Feat/delta slippage param

src/examples/delta.ts

@@ -51,14 +51,6 @@ async function simpleDeltaFlow() {
   const tx = await deltaSDK.approveTokenForDelta(amount, DAI_TOKEN);
   await tx.wait();
 
-  const slippagePercent = 0.5;
-  const destAmountAfterSlippage = BigInt(
-    // get rid of exponential notation
-
-    +(+deltaPrice.destAmount * (1 - slippagePercent / 100)).toFixed(0)
-    // get rid of decimals
-  ).toString(10);
-
   const deltaAuction = await deltaSDK.submitDeltaOrder({
     deltaPrice,
     owner: account,
@@ -67,7 +59,7 @@ async function simpleDeltaFlow() {
     srcToken: DAI_TOKEN,
     destToken: USDC_TOKEN,
     srcAmount: amount,
-    destAmount: destAmountAfterSlippage, // minimum acceptable destAmount
+    slippage: 50, // 50 bps = 0.5% slippage, destAmount auto-computed from deltaPrice
   });
 
   // poll if necessary
@@ -92,12 +84,6 @@ async function manualDeltaFlow() {
   const tx = await deltaSDK.approveTokenForDelta(amount, DAI_TOKEN);
   await tx.wait();
 
-  const slippagePercent = 0.5;
-  const destAmountAfterSlippage = (
-    +deltaPrice.destAmount *
-    (1 - slippagePercent / 100)
-  ).toString(10);
-
   const signableOrderData = await deltaSDK.buildDeltaOrder({
     deltaPrice,
     owner: account,
@@ -106,7 +92,7 @@ async function manualDeltaFlow() {
     srcToken: DAI_TOKEN,
     destToken: USDC_TOKEN,
     srcAmount: amount,
-    destAmount: destAmountAfterSlippage, // minimum acceptable destAmount
+    slippage: 50, // 50 bps = 0.5% slippage, destAmount auto-computed from deltaPrice
   });
 
   const signature = await deltaSDK.signDeltaOrder(signableOrderData);

src/methods/delta/buildDeltaOrder.ts

@@ -13,13 +13,13 @@ import {
 } from './helpers/buildDeltaOrderData';
 import { SwapSideToOrderKind } from './helpers/types';
 import { SwapSide } from '../../constants';
-import type { MarkOptional } from 'ts-essentials';
+import { assert, type MarkOptional } from 'ts-essentials';
 import { ZERO_ADDRESS } from '../common/orders/buildOrderData';
 export type { SignableDeltaOrderData } from './helpers/buildDeltaOrderData';
 
 export type SwapSideUnion = EnumerateLiteral<typeof SwapSide>;
 
-export type BuildDeltaOrderDataParams = {
+type BuildDeltaOrderDataParamsBase = {
   /** @description The address of the order owner */
   owner: string;
   /** @description The address of the order beneficiary */
@@ -28,10 +28,6 @@ export type BuildDeltaOrderDataParams = {
   srcToken: string; // lowercase
   /** @description The address of the dest token. For Crosschain Order - destination token on the destination chain */
   destToken: string; // lowercase
-  /** @description The amount of src token to swap */
-  srcAmount: string; // wei
-  /** @description The minimum amount of dest token to receive */
-  destAmount: string; // wei, deltaPrice.destAmount - slippage
   /** @description The deadline for the order */
   deadline?: number; // seconds
   /** @description The nonce of the order */
@@ -68,12 +64,44 @@ export type BuildDeltaOrderDataParams = {
   /** @description A boolean indicating whether the surplus should be capped. True by default */
   capSurplus?: boolean;
 
-  /** @description The side of the order. Default is SELL */
-  side?: SwapSideUnion;
   /** @description Metadata for the order, hex string */
   metadata?: string;
 };
 
+/** @description SELL with slippage: srcAmount provided, destAmount auto-computed from deltaPrice.destAmount */
+type DeltaAmountsSellSlippage = {
+  /** @description Slippage in basis points (bps). 10000 = 100%, 50 = 0.5% */
+  slippage: number;
+  /** @description The amount of src token to swap */
+  srcAmount: string;
+  destAmount?: never;
+  /** @description The side of the order */
+  side?: 'SELL';
+};
+/** @description BUY with slippage: destAmount provided, srcAmount auto-computed from deltaPrice.srcAmount */
+type DeltaAmountsBuySlippage = {
+  /** @description Slippage in basis points (bps). 10000 = 100%, 50 = 0.5% */
+  slippage: number;
+  /** @description The minimum amount of dest token to receive */
+  destAmount: string;
+  srcAmount?: never;
+  /** @description The side of the order */
+  side?: 'BUY';
+};
+/** @description Explicit amounts, no slippage (backward-compatible) */
+type DeltaAmountsExplicit = {
+  slippage?: never;
+  /** @description The amount of src token to swap */
+  srcAmount: string;
+  /** @description The minimum amount of dest token to receive */
+  destAmount: string;
+  /** @description The side of the order. Default is SELL */
+  side?: SwapSideUnion;
+};
+
+export type BuildDeltaOrderDataParams = BuildDeltaOrderDataParamsBase &
+  (DeltaAmountsSellSlippage | DeltaAmountsBuySlippage | DeltaAmountsExplicit);
+
 type BuildDeltaOrder = (
   buildOrderParams: BuildDeltaOrderDataParams,
   requestParams?: RequestParameters
@@ -138,7 +166,40 @@ export const constructBuildDeltaOrder = (
     partnerFeeBps = partnerFeeBps ?? 0;
     partnerTakesSurplus = partnerTakesSurplus ?? false;
 
-    const swapSide = options.side ?? SwapSide.SELL;
+    // Resolve srcAmount, destAmount and side.
+    // When slippage is used, side is inferred from which amount is present.
+    let srcAmount: string;
+    let destAmount: string;
+
+    const swapSide: SwapSideUnion =
+      options.slippage !== undefined
+        ? options.srcAmount !== undefined
+          ? SwapSide.SELL
+          : SwapSide.BUY
+        : options.side ?? SwapSide.SELL;
+
+    if (options.slippage !== undefined) {
+      if (options.srcAmount !== undefined) {
+        // SELL with slippage: destAmount auto-computed
+        srcAmount = options.srcAmount;
+        destAmount = applySlippage({
+          amount: options.deltaPrice.destAmount,
+          slippageBps: options.slippage,
+          increase: false,
+        });
+      } else {
+        // BUY with slippage: srcAmount auto-computed
+        destAmount = options.destAmount;
+        srcAmount = applySlippage({
+          amount: options.deltaPrice.srcAmount,
+          slippageBps: options.slippage,
+          increase: true,
+        });
+      }
+    } else {
+      srcAmount = options.srcAmount;
+      destAmount = options.destAmount;
+    }
 
     const expectedAmount =
       swapSide === SwapSide.SELL
@@ -152,8 +213,8 @@ export const constructBuildDeltaOrder = (
       // for some cases of WETH->ETH crosschain swaps, the destToken is changed to WETH or ETH,
       // this is already reflected in deltaPrice
       destToken: options.deltaPrice.destToken,
-      srcAmount: options.srcAmount,
-      destAmount: options.destAmount,
+      srcAmount,
+      destAmount,
       expectedAmount,
       deadline: options.deadline,
       nonce: options.nonce?.toString(10),
@@ -179,3 +240,28 @@ export const constructBuildDeltaOrder = (
     buildDeltaOrder,
   };
 };
+
+type ApplySlippageInput = {
+  amount: string;
+  slippageBps: number;
+  increase: boolean;
+};
+
+function applySlippage({
+  amount,
+  slippageBps,
+  increase,
+}: ApplySlippageInput): string {
+  assert(
+    Number.isInteger(slippageBps) && slippageBps >= 0 && slippageBps <= 10_000,
+    'slippageBps must be an integer between 0 and 10_000'
+  );
+
+  const BPS_BASE = 10_000n;
+  const amt = BigInt(amount);
+  const bps = BigInt(slippageBps);
+
+  return increase
+    ? ((amt * (BPS_BASE + bps)) / BPS_BASE).toString(10)
+    : ((amt * (BPS_BASE - bps)) / BPS_BASE).toString(10);
+}