web/src/blockchain/orderlib.js

import {uint32max, uint64max} from "@/misc.js";
import {decodeIEE754, encodeIEE754} from "@/blockchain/common.js";

export const MAX_FRACTION = 65535;
export const NO_CHAIN = uint64max;
export const NO_OCO = uint64max;
export const DISTANT_PAST = 0
export const DISTANT_FUTURE = uint32max

// 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;
// }
// struct Route {
//     Exchange exchange;
//     uint24 fee;
// }
export function newOrder(tokenIn, tokenOut, exchange, fee, amount, amountIsInput, tranches, minAmount=null,
                         outputToOwner = 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]
}

// struct Tranche {
//     uint16  fraction;
//
//     bool   startTimeIsRelative;
//     bool   endTimeIsRelative;
//     bool   minIsBarrier;
//     bool   maxIsBarrier;
//     bool   marketOrder;  // if true, both min and max lines are ignored, and minIntercept is treated as a maximum slippage value (use positive numbers)
//     bool   _reserved5;
//     bool   _reserved6;
//     bool   _reserved7;
//     uint8  _reserved8;
//     uint32 _reserved16;
//
//     uint32 startTime;  // use DISTANT_PAST to disable
//     uint32 endTime;    // use DISTANT_FUTURE to disable
//
//     // if intercept and slope are both 0 the line is disabled
//     float  minIntercept; // if marketOrder==true, this is the (positive) max slippage amount
//     float  minSlope;
//     float  maxIntercept;
//     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,
                           } = {}) {
    if( minIntercept === 0 && minSlope === 0 && maxIntercept === 0 && maxSlope === 0 )
        marketOrder = true
    if( marketOrder )
        minIntercept = encodeIEE754(minIntercept)  // this is the slippage field for market orders
    else {
        minIntercept = encodeIEE754(minIntercept)
        minSlope = encodeIEE754(minSlope)
        maxIntercept = encodeIEE754(maxIntercept)
        maxSlope = encodeIEE754(maxSlope)
    }
    return {
        fraction: Math.min(MAX_FRACTION, Math.round(fraction)), marketOrder,
        startTimeIsRelative, startTime, endTimeIsRelative, endTime,
        minIsBarrier, minIntercept, minSlope, maxIsBarrier, maxIntercept, maxSlope,
        _reserved5: false, _reserved6: false, _reserved7: false, _reserved8: 0, _reserved16: 0,
    }
}

export const Exchange = {
    UniswapV2: 0,
    UniswapV3: 1,
}

export const OrderState = {
    Unknown: -1,
    Signing: 0,
    Underfunded: 1,
    Open: 2,
    Canceled: 3,
    Expired: 4,
    Filled: 5,
}

export function orderIsOpen(order) {
    return isOpen(order.state)
}

export function isOpen(state) {
    return state < 3
}

export function parseOrderStatus(status) {
    let [
        order,
        state,
        start,
        ocoGroup,
        filledIn,
        filledOut,
        trancheFilledIn,
        trancheFilledOut,
    ] = status
    order = parseOrder(order)
    filledIn = BigInt(filledIn)
    filledOut = BigInt(filledOut)
    trancheFilledIn = trancheFilledIn.map((f)=>BigInt(f))
    trancheFilledOut = trancheFilledOut.map((f)=>BigInt(f))
    return {
        order, state, start, ocoGroup, filledIn, filledOut, trancheFilledIn, trancheFilledOut,
    }
}


export function parseOrder(order) {
    let [
        tokenIn,
        tokenOut,
        route,
        amount,
        minFillAmount,
        amountIsInput,
        outputDirectlyToOwner,
        chainOrder,
        tranches,
    ] = order
    route = parseRoute(route)
    amount = BigInt(amount)
    minFillAmount = BigInt(minFillAmount)
    tranches = tranches.map(parseTranche)
    return {
        tokenIn, tokenOut, route, amount, minFillAmount, amountIsInput, outputDirectlyToOwner, chainOrder, tranches
    }
}

export function parseRoute(route) {
    let [exchange, fee] = route
    return {exchange, fee} // todo enum?
}

export function parseTranche(tranche) {
    let [
        fraction,
        startTimeIsRelative,
        endTimeIsRelative,
        minIsBarrier,
        maxIsBarrier,
        marketOrder,
        _reserved5,
        _reserved6,
        _reserved7,
        _reserved8,
        _reserved16,
        startTime,
        endTime,
        minIntercept,
        minSlope,
        maxIntercept,
        maxSlope,
    ] = tranche
    minIntercept = decodeIEE754(minIntercept)
    minSlope = decodeIEE754(minSlope)
    maxIntercept = decodeIEE754(maxIntercept)
    maxSlope = decodeIEE754(maxSlope)
    return {
        fraction, startTimeIsRelative, endTimeIsRelative, minIsBarrier, maxIsBarrier, marketOrder,
        startTime, endTime, minIntercept, minSlope, maxIntercept, maxSlope,
    }
}