tycho_simulation/evm/protocol/aerodrome_v1/

state.rs

use std::{any::Any, collections::HashMap};

use alloy::primitives::U256;
use num_bigint::BigUint;
use num_traits::Zero;
use serde::{Deserialize, Serialize};
use tycho_common::{
    dto::ProtocolStateDelta,
    models::token::Token,
    simulation::{
        errors::{SimulationError, TransitionError},
        protocol_sim::{
            Balances, GetAmountOutResult, PoolSwap, ProtocolSim, QueryPoolSwapParams,
            SwapConstraint,
        },
    },
    Bytes,
};

use super::solidly_stable::{
    get_amount_out as solidly_stable_get_amount_out, get_limits as solidly_stable_get_limits,
};
use crate::evm::protocol::{
    cpmm::protocol::{cpmm_fee, cpmm_get_limits, cpmm_spot_price, cpmm_swap_to_price, ProtocolFee},
    safe_math::{safe_add_u256, safe_div_u256, safe_mul_u256, safe_sub_u256},
    u256_num::{biguint_to_u256, u256_to_biguint},
    utils::add_fee_markup,
};

const FEE_PRECISION_BPS: u32 = 10_000;
const FEE_PRECISION: U256 = U256::from_limbs([10_000, 0, 0, 0]);
const AERODROME_V1_STABLE_FEE_BPS: u32 = 5;
const AERODROME_V1_VOLATILE_FEE_BPS: u32 = 30;
const AERODROME_V1_ZERO_FEE_INDICATOR_BPS: u32 = 420;

#[derive(Clone, Debug, PartialEq, Eq, Serialize, Deserialize)]
pub struct AerodromeV1State {
    pub reserve0: U256,
    pub reserve1: U256,
    pub stable: bool,
    pub fee: u32,
    pub decimals0: u8,
    pub decimals1: u8,
}

impl AerodromeV1State {
    /// Creates a new instance of `AerodromeV1State` with the given reserves and raw fee.
    pub fn new(
        reserve0: U256,
        reserve1: U256,
        stable: bool,
        fee: u32,
        decimals0: u8,
        decimals1: u8,
    ) -> Self {
        Self { reserve0, reserve1, stable, fee, decimals0, decimals1 }
    }

    fn default_fee_bps(&self) -> u32 {
        if self.stable {
            AERODROME_V1_STABLE_FEE_BPS
        } else {
            AERODROME_V1_VOLATILE_FEE_BPS
        }
    }

    fn resolved_fee_bps(&self) -> u32 {
        if self.fee == AERODROME_V1_ZERO_FEE_INDICATOR_BPS {
            0
        } else if self.fee != 0 {
            self.fee
        } else {
            self.default_fee_bps()
        }
    }

    fn protocol_fee(&self) -> Result<ProtocolFee, SimulationError> {
        let fee_bps = self.resolved_fee_bps();

        if fee_bps > FEE_PRECISION_BPS {
            return Err(SimulationError::FatalError(format!(
                "Invalid resolved fee value {}, expected <= {} bps",
                fee_bps, FEE_PRECISION_BPS
            )));
        }

        Ok(ProtocolFee::new(U256::from(FEE_PRECISION_BPS - fee_bps), FEE_PRECISION))
    }

    /// Aerodrome V1 volatile pools do not match our generic CPMM helper exactly.
    ///
    /// The on-chain pool first computes `floor(amount_in * fee / 10000)`, subtracts that fee from
    /// `amount_in`, and only then applies the constant-product formula. Reusing
    /// `cpmm_get_amount_out` would instead fold the fee into the numerator/denominator as
    /// `amount_in * (10000 - fee) / 10000`, which is algebraically equivalent over reals but not
    /// under Solidity integer division. That rounding difference is observable on-chain, so we
    /// mirror the contract implementation here.
    fn volatile_get_amount_out(
        &self,
        amount_in: U256,
        reserve_in: U256,
        reserve_out: U256,
    ) -> Result<U256, SimulationError> {
        if amount_in == U256::ZERO {
            return Err(SimulationError::InvalidInput("Amount in cannot be zero".to_string(), None));
        }

        if reserve_in == U256::ZERO || reserve_out == U256::ZERO {
            return Err(SimulationError::RecoverableError("No liquidity".to_string()));
        }

        let fee_bps = self.resolved_fee_bps();
        let fee_amount =
            safe_div_u256(safe_mul_u256(amount_in, U256::from(fee_bps))?, FEE_PRECISION)?;
        let amount_in_after_fee = safe_sub_u256(amount_in, fee_amount)?;
        let numerator = safe_mul_u256(amount_in_after_fee, reserve_out)?;
        let denominator = safe_add_u256(reserve_in, amount_in_after_fee)?;

        safe_div_u256(numerator, denominator)
    }
}

#[typetag::serde]
impl ProtocolSim for AerodromeV1State {
    fn fee(&self) -> f64 {
        cpmm_fee(self.resolved_fee_bps())
    }

    fn spot_price(&self, base: &Token, quote: &Token) -> Result<f64, SimulationError> {
        let price = cpmm_spot_price(base, quote, self.reserve0, self.reserve1)?;
        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 amount_in = biguint_to_u256(&amount_in);
        let zero2one = token_in.address < token_out.address;
        let amount_out = if self.stable {
            solidly_stable_get_amount_out(
                amount_in,
                zero2one,
                self.reserve0,
                self.reserve1,
                self.resolved_fee_bps(),
                if zero2one { token_in.decimals as u8 } else { token_out.decimals as u8 },
                if zero2one { token_out.decimals as u8 } else { token_in.decimals as u8 },
            )?
        } else {
            let (reserve_in, reserve_out) = if zero2one {
                (self.reserve0, self.reserve1)
            } else {
                (self.reserve1, self.reserve0)
            };
            self.volatile_get_amount_out(amount_in, reserve_in, reserve_out)?
        };
        let mut new_state = self.clone();
        let (reserve0_mut, reserve1_mut) = (&mut new_state.reserve0, &mut new_state.reserve1);
        if zero2one {
            *reserve0_mut = safe_add_u256(self.reserve0, amount_in)?;
            *reserve1_mut = safe_sub_u256(self.reserve1, amount_out)?;
        } else {
            *reserve0_mut = safe_sub_u256(self.reserve0, amount_out)?;
            *reserve1_mut = safe_add_u256(self.reserve1, amount_in)?;
        };
        Ok(GetAmountOutResult::new(
            u256_to_biguint(amount_out),
            BigUint::from(120_000u32),
            Box::new(new_state),
        ))
    }

    fn get_limits(
        &self,
        sell_token: Bytes,
        buy_token: Bytes,
    ) -> Result<(BigUint, BigUint), SimulationError> {
        if self.stable {
            solidly_stable_get_limits(
                sell_token,
                buy_token,
                self.reserve0,
                self.reserve1,
                self.decimals0,
                self.decimals1,
            )
        } else {
            cpmm_get_limits(
                sell_token,
                buy_token,
                self.reserve0,
                self.reserve1,
                self.resolved_fee_bps(),
            )
        }
    }

    fn delta_transition(
        &mut self,
        delta: ProtocolStateDelta,
        _tokens: &HashMap<Bytes, Token>,
        _balances: &Balances,
    ) -> Result<(), TransitionError> {
        if let Some(reserve0) = delta.updated_attributes.get("reserve0") {
            self.reserve0 = U256::from_be_slice(reserve0);
        }
        if let Some(reserve1) = delta.updated_attributes.get("reserve1") {
            self.reserve1 = U256::from_be_slice(reserve1);
        }
        if let Some(fee) = delta.updated_attributes.get("fee") {
            self.fee = u32::from(fee.clone());
            let resolved_fee_bps = self.resolved_fee_bps();
            if resolved_fee_bps > FEE_PRECISION_BPS {
                return Err(TransitionError::DecodeError(format!(
                    "Invalid resolved fee value {}, expected <= {} bps",
                    resolved_fee_bps, FEE_PRECISION_BPS
                )));
            }
        }
        Ok(())
    }

    fn query_pool_swap(&self, params: &QueryPoolSwapParams) -> Result<PoolSwap, SimulationError> {
        match params.swap_constraint() {
            SwapConstraint::PoolTargetPrice {
                target: price,
                tolerance: _,
                min_amount_in: _,
                max_amount_in: _,
            } => {
                let zero2one = params.token_in().address < params.token_out().address;
                let (reserve_in, reserve_out) = if zero2one {
                    (self.reserve0, self.reserve1)
                } else {
                    (self.reserve1, self.reserve0)
                };

                let (amount_in, _) =
                    cpmm_swap_to_price(reserve_in, reserve_out, price, self.protocol_fee()?)?;
                if amount_in.is_zero() {
                    return Ok(PoolSwap::new(
                        BigUint::ZERO,
                        BigUint::ZERO,
                        Box::new(self.clone()),
                        None,
                    ));
                }

                let res =
                    self.get_amount_out(amount_in.clone(), params.token_in(), params.token_out())?;
                Ok(PoolSwap::new(amount_in, res.amount, res.new_state, None))
            }
            SwapConstraint::TradeLimitPrice { .. } => Err(SimulationError::InvalidInput(
                "AerodromeV1State does not support TradeLimitPrice constraint in query_pool_swap"
                    .to_string(),
                None,
            )),
        }
    }

    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 {
        if let Some(other_state) = other.as_any().downcast_ref::<Self>() {
            self.reserve0 == other_state.reserve0 &&
                self.reserve1 == other_state.reserve1 &&
                self.stable == other_state.stable &&
                self.fee == other_state.fee &&
                self.decimals0 == other_state.decimals0 &&
                self.decimals1 == other_state.decimals1
        } else {
            false
        }
    }
}

#[cfg(test)]
mod tests {
    use std::{
        collections::{HashMap, HashSet},
        str::FromStr,
    };

    use alloy::primitives::U256;
    use num_bigint::BigUint;
    use num_traits::One;
    use tycho_common::{
        dto::ProtocolStateDelta,
        hex_bytes::Bytes,
        models::{token::Token, Chain},
        simulation::{
            errors::TransitionError,
            protocol_sim::{Balances, ProtocolSim},
        },
    };

    use super::{AerodromeV1State, AERODROME_V1_ZERO_FEE_INDICATOR_BPS};

    fn token_0() -> Token {
        Token::new(&Bytes::from([0_u8; 20]), "T0", 18, 0, &[Some(10_000)], Chain::Ethereum, 100)
    }

    fn token_1() -> Token {
        let mut addr = [0_u8; 20];
        addr[19] = 1;
        Token::new(&Bytes::from(addr), "T1", 18, 0, &[Some(10_000)], Chain::Ethereum, 100)
    }

    fn base_usdc() -> Token {
        Token::new(
            &Bytes::from_str("0x833589fcd6edb6e08f4c7c32d4f71b54bda02913").unwrap(),
            "USDC",
            6,
            0,
            &[Some(10_000)],
            Chain::Base,
            100,
        )
    }

    fn base_usdt() -> Token {
        Token::new(
            &Bytes::from_str("0xfde4c96c8593536e31f229ea8f37b2ada2699bb2").unwrap(),
            "USDT",
            6,
            0,
            &[Some(10_000)],
            Chain::Base,
            100,
        )
    }

    fn base_aero() -> Token {
        Token::new(
            &Bytes::from_str("0x940181a94a35a4569e4529a3cdfb74e38fd98631").unwrap(),
            "AERO",
            18,
            0,
            &[Some(10_000)],
            Chain::Base,
            100,
        )
    }

    #[test]
    fn test_get_amount_out_matches_real_volatile_pool_on_chain() {
        // Base Aerodrome volatile USDC/AERO pool 0x6cDcb1C4A4D1C3C6d054b27AC5B77e89eAFb971d
        // at block 44,628,997:
        // - fee: 30 bps
        // - reserves: 12_130_133_468_200 / 33_517_464_576_714_176_786_208_401
        // - getAmountOut(26_225_348_558, USDC) = 72_091_968_892_551_547_616_192
        let state = AerodromeV1State::new(
            U256::from_str("12130133468200").unwrap(),
            U256::from_str("33517464576714176786208401").unwrap(),
            false,
            30,
            6,
            18,
        );
        let out = state
            .get_amount_out(BigUint::from_str("26225348558").unwrap(), &base_usdc(), &base_aero())
            .expect("swap should succeed");

        assert_eq!(out.amount, BigUint::from_str("72091968892551547616192").unwrap());
    }

    #[test]
    fn test_delta_transition_supports_fee_only_update() {
        let mut state = AerodromeV1State::new(
            U256::from(2_000_000u32),
            U256::from(1_000_000u32),
            false,
            30,
            18,
            18,
        );
        let delta = ProtocolStateDelta {
            component_id: "pool".to_string(),
            updated_attributes: HashMap::from([(
                "fee".to_string(),
                Bytes::from(5_u32.to_be_bytes().to_vec()),
            )]),
            deleted_attributes: HashSet::new(),
        };

        state
            .delta_transition(delta, &HashMap::new(), &Balances::default())
            .expect("fee-only update should succeed");
        assert_eq!(state.fee, 5);
        assert_eq!(state.reserve0, U256::from(2_000_000u32));
        assert_eq!(state.reserve1, U256::from(1_000_000u32));
    }

    #[test]
    fn test_delta_transition_rejects_invalid_fee() {
        let mut state = AerodromeV1State::new(U256::ONE, U256::ONE, false, 30, 18, 18);
        let delta = ProtocolStateDelta {
            component_id: "pool".to_string(),
            updated_attributes: HashMap::from([(
                "fee".to_string(),
                Bytes::from(10_101_u32.to_be_bytes().to_vec()),
            )]),
            deleted_attributes: HashSet::new(),
        };

        let err = state
            .delta_transition(delta, &HashMap::new(), &Balances::default())
            .expect_err("invalid fee should fail");
        assert!(matches!(err, TransitionError::DecodeError(_)));
    }

    #[test]
    fn test_fee_fn_returns_fraction() {
        let state = AerodromeV1State::new(U256::ONE, U256::ONE, false, 30, 18, 18);
        assert_eq!(state.fee(), 0.003);
        let state = AerodromeV1State::new(U256::ONE, U256::ONE, true, 5, 18, 18);
        assert_eq!(state.fee(), 0.0005);
    }

    #[test]
    fn test_protocol_fee_accepts_zero_fee_indicator() {
        let state = AerodromeV1State::new(
            U256::ONE,
            U256::ONE,
            true,
            AERODROME_V1_ZERO_FEE_INDICATOR_BPS,
            18,
            18,
        );
        assert!(state.protocol_fee().is_ok());
        assert_eq!(state.fee(), 0.0);
    }

    #[test]
    fn test_protocol_fee_rejects_out_of_range() {
        let state = AerodromeV1State::new(U256::ONE, U256::ONE, false, 10_001, 18, 18);
        assert!(state.protocol_fee().is_err());
    }

    #[test]
    fn test_fee_defaults_when_custom_fee_missing() {
        let state = AerodromeV1State::new(U256::ONE, U256::ONE, false, 0, 18, 18);
        assert_eq!(state.fee(), 0.003);
        let stable_state = AerodromeV1State::new(U256::ONE, U256::ONE, true, 0, 18, 18);
        assert_eq!(stable_state.fee(), 0.0005);
    }

    #[test]
    fn test_get_amount_out_no_fee() {
        let state = AerodromeV1State::new(
            U256::from(10_000u32),
            U256::from(10_000u32),
            false,
            AERODROME_V1_ZERO_FEE_INDICATOR_BPS,
            18,
            18,
        );
        let out = state
            .get_amount_out(BigUint::one(), &token_0(), &token_1())
            .expect("swap should succeed");
        assert_eq!(
            out.amount,
            BigUint::one() * BigUint::from(10_000u32) / BigUint::from(10_001u32)
        );
    }

    #[test]
    fn test_get_amount_out_stable_uses_cfmm_curve() {
        let state = AerodromeV1State::new(
            U256::from(2_642_455_102_346_776_307_825u128),
            U256::from(3_320_301_880_379_841_502_303u128),
            true,
            5,
            18,
            18,
        );

        let out = state
            .get_amount_out(BigUint::from(2_000_000_000_000_000_000u128), &token_0(), &token_1())
            .expect("stable swap should succeed");

        assert_eq!(out.amount, BigUint::from(2_004_830_151_166_915_124u128));
    }

    #[test]
    fn test_get_amount_out_matches_real_stable_pool_on_chain() {
        // Base Aerodrome stable USDC/USDT pool 0x96508AE8037c6bD16162620187691F1c1e3e07C1
        // at block 44,629,732:
        // - fee: 5 bps
        // - reserves: 2_170_141_538 / 2_029_164_659
        // - getAmountOut(123_456_789, USDC) = 123_320_126
        let state = AerodromeV1State::new(
            U256::from(2_170_141_538u32),
            U256::from(2_029_164_659u32),
            true,
            5,
            6,
            6,
        );

        let out = state
            .get_amount_out(BigUint::from(123_456_789u32), &base_usdc(), &base_usdt())
            .expect("stable swap should succeed");

        assert_eq!(out.amount, BigUint::from(123_320_126u32));
    }
}