use crate::auth::sign_order_message;
use crate::client::OrderArgs;
use crate::errors::{PolyfillError, Result};
use crate::types::{
ExtraOrderArgs, ExtraOrderArgsV1, MarketOrderArgs, OrderOptions, RfqOrderExecutionRequest,
Side, SignedOrderRequest,
};
use alloy_primitives::{Address, U256};
use alloy_signer_local::PrivateKeySigner;
use rand::RngExt;
use rust_decimal::Decimal;
use rust_decimal::RoundingStrategy::{AwayFromZero, MidpointTowardZero, ToZero};
use std::collections::HashMap;
use std::str::FromStr;
use std::sync::LazyLock;
use std::time::{SystemTime, UNIX_EPOCH};
#[derive(Copy, Clone)]
pub enum SigType {
Eoa = 0,
PolyProxy = 1,
PolyGnosisSafe = 2,
Poly1271 = 3,
}
pub struct RoundConfig {
price: u32,
size: u32,
amount: u32,
}
pub struct ContractConfig {
pub exchange: String,
pub collateral: String,
pub conditional_tokens: String,
pub neg_risk_adapter: String,
}
pub struct OrderBuilder {
signer: PrivateKeySigner,
sig_type: SigType,
funder: Address,
}
static ROUNDING_CONFIG: LazyLock<HashMap<Decimal, RoundConfig>> = LazyLock::new(|| {
HashMap::from([
(
Decimal::from_str("0.1").unwrap(),
RoundConfig {
price: 1,
size: 2,
amount: 3,
},
),
(
Decimal::from_str("0.01").unwrap(),
RoundConfig {
price: 2,
size: 2,
amount: 4,
},
),
(
Decimal::from_str("0.001").unwrap(),
RoundConfig {
price: 3,
size: 2,
amount: 5,
},
),
(
Decimal::from_str("0.0001").unwrap(),
RoundConfig {
price: 4,
size: 2,
amount: 6,
},
),
])
});
pub fn get_v1_contract_config(chain_id: u64, neg_risk: bool) -> Option<ContractConfig> {
match (chain_id, neg_risk) {
(137, false) => Some(ContractConfig {
exchange: "0x4bFb41d5B3570DeFd03C39a9A4D8dE6Bd8B8982E".to_string(),
collateral: "0x2791Bca1f2de4661ED88A30C99a7a9449Aa84174".to_string(),
conditional_tokens: "0x4D97DCd97eC945f40cF65F87097ACe5EA0476045".to_string(),
neg_risk_adapter: "0xd91E80cF2E7be2e162c6513ceD06f1dD0dA35296".to_string(),
}),
(137, true) => Some(ContractConfig {
exchange: "0xC5d563A36AE78145C45a50134d48A1215220f80a".to_string(),
collateral: "0x2791Bca1f2de4661ED88A30C99a7a9449Aa84174".to_string(),
conditional_tokens: "0x4D97DCd97eC945f40cF65F87097ACe5EA0476045".to_string(),
neg_risk_adapter: "0xd91E80cF2E7be2e162c6513ceD06f1dD0dA35296".to_string(),
}),
_ => None,
}
}
pub fn get_contract_config(chain_id: u64, neg_risk: bool) -> Option<ContractConfig> {
match (chain_id, neg_risk) {
(137, false) => Some(ContractConfig {
exchange: "0xE111180000d2663C0091e4f400237545B87B996B".to_string(),
collateral: "0xC011a7E12a19f7B1f670d46F03B03f3342E82DFB".to_string(),
conditional_tokens: "0x4D97DCd97eC945f40cF65F87097ACe5EA0476045".to_string(),
neg_risk_adapter: "0xd91E80cF2E7be2e162c6513ceD06f1dD0dA35296".to_string(),
}),
(137, true) => Some(ContractConfig {
exchange: "0xe2222d279d744050d28e00520010520000310F59".to_string(),
collateral: "0xC011a7E12a19f7B1f670d46F03B03f3342E82DFB".to_string(),
conditional_tokens: "0x4D97DCd97eC945f40cF65F87097ACe5EA0476045".to_string(),
neg_risk_adapter: "0xd91E80cF2E7be2e162c6513ceD06f1dD0dA35296".to_string(),
}),
(80002, false) => Some(ContractConfig {
exchange: "0xE111180000d2663C0091e4f400237545B87B996B".to_string(),
collateral: "0xC011a7E12a19f7B1f670d46F03B03f3342E82DFB".to_string(),
conditional_tokens: "0x69308FB512518e39F9b16112fA8d994F4e2Bf8bB".to_string(),
neg_risk_adapter: "0xd91E80cF2E7be2e162c6513ceD06f1dD0dA35296".to_string(),
}),
(80002, true) => Some(ContractConfig {
exchange: "0xe2222d279d744050d28e00520010520000310F59".to_string(),
collateral: "0xC011a7E12a19f7B1f670d46F03B03f3342E82DFB".to_string(),
conditional_tokens: "0x69308FB512518e39F9b16112fA8d994F4e2Bf8bB".to_string(),
neg_risk_adapter: "0xd91E80cF2E7be2e162c6513ceD06f1dD0dA35296".to_string(),
}),
_ => None,
}
}
fn generate_seed() -> u64 {
let mut rng = rand::rng();
let y: f64 = rng.random();
let timestamp = SystemTime::now()
.duration_since(UNIX_EPOCH)
.expect("Time went backwards")
.as_secs();
(timestamp as f64 * y) as u64
}
fn decimal_to_token_u32(amt: Decimal) -> u32 {
let mut amt = Decimal::from_scientific("1e6").expect("1e6 is not scientific") * amt;
if amt.scale() > 0 {
amt = amt.round_dp_with_strategy(0, MidpointTowardZero);
}
amt.try_into().expect("Couldn't round decimal to integer")
}
impl OrderBuilder {
pub fn new(
signer: PrivateKeySigner,
sig_type: Option<SigType>,
funder: Option<Address>,
) -> Self {
let sig_type = sig_type.unwrap_or(SigType::Eoa);
let funder = funder.unwrap_or(signer.address());
OrderBuilder {
signer,
sig_type,
funder,
}
}
pub fn get_sig_type(&self) -> u8 {
self.sig_type as u8
}
fn fix_amount_rounding(&self, mut amt: Decimal, round_config: &RoundConfig) -> Decimal {
if amt.scale() > round_config.amount {
amt = amt.round_dp_with_strategy(round_config.amount + 4, AwayFromZero);
if amt.scale() > round_config.amount {
amt = amt.round_dp_with_strategy(round_config.amount, ToZero);
}
}
amt
}
fn get_order_amounts(
&self,
side: Side,
size: Decimal,
price: Decimal,
round_config: &RoundConfig,
) -> (u32, u32) {
let raw_price = price.round_dp_with_strategy(round_config.price, MidpointTowardZero);
match side {
Side::BUY => {
let raw_taker_amt = size.round_dp_with_strategy(round_config.size, ToZero);
let raw_maker_amt = raw_taker_amt * raw_price;
let raw_maker_amt = self.fix_amount_rounding(raw_maker_amt, round_config);
(
decimal_to_token_u32(raw_maker_amt),
decimal_to_token_u32(raw_taker_amt),
)
},
Side::SELL => {
let raw_maker_amt = size.round_dp_with_strategy(round_config.size, ToZero);
let raw_taker_amt = raw_maker_amt * raw_price;
let raw_taker_amt = self.fix_amount_rounding(raw_taker_amt, round_config);
(
decimal_to_token_u32(raw_maker_amt),
decimal_to_token_u32(raw_taker_amt),
)
},
}
}
fn get_market_order_amounts(
&self,
side: Side,
amount: Decimal,
price: Decimal,
round_config: &RoundConfig,
) -> (u32, u32) {
let raw_price = price.round_dp_with_strategy(round_config.price, MidpointTowardZero);
match side {
Side::BUY => {
let raw_maker_amt = amount.round_dp_with_strategy(round_config.size, ToZero);
let raw_taker_amt = raw_maker_amt / raw_price;
let raw_taker_amt = self.fix_amount_rounding(raw_taker_amt, round_config);
(
decimal_to_token_u32(raw_maker_amt),
decimal_to_token_u32(raw_taker_amt),
)
},
Side::SELL => {
let raw_maker_amt = amount.round_dp_with_strategy(round_config.size, ToZero);
let raw_taker_amt = raw_maker_amt * raw_price;
let raw_taker_amt = self.fix_amount_rounding(raw_taker_amt, round_config);
(
decimal_to_token_u32(raw_maker_amt),
decimal_to_token_u32(raw_taker_amt),
)
},
}
}
pub fn calculate_market_price(
&self,
side: Side,
positions: &[crate::types::BookLevel],
amount_to_match: Decimal,
) -> Result<Decimal> {
let mut sum = Decimal::ZERO;
for level in positions {
sum += match side {
Side::BUY => level.size * level.price,
Side::SELL => level.size,
};
if sum >= amount_to_match {
return Ok(level.price);
}
}
Err(PolyfillError::order(
format!(
"Not enough liquidity to create market order with amount {}",
amount_to_match
),
crate::errors::OrderErrorKind::InsufficientBalance,
))
}
pub fn create_market_order(
&self,
chain_id: u64,
order_args: &MarketOrderArgs,
price: Decimal,
extras: &ExtraOrderArgs,
options: &OrderOptions,
) -> Result<SignedOrderRequest> {
let tick_size = options
.tick_size
.ok_or_else(|| PolyfillError::validation("Cannot create order without tick size"))?;
let (maker_amount, taker_amount) = self.get_market_order_amounts(
order_args.side,
order_args.amount,
price,
&ROUNDING_CONFIG[&tick_size],
);
let neg_risk = options
.neg_risk
.ok_or_else(|| PolyfillError::validation("Cannot create order without neg_risk"))?;
let contract_config = get_contract_config(chain_id, neg_risk).ok_or_else(|| {
PolyfillError::config("No contract found with given chain_id and neg_risk")
})?;
let exchange_address = Address::from_str(&contract_config.exchange)
.map_err(|e| PolyfillError::config(format!("Invalid exchange address: {}", e)))?;
self.build_signed_order(
order_args.token_id.clone(),
order_args.side,
chain_id,
exchange_address,
maker_amount,
taker_amount,
0,
extras,
)
}
pub fn create_order(
&self,
chain_id: u64,
order_args: &OrderArgs,
expiration: u64,
extras: &ExtraOrderArgs,
options: &OrderOptions,
) -> Result<SignedOrderRequest> {
let tick_size = options
.tick_size
.ok_or_else(|| PolyfillError::validation("Cannot create order without tick size"))?;
let (maker_amount, taker_amount) = self.get_order_amounts(
order_args.side,
order_args.size,
order_args.price,
&ROUNDING_CONFIG[&tick_size],
);
let neg_risk = options
.neg_risk
.ok_or_else(|| PolyfillError::validation("Cannot create order without neg_risk"))?;
let contract_config = get_contract_config(chain_id, neg_risk).ok_or_else(|| {
PolyfillError::config("No contract found with given chain_id and neg_risk")
})?;
let exchange_address = Address::from_str(&contract_config.exchange)
.map_err(|e| PolyfillError::config(format!("Invalid exchange address: {}", e)))?;
self.build_signed_order(
order_args.token_id.clone(),
order_args.side,
chain_id,
exchange_address,
maker_amount,
taker_amount,
expiration,
extras,
)
}
#[allow(clippy::too_many_arguments)]
pub fn build_v1_signed_rfq_payload(
&self,
chain_id: u64,
order_args: &OrderArgs,
expiration: u64,
extras: &ExtraOrderArgsV1,
options: &OrderOptions,
request_id: String,
quote_id: String,
owner: String,
) -> Result<RfqOrderExecutionRequest> {
let tick_size = options
.tick_size
.ok_or_else(|| PolyfillError::validation("Cannot create V1 order without tick size"))?;
let neg_risk = options
.neg_risk
.ok_or_else(|| PolyfillError::validation("Cannot create V1 order without neg_risk"))?;
let contract_config = get_v1_contract_config(chain_id, neg_risk).ok_or_else(|| {
PolyfillError::config(
"No V1 contract for chain_id/neg_risk (RFQ supports Polygon mainnet)",
)
})?;
let exchange = Address::from_str(&contract_config.exchange)
.map_err(|e| PolyfillError::config(format!("Invalid V1 exchange address: {}", e)))?;
let (maker_amount, taker_amount) = self.get_order_amounts(
order_args.side,
order_args.size,
order_args.price,
&ROUNDING_CONFIG[&tick_size],
);
let seed = generate_seed();
let taker_address = Address::from_str(&extras.taker)
.map_err(|e| PolyfillError::validation(format!("Invalid taker address: {}", e)))?;
let u256_token_id = U256::from_str_radix(&order_args.token_id, 10)
.map_err(|e| PolyfillError::validation(format!("Incorrect tokenId format: {}", e)))?;
let order = crate::auth::OrderV1 {
salt: U256::from(seed),
maker: self.funder,
signer: self.signer.address(),
taker: taker_address,
tokenId: u256_token_id,
makerAmount: U256::from(maker_amount),
takerAmount: U256::from(taker_amount),
expiration: U256::from(expiration),
nonce: extras.nonce,
feeRateBps: U256::from(extras.fee_rate_bps),
side: order_args.side as u8,
signatureType: self.sig_type as u8,
};
let signature =
crate::auth::sign_v1_order_message(&self.signer, order, chain_id, exchange)?;
Ok(RfqOrderExecutionRequest {
request_id,
quote_id,
owner,
salt: seed,
maker: self.funder.to_checksum(None),
signer: self.signer.address().to_checksum(None),
taker: taker_address.to_checksum(None),
token_id: order_args.token_id.clone(),
maker_amount: maker_amount.to_string(),
taker_amount: taker_amount.to_string(),
expiration,
nonce: extras.nonce.to_string(),
fee_rate_bps: extras.fee_rate_bps.to_string(),
side: order_args.side.as_str().to_string(),
signature_type: self.sig_type as u8,
signature,
})
}
#[allow(clippy::too_many_arguments)]
fn build_signed_order(
&self,
token_id: String,
side: Side,
chain_id: u64,
exchange: Address,
maker_amount: u32,
taker_amount: u32,
expiration: u64,
extras: &ExtraOrderArgs,
) -> Result<SignedOrderRequest> {
let seed = generate_seed();
let u256_token_id = U256::from_str_radix(&token_id, 10)
.map_err(|e| PolyfillError::validation(format!("Incorrect tokenId format: {}", e)))?;
let timestamp_ms = SystemTime::now()
.duration_since(UNIX_EPOCH)
.map_err(|e| {
PolyfillError::validation(format!("System clock before UNIX epoch: {}", e))
})?
.as_millis() as u64;
let order = crate::auth::Order {
salt: U256::from(seed),
maker: self.funder,
signer: self.signer.address(),
tokenId: u256_token_id,
makerAmount: U256::from(maker_amount),
takerAmount: U256::from(taker_amount),
side: side as u8,
signatureType: self.sig_type as u8,
timestamp: U256::from(timestamp_ms),
metadata: extras.metadata,
builder: extras.builder,
};
let signature = sign_order_message(&self.signer, order, chain_id, exchange)?;
Ok(SignedOrderRequest {
salt: seed,
maker: self.funder.to_checksum(None),
signer: self.signer.address().to_checksum(None),
taker: "0x0000000000000000000000000000000000000000".to_string(),
token_id,
maker_amount: maker_amount.to_string(),
taker_amount: taker_amount.to_string(),
side: side.as_str().to_string(),
signature_type: self.sig_type as u8,
timestamp: timestamp_ms.to_string(),
expiration: expiration.to_string(),
metadata: format!("{:#x}", extras.metadata),
builder: format!("{:#x}", extras.builder),
signature,
})
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_decimal_to_token_u32() {
let result = decimal_to_token_u32(Decimal::from_str("1.5").unwrap());
assert_eq!(result, 1_500_000);
}
#[test]
fn test_generate_seed() {
let seed1 = generate_seed();
let seed2 = generate_seed();
assert_ne!(seed1, seed2);
}
#[test]
fn test_decimal_to_token_u32_edge_cases() {
let result = decimal_to_token_u32(Decimal::ZERO);
assert_eq!(result, 0);
let result = decimal_to_token_u32(Decimal::from_str("0.000001").unwrap());
assert_eq!(result, 1);
let result = decimal_to_token_u32(Decimal::from_str("1000.0").unwrap());
assert_eq!(result, 1_000_000_000);
}
#[test]
fn test_get_contract_config() {
let config = get_contract_config(137, false);
assert!(config.is_some());
let config_neg = get_contract_config(137, true);
assert!(config_neg.is_some());
let config_unsupported = get_contract_config(999, false);
assert!(config_unsupported.is_none());
}
#[test]
fn test_v1_contract_config_mainnet() {
let config = get_v1_contract_config(137, false).expect("mainnet V1 config");
assert_eq!(
config.exchange.to_lowercase(),
"0x4bFb41d5B3570DeFd03C39a9A4D8dE6Bd8B8982E".to_lowercase(),
);
assert_eq!(
config.collateral.to_lowercase(),
"0x2791Bca1f2de4661ED88A30C99a7a9449Aa84174".to_lowercase(),
);
}
#[test]
fn test_v2_contract_config_mainnet() {
let config = get_contract_config(137, false).expect("mainnet config must exist");
assert_eq!(
config.exchange.to_lowercase(),
"0xE111180000d2663C0091e4f400237545B87B996B".to_lowercase(),
);
assert_eq!(
config.collateral.to_lowercase(),
"0xC011a7E12a19f7B1f670d46F03B03f3342E82DFB".to_lowercase(),
);
}
#[test]
fn test_v2_neg_risk_exchange() {
let config = get_contract_config(137, true).expect("neg-risk config must exist");
assert_eq!(
config.exchange.to_lowercase(),
"0xe2222d279d744050d28e00520010520000310F59".to_lowercase(),
);
}
#[test]
fn test_amoy_conditional_tokens() {
let config = get_contract_config(80002, false).expect("amoy config must exist");
assert_eq!(
config.conditional_tokens.to_lowercase(),
"0x69308FB512518e39F9b16112fA8d994F4e2Bf8bB".to_lowercase(),
);
}
#[test]
fn test_seed_generation_uniqueness() {
let mut seeds = std::collections::HashSet::new();
for _ in 0..1000 {
let seed = generate_seed();
assert!(seeds.insert(seed), "Duplicate seed generated");
}
}
#[test]
fn test_seed_generation_range() {
for _ in 0..100 {
let seed = generate_seed();
assert!(seed > 0);
assert!(seed < u64::MAX);
}
}
#[test]
fn test_calculate_market_price_respects_side_amount_semantics() {
let signer: PrivateKeySigner =
"0x1234567890123456789012345678901234567890123456789012345678901234"
.parse()
.unwrap();
let builder = OrderBuilder::new(signer, None, None);
let levels = vec![
crate::types::BookLevel {
price: Decimal::from_str("0.50").unwrap(),
size: Decimal::from_str("10").unwrap(),
},
crate::types::BookLevel {
price: Decimal::from_str("0.55").unwrap(),
size: Decimal::from_str("10").unwrap(),
},
];
let buy_price = builder
.calculate_market_price(Side::BUY, &levels, Decimal::from_str("6").unwrap())
.unwrap();
assert_eq!(buy_price, Decimal::from_str("0.55").unwrap());
let sell_price = builder
.calculate_market_price(Side::SELL, &levels, Decimal::from_str("6").unwrap())
.unwrap();
assert_eq!(sell_price, Decimal::from_str("0.50").unwrap());
}
#[test]
fn test_create_market_order_uses_input_side() {
let signer: PrivateKeySigner =
"0x1234567890123456789012345678901234567890123456789012345678901234"
.parse()
.unwrap();
let builder = OrderBuilder::new(signer, None, None);
let order = builder
.create_market_order(
137,
&MarketOrderArgs {
token_id: "123".to_string(),
side: Side::SELL,
amount: Decimal::from_str("5").unwrap(),
},
Decimal::from_str("0.40").unwrap(),
&ExtraOrderArgs::default(),
&OrderOptions {
tick_size: Some(Decimal::from_str("0.01").unwrap()),
neg_risk: Some(false),
fee_rate_bps: None,
},
)
.unwrap();
assert_eq!(order.side, "SELL");
}
}