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rebasing and updating routes to swaprouter types
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@davidterpay
davidterpay committed Dec 21, 2022
1 parent 2e3b6f2 commit 458d350
Showing 1 changed file with 24 additions and 23 deletions.
47 changes: 24 additions & 23 deletions x/protorev/keeper/routes.go
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Original file line number Diff line number Diff line change
Expand Up @@ -7,11 +7,12 @@ import (

gammtypes "github.com/osmosis-labs/osmosis/v13/x/gamm/types"
"github.com/osmosis-labs/osmosis/v13/x/protorev/types"
swaproutertypes "github.com/osmosis-labs/osmosis/v13/x/swaprouter/types"
)

// BuildRoutes builds all of the possible arbitrage routes given the tokenIn, tokenOut and poolId that were used in the swap
func (k Keeper) BuildRoutes(ctx sdk.Context, tokenIn, tokenOut string, poolId uint64) []gammtypes.SwapAmountInRoutes {
routes := make([]gammtypes.SwapAmountInRoutes, 0)
func (k Keeper) BuildRoutes(ctx sdk.Context, tokenIn, tokenOut string, poolId uint64) []swaproutertypes.SwapAmountInRoutes {
routes := make([]swaproutertypes.SwapAmountInRoutes, 0)

// Append hot routes if they exist
if tokenPairRoutes, err := k.BuildTokenPairRoutes(ctx, tokenIn, tokenOut, poolId); err == nil {
Expand All @@ -32,15 +33,15 @@ func (k Keeper) BuildRoutes(ctx sdk.Context, tokenIn, tokenOut string, poolId ui
}

// BuildTokenPairRoutes builds all of the possible arbitrage routes from the hot routes given the tokenIn, tokenOut and poolId that were used in the swap
func (k Keeper) BuildTokenPairRoutes(ctx sdk.Context, tokenIn, tokenOut string, poolId uint64) ([]gammtypes.SwapAmountInRoutes, error) {
func (k Keeper) BuildTokenPairRoutes(ctx sdk.Context, tokenIn, tokenOut string, poolId uint64) ([]swaproutertypes.SwapAmountInRoutes, error) {
// Get all of the routes from the store that match the given tokenIn and tokenOut
tokenPairArbRoutes, err := k.GetTokenPairArbRoutes(ctx, tokenIn, tokenOut)
if err != nil {
return []gammtypes.SwapAmountInRoutes{}, err
return []swaproutertypes.SwapAmountInRoutes{}, err
}

// Iterate through all of the routes and build hot routes
routes := make([]gammtypes.SwapAmountInRoutes, 0)
routes := make([]swaproutertypes.SwapAmountInRoutes, 0)
for _, route := range tokenPairArbRoutes.ArbRoutes {
newRoute, err := k.BuildHotRoute(ctx, route, tokenIn, tokenOut, poolId)
if err == nil {
Expand All @@ -53,18 +54,18 @@ func (k Keeper) BuildTokenPairRoutes(ctx sdk.Context, tokenIn, tokenOut string,

// BuildHotRoute constructs a cyclic arbitrage route given a hot route from the store and information about the swap that should be placed
// in the hot route.
func (k Keeper) BuildHotRoute(ctx sdk.Context, route *types.Route, tokenIn, tokenOut string, poolId uint64) (gammtypes.SwapAmountInRoutes, error) {
newRoute := make(gammtypes.SwapAmountInRoutes, 0)
func (k Keeper) BuildHotRoute(ctx sdk.Context, route *types.Route, tokenIn, tokenOut string, poolId uint64) (swaproutertypes.SwapAmountInRoutes, error) {
newRoute := make(swaproutertypes.SwapAmountInRoutes, 0)

for _, trade := range route.Trades {
// 0 is a placeholder for pools swapped on that should be entered into the hot route
if trade.Pool == 0 {
newRoute = append(newRoute, gammtypes.SwapAmountInRoute{
newRoute = append(newRoute, swaproutertypes.SwapAmountInRoute{
PoolId: poolId,
TokenOutDenom: trade.TokenOut,
})
} else {
newRoute = append(newRoute, gammtypes.SwapAmountInRoute{
newRoute = append(newRoute, swaproutertypes.SwapAmountInRoute{
PoolId: trade.Pool,
TokenOutDenom: trade.TokenOut,
})
Expand All @@ -73,15 +74,15 @@ func (k Keeper) BuildHotRoute(ctx sdk.Context, route *types.Route, tokenIn, toke

// Check that the hot route is valid
if err := k.CheckValidHotRoute(ctx, newRoute); err != nil {
return gammtypes.SwapAmountInRoutes{}, err
return swaproutertypes.SwapAmountInRoutes{}, err
}
return newRoute, nil
}

// CheckValidHotRoute checks if the cyclic arbitrage route that was built using the hot routes method is correct. Much of the stateless
// validation achieves the desired checks, however, we also check that the route is traversing pools that
// are active.
func (k Keeper) CheckValidHotRoute(ctx sdk.Context, route gammtypes.SwapAmountInRoutes) error {
func (k Keeper) CheckValidHotRoute(ctx sdk.Context, route swaproutertypes.SwapAmountInRoutes) error {
if route.Length() != 3 {
return fmt.Errorf("invalid hot route length")
}
Expand All @@ -98,60 +99,60 @@ func (k Keeper) CheckValidHotRoute(ctx sdk.Context, route gammtypes.SwapAmountIn
}

// BuildOsmoRoute builds a cyclic arbitrage route that starts and ends with osmo given the tokenIn, tokenOut and poolId that were used in the swap
func (k Keeper) BuildOsmoRoute(ctx sdk.Context, tokenIn, tokenOut string, poolId uint64) (gammtypes.SwapAmountInRoutes, error) {
func (k Keeper) BuildOsmoRoute(ctx sdk.Context, tokenIn, tokenOut string, poolId uint64) (swaproutertypes.SwapAmountInRoutes, error) {
return k.BuildRoute(ctx, types.OsmosisDenomination, tokenIn, tokenOut, poolId, k.GetOsmoPool)
}

// BuildAtomRoute builds a cyclic arbitrage route that starts and ends with atom given the tokenIn, tokenOut and poolId that were used in the swap
func (k Keeper) BuildAtomRoute(ctx sdk.Context, tokenIn, tokenOut string, poolId uint64) (gammtypes.SwapAmountInRoutes, error) {
func (k Keeper) BuildAtomRoute(ctx sdk.Context, tokenIn, tokenOut string, poolId uint64) (swaproutertypes.SwapAmountInRoutes, error) {
return k.BuildRoute(ctx, types.AtomDenomination, tokenIn, tokenOut, poolId, k.GetAtomPool)
}

// BuildRoute constructs a cyclic arbitrage route that is starts/ends with swapDenom (atom or osmo) given the swap (tokenIn, tokenOut, poolId), and
// a function that can get the poolId from the store given a (token, swapDenom) pair.
func (k Keeper) BuildRoute(ctx sdk.Context, swapDenom, tokenIn, tokenOut string, poolId uint64, getPoolIDFromStore func(sdk.Context, string) (uint64, error)) (gammtypes.SwapAmountInRoutes, error) {
func (k Keeper) BuildRoute(ctx sdk.Context, swapDenom, tokenIn, tokenOut string, poolId uint64, getPoolIDFromStore func(sdk.Context, string) (uint64, error)) (swaproutertypes.SwapAmountInRoutes, error) {
// Creating the first trade in the arb
entryPoolId, err := getPoolIDFromStore(ctx, tokenOut)
if err != nil {
return gammtypes.SwapAmountInRoutes{}, err
return swaproutertypes.SwapAmountInRoutes{}, err
}

// Check that the pool exists and is active
_, err = k.GetAndCheckPool(ctx, entryPoolId)
if err != nil {
return gammtypes.SwapAmountInRoutes{}, err
return swaproutertypes.SwapAmountInRoutes{}, err
}
// Create the first swap for the MultiHopSwap Route
entryRoute := gammtypes.SwapAmountInRoute{
entryRoute := swaproutertypes.SwapAmountInRoute{
PoolId: entryPoolId,
TokenOutDenom: tokenOut,
}

// Creating the second trade in the arb
_, err = k.GetAndCheckPool(ctx, poolId)
if err != nil {
return gammtypes.SwapAmountInRoutes{}, err
return swaproutertypes.SwapAmountInRoutes{}, err
}
middleRoute := gammtypes.SwapAmountInRoute{
middleRoute := swaproutertypes.SwapAmountInRoute{
PoolId: poolId,
TokenOutDenom: tokenIn,
}

// Creating the third trade in the arb
exitPoolId, err := getPoolIDFromStore(ctx, tokenIn)
if err != nil {
return gammtypes.SwapAmountInRoutes{}, err
return swaproutertypes.SwapAmountInRoutes{}, err
}
_, err = k.GetAndCheckPool(ctx, exitPoolId)
if err != nil {
return gammtypes.SwapAmountInRoutes{}, err
return swaproutertypes.SwapAmountInRoutes{}, err
}
exitRoute := gammtypes.SwapAmountInRoute{
exitRoute := swaproutertypes.SwapAmountInRoute{
PoolId: exitPoolId,
TokenOutDenom: swapDenom,
}

return gammtypes.SwapAmountInRoutes{entryRoute, middleRoute, exitRoute}, nil
return swaproutertypes.SwapAmountInRoutes{entryRoute, middleRoute, exitRoute}, nil
}

// GetAndCheckPool retrieves the pool from the x/gamm module given a poolId and ensures that the pool can be traded on
Expand Down

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