feat(twap): generate all part orders (#2759)

src/api/gnosisProtocol/hooks.ts

@@ -115,12 +115,6 @@ function useTwapChildOrders(prodOrders: EnrichedOrder[] | undefined): OrderWithC
   }, [twapParticleOrders, prodOrders])
 }
 
-export function useHasOrders(account?: string | null): boolean | undefined {
-  const gpOrders = useGpOrders(account)
-
-  return (gpOrders?.length || 0) > 0
-}
-
 export type UseSurplusAmountResult = {
   surplusAmount: Nullish<CurrencyAmount<Currency>>
   isLoading: boolean

src/common/types.ts

@@ -19,7 +19,7 @@ export type OrderWithComposableCowInfo = {
 
 export type SafeTransactionParams = {
   submissionDate: string
-  executionDate: string
+  executionDate: string | null
   isExecuted: boolean
   nonce: number
   confirmationsRequired: number

src/modules/twap/containers/TwapFormWidget/index.tsx

@@ -28,6 +28,7 @@ import { partsStateAtom } from '../../state/partsStateAtom'
 import { twapTimeIntervalAtom } from '../../state/twapOrderAtom'
 import { twapOrdersSettingsAtom, updateTwapOrdersSettingsAtom } from '../../state/twapOrdersSettingsAtom'
 import { FallbackHandlerVerificationUpdater } from '../../updaters/FallbackHandlerVerificationUpdater'
+import { PartOrdersUpdater } from '../../updaters/PartOrdersUpdater'
 import { TwapOrdersUpdater } from '../../updaters/TwapOrdersUpdater'
 import { deadlinePartsDisplay } from '../../utils/deadlinePartsDisplay'
 import { ActionButtons } from '../ActionButtons'
@@ -82,6 +83,7 @@ export function TwapFormWidget() {
     <>
       <QuoteObserverUpdater />
       <FallbackHandlerVerificationUpdater />
+      <PartOrdersUpdater />
       {shouldLoadTwapOrders && (
         <TwapOrdersUpdater composableCowContract={composableCowContract} safeAddress={account} chainId={chainId} />
       )}

src/modules/twap/state/twapPartOrdersAtom.ts

@@ -3,29 +3,19 @@ import { atomWithStorage } from 'jotai/utils'
 
 import { OrderParameters, SupportedChainId } from '@cowprotocol/cow-sdk'
 
-import deepEqual from 'fast-deep-equal'
-
 import { walletInfoAtom } from 'modules/wallet/api/state'
 
 export interface TwapPartOrderItem {
   uid: string
+  index: number
   chainId: SupportedChainId
   safeAddress: string
   twapOrderId: string
   order: OrderParameters
-  signature: string
 }
-export type TwapPartOrders = { [twapOrderHash: string]: TwapPartOrderItem }
-
-export const twapPartOrdersAtom = atomWithStorage<TwapPartOrders>('twap-part-orders-list:v1', {})
+export type TwapPartOrders = { [twapOrderHash: string]: TwapPartOrderItem[] }
 
-export const updateTwapPartOrdersAtom = atom(null, (get, set, nextState: TwapPartOrders) => {
-  const currentState = get(twapPartOrdersAtom)
-
-  if (!deepEqual(currentState, nextState)) {
-    set(twapPartOrdersAtom, nextState)
-  }
-})
+export const twapPartOrdersAtom = atomWithStorage<TwapPartOrders>('twap-part-orders-list:v2', {})
 
 export const twapPartOrdersListAtom = atom<TwapPartOrderItem[]>((get) => {
   const { account, chainId } = get(walletInfoAtom)
@@ -34,7 +24,7 @@ export const twapPartOrdersListAtom = atom<TwapPartOrderItem[]>((get) => {
 
   const accountLowerCase = account.toLowerCase()
 
-  return Object.values(get(twapPartOrdersAtom)).filter(
-    (order) => order.safeAddress === accountLowerCase && order.chainId === chainId
-  )
+  const orders = Object.values(get(twapPartOrdersAtom))
+
+  return orders.flat().filter((order) => order.safeAddress === accountLowerCase && order.chainId === chainId)
 })

src/modules/twap/updaters/PartOrdersUpdater.tsx

@@ -0,0 +1,120 @@
+import { useAtomValue, useUpdateAtom } from 'jotai/utils'
+import { useEffect } from 'react'
+
+import { Order } from '@cowprotocol/contracts'
+import { OrderParameters, SupportedChainId } from '@cowprotocol/cow-sdk'
+
+import { isTruthy } from 'legacy/utils/misc'
+
+import { useWalletInfo } from 'modules/wallet'
+
+import { computeOrderUid } from 'utils/orderUtils/computeOrderUid'
+
+import { twapOrdersListAtom } from '../state/twapOrdersListAtom'
+import { TwapPartOrderItem, twapPartOrdersAtom } from '../state/twapPartOrdersAtom'
+import { TwapOrderItem } from '../types'
+
+export function PartOrdersUpdater() {
+  const { chainId, account } = useWalletInfo()
+  const twapOrdersList = useAtomValue(twapOrdersListAtom)
+  const updateTwapPartOrders = useUpdateAtom(twapPartOrdersAtom)
+
+  useEffect(() => {
+    if (!chainId || !account) return
+
+    const accountLowerCase = account.toLowerCase()
+    const twapOrders = Object.values(twapOrdersList)
+
+    const ordersParts$ = twapOrders.map((twapOrder) => {
+      return generateTwapOrderParts(twapOrder, accountLowerCase, chainId)
+    })
+
+    Promise.all(ordersParts$).then((ordersParts) => {
+      const ordersMap = ordersParts.reduce((acc, item) => {
+        return {
+          ...acc,
+          ...item,
+        }
+      }, {})
+
+      updateTwapPartOrders(ordersMap)
+    })
+  }, [chainId, account, twapOrdersList, updateTwapPartOrders])
+
+  return null
+}
+
+async function generateTwapOrderParts(
+  twapOrder: TwapOrderItem,
+  safeAddress: string,
+  chainId: SupportedChainId
+): Promise<{ [id: string]: TwapPartOrderItem[] }> {
+  const twapOrderId = twapOrder.id
+
+  const parts = [...new Array(twapOrder.order.n)]
+    .map((_, index) => createPartOrderFromParent(twapOrder, index))
+    .filter(isTruthy)
+
+  const ids = await Promise.all(parts.map((part) => computeOrderUid(chainId, safeAddress, part as Order)))
+
+  return {
+    [twapOrderId]: ids.map<TwapPartOrderItem>((uid, index) => {
+      return {
+        uid,
+        index,
+        twapOrderId,
+        chainId,
+        safeAddress,
+        order: parts[index],
+      }
+    }),
+  }
+}
+
+function createPartOrderFromParent(twapOrder: TwapOrderItem, index: number): OrderParameters | null {
+  const executionDate = twapOrder.safeTxParams?.executionDate
+
+  if (!executionDate) {
+    return null
+  }
+
+  const blockTimestamp = new Date(executionDate)
+
+  return {
+    sellToken: twapOrder.order.sellToken,
+    buyToken: twapOrder.order.buyToken,
+    receiver: twapOrder.order.receiver,
+    sellAmount: twapOrder.order.partSellAmount,
+    buyAmount: twapOrder.order.minPartLimit,
+    validTo: calculateValidTo({
+      part: index,
+      startTime: Math.ceil(blockTimestamp.getTime() / 1000),
+      span: twapOrder.order.span,
+      frequency: twapOrder.order.t,
+    }),
+    appData: twapOrder.order.appData,
+    feeAmount: '0',
+    kind: 'sell',
+    partiallyFillable: false,
+    sellTokenBalance: 'erc20',
+    buyTokenBalance: 'erc20',
+  } as OrderParameters
+}
+
+function calculateValidTo({
+  part,
+  startTime,
+  frequency,
+  span,
+}: {
+  part: number
+  startTime: number
+  frequency: number
+  span: number
+}): number {
+  if (span === 0) {
+    return startTime + (part + 1) * frequency - 1
+  }
+
+  return startTime + part * frequency + span - 1
+}

src/modules/twap/updaters/TwapOrdersUpdater.tsx

@@ -8,11 +8,9 @@ import { isTruthy } from 'legacy/utils/misc'
 
 import { TWAP_PENDING_STATUSES } from '../const'
 import { useFetchTwapOrdersFromSafe } from '../hooks/useFetchTwapOrdersFromSafe'
-import { useFetchTwapPartOrders } from '../hooks/useFetchTwapPartOrders'
 import { useTwapDiscreteOrders } from '../hooks/useTwapDiscreteOrders'
 import { useTwapOrdersAuthMulticall } from '../hooks/useTwapOrdersAuthMulticall'
 import { twapOrdersListAtom, updateTwapOrdersListAtom } from '../state/twapOrdersListAtom'
-import { updateTwapPartOrdersAtom } from '../state/twapPartOrdersAtom'
 import { TwapOrderInfo } from '../types'
 import { buildTwapOrdersItems } from '../utils/buildTwapOrdersItems'
 import { getConditionalOrderId } from '../utils/getConditionalOrderId'
@@ -29,7 +27,6 @@ export function TwapOrdersUpdater(props: {
   const twapDiscreteOrders = useTwapDiscreteOrders()
   const twapOrdersList = useAtomValue(twapOrdersListAtom)
   const updateTwapOrders = useUpdateAtom(updateTwapOrdersListAtom)
-  const updateTwapPartOrders = useUpdateAtom(updateTwapPartOrdersAtom)
   const ordersSafeData = useFetchTwapOrdersFromSafe(props)
 
   const allOrdersInfo: TwapOrderInfo[] = useMemo(() => {
@@ -38,12 +35,13 @@ export function TwapOrdersUpdater(props: {
         try {
           const id = getConditionalOrderId(data.conditionalOrderParams)
           const order = parseTwapOrderStruct(data.conditionalOrderParams.staticInput)
+          const { executionDate } = data.safeTxParams
 
           return {
             id,
             orderStruct: order,
             safeData: data,
-            isExpired: isTwapOrderExpired(order),
+            isExpired: isTwapOrderExpired(order, executionDate ? new Date(executionDate) : null),
           }
         } catch (e) {
           return null
@@ -65,23 +63,15 @@ export function TwapOrdersUpdater(props: {
     })
   }, [allOrdersInfo, twapOrdersList])
 
-  const partOrders = useFetchTwapPartOrders(safeAddress, chainId, composableCowContract, pendingOrCancelledOrders)
   // Here we know which orders are cancelled: if it's auth === false, then it's cancelled
   const ordersAuthResult = useTwapOrdersAuthMulticall(safeAddress, composableCowContract, pendingOrCancelledOrders)
 
   useEffect(() => {
     if (!ordersAuthResult || !twapDiscreteOrders) return
 
     const items = buildTwapOrdersItems(chainId, safeAddress, allOrdersInfo, ordersAuthResult, twapDiscreteOrders)
-
     updateTwapOrders(items)
   }, [chainId, safeAddress, allOrdersInfo, ordersAuthResult, twapDiscreteOrders, updateTwapOrders])
 
-  useEffect(() => {
-    if (!partOrders) return
-
-    updateTwapPartOrders(partOrders)
-  }, [partOrders, updateTwapPartOrders])
-
   return null
 }

src/modules/twap/utils/buildTwapOrdersItems.ts

@@ -31,9 +31,9 @@ function getTwapOrderItem(
   discreteOrder: Order | undefined
 ): TwapOrderItem {
   const { conditionalOrderParams, safeTxParams } = safeData
-  const { isExecuted, submissionDate } = safeTxParams
+  const { isExecuted, submissionDate, executionDate: _executionDate } = safeTxParams
 
-  const executionDate = new Date(safeTxParams.executionDate)
+  const executionDate = _executionDate ? new Date(_executionDate) : null
   const order = parseTwapOrderStruct(conditionalOrderParams.staticInput)
   const status = getTwapOrderStatus(order, isExecuted, executionDate, authorized, discreteOrder)
 

src/modules/twap/utils/getTwapOrderStatus.ts

@@ -9,11 +9,11 @@ const AUTH_THRESHOLD = ms`1m`
 export function getTwapOrderStatus(
   order: TWAPOrderStruct,
   isExecuted: boolean,
-  executionDate: Date,
+  executionDate: Date | null,
   auth: boolean | undefined,
   discreteOrder: Order | undefined
 ): TwapOrderStatus {
-  if (isTwapOrderExpired(order)) return TwapOrderStatus.Expired
+  if (isTwapOrderExpired(order, executionDate)) return TwapOrderStatus.Expired
 
   if (!isExecuted) return TwapOrderStatus.WaitSigning
 
@@ -24,8 +24,11 @@ export function getTwapOrderStatus(
   return TwapOrderStatus.Scheduled
 }
 
-export function isTwapOrderExpired(order: TWAPOrderStruct): boolean {
-  const { t0: startTime, n: numOfParts, t: timeInterval } = order
+export function isTwapOrderExpired(order: TWAPOrderStruct, startDate: Date | null): boolean {
+  if (!startDate) return false
+
+  const startTime = Math.ceil(startDate.getTime() / 1000)
+  const { n: numOfParts, t: timeInterval } = order
   const endTime = startTime + timeInterval * numOfParts
   const nowTimestamp = Math.ceil(Date.now() / 1000)
 
@@ -36,7 +39,9 @@ export function isTwapOrderExpired(order: TWAPOrderStruct): boolean {
  * ComposableCow.singleOrders returns false by default
  * To avoid false-positive values, we should not check authorized flag within first minute after execution time
  */
-function shouldCheckAuth(executionDate: Date): boolean {
+function shouldCheckAuth(executionDate: Date | null): boolean {
+  if (!executionDate) return false
+
   const executionTimestamp = executionDate.getTime()
   const nowTimestamp = Date.now()