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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,75 @@ | ||
| import invariant from "tiny-invariant" | ||
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| export const runtime = "edge" | ||
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| const TIME_TO_FILL_PATH = "time-to-fill" | ||
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| export type TimeToFillResponse = { | ||
| data?: { | ||
| estimatedMs: number | ||
| } | ||
| error?: string | ||
| } | ||
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| interface BotServerResponse { | ||
| data: number // milliseconds | ||
| } | ||
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| export async function GET(request: Request) { | ||
| try { | ||
| const BOT_SERVER_URL = process.env.BOT_SERVER_URL | ||
| invariant(BOT_SERVER_URL, "BOT_SERVER_URL is not set") | ||
| const BOT_SERVER_API_KEY = process.env.BOT_SERVER_API_KEY | ||
| invariant(BOT_SERVER_API_KEY, "BOT_SERVER_API_KEY is not set") | ||
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| const { searchParams } = new URL(request.url) | ||
| const amount = searchParams.get("amount") | ||
| const baseToken = searchParams.get("baseToken") | ||
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| if (!amount || !baseToken) { | ||
| return Response.json( | ||
| { | ||
| error: "Invalid amount or baseToken parameter", | ||
| } satisfies TimeToFillResponse, | ||
| { status: 400 }, | ||
| ) | ||
| } | ||
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| const url = new URL(`${BOT_SERVER_URL}/${TIME_TO_FILL_PATH}`) | ||
| url.searchParams.set("amount", amount) | ||
| url.searchParams.set("baseToken", baseToken) | ||
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| const res = await fetch(url, { | ||
| headers: { "x-api-key": BOT_SERVER_API_KEY }, | ||
| }) | ||
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| if (!res.ok) { | ||
| throw new Error( | ||
| `Bot server responded with status ${res.status}: ${res.statusText}`, | ||
| ) | ||
| } | ||
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| const data = (await res.json()) as BotServerResponse | ||
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| return Response.json( | ||
| { data: { estimatedMs: data.data } } satisfies TimeToFillResponse, | ||
| { status: 200 }, | ||
| ) | ||
| } catch (error) { | ||
| console.error("[TimeToFill API] Error:", { | ||
| name: error instanceof Error ? error.name : "Unknown", | ||
| message: error instanceof Error ? error.message : "Unknown error", | ||
| error, | ||
| }) | ||
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| return Response.json( | ||
| { | ||
| error: | ||
| error instanceof Error | ||
| ? error.message | ||
| : "Failed to fetch time to fill", | ||
| } satisfies TimeToFillResponse, | ||
| { status: 500 }, | ||
| ) | ||
| } | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,127 +1,39 @@ | ||
| import { useMemo } from "react" | ||
| import { useQuery } from "@tanstack/react-query" | ||
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| interface TokenConfig { | ||
| allocation: number // Quoter's allocation in USDC | ||
| firstFillValue: number // Amount that can be filled instantly | ||
| rematchDelayMs: number // Delay between fill attempts | ||
| fillLatency: { | ||
| first: number // Duration for first fills in ms | ||
| normal: number // Duration for normal fills in ms | ||
| priority: number // Duration for priority fills in ms | ||
| } | ||
| hourlyVolumeLimit: number | ||
| } | ||
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| // Token allocations in USDC | ||
| const ALLOCATIONS: Record<string, number> = { | ||
| WBTC: 11000, | ||
| WETH: 11000, | ||
| ARB: 1000, | ||
| GMX: 1000, | ||
| PENDLE: 3250, | ||
| LDO: 1000, | ||
| LINK: 1000, | ||
| CRV: 1000, | ||
| UNI: 1000, | ||
| ZRO: 1000, | ||
| LPT: 1000, | ||
| GRT: 1000, | ||
| COMP: 1000, | ||
| AAVE: 1000, | ||
| XAI: 1000, | ||
| RDNT: 1000, | ||
| ETHFI: 1000, | ||
| } | ||
|
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| // Default configuration | ||
| const DEFAULT_CONFIG: Omit<TokenConfig, "allocation"> = { | ||
| firstFillValue: 1000, // Default first fill amount | ||
| rematchDelayMs: 60_000, // 1 minute between fills | ||
| fillLatency: { | ||
| first: 1_000, // 1 second | ||
| normal: 30_000, // TODO: Verify this | ||
| priority: 54_000, // 54 seconds | ||
| }, | ||
| hourlyVolumeLimit: 10_000, | ||
| } | ||
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| // Token-specific configurations (override defaults) | ||
| const TOKEN_CONFIGS: Partial< | ||
| Record< | ||
| string, | ||
| Partial<Pick<TokenConfig, "firstFillValue" | "hourlyVolumeLimit">> | ||
| > | ||
| > = { | ||
| WETH: { | ||
| firstFillValue: 3000, | ||
| hourlyVolumeLimit: 200_000, | ||
| }, | ||
| WBTC: { | ||
| firstFillValue: 3000, | ||
| hourlyVolumeLimit: 200_000, | ||
| }, | ||
| PENDLE: { | ||
| firstFillValue: 1000, | ||
| hourlyVolumeLimit: 50_000, | ||
| }, | ||
| } | ||
| import { TimeToFillResponse } from "@/app/api/stats/time-to-fill/route" | ||
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| interface TimeToFillParams { | ||
| amount: number // Amount in USDC | ||
| baseToken: string // Base token identifier (e.g., "WETH") | ||
| includeVolumeLimit?: boolean | ||
| amount: string | ||
| baseToken: string | ||
| } | ||
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| export function useTimeToFill({ | ||
| amount, | ||
| baseToken, | ||
| includeVolumeLimit = false, | ||
| }: TimeToFillParams): number { | ||
| return useMemo(() => { | ||
| const allocation = ALLOCATIONS[baseToken] | ||
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| const config = { | ||
| ...DEFAULT_CONFIG, | ||
| ...(baseToken ? TOKEN_CONFIGS[baseToken] : {}), | ||
| allocation, | ||
| } | ||
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| // If amount is less than or equal to first fill threshold, return first fill duration | ||
| if (amount <= config.firstFillValue) { | ||
| return config.fillLatency.first | ||
| } | ||
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| // Calculate remaining amount after first fill | ||
| const remainingAmount = amount - config.firstFillValue | ||
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| // Determine if this is a priority fill (amount > 2x allocation) | ||
| const isPriorityFill = amount > allocation * 2 | ||
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| // Calculate fill amount per interval | ||
| // For priority fills: use 2x allocation | ||
| // For normal fills: use allocation | ||
| const fillPerInterval = isPriorityFill ? allocation * 2 : allocation | ||
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| // Calculate number of intervals needed | ||
| const intervalsNeeded = Math.ceil(remainingAmount / fillPerInterval) | ||
| export function useTimeToFill({ amount, baseToken }: TimeToFillParams) { | ||
| return useQuery({ | ||
| queryKey: ["timeToFill", amount, baseToken], | ||
| queryFn: async () => { | ||
| const searchParams = new URLSearchParams({ | ||
| amount, | ||
| baseToken, | ||
| }) | ||
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| const response = await fetch(`/api/stats/time-to-fill?${searchParams}`) | ||
| if (!response.ok) { | ||
| const error = await response.json() | ||
| throw new Error(error.error || "Failed to fetch time to fill") | ||
| } | ||
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| // Use appropriate fill duration based on priority | ||
| const fillLatency = isPriorityFill | ||
| ? config.fillLatency.priority | ||
| : config.fillLatency.normal | ||
| const { data, error } = (await response.json()) as TimeToFillResponse | ||
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| const baseDelay = | ||
| config.fillLatency.first + | ||
| intervalsNeeded * (config.rematchDelayMs + fillLatency) | ||
| if (error) { | ||
| throw new Error(error) | ||
| } | ||
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| if (includeVolumeLimit) { | ||
| // Conservatively calculate how many full hours are needed based on amount vs hourly limit | ||
| const hoursNeeded = Math.ceil(amount / config.hourlyVolumeLimit) | ||
| if (hoursNeeded > 1) { | ||
| return baseDelay + (hoursNeeded - 1) * 3600 * 1000 | ||
| if (!data) { | ||
| throw new Error("No data received") | ||
| } | ||
| } | ||
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| return baseDelay | ||
| }, [amount, baseToken, includeVolumeLimit]) | ||
| return data.estimatedMs | ||
| }, | ||
| enabled: Boolean(amount && baseToken), | ||
| }) | ||
| } |