Add UniswapV3 liquidity to driver

crates/contracts/artifacts/UniswapV3SwapRouter.json

@@ -0,0 +1 @@
+{"abi":[{"inputs":[{"internalType":"address","name":"_factory","type":"address"},{"internalType":"address","name":"_WETH9","type":"address"}],"stateMutability":"nonpayable","type":"constructor"},{"inputs":[],"name":"WETH9","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"components":[{"internalType":"bytes","name":"path","type":"bytes"},{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"},{"internalType":"uint256","name":"amountIn","type":"uint256"},{"internalType":"uint256","name":"amountOutMinimum","type":"uint256"}],"internalType":"struct ISwapRouter.ExactInputParams","name":"params","type":"tuple"}],"name":"exactInput","outputs":[{"internalType":"uint256","name":"amountOut","type":"uint256"}],"stateMutability":"payable","type":"function"},{"inputs":[{"components":[{"internalType":"address","name":"tokenIn","type":"address"},{"internalType":"address","name":"tokenOut","type":"address"},{"internalType":"uint24","name":"fee","type":"uint24"},{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"},{"internalType":"uint256","name":"amountIn","type":"uint256"},{"internalType":"uint256","name":"amountOutMinimum","type":"uint256"},{"internalType":"uint160","name":"sqrtPriceLimitX96","type":"uint160"}],"internalType":"struct ISwapRouter.ExactInputSingleParams","name":"params","type":"tuple"}],"name":"exactInputSingle","outputs":[{"internalType":"uint256","name":"amountOut","type":"uint256"}],"stateMutability":"payable","type":"function"},{"inputs":[{"components":[{"internalType":"bytes","name":"path","type":"bytes"},{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"},{"internalType":"uint256","name":"amountOut","type":"uint256"},{"internalType":"uint256","name":"amountInMaximum","type":"uint256"}],"internalType":"struct ISwapRouter.ExactOutputParams","name":"params","type":"tuple"}],"name":"exactOutput","outputs":[{"internalType":"uint256","name":"amountIn","type":"uint256"}],"stateMutability":"payable","type":"function"},{"inputs":[{"components":[{"internalType":"address","name":"tokenIn","type":"address"},{"internalType":"address","name":"tokenOut","type":"address"},{"internalType":"uint24","name":"fee","type":"uint24"},{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256","name":"deadline","type":"uint256"},{"internalType":"uint256","name":"amountOut","type":"uint256"},{"internalType":"uint256","name":"amountInMaximum","type":"uint256"},{"internalType":"uint160","name":"sqrtPriceLimitX96","type":"uint160"}],"internalType":"struct ISwapRouter.ExactOutputSingleParams","name":"params","type":"tuple"}],"name":"exactOutputSingle","outputs":[{"internalType":"uint256","name":"amountIn","type":"uint256"}],"stateMutability":"payable","type":"function"},{"inputs":[],"name":"factory","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"bytes[]","name":"data","type":"bytes[]"}],"name":"multicall","outputs":[{"internalType":"bytes[]","name":"results","type":"bytes[]"}],"stateMutability":"payable","type":"function"},{"inputs":[],"name":"refundETH","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"value","type":"uint256"},{"internalType":"uint256","name":"deadline","type":"uint256"},{"internalType":"uint8","name":"v","type":"uint8"},{"internalType":"bytes32","name":"r","type":"bytes32"},{"internalType":"bytes32","name":"s","type":"bytes32"}],"name":"selfPermit","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"nonce","type":"uint256"},{"internalType":"uint256","name":"expiry","type":"uint256"},{"internalType":"uint8","name":"v","type":"uint8"},{"internalType":"bytes32","name":"r","type":"bytes32"},{"internalType":"bytes32","name":"s","type":"bytes32"}],"name":"selfPermitAllowed","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"nonce","type":"uint256"},{"internalType":"uint256","name":"expiry","type":"uint256"},{"internalType":"uint8","name":"v","type":"uint8"},{"internalType":"bytes32","name":"r","type":"bytes32"},{"internalType":"bytes32","name":"s","type":"bytes32"}],"name":"selfPermitAllowedIfNecessary","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"value","type":"uint256"},{"internalType":"uint256","name":"deadline","type":"uint256"},{"internalType":"uint8","name":"v","type":"uint8"},{"internalType":"bytes32","name":"r","type":"bytes32"},{"internalType":"bytes32","name":"s","type":"bytes32"}],"name":"selfPermitIfNecessary","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"amountMinimum","type":"uint256"},{"internalType":"address","name":"recipient","type":"address"}],"name":"sweepToken","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"amountMinimum","type":"uint256"},{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256","name":"feeBips","type":"uint256"},{"internalType":"address","name":"feeRecipient","type":"address"}],"name":"sweepTokenWithFee","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"int256","name":"amount0Delta","type":"int256"},{"internalType":"int256","name":"amount1Delta","type":"int256"},{"internalType":"bytes","name":"_data","type":"bytes"}],"name":"uniswapV3SwapCallback","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountMinimum","type":"uint256"},{"internalType":"address","name":"recipient","type":"address"}],"name":"unwrapWETH9","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountMinimum","type":"uint256"},{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256","name":"feeBips","type":"uint256"},{"internalType":"address","name":"feeRecipient","type":"address"}],"name":"unwrapWETH9WithFee","outputs":[],"stateMutability":"payable","type":"function"},{"stateMutability":"payable","type":"receive"}]}

crates/contracts/build.rs

@@ -298,6 +298,11 @@ fn main() {
             .add_network_str("4", "0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D")
             .add_network_str("5", "0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D")
     });
+    generate_contract_with_config("UniswapV3SwapRouter", |builder| {
+        builder
+            .add_network_str("1", "0xE592427A0AEce92De3Edee1F18E0157C05861564")
+            .add_network_str("5", "0xE592427A0AEce92De3Edee1F18E0157C05861564")
+    });
     generate_contract_with_config("WETH9", |builder| {
         builder
             .add_network_str("1", "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2")

crates/contracts/src/lib.rs

@@ -58,6 +58,7 @@ include!(concat!(env!("OUT_DIR"), "/SwaprRouter.rs"));
 include!(concat!(env!("OUT_DIR"), "/ISwaprPair.rs"));
 include!(concat!(env!("OUT_DIR"), "/UniswapV2Factory.rs"));
 include!(concat!(env!("OUT_DIR"), "/UniswapV2Router02.rs"));
+include!(concat!(env!("OUT_DIR"), "/UniswapV3SwapRouter.rs"));
 include!(concat!(env!("OUT_DIR"), "/WETH9.rs"));
 include!(concat!(env!("OUT_DIR"), "/IUniswapV3Factory.rs"));
 include!(concat!(env!("OUT_DIR"), "/IZeroEx.rs"));
@@ -147,6 +148,7 @@ mod tests {
             assert_has_deployment_address!(HoneyswapRouter for *network);
         }
         assert_has_deployment_address!(BalancerV2StablePoolFactoryV2 for 1);
+        assert_has_deployment_address!(UniswapV3SwapRouter for 1);
     }
 
     #[test]

crates/e2e/tests/e2e/eth_integration.rs

@@ -200,6 +200,7 @@ async fn eth_integration(web3: Web3) {
         uniswap_like_liquidity: vec![uniswap_liquidity],
         balancer_v2_liquidity: None,
         zeroex_liquidity: None,
+        uniswap_v3_liquidity: None,
     };
     let network_id = web3.net().version().await.unwrap();
     let submitted_transactions = GlobalTxPool::default();

crates/e2e/tests/e2e/onchain_settlement.rs

@@ -205,6 +205,7 @@ async fn onchain_settlement(web3: Web3) {
         uniswap_like_liquidity: vec![uniswap_liquidity],
         balancer_v2_liquidity: None,
         zeroex_liquidity: None,
+        uniswap_v3_liquidity: None,
     };
     let network_id = web3.net().version().await.unwrap();
     let submitted_transactions = GlobalTxPool::default();

crates/e2e/tests/e2e/settlement_without_onchain_liquidity.rs

@@ -186,6 +186,7 @@ async fn onchain_settlement_without_liquidity(web3: Web3) {
         uniswap_like_liquidity: vec![uniswap_liquidity],
         balancer_v2_liquidity: None,
         zeroex_liquidity: None,
+        uniswap_v3_liquidity: None,
     };
     let network_id = web3.net().version().await.unwrap();
     let market_makable_token_list = TokenList::new(maplit::hashmap! {

crates/e2e/tests/e2e/smart_contract_orders.rs

@@ -231,6 +231,7 @@ async fn smart_contract_orders(web3: Web3) {
         uniswap_like_liquidity: vec![uniswap_liquidity],
         balancer_v2_liquidity: None,
         zeroex_liquidity: None,
+        uniswap_v3_liquidity: None,
     };
     let network_id = web3.net().version().await.unwrap();
     let submitted_transactions = GlobalTxPool::default();

crates/e2e/tests/e2e/vault_balances.rs

@@ -144,6 +144,7 @@ async fn vault_balances(web3: Web3) {
         uniswap_like_liquidity: vec![uniswap_liquidity],
         balancer_v2_liquidity: None,
         zeroex_liquidity: None,
+        uniswap_v3_liquidity: None,
     };
     let network_id = web3.net().version().await.unwrap();
     let submitted_transactions = GlobalTxPool::default();

crates/shared/Cargo.toml

@@ -33,7 +33,7 @@ lru = "0.7"
 maplit = "1.0"
 mockall = "0.11"
 model = { path = "../model" }
-num = "0.4"
+num = { version = "0.4", features = ["serde"] }
 number_conversions = { path = "../number_conversions" }
 primitive-types = "0.10"
 prometheus = "0.13"

crates/shared/src/http_solver/model.rs

@@ -11,6 +11,8 @@ use serde::{Deserialize, Serialize};
 use serde_with::serde_as;
 use std::collections::{BTreeMap, HashMap};
 
+use crate::sources::uniswap_v3::pool_fetching::PoolInfo;
+
 #[derive(Clone, Debug, Default, Serialize)]
 pub struct BatchAuctionModel {
     pub tokens: BTreeMap<H160, TokenInfoModel>,
@@ -57,6 +59,7 @@ pub enum AmmParameters {
     ConstantProduct(ConstantProductPoolParameters),
     WeightedProduct(WeightedProductPoolParameters),
     Stable(StablePoolParameters),
+    Concentrated(ConcentratedPoolParameters),
 }
 
 #[serde_as]
@@ -90,6 +93,12 @@ pub struct StablePoolParameters {
     pub amplification_parameter: BigRational,
 }
 
+#[serde_as]
+#[derive(Clone, Debug, Default, Serialize, Deserialize)]
+pub struct ConcentratedPoolParameters {
+    pub pool: PoolInfo,
+}
+
 #[serde_as]
 #[derive(Clone, Debug, Default, Serialize)]
 pub struct TokenInfoModel {
@@ -314,6 +323,8 @@ pub struct ExecutionPlanCoordinatesModel {
 
 #[cfg(test)]
 mod tests {
+    use crate::sources::uniswap_v3::graph_api::Token;
+
     use super::*;
     use maplit::btreemap;
     use serde_json::json;
@@ -455,6 +466,32 @@ mod tests {
             },
             mandatory: true,
         };
+        let concentrated_pool_model = AmmModel {
+            parameters: AmmParameters::Concentrated(ConcentratedPoolParameters {
+                pool: PoolInfo {
+                    address: H160::from_low_u64_be(1),
+                    tokens: vec![
+                        Token {
+                            id: buy_token,
+                            symbol: "CAT".to_string(),
+                            decimals: 6,
+                        },
+                        Token {
+                            id: sell_token,
+                            symbol: "DOG".to_string(),
+                            decimals: 18,
+                        },
+                    ],
+                    ..Default::default()
+                },
+            }),
+            fee: BigRational::new(3.into(), 1000.into()),
+            cost: TokenAmount {
+                amount: U256::from(3),
+                token: native_token,
+            },
+            mandatory: false,
+        };
         let model = BatchAuctionModel {
             tokens: btreemap! {
                 buy_token => TokenInfoModel {
@@ -477,6 +514,7 @@ mod tests {
                 0 => constant_product_pool_model,
                 1 => weighted_product_pool_model,
                 2 => stable_pool_model,
+                3 => concentrated_pool_model,
             },
             metadata: Some(MetadataModel {
                 environment: Some(String::from("Such Meta")),
@@ -575,6 +613,40 @@ mod tests {
               },
               "mandatory": true,
             },
+            "3": {
+              "kind": "Concentrated",
+              "pool": {
+                "address": "0x0000000000000000000000000000000000000001",
+                 "tokens": [
+                {
+                  "id": "0x0000000000000000000000000000000000000539",
+                  "symbol": "CAT",
+                  "decimals": "6",
+                },
+                {
+                  "id": "0x000000000000000000000000000000000000a866",
+                  "symbol": "DOG",
+                  "decimals": "18",
+                }
+                ],
+              "state": {
+                "sqrt_price": "0",
+                "liquidity": "0",
+                "tick": "0",
+                "liquidity_net": {},
+                "fee": "0",
+              },
+              "gas_stats": {
+                "mean": "0",
+              }
+              },
+              "fee": "0.003",
+              "cost": {
+                "amount": "3",
+                "token": "0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee",
+              },
+              "mandatory": false,
+            },
           },
           "metadata": {
             "environment": "Such Meta",

crates/shared/src/price_estimation/http.rs

@@ -135,6 +135,7 @@ impl HttpPriceEstimator {
                 AmmParameters::ConstantProduct(params) => tokens.extend(params.reserves.keys()),
                 AmmParameters::WeightedProduct(params) => tokens.extend(params.reserves.keys()),
                 AmmParameters::Stable(params) => tokens.extend(params.reserves.keys()),
+                AmmParameters::Concentrated(_) => (), // not used since no output amounts are calculated in driver
             }
         }
         let tokens: Vec<_> = tokens.drain().collect();

crates/shared/src/sources.rs

@@ -6,6 +6,7 @@ pub mod honeyswap;
 pub mod sushiswap;
 pub mod swapr;
 pub mod uniswap_v2;
+pub mod uniswap_v3;
 pub mod uniswap_v3_pair_provider;
 
 use self::uniswap_v2::{
@@ -30,6 +31,7 @@ pub enum BaselineSource {
     Baoswap,
     Swapr,
     ZeroEx,
+    UniswapV3,
 }
 
 pub fn defaults_for_chain(chain_id: u64) -> Result<Vec<BaselineSource>> {
@@ -39,6 +41,7 @@ pub fn defaults_for_chain(chain_id: u64) -> Result<Vec<BaselineSource>> {
             BaselineSource::SushiSwap,
             BaselineSource::BalancerV2,
             BaselineSource::ZeroEx,
+            BaselineSource::UniswapV3,
         ],
         4 => vec![
             BaselineSource::UniswapV2,
@@ -72,6 +75,7 @@ pub async fn uniswap_like_liquidity_sources(
             BaselineSource::Swapr => swapr::get_liquidity_source(web3).await?,
             BaselineSource::BalancerV2 => continue,
             BaselineSource::ZeroEx => continue,
+            BaselineSource::UniswapV3 => continue,
         };
 
         liquidity_sources.insert(*source, liquidity_source);

crates/shared/src/sources/uniswap_v3.rs

@@ -0,0 +1,3 @@
+//! Uniswap V3 baseline liquidity source implementation.
+pub mod graph_api;
+pub mod pool_fetching;