@fleupold/dex-contracts/build/esm/scripts/transitive_orderbook.js

Contracts for dFusion multi-token batch auction exchange

import BN from "bn.js";
import { getOpenOrdersPaginated } from "../src/onchain_reading";
import { Orderbook, Offer, transitiveOrderbook } from "../src/orderbook";
import { Fraction } from "../src/fraction";
import { factory } from "../src/logging";
const log = factory.getLogger("scripts.setup_environment");
const BatchExchangeViewer = artifacts.require("BatchExchangeViewer");
const argv = require("yargs")
    .option("sellToken", {
    describe: "the token you are looking to sell",
})
    .option("buyToken", {
    describe: "the token you are looking to sell",
})
    .option("sellAmount", {
    describe: "the amount you are looking to sell",
})
    .option("hops", {
    default: 1,
    describe: "Number of hops in potential ring trades",
})
    .option("pageSize", {
    default: 100,
    describe: "The page  size for the function getOrdersPaginated",
})
    .demand(["sellToken", "buyToken", "sellAmount"])
    .version(false).argv;
const addItemToOrderbooks = function (orderbooks, item) {
    let orderbook = new Orderbook(item.sellToken, item.buyToken);
    if (!orderbooks.has(orderbook.pair())) {
        orderbooks.set(orderbook.pair(), orderbook);
    }
    // We have explicitly ensured above that this will not be null.
    // eslint-disable-next-line @typescript-eslint/no-non-null-assertion
    orderbook = orderbooks.get(orderbook.pair());
    const price = new Fraction(item.priceNumerator, item.priceDenominator);
    const volume = new Fraction(item.remainingAmount.gt(item.sellTokenBalance)
        ? item.sellTokenBalance
        : item.remainingAmount, 1);
    // Smaller orders cannot be matched anyways
    if (volume.gt(new Fraction(10000, 1))) {
        orderbook.addAsk(new Offer(price, volume));
    }
};
const getAllOrderbooks = async function (instance, pageSize) {
    const orderbooks = new Map();
    for await (const page of getOpenOrdersPaginated(instance.contract, pageSize)) {
        log.info("Fetched Page");
        page.forEach((item) => {
            addItemToOrderbooks(orderbooks, item);
        });
    }
    return orderbooks;
};
module.exports = async (callback) => {
    try {
        const sellAmount = new BN(argv.sellAmount);
        const instance = await BatchExchangeViewer.deployed();
        const orderbooks = await getAllOrderbooks(instance, argv.pageSize);
        const transitive_book = transitiveOrderbook(orderbooks, argv.sellToken, argv.buyToken, parseInt(argv.hops));
        const price = transitive_book.priceToSellBaseToken(sellAmount);
        log.info(`Suggested price to sell ${argv.sellAmount} of token ${argv.sellToken} for token ${argv.buyToken} is: ${price?.toNumber()}`);
        callback();
    }
    catch (error) {
        callback(error);
    }
};