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feat: build pathfinding lib #159
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c634e42
feat: build pathfinding lib
1up1n 297be78
fix lint
1up1n 8350fdc
feat: parallel add next token
1up1n 6509e24
fix: remove redundant code and add unit test
1up1n 6dac9b5
fix: change params
1up1n 706fee7
feat: add unit test and isolated pool
1up1n 08c6929
fix: update isolated pool clone
1up1n 07ed123
finalizer
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,62 @@ | ||
| package finderengine | ||
|
|
||
| import ( | ||
| "context" | ||
| "fmt" | ||
|
|
||
| "github.com/KyberNetwork/tradinglib/pkg/finderengine/entity" | ||
| "github.com/KyberNetwork/tradinglib/pkg/finderengine/finalizer" | ||
| finderPkg "github.com/KyberNetwork/tradinglib/pkg/finderengine/finder" | ||
| "github.com/pkg/errors" | ||
| ) | ||
|
|
||
| type PathFinderEngine struct { | ||
| finder IFinder | ||
| finalizer IFinalizer | ||
| } | ||
|
|
||
| func NewPathFinderEngine( | ||
| finder IFinder, | ||
| finalizer IFinalizer, | ||
| ) *PathFinderEngine { | ||
| return &PathFinderEngine{ | ||
| finder: finder, | ||
| finalizer: finalizer, | ||
| } | ||
| } | ||
|
|
||
| func (p *PathFinderEngine) Find(ctx context.Context, params entity.FinderParams) (*entity.FinalizedRoute, error) { | ||
| bestRoute, err := p.finder.Find(params) | ||
| if err != nil { | ||
| if errors.Is(err, finderPkg.ErrRouteNotFound) { | ||
| return nil, fmt.Errorf("not found") | ||
| } | ||
|
|
||
| return nil, fmt.Errorf("failed to find route, err: %w", err) | ||
| } | ||
|
|
||
| if bestRoute.AMMBestRoute == nil { | ||
| return nil, fmt.Errorf("invalid swap") | ||
| } | ||
|
|
||
| var ammRoute *entity.FinalizedRoute | ||
| ammRoute, _ = finalizer.NewFinalizer().Finalize(params, bestRoute.AMMBestRoute) | ||
|
|
||
| return ammRoute, fmt.Errorf("inval") | ||
| } | ||
|
|
||
| func (p *PathFinderEngine) SetFinder(finder IFinder) { | ||
| p.finder = finder | ||
| } | ||
|
|
||
| func (p *PathFinderEngine) GetFinder() IFinder { | ||
| return p.finder | ||
| } | ||
|
|
||
| func (p *PathFinderEngine) SetFinalizer(finalizer IFinalizer) { | ||
| p.finalizer = finalizer | ||
| } | ||
|
|
||
| func (p *PathFinderEngine) GetFinalizer() IFinalizer { | ||
| return p.finalizer | ||
| } | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,84 @@ | ||
| package entity | ||
|
|
||
| import ( | ||
| "math/big" | ||
|
|
||
| dexlibPool "github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/pool" | ||
| ) | ||
|
|
||
| type Token struct { | ||
| Address string `json:"address"` | ||
| Symbol string `json:"symbol"` | ||
| Name string `json:"name"` | ||
| Decimals uint8 `json:"decimals"` | ||
| } | ||
|
|
||
| func (t Token) GetAddress() string { | ||
| return t.Address | ||
| } | ||
|
|
||
| type SimplifiedToken struct { | ||
| Address string `json:"address"` | ||
| Decimals uint8 `json:"decimals"` | ||
| } | ||
|
|
||
| func (t SimplifiedToken) GetAddress() string { | ||
| return t.Address | ||
| } | ||
|
|
||
| type FinderParams struct { | ||
| // TokenIn is the token to be swapped | ||
| TokenIn string | ||
| // TokenOut is the token to be received | ||
| TargetToken string | ||
| // AmountIn is the amount of TokenIn to be swapped | ||
| AmountIn *big.Int | ||
|
|
||
| // WhitelistHopTokens is the list of tokens that can be used as intermediate tokens | ||
| // when finding the best route. | ||
| WhitelistHopTokens map[string]struct{} | ||
|
|
||
| // Pools is a mapping between pool address and its simulator. | ||
| // The pathfinder will use these pools to find the best route. | ||
| Pools map[string]dexlibPool.IPoolSimulator | ||
|
|
||
| // SwapLimits is a mapping between pool type and its swap limit (inventory). | ||
| // The pathfinder will use these limits to find the best route. | ||
| SwapLimits map[string]dexlibPool.SwapLimit | ||
|
|
||
| // Tokens is a mapping between token address and its information. | ||
| // TokenIn, TokenOut, WhitelistTokens (& GasToken if GasInclude = true) | ||
| // should be included in this map. | ||
| Tokens map[string]SimplifiedToken | ||
|
|
||
| // Prices is a mapping between token address and its price. | ||
| // The price can be USD price or Native price (from the On-chain price feed). | ||
| // If GasIncluded is true, the pathfinder will use the price information to find the best route. | ||
| Prices map[string]float64 | ||
|
|
||
| // GasIncluded is the flag to indicate whether the gas fee is included in finding the best route or not. | ||
| // If true, the gas fee will be accounted for in the final result (the best route is the one with the | ||
| // highest price of TokenOut after deducting the gas fee). | ||
| // If false, the gas fee will be ignored (the best route is the one with the highest amount of TokenOut). | ||
| GasIncluded bool | ||
|
|
||
| // GasToken is the token used to pay for the gas fee. Required if GasIncluded is true. | ||
| GasToken string | ||
|
|
||
| // GasPrice is the gas price in WEI. Required if GasIncluded is true. | ||
| // This field should be differentiated from the price of the gas token: | ||
| // GasFee = GasPrice * GasUsed; | ||
| // GasFeePrice = GasFee * Price[GasToken] / 10^Tokens[GasToken].Decimals; | ||
| GasPrice *big.Int | ||
|
|
||
| // L1GasFeePriceOverhead estimated L1 gas fee for an empty route summary data (without a pool) | ||
| // in Price value (USD/Native). | ||
| L1GasFeePriceOverhead float64 | ||
|
|
||
| // L1GasFeePricePerPool estimated L1 gas fee for each pool in Price value (USD/Native). | ||
| L1GasFeePricePerPool float64 | ||
|
|
||
| MaxHop uint64 | ||
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|
||
| NumPathSplits uint64 | ||
| NumHopSplits uint64 | ||
| } | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,25 @@ | ||
| package entity | ||
|
|
||
| import "math/big" | ||
|
|
||
| type HopSplit struct { | ||
| ID string | ||
| AmountIn *big.Int | ||
| AmountOut *big.Int | ||
| Fee *big.Int | ||
| GasUsed int64 | ||
| GasFeePrice float64 | ||
| L1GasFeePrice float64 | ||
| } | ||
|
|
||
| type Hop struct { | ||
| TokenIn string | ||
| TokenOut string | ||
| AmountIn *big.Int | ||
| AmountOut *big.Int | ||
| Fee *big.Int | ||
| GasUsed int64 | ||
| GasFeePrice float64 | ||
| L1GasFeePrice float64 | ||
| Splits []HopSplit | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,104 @@ | ||
| package entity | ||
|
|
||
| import ( | ||
| "math/big" | ||
|
|
||
| "github.com/KyberNetwork/tradinglib/pkg/finderengine/utils" | ||
| ) | ||
|
|
||
| type Path struct { | ||
| ID string | ||
| AmountIn *big.Int | ||
| AmountOut *big.Int | ||
| AmountOutPrice float64 | ||
| GasUsed int64 | ||
| GasFeePrice float64 | ||
| L1GasFeePrice float64 | ||
| TokenOrders []string | ||
| HopOrders []Hop | ||
| } | ||
|
|
||
| func NewPath(amountIn *big.Int) *Path { | ||
| return &Path{ | ||
| AmountIn: new(big.Int).Set(amountIn), | ||
| AmountOut: new(big.Int).Set(amountIn), | ||
| TokenOrders: []string{}, | ||
| HopOrders: []Hop{}, | ||
| } | ||
| } | ||
|
|
||
| func (p *Path) AddToken(token string) *Path { | ||
| p.TokenOrders = append(p.TokenOrders, token) | ||
| return p | ||
| } | ||
|
|
||
| func (p *Path) AddHop(hop *Hop) *Path { | ||
| p.HopOrders = append(p.HopOrders, *hop) | ||
| return p | ||
| } | ||
|
|
||
| func (p *Path) SetAmountOutAndPrice( | ||
| amountOut *big.Int, | ||
| decimals uint8, | ||
| price float64, | ||
| ) *Path { | ||
| p.AmountOut.Set(amountOut) | ||
| p.AmountOutPrice = utils.CalcAmountPrice(amountOut, decimals, price) | ||
|
|
||
| return p | ||
| } | ||
|
|
||
| func (p *Path) SetGasUsedAndPrice( | ||
| gasUsed int64, | ||
| gasPrice *big.Int, | ||
| gasTokenDecimals uint8, | ||
| gasTokenPrice float64, | ||
| l1GasFeePrice float64, | ||
| ) *Path { | ||
| p.GasUsed = gasUsed | ||
|
|
||
| var gasFee big.Int | ||
| gasFee.SetInt64(gasUsed) | ||
| gasFee.Mul(&gasFee, gasPrice) | ||
|
|
||
| p.GasFeePrice = utils.CalcAmountPrice(&gasFee, gasTokenDecimals, gasTokenPrice) | ||
|
|
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| p.L1GasFeePrice = l1GasFeePrice | ||
|
|
||
| return p | ||
| } | ||
|
|
||
| func (p *Path) Clone() *Path { | ||
| return &Path{ | ||
| ID: p.ID, | ||
| AmountIn: new(big.Int).Set(p.AmountIn), | ||
| AmountOut: new(big.Int).Set(p.AmountOut), | ||
| AmountOutPrice: p.AmountOutPrice, | ||
| GasUsed: p.GasUsed, | ||
| GasFeePrice: p.GasFeePrice, | ||
| L1GasFeePrice: p.L1GasFeePrice, | ||
| HopOrders: append([]Hop{}, p.HopOrders...), | ||
| TokenOrders: append([]string{}, p.TokenOrders...), | ||
| } | ||
| } | ||
|
|
||
| func (p *Path) Cmp(y *Path, gasIncluded bool) int { | ||
| priceAvailable := p.AmountOutPrice != 0 || y.AmountOutPrice != 0 | ||
|
|
||
| if gasIncluded && priceAvailable { | ||
| xValue := p.AmountOutPrice - p.GasFeePrice - p.L1GasFeePrice | ||
| yValue := y.AmountOutPrice - y.GasFeePrice - y.L1GasFeePrice | ||
|
|
||
| if utils.AlmostEqual(xValue, yValue) { | ||
| return p.AmountOut.Cmp(y.AmountOut) | ||
| } | ||
|
|
||
| if xValue < yValue { | ||
| return -1 | ||
| } else { | ||
| return 1 | ||
| } | ||
| } | ||
|
|
||
| return p.AmountOut.Cmp(y.AmountOut) | ||
| } |
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