@depay/web3-exchanges

Quickstart

yarn add @depay/web3-exchanges

or

npm install --save @depay/web3-exchanges

import Exchanges from '@depay/web3-exchanges'

Exchanges.uniswap_v2
Exchanges.orca

// scoped

Exchanges.ethereum.uniswap_v2 // Ethereum scoped uniswap_v2
Exchanges.solana.orca

let routes

routes = await Exchanges.route({
  blockchain: 'ethereum',
  tokenIn: '0xa0bEd124a09ac2Bd941b10349d8d224fe3c955eb',
  tokenOut: '0xdAC17F958D2ee523a2206206994597C13D831ec7',
  amountIn: 1
})

routes = await Exchanges.route({
  blockchain: 'solana',
  tokenIn: 'Es9vMFrzaCERmJfrF4H2FYD4KCoNkY11McCe8BenwNYB',
  tokenOut: '4k3Dyjzvzp8eMZWUXbBCjEvwSkkk59S5iCNLY3QrkX6R',
  amountIn: 1
})

import { getWallets } from '@depay/web3-wallets'

const wallet = getWallets()[0]
const account = await wallet.account()

// check if prep is required to facilitate swap/exchange
const preparation = await route.getPrep({ account })

let permit2
if(prep?.transaction) {
  await wallet.sendTransaction(prep.transaction)
} else if (prep?.signature) {
  let signature = await wallet.sign(prep.signature)
  permit2 = {...prep.signature.message, signature}
}

// use connected wallet to sign and send the swap transaction
const transaction = await route.getTransaction({ account, permit2 })
wallet.sendTransaction(transaction)

Support

This library supports the following blockchains:

• Ethereum
• BNB Smart Chain
• Polygon
• Solana
• Optimism
• Arbitrum
• Fantom
• Avalanche
• Gnosis
• Base
• Worldchain

This library supports the following decentralized exchanges:

Ethereum:

• Uniswap v3
• Uniswap v2
• WETH

BNB Smart Chain:

• PancakeSwap v3
• Uniswap v3
• PancakeSwap v2
• WBNB

Polygon:

• Uniswap v3
• Quickswap
• WMATIC

Solana:

• Orca

Optimism:

• Uniswap v3
• WETH

Base:

• Uniswap v3
• WETH

Arbitrum:

• Uniswap v3
• WETH

Fantom:

• SpookySwap
• WFTM

Avalanche:

• Trader Joe v2.1
• WAVAX

Gnosis:

• Honeyswap
• WXDAI

Platform specific packaging

In case you want to use and package only specific platforms, use the platform-specific package:

EVM platform specific packaging

import Exchanges from '@depay/web3-exchanges-evm'

Solana platform specific packaging

import Exchanges from '@depay/web3-exchanges-solana'

Data Structures

Exchange

Decentralized exchange data is provided in the following structure:

{
  name: String (e.g. uniswap_v2)
  label: String (e.g. Uniswap v2)
  logo: String (base64 encoded PNG)
  protocol: String (uniswap_v2, uniswap_v3 etc.)

  fee: Array (e.g. [100, 500, 3000, 10000]; available fee teirs on the exchange)
  slippage: Boolean (indicates if exchange has slippage)

  blockchains: String (e.g. ['ethereum'])
  [blockchain]: {
    router: Object (contains 'address' and 'api' to interact with the exchange router)
    factory: Object (contains 'address' and 'api' to interact with the exchange factory)
    pair: Object (contains 'api' to interact with an exchange pair)
    quoter: Object (contains 'address' and 'api' to interact with the exchange quoter)
  }
}

Swap

A Swap configuration is fed into the route function:

{
  blockchain: String (e.g. 'ethereum')
  tokenIn: String (e.g. '0xa0bEd124a09ac2Bd941b10349d8d224fe3c955eb')
  tokenOut: String (e.g. '0xdAC17F958D2ee523a2206206994597C13D831ec7')
  amountIn: Human Readable Number (e.g. 1.2 and converted internally to BigNumber) or BigNumber if passed as string
  amountInMax: Human Readable Number (e.g. 1.2 and converted internally to BigNumber) or BigNumber if passed as string
  amountOut: Human Readable Number (e.g. 1.2 and converted internally to BigNumber) or BigNumber if passed as string
  amountOutMin: Human Readable Number (e.g. 1.2 and converted internally to BigNumber) or BigNumber if passed as string
}

• tokenIn: The token put into the swap (out of wallet)
• amountIn: The exact amount of tokenIn put into the swap (out of wallet)
• amountInMax: The max. amount of tokenIn put into the swap (out of wallet)
• tokenOut: The token expected to come out of the swap (into wallet)
• amountOut: The exact amount of tokenOut expected to come out of the swap (into wallet)
• amountOutMin: The min. amount of tokenOut expected to come out of the swap (into wallet)

The following combinations of provided amounts are possible:

• Pass amountOutMin. Swap will return at least amountOutMin into the wallet. amountIn will be calculated automatically and can vary.
• Pass amountOut. Swap will take at max amountInMax out of the wallet (calculated based on provided, exact amountOut). amountInMax will be calculated automatically and can vary.
• Pass amountInMax. Swap will take at max amountInMax out of the wallet. amountOut will be calculated automatically and can vary.
• Pass amountIn. Swap will return at least amountOutMin into the the wallet (calculated based on provided, exact amountIn). amountOutMin will be calculated automatically and can vary.

Route

Routes are returned by calling route on Exchanges or a single exchange.

A single Route has the following structure:

{
  blockchain: String (e.g. 'ethereum')
  tokenIn: String (e.g. '0xa0bEd124a09ac2Bd941b10349d8d224fe3c955eb')
  decimalsIn: Integer (e.g. 18)
  tokenOut: String (e.g. '0xdAC17F958D2ee523a2206206994597C13D831ec7')
  decimalsOut: Integer (e.g. 18)
  path: Array (e.g. ['0xa0bEd124a09ac2Bd941b10349d8d224fe3c955eb', '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2', '0xdAC17F958D2ee523a2206206994597C13D831ec7'])
  pools: Object ([{ pool }])
  amountIn: BigNumber (e.g. '1000000000000000000')
  amountOutMin: BigNumber (e.g. '32000000000000000000')
  amountOut: BigNumber (e.g. '32000000000000000000')
  amountInMax: BigNumber (e.g. '1000000000000000000')
  exchange: Exchange (see [Exchange data structure](#exchange))
  getPrep: async function (returns transaction object for approvals or signature request for permit2)
  getTransaction: async function (returns transaction object –> see @depay/web3-wallets for details)
}

See @depay/web3-wallets for details about the transaction format.

Slippage

This library applies slippage strategies to amounts for the following combinations:

• If amountOutMin is provided, slippage is applied to amountIn.
• If amountOut is provided, slippage is applied to amountInMax.
• If amountInMax is provided, slippage is applied to amountOut.
• If amountIn is provided, slippage is applied to amountOutMax.

Auto Slippage

Auto slippage applies 0.5% default slippage.

For blockchains that allow to receive quotes for previous blocks (EVM), auto slippage additionally checks for:

• Extreme Direction

• Extreme Base Volatility

And applies a higher than default slippage (0.5%) if required.

Extreme Directional Price Change

If there is a clear directional change of the price for the last 3 blocks, the target price will be projected according to the velocity of the last 3 blocks.

Example Extreme Directional Price Change

Current Price: $1'500

Last 3 Blocks: $1'500, $1'470, $1'440

Velocity: $30 per block

Projection: $1'530

Slippage 2%

Slippage of 2% will be applied, because it's higher than default slippage.

For downwards projections slippage is not required as the transaction would not fail.

Extreme Base Volatility

If there is extreme base volatility in the last 3 blocks, none-directional, the target price will be the highest price over the last 3 blocks plus the smallest price change over the last 3 blocks.

Example Extreme Base Volatility

Current Price: $1'500

Last 3 Blocks: $1'500, $1'490, $1'520

Smallest Change: $10

Highest Price: $1'520

Projection: $1'530 ($1'520 + $10)

Slippage 2%

Slippage of 2% will be applied, because it's higher than default slippage.

Functionalities

Access exchange directly

import Exchanges from '@depay/web3-exchanges'

Exchanges.uniswap_v2

Access exchange scoped for a given blockchain

import Exchanges from '@depay/web3-exchanges'

Exchanges.arbitrum.uniswap_v3

route: Routes a Swap configuration and returns routes to perform the Swap

import Exchanges from '@depay/web3-exchanges'

let routes = Exchanges.route({
  blockchain: 'ethereum'
  tokenIn: '0xa0bEd124a09ac2Bd941b10349d8d224fe3c955eb',
  tokenOut: '0xdAC17F958D2ee523a2206206994597C13D831ec7',
  amountOutMin: 2
})

route can also be called on an exchange:

import Exchanges from '@depay/web3-exchanges'

let route = await Exchanges.ethereum.uniswap_v2.route({
  tokenIn: '0xa0bEd124a09ac2Bd941b10349d8d224fe3c955eb',
  tokenOut: '0xdAC17F958D2ee523a2206206994597C13D831ec7',
  amountIn: 1
})

Development

yarn install
yarn dev