feat: cowswap executeTrade and getTradeTxs methods (shapeshift#868)

* feat: implements cowswapper skeleton

* feat: implements getUsdRate method

* fix: review comments

* fix: review comments

* feat: start implement filterBuyAssetsBySellAssetId and filterAssetIdsBySellable

* fix: issues after merge main

* fix: review comment

* fix: review comments

* feat: polish filtering functions and implements getCowSwapMinMax

* fix: lint

* fix: brackets

* feat: add comment

* feat: wip cow swap trade quote

* feat: implements cow swap quote trade

* feat: wip gas price and tests

* feat: fee estimate for trade quote

* feat: unit tests

* feat: implements buildTrade for cowswap

* fix: integration issues when used in web

* fix: unit test

* fix unit tests

* feat: implements buildTrade

* fix: couple issues with approval

* feat: implements executeTrade without signature

* wip: signature

* feat: order signing wip

* fix: merge

* fix: previous review comments

* feat: wip execute trade

* fix: build

* fix: naming convention for methods

* fix: validTo errors from api

* fix: naming conventions

* feat: finish implementing execute trade and unit tests

* feat: implements getTradeTxs

* feat: polish getTradeTxs and add tests

* fix: max trade issue and trade fee display issue

* feat: commenting

* fix: review comments

* feat: update hdwallet core dependency

* fix: incorrect fees for quote

package.json

@@ -34,8 +34,8 @@
     "@commitlint/config-conventional": "^13.1.0",
     "@semantic-release/changelog": "^5.0.1",
     "@semantic-release/git": "^9.0.0",
-    "@shapeshiftoss/hdwallet-core": "^1.23.0",
-    "@shapeshiftoss/hdwallet-native": "^1.23.0",
+    "@shapeshiftoss/hdwallet-core": "^1.27.0",
+    "@shapeshiftoss/hdwallet-native": "^1.27.0",
     "@types/jest": "^27.0.1",
     "@types/lodash": "^4.14.182",
     "@types/node": "^14.17.3",

packages/chain-adapters/package.json

@@ -38,16 +38,16 @@
   },
   "peerDependencies": {
     "@shapeshiftoss/caip": "^6.2.0",
-    "@shapeshiftoss/hdwallet-core": "^1.26.0",
-    "@shapeshiftoss/hdwallet-native": "^1.26.0",
+    "@shapeshiftoss/hdwallet-core": "^1.27.0",
+    "@shapeshiftoss/hdwallet-native": "^1.27.0",
     "@shapeshiftoss/types": "^7.0.0",
     "@shapeshiftoss/unchained-client": "^9.0.1",
     "bs58check": "^2.0.2"
   },
   "devDependencies": {
     "@shapeshiftoss/caip": "^6.2.0",
-    "@shapeshiftoss/hdwallet-core": "^1.26.0",
-    "@shapeshiftoss/hdwallet-native": "^1.26.0",
+    "@shapeshiftoss/hdwallet-core": "^1.27.0",
+    "@shapeshiftoss/hdwallet-native": "^1.27.0",
     "@shapeshiftoss/types": "^7.0.0",
     "@shapeshiftoss/unchained-client": "^9.0.1",
     "@types/bs58check": "^2.1.0",

packages/swapper/package.json

@@ -34,15 +34,15 @@
     "@shapeshiftoss/caip": "^6.2.0",
     "@shapeshiftoss/chain-adapters": "^7.2.0",
     "@shapeshiftoss/errors": "^1.1.2",
-    "@shapeshiftoss/hdwallet-core": "^1.23.0",
+    "@shapeshiftoss/hdwallet-core": "^1.27.0",
     "@shapeshiftoss/types": "^7.0.0"
   },
   "devDependencies": {
     "@shapeshiftoss/asset-service": "^6.2.1",
     "@shapeshiftoss/caip": "^6.2.0",
     "@shapeshiftoss/chain-adapters": "^7.2.0",
     "@shapeshiftoss/errors": "^1.1.2",
-    "@shapeshiftoss/hdwallet-core": "^1.23.0",
+    "@shapeshiftoss/hdwallet-core": "^1.27.0",
     "@shapeshiftoss/types": "^7.0.0",
     "@types/readline-sync": "^1.4.4",
     "readline-sync": "^1.4.10",

packages/swapper/src/api.ts

@@ -186,7 +186,8 @@ export enum SwapErrorTypes {
   VALIDATION_FAILED = 'VALIDATION_FAILED',
   MAKE_MEMO_FAILED = 'MAKE_MEMO_FAILED',
   PRICE_RATIO_FAILED = 'PRICE_RATIO_FAILED',
-  POOL_NOT_FOUND = 'POOL_NOT_FOUND'
+  POOL_NOT_FOUND = 'POOL_NOT_FOUND',
+  GET_TRADE_TXS_FAILED = 'GET_TRADE_TXS_FAILED'
 }
 
 export interface Swapper<T extends ChainId> {

packages/swapper/src/swappers/cow/CowSwapper.test.ts

@@ -1,15 +1,19 @@
 import { ethereum } from '@shapeshiftoss/chain-adapters'
 import { HDWallet } from '@shapeshiftoss/hdwallet-core'
+import { KnownChainIds } from '@shapeshiftoss/types'
 import Web3 from 'web3'
 
-import { SwapperType } from '../../api'
+import { SwapperType, TradeResult } from '../../api'
 import { BTC, ETH, FOX, WBTC, WETH } from '../utils/test-data/assets'
 import { setupBuildTrade, setupQuote } from '../utils/test-data/setupSwapQuote'
 import { cowApprovalNeeded } from './cowApprovalNeeded/cowApprovalNeeded'
 import { cowApproveInfinite } from './cowApproveInfinite/cowApproveInfinite'
 import { cowBuildTrade } from './cowBuildTrade/cowBuildTrade'
+import { cowExecuteTrade } from './cowExecuteTrade/cowExecuteTrade'
+import { cowGetTradeTxs } from './cowGetTradeTxs/cowGetTradeTxs'
 import { CowSwapper, CowSwapperDeps } from './CowSwapper'
 import { getCowSwapTradeQuote } from './getCowSwapTradeQuote/getCowSwapTradeQuote'
+import { CowTrade } from './types'
 import { getUsdRate } from './utils/helpers/helpers'
 
 jest.mock('./utils/helpers/helpers')
@@ -37,6 +41,14 @@ jest.mock('./cowBuildTrade/cowBuildTrade', () => ({
   cowBuildTrade: jest.fn()
 }))
 
+jest.mock('./cowExecuteTrade/cowExecuteTrade', () => ({
+  cowExecuteTrade: jest.fn()
+}))
+
+jest.mock('./cowGetTradeTxs/cowGetTradeTxs', () => ({
+  cowGetTradeTxs: jest.fn()
+}))
+
 const ASSET_IDS = [ETH.assetId, WBTC.assetId, WETH.assetId, BTC.assetId, FOX.assetId]
 
 describe('CowSwapper', () => {
@@ -176,4 +188,44 @@ describe('CowSwapper', () => {
       expect(cowApproveInfinite).toHaveBeenCalledWith(COW_SWAPPER_DEPS, args)
     })
   })
+
+  describe('executeTrade', () => {
+    it('calls executeTrade on swapper.buildTrade', async () => {
+      const cowSwapTrade: CowTrade<KnownChainIds.EthereumMainnet> = {
+        sellAmount: '1000000000000000000',
+        buyAmount: '14501811818247595090576',
+        sources: [{ name: 'CowSwap', proportion: '1' }],
+        buyAsset: FOX,
+        sellAsset: WETH,
+        sellAssetAccountNumber: 0,
+        receiveAddress: 'address11',
+        feeAmountInSellToken: '14557942658757988',
+        rate: '14716.04718939437505555958',
+        feeData: {
+          fee: '14557942658757988',
+          chainSpecific: {
+            estimatedGas: '100000',
+            gasPrice: '79036500000'
+          },
+          tradeFee: '0'
+        },
+        sellAmountWithoutFee: '985442057341242012'
+      }
+      const args = { trade: cowSwapTrade, wallet }
+      await swapper.executeTrade(args)
+      expect(cowExecuteTrade).toHaveBeenCalledTimes(1)
+      expect(cowExecuteTrade).toHaveBeenCalledWith(COW_SWAPPER_DEPS, args)
+    })
+  })
+
+  describe('getTradeTxs', () => {
+    it('calls cowGetTradeTxs on swapper.getTradeTxs', async () => {
+      const args: TradeResult = {
+        tradeId: 'tradeId789456'
+      }
+      await swapper.getTradeTxs(args)
+      expect(cowGetTradeTxs).toHaveBeenCalledTimes(1)
+      expect(cowGetTradeTxs).toHaveBeenCalledWith(COW_SWAPPER_DEPS, args)
+    })
+  })
 })

packages/swapper/src/swappers/cow/CowSwapper.ts

@@ -13,15 +13,17 @@ import {
   GetTradeQuoteInput,
   Swapper,
   SwapperType,
-  Trade,
   TradeQuote,
   TradeResult,
   TradeTxs
 } from '../../api'
 import { cowApprovalNeeded } from './cowApprovalNeeded/cowApprovalNeeded'
 import { cowApproveInfinite } from './cowApproveInfinite/cowApproveInfinite'
 import { cowBuildTrade } from './cowBuildTrade/cowBuildTrade'
+import { cowExecuteTrade } from './cowExecuteTrade/cowExecuteTrade'
+import { cowGetTradeTxs } from './cowGetTradeTxs/cowGetTradeTxs'
 import { getCowSwapTradeQuote } from './getCowSwapTradeQuote/getCowSwapTradeQuote'
+import { CowTrade } from './types'
 import { COWSWAP_UNSUPPORTED_ASSETS } from './utils/blacklist'
 import { getUsdRate } from './utils/helpers/helpers'
 
@@ -48,7 +50,7 @@ export class CowSwapper implements Swapper<KnownChainIds.EthereumMainnet> {
     return SwapperType.CowSwap
   }
 
-  async buildTrade(args: BuildTradeInput): Promise<Trade<KnownChainIds.EthereumMainnet>> {
+  async buildTrade(args: BuildTradeInput): Promise<CowTrade<KnownChainIds.EthereumMainnet>> {
     return cowBuildTrade(this.deps, args)
   }
 
@@ -63,8 +65,7 @@ export class CowSwapper implements Swapper<KnownChainIds.EthereumMainnet> {
   }
 
   async executeTrade(args: ExecuteTradeInput<KnownChainIds.EthereumMainnet>): Promise<TradeResult> {
-    console.info(args)
-    throw new Error('CowSwapper: executeTrade unimplemented')
+    return cowExecuteTrade(this.deps, args)
   }
 
   async approvalNeeded(
@@ -101,7 +102,7 @@ export class CowSwapper implements Swapper<KnownChainIds.EthereumMainnet> {
     )
   }
 
-  async getTradeTxs(): Promise<TradeTxs> {
-    throw new Error('CowSwapper: executeTrade unimplemented')
+  async getTradeTxs(args: TradeResult): Promise<TradeTxs> {
+    return cowGetTradeTxs(this.deps, args)
   }
 }

packages/swapper/src/swappers/cow/cowBuildTrade/cowBuildTrade.test.ts

@@ -3,11 +3,12 @@ import { HDWallet } from '@shapeshiftoss/hdwallet-core'
 import { Asset, KnownChainIds } from '@shapeshiftoss/types'
 import Web3 from 'web3'
 
-import { BuildTradeInput, Trade } from '../../../api'
+import { BuildTradeInput } from '../../../api'
 import { bn } from '../../utils/bignumber'
 import { GetAllowanceRequiredArgs } from '../../utils/helpers/helpers'
 import { ETH, FOX, WBTC, WETH } from '../../utils/test-data/assets'
 import { CowSwapperDeps } from '../CowSwapper'
+import { CowTrade } from '../types'
 import { cowService } from '../utils/cowService'
 import { CowSwapQuoteApiInput } from '../utils/helpers/helpers'
 import { cowBuildTrade } from './cowBuildTrade'
@@ -95,43 +96,47 @@ const expectedApiInputWbtcToWeth: CowSwapQuoteApiInput = {
   validTo: 1656797787
 }
 
-const expectedTradeWethToFox: Trade<KnownChainIds.EthereumMainnet> = {
+const expectedTradeWethToFox: CowTrade<KnownChainIds.EthereumMainnet> = {
   rate: '14716.04718939437505555958', // 14716 FOX per WETH
   feeData: {
-    fee: '14557942658757988', // fee in WETH
+    fee: '0',
     chainSpecific: {
       estimatedGas: '100000',
       gasPrice: '79036500000'
     },
-    tradeFee: '0'
+    tradeFee: '17.95954294012756741283729339486489192096'
   },
   sellAmount: '1000000000000000000',
   buyAmount: '14501811818247595090576', // 14501 FOX
   sources: [{ name: 'CowSwap', proportion: '1' }],
   buyAsset: FOX,
   sellAsset: WETH,
   sellAssetAccountNumber: 0,
-  receiveAddress: 'address11'
+  receiveAddress: 'address11',
+  feeAmountInSellToken: '14557942658757988',
+  sellAmountWithoutFee: '985442057341242012'
 }
 
-const expectedTradeQuoteWbtcToWethWithApprovalFee: Trade<KnownChainIds.EthereumMainnet> = {
+const expectedTradeQuoteWbtcToWethWithApprovalFee: CowTrade<KnownChainIds.EthereumMainnet> = {
   rate: '19.13939810252384532346', // 19.14 WETH per WBTC
   feeData: {
-    fee: '2931322143956216.36', // fee in WETH
+    fee: '0',
     chainSpecific: {
       estimatedGas: '100000',
       gasPrice: '79036500000',
       approvalFee: '7903650000000000'
     },
-    tradeFee: '0'
+    tradeFee: '3.6162531444'
   },
   sellAmount: '100000000',
   buyAmount: '19136098853078932263', // 19.13 WETH
   sources: [{ name: 'CowSwap', proportion: '1' }],
   buyAsset: WETH,
   sellAsset: WBTC,
   sellAssetAccountNumber: 0,
-  receiveAddress: 'address11'
+  receiveAddress: 'address11',
+  feeAmountInSellToken: '17238',
+  sellAmountWithoutFee: '99982762'
 }
 
 const defaultDeps: CowSwapperDeps = {

packages/swapper/src/swappers/cow/cowBuildTrade/cowBuildTrade.ts

@@ -2,7 +2,7 @@ import { fromAssetId } from '@shapeshiftoss/caip'
 import { KnownChainIds } from '@shapeshiftoss/types'
 import { AxiosResponse } from 'axios'
 
-import { BuildTradeInput, SwapError, SwapErrorTypes, Trade } from '../../../api'
+import { BuildTradeInput, SwapError, SwapErrorTypes } from '../../../api'
 import { erc20AllowanceAbi } from '../../utils/abi/erc20Allowance-abi'
 import { bn, bnOrZero } from '../../utils/bignumber'
 import {
@@ -11,7 +11,7 @@ import {
   normalizeAmount
 } from '../../utils/helpers/helpers'
 import { CowSwapperDeps } from '../CowSwapper'
-import { CowSwapQuoteResponse } from '../types'
+import { CowSwapQuoteResponse, CowTrade } from '../types'
 import {
   COW_SWAP_VAULT_RELAYER_ADDRESS,
   DEFAULT_APP_DATA,
@@ -24,10 +24,10 @@ import { getNowPlusThirtyMinutesTimestamp, getUsdRate } from '../utils/helpers/h
 export async function cowBuildTrade(
   deps: CowSwapperDeps,
   input: BuildTradeInput
-): Promise<Trade<KnownChainIds.EthereumMainnet>> {
+): Promise<CowTrade<KnownChainIds.EthereumMainnet>> {
   try {
     const { sellAsset, buyAsset, sellAmount, sellAssetAccountNumber, wallet } = input
-    const { adapter, feeAsset, web3 } = deps
+    const { adapter, web3 } = deps
 
     const { assetReference: sellAssetErc20Address, assetNamespace: sellAssetNamespace } =
       fromAssetId(sellAsset.assetId)
@@ -86,50 +86,41 @@ export async function cowBuildTrade(
       contractAddress: sellAssetErc20Address
     })
 
-    const [feeDataOptions, feeAssetUsdRate, sellAssetUsdRate] = await Promise.all([
+    const [feeDataOptions, sellAssetUsdRate] = await Promise.all([
       adapter.getFeeData({
         to: sellAssetErc20Address,
         value: '0',
         chainSpecific: { from: receiveAddress, contractData: data }
       }),
-      getUsdRate(deps, feeAsset),
       getUsdRate(deps, sellAsset)
     ])
     const feeData = feeDataOptions['fast']
 
-    // quote.feeAmount is expressed in sellAsset token
-    // We need fee to be expressed in feeAsset token
-    // feeInFeeAsset * feeAssetUsdRate = feeInSellAsset * sellAssetUsdRate
-    // hence feeInFeeAsset = feeInSellAsset * sellAssetUsdRate / feeAssetUsdRate
-    const feeInSellAsset = bnOrZero(quote.feeAmount).div(
-      bn(10).exponentiatedBy(sellAsset.precision)
-    )
-
-    // feeInFeeAsset = feeInSellAsset * sellAssetUsdRate / feeAssetUsdRate
-    const feeInFeeAsset = feeInSellAsset
+    // calculating trade fee in USD
+    const tradeFeeFiat = bnOrZero(quote.feeAmount)
+      .div(bn(10).exponentiatedBy(sellAsset.precision))
       .multipliedBy(bnOrZero(sellAssetUsdRate))
-      .div(bnOrZero(feeAssetUsdRate))
+      .toString()
 
-    // taking precision into account
-    const fee = feeInFeeAsset.multipliedBy(bn(10).exponentiatedBy(feeAsset.precision)).toString()
-
-    const trade: Trade<KnownChainIds.EthereumMainnet> = {
+    const trade: CowTrade<KnownChainIds.EthereumMainnet> = {
       rate,
       feeData: {
-        fee,
+        fee: '0', // no miner fee for CowSwap
         chainSpecific: {
           estimatedGas: feeData.chainSpecific.gasLimit,
           gasPrice: feeData.chainSpecific.gasPrice
         },
-        tradeFee: '0'
+        tradeFee: tradeFeeFiat
       },
       sellAmount: normalizedSellAmount,
       buyAmount: quote.buyAmount,
       sources: DEFAULT_SOURCE,
       buyAsset,
       sellAsset,
       sellAssetAccountNumber,
-      receiveAddress
+      receiveAddress,
+      feeAmountInSellToken: quote.feeAmount,
+      sellAmountWithoutFee: quote.sellAmount
     }
 
     const allowanceRequired = await getAllowanceRequired({