use std::{
any::Any,
collections::{HashMap, HashSet},
fmt::Debug,
};
use evm_ekubo_sdk::{
math::uint::U256,
quoting::types::{NodeKey, TokenAmount},
};
use num_bigint::BigUint;
use serde::{Deserialize, Serialize};
use tycho_common::{
dto::ProtocolStateDelta,
models::token::Token,
simulation::{
errors::{SimulationError, TransitionError},
protocol_sim::{Balances, GetAmountOutResult, PoolSwap, ProtocolSim, QueryPoolSwapParams},
},
Bytes,
};
use super::pool::{
base::BasePool, full_range::FullRangePool, oracle::OraclePool, twamm::TwammPool, EkuboPool,
};
use crate::evm::protocol::{
ekubo::pool::mev_resist::MevResistPool, u256_num::u256_to_f64, utils::add_fee_markup,
};
#[enum_delegate::implement(EkuboPool)]
#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
pub enum EkuboState {
Base(BasePool),
FullRange(FullRangePool),
Oracle(OraclePool),
Twamm(TwammPool),
MevResist(MevResistPool),
}
fn sqrt_price_q128_to_f64(
x: U256,
(token0_decimals, token1_decimals): (usize, usize),
) -> Result<f64, SimulationError> {
let token_correction = 10f64.powi(token0_decimals as i32 - token1_decimals as i32);
let price = u256_to_f64(alloy::primitives::U256::from_limbs(x.0))? / 2.0f64.powi(128);
Ok(price.powi(2) * token_correction)
}
#[typetag::serde]
impl ProtocolSim for EkuboState {
fn fee(&self) -> f64 {
self.key().config.fee as f64 / (2f64.powi(64))
}
fn spot_price(&self, base: &Token, quote: &Token) -> Result<f64, SimulationError> {
let sqrt_ratio = self.sqrt_ratio();
let (base_decimals, quote_decimals) = (base.decimals as usize, quote.decimals as usize);
let price = if base < quote {
sqrt_price_q128_to_f64(sqrt_ratio, (base_decimals, quote_decimals))?
} else {
1.0f64 / sqrt_price_q128_to_f64(sqrt_ratio, (quote_decimals, base_decimals))?
};
Ok(add_fee_markup(price, self.fee()))
}
fn get_amount_out(
&self,
amount_in: BigUint,
token_in: &Token,
_token_out: &Token,
) -> Result<GetAmountOutResult, SimulationError> {
let token_amount = TokenAmount {
token: U256::from_big_endian(&token_in.address),
amount: amount_in.try_into().map_err(|_| {
SimulationError::InvalidInput("amount in must fit into a i128".to_string(), None)
})?,
};
let quote = self.quote(token_amount)?;
if quote.calculated_amount > i128::MAX as u128 {
return Err(SimulationError::RecoverableError(
"calculated amount exceeds i128::MAX".to_string(),
));
}
let res = GetAmountOutResult {
amount: BigUint::from(quote.calculated_amount),
gas: quote.gas.into(),
new_state: Box::new(quote.new_state),
};
if quote.consumed_amount != token_amount.amount {
return Err(SimulationError::InvalidInput(
format!("pool does not have enough liquidity to support complete swap. input amount: {input_amount}, consumed amount: {consumed_amount}", input_amount = token_amount.amount, consumed_amount = quote.consumed_amount),
Some(res),
));
}
Ok(res)
}
fn delta_transition(
&mut self,
delta: ProtocolStateDelta,
_tokens: &HashMap<Bytes, Token>,
_balances: &Balances,
) -> Result<(), TransitionError> {
if let Some(liquidity) = delta
.updated_attributes
.get("liquidity")
{
self.set_liquidity(liquidity.clone().into());
}
if let Some(sqrt_price) = delta
.updated_attributes
.get("sqrt_ratio")
{
self.set_sqrt_ratio(U256::from_big_endian(sqrt_price));
}
self.finish_transition(delta.updated_attributes, delta.deleted_attributes)
}
fn clone_box(&self) -> Box<dyn ProtocolSim> {
Box::new(self.clone())
}
fn as_any(&self) -> &dyn Any {
self
}
fn as_any_mut(&mut self) -> &mut dyn Any {
self
}
fn eq(&self, other: &dyn ProtocolSim) -> bool {
other
.as_any()
.downcast_ref::<EkuboState>()
.is_some_and(|other_state| self == other_state)
}
fn get_limits(
&self,
sell_token: Bytes,
_buy_token: Bytes,
) -> Result<(BigUint, BigUint), SimulationError> {
let consumed_amount = self.get_limit(U256::from_big_endian(&sell_token))?;
Ok((
BigUint::try_from(consumed_amount).map_err(|_| {
SimulationError::FatalError(format!(
"Failed to convert consumed amount `{consumed_amount}` into BigUint"
))
})?,
BigUint::ZERO,
))
}
fn query_pool_swap(&self, params: &QueryPoolSwapParams) -> Result<PoolSwap, SimulationError> {
crate::evm::query_pool_swap::query_pool_swap(self, params)
}
}
#[cfg(test)]
mod tests {
use evm_ekubo_sdk::{
math::{tick::MIN_SQRT_RATIO, uint::U256},
quoting::types::{Config, NodeKey, Tick},
};
use rstest::*;
use rstest_reuse::apply;
use super::*;
use crate::evm::protocol::ekubo::{pool::base::BasePool, test_cases::*};
#[apply(all_cases)]
fn test_delta_transition(case: TestCase) {
let mut state = case.state_before_transition;
state
.delta_transition(
ProtocolStateDelta {
updated_attributes: case.transition_attributes,
..Default::default()
},
&HashMap::default(),
&Balances::default(),
)
.expect("executing transition");
assert_eq!(state, case.state_after_transition);
}
#[apply(all_cases)]
fn test_get_amount_out(case: TestCase) {
let (token0, token1) = (case.token0(), case.token1());
let (amount_in, expected_out) = case.swap_token0;
let res = case
.state_after_transition
.get_amount_out(amount_in, &token0, &token1)
.expect("computing quote");
assert_eq!(res.amount, expected_out);
}
#[apply(all_cases)]
fn test_get_limits(case: TestCase) {
use std::ops::Deref;
let (token0, token1) = (case.token0(), case.token1());
let state = case.state_after_transition;
let max_amount_in = state
.get_limits(token0.address.deref().into(), token1.address.deref().into())
.expect("computing limits for token0")
.0;
assert_eq!(max_amount_in, case.expected_limit_token0);
state
.get_amount_out(max_amount_in, &token0, &token1)
.expect("quoting with limit");
}
#[test]
fn test_get_limits_negative_consumed_amount() {
let eth_address = U256::zero();
let usdt_address_bytes =
hex::decode("dac17f958d2ee523a2206206994597c13d831ec7").expect("valid hex");
let usdt_address = U256::from_big_endian(&usdt_address_bytes);
let pool_key = NodeKey {
token0: eth_address,
token1: usdt_address,
config: Config { fee: 0, tick_spacing: 1000, extension: U256::zero() },
};
let state = EkuboState::Base(
BasePool::new(
pool_key,
vec![
Tick { index: 1000, liquidity_delta: 1 },
Tick { index: 2000, liquidity_delta: -1 },
],
MIN_SQRT_RATIO, 0, -887272, )
.unwrap(),
);
let (limit, _) = state
.get_limits(
pool_key.token0.to_big_endian().into(),
pool_key.token1.to_big_endian().into(),
)
.unwrap();
assert_eq!(limit, BigUint::ZERO);
}
}