Merge pull request #384 from Uniswap/feat-dutch-v3

feat: Support DutchV3 Orders

bin/app.ts

@@ -11,6 +11,7 @@ import dotenv from 'dotenv';
 import { STAGE } from '../lib/util/stage';
 import { SERVICE_NAME } from './constants';
 import { APIStack } from './stacks/api-stack';
+import { ChainId, supportedChains } from '../lib/util/chains';
 
 dotenv.config();
 
@@ -113,14 +114,29 @@ export class APIPipeline extends Stack {
         'arn:aws:secretsmanager:us-east-2:644039819003:secret:gouda-parameterization-api-internal-api-key-uw4sIa',
     });
 
-    // Beta us-east-2
+    const rpcUrls = sm.Secret.fromSecretAttributes(this, 'rpcUrls', {
+      secretCompleteArn:
+        'arn:aws:secretsmanager:us-east-2:644039819003:secret:prod/param-api/rpc-urls-HJyniu',
+    });
+
+    const jsonRpcProviders = {} as {[chainKey: string]: string};
+    supportedChains.forEach(
+      (chainId: ChainId) => {
+        const mapKey = `RPC_${chainId}`;
+        jsonRpcProviders[mapKey] = rpcUrls
+          .secretValueFromJson(mapKey)
+          .toString();
+      }
+    );
 
+    // Beta us-east-2
     const betaUsEast2Stage = new APIStage(this, 'beta-us-east-2', {
       env: { account: '801328487475', region: 'us-east-2' },
       provisionedConcurrency: 2,
       internalApiKey: internalApiKey.secretValue.toString(),
       stage: STAGE.BETA,
       envVars: {
+        ...jsonRpcProviders,
         RFQ_WEBHOOK_CONFIG: rfqWebhookConfig.secretValue.toString(),
         ORDER_SERVICE_URL: urlSecrets.secretValueFromJson('GOUDA_SERVICE_BETA').toString(),
         FILL_LOG_SENDER_ACCOUNT: '321377678687',
@@ -141,6 +157,7 @@ export class APIPipeline extends Stack {
       internalApiKey: internalApiKey.secretValue.toString(),
       chatbotSNSArn: 'arn:aws:sns:us-east-2:644039819003:SlackChatbotTopic',
       envVars: {
+        ...jsonRpcProviders,
         RFQ_WEBHOOK_CONFIG: rfqWebhookConfig.secretValue.toString(),
         ORDER_SERVICE_URL: urlSecrets.secretValueFromJson('GOUDA_SERVICE_PROD').toString(),
         FILL_LOG_SENDER_ACCOUNT: '316116520258',
@@ -244,6 +261,13 @@ envVars['URA_ACCOUNT'] = process.env['URA_ACCOUNT'] || '';
 envVars['BOT_ACCOUNT'] = process.env['BOT_ACCOUNT'] || '';
 envVars['UNISWAP_API'] = process.env['UNISWAP_API'] || '';
 envVars['ORDER_SERVICE_URL'] = process.env['ORDER_SERVICE_URL'] || '';
+const jsonRpcProviders = {} as {[chainKey: string]: string};
+supportedChains.forEach(
+  (chainId: ChainId) => {
+    const mapKey = `RPC_${chainId}`;
+    jsonRpcProviders[mapKey] = process.env[mapKey] || '';
+  }
+);
 
 new APIStack(app, `${SERVICE_NAME}Stack`, {
   env: {
@@ -255,7 +279,10 @@ new APIStack(app, `${SERVICE_NAME}Stack`, {
   throttlingOverride: process.env.THROTTLE_PER_FIVE_MINS,
   chatbotSNSArn: process.env.CHATBOT_SNS_ARN,
   stage: STAGE.LOCAL,
-  envVars,
+  envVars: {
+    ...envVars,
+    ...jsonRpcProviders,
+  },
 });
 
 new APIPipeline(app, `${SERVICE_NAME}PipelineStack`, {

lib/constants.ts

@@ -37,3 +37,4 @@ export const POST_ORDER_ERROR_REASON = {
 
 export const WEBHOOK_TIMEOUT_MS = 500;
 export const NOTIFICATION_TIMEOUT_MS = 10;
+export const V3_BLOCK_BUFFER = 4;

lib/entities/HardQuoteRequest.ts

@@ -1,5 +1,5 @@
 import { TradeType } from '@uniswap/sdk-core';
-import { UnsignedV2DutchOrder } from '@uniswap/uniswapx-sdk';
+import { OrderType, UnsignedV2DutchOrder, UnsignedV3DutchOrder, V3DutchOrderBuilder } from '@uniswap/uniswapx-sdk';
 import { BigNumber, ethers, utils } from 'ethers';
 import { v4 as uuidv4 } from 'uuid';
 
@@ -8,19 +8,25 @@ import { HardQuoteRequestBody } from '../handlers/hard-quote';
 import { ProtocolVersion } from '../providers';
 
 export class HardQuoteRequest {
-  public order: UnsignedV2DutchOrder;
+  public order: UnsignedV2DutchOrder | UnsignedV3DutchOrder;
   private data: HardQuoteRequestBody;
 
-  public static fromHardRequestBody(body: HardQuoteRequestBody): HardQuoteRequest {
-    return new HardQuoteRequest(body);
+  public static fromHardRequestBody(body: HardQuoteRequestBody, orderType: OrderType): HardQuoteRequest {
+    return new HardQuoteRequest(body, orderType);
   }
 
-  constructor(_data: HardQuoteRequestBody) {
+  constructor(_data: HardQuoteRequestBody, orderType: OrderType) {
     this.data = {
       ..._data,
       requestId: _data.quoteId ?? uuidv4(),
     };
-    this.order = UnsignedV2DutchOrder.parse(_data.encodedInnerOrder, _data.tokenInChainId);
+    if (orderType === OrderType.Dutch_V2) {
+      this.order = UnsignedV2DutchOrder.parse(_data.encodedInnerOrder, _data.tokenInChainId);
+    } else if (orderType === OrderType.Dutch_V3) {
+      this.order = UnsignedV3DutchOrder.parse(_data.encodedInnerOrder, _data.tokenInChainId);
+    } else {
+      throw new Error('Unsupported order type');
+    }
   }
 
   public toCleanJSON(): QuoteRequestDataJSON {
@@ -110,9 +116,22 @@ export class HardQuoteRequest {
   }
 
   public get type(): TradeType {
-    return this.order.info.input.startAmount.eq(this.order.info.input.endAmount)
-      ? TradeType.EXACT_INPUT
-      : TradeType.EXACT_OUTPUT;
+    if (this.order instanceof UnsignedV2DutchOrder) {
+      return this.order.info.input.startAmount.eq(this.order.info.input.endAmount)
+        ? TradeType.EXACT_INPUT
+        : TradeType.EXACT_OUTPUT
+    } 
+    else if (this.order instanceof UnsignedV3DutchOrder) {
+      const startAmount = this.order.info.input.startAmount;
+      // If curve doesn't exist OR startAmount equals minAmountOut, then it's EXACT_INPUT
+      return !this.order.info.input.curve || 
+          startAmount.eq(V3DutchOrderBuilder.getMinAmountOut(startAmount, this.order.info.input.curve.relativeAmounts))
+        ? TradeType.EXACT_INPUT 
+        : TradeType.EXACT_OUTPUT;
+    }
+    else {
+      throw new Error('Unsupported order type');
+    }
   }
 
   public get numOutputs(): number {

lib/entities/HardQuoteResponse.ts

@@ -1,18 +1,17 @@
-import { CosignedV2DutchOrder } from '@uniswap/uniswapx-sdk';
-import { BigNumber } from 'ethers';
+import { CosignedV2DutchOrder, CosignedV3DutchOrder } from '@uniswap/uniswapx-sdk';
 import { v4 as uuidv4 } from 'uuid';
 
 import { HardQuoteRequest } from '.';
 import { HardQuoteResponseData } from '../handlers/hard-quote/schema';
 import { currentTimestampInMs, timestampInMstoSeconds } from '../util/time';
 
 // data class for hard quote response helpers and conversions
-export class HardQuoteResponse {
+export abstract class HardQuoteResponse<T extends CosignedV2DutchOrder | CosignedV3DutchOrder> {
   public createdAt: string;
 
   constructor(
     public request: HardQuoteRequest,
-    public order: CosignedV2DutchOrder,
+    public order: T,
     public createdAtMs = currentTimestampInMs()
   ) {
     this.createdAt = timestampInMstoSeconds(parseInt(this.createdAtMs));
@@ -29,23 +28,7 @@ export class HardQuoteResponse {
     };
   }
 
-  public toLog() {
-    return {
-      quoteId: this.quoteId,
-      requestId: this.requestId,
-      tokenInChainId: this.chainId,
-      tokenOutChainId: this.chainId,
-      tokenIn: this.tokenIn,
-      amountIn: this.amountIn.toString(),
-      tokenOut: this.tokenOut,
-      amountOut: this.amountOut.toString(),
-      swapper: this.swapper,
-      filler: this.filler,
-      orderHash: this.order.hash(),
-      createdAt: this.createdAt,
-      createdAtMs: this.createdAtMs,
-    };
-  }
+  public abstract toLog(): any;
 
   public get quoteId(): string {
     return this.request.quoteId ?? uuidv4();
@@ -67,25 +50,6 @@ export class HardQuoteResponse {
     return this.request.tokenIn;
   }
 
-  public get amountOut(): BigNumber {
-    const resolved = this.order.resolve({
-      timestamp: this.order.info.cosignerData.decayStartTime,
-    });
-    let amount = BigNumber.from(0);
-    for (const output of resolved.outputs) {
-      amount = amount.add(output.amount);
-    }
-
-    return amount;
-  }
-
-  public get amountIn(): BigNumber {
-    const resolved = this.order.resolve({
-      timestamp: this.order.info.cosignerData.decayStartTime,
-    });
-    return resolved.input.amount;
-  }
-
   public get tokenOut(): string {
     return this.request.tokenOut;
   }

lib/entities/V2HardQuoteResponse.ts

@@ -0,0 +1,42 @@
+import { BigNumber } from "ethers";
+import { HardQuoteResponse } from "./HardQuoteResponse";
+import { CosignedV2DutchOrder } from "@uniswap/uniswapx-sdk";
+
+export class V2HardQuoteResponse extends HardQuoteResponse<CosignedV2DutchOrder> {
+    public toLog() {
+        return {
+          quoteId: this.quoteId,
+          requestId: this.requestId,
+          tokenInChainId: this.chainId,
+          tokenOutChainId: this.chainId,
+          tokenIn: this.tokenIn,
+          amountIn: this.amountIn.toString(),
+          tokenOut: this.tokenOut,
+          amountOut: this.amountOut.toString(),
+          swapper: this.swapper,
+          filler: this.filler,
+          orderHash: this.order.hash(),
+          createdAt: this.createdAt,
+          createdAtMs: this.createdAtMs,
+        };
+    }
+
+    public get amountOut(): BigNumber {
+        const resolved = this.order.resolve({
+          timestamp: this.order.info.cosignerData.decayStartTime,
+        });
+        let amount = BigNumber.from(0);
+        for (const output of resolved.outputs) {
+          amount = amount.add(output.amount);
+        }
+
+        return amount;
+      }
+
+      public get amountIn(): BigNumber {
+        const resolved = this.order.resolve({
+          timestamp: this.order.info.cosignerData.decayStartTime,
+        });
+        return resolved.input.amount;
+      }
+}

lib/entities/V3HardQuoteResponse.ts

@@ -0,0 +1,48 @@
+import { CosignedV3DutchOrder } from "@uniswap/uniswapx-sdk";
+import { HardQuoteResponse } from "./HardQuoteResponse";
+
+export class V3HardQuoteResponse extends HardQuoteResponse<CosignedV3DutchOrder> {
+    public toLog() {
+        return {
+            quoteId: this.quoteId,
+            requestId: this.requestId,
+            tokenInChainId: this.chainId,
+            tokenOutChainId: this.chainId,
+            tokenIn: this.tokenIn,
+            input: this.input,
+            tokenOut: this.tokenOut,
+            outputs: this.outputs,
+            swapper: this.swapper,
+            filler: this.filler,
+            orderHash: this.order.hash(),
+            createdAt: this.createdAt,
+            createdAtMs: this.createdAtMs,
+          };
+    }
+
+    get input() {
+        const input = this.order.info.input;
+        const relativeAmounts = input.curve.relativeAmounts.map((amount) => amount.toString());
+
+        return {
+            ...input,
+            curve: {
+                ...input.curve,
+                relativeAmounts,
+            },
+        }
+    }
+
+    get outputs() {
+        const processedOutputs = this.order.info.outputs.map((output) => {
+            return {
+                ...output,
+                curve: {
+                    ...output.curve,
+                    relativeAmounts: output.curve.relativeAmounts.map((amount) => amount.toString()),
+                }
+            }
+        });
+        return processedOutputs;
+    }
+}