feat: Support in between swaps optimizations

--- don't change below this line ---
ENG-4314 Took 31 seconds
This commit is contained in:
Diana Carvalho
2025-04-16 19:01:15 +01:00
parent eb1aa6cdcd
commit efe12cfcd6
5 changed files with 649 additions and 182 deletions

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@@ -340,4 +340,100 @@ contract TychoRouterSequentialSwapTest is TychoRouterTestSetup {
tychoRouter.exposedSequentialSwap(amountIn, pleEncode(swaps)); tychoRouter.exposedSequentialSwap(amountIn, pleEncode(swaps));
assertEq(IERC20(USDC_ADDR).balanceOf(tychoRouterAddr), 99889294); assertEq(IERC20(USDC_ADDR).balanceOf(tychoRouterAddr), 99889294);
} }
function testUSV3USV2Integration() public {
// Performs a sequential swap from WETH to USDC though WBTC and DAI using USV3 and USV2 pools
//
// WETH ──(USV3)──> WBTC ───(USV2)──> USDC
deal(WETH_ADDR, ALICE, 1 ether);
uint256 balanceBefore = IERC20(USDC_ADDR).balanceOf(ALICE);
// Approve permit2
vm.startPrank(ALICE);
IERC20(WETH_ADDR).approve(tychoRouterAddr, type(uint256).max);
// Encoded solution generated using `test_uniswap_v3_uniswap_v2`
(bool success,) = tychoRouterAddr.call(
hex"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"
);
vm.stopPrank();
uint256 balanceAfter = IERC20(USDC_ADDR).balanceOf(ALICE);
assertTrue(success, "Call Failed");
assertEq(balanceAfter - balanceBefore, 2554299052);
assertEq(IERC20(WETH_ADDR).balanceOf(tychoRouterAddr), 0);
}
function testUSV3USV3Integration() public {
// Performs a sequential swap from WETH to USDC though WBTC using USV3 pools
//
// WETH ──(USV3)──> WBTC ───(USV3)──> USDC
deal(WETH_ADDR, ALICE, 1 ether);
uint256 balanceBefore = IERC20(USDC_ADDR).balanceOf(ALICE);
// Approve permit2
vm.startPrank(ALICE);
IERC20(WETH_ADDR).approve(tychoRouterAddr, type(uint256).max);
// Encoded solution generated using `test_uniswap_v3_uniswap_v3`
(bool success,) = tychoRouterAddr.call(
hex"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"
);
vm.stopPrank();
uint256 balanceAfter = IERC20(USDC_ADDR).balanceOf(ALICE);
assertTrue(success, "Call Failed");
assertEq(balanceAfter - balanceBefore, 2647438249);
assertEq(IERC20(WETH_ADDR).balanceOf(tychoRouterAddr), 0);
}
function testUSV3CurveIntegration() public {
// Performs a sequential swap from WETH to USDT though WBTC using USV3 and Curve pools
//
// WETH ──(USV3)──> WBTC ───(USV3)──> USDT
deal(WETH_ADDR, ALICE, 1 ether);
uint256 balanceBefore = IERC20(USDT_ADDR).balanceOf(ALICE);
// Approve permit2
vm.startPrank(ALICE);
IERC20(WETH_ADDR).approve(tychoRouterAddr, type(uint256).max);
// Encoded solution generated using `test_uniswap_v3_curve`
(bool success,) = tychoRouterAddr.call(
hex"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"
);
vm.stopPrank();
uint256 balanceAfter = IERC20(USDT_ADDR).balanceOf(ALICE);
assertTrue(success, "Call Failed");
assertEq(balanceAfter - balanceBefore, 2650183330);
assertEq(IERC20(WETH_ADDR).balanceOf(tychoRouterAddr), 0);
}
function testBalancerV2USV2Integration() public {
// Performs a sequential swap from WETH to USDC though WBTC using Balancer v2 and USV2 pools
//
// WETH ──(balancer)──> WBTC ───(USV2)──> USDC
deal(WETH_ADDR, ALICE, 1 ether);
uint256 balanceBefore = IERC20(USDT_ADDR).balanceOf(ALICE);
// Approve permit2
vm.startPrank(ALICE);
IERC20(WETH_ADDR).approve(tychoRouterAddr, type(uint256).max);
// Encoded solution generated using `test_uniswap_v3_curve`
(bool success,) = tychoRouterAddr.call(
hex"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"
);
vm.stopPrank();
uint256 balanceAfter = IERC20(USDC_ADDR).balanceOf(ALICE);
assertTrue(success, "Call Failed");
assertEq(balanceAfter - balanceBefore, 2549391308);
assertEq(IERC20(WETH_ADDR).balanceOf(tychoRouterAddr), 0);
}
} }

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@@ -13,7 +13,7 @@ pub const PROTOCOL_SPECIFIC_CONFIG: &str =
pub static GROUPABLE_PROTOCOLS: LazyLock<HashSet<&'static str>> = LazyLock::new(|| { pub static GROUPABLE_PROTOCOLS: LazyLock<HashSet<&'static str>> = LazyLock::new(|| {
let mut set = HashSet::new(); let mut set = HashSet::new();
set.insert("uniswap_v4"); set.insert("uniswap_v4");
set.insert("balancer_v3"); set.insert("vm:balancer_v3");
set.insert("ekubo_v2"); set.insert("ekubo_v2");
set set
}); });
@@ -23,18 +23,21 @@ pub static IN_TRANSFER_OPTIMIZABLE_PROTOCOLS: LazyLock<HashSet<&'static str>> =
LazyLock::new(|| { LazyLock::new(|| {
let mut set = HashSet::new(); let mut set = HashSet::new();
set.insert("uniswap_v2"); set.insert("uniswap_v2");
set.insert("sushiswap_v2");
set.insert("pancakeswap_v2");
set.insert("uniswap_v3"); set.insert("uniswap_v3");
set.insert("pancakeswap_v3");
set.insert("ekubo_v2"); set.insert("ekubo_v2");
set set
}); });
/// These protocols expect funds to be in the router at the time of swap. // These protocols do not support chained swaps from the same protocol. This is the case for uniswap
pub static PROTOCOLS_EXPECTING_FUNDS_IN_ROUTER: LazyLock<HashSet<&'static str>> = // v3 because of the callback logic. The only way for this to work it would be to call the second
// swap during the callback of the first swap. This is currently not supported.
pub static PROTOCOLS_NOT_OPTIMIZED_CHAINED_SWAPS: LazyLock<HashSet<&'static str>> =
LazyLock::new(|| { LazyLock::new(|| {
let mut set = HashSet::new(); let mut set = HashSet::new();
set.insert("vm:curve"); set.insert("uniswap_v3");
set.insert("balancer_v2"); set.insert("pancakeswap_v3");
// TODO remove uniswap_v4 when we add callback support for transfer optimizations
set.insert("uniswap_v4");
set set
}); });

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@@ -255,7 +255,7 @@ mod tests {
let swap_weth_wbtc = Swap { let swap_weth_wbtc = Swap {
component: ProtocolComponent { component: ProtocolComponent {
protocol_system: "balancer_v3".to_string(), protocol_system: "vm:balancer_v3".to_string(),
..Default::default() ..Default::default()
}, },
token_in: weth.clone(), token_in: weth.clone(),
@@ -264,7 +264,7 @@ mod tests {
}; };
let swap_wbtc_usdc = Swap { let swap_wbtc_usdc = Swap {
component: ProtocolComponent { component: ProtocolComponent {
protocol_system: "balancer_v3".to_string(), protocol_system: "vm:balancer_v3".to_string(),
..Default::default() ..Default::default()
}, },
token_in: wbtc.clone(), token_in: wbtc.clone(),
@@ -306,7 +306,7 @@ mod tests {
swaps: vec![swap_weth_wbtc, swap_wbtc_usdc], swaps: vec![swap_weth_wbtc, swap_wbtc_usdc],
input_token: weth.clone(), input_token: weth.clone(),
output_token: usdc.clone(), output_token: usdc.clone(),
protocol_system: "balancer_v3".to_string(), protocol_system: "vm:balancer_v3".to_string(),
split: 0.5f64, split: 0.5f64,
}, },
SwapGroup { SwapGroup {

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@@ -8,6 +8,7 @@ use crate::encoding::{
errors::EncodingError, errors::EncodingError,
evm::{ evm::{
approvals::permit2::Permit2, approvals::permit2::Permit2,
constants::{IN_TRANSFER_OPTIMIZABLE_PROTOCOLS, PROTOCOLS_NOT_OPTIMIZED_CHAINED_SWAPS},
group_swaps::group_swaps, group_swaps::group_swaps,
strategy_encoder::{ strategy_encoder::{
strategy_validators::{SequentialSwapValidator, SplitSwapValidator, SwapValidator}, strategy_validators::{SequentialSwapValidator, SplitSwapValidator, SwapValidator},
@@ -133,6 +134,7 @@ impl StrategyEncoder for SingleSwapStrategyEncoder {
self.wrapped_address.clone(), self.wrapped_address.clone(),
self.permit2.clone().is_some(), self.permit2.clone().is_some(),
wrap, wrap,
false,
); );
let encoding_context = EncodingContext { let encoding_context = EncodingContext {
@@ -289,6 +291,7 @@ impl StrategyEncoder for SequentialSwapStrategyEncoder {
} }
let mut swaps = vec![]; let mut swaps = vec![];
let mut next_in_between_swap_optimization = true;
for (i, grouped_swap) in grouped_swaps.iter().enumerate() { for (i, grouped_swap) in grouped_swaps.iter().enumerate() {
let protocol = grouped_swap.protocol_system.clone(); let protocol = grouped_swap.protocol_system.clone();
let swap_encoder = self let swap_encoder = self
@@ -300,12 +303,31 @@ impl StrategyEncoder for SequentialSwapStrategyEncoder {
)) ))
})?; })?;
// if it is the last swap and there isn't an unwrap at the end, we can set the receiver let in_between_swap_optimization = next_in_between_swap_optimization;
// to the final user let next_swap = grouped_swaps.get(i + 1);
let swap_receiver = if i == grouped_swaps.len() - 1 && !unwrap { // if there is a next swap
solution.receiver.clone() let swap_receiver = if let Some(next) = next_swap {
// if the protocol of the next swap supports transfer in optimization
if IN_TRANSFER_OPTIMIZABLE_PROTOCOLS.contains(&next.protocol_system.as_str()) {
// if the protocol does not allow for chained swaps, we can't optimize the
// receiver of this swap nor the transfer in of the next swap
if PROTOCOLS_NOT_OPTIMIZED_CHAINED_SWAPS
.contains(&next.protocol_system.as_str()) &&
PROTOCOLS_NOT_OPTIMIZED_CHAINED_SWAPS.contains(protocol.as_str())
{
next_in_between_swap_optimization = false;
self.router_address.clone()
} else {
Bytes::from_str(&next.swaps[0].component.id.clone()).map_err(|_| {
EncodingError::FatalError("Invalid component id".to_string())
})?
}
} else {
// the protocol of the next swap does not support transfer in optimization
self.router_address.clone()
}
} else { } else {
self.router_address.clone() solution.receiver.clone() // last swap - there is not next swap
}; };
let mut grouped_protocol_data: Vec<u8> = vec![]; let mut grouped_protocol_data: Vec<u8> = vec![];
@@ -317,6 +339,7 @@ impl StrategyEncoder for SequentialSwapStrategyEncoder {
self.wrapped_address.clone(), self.wrapped_address.clone(),
self.permit2.clone().is_some(), self.permit2.clone().is_some(),
wrap, wrap,
in_between_swap_optimization,
); );
let encoding_context = EncodingContext { let encoding_context = EncodingContext {
@@ -553,6 +576,7 @@ impl StrategyEncoder for SplitSwapStrategyEncoder {
self.wrapped_address.clone(), self.wrapped_address.clone(),
self.permit2.clone().is_some(), self.permit2.clone().is_some(),
wrap, wrap,
false,
); );
let encoding_context = EncodingContext { let encoding_context = EncodingContext {
@@ -1148,164 +1172,466 @@ mod tests {
println!("test_split_swap_strategy_encoder_complex_route: {}", _hex_calldata); println!("test_split_swap_strategy_encoder_complex_route: {}", _hex_calldata);
} }
#[test] mod sequential {
fn test_sequential_swap_strategy_encoder_complex_route() { use super::*;
// Note: This test does not assert anything. It is only used to obtain integration test
// data for our router solidity test.
//
// Performs a split swap from WETH to USDC though WBTC and DAI using USV2 pools
//
// WETH ───(USV2)──> WBTC ───(USV2)──> USDC
// Set up a mock private key for signing #[test]
let private_key = fn test_sequential_swap_strategy_encoder_complex_route() {
"0x123456789abcdef123456789abcdef123456789abcdef123456789abcdef1234".to_string(); // Note: This test does not assert anything. It is only used to obtain integration test
// data for our router solidity test.
//
// Performs a sequential swap from WETH to USDC though WBTC using USV2 pools
//
// WETH ───(USV2)──> WBTC ───(USV2)──> USDC
let weth = weth(); // Set up a mock private key for signing
let wbtc = Bytes::from_str("0x2260fac5e5542a773aa44fbcfedf7c193bc2c599").unwrap(); let private_key =
let usdc = Bytes::from_str("0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48").unwrap(); "0x123456789abcdef123456789abcdef123456789abcdef123456789abcdef1234".to_string();
let swap_weth_wbtc = Swap { let weth = weth();
component: ProtocolComponent { let wbtc = Bytes::from_str("0x2260fac5e5542a773aa44fbcfedf7c193bc2c599").unwrap();
id: "0xBb2b8038a1640196FbE3e38816F3e67Cba72D940".to_string(), let usdc = Bytes::from_str("0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48").unwrap();
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: wbtc.clone(),
split: 0f64,
};
let swap_wbtc_usdc = Swap {
component: ProtocolComponent {
id: "0x004375Dff511095CC5A197A54140a24eFEF3A416".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: wbtc.clone(),
token_out: usdc.clone(),
split: 0f64,
};
let swap_encoder_registry = get_swap_encoder_registry();
let encoder = SequentialSwapStrategyEncoder::new(
eth_chain(),
swap_encoder_registry,
Some(private_key),
Bytes::from_str("0x3Ede3eCa2a72B3aeCC820E955B36f38437D01395").unwrap(),
)
.unwrap();
let solution = Solution {
exact_out: false,
given_token: weth,
given_amount: BigUint::from_str("1_000000000000000000").unwrap(),
checked_token: usdc,
expected_amount: None,
checked_amount: Some(BigUint::from_str("26173932").unwrap()),
sender: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
receiver: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
swaps: vec![swap_weth_wbtc, swap_wbtc_usdc],
..Default::default()
};
let (calldata, _) = encoder let swap_weth_wbtc = Swap {
.encode_strategy(solution) component: ProtocolComponent {
id: "0xBb2b8038a1640196FbE3e38816F3e67Cba72D940".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: wbtc.clone(),
split: 0f64,
};
let swap_wbtc_usdc = Swap {
component: ProtocolComponent {
id: "0x004375Dff511095CC5A197A54140a24eFEF3A416".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: wbtc.clone(),
token_out: usdc.clone(),
split: 0f64,
};
let swap_encoder_registry = get_swap_encoder_registry();
let encoder = SequentialSwapStrategyEncoder::new(
eth_chain(),
swap_encoder_registry,
Some(private_key),
Bytes::from_str("0x3Ede3eCa2a72B3aeCC820E955B36f38437D01395").unwrap(),
)
.unwrap(); .unwrap();
let solution = Solution {
let _hex_calldata = encode(&calldata); exact_out: false,
println!("test_sequential_swap_strategy_encoder_complex_route: {}", _hex_calldata); given_token: weth,
} given_amount: BigUint::from_str("1_000000000000000000").unwrap(),
checked_token: usdc,
#[test] expected_amount: None,
fn test_sequential_swap_strategy_encoder_no_permit2() { checked_amount: Some(BigUint::from_str("26173932").unwrap()),
// Performs a split swap from WETH to USDC though WBTC and DAI using USV2 pools sender: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
// receiver: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
// WETH ───(USV2)──> WBTC ───(USV2)──> USDC swaps: vec![swap_weth_wbtc, swap_wbtc_usdc],
let weth = weth();
let wbtc = Bytes::from_str("0x2260fac5e5542a773aa44fbcfedf7c193bc2c599").unwrap();
let usdc = Bytes::from_str("0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48").unwrap();
let swap_weth_wbtc = Swap {
component: ProtocolComponent {
id: "0xBb2b8038a1640196FbE3e38816F3e67Cba72D940".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default() ..Default::default()
}, };
token_in: weth.clone(),
token_out: wbtc.clone(),
split: 0f64,
};
let swap_wbtc_usdc = Swap {
component: ProtocolComponent {
id: "0x004375Dff511095CC5A197A54140a24eFEF3A416".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: wbtc.clone(),
token_out: usdc.clone(),
split: 0f64,
};
let swap_encoder_registry = get_swap_encoder_registry();
let encoder = SequentialSwapStrategyEncoder::new(
eth_chain(),
swap_encoder_registry,
None,
Bytes::from_str("0x3Ede3eCa2a72B3aeCC820E955B36f38437D01395").unwrap(),
)
.unwrap();
let solution = Solution {
exact_out: false,
given_token: weth,
given_amount: BigUint::from_str("1_000000000000000000").unwrap(),
checked_token: usdc,
expected_amount: None,
checked_amount: Some(BigUint::from_str("26173932").unwrap()),
sender: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
receiver: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
swaps: vec![swap_weth_wbtc, swap_wbtc_usdc],
..Default::default()
};
let (calldata, _) = encoder let (calldata, _) = encoder
.encode_strategy(solution) .encode_strategy(solution)
.unwrap();
let _hex_calldata = encode(&calldata);
println!("test_sequential_swap_strategy_encoder_complex_route: {}", _hex_calldata);
}
#[test]
fn test_sequential_swap_strategy_encoder_no_permit2() {
// Performs a sequential swap from WETH to USDC though WBTC using USV2 pools
//
// WETH ───(USV2)──> WBTC ───(USV2)──> USDC
let weth = weth();
let wbtc = Bytes::from_str("0x2260fac5e5542a773aa44fbcfedf7c193bc2c599").unwrap();
let usdc = Bytes::from_str("0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48").unwrap();
let swap_weth_wbtc = Swap {
component: ProtocolComponent {
id: "0xBb2b8038a1640196FbE3e38816F3e67Cba72D940".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: wbtc.clone(),
split: 0f64,
};
let swap_wbtc_usdc = Swap {
component: ProtocolComponent {
id: "0x004375Dff511095CC5A197A54140a24eFEF3A416".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: wbtc.clone(),
token_out: usdc.clone(),
split: 0f64,
};
let swap_encoder_registry = get_swap_encoder_registry();
let encoder = SequentialSwapStrategyEncoder::new(
eth_chain(),
swap_encoder_registry,
None,
Bytes::from_str("0x3Ede3eCa2a72B3aeCC820E955B36f38437D01395").unwrap(),
)
.unwrap(); .unwrap();
let solution = Solution {
exact_out: false,
given_token: weth,
given_amount: BigUint::from_str("1_000000000000000000").unwrap(),
checked_token: usdc,
expected_amount: None,
checked_amount: Some(BigUint::from_str("26173932").unwrap()),
sender: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
receiver: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
swaps: vec![swap_weth_wbtc, swap_wbtc_usdc],
..Default::default()
};
let hex_calldata = encode(&calldata); let (calldata, _) = encoder
println!("test_sequential_swap_strategy_encoder_no_permit2: {}", hex_calldata); .encode_strategy(solution)
.unwrap();
let expected = String::from(concat!( let hex_calldata = encode(&calldata);
"e8a980d7", /* function selector */ println!("test_sequential_swap_strategy_encoder_no_permit2: {}", hex_calldata);
"0000000000000000000000000000000000000000000000000de0b6b3a7640000", // amount in
"000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", // token in
"000000000000000000000000a0b86991c6218b36c1d19d4a2e9eb0ce3606eb48", // token ou
"00000000000000000000000000000000000000000000000000000000018f61ec", // min amount out
"0000000000000000000000000000000000000000000000000000000000000000", // wrap
"0000000000000000000000000000000000000000000000000000000000000000", // unwrap
"000000000000000000000000cd09f75e2bf2a4d11f3ab23f1389fcc1621c0cc2", // receiver
"0000000000000000000000000000000000000000000000000000000000000100", /* length ple
* encode */
"00000000000000000000000000000000000000000000000000000000000000a8",
// swap 1
"0052", // swap length
"5615deb798bb3e4dfa0139dfa1b3d433cc23b72f", // executor address
"c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", // token in
"bb2b8038a1640196fbe3e38816f3e67cba72d940", // component id
"3ede3eca2a72b3aecc820e955b36f38437d01395", // receiver (router)
"00", // zero to one
"01", // transfer type
// swap 2
"0052", // swap length
"5615deb798bb3e4dfa0139dfa1b3d433cc23b72f", // executor address
"2260fac5e5542a773aa44fbcfedf7c193bc2c599", // token in
"004375dff511095cc5a197a54140a24efef3a416", // component id
"cd09f75e2bf2a4d11f3ab23f1389fcc1621c0cc2", // receiver (final user)
"01", // zero to one
"00", // transfer type
"000000000000000000000000000000000000000000000000", // padding
));
assert_eq!(hex_calldata, expected); let expected = String::from(concat!(
"e8a980d7", /* function selector */
"0000000000000000000000000000000000000000000000000de0b6b3a7640000", // amount in
"000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", // token in
"000000000000000000000000a0b86991c6218b36c1d19d4a2e9eb0ce3606eb48", // token ou
"00000000000000000000000000000000000000000000000000000000018f61ec", /* min amount out */
"0000000000000000000000000000000000000000000000000000000000000000", // wrap
"0000000000000000000000000000000000000000000000000000000000000000", // unwrap
"000000000000000000000000cd09f75e2bf2a4d11f3ab23f1389fcc1621c0cc2", // receiver
"0000000000000000000000000000000000000000000000000000000000000100", /* length ple
* encode */
"00000000000000000000000000000000000000000000000000000000000000a8",
// swap 1
"0052", // swap length
"5615deb798bb3e4dfa0139dfa1b3d433cc23b72f", // executor address
"c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", // token in
"bb2b8038a1640196fbe3e38816f3e67cba72d940", // component id
"004375dff511095cc5a197a54140a24efef3a416", // receiver (next pool)
"00", // zero to one
"01", // transfer type
// swap 2
"0052", // swap length
"5615deb798bb3e4dfa0139dfa1b3d433cc23b72f", // executor address
"2260fac5e5542a773aa44fbcfedf7c193bc2c599", // token in
"004375dff511095cc5a197a54140a24efef3a416", // component id
"cd09f75e2bf2a4d11f3ab23f1389fcc1621c0cc2", // receiver (final user)
"01", // zero to one
"05", // transfer type - None
"000000000000000000000000000000000000000000000000", // padding
));
assert_eq!(hex_calldata, expected);
}
#[test]
fn test_uniswap_v3_uniswap_v2() {
// Note: This test does not assert anything. It is only used to obtain integration test
// data for our router solidity test.
//
// Performs a sequential swap from WETH to USDC though WBTC using USV3 and USV2
// pools
//
// WETH ───(USV3)──> WBTC ───(USV2)──> USDC
let weth = weth();
let wbtc = Bytes::from_str("0x2260fac5e5542a773aa44fbcfedf7c193bc2c599").unwrap();
let usdc = Bytes::from_str("0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48").unwrap();
let swap_weth_wbtc = Swap {
component: ProtocolComponent {
id: "0xCBCdF9626bC03E24f779434178A73a0B4bad62eD".to_string(),
protocol_system: "uniswap_v3".to_string(),
static_attributes: {
let mut attrs = HashMap::new();
attrs.insert(
"fee".to_string(),
Bytes::from(BigInt::from(3000).to_signed_bytes_be()),
);
attrs
},
..Default::default()
},
token_in: weth.clone(),
token_out: wbtc.clone(),
split: 0f64,
};
let swap_wbtc_usdc = Swap {
component: ProtocolComponent {
id: "0x004375Dff511095CC5A197A54140a24eFEF3A416".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: wbtc.clone(),
token_out: usdc.clone(),
split: 0f64,
};
let swap_encoder_registry = get_swap_encoder_registry();
let encoder = SequentialSwapStrategyEncoder::new(
eth_chain(),
swap_encoder_registry,
None,
Bytes::from_str("0x3Ede3eCa2a72B3aeCC820E955B36f38437D01395").unwrap(),
)
.unwrap();
let solution = Solution {
exact_out: false,
given_token: weth,
given_amount: BigUint::from_str("1_000000000000000000").unwrap(),
checked_token: usdc,
expected_amount: None,
checked_amount: Some(BigUint::from_str("26173932").unwrap()),
sender: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
receiver: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
swaps: vec![swap_weth_wbtc, swap_wbtc_usdc],
..Default::default()
};
let (calldata, _) = encoder
.encode_strategy(solution)
.unwrap();
let _hex_calldata = encode(&calldata);
println!("test_uniswap_v3_uniswap_v2: {}", _hex_calldata);
}
#[test]
fn test_uniswap_v3_uniswap_v3() {
// Note: This test does not assert anything. It is only used to obtain integration test
// data for our router solidity test.
//
// Performs a sequential swap from WETH to USDC though WBTC using USV3 pools
// There is no optimization between the two USV3 pools, this is currently not supported.
//
// WETH ───(USV3)──> WBTC ───(USV3)──> USDC
let weth = weth();
let wbtc = Bytes::from_str("0x2260fac5e5542a773aa44fbcfedf7c193bc2c599").unwrap();
let usdc = Bytes::from_str("0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48").unwrap();
let swap_weth_wbtc = Swap {
component: ProtocolComponent {
id: "0xCBCdF9626bC03E24f779434178A73a0B4bad62eD".to_string(),
protocol_system: "uniswap_v3".to_string(),
static_attributes: {
let mut attrs = HashMap::new();
attrs.insert(
"fee".to_string(),
Bytes::from(BigInt::from(3000).to_signed_bytes_be()),
);
attrs
},
..Default::default()
},
token_in: weth.clone(),
token_out: wbtc.clone(),
split: 0f64,
};
let swap_wbtc_usdc = Swap {
component: ProtocolComponent {
id: "0x99ac8cA7087fA4A2A1FB6357269965A2014ABc35".to_string(),
protocol_system: "uniswap_v3".to_string(),
static_attributes: {
let mut attrs = HashMap::new();
attrs.insert(
"fee".to_string(),
Bytes::from(BigInt::from(3000).to_signed_bytes_be()),
);
attrs
},
..Default::default()
},
token_in: wbtc.clone(),
token_out: usdc.clone(),
split: 0f64,
};
let swap_encoder_registry = get_swap_encoder_registry();
let encoder = SequentialSwapStrategyEncoder::new(
eth_chain(),
swap_encoder_registry,
None,
Bytes::from_str("0x3Ede3eCa2a72B3aeCC820E955B36f38437D01395").unwrap(),
)
.unwrap();
let solution = Solution {
exact_out: false,
given_token: weth,
given_amount: BigUint::from_str("1_000000000000000000").unwrap(),
checked_token: usdc,
expected_amount: None,
checked_amount: Some(BigUint::from_str("26173932").unwrap()),
sender: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
receiver: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
swaps: vec![swap_weth_wbtc, swap_wbtc_usdc],
..Default::default()
};
let (calldata, _) = encoder
.encode_strategy(solution)
.unwrap();
let _hex_calldata = encode(&calldata);
println!("test_uniswap_v3_uniswap_v3: {}", _hex_calldata);
}
#[test]
fn test_uniswap_v3_curve() {
// Note: This test does not assert anything. It is only used to obtain integration test
// data for our router solidity test.
//
// Performs a sequential swap from WETH to USDT though WBTC using USV3 and curve
// pools
//
// WETH ───(USV3)──> WBTC ───(curve)──> USDT
let weth = weth();
let wbtc = Bytes::from_str("0x2260fac5e5542a773aa44fbcfedf7c193bc2c599").unwrap();
let usdt = Bytes::from_str("0xdAC17F958D2ee523a2206206994597C13D831ec7").unwrap();
let swap_weth_wbtc = Swap {
component: ProtocolComponent {
id: "0xCBCdF9626bC03E24f779434178A73a0B4bad62eD".to_string(),
protocol_system: "uniswap_v3".to_string(),
static_attributes: {
let mut attrs = HashMap::new();
attrs.insert(
"fee".to_string(),
Bytes::from(BigInt::from(3000).to_signed_bytes_be()),
);
attrs
},
..Default::default()
},
token_in: weth.clone(),
token_out: wbtc.clone(),
split: 0f64,
};
let swap_wbtc_usdt = Swap {
component: ProtocolComponent {
id: String::from("0xD51a44d3FaE010294C616388b506AcdA1bfAAE46"),
protocol_system: String::from("vm:curve"),
static_attributes: {
let mut attrs: HashMap<String, Bytes> = HashMap::new();
attrs.insert(
"factory".into(),
Bytes::from(
"0x0000000000000000000000000000000000000000"
.as_bytes()
.to_vec(),
),
);
attrs
},
..Default::default()
},
token_in: wbtc.clone(),
token_out: usdt.clone(),
split: 0f64,
};
let swap_encoder_registry = get_swap_encoder_registry();
let encoder = SequentialSwapStrategyEncoder::new(
eth_chain(),
swap_encoder_registry,
None,
Bytes::from_str("0x3Ede3eCa2a72B3aeCC820E955B36f38437D01395").unwrap(),
)
.unwrap();
let solution = Solution {
exact_out: false,
given_token: weth,
given_amount: BigUint::from_str("1_000000000000000000").unwrap(),
checked_token: usdt,
expected_amount: None,
checked_amount: Some(BigUint::from_str("26173932").unwrap()),
sender: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
receiver: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
swaps: vec![swap_weth_wbtc, swap_wbtc_usdt],
..Default::default()
};
let (calldata, _) = encoder
.encode_strategy(solution)
.unwrap();
let _hex_calldata = encode(&calldata);
println!("test_uniswap_v3_curve: {}", _hex_calldata);
}
#[test]
fn test_balancer_v2_uniswap_v2() {
// Note: This test does not assert anything. It is only used to obtain integration test
// data for our router solidity test.
//
// Performs a sequential swap from WETH to USDC though WBTC using balancer and USV2
// pools
//
// WETH ───(balancer)──> WBTC ───(USV2)──> USDC
let weth = weth();
let wbtc = Bytes::from_str("0x2260fac5e5542a773aa44fbcfedf7c193bc2c599").unwrap();
let usdc = Bytes::from_str("0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48").unwrap();
let swap_weth_wbtc = Swap {
component: ProtocolComponent {
id: "0xa6f548df93de924d73be7d25dc02554c6bd66db500020000000000000000000e"
.to_string(),
protocol_system: "vm:balancer_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: wbtc.clone(),
split: 0f64,
};
let swap_wbtc_usdc = Swap {
component: ProtocolComponent {
id: "0x004375Dff511095CC5A197A54140a24eFEF3A416".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: wbtc.clone(),
token_out: usdc.clone(),
split: 0f64,
};
let swap_encoder_registry = get_swap_encoder_registry();
let encoder = SequentialSwapStrategyEncoder::new(
eth_chain(),
swap_encoder_registry,
None,
Bytes::from_str("0x3Ede3eCa2a72B3aeCC820E955B36f38437D01395").unwrap(),
)
.unwrap();
let solution = Solution {
exact_out: false,
given_token: weth,
given_amount: BigUint::from_str("1_000000000000000000").unwrap(),
checked_token: usdc,
expected_amount: None,
checked_amount: Some(BigUint::from_str("26173932").unwrap()),
sender: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
receiver: Bytes::from_str("0xcd09f75E2BF2A4d11F3AB23f1389FcC1621c0cc2").unwrap(),
swaps: vec![swap_weth_wbtc, swap_wbtc_usdc],
..Default::default()
};
let (calldata, _) = encoder
.encode_strategy(solution)
.unwrap();
let _hex_calldata = encode(&calldata);
println!("test_balancer_v2_uniswap_v2: {}", _hex_calldata);
}
} }
#[test] #[test]
fn test_split_encoding_strategy_usv4() { fn test_split_encoding_strategy_usv4() {
// Performs a sequential swap from USDC to PEPE though ETH using two consecutive USV4 pools // Performs a sequential swap from USDC to PEPE though ETH using two consecutive USV4 pools

View File

@@ -1,13 +1,14 @@
use tycho_common::Bytes; use tycho_common::Bytes;
use crate::encoding::{ use crate::encoding::{
evm::constants::{IN_TRANSFER_OPTIMIZABLE_PROTOCOLS, PROTOCOLS_EXPECTING_FUNDS_IN_ROUTER}, evm::constants::IN_TRANSFER_OPTIMIZABLE_PROTOCOLS,
models::{Swap, TransferType}, models::{Swap, TransferType},
}; };
/// A trait that defines how the tokens will be transferred into the given pool given the solution. /// A trait that defines how the tokens will be transferred into the given pool given the solution.
pub trait TransferOptimization { pub trait TransferOptimization {
/// Returns the transfer method that should be used for the given swap and solution. /// Returns the transfer method that should be used for the given swap and solution.
#[allow(clippy::too_many_arguments)]
fn get_transfer_type( fn get_transfer_type(
&self, &self,
swap: Swap, swap: Swap,
@@ -16,37 +17,40 @@ pub trait TransferOptimization {
wrapped_token: Bytes, wrapped_token: Bytes,
permit2: bool, permit2: bool,
wrap: bool, wrap: bool,
in_between_swap_optimization: bool,
) -> TransferType { ) -> TransferType {
let send_funds_to_pool: bool = let in_transfer_optimizable: bool =
IN_TRANSFER_OPTIMIZABLE_PROTOCOLS.contains(&swap.component.protocol_system.as_str()); IN_TRANSFER_OPTIMIZABLE_PROTOCOLS.contains(&swap.component.protocol_system.as_str());
let funds_expected_in_router: bool =
PROTOCOLS_EXPECTING_FUNDS_IN_ROUTER.contains(&swap.component.protocol_system.as_str());
// In the case of wrapping, check if the swap's token in is the wrapped token to
// determine if it's the first swap. Otherwise, compare to the given token.
let is_first_swap = swap.token_in == given_token; let is_first_swap = swap.token_in == given_token;
if swap.token_in == native_token { if swap.token_in == native_token {
// Funds are already in router. All protocols currently take care of native transfers. // Funds are already in router. All protocols currently take care of native transfers.
TransferType::None TransferType::None
} else if (swap.token_in == wrapped_token) && wrap { } else if (swap.token_in == wrapped_token) && wrap {
// Wrapping already happened in the router so we can just use a normal transfer.
TransferType::TransferToProtocol TransferType::TransferToProtocol
} else if is_first_swap && send_funds_to_pool { // first swap
if permit2 { } else if is_first_swap {
// Transfer from swapper to pool using permit2. if in_transfer_optimizable {
TransferType::TransferPermit2ToProtocol if permit2 {
} else { // Transfer from swapper to pool using permit2.
// Transfer from swapper to pool. TransferType::TransferPermit2ToProtocol
TransferType::TransferFromToProtocol } else {
} // Transfer from swapper to pool.
} else if is_first_swap && funds_expected_in_router { TransferType::TransferFromToProtocol
if permit2 { }
} else if permit2 {
// Transfer from swapper to router using permit2. // Transfer from swapper to router using permit2.
TransferType::TransferPermit2ToRouter TransferType::TransferPermit2ToRouter
} else { } else {
// Transfer from swapper to router. // Transfer from swapper to router.
TransferType::TransferFromToRouter TransferType::TransferFromToRouter
} }
// all other swaps
} else if !in_transfer_optimizable || in_between_swap_optimization {
// funds should already be in the router or in the next pool
TransferType::None
} else { } else {
TransferType::TransferToProtocol TransferType::TransferToProtocol
} }
@@ -93,7 +97,7 @@ mod tests {
}; };
let strategy = MockStrategy {}; let strategy = MockStrategy {};
let transfer_method = let transfer_method =
strategy.get_transfer_type(swap.clone(), weth(), eth(), weth(), true, false); strategy.get_transfer_type(swap.clone(), weth(), eth(), weth(), true, false, false);
assert_eq!(transfer_method, TransferType::TransferPermit2ToProtocol); assert_eq!(transfer_method, TransferType::TransferPermit2ToProtocol);
} }
@@ -111,7 +115,7 @@ mod tests {
}; };
let strategy = MockStrategy {}; let strategy = MockStrategy {};
let transfer_method = let transfer_method =
strategy.get_transfer_type(swap.clone(), weth(), eth(), weth(), false, false); strategy.get_transfer_type(swap.clone(), weth(), eth(), weth(), false, false, false);
assert_eq!(transfer_method, TransferType::TransferFromToProtocol); assert_eq!(transfer_method, TransferType::TransferFromToProtocol);
} }
@@ -130,7 +134,7 @@ mod tests {
}; };
let strategy = MockStrategy {}; let strategy = MockStrategy {};
let transfer_method = let transfer_method =
strategy.get_transfer_type(swap.clone(), eth(), eth(), weth(), false, false); strategy.get_transfer_type(swap.clone(), eth(), eth(), weth(), false, false, false);
assert_eq!(transfer_method, TransferType::None); assert_eq!(transfer_method, TransferType::None);
} }
@@ -149,7 +153,7 @@ mod tests {
}; };
let strategy = MockStrategy {}; let strategy = MockStrategy {};
let transfer_method = let transfer_method =
strategy.get_transfer_type(swap.clone(), eth(), eth(), weth(), false, true); strategy.get_transfer_type(swap.clone(), eth(), eth(), weth(), false, true, false);
assert_eq!(transfer_method, TransferType::TransferToProtocol); assert_eq!(transfer_method, TransferType::TransferToProtocol);
} }
@@ -168,7 +172,45 @@ mod tests {
}; };
let strategy = MockStrategy {}; let strategy = MockStrategy {};
let transfer_method = let transfer_method =
strategy.get_transfer_type(swap.clone(), weth(), eth(), weth(), false, false); strategy.get_transfer_type(swap.clone(), weth(), eth(), weth(), false, false, false);
assert_eq!(transfer_method, TransferType::TransferToProtocol); assert_eq!(transfer_method, TransferType::TransferToProtocol);
} }
#[test]
fn test_not_first_swap_funds_in_router() {
// Not the first swap and the protocol requires the funds to be in the router (which they
// already are, so the transfer type is None)
let swap = Swap {
component: ProtocolComponent {
protocol_system: "vm:curve".to_string(),
..Default::default()
},
token_in: usdc(),
token_out: dai(),
split: 0f64,
};
let strategy = MockStrategy {};
let transfer_method =
strategy.get_transfer_type(swap.clone(), weth(), eth(), weth(), false, false, false);
assert_eq!(transfer_method, TransferType::None);
}
#[test]
fn test_not_first_swap_in_between_swap_optimization() {
// Not the first swap and the in between swaps are optimized. The funds should already be in
// the next pool or in the router
let swap = Swap {
component: ProtocolComponent {
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: usdc(),
token_out: dai(),
split: 0f64,
};
let strategy = MockStrategy {};
let transfer_method =
strategy.get_transfer_type(swap.clone(), weth(), eth(), weth(), false, false, true);
assert_eq!(transfer_method, TransferType::None);
}
} }