@uma/financial-templates-lib
v2.36.3
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Arbitrage automation and libraries for UMA financial templates
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@uma/financial-templates-lib
This package contains various clients and helpers to interact with UMA's financial templates. It is primarily used to power the disputer, liquidator, and monitor bots.
Installing the package
yarn add @uma/financial-templates-lib
Importing the package
const { FinancialContractClient, GasEstimator } = require("@uma/financial-templates-lib")
Clients
The three clients available are:
The
FinancialContractClient
can be used to access information about Financial Contract sponsors and their collateralization ratios. To understand how to interact with the client, see the class documentation here.The
FinancialContractEventClient
can be used to access historical events that were emitted by a Financial Contract. To understand how to interact with the client, see the class documentation here.The
TokenBalanceClient
tracks the collateral and synthetic balances for a list of wallets. To understand how to interact with the client, see the class documentation here.
Price Feeds
The package offers a variety of price feed implementations that adere to the PriceFeedInterface
(docs can be found in
the interface file here):
- The
CryptoWatchPriceFeed
, found here, uses https://cryptowat.ch/ as a source of CEX price data. - The
UniswapPriceFeed
, found here, uses a Uniswap (v2) market TWAP as the price source. Note: the TWAP length can be set to 0 to make this an instantaneous price. - THe
BalancerPriceFeed
, found here, uses a Balancer market as the price source. - The
MedianizerPriceFeed
, found here, takes multiple price feeds and returns the median of their prices.
There are a few other helper/utility files that are relevant:
- CreatePriceFeed.js has a variety of factory utilities that will create a price feed given an input configuration.
- DefaultPriceFeedConfigs.js contains a list of default price feeds
for different identifiers in the UMA ecosystem. These are used by
CreatePriceFeed.js
to create price feeds with no or incomplete input configurations. - Networker.js has a mockable object that sends network requests and is used by many objects in financial-templates-lib to send requests.
Logger
The Logger directory contains helpers and factories for logging with Winston. To get the default logger:
const { Logger, createPriceFeed, Networker } = require("@uma/financial-templates-lib");
// A winston logger is required for createPriceFeed, networker and other objects in financial-templates-lib.
const networker = new Networker(Logger);
const priceFeed = createPriceFeed(Logger, web3, networker, ...);
// You can also log directly using the winston logger.
Logger.debug({
at: "createPriceFeed",
message: "Creating CryptoWatchPriceFeed",
otherParam: 5
});
Helpers
There are two helper files that are available in financial-templates-lib:
- delay.js: simple file containing a function to "sleep".
- GasEstimator.js:
GasEstimator
provides an estimate of the current fast gas price.