[WIP] Batch Trade Position Units Bugfix

package.json

@@ -1,6 +1,6 @@
 {
     "name": "set.js",
-    "version": "0.5.4",
+    "version": "0.6.0-batch.7",
     "description": "A javascript library for interacting with the Set Protocol v2",
     "keywords": [
         "set.js",
@@ -55,11 +55,12 @@
         "typescript": "^4.4.2"
     },
     "dependencies": {
+        "@0x/utils": "^6.5.3",
         "@0xproject/types": "^1.1.4",
         "@0xproject/typescript-typings": "^3.0.2",
         "@0xproject/utils": "^2.0.2",
         "@setprotocol/set-protocol-v2": "^0.1.15",
-        "@setprotocol/set-v2-strategies": "^0.0.7",
+        "@setprotocol/set-v2-strategies": "^0.0.11",
         "@types/chai-as-promised": "^7.1.3",
         "@types/jest": "^26.0.5",
         "@types/web3": "^1.2.2",

src/Set.ts

@@ -38,6 +38,8 @@ import {
   IssuanceExtensionAPI,
   TradeExtensionAPI,
   StreamingFeeExtensionAPI,
+  BatchTradeExtensionAPI,
+  DelegatedManagerAPI,
 } from './api/index';
 
 const ethersProviders = require('ethers').providers;
@@ -145,6 +147,12 @@ class Set {
    */
   public perpV2BasisTradingViewer: PerpV2LeverageViewerAPI;
 
+  /**
+   * An instance of DelegatedManager class. Contains methods for owner-administering Delegated
+   * Manager contracts
+   */
+  public delegatedManager: DelegatedManagerAPI;
+
   /**
    * An instance of DelegatedManagerFactory class. Contains methods for deploying and initializing
    * DelegatedManagerSystem deployed SetTokens and Manager contracts
@@ -189,7 +197,7 @@ class Set {
       assertions
     );
     this.system = new SystemAPI(ethersProvider, config.controllerAddress);
-    this.trade = new TradeAPI(ethersProvider, config.tradeModuleAddress, config.zeroExApiKey, config.zeroExApiUrls);
+    this.trade = new TradeAPI(ethersProvider, config.tradeModuleAddress);
     this.navIssuance = new NavIssuanceAPI(ethersProvider, config.navIssuanceModuleAddress);
     this.priceOracle = new PriceOracleAPI(ethersProvider, config.masterOracleAddress);
     this.debtIssuance = new DebtIssuanceAPI(ethersProvider, config.debtIssuanceModuleAddress);
@@ -201,7 +209,9 @@ class Set {
     this.perpV2BasisTradingViewer = new PerpV2LeverageViewerAPI(ethersProvider,
                                                                 config.perpV2BasisTradingModuleViewerAddress);
     this.blockchain = new BlockchainAPI(ethersProvider, assertions);
-    this.utils = new UtilsAPI(ethersProvider, config.zeroExApiKey, config.zeroExApiUrls);
+    this.utils = new UtilsAPI(ethersProvider, config.tradeModuleAddress, config.zeroExApiKey, config.zeroExApiUrls);
+
+    this.delegatedManager = new DelegatedManagerAPI(ethersProvider);
 
     this.delegatedManagerFactory = new DelegatedManagerFactoryAPI(
       ethersProvider,
@@ -212,6 +222,7 @@ class Set {
       streamingFeeExtension: new StreamingFeeExtensionAPI(ethersProvider, config.streamingFeeExtensionAddress),
       issuanceExtension: new IssuanceExtensionAPI(ethersProvider, config.issuanceExtensionAddress),
       tradeExtension: new TradeExtensionAPI(ethersProvider, config.tradeExtensionAddress),
+      batchTradeExtension: new BatchTradeExtensionAPI(ethersProvider, config.batchTradeExtensionAddress),
     };
   }
 }

src/api/DelegatedManagerAPI.ts

@@ -0,0 +1,74 @@
+/*
+  Copyright 2022 Set Labs Inc.
+
+  Licensed under the Apache License, Version 2.0 (the "License");
+  you may not use this file except in compliance with the License.
+  You may obtain a copy of the License at
+
+  http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS,
+  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+  See the License for the specific language governing permissions and
+  limitations under the License.
+*/
+
+'use strict';
+
+import { ContractTransaction } from 'ethers';
+import { Provider } from '@ethersproject/providers';
+import { Address } from '@setprotocol/set-protocol-v2/utils/types';
+import { TransactionOverrides } from '@setprotocol/set-protocol-v2/dist/typechain';
+
+import DelegatedManagerWrapper from '../wrappers/set-v2-strategies/DelegatedManagerWrapper';
+import Assertions from '../assertions';
+
+/**
+ * @title  DelegatedManagerAPI
+ * @author Set Protocol
+ *
+ * The DelegatedManagerAPI exposes methods to call functions only available directly on the
+ * DelegatedManager contract. For the most part these are owner admin operations to reconfigure
+ * permissions and add modules / extensions.
+ *
+ * (This API will be extended as required by set-ui (tokensets). For other use-cases interacting
+ * with the contract via the Etherscan write API is the simplest option)
+ */
+export default class DelegatedManagerAPI {
+  private DelegatedManagerWrapper: DelegatedManagerWrapper;
+  private assert: Assertions;
+
+  public constructor(
+    provider: Provider,
+    assertions?: Assertions) {
+    this.DelegatedManagerWrapper = new DelegatedManagerWrapper(provider);
+    this.assert = assertions || new Assertions();
+  }
+
+  /**
+   * ONLY OWNER: Add new extension(s) that the DelegatedManager can call. Puts extensions into PENDING
+   * state, each must be initialized in order to be used.
+   *
+   * @param _delegatedManagerAddress       DelegatedManager to addExtension for
+   * @param _extensions                    New extension(s) to add
+   * @param callerAddress                  Address of caller (optional)
+   * @param txOpts                         Overrides for transaction (optional)
+   */
+  public async addExtensionsAsync(
+    delegatedManagerAddress: Address,
+    extensions: Address[],
+    callerAddress: Address = undefined,
+    txOpts: TransactionOverrides = {}
+  ): Promise<ContractTransaction> {
+    this.assert.schema.isValidAddress('delegatedManagerAddress', delegatedManagerAddress);
+    this.assert.schema.isValidAddressList('extensions', extensions);
+
+    return await this.DelegatedManagerWrapper.addExtensions(
+      delegatedManagerAddress,
+      extensions,
+      callerAddress,
+      txOpts
+    );
+  }
+}

src/api/SetTokenAPI.ts

@@ -124,7 +124,7 @@ export default class SetTokenAPI {
    * the initialization statuses of each of the modules for the SetToken
    *
    * @param  setTokenAddress    Address of SetToken to fetch details for
-   * @param  moduleAddresses    Addresses of ERC20 contracts to check balance for
+   * @param  moduleAddresses    Addresses of modules to check initialization statuses for
    * @param  callerAddress      Address to use as the caller (optional)
    */
   public async fetchSetDetailsAsync(

src/api/TradeAPI.ts

@@ -23,18 +23,8 @@ import { TransactionOverrides } from '@setprotocol/set-protocol-v2/dist/typechai
 import { BigNumber } from 'ethers/lib/ethers';
 
 import TradeModuleWrapper from '../wrappers/set-protocol-v2/TradeModuleWrapper';
-import SetTokenAPI from './SetTokenAPI';
 import Assertions from '../assertions';
 
-import {
-  TradeQuoter
-} from './utils';
-
-import {
-  TradeQuote,
-  ZeroExApiUrls
-} from '../types';
-
 /**
  * @title  TradeAPI
  * @author Set Protocol
@@ -46,19 +36,13 @@ import {
 export default class TradeAPI {
   private tradeModuleWrapper: TradeModuleWrapper;
   private assert: Assertions;
-  private provider: Provider;
-  private tradeQuoter: TradeQuoter;
 
   public constructor(
     provider: Provider,
     tradeModuleAddress: Address,
-    zeroExApiKey?: string,
-    zeroExApiUrls?: ZeroExApiUrls
   ) {
-    this.provider = provider;
     this.tradeModuleWrapper = new TradeModuleWrapper(provider, tradeModuleAddress);
     this.assert = new Assertions();
-    this.tradeQuoter = new TradeQuoter(zeroExApiKey, zeroExApiUrls);
   }
 
   /**
@@ -128,72 +112,4 @@ export default class TradeAPI {
       txOpts
     );
   }
-
-  /**
-   * Call 0x API to generate a trade quote for two SetToken components.
-   *
-   * @param  fromToken            Address of token being sold
-   * @param  toToken              Address of token being bought
-   * @param  fromTokenDecimals    Token decimals of token being sold (ex: 18)
-   * @param  toTokenDecimals      Token decimals of token being bought (ex: 18)
-   * @param  rawAmount            String quantity of token to sell (ex: "0.5")
-   * @param  fromAddress          SetToken address which holds the buy / sell components
-   * @param  setToken             SetTokenAPI instance
-   * @param  gasPrice             (Optional) gasPrice to calculate gas costs with (Default: fetched from EthGasStation)
-   * @param  slippagePercentage   (Optional) maximum slippage, determines min receive quantity. (Default: 2%)
-   * @param  isFirmQuote          (Optional) Whether quote request is indicative or firm
-   * @param  feePercentage        (Optional) Default: 0
-   * @param  feeRecipient         (Optional) Default: 0xD3D555Bb655AcBA9452bfC6D7cEa8cC7b3628C55
-   * @param  excludedSources      (Optional) Exchanges to exclude (Default: ['Kyber', 'Eth2Dai', 'Mesh'])
-   * @param  simulatedChainId     (Optional) ChainId of target network (useful when using a forked development client)
-   *
-   * @return {Promise<TradeQuote>}
-   */
-  public async fetchTradeQuoteAsync(
-    fromToken: Address,
-    toToken: Address,
-    fromTokenDecimals: number,
-    toTokenDecimals: number,
-    rawAmount: string,
-    fromAddress: Address,
-    setToken: SetTokenAPI,
-    gasPrice?: number,
-    slippagePercentage?: number,
-    isFirmQuote?: boolean,
-    feePercentage?: number,
-    feeRecipient?: Address,
-    excludedSources?: string[],
-    simulatedChainId?: number,
-  ): Promise<TradeQuote> {
-    this.assert.schema.isValidAddress('fromToken', fromToken);
-    this.assert.schema.isValidAddress('toToken', toToken);
-    this.assert.schema.isValidAddress('fromAddress', fromAddress);
-    this.assert.schema.isValidJsNumber('fromTokenDecimals', fromTokenDecimals);
-    this.assert.schema.isValidJsNumber('toTokenDecimals', toTokenDecimals);
-    this.assert.schema.isValidString('rawAmount', rawAmount);
-
-    // The forked Hardhat network has a chainId of 31337 so we can't rely on autofetching this value
-    const chainId = (simulatedChainId !== undefined)
-      ? simulatedChainId
-      : (await this.provider.getNetwork()).chainId;
-
-    return this.tradeQuoter.generateQuoteForTrade({
-      fromToken,
-      toToken,
-      fromTokenDecimals,
-      toTokenDecimals,
-      rawAmount,
-      fromAddress,
-      chainId,
-      tradeModule: this.tradeModuleWrapper,
-      provider: this.provider,
-      setToken,
-      gasPrice,
-      slippagePercentage,
-      isFirmQuote,
-      feePercentage,
-      feeRecipient,
-      excludedSources,
-    });
-  }
 }