Merge pull request #100 from Premian-Labs/optimize-quote

feat: add pool to quote function
Premian-Labs · Feb 7, 2024 · 36b20a1 · 36b20a1
2 parents a1b9572 + c7bc6b3
commit 36b20a1
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Showing 5 changed files with 96 additions and 55 deletions.
diff --git a/package.json b/package.json
@@ -1,6 +1,6 @@
 {
 	"name": "@premia/v3-sdk",
-	"version": "2.4.1",
+	"version": "2.5.1",
 	"description": "The official SDK for building applications on Premia V3.",
 	"main": "dist/index.js",
 	"typings": "dist/index.d.ts",

diff --git a/src/api/optionAPI.ts b/src/api/optionAPI.ts
@@ -2,7 +2,7 @@ import { BigNumberish, Provider, toBigInt } from 'ethers'
 import { get, isEqual } from 'lodash'
 
 import { ZERO_BI } from '../constants'
-import { FillableQuote, PoolMinimal, Token } from '../entities'
+import { FillableQuote, PoolKey, PoolMinimal, Token } from '../entities'
 import { BaseAPI } from './baseAPI'
 import { TokenOrAddress } from './tokenAPI'
 import { parseNumber } from '../utils'
@@ -215,6 +215,8 @@ export class OptionAPI extends BaseAPI {
 		showPoolErrors?: boolean
 		showOrderbookErrors?: boolean
 		showVaultErrors?: boolean
+		poolKey?: PoolKey
+		pool?: PoolMinimal
 	}): Promise<FillableQuote> {
 		const [bestRfqQuote, bestPoolQuote, bestVaultQuote] = await Promise.all([
 			this.premia.orders
@@ -224,7 +226,9 @@ export class OptionAPI extends BaseAPI {
 					options.isBuy,
 					options.minimumSize,
 					options.referrer,
-					options.taker
+					options.taker,
+					undefined,
+					options.pool
 				)
 				.catch((e) => {
 					if (options.showErrors || options.showOrderbookErrors) {
@@ -241,7 +245,10 @@ export class OptionAPI extends BaseAPI {
 					options.isBuy,
 					options.referrer,
 					options.taker,
-					options.maxSlippagePercent
+					options.maxSlippagePercent,
+					undefined,
+					options.poolKey,
+					options.pool
 				)
 				.catch((e) => {
 					if (options.showErrors || options.showPoolErrors) {
@@ -699,6 +706,10 @@ export class OptionAPI extends BaseAPI {
 
 		await Promise.all(
 			pools.map(async (pool) => {
+				const poolKey = await this.premia.pools.getPoolKeyFromAddress(
+					pool.address
+				)
+
 				const _options = {
 					poolAddress: pool.address,
 					size: options.size,
@@ -707,6 +718,8 @@ export class OptionAPI extends BaseAPI {
 					referrer: options.referrer,
 					taker: options.taker,
 					maxSlippagePercent: options.maxSlippagePercent,
+					pool,
+					poolKey,
 				}
 
 				if (!quotesByPool[pool.address]) {

diff --git a/src/api/ordersAPI.ts b/src/api/ordersAPI.ts
@@ -25,6 +25,8 @@ import {
 	OrderbookQuote,
 	SerializedQuote,
 	SignatureDomain,
+	PoolMinimal,
+	PoolKey,
 } from '../entities'
 
 /**
@@ -110,7 +112,8 @@ export class OrdersAPI extends BaseAPI {
 		quote: OrderbookQuote,
 		createdAt?: number,
 		referrer?: string,
-		provider?: Provider
+		provider?: Provider,
+		pool?: PoolMinimal
 	): Promise<FillableQuote> {
 		const poolContract = this.premia.contracts.getPoolContract(
 			poolAddress,
@@ -123,8 +126,8 @@ export class OrdersAPI extends BaseAPI {
 				: toBigInt(size)
 		const normalizedPremium = (_size * price) / WAD_BI
 
-		const [pool, takerFee] = await Promise.all([
-			this.premia.pools.getPoolMinimal(poolAddress),
+		const [_pool, takerFee] = await Promise.all([
+			pool ?? this.premia.pools.getPoolMinimal(poolAddress),
 			this.premia.pools.takerFee(
 				poolAddress,
 				_size,
@@ -136,19 +139,19 @@ export class OrdersAPI extends BaseAPI {
 			),
 		])
 
-		const denormalizedPrice = pool.isCall
+		const denormalizedPrice = _pool.isCall
 			? price
-			: (price * toBigInt(pool.strike)) / WAD_BI
+			: (price * toBigInt(_pool.strike)) / WAD_BI
 		const convertedPrice = convertDecimals(
 			denormalizedPrice,
 			WAD_DECIMALS,
-			pool.collateralAsset.decimals
+			_pool.collateralAsset.decimals
 		)
 
 		const premium = convertDecimals(
 			(_size * denormalizedPrice) / WAD_BI,
 			WAD_DECIMALS,
-			pool.collateralAsset.decimals
+			_pool.collateralAsset.decimals
 		)
 
 		const approvalAmount = quote.isBuy
@@ -158,7 +161,7 @@ export class OrdersAPI extends BaseAPI {
 		return {
 			...quote,
 			createdAt,
-			pool,
+			pool: _pool,
 			deadline: toBigInt(quote.deadline),
 			price: convertedPrice,
 			salt: toBigInt(quote.salt),
@@ -239,7 +242,8 @@ export class OrdersAPI extends BaseAPI {
 		minimumSize?: BigNumberish,
 		referrer?: string,
 		taker?: string,
-		provider?: Provider
+		provider?: Provider,
+		pool?: PoolMinimal
 	): Promise<FillableQuote | null> {
 		let quotes = await this.premia.orderbook.getQuotes(
 			poolAddress,
@@ -270,7 +274,8 @@ export class OrdersAPI extends BaseAPI {
 			bestQuote,
 			bestQuote.ts,
 			referrer,
-			provider
+			provider,
+			pool
 		)
 	}
 
@@ -297,6 +302,8 @@ export class OrdersAPI extends BaseAPI {
 			referrer?: string
 			taker?: string
 			provider?: Provider
+			poolKey?: PoolKey
+			pool?: PoolMinimal
 		},
 		callback: (quote: FillableQuote | null) => void
 	): Promise<void> {
@@ -309,10 +316,12 @@ export class OrdersAPI extends BaseAPI {
 		}
 
 		try {
-			const poolKey = await this.premia.pools.getPoolKeyFromAddress(
-				options.poolAddress,
-				options.provider
-			)
+			const poolKey =
+				options.poolKey ??
+				(await this.premia.pools.getPoolKeyFromAddress(
+					options.poolAddress,
+					options.provider
+				))
 
 			let [, bestQuote] = await Promise.all([
 				this.premia.orderbook.publishRFQ({
@@ -329,7 +338,8 @@ export class OrdersAPI extends BaseAPI {
 					options.minimumSize,
 					options.referrer,
 					options.taker,
-					options.provider
+					options.provider,
+					options.pool
 				),
 			])
 

diff --git a/src/api/poolAPI.ts b/src/api/poolAPI.ts
@@ -546,18 +546,22 @@ export class PoolAPI extends BaseAPI {
 		referrer?: string,
 		taker?: string,
 		maxSlippagePercent?: number,
-		provider?: Provider
+		provider?: Provider,
+		poolKey?: PoolKey,
+		pool?: PoolMinimal
 	): Promise<FillableQuote> {
 		const _size = toBigInt(size)
 		const poolContract = this.premia.contracts.getPoolContract(
 			poolAddress,
 			provider ?? this.premia.multicallProvider
 		)
-		const [poolKey, quote, pool] = await Promise.all([
-			this.getPoolKeyFromAddress(poolAddress, provider),
+
+		const [quote, _poolKey, _pool] = await Promise.all([
 			poolContract.getQuoteAMM(taker ?? ZeroAddress, _size, isBuy),
-			this.getPoolMinimal(poolAddress),
+			poolKey ?? this.getPoolKeyFromAddress(poolAddress, provider),
+			pool ?? this.getPoolMinimal(poolAddress),
 		])
+
 		const premiumLimit = maxSlippagePercent
 			? this.premia.pricing.premiumLimit(
 					quote.premiumNet,
@@ -567,8 +571,8 @@ export class PoolAPI extends BaseAPI {
 			: quote.premiumNet
 
 		return {
-			pool,
-			poolKey,
+			pool: _pool,
+			poolKey: _poolKey,
 			provider: poolAddress,
 			taker: ZeroAddress,
 			price: (quote.premiumNet * WAD_BI) / _size,
@@ -617,6 +621,8 @@ export class PoolAPI extends BaseAPI {
 			maxSlippagePercent?: number
 			showErrors?: boolean
 			provider?: Provider
+			poolKey?: PoolKey
+			pool?: PoolMinimal
 		},
 		callback: (quote: FillableQuote | null) => void
 	): Promise<void> {
@@ -639,7 +645,9 @@ export class PoolAPI extends BaseAPI {
 				options.referrer,
 				options.taker,
 				options.maxSlippagePercent,
-				options.provider
+				options.provider,
+				options.poolKey,
+				options.pool
 			).catch()
 
 			callbackIfNotStale(bestQuote)
@@ -662,7 +670,9 @@ export class PoolAPI extends BaseAPI {
 					options.referrer,
 					options.taker,
 					options.maxSlippagePercent,
-					options.provider
+					options.provider,
+					options.poolKey,
+					options.pool
 				).catch()
 
 				callbackIfNotStale(quote)