@dolomite-exchange/dolomite-margin
Version:
Ethereum Smart Contracts and TypeScript library used for the DolomiteMargin trading protocol
454 lines • 21.3 kB
JavaScript
"use strict";
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.AccountOperation = void 0;
const bignumber_js_1 = __importDefault(require("bignumber.js"));
const BytesHelper_1 = require("../../lib/BytesHelper");
const Constants_1 = require("../../lib/Constants");
const expiry_constants_json_1 = __importDefault(require("../../lib/expiry-constants.json"));
const Helpers_1 = require("../../lib/Helpers");
const types_1 = require("../../types");
class AccountOperation {
constructor(contracts, orderMapper, networkId, options) {
// use the passed-in proxy type, but support the old way of passing in `usePayableProxy = true`
const 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;
}
deposit(deposit) {
this.addActionArgs(deposit, {
actionType: types_1.ActionType.Deposit,
amount: deposit.amount,
otherAddress: deposit.from,
primaryMarketId: deposit.marketId.toFixed(0),
});
return this;
}
withdraw(withdraw) {
this.addActionArgs(withdraw, {
amount: withdraw.amount,
actionType: types_1.ActionType.Withdraw,
otherAddress: withdraw.to,
primaryMarketId: withdraw.marketId.toFixed(0),
});
return this;
}
transfer(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;
}
buy(buy) {
return this.exchange(buy, types_1.ActionType.Buy);
}
sell(sell) {
return this.exchange(sell, types_1.ActionType.Sell);
}
liquidate(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;
}
vaporize(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;
}
setApprovalForExpiry(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;
}
setExpiry(args) {
let 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 (let i = 0; i < args.expiryArgs.length; i += 1) {
const 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;
}
call(args) {
this.addActionArgs(args, {
actionType: types_1.ActionType.Call,
otherAddress: args.callee,
data: args.data,
});
return this;
}
trade(trade) {
let 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;
}
liquidateExpiredAccount(liquidate, maxExpiry) {
return this.liquidateExpiredAccountInternal(liquidate, maxExpiry || Constants_1.INTEGERS.ONES_31, this.contracts.expiry.options.address);
}
fullyLiquidateExpiredAccount(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.
*/
addSignedOperation(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 (let i = 0; i < signedOperation.actions.length; i += 1) {
const action = signedOperation.actions[i];
const 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.
*/
createSignableOperation(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');
}
const actionArgsToAction = (action) => {
const 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),
};
};
const actions = this.actions.map(actionArgsToAction.bind(this));
return {
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.
*/
async commit(options) {
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 {
let method;
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 this.contracts.callContractFunction(method, options);
}
catch (error) {
this.committed = false;
throw error;
}
}
liquidateExpiredAccountInternal(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;
}
fullyLiquidateExpiredAccountInternal(primaryAccountOwner, primaryAccountNumber, expiredAccountOwner, expiredAccountNumber, expiredMarket, expiryTimestamp, blockTimestamp, weis, prices, spreadPremiums, collateralPreferences, contractAddress) {
// hardcoded values
const networkExpiryConstants = expiry_constants_json_1.default[this.networkId];
const defaultSpread = new bignumber_js_1.default(networkExpiryConstants.spread);
const expiryRampTime = new bignumber_js_1.default(networkExpiryConstants.expiryRampTime);
// get info about the expired market
let owedWei = weis[expiredMarket.toNumber()];
const owedPrice = prices[expiredMarket.toNumber()];
const 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 (let i = 0; i < collateralPreferences.length && owedWei.lt(0); i += 1) {
// get info about the next collateral market
const heldMarket = collateralPreferences[i];
const heldWei = weis[heldMarket.toFixed(0)];
// skip this collateral market if the account is not positive in this market
if (heldWei.lte(0)) {
continue;
}
const heldPrice = prices[heldMarket.toFixed(0)];
const heldSpreadMultiplier = spreadPremiums[heldMarket.toFixed(0)].plus(1);
// get the relative value of each market
const rampAdjustment = bignumber_js_1.default.min(blockTimestamp.minus(expiryTimestamp).div(expiryRampTime), Constants_1.INTEGERS.ONE);
const spread = defaultSpread.times(heldSpreadMultiplier).times(owedSpreadMultiplier).plus(1);
const heldValue = heldWei.times(heldPrice).abs();
const owedValue = owedWei.times(owedPrice).times(rampAdjustment).times(spread).abs();
// add variables that need to be populated
let primaryMarketId;
let secondaryMarketId;
// 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,
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 ============
exchange(exchange, actionType) {
const { bytes, exchangeWrapperAddress, } = this.orderMapper.mapOrder(exchange.order);
const [primaryMarketId, secondaryMarketId] = actionType === types_1.ActionType.Buy
? [exchange.makerMarketId, exchange.takerMarketId]
: [exchange.takerMarketId, exchange.makerMarketId];
const orderData = bytes.map((a) => [a]);
this.addActionArgs(exchange, {
actionType,
amount: exchange.amount,
otherAddress: exchangeWrapperAddress,
data: orderData,
primaryMarketId: primaryMarketId.toFixed(0),
secondaryMarketId: secondaryMarketId.toFixed(0),
});
return this;
}
addActionArgs(action, args) {
if (this.committed) {
throw new Error('Operation already committed');
}
const 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,
};
const actionArgs = {
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);
}
getPrimaryAccountId(operation) {
return this.getAccountId(operation.primaryAccountOwner, operation.primaryAccountId);
}
getAccountId(accountOwner, accountNumber) {
const accountInfo = {
owner: accountOwner,
number: accountNumber.toFixed(0),
};
const correctIndex = (i) => BytesHelper_1.addressesAreEqual(i.owner, accountInfo.owner) && i.number === accountInfo.number;
const index = this.accounts.findIndex(correctIndex);
if (index >= 0) {
return index;
}
this.accounts.push(accountInfo);
return this.accounts.length - 1;
}
generateAuthData() {
let actionIndex = Constants_1.INTEGERS.ZERO;
const result = [];
const emptyAuth = {
numActions: '0',
header: {
expiration: '0',
salt: '0',
sender: Constants_1.ADDRESSES.ZERO,
signer: Constants_1.ADDRESSES.ZERO,
},
signature: [],
};
// for each signed auth
for (let i = 0; i < this.auths.length; i += 1) {
const auth = this.auths[i];
// if empty auth needed, push it
if (auth.startIndex.gt(actionIndex)) {
result.push({
...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({
...emptyAuth,
numActions: new bignumber_js_1.default(this.actions.length).minus(actionIndex).toFixed(0),
});
}
return result;
}
}
exports.AccountOperation = AccountOperation;
//# sourceMappingURL=AccountOperation.js.map