@quant-finance/order-utils v1.6.3

Order Utils

@quant-finance/order-utils is Rolla's public Node.js package for interacting with and handling orders in the Rolla system.

Use cases

Signing Orders

The order-utils pacakge can be used to sign orders in the Rolla system as demonstrated below.

import {
  signOrder,
  Order,
  defaultOrderTracking,
  validateOrderSignature,
} from '@quant-finance/order-utils';
import { getContractAddressesForDeploymentOrThrow } from '@quant-finance/contract-addresses';
import { Wallet } from 'ethers';

(async () => {
  const makerPrivKey =
    '0x052db11f36081c1cf664786856878045b8b0adc68153059406d4e7440600d169';
  const makerWallet = new Wallet(makerPrivKey);
  const rollaOrderProtocol =
    getContractAddressesForDeploymentOrThrow('bsc-testnet').RollaOrderProtocol;
  const chainId = 97;

  const order: Order = {
    orderCreationTimestamp: '1642084292',
    orderExpirationTimestamp: '4797310065',
    makerAsset: '0x87a26B26BA07eBEADfeFE8d75Ba39bd8B658Bf0C',
    optionAttributes: {
      underlyingAsset: '0x628eBdE2f88A85BbAfEC4B0844F68998c014e199',
      oracle: '0x2331179fdE29E3f4b792eF2F19907e2087CeC7e6',
      strikePrice: '3000000000',
      expiryTime: '1644676289',
      isCall: true,
    },
    maker: '0x21d6a2cfd24941cba2d7a8c902f68f5790ed7a2c',
    taker: '0x1103ddf9398151e22c22c25866c1e24a71a1fae4',
    allowedSender: '0x0000000000000000000000000000000000000000',
    makingAmount: '9000000',
    takingAmount: '6000000000000000000',
    whitelist: '0x0000000000000000000000000000000000000000',
    orderTracking: defaultOrderTracking,
    takerIsSigner: false,
  };

  const signedOrder = await signOrder(
    makerWallet,
    order,
    rollaOrderProtocol,
    chainId,
  );

  const isSignatureValid = await validateOrderSignature(
    order,
    rollaOrderProtocol,
    chainId,
    signedOrder.signature,
  );

  console.log(`The signature is ${isSignatureValid ? 'valid' : 'invalid'}`);
})()
  .then()
  .catch(console.error);

Signing Meta Transactions

You can also sign meta transactions for the Rolla Order Protocol:

import {
  signOrderMetaTxn,
  MetaOrder,
  defaultOrderTracking,
  SignatureType,
  validateMetaOrderSignature,
} from '@quant-finance/order-utils';
import { getContractAddressesForDeploymentOrThrow } from '@quant-finance/contract-addresses';
import { ethers, Wallet } from 'ethers';

(async () => {
  const makerPrivKey =
    '0x052db11f36081c1cf664786856878045b8b0adc68153059406d4e7440600d169';
  const makerWallet = new Wallet(makerPrivKey);
  const rollaOrderProtocol =
    getContractAddressesForDeploymentOrThrow('bsc-testnet').RollaOrderProtocol;
  const chainId = 97;

  const metaOrder: MetaOrder = {
    functionType: 0,
    nonce: 0,
    deadline: '1642505010',
    from: '0x21d6a2cfd24941cba2d7a8c902f68f5790ed7a2c',
    order: {
      orderCreationTimestamp: '1642501414',
      orderExpirationTimestamp: '4797310065',
      makerAsset: '0x87a26B26BA07eBEADfeFE8d75Ba39bd8B658Bf0C',
      optionAttributes: {
        underlyingAsset: '0x628eBdE2f88A85BbAfEC4B0844F68998c014e199',
        oracle: '0xB8D0D97c13e3658c3Ecbf3980b00B5521090C13f',
        strikePrice: '3000000000',
        expiryTime: '1645093410',
        isCall: true,
      },
      maker: '0x21d6a2cfd24941cba2d7a8c902f68f5790ed7a2c',
      taker: '0x1103ddf9398151e22c22c25866c1e24a71a1fae4',
      allowedSender: '0x0000000000000000000000000000000000000000',
      makingAmount: '3000000',
      takingAmount: '6000000000000000000',
      whitelist: '0x0000000000000000000000000000000000000000',
      orderTracking: defaultOrderTracking,
      takerIsSigner: false,
    },
    signature: {
      signatureType: SignatureType.EIP712,
      signatureData:
        '0x78d3c47281775d27f0c1b16538893e111192c5fb5158e09ff60e2d28656967087c24e045b09aa0887ba7952df7c2b8bb6598eca0937c5d5f5ccdf43850d0d3431c',
    },
    permit: '0x00',
  };

  const signedMetaOrder = await signOrderMetaTxn(
    makerWallet,
    rollaOrderProtocol,
    metaOrder.order,
    chainId,
    metaOrder.functionType,
    metaOrder.signature,
    metaOrder.permit,
    metaOrder.deadline,
    metaOrder.nonce,
  );

  const isMetaTxnSignatureValid = await validateMetaOrderSignature(
    makerWallet.address,
    rollaOrderProtocol,
    signedMetaOrder.metaOrder,
    {
      signatureData: ethers.utils.joinSignature({
        r: signedMetaOrder.r,
        s: signedMetaOrder.s,
        v: signedMetaOrder.v,
      }),
      signatureType: SignatureType.EIP712,
    },
    chainId,
  );

  console.log(
    `The signature is ${isMetaTxnSignatureValid ? 'valid' : 'invalid'}`,
  );
})().then();