Merge pull request #2016 from gnosis/1.8.0/gp-strategy-url

[Release 1.8] Use real price strategy endpoint

src/custom/api/gnosisProtocol/api.ts

@@ -1,4 +1,4 @@
-import { SupportedChainId as ChainId } from 'constants/chains'
+import { SupportedChainId as ChainId, SupportedChainId } from 'constants/chains'
 import { OrderKind, QuoteQuery } from '@gnosis.pm/gp-v2-contracts'
 import { stringify } from 'qs'
 import { getSigningSchemeApiValue, OrderCreation, OrderCancellation, SigningSchemeValue } from 'utils/signatures'
@@ -24,6 +24,7 @@ import { GAS_FEE_ENDPOINTS } from 'constants/index'
 import * as Sentry from '@sentry/browser'
 import { ZERO_ADDRESS } from 'constants/misc'
 import { getAppDataHash } from 'constants/appDataHash'
+import { GpPriceStrategy } from 'hooks/useGetGpPriceStrategy'
 
 function getGnosisProtocolUrl(): Partial<Record<ChainId, string>> {
   if (isLocal || isDev || isPr || isBarn) {
@@ -58,9 +59,18 @@ function getProfileUrl(): Partial<Record<ChainId, string>> {
       process.env.REACT_APP_PROFILE_API_URL_STAGING_MAINNET || 'https://protocol-affiliate.gnosis.io/api',
   }
 }
+const STRATEGY_URL_BASE = 'https://raw.githubusercontent.com/gnosis/cowswap/configuration/config/strategies'
+function getPriceStrategyUrl(): Record<SupportedChainId, string> {
+  return {
+    [SupportedChainId.MAINNET]: STRATEGY_URL_BASE + '/strategy-1.json',
+    [SupportedChainId.RINKEBY]: STRATEGY_URL_BASE + '/strategy-4.json',
+    [SupportedChainId.XDAI]: STRATEGY_URL_BASE + '/strategy-100.json',
+  }
+}
 
 const API_BASE_URL = getGnosisProtocolUrl()
 const PROFILE_API_BASE_URL = getProfileUrl()
+const STRATEGY_API_URL = getPriceStrategyUrl()
 
 const DEFAULT_HEADERS = {
   'Content-Type': 'application/json',
@@ -145,6 +155,20 @@ function _getProfileApiBaseUrl(chainId: ChainId): string {
   }
 }
 
+function _getPriceStrategyApiBaseUrl(chainId: ChainId): string {
+  const baseUrl = STRATEGY_API_URL[chainId]
+
+  if (!baseUrl) {
+    new Error(
+      `Unsupported Network. The ${API_NAME} strategy API is not deployed in the Network ` +
+        chainId +
+        '. Defaulting to using Mainnet strategy.'
+    )
+  }
+
+  return baseUrl
+}
+
 export function getOrderLink(chainId: ChainId, orderId: OrderID): string {
   const baseUrl = _getApiBaseUrl(chainId)
 
@@ -174,6 +198,11 @@ function _fetchProfile(
   })
 }
 
+function _fetchPriceStrategy(chainId: ChainId): Promise<Response> {
+  const baseUrl = _getPriceStrategyApiBaseUrl(chainId)
+  return fetch(baseUrl)
+}
+
 function _post(chainId: ChainId, url: string, data: any): Promise<Response> {
   return _fetch(chainId, url, 'POST', data)
 }
@@ -427,6 +456,25 @@ export async function getProfileData(chainId: ChainId, address: string): Promise
   }
 }
 
+export type PriceStrategy = {
+  primary: GpPriceStrategy
+  secondary: GpPriceStrategy
+}
+
+export async function getPriceStrategy(chainId: ChainId): Promise<PriceStrategy> {
+  console.log(`[api:${API_NAME}] Get GP price strategy for`, chainId)
+
+  const response = await _fetchPriceStrategy(chainId)
+
+  if (!response.ok) {
+    const errorResponse = await response.json()
+    console.log(errorResponse)
+    throw new Error(errorResponse?.description)
+  } else {
+    return response.json()
+  }
+}
+
 export interface GasFeeEndpointResponse {
   lastUpdate: string
   lowest: string

src/custom/constants/index.ts

@@ -117,4 +117,4 @@ export const STORAGE_KEY_LAST_PROVIDER = 'lastProvider'
 // Default price strategy to use for getting app prices
 // COWSWAP = new quote endpoint
 // LEGACY = price racing logic (checking 0x, gp, paraswap, etc)
-export const DEFAULT_GP_PRICE_STRATEGY = 'LEGACY'
+export const DEFAULT_GP_PRICE_STRATEGY = 'COWSWAP'

src/custom/hooks/useDebounceWithForceUpdate.ts

@@ -2,13 +2,14 @@ import useDebounce from '@src/hooks/useDebounce'
 import { useEffect, useState } from 'react'
 
 // modified from https://usehooks.com/useDebounce/
-export default function useDebounceWithForceUpdate<T>(latestValue: T, delay: number, forceUpdateRef?: any): T {
+export default function useDebounceWithForceUpdate<T>(latestValue: T, delay: number, forceUpdateRef: any[]): T {
   // const value = useRef(latestValue)
   const [value, setValue] = useState(latestValue)
   const [needToUpdate, setNeedToUpdate] = useState(false)
 
   // Force update
-  useEffect(() => setNeedToUpdate(true), [forceUpdateRef])
+  // eslint-disable-next-line react-hooks/exhaustive-deps
+  useEffect(() => setNeedToUpdate(true), [...forceUpdateRef])
   useEffect(() => {
     if (needToUpdate) {
       setNeedToUpdate(false)

src/custom/hooks/useGetGpPriceStrategy.ts

@@ -1,26 +1,30 @@
 import ms from 'ms.macro'
-import { useState, useEffect } from 'react'
+import { useState, useEffect, useCallback } from 'react'
 import { DEFAULT_GP_PRICE_STRATEGY } from 'constants/index'
-import { registerOnWindow } from '../utils/misc'
+import { getPriceStrategy, PriceStrategy } from 'api/gnosisProtocol/api'
+import { useActiveWeb3React } from 'hooks'
+import { supportedChainId } from 'utils/supportedChainId'
+import { SupportedChainId } from 'constants/chains'
 
 export type GpPriceStrategy = 'COWSWAP' | 'LEGACY'
-// TODO: use actual API call
-// https://github.com/gnosis/gp-v2-contracts/issues/904
-export async function checkGpPriceStrategy(): Promise<GpPriceStrategy> {
-  return new Promise((accept) => setTimeout(() => accept(DEFAULT_GP_PRICE_STRATEGY), 500))
-}
+
 // arbitrary, could be more/less
 const GP_PRICE_STRATEGY_INTERVAL_TIME = ms`30 minutes`
 
 export default function useGetGpPriceStrategy(): GpPriceStrategy {
   const [gpPriceStrategy, setGpPriceStrategy] = useState<GpPriceStrategy>(DEFAULT_GP_PRICE_STRATEGY)
+  const { chainId: preChainId } = useActiveWeb3React()
+
+  const _handleSetStrategy = useCallback((response: PriceStrategy) => setGpPriceStrategy(response.primary), [])
 
   useEffect(() => {
+    const chainId = supportedChainId(preChainId)
     console.debug('[useGetGpPriceStrategy::GP Price Strategy]::', gpPriceStrategy)
 
     const getStrategy = () => {
-      checkGpPriceStrategy()
-        .then(setGpPriceStrategy)
+      // default to MAINNET if not connected, or incorrect network
+      getPriceStrategy(chainId || SupportedChainId.MAINNET)
+        .then(_handleSetStrategy)
         .catch((err: Error) => {
           console.error('[useGetGpPriceStrategy::useEffect] Error getting GP price strategy::', err)
           // Fallback to DEFAULT
@@ -36,14 +40,7 @@ export default function useGetGpPriceStrategy(): GpPriceStrategy {
     }, GP_PRICE_STRATEGY_INTERVAL_TIME)
 
     return () => clearInterval(intervalId)
-  }, [gpPriceStrategy])
+  }, [_handleSetStrategy, gpPriceStrategy, preChainId])
 
-  // TODO: REMOVE
-  return process.env.NODE_ENV !== 'production' ? (window as any).GP_STRATEGY : gpPriceStrategy
+  return gpPriceStrategy
 }
-
-/* TESTING ONLY! */
-;(window as any).GP_STRATEGY = DEFAULT_GP_PRICE_STRATEGY
-registerOnWindow({
-  setStrategy: (strat: GpPriceStrategy) => ((window as any).GP_STRATEGY = strat),
-})

src/custom/hooks/usePriceImpact/useFallbackPriceImpact.ts

@@ -11,6 +11,8 @@ import { QuoteInformationObject } from 'state/price/reducer'
 import { QuoteError } from 'state/price/actions'
 import { useQuote } from 'state/price/hooks'
 import { useActiveWeb3React } from 'hooks/web3'
+import { TYPED_VALUE_DEBOUNCE_TIME } from 'state/price/updater'
+import useDebounceWithForceUpdate from 'hooks/useDebounceWithForceUpdate'
 
 type SwapParams = { abTrade?: TradeGp; sellToken?: string | null; buyToken?: string | null }
 
@@ -41,13 +43,19 @@ function _getBaTradeParsedAmount(abTrade: TradeGp | undefined, shouldCalculate:
   return abTrade?.outputAmountWithoutFee
 }
 
-export default function useFallbackPriceImpact({ abTrade, isWrapping }: FallbackPriceImpactParams) {
+export default function useFallbackPriceImpact({ abTrade: rawAbTrade, isWrapping }: FallbackPriceImpactParams) {
   const {
-    typedValue,
     INPUT: { currencyId: sellToken },
     OUTPUT: { currencyId: buyToken },
   } = useSwapState()
 
+  // debounce trade creation and force update when tradeType changes
+  const abTrade = useDebounceWithForceUpdate(rawAbTrade, TYPED_VALUE_DEBOUNCE_TIME, [
+    rawAbTrade?.tradeType,
+    sellToken,
+    buyToken,
+  ])
+
   const { chainId } = useActiveWeb3React()
   const lastQuote = useQuote({ token: sellToken, chainId })
 
@@ -116,7 +124,7 @@ export default function useFallbackPriceImpact({ abTrade, isWrapping }: Fallback
       setImpact(undefined)
       setError(undefined)
     }
-  }, [abIn, abOut, baOut, quoteError, loading, typedValue])
+  }, [abIn, abOut, baOut, quoteError, loading])
 
   return { impact, error, loading }
 }

src/custom/hooks/usePriceImpact/useQuoteAndSwap.ts

@@ -10,15 +10,15 @@ import { useActiveWeb3React } from 'hooks/web3'
 
 import { getPromiseFulfilledValue, isPromiseFulfilled } from 'utils/misc'
 import { supportedChainId } from 'utils/supportedChainId'
-import { FeeQuoteParams, QuoteResult } from 'utils/price'
+import { FeeQuoteParams, getBestQuote, QuoteResult } from 'utils/price'
 
 import { ZERO_ADDRESS } from 'constants/misc'
 import { SupportedChainId } from 'constants/chains'
 import { DEFAULT_DECIMALS } from 'constants/index'
 import { QuoteError } from 'state/price/actions'
 import { isWrappingTrade } from 'state/swap/utils'
-import useGetGpPriceStrategy from '../useGetGpPriceStrategy'
-import { getBestQuoteResolveOnlyLastCall as getBestQuote } from 'hooks/useRefetchPriceCallback'
+import useGetGpPriceStrategy from 'hooks/useGetGpPriceStrategy'
+import { onlyResolvesLast } from 'utils/async'
 
 type WithLoading = { loading: boolean; setLoading: (state: boolean) => void }
 
@@ -39,6 +39,8 @@ type GetQuoteParams = {
 
 type FeeQuoteParamsWithError = FeeQuoteParams & { error?: QuoteError }
 
+const getBestQuoteResolveOnlyLastCall = onlyResolvesLast<QuoteResult>(getBestQuote)
+
 export function useCalculateQuote(params: GetQuoteParams) {
   const {
     amountAtoms: amount,
@@ -77,7 +79,7 @@ export function useCalculateQuote(params: GetQuoteParams) {
       validTo,
     }
     let quoteData: QuoteInformationObject | FeeQuoteParams = quoteParams
-    getBestQuote({
+    getBestQuoteResolveOnlyLastCall({
       strategy,
       quoteParams,
       fetchFee: true,

src/custom/hooks/useRefetchPriceCallback.tsx

@@ -108,7 +108,7 @@ export function handleQuoteError({ quoteData, error, addUnsupportedToken }: Hand
   }
 }
 
-export const getBestQuoteResolveOnlyLastCall = onlyResolvesLast<QuoteResult>(getBestQuote)
+const getBestQuoteResolveOnlyLastCall = onlyResolvesLast<QuoteResult>(getBestQuote)
 
 /**
  * @returns callback that fetches a new quote and update the state
@@ -151,6 +151,10 @@ export function useRefetchQuoteCallback() {
           getNewQuote(quoteParams)
         }
 
+        registerOnWindow({
+          getBestQuote: async () => getBestQuoteResolveOnlyLastCall({ ...params, strategy: priceStrategy }),
+        })
+
         // Get the quote
         // price can be null if fee > price
         const { cancelled, data } = await getBestQuoteResolveOnlyLastCall({ ...params, strategy: priceStrategy })

src/custom/hooks/useSwapCallback.ts

@@ -23,7 +23,7 @@ import { usePresignOrder, PresignOrder } from 'hooks/usePresignOrder'
 import { Web3Provider } from '@ethersproject/providers'
 import { useAppDataHash } from 'state/affiliate/hooks'
 
-const MAX_VALID_TO_EPOCH = BigNumber.from('0xFFFFFFFF').toNumber() // Max uint32 (Feb 07 2106 07:28:15 GMT+0100)
+export const MAX_VALID_TO_EPOCH = BigNumber.from('0xFFFFFFFF').toNumber() // Max uint32 (Feb 07 2106 07:28:15 GMT+0100)
 
 export function calculateValidTo(deadline: number): number {
   // Need the timestamp in seconds

src/custom/hooks/useUSDCPrice/index.ts

@@ -7,7 +7,6 @@ import { useBestV3TradeExactOut } from './useBestV3Trade' */
 import { useActiveWeb3React } from 'hooks/web3'
 
 import { supportedChainId } from 'utils/supportedChainId'
-import { getBestPrice } from 'utils/price'
 import { STABLECOIN_AMOUNT_OUT as STABLECOIN_AMOUNT_OUT_UNI } from 'hooks/useUSDCPrice'
 import { stringToCurrency } from 'state/swap/extension'
 import { USDC_XDAI } from 'utils/xdai/constants'
@@ -18,15 +17,22 @@ import { tryParseAmount } from 'state/swap/hooks'
 import { DEFAULT_NETWORK_FOR_LISTS } from 'constants/lists'
 import { currencyId } from 'utils/currencyId'
 import { USDC } from 'constants/tokens'
-import { useOrderValidTo } from 'state/user/hooks'
 import { useBlockNumber } from 'state/application/hooks'
+import useGetGpPriceStrategy from 'hooks/useGetGpPriceStrategy'
+import { MAX_VALID_TO_EPOCH } from 'hooks/useSwapCallback'
+import { useIsQuoteLoading } from 'state/price/hooks'
+import { onlyResolvesLast } from 'utils/async'
+import { getGpUsdcPrice } from 'utils/price'
 
 export * from '@src/hooks/useUSDCPrice'
 
-const STABLECOIN_AMOUNT_OUT: { [chainId: number]: CurrencyAmount<Token> } = {
+const getGpUsdcPriceResolveOnlyLastCall = onlyResolvesLast(getGpUsdcPrice)
+
+const STABLECOIN_AMOUNT_OUT: { [chain in SupportedChainId]: CurrencyAmount<Token> } = {
   ...STABLECOIN_AMOUNT_OUT_UNI,
   // MOD: lowers threshold from 100k to 100
   [SupportedChainId.MAINNET]: CurrencyAmount.fromRawAmount(USDC, 100e6),
+  [SupportedChainId.RINKEBY]: CurrencyAmount.fromRawAmount(USDC, 100e6),
   [SupportedChainId.XDAI]: CurrencyAmount.fromRawAmount(USDC_XDAI, 10_000e6),
 }
 
@@ -39,11 +45,12 @@ export default function useUSDCPrice(currency?: Currency) {
   const [error, setError] = useState<Error | null>(null)
 
   const { chainId, account } = useActiveWeb3React()
-  const { validTo } = useOrderValidTo()
-  const blockNumber = useBlockNumber()
+  // use quote loading as a price update dependency
+  const isQuoteLoading = useIsQuoteLoading()
+  const strategy = useGetGpPriceStrategy()
 
-  const amountOut = chainId ? STABLECOIN_AMOUNT_OUT[chainId] : undefined
-  const stablecoin = amountOut?.currency
+  const sellTokenAddress = currency?.wrapped.address
+  const sellTokenDecimals = currency?.wrapped.decimals
 
   /* 
   const v2USDCTrade = useV2TradeExactOut(currency, amountOut, {
@@ -75,39 +82,46 @@ export default function useUSDCPrice(currency?: Currency) {
   */
 
   useEffect(() => {
-    const isSupportedChain = supportedChainId(chainId)
-    if (!isSupportedChain || !currency || !amountOut || !stablecoin) return
+    const supportedChain = supportedChainId(chainId)
+    if (!isQuoteLoading || !supportedChain || !sellTokenAddress || !sellTokenDecimals) return
 
-    const params = {
-      baseToken: stablecoin.address,
-      quoteToken: currency.wrapped.address,
+    const baseAmount = STABLECOIN_AMOUNT_OUT[supportedChain]
+    const stablecoin = baseAmount.currency
+
+    const quoteParams = {
+      buyToken: stablecoin.address,
+      sellToken: sellTokenAddress,
       kind: OrderKind.BUY,
-      amount: amountOut.quotient.toString(),
-      chainId: isSupportedChain,
-      fromDecimals: currency.decimals,
+      amount: baseAmount.quotient.toString(),
+      chainId: supportedChain,
+      fromDecimals: sellTokenDecimals,
       toDecimals: stablecoin.decimals,
       userAddress: account,
-      validTo,
+      // we dont care about validTo here, just use max
+      validTo: MAX_VALID_TO_EPOCH,
     }
 
-    if (currency.wrapped.equals(stablecoin)) {
+    // tokens are the same, it's 1:1
+    if (sellTokenAddress === stablecoin.address) {
       const price = new Price(stablecoin, stablecoin, '1', '1')
       return setBestUsdPrice(price)
     } else {
-      getBestPrice(params)
-        .then((winningPrice) => {
+      getGpUsdcPriceResolveOnlyLastCall({ strategy, quoteParams })
+        .then(({ cancelled, data: quote }) => {
+          if (cancelled) return
+
           // reset the error
           setError(null)
 
           let price: Price<Token, Currency> | null
           // Response can include a null price amount
           // e.g fee > input error
-          if (!winningPrice.amount) {
+          if (!quote) {
             price = null
           } else {
             price = new Price({
-              baseAmount: amountOut,
-              quoteAmount: stringToCurrency(winningPrice.amount, currency),
+              baseAmount,
+              quoteAmount: stringToCurrency(quote, stablecoin),
             })
             console.debug(
               '[useBestUSDCPrice] Best USDC price amount',
@@ -126,7 +140,7 @@ export default function useUSDCPrice(currency?: Currency) {
           })
         })
     }
-  }, [amountOut, chainId, currency, stablecoin, account, validTo, blockNumber])
+  }, [account, isQuoteLoading, chainId, strategy, sellTokenAddress, sellTokenDecimals])
 
   return { price: bestUsdPrice, error }
 }