Merge branch 'refs/heads/feature/gas-optimization' into router/dc/ENG-4411-refactor-callback-transient-storage
# Conflicts: # foundry/test/TychoRouter.t.sol # src/encoding/evm/strategy_encoder/strategy_encoders.rs Took 5 minutes Took 35 seconds
This commit is contained in:
@@ -1,322 +0,0 @@
|
||||
use tycho_common::Bytes;
|
||||
|
||||
use crate::encoding::{evm::constants::GROUPABLE_PROTOCOLS, models::Swap};
|
||||
|
||||
/// Represents a group of swaps that can be encoded into a single swap execution for gas
|
||||
/// optimization.
|
||||
///
|
||||
/// # Fields
|
||||
/// * `input_token`: Bytes, the input token of the first swap
|
||||
/// * `output_token`: Bytes, the output token of the final swap
|
||||
/// * `protocol_system`: String, the protocol system of the swaps
|
||||
/// * `swaps`: Vec<Swap>, the sequence of swaps to be executed as a group
|
||||
/// * `split`: f64, the split percentage of the first swap in the group
|
||||
#[derive(Clone, PartialEq, Debug)]
|
||||
pub struct SwapGroup {
|
||||
pub input_token: Bytes,
|
||||
pub output_token: Bytes,
|
||||
pub protocol_system: String,
|
||||
pub swaps: Vec<Swap>,
|
||||
pub split: f64,
|
||||
}
|
||||
|
||||
/// Group consecutive swaps which can be encoded into one swap execution for gas optimization.
|
||||
///
|
||||
/// An example where this applies is the case of USV4, which uses a PoolManager contract
|
||||
/// to save token transfers on consecutive swaps.
|
||||
pub fn group_swaps(swaps: Vec<Swap>) -> Vec<SwapGroup> {
|
||||
let mut grouped_swaps: Vec<SwapGroup> = Vec::new();
|
||||
let mut current_group: Option<SwapGroup> = None;
|
||||
let mut last_swap_protocol = "".to_string();
|
||||
let mut groupable_protocol;
|
||||
let mut last_swap_out_token = Bytes::default();
|
||||
for swap in swaps {
|
||||
let current_swap_protocol = swap.component.protocol_system.clone();
|
||||
groupable_protocol = GROUPABLE_PROTOCOLS.contains(¤t_swap_protocol.as_str());
|
||||
|
||||
// Split 0 can also mean that the swap is the remaining part of a branch of splits,
|
||||
// so we need to check the last swap's out token as well
|
||||
let no_split = swap.split == 0.0 && swap.token_in == last_swap_out_token;
|
||||
|
||||
if current_swap_protocol == last_swap_protocol && groupable_protocol && no_split {
|
||||
// Second or later groupable pool in a sequence of groupable pools. Merge to the
|
||||
// current group.
|
||||
if let Some(group) = current_group.as_mut() {
|
||||
group.swaps.push(swap.clone());
|
||||
// Update the output token of the current group.
|
||||
group.output_token = swap.token_out.clone();
|
||||
}
|
||||
} else {
|
||||
// Not second or later USV4 pool. Push the current group (if it exists) and then
|
||||
// create a new group.
|
||||
if let Some(group) = current_group.as_mut() {
|
||||
grouped_swaps.push(group.clone());
|
||||
}
|
||||
current_group = Some(SwapGroup {
|
||||
input_token: swap.token_in.clone(),
|
||||
output_token: swap.token_out.clone(),
|
||||
protocol_system: current_swap_protocol.clone(),
|
||||
swaps: vec![swap.clone()],
|
||||
split: swap.split,
|
||||
});
|
||||
}
|
||||
last_swap_protocol = current_swap_protocol;
|
||||
last_swap_out_token = swap.token_out.clone();
|
||||
}
|
||||
if let Some(group) = current_group.as_mut() {
|
||||
grouped_swaps.push(group.clone());
|
||||
}
|
||||
grouped_swaps
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use std::str::FromStr;
|
||||
|
||||
use alloy_primitives::hex;
|
||||
use tycho_common::{models::protocol::ProtocolComponent, Bytes};
|
||||
|
||||
use super::*;
|
||||
use crate::encoding::models::Swap;
|
||||
|
||||
fn weth() -> Bytes {
|
||||
Bytes::from(hex!("c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2").to_vec())
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_group_swaps_simple() {
|
||||
// The first and second swaps can be grouped since there is no split, and they are
|
||||
// both USV4.
|
||||
//
|
||||
// WETH ──(USV4)──> WBTC ───(USV4)──> USDC ───(USV2)──> DAI
|
||||
|
||||
let weth = weth();
|
||||
let wbtc = Bytes::from_str("0x2260fac5e5542a773aa44fbcfedf7c193bc2c599").unwrap();
|
||||
let usdc = Bytes::from_str("0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48").unwrap();
|
||||
let dai = Bytes::from_str("0x6b175474e89094c44da98b954eedeac495271d0f").unwrap();
|
||||
|
||||
let swap_weth_wbtc = Swap {
|
||||
component: ProtocolComponent {
|
||||
protocol_system: "uniswap_v4".to_string(),
|
||||
..Default::default()
|
||||
},
|
||||
token_in: weth.clone(),
|
||||
token_out: wbtc.clone(),
|
||||
// This represents the remaining 50%, but to avoid any rounding errors we set this to
|
||||
// 0 to signify "the remainder of the WETH value". It should still be very close to 50%
|
||||
split: 0f64,
|
||||
};
|
||||
let swap_wbtc_usdc = Swap {
|
||||
component: ProtocolComponent {
|
||||
protocol_system: "uniswap_v4".to_string(),
|
||||
..Default::default()
|
||||
},
|
||||
token_in: wbtc.clone(),
|
||||
token_out: usdc.clone(),
|
||||
split: 0f64,
|
||||
};
|
||||
let swap_usdc_dai = Swap {
|
||||
component: ProtocolComponent {
|
||||
protocol_system: "uniswap_v2".to_string(),
|
||||
..Default::default()
|
||||
},
|
||||
token_in: usdc.clone(),
|
||||
token_out: dai.clone(),
|
||||
split: 0f64,
|
||||
};
|
||||
let grouped_swaps = group_swaps(vec![
|
||||
swap_weth_wbtc.clone(),
|
||||
swap_wbtc_usdc.clone(),
|
||||
swap_usdc_dai.clone(),
|
||||
]);
|
||||
|
||||
assert_eq!(
|
||||
grouped_swaps,
|
||||
vec![
|
||||
SwapGroup {
|
||||
swaps: vec![swap_weth_wbtc, swap_wbtc_usdc],
|
||||
input_token: weth,
|
||||
output_token: usdc.clone(),
|
||||
protocol_system: "uniswap_v4".to_string(),
|
||||
split: 0f64,
|
||||
},
|
||||
SwapGroup {
|
||||
swaps: vec![swap_usdc_dai],
|
||||
input_token: usdc,
|
||||
output_token: dai,
|
||||
protocol_system: "uniswap_v2".to_string(),
|
||||
split: 0f64,
|
||||
}
|
||||
]
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_group_swaps_complex_split() {
|
||||
// There is a split in the solution, but it's possible to combine two of the USV4 splits.
|
||||
// The WETH -> USDC swap cannot get grouped with anything, but the WETH -> DAI and
|
||||
// DAI -> USDC swaps can be grouped.
|
||||
//
|
||||
// ┌──(USV4)──> USDC
|
||||
// WBTC ──> (USV4)──> WETH ─┤
|
||||
// └──(USV4)──> DAI ───(USV4)──> USDC
|
||||
|
||||
let weth = weth();
|
||||
let wbtc = Bytes::from_str("0x2260fac5e5542a773aa44fbcfedf7c193bc2c599").unwrap();
|
||||
let usdc = Bytes::from_str("0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48").unwrap();
|
||||
let dai = Bytes::from_str("0x6b175474e89094c44da98b954eedeac495271d0f").unwrap();
|
||||
|
||||
let swap_wbtc_weth = Swap {
|
||||
component: ProtocolComponent {
|
||||
protocol_system: "uniswap_v4".to_string(),
|
||||
..Default::default()
|
||||
},
|
||||
token_in: wbtc.clone(),
|
||||
token_out: weth.clone(),
|
||||
split: 0f64,
|
||||
};
|
||||
let swap_weth_usdc = Swap {
|
||||
component: ProtocolComponent {
|
||||
protocol_system: "uniswap_v4".to_string(),
|
||||
..Default::default()
|
||||
},
|
||||
token_in: weth.clone(),
|
||||
token_out: usdc.clone(),
|
||||
split: 0.5f64,
|
||||
};
|
||||
let swap_weth_dai = Swap {
|
||||
component: ProtocolComponent {
|
||||
protocol_system: "uniswap_v4".to_string(),
|
||||
..Default::default()
|
||||
},
|
||||
token_in: weth.clone(),
|
||||
token_out: dai.clone(),
|
||||
// This represents the remaining 50%, but to avoid any rounding errors we set this to
|
||||
// 0 to signify "the remainder of the WETH value". It should still be very close to 50%
|
||||
split: 0f64,
|
||||
};
|
||||
let swap_dai_usdc = Swap {
|
||||
component: ProtocolComponent {
|
||||
protocol_system: "uniswap_v4".to_string(),
|
||||
..Default::default()
|
||||
},
|
||||
token_in: dai.clone(),
|
||||
token_out: usdc.clone(),
|
||||
split: 0f64,
|
||||
};
|
||||
let grouped_swaps = group_swaps(vec![
|
||||
swap_wbtc_weth.clone(),
|
||||
swap_weth_usdc.clone(),
|
||||
swap_weth_dai.clone(),
|
||||
swap_dai_usdc.clone(),
|
||||
]);
|
||||
|
||||
assert_eq!(
|
||||
grouped_swaps,
|
||||
vec![
|
||||
SwapGroup {
|
||||
swaps: vec![swap_wbtc_weth],
|
||||
input_token: wbtc.clone(),
|
||||
output_token: weth.clone(),
|
||||
protocol_system: "uniswap_v4".to_string(),
|
||||
split: 0f64,
|
||||
},
|
||||
SwapGroup {
|
||||
swaps: vec![swap_weth_usdc],
|
||||
input_token: weth.clone(),
|
||||
output_token: usdc.clone(),
|
||||
protocol_system: "uniswap_v4".to_string(),
|
||||
split: 0.5f64,
|
||||
},
|
||||
SwapGroup {
|
||||
swaps: vec![swap_weth_dai, swap_dai_usdc],
|
||||
input_token: weth,
|
||||
output_token: usdc,
|
||||
protocol_system: "uniswap_v4".to_string(),
|
||||
split: 0f64,
|
||||
}
|
||||
]
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_group_swaps_complex_split_multi_protocol() {
|
||||
// There is a split in the solution, but it's possible to group the USV4 splits with each
|
||||
// other and the Balancer V3 swaps with each other.
|
||||
//
|
||||
// ┌──(BalancerV3)──> WBTC ──(BalancerV3)──> USDC
|
||||
// WETH ─┤
|
||||
// └──(USV4)──> DAI ───(USV4)──> USDC
|
||||
|
||||
let weth = weth();
|
||||
let wbtc = Bytes::from_str("0x2260fac5e5542a773aa44fbcfedf7c193bc2c599").unwrap();
|
||||
let usdc = Bytes::from_str("0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48").unwrap();
|
||||
let dai = Bytes::from_str("0x6b175474e89094c44da98b954eedeac495271d0f").unwrap();
|
||||
|
||||
let swap_weth_wbtc = Swap {
|
||||
component: ProtocolComponent {
|
||||
protocol_system: "balancer_v3".to_string(),
|
||||
..Default::default()
|
||||
},
|
||||
token_in: weth.clone(),
|
||||
token_out: wbtc.clone(),
|
||||
split: 0.5f64,
|
||||
};
|
||||
let swap_wbtc_usdc = Swap {
|
||||
component: ProtocolComponent {
|
||||
protocol_system: "balancer_v3".to_string(),
|
||||
..Default::default()
|
||||
},
|
||||
token_in: wbtc.clone(),
|
||||
token_out: usdc.clone(),
|
||||
split: 0f64,
|
||||
};
|
||||
let swap_weth_dai = Swap {
|
||||
component: ProtocolComponent {
|
||||
protocol_system: "uniswap_v4".to_string(),
|
||||
..Default::default()
|
||||
},
|
||||
token_in: weth.clone(),
|
||||
token_out: dai.clone(),
|
||||
// This represents the remaining 50%, but to avoid any rounding errors we set this to
|
||||
// 0 to signify "the remainder of the WETH value". It should still be very close to 50%
|
||||
split: 0f64,
|
||||
};
|
||||
let swap_dai_usdc = Swap {
|
||||
component: ProtocolComponent {
|
||||
protocol_system: "uniswap_v4".to_string(),
|
||||
..Default::default()
|
||||
},
|
||||
token_in: dai.clone(),
|
||||
token_out: usdc.clone(),
|
||||
split: 0f64,
|
||||
};
|
||||
|
||||
let grouped_swaps = group_swaps(vec![
|
||||
swap_weth_wbtc.clone(),
|
||||
swap_wbtc_usdc.clone(),
|
||||
swap_weth_dai.clone(),
|
||||
swap_dai_usdc.clone(),
|
||||
]);
|
||||
|
||||
assert_eq!(
|
||||
grouped_swaps,
|
||||
vec![
|
||||
SwapGroup {
|
||||
swaps: vec![swap_weth_wbtc, swap_wbtc_usdc],
|
||||
input_token: weth.clone(),
|
||||
output_token: usdc.clone(),
|
||||
protocol_system: "balancer_v3".to_string(),
|
||||
split: 0.5f64,
|
||||
},
|
||||
SwapGroup {
|
||||
swaps: vec![swap_weth_dai, swap_dai_usdc],
|
||||
input_token: weth,
|
||||
output_token: usdc,
|
||||
protocol_system: "uniswap_v4".to_string(),
|
||||
split: 0f64,
|
||||
}
|
||||
]
|
||||
);
|
||||
}
|
||||
}
|
||||
@@ -1,3 +1,2 @@
|
||||
mod group_swaps;
|
||||
pub mod strategy_encoders;
|
||||
mod strategy_validators;
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
@@ -7,92 +7,10 @@ use crate::encoding::{
|
||||
models::{NativeAction, Solution, Swap},
|
||||
};
|
||||
|
||||
/// Validates whether a sequence of split swaps represents a valid solution.
|
||||
#[derive(Clone)]
|
||||
pub struct SplitSwapValidator;
|
||||
|
||||
impl SplitSwapValidator {
|
||||
/// Raises an error if the split percentages are invalid.
|
||||
///
|
||||
/// Split percentages are considered valid if all the following conditions are met:
|
||||
/// * Each split amount is < 1 (100%)
|
||||
/// * There is exactly one 0% split for each token, and it's the last swap specified, signifying
|
||||
/// to the router to send the remainder of the token to the designated protocol
|
||||
/// * The sum of all non-remainder splits for each token is < 1 (100%)
|
||||
/// * There are no negative split amounts
|
||||
pub fn validate_split_percentages(&self, swaps: &[Swap]) -> Result<(), EncodingError> {
|
||||
let mut swaps_by_token: HashMap<Bytes, Vec<&Swap>> = HashMap::new();
|
||||
for swap in swaps {
|
||||
if swap.split >= 1.0 {
|
||||
return Err(EncodingError::InvalidInput(format!(
|
||||
"Split percentage must be less than 1 (100%), got {}",
|
||||
swap.split
|
||||
)));
|
||||
}
|
||||
swaps_by_token
|
||||
.entry(swap.token_in.clone())
|
||||
.or_default()
|
||||
.push(swap);
|
||||
}
|
||||
|
||||
for (token, token_swaps) in swaps_by_token {
|
||||
// Single swaps don't need remainder handling
|
||||
if token_swaps.len() == 1 {
|
||||
if token_swaps[0].split != 0.0 {
|
||||
return Err(EncodingError::InvalidInput(format!(
|
||||
"Single swap must have 0% split for token {:?}",
|
||||
token
|
||||
)));
|
||||
}
|
||||
continue;
|
||||
}
|
||||
|
||||
let mut found_zero_split = false;
|
||||
let mut total_percentage = 0.0;
|
||||
for (i, swap) in token_swaps.iter().enumerate() {
|
||||
match (swap.split == 0.0, i == token_swaps.len() - 1) {
|
||||
(true, false) => {
|
||||
return Err(EncodingError::InvalidInput(format!(
|
||||
"The 0% split for token {:?} must be the last swap",
|
||||
token
|
||||
)))
|
||||
}
|
||||
(true, true) => found_zero_split = true,
|
||||
(false, _) => {
|
||||
if swap.split < 0.0 {
|
||||
return Err(EncodingError::InvalidInput(format!(
|
||||
"All splits must be >= 0% for token {:?}",
|
||||
token
|
||||
)));
|
||||
}
|
||||
total_percentage += swap.split;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if !found_zero_split {
|
||||
return Err(EncodingError::InvalidInput(format!(
|
||||
"Token {:?} must have exactly one 0% split for remainder handling",
|
||||
token
|
||||
)));
|
||||
}
|
||||
|
||||
// Total must be <100% to leave room for remainder
|
||||
if total_percentage >= 1.0 {
|
||||
return Err(EncodingError::InvalidInput(format!(
|
||||
"Total of non-remainder splits for token {:?} must be <100%, got {}%",
|
||||
token,
|
||||
total_percentage * 100.0
|
||||
)));
|
||||
}
|
||||
}
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
pub trait SwapValidator {
|
||||
/// Raises an error if the solution does not have checked amount set or slippage with checked
|
||||
/// amount set.
|
||||
pub fn validate_solution_min_amounts(&self, solution: &Solution) -> Result<(), EncodingError> {
|
||||
fn validate_solution_min_amounts(&self, solution: &Solution) -> Result<(), EncodingError> {
|
||||
if solution.checked_amount.is_none() &&
|
||||
(solution.slippage.is_none() || solution.expected_amount.is_none())
|
||||
{
|
||||
@@ -113,7 +31,7 @@ impl SplitSwapValidator {
|
||||
/// If the given token is the native token and the native action is WRAP, it will be converted
|
||||
/// to the wrapped token before validating the swap path. The same principle applies for the
|
||||
/// checked token and the UNWRAP action.
|
||||
pub fn validate_swap_path(
|
||||
fn validate_swap_path(
|
||||
&self,
|
||||
swaps: &[Swap],
|
||||
given_token: &Bytes,
|
||||
@@ -197,6 +115,98 @@ impl SplitSwapValidator {
|
||||
}
|
||||
}
|
||||
|
||||
/// Validates whether a sequence of split swaps represents a valid solution.
|
||||
#[derive(Clone)]
|
||||
pub struct SplitSwapValidator;
|
||||
|
||||
impl SwapValidator for SplitSwapValidator {}
|
||||
|
||||
impl SplitSwapValidator {
|
||||
/// Raises an error if the split percentages are invalid.
|
||||
///
|
||||
/// Split percentages are considered valid if all the following conditions are met:
|
||||
/// * Each split amount is < 1 (100%)
|
||||
/// * There is exactly one 0% split for each token, and it's the last swap specified, signifying
|
||||
/// to the router to send the remainder of the token to the designated protocol
|
||||
/// * The sum of all non-remainder splits for each token is < 1 (100%)
|
||||
/// * There are no negative split amounts
|
||||
pub fn validate_split_percentages(&self, swaps: &[Swap]) -> Result<(), EncodingError> {
|
||||
let mut swaps_by_token: HashMap<Bytes, Vec<&Swap>> = HashMap::new();
|
||||
for swap in swaps {
|
||||
if swap.split >= 1.0 {
|
||||
return Err(EncodingError::InvalidInput(format!(
|
||||
"Split percentage must be less than 1 (100%), got {}",
|
||||
swap.split
|
||||
)));
|
||||
}
|
||||
swaps_by_token
|
||||
.entry(swap.token_in.clone())
|
||||
.or_default()
|
||||
.push(swap);
|
||||
}
|
||||
|
||||
for (token, token_swaps) in swaps_by_token {
|
||||
// Single swaps don't need remainder handling
|
||||
if token_swaps.len() == 1 {
|
||||
if token_swaps[0].split != 0.0 {
|
||||
return Err(EncodingError::InvalidInput(format!(
|
||||
"Single swap must have 0% split for token {:?}",
|
||||
token
|
||||
)));
|
||||
}
|
||||
continue;
|
||||
}
|
||||
|
||||
let mut found_zero_split = false;
|
||||
let mut total_percentage = 0.0;
|
||||
for (i, swap) in token_swaps.iter().enumerate() {
|
||||
match (swap.split == 0.0, i == token_swaps.len() - 1) {
|
||||
(true, false) => {
|
||||
return Err(EncodingError::InvalidInput(format!(
|
||||
"The 0% split for token {:?} must be the last swap",
|
||||
token
|
||||
)))
|
||||
}
|
||||
(true, true) => found_zero_split = true,
|
||||
(false, _) => {
|
||||
if swap.split < 0.0 {
|
||||
return Err(EncodingError::InvalidInput(format!(
|
||||
"All splits must be >= 0% for token {:?}",
|
||||
token
|
||||
)));
|
||||
}
|
||||
total_percentage += swap.split;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if !found_zero_split {
|
||||
return Err(EncodingError::InvalidInput(format!(
|
||||
"Token {:?} must have exactly one 0% split for remainder handling",
|
||||
token
|
||||
)));
|
||||
}
|
||||
|
||||
// Total must be <100% to leave room for remainder
|
||||
if total_percentage >= 1.0 {
|
||||
return Err(EncodingError::InvalidInput(format!(
|
||||
"Total of non-remainder splits for token {:?} must be <100%, got {}%",
|
||||
token,
|
||||
total_percentage * 100.0
|
||||
)));
|
||||
}
|
||||
}
|
||||
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
/// Validates whether a sequence of sequential swaps represents a valid solution.
|
||||
#[derive(Clone)]
|
||||
pub struct SequentialSwapValidator;
|
||||
|
||||
impl SwapValidator for SequentialSwapValidator {}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use std::str::FromStr;
|
||||
|
||||
Reference in New Issue
Block a user