dca-event-aware.ts•4.81 kB
import {
DCAEventAwareParams,
StrategyProposeResponse,
TxSimulateResponse,
TxExecuteResponse
} from '../types/index.js'
export interface DCAEventAwarePlugin {
propose(params: DCAEventAwareParams): Promise<StrategyProposeResponse>
simulate(intentId: string, params: DCAEventAwareParams): Promise<TxSimulateResponse>
execute(intentId: string, params: DCAEventAwareParams): Promise<TxExecuteResponse>
}
export class DCAEventAwareStrategy implements DCAEventAwarePlugin {
async propose(params: DCAEventAwareParams): Promise<StrategyProposeResponse> {
const intentId = `dca_${Date.now()}`
// Generate DCA plan
const plan = this.generateDCAPlan(params)
// Identify risks
const risks = this.identifyRisks(params)
return {
intentId,
plan,
risks,
next: 'tx.simulate'
}
}
async simulate(intentId: string, params: DCAEventAwareParams): Promise<TxSimulateResponse> {
// Simulate DCA transaction
const splits = Math.ceil(params.budgetUsd / 50)
const splitAmount = params.budgetUsd / splits
// Estimate gas for multiple transactions
const gasPerTx = 150000 // Standard gas limit
const gasPrice = params.eventRules.maxGasGwei
const totalGas = gasPerTx * splits * gasPrice
// Estimate slippage based on asset
let slippagePct = 0.3 // Default 0.3%
if (params.asset === 'ETH') {
slippagePct = 0.2 // Lower slippage for ETH
} else if (params.asset === 'USDC' || params.asset === 'USDT') {
slippagePct = 0.1 // Very low slippage for stablecoins
}
return {
ok: true,
est: {
feeUsd: totalGas * 2000 / 1e9, // Convert gwei to USD (assuming ETH = $2000)
slippagePct,
avgPrice: this.getAssetPrice(params.asset)
},
guardsTriggered: []
}
}
async execute(intentId: string, params: DCAEventAwareParams): Promise<TxExecuteResponse> {
// Execute DCA strategy
const splits = Math.ceil(params.budgetUsd / 50)
// For demo purposes, execute one transaction
// In reality, this would schedule multiple transactions
const mockTxHash = `0x${Math.random().toString(16).substring(2, 66)}`
return {
status: 'submitted',
txHash: mockTxHash,
route: 'AURA:dca-executor',
notes: `DCA strategy initiated with ${splits} splits over ${this.parseCadenceToDays(params.cadence)} days`
}
}
private generateDCAPlan(params: DCAEventAwareParams): any {
const splits = Math.ceil(params.budgetUsd / 50) // Split into ~$50 chunks
const windowDays = this.parseCadenceToDays(params.cadence)
const intervalHours = (windowDays * 24) / splits
return {
splits,
windowDays,
intervalHours,
venue: this.selectOptimalVenues(params.asset),
maxSlipPct: 0.5,
budgetUsd: params.budgetUsd,
asset: params.asset,
eventRules: params.eventRules,
execution: {
type: 'scheduled',
startTime: new Date().toISOString(),
endTime: new Date(Date.now() + windowDays * 24 * 60 * 60 * 1000).toISOString()
}
}
}
private identifyRisks(params: DCAEventAwareParams): string[] {
const risks = []
// Gas price risks
if (params.eventRules.maxGasGwei > 30) {
risks.push('high_gas_prices')
}
// Asset volatility risks
if (params.asset !== 'ETH' && params.asset !== 'USDC' && params.asset !== 'USDT') {
risks.push('altcoin_volatility')
}
// Event-based risks
if (params.eventRules.pauseOnUnlock) {
risks.push('token_unlock_events')
}
// Drawdown risks
if (params.eventRules.boostOnDrawdownPct > 5) {
risks.push('aggressive_boost_settings')
}
return risks
}
private parseCadenceToDays(cadence: string): number {
if (cadence.includes('daily')) return 1
if (cadence.includes('2x/week')) return 7
if (cadence.includes('weekly')) return 7
if (cadence.includes('monthly')) return 30
return 7 // default
}
private selectOptimalVenues(asset: string): string[] {
const venues = []
// Always include Uniswap for major assets
venues.push('uniswap')
// Add venue-specific logic based on asset
if (asset === 'ETH' || asset === 'USDC' || asset === 'USDT') {
venues.push('1inch', 'sushiswap')
} else {
// For altcoins, focus on venues with good liquidity
venues.push('sushiswap', 'balancer')
}
return venues
}
private getAssetPrice(asset: string): number {
// Mock prices - in reality, would fetch from price feeds
const prices: { [key: string]: number } = {
'ETH': 2000,
'USDC': 1,
'USDT': 1,
'BTC': 45000,
'ADA': 0.5,
'DOT': 7
}
return prices[asset] || 1
}
}