Workshop Code

src/_server.py

@@ -6,14 +6,15 @@
 import argparse
 import decimal
 import logging
-
 import uvicorn
+
 from dotenv import load_dotenv
 from fastapi import FastAPI, Request
 from pydantic import BaseSettings
 
 from src.models.batch_auction import BatchAuction
 from src.models.solver_args import SolverArgs
+from src.util.numbers import decimal_to_str
 from src.util.schema import (
     BatchAuctionModel,
     SettledBatchAuctionModel,
@@ -65,68 +66,19 @@ async def solve(problem: BatchAuctionModel, request: Request):  # type: ignore
     print("Parameters Supplied", solver_args)
 
     # 1. Solve BatchAuction: update batch_auction with
-    # batch.solve()
+    batch.solve()
 
     sample_output = {
         "ref_token": batch.ref_token.value,
-        "orders": {order.order_id: order.as_dict() for order in batch.orders},
-        "prices": {
-            "0x4e3fbd56cd56c3e72c1403e103b45db9da5b9d2b": 10658174560450550,
-            "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2": 1000000000000000000,
-            "0xdac17f958d2ee523a2206206994597c13d831ec7": 314968423380884,
+        "orders": {
+            order.order_id: order.as_dict()
+            for order in batch.orders
+            if order.is_executed()
         },
-        "amms": {
-            "6": {
-                "kind": "ConstantProduct",
-                "reserves": {
-                    "0x4e3fbd56cd56c3e72c1403e103b45db9da5b9d2b": "151047198637918194794625",
-                    "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2": "1615731604381456130940",
-                },
-                "fee": "0.003",
-                "cost": {
-                    "amount": "1668264347574664",
-                    "token": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
-                },
-                "mandatory": False,
-                "id": "6",
-                "execution": [
-                    {
-                        "buy_token": "0x4e3fbd56cd56c3e72c1403e103b45db9da5b9d2b",
-                        "exec_buy_amount": 4416092913242591886,
-                        "sell_token": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
-                        "exec_sell_amount": 47095265163205056,
-                        "exec_sell_amount_nfee": 47236971948467672,
-                        "liquidity_fee": 1.3248278739727776e16,
-                        "exec_plan": {"position": 0, "sequence": 0},
-                    }
-                ],
-            },
-            "3": {
-                "kind": "ConstantProduct",
-                "reserves": {
-                    "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2": "10052659476364989570713",
-                    "0xdac17f958d2ee523a2206206994597c13d831ec7": "31939939882438",
-                },
-                "fee": "0.003",
-                "cost": {
-                    "amount": "1668264347574664",
-                    "token": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
-                },
-                "mandatory": False,
-                "id": "3",
-                "execution": [
-                    {
-                        "buy_token": "0xdac17f958d2ee523a2206206994597c13d831ec7",
-                        "exec_buy_amount": 55272822,
-                        "sell_token": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
-                        "exec_sell_amount": 17344146155103392,
-                        "exec_sell_amount_nfee": 17396335070270996,
-                        "liquidity_fee": 165818.46600000001,
-                        "exec_plan": {"position": 1, "sequence": 0},
-                    }
-                ],
-            },
+        "prices": {
+            str(key): decimal_to_str(value) for key, value in batch.prices.items()
         },
+        "amms": {},
     }
     return sample_output
 

src/models/batch_auction.py

@@ -8,7 +8,7 @@
 from decimal import Decimal
 from typing import Any, Optional
 
-from src.models.order import Order, OrdersSerializedType
+from src.models.order import Order, OrderMatchType, OrdersSerializedType
 from src.models.token import (
     Token,
     TokenInfo,
@@ -154,6 +154,28 @@ def default_ref_token_price(self) -> Decimal:
 
     def solve(self) -> None:
         """Solve Batch"""
+        orders = self.orders
+        for i in range(len(orders) - 1):
+            for j in range(i + 1, len(orders)):
+                order_i, order_j = orders[i], orders[j]
+                if order_i.match_type(order_j) == OrderMatchType.BOTH_FILLED:
+                    order_i.execute(
+                        buy_amount_value=order_j.sell_amount,
+                        sell_amount_value=order_i.sell_amount,
+                    )
+                    order_j.execute(
+                        buy_amount_value=order_i.sell_amount,
+                        sell_amount_value=order_j.sell_amount,
+                    )
+                    # For sell Orders:
+                    # executedBuyAmount = executedSellAmount.mul(sellPrice).ceilDiv(buyPrice)
+                    token_a = self.token_info(order_i.sell_token)
+                    token_b = self.token_info(order_i.buy_token)
+                    # This is the sellPrice for order i
+                    self.prices[token_a.token] = order_j.sell_amount
+                    # This is the buyPrice of order i
+                    self.prices[token_b.token] = order_i.sell_amount
+                    return
 
     #################################
     #  SOLUTION PROCESSING METHODS  #