Merge pull request #71 from propeller-heads/encoding/tnl/ENG-4248-direct-execution-usv4

feat: Support swap grouping optimizations for direct execution
This commit is contained in:
Tamara
2025-02-19 10:29:17 -05:00
committed by GitHub
3 changed files with 475 additions and 342 deletions

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@@ -0,0 +1,322 @@
use tycho_core::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(&current_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_core::{dto::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,
}
]
);
}
}

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@@ -1,3 +1,4 @@
mod group_swaps;
pub mod strategy_encoder_registry; pub mod strategy_encoder_registry;
mod strategy_encoders; mod strategy_encoders;
mod strategy_validators; mod strategy_validators;

View File

@@ -8,15 +8,14 @@ use crate::encoding::{
errors::EncodingError, errors::EncodingError,
evm::{ evm::{
approvals::permit2::Permit2, approvals::permit2::Permit2,
constants::GROUPABLE_PROTOCOLS, strategy_encoder::{group_swaps::group_swaps, strategy_validators::SplitSwapValidator},
strategy_encoder::strategy_validators::SplitSwapValidator,
swap_encoder::swap_encoder_registry::SwapEncoderRegistry, swap_encoder::swap_encoder_registry::SwapEncoderRegistry,
utils::{ utils::{
biguint_to_u256, bytes_to_address, encode_input, get_min_amount_for_solution, biguint_to_u256, bytes_to_address, encode_input, get_min_amount_for_solution,
get_token_position, percentage_to_uint24, get_token_position, percentage_to_uint24,
}, },
}, },
models::{Chain, EncodingContext, NativeAction, Solution, Swap}, models::{Chain, EncodingContext, NativeAction, Solution},
strategy_encoder::StrategyEncoder, strategy_encoder::StrategyEncoder,
swap_encoder::SwapEncoder, swap_encoder::SwapEncoder,
}; };
@@ -66,24 +65,6 @@ pub trait EVMStrategyEncoder: StrategyEncoder {
} }
} }
/// 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 {
input_token: Bytes,
output_token: Bytes,
protocol_system: String,
swaps: Vec<Swap>,
split: f64,
}
/// Represents the encoder for a swap strategy which supports single, sequential and split swaps. /// Represents the encoder for a swap strategy which supports single, sequential and split swaps.
/// ///
/// # Fields /// # Fields
@@ -121,55 +102,6 @@ impl SplitSwapStrategyEncoder {
split_swap_validator: SplitSwapValidator, split_swap_validator: SplitSwapValidator,
}) })
} }
/// 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.
fn group_swaps(&self, 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(&current_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
}
} }
impl EVMStrategyEncoder for SplitSwapStrategyEncoder {} impl EVMStrategyEncoder for SplitSwapStrategyEncoder {}
@@ -204,7 +136,7 @@ impl StrategyEncoder for SplitSwapStrategyEncoder {
.into_iter() .into_iter()
.collect(); .collect();
let grouped_swaps = self.group_swaps(solution.swaps); let grouped_swaps = group_swaps(solution.swaps);
let intermediary_tokens: HashSet<Bytes> = grouped_swaps let intermediary_tokens: HashSet<Bytes> = grouped_swaps
.iter() .iter()
@@ -258,11 +190,11 @@ impl StrategyEncoder for SplitSwapStrategyEncoder {
exact_out: solution.exact_out, exact_out: solution.exact_out,
router_address: solution.router_address.clone(), router_address: solution.router_address.clone(),
}; };
let mut grouped_protocol_data: Vec<Vec<u8>> = vec![]; let mut grouped_protocol_data: Vec<u8> = vec![];
for swap in grouped_swap.swaps.iter() { for swap in grouped_swap.swaps.iter() {
let protocol_data = let protocol_data =
swap_encoder.encode_swap(swap.clone(), encoding_context.clone())?; swap_encoder.encode_swap(swap.clone(), encoding_context.clone())?;
grouped_protocol_data.push(protocol_data); grouped_protocol_data.extend(protocol_data);
} }
let swap_data = self.encode_swap_header( let swap_data = self.encode_swap_header(
@@ -273,7 +205,7 @@ impl StrategyEncoder for SplitSwapStrategyEncoder {
EncodingError::FatalError("Invalid executor address".to_string()) EncodingError::FatalError("Invalid executor address".to_string())
})?, })?,
self.encode_executor_selector(swap_encoder.executor_selector()), self.encode_executor_selector(swap_encoder.executor_selector()),
grouped_protocol_data.abi_encode_packed(), grouped_protocol_data,
); );
swaps.push(swap_data); swaps.push(swap_data);
} }
@@ -329,31 +261,47 @@ impl StrategyEncoder for ExecutorStrategyEncoder {
&self, &self,
solution: Solution, solution: Solution,
) -> Result<(Vec<u8>, Bytes, Option<String>), EncodingError> { ) -> Result<(Vec<u8>, Bytes, Option<String>), EncodingError> {
let swap = solution let grouped_swaps = group_swaps(solution.clone().swaps);
.swaps let number_of_groups = grouped_swaps.len();
if number_of_groups > 1 {
return Err(EncodingError::InvalidInput(format!(
"Executor strategy only supports one swap for non-groupable protocols. Found {}",
number_of_groups
)))
}
let grouped_swap = grouped_swaps
.first() .first()
.ok_or_else(|| EncodingError::InvalidInput("No swaps found in solution".to_string()))?; .ok_or_else(|| EncodingError::FatalError("Swap grouping failed".to_string()))?;
let receiver = solution.receiver;
let router_address = solution.router_address;
let swap_encoder = self let swap_encoder = self
.get_swap_encoder(&swap.component.protocol_system) .get_swap_encoder(&grouped_swap.protocol_system)
.ok_or_else(|| { .ok_or_else(|| {
EncodingError::InvalidInput(format!( EncodingError::InvalidInput(format!(
"Swap encoder not found for protocol: {}", "Swap encoder not found for protocol: {}",
swap.component.protocol_system grouped_swap.protocol_system
)) ))
})?; })?;
let encoding_context = EncodingContext { let mut grouped_protocol_data: Vec<u8> = vec![];
receiver: solution.receiver, for swap in grouped_swap.swaps.iter() {
exact_out: solution.exact_out, let encoding_context = EncodingContext {
router_address: solution.router_address, receiver: receiver.clone(),
}; exact_out: solution.exact_out,
let protocol_data = swap_encoder.encode_swap(swap.clone(), encoding_context)?; router_address: router_address.clone(),
};
let protocol_data = swap_encoder.encode_swap(swap.clone(), encoding_context.clone())?;
grouped_protocol_data.extend(protocol_data);
}
let executor_address = Bytes::from_str(swap_encoder.executor_address()) let executor_address = Bytes::from_str(swap_encoder.executor_address())
.map_err(|_| EncodingError::FatalError("Invalid executor address".to_string()))?; .map_err(|_| EncodingError::FatalError("Invalid executor address".to_string()))?;
Ok(( Ok((
protocol_data, grouped_protocol_data,
executor_address, executor_address,
Some( Some(
swap_encoder swap_encoder
@@ -465,6 +413,124 @@ mod tests {
); );
assert_eq!(selector, Some("swap(uint256,bytes)".to_string())); assert_eq!(selector, Some("swap(uint256,bytes)".to_string()));
} }
#[test]
fn test_executor_strategy_encode_too_many_swaps() {
let swap_encoder_registry = get_swap_encoder_registry();
let encoder = ExecutorStrategyEncoder::new(swap_encoder_registry);
let token_in = weth();
let token_out = Bytes::from("0x6b175474e89094c44da98b954eedeac495271d0f");
let swap = Swap {
component: ProtocolComponent {
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: token_in.clone(),
token_out: token_out.clone(),
split: 0f64,
};
let solution = Solution {
exact_out: false,
given_token: token_in,
given_amount: BigUint::from(1000000000000000000u64),
expected_amount: Some(BigUint::from(1000000000000000000u64)),
checked_token: token_out,
checked_amount: None,
sender: Bytes::from_str("0x0000000000000000000000000000000000000000").unwrap(),
receiver: Bytes::from_str("0x1d96f2f6bef1202e4ce1ff6dad0c2cb002861d3e").unwrap(),
swaps: vec![swap.clone(), swap],
direct_execution: true,
router_address: Bytes::from_str("0x3Ede3eCa2a72B3aeCC820E955B36f38437D01395").unwrap(),
slippage: None,
native_action: None,
};
let result = encoder.encode_strategy(solution);
assert!(result.is_err());
}
#[test]
fn test_executor_strategy_encode_grouped_swaps() {
let swap_encoder_registry = get_swap_encoder_registry();
let encoder = ExecutorStrategyEncoder::new(swap_encoder_registry);
let weth = weth();
let dai = Bytes::from("0x6b175474e89094c44da98b954eedeac495271d0f");
let usdc = Bytes::from("0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48");
let swap_a = Swap {
component: ProtocolComponent {
id: "0xA478c2975Ab1Ea89e8196811F51A7B7Ade33eB11".to_string(),
protocol_system: "uniswap_v4".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: dai.clone(),
split: 0f64,
};
let swap_b = Swap {
component: ProtocolComponent {
id: "0xAE461cA67B15dc8dc81CE7615e0320dA1A9aB8D5".to_string(),
protocol_system: "uniswap_v4".to_string(),
..Default::default()
},
token_in: dai.clone(),
token_out: usdc.clone(),
split: 0f64,
};
let solution = Solution {
exact_out: false,
given_token: weth,
given_amount: BigUint::from(1000000000000000000u64),
expected_amount: Some(BigUint::from(1000000000000000000u64)),
checked_token: usdc,
checked_amount: None,
sender: Bytes::from_str("0x0000000000000000000000000000000000000000").unwrap(),
// The receiver was generated with `makeAddr("bob") using forge`
receiver: Bytes::from_str("0x1d96f2f6bef1202e4ce1ff6dad0c2cb002861d3e").unwrap(),
swaps: vec![swap_a, swap_b],
direct_execution: true,
router_address: Bytes::from_str("0x3Ede3eCa2a72B3aeCC820E955B36f38437D01395").unwrap(),
slippage: None,
native_action: None,
};
let (protocol_data, executor_address, selector) = encoder
.encode_strategy(solution)
.unwrap();
let hex_protocol_data = encode(&protocol_data);
assert_eq!(
executor_address,
Bytes::from_str("0x5c2f5a71f67c01775180adc06909288b4c329308").unwrap()
);
assert_eq!(
hex_protocol_data,
String::from(concat!(
// in token
"c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
// component id
"a478c2975ab1ea89e8196811f51a7b7ade33eb11",
// receiver
"1d96f2f6bef1202e4ce1ff6dad0c2cb002861d3e",
// zero for one
"00",
// in token
"6b175474e89094c44da98b954eedeac495271d0f",
// component id
"ae461ca67b15dc8dc81ce7615e0320da1a9ab8d5",
// receiver
"1d96f2f6bef1202e4ce1ff6dad0c2cb002861d3e",
// zero for one
"01",
))
);
assert_eq!(selector, Some("swap(uint256,bytes)".to_string()));
}
#[rstest] #[rstest]
#[case::no_check_no_slippage( #[case::no_check_no_slippage(
None, None,
@@ -778,262 +844,6 @@ mod tests {
println!("{}", _hex_calldata); println!("{}", _hex_calldata);
} }
#[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
//
// Set up a mock private key for signing
let private_key =
"0x123456789abcdef123456789abcdef123456789abcdef123456789abcdef1234".to_string();
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 swap_encoder_registry = get_swap_encoder_registry();
let encoder =
SplitSwapStrategyEncoder::new(private_key, eth_chain(), swap_encoder_registry).unwrap();
let grouped_swaps = encoder.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 private_key =
"0x123456789abcdef123456789abcdef123456789abcdef123456789abcdef1234".to_string();
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 swap_encoder_registry = get_swap_encoder_registry();
let encoder =
SplitSwapStrategyEncoder::new(private_key, eth_chain(), swap_encoder_registry).unwrap();
let grouped_swaps = encoder.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 private_key =
"0x123456789abcdef123456789abcdef123456789abcdef123456789abcdef1234".to_string();
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 swap_encoder_registry = get_swap_encoder_registry();
let encoder =
SplitSwapStrategyEncoder::new(private_key, eth_chain(), swap_encoder_registry).unwrap();
let grouped_swaps = encoder.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,
}
]
);
}
#[test] #[test]
fn test_split_encoding_strategy_usv4() { fn test_split_encoding_strategy_usv4() {
// Performs a split swap from WETH to USDC though WBTC using two consecutive USV4 pools // Performs a split swap from WETH to USDC though WBTC using two consecutive USV4 pools