tycho_simulation/rfq/protocols/liquorice/
all_pairs_decoder.rs

1use std::collections::HashMap;
2
3use tycho_client::feed::synchronizer::ComponentWithState;
4use tycho_common::{models::token::Token, Bytes};
5
6use super::{all_pairs_state::LiquoriceAllPairsState, client_builder::LiquoriceClientBuilder};
7use crate::{
8    protocol::{
9        errors::InvalidSnapshotError,
10        models::{DecoderContext, TryFromWithBlock},
11    },
12    rfq::{
13        constants::get_liquorice_auth,
14        models::{ComponentLayout, TimestampHeader},
15        protocols::{
16            component::{decode_all_pairs_component, DecodedAllPairs},
17            maker_price_levels::MakerPriceLevels,
18        },
19    },
20};
21
22impl TryFromWithBlock<ComponentWithState, TimestampHeader> for LiquoriceAllPairsState {
23    type Error = InvalidSnapshotError;
24
25    async fn try_from_with_header(
26        snapshot: ComponentWithState,
27        _timestamp_header: TimestampHeader,
28        _account_balances: &HashMap<Bytes, HashMap<Bytes, Bytes>>,
29        all_tokens: &HashMap<Bytes, Token>,
30        _decoder_context: &DecoderContext,
31    ) -> Result<Self, Self::Error> {
32        let DecodedAllPairs { books: price_levels, tokens, quote_rule } =
33            decode_all_pairs_component::<MakerPriceLevels>(&snapshot, all_tokens)?;
34
35        let auth = get_liquorice_auth().map_err(|e| {
36            InvalidSnapshotError::ValueError(format!("Failed to get Liquorice authentication: {e}"))
37        })?;
38        let mut builder =
39            LiquoriceClientBuilder::new(snapshot.component.chain, auth.solver, auth.key)
40                .tokens(tokens.keys().cloned().collect())
41                .component_layout(ComponentLayout::AllPairs);
42        if let Some(quote_rule) = quote_rule {
43            builder = builder.quote_rule(quote_rule);
44        }
45        let client = builder.build().map_err(|e| {
46            InvalidSnapshotError::MissingAttribute(format!("Couldn't create LiquoriceClient: {e}"))
47        })?;
48
49        LiquoriceAllPairsState::new(price_levels, tokens, client)
50            .map_err(|e| InvalidSnapshotError::ValueError(e.to_string()))
51    }
52}
53
54#[cfg(test)]
55mod tests {
56    use std::env;
57
58    use num_bigint::BigUint;
59    use tycho_common::simulation::{errors::SimulationError, protocol_sim::ProtocolSim};
60
61    use super::*;
62    use crate::rfq::{
63        models::QuoteRule,
64        protocols::test_utils::{all_pairs_snapshot, decode, usdc, wbtc, weth},
65    };
66
67    #[tokio::test]
68    async fn test_decodes_price_levels() {
69        // Two makers on WBTC/USDC and one of them on WETH/USDC.
70        env::set_var("LIQUORICE_USER", "test_solver");
71        env::set_var("LIQUORICE_KEY", "test_key");
72        let price_levels = serde_json::json!([
73            {
74                "mm": "test_market_maker",
75                "base_token": wbtc().address, "quote_token": usdc().address,
76                "levels": [{ "q": "1.5", "p": "65000.0" }, { "q": "2.0", "p": "64950.0" }]
77            },
78            {
79                "mm": "mm_b",
80                "base_token": wbtc().address, "quote_token": usdc().address,
81                "levels": [{ "q": "0.5", "p": "65100.0" }]
82            },
83            {
84                "mm": "test_market_maker",
85                "base_token": weth().address, "quote_token": usdc().address,
86                "levels": [{ "q": "10", "p": "3000.0" }]
87            }
88        ]);
89        let (snapshot, tokens) =
90            all_pairs_snapshot("rfq:liquorice", &[wbtc(), usdc(), weth()], &price_levels);
91        let state = decode::<LiquoriceAllPairsState>(snapshot, &tokens)
92            .await
93            .unwrap();
94
95        let wbtc_price_levels = state
96            .price_levels
97            .pair_price_levels(&wbtc().address, &usdc().address);
98        assert_eq!(wbtc_price_levels.len(), 2);
99        assert_eq!(wbtc_price_levels[0].market_maker, "mm_b");
100        assert_eq!(wbtc_price_levels[1].levels[0].quantity, 1.5);
101        assert_eq!(wbtc_price_levels[1].levels[0].price, 65000.0);
102    }
103
104    /// `mm_b` fills the WBTC swap, and the WETH pair only `test_market_maker` quotes is then
105    /// refused — which only `once_per_venue` does.
106    #[tokio::test]
107    async fn test_decodes_once_per_venue_attribute() {
108        env::set_var("LIQUORICE_USER", "test_solver");
109        env::set_var("LIQUORICE_KEY", "test_key");
110        let price_levels = serde_json::json!([
111            {
112                "mm": "mm_b",
113                "base_token": wbtc().address, "quote_token": usdc().address,
114                "levels": [{ "q": "0.5", "p": "65100.0" }]
115            },
116            {
117                "mm": "test_market_maker",
118                "base_token": weth().address, "quote_token": usdc().address,
119                "levels": [{ "q": "10", "p": "3000.0" }]
120            }
121        ]);
122        let (mut snapshot, tokens) =
123            all_pairs_snapshot("rfq:liquorice", &[wbtc(), usdc(), weth()], &price_levels);
124        snapshot
125            .component
126            .static_attributes
127            .insert(
128                QuoteRule::ATTRIBUTE.to_string(),
129                QuoteRule::OncePerVenue
130                    .as_str()
131                    .as_bytes()
132                    .into(),
133            );
134
135        let state = decode::<LiquoriceAllPairsState>(snapshot, &tokens)
136            .await
137            .unwrap();
138        let after_swap = state
139            .get_amount_out(BigUint::from(50_000_000u64), &wbtc(), &usdc())
140            .unwrap()
141            .new_state;
142
143        let result = after_swap.get_amount_out(
144            BigUint::from(1_000_000_000_000_000_000u64),
145            &weth(),
146            &usdc(),
147        );
148        assert!(
149            matches!(result, Err(SimulationError::RecoverableError(message)) if message.contains("already quoted in this route"))
150        );
151    }
152}
tycho_simulation/rfq/protocols/liquorice/all_pairs_decoder.rs

tycho_simulation/rfq/protocols/liquorice/
all_pairs_decoder.rs
