price subscriptions
This commit is contained in:
@@ -6,7 +6,7 @@ export const queryHelperAbi = [
|
||||
'function getRoutes(address tokenA,address tokenB) view returns((uint8,uint24,address)[])',
|
||||
]
|
||||
|
||||
export const poolAbi = [
|
||||
export const uniswapV3PoolAbi = [
|
||||
// {
|
||||
// // the current price
|
||||
// uint160 sqrtPriceX96;
|
||||
|
||||
@@ -4,6 +4,8 @@ import {useStore} from "@/store/store.js";
|
||||
|
||||
|
||||
export function vaultAddress( owner, num=0) {
|
||||
if( !owner )
|
||||
return null
|
||||
const s = useStore()
|
||||
const salt = ethers.solidityPackedKeccak256(['address','uint8'],[owner,num])
|
||||
return ethers.getCreate2Address(s.factory, salt, s.vaultInitCodeHash)
|
||||
@@ -31,7 +33,7 @@ export async function queryHelperContract() {
|
||||
|
||||
export async function poolContract(addr) {
|
||||
const s = useStore()
|
||||
return contractOrNull(addr, poolAbi, s.provider)
|
||||
return contractOrNull(addr, uniswapV3PoolAbi, s.provider)
|
||||
}
|
||||
|
||||
export async function vaultContract(num, signer) {
|
||||
|
||||
84
src/blockchain/prices.js
Normal file
84
src/blockchain/prices.js
Normal file
@@ -0,0 +1,84 @@
|
||||
import {socket} from "@/socket.js";
|
||||
import {useStore} from "@/store/store.js";
|
||||
import {Exchange} from "@/blockchain/orderlib.js";
|
||||
import {uniswapV3PoolAddress} from "@/blockchain/uniswap.js";
|
||||
import {ethers, FixedNumber} from "ethers";
|
||||
import {erc20Abi, uniswapV3PoolAbi} from "@/blockchain/abi.js";
|
||||
|
||||
const subs = {} // key is route and value is a subscription counter
|
||||
|
||||
|
||||
export function subPrices( routes ) {
|
||||
const subRoutes = []
|
||||
let chainId = null
|
||||
for( const route of routes ) {
|
||||
if( !(route in subRoutes) || subRoutes[route] === 0 ) {
|
||||
subRoutes[route] = 1
|
||||
console.log('subscribing to pool', route.pool)
|
||||
subRoutes.push(route)
|
||||
}
|
||||
else {
|
||||
subRoutes[route]++
|
||||
if( chainId !== null && route.chainId !== chainId )
|
||||
throw Error('cannot mix chainIds in a subscription list')
|
||||
chainId = route.chainId
|
||||
}
|
||||
}
|
||||
if( subRoutes.length ) {
|
||||
socket.emit('subPools', chainId, routes.map((r)=>r.address) )
|
||||
// perform a local query if necessary
|
||||
for( const route of subRoutes ) {
|
||||
const s = useStore()
|
||||
if( !(route.address in s.poolPrices) ) {
|
||||
getPriceForRoute(route).then((price)=>s.poolPrices[route.address]=price)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
export function unsubPrices( routes ) {
|
||||
let chainId = null
|
||||
const unsubAddrs = []
|
||||
for( const route of routes ) {
|
||||
if( !(route in subs) ) {
|
||||
console.error('unsubscribed to a nonexistent route', route)
|
||||
}
|
||||
else {
|
||||
subs[route]--
|
||||
if( subs[route] === 0 ) {
|
||||
unsubAddrs.push(route.pool)
|
||||
if( chainId !== null && route.chainId !== chainId )
|
||||
throw Error('cannot mix chainIds in a subscription list')
|
||||
console.log('unsubscribing from pool', route.pool)
|
||||
chainId = route.chainId
|
||||
}
|
||||
else if( subs[route] < 0 ) {
|
||||
console.error('unsubscribed to an already unsubbed route', route)
|
||||
subs[route] = 0 // fix
|
||||
}
|
||||
}
|
||||
}
|
||||
if( unsubAddrs.length )
|
||||
socket.emit('unsubPool', chainId, unsubAddrs )
|
||||
}
|
||||
|
||||
|
||||
async function getPriceForRoute(route) {
|
||||
console.log('route is',route)
|
||||
if( route.exchange === Exchange.UniswapV3 ) {
|
||||
const addr = uniswapV3PoolAddress(route.chainId, route.token0.address, route.token1.address, route.fee)
|
||||
const provider = useStore().provider;
|
||||
if( provider === null ) {
|
||||
console.error('provider was null during getPriceForRoute')
|
||||
return null
|
||||
}
|
||||
const pool = new ethers.Contract(addr, uniswapV3PoolAbi, provider)
|
||||
const got = await pool.slot0()
|
||||
const [sqrtPrice,,,,,,] = got
|
||||
const spn = Number(sqrtPrice)
|
||||
const price = spn*spn/2**(96*2) * 10**(route.token0.decimals-route.token1.decimals)
|
||||
console.log(`price for ${route.token0.symbol}/${route.token1.symbol}`,price)
|
||||
}
|
||||
else
|
||||
throw Error(`Unsupported exchange ${route.exchange}`)
|
||||
}
|
||||
29
src/blockchain/route.js
Normal file
29
src/blockchain/route.js
Normal file
@@ -0,0 +1,29 @@
|
||||
import {queryHelperContract} from "@/blockchain/contract.js";
|
||||
import {Exchange} from "@/blockchain/orderlib.js";
|
||||
import {useStore} from "@/store/store.js";
|
||||
|
||||
|
||||
export async function findRoute(tokenA, tokenB) {
|
||||
const helper = await queryHelperContract()
|
||||
if (!helper)
|
||||
throw Error('no helper')
|
||||
const chainId = useStore().chainId
|
||||
const rawRoutes = await helper.getRoutes(tokenA.address, tokenB.address)
|
||||
// todo expose all available pools
|
||||
let result = {} // we actually only find a single pool for now
|
||||
for (let [exchange, fee, pool] of rawRoutes) {
|
||||
exchange = Number(exchange)
|
||||
fee = Number(fee)
|
||||
if (result.fee === undefined || result.fee > fee) {
|
||||
switch (exchange) {
|
||||
case 0: // UniswapV2
|
||||
break
|
||||
case 1: // UniswapV3
|
||||
const [token0, token1] = tokenA.address < tokenB.address ? [tokenA, tokenB] : [tokenB, tokenA]
|
||||
result = {chainId, exchange: Exchange.UniswapV3, pool, fee, token0, token1}
|
||||
break
|
||||
}
|
||||
}
|
||||
}
|
||||
return [result]
|
||||
}
|
||||
24
src/blockchain/uniswap.js
Normal file
24
src/blockchain/uniswap.js
Normal file
@@ -0,0 +1,24 @@
|
||||
import {ethers} from "ethers";
|
||||
|
||||
const UNISWAPV3_POOL_INIT_CODE_HASH = '0xe34f199b19b2b4f47f68442619d555527d244f78a3297ea89325f843f87b8b54'
|
||||
const uniswapV3Addresses = {
|
||||
42161: {
|
||||
factory: '0x1F98431c8aD98523631AE4a59f267346ea31F984',
|
||||
},
|
||||
31337: {
|
||||
factory: '0x1F98431c8aD98523631AE4a59f267346ea31F984',
|
||||
},
|
||||
}
|
||||
|
||||
export function uniswapV3PoolAddress(chainId, tokenAddrA, tokenAddrB, fee) {
|
||||
const [addr0, addr1] = tokenAddrA < tokenAddrB ? [tokenAddrA, tokenAddrB] : [tokenAddrB, tokenAddrA]
|
||||
const encoded = ethers.AbiCoder.defaultAbiCoder().encode(['address', 'address', 'uint24'], [addr0, addr1, fee]);
|
||||
const salt = ethers.keccak256(encoded)
|
||||
const factory = uniswapV3Addresses[chainId]?.factory
|
||||
console.log('uni3addr', addr0, addr1, fee, salt, factory)
|
||||
if (!factory) {
|
||||
console.log('no uniswap factory for chain', chainId)
|
||||
return null
|
||||
}
|
||||
return ethers.getCreate2Address(factory, salt, UNISWAPV3_POOL_INIT_CODE_HASH)
|
||||
}
|
||||
@@ -81,8 +81,9 @@ const errorHandlingProxy = {
|
||||
|
||||
|
||||
export async function connectWallet() {
|
||||
console.log('TODO connect wallet')
|
||||
// eth_getaccounts
|
||||
const s = useStore()
|
||||
await s.provider.getSigner()
|
||||
}
|
||||
|
||||
const pendingOrders = []
|
||||
|
||||
Reference in New Issue
Block a user