Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

feat: staticcall route #2

Merged
merged 1 commit into from
Jan 4, 2024
Merged

feat: staticcall route #2

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
2 changes: 1 addition & 1 deletion README.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -6,8 +6,8 @@ Pools
- Curve
- Balancer
- Uniswap V3 0.30%
- Uniswap V3 0.05%
- Uniswap V3 1.00%
- Uniswap V3 0.05%
- Sushiswap
- Uniswap V2

Expand Down
124 changes: 87 additions & 37 deletions src/MevEthRouter.sol
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -75,8 +75,6 @@ contract MevEthRouter is IUniswapV3SwapCallback, IMevEthRouter {
IGyroECLPMath.Params internal params;
IGyroECLPMath.DerivedParams internal derived;

IGyroECLPMath.Vector2 internal inv;

/// @notice struct for pool reserves
/// @param reserveIn amount of reserves (or virtual reserves) in pool for tokenIn
/// @param reserveOut amount of reserves (or virtual reserves) in pool for tokenOut
Expand Down Expand Up @@ -292,11 +290,20 @@ contract MevEthRouter is IUniswapV3SwapCallback, IMevEthRouter {
pools[7].pair = address(MEVETH);
}

function balancerInvariant(uint256[] memory balances) internal view returns (IGyroECLPMath.Vector2 memory inv) {
// 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);
inv = IGyroECLPMath.Vector2(invariant + 2 * err, invariant);
}

/// @notice Fetches swap data for each pair and amounts given an input amount
/// @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) public returns (Swap memory swaps) {
function getStakeRoute(uint256 amountIn, uint256 amountOutMin) public view returns (Swap memory swaps) {
swaps.pools = _getPools();
swaps.tokenIn = address(WETH09);
swaps.tokenOut = address(MEVETH);
Expand All @@ -318,14 +325,15 @@ contract MevEthRouter is IUniswapV3SwapCallback, IMevEthRouter {
/// @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) public returns (Swap memory swaps) {
function getRedeemRoute(bool useQueue, uint256 amountIn, uint256 amountOutMin) public view returns (Swap memory swaps) {
swaps.pools = _getPools();
swaps.tokenIn = address(MEVETH);
swaps.tokenOut = address(WETH09);
uint256[8] memory amountsIn;
uint256[8] memory amountsOut;
{
Reserve[8] memory reserves = _getReserves(false, swaps.pools);

// find optimal route
(amountsIn, amountsOut) = _optimalRouteOut(useQueue, false, amountIn, amountOutMin, reserves);
}
Expand All @@ -338,7 +346,7 @@ contract MevEthRouter is IUniswapV3SwapCallback, IMevEthRouter {
/// @dev populates and returns Reserve struct array for each pool address
/// @param isDeposit true if deposit eth, false if redeem
/// @param pools 5 element array of Pool structs populated with pool addresses
function _getReserves(bool isDeposit, Pool[8] memory pools) internal returns (Reserve[8] memory reserves) {
function _getReserves(bool isDeposit, Pool[8] memory pools) internal view returns (Reserve[8] memory reserves) {
// 2 V2 pools
for (uint256 i; i < 2; i = _inc(i)) {
if (!MevEthLibrary.isContract(pools[i].pair)) continue;
Expand All @@ -363,15 +371,6 @@ contract MevEthRouter is IUniswapV3SwapCallback, IMevEthRouter {
{
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) {
inv = IGyroECLPMath.Vector2(invariant + 2 * err, invariant);
}
}
// Curve CryptoV2 (i=6)
// Note: Curve token order is opposite from balancer / uni / sushi
Expand All @@ -397,45 +396,52 @@ contract MevEthRouter is IUniswapV3SwapCallback, IMevEthRouter {
Reserve[8] memory reserves
)
internal
view
returns (uint256[8] memory amountsIn, uint256[8] memory amountsOut)
{
// calculate best rate for a single swap (i.e. no splitting)
uint256[8] memory amountsOutSingleSwap;
// get ref rate for splits
uint256[8] memory amountsOutSingleEth;

// first 3 pools have fee of 0.3%
// calc balancer invariant
uint256[] memory balances = new uint256[](2);
balances[0] = isDeposit ? reserves[5].reserveOut : reserves[5].reserveIn;
balances[1] = isDeposit ? reserves[5].reserveIn : reserves[5].reserveOut;
IGyroECLPMath.Vector2 memory inv = balancerInvariant(balances);

// first 2 pools have fee of 0.3%
for (uint256 i; i < 2; i = _inc(i)) {
if (reserves[i].reserveOut > amountOutMin) {
amountsOutSingleSwap[i] = amountOutCall(isDeposit, i, amountIn, reserves[i].reserveIn, reserves[i].reserveOut);
amountsOutSingleSwap[i] = amountOutCall(isDeposit, i, amountIn, reserves[i].reserveIn, reserves[i].reserveOut, inv);
}
if (reserves[i].reserveOut > MIN_LIQUIDITY && reserves[i].reserveIn > MIN_LIQUIDITY && amountIn > MIN_LIQUIDITY) {
amountsOutSingleEth[i] = amountOutCall(isDeposit, i, 1 ether, reserves[i].reserveIn, reserves[i].reserveOut);
amountsOutSingleEth[i] = amountOutCall(isDeposit, i, 1 ether, reserves[i].reserveIn, reserves[i].reserveOut, inv);
}
}
// next 2 pools have variable rates
// next 3 pools have variable rates
for (uint256 i = 2; i < 5; i = _inc(i)) {
if (reserves[i].reserveOut > amountOutMin && reserves[i].reserveIn > amountIn) {
amountsOutSingleSwap[i] = amountOutCall(isDeposit, i, amountIn, reserves[i].reserveIn, reserves[i].reserveOut);
amountsOutSingleSwap[i] = amountOutCall(isDeposit, i, amountIn, reserves[i].reserveIn, reserves[i].reserveOut, inv);
}
if (reserves[i].reserveOut > MIN_LIQUIDITY && reserves[i].reserveIn > MIN_LIQUIDITY && amountIn > MIN_LIQUIDITY) {
amountsOutSingleEth[i] = amountOutCall(isDeposit, i, 1 ether, reserves[i].reserveIn, reserves[i].reserveOut);
amountsOutSingleEth[i] = amountOutCall(isDeposit, i, 1 ether, reserves[i].reserveIn, reserves[i].reserveOut, inv);
}
}
// Balancer pool (todo: embed amount out calc)
if (reserves[5].reserveOut > amountOutMin) {
amountsOutSingleSwap[5] = amountOutCall(isDeposit, 5, amountIn, reserves[5].reserveIn, reserves[5].reserveOut);
amountsOutSingleSwap[5] = amountOutCall(isDeposit, 5, amountIn, reserves[5].reserveIn, reserves[5].reserveOut, inv);
}
if (reserves[5].reserveOut > MIN_LIQUIDITY && amountIn > MIN_LIQUIDITY) {
amountsOutSingleEth[5] = amountOutCall(isDeposit, 5, 1 ether, reserves[5].reserveIn, reserves[5].reserveOut);
amountsOutSingleEth[5] = amountOutCall(isDeposit, 5, 1 ether, reserves[5].reserveIn, reserves[5].reserveOut, inv);
}

// Curve pool (todo: embed amount out calc)
if (reserves[6].reserveOut > amountOutMin) {
amountsOutSingleSwap[6] = amountOutCall(isDeposit, 6, amountIn, reserves[6].reserveIn, reserves[6].reserveOut);
amountsOutSingleSwap[6] = amountOutCall(isDeposit, 6, amountIn, reserves[6].reserveIn, reserves[6].reserveOut, inv);
}
if (reserves[6].reserveOut > MIN_LIQUIDITY && amountIn > MIN_LIQUIDITY) {
amountsOutSingleEth[6] = amountOutCall(isDeposit, 6, 1 ether, reserves[6].reserveIn, reserves[6].reserveOut);
amountsOutSingleEth[6] = amountOutCall(isDeposit, 6, 1 ether, reserves[6].reserveIn, reserves[6].reserveOut, inv);
}
// MevEth
if (isDeposit) {
Expand All @@ -461,7 +467,7 @@ contract MevEthRouter is IUniswapV3SwapCallback, IMevEthRouter {
}
}

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

function _scalingFactor(bool token0) internal view returns (uint256 scalingFactor) {
Expand Down Expand Up @@ -499,7 +505,17 @@ contract MevEthRouter is IUniswapV3SwapCallback, IMevEthRouter {
return balances;
}

function balancerAmountOut(bool isDeposit, uint256 amountIn, uint256 reserveIn, uint256 reserveOut) internal view returns (uint256 amountOut) {
function balancerAmountOut(
bool isDeposit,
uint256 amountIn,
uint256 reserveIn,
uint256 reserveOut,
IGyroECLPMath.Vector2 memory inv
)
internal
view
returns (uint256 amountOut)
{
uint256 scalingFactorTokenIn = _scalingFactor(!isDeposit);
uint256 scalingFactorTokenOut = _scalingFactor(isDeposit);
uint256[] memory balances = new uint256[](2);
Expand All @@ -516,7 +532,18 @@ contract MevEthRouter is IUniswapV3SwapCallback, IMevEthRouter {
amountOut = abi.decode(returnData, (uint256)) * 1 ether / scalingFactorTokenOut;
}

function amountOutCall(bool isDeposit, uint256 i, uint256 amountIn, uint256 reserveIn, uint256 reserveOut) internal returns (uint256 amountOut) {
function amountOutCall(
bool isDeposit,
uint256 i,
uint256 amountIn,
uint256 reserveIn,
uint256 reserveOut,
IGyroECLPMath.Vector2 memory inv
)
internal
view
returns (uint256 amountOut)
{
if (i < 2) {
if (reserveOut > MIN_LIQUIDITY && amountIn < reserveOut) {
amountOut = MevEthLibrary.getAmountOut(amountIn, reserveIn, reserveOut);
Expand All @@ -529,7 +556,7 @@ contract MevEthRouter is IUniswapV3SwapCallback, IMevEthRouter {
// Balancer pool
if (i == 5) {
if (reserveOut > MIN_LIQUIDITY && amountIn < reserveOut / 2) {
amountOut = balancerAmountOut(isDeposit, amountIn, reserveIn, reserveOut);
amountOut = balancerAmountOut(isDeposit, amountIn, reserveIn, reserveOut, inv);
}
}

Expand All @@ -550,11 +577,13 @@ contract MevEthRouter is IUniswapV3SwapCallback, IMevEthRouter {
function _splitSwapOut(
bool isDeposit,
uint256 amountIn,
IGyroECLPMath.Vector2 memory inv,
uint256[8] memory amountsOutSingleSwap,
uint256[8] memory amountsOutSingleEth,
Reserve[8] memory reserves
)
internal
view
returns (uint256[8] memory amountsIn, uint256[8] memory amountsOut)
{
uint256[8] memory index = MevEthLibrary._sortArray(amountsOutSingleSwap); // sorts in ascending order (i.e. best price is last)
Expand Down Expand Up @@ -587,7 +616,7 @@ contract MevEthRouter is IUniswapV3SwapCallback, IMevEthRouter {
if (index2[i] == 7) {
amountsIn[index2[i]] = amountIn - cumulativeAmount;
amountsOut[index2[i]] =
amountOutCall(isDeposit, index2[i], amountsIn[index2[i]], reserves[index2[i]].reserveIn, reserves[index2[i]].reserveOut);
amountOutCall(isDeposit, index2[i], amountsIn[index2[i]], reserves[index2[i]].reserveIn, reserves[index2[i]].reserveOut, inv);
return (amountsIn, amountsOut);
} // meveth rate is fixed so no more iterations required

Expand All @@ -600,7 +629,8 @@ contract MevEthRouter is IUniswapV3SwapCallback, IMevEthRouter {
index2[i],
amountsOutSingleEth[index2[_dec(i)]],
reserves[index2[i]].reserveIn,
reserves[index2[i]].reserveOut
reserves[index2[i]].reserveOut,
inv
);
// UniV3 adjustment
if (index2[i] < 5 && index2[i] > 1 && amountsIn[index2[i]] > 8 * MIN_LIQUIDITY) {
Expand All @@ -624,9 +654,11 @@ contract MevEthRouter is IUniswapV3SwapCallback, IMevEthRouter {
uint256 index,
uint256 amountsOutSingleEthTarget,
uint256 reserveIn,
uint256 reserveOut
uint256 reserveOut,
IGyroECLPMath.Vector2 memory inv
)
internal
view
returns (uint256 amountInToSync, uint256 amountOut)
{
// todo: make more efficient
Expand Down Expand Up @@ -654,7 +686,7 @@ contract MevEthRouter is IUniswapV3SwapCallback, IMevEthRouter {
return (amountInToSync, amountOut);
}

amountOut = amountOutCall(isDeposit, index, amount, reserveIn, reserveOut);
amountOut = amountOutCall(isDeposit, index, amount, reserveIn, reserveOut, inv);
if (amountOut * 1 ether / amountsOutSingleEthTarget < amount) break;
amountInToSync = amount;
if (endLoop) return (amountInToSync, amountOut);
Expand All @@ -671,7 +703,7 @@ contract MevEthRouter is IUniswapV3SwapCallback, IMevEthRouter {
endLoop = true;
}

amountOut = amountOutCall(isDeposit, index, amount, reserveIn, reserveOut);
amountOut = amountOutCall(isDeposit, index, amount, reserveIn, reserveOut, inv);
if (amountOut * 1 ether / amountsOutSingleEthTarget < amount) break;
amountInToSync = amount;
if (endLoop) return (amountInToSync, amountOut);
Expand Down Expand Up @@ -756,15 +788,33 @@ contract MevEthRouter is IUniswapV3SwapCallback, IMevEthRouter {
}
}

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
view
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) {
amountOut = out;
} catch {
bytes memory input = abi.encodeWithSelector(quoter.quoteExactInputSingle.selector, quoterParams);
(bool success, bytes memory data) = address(quoter).staticcall(input);
if (!success) {
amountOut = 0;
} else {
(amountOut) = abi.decode(data, (uint256));
}
// try quoter.quoteExactInputSingle(quoterParams) returns (uint256 out) {
// amountOut = out;
// } catch {
// amountOut = 0;
// }
// (amountOut,,,) = quoter.quoteExactInputSingle(quoterParams);
}

Expand Down
25 changes: 1 addition & 24 deletions src/interfaces/ICurveV2Pool.sol
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -3,35 +3,12 @@ pragma solidity ^0.8.10;

interface ICurveV2Pool {
function exchange(uint256 i, uint256 j, uint256 dx, uint256 min_dy, bool use_eth, address receiver) external payable returns (uint256 dy);
function add_liquidity(uint256[2] calldata amounts, uint256 min_mint_amount) external payable returns (uint256);

function add_liquidity(uint256[2] calldata amounts, uint256 min_mint_amount, bool use_eth) external payable returns (uint256);

function add_liquidity(uint256[2] calldata amounts, uint256 min_mint_amount, bool use_eth, address receiver) external payable returns (uint256);

function remove_liquidity(uint256 _amount, uint256[2] calldata min_amounts) external;

function remove_liquidity(uint256 _amount, uint256[2] calldata min_amounts, bool use_eth) external;

function remove_liquidity(uint256 _amount, uint256[2] calldata min_amounts, bool use_eth, address receiver) external;

function remove_liquidity_one_coin(uint256 token_amount, uint256 i, uint256 min_amount) external returns (uint256);

function remove_liquidity_one_coin(uint256 token_amount, uint256 i, uint256 min_amount, bool use_eth) external returns (uint256);

function remove_liquidity_one_coin(uint256 token_amount, uint256 i, uint256 min_amount, bool use_eth, address receiver) external returns (uint256);

function calc_token_amount(uint256[2] calldata amounts) external view returns (uint256);

function calc_withdraw_one_coin(uint256 token_amount, uint256 i) external view returns (uint256);

function lp_price() external view returns (uint256);

function token() external view returns (address);

function coins(uint256 arg0) external view returns (address);

function balances(uint256 arg0) external view returns (uint256);

function get_dy(uint256 i, uint256 j, uint256 dx) external returns (uint256);
function get_dy(uint256 i, uint256 j, uint256 dx) external view returns (uint256);
}
Loading