[Liquidity Proxy] Simplification & add quote observable (#607)

* liqudiity proxy usage simplification

* add swap quote observable

packages/api/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@sora-substrate/api",
-  "version": "1.21.6",
+  "version": "1.21.7",
   "license": "Apache-2.0",
   "main": "./build/index.js",
   "typings": "./build/index.d.ts",
@@ -10,6 +10,6 @@
   "dependencies": {
     "@open-web3/orml-api-derive": "1.1.4",
     "@polkadot/api": "9.14.2",
-    "@sora-substrate/types": "1.21.6"
+    "@sora-substrate/types": "1.21.7"
   }
 }

packages/connection/package.json

@@ -1,13 +1,13 @@
 {
   "name": "@sora-substrate/connection",
-  "version": "1.21.6",
+  "version": "1.21.7",
   "license": "Apache-2.0",
   "main": "./build/index.js",
   "typings": "./build/index.d.ts",
   "publishConfig": {
     "access": "public"
   },
   "dependencies": {
-    "@sora-substrate/api": "1.21.6"
+    "@sora-substrate/api": "1.21.7"
   }
 }

packages/liquidity-proxy/package.json

@@ -1,13 +1,13 @@
 {
   "name": "@sora-substrate/liquidity-proxy",
-  "version": "1.21.6",
+  "version": "1.21.7",
   "license": "Apache-2.0",
   "main": "./build/index.js",
   "typings": "./build/index.d.ts",
   "publishConfig": {
     "access": "public"
   },
   "dependencies": {
-    "@sora-substrate/math": "1.21.6"
+    "@sora-substrate/math": "1.21.7"
   }
 }

packages/liquidity-proxy/src/liquidityProxy.ts

@@ -134,7 +134,7 @@ export const newTrivial = (
  */
 const getAssetLiquiditySources = (
   address: string,
-  payload: QuotePayload,
+  xykReserves: QuotePayload['reserves']['xyk'],
   enabledAssets: PrimaryMarketsEnabledAssets,
   baseAssetId: string,
   syntheticBaseAssetId: string
@@ -143,7 +143,7 @@ const getAssetLiquiditySources = (
     [LiquiditySourceTypes.MulticollateralBondingCurvePool]: () =>
       baseAssetId === Consts.XOR && [...enabledAssets.tbc, Consts.XOR].includes(address),
     [LiquiditySourceTypes.XYKPool]: () =>
-      baseAssetId === address || payload.reserves.xyk[address].every((tokenReserve) => !!Number(tokenReserve)),
+      baseAssetId === address || xykReserves[address].every((tokenReserve) => !!Number(tokenReserve)),
     [LiquiditySourceTypes.XSTPool]: () =>
       baseAssetId === Consts.XOR && (address === syntheticBaseAssetId || !!enabledAssets.xst[address]),
   };
@@ -160,17 +160,17 @@ const getAssetLiquiditySources = (
  * Liquidity sources for direct exchange between two asssets
  * @param inputAssetId input asset id
  * @param outputAssetId output asset id
- * @param paths liquidity sources for assets
+ * @param assetPaths liquidity sources for assets
  * @param baseAssetId Dex base asset id
  */
 const listLiquiditySources = (
   inputAssetId: string,
   outputAssetId: string,
-  paths: QuotePaths,
+  assetPaths: QuotePaths,
   baseAssetId: string,
   selectedSources: LiquiditySourceTypes[] = []
 ): Array<LiquiditySourceTypes> => {
-  const getSource = (asset: string) => paths[asset] ?? [];
+  const getSource = (asset: string) => assetPaths[asset] ?? [];
   const commonSources = intersection(getSource(inputAssetId), getSource(outputAssetId));
   const directSources = commonSources.filter((source) => {
     return (
@@ -187,45 +187,36 @@ const listLiquiditySources = (
  * Get available liquidity sources for the tokens & exchange pair\
  * @param inputAssetId Input asset address
  * @param outputAssetId Output asset address
- * @param payload Quote payload
  * @param enabledAssets List of enabled assets
+ * @param xykReserves Xyk reserves of assets in exchange paths
  * @param baseAssetId Dex base asset id
  * @param syntheticBaseAssetId Dex synthetic base asset id
  */
-export const getPathsAndPairLiquiditySources = (
-  inputAssetId: string,
-  outputAssetId: string,
-  payload: QuotePayload,
+export const getAssetsLiquiditySources = (
+  exchangePaths: string[][],
   enabledAssets: PrimaryMarketsEnabledAssets,
+  xykReserves: QuotePayload['reserves']['xyk'],
   baseAssetId: string,
   syntheticBaseAssetId: string
 ): PathsAndPairLiquiditySources => {
   const assetPaths: QuotePaths = {};
   let liquiditySources: Array<LiquiditySourceTypes> = [];
 
-  const exchangePaths = newTrivial(
-    baseAssetId,
-    syntheticBaseAssetId,
-    Object.keys(enabledAssets.xst),
-    inputAssetId,
-    outputAssetId
-  );
-
   for (const exchangePath of exchangePaths) {
     let exchangePathSources: Array<LiquiditySourceTypes> = [];
 
     exchangePath.forEach((asset, index) => {
       const assetSources = (assetPaths[asset] =
         assetPaths[asset] ||
-        getAssetLiquiditySources(asset, payload, enabledAssets, baseAssetId, syntheticBaseAssetId));
+        getAssetLiquiditySources(asset, xykReserves, enabledAssets, baseAssetId, syntheticBaseAssetId));
 
       exchangePathSources = index === 0 ? assetSources : intersection(exchangePathSources, assetSources);
     });
 
     liquiditySources = [...new Set([...liquiditySources, ...exchangePathSources])];
   }
 
-  return { paths: assetPaths, liquiditySources };
+  return { assetPaths, liquiditySources };
 };
 
 // AGGREGATOR
@@ -235,11 +226,10 @@ const quotePrimaryMarket = (
   amount: FPNumber,
   isDesiredInput: boolean,
   payload: QuotePayload,
-  enabledAssets: PrimaryMarketsEnabledAssets,
   deduceFee: boolean
 ): QuoteResult => {
   if ([inputAssetAddress, outputAssetAddress].includes(Consts.XSTUSD)) {
-    return xstQuote(inputAssetAddress, outputAssetAddress, amount, isDesiredInput, payload, deduceFee, enabledAssets);
+    return xstQuote(inputAssetAddress, outputAssetAddress, amount, isDesiredInput, payload, deduceFee);
   } else {
     return tbcQuote(inputAssetAddress, outputAssetAddress, amount, isDesiredInput, payload, deduceFee);
   }
@@ -257,14 +247,13 @@ const primaryMarketAmountBuyingBaseAsset = (
   isDesiredInput: boolean,
   baseReserve: FPNumber,
   otherReserve: FPNumber,
-  payload: QuotePayload,
-  enabledAssets: PrimaryMarketsEnabledAssets
+  payload: QuotePayload
 ): FPNumber => {
   try {
     const secondaryPrice = isGreaterThanZero(baseReserve) ? safeDivide(otherReserve, baseReserve) : Consts.MAX;
 
     const primaryBuyPrice = isAssetAddress(collateralAsset, Consts.XSTUSD)
-      ? xstBuyPriceNoVolume(collateralAsset, payload, enabledAssets)
+      ? xstBuyPriceNoVolume(collateralAsset, payload)
       : tbcBuyPriceNoVolume(collateralAsset, payload);
 
     const k = baseReserve.mul(otherReserve);
@@ -315,14 +304,13 @@ const primaryMarketAmountSellingBaseAsset = (
   isDesiredInput: boolean,
   xorReserve: FPNumber,
   otherReserve: FPNumber,
-  payload: QuotePayload,
-  enabledAssets: PrimaryMarketsEnabledAssets
+  payload: QuotePayload
 ): FPNumber => {
   try {
     const secondaryPrice = isGreaterThanZero(xorReserve) ? safeDivide(otherReserve, xorReserve) : FPNumber.ZERO;
 
     const primarySellPrice = isAssetAddress(collateralAsset, Consts.XSTUSD)
-      ? xstSellPriceNoVolume(collateralAsset, payload, enabledAssets)
+      ? xstSellPriceNoVolume(collateralAsset, payload)
       : tbcSellPriceNoVolume(collateralAsset, payload);
 
     const k = xorReserve.mul(otherReserve);
@@ -370,7 +358,6 @@ const smartSplit = (
   amount: FPNumber,
   isDesiredInput: boolean,
   payload: QuotePayload,
-  enabledAssets: PrimaryMarketsEnabledAssets,
   deduceFee: boolean,
   baseAssetId = Consts.XOR
 ): QuoteResult => {
@@ -386,24 +373,8 @@ const smartSplit = (
     : [outputReserves, inputReserves];
 
   const primaryAmount = isBaseAssetInput
-    ? primaryMarketAmountSellingBaseAsset(
-        outputAsset,
-        amount,
-        isDesiredInput,
-        baseReserve,
-        otherReserve,
-        payload,
-        enabledAssets
-      )
-    : primaryMarketAmountBuyingBaseAsset(
-        inputAsset,
-        amount,
-        isDesiredInput,
-        baseReserve,
-        otherReserve,
-        payload,
-        enabledAssets
-      );
+    ? primaryMarketAmountSellingBaseAsset(outputAsset, amount, isDesiredInput, baseReserve, otherReserve, payload)
+    : primaryMarketAmountBuyingBaseAsset(inputAsset, amount, isDesiredInput, baseReserve, otherReserve, payload);
 
   if (isGreaterThanZero(primaryAmount)) {
     const outcomePrimary = quotePrimaryMarket(
@@ -412,7 +383,6 @@ const smartSplit = (
       primaryAmount,
       isDesiredInput,
       payload,
-      enabledAssets,
       deduceFee
     );
     // check that outcomePrimary is not zero
@@ -474,14 +444,18 @@ const quoteSingle = (
   amount: FPNumber,
   isDesiredInput: boolean,
   selectedSources: Array<LiquiditySourceTypes>,
-  paths: QuotePaths,
   payload: QuotePayload,
-  enabledAssets: PrimaryMarketsEnabledAssets,
   deduceFee: boolean,
   baseAssetId = Consts.XOR
 ): QuoteResult => {
-  const allSources = listLiquiditySources(inputAsset, outputAsset, paths, baseAssetId, selectedSources);
-  const sources = allSources.filter((source) => !payload.lockedSources.includes(source));
+  const allSources = listLiquiditySources(
+    inputAsset,
+    outputAsset,
+    payload.sources.assetPaths,
+    baseAssetId,
+    selectedSources
+  );
+  const sources = allSources.filter((source) => !payload.enabledAssets.lockedSources.includes(source));
 
   if (!sources.length) {
     throw new Error(`[liquidityProxy] Path doesn't exist: [${inputAsset}, ${outputAsset}]`);
@@ -496,7 +470,7 @@ const quoteSingle = (
         return tbcQuote(inputAsset, outputAsset, amount, isDesiredInput, payload, deduceFee);
       }
       case LiquiditySourceTypes.XSTPool: {
-        return xstQuote(inputAsset, outputAsset, amount, isDesiredInput, payload, deduceFee, enabledAssets);
+        return xstQuote(inputAsset, outputAsset, amount, isDesiredInput, payload, deduceFee);
       }
       default: {
         throw new Error(`[liquidityProxy] Unexpected liquidity source: ${sources[0]}`);
@@ -510,16 +484,7 @@ const quoteSingle = (
       // We can't use XST as primary market for smart split, because it use XST asset as base
       sources.includes(LiquiditySourceTypes.MulticollateralBondingCurvePool)
     ) {
-      return smartSplit(
-        inputAsset,
-        outputAsset,
-        amount,
-        isDesiredInput,
-        payload,
-        enabledAssets,
-        deduceFee,
-        baseAssetId
-      );
+      return smartSplit(inputAsset, outputAsset, amount, isDesiredInput, payload, deduceFee, baseAssetId);
     }
   }
 
@@ -532,8 +497,6 @@ export const quote = (
   amount: FPNumber,
   isDesiredInput: boolean,
   selectedSources: Array<LiquiditySourceTypes>,
-  enabledAssets: PrimaryMarketsEnabledAssets,
-  paths: QuotePaths,
   payload: QuotePayload,
   deduceFee: boolean,
   baseAssetId = Consts.XOR,
@@ -548,10 +511,11 @@ export const quote = (
     distribution: [],
   };
 
+  // directed exchange paths
   const exchangePaths = newTrivial(
     baseAssetId,
     syntheticBaseAssetId,
-    Object.keys(enabledAssets.xst),
+    Object.keys(payload.enabledAssets.xst),
     firstAssetAddress,
     secondAssetAddress
   );
@@ -579,9 +543,7 @@ export const quote = (
               buffer.amount,
               isDesiredInput,
               selectedSources,
-              paths,
               payload,
-              enabledAssets,
               deduceFee,
               baseAssetId
             );
@@ -603,7 +565,6 @@ export const quote = (
               isDesiredInput,
               distributionAmounts,
               payload,
-              enabledAssets,
               deduceFee,
               baseAssetId
             );
@@ -679,7 +640,6 @@ const quoteWithoutImpactSingle = (
   isDesiredInput: boolean,
   distribution: Array<{ market: LiquiditySourceTypes; amount: FPNumber }>,
   payload: QuotePayload,
-  enabledAssets: PrimaryMarketsEnabledAssets,
   deduceFee: boolean,
   baseAssetId = Consts.XOR
 ): FPNumber => {
@@ -691,7 +651,7 @@ const quoteWithoutImpactSingle = (
     } else if (market === LiquiditySourceTypes.MulticollateralBondingCurvePool) {
       value = tbcQuoteWithoutImpact(inputAsset, outputAsset, amount, isDesiredInput, payload, deduceFee);
     } else if (market === LiquiditySourceTypes.XSTPool) {
-      value = xstQuoteWithoutImpact(inputAsset, outputAsset, amount, isDesiredInput, payload, deduceFee, enabledAssets);
+      value = xstQuoteWithoutImpact(inputAsset, outputAsset, amount, isDesiredInput, payload, deduceFee);
     }
 
     return result.add(value);