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Improve TWAP order mapping with activeOrderUid #1785

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merged 6 commits into from
Jul 30, 2024
Merged

Improve TWAP order mapping with activeOrderUid #1785

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88c9d4e
Mark TWAP orders as `unknown` if getting part orders fails
iamacook Jul 24, 2024
abdb021
Add `activeOrderUid`
iamacook Jul 25, 2024
dfea594
Adjust status calculation logic
iamacook Jul 25, 2024
3734ad1
Fix lint
iamacook Jul 25, 2024
686505d
Check if active part is final part
iamacook Jul 25, 2024
f20a158
Check if final order exists
iamacook Jul 26, 2024
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8 changes: 8 additions & 0 deletions src/routes/transactions/entities/confirmation-view/confirmation-view.entity.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -185,6 +185,12 @@ export class CowSwapTwapConfirmationView implements Baseline, TwapOrderInfo {
@ApiProperty({ enum: OrderClass })
class: OrderClass.Limit;

@ApiProperty({
description:
'The order UID of the active order, null as it is not an active order',
})
activeOrderUid: null;

@ApiProperty({ description: 'The timestamp when the TWAP expires' })
validUntil: number;

Expand Down Expand Up @@ -278,6 +284,7 @@ export class CowSwapTwapConfirmationView implements Baseline, TwapOrderInfo {
status: OrderStatus;
kind: OrderKind.Sell;
class: OrderClass.Limit;
activeOrderUid: null;
validUntil: number;
sellAmount: string;
buyAmount: string;
Expand All @@ -301,6 +308,7 @@ export class CowSwapTwapConfirmationView implements Baseline, TwapOrderInfo {
this.status = args.status;
this.kind = args.kind;
this.class = args.class;
this.activeOrderUid = args.activeOrderUid;
this.validUntil = args.validUntil;
this.sellAmount = args.sellAmount;
this.buyAmount = args.buyAmount;
Expand Down
11 changes: 10 additions & 1 deletion src/routes/transactions/entities/swaps/twap-order-info.entity.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -35,6 +35,7 @@ export type StartTime =
export type TwapOrderInfo = {
status: OrderStatus;
kind: OrderKind.Sell;
activeOrderUid: `0x${string}` | null;
class: OrderClass.Limit;
validUntil: number;
sellAmount: string;
Expand Down Expand Up @@ -71,9 +72,15 @@ export class TwapOrderTransactionInfo
@ApiProperty({ enum: OrderKind })
kind: OrderKind.Sell;

@ApiProperty({ enum: OrderClass })
@ApiPropertyOptional({ enum: OrderClass })
class: OrderClass.Limit;

@ApiProperty({
nullable: true,
description: 'The order UID of the active order, or null if none is active',
})
activeOrderUid: `0x${string}` | null;

@ApiProperty({ description: 'The timestamp when the TWAP expires' })
validUntil: number;

Expand Down Expand Up @@ -164,6 +171,7 @@ export class TwapOrderTransactionInfo
constructor(args: {
status: OrderStatus;
kind: OrderKind.Sell;
activeOrderUid: `0x${string}` | null;
class: OrderClass.Limit;
validUntil: number;
sellAmount: string;
Expand All @@ -187,6 +195,7 @@ export class TwapOrderTransactionInfo
this.status = args.status;
this.kind = args.kind;
this.class = args.class;
this.activeOrderUid = args.activeOrderUid;
this.validUntil = args.validUntil;
this.sellAmount = args.sellAmount;
this.buyAmount = args.buyAmount;
Expand Down
108 changes: 108 additions & 0 deletions src/routes/transactions/mappers/common/twap-order.mapper.spec.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -131,6 +131,7 @@ describe('TwapOrderMapper', () => {
});

expect(result).toEqual({
activeOrderUid: null,
buyAmount: '51576509680023161648',
buyToken: {
address: buyToken.address,
Expand Down Expand Up @@ -323,6 +324,7 @@ describe('TwapOrderMapper', () => {
trusted: buyToken.trusted,
},
class: 'limit',
activeOrderUid: null,
durationOfPart: {
durationType: 'AUTO',
},
Expand Down Expand Up @@ -460,6 +462,7 @@ describe('TwapOrderMapper', () => {
trusted: buyToken.trusted,
},
class: 'limit',
activeOrderUid: null,
durationOfPart: {
durationType: 'AUTO',
},
Expand Down Expand Up @@ -494,6 +497,109 @@ describe('TwapOrderMapper', () => {
});
});

it('should correctly generate the activeOrderUid', async () => {
jest.setSystemTime(new Date('2024-06-12T14:43:59.000Z'));

configurationService.set('swaps.maxNumberOfParts', 1);

// We instantiate in tests to be able to set maxNumberOfParts
const mapper = new TwapOrderMapper(
configurationService,
mockLoggingService,
swapOrderHelper,
mockSwapsRepository,
composableCowDecoder,
gpv2OrderHelper,
twapOrderHelper,
new SwapAppsHelper(configurationService, allowedApps),
);

/**
* @see https://sepolia.etherscan.io/address/0xfdaFc9d1902f4e0b84f65F49f244b32b31013b74
*/
const chainId = '11155111';
const owner = '0x31eaC7F0141837B266De30f4dc9aF15629Bd5381';
const data =
'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';
const executionDate = new Date('2024-06-13T14:44:00.000Z');

/**
* Note: the status has been adjusted to 'open' to simulate an active order
* @see https://explorer.cow.fi/sepolia/orders/0xdaabe82f86545c66074b5565962e96758979ae80124aabef05e0585149d30f7931eac7f0141837b266de30f4dc9af15629bd5381666b05af?tab=overview
*/
const part1 = {
creationDate: '2024-06-13T14:14:02.269522Z',
owner: '0x31eac7f0141837b266de30f4dc9af15629bd5381',
uid: '0xdaabe82f86545c66074b5565962e96758979ae80124aabef05e0585149d30f7931eac7f0141837b266de30f4dc9af15629bd5381666b05af',
availableBalance: null,
executedBuyAmount: '691671781640850856',
executedSellAmount: '213586875483862141750',
executedSellAmountBeforeFees: '213586875483862141750',
executedFeeAmount: '0',
executedSurplusFee: '111111111',
invalidated: false,
status: 'open',
class: 'limit',
settlementContract: '0x9008d19f58aabd9ed0d60971565aa8510560ab41',
fullFeeAmount: '0',
solverFee: '0',
isLiquidityOrder: false,
fullAppData:
'{"appCode":"Safe Wallet Swaps","metadata":{"orderClass":{"orderClass":"twap"},"quote":{"slippageBips":1000},"widget":{"appCode":"CoW Swap-SafeApp","environment":"production"}},"version":"1.1.0"}',
sellToken: '0xbe72e441bf55620febc26715db68d3494213d8cb',
buyToken: '0xfff9976782d46cc05630d1f6ebab18b2324d6b14',
receiver: '0x31eac7f0141837b266de30f4dc9af15629bd5381',
sellAmount: '213586875483862141750',
buyAmount: '611289510998251134',
validTo: 1718289839,
appData:
'0xf7be7261f56698c258bf75f888d68a00c85b22fb21958b9009c719eb88aebda0',
feeAmount: '0',
kind: 'sell',
partiallyFillable: false,
sellTokenBalance: 'erc20',
buyTokenBalance: 'erc20',
signingScheme: 'eip1271',
signature:
'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',
interactions: { pre: [], post: [] },
} as unknown as Order;

const buyToken = tokenBuilder()
.with('address', getAddress(part1.buyToken))
.build();
const sellToken = tokenBuilder()
.with('address', getAddress(part1.sellToken))
.build();
const fullAppData = JSON.parse(fakeJson());

mockSwapsRepository.getOrder.mockResolvedValueOnce(part1);
mockTokenRepository.getToken.mockImplementation(async ({ address }) => {
// We only need mock part1 addresses as all parts use the same tokens
switch (address) {
case buyToken.address: {
return Promise.resolve(buyToken);
}
case sellToken.address: {
return Promise.resolve(sellToken);
}
default: {
return Promise.reject(new Error(`Token not found: ${address}`));
}
}
});
mockSwapsRepository.getFullAppData.mockResolvedValue({ fullAppData });

const result = await mapper.mapTwapOrder(chainId, owner, {
data,
executionDate,
});

expect(result.activeOrderUid).toEqual(
'0x557cb31a9dbbd23830c57d9fd3bbfc3694e942c161232b6cf696ba3bd11f9d6631eac7f0141837b266de30f4dc9af15629bd5381666b0cb7',
);
});

it('should throw an error if source apps are restricted and no fullAppData is available', async () => {
const now = new Date();
jest.setSystemTime(now);
Expand Down Expand Up @@ -680,6 +786,7 @@ describe('TwapOrderMapper', () => {
});

it('should map the TWAP order if source apps are restricted and a part order fullAppData matches any of the allowed apps', async () => {
configurationService.set('swaps.maxNumberOfParts', 2);
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This test began failing without this.

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It's weird, I can't replicate the failure, maybe it's a flaky test for some reason. Or maybe the value is set on another test as the configuration is not cleaned between the tests if I'm not wrong. Anyway, I'm good with setting this explictly here.

configurationService.set('swaps.restrictApps', true);

// We instantiate in tests to be able to set maxNumberOfParts
Expand Down Expand Up @@ -841,6 +948,7 @@ describe('TwapOrderMapper', () => {
});

expect(result).toEqual({
activeOrderUid: null,
buyAmount: '51576509680023161648',
buyToken: {
address: buyToken.address,
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@schmanu schmanu Jul 26, 2024 •
edited
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Should we add these (or similar) testcases for the Order Status mapping?

  • Cancelled Order with 3 parts where only the first part exists and the second part is currently active.
  • Cancelled ORder with 3 parts where only the first 2 parts exist and the last part is currently active (This would be a case that should currently fail)
  • Fulfilled Order with 3 parts where the last part is currently active and the repository returns fulfilled for it.

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Added in f20a158.

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