@orbs-network/twap 1.25.3 → 2.0.0

package/dist/src/lib.js

@@ -1,271 +0,0 @@
-"use strict";
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.TokensValidation = exports.OrderInputValidation = exports.Status = exports.TWAPLib = void 0;
-const web3_1 = __importDefault(require("web3"));
-const bignumber_js_1 = __importDefault(require("bignumber.js"));
-const web3_candies_1 = require("@defi.org/web3-candies");
-const lodash_1 = __importDefault(require("lodash"));
-class TWAPLib {
-    constructor(config, maker, provider) {
-        this.config = config;
-        this.maker = maker;
-        this.provider = provider;
-        this.isNativeToken = (token) => (0, web3_candies_1.isNativeAddress)(token.address);
-        this.isWrappedToken = (token) => (0, web3_candies_1.eqIgnoreCase)(token.address, this.config.wToken.address);
-        this.isValidChain = (chainId) => chainId === this.config.chainId;
-        this.maxPossibleChunks = (srcToken, srcAmount, srcUsd) => bignumber_js_1.default.max(1, (0, bignumber_js_1.default)(srcAmount).div((0, bignumber_js_1.default)(10).pow(srcToken.decimals).div(srcUsd).times(this.config.minChunkSizeUsd)))
-            .integerValue(bignumber_js_1.default.ROUND_FLOOR)
-            .toNumber();
-        this.srcChunkAmount = (srcAmount, totalChunks) => (0, bignumber_js_1.default)(srcAmount).div(totalChunks).integerValue(bignumber_js_1.default.ROUND_FLOOR);
-        this.totalChunks = (srcAmount, srcChunkAmount) => (0, bignumber_js_1.default)(srcAmount).div(srcChunkAmount).integerValue(bignumber_js_1.default.ROUND_CEIL).toNumber();
-        this.estimatedDelayBetweenChunksMillis = () => this.config.bidDelaySeconds * 1000 * 2;
-        /**
-         * includes the bidding war and block settelment
-         */
-        this.fillDelayUiMillis = (totalChunks, maxDurationMillis) => bignumber_js_1.default.max((0, bignumber_js_1.default)(totalChunks).gt(1) ? (0, bignumber_js_1.default)(maxDurationMillis).div(totalChunks) : 0, (0, bignumber_js_1.default)(this.estimatedDelayBetweenChunksMillis())).toNumber();
-        this.fillDelayMillis = (totalChunks, maxDurationMillis) => this.fillDelayUiMillis(totalChunks, maxDurationMillis) - this.estimatedDelayBetweenChunksMillis();
-        this.dstMinAmountOut = (srcToken, dstToken, srcChunkAmount, limitDstPriceFor1Src, isMarketOrder) => isMarketOrder
-            ? (0, bignumber_js_1.default)(1)
-            : bignumber_js_1.default.max(1, (0, web3_candies_1.convertDecimals)((0, bignumber_js_1.default)(srcChunkAmount).times(limitDstPriceFor1Src), srcToken.decimals, dstToken.decimals).integerValue(bignumber_js_1.default.ROUND_FLOOR));
-        // TODO: REMOVE
-        this.dstPriceFor1Src = (srcToken, dstToken, srcUsdMarket, dstUsdMarket, srcChunkAmount, dstMinAmountOut) => (0, bignumber_js_1.default)(dstMinAmountOut).eq(1)
-            ? (0, bignumber_js_1.default)(srcUsdMarket).div(dstUsdMarket)
-            : (0, bignumber_js_1.default)(dstMinAmountOut).div((0, web3_candies_1.convertDecimals)((0, bignumber_js_1.default)(srcChunkAmount), srcToken.decimals, dstToken.decimals));
-        this.isMarketOrder = (order) => order.ask.dstMinAmount.lte(1);
-        this.orderProgress = (order) => parseFloat(order.srcFilledAmount.div(order.ask.srcAmount).toFixed(4));
-        this.percentAboveMarket = (srcUsdMarket, dstUsdMarket, limitDstPriceFor1Src) => parseFloat((0, bignumber_js_1.default)(limitDstPriceFor1Src).div((0, bignumber_js_1.default)(srcUsdMarket).div(dstUsdMarket)).minus(1).toFixed(4));
-        this.status = (order) => order.status > Date.now() / 1000
-            ? Status.Open
-            : order.status === 1
-                ? Status.Canceled
-                : order.status === 2
-                    ? Status.Completed
-                    : Status.Expired;
-        if (provider)
-            (0, web3_candies_1.setWeb3Instance)(new web3_1.default(provider));
-        this.twap = (0, web3_candies_1.contract)(config.twapAbi, config.twapAddress);
-        this.lens = (0, web3_candies_1.contract)(config.lensAbi, config.lensAddress);
-    }
-    makerBalance(token) {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (this.isNativeToken(token))
-                return (0, web3_candies_1.web3)().eth.getBalance(this.maker).then(bignumber_js_1.default);
-            else
-                return (0, web3_candies_1.erc20)(token.symbol, token.address, token.decimals).methods.balanceOf(this.maker).call().then(bignumber_js_1.default);
-        });
-    }
-    wrapNativeToken(amount, maxPriorityFeePerGas, maxFeePerGas) {
-        return __awaiter(this, void 0, void 0, function* () {
-            yield (0, web3_candies_1.sendAndWaitForConfirmations)((0, web3_candies_1.erc20)(this.config.wToken.symbol, this.config.wToken.address, this.config.wToken.decimals, web3_candies_1.iwethabi).methods.deposit(), { from: this.maker, maxPriorityFeePerGas, maxFeePerGas, value: amount });
-        });
-    }
-    unwrapNativeToken(amount, maxPriorityFeePerGas, maxFeePerGas) {
-        return __awaiter(this, void 0, void 0, function* () {
-            yield (0, web3_candies_1.sendAndWaitForConfirmations)((0, web3_candies_1.erc20)(this.config.wToken.symbol, this.config.wToken.address, this.config.wToken.decimals, web3_candies_1.iwethabi).methods.withdraw((0, bignumber_js_1.default)(amount).toFixed(0)), { from: this.maker, maxPriorityFeePerGas, maxFeePerGas });
-        });
-    }
-    hasAllowance(srcToken, amount) {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (this.isNativeToken(srcToken))
-                return true;
-            const token = (0, web3_candies_1.erc20)(srcToken.symbol, srcToken.address, srcToken.decimals);
-            const allowance = (0, bignumber_js_1.default)(yield token.methods.allowance(this.maker, this.config.twapAddress).call());
-            return allowance.gte(amount);
-        });
-    }
-    approve(srcToken, amount, maxPriorityFeePerGas, maxFeePerGas) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const token = (0, web3_candies_1.erc20)(srcToken.symbol, srcToken.address, srcToken.decimals);
-            yield (0, web3_candies_1.sendAndWaitForConfirmations)(token.methods.approve(this.config.twapAddress, (0, bignumber_js_1.default)(amount).toFixed(0)), {
-                from: this.maker,
-                maxPriorityFeePerGas,
-                maxFeePerGas,
-            });
-        });
-    }
-    validateTokens(srcToken, dstToken) {
-        if (lodash_1.default.isEqual(srcToken, dstToken) || (this.isNativeToken(srcToken) && this.isNativeToken(dstToken)))
-            return TokensValidation.invalid;
-        if (this.isNativeToken(srcToken)) {
-            if (this.isWrappedToken(dstToken))
-                return TokensValidation.wrapOnly;
-            return TokensValidation.wrapAndOrder;
-        }
-        if (this.isWrappedToken(srcToken) && this.isNativeToken(dstToken))
-            return TokensValidation.unwrapOnly;
-        if (this.isNativeToken(dstToken))
-            return TokensValidation.dstTokenZero;
-        return TokensValidation.valid;
-    }
-    validateOrderInputs(srcToken, dstToken, srcAmount, srcChunkAmount, dstMinChunkAmountOut, deadline, fillDelaySeconds, srcUsd) {
-        const tokensValidation = this.validateTokens(srcToken, dstToken);
-        if (tokensValidation === TokensValidation.invalid)
-            return OrderInputValidation.invalidTokens;
-        if ((0, bignumber_js_1.default)(srcAmount).lte(0))
-            return OrderInputValidation.invalidSrcAmount;
-        if ((0, bignumber_js_1.default)(srcChunkAmount).lte(0) || (0, bignumber_js_1.default)(srcChunkAmount).gt(srcAmount))
-            return OrderInputValidation.invalidSrcChunkAmount;
-        if ((0, bignumber_js_1.default)(dstMinChunkAmountOut).lte(0))
-            return OrderInputValidation.invalidDstMinChunkAmountOut;
-        if ((0, bignumber_js_1.default)(deadline).integerValue(bignumber_js_1.default.ROUND_FLOOR).lte(Date.now()))
-            return OrderInputValidation.invalidDeadline;
-        if ((0, bignumber_js_1.default)(fillDelaySeconds).integerValue(bignumber_js_1.default.ROUND_FLOOR).lt(0))
-            return OrderInputValidation.invalidFillDelaySeconds;
-        if ((0, bignumber_js_1.default)(srcUsd).lte(0))
-            return OrderInputValidation.invalidSrcUsd;
-        if ((0, bignumber_js_1.default)(srcChunkAmount)
-            .times(srcUsd)
-            .lt((0, bignumber_js_1.default)(this.config.minChunkSizeUsd).times((0, bignumber_js_1.default)(10).pow(srcToken.decimals))))
-            return OrderInputValidation.invalidSmallestSrcChunkUsd;
-        return OrderInputValidation.valid;
-    }
-    submitOrder(srcToken, dstToken, srcAmount, srcChunkAmount, dstMinChunkAmountOut, deadline, fillDelaySeconds, srcUsd, askDataParams = [], maxPriorityFeePerGas, maxFeePerGas) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const validation = this.validateOrderInputs(srcToken, dstToken, srcAmount, srcChunkAmount, dstMinChunkAmountOut, deadline, fillDelaySeconds, srcUsd);
-            if (validation !== OrderInputValidation.valid)
-                throw new Error(`invalid inputs: ${validation}`);
-            const askData = this.config.exchangeType === "PangolinDaasExchange"
-                ? (0, web3_candies_1.web3)().eth.abi.encodeParameters(["address"], askDataParams)
-                : [];
-            const askParams = [
-                this.config.exchangeAddress,
-                srcToken.address,
-                dstToken.address,
-                (0, bignumber_js_1.default)(srcAmount).toFixed(0),
-                (0, bignumber_js_1.default)(srcChunkAmount).toFixed(0),
-                (0, bignumber_js_1.default)(dstMinChunkAmountOut).toFixed(0),
-                (0, bignumber_js_1.default)(deadline).div(1000).toFixed(0),
-                (0, bignumber_js_1.default)(this.config.bidDelaySeconds).toFixed(0),
-                (0, bignumber_js_1.default)(fillDelaySeconds).toFixed(0),
-            ];
-            let ask;
-            if (this.config.twapVersion > 3) {
-                askParams.push(askData);
-                ask = this.twap.methods.ask(askParams);
-            }
-            else {
-                ask = this.twap.methods.ask(...askParams);
-            }
-            const tx = yield (0, web3_candies_1.sendAndWaitForConfirmations)(ask, {
-                from: this.maker,
-                maxPriorityFeePerGas,
-                maxFeePerGas,
-            });
-            const events = (0, web3_candies_1.parseEvents)(tx, this.twap.options.jsonInterface);
-            return { txHash: tx.transactionHash, orderId: Number(events[0].returnValues.id) };
-        });
-    }
-    getOrder(id) {
-        return __awaiter(this, void 0, void 0, function* () {
-            return this.parseOrder(yield this.twap.methods.order(id).call());
-        });
-    }
-    cancelOrder(id, maxPriorityFeePerGas, maxFeePerGas) {
-        return __awaiter(this, void 0, void 0, function* () {
-            yield (0, web3_candies_1.sendAndWaitForConfirmations)(this.twap.methods.cancel(id), {
-                from: this.maker,
-                maxPriorityFeePerGas,
-                maxFeePerGas,
-            });
-        });
-    }
-    getAllOrders() {
-        return __awaiter(this, void 0, void 0, function* () {
-            return lodash_1.default.filter(lodash_1.default.map(yield this.lens.methods.makerOrders(this.maker).call(), (o) => this.parseOrder(o)), (o) => (0, web3_candies_1.eqIgnoreCase)(o.ask.exchange, this.config.exchangeAddress));
-        });
-    }
-    getAllOrdersWithTokens() {
-        return __awaiter(this, void 0, void 0, function* () {
-            const orders = yield this.getAllOrders();
-            const tokens = yield Promise.all(lodash_1.default.map(lodash_1.default.uniq(lodash_1.default.concat(lodash_1.default.map(orders, (o) => o.ask.srcToken), lodash_1.default.map(orders, (o) => o.ask.dstToken))), (a) => this.getToken(a)));
-            return lodash_1.default.map(orders, (o) => lodash_1.default.merge(o, {
-                srcToken: lodash_1.default.find(tokens, (t) => (0, web3_candies_1.eqIgnoreCase)(t.address, o.ask.srcToken)),
-                dstToken: lodash_1.default.find(tokens, (t) => (0, web3_candies_1.eqIgnoreCase)(t.address, o.ask.dstToken)),
-            }));
-        });
-    }
-    parseOrder(r) {
-        var _a, _b, _c, _d, _e, _f;
-        return {
-            id: Number(r.id),
-            status: Number(r.status),
-            time: Number(r.time || r.ask.time),
-            filledTime: Number(r.filledTime),
-            srcFilledAmount: (0, bignumber_js_1.default)(r.srcFilledAmount),
-            maker: web3_1.default.utils.toChecksumAddress(r.maker || r.ask.maker),
-            ask: {
-                deadline: Number(r.ask.deadline),
-                bidDelay: Number(r.ask.bidDelay),
-                fillDelay: Number(r.ask.fillDelay),
-                exchange: web3_1.default.utils.toChecksumAddress(r.ask.exchange),
-                srcToken: web3_1.default.utils.toChecksumAddress(r.ask.srcToken),
-                dstToken: web3_1.default.utils.toChecksumAddress(r.ask.dstToken),
-                srcAmount: (0, bignumber_js_1.default)(r.ask.srcAmount),
-                srcBidAmount: (0, bignumber_js_1.default)(r.ask.srcBidAmount),
-                dstMinAmount: (0, bignumber_js_1.default)(r.ask.dstMinAmount),
-            },
-            bid: {
-                time: Number(((_a = r.bid) === null || _a === void 0 ? void 0 : _a.time) || 0),
-                taker: web3_1.default.utils.toChecksumAddress(((_b = r.bid) === null || _b === void 0 ? void 0 : _b.taker) || web3_candies_1.zeroAddress),
-                exchange: web3_1.default.utils.toChecksumAddress(((_c = r.bid) === null || _c === void 0 ? void 0 : _c.exchange) || web3_candies_1.zeroAddress),
-                dstAmount: (0, bignumber_js_1.default)(((_d = r.bid) === null || _d === void 0 ? void 0 : _d.dstAmount) || web3_candies_1.zero),
-                dstFee: (0, bignumber_js_1.default)(((_e = r.bid) === null || _e === void 0 ? void 0 : _e.dstFee) || web3_candies_1.zero),
-                data: ((_f = r.bid) === null || _f === void 0 ? void 0 : _f.data) || "",
-            },
-        };
-    }
-    getToken(address) {
-        return __awaiter(this, void 0, void 0, function* () {
-            if ((0, web3_candies_1.isNativeAddress)(address))
-                return this.config.nativeToken;
-            if ((0, web3_candies_1.eqIgnoreCase)(address, this.config.wToken.address))
-                return this.config.wToken;
-            address = web3_1.default.utils.toChecksumAddress(address);
-            const t = (0, web3_candies_1.erc20)(address, address);
-            const [decimals, symbol] = yield Promise.all([t.decimals(), t.methods.symbol().call()]);
-            return { address, decimals, symbol };
-        });
-    }
-}
-exports.TWAPLib = TWAPLib;
-TWAPLib.VERSION = 4;
-var Status;
-(function (Status) {
-    Status["Open"] = "Open";
-    Status["Canceled"] = "Canceled";
-    Status["Completed"] = "Completed";
-    Status["Expired"] = "Expired";
-})(Status = exports.Status || (exports.Status = {}));
-var OrderInputValidation;
-(function (OrderInputValidation) {
-    OrderInputValidation["valid"] = "valid";
-    OrderInputValidation["invalidTokens"] = "invalidTokens";
-    OrderInputValidation["invalidSrcAmount"] = "invalidSrcAmount";
-    OrderInputValidation["invalidSrcChunkAmount"] = "invalidSrcChunkAmount";
-    OrderInputValidation["invalidDstMinChunkAmountOut"] = "invalidDstMinChunkAmountOut";
-    OrderInputValidation["invalidDeadline"] = "invalidDeadline";
-    OrderInputValidation["invalidFillDelaySeconds"] = "invalidFillDelaySeconds";
-    OrderInputValidation["invalidSrcUsd"] = "invalidSrcUsd";
-    OrderInputValidation["invalidSmallestSrcChunkUsd"] = "invalidSmallestSrcChunkUsd";
-})(OrderInputValidation = exports.OrderInputValidation || (exports.OrderInputValidation = {}));
-var TokensValidation;
-(function (TokensValidation) {
-    TokensValidation["valid"] = "valid";
-    TokensValidation["invalid"] = "invalid";
-    TokensValidation["wrapOnly"] = "wrapOnly";
-    TokensValidation["unwrapOnly"] = "unwrapOnly";
-    TokensValidation["wrapAndOrder"] = "wrapAndOrder";
-    TokensValidation["dstTokenZero"] = "dstTokenZero";
-})(TokensValidation = exports.TokensValidation || (exports.TokensValidation = {}));