Merge remote-tracking branch 'origin/master'

src/dexorder/base/chain.py

@@ -43,6 +43,6 @@ Goerli = Blockchain(5, 'Goerli')
 Polygon = Blockchain(137, 'Polygon') # POS not zkEVM
 Mumbai = Blockchain(80001, 'Mumbai')
 BSC = Blockchain(56, 'BSC')
-Arbitrum = Blockchain(42161, 'Arbitrum', 10)
+Arbitrum = Blockchain(42161, 'Arbitrum', 10, batch_size=1000) # todo configure batch size... does it depend on log count? :(
 
 current_chain = ContextVar[Blockchain]('current_chain')

src/dexorder/event_handler.py

@@ -8,7 +8,7 @@ from dexorder.blockchain.util import vault_address, get_contract_event, get_fact
 from dexorder.contract import VaultContract
 from dexorder.data import pool_prices, vault_addresses, vault_tokens, underfunded_vaults
 from dexorder.database.model.block import current_block
-from dexorder.orderlib.orders import SwapOrderStatus
+from dexorder.orderlib.orderlib import SwapOrderStatus
 
 log = logging.getLogger(__name__)
 

src/dexorder/order/__init__.py

@@ -0,0 +1,4 @@
+
+def order_key(vault:str, ):
+    return f'{vault}'
+

src/dexorder/order/orderlib.py

@@ -62,6 +62,8 @@ class SwapOrderStatus:
      ocoGroup: Optional[int]
      filledIn: int
      filledOut: int
+     trancheFilledIn: list[int]
+     trancheFilledOut: list[int]
 
      @staticmethod
      def load(obj):
@@ -71,10 +73,12 @@ class SwapOrderStatus:
          ocoGroup = None if obj[3] == NO_OCO else obj[3]
          filledIn = obj[4]
          filledOut = obj[5]
-         return SwapOrderStatus(order, state, start, ocoGroup, filledIn, filledOut)
+         trancheFilledIn = obj[6]
+         trancheFilledOut = obj[7]
+         return SwapOrderStatus(order, state, start, ocoGroup, filledIn, filledOut, trancheFilledIn, trancheFilledOut)
 
      def dump(self):
-         return self.order.dump(), self.state.value, self.start, self.ocoGroup, self.filledIn, self.filledOut
+         return self.order.dump(), self.state.value, self.start, self.ocoGroup, self.filledIn, self.filledOut, self.trancheFilledIn, self.trancheFilledOut
 
 
 NO_OCO = 18446744073709551615 # max uint64
@@ -88,6 +92,8 @@ class ConstraintMode (Enum):
 
 @dataclass
 class Constraint (ABC):
+    mode: ConstraintMode
+
     @staticmethod
     def load(obj):
         mode = ConstraintMode(obj[0])
@@ -99,9 +105,8 @@ class Constraint (ABC):
     @abstractmethod
     def dump(self): ...
 
-    @staticmethod
-    def _dump(mode, types, values):
-        return mode, abi_encoder.encode(types, values)
+    def _dump(self, types, values):
+        return self.mode, abi_encoder.encode(types, values)
 
 @dataclass
 class PriceConstraint (Constraint):
@@ -109,8 +114,14 @@ class PriceConstraint (Constraint):
     isRatio: bool
     valueSqrtX96: int
 
+    TYPES = 'bool','bool','uint160'
+
+    def load(self, obj):
+        isAbove, isRatio, valueSqrtX96 = abi_decoder.decode(PriceConstraint.TYPES, obj)
+        return PriceConstraint(ConstraintMode.Limit, isAbove, isRatio, valueSqrtX96)
+
     def dump(self):
-        return Constraint._dump(ConstraintMode.Limit, ('bool','bool','uint160'), (self.isAbove, self.isRatio, self.valueSqrtX96))
+        return self._dump(PriceConstraint.TYPES, (self.isAbove, self.isRatio, self.valueSqrtX96))
 
 
 @dataclass
@@ -147,7 +158,7 @@ class TimeConstraint (Constraint):
     @staticmethod
     def load(obj: bytes):
         earliest_mode, earliest_time, latest_mode, latest_time = abi_decoder.decode(TimeConstraint.TYPES, obj)
-        return TimeConstraint(Time(TimeMode(earliest_mode),earliest_time), Time(TimeMode(latest_mode),latest_time))
+        return TimeConstraint(ConstraintMode.Time, Time(TimeMode(earliest_mode),earliest_time), Time(TimeMode(latest_mode),latest_time))
 
     def dump(self):
         return Constraint._dump(ConstraintMode.Time, TimeConstraint.TYPES,

src/dexorder/order/orderstate.py

@@ -0,0 +1,30 @@
+import logging
+
+from dexorder.blockstate import BlockSet, BlockDict
+from dexorder.order.orderlib import SwapOrderStatus
+from dexorder.util import keystr
+
+log = logging.getLogger(__name__)
+
+def order_key( vault:str, order_index:int ):
+    return keystr(vault, str(order_index))
+
+def tranche_key( vault:str, order_index:int, tranche_index:int ):
+    return keystr(vault,str(order_index),str(tranche_index))
+
+active_orders = BlockSet('ao')  # unfilled, not-canceled orders whose triggers have been loaded/set
+order_remaining = BlockDict('or') # by order key
+tranche_remaining = BlockDict('tr') # by tranche key
+
+# todo forcibly dispose of entire series
+
+class OrderState:
+    def __init__(self, vault:str, order_index:int, status: SwapOrderStatus):
+        self.vault = vault
+        self.order_index = order_index
+        self.key = f'{vault}|{order_index}'
+        self.tranche_keys = [f'{self.key}|{i}' for i in range(len(status.trancheFilledIn))]
+
+###### TODO TODO TODO vault state needs to be a dict pointing to owner addr
+
+

src/dexorder/order/triggers.py

@@ -0,0 +1,55 @@
+import logging
+from typing import Callable
+
+from dexorder.blockstate import BlockSet
+from .orderlib import SwapOrderStatus, TimeConstraint, PriceConstraint, ConstraintMode
+from dexorder.util import defaultdictk
+
+log = logging.getLogger(__name__)
+
+# todo time and price triggers should be BlockSortedSets that support range queries
+TimeTrigger = Callable[[int, int], None]  # func(start_timestamp, end_timestamp)
+time_triggers:BlockSet[TimeTrigger] = BlockSet('tt')
+
+PriceTrigger = Callable[[int, int], None]  # pool previous price, pool new price
+price_triggers:dict[str, BlockSet[PriceTrigger]] = defaultdictk(BlockSet) # different BlockSet per pool address
+
+
+def intersect_ranges( a_low, a_high, b_low, b_high):
+    low, high = max(a_low,b_low), min(a_high,b_high)
+    if high <= low:
+        low, high = None, None
+    return low, high
+
+class TrancheTrigger:
+    def __init__(self, vault: str, order_index:int, tranche_index: int):
+        self.series = f'{vault}|{order_index}|{tranche_index}|'
+        self.vault = vault
+        self.order_index = order_index
+        self.tranche_index = tranche_index
+
+    # todo refactor so we have things like tranche amount filled as blockstate, order amount remaining
+
+    def enable(self, status: SwapOrderStatus):
+        tranche = status.order.tranches[self.tranche_index]
+        tranche_amount = status.order.amount * tranche.fraction // 10**18
+        tranche_filled = status.trancheFilledIn[self.tranche_index] if status.order.amountIsInput else status.trancheFilledOut[self.tranche_index]
+        order_filled = status.filledIn if status.order.amountIsInput else status.filledOut
+        remaining = min(tranche_amount - tranche_filled, status.order.amount - order_filled)
+        if remaining <= 0: # todo dust?
+            return
+
+        time_constraint = None
+        price_constraints = []
+        if status.filledOut:
+            ...
+        for c in tranche.constraints:
+            if c.mode == ConstraintMode.Time:
+                c: TimeConstraint
+                time_constraint = (c.earliest, c.latest) if time_constraint is None else intersect_ranges(*time_constraint, c.earliest, c.latest)
+            elif c.mode == ConstraintMode.Limit:
+                c: PriceConstraint
+                raise NotImplementedError
+            else:
+                raise NotImplementedError
+

src/dexorder/util/__init__.py

@@ -1,4 +1,5 @@
 import re
+from typing import Callable, TypeVar, Generic
 
 from eth_utils import keccak
 from hexbytes import HexBytes
@@ -23,6 +24,7 @@ def hexstr(value: bytes):
     elif type(value) is bytes:
         return '0x' + value.hex()
     elif type(value) is str:
+        # noinspection PyTypeChecker
         return value if value.startswith('0x') else '0x' + value
     else:
         raise ValueError
@@ -32,14 +34,14 @@ def hexbytes(value: str):
     """ converts an optionally 0x-prefixed hex string into bytes """
     return bytes.fromhex(value[2:] if value.startswith('0x') else value)
 
-def keystr(value):
-    if type(value) is str:
-        return value
-    if type(value) is HexBytes:
-        return value.hex()
-    if type(value) is bytes:
-        return '0x' + value.hex()
-    return str(value)
+def keystr(*keys):
+    return '|'.join(
+        value if type(value) is str else
+        value.hex() if type(value) is HexBytes else
+        '0x' + value.hex() if type(value) is bytes else
+        str(value)
+        for value in keys
+    )
 
 def strkey(s):
     if s.startswith('0x'):
@@ -51,3 +53,18 @@ def topic(event_abi):
     result = '0x' + keccak(text=event_name).hex()
     print(event_name, result)
     return result
+
+
+K = TypeVar('K')
+V = TypeVar('V')
+class defaultdictk (Generic[K,V], dict[K,V]):
+    def __init__(self, default_factory: Callable[[K],V]):
+        super().__init__()
+        self.default_factory = default_factory
+
+    def __getitem__(self, item: K) -> V:
+        try:
+            return super().__getitem__(item)
+        except KeyError:
+            default = self[item] = self.default_factory(item)
+            return default