Liquidity.Party/tycho-execution
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fix: Calculate min_amount_out correctly and extend test to prove this

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--- don't change below this line ---
ENG-4087 Took 1 minute
This commit is contained in:
Diana Carvalho
2025-01-31 18:42:09 +00:00
parent 1a8e0f102c
commit de1c782bc1
1 changed files with 62 additions and 28 deletions
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90
src/encoding/evm/strategy_encoder/strategy_encoders.rs
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@@ -16,7 +16,6 @@ use crate::encoding::{
strategy_encoder::StrategyEncoder,
};
#[allow(dead_code)]
pub trait EVMStrategyEncoder: StrategyEncoder {
fn encode_swap_header(
&self,
@@ -77,16 +76,18 @@ impl StrategyEncoder for SplitSwapStrategyEncoder {
&solution.given_token,
&solution.given_amount,
)?;
let mut min_amount_out = BigUint::ZERO;
if let Some(user_specified_min_amount) = solution.check_amount {
if let Some(slippage) = solution.slippage {
let one_hundred = BigUint::from(100u32);
let slippage_percent = BigUint::from((slippage * 100.0) as u32);
let multiplier = &one_hundred - slippage_percent;
let expected_amount_with_slippage =
(&solution.expected_amount * multiplier) / one_hundred;
min_amount_out = max(user_specified_min_amount, expected_amount_with_slippage);
}
let mut min_amount_out = solution
.check_amount
.unwrap_or(BigUint::ZERO);
if let (Some(expected_amount), Some(slippage)) =
(solution.expected_amount.as_ref(), solution.slippage)
{
let one_hundred = BigUint::from(100u32);
let slippage_percent = BigUint::from((slippage * 100.0) as u32);
let multiplier = &one_hundred - slippage_percent;
let expected_amount_with_slippage = (expected_amount * &multiplier) / &one_hundred;
min_amount_out = max(min_amount_out, expected_amount_with_slippage);
}
// The tokens array is composed of the given token, the checked token and all the
// intermediary tokens in between. The contract expects the tokens to be in this order.
@@ -244,6 +245,7 @@ mod tests {
use alloy::hex::encode;
use num_bigint::BigUint;
use rstest::rstest;
use tycho_core::{dto::ProtocolComponent, Bytes};
use super::*;
@@ -271,7 +273,7 @@ mod tests {
exact_out: false,
given_token: token_in,
given_amount: BigUint::from(1000000000000000000u64),
expected_amount: BigUint::from(1000000000000000000u64),
expected_amount: Some(BigUint::from(1000000000000000000u64)),
checked_token: token_out,
check_amount: None,
sender: Bytes::from_str("0x0000000000000000000000000000000000000000").unwrap(),
@@ -307,8 +309,37 @@ mod tests {
);
}
#[test]
fn test_split_swap_strategy_encoder_simple_route() {
#[rstest]
#[case::no_check_no_slippage(
None,
None,
None,
U256::from_str("0").unwrap(),
)]
#[case::with_check_no_slippage(
None,
None,
Some(BigUint::from_str("3_000_000000000000000000").unwrap()),
U256::from_str("3_000_000000000000000000").unwrap(),
)]
#[case::no_check_with_slippage(
Some(BigUint::from_str("3_000_000000000000000000").unwrap()),
Some(0.01f64),
None,
U256::from_str("2_970_000000000000000000").unwrap(),
)]
#[case::with_check_and_slippage(
Some(BigUint::from_str("3_000_000000000000000000").unwrap()),
Some(0.01f64),
Some(BigUint::from_str("2_999_000000000000000000").unwrap()),
U256::from_str("2_999_000000000000000000").unwrap(),
)]
fn test_split_swap_strategy_encoder_simple_route(
#[case] expected_amount: Option<BigUint>,
#[case] slippage: Option<f64>,
#[case] check_amount: Option<BigUint>,
#[case] expected_min_amount: U256,
) {
// Performs a single swap from WETH to DAI on a USV2 pool
// Set up a mock private key for signing
@@ -335,8 +366,9 @@ mod tests {
given_token: weth,
given_amount: BigUint::from_str("1_000000000000000000").unwrap(),
checked_token: dai,
expected_amount: BigUint::from_str("3_000_000000000000000000").unwrap(),
check_amount: None,
expected_amount,
slippage,
check_amount,
sender: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
receiver: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
swaps: vec![swap],
@@ -347,18 +379,20 @@ mod tests {
let (calldata, _) = encoder
.encode_strategy(solution, router_address)
.unwrap();
let expected_min_amount_encoded = hex::encode(U256::abi_encode(&expected_min_amount));
let expected_input = [
"4860f9ed", // Function selector
"0000000000000000000000000000000000000000000000000de0b6b3a7640000", // amount out
"000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", // token in
"0000000000000000000000006b175474e89094c44da98b954eedeac495271d0f", // token out
&expected_min_amount_encoded, // min amount out
"0000000000000000000000000000000000000000000000000000000000000000", // wrap
"0000000000000000000000000000000000000000000000000000000000000000", // unwrap
"0000000000000000000000000000000000000000000000000000000000000002", // tokens length
"000000000000000000000000cd09f75e2bf2a4d11f3ab23f1389fcc1621c0cc2", // receiver
]
.join("");
let expected_input = String::from(concat!(
"4860f9ed",
"0000000000000000000000000000000000000000000000000de0b6b3a7640000", // amount out
"000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", // token in
"0000000000000000000000006b175474e89094c44da98b954eedeac495271d0f", // token out
"0000000000000000000000000000000000000000000000000000000000000000", // min amount out
"0000000000000000000000000000000000000000000000000000000000000000", // wrap
"0000000000000000000000000000000000000000000000000000000000000000", // unwrap
"0000000000000000000000000000000000000000000000000000000000000002", // tokens length
"000000000000000000000000cd09f75e2bf2a4d11f3ab23f1389fcc1621c0cc2", // receiver
));
// after this there is the permit and because of the deadlines (that depend on block time)
// it's hard to assert
// "000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", // token in
@@ -473,7 +507,7 @@ mod tests {
given_token: weth,
given_amount: BigUint::from_str("1_000000000000000000").unwrap(),
checked_token: usdc,
expected_amount: BigUint::from_str("3_000_000000").unwrap(),
expected_amount: Some(BigUint::from_str("3_000_000000").unwrap()),
check_amount: None,
sender: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
receiver: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),