...DEFAULT_CONFIG, ...config }
+  }
+
+  /**
+   * Set the public client for AMM interactions
+   */
+  setPublicClient(client: PublicClient) {
+    this.publicClient = client
+  }
+
+  /**
+   * Set the CLOB client
+   */
+  setCLOBClient(client: ICLOBClient) {
+    this.clobClient = client
+  }
+
+  /**
+   * Get a quote for a swap
+   */
+  async getQuote(request: QuoteRequest): Promise<Quote> {
+    const {
+      tokenIn,
+      tokenOut,
+      amountIn,
+      slippageTolerance = 50, // 0.5%
+      preferredSource,
+    } = request
+
+    const quotes: Quote[] = []
+
+    // Get AMM quote if enabled
+    if (this.config.ammEnabled && (!preferredSource || preferredSource !== 'clob')) {
+      try {
+        const ammQuote = await this.getAMMQuote(tokenIn, tokenOut, amountIn)
+        if (ammQuote) quotes.push(ammQuote)
+      } catch (error) {
+        console.warn('AMM quote failed:', error)
+      }
+    }
+
+    // Get CLOB quote if enabled
+    if (this.config.clobEnabled && this.clobClient && (!preferredSource || preferredSource !== 'amm')) {
+      try {
+        const clobQuote = await this.getCLOBQuote(tokenIn, tokenOut, amountIn)
+        if (clobQuote) quotes.push(clobQuote)
+      } catch (error) {
+        console.warn('CLOB quote failed:', error)
+      }
+    }
+
+    if (quotes.length === 0) {
+      throw new Error('No quotes available')
+    }
+
+    // Select best quote (highest output)
+    const bestQuote = quotes.reduce((best, quote) =>
+      quote.amountOut > best.amountOut ? quote : best
+    )
+
+    // Apply slippage tolerance
+    const minimumAmountOut = bestQuote.amountOut - (bestQuote.amountOut * BigInt(slippageTolerance)) / 10000n
+
+    return {
+      ...bestQuote,
+      minimumAmountOut,
+      validUntil: Date.now() + 30000, // 30 seconds
+    }
+  }
+
+  /**
+   * Get AMM quote using precompiles
+   */
+  private async getAMMQuote(
+    tokenIn: Address,
+    tokenOut: Address,
+    amountIn: bigint
+  ): Promise<Quote | null> {
+    if (!this.publicClient) return null
+
+    try {
+      // Create pool key
+      const poolKey = createPoolKey(tokenIn, tokenOut)
+      const zeroForOne = tokenIn.toLowerCase() < tokenOut.toLowerCase()
+
+      // Get pool state
+      const slot0 = await this.publicClient.readContract({
+        address: DEX_PRECOMPILES.POOL_MANAGER,
+        abi: POOL_MANAGER_ABI,
+        functionName: 'getSlot0',
+        // eslint-disable-next-line @typescript-eslint/no-explicit-any
+        args: [poolKey] as any,
+      }) as [bigint, number, number, number]
+
+      if (slot0[0] === 0n) {
+        return null // Pool doesn't exist
+      }
+
+      // Calculate expected output (simplified - real implementation would use tick math)
+      // For now, use a simple estimate based on sqrt price
+      const sqrtPriceX96 = slot0[0]
+      const price = (sqrtPriceX96 * sqrtPriceX96) / (2n ** 192n)
+      const amountOut = zeroForOne
+        ? (amountIn * price) / (10n ** 18n)
+        : (amountIn * (10n ** 18n)) / price
+
+      // Estimate price impact (simplified)
+      const priceImpact = Number((amountIn * 10n) / (amountIn + amountOut))
+
+      const step: RouteStep = {
+        source: 'amm',
+        tokenIn,
+        tokenOut,
+        amountIn,
+        amountOut,
+        pool: DEX_PRECOMPILES.POOL_MANAGER,
+        fee: (amountIn * BigInt(poolKey.fee)) / 1_000_000n,
+        priceImpact,
+      }
+
+      return {
+        tokenIn,
+        tokenOut,
+        amountIn,
+        amountOut,
+        minimumAmountOut: amountOut,
+        route: [step],
+        priceImpact,
+        estimatedGas: 150_000n,
+        validUntil: Date.now() + 30000,
+      }
+    } catch (error) {
+      console.error('AMM quote error:', error)
+      return null
+    }
+  }
+
+  /**
+   * Get CLOB quote
+   */
+  private async getCLOBQuote(
+    tokenIn: Address,
+    tokenOut: Address,
+    amountIn: bigint
+  ): Promise<Quote | null> {
+    if (!this.clobClient || !this.clobClient.isConnected()) return null
+
+    try {
+      // Convert addresses to symbol (e.g., "LUX-USDT")
+      const symbol = this.getSymbol(tokenIn, tokenOut)
+      if (!symbol) return null
+
+      const orderBook = await this.clobClient.getOrderBook(symbol, 50)
+
+      // Calculate output by walking the order book
+      let remainingIn = amountIn
+      let totalOut = 0n
+      const side = tokenIn.toLowerCase() < tokenOut.toLowerCase() ? 'asks' : 'bids'
+      const levels = side === 'asks' ? orderBook.asks : orderBook.bids
+
+      for (const level of levels) {
+        if (remainingIn <= 0n) break
+
+        const levelSize = BigInt(Math.floor(level.size * 1e18))
+        const levelPrice = BigInt(Math.floor(level.price * 1e18))
+
+        const fillSize = remainingIn < levelSize ? remainingIn : levelSize
+        const fillOut = side === 'asks'
+          ? (fillSize * (10n ** 18n)) / levelPrice
+          : (fillSize * levelPrice) / (10n ** 18n)
+
+        totalOut += fillOut
+        remainingIn -= fillSize
+      }
+
+      if (totalOut === 0n) return null
+
+      // Calculate price impact
+      const avgPrice = (amountIn * (10n ** 18n)) / totalOut
+      const bestPrice = BigInt(Math.floor(levels[0]?.price * 1e18 || 0))
+      const priceImpact = bestPrice > 0n
+        ? Number(((avgPrice - bestPrice) * 10000n) / bestPrice)
+        : 0
+
+      const step: RouteStep = {
+        source: 'clob',
+        tokenIn,
+        tokenOut,
+        amountIn,
+        amountOut: totalOut,
+        symbol,
+        fee: (amountIn * 30n) / 10000n, // 0.3% maker fee estimate
+        priceImpact,
+      }
+
+      return {
+        tokenIn,
+        tokenOut,
+        amountIn,
+        amountOut: totalOut,
+        minimumAmountOut: totalOut,
+        route: [step],
+        priceImpact,
+        estimatedGas: 50_000n, // CLOB is off-chain
+        validUntil: Date.now() + 10000, // 10 seconds (faster expiry for CLOB)
+      }
+    } catch (error) {
+      console.error('CLOB quote error:', error)
+      return null
+    }
+  }
+
+  /**
+   * Convert token addresses to trading symbol
+   */
+  private getSymbol(tokenIn: Address, tokenOut: Address): string | null {
+    // TODO: Implement proper token-to-symbol mapping
+    // This should look up the token registry
+    const tokenMap: Record<string, string> = {
+      '0x0000000000000000000000000000000000000000': 'LUX',
+      // Add more tokens as needed
+    }
+
+    const symbolIn = tokenMap[tokenIn.toLowerCase()]
+    const symbolOut = tokenMap[tokenOut.toLowerCase()]
+
+    if (!symbolIn || !symbolOut) return null
+
+    return `${symbolIn}-${symbolOut}`
+  }
+
+  /**
+   * Execute a swap
+   */
+  async executeSwap(request: SwapRequest): Promise<SwapResult> {
+    const { quote, recipient, deadline = Math.floor(Date.now() / 1000) + 1200 } = request
+
+    if (Date.now() > quote.validUntil) {
+      throw new Error('Quote expired')
+    }
+
+    // Determine execution path
+    const source = quote.route[0]?.source
+
+    if (source === 'amm') {
+      return this.executeAMMSwap(quote, recipient, deadline)
+    } else if (source === 'clob') {
+      return this.executeCLOBSwap(quote, recipient)
+    } else {
+      throw new Error(`Unknown route source: ${source}`)
+    }
+  }
+
+  /**
+   * Execute AMM swap via precompile
+   */
+  private async executeAMMSwap(
+    quote: Quote,
+    recipient: Address,
+    deadline: number
+  ): Promise<SwapResult> {
+    // This would be called by the wallet/wagmi on the frontend
+    // Just return the transaction parameters
+    throw new Error('AMM swap execution should be handled by wagmi writeContract')
+  }
+
+  /**
+   * Execute CLOB swap
+   */
+  private async executeCLOBSwap(quote: Quote, recipient: Address): Promise<SwapResult> {
+    if (!this.clobClient) {
+      throw new Error('CLOB client not configured')
+    }
+
+    const step = quote.route[0]
+    if (!step?.symbol) {
+      throw new Error('Invalid CLOB route')
+    }
+
+    // Place market order on CLOB
+    const order = await this.clobClient.placeOrder({
+      symbol: step.symbol,
+      side: step.tokenIn.toLowerCase() < step.tokenOut.toLowerCase() ? 'buy' : 'sell',
+      type: 'market',
+      size: Number(quote.amountIn) / 1e18,
+    })
+
+    return {
+      txHash: `0x${order.orderId}` as `0x${string}`,
+      amountIn: quote.amountIn,
+      amountOut: quote.amountOut,
+      route: quote.route,
+    }
+  }
+}
+
+/**
+ * Create an omnichain router instance
+ */
+export function createRouter(config?: Partial<RouterConfig>): OmnichainRouter {
+  return new OmnichainRouter(config)
+}

package/src/router/types.ts

@@ -0,0 +1,87 @@
+/**
+ * Router Types
+ * Types for hybrid CLOB + AMM routing
+ */
+import type { Address } from 'viem'
+
+/**
+ * Route source - where liquidity comes from
+ */
+export type RouteSource = 'clob' | 'amm' | 'hybrid'
+
+/**
+ * Quote request
+ */
+export interface QuoteRequest {
+  tokenIn: Address
+  tokenOut: Address
+  amountIn: bigint
+  slippageTolerance?: number // basis points (default 50 = 0.5%)
+  preferredSource?: RouteSource
+}
+
+/**
+ * Route step
+ */
+export interface RouteStep {
+  source: RouteSource
+  tokenIn: Address
+  tokenOut: Address
+  amountIn: bigint
+  amountOut: bigint
+  pool?: Address // For AMM
+  symbol?: string // For CLOB
+  fee: bigint
+  priceImpact: number // basis points
+}
+
+/**
+ * Quote response
+ */
+export interface Quote {
+  tokenIn: Address
+  tokenOut: Address
+  amountIn: bigint
+  amountOut: bigint
+  minimumAmountOut: bigint
+  route: RouteStep[]
+  priceImpact: number // total price impact in basis points
+  estimatedGas: bigint
+  validUntil: number // timestamp
+}
+
+/**
+ * Swap request
+ */
+export interface SwapRequest {
+  quote: Quote
+  recipient: Address
+  deadline?: number
+}
+
+/**
+ * Swap result
+ */
+export interface SwapResult {
+  txHash: `0x${string}`
+  amountIn: bigint
+  amountOut: bigint
+  route: RouteStep[]
+}
+
+/**
+ * Router configuration
+ */
+export interface RouterConfig {
+  // CLOB connection
+  clobUrl?: string
+  clobEnabled?: boolean
+
+  // AMM configuration
+  ammEnabled?: boolean
+  maxHops?: number // max number of AMM hops
+
+  // Routing preferences
+  preferCLOB?: boolean // prefer CLOB for limit orders
+  hybridEnabled?: boolean // allow splitting between CLOB and AMM
+}

package/dist/marketData.d.ts

@@ -1,152 +0,0 @@
-/**
- * Market data, liquidation, and settlement features for LX TypeScript SDK
- */
-import WebSocket from 'ws';
-export interface MarketDataSource {
-    name: string;
-    symbol: string;
-    price: number;
-    bid: number;
-    ask: number;
-    volume: number;
-    latencyNs: number;
-    provider: string;
-}
-export interface LiquidationInfo {
-    userId: string;
-    positionId: string;
-    symbol: string;
-    size: number;
-    liquidationPrice: number;
-    markPrice: number;
-    status: string;
-    timestamp: Date;
-}
-export interface SettlementBatch {
-    batchId: number;
-    orderIds: number[];
-    status: string;
-    txHash?: string;
-    gasUsed?: number;
-    timestamp: Date;
-}
-export interface MarginInfo {
-    userId: string;
-    initialMargin: number;
-    maintenanceMargin: number;
-    marginRatio: number;
-    freeMargin: number;
-    marginLevel: number;
-}
-export interface InsuranceFundStatus {
-    totalFund: number;
-    availableFund: number;
-    usedFund: number;
-    pendingClaims: number;
-    lastUpdate: Date;
-}
-export interface MarketStats {
-    symbol: string;
-    volume24h: number;
-    high24h: number;
-    low24h: number;
-    priceChange24h: number;
-    priceChangePercent24h: number;
-    openInterest: number;
-    fundingRate: number;
-    nextFundingTime: Date;
-}
-export interface LiquidationRisk {
-    userId: string;
-    riskLevel: 'low' | 'medium' | 'high' | 'critical';
-    marginLevel: number;
-    liquidationPrice: number;
-    timeToLiquidation: number | null;
-    recommendations: string[];
-}
-export declare class MarketDataClient {
-    private jsonRpc;
-    constructor(jsonRpcClient: any);
-    /**
-     * Get market data from a specific source
-     */
-    getMarketData(symbol: string, source: string): Promise<MarketDataSource>;
-    /**
-     * Get aggregated market data from all sources
-     */
-    getAggregatedMarketData(symbol: string): Promise<MarketDataSource[]>;
-    /**
-     * Get recent liquidations
-     */
-    getLiquidations(symbol: string, limit?: number): Promise<LiquidationInfo[]>;
-    /**
-     * Get settlement batch information
-     */
-    getSettlementBatch(batchId: number): Promise<SettlementBatch>;
-    /**
-     * Get margin information for a user
-     */
-    getMarginInfo(userId: string): Promise<MarginInfo>;
-    /**
-     * Check liquidation risk for a user
-     */
-    checkLiquidationRisk(userId: string): Promise<LiquidationRisk>;
-    /**
-     * Get insurance fund status
-     */
-    getInsuranceFundStatus(): Promise<InsuranceFundStatus>;
-    /**
-     * Get list of available market data sources
-     */
-    getMarketDataSources(): Promise<string[]>;
-    /**
-     * Get comprehensive market statistics
-     */
-    getMarketStats(symbol: string): Promise<MarketStats>;
-}
-export declare class LiquidationMonitor {
-    private ws;
-    private callbacks;
-    constructor(wsConnection: WebSocket | null);
-    /**
-     * Set WebSocket connection
-     */
-    setWebSocket(ws: WebSocket): void;
-    /**
-     * Subscribe to liquidation events
-     */
-    subscribeLiquidations(callback: (liquidation: LiquidationInfo) => void): void;
-    /**
-     * Subscribe to settlement events
-     */
-    subscribeSettlements(callback: (settlement: SettlementBatch) => void): void;
-    /**
-     * Subscribe to margin call events for a user
-     */
-    subscribeMarginCalls(userId: string, callback: (marginCall: any) => void): void;
-    /**
-     * Unsubscribe from a channel
-     */
-    unsubscribe(channel: string): void;
-    /**
-     * Handle incoming message
-     */
-    handleMessage(channel: string, data: any): void;
-}
-/**
- * Market data sources supported by LX
- */
-export declare const MarketDataProviders: {
-    readonly ALPACA: "alpaca";
-    readonly NYSE_ARCA: "nyse_arca";
-    readonly IEX_CLOUD: "iex";
-    readonly POLYGON: "polygon";
-    readonly CME_GROUP: "cme";
-    readonly REFINITIV: "refinitiv";
-    readonly ICE_DATA: "ice";
-    readonly BLOOMBERG: "bloomberg";
-    readonly NASDAQ_TOTALVIEW: "nasdaq";
-    readonly COINBASE_PRO: "coinbase";
-};
-export type MarketDataProvider = typeof MarketDataProviders[keyof typeof MarketDataProviders];
-//# sourceMappingURL=marketData.d.ts.map

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