Merge pull request #113 from bancorprotocol/feature/prices

.github/workflows/test.yml

@@ -12,7 +12,7 @@ jobs:
 
     strategy:
       matrix:
-        node-version: [18.x]
+        node-version: [20.x]
 
     steps:
       - uses: actions/checkout@v3

.nvmrc

@@ -1 +1 @@
-18.13.0
+20

package.json

@@ -2,7 +2,7 @@
   "name": "@bancor/carbon-sdk",
   "type": "module",
   "source": "src/index.ts",
-  "version": "0.0.89-DEV",
+  "version": "0.0.90-DEV",
   "description": "The SDK is a READ-ONLY tool, intended to facilitate working with Carbon contracts. It's a convenient wrapper around our matching algorithm, allowing programs and users get a ready to use transaction data that will allow them to manage strategies and fulfill trades",
   "main": "dist/index.js",
   "module": "dist/index.js",
@@ -17,6 +17,9 @@
   "files": [
     "dist/"
   ],
+  "engines": {
+    "node": ">=20"
+  },
   "typesVersions": {
     "*": {
       "contracts-api": [

src/strategy-management/Toolkit.ts

@@ -700,17 +700,38 @@ export class Toolkit {
     );
   }
 
+  /**
+   * Calculate the overlapping strategy prices. Returns it with correct decimals
+   *
+   * @param {string} quoteToken - The address of the quote token.
+   * @param {string} buyPriceLow - The minimum buy price for the strategy, in in `quoteToken` per 1 `baseToken`, as a string.
+   * @param {string} sellPriceHigh - The maximum sell price for the strategy, in `quoteToken` per 1 `baseToken`, as a string.
+   * @param {string} marketPrice - The market price, in `quoteToken` per 1 `baseToken`, as a string.
+   * @param {string} spreadPercentage - The spread percentage, e.g. for 10%, enter `10`.
+   * @return {Promise<{
+   *   buyPriceLow: string;
+   *   buyPriceHigh: string;
+   *   buyPriceMarginal: string;
+   *   sellPriceLow: string;
+   *   sellPriceHigh: string;
+   *   sellPriceMarginal: string;
+   *   marketPrice: string;
+   * }>} The calculated overlapping strategy prices.
+   */
   public async calculateOverlappingStrategyPrices(
     quoteToken: string,
     buyPriceLow: string,
     sellPriceHigh: string,
     marketPrice: string,
     spreadPercentage: string
   ): Promise<{
+    buyPriceLow: string;
     buyPriceHigh: string;
     buyPriceMarginal: string;
     sellPriceLow: string;
+    sellPriceHigh: string;
     sellPriceMarginal: string;
+    marketPrice: string;
   }> {
     logger.debug('calculateOverlappingStrategyPrices called', arguments);
 
@@ -725,16 +746,19 @@ export class Toolkit {
     );
 
     const result = {
+      buyPriceLow: trimDecimal(buyPriceLow, quoteDecimals),
       buyPriceHigh: trimDecimal(prices.buyPriceHigh.toString(), quoteDecimals),
       buyPriceMarginal: trimDecimal(
         prices.buyPriceMarginal.toString(),
         quoteDecimals
       ),
       sellPriceLow: trimDecimal(prices.sellPriceLow.toString(), quoteDecimals),
+      sellPriceHigh: trimDecimal(sellPriceHigh, quoteDecimals),
       sellPriceMarginal: trimDecimal(
         prices.sellPriceMarginal.toString(),
         quoteDecimals
       ),
+      marketPrice: trimDecimal(marketPrice, quoteDecimals),
     };
 
     logger.debug('calculateOverlappingStrategyPrices info:', {
@@ -841,9 +865,11 @@ export class Toolkit {
    * @param {string} baseToken - The address of the base token for the strategy.
    * @param {string} quoteToken - The address of the quote token for the strategy.
    * @param {string} buyPriceLow - The minimum buy price for the strategy, in in `quoteToken` per 1 `baseToken`, as a string.
+   * @param {string} buyPriceMarginal - The marginal buy price for the strategy, in in `quoteToken` per 1 `baseToken`, as a string.
    * @param {string} buyPriceHigh - The maximum buy price for the strategy, in `quoteToken` per 1 `baseToken`, as a string.
    * @param {string} buyBudget - The maximum budget for buying tokens in the strategy, in `quoteToken`, as a string.
    * @param {string} sellPriceLow - The minimum sell price for the strategy, in `quoteToken` per 1 `baseToken`, as a string.
+   * @param {string} sellPriceMarginal - The marginal sell price for the strategy, in `quoteToken` per 1 `baseToken`, as a string.
    * @param {string} sellPriceHigh - The maximum sell price for the strategy, in `quoteToken` per 1 `baseToken`, as a string.
    * @param {string} sellBudget - The maximum budget for selling tokens in the strategy, in `baseToken`, as a string.
    * @param {Overrides} [overrides] - Optional overrides for the transaction, such as gas price or nonce.
@@ -864,8 +890,10 @@ export class Toolkit {
    *   '0x6B175474E89094C44Da98b954EedeAC495271d0F',
    *   '0.1',
    *   '0.2',
+   *   '0.2',
    *   '1',
    *   '0.5',
+   *   '0.5',
    *   '0.6',
    *   '2'
    * );
@@ -919,15 +947,18 @@ export class Toolkit {
   }
 
   /**
+   * Creates an unsigned transaction to update an on chain strategy.
+   * This function takes various optional parameters to update different aspects of the strategy and returns a promise that resolves to a PopulatedTransaction object.
    *
-   * @param strategyId
-   * @param encoded
-   * @param param2
-   * @param {MarginalPriceOptions | string} marginalPrice - The marginal price parameter.
-   * Can either be a value from the `MarginalPriceOptions` enum, or a "BigNumberish" string value for advanced users -
-   * who wish to set the marginal price themselves.
-   * @param overrides
-   * @returns
+   * @param {string} strategyId - The unique identifier of the strategy to be updated.
+   * @param {EncodedStrategyBNStr} encoded - The encoded strategy string, representing the current state of the strategy in the contracts.
+   * @param {StrategyUpdate} strategyUpdate - An object containing optional fields to update in the strategy, including buy and sell price limits and budgets.
+   * @param {MarginalPriceOptions | string} [buyPriceMarginal] - Optional parameter that can be used to instruct the SDK what to do with the marginal price - or pass a value to use.
+   * If unsure leave this undefined.
+   * @param {MarginalPriceOptions | string} [sellPriceMarginal] - Optional parameter that can be used to instruct the SDK what to do with the marginal price - or pass a value to use.
+   * If unsure leave this undefined.
+   * @param {PayableOverrides} [overrides] - Optional Ethereum transaction overrides.
+   * @returns {Promise<PopulatedTransaction>} A promise that resolves to a PopulatedTransaction object.
    */
   public async updateStrategy(
     strategyId: string,

src/utils/numerics.ts

@@ -32,11 +32,11 @@ export const mulDiv = (x: BigNumber, y: BigNumber, z: BigNumber) =>
   y.eq(z) ? x : x.mul(y).div(z);
 
 export function trimDecimal(input: string, precision: number): string {
-  const decimalIdx = input.indexOf('.');
-  if (decimalIdx !== -1) {
-    return input.slice(0, decimalIdx + precision + 1);
-  }
-  return input;
+  // Use Decimal for precise arithmetic
+  const result = new Decimal(input).toFixed(precision, Decimal.ROUND_DOWN);
+
+  // Remove trailing zeros and decimal point if necessary
+  return result.replace(/(\.\d*?[1-9])0+$|\.0*$/, '$1');
 }
 
 // A take on parseUnits that supports floating point

tests/numerics.spec.ts

@@ -0,0 +1,23 @@
+import { expect } from 'chai';
+import { trimDecimal } from '../src/utils/numerics';
+
+describe('numerics', () => {
+  describe('trimDecimal', () => {
+    const testCases: [string, number, string][] = [
+      ['1', 10, '1'],
+      ['0.01', 10, '0.01'],
+      ['1000', 10, '1000'],
+      ['0', 10, '0'],
+      ['0.00001', 2, '0'],
+      ['0.1234', 2, '0.12'],
+      ['-1.2345', 2, '-1.23'],
+      ['1.999', 0, '1'],
+      ['12345678901234567891.23456789123456789123456789', 18, '12345678901234567891.234567891234567891'],
+    ];
+    testCases.forEach(([amount, precision, expectedResult]) => {
+      it(`should trim decimal ${amount} with precision ${precision} and get ${expectedResult}`, () => {
+        expect(trimDecimal(amount, precision)).to.equal(expectedResult);
+      });
+    });
+  });
+});

tests/toolkit.spec.ts

@@ -291,16 +291,19 @@ describe('Toolkit', () => {
       const toolkit = new Toolkit(apiMock, cacheMock, decimalFetcher);
       const result = await toolkit.calculateOverlappingStrategyPrices(
         'quoteToken',
-        '1500',
+        '1500.0000000000000000001',
         '2000',
         '1845',
         '1'
       );
       expect(result).to.deep.equal({
+        buyPriceLow: '1500',
         buyPriceHigh: '1980.198019801980198019',
         buyPriceMarginal: '1835.843615937429955302',
         sellPriceLow: '1515',
+        sellPriceHigh: '2000',
         sellPriceMarginal: '1854.202052096804254855',
+        marketPrice: '1845',
       });
     });
     it('should calculate strategy sell budget', async () => {