Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

fix: thorchain swap improvements #5748

Merged
merged 11 commits into from
Dec 4, 2023
Merged

fix: thorchain swap improvements #5748

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
11 commits
Select commit Hold shift + click to select a range
f2a9cc9
fix: use tc auto limit on streaming swaps
kaladinlight Nov 30, 2023
e798dda
no display of min expected after slippage for streaming swaps
kaladinlight Nov 30, 2023
6423466
dynamic slippage bps and update expected amount out
kaladinlight Dec 1, 2023
50caa08
handle affiliate fee in expected amount out
kaladinlight Dec 1, 2023
958766c
Merge branch 'develop' into tc-streaming-auto-limit
kaladinlight Dec 1, 2023
7fd2cae
resort
kaladinlight Dec 1, 2023
ea2fb6a
more explicit dependency
kaladinlight Dec 1, 2023
36c9d04
fix tests
kaladinlight Dec 1, 2023
fd2697a
and lint
kaladinlight Dec 1, 2023
76b1ed2
Merge branch 'develop' into tc-streaming-auto-limit
0xApotheosis Dec 3, 2023
567872b
Merge branch 'develop' into tc-streaming-auto-limit
gomesalexandre Dec 4, 2023
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
77 changes: 41 additions & 36 deletions src/components/MultiHopTrade/components/TradeConfirm/ReceiveSummary.tsx
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -30,7 +30,8 @@ import { getChainAdapterManager } from 'context/PluginProvider/chainAdapterSingl
import { useFeatureFlag } from 'hooks/useFeatureFlag/useFeatureFlag'
import { bnOrZero } from 'lib/bignumber/bignumber'
import { fromBaseUnit } from 'lib/math'
import type { AmountDisplayMeta, ProtocolFee } from 'lib/swapper/types'
import { THORCHAIN_STREAM_SWAP_SOURCE } from 'lib/swapper/swappers/ThorchainSwapper/constants'
import type { AmountDisplayMeta, ProtocolFee, SwapSource } from 'lib/swapper/types'
import { SwapperName } from 'lib/swapper/types'
import type { PartialRecord } from 'lib/utils'
import { isSome } from 'lib/utils'
Expand Down Expand Up @@ -61,6 +62,7 @@ type ReceiveSummaryProps = {
swapperName: string
donationAmountUserCurrency?: string
defaultIsOpen?: boolean
swapSource?: SwapSource
} & RowProps

const ShapeShiftFeeModalRowHover = { textDecoration: 'underline', cursor: 'pointer' }
Expand All @@ -84,6 +86,7 @@ export const ReceiveSummary: FC<ReceiveSummaryProps> = memo(
isLoading,
donationAmountUserCurrency,
defaultIsOpen = false,
swapSource,
...rest
}) => {
const translate = useTranslate()
Expand Down Expand Up @@ -279,41 +282,43 @@ export const ReceiveSummary: FC<ReceiveSummaryProps> = memo(
</Row.Value>
</Row>
)}
<>
<Divider borderColor='border.base' />
<Row>
<Row.Label>
<Text translation={minAmountAfterSlippageTranslation} />
</Row.Label>
<Row.Value whiteSpace='nowrap'>
<Stack spacing={0} alignItems='flex-end'>
<Skeleton isLoaded={!isLoading}>
<Amount.Crypto value={amountAfterSlippage} symbol={symbol} />
</Skeleton>
{isAmountPositive &&
hasIntermediaryTransactionOutputs &&
intermediaryTransactionOutputsParsed?.map(
({ amountCryptoPrecision, symbol, chainName }) => (
<Skeleton isLoaded={!isLoading} key={`${symbol}_${chainName}`}>
<Amount.Crypto
value={amountCryptoPrecision}
symbol={symbol}
prefix={translate('trade.or')}
suffix={
chainName
? translate('trade.onChainName', {
chainName,
})
: undefined
}
/>
</Skeleton>
),
)}
</Stack>
</Row.Value>
</Row>
</>
{swapSource !== THORCHAIN_STREAM_SWAP_SOURCE && (
kaladinlight marked this conversation as resolved.
Show resolved Hide resolved
<>
<Divider borderColor='border.base' />
<Row>
<Row.Label>
<Text translation={minAmountAfterSlippageTranslation} />
</Row.Label>
<Row.Value whiteSpace='nowrap'>
<Stack spacing={0} alignItems='flex-end'>
<Skeleton isLoaded={!isLoading}>
<Amount.Crypto value={amountAfterSlippage} symbol={symbol} />
</Skeleton>
{isAmountPositive &&
hasIntermediaryTransactionOutputs &&
intermediaryTransactionOutputsParsed?.map(
({ amountCryptoPrecision, symbol, chainName }) => (
<Skeleton isLoaded={!isLoading} key={`${symbol}_${chainName}`}>
<Amount.Crypto
value={amountCryptoPrecision}
symbol={symbol}
prefix={translate('trade.or')}
suffix={
chainName
? translate('trade.onChainName', {
chainName,
})
: undefined
}
/>
</Skeleton>
),
)}
</Stack>
</Row.Value>
</Row>
</>
)}
</Stack>
</Collapse>
<Modal isOpen={showFeeModal} onClose={handleFeeModal} size='lg'>
Expand Down
20 changes: 11 additions & 9 deletions src/components/MultiHopTrade/components/TradeConfirm/TradeConfirm.tsx
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -405,24 +405,26 @@ export const TradeConfirm = () => {
fiatAmount={positiveOrZero(netBuyAmountUserCurrency).toFixed(2)}
swapperName={swapperName ?? ''}
intermediaryTransactionOutputs={tradeQuoteStep?.intermediaryTransactionOutputs}
swapSource={tradeQuoteStep?.source}
/>
</>
),
[
translate,
sellAmountBeforeFeesCryptoPrecision,
sellAsset?.symbol,
sellAmountBeforeFeesUserCurrency,
buyAsset?.symbol,
buyAmountAfterFeesCryptoPrecision,
buyAmountBeforeFeesCryptoPrecision,
tradeQuoteStep?.feeData.protocolFees,
tradeQuoteStep?.intermediaryTransactionOutputs,
shapeShiftFee,
buyAsset?.symbol,
donationAmountUserCurrency,
slippageDecimal,
netBuyAmountUserCurrency,
sellAmountBeforeFeesCryptoPrecision,
sellAmountBeforeFeesUserCurrency,
sellAsset?.symbol,
shapeShiftFee,
slippageDecimal,
swapperName,
tradeQuoteStep?.feeData.protocolFees,
tradeQuoteStep?.intermediaryTransactionOutputs,
tradeQuoteStep?.source,
kaladinlight marked this conversation as resolved.
Show resolved Hide resolved
translate,
],
)

Expand Down
2 changes: 2 additions & 0 deletions src/components/MultiHopTrade/components/TradeInput/TradeInput.tsx
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -411,6 +411,7 @@ export const TradeInput = memo(() => {
slippageDecimalPercentage={slippageDecimal}
swapperName={activeSwapperName ?? ''}
defaultIsOpen={true}
swapSource={tradeQuoteStep?.source}
/>
) : null}
{isModeratePriceImpact && (
Expand Down Expand Up @@ -464,6 +465,7 @@ export const TradeInput = memo(() => {
slippageDecimal,
totalNetworkFeeFiatPrecision,
totalProtocolFees,
tradeQuoteStep?.source,
],
)

Expand Down
18 changes: 10 additions & 8 deletions src/lib/swapper/swappers/ThorchainSwapper/getThorTradeQuote/getTradeQuote.test.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -50,18 +50,18 @@ const expectedQuoteResponse: Omit<ThorEvmTradeQuote, 'id'>[] = [
affiliateBps: '0',
potentialAffiliateBps: '0',
isStreaming: false,
rate: '137845.94361267605633802817',
rate: '144114.94366197183098591549',
data: '0x',
router: '0x3624525075b88B24ecc29CE226b0CEc1fFcB6976',
memo: '=:ETH.ETH:0x32DBc9Cf9E8FbCebE1e0a2ecF05Ed86Ca3096Cb6:9360638:ss:0',
memo: '=:ETH.ETH:0x32DBc9Cf9E8FbCebE1e0a2ecF05Ed86Ca3096Cb6:9786345:ss:0',
tradeType: TradeType.L1ToL1,
steps: [
{
estimatedExecutionTimeMs: 1600000,
allowanceContract: '0x3624525075b88B24ecc29CE226b0CEc1fFcB6976',
sellAmountIncludingProtocolFeesCryptoBaseUnit: '713014679420',
buyAmountBeforeFeesCryptoBaseUnit: '114321610000000000',
buyAmountAfterFeesCryptoBaseUnit: '97870619965000000',
buyAmountAfterFeesCryptoBaseUnit: '102321610000000000',
feeData: {
protocolFees: {
[ETH.assetId]: {
Expand All @@ -72,7 +72,7 @@ const expectedQuoteResponse: Omit<ThorEvmTradeQuote, 'id'>[] = [
},
networkFeeCryptoBaseUnit: '400000',
},
rate: '137845.94361267605633802817',
rate: '144114.94366197183098591549',
source: SwapperName.Thorchain,
buyAsset: ETH,
sellAsset: FOX_MAINNET,
Expand All @@ -85,18 +85,18 @@ const expectedQuoteResponse: Omit<ThorEvmTradeQuote, 'id'>[] = [
affiliateBps: '0',
potentialAffiliateBps: '0',
isStreaming: true,
rate: '151555.07377464788732394366',
rate: '158199.45070422535211267606',
data: '0x',
router: '0x3624525075b88B24ecc29CE226b0CEc1fFcB6976',
memo: '=:ETH.ETH:0x32DBc9Cf9E8FbCebE1e0a2ecF05Ed86Ca3096Cb6:10291578/10/0:ss:0',
memo: '=:ETH.ETH:0x32DBc9Cf9E8FbCebE1e0a2ecF05Ed86Ca3096Cb6:0/10/0:ss:0',
tradeType: TradeType.L1ToL1,
steps: [
{
estimatedExecutionTimeMs: 1600000,
allowanceContract: '0x3624525075b88B24ecc29CE226b0CEc1fFcB6976',
sellAmountIncludingProtocolFeesCryptoBaseUnit: '713014679420',
buyAmountBeforeFeesCryptoBaseUnit: '124321610000000000',
buyAmountAfterFeesCryptoBaseUnit: '107604102380000000',
buyAmountAfterFeesCryptoBaseUnit: '112321610000000000',
feeData: {
protocolFees: {
[ETH.assetId]: {
Expand All @@ -107,7 +107,7 @@ const expectedQuoteResponse: Omit<ThorEvmTradeQuote, 'id'>[] = [
},
networkFeeCryptoBaseUnit: '400000',
},
rate: '151555.07377464788732394366',
rate: '158199.45070422535211267606',
source: `${SwapperName.Thorchain} • Streaming`,
buyAsset: ETH,
sellAsset: FOX_MAINNET,
Expand Down Expand Up @@ -170,6 +170,8 @@ describe('getTradeQuote', () => {
if ((url as string).includes('streaming_interval')) {
mockThorQuote.data.expected_amount_out = '11232161'
mockThorQuote.data.fees.slippage_bps = 420
mockThorQuote.data.memo =
'=:ETH.ETH:0x32DBc9Cf9E8FbCebE1e0a2ecF05Ed86Ca3096Cb6:0/10/0:ss:0'
}

return Promise.resolve(Ok(mockThorQuote))
Expand Down
22 changes: 7 additions & 15 deletions src/lib/swapper/swappers/ThorchainSwapper/utils/addSlippageToMemo.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -2,49 +2,41 @@ import type { ChainId } from '@shapeshiftoss/caip'
import { BigNumber, bn } from 'lib/bignumber/bignumber'
import { subtractBasisPointAmount } from 'state/slices/tradeQuoteSlice/utils'

import { DEFAULT_STREAMING_NUM_SWAPS, LIMIT_PART_DELIMITER, MEMO_PART_DELIMITER } from './constants'
import { MEMO_PART_DELIMITER } from './constants'
import { assertIsValidMemo } from './makeSwapMemo/assertIsValidMemo'

export const addSlippageToMemo = ({
expectedAmountOutThorBaseUnit,
affiliateFeesThorBaseUnit,
quotedMemo,
slippageBps,
isStreaming,
chainId,
affiliateBps,
streamingInterval,
}: {
expectedAmountOutThorBaseUnit: string
affiliateFeesThorBaseUnit: string
quotedMemo: string | undefined
slippageBps: BigNumber.Value
chainId: ChainId
affiliateBps: string
isStreaming: boolean
streamingInterval: number
}) => {
if (!quotedMemo) throw new Error('no memo provided')

// always use TC auto stream quote (0 limit = 5bps - 50bps, sometimes up to 100bps)
// see: https://discord.com/channels/838986635756044328/1166265575941619742/1166500062101250100
if (isStreaming) return quotedMemo

// the missing element is the original limit with (optional, missing) streaming parameters
const [prefix, pool, address, , affiliate, memoAffiliateBps] =
quotedMemo.split(MEMO_PART_DELIMITER)

const limitWithManualSlippage = subtractBasisPointAmount(
bn(expectedAmountOutThorBaseUnit)
.minus(affiliateFeesThorBaseUnit)
kaladinlight marked this conversation as resolved.
Show resolved Hide resolved
.toFixed(0, BigNumber.ROUND_DOWN),
bn(expectedAmountOutThorBaseUnit).toFixed(0, BigNumber.ROUND_DOWN),
slippageBps,
BigNumber.ROUND_DOWN,
)

const updatedLimitComponent = isStreaming
? [limitWithManualSlippage, streamingInterval, DEFAULT_STREAMING_NUM_SWAPS].join(
kaladinlight marked this conversation as resolved.
Show resolved Hide resolved
LIMIT_PART_DELIMITER,
)
: [limitWithManualSlippage]

const memo = [prefix, pool, address, updatedLimitComponent, affiliate, memoAffiliateBps].join(
const memo = [prefix, pool, address, limitWithManualSlippage, affiliate, memoAffiliateBps].join(
MEMO_PART_DELIMITER,
)

Expand Down
40 changes: 15 additions & 25 deletions src/lib/swapper/swappers/ThorchainSwapper/utils/getL1quote.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -22,10 +22,7 @@ import { assertGetCosmosSdkChainAdapter } from 'lib/utils/cosmosSdk'
import { assertGetEvmChainAdapter } from 'lib/utils/evm'
import { THOR_PRECISION } from 'lib/utils/thorchain/constants'
import { assertGetUtxoChainAdapter } from 'lib/utils/utxo'
import {
convertDecimalPercentageToBasisPoints,
subtractBasisPointAmount,
} from 'state/slices/tradeQuoteSlice/utils'
import { convertDecimalPercentageToBasisPoints } from 'state/slices/tradeQuoteSlice/utils'

import { THORCHAIN_STREAM_SWAP_SOURCE } from '../constants'
import type {
Expand Down Expand Up @@ -62,7 +59,7 @@ export const getL1quote = async (
const inputSlippageBps = convertDecimalPercentageToBasisPoints(
slippageTolerancePercentage ??
getDefaultSlippageDecimalPercentageForSwapper(SwapperName.Thorchain),
).toString()
)

const maybeSwapQuote = await getQuote({
sellAsset,
Expand Down Expand Up @@ -115,16 +112,15 @@ export const getL1quote = async (
const getRouteValues = (quote: ThornodeQuoteResponseSuccess, isStreaming: boolean) => ({
source: isStreaming ? THORCHAIN_STREAM_SWAP_SOURCE : SwapperName.Thorchain,
quote,
// expected receive amount after slippage (no affiliate_fee or liquidity_fee taken out of this value)
// TODO: slippage is currently being applied on expected_amount_out which is emit_asset - outbound_fee,
// should slippage actually be applied on emit_asset?
expectedAmountOutThorBaseUnit: subtractBasisPointAmount(
quote.expected_amount_out,
quote.fees.slippage_bps,
),
// don't take affiliate fee into account, this will be displayed as a separate line item
expectedAmountOutThorBaseUnit: bnOrZero(quote.expected_amount_out)
kaladinlight marked this conversation as resolved.
Show resolved Hide resolved
.plus(bnOrZero(quote.fees.affiliate))
.toFixed(),
isStreaming,
affiliateBps: quote.fees.affiliate === '0' ? '0' : requestedAffiliateBps,
potentialAffiliateBps,
// always use TC auto stream quote (0 limit = 5bps - 50bps, sometimes up to 100bps)
// see: https://discord.com/channels/838986635756044328/1166265575941619742/1166500062101250100
slippageBps: isStreaming ? bn(0) : inputSlippageBps,
kaladinlight marked this conversation as resolved.
Show resolved Hide resolved
estimatedExecutionTimeMs: quote.total_swap_seconds
? 1000 * quote.total_swap_seconds
: undefined,
Expand Down Expand Up @@ -194,20 +190,18 @@ export const getL1quote = async (
isStreaming,
estimatedExecutionTimeMs,
affiliateBps,
potentialAffiliateBps,
slippageBps,
}): Promise<ThorEvmTradeQuote> => {
const rate = getRouteRate(expectedAmountOutThorBaseUnit)
const buyAmountBeforeFeesCryptoBaseUnit = getRouteBuyAmount(quote)

const updatedMemo = addSlippageToMemo({
expectedAmountOutThorBaseUnit,
affiliateFeesThorBaseUnit: quote.fees.affiliate,
quotedMemo: quote.memo,
slippageBps: inputSlippageBps,
slippageBps,
chainId: sellAsset.chainId,
affiliateBps,
isStreaming,
streamingInterval,
})
const { data, router } = await getEvmThorTxInfo({
sellAsset,
Expand Down Expand Up @@ -282,20 +276,18 @@ export const getL1quote = async (
isStreaming,
estimatedExecutionTimeMs,
affiliateBps,
potentialAffiliateBps,
slippageBps,
}): Promise<ThorTradeUtxoOrCosmosQuote> => {
const rate = getRouteRate(expectedAmountOutThorBaseUnit)
const buyAmountBeforeFeesCryptoBaseUnit = getRouteBuyAmount(quote)

const updatedMemo = addSlippageToMemo({
expectedAmountOutThorBaseUnit,
affiliateFeesThorBaseUnit: quote.fees.affiliate,
quotedMemo: quote.memo,
slippageBps: inputSlippageBps,
slippageBps,
isStreaming,
chainId: sellAsset.chainId,
affiliateBps,
streamingInterval,
})
const { vault, opReturnData, pubkey } = await getUtxoThorTxInfo({
sellAsset,
Expand Down Expand Up @@ -376,7 +368,7 @@ export const getL1quote = async (
isStreaming,
estimatedExecutionTimeMs,
affiliateBps,
potentialAffiliateBps,
slippageBps,
}): ThorTradeUtxoOrCosmosQuote => {
const rate = getRouteRate(expectedAmountOutThorBaseUnit)
const buyAmountBeforeFeesCryptoBaseUnit = getRouteBuyAmount(quote)
Expand All @@ -389,13 +381,11 @@ export const getL1quote = async (

const updatedMemo = addSlippageToMemo({
expectedAmountOutThorBaseUnit,
affiliateFeesThorBaseUnit: quote.fees.affiliate,
quotedMemo: quote.memo,
slippageBps: inputSlippageBps,
slippageBps,
isStreaming,
chainId: sellAsset.chainId,
affiliateBps,
streamingInterval,
})

return {
Expand Down