Merge pull request #65 from propeller-heads/encoding/tnl/ENG-4071-usv4

feat: UniswapV4 encoding
This commit is contained in:
Tamara
2025-02-18 09:18:50 -05:00
committed by GitHub
8 changed files with 1067 additions and 538 deletions

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@@ -2,6 +2,7 @@
"ethereum": { "ethereum": {
"uniswap_v2": "0x5C2F5a71f67c01775180ADc06909288B4C329308", "uniswap_v2": "0x5C2F5a71f67c01775180ADc06909288B4C329308",
"uniswap_v3": "0x5C2F5a71f67c01775180ADc06909288B4C329308", "uniswap_v3": "0x5C2F5a71f67c01775180ADc06909288B4C329308",
"uniswap_v4": "0x5C2F5a71f67c01775180ADc06909288B4C329308",
"vm:balancer_v2": "0x543778987b293C7E8Cf0722BB2e935ba6f4068D4" "vm:balancer_v2": "0x543778987b293C7E8Cf0722BB2e935ba6f4068D4"
} }
} }

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@@ -1,2 +1,16 @@
use std::{collections::HashSet, sync::LazyLock};
pub const DEFAULT_EXECUTORS_JSON: &str = pub const DEFAULT_EXECUTORS_JSON: &str =
include_str!("../../../src/encoding/config/executor_addresses.json"); include_str!("../../../src/encoding/config/executor_addresses.json");
/// These protocols support the optimization of grouping swaps.
///
/// This requires special encoding to send call data of multiple swaps to a single executor,
/// as if it were a single swap. The protocol likely uses flash accounting to save gas on token
/// transfers.
pub static GROUPABLE_PROTOCOLS: LazyLock<HashSet<&'static str>> = LazyLock::new(|| {
let mut set = HashSet::new();
set.insert("uniswap_v4");
set.insert("balancer_v3");
set
});

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@@ -1,2 +1,3 @@
pub mod strategy_encoder_registry; pub mod strategy_encoder_registry;
mod strategy_encoders; mod strategy_encoders;
mod strategy_validators;

File diff suppressed because it is too large Load Diff

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@@ -0,0 +1,552 @@
use std::collections::{HashMap, HashSet, VecDeque};
use tycho_core::Bytes;
use crate::encoding::{
errors::EncodingError,
models::{NativeAction, 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(())
}
/// Raises an error if swaps do not represent a valid path from the given token to the checked
/// token.
///
/// A path is considered valid if all the following conditions are met:
/// * The checked token is reachable from the given token through the swap path
/// * There are no tokens which are unconnected from the main path
///
/// 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(
&self,
swaps: &[Swap],
given_token: &Bytes,
checked_token: &Bytes,
native_action: &Option<NativeAction>,
native_address: &Bytes,
wrapped_address: &Bytes,
) -> Result<(), EncodingError> {
// Convert ETH to WETH only if there's a corresponding wrap/unwrap action
let given_token = if *given_token == *native_address {
match native_action {
Some(NativeAction::Wrap) => wrapped_address,
_ => given_token,
}
} else {
given_token
};
let checked_token = if *checked_token == *native_address {
match native_action {
Some(NativeAction::Unwrap) => wrapped_address,
_ => checked_token,
}
} else {
checked_token
};
// Build directed graph of token flows
let mut graph: HashMap<&Bytes, HashSet<&Bytes>> = HashMap::new();
for swap in swaps {
graph
.entry(&swap.token_in)
.or_default()
.insert(&swap.token_out);
}
// BFS from validation_given
let mut visited = HashSet::new();
let mut queue = VecDeque::new();
queue.push_back(given_token);
while let Some(token) = queue.pop_front() {
if !visited.insert(token) {
continue;
}
// Early success check
if token == checked_token && visited.len() == graph.len() + 1 {
return Ok(());
}
if let Some(next_tokens) = graph.get(token) {
for &next_token in next_tokens {
if !visited.contains(next_token) {
queue.push_back(next_token);
}
}
}
}
// If we get here, either checked_token wasn't reached or not all tokens were visited
if !visited.contains(checked_token) {
Err(EncodingError::InvalidInput(
"Checked token is not reachable through swap path".to_string(),
))
} else {
Err(EncodingError::InvalidInput(
"Some tokens are not connected to the main path".to_string(),
))
}
}
}
#[cfg(test)]
mod tests {
use std::str::FromStr;
use tycho_core::{dto::ProtocolComponent, Bytes};
use super::*;
use crate::encoding::models::Swap;
#[test]
fn test_validate_path_single_swap() {
let validator = SplitSwapValidator;
let eth = Bytes::from_str("0x0000000000000000000000000000000000000000").unwrap();
let weth = Bytes::from_str("0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2").unwrap();
let dai = Bytes::from_str("0x6b175474e89094c44da98b954eedeac495271d0f").unwrap();
let swaps = vec![Swap {
component: ProtocolComponent {
id: "0xA478c2975Ab1Ea89e8196811F51A7B7Ade33eB11".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: dai.clone(),
split: 0f64,
}];
let result = validator.validate_swap_path(&swaps, &weth, &dai, &None, &eth, &weth);
assert_eq!(result, Ok(()));
}
#[test]
fn test_validate_path_multiple_swaps() {
let validator = SplitSwapValidator;
let eth = Bytes::from_str("0x0000000000000000000000000000000000000000").unwrap();
let weth = Bytes::from_str("0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2").unwrap();
let dai = Bytes::from_str("0x6b175474e89094c44da98b954eedeac495271d0f").unwrap();
let usdc = Bytes::from_str("0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48").unwrap();
let swaps = vec![
Swap {
component: ProtocolComponent {
id: "0xA478c2975Ab1Ea89e8196811F51A7B7Ade33eB11".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: dai.clone(),
split: 0.5f64,
},
Swap {
component: ProtocolComponent {
id: "0xA478c2975Ab1Ea89e8196811F51A7B7Ade33eB11".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: dai.clone(),
token_out: usdc.clone(),
split: 0f64,
},
];
let result = validator.validate_swap_path(&swaps, &weth, &usdc, &None, &eth, &weth);
assert_eq!(result, Ok(()));
}
#[test]
fn test_validate_path_disconnected() {
let validator = SplitSwapValidator;
let eth = Bytes::from_str("0x0000000000000000000000000000000000000000").unwrap();
let weth = Bytes::from_str("0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2").unwrap();
let dai = Bytes::from_str("0x6b175474e89094c44da98b954eedeac495271d0f").unwrap();
let usdc = Bytes::from_str("0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48").unwrap();
let wbtc = Bytes::from_str("0x2260fac5e5542a773aa44fbcfedf7c193bc2c599").unwrap();
let disconnected_swaps = vec![
Swap {
component: ProtocolComponent {
id: "pool1".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: dai.clone(),
split: 0.5,
},
// This swap is disconnected from the WETH->DAI path
Swap {
component: ProtocolComponent {
id: "pool2".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: wbtc.clone(),
token_out: usdc.clone(),
split: 0.0,
},
];
let result =
validator.validate_swap_path(&disconnected_swaps, &weth, &usdc, &None, &eth, &weth);
assert!(matches!(
result,
Err(EncodingError::InvalidInput(msg)) if msg.contains("not reachable through swap path")
));
}
#[test]
fn test_validate_path_unreachable_checked_token() {
let validator = SplitSwapValidator;
let eth = Bytes::from_str("0x0000000000000000000000000000000000000000").unwrap();
let weth = Bytes::from_str("0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2").unwrap();
let dai = Bytes::from_str("0x6b175474e89094c44da98b954eedeac495271d0f").unwrap();
let usdc = Bytes::from_str("0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48").unwrap();
let unreachable_swaps = vec![Swap {
component: ProtocolComponent {
id: "pool1".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: dai.clone(),
split: 1.0,
}];
let result =
validator.validate_swap_path(&unreachable_swaps, &weth, &usdc, &None, &eth, &weth);
assert!(matches!(
result,
Err(EncodingError::InvalidInput(msg)) if msg.contains("not reachable through swap path")
));
}
#[test]
fn test_validate_path_empty_swaps() {
let validator = SplitSwapValidator;
let eth = Bytes::from_str("0x0000000000000000000000000000000000000000").unwrap();
let weth = Bytes::from_str("0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2").unwrap();
let usdc = Bytes::from_str("0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48").unwrap();
let empty_swaps: Vec<Swap> = vec![];
let result = validator.validate_swap_path(&empty_swaps, &weth, &usdc, &None, &eth, &weth);
assert!(matches!(
result,
Err(EncodingError::InvalidInput(msg)) if msg.contains("not reachable through swap path")
));
}
#[test]
fn test_validate_swap_single() {
let validator = SplitSwapValidator;
let weth = Bytes::from_str("0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2").unwrap();
let dai = Bytes::from_str("0x6b175474e89094c44da98b954eedeac495271d0f").unwrap();
let swaps = vec![Swap {
component: ProtocolComponent {
id: "0xA478c2975Ab1Ea89e8196811F51A7B7Ade33eB11".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: dai.clone(),
split: 0f64,
}];
let result = validator.validate_split_percentages(&swaps);
assert_eq!(result, Ok(()));
}
#[test]
fn test_validate_swaps_multiple() {
let validator = SplitSwapValidator;
let weth = Bytes::from_str("0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2").unwrap();
let dai = Bytes::from_str("0x6b175474e89094c44da98b954eedeac495271d0f").unwrap();
// Valid case: Multiple swaps with proper splits (50%, 30%, remainder)
let valid_swaps = vec![
Swap {
component: ProtocolComponent {
id: "pool1".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: dai.clone(),
split: 0.5,
},
Swap {
component: ProtocolComponent {
id: "pool2".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: dai.clone(),
split: 0.3,
},
Swap {
component: ProtocolComponent {
id: "pool3".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: dai.clone(),
split: 0.0, // Remainder (20%)
},
];
assert!(validator
.validate_split_percentages(&valid_swaps)
.is_ok());
}
#[test]
fn test_validate_swaps_no_remainder_split() {
let validator = SplitSwapValidator;
let weth = Bytes::from_str("0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2").unwrap();
let dai = Bytes::from_str("0x6b175474e89094c44da98b954eedeac495271d0f").unwrap();
let invalid_total_swaps = vec![
Swap {
component: ProtocolComponent {
id: "pool1".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: dai.clone(),
split: 0.7,
},
Swap {
component: ProtocolComponent {
id: "pool2".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: dai.clone(),
split: 0.3,
},
];
assert!(matches!(
validator.validate_split_percentages(&invalid_total_swaps),
Err(EncodingError::InvalidInput(msg)) if msg.contains("must have exactly one 0% split")
));
}
#[test]
fn test_validate_swaps_zero_split_not_at_end() {
let validator = SplitSwapValidator;
let weth = Bytes::from_str("0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2").unwrap();
let dai = Bytes::from_str("0x6b175474e89094c44da98b954eedeac495271d0f").unwrap();
let invalid_zero_position_swaps = vec![
Swap {
component: ProtocolComponent {
id: "pool1".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: dai.clone(),
split: 0.0,
},
Swap {
component: ProtocolComponent {
id: "pool2".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: dai.clone(),
split: 0.5,
},
];
assert!(matches!(
validator.validate_split_percentages(&invalid_zero_position_swaps),
Err(EncodingError::InvalidInput(msg)) if msg.contains("must be the last swap")
));
}
#[test]
fn test_validate_swaps_splits_exceed_hundred_percent() {
let validator = SplitSwapValidator;
let weth = Bytes::from_str("0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2").unwrap();
let dai = Bytes::from_str("0x6b175474e89094c44da98b954eedeac495271d0f").unwrap();
let invalid_overflow_swaps = vec![
Swap {
component: ProtocolComponent {
id: "pool1".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: dai.clone(),
split: 0.6,
},
Swap {
component: ProtocolComponent {
id: "pool2".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: dai.clone(),
split: 0.5,
},
Swap {
component: ProtocolComponent {
id: "pool3".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: dai.clone(),
split: 0.0,
},
];
assert!(matches!(
validator.validate_split_percentages(&invalid_overflow_swaps),
Err(EncodingError::InvalidInput(msg)) if msg.contains("must be <100%")
));
}
#[test]
fn test_validate_path_wrap_eth_given_token() {
let validator = SplitSwapValidator;
let eth = Bytes::from_str("0x0000000000000000000000000000000000000000").unwrap();
let usdc = Bytes::from_str("0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48").unwrap();
let weth = Bytes::from_str("0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2").unwrap();
let swaps = vec![Swap {
component: ProtocolComponent {
id: "pool1".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: usdc.clone(),
split: 0f64,
}];
let result = validator.validate_swap_path(
&swaps,
&eth,
&usdc,
&Some(NativeAction::Wrap),
&eth,
&weth,
);
assert_eq!(result, Ok(()));
}
#[test]
fn test_validate_token_path_connectivity_wrap_eth_checked_token() {
let validator = SplitSwapValidator;
let eth = Bytes::from_str("0x0000000000000000000000000000000000000000").unwrap();
let usdc = Bytes::from_str("0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48").unwrap();
let weth = Bytes::from_str("0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2").unwrap();
let swaps = vec![Swap {
component: ProtocolComponent {
id: "pool1".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: usdc.clone(),
token_out: weth.clone(),
split: 0f64,
}];
let result = validator.validate_swap_path(
&swaps,
&usdc,
&eth,
&Some(NativeAction::Unwrap),
&eth,
&weth,
);
assert_eq!(result, Ok(()));
}
}

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@@ -25,6 +25,8 @@ impl SwapEncoderBuilder {
"uniswap_v2" => Ok(Box::new(UniswapV2SwapEncoder::new(self.executor_address))), "uniswap_v2" => Ok(Box::new(UniswapV2SwapEncoder::new(self.executor_address))),
"vm:balancer_v2" => Ok(Box::new(BalancerV2SwapEncoder::new(self.executor_address))), "vm:balancer_v2" => Ok(Box::new(BalancerV2SwapEncoder::new(self.executor_address))),
"uniswap_v3" => Ok(Box::new(UniswapV3SwapEncoder::new(self.executor_address))), "uniswap_v3" => Ok(Box::new(UniswapV3SwapEncoder::new(self.executor_address))),
// TODO replace this with V4 encoder once implemented
"uniswap_v4" => Ok(Box::new(UniswapV2SwapEncoder::new(self.executor_address))),
_ => Err(EncodingError::FatalError(format!( _ => Err(EncodingError::FatalError(format!(
"Unknown protocol system: {}", "Unknown protocol system: {}",
self.protocol_system self.protocol_system

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@@ -1,8 +1,10 @@
use alloy_primitives::{aliases::U24, Address, Keccak256, U256}; use std::cmp::max;
use alloy_primitives::{aliases::U24, Address, Keccak256, U256, U8};
use num_bigint::BigUint; use num_bigint::BigUint;
use tycho_core::Bytes; use tycho_core::Bytes;
use crate::encoding::errors::EncodingError; use crate::encoding::{errors::EncodingError, models::Solution};
/// Safely converts a `Bytes` object to an `Address` object. /// Safely converts a `Bytes` object to an `Address` object.
/// ///
@@ -52,3 +54,40 @@ pub fn percentage_to_uint24(decimal: f64) -> U24 {
let scaled = (decimal / 1.0) * (MAX_UINT24 as f64); let scaled = (decimal / 1.0) * (MAX_UINT24 as f64);
U24::from(scaled.round()) U24::from(scaled.round())
} }
/// Gets the minimum amount out for a solution to pass when executed on-chain.
///
/// The minimum amount is calculated based on the expected amount and the slippage percentage, if
/// passed. If this information is not passed, the user-passed checked amount will be used.
/// If both the slippage and minimum user-passed checked amount are passed, the maximum of the two
/// will be used.
/// If neither are passed, the minimum amount will be zero.
pub fn get_min_amount_for_solution(solution: Solution) -> BigUint {
let mut min_amount_out = solution
.checked_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);
}
min_amount_out
}
/// Gets the position of a token in a list of tokens.
pub fn get_token_position(tokens: Vec<Bytes>, token: Bytes) -> Result<U8, EncodingError> {
let position = U8::from(
tokens
.iter()
.position(|t| *t == token)
.ok_or_else(|| {
EncodingError::InvalidInput(format!("Token {:?} not found in tokens array", token))
})?,
);
Ok(position)
}

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@@ -65,7 +65,7 @@ pub enum NativeAction {
} }
/// Represents a swap operation to be performed on a pool. /// Represents a swap operation to be performed on a pool.
#[derive(Clone, Debug, Deserialize, Serialize)] #[derive(Clone, Debug, PartialEq, Deserialize, Serialize)]
pub struct Swap { pub struct Swap {
/// Protocol component from tycho indexer /// Protocol component from tycho indexer
pub component: ProtocolComponent, pub component: ProtocolComponent,
@@ -111,6 +111,7 @@ pub struct Transaction {
/// * `receiver`: Address of the receiver of the out token after the swaps are completed. /// * `receiver`: Address of the receiver of the out token after the swaps are completed.
/// * `exact_out`: true if the solution is a buy order, false if it is a sell order. /// * `exact_out`: true if the solution is a buy order, false if it is a sell order.
/// * `router_address`: Address of the router contract to be used for the swaps. /// * `router_address`: Address of the router contract to be used for the swaps.
#[derive(Clone, Debug)]
pub struct EncodingContext { pub struct EncodingContext {
pub receiver: Bytes, pub receiver: Bytes,
pub exact_out: bool, pub exact_out: bool,