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Fix and simplify routing logic
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@tiagofilipenunes
tiagofilipenunes committed Jul 6, 2023
1 parent e7c25d4 commit 6cffd86
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Showing 2 changed files with 143 additions and 89 deletions.
218 changes: 132 additions & 86 deletions src/dex/carbon/carbon.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -19,7 +19,6 @@ import { CarbonData } from './types';
import { SimpleExchange } from '../simple-exchange';
import { CarbonConfig, Adapters } from './config';
import { CarbonEventPool } from './carbon-pool';
import { getBigIntPow } from '../../utils';
import { getBigNumberPow } from '../../bignumber-constants';
import BigNumber from 'bignumber.js';
import { Action, MatchActionBNStr, TradeActionBNStr } from './sdk/common/types';
Expand Down Expand Up @@ -76,7 +75,10 @@ export class Carbon extends SimpleExchange implements IDex<CarbonData> {
try {
await this.mainPool.initialize(blockNumber);
} catch (e) {
this.logger.error(`Error ${this.dexKey} initializing pricing: `, e);
this.logger.error(
`${this.dexKey} - initializePricing: Error ${this.dexKey} initializing pricing: `,
e,
);
}
}

Expand Down Expand Up @@ -109,22 +111,29 @@ export class Carbon extends SimpleExchange implements IDex<CarbonData> {

const cache = state?.sdkCache as ChainCache;

if (!cache) return [];
if (!cache) {
this.logger.error(`${this.dexKey} - getPoolIdentifiers: Can't get cache`);
return [];
}

const orders = await cache.getOrdersByPair(tokenSell, tokenBuy);

this.logger.info(
`getPoolIdentifiers: Number of tradeable orders for the pair ${tokenSell}-${tokenBuy}: ${
`${
this.dexKey
} - getPoolIdentifiers: Number of tradeable orders for the pair ${tokenSell}-${tokenBuy}: ${
Object.keys(orders).length
}`,
);

if (Object.keys(orders).length == 0) {
this.logger.error(`No Liquidity for pair ${tokenSell} - ${tokenBuy}`);
this.logger.error(
`${this.dexKey} - getPoolIdentifiers: No Liquidity for pair ${tokenSell} - ${tokenBuy}`,
);
return [];
}

let orderIds: string[] = Object.entries(orders).map(([orderId, _]) => {
const orderIds: string[] = Object.entries(orders).map(([orderId, _]) => {
return `${this.dexKey}_${orderId}`;
});

Expand All @@ -143,17 +152,17 @@ export class Carbon extends SimpleExchange implements IDex<CarbonData> {
blockNumber: number,
limitPools?: string[],
): Promise<null | ExchangePrices<CarbonData>> {
// if side is BUY, amount numeraire is destToken, destToken -> srcToken (tradeByTarget == true)
// if side is SELL, amount numeraire is srcToken, srcToken -> destToken (tradeByTarget == false)

if (srcToken.address.toLowerCase() === destToken.address.toLowerCase()) {
return null;
}

const state = this.mainPool.getState(blockNumber);
const cache = state?.sdkCache as ChainCache;

if (!cache) return null;
if (!cache) {
this.logger.error(`${this.dexKey} - getPricesVolume: Can't get cache`);
return null;
}

let tradeDataPerAmount: {
tradeActions: TradeActionBNStr[];
Expand All @@ -164,45 +173,69 @@ export class Carbon extends SimpleExchange implements IDex<CarbonData> {
actionsWei: MatchActionBNStr[];
};

let tradeActions: TradeActionBNStr[][] = [];
let tradeDataMap: {
[amount: string]: typeof tradeDataPerAmount;
} = {};

let prices: bigint[] = [];
let gasCosts: number[] = [];

const tradeByTargetAmount: boolean = side === SwapSide.BUY;
// if side is BUY, amount numeraire is destToken, srcToken -> destToken (tradeByTarget == true)
// if side is SELL, amount numeraire is srcToken, srcToken -> destToken (tradeByTarget == false)
const isBuy: boolean = side === SwapSide.BUY;

const gas_cost_yint =
srcToken.address.toLowerCase() === ETHER_ADDRESS ||
destToken.address.toLowerCase() === ETHER_ADDRESS
? tradeByTargetAmount &&
srcToken.address.toLowerCase() === ETHER_ADDRESS
? isBuy && srcToken.address.toLowerCase() === ETHER_ADDRESS
? GAS_COST_SWAP_YINT_TKN_ETH
: GAS_COST_SWAP_YINT_ETH_TKN
: GAS_COST_SWAP_YINT_TKN_TKN;

const toolkit = new Toolkit(this.api, cache);
let decimalMap: { [tokenAddress: string]: number } = {
[srcToken.address.toLowerCase()]: srcToken.decimals,
[destToken.address.toLowerCase()]: destToken.decimals,
};

const toolkit = new Toolkit(
this.api,
cache,
address => decimalMap[address.toLowerCase()] ?? undefined,
);

let _amount: string;
let price: bigint;

for (const amount of amounts) {
// Because the toolkit expects floating point amounts
_amount = isBuy
? BigNumber(amount.toString())
.dividedBy(BigNumber(10).pow(destToken.decimals))
.toString()
: BigNumber(amount.toString())
.dividedBy(BigNumber(10).pow(srcToken.decimals))
.toString();

// Get trade data for amounts
for (let amount of amounts) {
// Get trade route
tradeDataPerAmount = await toolkit.getTradeData(
srcToken.address.toLowerCase(),
destToken.address.toLowerCase(),
amount.toString(),
tradeByTargetAmount,
_amount,
isBuy,
);

if (!tradeDataPerAmount) continue;

tradeActions.push(tradeDataPerAmount.tradeActions);
tradeDataMap[amount.toString()] = tradeDataPerAmount;

const price = BigInt(
tradeByTargetAmount
? Number(tradeDataPerAmount.totalSourceAmount) *
10 ** srcToken.decimals
: Number(tradeDataPerAmount.totalTargetAmount) *
10 ** destToken.decimals,
price = BigInt(
isBuy
? BigNumber(tradeDataPerAmount.totalSourceAmount)
.multipliedBy(BigNumber(10).pow(srcToken.decimals))
.toFixed(0)
: BigNumber(tradeDataPerAmount.totalTargetAmount)
.multipliedBy(BigNumber(10).pow(destToken.decimals))
.toFixed(0),
);

prices.push(price);

gasCosts.push(
Expand All @@ -213,35 +246,30 @@ export class Carbon extends SimpleExchange implements IDex<CarbonData> {
);
}

// Get unit amount
const unitAmount = getBigIntPow(
tradeByTargetAmount ? destToken.decimals : srcToken.decimals,
);

let unitTradeData: typeof tradeDataPerAmount = await toolkit.getTradeData(
const unitTradeData: typeof tradeDataPerAmount = await toolkit.getTradeData(
srcToken.address.toLowerCase(),
destToken.address.toLowerCase(),
unitAmount.toString(),
tradeByTargetAmount,
1n.toString(),
isBuy,
);

let unit: bigint = BigInt(
tradeByTargetAmount
? Number(unitTradeData.totalSourceAmount) * 10 ** srcToken.decimals
: Number(unitTradeData.totalTargetAmount) * 10 ** destToken.decimals,
const unit = BigInt(
isBuy
? BigNumber(unitTradeData.totalSourceAmount)
.multipliedBy(BigNumber(10).pow(srcToken.decimals))
.toFixed(0)
: BigNumber(unitTradeData.totalTargetAmount)
.multipliedBy(BigNumber(10).pow(destToken.decimals))
.toFixed(0),
);

return [
{
unit: unit,
prices: prices,
data: {
tradeActions: tradeActions,
cache: cache,
decimals: {
[srcToken.address]: srcToken.decimals,
[destToken.address]: destToken.decimals,
},
tradeDataMap: tradeDataMap,
decimals: decimalMap,
},
exchange: this.dexKey,
gasCost: gasCosts,
Expand All @@ -267,7 +295,6 @@ export class Carbon extends SimpleExchange implements IDex<CarbonData> {
side: SwapSide,
): AdapterExchangeParam {
// TODO: complete me!
// const { exchange } = data;

// Encode here the payload for adapter
const payload = '';
Expand All @@ -291,74 +318,93 @@ export class Carbon extends SimpleExchange implements IDex<CarbonData> {
data: CarbonData,
side: SwapSide,
): Promise<SimpleExchangeParam> {
const tradeByTargetAmount: boolean = side === SwapSide.BUY;

this.logger.info(
`getSimpleParam: length of trade actions ${
Object.keys(data.tradeActions).length
}`,
);

const output = BigInt(tradeByTargetAmount ? srcAmount : destAmount);
const amount = BigInt(tradeByTargetAmount ? destAmount : srcAmount);

// Set deadline in ms
const deadline = 10; // mins
// Set to max possible deadline
const deadline = 30; // mins
const delta_deadline = new BigNumber(deadline).times(60).times(1000); // MS
const deadlineInMs = delta_deadline.plus(Date.now()).toString(); // MS

const api = new ContractsApi(this.dexHelper.provider);

// Recalculating trade path as srcAmount/destAmount influence which orders to go through
const toolkit = new Toolkit(
api,
data.cache,
address => data.decimals[address],
this.api,
new ChainCache(),
address => data.decimals[address.toLowerCase()] ?? undefined,
);

const tradeData = await toolkit.getTradeData(
srcToken.toLowerCase(),
destToken.toLowerCase(),
amount.toString(),
tradeByTargetAmount,
);
const max_slippage = 5; // Max possible setting
const slippageBn = new BigNumber(max_slippage).div(100);

let encodedData: PopulatedTransaction;

const tradeByTargetAmount: boolean = side === SwapSide.BUY;

const tradeData: {
tradeActions: TradeActionBNStr[];
actionsTokenRes: Action[];
totalSourceAmount: string;
totalTargetAmount: string;
effectiveRate: string;
actionsWei: MatchActionBNStr[];
} = data.tradeDataMap[tradeByTargetAmount ? destAmount : srcAmount];

let _srcAmount: string;
let _destAmount: string;

if (tradeByTargetAmount) {
const maxInput = BigNumber(1)
.plus(slippageBn)
.times(BigNumber(tradeData.totalSourceAmount));

encodedData = await toolkit.composeTradeByTargetTransaction(
srcToken.toLowerCase(),
destToken.toLowerCase(),
tradeData.tradeActions,
deadlineInMs,
output.toString(),
maxInput.toString(),
);

_srcAmount = maxInput
.multipliedBy(BigNumber(10).pow(data.decimals[srcToken.toLowerCase()]))
.minus(BigNumber(1))
.toFixed(0);
_destAmount = destAmount;
} else {
const minReturn = BigNumber(1)
.minus(slippageBn)
.times(BigNumber(tradeData.totalTargetAmount));

encodedData = await toolkit.composeTradeBySourceTransaction(
srcToken.toLowerCase(),
destToken.toLowerCase(),
tradeData.tradeActions,
deadlineInMs,
output.toString(),
minReturn.toString(),
);

_srcAmount = srcAmount;
_destAmount = minReturn
.multipliedBy(BigNumber(10).pow(data.decimals[destToken.toLowerCase()]))
.plus(BigNumber(1))
.toFixed(0);
}

return this.buildSimpleParamWithoutWETHConversion(
srcToken.toLowerCase(),
srcAmount,
destToken.toLowerCase(),
destAmount,
const simpleExchangeParam = this.buildSimpleParamWithoutWETHConversion(
srcToken,
_srcAmount,
destToken,
_destAmount,
encodedData.data || '',
this.config.carbonController,
);

return simpleExchangeParam;
}

// This is called once before getTopPoolsForToken is
// called for multiple tokens. This can be helpful to
// update common state required for calculating
// getTopPoolsForToken. It is optional for a DEX
// to implement this
async updatePoolState(): Promise<void> {
// TODO: complete me!
}
async updatePoolState(): Promise<void> {}

// Returns list of top pools based on liquidity. Max
// limit number pools should be returned.
Expand All @@ -370,7 +416,7 @@ export class Carbon extends SimpleExchange implements IDex<CarbonData> {

const _tokenAddress = tokenAddress.toLowerCase();

const query = `
const topPairsQuery = `
query ($token: Bytes!, $count: Int) {
orders0: orders(first: $count, orderBy: y, orderDirection: desc, where: {type: "order0", y_gt: 0, strategy_: {token0: $token}}) {
pair {
Expand Down Expand Up @@ -406,7 +452,7 @@ export class Carbon extends SimpleExchange implements IDex<CarbonData> {
`;

const data = await this.mainPool._querySubgraph(
query,
topPairsQuery,
{
token: _tokenAddress.toLowerCase(),
count: limit,
Expand All @@ -421,7 +467,7 @@ export class Carbon extends SimpleExchange implements IDex<CarbonData> {
return [];
}

let tokenDecimals: number =
const tokenDecimals: number =
data.orders0[0].strategy.token0.decimals ||
data.orders1[0].strategy.token1.decimals;

Expand All @@ -438,7 +484,7 @@ export class Carbon extends SimpleExchange implements IDex<CarbonData> {
address: order.strategy.id,
connectorTokens: [
{
address: order.strategy.token1.id,
address: order.strategy.token1.id.toLowerCase(),
decimals: order.strategy.token0.decimals,
},
],
Expand All @@ -450,7 +496,7 @@ export class Carbon extends SimpleExchange implements IDex<CarbonData> {
address: order.strategy.id,
connectorTokens: [
{
address: order.strategy.token0.id,
address: order.strategy.token0.id.toLowerCase(),
decimals: order.strategy.token1.decimals,
},
],
Expand Down
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