SDK: all quotes, Query modifications

packages/sdk-router/src/module/query.test.ts

@@ -7,6 +7,9 @@ import {
   reduceToQuery,
   narrowToRouterQuery,
   narrowToCCTPRouterQuery,
+  modifyDeadline,
+  applySlippage,
+  applySlippageInBips,
 } from './query'
 
 describe('#query', () => {
@@ -72,4 +75,309 @@ describe('#query', () => {
       )
     })
   })
+
+  describe('modifyDeadline', () => {
+    describe('RouterQuery', () => {
+      it('modifies the deadline', () => {
+        const query = modifyDeadline(routerQuery, BigNumber.from(42))
+        expect(query).toEqual({
+          swapAdapter: '1',
+          tokenOut: '2',
+          minAmountOut: BigNumber.from(3),
+          deadline: BigNumber.from(42),
+          rawParams: '5',
+        })
+      })
+
+      it('does not modify the original query', () => {
+        modifyDeadline(routerQuery, BigNumber.from(42))
+        expect(routerQuery).toEqual({
+          swapAdapter: '1',
+          tokenOut: '2',
+          minAmountOut: BigNumber.from(3),
+          deadline: BigNumber.from(4),
+          rawParams: '5',
+        })
+      })
+    })
+
+    describe('CCTPRouterQuery', () => {
+      it('modifies the deadline', () => {
+        const query = modifyDeadline(cctpRouterQuery, BigNumber.from(42))
+        expect(query).toEqual({
+          routerAdapter: '6',
+          tokenOut: '7',
+          minAmountOut: BigNumber.from(8),
+          deadline: BigNumber.from(42),
+          rawParams: '10',
+        })
+      })
+
+      it('does not modify the original query', () => {
+        modifyDeadline(cctpRouterQuery, BigNumber.from(42))
+        expect(cctpRouterQuery).toEqual({
+          routerAdapter: '6',
+          tokenOut: '7',
+          minAmountOut: BigNumber.from(8),
+          deadline: BigNumber.from(9),
+          rawParams: '10',
+        })
+      })
+    })
+  })
+
+  describe('applySlippage', () => {
+    describe('RouterQuery', () => {
+      // 1M in 18 decimals
+      const query: RouterQuery = {
+        swapAdapter: '1',
+        tokenOut: '2',
+        minAmountOut: BigNumber.from(10).pow(18).mul(1_000_000),
+        deadline: BigNumber.from(4),
+        rawParams: '5',
+      }
+
+      it('applies 0% slippage', () => {
+        const newQuery = applySlippage(query, 0, 10000)
+        expect(newQuery).toEqual({
+          swapAdapter: '1',
+          tokenOut: '2',
+          minAmountOut: BigNumber.from(10).pow(18).mul(1_000_000),
+          deadline: BigNumber.from(4),
+          rawParams: '5',
+        })
+      })
+
+      it('applies 0.5% slippage', () => {
+        // 50 bips
+        const newQuery = applySlippage(query, 50, 10000)
+        expect(newQuery).toEqual({
+          swapAdapter: '1',
+          tokenOut: '2',
+          minAmountOut: BigNumber.from(10).pow(18).mul(995_000),
+          deadline: BigNumber.from(4),
+          rawParams: '5',
+        })
+      })
+
+      it('applies 10% slippage', () => {
+        const newQuery = applySlippage(query, 10, 100)
+        expect(newQuery).toEqual({
+          swapAdapter: '1',
+          tokenOut: '2',
+          minAmountOut: BigNumber.from(10).pow(18).mul(900_000),
+          deadline: BigNumber.from(4),
+          rawParams: '5',
+        })
+      })
+
+      it('applies 100% slippage', () => {
+        const newQuery = applySlippage(query, 1, 1)
+        expect(newQuery).toEqual({
+          swapAdapter: '1',
+          tokenOut: '2',
+          minAmountOut: BigNumber.from(0),
+          deadline: BigNumber.from(4),
+          rawParams: '5',
+        })
+      })
+
+      it('rounds down', () => {
+        const queryPlusOne = {
+          ...query,
+          minAmountOut: query.minAmountOut.add(1),
+        }
+        const newQuery = applySlippage(queryPlusOne, 50, 10000)
+        expect(newQuery).toEqual({
+          swapAdapter: '1',
+          tokenOut: '2',
+          minAmountOut: BigNumber.from(10).pow(18).mul(995_000).add(1),
+          deadline: BigNumber.from(4),
+          rawParams: '5',
+        })
+      })
+
+      it('does not modify the original query', () => {
+        applySlippage(query, 50, 10000)
+        expect(query).toEqual({
+          swapAdapter: '1',
+          tokenOut: '2',
+          minAmountOut: BigNumber.from(10).pow(18).mul(1_000_000),
+          deadline: BigNumber.from(4),
+          rawParams: '5',
+        })
+      })
+    })
+
+    describe('CCTPRouterQuery', () => {
+      // 1M in 6 decimals
+      const query: CCTPRouterQuery = {
+        routerAdapter: '1',
+        tokenOut: '2',
+        minAmountOut: BigNumber.from(10).pow(6).mul(1_000_000),
+        deadline: BigNumber.from(4),
+        rawParams: '5',
+      }
+
+      it('applies 0% slippage', () => {
+        const newQuery = applySlippage(query, 0, 10000)
+        expect(newQuery).toEqual({
+          routerAdapter: '1',
+          tokenOut: '2',
+          minAmountOut: BigNumber.from(10).pow(6).mul(1_000_000),
+          deadline: BigNumber.from(4),
+          rawParams: '5',
+        })
+      })
+
+      it('applies 0.5% slippage', () => {
+        // 50 bips
+        const newQuery = applySlippage(query, 50, 10000)
+        expect(newQuery).toEqual({
+          routerAdapter: '1',
+          tokenOut: '2',
+          minAmountOut: BigNumber.from(10).pow(6).mul(995_000),
+          deadline: BigNumber.from(4),
+          rawParams: '5',
+        })
+      })
+
+      it('applies 10% slippage', () => {
+        const newQuery = applySlippage(query, 10, 100)
+        expect(newQuery).toEqual({
+          routerAdapter: '1',
+          tokenOut: '2',
+          minAmountOut: BigNumber.from(10).pow(6).mul(900_000),
+          deadline: BigNumber.from(4),
+          rawParams: '5',
+        })
+      })
+
+      it('applies 100% slippage', () => {
+        const newQuery = applySlippage(query, 1, 1)
+        expect(newQuery).toEqual({
+          routerAdapter: '1',
+          tokenOut: '2',
+          minAmountOut: BigNumber.from(0),
+          deadline: BigNumber.from(4),
+          rawParams: '5',
+        })
+      })
+
+      it('rounds down', () => {
+        const queryPlusOne = {
+          ...query,
+          minAmountOut: query.minAmountOut.add(1),
+        }
+        const newQuery = applySlippage(queryPlusOne, 50, 10000)
+        expect(newQuery).toEqual({
+          routerAdapter: '1',
+          tokenOut: '2',
+          minAmountOut: BigNumber.from(10).pow(6).mul(995_000).add(1),
+          deadline: BigNumber.from(4),
+          rawParams: '5',
+        })
+      })
+
+      it('does not modify the original query', () => {
+        applySlippage(query, 50, 10000)
+        expect(query).toEqual({
+          routerAdapter: '1',
+          tokenOut: '2',
+          minAmountOut: BigNumber.from(10).pow(6).mul(1_000_000),
+          deadline: BigNumber.from(4),
+          rawParams: '5',
+        })
+      })
+    })
+
+    describe('errors', () => {
+      it('throws if slippage denominator is zero', () => {
+        expect(() => applySlippage(routerQuery, 1, 0)).toThrow(
+          'Slippage denominator cannot be zero'
+        )
+      })
+
+      it('throws if slippage numerator is negative', () => {
+        expect(() => applySlippage(routerQuery, -1, 1)).toThrow(
+          'Slippage numerator cannot be negative'
+        )
+      })
+
+      it('throws if slippage numerator is greater than denominator', () => {
+        expect(() => applySlippage(routerQuery, 2, 1)).toThrow(
+          'Slippage cannot be greater than 1'
+        )
+      })
+    })
+  })
+
+  describe('applySlippageInBips parity', () => {
+    // 1M in 18 decimals
+    const query: RouterQuery = {
+      swapAdapter: '1',
+      tokenOut: '2',
+      minAmountOut: BigNumber.from(10).pow(18).mul(1_000_000),
+      deadline: BigNumber.from(4),
+      rawParams: '5',
+    }
+
+    it('applies 0% slippage', () => {
+      const newQuery = applySlippage(query, 0, 10000)
+      const newQueryInBips = applySlippageInBips(query, 0)
+      expect(newQuery).toEqual(newQueryInBips)
+    })
+
+    it('applies 0.5% slippage', () => {
+      // 50 bips
+      const newQuery = applySlippage(query, 50, 10000)
+      const newQueryInBips = applySlippageInBips(query, 50)
+      expect(newQuery).toEqual(newQueryInBips)
+    })
+
+    it('applies 10% slippage', () => {
+      const newQuery = applySlippage(query, 10, 100)
+      const newQueryInBips = applySlippageInBips(query, 1000)
+      expect(newQuery).toEqual(newQueryInBips)
+    })
+
+    it('applies 100% slippage', () => {
+      const newQuery = applySlippage(query, 1, 1)
+      const newQueryInBips = applySlippageInBips(query, 10000)
+      expect(newQuery).toEqual(newQueryInBips)
+    })
+
+    it('rounds down', () => {
+      const queryPlusOne = {
+        ...query,
+        minAmountOut: query.minAmountOut.add(1),
+      }
+      const newQuery = applySlippage(queryPlusOne, 50, 10000)
+      const newQueryInBips = applySlippageInBips(queryPlusOne, 50)
+      expect(newQuery).toEqual(newQueryInBips)
+    })
+
+    it('does not modify the original query', () => {
+      applySlippageInBips(query, 50)
+      expect(query).toEqual({
+        swapAdapter: '1',
+        tokenOut: '2',
+        minAmountOut: BigNumber.from(10).pow(18).mul(1_000_000),
+        deadline: BigNumber.from(4),
+        rawParams: '5',
+      })
+    })
+
+    it('throws if basis points are negative', () => {
+      expect(() => applySlippageInBips(routerQuery, -1)).toThrow(
+        'Slippage numerator cannot be negative'
+      )
+    })
+
+    it('throws if basis points are greater than 10000', () => {
+      expect(() => applySlippageInBips(routerQuery, 10001)).toThrow(
+        'Slippage cannot be greater than 1'
+      )
+    })
+  })
 })

packages/sdk-router/src/module/query.ts

@@ -101,3 +101,67 @@ export const hasComplexBridgeAction = (destQuery: Query): boolean => {
     destQuery.tokenOut !== ETH_NATIVE_TOKEN_ADDRESS
   )
 }
+
+/**
+ * Modifies the deadline of the query and returns the modified query.
+ * Note: the original query is preserved unchanged.
+ *
+ * @param query - The query to modify.
+ * @param deadline - The new deadline.
+ * @returns The modified query with the new deadline.
+ */
+export const modifyDeadline = (query: Query, deadline: BigNumber): Query => {
+  return {
+    ...query,
+    deadline,
+  }
+}
+
+/**
+ * Applies the slippage to the query's minAmountOut (rounded down), and returns the modified query
+ * with the reduced minAmountOut.
+ * Note: the original query is preserved unchanged.
+ *
+ * @param query - The query to modify.
+ * @param slipNumerator - The numerator of the slippage.
+ * @param slipDenominator - The denominator of the slippage.
+ * @returns The modified query with the reduced minAmountOut.
+ * @throws If the slippage fraction is invalid (<0, >1, or NaN)
+ */
+export const applySlippage = (
+  query: Query,
+  slipNumerator: number,
+  slipDenominator: number
+): Query => {
+  invariant(slipDenominator > 0, 'Slippage denominator cannot be zero')
+  invariant(slipNumerator >= 0, 'Slippage numerator cannot be negative')
+  invariant(
+    slipNumerator <= slipDenominator,
+    'Slippage cannot be greater than 1'
+  )
+  const slippageAmount = query.minAmountOut
+    .mul(slipNumerator)
+    .div(slipDenominator)
+  return {
+    ...query,
+    minAmountOut: query.minAmountOut.sub(slippageAmount),
+  }
+}
+
+/**
+ * Applies the slippage (in basis points) to the query's minAmountOut (rounded down), and returns the modified query
+ * with the reduced minAmountOut.
+ * Note: the original query is preserved unchanged.
+ * Note: the slippage is applied as a fraction of 10000, e.g. 100 bips = 1%.
+ *
+ * @param query - The query to modify.
+ * @param slipBasisPoints - The slippage in basis points.
+ * @returns The modified query with the reduced minAmountOut.
+ * @throws If the basis points are invalid (<0, >10000)
+ */
+export const applySlippageInBips = (
+  query: Query,
+  slipBasisPoints: number
+): Query => {
+  return applySlippage(query, slipBasisPoints, 10000)
+}