tycho_simulation/rfq/protocols/hashflow/
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::HashflowAllPairsState, client_builder::HashflowClientBuilder};
7use crate::{
8    protocol::{
9        errors::InvalidSnapshotError,
10        models::{DecoderContext, TryFromWithBlock},
11    },
12    rfq::{
13        constants::get_hashflow_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 HashflowAllPairsState {
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_hashflow_auth().map_err(|e| {
36            InvalidSnapshotError::ValueError(format!("Failed to get Hashflow authentication: {e}"))
37        })?;
38        let mut builder = HashflowClientBuilder::new(snapshot.component.chain, auth.user, auth.key)
39            .tokens(tokens.keys().cloned().collect())
40            .component_layout(ComponentLayout::AllPairs);
41        if let Some(quote_rule) = quote_rule {
42            builder = builder.quote_rule(quote_rule);
43        }
44        let client = builder.build().map_err(|e| {
45            InvalidSnapshotError::ValueError(format!("Couldn't create HashflowClient: {e}"))
46        })?;
47
48        Ok(HashflowAllPairsState::new(price_levels, tokens, client))
49    }
50}
51
52#[cfg(test)]
53mod tests {
54    use std::env;
55
56    use num_bigint::BigUint;
57    use tycho_common::simulation::{errors::SimulationError, protocol_sim::ProtocolSim};
58
59    use super::*;
60    use crate::rfq::{
61        models::QuoteRule,
62        protocols::test_utils::{all_pairs_snapshot, decode, usdc, wbtc, weth},
63    };
64
65    #[tokio::test]
66    async fn test_decodes_price_levels() {
67        // Two makers on WBTC/USDC and one of them on WETH/USDC.
68        env::set_var("HASHFLOW_USER", "test_user");
69        env::set_var("HASHFLOW_KEY", "test_key");
70        let price_levels = serde_json::json!([
71            {
72                "mm": "test_market_maker",
73                "base_token": wbtc().address, "quote_token": usdc().address,
74                "levels": [{ "q": "1.5", "p": "65000.0" }, { "q": "2.0", "p": "64950.0" }]
75            },
76            {
77                "mm": "mm_b",
78                "base_token": wbtc().address, "quote_token": usdc().address,
79                "levels": [{ "q": "0.5", "p": "65100.0" }]
80            },
81            {
82                "mm": "test_market_maker",
83                "base_token": weth().address, "quote_token": usdc().address,
84                "levels": [{ "q": "10", "p": "3000.0" }]
85            }
86        ]);
87        let (snapshot, tokens) =
88            all_pairs_snapshot("rfq:hashflow", &[wbtc(), usdc(), weth()], &price_levels);
89        let state = decode::<HashflowAllPairsState>(snapshot, &tokens)
90            .await
91            .unwrap();
92
93        let wbtc_price_levels = state
94            .price_levels
95            .pair_price_levels(&wbtc().address, &usdc().address);
96        assert_eq!(wbtc_price_levels.len(), 2);
97        assert_eq!(wbtc_price_levels[0].market_maker, "mm_b");
98        assert_eq!(wbtc_price_levels[1].levels[0].quantity, 1.5);
99        assert_eq!(wbtc_price_levels[1].levels[0].price, 65000.0);
100        assert_eq!(
101            state
102                .price_levels
103                .pair_price_levels(&weth().address, &usdc().address)
104                .len(),
105            1
106        );
107    }
108
109    /// `mm_b` fills the WBTC swap, and the WETH pair only `test_market_maker` quotes is then
110    /// refused — which only `once_per_venue` does.
111    #[tokio::test]
112    async fn test_decodes_once_per_venue_attribute() {
113        env::set_var("HASHFLOW_USER", "test_user");
114        env::set_var("HASHFLOW_KEY", "test_key");
115        let price_levels = serde_json::json!([
116            {
117                "mm": "mm_b",
118                "base_token": wbtc().address, "quote_token": usdc().address,
119                "levels": [{ "q": "0.5", "p": "65100.0" }]
120            },
121            {
122                "mm": "test_market_maker",
123                "base_token": weth().address, "quote_token": usdc().address,
124                "levels": [{ "q": "10", "p": "3000.0" }]
125            }
126        ]);
127        let (mut snapshot, tokens) =
128            all_pairs_snapshot("rfq:hashflow", &[wbtc(), usdc(), weth()], &price_levels);
129        snapshot
130            .component
131            .static_attributes
132            .insert(
133                QuoteRule::ATTRIBUTE.to_string(),
134                QuoteRule::OncePerVenue
135                    .as_str()
136                    .as_bytes()
137                    .into(),
138            );
139
140        let state = decode::<HashflowAllPairsState>(snapshot, &tokens)
141            .await
142            .unwrap();
143        let after_swap = state
144            .get_amount_out(BigUint::from(50_000_000u64), &wbtc(), &usdc())
145            .unwrap()
146            .new_state;
147
148        let result = after_swap.get_amount_out(
149            BigUint::from(1_000_000_000_000_000_000u64),
150            &weth(),
151            &usdc(),
152        );
153        assert!(
154            matches!(result, Err(SimulationError::RecoverableError(message)) if message.contains("already quoted in this route"))
155        );
156    }
157}
tycho_simulation/rfq/protocols/hashflow/all_pairs_decoder.rs

tycho_simulation/rfq/protocols/hashflow/
all_pairs_decoder.rs
