feat: best trade swap router rpc

Signed-off-by: Gregory Hill <[email protected]>
interlay · Feb 22, 2023 · 84d010b · 84d010b
1 parent fdc136b
commit 84d010b
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Showing 30 changed files with 1,079 additions and 69 deletions.
diff --git a/Cargo.lock b/Cargo.lock
diff --git a/crates/dex-general/src/swap/mod.rs b/crates/dex-general/src/swap/mod.rs
@@ -976,6 +976,13 @@ impl<T: Config> Pallet<T> {
 }
 
 impl<T: Config> ExportDexGeneral<T::AccountId, T::AssetId> for Pallet<T> {
+    fn get_all_trading_pairs() -> Vec<(T::AssetId, T::AssetId)> {
+        PairStatuses::<T>::iter()
+            .filter(|(_, status)| matches!(status, PairStatus::Trading(_)))
+            .map(|(pair, _)| pair)
+            .collect()
+    }
+
     fn get_amount_in_by_path(
         amount_out: AssetBalance,
         path: &[T::AssetId],
@@ -1052,6 +1059,10 @@ impl<T: Config> ExportDexGeneral<T::AccountId, T::AssetId> for Pallet<T> {
 }
 
 impl<AccountId, AssetId> ExportDexGeneral<AccountId, AssetId> for () {
+    fn get_all_trading_pairs() -> Vec<(AssetId, AssetId)> {
+        unimplemented!()
+    }
+
     fn get_amount_in_by_path(_amount_out: AssetBalance, _path: &[AssetId]) -> Result<Vec<AssetBalance>, DispatchError> {
         unimplemented!()
     }

diff --git a/crates/dex-general/src/traits.rs b/crates/dex-general/src/traits.rs
@@ -8,6 +8,8 @@ pub trait GenerateLpAssetId<AssetId> {
 }
 
 pub trait ExportDexGeneral<AccountId, AssetId> {
+    fn get_all_trading_pairs() -> Vec<(AssetId, AssetId)>;
+
     fn get_amount_in_by_path(amount_out: AssetBalance, path: &[AssetId]) -> Result<Vec<AssetBalance>, DispatchError>;
 
     fn get_amount_out_by_path(amount_in: AssetBalance, path: &[AssetId]) -> Result<Vec<AssetBalance>, DispatchError>;

diff --git a/crates/dex-stable/src/lib.rs b/crates/dex-stable/src/lib.rs
@@ -1410,7 +1410,7 @@ impl<T: Config> Pallet<T> {
     ) -> Result<Balance, DispatchError> {
         let base_pool_currency = Self::get_lp_currency(base_pool_id).ok_or(Error::<T>::InvalidPoolId)?;
         let base_pool_currency_index =
-            Self::get_currency_index(pool_id, base_pool_currency).ok_or(Error::<T>::InvalidBasePool)?;
+            Self::get_currency_index(pool_id, base_pool_currency).ok_or(Error::<T>::InvalidBasePool)? as u32;
 
         let mut base_lp_amount = Balance::default();
         if base_pool_currency_index != in_index {
@@ -1430,6 +1430,7 @@ impl<T: Config> Pallet<T> {
         Ok(out_amount)
     }
 
+    /// Returns the amount of LP tokens generated by supplying the `amounts` in the pool.
     pub(crate) fn calculate_currency_amount(
         pool_id: T::PoolId,
         amounts: Vec<Balance>,

diff --git a/crates/dex-stable/src/meta_pool_tests.rs b/crates/dex-stable/src/meta_pool_tests.rs
@@ -4348,3 +4348,79 @@ fn meta_pool_swap_underlying_impact_on_base_pool_price_should_work() {
         );
     })
 }
+
+// TODO: rewrite to use mock values
+fn calculate_swap(pool_id: PoolId, i: usize, j: usize, in_balance: Balance) -> Balance {
+    let pool = StableAmm::pools(pool_id).unwrap().get_pool_info();
+    let normalized_balances = StableAmm::xp(&pool.balances, &pool.token_multipliers).unwrap();
+    let new_in_balance = normalized_balances[i] + in_balance * pool.token_multipliers[i];
+    let out_balance = StableAmm::get_y(&pool, i, j, new_in_balance, &normalized_balances).unwrap();
+    let out_amount = (normalized_balances[j] - out_balance) / pool.token_multipliers[j];
+    let fee = (out_amount * pool.fee) / FEE_DENOMINATOR;
+    out_amount - fee
+}
+
+#[test]
+fn should_calculate_swap_amount_from_base() {
+    new_test_ext().execute_with(|| {
+        // asset 0 (base): 1e20 + 1e20 + 1e20
+        // asset 1 (base): 1e8 + 1e8 + 1e8
+        // asset 2 (base): 1e8 + 1e8 + 1e8
+        // asset 0 (meta): 1e18
+        // asset 1 (meta): 1e18
+        let (base_pool_id, meta_pool_id) = setup_test_meta_pool();
+
+        fn calculate_token_amount(pool_id: PoolId, amounts: &Vec<Balance>, deposit: bool) -> Balance {
+            let pool = StableAmm::pools(pool_id).unwrap().get_pool_info();
+            let amp = pool.future_a;
+            let d0 = StableAmm::xp(&pool.balances, &pool.token_multipliers)
+                .and_then(|xp| StableAmm::get_d(&xp, amp))
+                .unwrap();
+            let new_balances = pool
+                .balances
+                .iter()
+                .zip(amounts.iter())
+                .map(|(x, y)| if deposit { x + y } else { x - y })
+                .collect::<Vec<_>>();
+            let d1 = StableAmm::xp(&new_balances, &pool.token_multipliers)
+                .and_then(|xp| StableAmm::get_d(&xp, amp))
+                .unwrap();
+            let total_supply = <Test as Config>::MultiCurrency::total_issuance(pool.lp_currency_id);
+            let diff = if deposit { d1 - d0 } else { d0 - d1 };
+            (diff * total_supply) / d0
+        }
+
+        let swap_amount = 100_000;
+        let mut base_amounts = vec![0; 3];
+        base_amounts[0] = swap_amount;
+        let base_lp_amount = calculate_token_amount(base_pool_id, &base_amounts, true);
+        assert_ok!(
+            StableAmm::stable_amm_calculate_currency_amount(base_pool_id, &base_amounts, true),
+            base_lp_amount
+        );
+
+        assert_eq!(
+            StableAmm::stable_amm_calculate_swap_amount_from_base(meta_pool_id, base_pool_id, 0, 0, swap_amount)
+                .unwrap()
+                .unwrap(),
+            calculate_swap(meta_pool_id, 0, 1, base_lp_amount),
+        );
+    })
+}
+
+#[test]
+fn should_calculate_swap_amount_to_base() {
+    new_test_ext().execute_with(|| {
+        let (base_pool_id, meta_pool_id) = setup_test_meta_pool();
+        let base_pool = StableAmm::pools(base_pool_id).unwrap().get_pool_info();
+        let token_lp_amount = calculate_swap(meta_pool_id, 0, 1, 100_000);
+        assert_eq!(
+            StableAmm::stable_amm_calculate_swap_amount_to_base(meta_pool_id, base_pool_id, 0, 0, 100_000)
+                .unwrap()
+                .unwrap(),
+            StableAmm::calculate_base_remove_liquidity_one_token(&base_pool, token_lp_amount, 0)
+                .unwrap()
+                .0,
+        );
+    })
+}
diff --git a/crates/dex-stable/src/primitives.rs b/crates/dex-stable/src/primitives.rs
@@ -73,7 +73,9 @@ pub enum Pool<PoolId, CurrencyId, AccountId, BoundString> {
     Meta(MetaPool<PoolId, CurrencyId, AccountId, BoundString>),
 }
 
-impl<PoolId, CurrencyId: Copy, AccountId: Clone, BoundString> Pool<PoolId, CurrencyId, AccountId, BoundString> {
+impl<PoolId, CurrencyId: Copy + PartialEq, AccountId: Clone, BoundString>
+    Pool<PoolId, CurrencyId, AccountId, BoundString>
+{
     pub fn info(self) -> BasePool<CurrencyId, AccountId, BoundString> {
         match self {
             Pool::Base(bp) => bp,
@@ -88,6 +90,10 @@ impl<PoolId, CurrencyId: Copy, AccountId: Clone, BoundString> Pool<PoolId, Curre
         }
     }
 
+    pub fn get_currency_index(self, currency_id: CurrencyId) -> Option<usize> {
+        self.get_currency_ids().iter().position(|&r| r == currency_id)
+    }
+
     pub fn get_lp_currency(&self) -> CurrencyId {
         match self {
             Pool::Base(bp) => bp.lp_currency_id,

diff --git a/crates/dex-stable/src/rpc.rs b/crates/dex-stable/src/rpc.rs
@@ -42,15 +42,12 @@ impl<T: Config> Pallet<T> {
         Vec::new()
     }
 
-    pub fn get_currency_index(pool_id: T::PoolId, currency_id: T::CurrencyId) -> Option<u32> {
+    pub fn get_currency_index(pool_id: T::PoolId, currency_id: T::CurrencyId) -> Option<usize> {
         if let Some(pool) = Self::pools(pool_id) {
-            for (i, c) in pool.get_currency_ids().iter().enumerate() {
-                if *c == currency_id {
-                    return Some(i as u32);
-                }
-            }
-        };
-        None
+            pool.get_currency_index(currency_id)
+        } else {
+            None
+        }
     }
 
     pub fn get_currency(pool_id: T::PoolId, index: u32) -> Option<T::CurrencyId> {