Merge pull request #60 from SetProtocol/chris/trade_quote_util

Add trade quote utility

Author: cgewecke

package.json

@@ -1,6 +1,6 @@
 {
     "name": "set.js",
-    "version": "0.1.2",
+    "version": "0.2.6",
     "description": "A javascript library for interacting with the Set Protocol v2",
     "keywords": [
         "set.js",
@@ -16,10 +16,12 @@
     "scripts": {
         "prod": "yarn run build",
         "chain": "bash scripts/init_chain_internal.sh",
-        "build": "yarn run build-dist && yarn run tslint && tspath -f",
+        "build": "yarn run clean && yarn run build-dist && yarn run tslint && tspath -f",
         "build-ts": "tsc -p tsconfig.json",
         "build-dist": "tsc -p tsconfig.dist.json",
+        "clean": "rm -rf dist",
         "test": "jest --runInBand",
+        "test:verbose": "jest --runInBand --silent=false",
         "test:watch": "jest --watch --runInBand",
         "tslint": "tslint -c tslint.json -p tsconfig.json",
         "precommit": "lint-staged",
@@ -63,11 +65,14 @@
         "@types/jest": "^26.0.5",
         "@types/web3": "^1.2.2",
         "abi-decoder": "^2.3.0",
+        "axios": "^0.21.1",
         "bignumber.js": "^9.0.0",
         "dotenv": "^8.2.0",
         "ethereum-types": "^3.2.0",
         "ethereumjs-util": "^7.0.3",
         "ethers": "^5.0.3",
+        "graph-results-pager": "^1.0.3",
+        "js-big-decimal": "^1.3.4",
         "jsonschema": "^1.2.6",
         "lodash": "^4.17.19",
         "truffle": "^5.1.35",

src/Set.ts

@@ -123,7 +123,7 @@ class Set {
       assertions
     );
     this.system = new SystemAPI(ethersProvider, config.controllerAddress);
-    this.trade = new TradeAPI(ethersProvider, config.tradeModuleAddress);
+    this.trade = new TradeAPI(ethersProvider, config.tradeModuleAddress, config.zeroExApiKey);
     this.navIssuance = new NavIssuanceAPI(ethersProvider, config.navIssuanceModuleAddress);
     this.priceOracle = new PriceOracleAPI(ethersProvider, config.masterOracleAddress);
     this.debtIssuance = new DebtIssuanceAPI(ethersProvider, config.debtIssuanceModuleAddress);

src/api/TradeAPI.ts

@@ -23,8 +23,23 @@ import { TransactionOverrides } from '@setprotocol/set-protocol-v2/dist/typechai
 import { BigNumber } from 'ethers/lib/ethers';
 
 import TradeModuleWrapper from '../wrappers/set-protocol-v2/TradeModuleWrapper';
+import SetTokenAPI from './SetTokenAPI';
 import Assertions from '../assertions';
 
+import {
+  TradeQuoter,
+  CoinGeckoDataService,
+  GasOracleService
+} from './utils';
+
+import {
+  TradeQuote,
+  CoinGeckoTokenData,
+  CoinGeckoTokenMap,
+  GasOracleSpeed,
+  CoinGeckoCoinPrices
+} from '../types';
+
 /**
  * @title  TradeAPI
  * @author Set Protocol
@@ -36,14 +51,20 @@ import Assertions from '../assertions';
 export default class TradeAPI {
   private tradeModuleWrapper: TradeModuleWrapper;
   private assert: Assertions;
+  private provider: Provider;
+  private tradeQuoter: TradeQuoter;
+  private coinGecko: CoinGeckoDataService;
+  private chainId: number;
 
   public constructor(
     provider: Provider,
     tradeModuleAddress: Address,
-    assertions?: Assertions
+    zeroExApiKey?: string,
   ) {
+    this.provider = provider;
     this.tradeModuleWrapper = new TradeModuleWrapper(provider, tradeModuleAddress);
-    this.assert = assertions || new Assertions();
+    this.assert = new Assertions();
+    this.tradeQuoter = new TradeQuoter(zeroExApiKey);
   }
 
   /**
@@ -113,4 +134,130 @@ export default class TradeAPI {
       txOpts
     );
   }
+
+  /**
+   * Call 0x API to generate a trade quote for two SetToken components.
+   *
+   * @param  fromToken            Address of token being sold
+   * @param  toToken              Address of token being bought
+   * @param  fromTokenDecimals    Token decimals of token being sold (ex: 18)
+   * @param  toTokenDecimals      Token decimals of token being bought (ex: 18)
+   * @param  rawAmount            String quantity of token to sell (ex: "0.5")
+   * @param  fromAddress          SetToken address which holds the buy / sell components
+   * @param  setToken             SetTokenAPI instance
+   * @param  gasPrice             (Optional) gasPrice to calculate gas costs with (Default: fetched from GasNow)
+   * @param  slippagePercentage   (Optional) maximum slippage, determines min receive quantity. (Default: 2%)
+   * @param  isFirmQuote          (Optional) Whether quote request is indicative or firm
+   * @param  feePercentage        (Optional) Default: 0
+   * @param  feeRecipient         (Optional) Default: 0xD3D555Bb655AcBA9452bfC6D7cEa8cC7b3628C55
+   * @param  excludedSources      (Optional) Exchanges to exclude (Default: ['Kyber', 'Eth2Dai', 'Uniswap', 'Mesh'])
+   *
+   * @return {Promise<TradeQuote>}
+   */
+  public async fetchTradeQuoteAsync(
+    fromToken: Address,
+    toToken: Address,
+    fromTokenDecimals: number,
+    toTokenDecimals: number,
+    rawAmount: string,
+    fromAddress: Address,
+    setToken: SetTokenAPI,
+    gasPrice?: number,
+    slippagePercentage?: number,
+    isFirmQuote?: boolean,
+    feePercentage?: number,
+    feeRecipient?: Address,
+    excludedSources?: string[],
+  ): Promise<TradeQuote> {
+    this.assert.schema.isValidAddress('fromToken', fromToken);
+    this.assert.schema.isValidAddress('toToken', toToken);
+    this.assert.schema.isValidAddress('fromAddress', fromAddress);
+    this.assert.schema.isValidJsNumber('fromTokenDecimals', fromTokenDecimals);
+    this.assert.schema.isValidJsNumber('toTokenDecimals', toTokenDecimals);
+    this.assert.schema.isValidString('rawAmount', rawAmount);
+
+    const chainId = (await this.provider.getNetwork()).chainId;
+
+    return this.tradeQuoter.generate({
+      fromToken,
+      toToken,
+      fromTokenDecimals,
+      toTokenDecimals,
+      rawAmount,
+      fromAddress,
+      chainId,
+      tradeModule: this.tradeModuleWrapper,
+      provider: this.provider,
+      setToken,
+      gasPrice,
+      slippagePercentage,
+      isFirmQuote,
+      feePercentage,
+      feeRecipient,
+      excludedSources,
+    });
+  }
+
+  /**
+   * Fetches a list of tokens and their metadata from CoinGecko. Each entry includes
+   * the token's address, proper name, decimals, exchange symbol and a logo URI if available.
+   * For Ethereum, this is a list of tokens tradeable on Uniswap, for Polygon it's a list of
+   * tokens tradeable on Sushiswap's Polygon exchange. Method is useful for acquiring token decimals
+   * necessary to generate a trade quote and images for representing available tokens in a UI.
+   *
+   * @return List of tradeable tokens for chain platform
+   */
+  public async fetchTokenListAsync(): Promise<CoinGeckoTokenData[]> {
+    await this.initializeForChain();
+    return this.coinGecko.fetchTokenList();
+  }
+
+  /**
+   * Fetches the same info as `fetchTokenList` in the form of a map indexed by address. Method is
+   * useful if you're cacheing the token list and want quick lookups for a variety of trades.
+   *
+   * @return Map of token addresses to token metadata
+   */
+  public async fetchTokenMapAsync(): Promise<CoinGeckoTokenMap> {
+    await this.initializeForChain();
+    return this.coinGecko.fetchTokenMap();
+  }
+
+  /**
+   * Fetches a list of prices vs currencies for the specified inputs from CoinGecko
+   *
+   * @param  contractAddresses         String array of contract addresses
+   * @param  vsCurrencies              String array of currency codes (see CoinGecko api for a complete list)
+   *
+   * @return                           List of prices vs currencies
+   */
+  public async fetchCoinPricesAsync(
+    contractAddresses: string[],
+    vsCurrencies: string[]
+  ): Promise<CoinGeckoCoinPrices> {
+    await this.initializeForChain();
+    return this.coinGecko.fetchCoinPrices({contractAddresses, vsCurrencies});
+  }
+
+  /**
+   * Fetches the recommended gas price for a specified execution speed.
+   *
+   * @param  speed                   (Optional) string value: "average" | "fast" | "fastest" (Default: fast)
+   *
+   * @return                         Number: gas price
+   */
+  public async fetchGasPriceAsync(speed?: GasOracleSpeed): Promise<number> {
+    await this.initializeForChain();
+    const oracle = new GasOracleService(this.chainId);
+    return oracle.fetchGasPrice(speed);
+  }
+
+
+  private async initializeForChain() {
+    if (this.coinGecko === undefined) {
+      const network = await this.provider.getNetwork();
+      this.chainId = network.chainId;
+      this.coinGecko = new CoinGeckoDataService(network.chainId);
+    }
+  }
 }

src/api/index.ts

@@ -8,6 +8,11 @@ import TradeAPI from './TradeAPI';
 import NavIssuanceAPI from './NavIssuanceAPI';
 import PriceOracleAPI from './PriceOracleAPI';
 import DebtIssuanceAPI from './DebtIssuanceAPI';
+import {
+  TradeQuoter,
+  CoinGeckoDataService,
+  GasOracleService
+} from './utils';
 
 export {
   BlockchainAPI,
@@ -20,4 +25,7 @@ export {
   NavIssuanceAPI,
   PriceOracleAPI,
   DebtIssuanceAPI,
+  TradeQuoter,
+  CoinGeckoDataService,
+  GasOracleService
 };