Feat / Add Uniswap to gateway #12

vic-en · 2020-11-16T14:40:28Z

No description provided.

…into feat/uniswap_gateway

vic-en · 2020-11-16T15:25:09Z

src/services/uniswap.js

+    const tokenAmountIn = new uni.TokenAmount(tIn, amountIn)
+    const result = uni.Router.swapCallParameters(
+          uni.Trade.exactIn(route, tokenAmountIn),
+          { ttl: 50, recipient: wallet.address, allowedSlippage: new uni.Percent('1', '100') }


What would be better values for the ttl (time to live) and the "allowedSlippage"?

ttl:Uniswap defines this as "how long the swap is valid until it expires, in seconds." I think we should make ttl an constant equal to 0 that is specified in uniswap.js.

allowedSlippage: I think we should make this a constant equal to 0 in uniswap.js as well. Since we set slippage buffer through the Hummingbot client, I don't think we need to add more slippage buffer here.

There shouldn't be problem with setting allowedSloppage to 0.
However, I believe there would be a problem with setting ttl to 0. I believe the swap wouldn't be executed. I'd test to confirm this.

Sorry that was a typo - for ttl I think a value like 60 seconds would be a good initial value.

src/services/uniswap.js

fengtality

See requested changes - let's discuss the price one during 1:1 tmrw

src/index.js

fengtality · 2020-11-17T00:23:16Z

src/services/uniswap.js

+    const tokenAmountIn = new uni.TokenAmount(tIn, amountIn)
+    const result = uni.Router.swapCallParameters(
+          uni.Trade.exactIn(route, tokenAmountIn),
+          { ttl: 50, recipient: wallet.address, allowedSlippage: new uni.Percent('1', '100') }


ttl:Uniswap defines this as "how long the swap is valid until it expires, in seconds." I think we should make ttl an constant equal to 0 that is specified in uniswap.js.

allowedSlippage: I think we should make this a constant equal to 0 in uniswap.js as well. Since we set slippage buffer through the Hummingbot client, I don't think we need to add more slippage buffer here.

src/services/uniswap.js

src/routes/uniswap.route.js

src/services/uniswap.js

…into feat/uniswap_gateway

fengtality · 2020-11-19T22:34:53Z

src/services/uniswap.js

+    // network defaults to KOVAN
+    const providerUrl = process.env.ETHEREUM_RPC_URL
+    this.network = process.env.ETHEREUM_CHAIN
+    this.chainID = uni.ChainId.KOVAN


This line isn't needed since it's defined below

fengtality · 2020-11-19T22:35:58Z

src/services/uniswap.js

+      var tOut = await uni.Fetcher.fetchTokenData(this.chainID, tokenOut)
+
+      try {
+      pair = await uni.Fetcher.fetchPairData(tIn, tOut)


indent 2 spaces

fengtality · 2020-11-19T22:36:10Z

src/services/uniswap.js

+      route = new uni.Route([pair], tIn, tOut)
+      }
+      catch(err){
+      console.log('Trying alternative/indirect route.')


similar to above, indent 2 spaces

fengtality

buy doesn't work and throws an Operation Error - problems seems to reside in the swapExactOut` function

fengtality · 2020-11-20T04:15:14Z

I added a commit which:

Addresses https://github.com/CoinAlpha/hummingbot/issues/2656: moves the Balancer and Uniswap addresses into their respective files, so we can delete the EXCHANGE_PROXY and UNISWAP_ROUTER constants in the Gateway installation script.
Uses the number of swaps utilized by Balancer to set the gas limit dynamically. The Balancer price and trade functions now have an optional parameter maxSwaps that sets the number of swaps used.

Smaller traders would use a small maxSwaps number because they care more about gas costs, while larger traders would use a high maxSwaps because they want the best price and don't care about gas as much. We should factor this calculation into the client profitability calculation as well:

const GAS_BASE = 200000;
const GAS_PER_SWAP = 100000;
const gasLimit = GAS_BASE + MAX_SWAPS * GAS_PER_SWAP

fengtality · 2020-11-20T05:34:58Z

Sorry @vic-en for trampling all over your PR... I should have created a separate branch for the last 2 commits. I don't think they affected the Uniswap part of the code, but feel free to roll them back if you want.

I think the buy function in Uniswap may still throw an error, though I was testing using Postman and not with the client.

vic-en · 2020-11-20T10:16:50Z

Sorry @vic-en for trampling all over your PR... I should have created a separate branch for the last 2 commits. I don't think they affected the Uniswap part of the code, but feel free to roll them back if you want.

I think the buy function in Uniswap may still throw an error, though I was testing using Postman and not with the client.

I figured it. I'd push a commit to address that.

…ateway-api into feat/uniswap_gateway

vic-en added 2 commits November 16, 2020 10:19

(feat) add uniswap gateway

23c30b3

Merge branch 'development' of https://github.com/CoinAlpha/gateway-api …

9d11771

…into feat/uniswap_gateway

vic-en commented Nov 16, 2020

View reviewed changes

vic-en requested review from fengtality and gyozajiro November 16, 2020 15:27

fengtality suggested changes Nov 17, 2020

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fengtality reviewed Nov 17, 2020

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src/services/uniswap.js Outdated Show resolved Hide resolved

vic-en added 2 commits November 18, 2020 14:15

(feat) update uniswap and modified eth route to be non balancer specific

6347884

Merge branch 'development' of https://github.com/CoinAlpha/gateway-api …

c78eace

…into feat/uniswap_gateway

vic-en requested a review from fengtality November 19, 2020 13:02

fengtality reviewed Nov 19, 2020

View reviewed changes

(fix) minor fixes

b53f354

fengtality suggested changes Nov 20, 2020

View reviewed changes

fengtality added 2 commits November 19, 2020 16:58

(fix) clean up code and add balancer/uniswap addresses

d2a6efa

(feat) balancer dynamic gas

4d8810d

fengtality mentioned this pull request Nov 20, 2020

Add dynamic gas calculation for Balancer in the client hummingbot/hummingbot#2657

Closed

vic-en added 2 commits November 20, 2020 15:53

(fix) provide appropraite token address when swapping out

e28db41

Merge branch 'feat/uniswap_gateway' of https://github.com/CoinAlpha/g…

1de1730

…ateway-api into feat/uniswap_gateway

fengtality approved these changes Nov 20, 2020

View reviewed changes

fengtality merged commit b3ef56e into development Nov 20, 2020

fengtality deleted the feat/uniswap_gateway branch November 20, 2020 18:59

Feat / Add Uniswap to gateway #12

Feat / Add Uniswap to gateway #12

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fengtality commented Nov 20, 2020

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vic-en commented Nov 20, 2020

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