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orders submitting but breaking due to fee send

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This commit is contained in:
Tim
2024-03-23 19:17:26 -04:00
parent 68a820a9f6
commit 0d0200009e
7 changed files with 208 additions and 70 deletions
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41
src/blockchain/orderlib.js
View File

@@ -22,13 +22,17 @@ export const DISTANT_FUTURE = uint32max
// Exchange exchange;
// uint24 fee;
// }
export function newOrder(tokenIn, tokenOut, exchange, fee, amount, amountIsInput, tranches, minAmount=null,
outputToOwner = false, chainOrder = NO_CHAIN) {
export function newOrder(tokenIn, tokenOut, exchange, fee, amount, amountIsInput, tranches,
minFillAmount=null, outputDirectlyToOwner = false, chainOrder = NO_CHAIN) {
if (!tranches)
tranches = [newTranche({marketOrder: true})] // todo this is just a swap: issue warning?
if( minAmount === null )
minAmount = BigInt(amount) / 100n // default to min trade size of 1%
return [tokenIn, tokenOut, [exchange, fee], amount, minAmount, amountIsInput, outputToOwner, chainOrder, tranches]
if( minFillAmount === null )
minFillAmount = BigInt(amount) / 100n // default to min trade size of 1%
return {
tokenIn, tokenOut, route:{exchange, fee},
amount, minFillAmount, amountIsInput,
outputDirectlyToOwner, chainOrder, tranches
}
}
// struct Tranche {
@@ -55,23 +59,24 @@ export function newOrder(tokenIn, tokenOut, exchange, fee, amount, amountIsInput
// float maxSlope;
// }
export function newTranche({
fraction = MAX_FRACTION,
marketOrder = false,
startTimeIsRelative = false,
startTime = DISTANT_PAST,
endTimeIsRelative = false,
endTime = DISTANT_FUTURE,
minIsBarrier = false,
minIntercept = 0,
minSlope = 0,
maxIsBarrier = false,
maxIntercept = 0,
maxSlope = 0,
fraction = MAX_FRACTION,
marketOrder = false,
startTimeIsRelative = false,
startTime = DISTANT_PAST,
endTimeIsRelative = false,
endTime = DISTANT_FUTURE,
minIsBarrier = false,
minIntercept = 0,
slippage = 0, // may also set minIntercept instead
minSlope = 0,
maxIsBarrier = false,
maxIntercept = 0,
maxSlope = 0,
} = {}) {
if( minIntercept === 0 && minSlope === 0 && maxIntercept === 0 && maxSlope === 0 )
marketOrder = true
if( marketOrder )
minIntercept = encodeIEE754(minIntercept) // this is the slippage field for market orders
minIntercept = encodeIEE754(slippage) // this is the slippage field for market orders
else {
minIntercept = encodeIEE754(minIntercept)
minSlope = encodeIEE754(minSlope)

89
src/blockchain/wallet.js
View File

@@ -3,15 +3,34 @@ import {useStore} from "@/store/store";
import {socket} from "@/socket.js";
import {contractOrNull, vaultAddress} from "@/blockchain/contract.js";
import {vaultAbi} from "@/blockchain/abi.js";
import {SingletonCoroutine, sleep} from "@/misc.js";
import {SingletonCoroutine} from "@/misc.js";
import {defineStore} from "pinia";
import {ref} from "vue";
export const useWalletStore = defineStore('wallet', ()=>{
// Pending Order Format
// {
// chainId: 31337, // must never be null, even if no wallet plugin exists. chosen by app, not wallet.
// placementTime: Date.now(),
// vault: '0x...', // or null if account not logged in yet
// order: {tokenIn:..., tokenOut:..., ...} // blockchain binary order object
// }
const pendingOrders = ref([])
return {
pendingOrders,
}
})
export function onChainChanged(chainId) {
chainId = Number(chainId)
const store = useStore()
if( chainId !== store.chainId ) {
if( chainId !== store.chainId.value ) {
// todo check pending orders and confirm cancellation
console.log('chain changed', chainId)
store.chainId = chainId
store.chainId.value = chainId
store.account = null
const provider = new ethers.BrowserProvider(window.ethereum, chainId);
store.provider = provider
@@ -86,12 +105,10 @@ const errorHandlingProxy = {
}
export async function connectWallet() {
await new ethers.BrowserProvider(window.ethereum).getSigner();
export async function connectWallet(chainId) {
await new ethers.BrowserProvider(window.ethereum, chainId).getSigner();
}
let pendingOrders = []
function discoverVaults(owner) {
const s = useStore()
@@ -106,7 +123,7 @@ const doDiscoverVaults = new SingletonCoroutine(_discoverVaults, 50, false)
async function _discoverVaults(owner) {
const result = []
const s = useStore()
if( !owner || !s.chainId || !s.account) {
if( !owner || !s.chainId.value || !s.account) {
s.vaults = []
return
}
@@ -138,7 +155,7 @@ async function _discoverVaults(owner) {
}
if( s.account === owner ) { // double-check the account since it could have changed during our await
s.vaults = result
if( pendingOrders.length )
if( useWalletStore().pendingOrders.length )
if( result.length )
flushOrders(result[0])
else
@@ -148,15 +165,21 @@ async function _discoverVaults(owner) {
export function ensureVault() {
const s = useStore()
const owner = s.account;
console.log('ensureVault', s.chainId.value, owner)
if( !owner )
return
ensureVault2(s.chainId.value, owner, 0)
ensureVaultFunc.invoke()
}
const ensureVaultFunc = new SingletonCoroutine(ensureVault1,1)
async function ensureVault1() {
const s = useStore()
const owner = s.account;
if (owner===null)
await connectWallet(s.chainId.value)
ensureVault2(s.chainId.value, owner, 0)
}
export function ensureVault2(chainId, owner, num) {
console.log('ensureVault2', chainId, owner, num)
if( !chainId ) {
@@ -179,20 +202,19 @@ async function doEnsureVault(chainId, owner, num) {
// await sleep(5000) // prevent this process from running more than once every 5 seconds
}
const ensureVaultRoutine = new SingletonCoroutine(doEnsureVault, 100, false)
const ensureVaultRoutine = new SingletonCoroutine(doEnsureVault, 100)
export async function pendOrder(order) {
console.log('order', JSON.stringify(order))
const s = useStore()
if (!s.vaults.length) {
pendingOrders.push(order)
ensureVault()
}
else {
const vault = s.vaults[0];
pendOrderAsTransaction(vault, order)
}
useWalletStore().pendingOrders.push({
chainId: s.chainId.value,
placementTime: new Date(),
vault: s.vaults.length ? s.vaults[0] : null,
order
})
ensureVault()
}
@@ -220,21 +242,26 @@ export async function cancelAll(vault) {
}
export function flushOrders(vault) {
for( const order of pendingOrders )
pendOrderAsTransaction(vault, order)
pendingOrders = []
const ws = useWalletStore();
for( const order of ws.pendingOrders ) {
if (order.vault === null)
order.vault = vault
pendOrderAsTransaction(order)
}
ws.pendingOrders = []
flushTransactions()
}
function pendOrderAsTransaction(vault, order) {
function pendOrderAsTransaction(order) {
pendTransaction(async (signer)=> {
const contract = contractOrNull(vault, vaultAbi, signer)
const contract = contractOrNull(order.vault, vaultAbi, signer)
if( contract === null ) {
console.error('vault contract was null while sending order transaction', vault)
console.error('vault contract was null while sending order transaction', order.vault)
return null
}
return await contract.placeOrder(order)
console.log('placing order', order)
return await contract.placeOrder(order.order) // todo update status
})
}

20
src/components/chart/ChartOrder.vue
View File

@@ -18,7 +18,7 @@
:color="color" variant="text" @click="order.amountIsTokenA=!order.amountIsTokenA"/>
</template>
</v-text-field>
<template v-for="b in builders(order)">
<template v-for="b in order.builders">
<builder-factory :order="order" :builder="b"/>
</template>
<div class="my-3">
@@ -35,17 +35,12 @@
</row-bar>
</template>
<script>
import {newBuilder} from "@/orderbuild.js";
const defaultMarketBuilder = newBuilder('MarketBuilder')
</script>
<script setup>
import BuilderFactory from "@/components/chart/BuilderFactory.vue";
import {newBuilder, useChartOrderStore} from "@/orderbuild.js";
import {useOrderStore} from "@/store/store.js";
import {computed} from "vue";
import {computed, watch} from "vue";
import {lightenColor, lightenColor2} from "@/misc.js";
import {useTheme} from "vuetify";
import RowBar from "@/components/chart/RowBar.vue";
@@ -56,16 +51,21 @@ const props = defineProps(['order'])
const co = useChartOrderStore()
const os = useOrderStore()
const marketBuilder = newBuilder('MarketBuilder')
console.log('order', props.order)
function build(order, component, options={}) {
order.builders.push(newBuilder(component, options))
}
function builders(order) {
let result = order.builders
return result.length > 0 ? result : [defaultMarketBuilder]
function marketBuilderWatcher() {
if (props.order.builders.length === 0)
props.order.builders.push(marketBuilder)
else if (props.order.builders.length>=2 && props.order.builders[0] === marketBuilder)
props.order.builders = props.order.builders.filter((b)=>b!==marketBuilder)
}
watch(props.order, marketBuilderWatcher)
const theme = useTheme().current
const color = computed(()=>new Color(props.order.buy?theme.value.colors.success:theme.value.colors.error).darken(0.2).string())
const lightColor = computed(() => lightenColor(color.value))

50
src/components/chart/ChartOrderPane.vue
View File

@@ -2,7 +2,7 @@
<div class="d-flex flex-column h-100">
<toolbar>
<v-btn variant="flat" prepend-icon="mdi-plus" @click="co.newOrder" v-if="co.orders.length===0">New Order</v-btn>
<v-btn variant="text" prepend-icon="mdi-send" :color="orderColor" v-if="co.orders.length>0">Place Order</v-btn>
<v-btn variant="text" prepend-icon="mdi-send" @click="placeOrder" :color="orderColor" v-if="co.orders.length>0">Place Order</v-btn>
<v-btn variant="flat" prepend-icon="mdi-cancel" v-if="co.orders.length>0" @click="cancelOrder">Cancel</v-btn>
</toolbar>
<v-dialog v-model="showCancel" max-width="300">
@@ -24,7 +24,7 @@
</template>
<script setup>
import {useChartOrderStore} from "@/orderbuild.js";
import {builderFuncs, useChartOrderStore} from "@/orderbuild.js";
import {addSymbolChangedCallback, removeSymbolChangedCallback} from "@/charts/chart.js";
import {computed, onBeforeUnmount, ref} from "vue";
import {useOrderStore, useStore} from "@/store/store.js";
@@ -33,6 +33,8 @@ import {routeFinder} from "@/blockchain/route.js";
import ChartOrder from "@/components/chart/ChartOrder.vue";
import {useTheme} from "vuetify";
import Toolbar from "@/components/chart/Toolbar.vue";
import {Exchange, newOrder} from "@/blockchain/orderlib.js";
import {pendOrder} from "@/blockchain/wallet.js";
const s = useStore()
const co = useChartOrderStore()
@@ -59,8 +61,48 @@ function cancelOrder() {
showCancel.value = true
}
function placeOrder() {
async function placeOrder() {
const co = useChartOrderStore();
const chartOrders = co.orders;
const built = []
for (const chartOrder of chartOrders) {
console.log('chartOrder', chartOrder)
let tranches = []
for (const builder of chartOrder.builders) {
console.log('builder', builder)
const ts = builderFuncs[builder.id]()
console.log('tranches', ts)
tranches = [...tranches, ...ts]
}
// struct SwapOrder {
// address tokenIn;
// address tokenOut;
// Route route;
// uint256 amount;
// uint256 minFillAmount; // if a tranche has less than this amount available to fill, it is considered completed
// bool amountIsInput;
// bool outputDirectlyToOwner;
// uint64 chainOrder; // use NO_CHAIN for no chaining. chainOrder index must be < than this order's index for safety (written first) and chainOrder state must be Template
// Tranche[] tranches;
// }
const symbol = co.selectedSymbol
const fee = co.selectedPool[1]
const tokenIn = chartOrder.buy ^ symbol.inverted ? symbol.quote : symbol.base
const tokenOut = chartOrder.buy ^ symbol.inverted ? symbol.base : symbol.quote
const amountDec = chartOrder.amountIsTokenA ? tokenIn.d : tokenOut.d
const amount = Math.trunc(chartOrder.amount * 10 ** amountDec)
const amountIsInput = !!(chartOrder.amountIsTokenA ^ chartOrder.buy)
const order = newOrder(tokenIn.a, tokenOut.a, Exchange.UniswapV3, fee, amount, amountIsInput, tranches)
built.push(order)
}
co.built = built
console.log('place orders', built)
if (built.length !== 1) {
console.error('Multiple orders not supported')
}
else {
await pendOrder(built[0])
}
}
</script>

34
src/components/chart/LimitBuilder.vue
View File

@@ -60,9 +60,9 @@
</template>
<script setup>
import {computed, onBeforeUnmount, onMounted, watch} from "vue";
import {computed, onBeforeUnmount, onMounted, onUnmounted, watch} from "vue";
import {chart} from "@/charts/chart.js";
import {useChartOrderStore} from "@/orderbuild.js";
import {applyLine2, builderFuncs, useChartOrderStore} from "@/orderbuild.js";
import Color from "color";
import {HLine} from "@/charts/shape.js";
import {builderDefaults, lightenColor2, lineColor} from "@/misc.js";
@@ -70,6 +70,7 @@ import {useTheme} from "vuetify";
import {useOrderStore} from "@/store/store.js";
import RowBar from "@/components/chart/RowBar.vue";
import ColorBand from "@/components/chart/ColorBand.vue";
import {MAX_FRACTION, newTranche} from "@/blockchain/orderlib.js";
const os = useOrderStore()
const co = useChartOrderStore()
@@ -96,6 +97,33 @@ builderDefaults(props, emit, {
color: defaultColor,
})
function buildTranches() {
const builder = props.builder
const order = props.order
const tranches = []
if (!builder || !order) return
console.log('buildTranches', builder, order, tranches)
const ps = prices.value
const ws = weights.value
for(let i=0; i<ps.length; i++) {
const p = ps[i]
const w = ws[i]
const t = newTranche({
fraction: w * MAX_FRACTION,
})
const symbol = co.selectedSymbol
console.log('symbol', symbol)
applyLine2(t, !order.buy, p, 0, symbol.decimals, symbol.inverted)
tranches.push(t)
}
return tranches
}
onMounted(() => builderFuncs[props.builder.id] = buildTranches)
onUnmounted(() => delete builderFuncs[props.builder.id])
const skew100 = computed( {
get() {return props.builder.skew*100},
set(v) {props.builder.skew = v/100; adjustShapes()}
@@ -296,7 +324,7 @@ function allocationText(weight) {
function adjustShapes() {
// this is where all the lines are created or adjusted
console.log('adjustShapes()')
// console.log('adjustShapes()')
const limits = prices.value
const colorStrings = colors.value

12
src/components/chart/MarketBuilder.vue
View File

@@ -16,11 +16,12 @@
</template>
<script setup>
import {useChartOrderStore} from "@/orderbuild.js";
import {builderFuncs, useChartOrderStore} from "@/orderbuild.js";
import {builderDefaults} from "@/misc.js";
import {useOrderStore} from "@/store/store.js";
import {computed} from "vue";
import {computed, onMounted, onUnmounted} from "vue";
import RowBar from "@/components/chart/RowBar.vue";
import {newTranche} from "@/blockchain/orderlib.js";
const co = useChartOrderStore()
const props = defineProps(['order', 'builder'])
@@ -34,6 +35,13 @@ const slippage = computed({
})
console.log('builder.slippage', props.builder.slippage)
function buildTranches() {
return [newTranche({slippage: slippage.value})]
}
onMounted(() => builderFuncs[props.builder.id] = buildTranches)
onUnmounted(() => delete builderFuncs[props.builder.id])
</script>
<style scoped lang="scss">

32
src/orderbuild.js
View File

@@ -25,10 +25,15 @@ const Order = {
}
// the key is order.builder.id and the value is a function() that returns an array of tranches
export const builderFuncs = {}
export const useChartOrderStore = defineStore('chart_orders', () => {
const chartReady = ref(false)
const orders = ref([])
const orders = ref([]) // order models in UI format
const built = ref([]) // orders in blockchain format, ready to send
const selectedOrder = ref(null)
const selectedSymbol = ref(null)
const selectedPool = ref(null)
@@ -38,8 +43,9 @@ export const useChartOrderStore = defineStore('chart_orders', () => {
function newOrder() {
console.log('cos new order')
const order = {id:uuid(), amount:1, amountIsTokenA: true, buy: true, builders:[], }
const order = {id:uuid(), amount:1, amountIsTokenA: true, buy: true, builders:[newBuilder('MarketBuilder', {slippage:0.1})], }
orders.value.push(order)
built.value.push({})
selectedOrder.value = order
}
@@ -129,6 +135,28 @@ export function applyLine(tranche, intercept, slope, isMinimum = null) {
tranche.marketOrder = false;
}
export function applyLine2(tranche, isMinimum, intercept, slope, poolDecimals, inverted) {
// console.log('intercept, slope', intercept, slope)
// intercept and slope are still in "human" units of decimal-adjusted prices
const scale = 10 ** -poolDecimals
let m = inverted ? -scale / slope : slope / scale
let b = inverted ? scale / intercept : intercept / scale
const cur = b + timestamp() * m
console.log('inverted b, m, cur', inverted, b, m, cur)
m = encodeIEE754(m)
b = encodeIEE754(b)
if (isMinimum) {
tranche.minIntercept = b;
tranche.minSlope = m;
} else {
tranche.maxIntercept = b;
tranche.maxSlope = m;
}
tranche.marketOrder = false;
}
export function timesliceTranches() {
const ts = []
const os = useOrderStore()