init

README.md

@@ -115,6 +115,7 @@ Other optional arguments are:
 - `--gas-price-multiplier`, Option to multiply the gas price fetched from the rpc as percentage, default is 107, ie +7%. Will override the 'GAS_PRICE_MULTIPLIER' in env variables
 - `--gas-limit-multiplier`, Option to multiply the gas limit estimation from the rpc as percentage, default is 105, ie +5%. Will override the 'GAS_LIMIT_MULTIPLIER' in env variables
 - `--tx-gas`, Option to set a static gas limit for all submitting txs. Will override the 'TX_GAS' in env variables
+- `--quote-gas`, Option to set a static gas limit for quote read calls, default is 1 milion. Will override the 'QUOTE_GAS' in env variables
 - `-V` or `--version`, output the version number
 - `-h` or `--help`, output usage information
 
@@ -267,6 +268,9 @@ GAS_LIMIT_MULTIPLIER=
 
 # Option to set a static gas limit for all submitting txs
 TX_GAS=
+
+# Option to set a static gas limit for quote read calls, default is 1 milion
+QUOTE_GAS=
 ```
 If both env variables and CLI argument are set, the CLI arguments will be prioritized and override the env variables.
 

example.env

@@ -94,6 +94,9 @@ GAS_LIMIT_MULTIPLIER=
 # Option to set a static gas limit for all submitting txs
 TX_GAS=
 
+# Option to set a static gas limit for quote read calls, default is 1 milion
+QUOTE_GAS=
+
 
 # test rpcs vars
 TEST_POLYGON_RPC=

package.json

@@ -47,7 +47,7 @@
         "@opentelemetry/resources": "^1.22.0",
         "@opentelemetry/sdk-trace-base": "^1.22.0",
         "@opentelemetry/semantic-conventions": "^1.22.0",
-        "@rainlanguage/orderbook": "^0.0.1-alpha.1",
+        "@rainlanguage/orderbook": "^0.0.1-alpha.6",
         "axios": "^1.3.4",
         "commander": "^11.0.0",
         "dotenv": "^16.0.3",

src/cli.ts

@@ -71,6 +71,7 @@ const ENV_OPTIONS = {
     gasPriceMultiplier: process?.env?.GAS_PRICE_MULTIPLIER,
     gasLimitMultiplier: process?.env?.GAS_LIMIT_MULTIPLIER,
     txGas: process?.env?.TX_GAS,
+    quoteGas: process?.env?.QUOTE_GAS,
     route: process?.env?.ROUTE,
     ownerProfile: process?.env?.OWNER_PROFILE
         ? Array.from(process?.env?.OWNER_PROFILE.matchAll(/[^,\s]+/g)).map((v) => v[0])
@@ -200,6 +201,10 @@ const getOptions = async (argv: any, version?: string) => {
             "--tx-gas <integer>",
             "Option to set a static gas limit for all submitting txs. Will override the 'TX_GAS' in env variables",
         )
+        .option(
+            "--quote-gas <integer>",
+            "Option to set a static gas limit for quote read calls, default is 1 milion. Will override the 'QUOTE_GAS' in env variables",
+        )
         .description(
             [
                 "A NodeJS app to find and take arbitrage trades for Rain Orderbook orders against some DeFi liquidity providers, requires NodeJS v18 or higher.",
@@ -242,6 +247,7 @@ const getOptions = async (argv: any, version?: string) => {
     cmdOptions.gasLimitMultiplier =
         cmdOptions.gasLimitMultiplier || getEnv(ENV_OPTIONS.gasLimitMultiplier);
     cmdOptions.txGas = cmdOptions.txGas || getEnv(ENV_OPTIONS.txGas);
+    cmdOptions.quoteGas = cmdOptions.quoteGas || getEnv(ENV_OPTIONS.quoteGas);
     cmdOptions.botMinBalance = cmdOptions.botMinBalance || getEnv(ENV_OPTIONS.botMinBalance);
     cmdOptions.ownerProfile = cmdOptions.ownerProfile || getEnv(ENV_OPTIONS.ownerProfile);
     cmdOptions.route = cmdOptions.route || getEnv(ENV_OPTIONS.route);
@@ -459,6 +465,15 @@ export async function startup(argv: any, version?: string, tracer?: Tracer, ctx?
                 throw "invalid txGas value, must be an integer greater than zero";
         } else throw "invalid txGas value, must be an integer greater than zero";
     }
+    if (options.quoteGas) {
+        try {
+            options.quoteGas = BigInt(options.quoteGas);
+        } catch {
+            throw "invalid quoteGas value, must be an integer greater than equal zero";
+        }
+    } else {
+        options.quoteGas = 1_000_000n; // default
+    }
     const poolUpdateInterval = _poolUpdateInterval * 60 * 1000;
     let ordersDetails: SgOrder[] = [];
     if (!process?.env?.CLI_STARTUP_TEST) {

src/index.ts

@@ -209,6 +209,7 @@ export async function getConfig(
     config.gasPriceMultiplier = options.gasPriceMultiplier;
     config.gasLimitMultiplier = options.gasLimitMultiplier;
     config.txGas = options.txGas;
+    config.quoteGas = options.quoteGas;
 
     // init accounts
     const { mainAccount, accounts } = await initAccounts(walletKey, config, options, tracer, ctx);

src/modes/interOrderbook.ts

@@ -292,12 +292,23 @@ export async function findOpp({
                 // filter out the same owner orders
                 const opposingOrders = {
                     ...v,
-                    takeOrders: v.takeOrders.filter(
-                        (e) =>
-                            e.takeOrder.order.owner.toLowerCase() !==
-                            orderPairObject.takeOrders[0].takeOrder.order.owner.toLowerCase(),
-                    ),
+                    takeOrders: v.takeOrders
+                        .filter(
+                            (e) =>
+                                e.takeOrder.order.owner.toLowerCase() !==
+                                    orderPairObject.takeOrders[0].takeOrder.order.owner.toLowerCase() &&
+                                e.quote &&
+                                e.quote.maxOutput.gt(0),
+                        )
+                        .sort((a, b) =>
+                            a.quote!.ratio.lt(b.quote!.ratio)
+                                ? -1
+                                : a.quote!.ratio.gt(b.quote!.ratio)
+                                  ? 1
+                                  : 0,
+                        ),
                 };
+                if (!opposingOrders.takeOrders.length) throw "";
                 return dryrun({
                     orderPairObject,
                     opposingOrders,

src/modes/intraOrderbook.ts

@@ -293,6 +293,9 @@ export async function findOpp({
                     orderPairObject.takeOrders[0].takeOrder.order.owner.toLowerCase() &&
                 // only orders that (priceA x priceB < 1) can be profitbale
                 v.quote!.ratio.mul(orderPairObject.takeOrders[0].quote!.ratio).div(ONE).lt(ONE),
+        )
+        .sort((a, b) =>
+            a.quote!.ratio.lt(b.quote!.ratio) ? -1 : a.quote!.ratio.gt(b.quote!.ratio) ? 1 : 0,
         );
     if (!opposingOrders || !opposingOrders.length) throw undefined;
 

src/processOrders.ts

@@ -24,7 +24,6 @@ import {
     toNumber,
     getIncome,
     getEthPrice,
-    quoteOrders,
     routeExists,
     PoolBlackList,
     getMarketQuote,
@@ -151,16 +150,6 @@ export const processOrders = async (
         span.end();
     });
 
-    // batch quote orders to establish the orders to loop over
-    try {
-        await quoteOrders(
-            bundledOrders,
-            (config as any).isTest ? (config as any).quoteRpc : config.rpc,
-        );
-    } catch (e) {
-        throw errorSnapshot("Failed to batch quote orders", e);
-    }
-
     let avgGasCost: BigNumber | undefined;
     const reports: Report[] = [];
     for (const orderbookOrders of bundledOrders) {
@@ -460,6 +449,8 @@ export async function processPair(args: {
         await quoteSingleOrder(
             orderPairObject,
             (config as any).isTest ? (config as any).quoteRpc : config.rpc,
+            undefined,
+            config.quoteGas,
         );
         if (orderPairObject.takeOrders[0].quote?.maxOutput.isZero()) {
             result.report = {

src/query.ts

@@ -257,6 +257,7 @@ export async function getOrderChanges(
     timeout?: number,
     span?: Span,
 ) {
+    timeout;
     let skip_ = skip;
     let count = 0;
     const allResults: SgTx[] = [];
@@ -267,7 +268,7 @@ export async function getOrderChanges(
             const res = await axios.post(
                 subgraph,
                 { query: getTxsQuery(startTimestamp, skip_) },
-                { headers: { "Content-Type": "application/json" }, timeout },
+                { headers: { "Content-Type": "application/json" } },
             );
             if (typeof res?.data?.data?.transactions !== "undefined") {
                 const txs = res.data.data.transactions;
@@ -282,7 +283,7 @@ export async function getOrderChanges(
                 break;
             }
         } catch (error) {
-            span?.addEvent(errorSnapshot(`Failed to get order changes ${subgraph}`, error));
+            span?.addEvent(errorSnapshot(`Failed to get orders changes ${subgraph}`, error));
             throw error;
         }
     }

src/types.ts

@@ -49,6 +49,7 @@ export type CliOptions = {
     gasPriceMultiplier: number;
     gasLimitMultiplier: number;
     txGas?: bigint;
+    quoteGas: bigint;
 };
 
 export type TokenDetails = {
@@ -176,6 +177,7 @@ export type BotConfig = {
     gasPriceMultiplier: number;
     gasLimitMultiplier: number;
     txGas?: bigint;
+    quoteGas: bigint;
     onFetchRequest?: (request: Request) => void;
     onFetchResponse?: (request: Response) => void;
 };

src/utils.ts

@@ -744,6 +744,7 @@ export async function quoteOrders(
     orderDetails: BundledOrders[][],
     rpcs: string[],
     blockNumber?: bigint,
+    gas?: bigint,
     multicallAddressOverride?: string,
 ): Promise<BundledOrders[][]> {
     let quoteResults: any[] = [];
@@ -762,6 +763,7 @@ export async function quoteOrders(
                 targets,
                 rpc,
                 blockNumber,
+                gas,
                 multicallAddressOverride,
             );
             break;
@@ -819,6 +821,7 @@ export async function quoteSingleOrder(
     orderDetails: BundledOrders,
     rpcs: string[],
     blockNumber?: bigint,
+    gas?: bigint,
     multicallAddressOverride?: string,
 ) {
     for (let i = 0; i < rpcs.length; i++) {
@@ -834,6 +837,7 @@ export async function quoteSingleOrder(
                     ] as any as QuoteTarget[],
                     rpc,
                     blockNumber,
+                    gas,
                     multicallAddressOverride,
                 )
             )[0];

test/e2e/e2e.test.js

@@ -527,27 +527,6 @@ for (let i = 0; i < testData.length; i++) {
                 }
 
                 // mock quote responses
-                await mockServer
-                    .forPost("/rpc")
-                    .once()
-                    .thenSendJsonRpcResult(
-                        encodeQuoteResponse([
-                            ...tokens.slice(1).map((v) => [
-                                true, // success
-                                v.depositAmount.mul("1" + "0".repeat(18 - v.decimals)), //maxout
-                                ethers.constants.Zero, // ratio
-                            ]),
-                            ...tokens
-                                .slice(1)
-                                .map(() => [
-                                    true,
-                                    tokens[0].depositAmount.mul(
-                                        "1" + "0".repeat(18 - tokens[0].decimals),
-                                    ),
-                                    ethers.constants.Zero,
-                                ]),
-                        ]),
-                    );
                 for (let i = 1; i < tokens.length; i++) {
                     const output = tokens[i].depositAmount.mul(
                         "1" + "0".repeat(18 - tokens[i].decimals),
@@ -590,6 +569,24 @@ for (let i = 0; i < testData.length; i++) {
                     await getOrderbookOwnersProfileMapFromSg(orders, viemClient, []),
                     false,
                 );
+
+                // mock init quotes
+                orders.forEach((ob) => {
+                    ob.forEach((pair) => {
+                        pair.takeOrders.forEach((takeOrder) => {
+                            takeOrder.quote = {
+                                ratio: ethers.constants.Zero,
+                                maxOutput: tokens
+                                    .find(
+                                        (t) =>
+                                            t.contract.address.toLowerCase() ===
+                                            pair.sellToken.toLowerCase(),
+                                    )
+                                    ?.depositAmount.mul("1" + "0".repeat(18 - ob.decimals)),
+                            };
+                        });
+                    });
+                });
                 const { reports } = await clear(config, orders, tracer, ctx);
 
                 // should have cleared correct number of orders
@@ -888,20 +885,6 @@ for (let i = 0; i < testData.length; i++) {
                 for (let i = 0; i < tokens.length - 1; i++) {
                     t0.push(tokens[0]);
                 }
-                await mockServer
-                    .forPost("/rpc")
-                    .once()
-                    .thenSendJsonRpcResult(
-                        encodeQuoteResponse([
-                            ...[tokens[1], ...t0, ...tokens.slice(2)].flatMap((v) => [
-                                [
-                                    true, // success
-                                    v.depositAmount.mul("1" + "0".repeat(18 - v.decimals)), //maxout
-                                    ethers.constants.Zero, // ratio
-                                ],
-                            ]),
-                        ]),
-                    );
                 for (let i = 1; i < tokens.length; i++) {
                     const output = tokens[i].depositAmount.mul(
                         "1" + "0".repeat(18 - tokens[i].decimals),
@@ -943,6 +926,24 @@ for (let i = 0; i < testData.length; i++) {
                     await getOrderbookOwnersProfileMapFromSg(orders, viemClient, []),
                     false,
                 );
+
+                // mock init quotes
+                orders.forEach((ob) => {
+                    ob.forEach((pair) => {
+                        pair.takeOrders.forEach((takeOrder) => {
+                            takeOrder.quote = {
+                                ratio: ethers.constants.Zero,
+                                maxOutput: tokens
+                                    .find(
+                                        (t) =>
+                                            t.contract.address.toLowerCase() ===
+                                            pair.sellToken.toLowerCase(),
+                                    )
+                                    ?.depositAmount.mul("1" + "0".repeat(18 - ob.decimals)),
+                            };
+                        });
+                    });
+                });
                 const { reports } = await clear(config, orders, tracer, ctx);
 
                 // should have cleared correct number of orders