feat: Optimism Newport trading

derivexyz · May 25, 2023 · 3fb17cf · 3fb17cf
1 parent e66f5ca
commit 3fb17cf
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Showing 20 changed files with 1,364 additions and 1,810 deletions.
diff --git a/app/src/containers/admin/AdminMarketAdapterConfigurationParams/index.tsx b/app/src/containers/admin/AdminMarketAdapterConfigurationParams/index.tsx
@@ -65,13 +65,32 @@ const AdminMarketAdapterConfigurationParams = ({ market, isExpanded, onClickExpa
               const val = params[typedKey] ?? ''
               return (
                 <Input
+                  mb={4}
                   key={key}
                   label={key}
                   value={val.toString()}
                   placeholder={value}
                   onChange={evt => setParams({ ...params, [key]: evt.target.value })}
                 />
               )
+            } else if (typeof value === 'number') {
+              const val = params[typedKey] ?? ''
+              return (
+                <Input
+                  mb={4}
+                  key={key}
+                  label={key}
+                  value={val.toString()}
+                  placeholder={value.toString()}
+                  onChange={evt => {
+                    const toParams = { ...params, [key]: parseFloat(evt.target.value) }
+                    if (evt.target.value === '') {
+                      delete toParams[typedKey]
+                    }
+                    setParams(toParams)
+                  }}
+                />
+              )
             }
             const val = (params[typedKey] ?? ZERO_BN) as BigNumber
             return (
@@ -82,18 +101,18 @@ const AdminMarketAdapterConfigurationParams = ({ market, isExpanded, onClickExpa
                   min={ZERO_BN}
                   value={val}
                   key={key}
-                  placeholder={isZeroDecimals ? fromBigNumber(val, 0).toString() : val}
+                  placeholder={isZeroDecimals ? fromBigNumber(value, 0).toString() : value}
                   onEmpty={() => {
                     const toParams = { ...params }
                     delete toParams[typedKey]
                     setParams(toParams)
                   }}
                   onChange={val => {
-                    const newGreekCacheParams = {
+                    const newParams = {
                       ...params,
                       [key]: val,
                     }
-                    setParams(newGreekCacheParams)
+                    setParams(newParams)
                   }}
                 />
               </Flex>
@@ -116,7 +135,8 @@ const AdminMarketAdapterConfigurationParams = ({ market, isExpanded, onClickExpa
       <Modal
         isOpen={isConfirmOpen}
         onClose={() => setIsConfirmOpen(false)}
-        title="Confirm New Adapter Market Pricing Params"
+        title="Confirm New Adapter Market Configuration Params"
+        desktopWidth={700}
       >
         <CardBody>
           <Box>
@@ -131,7 +151,7 @@ const AdminMarketAdapterConfigurationParams = ({ market, isExpanded, onClickExpa
                   return (
                     <Flex my={2} key={key} justifyContent="space-between">
                       <Text color="secondaryText">{key}</Text>
-                      {typeof val === 'string' ? (
+                      {typeof val === 'string' || typeof val === 'number' ? (
                         <Text ml={1}>{val}</Text>
                       ) : (
                         <Text ml={1}>

diff --git a/app/src/containers/admin/AdminMarketFuturesPoolHedgerParams/index.tsx b/app/src/containers/admin/AdminMarketFuturesPoolHedgerParams/index.tsx
@@ -11,7 +11,12 @@ import Modal from '@lyra/ui/components/Modal'
 import Shimmer from '@lyra/ui/components/Shimmer'
 import Text from '@lyra/ui/components/Text'
 import formatNumber from '@lyra/ui/utils/formatNumber'
-import { FuturesPoolHedgerParams, Market } from '@lyrafinance/lyra-js'
+import {
+  FuturesPoolHedgerParams,
+  GMXFuturesPoolHedgerParams,
+  Market,
+  SNXFuturesPoolHedgerParams,
+} from '@lyrafinance/lyra-js'
 import React, { useState } from 'react'
 
 import { ZERO_BN } from '@/app/constants/bn'
@@ -29,7 +34,7 @@ type Props = {
   onClickExpand: () => void
 }
 
-const zeroDecimalKeys: (keyof FuturesPoolHedgerParams)[] = ['minCancelDelay']
+const zeroDecimalKeys: (keyof GMXFuturesPoolHedgerParams | keyof SNXFuturesPoolHedgerParams)[] = ['minCancelDelay']
 
 const AdminMarketFuturesPoolHedgerParams = withSuspense(
   ({ market, isExpanded, onClickExpand }: Props) => {

diff --git a/app/src/hooks/market/useTradePageData.ts b/app/src/hooks/market/useTradePageData.ts
@@ -7,7 +7,6 @@ import coerce from '@/app/utils/coerce'
 import fetchMarkets from '@/app/utils/fetchMarkets'
 import getLyraSDK from '@/app/utils/getLyraSDK'
 import getPageHeartbeat from '@/app/utils/getPageHeartbeat'
-import { lyraAvalon } from '@/app/utils/lyra'
 
 import useWalletAccount from '../account/useWalletAccount'
 import useFetch, { useMutate } from '../data/useFetch'
@@ -18,12 +17,10 @@ type TradeRoot = {
 }
 
 const fetchTradePageData = async (network: Network, owner: string | null): Promise<TradeRoot> => {
-  const lyra = network === Network.Optimism ? lyraAvalon : getLyraSDK(network)
-  const maybeFetchPositions = async (): Promise<Position[]> => (owner ? lyra.openPositions(owner) : [])
+  const maybeFetchPositions = async (): Promise<Position[]> => (owner ? getLyraSDK(network).openPositions(owner) : [])
   const [markets, openPositions] = await Promise.all([fetchMarkets([network]), maybeFetchPositions()])
   return {
-    // TODO @michaelxuwu update filtering when trading goes live
-    markets: markets.filter(m => m.lyra.network !== Network.Optimism || m.lyra.version === Version.Avalon),
+    markets: markets.filter(m => m.lyra.version !== Version.Avalon),
     openPositions: openPositions.sort((a, b) => a.expiryTimestamp - b.expiryTimestamp),
   }
 }

diff --git a/app/src/utils/getDefaultMarket.ts b/app/src/utils/getDefaultMarket.ts
@@ -3,8 +3,7 @@ import { Network } from '@lyrafinance/lyra-js'
 export const getDefaultMarket = (network: Network) => {
   switch (network) {
     case Network.Arbitrum:
-      return 'eth-usdc'
     case Network.Optimism:
-      return 'seth-susd'
+      return 'eth-usdc'
   }
 }
diff --git a/app/src/utils/lyra.ts b/app/src/utils/lyra.ts
@@ -14,7 +14,7 @@ export const arbitrumProvider = new CachedStaticJsonRpcProvider(
   arbitrumNetworkConfig.chainId
 )
 
-const getLyraSubgraphURI = (chain: Chain, version: Version): string | undefined => {
+const getLyraSubgraphURI = (chain: Chain, version: Version = Version.Newport): string | undefined => {
   const SATSUMA_API_KEY = process.env.REACT_APP_SATSUMA_API_KEY
   if (!SATSUMA_API_KEY) {
     // Use SDK default
@@ -26,6 +26,7 @@ const getLyraSubgraphURI = (chain: Chain, version: Version): string | undefined
         case Version.Avalon:
           return `https://subgraph.satsuma-prod.com/${SATSUMA_API_KEY}/lyra/optimism-mainnet/api`
         case Version.Newport:
+        default:
           return `https://subgraph.satsuma-prod.com/${SATSUMA_API_KEY}/lyra/optimism-mainnet-newport/api`
       }
     case Chain.OptimismGoerli:

diff --git a/sdk/src/admin/index.ts b/sdk/src/admin/index.ts
@@ -1,16 +1,13 @@
 import { BigNumber } from '@ethersproject/bignumber'
 import { PopulatedTransaction } from '@ethersproject/contracts'
 
-import Lyra, { MarketContractAddresses, Version } from '..'
+import Lyra, { MarketContractAddresses, Network, Version } from '..'
 import { LyraContractId, LyraGlobalContractId, LyraMarketContractId } from '../constants/contracts'
 import { LyraContractMap, LyraMarketContractMap } from '../constants/mappings'
 import { GMXAdapter, NewportGMXAdapter } from '../contracts/newport/typechain/NewportGMXAdapter'
-import {
-  GMXFuturesPoolHedger,
-  NewportGMXFuturesPoolHedger,
-} from '../contracts/newport/typechain/NewportGMXFuturesPoolHedger'
+import { NewportGMXFuturesPoolHedger } from '../contracts/newport/typechain/NewportGMXFuturesPoolHedger'
 import { OptionGreekCache } from '../contracts/newport/typechain/NewportOptionGreekCache'
-import { SNXPerpsV2PoolHedger } from '../contracts/newport/typechain/NewportSNXPerpsV2PoolHedger'
+import { NewportSNXPerpsV2PoolHedger } from '../contracts/newport/typechain/NewportSNXPerpsV2PoolHedger'
 import { NewportSNXPerpV2Adapter, SNXPerpV2Adapter } from '../contracts/newport/typechain/NewportSNXPerpV2Adapter'
 import buildTx from '../utils/buildTx'
 import fetchGlobalOwner from '../utils/fetchGlobalOwner'
@@ -211,7 +208,19 @@ export type PoolHedgerParams = {
   hedgeCap: BigNumber
 }
 
-export type FuturesPoolHedgerParams = {
+export type FuturesPoolHedgerParams = GMXFuturesPoolHedgerParams | SNXFuturesPoolHedgerParams
+
+export type SNXFuturesPoolHedgerParams = {
+  targetLeverage: BigNumber
+  maximumFundingRate: BigNumber
+  deltaThreshold: BigNumber
+  marketDepthBuffer: BigNumber
+  priceDeltaBuffer: BigNumber
+  worstStableRate: BigNumber
+  maxOrderCap: BigNumber
+}
+
+export type GMXFuturesPoolHedgerParams = {
   acceptableSpotSlippage: BigNumber
   deltaThreshold: BigNumber
   marketDepthBuffer: BigNumber
@@ -779,7 +788,7 @@ export class Admin {
   ) {
     const market = await this.lyra.market(marketAddressOrName)
     if (!(market.params.adapterView as SNXPerpV2Adapter.MarketAdapterStateStructOutput)) {
-      throw new Error('Adapter market pricing parameters not supported on this market')
+      throw new Error('Adapter market configuration parameters not supported on this market')
     }
     const marketAdapterConfig = (market.params.adapterView as SNXPerpV2Adapter.MarketAdapterStateStructOutput).config
     const fromParamsFlat: AdminAdapterMarketConfigurationParams = {
@@ -837,6 +846,7 @@ export class Admin {
     params: Partial<FuturesPoolHedgerParams>
   ): Promise<AdminSetMarketParamsReturn<FuturesPoolHedgerParams>> {
     const market = await this.lyra.market(marketAddressOrName)
+
     if (market.lyra.version !== Version.Newport || !market.params.hedgerView) {
       throw new Error('Parameters not supported on version')
     }
@@ -847,30 +857,25 @@ export class Admin {
       market.lyra.version,
       LyraMarketContractId.PoolHedger
     )
-
-    const futurePoolHedgerParams:
-      | SNXPerpsV2PoolHedger.SNXPerpsV2PoolHedgerParametersStructOutput
-      | GMXFuturesPoolHedger.FuturesPoolHedgerParametersStructOutput =
-      (market.params.hedgerView as GMXFuturesPoolHedger.GMXFuturesPoolHedgerViewStructOutput)
-        ?.futuresPoolHedgerParams ??
-      (market.params.hedgerView as SNXPerpsV2PoolHedger.HedgerStateStructOutput)?.futuresPoolHedgerParams
-
     const toParams = {
-      ...futurePoolHedgerParams,
+      ...market.params.hedgerView.futuresPoolHedgerParams,
       ...params,
     }
-
-    const owner = await market.owner()
-
-    const calldata = (futuresPoolHedger as NewportGMXFuturesPoolHedger).interface.encodeFunctionData(
-      'setFuturesPoolHedgerParams',
-      [toParams]
-    )
+    const calldata =
+      market.lyra.network === Network.Optimism
+        ? (futuresPoolHedger as NewportSNXPerpsV2PoolHedger).interface.encodeFunctionData(
+            'setFuturesPoolHedgerParams',
+            [toParams as SNXFuturesPoolHedgerParams]
+          )
+        : (futuresPoolHedger as NewportGMXFuturesPoolHedger).interface.encodeFunctionData(
+            'setFuturesPoolHedgerParams',
+            [toParams as GMXFuturesPoolHedgerParams]
+          )
     const tx = buildTx(
       this.lyra.provider,
       this.lyra.provider.network.chainId,
       futuresPoolHedger.address,
-      owner,
+      market.params.owner,
       calldata
     )
     tx.gasLimit = BigNumber.from(10_000_000)

diff --git a/sdk/src/constants/mappings.ts b/sdk/src/constants/mappings.ts
@@ -26,6 +26,7 @@ import {
   NewportOptionMarketViewer,
   NewportOptionToken,
   NewportShortCollateral,
+  NewportSNXPerpsV2PoolHedger,
   NewportSNXPerpV2Adapter,
   NewportTestFaucet,
 } from '../contracts/newport/typechain'
@@ -71,7 +72,7 @@ export type LyraMarketNewportContractMap = {
   [LyraMarketContractId.OptionGreekCache]: NewportOptionGreekCache
   [LyraMarketContractId.LiquidityToken]: NewportLiquidityToken
   [LyraMarketContractId.LiquidityPool]: NewportLiquidityPool
-  [LyraMarketContractId.PoolHedger]: NewportGMXFuturesPoolHedger
+  [LyraMarketContractId.PoolHedger]: NewportGMXFuturesPoolHedger | NewportSNXPerpsV2PoolHedger
 }
 
 export type LyraMarketContractMap<V extends Version, C extends LyraMarketContractId> = V extends Version.Avalon