configurable route weights

proto/osmosis/protorev/v1beta1/protorev.proto

@@ -54,4 +54,15 @@ message PoolStatistics {
   ];
   // pool_id is the id of the pool
   uint64 pool_id = 3;
+}
+
+// RouteWeights contains the weights of all of the different route types. Routes
+// are broken up into different types based on the pool that is sandwiched in
+// between the arbitrage route. This distinction is made and necessary because
+// the execution time ranges fairly between the different route types.
+message RouteWeights {
+  // The weight of a route that includes a stableswap pool
+  uint64 stable_weight = 1;
+  // The weight of a route that includes a balancer pool
+  uint64 balancer_weight = 2;
 }

x/protorev/genesis.go

@@ -21,16 +21,28 @@ func InitGenesis(ctx sdk.Context, k keeper.Keeper, genState types.GenesisState)
 	k.SetLatestBlockHeight(ctx, uint64(ctx.BlockHeight()))
 	k.SetRouteCountForBlock(ctx, 0)
 
-	// configure max routes per block (default 100)
+	// Configure max routes per block. This roughly correlates to the ms of execution time protorev will
+	// take per block
 	if err := k.SetMaxRoutesPerBlock(ctx, 100); err != nil {
 		panic(err)
 	}
 
-	// configure max routes per tx (default 6)
+	// Configure max routes per tx. This roughly correlates to the ms of execution time protorev will take
+	// per tx
 	if err := k.SetMaxRoutesPerTx(ctx, 6); err != nil {
 		panic(err)
 	}
 
+	// Configure the route weights for genesis. This roughly correlates to the ms of execution time
+	// by route type
+	routeWeights := types.RouteWeights{
+		StableWeight:   5, // it takes around 5 ms to execute a stable swap route
+		BalancerWeight: 2, // it takes around 2 ms to execute a balancer swap route
+	}
+	if err := k.SetRouteWeights(ctx, routeWeights); err != nil {
+		panic(err)
+	}
+
 	// Update the pools on genesis
 	if err := k.UpdatePools(ctx); err != nil {
 		panic(err)

x/protorev/keeper/posthandler_test.go

@@ -78,7 +78,7 @@ func (suite *KeeperTestSuite) TestAnteHandle() {
 				baseDenomGas:        true,
 				expectedNumOfTrades: sdk.ZeroInt(),
 				expectedProfits:     []*sdk.Coin{},
-				expectedRouteCount:  2,
+				expectedRouteCount:  4,
 			},
 			expectPass: true,
 		},
@@ -110,7 +110,7 @@ func (suite *KeeperTestSuite) TestAnteHandle() {
 						Amount: sdk.NewInt(24848),
 					},
 				},
-				expectedRouteCount: 3,
+				expectedRouteCount: 6,
 			},
 			expectPass: true,
 		},
@@ -146,7 +146,7 @@ func (suite *KeeperTestSuite) TestAnteHandle() {
 						Amount: sdk.NewInt(24848),
 					},
 				},
-				expectedRouteCount: 4,
+				expectedRouteCount: 8,
 			},
 			expectPass: true,
 		},
@@ -182,7 +182,7 @@ func (suite *KeeperTestSuite) TestAnteHandle() {
 						Amount: sdk.NewInt(56609900),
 					},
 				},
-				expectedRouteCount: 6,
+				expectedRouteCount: 13,
 			},
 			expectPass: true,
 		},

x/protorev/keeper/protorev.go

@@ -380,3 +380,37 @@ func (k Keeper) SetMaxRoutesPerBlock(ctx sdk.Context, maxRoutes uint64) error {
 
 	return nil
 }
+
+// GetRouteWeights sets the weights of different route types. Route are broken up into different types depending on
+// the pool types in the route.
+func (k Keeper) GetRouteWeights(ctx sdk.Context) (*types.RouteWeights, error) {
+	store := prefix.NewStore(ctx.KVStore(k.storeKey), types.KeyPrefixRouteWeights)
+	bz := store.Get(types.KeyPrefixRouteWeights)
+	if bz == nil {
+		// This should never happen as it is set to the default value on genesis
+		return nil, fmt.Errorf("route weights have not been set in state")
+	}
+
+	routeWeights := &types.RouteWeights{}
+	routeWeights.Unmarshal(bz)
+
+	return routeWeights, nil
+}
+
+// SetRouteWeights sets the weights of different route types.
+func (k Keeper) SetRouteWeights(ctx sdk.Context, routeWeights types.RouteWeights) error {
+	store := prefix.NewStore(ctx.KVStore(k.storeKey), types.KeyPrefixRouteWeights)
+
+	if routeWeights.BalancerWeight == 0 || routeWeights.StableWeight == 0 {
+		return fmt.Errorf("route weights must be greater than 0")
+	}
+
+	bz, err := routeWeights.Marshal()
+	if err != nil {
+		return err
+	}
+
+	store.Set(types.KeyPrefixRouteWeights, bz)
+
+	return nil
+}

x/protorev/keeper/protorev_test.go

@@ -362,3 +362,21 @@ func (suite *KeeperTestSuite) TestGetMaxRoutesPerBlock() {
 	err = suite.App.AppKeepers.ProtoRevKeeper.SetMaxRoutesPerBlock(suite.Ctx, types.MaxIterableRoutesPerBlock+1)
 	suite.Require().Error(err)
 }
+
+// TestGetRouteWeights tests the GetRouteWeights and SetRouteWeights functions.
+func (suite *KeeperTestSuite) TestGetRouteWeights() {
+	// Should be initalized on genesis
+	routeWeights, err := suite.App.AppKeepers.ProtoRevKeeper.GetRouteWeights(suite.Ctx)
+	suite.Require().NoError(err)
+	suite.Require().Equal(types.RouteWeights{StableWeight: 5, BalancerWeight: 2}, *routeWeights)
+
+	// Should be able to set the routeWeights
+	newRouteWeights := types.RouteWeights{
+		StableWeight:   10,
+		BalancerWeight: 2,
+	}
+	suite.App.AppKeepers.ProtoRevKeeper.SetRouteWeights(suite.Ctx, newRouteWeights)
+	routeWeights, err = suite.App.AppKeepers.ProtoRevKeeper.GetRouteWeights(suite.Ctx)
+	suite.Require().NoError(err)
+	suite.Require().Equal(newRouteWeights, *routeWeights)
+}

x/protorev/keeper/routes.go

@@ -200,7 +200,7 @@ func (k Keeper) GetAndCheckPool(ctx sdk.Context, poolId uint64) (gammtypes.CFMMP
 }
 
 // GetRouteWeight retrieves the weight of a route. The weight of a route is determined by the pools that are used in the route.
-// If the route includes a stable pool, the weight of the route is 2. Otherwise, the weight of the route is 1.
+// Different pools will have different execution times hence the need for a weighted point system.
 func (k Keeper) GetRouteWeight(ctx sdk.Context, route swaproutertypes.SwapAmountInRoutes) (uint64, error) {
 	// Routes must always be of length 3
 	if route.Length() != 3 {
@@ -214,11 +214,17 @@ func (k Keeper) GetRouteWeight(ctx sdk.Context, route swaproutertypes.SwapAmount
 		return 0, err
 	}
 
+	// Get the weights of the route types
+	routeWeights, err := k.GetRouteWeights(ctx)
+	if err != nil {
+		return 0, err
+	}
+
 	switch poolType {
 	case swaproutertypes.Balancer:
-		return 1, nil
+		return routeWeights.BalancerWeight, nil
 	case swaproutertypes.Stableswap:
-		return 2, nil
+		return routeWeights.StableWeight, nil
 	default:
 		return 0, fmt.Errorf("invalid pool type")
 	}

x/protorev/keeper/routes_test.go

@@ -37,7 +37,7 @@ func (suite *KeeperTestSuite) TestBuildRoutes() {
 					{PoolId: 7, InputDenom: "akash", OutputDenom: types.OsmosisDenomination},
 				},
 			},
-			expectedRouteCount: 2,
+			expectedRouteCount: 4,
 			maxIterableRoutes:  15,
 		},
 		{
@@ -52,7 +52,7 @@ func (suite *KeeperTestSuite) TestBuildRoutes() {
 					{PoolId: 10, InputDenom: "bitcoin", OutputDenom: types.OsmosisDenomination},
 				},
 			},
-			expectedRouteCount: 1,
+			expectedRouteCount: 2,
 			maxIterableRoutes:  15,
 		},
 		{
@@ -72,7 +72,7 @@ func (suite *KeeperTestSuite) TestBuildRoutes() {
 					{PoolId: 4, InputDenom: "bitcoin", OutputDenom: types.AtomDenomination},
 				},
 			},
-			expectedRouteCount: 2,
+			expectedRouteCount: 4,
 			maxIterableRoutes:  15,
 		},
 		{
@@ -96,7 +96,7 @@ func (suite *KeeperTestSuite) TestBuildRoutes() {
 					{PoolId: 30, InputDenom: "busd", OutputDenom: types.OsmosisDenomination},
 				},
 			},
-			expectedRouteCount: 2,
+			expectedRouteCount: 5,
 			maxIterableRoutes:  15,
 		},
 		{
@@ -106,7 +106,7 @@ func (suite *KeeperTestSuite) TestBuildRoutes() {
 			poolID:             29,
 			expected:           [][]TestRoute{},
 			expectedRouteCount: 0,
-			maxIterableRoutes:  1,
+			maxIterableRoutes:  3,
 		},
 		{
 			description: "Two routes exist but only 1 route left to be explored (osmo route chosen)",
@@ -120,8 +120,8 @@ func (suite *KeeperTestSuite) TestBuildRoutes() {
 					{PoolId: 10, InputDenom: "bitcoin", OutputDenom: types.OsmosisDenomination},
 				},
 			},
-			expectedRouteCount: 1,
-			maxIterableRoutes:  1,
+			expectedRouteCount: 2,
+			maxIterableRoutes:  2,
 		},
 	}
 
@@ -163,7 +163,7 @@ func (suite *KeeperTestSuite) TestBuildAtomRoute() {
 			poolId:             7,
 			expectedRoute:      []TestRoute{{1, types.AtomDenomination, "akash"}, {7, "akash", types.OsmosisDenomination}, {25, types.OsmosisDenomination, types.AtomDenomination}},
 			hasRoute:           true,
-			expectedRouteCount: 1,
+			expectedRouteCount: 2,
 		},
 		{
 			description:        "Route exists for swap in Akash and swap out Osmo",
@@ -172,7 +172,7 @@ func (suite *KeeperTestSuite) TestBuildAtomRoute() {
 			poolId:             7,
 			expectedRoute:      []TestRoute{{25, types.AtomDenomination, types.OsmosisDenomination}, {7, types.OsmosisDenomination, "akash"}, {1, "akash", types.AtomDenomination}},
 			hasRoute:           true,
-			expectedRouteCount: 1,
+			expectedRouteCount: 2,
 		},
 		{
 			description:        "Route does not exist for swap in Terra and swap out Osmo because the pool does not exist",
@@ -234,7 +234,7 @@ func (suite *KeeperTestSuite) TestBuildOsmoRoute() {
 			poolId:             1,
 			expectedRoute:      []TestRoute{{7, types.OsmosisDenomination, "akash"}, {1, "akash", types.AtomDenomination}, {25, types.AtomDenomination, types.OsmosisDenomination}},
 			hasRoute:           true,
-			expectedRouteCount: 1,
+			expectedRouteCount: 2,
 		},
 		{
 			description:        "Route exists for swap in Akash and swap out Atom",
@@ -243,7 +243,7 @@ func (suite *KeeperTestSuite) TestBuildOsmoRoute() {
 			poolId:             1,
 			expectedRoute:      []TestRoute{{25, types.OsmosisDenomination, types.AtomDenomination}, {1, types.AtomDenomination, "akash"}, {7, "akash", types.OsmosisDenomination}},
 			hasRoute:           true,
-			expectedRouteCount: 1,
+			expectedRouteCount: 2,
 		},
 		{
 			description:        "Route does not exist for swap in Terra and swap out Atom because the pool does not exist",

x/protorev/types/keys.go

@@ -34,6 +34,7 @@ const (
 	prefixMaxRoutesPerBlock
 	prefixRouteCountForBlock
 	prefixLatestBlockHeight
+	prefixRouteWeights
 )
 
 var (
@@ -87,6 +88,9 @@ var (
 
 	// KeyPrefixLatestBlockHeight is the prefix for store that keeps track of the latest recorded block height
 	KeyPrefixLatestBlockHeight = []byte{prefixLatestBlockHeight}
+
+	// KeyPrefixRouteWeights is the prefix for store that keeps track of the weights for different route types
+	KeyPrefixRouteWeights = []byte{prefixRouteWeights}
 )
 
 // Returns the key needed to fetch the osmo pool for a given denom