@dolomite-exchange/dolomite-margin
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Ethereum Smart Contracts and TypeScript library used for the DolomiteMargin trading protocol
506 lines • 25.7 kB
JavaScript
"use strict";
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var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g;
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Object.defineProperty(exports, "__esModule", { value: true });
exports.AccountOperation = void 0;
var bignumber_js_1 = __importDefault(require("bignumber.js"));
var BytesHelper_1 = require("../../lib/BytesHelper");
var Constants_1 = require("../../lib/Constants");
var expiry_constants_json_1 = __importDefault(require("../../lib/expiry-constants.json"));
var Helpers_1 = require("../../lib/Helpers");
var types_1 = require("../../types");
var AccountOperation = /** @class */ (function () {
function AccountOperation(contracts, orderMapper, networkId, options) {
// use the passed-in proxy type, but support the old way of passing in `usePayableProxy = true`
var proxy = options.proxy || types_1.ProxyType.None;
this.contracts = contracts;
this.actions = [];
this.committed = false;
this.orderMapper = orderMapper;
this.accounts = [];
this.proxy = proxy;
this.sendEthTo = options.sendEthTo;
this.auths = [];
this.networkId = networkId;
}
AccountOperation.prototype.deposit = function (deposit) {
this.addActionArgs(deposit, {
actionType: types_1.ActionType.Deposit,
amount: deposit.amount,
otherAddress: deposit.from,
primaryMarketId: deposit.marketId.toFixed(0),
});
return this;
};
AccountOperation.prototype.withdraw = function (withdraw) {
this.addActionArgs(withdraw, {
amount: withdraw.amount,
actionType: types_1.ActionType.Withdraw,
otherAddress: withdraw.to,
primaryMarketId: withdraw.marketId.toFixed(0),
});
return this;
};
AccountOperation.prototype.transfer = function (transfer) {
this.addActionArgs(transfer, {
actionType: types_1.ActionType.Transfer,
amount: transfer.amount,
primaryMarketId: transfer.marketId.toFixed(0),
otherAccountId: this.getAccountId(transfer.toAccountOwner, transfer.toAccountId),
});
return this;
};
AccountOperation.prototype.buy = function (buy) {
return this.exchange(buy, types_1.ActionType.Buy);
};
AccountOperation.prototype.sell = function (sell) {
return this.exchange(sell, types_1.ActionType.Sell);
};
AccountOperation.prototype.liquidate = function (liquidate) {
this.addActionArgs(liquidate, {
actionType: types_1.ActionType.Liquidate,
amount: liquidate.amount,
primaryMarketId: liquidate.liquidMarketId.toFixed(0),
secondaryMarketId: liquidate.payoutMarketId.toFixed(0),
otherAccountId: this.getAccountId(liquidate.liquidAccountOwner, liquidate.liquidAccountId),
});
return this;
};
AccountOperation.prototype.vaporize = function (vaporize) {
this.addActionArgs(vaporize, {
actionType: types_1.ActionType.Vaporize,
amount: vaporize.amount,
primaryMarketId: vaporize.vaporMarketId.toFixed(0),
secondaryMarketId: vaporize.payoutMarketId.toFixed(0),
otherAccountId: this.getAccountId(vaporize.vaporAccountOwner, vaporize.vaporAccountId),
});
return this;
};
AccountOperation.prototype.setApprovalForExpiry = function (args) {
this.addActionArgs(args, {
actionType: types_1.ActionType.Call,
otherAddress: this.contracts.expiry.options.address,
data: BytesHelper_1.toBytes(types_1.ExpiryCallFunctionType.SetApproval, args.sender, args.minTimeDelta),
});
return this;
};
AccountOperation.prototype.setExpiry = function (args) {
var callData = BytesHelper_1.toBytes(types_1.ExpiryCallFunctionType.SetExpiry);
callData = callData.concat(BytesHelper_1.toBytes(new bignumber_js_1.default(64)));
callData = callData.concat(BytesHelper_1.toBytes(new bignumber_js_1.default(args.expiryArgs.length)));
for (var i = 0; i < args.expiryArgs.length; i += 1) {
var expiryArg = args.expiryArgs[i];
callData = callData.concat(BytesHelper_1.toBytes(expiryArg.accountOwner, expiryArg.accountId, expiryArg.marketId, expiryArg.timeDelta, expiryArg.forceUpdate));
}
this.addActionArgs(args, {
actionType: types_1.ActionType.Call,
otherAddress: this.contracts.expiry.options.address,
data: callData,
});
return this;
};
AccountOperation.prototype.call = function (args) {
this.addActionArgs(args, {
actionType: types_1.ActionType.Call,
otherAddress: args.callee,
data: args.data,
});
return this;
};
AccountOperation.prototype.trade = function (trade) {
var callData = BytesHelper_1.toBytes(trade.calculateAmountWithMakerAccount);
callData = callData.concat(BytesHelper_1.toBytes(new bignumber_js_1.default(64))); // offset to where the bytes array is
callData = callData.concat(BytesHelper_1.toBytes(trade.data.length)); // length of the array
callData = callData.concat(BytesHelper_1.hexStringToBytes(BytesHelper_1.bytesToHexString(trade.data)));
this.addActionArgs(trade, {
actionType: types_1.ActionType.Trade,
amount: trade.amount,
primaryMarketId: trade.inputMarketId.toFixed(0),
secondaryMarketId: trade.outputMarketId.toFixed(0),
otherAccountId: this.getAccountId(trade.otherAccountOwner, trade.otherAccountId),
otherAddress: trade.autoTrader,
data: callData,
});
return this;
};
AccountOperation.prototype.liquidateExpiredAccount = function (liquidate, maxExpiry) {
return this.liquidateExpiredAccountInternal(liquidate, maxExpiry || Constants_1.INTEGERS.ONES_31, this.contracts.expiry.options.address);
};
AccountOperation.prototype.fullyLiquidateExpiredAccount = function (primaryAccountOwner, primaryAccountNumber, expiredAccountOwner, expiredAccountNumber, expiredMarket, expiryTimestamp, blockTimestamp, weis, prices, spreadPremiums, collateralPreferences) {
return this.fullyLiquidateExpiredAccountInternal(primaryAccountOwner, primaryAccountNumber, expiredAccountOwner, expiredAccountNumber, expiredMarket, expiryTimestamp, blockTimestamp, weis, prices, spreadPremiums, collateralPreferences, this.contracts.expiry.options.address);
};
/**
* Adds all actions from a SignedOperation and also adds the authorization object that allows the
* proxy to process the actions.
*/
AccountOperation.prototype.addSignedOperation = function (signedOperation) {
// throw error if operation is not going to use the signed proxy
if (this.proxy !== types_1.ProxyType.Signed) {
throw new Error('Cannot add signed operation if not using signed operation proxy');
}
// store the auth
this.auths.push({
startIndex: new bignumber_js_1.default(this.actions.length),
numActions: new bignumber_js_1.default(signedOperation.actions.length),
salt: signedOperation.salt,
expiration: signedOperation.expiration,
sender: signedOperation.sender,
signer: signedOperation.signer,
typedSignature: signedOperation.typedSignature,
});
// store the actions
for (var i = 0; i < signedOperation.actions.length; i += 1) {
var action = signedOperation.actions[i];
var secondaryAccountId = action.secondaryAccountOwner === Constants_1.ADDRESSES.ZERO
? 0
: this.getAccountId(action.secondaryAccountOwner, action.secondaryAccountNumber);
this.addActionArgs({
primaryAccountOwner: action.primaryAccountOwner,
primaryAccountId: action.primaryAccountNumber,
}, {
actionType: action.actionType,
primaryMarketId: action.primaryMarketId.toFixed(0),
secondaryMarketId: action.secondaryMarketId.toFixed(0),
otherAddress: action.otherAddress,
otherAccountId: secondaryAccountId,
data: BytesHelper_1.hexStringToBytes(action.data),
amount: {
reference: action.amount.ref,
denomination: action.amount.denomination,
value: action.amount.value.times(action.amount.sign ? 1 : -1),
},
});
}
return this;
};
/**
* Takes all current actions/accounts and creates an Operation struct that can then be signed and
* later used with the SignedOperationProxy.
*/
AccountOperation.prototype.createSignableOperation = function (options) {
var _this = this;
if (options === void 0) { options = {}; }
if (this.auths.length) {
throw new Error('Cannot create operation out of operation with auths');
}
if (!this.actions.length) {
throw new Error('Cannot create operation out of operation with no actions');
}
var actionArgsToAction = function (action) {
var secondaryAccount = action.actionType === types_1.ActionType.Transfer ||
action.actionType === types_1.ActionType.Trade ||
action.actionType === types_1.ActionType.Liquidate ||
action.actionType === types_1.ActionType.Vaporize
? _this.accounts[action.otherAccountId]
: { owner: Constants_1.ADDRESSES.ZERO, number: '0' };
return {
actionType: Helpers_1.toNumber(action.actionType),
primaryAccountOwner: _this.accounts[action.accountId].owner,
primaryAccountNumber: new bignumber_js_1.default(_this.accounts[action.accountId].number),
secondaryAccountOwner: secondaryAccount.owner,
secondaryAccountNumber: new bignumber_js_1.default(secondaryAccount.number),
primaryMarketId: new bignumber_js_1.default(action.primaryMarketId),
secondaryMarketId: new bignumber_js_1.default(action.secondaryMarketId),
amount: {
sign: action.amount.sign,
ref: Helpers_1.toNumber(action.amount.ref),
denomination: Helpers_1.toNumber(action.amount.denomination),
value: new bignumber_js_1.default(action.amount.value),
},
otherAddress: action.otherAddress,
data: BytesHelper_1.bytesToHexString(action.data),
};
};
var actions = this.actions.map(actionArgsToAction.bind(this));
return {
actions: actions,
expiration: options.expiration || Constants_1.INTEGERS.ZERO,
salt: options.salt || Constants_1.INTEGERS.ZERO,
sender: options.sender || Constants_1.ADDRESSES.ZERO,
signer: options.signer || this.accounts[0].owner,
};
};
/**
* Commits the operation to the chain by sending a transaction.
*/
AccountOperation.prototype.commit = function (options) {
return __awaiter(this, void 0, void 0, function () {
var method;
return __generator(this, function (_a) {
if (this.committed) {
throw new Error('Operation already committed');
}
if (this.actions.length === 0) {
throw new Error('No actions have been added to operation');
}
if (options && options.confirmationType !== types_1.ConfirmationType.Simulate) {
this.committed = true;
}
try {
method = void 0;
switch (this.proxy) {
case types_1.ProxyType.None:
method = this.contracts.dolomiteMargin.methods.operate(this.accounts, this.actions);
break;
case types_1.ProxyType.Payable:
method = this.contracts.payableProxy.methods.operate(this.accounts, this.actions, this.sendEthTo || (options && options.from) || this.contracts.payableProxy.options.from);
break;
case types_1.ProxyType.Signed:
method = this.contracts.signedOperationProxy.methods.operate(this.accounts, this.actions, this.generateAuthData());
break;
default:
// noinspection ExceptionCaughtLocallyJS
throw new Error("Invalid proxy type: " + this.proxy);
}
return [2 /*return*/, this.contracts.callContractFunction(method, options)];
}
catch (error) {
this.committed = false;
throw error;
}
return [2 /*return*/];
});
});
};
AccountOperation.prototype.liquidateExpiredAccountInternal = function (liquidate, maxExpiryTimestamp, contractAddress) {
this.addActionArgs(liquidate, {
actionType: types_1.ActionType.Trade,
amount: liquidate.amount,
primaryMarketId: liquidate.liquidMarketId.toFixed(0),
secondaryMarketId: liquidate.payoutMarketId.toFixed(0),
otherAccountId: this.getAccountId(liquidate.liquidAccountOwner, liquidate.liquidAccountId),
otherAddress: contractAddress,
data: BytesHelper_1.toBytes(
/* calculateAmountWithMakerAccount */ true, 64, // position offset of dynamic byte array
64, // length of dynamic array in bytes
BytesHelper_1.bytesToHexString(BytesHelper_1.toBytes(liquidate.liquidMarketId, maxExpiryTimestamp))),
});
return this;
};
AccountOperation.prototype.fullyLiquidateExpiredAccountInternal = function (primaryAccountOwner, primaryAccountNumber, expiredAccountOwner, expiredAccountNumber, expiredMarket, expiryTimestamp, blockTimestamp, weis, prices, spreadPremiums, collateralPreferences, contractAddress) {
// hardcoded values
var networkExpiryConstants = expiry_constants_json_1.default[this.networkId];
var defaultSpread = new bignumber_js_1.default(networkExpiryConstants.spread);
var expiryRampTime = new bignumber_js_1.default(networkExpiryConstants.expiryRampTime);
// get info about the expired market
var owedWei = weis[expiredMarket.toNumber()];
var owedPrice = prices[expiredMarket.toNumber()];
var owedSpreadMultiplier = spreadPremiums[expiredMarket.toNumber()].plus(1);
// error checking
if (owedWei.gte(0)) {
throw new Error('Expired account must have negative expired balance');
}
if (blockTimestamp.lt(expiryTimestamp)) {
throw new Error('Expiry timestamp must be larger than blockTimestamp');
}
// loop through each collateral type as long as there is some debt left
for (var i = 0; i < collateralPreferences.length && owedWei.lt(0); i += 1) {
// get info about the next collateral market
var heldMarket = collateralPreferences[i];
var heldWei = weis[heldMarket.toFixed(0)];
// skip this collateral market if the account is not positive in this market
if (heldWei.lte(0)) {
continue;
}
var heldPrice = prices[heldMarket.toFixed(0)];
var heldSpreadMultiplier = spreadPremiums[heldMarket.toFixed(0)].plus(1);
// get the relative value of each market
var rampAdjustment = bignumber_js_1.default.min(blockTimestamp.minus(expiryTimestamp).div(expiryRampTime), Constants_1.INTEGERS.ONE);
var spread = defaultSpread.times(heldSpreadMultiplier).times(owedSpreadMultiplier).plus(1);
var heldValue = heldWei.times(heldPrice).abs();
var owedValue = owedWei.times(owedPrice).times(rampAdjustment).times(spread).abs();
// add variables that need to be populated
var primaryMarketId = void 0;
var secondaryMarketId = void 0;
// set remaining owedWei and the marketIds depending on which market will 'bound' the action
if (heldValue.gt(owedValue)) {
// we expect no remaining owedWei
owedWei = Constants_1.INTEGERS.ZERO;
primaryMarketId = expiredMarket;
secondaryMarketId = heldMarket;
}
else {
// calculate the expected remaining owedWei
owedWei = owedValue.minus(heldValue).div(owedValue).times(owedWei);
primaryMarketId = heldMarket;
secondaryMarketId = expiredMarket;
}
// add the action to the current actions
this.addActionArgs({
primaryAccountOwner: primaryAccountOwner,
primaryAccountId: primaryAccountNumber,
}, {
actionType: types_1.ActionType.Trade,
amount: {
value: Constants_1.INTEGERS.ZERO,
denomination: types_1.AmountDenomination.Principal,
reference: types_1.AmountReference.Target,
},
primaryMarketId: primaryMarketId.toFixed(0),
secondaryMarketId: secondaryMarketId.toFixed(0),
otherAccountId: this.getAccountId(expiredAccountOwner, expiredAccountNumber),
otherAddress: contractAddress,
data: BytesHelper_1.toBytes(
/* calculateAmountWithMakerAccount */ true, 64, // position offset of dynamic byte array
64, // length of dynamic array in bytes
BytesHelper_1.bytesToHexString(BytesHelper_1.toBytes(expiredMarket, expiryTimestamp))),
});
}
return this;
};
// ============ Private Helper Functions ============
AccountOperation.prototype.exchange = function (exchange, actionType) {
var _a = this.orderMapper.mapOrder(exchange.order), bytes = _a.bytes, exchangeWrapperAddress = _a.exchangeWrapperAddress;
var _b = actionType === types_1.ActionType.Buy
? [exchange.makerMarketId, exchange.takerMarketId]
: [exchange.takerMarketId, exchange.makerMarketId], primaryMarketId = _b[0], secondaryMarketId = _b[1];
var orderData = bytes.map(function (a) { return [a]; });
this.addActionArgs(exchange, {
actionType: actionType,
amount: exchange.amount,
otherAddress: exchangeWrapperAddress,
data: orderData,
primaryMarketId: primaryMarketId.toFixed(0),
secondaryMarketId: secondaryMarketId.toFixed(0),
});
return this;
};
AccountOperation.prototype.addActionArgs = function (action, args) {
if (this.committed) {
throw new Error('Operation already committed');
}
var amount = args.amount
? {
sign: !args.amount.value.isNegative(),
denomination: args.amount.denomination,
ref: args.amount.reference,
value: args.amount.value.abs().toFixed(0),
}
: {
sign: false,
denomination: 0,
ref: 0,
value: 0,
};
var actionArgs = {
amount: amount,
accountId: this.getPrimaryAccountId(action),
actionType: args.actionType,
primaryMarketId: args.primaryMarketId || '0',
secondaryMarketId: args.secondaryMarketId || '0',
otherAddress: args.otherAddress || Constants_1.ADDRESSES.ZERO,
otherAccountId: args.otherAccountId || '0',
data: args.data || [],
};
this.actions.push(actionArgs);
};
AccountOperation.prototype.getPrimaryAccountId = function (operation) {
return this.getAccountId(operation.primaryAccountOwner, operation.primaryAccountId);
};
AccountOperation.prototype.getAccountId = function (accountOwner, accountNumber) {
var accountInfo = {
owner: accountOwner,
number: accountNumber.toFixed(0),
};
var correctIndex = function (i) {
return BytesHelper_1.addressesAreEqual(i.owner, accountInfo.owner) && i.number === accountInfo.number;
};
var index = this.accounts.findIndex(correctIndex);
if (index >= 0) {
return index;
}
this.accounts.push(accountInfo);
return this.accounts.length - 1;
};
AccountOperation.prototype.generateAuthData = function () {
var actionIndex = Constants_1.INTEGERS.ZERO;
var result = [];
var emptyAuth = {
numActions: '0',
header: {
expiration: '0',
salt: '0',
sender: Constants_1.ADDRESSES.ZERO,
signer: Constants_1.ADDRESSES.ZERO,
},
signature: [],
};
// for each signed auth
for (var i = 0; i < this.auths.length; i += 1) {
var auth = this.auths[i];
// if empty auth needed, push it
if (auth.startIndex.gt(actionIndex)) {
result.push(__assign(__assign({}, emptyAuth), { numActions: auth.startIndex.minus(actionIndex).toFixed(0) }));
}
// push this auth
result.push({
numActions: auth.numActions.toFixed(0),
header: {
expiration: auth.expiration.toFixed(0),
salt: auth.salt.toFixed(0),
sender: auth.sender,
signer: auth.signer,
},
signature: BytesHelper_1.toBytes(auth.typedSignature),
});
// update the action index
actionIndex = auth.startIndex.plus(auth.numActions);
}
// push a final empty auth if necessary
if (actionIndex.lt(this.actions.length)) {
result.push(__assign(__assign({}, emptyAuth), { numActions: new bignumber_js_1.default(this.actions.length).minus(actionIndex).toFixed(0) }));
}
return result;
};
return AccountOperation;
}());
exports.AccountOperation = AccountOperation;
//# sourceMappingURL=AccountOperation.js.map