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/orderbook/src/main.rs

@@ -64,6 +64,7 @@ use shared::{
         self,
         balancer_v2::{pool_fetching::BalancerContracts, BalancerPoolFetcher},
         uniswap_v2::pool_cache::PoolCache,
+        uniswap_v3::pool_fetching::AutoUpdatingUniswapV3PoolFetcher,
         BaselineSource, PoolAggregator,
     },
     token_info::{CachedTokenInfoFetcher, TokenInfoFetcher},
@@ -314,6 +315,20 @@ async fn main() {
     } else {
         None
     };
+    let uniswap_v3_pool_fetcher = if baseline_sources.contains(&BaselineSource::UniswapV3) {
+        let uniswap_v3_pool_fetcher = Arc::new(
+            AutoUpdatingUniswapV3PoolFetcher::new(
+                chain_id,
+                args.shared.liquidity_fetcher_max_age_update,
+                client.clone(),
+            )
+            .await
+            .expect("failed to create UniswapV3 pool fetcher in orderbook"),
+        );
+        Some(uniswap_v3_pool_fetcher)
+    } else {
+        None
+    };
     let zeroex_api = Arc::new(
         DefaultZeroExApi::new(
             args.shared
@@ -360,6 +375,7 @@ async fn main() {
                     }),
                     pool_fetcher.clone(),
                     balancer_pool_fetcher.clone(),
+                    uniswap_v3_pool_fetcher.clone(),
                     token_info_fetcher.clone(),
                     gas_price_estimator.clone(),
                     native_token.address(),

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/arguments.rs

@@ -154,6 +154,15 @@ pub struct Arguments {
     /// Value of the authorization header for the solver competition post api.
     #[clap(long, env)]
     pub solver_competition_auth: Option<String>,
+
+    /// If liquidity pool fetcher has caching mechanism, this argument defines how old pool data is allowed
+    /// to be before updating
+    #[clap(
+        long,
+        default_value = "30",
+        parse(try_from_str = duration_from_seconds),
+    )]
+    pub liquidity_fetcher_max_age_update: Duration,
 }
 
 pub fn display_option(option: &Option<impl Display>, f: &mut Formatter<'_>) -> std::fmt::Result {

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",