Merge pull request #12 from marktoda/priority-orders

feat: add support for priority orders and v2
marktoda · Aug 23, 2024 · f703161 · f703161
2 parents 4550acc + 1656de8
commit f703161
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Showing 12 changed files with 1,066 additions and 141 deletions.
diff --git a/crates/uniswapx-rs/src/order.rs b/crates/uniswapx-rs/src/order.rs
@@ -1,5 +1,8 @@
+use std::error::Error;
+
+use alloy_dyn_abi::SolType;
 use alloy_primitives::Uint;
-use alloy_sol_types::{sol, SolType};
+use alloy_sol_types::sol;
 use anyhow::Result;
 
 sol! {
@@ -29,30 +32,73 @@ sol! {
     }
 
     #[derive(Debug)]
-    struct ExclusiveDutchOrder {
-        OrderInfo info;
+    struct CosignerData {
         uint256 decayStartTime;
         uint256 decayEndTime;
         address exclusiveFiller;
         uint256 exclusivityOverrideBps;
-        DutchInput input;
-        DutchOutput[] outputs;
+        uint256 inputAmount;
+        uint256[] outputAmounts;
+    }
+
+    #[derive(Debug)]
+    struct V2DutchOrder {
+        OrderInfo info;
+        address cosigner;
+        DutchInput baseInput;
+        DutchOutput[] baseOutputs;
+        CosignerData cosignerData;
+        bytes cosignature;
+    }
+
+    #[derive(Debug)]
+    struct PriorityInput {
+        address token;
+        uint256 amount;
+        uint256 mpsPerPriorityFeeWei;
+    }
+
+    #[derive(Debug)]
+    struct PriorityOutput {
+        address token;
+        uint256 amount;
+        uint256 mpsPerPriorityFeeWei;
+        address recipient;
+    }
+
+    #[derive(Debug)]
+    struct PriorityCosignerData {
+        uint256 auctionTargetBlock;
+    }
+
+    #[derive(Debug)]
+    struct PriorityOrder {
+        OrderInfo info;
+        address cosigner;
+        uint256 auctionStartBlock;
+        uint256 baselinePriorityFeeWei;
+        PriorityInput input;
+        PriorityOutput[] outputs;
+        PriorityCosignerData cosignerData;
+        bytes cosignature;
     }
 }
 
-pub fn decode_order(encoded_order: &str) -> Result<ExclusiveDutchOrder> {
-    let encoded_order = if encoded_order.starts_with("0x") {
-        &encoded_order[2..]
-    } else {
-        encoded_order
-    };
-    let order_hex = hex::decode(encoded_order)?;
+pub const MPS: u64 = 1e7 as u64;
 
-    Ok(ExclusiveDutchOrder::decode(&order_hex, false)?)
+#[derive(Debug, Clone)]
+pub enum Order {
+    V2DutchOrder(V2DutchOrder),
+    PriorityOrder(PriorityOrder),
 }
 
-pub fn encode_order(order: &ExclusiveDutchOrder) -> Vec<u8> {
-    ExclusiveDutchOrder::encode(order)
+impl Order {
+    pub fn encode(&self) -> Vec<u8> {
+        match self {
+            Order::V2DutchOrder(order) => order.encode_inner(),
+            Order::PriorityOrder(order) => order.encode_inner(),
+        }
+    }
 }
 
 #[derive(Debug, Clone)]
@@ -79,9 +125,18 @@ pub enum OrderResolution {
     Resolved(ResolvedOrder),
     Expired,
     Invalid,
+    NotFillableYet
 }
 
-impl ExclusiveDutchOrder {
+impl V2DutchOrder {
+    pub fn decode_inner(order_hex: &[u8], validate: bool) -> Result<Self, Box<dyn Error>> {
+        Ok(V2DutchOrder::decode_single(order_hex, validate)?)
+    }
+
+    pub fn encode_inner(&self) -> Vec<u8> {
+        V2DutchOrder::encode_single(self)
+    }
+
     pub fn resolve(&self, timestamp: u64) -> OrderResolution {
         let timestamp = Uint::from(timestamp);
 
@@ -90,33 +145,34 @@ impl ExclusiveDutchOrder {
         };
 
         // resolve over the decay curve
+        // TODO: apply cosigner logic
 
         let input = ResolvedInput {
-            token: self.input.token.to_string(),
+            token: self.baseInput.token.to_string(),
             amount: resolve_decay(
                 timestamp,
-                self.decayStartTime,
-                self.decayEndTime,
-                self.input.startAmount,
-                self.input.endAmount,
+                self.cosignerData.decayStartTime,
+                self.cosignerData.decayEndTime,
+                self.baseInput.startAmount,
+                self.baseInput.endAmount,
             ),
         };
 
         let outputs = self
-            .outputs
+            .baseOutputs
             .iter()
             .map(|output| {
                 let mut amount = resolve_decay(
                     timestamp,
-                    self.decayStartTime,
-                    self.decayEndTime,
+                    self.cosignerData.decayStartTime,
+                    self.cosignerData.decayEndTime,
                     output.startAmount,
                     output.endAmount,
                 );
 
                 // add exclusivity override to amount
-                if self.decayStartTime.gt(&timestamp) && !self.exclusiveFiller.is_zero() {
-                    let exclusivity = self.exclusivityOverrideBps.wrapping_add(Uint::from(10000));
+                if self.cosignerData.decayStartTime.gt(&timestamp) && !self.cosignerData.exclusiveFiller.is_zero() {
+                    let exclusivity = self.cosignerData.exclusivityOverrideBps.wrapping_add(Uint::from(10000));
                     let exclusivity = exclusivity.wrapping_mul(amount);
                     amount = exclusivity.wrapping_div(Uint::from(10000));
                 };
@@ -133,6 +189,59 @@ impl ExclusiveDutchOrder {
     }
 }
 
+impl PriorityOrder {
+    pub fn decode_inner(order_hex: &[u8], validate: bool) -> Result<Self, Box<dyn Error>> {
+        Ok(PriorityOrder::decode_single(order_hex, validate)?)
+    }
+
+    pub fn encode_inner(&self) -> Vec<u8> {
+        PriorityOrder::encode_single(self)
+    }
+
+    pub fn resolve(&self, block_number: u64, timestamp: u64, priority_fee: Uint<256, 4>) -> OrderResolution {
+        let timestamp = Uint::from(timestamp);
+
+        if self.info.deadline.lt(&timestamp) {
+            return OrderResolution::Expired;
+        };
+
+        let input = self.input.scale(priority_fee);
+        let outputs = self
+            .outputs
+            .iter()
+            .map(|output| output.scale(priority_fee))
+            .collect();
+
+        if Uint::from(block_number).lt(&self.cosignerData.auctionTargetBlock.saturating_sub(Uint::from(2))) {
+            return OrderResolution::NotFillableYet;
+        };
+
+        OrderResolution::Resolved(ResolvedOrder { input, outputs })
+    }
+}
+
+impl PriorityInput {
+    pub fn scale(&self, priority_fee: Uint<256, 4>) -> ResolvedInput {
+        let amount = self.amount.wrapping_mul(Uint::from(MPS).wrapping_add(priority_fee.wrapping_mul(self.mpsPerPriorityFeeWei))).wrapping_div(Uint::from(MPS));
+        ResolvedInput {
+            token: self.token.to_string(),
+            amount,
+        }
+    }
+}
+
+impl PriorityOutput {
+    pub fn scale(&self, priority_fee: Uint<256, 4>) -> ResolvedOutput {
+        let amount = self.amount.wrapping_mul(Uint::from(MPS).saturating_sub(priority_fee.wrapping_mul(self.mpsPerPriorityFeeWei))).wrapping_div(Uint::from(MPS));
+        ResolvedOutput {
+            token: self.token.to_string(),
+            amount,
+            recipient: self.recipient.to_string(),
+        }
+    }
+
+}
+
 fn resolve_decay(
     at_time: Uint<256, 4>,
     start_time: Uint<256, 4>,

diff --git a/src/collectors/uniswapx_order_collector.rs b/src/collectors/uniswapx_order_collector.rs
@@ -4,12 +4,60 @@ use async_trait::async_trait;
 use futures::{stream, StreamExt};
 use reqwest::Client;
 use serde::Deserialize;
+use std::fmt;
+use std::str::FromStr;
+use std::string::ToString;
 use tokio::time::Duration;
 use tokio_stream::wrappers::IntervalStream;
 
 static UNISWAPX_API_URL: &str = "https://api.uniswap.org/v2";
-static POLL_INTERVAL_SECS: u64 = 5;
-pub const CHAIN_ID: u64 = 1;
+static POLL_INTERVAL_SECS: u64 = 1;
+
+#[derive(Debug)]
+pub enum OrderTypeError {
+    InvalidOrderType,
+}
+
+impl fmt::Display for OrderTypeError {
+    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
+        write!(f, "Invalid order type")
+    }
+}
+
+impl std::error::Error for OrderTypeError {}
+
+#[derive(Debug, PartialEq, Eq, Clone)]
+pub enum OrderType {
+    DutchV2,
+    Priority,
+}
+
+impl FromStr for OrderType {
+    type Err = OrderTypeError;
+
+    fn from_str(s: &str) -> Result<OrderType, OrderTypeError> {
+        match s {
+            "Dutch_V2" => Ok(OrderType::DutchV2),
+            "Priority" => Ok(OrderType::Priority),
+            _ => Err(OrderTypeError::InvalidOrderType),
+        }
+    }
+}
+
+impl ToString for OrderType {
+    fn to_string(&self) -> String {
+        match self {
+            OrderType::DutchV2 => "Dutch_V2".to_string(),
+            OrderType::Priority => "Priority".to_string(),
+        }
+    }
+}
+
+impl Default for OrderType {
+    fn default() -> Self {
+        OrderType::DutchV2
+    }
+}
 
 #[derive(Debug, Clone, Deserialize)]
 pub struct UniswapXOrder {
@@ -38,13 +86,17 @@ pub struct UniswapXOrderResponse {
 pub struct UniswapXOrderCollector {
     pub client: Client,
     pub base_url: String,
+    pub chain_id: u64,
+    pub order_type: OrderType,
 }
 
 impl UniswapXOrderCollector {
-    pub fn new() -> Self {
+    pub fn new(chain_id: u64, order_type: OrderType) -> Self {
         Self {
             client: Client::new(),
             base_url: UNISWAPX_API_URL.to_string(),
+            chain_id,
+            order_type,
         }
     }
 }
@@ -56,8 +108,10 @@ impl UniswapXOrderCollector {
 impl Collector<UniswapXOrder> for UniswapXOrderCollector {
     async fn get_event_stream(&self) -> Result<CollectorStream<'_, UniswapXOrder>> {
         let url = format!(
-            "{}/orders?orderStatus=open&chainId={}",
-            self.base_url, CHAIN_ID
+            "{}/orders?orderStatus=open&chainId={}&orderType={}",
+            self.base_url,
+            self.chain_id,
+            self.order_type.to_string()
         );
 
         // stream that polls the UniswapX API every 5 seconds
@@ -94,8 +148,10 @@ impl Collector<UniswapXOrder> for UniswapXOrderCollector {
 mod tests {
     use crate::collectors::uniswapx_order_collector::UniswapXOrderCollector;
     use artemis_core::types::Collector;
+    use ethers::utils::hex;
     use futures::StreamExt;
     use mockito::{Mock, Server, ServerGuard};
+    use uniswapx_rs::order::V2DutchOrder;
 
     async fn get_collector(mock_response: &str) -> (UniswapXOrderCollector, ServerGuard, Mock) {
         let mut server = Server::new_async().await;
@@ -112,6 +168,8 @@ mod tests {
         let res = UniswapXOrderCollector {
             client: reqwest::Client::new(),
             base_url: url.clone(),
+            chain_id: 1,
+            order_type: super::OrderType::DutchV2,
         };
 
         (res, server, mock)
@@ -140,4 +198,32 @@ mod tests {
         );
         mock.assert_async().await;
     }
+
+    #[tokio::test]
+    async fn decodes_v2_order() {
+        let response = r#"
+{"orders":[{"type":"Dutch_V2","orderStatus":"open","signature":"0x6eb32e7912d333e9c1ab162db02ed1656cdc8fbea2e21e70cd3634e8a3bd85d0582b46cacb584412ef3e035837b005b70f67897969426f9795128ea52de3a8cf1b","encodedOrder":"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","chainId":1,"nonce":"1993352701105935839386570705396248068916924096291549856616269381900329515568","orderHash":"0x382f612930c2121ed91fcdc00972f76b4adbef8d111830e1d135ac944a144876","swapper":"0xC9838Bbf85Ad068136E8DA07021E9e1312019019","input":{"token":"0x6982508145454Ce325dDbE47a25d4ec3d2311933","startAmount":"5000000000000000000000000","endAmount":"5000000000000000000000000"},"outputs":[{"token":"0x0000000000000000000000000000000000000000","startAmount":"16944616955649735","endAmount":"14846278718998921","recipient":"0xC9838Bbf85Ad068136E8DA07021E9e1312019019"},{"token":"0x0000000000000000000000000000000000000000","startAmount":"42467711668295","endAmount":"37208718593982","recipient":"0x000000fee13a103A10D593b9AE06b3e05F2E7E1c"}],"cosignerData":{"decayStartTime":1721424310,"decayEndTime":1721424370,"exclusiveFiller":"0x6F1cDbBb4d53d226CF4B917bF768B94acbAB6168","inputOverride":"0","outputOverrides":["16998537363636733","0"]},"cosignature":"0xd90e87f6f9e84487bfbb5170e856a332769359664c72f90250ee8917baf3a5920e87d331fcf97456e5d4d88761c552a9115569861aa96120b56d882339bbaac91c","quoteId":"221f421a-455d-4358-8376-6b4fb0ffb0f1","requestId":"775eea31-3173-4f1c-b7d2-bcd6fbcf2301","createdAt":1721424286}]}        "#;
+        let (collector, _server, _) = get_collector(response).await;
+        // get event stream and parse events
+        let stream = collector.get_event_stream().await.unwrap();
+        let (first_order, _) = stream.into_future().await;
+        assert!(first_order.is_some());
+        assert_eq!(
+            first_order.clone().unwrap().order_hash,
+            "0x382f612930c2121ed91fcdc00972f76b4adbef8d111830e1d135ac944a144876"
+        );
+        let encoded_order = &first_order.unwrap().encoded_order;
+        let encoded_order = if encoded_order.starts_with("0x") {
+            &encoded_order[2..]
+        } else {
+            encoded_order
+        };
+        let order_hex: Vec<u8> = hex::decode(encoded_order).unwrap();
+
+        let result = V2DutchOrder::decode_inner(&order_hex, false);
+        match result {
+            Err(e) => panic!("Error decoding order: {:?}", e),
+            _ => (),
+        }
+    }
 }