Merge pull request #127 from bancorprotocol/extend-trade-by-source-am…

…ount-input-range Extend the supported input range of trade-by-source-amount
bancorprotocol · Mar 28, 2024 · 5ab9616 · 5ab9616
2 parents 5c007e0 + e69030e
commit 5ab9616
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Showing 6 changed files with 168 additions and 26 deletions.
diff --git a/README.md b/README.md
@@ -79,7 +79,7 @@ const init = async (
 
 ## Notes
 
-- The SDK Logger supports 3 verbosity levels:
+### 1. The SDK Logger supports 3 verbosity levels:
   - `0` (default) only prints errors and important logs.
   - `1` (debug) prints highly verbose logs.
   - `2` (debug readable) is same as `1` but also converts any BigNumber to an easy to read string (impacting performance).
@@ -91,6 +91,12 @@ const init = async (
   window.CARBON_DEFI_SDK_VERBOSITY = 2;
   ```
 
+### 2. For usage with contracts version < 5, without the enhanced range for trade by source:
+
+  ```js
+  window.LEGACY_TRADE_BY_SOURCE_RANGE = true;
+  ```
+
 ## Authors
 
 - [@zavelevsky](https://www.github.com/zavelevsky)

diff --git a/package.json b/package.json
@@ -2,7 +2,7 @@
   "name": "@bancor/carbon-sdk",
   "type": "module",
   "source": "src/index.ts",
-  "version": "0.0.96-DEV",
+  "version": "0.0.97-DEV",
   "description": "The SDK is a READ-ONLY tool, intended to facilitate working with Carbon contracts. It's a convenient wrapper around our matching algorithm, allowing programs and users get a ready to use transaction data that will allow them to manage strategies and fulfill trades",
   "main": "dist/index.cjs",
   "module": "dist/index.js",

diff --git a/src/common/logger.ts b/src/common/logger.ts
@@ -1,27 +1,7 @@
 import { BigNumber } from '../utils/numerics';
+import { getRuntimeConfig } from '../runtime-config';
 
-const globalObject = (() => {
-  try {
-    return self;
-  } catch (e) {
-    try {
-      return window;
-    } catch (e) {
-      return global;
-    }
-  }
-})();
-
-function getVerbosityLevel(): number {
-  if (globalObject !== undefined) {
-    // eslint-disable-next-line @typescript-eslint/no-explicit-any
-    return Number((globalObject as any).CARBON_DEFI_SDK_VERBOSITY) || 0;
-  }
-
-  return 0;
-}
-
-const verbosity = getVerbosityLevel();
+const verbosity = getRuntimeConfig().logVerbosityLevel;
 
 function isVerbose(): boolean {
   return verbosity >= 1;

diff --git a/src/runtime-config.ts b/src/runtime-config.ts
@@ -0,0 +1,48 @@
+/**
+ * This module provides a way to read runtime configuration passed by means of global object.
+ * This is useful in case the configuration is not available at compile time, such as log verbosity.
+ */
+
+const globalObject = (() => {
+  try {
+    return self;
+  } catch (e) {
+    try {
+      return window;
+    } catch (e) {
+      return global;
+    }
+  }
+})();
+
+export type RuntimeConfig = {
+  logVerbosityLevel: number;
+  legacyTradeBySourceRange: boolean;
+};
+
+function getVerbosityLevel(): number {
+  if (globalObject !== undefined) {
+    // eslint-disable-next-line @typescript-eslint/no-explicit-any
+    return Number((globalObject as any).CARBON_DEFI_SDK_VERBOSITY) || 0;
+  }
+
+  return 0;
+}
+
+function getLegacyTradeBySourceRange(): boolean {
+  if (globalObject !== undefined) {
+    // eslint-disable-next-line @typescript-eslint/no-explicit-any
+    return Boolean((globalObject as any).LEGACY_TRADE_BY_SOURCE_RANGE);
+  }
+
+  return false;
+}
+
+export function getRuntimeConfig(): RuntimeConfig {
+  const logVerbosityLevel = getVerbosityLevel();
+  const legacyTradeBySourceRange = getLegacyTradeBySourceRange();
+  return {
+    logVerbosityLevel,
+    legacyTradeBySourceRange,
+  };
+}
diff --git a/src/trade-matcher/trade.ts b/src/trade-matcher/trade.ts
@@ -1,6 +1,9 @@
 import { ONE, Decimal, BigNumber, BigNumberMax } from '../utils/numerics';
 import { EncodedOrder, DecodedOrder } from '../common/types';
 import { decodeFloat } from '../utils/encoders';
+import { getRuntimeConfig } from '../runtime-config';
+
+const isLegacyTradeBySourceRange = getRuntimeConfig().legacyTradeBySourceRange;
 
 const C = BigNumber.from(ONE);
 
@@ -33,8 +36,12 @@ const getEncodedTradeBySourceAmount = (
   y: BigNumber,
   z: BigNumber,
   A: BigNumber,
-  B: BigNumber
+  B: BigNumber,
+  forceLegacyTradeBySourceRange: boolean = false
 ): BigNumber => {
+  const legacyTradeBySourceRange =
+    forceLegacyTradeBySourceRange || isLegacyTradeBySourceRange;
+
   if (A.eq(0)) {
     return mulDivF(x, mul(B, B), mul(C, C));
   }
@@ -49,7 +56,16 @@ const getEncodedTradeBySourceAmount = (
 
   const temp4 = mulDivC(temp1, temp1, factor);
   const temp5 = mulDivC(temp3, A, factor);
-  return mulDivF(temp2, temp3.div(factor), add(temp4, temp5));
+  // newer versions of the CarbonController contract can handle extended range
+  // trades by source. In case the SDK is using an older version of the
+  // contract, handle the trade "same as before" in here.
+  // Before - in a case of overflow it would end up with a 0 rate and not get
+  // picked up for trade. This added check is to avoid the order being picked up
+  // for trade - just to be reverted in the case of overflow by the contract.
+  if (legacyTradeBySourceRange || temp4.add(temp5).lte(MAX_UINT256)) {
+    return mulDivF(temp2, temp3.div(factor), temp4.add(temp5));
+  }
+  return temp2.div(add(A, mulDivC(temp1, temp1, temp3)));
 };
 
 //

diff --git a/tests/data/SpecialMatch.json b/tests/data/SpecialMatch.json
@@ -871,5 +871,97 @@
         }
       ]
     }
+  },
+  {
+    "method": "matchBySourceAmount",
+    "amount": "10000000000000000000000",
+    "orders": [
+      {
+        "liquidity": "9694677352470453892074",
+        "lowestRate": "33333333333333.01391180980424255864136284799315035343170166015625",
+        "highestRate": "198019801980197.408654344705869476683801622129976749420166015625",
+        "marginalRate": "104452559155538.8882958589671163947507815520699425817338168004935"
+      },
+      {
+        "liquidity": "96946773524704538920743",
+        "lowestRate": "33333333333333.01391180980424255864136284799315035343170166015625",
+        "highestRate": "198019801980197.408654344705869476683801622129976749420166015625",
+        "marginalRate": "104452559155538.8882958589671163947507815520699425817338168004935"
+      },
+      {
+        "liquidity": "969467735247045389207437",
+        "lowestRate": "33333333333333.01391180980424255864136284799315035343170166015625",
+        "highestRate": "198019801980197.408654344705869476683801622129976749420166015625",
+        "marginalRate": "104452559155538.8882958589671163947507815520699425817338168004935"
+      },
+      {
+        "liquidity": "9694677352470453892074378",
+        "lowestRate": "33333333333333.01391180980424255864136284799315035343170166015625",
+        "highestRate": "198019801980197.408654344705869476683801622129976749420166015625",
+        "marginalRate": "104452559155538.8882958589671163947507815520699425817338168004935"
+      },
+      {
+        "liquidity": "96946773524704538920743789",
+        "lowestRate": "33333333333333.01391180980424255864136284799315035343170166015625",
+        "highestRate": "198019801980197.408654344705869476683801622129976749420166015625",
+        "marginalRate": "104452559155538.8882958589671163947507815520699425817338168004935"
+      }
+    ],
+    "actions": {
+      "Fast": [
+        {
+          "id": "0",
+          "input": "164298820",
+          "output": "9694677346078191181485"
+        },
+        {
+          "id": "1",
+          "input": "1642988201",
+          "output": "96946773494115245173215"
+        },
+        {
+          "id": "2",
+          "input": "16429882019",
+          "output": "969467735241152451806436"
+        },
+        {
+          "id": "3",
+          "input": "164298820191",
+          "output": "9694677352444857851397115"
+        },
+        {
+          "id": "4",
+          "input": "1642988201917",
+          "output": "96946773524681911847310712"
+        }
+      ],
+      "Best": [
+        {
+          "id": "0",
+          "input": "164298820",
+          "output": "9694677346078191181485"
+        },
+        {
+          "id": "1",
+          "input": "1642988201",
+          "output": "96946773494115245173215"
+        },
+        {
+          "id": "2",
+          "input": "16429882019",
+          "output": "969467735241152451806436"
+        },
+        {
+          "id": "3",
+          "input": "164298820191",
+          "output": "9694677352444857851397115"
+        },
+        {
+          "id": "4",
+          "input": "1642988201917",
+          "output": "96946773524681911847310712"
+        }
+      ]
+    }
   }
 ]