@velora-dex/sdk 9.4.0 → 9.4.1-dev.2

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@velora-dex/sdk",
-  "version": "9.4.0",
+  "version": "9.4.1-dev.2",
   "main": "dist/index.js",
   "module": "dist/sdk.esm.js",
   "typings": "dist/index.d.ts",

package/src/constants.js

@@ -1,8 +1,3 @@
-export {
-  SwapSide,
-  ContractMethod,
-  ContractMethodV5,
-  ContractMethodV6,
-} from '@paraswap/core';
+export { SwapSide, ContractMethod, ContractMethodV5, ContractMethodV6, } from '@paraswap/core';
 export const API_URL = 'https://api.paraswap.io';
 export const DEFAULT_VERSION = '6.2';

package/src/index.js

@@ -1,138 +1,81 @@
-import { constructApproveToken } from './methods/swap/approve';
-import { constructGetBalances, isAllowance } from './methods/swap/balance';
-import { constructGetSpender } from './methods/swap/spender';
-import { constructGetAdapters } from './methods/swap/adapters';
-import { constructGetRate } from './methods/swap/rates';
+import { constructApproveToken, } from './methods/swap/approve';
+import { constructGetBalances, isAllowance, } from './methods/swap/balance';
+import { constructGetSpender, } from './methods/swap/spender';
+import { constructGetAdapters, } from './methods/swap/adapters';
+import { constructGetRate, } from './methods/swap/rates';
 import { constructSwapTx } from './methods/swap/swapTx';
 import { constructGetTokens } from './methods/swap/token';
 import { constructBuildTx } from './methods/swap/transaction';
-import { constructBuildLimitOrder } from './methods/limitOrders/buildOrder';
-import { constructSignLimitOrder } from './methods/limitOrders/signOrder';
-import { constructCancelLimitOrder } from './methods/limitOrders/cancelOrder';
-import { constructFillOrderDirectly } from './methods/limitOrders/fillOrderDirectly';
-import { constructGetLimitOrders } from './methods/limitOrders/getOrders';
-import { constructPostLimitOrder } from './methods/limitOrders/postOrder';
-import { constructApproveTokenForLimitOrder } from './methods/limitOrders/approveForOrder';
-import { constructGetLimitOrdersContract } from './methods/limitOrders/getOrdersContract';
-import { constructBuildLimitOrderTx } from './methods/limitOrders/transaction';
-import { constructBuildNFTOrder } from './methods/nftOrders/buildOrder';
-import { constructSignNFTOrder } from './methods/nftOrders/signOrder';
-import { constructCancelNFTOrder } from './methods/nftOrders/cancelOrder';
-import { constructGetNFTOrders } from './methods/nftOrders/getOrders';
-import { constructPostNFTOrder } from './methods/nftOrders/postOrder';
-import { constructApproveTokenForNFTOrder } from './methods/nftOrders/approveForOrder';
-import { constructGetNFTOrdersContract } from './methods/nftOrders/getOrdersContract';
-import { constructBuildNFTOrderTx } from './methods/nftOrders/transaction';
-import {
-  constructEthersContractCaller,
-  constructEthersV5ContractCaller,
-  constructEthersV6ContractCaller,
-  constructWeb3ContractCaller,
-  constructViemContractCaller,
-  txParamsToViemTxParams,
-  constructAxiosFetcher,
-  constructFetchFetcher,
-  isFetcherError,
-  constructToken,
-} from './helpers';
-import { constructBuildDeltaOrder } from './methods/delta/buildDeltaOrder';
-import { constructPostDeltaOrder } from './methods/delta/postDeltaOrder';
-import { constructSignDeltaOrder } from './methods/delta/signDeltaOrder';
-import { constructPreSignDeltaOrder } from './methods/delta/preSignDeltaOrder';
-import { constructGetDeltaContract } from './methods/delta/getDeltaContract';
-import { constructGetDeltaPrice } from './methods/delta/getDeltaPrice';
-import { constructGetDeltaOrders } from './methods/delta/getDeltaOrders';
-import { constructApproveTokenForDelta } from './methods/delta/approveForDelta';
-import { constructGetPartnerFee } from './methods/delta/getPartnerFee';
-import { constructGetBridgeInfo } from './methods/delta/getBridgeInfo';
-import { constructIsTokenSupportedInDelta } from './methods/delta/isTokenSupportedInDelta';
-import { constructBuildExternalDeltaOrder } from './methods/delta/buildExternalDeltaOrder';
-import { constructSignExternalDeltaOrder } from './methods/delta/signExternalDeltaOrder';
-import { constructPostExternalDeltaOrder } from './methods/delta/postExternalDeltaOrder';
-import { constructPreSignExternalDeltaOrder } from './methods/delta/preSignExternalDeltaOrder';
-import { constructGetQuote } from './methods/quote/getQuote';
-import { constructCancelDeltaOrder } from './methods/delta/cancelDeltaOrder';
-import { constructDeltaTokenModule } from './methods/delta/deltaTokenModule';
+import { constructBuildLimitOrder, } from './methods/limitOrders/buildOrder';
+import { constructSignLimitOrder, } from './methods/limitOrders/signOrder';
+import { constructCancelLimitOrder, } from './methods/limitOrders/cancelOrder';
+import { constructFillOrderDirectly, } from './methods/limitOrders/fillOrderDirectly';
+import { constructGetLimitOrders, } from './methods/limitOrders/getOrders';
+import { constructPostLimitOrder, } from './methods/limitOrders/postOrder';
+import { constructApproveTokenForLimitOrder, } from './methods/limitOrders/approveForOrder';
+import { constructGetLimitOrdersContract, } from './methods/limitOrders/getOrdersContract';
+import { constructBuildLimitOrderTx, } from './methods/limitOrders/transaction';
+import { constructBuildNFTOrder, } from './methods/nftOrders/buildOrder';
+import { constructSignNFTOrder, } from './methods/nftOrders/signOrder';
+import { constructCancelNFTOrder, } from './methods/nftOrders/cancelOrder';
+import { constructGetNFTOrders, } from './methods/nftOrders/getOrders';
+import { constructPostNFTOrder, } from './methods/nftOrders/postOrder';
+import { constructApproveTokenForNFTOrder, } from './methods/nftOrders/approveForOrder';
+import { constructGetNFTOrdersContract, } from './methods/nftOrders/getOrdersContract';
+import { constructBuildNFTOrderTx, } from './methods/nftOrders/transaction';
+import { constructEthersContractCaller, constructEthersV5ContractCaller, constructEthersV6ContractCaller, constructWeb3ContractCaller, constructViemContractCaller, txParamsToViemTxParams, constructAxiosFetcher, constructFetchFetcher, isFetcherError, constructToken, } from './helpers';
+import { constructBuildDeltaOrder, } from './methods/delta/buildDeltaOrder';
+import { constructPostDeltaOrder, } from './methods/delta/postDeltaOrder';
+import { constructSignDeltaOrder, } from './methods/delta/signDeltaOrder';
+import { constructPreSignDeltaOrder, } from './methods/delta/preSignDeltaOrder';
+import { constructGetDeltaContract, } from './methods/delta/getDeltaContract';
+import { constructGetDeltaPrice, } from './methods/delta/getDeltaPrice';
+import { constructGetDeltaOrders, } from './methods/delta/getDeltaOrders';
+import { constructApproveTokenForDelta, } from './methods/delta/approveForDelta';
+import { constructGetPartnerFee, } from './methods/delta/getPartnerFee';
+import { constructGetBridgeInfo, } from './methods/delta/getBridgeInfo';
+import { constructIsTokenSupportedInDelta, } from './methods/delta/isTokenSupportedInDelta';
+import { constructBuildExternalDeltaOrder, } from './methods/delta/buildExternalDeltaOrder';
+import { constructSignExternalDeltaOrder, } from './methods/delta/signExternalDeltaOrder';
+import { constructPostExternalDeltaOrder, } from './methods/delta/postExternalDeltaOrder';
+import { constructPreSignExternalDeltaOrder, } from './methods/delta/preSignExternalDeltaOrder';
+import { constructBuildTWAPDeltaOrder, } from './methods/delta/buildTWAPDeltaOrder';
+import { constructSignTWAPDeltaOrder, } from './methods/delta/signTWAPDeltaOrder';
+import { constructPostTWAPDeltaOrder, } from './methods/delta/postTWAPDeltaOrder';
+import { constructPreSignTWAPDeltaOrder, } from './methods/delta/preSignTWAPDeltaOrder';
+import { constructGetQuote, } from './methods/quote/getQuote';
+import { constructCancelDeltaOrder, } from './methods/delta/cancelDeltaOrder';
+import { constructDeltaTokenModule, } from './methods/delta/deltaTokenModule';
 export { constructSwapSDK } from './methods/swap';
-export {
-  constructAllLimitOrdersHandlers,
-  constructSubmitLimitOrder,
-} from './methods/limitOrders';
-export {
-  constructAllDeltaOrdersHandlers,
-  constructSubmitDeltaOrder,
-  constructSubmitExternalDeltaOrder,
-} from './methods/delta';
+export { constructAllLimitOrdersHandlers, constructSubmitLimitOrder, } from './methods/limitOrders';
+export { constructAllDeltaOrdersHandlers, constructSubmitDeltaOrder, constructSubmitExternalDeltaOrder, constructSubmitTWAPDeltaOrder, } from './methods/delta';
 export * from './constants';
 // can import these individually
 // and use in constructPartialSDK only what you need
 // unused should tree-shake
-export {
-  // swap methods:
-  constructApproveToken,
-  constructGetBalances, // getAllowances is inside
-  constructGetSpender, // this was getTokenTransferProxy
-  constructGetTokens,
-  constructBuildTx,
-  constructGetAdapters,
-  constructGetRate,
-  constructSwapTx,
-  // limitOrders methods:
-  constructBuildLimitOrder,
-  constructSignLimitOrder,
-  constructCancelLimitOrder,
-  constructFillOrderDirectly,
-  constructGetLimitOrders,
-  constructPostLimitOrder,
-  constructApproveTokenForLimitOrder,
-  constructGetLimitOrdersContract,
-  constructBuildLimitOrderTx,
-  // nftOrders methods
-  constructBuildNFTOrder,
-  constructSignNFTOrder,
-  constructCancelNFTOrder,
-  constructGetNFTOrders,
-  constructPostNFTOrder,
-  constructApproveTokenForNFTOrder,
-  constructGetNFTOrdersContract,
-  constructBuildNFTOrderTx,
-  // Delta methods
-  constructBuildDeltaOrder,
-  constructPostDeltaOrder,
-  constructSignDeltaOrder,
-  constructPreSignDeltaOrder,
-  constructGetDeltaContract,
-  constructGetDeltaPrice,
-  constructGetDeltaOrders,
-  constructCancelDeltaOrder,
-  constructDeltaTokenModule,
-  constructApproveTokenForDelta,
-  // External Delta methods
-  constructBuildExternalDeltaOrder,
-  constructSignExternalDeltaOrder,
-  constructPostExternalDeltaOrder,
-  constructPreSignExternalDeltaOrder,
-  // Quote methods
-  constructGetQuote,
-  // different helpers
-  constructGetPartnerFee,
-  constructGetBridgeInfo,
-  constructIsTokenSupportedInDelta,
-  constructEthersContractCaller, // same as constructEthersV5ContractCaller for backwards compatibility
-  constructEthersV5ContractCaller,
-  constructEthersV6ContractCaller,
-  constructWeb3ContractCaller,
-  constructViemContractCaller,
-  txParamsToViemTxParams,
-  constructAxiosFetcher,
-  constructFetchFetcher,
-  isFetcherError,
-  isAllowance,
-  constructToken,
-};
+export { 
+// swap methods:
+constructApproveToken, constructGetBalances, // getAllowances is inside
+constructGetSpender, // this was getTokenTransferProxy
+constructGetTokens, constructBuildTx, constructGetAdapters, constructGetRate, constructSwapTx, 
+// limitOrders methods:
+constructBuildLimitOrder, constructSignLimitOrder, constructCancelLimitOrder, constructFillOrderDirectly, constructGetLimitOrders, constructPostLimitOrder, constructApproveTokenForLimitOrder, constructGetLimitOrdersContract, constructBuildLimitOrderTx, 
+// nftOrders methods
+constructBuildNFTOrder, constructSignNFTOrder, constructCancelNFTOrder, constructGetNFTOrders, constructPostNFTOrder, constructApproveTokenForNFTOrder, constructGetNFTOrdersContract, constructBuildNFTOrderTx, 
+// Delta methods
+constructBuildDeltaOrder, constructPostDeltaOrder, constructSignDeltaOrder, constructPreSignDeltaOrder, constructGetDeltaContract, constructGetDeltaPrice, constructGetDeltaOrders, constructCancelDeltaOrder, constructDeltaTokenModule, constructApproveTokenForDelta, 
+// External Delta methods
+constructBuildExternalDeltaOrder, constructSignExternalDeltaOrder, constructPostExternalDeltaOrder, constructPreSignExternalDeltaOrder, 
+// TWAP Delta methods
+constructBuildTWAPDeltaOrder, constructSignTWAPDeltaOrder, constructPostTWAPDeltaOrder, constructPreSignTWAPDeltaOrder, 
+// Quote methods
+constructGetQuote, 
+// different helpers
+constructGetPartnerFee, constructGetBridgeInfo, constructIsTokenSupportedInDelta, constructEthersContractCaller, // same as constructEthersV5ContractCaller for backwards compatibility
+constructEthersV5ContractCaller, constructEthersV6ContractCaller, constructWeb3ContractCaller, constructViemContractCaller, txParamsToViemTxParams, constructAxiosFetcher, constructFetchFetcher, isFetcherError, isAllowance, constructToken, };
 export { constructPartialSDK } from './sdk/partial';
 export { constructFullSDK } from './sdk/full';
-export { constructSimpleSDK } from './sdk/simple';
+export { constructSimpleSDK, } from './sdk/simple';
 // bundled methods for limitOrders
 export * from './methods/limitOrders';
 export * from './methods/limitOrders/helpers/types';

package/src/index.ts

@@ -141,12 +141,20 @@ import type {
   DeltaAuctionOrder,
   DeltaAuction,
   DeltaAuctionStatus,
+  DeltaAuctionTransaction,
   BridgeMetadata,
   BridgeStatus,
   Bridge,
   ExternalDeltaOrder,
+  TWAPDeltaOrder,
+  TWAPBuyDeltaOrder,
+  TWAPOnChainOrderType,
   OnChainOrderType,
   SwapSideUnion,
+  AmountsWithSlippage,
+  AmountsSellSlippage,
+  AmountsBuySlippage,
+  AmountsExplicit,
 } from './methods/delta/helpers/types';
 import {
   BuildDeltaOrderDataParams,
@@ -156,6 +164,7 @@ import {
 } from './methods/delta/buildDeltaOrder';
 import {
   constructPostDeltaOrder,
+  DeltaOrderToPost,
   PostDeltaOrderFunctions,
   PostDeltaOrderParams,
 } from './methods/delta/postDeltaOrder';
@@ -224,6 +233,28 @@ import {
   PreSignExternalDeltaOrderFunctions,
 } from './methods/delta/preSignExternalDeltaOrder';
 
+import {
+  BuildTWAPDeltaOrderParams,
+  BuildTWAPSellOrderParams,
+  BuildTWAPBuyOrderParams,
+  BuildTWAPDeltaOrderFunctions,
+  constructBuildTWAPDeltaOrder,
+} from './methods/delta/buildTWAPDeltaOrder';
+import type { SignableTWAPOrderData } from './methods/delta/helpers/buildTWAPOrderData';
+import {
+  constructSignTWAPDeltaOrder,
+  SignTWAPDeltaOrderFunctions,
+} from './methods/delta/signTWAPDeltaOrder';
+import {
+  constructPostTWAPDeltaOrder,
+  PostTWAPDeltaOrderFunctions,
+  PostTWAPDeltaOrderParams,
+} from './methods/delta/postTWAPDeltaOrder';
+import {
+  constructPreSignTWAPDeltaOrder,
+  PreSignTWAPDeltaOrderFunctions,
+} from './methods/delta/preSignTWAPDeltaOrder';
+
 import {
   constructGetQuote,
   GetQuoteFunctions,
@@ -244,6 +275,10 @@ import {
   DepositNativeAndPreSignParams,
   DepositNativeAndPreSignDeltaOrderParams,
 } from './methods/delta/deltaTokenModule';
+import {
+  CancelDeltaOrderData,
+  SignableCancelDeltaOrderData,
+} from './methods/delta/helpers/buildCancelDeltaOrderData';
 
 export { constructSwapSDK, SwapSDKMethods } from './methods/swap';
 
@@ -257,9 +292,11 @@ export {
   constructAllDeltaOrdersHandlers,
   constructSubmitDeltaOrder,
   constructSubmitExternalDeltaOrder,
+  constructSubmitTWAPDeltaOrder,
   DeltaOrderHandlers,
   SubmitDeltaOrderParams,
   SubmitExternalDeltaOrderParams,
+  SubmitTWAPDeltaOrderParams,
 } from './methods/delta';
 
 export type {
@@ -337,6 +374,11 @@ export {
   constructSignExternalDeltaOrder,
   constructPostExternalDeltaOrder,
   constructPreSignExternalDeltaOrder,
+  // TWAP Delta methods
+  constructBuildTWAPDeltaOrder,
+  constructSignTWAPDeltaOrder,
+  constructPostTWAPDeltaOrder,
+  constructPreSignTWAPDeltaOrder,
   // Quote methods
   constructGetQuote,
   // different helpers
@@ -409,8 +451,11 @@ export type {
   DeltaAuctionOrder,
   DeltaAuction,
   DeltaAuctionStatus,
+  DeltaAuctionTransaction,
   DeltaOrderFilterByStatus,
   DeltaOrderFromAPI,
+  CancelDeltaOrderData,
+  SignableCancelDeltaOrderData,
   // bridge part of DeltaOrder
   BridgeMetadata,
   BridgeStatus,
@@ -421,6 +466,7 @@ export type {
   BuildDeltaOrderDataParams,
   BuildDeltaOrderFunctions,
   SignableDeltaOrderData,
+  DeltaOrderToPost,
   PostDeltaOrderFunctions,
   PostDeltaOrderParams,
   SignDeltaOrderFunctions,
@@ -436,7 +482,14 @@ export type {
   DepositNativeAndPreSignDeltaOrderParams,
   // External Delta types
   ExternalDeltaOrder,
+  TWAPDeltaOrder,
+  TWAPBuyDeltaOrder,
+  TWAPOnChainOrderType,
   OnChainOrderType,
+  AmountsWithSlippage,
+  AmountsSellSlippage,
+  AmountsBuySlippage,
+  AmountsExplicit,
   SignableExternalOrderData,
   BuildExternalDeltaOrderParams,
   BuildExternalDeltaOrderFunctions,
@@ -444,6 +497,16 @@ export type {
   PostExternalDeltaOrderFunctions,
   PostExternalDeltaOrderParams,
   PreSignExternalDeltaOrderFunctions,
+  // TWAP Delta types
+  BuildTWAPDeltaOrderParams,
+  BuildTWAPSellOrderParams,
+  BuildTWAPBuyOrderParams,
+  BuildTWAPDeltaOrderFunctions,
+  SignableTWAPOrderData,
+  SignTWAPDeltaOrderFunctions,
+  PostTWAPDeltaOrderFunctions,
+  PostTWAPDeltaOrderParams,
+  PreSignTWAPDeltaOrderFunctions,
   // types for Quote methods
   GetQuoteFunctions,
   QuoteParams,

package/src/methods/delta/buildTWAPDeltaOrder.ts

@@ -0,0 +1,187 @@
+import type { ConstructFetchInput, RequestParameters } from '../../types';
+import { DEFAULT_BRIDGE } from './constants';
+import { constructGetDeltaContract } from './getDeltaContract';
+import type { BridgePrice } from './getDeltaPrice';
+import { constructGetPartnerFee } from './getPartnerFee';
+import {
+  buildTWAPSignableOrderData,
+  TWAPOrderCommonInput,
+  type BuildTWAPOrderDataInput,
+  type SignableTWAPOrderData,
+} from './helpers/buildTWAPOrderData';
+import { applySlippage, resolvePartnerFee } from './helpers/misc';
+import type { MarkOptional } from 'ts-essentials';
+export type { SignableTWAPOrderData } from './helpers/buildTWAPOrderData';
+
+type BuildTWAPDeltaOrderParamsBase = {
+  /** @description The address of the order owner */
+  owner: string;
+  /** @description The address of the order beneficiary */
+  beneficiary?: string;
+  /** @description The address of the src token */
+  srcToken: string;
+  /** @description The address of the dest token. For Crosschain Order - destination token on the destination chain */
+  destToken: string;
+  /** @description The deadline for the order */
+  deadline?: number;
+  /** @description The nonce of the order */
+  nonce?: number | string;
+  /** @description Optional permit signature for the src token */
+  permit?: string;
+  /** @description Partner string */
+  partner?: string;
+  /** @description Destination Chain ID for Crosschain Orders */
+  destChainId?: number;
+  /** @description Seconds between slice executions (min 60) */
+  interval: number;
+  /** @description Number of slices (min 2) */
+  numSlices: number;
+  /** @description Slippage in basis points (bps). 10000 = 100%, 50 = 0.5% */
+  slippage?: number;
+
+  /** @description price response received from /delta/prices (getDeltaPrice method) for a single slice */
+  deltaPrice: MarkOptional<
+    Pick<
+      BridgePrice,
+      | 'destAmount'
+      | 'partner'
+      | 'partnerFee'
+      | 'destToken'
+      | 'srcAmount'
+      | 'bridge'
+    >,
+    'partner' | 'partnerFee'
+  >;
+
+  /** @description partner fee in basis points (bps), 50bps=0.5% */
+  partnerFeeBps?: number;
+  /** @description partner address */
+  partnerAddress?: string;
+  /** @description take surplus */
+  partnerTakesSurplus?: boolean;
+  /** @description A boolean indicating whether the surplus should be capped. True by default */
+  capSurplus?: boolean;
+  /** @description Metadata for the order, hex string */
+  metadata?: string;
+};
+
+export type BuildTWAPSellOrderParams = BuildTWAPDeltaOrderParamsBase & {
+  /** @description Must be "TWAPOrder" for sell orders */
+  onChainOrderType: 'TWAPOrder';
+  /** @description Total source token amount across all slices */
+  totalSrcAmount: string;
+};
+
+export type BuildTWAPBuyOrderParams = BuildTWAPDeltaOrderParamsBase & {
+  /** @description Must be "TWAPBuyOrder" for buy orders */
+  onChainOrderType: 'TWAPBuyOrder';
+  /** @description Total destination token amount to buy across all slices */
+  totalDestAmount: string;
+  /** @description Maximum source token amount willing to spend */
+  maxSrcAmount: string;
+};
+
+export type BuildTWAPDeltaOrderParams =
+  | BuildTWAPSellOrderParams
+  | BuildTWAPBuyOrderParams;
+
+type BuildTWAPDeltaOrder = (
+  buildOrderParams: BuildTWAPDeltaOrderParams,
+  requestParams?: RequestParameters
+) => Promise<SignableTWAPOrderData>;
+
+export type BuildTWAPDeltaOrderFunctions = {
+  /** @description Build TWAP Orders (sell or buy) to be posted to Delta API for execution */
+  buildTWAPDeltaOrder: BuildTWAPDeltaOrder;
+};
+
+export const constructBuildTWAPDeltaOrder = (
+  options: ConstructFetchInput
+): BuildTWAPDeltaOrderFunctions => {
+  const { chainId } = options;
+
+  const { getDeltaContract } = constructGetDeltaContract(options);
+  const { getPartnerFee } = constructGetPartnerFee(options);
+
+  const buildTWAPDeltaOrder: BuildTWAPDeltaOrder = async (
+    params,
+    requestParams
+  ) => {
+    const ParaswapDelta = await getDeltaContract(requestParams);
+    if (!ParaswapDelta) {
+      throw new Error(`Delta is not available on chain ${chainId}`);
+    }
+
+    const { partnerAddress, partnerFeeBps, partnerTakesSurplus } =
+      await resolvePartnerFee(params, getPartnerFee, requestParams);
+
+    const commonInput: TWAPOrderCommonInput = {
+      owner: params.owner,
+      beneficiary: params.beneficiary,
+      srcToken: params.srcToken,
+      destToken: params.deltaPrice.destToken,
+      deadline: params.deadline,
+      nonce: params.nonce?.toString(10),
+      permit: params.permit,
+      metadata: params.metadata,
+      interval: params.interval,
+      numSlices: params.numSlices,
+      bridge: {
+        ...params.deltaPrice.bridge,
+        // TWAP child orders get their bridge data at execution time
+        protocolData: DEFAULT_BRIDGE.protocolData,
+      },
+
+      chainId,
+      paraswapDeltaAddress: ParaswapDelta,
+      partnerAddress,
+      partnerTakesSurplus,
+      partnerFeeBps,
+      capSurplus: params.capSurplus,
+    };
+
+    let input: BuildTWAPOrderDataInput;
+
+    if (params.onChainOrderType === 'TWAPOrder') {
+      const slippage = params.slippage ?? 0;
+      const destAmountPerSlice =
+        slippage > 0
+          ? applySlippage({
+              amount: params.deltaPrice.destAmount,
+              slippageBps: slippage,
+              increase: false,
+            })
+          : params.deltaPrice.destAmount;
+
+      input = {
+        ...commonInput,
+        onChainOrderType: 'TWAPOrder',
+        destAmountPerSlice,
+        totalSrcAmount: params.totalSrcAmount,
+      };
+    } else {
+      const slippage = params.slippage ?? 0;
+      const maxSrcAmount =
+        slippage > 0
+          ? applySlippage({
+              amount: params.maxSrcAmount,
+              slippageBps: slippage,
+              increase: true,
+            })
+          : params.maxSrcAmount;
+
+      input = {
+        ...commonInput,
+        onChainOrderType: 'TWAPBuyOrder',
+        totalDestAmount: params.totalDestAmount,
+        maxSrcAmount,
+      };
+    }
+
+    return buildTWAPSignableOrderData(input);
+  };
+
+  return {
+    buildTWAPDeltaOrder,
+  };
+};