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feat: refactor clients and spokePool Validate fill (#6)
Co-authored-by: chrismaree <[email protected]> Co-authored-by: ubuntu <>
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,67 @@ | ||
| import { spreadEvent, assign, Contract, BaseContract, toBNWei, Block, BigNumber, toBN, utils } from "../utils"; | ||
| import { Deposit, Fill, SpeedUp } from "../interfaces/SpokePool"; | ||
|
|
||
| export class HubPoolClient { | ||
| // l1Token -> destinationChainId -> destinationToken | ||
| private l1TokensToDestinationTokens: { [l1Token: string]: { [destinationChainId: number]: string } } = {}; | ||
|
|
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| public firstBlockToSearch: number; | ||
|
|
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| constructor( | ||
| readonly hubPool: Contract, | ||
| readonly startingBlock: number = 0, | ||
| readonly endingBlock: number | null = null | ||
| ) {} | ||
|
|
||
| getDestinationTokenForDeposit(deposit: Deposit) { | ||
| const l1Token = this.getL1TokenForDeposit(deposit); | ||
| return this.getDestinationTokenForL1TokenAndDestinationChainId(l1Token, deposit.destinationChainId); | ||
| } | ||
|
|
||
| getL1TokensToDestinationTokens() { | ||
| return this.l1TokensToDestinationTokens; | ||
| } | ||
|
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| getL1TokenForDeposit(deposit: Deposit) { | ||
| let l1Token = null; | ||
| Object.keys(this.l1TokensToDestinationTokens).forEach((_l1Token) => { | ||
| if (this.l1TokensToDestinationTokens[_l1Token][deposit.originChainId.toString()] === deposit.originToken) | ||
| l1Token = _l1Token; | ||
| }); | ||
| return l1Token; | ||
| } | ||
|
|
||
| getDestinationTokenForL1TokenAndDestinationChainId(l1Token: string, destinationChainId: number) { | ||
| return this.l1TokensToDestinationTokens[l1Token][destinationChainId]; | ||
| } | ||
|
|
||
| async getPoolUtilization(quoteBlockNumber: number, l1Token: string, amount: BigNumber) { | ||
| const blockOffset = { blockTag: quoteBlockNumber }; | ||
| const [liquidityUtilizationCurrent, liquidityUtilizationPostRelay] = await Promise.all([ | ||
| this.hubPool.callStatic.liquidityUtilizationCurrent(l1Token, blockOffset), | ||
| this.hubPool.callStatic.liquidityUtilizationPostRelay(l1Token, amount.toString(), blockOffset), | ||
| ]); | ||
| return { liquidityUtilizationCurrent, liquidityUtilizationPostRelay }; | ||
| } | ||
|
|
||
| async update() { | ||
| const searchConfig = [this.firstBlockToSearch, this.endingBlock || (await this.getBlockNumber())]; | ||
| if (searchConfig[0] > searchConfig[1]) return; // If the starting block is greater than the ending block return. | ||
| const [poolRebalanceRouteEvents] = await Promise.all([ | ||
| this.hubPool.queryFilter(this.hubPool.filters.SetPoolRebalanceRoute(), ...searchConfig), | ||
| ]); | ||
|
|
||
| for (const event of poolRebalanceRouteEvents) { | ||
| const args = spreadEvent(event); | ||
| assign(this.l1TokensToDestinationTokens, [args.l1Token, args.destinationChainId], args.destinationToken); | ||
| } | ||
| } | ||
|
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| async getBlockNumber(): Promise<number> { | ||
| return await this.hubPool.provider.getBlockNumber(); | ||
| } | ||
|
|
||
| getProvider() { | ||
| return this.hubPool.provider; | ||
| } | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,70 @@ | ||
| import { spreadEvent, assign, Contract, toBNWei, Block, BigNumber, toBN, utils } from "../utils"; | ||
| import { Deposit, Fill } from "../interfaces/SpokePool"; | ||
| import { lpFeeCalculator } from "@across-protocol/sdk-v2"; | ||
| import { BlockFinder, across } from "@uma/sdk"; | ||
| import { HubPoolClient } from "./HubPoolClient"; | ||
|
|
||
| export class RateModelClient { | ||
| private readonly blockFinder; | ||
|
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| private cumulativeRateModelEvents: across.rateModel.RateModelEvent[] = []; | ||
| private rateModelDictionary: across.rateModel.RateModelDictionary; | ||
|
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| public firstBlockToSearch: number; | ||
|
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| constructor(readonly rateModelStore: Contract, readonly hubPoolClient: HubPoolClient) { | ||
| this.blockFinder = new BlockFinder( | ||
| this.hubPoolClient.getProvider().getBlock.bind(this.hubPoolClient.getProvider()) | ||
| ); | ||
| this.rateModelDictionary = new across.rateModel.RateModelDictionary(); | ||
| } | ||
|
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| async computeRealizedLpFeePct(deposit: Deposit, l1Token: string) { | ||
| const quoteBlockNumber = (await this.blockFinder.getBlockForTimestamp(deposit.quoteTimestamp)).number; | ||
|
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| const rateModelForBlockNumber = this.getRateModelForBlockNumber(l1Token, quoteBlockNumber); | ||
|
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| const blockOffset = { blockTag: quoteBlockNumber }; | ||
| const [liquidityUtilizationCurrent, liquidityUtilizationPostRelay] = await Promise.all([ | ||
| this.hubPoolClient.hubPool.callStatic.liquidityUtilizationCurrent(l1Token, blockOffset), | ||
| this.hubPoolClient.hubPool.callStatic.liquidityUtilizationPostRelay(l1Token, deposit.amount, blockOffset), | ||
| ]); | ||
|
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| const realizedLpFeePct = lpFeeCalculator.calculateRealizedLpFeePct( | ||
| rateModelForBlockNumber, | ||
| liquidityUtilizationCurrent, | ||
| liquidityUtilizationPostRelay | ||
| ); | ||
|
|
||
| return toBN(realizedLpFeePct); | ||
| } | ||
|
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| getRateModelForBlockNumber(l1Token: string, blockNumber: number | undefined = undefined): across.constants.RateModel { | ||
| return this.rateModelDictionary.getRateModelForBlockNumber(l1Token, blockNumber); | ||
| } | ||
|
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| async validateRealizedLpFeePctForFill(fill: Fill, deposit: Deposit) { | ||
| const expectedFee = await this.computeRealizedLpFeePct(deposit, this.hubPoolClient.getL1TokenForDeposit(deposit)); | ||
| if (!expectedFee.eq(fill.realizedLpFeePct)) return false; | ||
| } | ||
|
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||
| async update() { | ||
| const searchConfig = [this.firstBlockToSearch, await this.hubPoolClient.getBlockNumber()]; | ||
| if (searchConfig[0] > searchConfig[1]) return; // If the starting block is greater than the ending block return. | ||
| const rateModelStoreEvents = await this.rateModelStore.queryFilter( | ||
| this.rateModelStore.filters.UpdatedRateModel(), | ||
| ...searchConfig | ||
| ); | ||
|
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| for (const event of rateModelStoreEvents) { | ||
| const args = { | ||
| blockNumber: event.blockNumber, | ||
| transactionIndex: event.transactionIndex, | ||
| logIndex: event.logIndex, | ||
| ...spreadEvent(event), | ||
| }; | ||
| this.cumulativeRateModelEvents = [...this.cumulativeRateModelEvents, args]; | ||
| } | ||
| this.rateModelDictionary.updateWithEvents(this.cumulativeRateModelEvents); | ||
| } | ||
| } |
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