Files
web/src/components/TimedOrderEntry.vue
2023-11-08 23:18:36 -04:00

337 lines
11 KiB
Vue

<template>
<needs-provider>
<phone-card>
<v-card-title class="big">DCA / TWAP</v-card-title>
<v-card-subtitle>Multiple tranches over a time range</v-card-subtitle>
<v-card-text>
<token-choice v-model="tokenA" class="token-choice mb-1">
<template v-slot:prepend>
<v-btn :text="buy ? 'Buy' : 'Sell'" :color="buy ? 'green' : 'red'"
variant="outlined" @click="buy=!buy" class="bs-button"/>
</template>
</token-choice>
<token-choice v-model="tokenB" class="token-choice">
<template v-slot:prepend>
<v-btn :text="!buy ? 'Buy' : 'Sell'" :color="!buy ? 'green' : 'red'"
variant="outlined" @click="buy=!buy" class="bs-button"/>
</template>
</token-choice>
<v-chip v-for="r in routes" variant="text">
{{ s.chain.name }}
<v-img src="https://upload.wikimedia.org/wikipedia/commons/e/e7/Uniswap_Logo.svg" width="1.5em"/>
<span class="uniswap-color ml-0 mr-1">v3</span>
<span>{{pairSymbol}} {{r.fee/10000}}%</span>&nbsp;
<route-price :route="r" :inverted="routeInverted(r)" class="text-green clickable" @click="inverted=!inverted"/>
</v-chip>
<div v-if="routesPending">
<v-progress-circular indeterminate/> Searching for {{pairSymbol}} pools...
</div>
<v-alert v-if="!route && !routesPending" text="No pool found!"/>
<div v-if="route && !routesPending">
<v-text-field label='Amount' type="number" step="1" variant="outlined" aria-valuemin="0" min="0"
v-model="amount" :rules="[validateRequired,validateAmount]" v-auto-select>
<template v-slot:append-inner>
<v-btn @click="amountIsTokenA=!amountIsTokenA" variant="outlined" class="mr-2">
{{ amountIsTokenA ? tokenA.symbol : tokenB.symbol }}
</v-btn>
<v-btn :text="amountIsTotal ? 'total' : 'per tranche'" variant="outlined"
@click="amountIsTotal=!amountIsTotal" class="total"/>
</template>
</v-text-field>
<v-text-field label="Tranches" type="number" variant="outlined" aria-valuemin="1" min="1" max="255"
v-model="tranches" :rules="[validateRequired,validateTranches]" v-auto-select>
<!-- <template v-slot:prepend-inner>-->
<!-- <div>{{ amountIsTotal ? 'Split into' : 'Times' }}</div>-->
<!-- </template>-->
<template v-slot:append-inner>tranches</template>
</v-text-field>
<v-text-field type="number" variant="outlined" :min="1" v-model="interval" class="interval"
:label="intervalIsTotal ? 'Completion time' : 'Time between tranches'" v-auto-select>
<!-- <template v-slot:append>APART</template>-->
<template v-slot:prepend-inner>
<v-btn variant="outlined" :text="intervalIsTotal ? 'Within' : 'Spaced apart'" class="within mr-2"
@click="intervalIsTotal=!intervalIsTotal"/>
</template>
<template v-slot:append-inner>
<v-btn variant="outlined" :text="timeUnits[timeUnitIndex]" @click="toggleTimeUnits" class="time-units"/>
</template>
</v-text-field>
<v-text-field v-model="limitPrice" :label="(limitIsMinimum?'Minimum':'Maximum')+' Price'" type="number"
variant="outlined" aria-valuemin="0" min="0"
clearable :rules="[validateAmount, validateMin]" v-auto-select>
<template v-slot:append-inner>
<v-btn variant="outlined" @click="inverted=!inverted">
{{pairSymbol}}
</v-btn>
</template>
<template #details style="flex-direction: column-reverse">
<div>
Current price&nbsp;<route-price :inverted="routeInverted(route)" :route="route" class="text-green"/>
</div>
</template>
</v-text-field>
</div>
</v-card-text>
<v-card-actions class="d-flex justify-space-evenly mb-4">
<v-btn variant="outlined" color="red">Cancel</v-btn>
<v-btn variant="flat" color="green" :disabled="!validOrder" @click="placeOrder">Place Order</v-btn>
</v-card-actions>
</phone-card>
</needs-provider>
</template>
<script setup>
import {useStore} from "@/store/store";
import {computed, onBeforeUnmount, ref} from "vue";
import TokenChoice from "@/components/TokenChoice.vue"
import PhoneCard from "@/components/PhoneCard.vue";
// noinspection ES6UnusedImports
import {SingletonCoroutine, vAutoSelect} from "@/misc.js";
import {newLimitConstraint, newOrder, newTimeConstraint, sqrtX96, TimeMode} from "@/blockchain/orderlib.js";
import {FixedNumber} from "ethers";
import {pendOrder} from "@/blockchain/wallet.js";
import NeedsProvider from "@/components/NeedsProvider.vue";
import {findRoute} from "@/blockchain/route.js";
import RoutePrice from "@/components/RoutePrice.vue";
const s = useStore()
const buy = ref(false)
let _tokenA = ref(Object.values(s.tokens).length >= 1 ? Object.values(s.tokens)[0] : null)
let _tokenB = ref(Object.values(s.tokens).length >= 2 ? Object.values(s.tokens)[1] : null)
const tokenA = computed({
get() {
return _tokenA.value
},
set(value) {
if( !_tokenA.value || _tokenA.value.address !== value.address ) {
_tokenA.value = value
routeFinder.invoke()
}
}
})
const tokenB = computed({
get() {
return _tokenB.value
},
set(value) {
if( !_tokenB.value || _tokenB.value.address !== value.address ) {
_tokenB.value = value
routeFinder.invoke()
}
}
})
const pairSymbol = computed(()=>base.value?.symbol+'/'+quote.value?.symbol)
const base = computed(()=>{
const token = inverted.value ? _tokenB.value : _tokenA.value
return !token?{}:token
})
const quote = computed(()=>{
const token = inverted.value ? _tokenA.value : _tokenB.value
return !token?{}:token
})
const _routes = ref([])
const routes = computed({
get() {
return _routes.value
},
set(value) {
console.log('setting new routes', _routes.value, value)
_routes.value = value
}
})
const route = computed(()=>_routes.value.length===0 ? null : _routes.value[0])
const routesPending = ref(false)
const amount = ref(100) // todo 0
const amountIsTokenA = ref(false)
const amountIsTotal = ref(true)
const tranches = ref(3)
const inverted = ref(false)
function routeInverted(route) {
return route && (route.token0 === tokenA.value) === inverted.value
}
const minPrice = ref(null)
const maxPrice = ref(null)
const limitPrice = ref(null)
const interval = ref(10)
const intervalIsTotal = ref(true)
const timeUnits = ['minutes', 'hours', 'days']
const timeUnitIndex = ref(1)
const limitIsMinimum = computed(() => !(buy.value ^ inverted.value))
const validOrder = computed(()=>amount.value > 0 && routes.value.length > 0 )
async function componentFindRoute() {
console.log('finding route', _tokenA.value, _tokenB.value)
routes.value = []
if (!_tokenA.value || !_tokenB.value)
return
routesPending.value = true
try {
const result = await findRoute(tokenA.value, tokenB.value)
console.log('found route', result)
routes.value = result
}
catch (e) {
console.log('ignoring routes exception', e)
}
finally {
routesPending.value = false
}
}
const routeFinder = new SingletonCoroutine(componentFindRoute,10)
routeFinder.invoke()
function toggleTimeUnits() {
timeUnitIndex.value++
if (timeUnitIndex.value >= timeUnits.length)
timeUnitIndex.value = 0
}
function isEmpty(v) {
return v === null || typeof v === 'string' && v.trim() === ''
}
function validateRequired(v) {
if (isEmpty(v))
return 'Required'
return true
}
function validateTranches(v) {
const i = parseInt(v)
if (parseFloat(v) !== i)
return 'Whole numbers only'
if (i < 1)
return 'Must have at least one tranche'
if (i > 255)
return 'Maximum 255 tranches'
return true
}
function validateAmount(v) {
if (isEmpty(v))
return true
const floatRegex = /^-?\d*(?:[.,]\d*?)?$/
if (!floatRegex.test(v))
return 'Amount must be a number'
if (parseFloat(v) <= 0)
return 'Amount must be positive'
return true
}
function validateMax(v) {
if (!isEmpty(minPrice.value) && !isEmpty(v) && parseFloat(v) < parseFloat(minPrice.value))
return 'Must be greater than the minimum price'
return true
}
function validateMin(v) {
if (!isEmpty(maxPrice.value) && !isEmpty(v) && parseFloat(v) > parseFloat(maxPrice.value))
return 'Must be less than the maximum price'
return true
}
function placeOrder() {
const ta = tokenA.value;
const tb = tokenB.value;
const tokenIn = buy.value ? tb.address : ta.address
const tokenOut = buy.value ? ta.address : tb.address
const route = routes.value[0];
const amountToken = amountIsTokenA.value ? ta : tb
const amt = FixedNumber.fromString(amount.value.toString(), {decimals: amountToken.decimals}).value
const amountIsInput = amountIsTokenA.value !== buy.value
// build tranches
const n = tranches.value // num tranches
const ts = []
let duration = timeUnitIndex.value === 0 ? interval.value * 60 : // minutes
timeUnitIndex.value === 1 ? interval.value * 60 * 60 : // hours
interval.value * 24 * 60 * 60; // days
let window
if (!intervalIsTotal.value) {
window = duration
duration *= n // duration is the total time for all tranches
} else {
window = Math.round(duration / n)
}
const oneHundredPercent = 65535n // by contract definition of uint16 fraction
const ceil = oneHundredPercent % BigInt(n) ? 1n : 0n
const amtPerTranche = oneHundredPercent / BigInt(n) + ceil
duration -= 15 // subtract 15 seconds so the last tranche completes before the deadline
console.log('duration', duration)
let priceConstraint = null
if( limitPrice.value ) {
const inverted = routeInverted(route)
const isAbove = limitIsMinimum.value ^ inverted
const isRatio = false // todo ratios
const decimals = 10 ** (tokenA.value.decimals - tokenB.value.decimals)
const limit = inverted ? decimals/limitPrice.value : limitPrice.value/decimals
priceConstraint = !limitPrice.value ? null : newLimitConstraint(isAbove, isRatio, limit)
}
for (let i = 0; i < n; i++) {
const start = Math.floor(i * (duration / (n-1)))
const end = start + window
console.log('tranche window', start, end, (end-start)/60)
const cs = [newTimeConstraint(TimeMode.SinceOrderStart, start, TimeMode.SinceOrderStart, end)]
if( priceConstraint !== null )
cs.push(priceConstraint)
ts.push([amtPerTranche, cs])
}
const order = newOrder(tokenIn, tokenOut, route.exchange, route.fee, amt, amountIsInput, ts)
pendOrder(order)
}
</script>
<style scoped lang="scss">
@use "@/styles/vars" as *;
.token-choice {
width: 16em;
}
.bs-button {
width: 6em;
}
.amount {
width: 23em;
}
.total {
width: 9em;
}
.split-into {
width: 8em;
}
.v-input {
margin-top: 1em;
margin-bottom: 1em;
}
.interval {
//width: 18em;
}
.within {
width: 10em;
}
.time-units {
width: 8em;
}
</style>