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TRD-752 refactor bebop aggregate swap parser (#100)
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@linhnt3400
linhnt3400 authored Nov 26, 2024
1 parent 8ede303 commit b441c43
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Showing 3 changed files with 80 additions and 68 deletions.
7 changes: 4 additions & 3 deletions pkg/parser/bebop/parser.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -423,12 +423,13 @@ func (p *Parser) parseAggregateSwap(order storage.TradeLog,
}
quoteTakerAmount := getAggregateOrderInfo(rfqOrder)
if filledTakerAmount.Cmp(big.NewInt(0)) > 0 && filledTakerAmount.Cmp(quoteTakerAmount) < 0 {
for i := range rfqOrder.MakerAmounts {
for i := range rfqOrder.MakerAddresses {
for j := range rfqOrder.MakerAmounts[i] {
tmp := big.NewInt(0).Mul(rfqOrder.MakerAmounts[i][j], filledTakerAmount)
rfqOrder.MakerAmounts[i][j] = tmp.Div(tmp, quoteTakerAmount)

tmp = big.NewInt(0).Mul(rfqOrder.TakerAmounts[i][j], filledTakerAmount)
}
for j := range rfqOrder.TakerAmounts[i] {
tmp := big.NewInt(0).Mul(rfqOrder.TakerAmounts[i][j], filledTakerAmount)
rfqOrder.TakerAmounts[i][j] = tmp.Div(tmp, quoteTakerAmount)
}
}
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27 changes: 27 additions & 0 deletions v2/pkg/parser/bebop/bebop_test.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -68,6 +68,33 @@ func TestParseAggregateOrderEvent(t *testing.T) {
}
}

func TestParseAggregateOrderEvent2(t *testing.T) {
t.Skip("Need to add the rpc url that enables the trace call JSON-RPC")
eventRaw := `{"address":"0xbbbbbbb520d69a9775e85b458c58c648259fad5f","topics":["0xadd7095becdaa725f0f33243630938c861b0bba83dfd217d4055701aa768ec2e","0x0000000000000000000000000000000000000000000000000000000000000000"],"data":"0x","blockNumber":"0x1443cc5","transactionHash":"0xe28041915a516e729bdbf397f79a570d62071216bbda42797062c550be7e71b6","transactionIndex":"0x1","blockHash":"0xa179050f766d694f030e137f924a5d4de2c90bcce223d7a5df52af02b12c6b5e","logIndex":"0x14","removed":false}`
events := types.Log{}
err := json.Unmarshal([]byte(eventRaw), &events)
require.NoError(t, err)

callFrameRaw := `{ "from": "0xf7dc4ab21a6d8e7a573c13516cf3419b4b8a0002", "gas": "0x3bf47", "gasUsed": "0x1e756", "to": "0xbbbbbbb520d69a9775e85b458c58c648259fad5f", "input": "0xa2f74893000000000000000000000000000000000000000000000000000000000000006000000000000000000000000000000000000000000000000000000000000004c00000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000006741916c000000000000000000000000f7dc4ab21a6d8e7a573c13516cf3419b4b8a0002000000000000000000000000000000000000000000000000000000000000016000000000000000000000000000000000000000000000000000000000000001a000000000000000000000000000000000000000000000000000000000000001e0000000000000000000000000000000000000000000000000000000000000026000000000000000000000000000000000000000000000000000000000000003000000000000000000000000000000000000000000000000000000000000000380000000000000000000000000f7dc4ab21a6d8e7a573c13516cf3419b4b8a000200000000000000000000000000000000000000000000000000000000000004200000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000100000000000000000000000051c72848c68a965f66fa7a88855f9f7784502a7f0000000000000000000000000000000000000000000000000000000000000001000000000000000000000000000000000000000000000000000004b9ccbb0a44000000000000000000000000000000000000000000000000000000000000000100000000000000000000000000000000000000000000000000000000000000200000000000000000000000000000000000000000000000000000000000000001000000000000000000000000a0b86991c6218b36c1d19d4a2e9eb0ce3606eb48000000000000000000000000000000000000000000000000000000000000000100000000000000000000000000000000000000000000000000000000000000200000000000000000000000000000000000000000000000000000000000000002000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc20000000000000000000000000000000000000000000000000000000000000001000000000000000000000000000000000000000000000000000000000000002000000000000000000000000000000000000000000000000000000000000000010000000000000000000000000000000000000000000000000000000dc25127cc000000000000000000000000000000000000000000000000000000000000000100000000000000000000000000000000000000000000000000000000000000200000000000000000000000000000000000000000000000000000000000000002000000000000000000000000000000000000000000000000ea0149b816498000000000000000000000000000000000000000000000000000089c7ce1eb5e6f8000000000000000000000000000000000000000000000000000000000000000030000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000100000000000000000000000000000000000000000000000000000000000000200000000000000000000000000000000000000000000000000000000000000040000000000000000000000000000000000000000000000000000000000000000100000000000000000000000000000000000000000000000000000000000000416fda3da1cb665ab572b50d5b93c5adc3bbe8a176d23a33d6fca2287d3b6239eb72079e06970a3e5d630379183f41475a5cbe0809f910055e76bad14b47c232eb1b00000000000000000000000000000000000000000000000000000000000000", "calls": [ { "from": "0xbbbbbbb520d69a9775e85b458c58c648259fad5f", "gas": "0x36a15", "gasUsed": "0x2b31", "to": "0x51c72848c68a965f66fa7a88855f9f7784502a7f", "input": "0x1626ba7e56ffa4818cf4a457392fe77d42aa95b26a01f84038c203bcb556902577aba78d000000000000000000000000000000000000000000000000000000000000004000000000000000000000000000000000000000000000000000000000000000416fda3da1cb665ab572b50d5b93c5adc3bbe8a176d23a33d6fca2287d3b6239eb72079e06970a3e5d630379183f41475a5cbe0809f910055e76bad14b47c232eb1b00000000000000000000000000000000000000000000000000000000000000", "output": "0x1626ba7e00000000000000000000000000000000000000000000000000000000", "calls": [ { "from": "0x51c72848c68a965f66fa7a88855f9f7784502a7f", "gas": "0x33ef1", "gasUsed": "0xbb8", "to": "0x0000000000000000000000000000000000000001", "input": "0x56ffa4818cf4a457392fe77d42aa95b26a01f84038c203bcb556902577aba78d000000000000000000000000000000000000000000000000000000000000001b6fda3da1cb665ab572b50d5b93c5adc3bbe8a176d23a33d6fca2287d3b6239eb72079e06970a3e5d630379183f41475a5cbe0809f910055e76bad14b47c232eb", "output": "0x000000000000000000000000a0f1898fb62aee04f9aa1aa5866bc48e6b4cb1d8", "type": "STATICCALL" } ], "type": "STATICCALL" }, { "from": "0xbbbbbbb520d69a9775e85b458c58c648259fad5f", "gas": "0x2bb3d", "gasUsed": "0x75ad", "to": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", "input": "0x23b872dd00000000000000000000000051c72848c68a965f66fa7a88855f9f7784502a7f000000000000000000000000f7dc4ab21a6d8e7a573c13516cf3419b4b8a0002000000000000000000000000000000000000000000000000ea0149b816498000", "output": "0x0000000000000000000000000000000000000000000000000000000000000001", "logs": [ { "address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", "topics": [ "0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef", "0x00000000000000000000000051c72848c68a965f66fa7a88855f9f7784502a7f", "0x000000000000000000000000f7dc4ab21a6d8e7a573c13516cf3419b4b8a0002" ], "data": "0x000000000000000000000000000000000000000000000000ea0149b816498000", "position": "0x0" } ], "value": "0x0", "type": "CALL" }, { "from": "0xbbbbbbb520d69a9775e85b458c58c648259fad5f", "gas": "0x240f4", "gasUsed": "0xd61", "to": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", "input": "0x23b872dd00000000000000000000000051c72848c68a965f66fa7a88855f9f7784502a7f000000000000000000000000f7dc4ab21a6d8e7a573c13516cf3419b4b8a0002000000000000000000000000000000000000000000000000089c7ce1eb5e6f80", "output": "0x0000000000000000000000000000000000000000000000000000000000000001", "logs": [ { "address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", "topics": [ "0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef", "0x00000000000000000000000051c72848c68a965f66fa7a88855f9f7784502a7f", "0x000000000000000000000000f7dc4ab21a6d8e7a573c13516cf3419b4b8a0002" ], "data": "0x000000000000000000000000000000000000000000000000089c7ce1eb5e6f80", "position": "0x0" } ], "value": "0x0", "type": "CALL" }, { "from": "0xbbbbbbb520d69a9775e85b458c58c648259fad5f", "gas": "0x2234f", "gasUsed": "0x46e5", "to": "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48", "input": "0x23b872dd000000000000000000000000f7dc4ab21a6d8e7a573c13516cf3419b4b8a000200000000000000000000000051c72848c68a965f66fa7a88855f9f7784502a7f0000000000000000000000000000000000000000000000000000000dc25127cc", "output": "0x0000000000000000000000000000000000000000000000000000000000000001", "calls": [ { "from": "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48", "gas": "0x217df", "gasUsed": "0x43ca", "to": "0x43506849d7c04f9138d1a2050bbf3a0c054402dd", "input": "0x23b872dd000000000000000000000000f7dc4ab21a6d8e7a573c13516cf3419b4b8a000200000000000000000000000051c72848c68a965f66fa7a88855f9f7784502a7f0000000000000000000000000000000000000000000000000000000dc25127cc", "output": "0x0000000000000000000000000000000000000000000000000000000000000001", "logs": [ { "address": "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48", "topics": [ "0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef", "0x000000000000000000000000f7dc4ab21a6d8e7a573c13516cf3419b4b8a0002", "0x00000000000000000000000051c72848c68a965f66fa7a88855f9f7784502a7f" ], "data": "0x0000000000000000000000000000000000000000000000000000000dc25127cc", "position": "0x0" } ], "value": "0x0", "type": "DELEGATECALL" } ], "value": "0x0", "type": "CALL" } ], "logs": [ { "address": "0xbbbbbbb520d69a9775e85b458c58c648259fad5f", "topics": [ "0xadd7095becdaa725f0f33243630938c861b0bba83dfd217d4055701aa768ec2e", "0x0000000000000000000000000000000000000000000000000000000000000000" ], "data": "0x", "position": "0x4" } ], "value": "0x0", "type": "CALL" }`
var callFrame types2.CallFrame
err = json.Unmarshal([]byte(callFrameRaw), &callFrame)
require.NoError(t, err)

p := MustNewParser()
logs, err := p.ParseWithCallFrame(callFrame, events, uint64(time.Now().Unix()))
require.NoError(t, err)
for _, log := range logs {
require.Equal(t, log.EventHash, p.eventHash)
t.Log(log.Maker)
t.Log(log.MakerToken)
t.Log(log.MakerTokenAmount)
t.Log(log.Taker)
t.Log(log.TakerToken)
t.Log(log.TakerTokenAmount)
t.Log("---------------------")
}
}

func TestParseMultiOrderEvent(t *testing.T) {
t.Skip("Need to add the rpc url that enables the trace call JSON-RPC")
eventRaw := `{"address":"0xbbbbbbb520d69a9775e85b458c58c648259fad5f","topics":["0xadd7095becdaa725f0f33243630938c861b0bba83dfd217d4055701aa768ec2e","0x0000000000000000000000000000000027611cb25303fa700000000000000001"],"data":"0x","blockNumber":"0x133842c","transactionHash":"0xff46ac555ec7da7aa484864dc0df90217b7f46dfa51627c20ef6e25451c64b15","transactionIndex":"0x10","blockHash":"0xb03cd01d48456c60cdf445e35b0a4d7672b80d801245e516336596f0d5b77951","logIndex":"0x85","removed":false}`
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114 changes: 49 additions & 65 deletions v2/pkg/parser/bebop/parser.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -318,17 +318,8 @@ func (p *Parser) parseMultiSwap(order storageTypes.TradeLog,
break
}

originMakerAmounts := make([]string, len(rfqOrder.MakerAmounts))
for i, amount := range rfqOrder.MakerAmounts {
originMakerAmounts[i] = amount.String()
}
order.MakerTokenOriginAmount = strings.Join(originMakerAmounts, ",")

originTakerAmounts := make([]string, len(rfqOrder.TakerAmounts))
for i, amount := range rfqOrder.TakerAmounts {
originTakerAmounts[i] = amount.String()
}
order.TakerTokenOriginAmount = strings.Join(originTakerAmounts, ",")
order.MakerTokenOriginAmount = joinAmounts(rfqOrder.MakerAmounts)
order.TakerTokenOriginAmount = joinAmounts(rfqOrder.TakerAmounts)

if len(rfqOrder.TakerTokens) == 1 { // many to one don't support partial, just handle one - many
if fillTakerAmount.Cmp(big.NewInt(0)) > 0 && fillTakerAmount.Cmp(rfqOrder.TakerAmounts[0]) < 0 {
Expand All @@ -345,17 +336,8 @@ func (p *Parser) parseMultiSwap(order storageTypes.TradeLog,
order.Maker = rfqOrder.MakerAddress
order.Taker = rfqOrder.TakerAddress

makerAmounts := make([]string, len(rfqOrder.MakerAmounts))
for i, amount := range rfqOrder.MakerAmounts {
makerAmounts[i] = amount.String()
}
order.MakerTokenAmount = strings.Join(makerAmounts, ",")

takerAmounts := make([]string, len(rfqOrder.TakerAmounts))
for i, amount := range rfqOrder.TakerAmounts {
takerAmounts[i] = amount.String()
}
order.TakerTokenAmount = strings.Join(takerAmounts, ",")
order.MakerTokenAmount = joinAmounts(rfqOrder.MakerAmounts)
order.TakerTokenAmount = joinAmounts(rfqOrder.TakerAmounts)

if rfqOrder.Expiry != nil {
order.Expiry = rfqOrder.Expiry.Uint64()
Expand Down Expand Up @@ -386,63 +368,65 @@ func (p *Parser) parseAggregateSwap(order storageTypes.TradeLog,
}
quoteTakerAmount := getAggregateOrderInfo(rfqOrder)

originalMakerAmounts := make([][]string, len(rfqOrder.MakerAmounts))
originalTakerAmounts := make([][]string, len(rfqOrder.TakerAmounts))
for i := range rfqOrder.TakerAmounts {
originalMakerAmounts[i] = make([]string, len(rfqOrder.MakerAmounts[i]))
originalTakerAmounts[i] = make([]string, len(rfqOrder.TakerAmounts[i]))
for j := range rfqOrder.TakerAmounts[i] {
originalMakerAmounts[i][j] = rfqOrder.MakerAmounts[i][j].String()
originalTakerAmounts[i][j] = rfqOrder.TakerAmounts[i][j].String()
var orders []storageTypes.TradeLog

// parse each trade
for i := range rfqOrder.MakerAddresses {
newOrder := storageTypes.TradeLog{
Exchange: p.Exchange(),
OrderHash: order.OrderHash,
Maker: rfqOrder.MakerAddresses[i],
Taker: rfqOrder.TakerAddress,
MakerToken: strings.Join(rfqOrder.MakerTokens[i], ","),
TakerToken: strings.Join(rfqOrder.TakerTokens[i], ","),
MakerTokenAmount: joinAmounts(rfqOrder.MakerAmounts[i]),
TakerTokenAmount: joinAmounts(rfqOrder.TakerAmounts[i]),
MakerTokenOriginAmount: joinAmounts(rfqOrder.MakerAmounts[i]),
TakerTokenOriginAmount: joinAmounts(rfqOrder.TakerAmounts[i]),
ContractAddress: order.ContractAddress,
BlockNumber: order.BlockNumber,
TxHash: order.TxHash,
LogIndex: order.LogIndex,
TradeIndex: uint64(i),
Timestamp: order.Timestamp,
EventHash: order.EventHash,
Expiry: rfqOrder.Expiry.Uint64(),
}

if len(rfqOrder.TakerTokens[i]) > 1 { // many-to-one not support partial fill
orders = append(orders, newOrder)
continue
}
}

if filledTakerAmount.Cmp(big.NewInt(0)) > 0 && filledTakerAmount.Cmp(quoteTakerAmount) < 0 {
for i := range rfqOrder.MakerAmounts {
// partial fill
if filledTakerAmount.Cmp(big.NewInt(0)) > 0 && filledTakerAmount.Cmp(quoteTakerAmount) < 0 {
for j := range rfqOrder.MakerAmounts[i] {
tmp := big.NewInt(0).Mul(rfqOrder.MakerAmounts[i][j], filledTakerAmount)
rfqOrder.MakerAmounts[i][j] = tmp.Div(tmp, quoteTakerAmount)

tmp = big.NewInt(0).Mul(rfqOrder.TakerAmounts[i][j], filledTakerAmount)
}
for j := range rfqOrder.TakerAmounts[i] {
tmp := big.NewInt(0).Mul(rfqOrder.TakerAmounts[i][j], filledTakerAmount)
rfqOrder.TakerAmounts[i][j] = tmp.Div(tmp, quoteTakerAmount)
}
}
}

var (
orders []storageTypes.TradeLog
count int
)

for i := range rfqOrder.MakerAmounts {
for j := range rfqOrder.MakerAmounts[i] {
orders = append(orders, storageTypes.TradeLog{
Exchange: p.Exchange(),
OrderHash: order.OrderHash,
Maker: rfqOrder.MakerAddresses[i],
Taker: rfqOrder.TakerAddress,
MakerToken: rfqOrder.MakerTokens[i][j],
TakerToken: rfqOrder.TakerTokens[i][j],
MakerTokenAmount: rfqOrder.MakerAmounts[i][j].String(),
TakerTokenAmount: rfqOrder.TakerAmounts[i][j].String(),
MakerTokenOriginAmount: originalMakerAmounts[i][j],
TakerTokenOriginAmount: originalTakerAmounts[i][j],
ContractAddress: order.ContractAddress,
BlockNumber: order.BlockNumber,
TxHash: order.TxHash,
LogIndex: order.LogIndex,
TradeIndex: uint64(count),
Timestamp: order.Timestamp,
EventHash: order.EventHash,
Expiry: rfqOrder.Expiry.Uint64(),
})
count++
}
newOrder.MakerTokenAmount = joinAmounts(rfqOrder.MakerAmounts[i])
newOrder.TakerTokenAmount = joinAmounts(rfqOrder.TakerAmounts[i])

orders = append(orders, newOrder)
}

return orders, nil
}

func joinAmounts(input []*big.Int) string {
amounts := make([]string, len(input))
for i, amount := range input {
amounts[i] = amount.String()
}
return strings.Join(amounts, ",")
}

func getAggregateOrderInfo(order AggregateOrder) *big.Int {
commandsInd := 0
quoteTakerAmount := big.NewInt(0)
Expand Down

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