tycho_simulation/rfq/protocols/native/
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::{
7    all_pairs_state::NativeAllPairsState, client_builder::NativeClientBuilder,
8    models::NativePriceData,
9};
10use crate::{
11    protocol::{
12        errors::InvalidSnapshotError,
13        models::{DecoderContext, TryFromWithBlock},
14    },
15    rfq::{
16        models::{ComponentLayout, QuoteRule, TimestampHeader},
17        protocols::component::{decode_all_pairs_component, DecodedAllPairs},
18    },
19};
20
21impl TryFromWithBlock<ComponentWithState, TimestampHeader> for NativeAllPairsState {
22    type Error = InvalidSnapshotError;
23
24    async fn try_from_with_header(
25        snapshot: ComponentWithState,
26        _timestamp_header: TimestampHeader,
27        _account_balances: &HashMap<Bytes, HashMap<Bytes, Bytes>>,
28        all_tokens: &HashMap<Bytes, Token>,
29        _decoder_context: &DecoderContext,
30    ) -> Result<Self, Self::Error> {
31        let DecodedAllPairs { books, tokens, quote_rule } =
32            decode_all_pairs_component::<NativePriceData>(&snapshot, all_tokens)?;
33        if quote_rule.is_some_and(|rule| rule != QuoteRule::OncePerVenue) {
34            return Err(InvalidSnapshotError::ValueError(
35                "Native names no market maker; its quote rule is once_per_venue".into(),
36            ));
37        }
38
39        let client = NativeClientBuilder::from_env(snapshot.component.chain)
40            .map_err(|e| {
41                InvalidSnapshotError::ValueError(format!(
42                    "Failed to get Native Relay authentication: {e}"
43                ))
44            })?
45            .tokens(tokens.keys().cloned().collect())
46            .component_layout(ComponentLayout::AllPairs)
47            .build()
48            .map_err(|e| {
49                InvalidSnapshotError::ValueError(format!("Couldn't create NativeClient: {e}"))
50            })?;
51
52        Ok(NativeAllPairsState::new(books, tokens, client))
53    }
54}
55
56#[cfg(test)]
57mod tests {
58    use std::env;
59
60    use num_bigint::BigUint;
61    use tycho_common::simulation::protocol_sim::ProtocolSim;
62
63    use super::*;
64    use crate::rfq::protocols::{
65        native::models::NativePriceLevel,
66        test_utils::{all_pairs_snapshot, decode, usdc, wbtc, weth},
67    };
68
69    fn book(base: &Token, quote: &Token, bid: f64, ask: f64) -> NativePriceData {
70        NativePriceData {
71            base_address: base.address.clone(),
72            quote_address: quote.address.clone(),
73            minimum_in_base: 0.0,
74            minimum_in_quote: 0.0,
75            minimum_out_base: 0.0,
76            minimum_out_quote: 0.0,
77            bids: vec![NativePriceLevel { quantity: 1.5, price: bid }],
78            asks: vec![NativePriceLevel { quantity: 2.0, price: ask }],
79        }
80    }
81
82    fn snapshot() -> (ComponentWithState, HashMap<Bytes, Token>) {
83        env::set_var("NATIVE_API_KEY", "test_key");
84        let books =
85            vec![book(&weth(), &usdc(), 3000.0, 3010.0), book(&wbtc(), &usdc(), 65000.0, 65100.0)];
86        all_pairs_snapshot("rfq:native", &[weth(), usdc(), wbtc()], &books)
87    }
88
89    #[tokio::test]
90    async fn test_decodes_books() {
91        let (snapshot, tokens) = snapshot();
92        let state = decode::<NativeAllPairsState>(snapshot, &tokens)
93            .await
94            .unwrap();
95
96        assert_eq!(
97            state
98                .spot_price(&weth(), &usdc())
99                .unwrap(),
100            3005.0
101        );
102        assert_eq!(
103            state
104                .spot_price(&wbtc(), &usdc())
105                .unwrap(),
106            65050.0
107        );
108        let (sell_limit, _) = state
109            .get_limits(weth().address, usdc().address)
110            .unwrap();
111        assert_eq!(sell_limit, BigUint::from(1_500_000_000_000_000_000u64));
112    }
113
114    #[tokio::test]
115    async fn test_once_per_maker_attribute() {
116        let (mut snapshot, tokens) = snapshot();
117        snapshot
118            .component
119            .static_attributes
120            .insert(QuoteRule::ATTRIBUTE.to_string(), b"once_per_maker".into());
121        let result = decode::<NativeAllPairsState>(snapshot, &tokens).await;
122        assert!(
123            matches!(result.unwrap_err(), InvalidSnapshotError::ValueError(msg) if msg.contains("names no market maker"))
124        );
125    }
126}
tycho_simulation/rfq/protocols/native/all_pairs_decoder.rs

tycho_simulation/rfq/protocols/native/
all_pairs_decoder.rs
