Add SOR support

balpy/balpy.py

@@ -110,6 +110,8 @@ class balpy(object):
 					"sepolia":			{"id":11155111,	"blockExplorerUrl":"sepolia.etherscan.io",			"balFrontend":"app.balancer.fi/#/sepolia"		}
 				};
 
+	apiEndpoint = "https://api.balancer.fi/"
+
 	# ABIs and Deployment Addresses
 	abis = {};
 	deploymentAddresses = {};
@@ -475,6 +477,11 @@ def erc20ScaleDecimalsStandard(self, tokenAddress, amount):
 		standardBalance = Decimal(amount) * Decimal(10**(-decimals));
 		return(standardBalance);
 
+	def erc20ScaleDecimalsWei(self, tokenAddress, amount):
+		decimals = self.erc20GetDecimals(tokenAddress);
+		weiBalance = Decimal(amount) * Decimal(10**(decimals));
+		return(weiBalance);
+
 	def erc20GetBalanceStandard(self, tokenAddress, address=None):
 		if address is None:
 			address = self.address;
@@ -2062,6 +2069,82 @@ def balGetLinkToFrontend(self, poolId):
 		else:
 			return("")
 
+	def balGetApiEndpointSor(self):
+		return(os.path.join(self.apiEndpoint, "sor", str(self.networkParams[self.network]["id"])));
+
+	def balSorQuery(self, data):
+		query = data["sor"];
+
+		# scale amount based on input/output
+		token_for_decimals = query["orderKind"].lower() + "Token";
+		amount_scaled = self.erc20ScaleDecimalsWei(query[token_for_decimals], query["amount"]);
+		query["amount"] = int(amount_scaled);
+
+		# get gas price if not provided
+		if not "gasPrice" in query.keys():
+			gas_price_gwei = self.getGasPrice(query["gasSpeed"]);
+			gas_price_wei = int(gas_price_gwei * 1e9);
+			query["gasPrice"] = gas_price_wei;
+			del query["gasSpeed"];
+
+		# API gets grumpy when you send it numbers. Send everything as a string
+		for field in query:
+			query[field] = str(query[field])
+		response = requests.post(
+			self.balGetApiEndpointSor(),
+			headers={'Content-Type': 'application/json'},
+			data=json.dumps(query)
+		);
+
+		batch_swap = self.balSorResponseToBatchSwapFormat(data, response.json())
+
+		return(batch_swap)
+
+	def balSorResponseToBatchSwapFormat(self, query, response):
+		sor = query["sor"];
+		del query["sor"];
+
+		kind = None;
+		if sor["orderKind"] not in ["buy", "sell"]:
+			bal.ERROR("orderKind must be \"buy\" or \"sell\"");
+			quit();
+		if sor["orderKind"] == "sell":
+			kind = "0";
+		if sor["orderKind"] == "buy":
+			kind = "1";
+
+		query["batchSwap"]["kind"] = kind;
+		query["batchSwap"]["assets"] = response["tokenAddresses"];
+		query["batchSwap"]["swaps"] = response["swaps"];
+		query["batchSwap"]["limits"] = [0] * len(response["tokenAddresses"]);
+
+		for step in query["batchSwap"]["swaps"]:
+			index = step["assetInIndex"];
+			if kind == "1":
+				index = step["assetOutIndex"];
+			asset = query["batchSwap"]["assets"][index]
+			step["amount"] = float(self.erc20ScaleDecimalsStandard(asset, step["amount"]));
+
+		query_results = self.balQueryBatchSwap(query["batchSwap"]);
+
+		idx = 0;
+		for a in query["batchSwap"]["assets"]:
+			chk_asset = self.web3.toChecksumAddress(a);
+			factor = 1.00; # 100%
+			asset_delta = query_results[chk_asset];
+
+			slippage_factor = float(query["slippageTolerancePercent"])/100.0;
+
+			if asset_delta > 0:
+				factor += slippage_factor;
+			else:
+				factor -= slippage_factor;
+
+			query["batchSwap"]["limits"][idx] = asset_delta * factor;
+			idx += 1;
+
+		return(query)
+
 	def multiCallErc20BatchDecimals(self, tokens):
 		self.mc.reset();
 		payload = [];

samples/batchSwaps/sampleSorSwap.json

@@ -0,0 +1,24 @@
+{
+  "network": "polygon",
+  "slippageTolerancePercent":"1.0", // Direct percentages (1.0 equates to 1%)
+  "sor": {
+    "sellToken":"0x2791bca1f2de4661ed88a30c99a7a9449aa84174", // token in
+    "buyToken":"0x0d500b1d8e8ef31e21c99d1db9a6444d3adf1270",  // token out
+    "orderKind":"sell",       // must be "sell" or "buy" for GIVEN_IN and GIVEN_OUT respectively
+    "amount":"0.01",           // denominated as a float; automatically scaled w/ appropriate decimals 
+
+    // Pick between queried gas price and manual gas price. Manual gas price will override if it is set.
+    "gasSpeed":"fast"         // Option 1: Query the current gas price with "slow", "average", or "fast"
+    // "gasPrice":1000000000  // Option 2: Directly set the gas price in **WEI**
+  },
+  "batchSwap": {
+    "funds": {
+      "sender": "0x7a73a786d16243680B3253a35392860eAE87d071",     // your address
+      "recipient": "0x7a73a786d16243680B3253a35392860eAE87d071",  // your address
+      "fromInternalBalance": false,   // to/from internal balance
+      "toInternalBalance": false      // set to "false" unless you know what you're doing
+    },
+    // unix timestamp after which the trade will revert if it hasn't executed yet
+    "deadline": "999999999999999999"
+  }
+}

samples/batchSwaps/sorSwapSample.py

@@ -0,0 +1,76 @@
+import balpy
+import sys
+import os
+import jstyleson
+import json
+
+def main():
+
+	if len(sys.argv) < 2:
+		print("Usage: python3", sys.argv[0], "/path/to/swap.json");
+		quit();
+
+	pathToSwap = sys.argv[1];
+	if not os.path.isfile(pathToSwap):
+		print("Path", pathToSwap, "does not exist. Please enter a valid path.")
+		quit();
+
+	with open(pathToSwap) as f:
+		data = jstyleson.load(f)
+
+	gasFactor = 1.05;
+	gasSpeedApproval = "fast";
+	gasSpeedTrade = "fast";
+
+
+	bal = balpy.balpy.balpy(data["network"]);
+
+	print();
+	print("==============================================================")
+	print("============== Step 1: Query Smart Order Router ==============")
+	print("==============================================================")
+	print();
+	sor_result = bal.balSorQuery(data)
+	swap = sor_result["batchSwap"];
+
+	isFlashSwap = bal.balSwapIsFlashSwap(swap);
+
+	print();
+	print("==============================================================")
+	print("================ Step 2: Check Token Balances ================")
+	print("==============================================================")
+	print();
+
+	tokens = swap["assets"];
+	amountsIn = swap["limits"];
+	if not isFlashSwap:
+		if not bal.erc20HasSufficientBalances(tokens, amountsIn):
+			print("Please fix your insufficient balance before proceeding.")
+			print("Quitting...")
+			quit();
+	else:
+		print("Executing Flash Swap, no token balances necessary.")
+
+
+	print();
+	print("==============================================================")
+	print("============== Step 3: Approve Token Allowance ===============")
+	print("==============================================================")
+	print();
+
+	if not isFlashSwap:
+		bal.erc20AsyncEnforceSufficientVaultAllowances(tokens, amountsIn, amountsIn, gasFactor, gasSpeedApproval);
+	else:
+		print("Executing Flash Swap, no token approvals necessary.")
+	# quit();
+
+	print();
+	print("==============================================================")
+	print("=============== Step 4: Execute Batch Swap Txn ===============")
+	print("==============================================================")
+	print();
+
+	txHash = bal.balDoBatchSwap(swap, gasFactor=gasFactor, gasPriceSpeed=gasSpeedTrade);
+
+if __name__ == '__main__':
+	main();