Files
tycho-execution/src/encoding/evm/strategy_encoder/strategy_validators.rs
2025-03-27 16:58:34 +01:00

689 lines
25 KiB
Rust

use std::collections::{HashMap, HashSet, VecDeque};
use tycho_common::Bytes;
use crate::encoding::{
errors::EncodingError,
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(())
}
/// 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> {
if solution.checked_amount.is_none() &&
(solution.slippage.is_none() || solution.expected_amount.is_none())
{
return Err(EncodingError::InvalidInput(
"Checked amount or slippage with expected amount must be provided".to_string(),
))
}
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();
let mut all_tokens = HashSet::new();
for swap in swaps {
graph
.entry(&swap.token_in)
.or_default()
.insert(&swap.token_out);
all_tokens.insert(&swap.token_in);
all_tokens.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 we've reached the checked token and visited all tokens
if token == checked_token && visited.len() == all_tokens.len() {
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);
}
}
}
}
// After BFS completes, check if both conditions are met:
// 1. The checked token is in the visited set
// 2. All unique tokens from the swaps are visited
if visited.contains(checked_token) && visited.len() == all_tokens.len() {
return Ok(());
}
// 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 num_bigint::BigUint;
use rstest::rstest;
use tycho_common::{models::protocol::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_cyclic_swap() {
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 cyclic_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,
},
Swap {
component: ProtocolComponent {
id: "pool2".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: usdc.clone(),
split: 0f64,
},
];
// Test with USDC as both given token and checked token
let result = validator.validate_swap_path(&cyclic_swaps, &usdc, &usdc, &None, &eth, &weth);
assert_eq!(result, Ok(()));
}
#[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(()));
}
#[rstest]
#[case::slippage_with_expected_amount_set(
Some(0.01),
Some(BigUint::from(1000u32)),
None,
Ok(())
)]
#[case::min_amount_set(
None,
None,
Some(BigUint::from(1000u32)),
Ok(())
)]
#[case::slippage_with_min_amount_set(
Some(0.01),
Some(BigUint::from(1000u32)),
Some(BigUint::from(1000u32)),
Ok(())
)]
#[case::slippage_without_expected_amount_set(
Some(0.01),
None,
None,
Err(
EncodingError::InvalidInput(
"Checked amount or slippage with expected amount must be provided".to_string()
)
)
)]
#[case::none_set(
None,
None,
None,
Err(
EncodingError::InvalidInput(
"Checked amount or slippage with expected amount must be provided".to_string()
)
)
)]
fn test_validate_min_amount_passed(
#[case] slippage: Option<f64>,
#[case] expected_amount: Option<BigUint>,
#[case] min_amount: Option<BigUint>,
#[case] expected_result: Result<(), EncodingError>,
) {
let weth = Bytes::from_str("0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2").unwrap();
let usdc = Bytes::from_str("0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48").unwrap();
let validator = SplitSwapValidator;
let swap = Swap {
component: ProtocolComponent {
id: "0xA478c2975Ab1Ea89e8196811F51A7B7Ade33eB11".to_string(),
protocol_system: "uniswap_v2".to_string(),
..Default::default()
},
token_in: weth.clone(),
token_out: usdc.clone(),
split: 0f64,
};
let solution = Solution {
exact_out: false,
given_token: weth,
checked_token: usdc,
slippage,
checked_amount: min_amount,
expected_amount,
swaps: vec![swap],
native_action: Some(NativeAction::Wrap),
..Default::default()
};
let result = validator.validate_solution_min_amounts(&solution);
assert_eq!(result, expected_result);
}
}