new dca strategy price-based

plancia · Jun 10, 2024 · 8abb5b5 · 8abb5b5
1 parent fee068e
commit 8abb5b5
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Showing 4 changed files with 73 additions and 124 deletions.
diff --git a/src/api/uniswap/actions/buildSwapUniswap.ts b/src/api/uniswap/actions/buildSwapUniswap.ts
@@ -115,7 +115,7 @@ export async function buildSwapUniswap(
     if (debug) console.log('::API::UNISWAP::BALANCE', Number(tokenABalance))
 
     const allowanceAgent = await tokenAContract?.allowance(
-      swap.address,
+      walletAddress,
       agentAddress
     )
 
@@ -153,37 +153,9 @@ export async function buildSwapUniswap(
       if (debug) console.log('::API::UNISWAP::FOUND_ALLOWANCE_SENDER_AGENT')
     }
 
-    // Transfer tokens from Sender to Agent
-    // ----------------------------------------------------------------------------
-    // ----------------------------------------------------------------------------
-
-    const dataTransferFromSenderToAgent =
-      tokenAContract.interface.encodeFunctionData('transferFrom', [
-        swap.address,
-        agentAddress,
-        adjAmount,
-      ])
-
-    const transferFromSenderToAgent = {
-      to: tokenAAddress,
-      value: 0,
-      data: dataTransferFromSenderToAgent,
-    }
-
-    if (transferFromSenderToAgent)
-      if (debug) console.log('::API::UNISWAP::BUILD_TRANSFER_FROM_SENDER_AGENT')
-
-    Calldatas.push(transferFromSenderToAgent)
-
     // Encode Swap tx to Uni Router
     // ----------------------------------------------------------------------------
     // ----------------------------------------------------------------------------
-    // const quote = await quotePair(
-    //   tokenAAddress,
-    //   tokenBAddress,
-    //   Number(swap.chainId)
-    // );
-    // const slippageTolerance = swap.slippage;
 
     const currency = {
       address: tokenBAddress,
@@ -199,8 +171,6 @@ export async function buildSwapUniswap(
       name: await tokenAContract.name(),
     }
 
-    console.log(currency, currencyAmount)
-
     const bestRoute = await route({
       chainId: Number(137),
       recipient: agentAddress,
@@ -211,8 +181,6 @@ export async function buildSwapUniswap(
       slippage: swaps[0].slippage,
     })
 
-    console.log(bestRoute)
-
     const swapMultiAgentToRouter = {
       to: bestRoute.methodParameters.to,
       value: bestRoute.methodParameters.value,
@@ -221,7 +189,7 @@ export async function buildSwapUniswap(
 
     const allowanceAgentToUniversalRouter = await tokenAContract?.allowance(
       agentAddress,
-      bestRoute.methodParameters.to
+      uniRouter
     )
 
     if (adjAmount.gt(allowanceAgentToUniversalRouter)) {
@@ -230,7 +198,7 @@ export async function buildSwapUniswap(
 
       const calldataApproveAgentToRouter =
         tokenAContract.interface.encodeFunctionData('approve', [
-          bestRoute.methodParameters.to,
+          uniRouter,
           ethers.constants.MaxUint256,
         ])
 
@@ -240,49 +208,47 @@ export async function buildSwapUniswap(
         data: calldataApproveAgentToRouter,
       }
 
-      ApprovalsAgent.push(approvalAgentToRouter)
+      Calldatas.push(approvalAgentToRouter)
     } else {
       if (debug)
         console.log('::API::UNISWAP::FOUND_ALLOWANCE_AGENT_UNIVERSAL_ROUTER')
     }
 
-    const allowanceAgentToUniversalRouter2 = await tokenAContract?.allowance(
-      uniRouter,
-      bestRoute.methodParameters.to
-    )
-
-    if (adjAmount.gt(allowanceAgentToUniversalRouter2)) {
-      if (debug)
-        console.log('::API::UNISWAP::MISSING_ALLOWANCE_AGENT_UNI_ROUTER')
+    for (let i = 0; i < bestRoute.route.length; i++) {
+      bestRoute.route[i].tokenPath.forEach(token =>
+        tokensSet.add(token.address)
+      )
+    }
 
-      const calldataApproveAgentToRouter2 =
-        tokenAContract.interface.encodeFunctionData('approve', [
-          uniRouter,
-          ethers.constants.MaxUint256,
-        ])
+    // Transfer tokens from Sender to Agent
+    // ----------------------------------------------------------------------------
+    // ----------------------------------------------------------------------------
 
-      const approvalAgentToRouter2 = {
-        to: tokenAAddress,
-        value: 0,
-        data: calldataApproveAgentToRouter2,
-      }
+    const dataTransferFromSenderToAgent =
+      tokenAContract.interface.encodeFunctionData('transferFrom', [
+        walletAddress,
+        agentAddress,
+        adjAmount.add(BigNumber.from(100)),
+      ])
 
-      ApprovalsAgent.push(approvalAgentToRouter2)
-    } else {
-      if (debug) console.log('::API::UNISWAP::FOUND_ALLOWANCE_AGENT_UNI_ROUTER')
+    const transferFromSenderToAgent = {
+      to: tokenAAddress,
+      value: 0,
+      data: dataTransferFromSenderToAgent,
     }
 
-    for (let i = 0; i < bestRoute.route.length; i++) {
-      bestRoute.route[i].tokenPath.forEach(token =>
-        tokensSet.add(token.address)
-      )
+    if (transferFromSenderToAgent) {
+      if (debug) console.log('::API::UNISWAP::BUILD_TRANSFER_FROM_SENDER_AGENT')
+
+      Calldatas.push(transferFromSenderToAgent)
     }
 
-    if (swapMultiAgentToRouter)
+    if (swapMultiAgentToRouter) {
       if (debug)
         console.log('::API::UNISWAP::BUILD_AGENT_EXACT_INPUT_TO_UNIROUTER')
 
-    Calldatas.push(swapMultiAgentToRouter)
+      Calldatas.push(swapMultiAgentToRouter)
+    }
   }
 
   TokensReturn = Array.from(tokensSet)

diff --git a/src/api/utils/uniswap/bestQuote.ts b/src/api/utils/uniswap/bestQuote.ts
@@ -97,7 +97,7 @@ async function isSwapPossible(
 
 async function getPoolData(poolContract, minRequiredLiquidity) {
   const slot0 = await poolContract.slot0()
-  const currentSqrtPriceX96 = slot0.sqrtPriceX96
+  //const currentSqrtPriceX96 = slot0.sqrtPriceX96
   const currentTick = slot0.tick
   const tickSpacing = await poolContract.tickSpacing()
   const desiredTickLower = currentTick - (currentTick % tickSpacing)
@@ -264,7 +264,7 @@ export async function getBestQuote(
   const tokenAContract = new Contract(tokenAAddress, erc20Abi, wallet)
   const tokenADecimals = await tokenAContract.decimals()
   const tokenBAddress = reverse ? token0 : token1
-  const adjAmount = getAdjAmount(amount, tokenADecimals)
+  const adjAmount = getAdjAmount(Number(amount).toPrecision(18), tokenADecimals)
 
   const bestQuote = await getBestQuoteForSwapPath(
     factoryContract,
@@ -301,7 +301,7 @@ interface TradeRequest {
 export async function route(tradeRequest: TradeRequest) {
   console.log('::API::UNISWAP::ROUTE')
 
-  const router = new AlphaRouter({
+  const alphaRouter = new AlphaRouter({
     chainId: tradeRequest.chainId,
     provider: new ethers.providers.JsonRpcProvider(
       NETWORKS[tradeRequest.chainId]
@@ -312,12 +312,12 @@ export async function route(tradeRequest: TradeRequest) {
     tradeRequest.currencyAmount,
     tradeRequest.chainId
   )
+
   const currency = parseToken(tradeRequest.currency, tradeRequest.chainId)
 
-  const formatedSlippage = tradeRequest.slippage / 100 // 5000/100 = 50
-  const SLIPPAGE = new Percent(formatedSlippage, 10_000) // Correct 15%
+  const SLIPPAGE = new Percent(tradeRequest.slippage, 10_000)
 
-  const routing = router.route(
+  const routing = alphaRouter.route(
     CurrencyAmount.fromRawAmount(currencyAmount, Number(tradeRequest.amount)),
     currency,
     TradeType.EXACT_INPUT,
@@ -329,8 +329,8 @@ export async function route(tradeRequest: TradeRequest) {
       //deadlineOrPreviousBlockhash: Math.floor(Date.now() / 1000) + 360,
     },
     {
-      distributionPercent: 2,
-      maxSplits: 3,
+      distributionPercent: 5,
+      maxSplits: 2,
       protocols: [Protocol.V3, Protocol.V2, Protocol.MIXED],
     }
   )

diff --git a/src/core/strategies/loops/dca/price-based/config.json b/src/core/strategies/loops/dca/price-based/config.json
@@ -3,5 +3,5 @@
   "SELECTED_CHAINID": 137,
   "FROMADDRESS": "0x0d500b1d8e8ef31e21c99d1db9a6444d3adf1270",
   "TOADDRESS": "0xb33eaad8d922b1083446dc23f610c2567fb5180f",
-  "SLIPPAGE": 1000
+  "SLIPPAGE": 500
 }