Merge pull request #144 from CoinAlpha/development

release / development -> master
CoinAlpha · Sep 3, 2021 · 6417099 · 6417099
2 parents eb051cb + ddf2db7
commit 6417099
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Showing 35 changed files with 3,684 additions and 9,393 deletions.
diff --git a/Dockerfile b/Dockerfile
@@ -1,7 +1,4 @@
-FROM node:12.13.0-alpine
-
-# Add timezone database
-RUN apk add --no-cache tzdata
+FROM node:12.13.0
 
 # Set labels
 LABEL application="gateway-api"

diff --git a/package-lock.json b/package-lock.json
diff --git a/package.json b/package.json
@@ -9,7 +9,7 @@
     "prebuild": "rimraf dist && mkdir dist",
     "build": "tsc --project ./",
     "format": "prettier . --write",
-    "lint": "eslint src test --format table --fix",
+    "lint": "eslint src tests --format table --fix",
     "debug": "DEBUG=*router nodemon --ext 'ts,js,json' --exec 'ts-node' src/index.ts",
     "start": "pm2 start dist/index.js --no-daemon",
     "status": "pm2 monit",
@@ -40,6 +40,7 @@
     "capture-console": "^1.0.1",
     "cross-fetch": "^3.0.6",
     "debug": "^4.2.0",
+    "esm": "^3.2.25",
     "ethers": "^5.3.1",
     "express": "^4.17.1",
     "express-ipfilter": "^1.1.2",
@@ -49,18 +50,20 @@
     "lodash": "^4.17.20",
     "mathjs": "^9.3.0",
     "moment": "^2.29.1",
+    "pm2": "^4.5.6",
     "util": "^0.12.3",
     "winston": "^3.3.3",
     "winston-daily-rotate-file": "^4.5.4",
-    "yaml": "^1.10.2",
-    "pm2": "^4.5.6"
+    "yaml": "^1.10.2"
   },
   "devDependencies": {
+    "@types/chai": "^4.2.10",
     "@types/express": "^4.17.12",
     "@types/jest": "^26.0.24",
     "@types/mathjs": "^9.4.2",
     "@typescript-eslint/eslint-plugin": "^4.26.1",
     "@typescript-eslint/parser": "^4.26.1",
+    "chai": "^4.2.0",
     "eslint": "^7.25.0",
     "eslint-config-prettier": "^8.3.0",
     "eslint-config-standard": "^16.0.3",

diff --git a/src/routes/ethereum.ts b/src/routes/ethereum.ts
@@ -7,6 +7,8 @@ import { EthereumConfigService } from '../services/ethereum_config';
 // import { EthereumGasService } from '../services/ethereum_gas';
 import Fees from '../services/fees';
 
+import { getNonceManager } from '../services/utils';
+
 import { logger } from '../services/logger';
 import { Router, Request, Response } from 'express';
 import { ethers } from 'ethers';
@@ -136,15 +138,19 @@ router.post('/approve', async (req: Request, res: Response) => {
   }
   // Getting Wallet
   try {
-    const wallet = ethereumService.getWallet(req.body.privateKey);
+    const wallet = await getNonceManager(
+      ethereumService.getWallet(req.body.privateKey)
+    );
 
     // Getting token info
     const token = ethereumService.getERC20Token(req.body.token);
 
     if (!token) {
       res.status(500).send(`Token "${req.body.token}" is not supported`);
     } else {
-      const amount = ethers.utils.parseUnits(req.body.amount, token.decimals);
+      const amount = req.body.amount
+        ? ethers.utils.parseUnits(req.body.amount, token.decimals)
+        : ethers.constants.MaxUint256;
       // call approve function
       let approval;
       try {
@@ -179,6 +185,9 @@ router.post('/poll', async (req: Request, res: Response) => {
   const initTime = Date.now();
   const receipt = await ethereumService.getTransactionReceipt(req.body.txHash);
   const confirmed = receipt && receipt.blockNumber ? true : false;
+  if (receipt.gasUsed) {
+    receipt.gasUsed = receipt.gasUsed.toNumber();
+  }
 
   res.status(200).json({
     network: config.networkName,

diff --git a/src/routes/uniswap.ts b/src/routes/uniswap.ts
@@ -10,13 +10,15 @@ import { EthereumConfigService } from '../services/ethereum_config';
 
 import Uniswap from '../services/uniswap';
 import { EthereumGasService } from '../services/ethereum_gas';
+import Fees from '../services/fees';
 
 const debug = require('debug')('router');
 const router = express.Router();
 const ethConfig = new EthereumConfigService();
 const eth = new EthereumService(ethConfig);
 const uniswap = new Uniswap();
 const fees = new EthereumGasService(ethConfig);
+const feesOld = new Fees();
 
 const swapMoreThanMaxPriceError = 'Price too high';
 const swapLessThanMaxPriceError = 'Price too low';
@@ -85,7 +87,10 @@ router.get('/start', async (req: Request, res: Response) => {
       return;
     }
   }
-  const gasCost = await fees.getGasCost(uniswap.gasLimit);
+  const gasCost = await feesOld.getGasCost(
+    fees.getGasPrice(),
+    uniswap.gasLimit
+  );
   const result = {
     network: eth.networkName,
     timestamp: initTime,
@@ -122,7 +127,10 @@ router.post('/trade', async (req: Request, res: Response) => {
   if (baseToken && quoteToken) {
     const side = req.body.side.toUpperCase();
     const limitPrice = req.body.limitPrice || null;
-    const gasCost = await fees.getGasCost(uniswap.gasLimit);
+    const gasCost = await feesOld.getGasCost(
+      fees.getGasPrice(),
+      uniswap.gasLimit
+    );
     try {
       // fetch the optimal pool mix from uniswap
       const result: any =
@@ -250,7 +258,10 @@ router.post('/price', async (req: Request, res: Response) => {
   const quoteToken = eth.getERC20Token(req.body.quote);
   if (baseToken && quoteToken) {
     const side = req.body.side.toUpperCase();
-    const gasCost = await fees.getGasCost(uniswap.gasLimit);
+    const gasCost = await feesOld.getGasCost(
+      fees.getGasPrice(),
+      uniswap.gasLimit
+    );
 
     try {
       const result: any =
@@ -294,7 +305,11 @@ router.post('/price', async (req: Request, res: Response) => {
             trade: trade,
           };
           debug(
-            `Price ${side} ${baseToken.symbol}-${quoteToken.symbol} | amount:${amount} (rate:${tradePrice}) - gasPrice:${fees.getGasPrice()} gasLimit:${uniswap.gasLimit} estimated fee:${gasCost} ETH`
+            `Price ${side} ${baseToken.symbol}-${
+              quoteToken.symbol
+            } | amount:${amount} (rate:${tradePrice}) - gasPrice:${fees.getGasPrice()} gasLimit:${
+              uniswap.gasLimit
+            } estimated fee:${gasCost} ETH`
           );
           res.status(200).json(result);
         } else {

diff --git a/src/routes/uniswap_v3.ts b/src/routes/uniswap_v3.ts
@@ -24,13 +24,10 @@ const eth = new EthereumService(ethConfig);
 
 const uniswap = new UniswapV3(globalConfig.getConfig('ETHEREUM_CHAIN'));
 
-uniswap.generate_tokens();
-setTimeout(uniswap.update_pairs.bind(uniswap), 2000);
-
 const fees = new Fees();
 
-const swapMoreThanMaxPriceError = 'Price too high';
-const swapLessThanMaxPriceError = 'Price too low';
+// const swapMoreThanMaxPriceError = 'Price too high';
+// const swapLessThanMaxPriceError = 'Price too low';
 
 const estimateGasLimit = () => {
   return uniswap.gasLimit;
@@ -135,12 +132,6 @@ router.get('/start', async (req, res) => {
       error: 'pairs query param required',
     });
   }
-  let gasPrice;
-  if (typeof req.query.gasPrice === 'string') {
-    gasPrice = parseFloat(req.query.gasPrice);
-  } else {
-    gasPrice = fees.ethGasPrice;
-  }
 
   // get token contract address and cache paths
   for (let pair of pairs) {
@@ -159,23 +150,12 @@ router.get('/start', async (req, res) => {
         orderedPairs.push(pair.reverse().join('-'));
       }
 
-      uniswap.extend_update_pairs([
-        baseTokenContractInfo,
-        quoteTokenContractInfo,
-      ]);
-
-      const gasLimit = estimateGasLimit();
-      const gasCost = await fees.getGasCost(gasPrice, gasLimit);
-
       const result = {
         network: eth.networkName,
         timestamp: initTime,
         latency: latency(initTime, Date.now()),
         success: true,
         pairs: orderedPairs,
-        gasPrice: gasPrice,
-        gasLimit: gasLimit,
-        gasCost: gasCost,
       };
       res.status(200).json(result);
     } else {
@@ -191,8 +171,8 @@ router.get('/start', async (req, res) => {
   }
 });
 
-router.post('/trade', async (req: Request, res: Response) => {
-  /*
+/*router.post('/trade', async (req: Request, res: Response) => {
+
       POST: /trade
       x-www-form-urlencoded: {
         "quote":"BAT"
@@ -204,7 +184,7 @@ router.post('/trade', async (req: Request, res: Response) => {
         "privateKey":{{privateKey}}
         "side":{buy|sell}
       }
-*/
+
   const initTime = Date.now();
   // params: privateKey (required), base (required), quote (required), amount (required), maxPrice (required), gasPrice (required)
   const privateKey = req.body.privateKey;
@@ -250,7 +230,7 @@ router.post('/trade', async (req: Request, res: Response) => {
             );
 
       if (side === 'BUY') {
-        const price = trade.executionPrice.invert().toFixed(8);
+        const price = parseFloat(trade.executionPrice.invert().toSignificant(8));
         logger.info(`uniswap.route - Price: ${price.toString()}`);
         if (!limitPrice || price <= limitPrice) {
           // pass swaps to exchange-proxy to complete trade
@@ -286,7 +266,7 @@ router.post('/trade', async (req: Request, res: Response) => {
         }
       } else {
         // sell
-        const price = trade.executionPrice.toFixed(8);
+        const price = parseFloat(trade.executionPrice.toSignificant(8));
         logger.info(`Price: ${price.toString()}`);
         if (!limitPrice || price >= limitPrice) {
           // pass swaps to exchange-proxy to complete trade
@@ -304,8 +284,8 @@ router.post('/trade', async (req: Request, res: Response) => {
             base: baseTokenAddress,
             quote: quoteTokenAddress,
             amount: parseFloat(req.body.amount),
-            expectedOut: expectedAmount.toFixed(8),
-            price: parseFloat(price),
+            expectedOut: expectedAmount.toSignificant(8),
+            price: price,
             gasPrice: gasPrice,
             gasLimit,
             gasCost: gasCost,
@@ -338,7 +318,7 @@ router.post('/trade', async (req: Request, res: Response) => {
     });
   }
 });
-
+*/
 router.post('/price', async (req: Request, res: Response) => {
   /*
     POST: /price
@@ -368,8 +348,9 @@ router.post('/price', async (req: Request, res: Response) => {
     const gasCost = await fees.getGasCost(gasPrice, gasLimit);
     try {
       // fetch pools for all tiers
-      let priceResult, price;
+      let priceResult;  // , price;
       if (req.body.amount) {
+        /*
         // get price at this depth
         const amount = req.body.amount;
         const side = req.body.side.toUpperCase();
@@ -398,6 +379,7 @@ router.post('/price', async (req: Request, res: Response) => {
             expectedAmount: parseFloat(expectedAmount.toFixed(8)),
           };
         }
+        */
       } else {
         // get mid price for all tiers
         priceResult = await uniswap.currentPrice(
@@ -419,7 +401,7 @@ router.post('/price', async (req: Request, res: Response) => {
         gasLimit: gasLimit,
         gasCost: gasCost,
       };
-      debug(
+      logger.info(
         `Mid Price ${baseTokenContractInfo.symbol}-${
           quoteTokenContractInfo.symbol
         } | (rate:${JSON.stringify(

diff --git a/src/services/ethereum.ts b/src/services/ethereum.ts
@@ -3,6 +3,8 @@ import abi from '../assets/abi.json';
 import { BigNumber, Contract, providers, Wallet } from 'ethers';
 import { EthereumConfigService } from './ethereum_config';
 import { default as kovanErc20TokenList } from '../assets/erc20_tokens_kovan.json';
+import { logger } from '../services/logger';
+
 export enum GasStationLevel {
   FAST = 'fast',
   FASTEST = 'fastest',
@@ -20,13 +22,13 @@ export enum Network {
   ROPSTEN = 'ropsten',
 }
 
-export interface EthTransactionReceipt {
-  gasUsed: number;
-  blockNumber: number;
-  confirmations: number;
-  status: number;
-  logs: Array<providers.Log>;
-}
+// export interface EthTransactionReceipt {
+//   gasUsed: number;
+//   blockNumber: number;
+//   confirmations: number;
+//   status: number;
+//   logs: Array<providers.Log>;
+// }
 
 export interface TokenERC20Info {
   symbol: string;
@@ -40,12 +42,12 @@ export interface ERC20TokensList {
   tokens: TokenERC20Info[];
 }
 
-export interface EthTransactionReceipt {
-  gasUsed: number;
-  blockNumber: number;
-  confirmations: number;
-  status: number;
-}
+// export interface EthTransactionReceipt {
+//   gasUsed: number;
+//   blockNumber: number;
+//   confirmations: number;
+//   status: number;
+// }
 
 const stringInsert = (str: string, val: string, index: number) => {
   if (index > 0) {
@@ -81,7 +83,8 @@ export class EthereumService {
         this.chainId = 42;
         this.erc20TokenList = kovanErc20TokenList;
         break;
-      default: // MAINNET
+      default:
+        // MAINNET
         (async () => {
           const { data } = await axios.get(this.config.tokenListUrl);
           this.erc20TokenList = data;
@@ -272,24 +275,28 @@ export class EthereumService {
   /**
    * Get transaction receipt for a transaction hash.
    * @param {string} txHash
-   * @return {Promise<EthTransactionReceipt>}
+   * @return {Promise<any>}
    */
-  async getTransactionReceipt(txHash: string): Promise<EthTransactionReceipt> {
+  async getTransactionReceipt(txHash: string): Promise<any> {
     const transaction = await this.provider.getTransactionReceipt(txHash);
-
-    let gasUsed;
-    if (transaction.gasUsed) {
-      gasUsed = transaction.gasUsed.toNumber();
+    logger.info(transaction);
+    if (transaction) {
+      return {
+        gasUsed: transaction.gasUsed || 0,
+        blockNumber: transaction.blockNumber,
+        confirmations: transaction.confirmations,
+        status: transaction.status || 0,
+        logs: transaction.logs,
+      };
     } else {
-      gasUsed = 0;
+      // transaction is yet to be indexed
+      return {
+        gasUsed: 0,
+        blockNumber: 0,
+        confirmations: 0,
+        status: 0,
+        logs: [],
+      };
     }
-
-    return {
-      gasUsed: gasUsed,
-      blockNumber: transaction.blockNumber,
-      confirmations: transaction.confirmations,
-      status: transaction.status || 0,
-      logs: transaction.logs,
-    };
   }
 }