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chart-based route finding

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This commit is contained in:
Tim
2024-02-27 22:20:23 -04:00
parent fc126955b6
commit 9a5d7a1ce5
12 changed files with 126 additions and 46 deletions
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41
src/blockchain/route.js
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@@ -1,9 +1,12 @@
import {Exchange} from "@/blockchain/orderlib.js";
import {useOrderStore, useStore} from "@/store/store.js";
import {queryHelperContract} from "@/blockchain/contract.js";
import {SingletonCoroutine} from "@/misc.js";
export async function findRoute(helper, chainId, tokenA, tokenB) {
console.log('getting raw routes', helper, tokenA.address, tokenB.address)
const rawRoutes = await helper.getRoutes(tokenA.address, tokenB.address)
console.log('getting raw routes', helper, tokenA.a, tokenB.a)
const rawRoutes = await helper.getRoutes(tokenA.a, tokenB.a)
// todo expose all available pools
console.log('raw routes', rawRoutes)
let result = null // we actually only find a single pool for now
@@ -15,11 +18,41 @@ export async function findRoute(helper, chainId, tokenA, tokenB) {
case 0: // UniswapV2
throw Error('Uniswap V2 not yet supported')
case 1: // UniswapV3
const [token0, token1] = tokenA.address < tokenB.address ? [tokenA, tokenB] : [tokenB, tokenA]
result = {chainId, exchange: Exchange.UniswapV3, pool, fee, token0, token1}
const inverted = tokenA.a < tokenB.a;
const [token0, token1] = inverted ? [tokenA, tokenB] : [tokenB, tokenA]
result = {chainId, exchange: Exchange.UniswapV3, pool, fee, token0, token1, inverted}
break
}
}
}
return result ? [result] : []
}
async function componentFindRoute() {
const s = useStore()
const os = useOrderStore()
const tokenA = os.tokenA
const tokenB = os.tokenB
os.routes = []
if (!tokenA || !tokenB)
return
console.log('finding route', s.chainId.value, tokenA, tokenB)
os.routesPending = true
try {
console.log('getting query helper')
const helper = await queryHelperContract(s.helper, s.provider)
if (!helper) {
console.log('no helper')
} else {
const result = await findRoute(helper, s.chainId.value, tokenA, tokenB)
console.log('found route', result)
os.routes = result
}
} catch (e) {
console.log('ignoring routes exception', e)
} finally {
os.routesPending = false
}
}
export const routeFinder = new SingletonCoroutine(componentFindRoute, 10)

5
src/blockchain/wallet.js
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@@ -131,7 +131,10 @@ async function _discoverVaults(owner) {
console.error(`bad vault version ${version}`)
}
catch (e) {
console.log(`no vault ${num} at ${addr}`, e)
if( e.value==='0x' && e.code==='BAD_DATA' )
console.log(`no vault ${num} at ${addr}`)
else
console.error(`routeFinder failed`, e)
}
if( s.account == owner ) { // double-check the account since it could have changed during our await
s.vaults = result

23
src/charts/chart.js
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@@ -1,10 +1,28 @@
import {useChartOrderStore} from "@/orderbuild.js";
import {invokeCallbacks, prototype} from "@/common.js";
import datafeed from "@/charts/datafeed.js";
import datafeed, {lookupSymbol} from "@/charts/datafeed.js";
export let widget = null
export let chart = null
export let crosshairPoint = null
let symbolChangedCbs = [] // callbacks for TV's chart.onSymbolChanged()
let lastSymbolChangedArgs = null
export function addSymbolChangedCallback(cb) {
symbolChangedCbs.push(cb)
}
export function removeSymbolChangedCallback(cb) {
symbolChangedCbs = symbolChangedCbs.filter((i)=>i!==cb)
}
function changeSymbol(symbol) {
console.log('tv changeSymbol', symbol)
const info = lookupSymbol(symbol.full_name)
lastSymbolChangedArgs = info
symbolChangedCbs.forEach((cb)=>cb(info))
}
const subscribeEvents = [
'toggle_sidebar', 'indicators_dialog', 'toggle_header', 'edit_object_dialog', 'chart_load_requested',
@@ -51,7 +69,10 @@ function initChart() {
console.log('init chart')
chart = widget.activeChart()
chart.crossHairMoved().subscribe(null, (point)=>setTimeout(()=>handleCrosshairMovement(point),0) )
chart.onSymbolChanged().subscribe(null, changeSymbol);
changeSymbol(chart.symbolExt())
useChartOrderStore().chartReady = true
console.log('chart ready')
}

7
src/charts/datafeed.js
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@@ -57,7 +57,7 @@ function addSymbol(p, base, quote, inverted) {
const longExchange = ['Uniswap v2', 'Uniswap v3',][p.e]
const description = `${base.n} / ${quote.n}`
const type = 'swap'
_symbols[full_name] = {symbol, full_name, description, exchange, type, inverted,}
_symbols[full_name] = {symbol, full_name, description, exchange, type, inverted, base, quote}
indexes[full_name] = {
// key
id: full_name,
@@ -84,7 +84,6 @@ function addSymbol(p, base, quote, inverted) {
// }
async function getAllSymbols() {
if (_symbols===null) {
_symbols = {}
for (const t of metadata.t)
@@ -112,6 +111,10 @@ async function getAllSymbols() {
return _symbols
}
export function lookupSymbol(fullName) {
return _symbols[fullName]
}
export default {
onReady: (callback) => {
console.log('[onReady]: Method call');

10
src/components/ChartPairSelector.vue Normal file
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@@ -0,0 +1,10 @@
<template>
</template>
<script setup>
</script>
<style scoped lang="scss">
</style>

11
src/components/NeedsChart.vue Normal file
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@@ -0,0 +1,11 @@
<template>
<slot v-if="co.chartReady"/>
</template>
<script setup>
import {useChartOrderStore} from "@/orderbuild.js";
const co = useChartOrderStore()
</script>
<style scoped lang="scss">
</style>

36
src/components/PairChoice.vue
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@@ -33,7 +33,7 @@
import TokenChoice from "@/components/TokenChoice.vue"
import {useOrderStore, useStore} from "@/store/store";
import RoutePrice from "@/components/RoutePrice.vue";
import {findRoute} from "@/blockchain/route.js";
import {findRoute, routeFinder} from "@/blockchain/route.js";
import {SingletonCoroutine, routeInverted} from "@/misc.js";
import {computed, ref} from "vue";
import {queryHelperContract} from "@/blockchain/contract.js";
@@ -46,7 +46,7 @@ const tokenA = computed({
return os.tokenA
},
set(value) {
if( !os.tokenA || os.tokenA.address !== value.address ) {
if( !os.tokenA || os.tokenA.a !== value.a ) {
os.tokenA = value
routeFinder.invoke()
}
@@ -57,7 +57,7 @@ const tokenB = computed({
return os.tokenB
},
set(value) {
if( !os.tokenB || os.tokenB.address !== value.address ) {
if( !os.tokenB || os.tokenB.a !== value.address ) {
os.tokenB = value
routeFinder.invoke()
}
@@ -75,36 +75,6 @@ const routes = computed({
}
})
async function componentFindRoute() {
const tokenA = os.tokenA
const tokenB = os.tokenB
os.routes = []
if (!tokenA || !tokenB)
return
console.log('finding route', s.chainId.value, tokenA, tokenB)
os.routesPending = true
try {
console.log('getting query helper')
const helper = await queryHelperContract(s.helper, s.provider)
if (!helper) {
console.log('no helper')
}
else {
const result = await findRoute(helper, s.chainId.value, tokenA, tokenB)
console.log('found route', result)
os.routes = result
}
}
catch (e) {
console.log('ignoring routes exception', e)
}
finally {
os.routesPending = false
}
}
const routeFinder = new SingletonCoroutine(componentFindRoute,10)
routeFinder.invoke()

17
src/components/chart/ChartOrder.vue
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@@ -14,8 +14,25 @@
import {useChartOrderStore} from "@/orderbuild.js";
import Toolbar from "@/components/chart/Toolbar.vue";
import BuilderFactory from "@/components/chart/BuilderFactory.vue";
import {addSymbolChangedCallback, removeSymbolChangedCallback} from "@/charts/chart.js";
import {onBeforeUnmount} from "vue";
import {useOrderStore} from "@/store/store.js";
import {routeFinder} from "@/blockchain/route.js";
const co = useChartOrderStore()
const os = useOrderStore()
function changeSymbol(symbol) {
console.log('changeSymbol', symbol)
os.tokenA = symbol.base
os.tokenB = symbol.quote
routeFinder.invoke()
}
const oldSymbolChanged = addSymbolChangedCallback(changeSymbol)
onBeforeUnmount(() => removeSymbolChangedCallback(changeSymbol) )
</script>

4
src/misc.js
View File

@@ -91,8 +91,8 @@ export function timestamp(date=null) {
export function pairKey(tokenA, tokenB) {
const token0 = tokenA.address < tokenB.address ? tokenA.address : tokenB.address
const token1 = tokenA.address > tokenB.address ? tokenA.address : tokenB.address
const token0 = tokenA.a < tokenB.a ? tokenA.a : tokenB.a
const token1 = tokenA.a > tokenB.a ? tokenA.a : tokenB.a
return [token0, token1];
}

2
src/orderbuild.js
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@@ -93,7 +93,7 @@ export function applyLine(tranche, intercept, slope, isMinimum = null) {
const os = useOrderStore()
const route = os.route
const inverted = routeInverted(route)
const scale = 10 ** (os.tokenA.decimals - os.tokenB.decimals)
const scale = 10 ** (os.tokenA.d - os.tokenB.d)
let m = inverted ? -scale / slope : slope / scale
let b = inverted ? scale / intercept : intercept / scale
const cur = b + timestamp() * m

0
src/routeFinder.js Normal file
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16
src/version.js
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@@ -1,5 +1,17 @@
const versionPromise = fetch('/version.json').then(async (response)=>await response.json())
const metadataPromise = fetch('/metadata.json').then(async (response)=>await response.json())
function _json(name) {
return async function(response) {
try {
return await response.json()
}
catch (e) {
console.error(`could not read ${name}`)
return null
}
}
}
const versionPromise = fetch('/version.json').then(_json('version.json'))
const metadataPromise = fetch('/metadata.json').then(_json('metadata.json'))
export const version = await versionPromise
console.log('version', version)