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feat: save gas by optionally abstracting route finding to call
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@sandybradley
sandybradley committed Jan 4, 2024
1 parent a7d36e6 commit dae5785
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5 changes: 5 additions & 0 deletions README.md
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Original file line number Diff line number Diff line change
Expand Up @@ -59,6 +59,11 @@ Fill in `PRIVATE_KEY` and `ETHERSCAN_KEY` in `.env`.
- [x] Redeem route with queue toggle and slippage tolerance
- [ ] Documentation of derived math and code
- [ ] Gas optimization
- [x] Abstract route finder for off-chain call
- [ ] Balancer and Curve math instead of calls for amountsOut
- [ ] Optimize storage
- [ ] Optimize route finding
- [ ] Remove unused code

### V2

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197 changes: 131 additions & 66 deletions src/MevEthRouter.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,7 @@ import "./interfaces/IMevEth.sol";
import "./interfaces/IRateProvider.sol";
import "./interfaces/IQuoterV2.sol";
import "./interfaces/IGyroECLPMath.sol";
import "./interfaces/IMevEthRouter.sol";
import "./interfaces/IUniswapV3SwapCallback.sol";
import "./libraries/MevEthLibrary.sol";
import { ERC20 } from "solmate/tokens/ERC20.sol";
Expand All @@ -21,7 +22,7 @@ import { SafeTransferLib } from "solmate/utils/SafeTransferLib.sol";
/// @notice mevETH Stake / Redeem optimzed router
/// @dev V1 optimized for 2 routes; Eth (or Weth) => mevEth or mevEth => Eth (or Weth)
/// Aggregated routes are from mevEth deposits / withdraws, Balancer Gyro ECLP, Curve V2 and Uniswap V3 / V2 and Sushiswap
contract MevEthRouter is IUniswapV3SwapCallback {
contract MevEthRouter is IUniswapV3SwapCallback, IMevEthRouter {
using SafeTransferLib for ERC20;
using SafeTransferLib for WETH;

Expand Down Expand Up @@ -85,28 +86,6 @@ contract MevEthRouter is IUniswapV3SwapCallback {
uint256 reserveOut;
}

/// @notice struct for pool swap info
/// @param pair pair / pool address (sushi, univ2, univ3 (3 pools))
/// @param amountIn amount In for swap
/// @param amountOut amount Out for swap
struct Pool {
address pair;
uint256 amountIn;
uint256 amountOut;
}

/// @notice struct for swap info
/// @param isDeposit true if deposit eth, false if redeem
/// @param tokenIn address of token In
/// @param tokenOut address of token Out
/// @param pools 5 element array of pool split swap info
struct Swap {
bool isDeposit;
address tokenIn;
address tokenOut;
Pool[8] pools; // 8 pools (sushi, univ2, univ3 (3 pools), mevEth, Balancer Gyro ECLP, Curve V2)
}

constructor(address _gov) {
if (_gov == address(0)) {
gov = tx.origin;
Expand Down Expand Up @@ -161,6 +140,60 @@ contract MevEthRouter is IUniswapV3SwapCallback {
}
}

/// @notice Gas efficient stakeEthForMevEth
/// @dev requires calling getStakeRoute first
/// @param receiver Address of MevEth receiver
/// @param amountIn Amount of eth or weth to deposit
/// @param amountOutMin Min amount of MevEth to receive
/// @param deadline Timestamp deadline
/// @param swaps output of getStakeRoute
/// @return shares Amount of MevEth received
function stakeEthForMevEthRaw(
address receiver,
uint256 amountIn,
uint256 amountOutMin,
uint256 deadline,
Swap calldata swaps
)
external
payable
returns (uint256 shares)
{
// check inputs
// check receiver
if (receiver == address(0)) revert ZeroAddress();
// check block.timestamp > deadline (timestamp in seconds)
ensure(deadline);
// check amountIn
if (amountIn == 0) revert ZeroAmount();
// check eth or weth deposit
if (msg.value != amountIn) {
// either weth or wrong amount
// transfer weth amountIn from sender, will revert if insufficient allowance
WETH09.safeTransferFrom(msg.sender, address(this), amountIn);
} else {
WETH09.deposit{ value: amountIn }();
}

// UniV2 / Sushi require amounts transfered directly to pool
for (uint256 i; i < 2; i = _inc(i)) {
if (_isNonZero(swaps.pools[i].amountIn)) {
WETH09.safeTransfer(swaps.pools[i].pair, swaps.pools[i].amountIn);
}
}

// execute swaps, retreive actual amounts
uint256[] memory amounts = _swap(true, receiver, deadline, swaps);
// check output is sufficient
if (amountOutMin > amounts[1]) revert InsufficientOutputAmount();
// assign returned shares
shares = amounts[1];
// refund V3 dust if any
if (amounts[0] < amountIn && (amountIn - amounts[0]) > 50_000 * block.basefee) {
WETH09.safeTransfer(msg.sender, amountIn - amounts[0]);
}
}

/// @notice Perform optimal route for converting MevEth => Eth
/// @param receiver Address of Eth receiver
/// @param shares Amount of meveth to redeem
Expand All @@ -177,7 +210,7 @@ contract MevEthRouter is IUniswapV3SwapCallback {
if (shares == 0) revert ZeroAmount();
// check eth or weth deposit
ERC20(address(MEVETH)).safeTransferFrom(msg.sender, address(this), shares);

// get optimal route
Swap memory swaps = getRedeemRoute(useQueue, shares, amountOutMin);

Expand All @@ -200,6 +233,54 @@ contract MevEthRouter is IUniswapV3SwapCallback {
}
}

/// @notice Gas efficient redeemMevEthForEth
/// @dev requires calling getRedeemRoute first
/// @param receiver Address of Eth receiver
/// @param shares Amount of meveth to redeem
/// @param amountOutMin Min amount of eth to receive
/// @param deadline Timestamp deadline
/// @param swaps output of getRedeemRoute
/// @return assets Eth received
function redeemMevEthForEthRaw(
bool useQueue,
address receiver,
uint256 shares,
uint256 amountOutMin,
uint256 deadline,
Swap calldata swaps
)
external
returns (uint256 assets)
{
// check inputs
// check receiver
if (receiver == address(0)) revert ZeroAddress();
// check block.timestamp > deadline (timestamp in seconds)
ensure(deadline);
// check amountIn
if (shares == 0) revert ZeroAmount();
// check eth or weth deposit
ERC20(address(MEVETH)).safeTransferFrom(msg.sender, address(this), shares);

// UniV2 / Sushi require amounts transfered directly to pool
for (uint256 i; i < 2; i = _inc(i)) {
if (_isNonZero(swaps.pools[i].amountIn)) {
ERC20(address(MEVETH)).safeTransfer(swaps.pools[i].pair, swaps.pools[i].amountIn);
}
}

// execute swaps, retreive actual amounts
uint256[] memory amounts = _swap(useQueue, receiver, deadline, swaps);
// check output is sufficient
if (amountOutMin > amounts[1]) revert InsufficientOutputAmount();
// assign returned shares
assets = amounts[1];
// refund V3 dust if any
if (amounts[0] < shares && (shares - amounts[0]) > 50_000 * block.basefee) {
ERC20(address(MEVETH)).safeTransfer(msg.sender, shares - amounts[0]);
}
}

/// @dev calculate pool addresses for token0/1 & factory/fee
function _getPools() internal view returns (Pool[8] memory pools) {
pools[0].pair = MevEthLibrary._asmPairFor(SUSHI_FACTORY, address(MEVETH), address(WETH09), SUSHI_FACTORY_HASH); // sushi
Expand All @@ -216,7 +297,7 @@ contract MevEthRouter is IUniswapV3SwapCallback {
/// @param amountIn Amount in for first token in path
/// @param amountOutMin Min amount out
/// @return swaps Array Swap data for each user swap in path
function getStakeRoute(uint256 amountIn, uint256 amountOutMin) internal returns (Swap memory swaps) {
function getStakeRoute(uint256 amountIn, uint256 amountOutMin) public returns (Swap memory swaps) {
swaps.pools = _getPools();
swaps.tokenIn = address(WETH09);
swaps.tokenOut = address(MEVETH);
Expand All @@ -238,7 +319,7 @@ contract MevEthRouter is IUniswapV3SwapCallback {
/// @param amountIn Amount in for first token in path
/// @param amountOutMin Min amount out
/// @return swaps Array Swap data for each user swap in path
function getRedeemRoute(bool useQueue, uint256 amountIn, uint256 amountOutMin) internal returns (Swap memory swaps) {
function getRedeemRoute(bool useQueue, uint256 amountIn, uint256 amountOutMin) public returns (Swap memory swaps) {
swaps.pools = _getPools();
swaps.tokenIn = address(MEVETH);
swaps.tokenOut = address(WETH09);
Expand Down Expand Up @@ -283,13 +364,13 @@ contract MevEthRouter is IUniswapV3SwapCallback {
{
uint256[] memory balances = _getAllBalances();
(reserves[5].reserveIn, reserves[5].reserveOut) = isDeposit ? (balances[1], balances[0]) : (balances[0], balances[1]);

// for some reason GyroECLPMath lib has a different selector
bytes memory data = abi.encodeWithSelector(0x78ace857, balances, params, derived);
(, bytes memory returnData) = address(gyroMath).staticcall(data);
(int256 invariant, int256 err) = abi.decode(returnData, (int256, int256));
// (int256 invariant, int256 err) = gyroMath.calculateInvariantWithError(balances, params, derived);
if (invariant != inv.y){
if (invariant != inv.y) {
inv = IGyroECLPMath.Vector2(invariant + 2 * err, invariant);
}
}
Expand Down Expand Up @@ -380,7 +461,7 @@ contract MevEthRouter is IUniswapV3SwapCallback {
// todo: partial withdraws based on balance
}
}

(amountsIn, amountsOut) = _splitSwapOut(isDeposit, amountIn, amountsOutSingleSwap, amountsOutSingleEth, reserves);
}

Expand Down Expand Up @@ -442,7 +523,7 @@ contract MevEthRouter is IUniswapV3SwapCallback {
amountOut = MevEthLibrary.getAmountOut(amountIn, reserveIn, reserveOut);
}
} else if (i < 5) {
if (reserveOut > MIN_LIQUIDITY && reserveIn > MIN_LIQUIDITY && amountIn < reserveOut / 4 && amountIn < uniV3Caps[i-2]) {
if (reserveOut > MIN_LIQUIDITY && reserveIn > MIN_LIQUIDITY && amountIn < reserveOut / 4 && amountIn < uniV3Caps[i - 2]) {
amountOut = MevEthLibrary.getAmountOutFee(amountIn, reserveIn, reserveOut, MevEthLibrary.getFee(i));
}
}
Expand Down Expand Up @@ -610,13 +691,14 @@ contract MevEthRouter is IUniswapV3SwapCallback {
reserves[index2[i]].reserveOut
);
// UniV3 adjustment
if (index2[i] < 5 && index2[i] > 1 && amountsIn[index2[i]] > 8 * MIN_LIQUIDITY){
amountsOut[index2[i]] = _swapUniV3Call(!isDeposit, uint24(MevEthLibrary.getFee(index2[i])), address(MEVETH), address(WETH09), amountsIn[index2[i]]);
if (index2[i] < 5 && index2[i] > 1 && amountsIn[index2[i]] > 8 * MIN_LIQUIDITY) {
amountsOut[index2[i]] =
_swapUniV3Call(!isDeposit, uint24(MevEthLibrary.getFee(index2[i])), address(MEVETH), address(WETH09), amountsIn[index2[i]]);
if (amountsOut[index2[i]] == 0) {
amountsIn[index2[i]] = 0;
}
}

cumulativeAmount = cumulativeAmount + amountsIn[index2[i]];
if (cumulativeAmount == amountIn) break;
}
Expand All @@ -642,12 +724,12 @@ contract MevEthRouter is IUniswapV3SwapCallback {
if (chunk < precision) {
chunk = precision;
}

for (uint256 i; i < 10; i = _inc(i)) {
amount = amount + chunk;
bool endLoop;
if (index > 1 && index < 5 && amount > uniV3Caps[index-2]) {
amount = uniV3Caps[index-2];
if (index > 1 && index < 5 && amount > uniV3Caps[index - 2]) {
amount = uniV3Caps[index - 2];
endLoop = true;
// hard cap univ3 amounts as they become more unpredictable
}
Expand All @@ -659,7 +741,7 @@ contract MevEthRouter is IUniswapV3SwapCallback {
amountOut = 0;
return (amountInToSync, amountOut);
}

amountOut = amountOutCall(isDeposit, index, amount, reserveIn, reserveOut);
if (amountOut * 1 ether / amountsOutSingleEthTarget < amount) break;
amountInToSync = amount;
Expand Down Expand Up @@ -754,39 +836,19 @@ contract MevEthRouter is IUniswapV3SwapCallback {
// amountOut = isReverse ? uint256(-(amount0)) : uint256(-(amount1));
// amountInActual = isReverse ? uint256(amount1) : uint256(amount0);

try IUniswapV3Pool(pair).swap(to, !isReverse, int256(amountIn), sqrtPriceLimitX96, data)
returns (int256 amount0, int256 amount1)
{
try IUniswapV3Pool(pair).swap(to, !isReverse, int256(amountIn), sqrtPriceLimitX96, data) returns (int256 amount0, int256 amount1) {
amountOut = isReverse ? uint256(-(amount0)) : uint256(-(amount1));
amountInActual = isReverse ? uint256(amount1) : uint256(amount0);
} catch {
amountOut = 0;
}

}

function _swapUniV3Call(
bool isReverse,
uint24 fee,
address tokenIn,
address tokenOut,
uint256 amountIn
)
internal
virtual
returns (uint256 amountOut)
{
function _swapUniV3Call(bool isReverse, uint24 fee, address tokenIn, address tokenOut, uint256 amountIn) internal virtual returns (uint256 amountOut) {
uint160 sqrtPriceLimitX96 = isReverse ? MAX_SQRT_RATIO - 1 : MIN_SQRT_RATIO + 1;
IQuoterV2.QuoteExactInputSingleParams memory quoterParams = IQuoterV2.QuoteExactInputSingleParams({
tokenIn: tokenIn,
tokenOut: tokenOut,
amountIn: amountIn,
fee: fee,
sqrtPriceLimitX96: sqrtPriceLimitX96
});
try quoter.quoteExactInputSingle(quoterParams)
returns (uint256 out)
{
IQuoterV2.QuoteExactInputSingleParams memory quoterParams =
IQuoterV2.QuoteExactInputSingleParams({ tokenIn: tokenIn, tokenOut: tokenOut, amountIn: amountIn, fee: fee, sqrtPriceLimitX96: sqrtPriceLimitX96 });
try quoter.quoteExactInputSingle(quoterParams) returns (uint256 out) {
amountOut = out;
} catch {
amountOut = 0;
Expand Down Expand Up @@ -825,7 +887,7 @@ contract MevEthRouter is IUniswapV3SwapCallback {
// swap
amounts[1] = amounts[1] + amountOut;
if (amountOut == 0) {
// uniV3 swap failed if here
// uniV3 swap failed if here
if (useQueue) {
// add to mevEth order
swaps.pools[7].amountIn = swaps.pools[7].amountIn + amountIn;
Expand All @@ -835,7 +897,7 @@ contract MevEthRouter is IUniswapV3SwapCallback {
swaps.pools[5].amountIn = swaps.pools[5].amountIn + amountIn;
} else {
swaps.pools[6].amountIn = swaps.pools[6].amountIn + amountIn;
}
}
}
}
}
Expand Down Expand Up @@ -874,9 +936,12 @@ contract MevEthRouter is IUniswapV3SwapCallback {
WETH09.approve(address(MEVETH), amountIn);
amounts[1] = amounts[1] + MEVETH.deposit(amountIn, to);
} else {
// todo: add toggle for queue
ERC20(address(MEVETH)).approve(address(MEVETH), amountIn);
amounts[1] = amounts[1] + MEVETH.withdrawQueue(MEVETH.previewRedeem(amountIn) - 1, to, address(this));
if (useQueue) {
amounts[1] = amounts[1] + MEVETH.withdrawQueue(MEVETH.previewRedeem(amountIn) - 1, to, address(this));
} else {
amounts[1] = amounts[1] + MEVETH.redeem(amountIn, to, address(this));
}
}
}
}
Expand Down
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