Merge branch 'main' into feat/eng-365/openMarkets

.github/actions/install-dependencies/action.yml

@@ -7,12 +7,12 @@ runs:
     - name: Set up Bun
       uses: oven-sh/setup-bun@v1
       with:
-        bun-version: 1.1.6
+        bun-version: 1.1.26
 
     - name: Set up Node
       uses: actions/setup-node@v4
       with:
-        node-version: 21
+        node-version: 22
 
     - name: Set up Foundry
       uses: foundry-rs/foundry-toolchain@v1

biome.json

@@ -1,5 +1,5 @@
 {
-  "$schema": "https://biomejs.dev/schemas/1.7.2/schema.json",
+  "$schema": "https://biomejs.dev/schemas/1.8.3/schema.json",
   "files": {
     "ignore": [
       "_cjs",
@@ -61,7 +61,7 @@
   "javascript": {
     "formatter": {
       "quoteStyle": "single",
-      "trailingComma": "all",
+      "trailingCommas": "all",
       "semicolons": "asNeeded"
     }
   },

package.json

@@ -15,29 +15,29 @@
     "clean": "rimraf src/_esm src/_cjs src/_types",
     "format": "biome format . --write",
     "lint": "biome check .",
-    "lint:fix": "bun run lint --apply",
+    "lint:fix": "bun run lint --write",
     "prepublishOnly": "bun scripts/prepublishOnly.ts",
     "test": "vitest -c ./test/vitest.config.ts dev",
     "test:ci": "CI=true vitest -c ./test/vitest.config.ts --retry=3"
   },
   "devDependencies": {
-    "@biomejs/biome": "1.7.2",
-    "@types/bun": "latest",
+    "@biomejs/biome": "1.8.3",
+    "@types/bun": "^1.1.8",
     "@viem/anvil": "^0.0.10",
-    "@vitest/coverage-v8": "^1.5.3",
-    "globby": "^14.0.0",
-    "rimraf": "^5.0.5",
+    "@vitest/coverage-v8": "^2.0.5",
+    "globby": "^14.0.2",
+    "rimraf": "^6.0.1",
     "simple-git-hooks": "^2.11.1",
-    "viem": "^2.12.5",
-    "vitest": "^1.5.3"
+    "viem": "^2.21.2",
+    "vitest": "^2.0.5"
   },
   "peerDependencies": {
-    "typescript": "^5.0.0"
+    "typescript": "^5.5.4"
   },
   "simple-git-hooks": {
     "pre-commit": "bun run format && bun run lint:fix"
   },
   "dependencies": {
-    "@changesets/cli": "^2.27.1"
+    "@changesets/cli": "^2.27.8"
   }
 }

src/CHANGELOG.md

@@ -1,5 +1,59 @@
 # @mangrovedao/mgv
 
+## 0.9.10
+
+### Patch Changes
+
+- d939aeb: Added base and quote reserve to kandel view function
+
+## 0.9.9
+
+### Patch Changes
+
+- 692f50f: Added serialize helper functions for markets and offer list keys
+
+## 0.9.8
+
+### Patch Changes
+
+- 61623e3: Fixed market order simulation and added tests
+
+## 0.9.7
+
+### Patch Changes
+
+- fd0b7bf: Reverse base quote order for WETH/weETH
+
+## 0.9.6
+
+### Patch Changes
+
+- 48ee6b9: Added WETH/WBTC WBTC/USDT and weETH/WETH on arbitrum
+
+## 0.9.5
+
+### Patch Changes
+
+- f838392: Added check for aave markets
+
+## 0.9.4
+
+### Patch Changes
+
+- c88d3a1: Fix invalid param names on kandel
+
+## 0.9.3
+
+### Patch Changes
+
+- 5c63a0c: Fixed USDC and USDT decimals on arbitrum
+
+## 0.9.2
+
+### Patch Changes
+
+- 19a954c: Add arbitrum tokens and markets
+
 ## 0.9.1
 
 ### Patch Changes

src/actions/book.test.ts

@@ -1,8 +1,9 @@
 import { describe, expect, inject, it } from 'vitest'
 import { getClient } from '~test/src/client.js'
+import { getMarkets } from '~test/src/markets.js'
 import { getBook } from './book.js'
 
-const { wethDAI } = inject('markets')
+const { wethDAI } = getMarkets()
 const params = inject('mangrove')
 
 describe('Getting the book', () => {

src/actions/kandel/aave.ts

@@ -0,0 +1,114 @@
+import type {
+  Address,
+  Client,
+  MulticallParameters,
+  ReadContractParameters,
+} from 'viem'
+import { multicall, readContract } from 'viem/actions'
+import {
+  type CheckAaveAssetParams,
+  type aaveRouterCheckAssetABI,
+  checkAaveAssetParams,
+} from '../../builder/kandel/aave.js'
+import type { BuiltArgs, MarketParams } from '../../index.js'
+import { getAction } from '../../utils/getAction.js'
+
+type ReadSingleParams = ReadContractParameters<
+  typeof aaveRouterCheckAssetABI,
+  'checkAsset'
+>
+
+export type CheckAaveAssetArgs = CheckAaveAssetParams &
+  Omit<ReadSingleParams, BuiltArgs>
+
+export async function checkAaveAsset(
+  client: Client,
+  aaveRouter: Address,
+  args: CheckAaveAssetArgs,
+): Promise<boolean> {
+  return getAction(
+    client,
+    readContract,
+    'readContract',
+  )({
+    ...(args as unknown as ReadSingleParams),
+    address: aaveRouter,
+    ...checkAaveAssetParams(args),
+  })
+}
+
+export type CheckAaveAssetsArgs = { tokens: Address[] } & Omit<
+  MulticallParameters,
+  'contracts' | 'allowFailure'
+>
+
+export async function checkAaveAssets(
+  client: Client,
+  aaveRouter: Address,
+  args: CheckAaveAssetsArgs,
+): Promise<boolean[]> {
+  return getAction(
+    client,
+    multicall,
+    'multicall',
+  )({
+    ...args,
+    contracts: args.tokens.map((token) => ({
+      address: aaveRouter,
+      ...checkAaveAssetParams({ token }),
+    })),
+    allowFailure: false,
+  })
+}
+
+export type CheckAaveMarketArgs = { market: MarketParams } & Omit<
+  MulticallParameters,
+  'contracts' | 'allowFailure'
+>
+
+export async function checkAaveMarket(
+  client: Client,
+  aaveRouter: Address,
+  args: CheckAaveMarketArgs,
+): Promise<boolean> {
+  const tokens = [args.market.base.address, args.market.quote.address]
+  const available = await checkAaveAssets(client, aaveRouter, {
+    ...args,
+    tokens,
+  })
+  return available.every((a) => a)
+}
+
+export type CheckAaveMarketsArgs = { markets: MarketParams[] } & Omit<
+  MulticallParameters,
+  'contracts' | 'allowFailure'
+>
+
+export async function checkAaveMarkets(
+  client: Client,
+  aaveRouter: Address,
+  args: CheckAaveMarketsArgs,
+): Promise<MarketParams[]> {
+  const tokens = [
+    ...new Set(
+      args.markets.flatMap((m) => [
+        m.base.address.toLowerCase() as Address,
+        m.quote.address.toLowerCase() as Address,
+      ]),
+    ),
+  ]
+  const available = await checkAaveAssets(client, aaveRouter, {
+    ...args,
+    tokens,
+  })
+  const tokensMap = tokens.reduce((acc, token, i) => {
+    acc.set(token, available[i] || false)
+    return acc
+  }, new Map<Address, boolean>())
+
+  return args.markets.filter(
+    (m) =>
+      tokensMap.get(m.base.address.toLowerCase() as Address) &&
+      tokensMap.get(m.quote.address.toLowerCase() as Address),
+  )
+}

src/actions/kandel/populate.test.ts

@@ -1,17 +1,18 @@
-import { type Client, erc20Abi, parseEther, parseUnits } from 'viem'
+import { parseEther, parseUnits } from 'viem'
 import { describe, expect, inject, it } from 'vitest'
-import { minVolume, validateKandelParams } from '~mgv/index.js'
+import { validateKandelParams } from '~mgv/index.js'
 import { BS } from '~mgv/lib/enums.js'
 import { getClient } from '~test/src/client.js'
 import { mintAndApprove } from '~test/src/contracts/index.js'
+import { getMarkets } from '~test/src/markets.js'
 import { getBook } from '../book.js'
 import { simulateMarketOrderByVolumeAndMarket } from '../market-order.js'
 import { simulateBind, simulateDeployRouter } from '../smart-router.js'
 import { simulatePopulate } from './populate.js'
 import { simulateSow } from './sow.js'
 
 const { smartKandelSeeder, kandelSeeder } = inject('kandel')
-const { wethUSDC } = inject('markets')
+const { wethUSDC } = getMarkets()
 const actionParams = inject('mangrove')
 const client = getClient()
 

src/actions/kandel/retract.test.ts

@@ -3,14 +3,15 @@ import { describe, expect, inject, it } from 'vitest'
 import { validateKandelParams } from '~mgv/index.js'
 import { getClient } from '~test/src/client.js'
 import { mintAndApprove } from '~test/src/contracts/index.js'
+import { getMarkets } from '~test/src/markets.js'
 import { getBook } from '../book.js'
 import { simulateBind, simulateDeployRouter } from '../smart-router.js'
 import { simulatePopulate } from './populate.js'
 import { simulateRetract } from './retract.js'
 import { simulateSow } from './sow.js'
 
 const { smartKandelSeeder, kandelSeeder } = inject('kandel')
-const { wethUSDC } = inject('markets')
+const { wethUSDC } = getMarkets()
 const actionParams = inject('mangrove')
 const client = getClient()
 

src/actions/kandel/sow.test.ts

@@ -1,10 +1,11 @@
 import { isAddress } from 'viem'
 import { describe, expect, inject, it } from 'vitest'
 import { getClient } from '~test/src/client.js'
+import { getMarkets } from '~test/src/markets.js'
 import { simulateSow } from './sow.js'
 
 const { smartKandelSeeder, kandelSeeder } = inject('kandel')
-const { wethUSDC } = inject('markets')
+const { wethUSDC } = getMarkets()
 const client = getClient()
 
 describe('sow Smart Kandel', () => {

src/actions/kandel/view.test.ts

@@ -4,6 +4,7 @@ import { validateKandelParams } from '~mgv/index.js'
 import type { KandelParams, MarketParams } from '~mgv/index.js'
 import { BS, Order } from '~mgv/lib/enums.js'
 import { getClient } from '~test/src/client.js'
+import { getMarkets } from '~test/src/markets.js'
 import { getBook } from '../book.js'
 import { simulateLimitOrder } from '../index.js'
 import { simulateBind, simulateDeployRouter } from '../smart-router.js'
@@ -12,7 +13,7 @@ import { simulateSow } from './sow.js'
 import { KandelStatus, getKandelState } from './view.js'
 
 const { smartKandelSeeder } = inject('kandel')
-const { wethUSDC } = inject('markets')
+const { wethUSDC } = getMarkets()
 const actionParams = inject('mangrove')
 const client = getClient()
 

src/actions/kandel/view.ts

@@ -16,6 +16,7 @@ import {
   offeredVolumeParams,
   provisionOfParams,
   quoteParams,
+  reserveBalanceParams,
   tickSpacingParams,
 } from '../../builder/kandel/view.js'
 import {
@@ -59,6 +60,8 @@ export type GetKandelStateResult = {
   pricePoints: number
   quoteAmount: bigint
   baseAmount: bigint
+  reserveBalanceQuote: bigint
+  reserveBalanceBase: bigint
   unlockedProvision: bigint
   totalProvision: bigint
   kandelStatus: KandelStatus
@@ -77,6 +80,8 @@ type KandelInitCallResult = {
   }
   baseAmount: bigint
   quoteAmount: bigint
+  reserveBalanceQuote: bigint
+  reserveBalanceBase: bigint
   unlockedProvision: bigint
   // mid price from the book
   midPrice: number
@@ -99,6 +104,8 @@ async function kandelInitCall(
     params,
     _quoteAmount,
     _baseAmount,
+    _reserveBalanceQuote,
+    _reserveBalanceBase,
     _base,
     _quote,
     _tickSpacing,
@@ -140,6 +147,14 @@ async function kandelInitCall(
         address: kandel,
         ...offeredVolumeParams(BA.asks),
       },
+      {
+        address: kandel,
+        ...reserveBalanceParams(BA.bids),
+      },
+      {
+        address: kandel,
+        ...reserveBalanceParams(BA.asks),
+      },
       {
         address: kandel,
         ...baseParams,
@@ -187,6 +202,10 @@ async function kandelInitCall(
   const baseAmount = _baseAmount.status === 'success' ? _baseAmount.result : 0n
   const quoteAmount =
     _quoteAmount.status === 'success' ? _quoteAmount.result : 0n
+  const reserveBalanceQuote =
+    _reserveBalanceQuote.status === 'success' ? _reserveBalanceQuote.result : 0n
+  const reserveBalanceBase =
+    _reserveBalanceBase.status === 'success' ? _reserveBalanceBase.result : 0n
 
   const asks =
     bestAsk.status === 'success'
@@ -231,6 +250,8 @@ async function kandelInitCall(
         : { gasprice: 0, gasreq: 0, stepSize: 0, pricePoints: 0 },
     baseAmount: reversed ? quoteAmount : baseAmount,
     quoteAmount: reversed ? baseAmount : quoteAmount,
+    reserveBalanceQuote: reversed ? reserveBalanceBase : reserveBalanceQuote,
+    reserveBalanceBase: reversed ? reserveBalanceQuote : reserveBalanceBase,
     reversed,
     unlockedProvision:
       unlockedProvision.status === 'success' ? unlockedProvision.result : 0n,