Feat/twap

src/index.ts

@@ -141,12 +141,20 @@ import type {
   DeltaAuctionOrder,
   DeltaAuction,
   DeltaAuctionStatus,
+  DeltaAuctionTransaction,
   BridgeMetadata,
   BridgeStatus,
   Bridge,
   ExternalDeltaOrder,
+  TWAPDeltaOrder,
+  TWAPBuyDeltaOrder,
+  TWAPOnChainOrderType,
   OnChainOrderType,
   SwapSideUnion,
+  AmountsWithSlippage,
+  AmountsSellSlippage,
+  AmountsBuySlippage,
+  AmountsExplicit,
 } from './methods/delta/helpers/types';
 import {
   BuildDeltaOrderDataParams,
@@ -156,6 +164,7 @@ import {
 } from './methods/delta/buildDeltaOrder';
 import {
   constructPostDeltaOrder,
+  DeltaOrderToPost,
   PostDeltaOrderFunctions,
   PostDeltaOrderParams,
 } from './methods/delta/postDeltaOrder';
@@ -224,6 +233,28 @@ import {
   PreSignExternalDeltaOrderFunctions,
 } from './methods/delta/preSignExternalDeltaOrder';
 
+import {
+  BuildTWAPDeltaOrderParams,
+  BuildTWAPSellOrderParams,
+  BuildTWAPBuyOrderParams,
+  BuildTWAPDeltaOrderFunctions,
+  constructBuildTWAPDeltaOrder,
+} from './methods/delta/buildTWAPDeltaOrder';
+import type { SignableTWAPOrderData } from './methods/delta/helpers/buildTWAPOrderData';
+import {
+  constructSignTWAPDeltaOrder,
+  SignTWAPDeltaOrderFunctions,
+} from './methods/delta/signTWAPDeltaOrder';
+import {
+  constructPostTWAPDeltaOrder,
+  PostTWAPDeltaOrderFunctions,
+  PostTWAPDeltaOrderParams,
+} from './methods/delta/postTWAPDeltaOrder';
+import {
+  constructPreSignTWAPDeltaOrder,
+  PreSignTWAPDeltaOrderFunctions,
+} from './methods/delta/preSignTWAPDeltaOrder';
+
 import {
   constructGetQuote,
   GetQuoteFunctions,
@@ -244,6 +275,10 @@ import {
   DepositNativeAndPreSignParams,
   DepositNativeAndPreSignDeltaOrderParams,
 } from './methods/delta/deltaTokenModule';
+import {
+  CancelDeltaOrderData,
+  SignableCancelDeltaOrderData,
+} from './methods/delta/helpers/buildCancelDeltaOrderData';
 
 export { constructSwapSDK, SwapSDKMethods } from './methods/swap';
 
@@ -257,9 +292,11 @@ export {
   constructAllDeltaOrdersHandlers,
   constructSubmitDeltaOrder,
   constructSubmitExternalDeltaOrder,
+  constructSubmitTWAPDeltaOrder,
   DeltaOrderHandlers,
   SubmitDeltaOrderParams,
   SubmitExternalDeltaOrderParams,
+  SubmitTWAPDeltaOrderParams,
 } from './methods/delta';
 
 export type {
@@ -337,6 +374,11 @@ export {
   constructSignExternalDeltaOrder,
   constructPostExternalDeltaOrder,
   constructPreSignExternalDeltaOrder,
+  // TWAP Delta methods
+  constructBuildTWAPDeltaOrder,
+  constructSignTWAPDeltaOrder,
+  constructPostTWAPDeltaOrder,
+  constructPreSignTWAPDeltaOrder,
   // Quote methods
   constructGetQuote,
   // different helpers
@@ -409,8 +451,11 @@ export type {
   DeltaAuctionOrder,
   DeltaAuction,
   DeltaAuctionStatus,
+  DeltaAuctionTransaction,
   DeltaOrderFilterByStatus,
   DeltaOrderFromAPI,
+  CancelDeltaOrderData,
+  SignableCancelDeltaOrderData,
   // bridge part of DeltaOrder
   BridgeMetadata,
   BridgeStatus,
@@ -421,6 +466,7 @@ export type {
   BuildDeltaOrderDataParams,
   BuildDeltaOrderFunctions,
   SignableDeltaOrderData,
+  DeltaOrderToPost,
   PostDeltaOrderFunctions,
   PostDeltaOrderParams,
   SignDeltaOrderFunctions,
@@ -436,14 +482,31 @@ export type {
   DepositNativeAndPreSignDeltaOrderParams,
   // External Delta types
   ExternalDeltaOrder,
+  TWAPDeltaOrder,
+  TWAPBuyDeltaOrder,
+  TWAPOnChainOrderType,
   OnChainOrderType,
+  AmountsWithSlippage,
+  AmountsSellSlippage,
+  AmountsBuySlippage,
+  AmountsExplicit,
   SignableExternalOrderData,
   BuildExternalDeltaOrderParams,
   BuildExternalDeltaOrderFunctions,
   SignExternalDeltaOrderFunctions,
   PostExternalDeltaOrderFunctions,
   PostExternalDeltaOrderParams,
   PreSignExternalDeltaOrderFunctions,
+  // TWAP Delta types
+  BuildTWAPDeltaOrderParams,
+  BuildTWAPSellOrderParams,
+  BuildTWAPBuyOrderParams,
+  BuildTWAPDeltaOrderFunctions,
+  SignableTWAPOrderData,
+  SignTWAPDeltaOrderFunctions,
+  PostTWAPDeltaOrderFunctions,
+  PostTWAPDeltaOrderParams,
+  PreSignTWAPDeltaOrderFunctions,
   // types for Quote methods
   GetQuoteFunctions,
   QuoteParams,

src/methods/delta/buildTWAPDeltaOrder.ts

@@ -0,0 +1,181 @@
+import type { ConstructFetchInput, RequestParameters } from '../../types';
+import { constructGetDeltaContract } from './getDeltaContract';
+import type { BridgePrice } from './getDeltaPrice';
+import { constructGetPartnerFee } from './getPartnerFee';
+import {
+  buildTWAPSignableOrderData,
+  type BuildTWAPOrderDataInput,
+  type SignableTWAPOrderData,
+} from './helpers/buildTWAPOrderData';
+import { applySlippage, resolvePartnerFee } from './helpers/misc';
+import type { MarkOptional } from 'ts-essentials';
+export type { SignableTWAPOrderData } from './helpers/buildTWAPOrderData';
+
+type BuildTWAPDeltaOrderParamsBase = {
+  /** @description The address of the order owner */
+  owner: string;
+  /** @description The address of the order beneficiary */
+  beneficiary?: string;
+  /** @description The address of the src token */
+  srcToken: string;
+  /** @description The address of the dest token. For Crosschain Order - destination token on the destination chain */
+  destToken: string;
+  /** @description The deadline for the order */
+  deadline?: number;
+  /** @description The nonce of the order */
+  nonce?: number | string;
+  /** @description Optional permit signature for the src token */
+  permit?: string;
+  /** @description Partner string */
+  partner?: string;
+  /** @description Destination Chain ID for Crosschain Orders */
+  destChainId?: number;
+  /** @description Seconds between slice executions (min 60) */
+  interval: number;
+  /** @description Number of slices (min 2) */
+  numSlices: number;
+  /** @description Slippage in basis points (bps). 10000 = 100%, 50 = 0.5% */
+  slippage?: number;
+
+  /** @description price response received from /delta/prices (getDeltaPrice method) for a single slice */
+  deltaPrice: MarkOptional<
+    Pick<
+      BridgePrice,
+      | 'destAmount'
+      | 'partner'
+      | 'partnerFee'
+      | 'destToken'
+      | 'srcAmount'
+      | 'bridge'
+    >,
+    'partner' | 'partnerFee'
+  >;
+
+  /** @description partner fee in basis points (bps), 50bps=0.5% */
+  partnerFeeBps?: number;
+  /** @description partner address */
+  partnerAddress?: string;
+  /** @description take surplus */
+  partnerTakesSurplus?: boolean;
+  /** @description A boolean indicating whether the surplus should be capped. True by default */
+  capSurplus?: boolean;
+  /** @description Metadata for the order, hex string */
+  metadata?: string;
+};
+
+export type BuildTWAPSellOrderParams = BuildTWAPDeltaOrderParamsBase & {
+  /** @description Must be "TWAPOrder" for sell orders */
+  onChainOrderType: 'TWAPOrder';
+  /** @description Total source token amount across all slices */
+  totalSrcAmount: string;
+};
+
+export type BuildTWAPBuyOrderParams = BuildTWAPDeltaOrderParamsBase & {
+  /** @description Must be "TWAPBuyOrder" for buy orders */
+  onChainOrderType: 'TWAPBuyOrder';
+  /** @description Total destination token amount to buy across all slices */
+  totalDestAmount: string;
+  /** @description Maximum source token amount willing to spend */
+  maxSrcAmount: string;
+};
+
+export type BuildTWAPDeltaOrderParams =
+  | BuildTWAPSellOrderParams
+  | BuildTWAPBuyOrderParams;
+
+type BuildTWAPDeltaOrder = (
+  buildOrderParams: BuildTWAPDeltaOrderParams,
+  requestParams?: RequestParameters
+) => Promise<SignableTWAPOrderData>;
+
+export type BuildTWAPDeltaOrderFunctions = {
+  /** @description Build TWAP Orders (sell or buy) to be posted to Delta API for execution */
+  buildTWAPDeltaOrder: BuildTWAPDeltaOrder;
+};
+
+export const constructBuildTWAPDeltaOrder = (
+  options: ConstructFetchInput
+): BuildTWAPDeltaOrderFunctions => {
+  const { chainId } = options;
+
+  const { getDeltaContract } = constructGetDeltaContract(options);
+  const { getPartnerFee } = constructGetPartnerFee(options);
+
+  const buildTWAPDeltaOrder: BuildTWAPDeltaOrder = async (
+    params,
+    requestParams
+  ) => {
+    const ParaswapDelta = await getDeltaContract(requestParams);
+    if (!ParaswapDelta) {
+      throw new Error(`Delta is not available on chain ${chainId}`);
+    }
+
+    const { partnerAddress, partnerFeeBps, partnerTakesSurplus } =
+      await resolvePartnerFee(params, getPartnerFee, requestParams);
+
+    const commonInput = {
+      owner: params.owner,
+      beneficiary: params.beneficiary,
+      srcToken: params.srcToken,
+      destToken: params.deltaPrice.destToken,
+      deadline: params.deadline,
+      nonce: params.nonce?.toString(10),
+      permit: params.permit,
+      metadata: params.metadata,
+      interval: params.interval,
+      numSlices: params.numSlices,
+      bridge: params.deltaPrice.bridge,
+
+      chainId,
+      paraswapDeltaAddress: ParaswapDelta,
+      partnerAddress,
+      partnerTakesSurplus,
+      partnerFeeBps,
+      capSurplus: params.capSurplus,
+    };
+
+    let input: BuildTWAPOrderDataInput;
+
+    if (params.onChainOrderType === 'TWAPOrder') {
+      const slippage = params.slippage ?? 0;
+      const destAmountPerSlice =
+        slippage > 0
+          ? applySlippage({
+              amount: params.deltaPrice.destAmount,
+              slippageBps: slippage,
+              increase: false,
+            })
+          : params.deltaPrice.destAmount;
+
+      input = {
+        ...commonInput,
+        onChainOrderType: 'TWAPOrder',
+        destAmountPerSlice,
+        totalSrcAmount: params.totalSrcAmount,
+      };
+    } else {
+      const slippage = params.slippage ?? 0;
+      const maxSrcAmount =
+        slippage > 0
+          ? applySlippage({
+              amount: params.deltaPrice.srcAmount,
+              slippageBps: slippage,
+              increase: true,
+            })
+          : params.maxSrcAmount;
+
+      input = {
+        ...commonInput,
+        onChainOrderType: 'TWAPBuyOrder',
+        totalDestAmount: params.totalDestAmount,
+        maxSrcAmount,
+      };
+    }
+
+    return buildTWAPSignableOrderData(input);
+  };
+
+  return {
+    buildTWAPDeltaOrder,
+  };
+};