Feat / Add Uniswap to gateway

.env.example

@@ -1,9 +1,6 @@
-# Configuration file
-
 APPNAME=Hummingbot Gateway API
 NODE_ENV=dev
 PORT=5000
-PROTOCOLS=["celo", "terra", "balancer", "eth"]
 
 # use only if ip whitelist is required for local or docker instance
 # note that docker instance does not use 127.0.0.1 address
@@ -16,13 +13,14 @@ IP_WHITELIST=
 TERRA_LCD_URL=https://tequila-lcd.terra.dev
 TERRA_CHAIN=tequila-0004
 
-# Balancer
+# Ethereum
 # - network: mainnet, kovan, etc
 # - rpc url: infura or other rpc url
-BALANCER_NETWORK={network}
+ETHEREUM CHAIN={network}
 ETHEREUM_RPC_URL=https://{network}.infura.io/v3/{api_key}
 
-# subgraph_network: 
+# Balancer
+# subgraph_network
 # Reference: https://docs.balancer.finance/sor/development#subgraph
 # - mainnet: balancer
 # - kovan: balancer-kovan
@@ -31,10 +29,14 @@ REACT_APP_SUBGRAPH_URL=https://api.thegraph.com/subgraphs/name/balancer-labs/{su
 
 # exchange_proxy:
 # Reference: https://docs.balancer.finance/smart-contracts/addresses
-# - kovan: 0x4e67bf5bD28Dd4b570FBAFe11D0633eCbA2754Ec
 # - mainnet: 0x3E66B66Fd1d0b02fDa6C811Da9E0547970DB2f21
+# - kovan: 0x4e67bf5bD28Dd4b570FBAFe11D0633eCbA2754Ec
 EXCHANGE_PROXY={exchange_proxy}
 
+# Uniswap
+# Reference: https://uniswap.org/docs/v2/smart-contracts/router02/
+UNISWAP_ROUTER=0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D
+
 # cert
 CERT_PATH={full_path_to_certs_folder}
 CERT_PASSPHRASE={passphrase}

package.json

@@ -12,6 +12,7 @@
     "test": "echo \"Error: no test specified\" && exit 1"
   },
   "dependencies": {
+    "@uniswap/sdk": "^3.0.3",
     "@balancer-labs/sor": "^0.3.3",
     "@terra-money/terra.js": "^0.5.8",
     "bignumber.js": "^9.0.0",

src/app.js

@@ -11,6 +11,7 @@ import balancerRoutes from './routes/balancer.route'
 // import celoRoutes from './routes/celo.route'
 import ethRoutes from './routes/eth.route'
 import terraRoutes from './routes/terra.route'
+import uniswapRoutes from './routes/uniswap.route'
 
 // terminate if environment not found
 const result = dotenv.config();
@@ -40,6 +41,7 @@ app.use('/eth', ethRoutes);
 // app.use('/celo', celoRoutes);
 app.use('/terra', terraRoutes);
 app.use('/balancer', balancerRoutes);
+app.use('/uniswap', uniswapRoutes);
 
 app.get('/', (req, res, next) => {
   const cert = req.connection.getPeerCertificate()

src/routes/balancer.route.js

@@ -4,18 +4,16 @@ import express from 'express';
 
 import { getParamData, latency, reportConnectionError, statusMessages } from '../services/utils';
 import Balancer from '../services/balancer';
-import Ethereum from '../services/eth';
 
 require('dotenv').config()
 const debug = require('debug')('router')
 
 const router = express.Router()
-const balancer = new Balancer(process.env.BALANCER_NETWORK)
-const eth = new Ethereum(process.env.BALANCER_NETWORK)
+const balancer = new Balancer(process.env.ETHEREUM_CHAIN)
 
 const denomMultiplier = 1e18
-const swapMoreThanMaxPriceError = 'Swap price exceeds maxPrice'
-const swapLessThanMaxPriceError = 'Swap price lower than maxPrice'
+const swapMoreThanMaxPriceError = 'Price too high'
+const swapLessThanMaxPriceError = 'Price too low'
 
 router.use((req, res, next) => {
   const cert = req.connection.getPeerCertificate()
@@ -49,6 +47,7 @@ router.post('/sell-price', async (req, res) => {
         "quote":"0x....."
         "base":"0x....."
         "amount":0.1
+        "swaps": 4 (optional)
       }
   */
   const initTime = Date.now()
@@ -57,13 +56,18 @@ router.post('/sell-price', async (req, res) => {
   const baseTokenAddress = paramData.base
   const quoteTokenAddress = paramData.quote
   const amount = new BigNumber(parseInt(paramData.amount * denomMultiplier))
+  let maxSwaps
+  if (paramData.maxSwaps) {
+    maxSwaps = parseInt(paramData.maxSwaps)
+  }
 
   try {
     // fetch the optimal pool mix from balancer-sor
     const { swaps, expectedOut } = await balancer.priceSwapIn(
       baseTokenAddress,     // tokenIn is base asset
       quoteTokenAddress,    // tokenOut is quote asset
       amount,
+      maxSwaps,
     )
 
     if (swaps != null && expectedOut != null) {
@@ -109,13 +113,18 @@ router.post('/buy-price', async (req, res) => {
   const baseTokenAddress = paramData.base
   const quoteTokenAddress = paramData.quote
   const amount =  new BigNumber(parseInt(paramData.amount * denomMultiplier))
+  let maxSwaps
+  if (paramData.maxSwaps) {
+    maxSwaps = parseInt(paramData.maxSwaps)
+  }
 
   try {
     // fetch the optimal pool mix from balancer-sor
     const { swaps, expectedIn } = await balancer.priceSwapOut(
       quoteTokenAddress,    // tokenIn is quote asset
       baseTokenAddress,     // tokenOut is base asset
       amount,
+      maxSwaps,
     )
     if (swaps != null && expectedIn != null) {
       res.status(200).json({
@@ -174,6 +183,10 @@ router.post('/sell', async (req, res) => {
   if (paramData.gasPrice) {
     gasPrice = parseFloat(paramData.gasPrice)
   }
+  let maxSwaps
+  if (paramData.maxSwaps) {
+    maxSwaps = parseInt(paramData.maxSwaps)
+  }
 
   const minAmountOut = maxPrice / amount * denomMultiplier
   debug('minAmountOut', minAmountOut)
@@ -184,6 +197,7 @@ router.post('/sell', async (req, res) => {
       baseTokenAddress,     // tokenIn is base asset
       quoteTokenAddress,    // tokenOut is quote asset
       amount,
+      maxSwaps,
     )
 
     const price = expectedOut / amount
@@ -200,6 +214,8 @@ router.post('/sell', async (req, res) => {
         gasPrice,
       )
 
+      debug(txObj)
+
       // submit response
       res.status(200).json({
         network: balancer.network,
@@ -260,13 +276,18 @@ router.post('/buy', async (req, res) => {
   if (paramData.gasPrice) {
     gasPrice = parseFloat(paramData.gasPrice)
   }
+  let maxSwaps
+  if (paramData.maxSwaps) {
+    maxSwaps = parseInt(paramData.maxSwaps)
+  }
 
   try {
     // fetch the optimal pool mix from balancer-sor
     const { swaps, expectedIn } = await balancer.priceSwapOut(
       quoteTokenAddress,    // tokenIn is quote asset
       baseTokenAddress,     // tokenOut is base asset
       amount,
+      maxSwaps,
     )
 
     const price = expectedIn / amount

src/routes/eth.route.js

@@ -7,8 +7,10 @@ import Ethereum from '../services/eth';
 const router = express.Router()
 const eth = new Ethereum(process.env.ETHEREUM_CHAIN)
 const separator = ','
-const spenders = { balancer: process.env.EXCHANGE_PROXY,
-                  uniswap: process.env.UNISWAP_ROUTER }
+const spenders = {
+  balancer: process.env.EXCHANGE_PROXY,
+  uniswap: process.env.UNISWAP_ROUTER
+}
 
 const debug = require('debug')('router')