Class: Twap

ComposableCoW implementation of a TWAP order.

Author

mfw78 mfw78@rndlabs.xyz

Hierarchy

• ConditionalOrder<TwapData, TwapStruct>

  ↳ Twap

Constructors

constructor

• new Twap(params): Twap

Parameters

Name	Type
params	ConditionalOrderArguments<TwapData>

Returns

Twap

See

ConditionalOrder.constructor

Throws

If the TWAP order is invalid.

Throws

If the TWAP order is not ABI-encodable.

Throws

If the handler is not the TWAP address.

Overrides

ConditionalOrder.constructor

Defined in

external/cow-sdk/src/composable/orderTypes/Twap.ts:172

Properties

data

• Readonly data: TwapData

Inherited from

ConditionalOrder.data

Defined in

external/cow-sdk/src/composable/ConditionalOrder.ts:37

---

handler

• Readonly handler: string

Inherited from

ConditionalOrder.handler

Defined in

external/cow-sdk/src/composable/ConditionalOrder.ts:35

---

hasOffChainInput

• Readonly hasOffChainInput: boolean

Inherited from

ConditionalOrder.hasOffChainInput

Defined in

external/cow-sdk/src/composable/ConditionalOrder.ts:39

---

isSingleOrder

• isSingleOrder: boolean = true

Overrides

ConditionalOrder.isSingleOrder

Defined in

external/cow-sdk/src/composable/orderTypes/Twap.ts:164

---

salt

• Readonly salt: string

Inherited from

ConditionalOrder.salt

Defined in

external/cow-sdk/src/composable/ConditionalOrder.ts:36

---

staticInput

• Readonly staticInput: TwapStruct

Inherited from

ConditionalOrder.staticInput

Defined in

external/cow-sdk/src/composable/ConditionalOrder.ts:38

Accessors

context

• get context(): undefined | ContextFactory

Enforces that TWAPs will commence at the beginning of a block by use of the CurrentBlockTimestampFactory contract to provide the current block timestamp as the start time of the TWAP.

Returns

undefined | ContextFactory

Overrides

ConditionalOrder.context

Defined in

external/cow-sdk/src/composable/orderTypes/Twap.ts:205

---

createCalldata

• get createCalldata(): string

Get the calldata for creating the conditional order.

This will automatically determine whether or not to use create or createWithContext based on the order type's context dependency.

NOTE: By default, this will cause the create to emit the ConditionalOrderCreated event.

Returns

string

The calldata for creating the conditional order.

Inherited from

ConditionalOrder.createCalldata

Defined in

external/cow-sdk/src/composable/ConditionalOrder.ts:113

---

ctx

• get ctx(): string

The context key of the order (bytes32(0) if a merkle tree is used, otherwise H(params)) with which to lookup the cabinet

The context, relates to the 'ctx' in the contract: https://github.com/cowprotocol/composable-cow/blob/c7fb85ab10c05e28a1632ba97a1749fb261fcdfb/src/interfaces/IConditionalOrder.sol#L38

Returns

string

Inherited from

ConditionalOrder.ctx

Defined in

external/cow-sdk/src/composable/ConditionalOrder.ts:166

---

id

• get id(): string

Calculate the id of the conditional order (which also happens to be the key used for ctx in the ComposableCoW contract).

This is a keccak256 hash of the serialized conditional order.

Returns

string

The id of the conditional order.

Inherited from

ConditionalOrder.id

Defined in

external/cow-sdk/src/composable/ConditionalOrder.ts:157

---

leaf

• get leaf(): ConditionalOrderParams

Get the leaf of the conditional order. This is the data that is used to create the merkle tree.

For the purposes of this library, the leaf is the ConditionalOrderParams struct.

Returns

ConditionalOrderParams

The leaf of the conditional order.

See

ConditionalOrderParams

Inherited from

ConditionalOrder.leaf

Defined in

external/cow-sdk/src/composable/ConditionalOrder.ts:177

---

offChainInput

• get offChainInput(): string

If the conditional order has off-chain input, return it!

NOTE: This should be overridden by any conditional order that has off-chain input.

Returns

string

The off-chain input.

Inherited from

ConditionalOrder.offChainInput

Defined in

external/cow-sdk/src/composable/ConditionalOrder.ts:201

---

orderType

• get orderType(): string

Get a descriptive name for the type of the conditional order (i.e twap, dca, etc).

Returns

string

The concrete type of the conditional order.

Overrides

ConditionalOrder.orderType

Defined in

external/cow-sdk/src/composable/orderTypes/Twap.ts:219

---

removeCalldata

• get removeCalldata(): string

Get the calldata for removing a conditional order that was created as a single order.

Returns

string

The calldata for removing the conditional order.

Inherited from

ConditionalOrder.removeCalldata

Defined in

external/cow-sdk/src/composable/ConditionalOrder.ts:145

Methods

assertIsValid

▸ assertIsValid(): void

Returns

void

Inherited from

ConditionalOrder.assertIsValid

Defined in

external/cow-sdk/src/composable/ConditionalOrder.ts:95

---

cabinet

▸ cabinet(params): Promise<string>

Checks the value in the cabinet for a given owner and chain

Parameters

Name	Type	Description
params	OwnerContext	owner context, to be able to check the cabinet

Returns

Promise<string>

Inherited from

ConditionalOrder.cabinet

Defined in

external/cow-sdk/src/composable/ConditionalOrder.ts:337

---

encodeStaticInput

▸ encodeStaticInput(): string

Get the encoded static input for the TWAP order.

Returns

string

The ABI-encoded TWAP order.

Overrides

ConditionalOrder.encodeStaticInput

Defined in

external/cow-sdk/src/composable/orderTypes/Twap.ts:450

---

encodeStaticInputHelper

▸ encodeStaticInputHelper(orderDataTypes, staticInput): string

A helper function for generically serializing a conditional order's static input.

Parameters

Name	Type	Description
orderDataTypes	string[]	ABI types for the order's data struct.
staticInput	TwapStruct	-

Returns

string

An ABI-encoded representation of the order's data struct.

Inherited from

ConditionalOrder.encodeStaticInputHelper

Defined in

external/cow-sdk/src/composable/ConditionalOrder.ts:234

---

endTimestamp

▸ endTimestamp(startTimestamp): number

Given the start timestamp of the TWAP, calculate the end timestamp.

Parameters

Name	Type	Description
startTimestamp	number	The start timestamp of the TWAP.

Returns

number

The timestamp at which the TWAP will end.

Dev

As usually the endTimestamp is used when determining a TWAP's validity, we don't do any lookup to the blockchain to determine the start timestamp, as this has likely already been done during the verification flow.

Dev

Beware to handle the case of span != 0 ie. durationOfPart.durationType !== DurationType.AUTO.

Defined in

external/cow-sdk/src/composable/orderTypes/Twap.ts:302

---

handlePollFailedAlreadyPresent

▸ handlePollFailedAlreadyPresent(_orderUid, _order, params): Promise<undefined | PollResultErrors>

Handles the error when the order is already present in the orderbook.

Given the current part is in the book, it will signal to Watch Tower what to do:

• Wait until the next part starts
• Don't try again if current part is the last one

NOTE: The error messages will refer to the parts 1-indexed, so first part is 1, second part is 2, etc.

Parameters

Name	Type
_orderUid	string
_order	DataStruct
params	PollParams

Returns

Promise<undefined | PollResultErrors>

Overrides

ConditionalOrder.handlePollFailedAlreadyPresent

Defined in

external/cow-sdk/src/composable/orderTypes/Twap.ts:379

---

isAuthorized

▸ isAuthorized(params): Promise<boolean>

Checks if the owner authorized the conditional order.

Parameters

Name	Type	Description
params	OwnerContext	owner context, to be able to check if the order is authorized

Returns

Promise<boolean>

true if the owner authorized the order, false otherwise.

Inherited from

ConditionalOrder.isAuthorized

Defined in

external/cow-sdk/src/composable/ConditionalOrder.ts:326

---

isValid

▸ isValid(): IsValidResult

Validate the TWAP order.

Returns

IsValidResult

Whether the TWAP order is valid.

Throws

If the TWAP order is invalid.

See

TwapStruct for the native struct.

Overrides

ConditionalOrder.isValid

Defined in

external/cow-sdk/src/composable/orderTypes/Twap.ts:230

---

poll

▸ poll(params): Promise<PollResult>

Poll a conditional order to see if it is tradeable.

Parameters

Name	Type
params	PollParams

Returns

Promise<PollResult>

The tradeable GPv2Order.Data struct and the signature for the conditional order.

Throws

If the conditional order is not tradeable.

Inherited from

ConditionalOrder.poll

Defined in

external/cow-sdk/src/composable/ConditionalOrder.ts:249

---

pollValidate

▸ pollValidate(params): Promise<undefined | PollResultErrors>

Checks if the owner authorized the conditional order.

Parameters

Name	Type
params	PollParams

Returns

Promise<undefined | PollResultErrors>

true if the owner authorized the order, false otherwise.

Overrides

ConditionalOrder.pollValidate

Defined in

external/cow-sdk/src/composable/orderTypes/Twap.ts:320

---

serialize

▸ serialize(): string

Serialize the TWAP order into it's ABI-encoded form.

Returns

string

The ABI-encoded TWAP order.

Overrides

ConditionalOrder.serialize

Defined in

external/cow-sdk/src/composable/orderTypes/Twap.ts:442

---

startTimestamp

▸ startTimestamp(params): Promise<number>

Parameters

Name	Type
params	OwnerContext

Returns

Promise<number>

Defined in

external/cow-sdk/src/composable/orderTypes/Twap.ts:268

---

toString

▸ toString(): string

Create a human-readable string representation of the TWAP order.

Returns

string

A human-readable string representation of the TWAP order.

Overrides

ConditionalOrder.toString

Defined in

external/cow-sdk/src/composable/orderTypes/Twap.ts:477

---

transformDataToStruct

▸ transformDataToStruct(data): TwapStruct

Transform parameters into a native struct.

Parameters

Name	Type	Description
data	TwapData	As passed by the consumer of the API.

Returns

TwapStruct

A formatted struct as expected by the smart contract.

Overrides

ConditionalOrder.transformDataToStruct

Defined in

external/cow-sdk/src/composable/orderTypes/Twap.ts:518

---

transformStructToData

▸ transformStructToData(struct): TwapData

Transform parameters into a TWAP order struct.

Parameters

Name	Type
struct	TwapStruct

Returns

TwapData

A formatted struct as expected by the smart contract.

Overrides

ConditionalOrder.transformStructToData

Defined in

external/cow-sdk/src/composable/orderTypes/Twap.ts:528

---

deserialize

▸ deserialize(twapSerialized): Twap

Deserialize a TWAP order from it's ABI-encoded form.

Parameters

Name	Type	Description
twapSerialized	string	ABI-encoded TWAP order to deserialize.

Returns

Twap

A deserialized TWAP order.

Defined in

external/cow-sdk/src/composable/orderTypes/Twap.ts:459

---

deserializeHelper

▸ deserializeHelper<T>(s, handler, orderDataTypes, callback): T

A helper function for generically deserializing a conditional order.

Type parameters

Name
T

Parameters

Name	Type	Description
s	string	The ABI-encoded IConditionalOrder.Params struct to deserialize.
handler	string	Address of the handler for the conditional order.
orderDataTypes	string[]	ABI types for the order's data struct.
callback	(d: any, salt: string) => T	A callback function that takes the deserialized data struct and the salt and returns an instance of the class.

Returns

T

An instance of the conditional order class.

Inherited from

ConditionalOrder.deserializeHelper

Defined in

external/cow-sdk/src/composable/ConditionalOrder.ts:400

---

fromData

▸ fromData(data, salt?): Twap

Create a TWAP order with sound defaults.

Parameters

Name	Type	Description
data	TwapData	The TWAP order parameters in a more user-friendly format.
salt?	string	-

Returns

Twap

An instance of the TWAP order.

Defined in

external/cow-sdk/src/composable/orderTypes/Twap.ts:187

---

fromParams

▸ fromParams(params): Twap

Create a TWAP order with sound defaults.

Parameters

Name	Type
params	ConditionalOrderParams

Returns

Twap

An instance of the TWAP order.

Defined in

external/cow-sdk/src/composable/orderTypes/Twap.ts:196

---

leafToId

▸ leafToId(leaf): string

Calculate the id of the conditional order.

Parameters

Name	Type	Description
leaf	ConditionalOrderParams	The leaf representing the conditional order.

Returns

string

The id of the conditional order.

See

ConditionalOrderParams

Inherited from

ConditionalOrder.leafToId

Defined in

external/cow-sdk/src/composable/ConditionalOrder.ts:191