feat: build pathfinding lib #159
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,69 @@ | ||
| package finderengine | ||
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| import ( | ||
| dexlibPool "github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/pool" | ||
| "github.com/KyberNetwork/tradinglib/pkg/finderengine/entity" | ||
| ) | ||
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| type Finder struct { | ||
| MaxHop uint64 | ||
| DistributionPercent uint64 | ||
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| NumPathSplits uint64 | ||
| NumHopSplits uint64 | ||
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| findHops FindHopFunc | ||
| } | ||
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| func (f *Finder) Find(params entity.FinderParams) (*entity.BestRouteResult, error) { | ||
| if err := f.validateParameters(params); err != nil { | ||
| return nil, err | ||
| } | ||
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| edges := make(map[string]map[string][]dexlibPool.IPoolSimulator) | ||
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| for i := range params.Pools { | ||
| pool := params.Pools[i] | ||
| tokens := pool.GetTokens() | ||
| for i := range tokens { | ||
| if edges[tokens[i]] == nil { | ||
| edges[tokens[i]] = make(map[string][]dexlibPool.IPoolSimulator) | ||
| } | ||
| for j := range tokens { | ||
| if i == j { | ||
| continue | ||
| } | ||
| if edges[tokens[i]][tokens[j]] == nil { | ||
| edges[tokens[i]][tokens[j]] = make([]dexlibPool.IPoolSimulator, 0) | ||
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| } | ||
| edges[tokens[i]][tokens[j]] = append(edges[tokens[i]][tokens[j]], pool) | ||
| } | ||
| } | ||
| } | ||
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| minHops := f.minHopsToTokenOut(params.TokenIn, params.TokenOut, edges, params.WhitelistHopTokens) | ||
| _ = f.findBestPathsOptimized(¶ms, minHops, edges) | ||
| // Optimize Route: TODO | ||
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| return nil, nil | ||
| } | ||
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| func (f *Finder) validateParameters(params entity.FinderParams) error { | ||
| if _, exist := params.Tokens[params.TokenIn]; !exist { | ||
| return ErrTokenInNotFound | ||
| } | ||
| if _, exist := params.Tokens[params.TokenOut]; !exist { | ||
| return ErrTokenOutNotFound | ||
| } | ||
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| if params.GasIncluded { | ||
| if params.GasToken == "" { | ||
| return ErrGasTokenRequired | ||
| } | ||
| if params.GasPrice == nil { | ||
| return ErrGasPriceRequired | ||
| } | ||
| if _, exist := params.Tokens[params.GasToken]; !exist { | ||
| return ErrGasTokenNotFound | ||
| } | ||
| } | ||
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| return nil | ||
| } | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,95 @@ | ||
| package entity | ||
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| import ( | ||
| "math/big" | ||
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| dexlibPool "github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/pool" | ||
| ) | ||
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| type Token struct { | ||
| Address string `json:"address"` | ||
| Symbol string `json:"symbol"` | ||
| Name string `json:"name"` | ||
| Decimals uint8 `json:"decimals"` | ||
| } | ||
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| func (t Token) GetAddress() string { | ||
| return t.Address | ||
| } | ||
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| type SimplifiedToken struct { | ||
| Address string `json:"address"` | ||
| Decimals uint8 `json:"decimals"` | ||
| } | ||
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| func (t SimplifiedToken) GetAddress() string { | ||
| return t.Address | ||
| } | ||
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| type FinderParams struct { | ||
| // TokenIn is the token to be swapped | ||
| TokenIn string | ||
| // TokenOut is the token to be received | ||
| TokenOut string | ||
| // AmountIn is the amount of TokenIn to be swapped | ||
| AmountIn *big.Int | ||
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| // WhitelistHopTokens is the list of tokens that can be used as intermediate tokens | ||
| // when finding the best route. | ||
| WhitelistHopTokens map[string]struct{} | ||
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| // Pools is a mapping between pool address and its simulator. | ||
| // The pathfinder will use these pools to find the best route. | ||
| Pools map[string]dexlibPool.IPoolSimulator | ||
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| // SwapLimits is a mapping between pool type and its swap limit (inventory). | ||
| // The pathfinder will use these limits to find the best route. | ||
| SwapLimits map[string]dexlibPool.SwapLimit | ||
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| // Tokens is a mapping between token address and its information. | ||
| // TokenIn, TokenOut, WhitelistTokens (& GasToken if GasInclude = true) | ||
| // should be included in this map. | ||
| Tokens map[string]SimplifiedToken | ||
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| // Prices is a mapping between token address and its price. | ||
| // The price can be USD price or Native price (from the On-chain price feed). | ||
| // If GasIncluded is true, the pathfinder will use the price information to find the best route. | ||
| Prices map[string]float64 | ||
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| // GasIncluded is the flag to indicate whether the gas fee is included in finding the best route or not. | ||
| // If true, the gas fee will be accounted for in the final result (the best route is the one with the | ||
| // highest price of TokenOut after deducting the gas fee). | ||
| // If false, the gas fee will be ignored (the best route is the one with the highest amount of TokenOut). | ||
| GasIncluded bool | ||
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| // GasToken is the token used to pay for the gas fee. Required if GasIncluded is true. | ||
| GasToken string | ||
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| // GasPrice is the gas price in WEI. Required if GasIncluded is true. | ||
| // This field should be differentiated from the price of the gas token: | ||
| // GasFee = GasPrice * GasUsed; | ||
| // GasFeePrice = GasFee * Price[GasToken] / 10^Tokens[GasToken].Decimals; | ||
| GasPrice *big.Int | ||
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| // L1GasFeePriceOverhead estimated L1 gas fee for an empty route summary data (without a pool) | ||
| // in Price value (USD/Native). | ||
| L1GasFeePriceOverhead float64 | ||
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| // L1GasFeePricePerPool estimated L1 gas fee for each pool in Price value (USD/Native). | ||
| L1GasFeePricePerPool float64 | ||
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| // ClientId is the client ID used to identify the request. | ||
| ClientId string | ||
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| // OnlySinglePath if enabled, the pathfinder will return route with only one path. | ||
| OnlySinglePath bool | ||
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| // SkipMergeSwap if enabled, the pathfinder will skip the merge swap process. | ||
| SkipMergeSwap bool | ||
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| // ReturnAMMBestPath if enabled, the pathfinder will return an extra route that contains only AMM swaps. | ||
| ReturnAMMBestPath bool | ||
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| // EnableHillClimbForAlphaFee if enabled, we will run hill climbing for amm best route | ||
| EnableHillClimbForAlphaFee bool | ||
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| } | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,23 @@ | ||
| package entity | ||
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| import "math/big" | ||
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| type HopSplit struct { | ||
| ID string | ||
| AmountIn *big.Int | ||
| AmountOut *big.Int | ||
| GasUsed *big.Int | ||
| GasFeePrice float64 | ||
| L1GasFeePrice float64 | ||
| } | ||
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| type Hop struct { | ||
| TokenIn string | ||
| TokenOut string | ||
| AmountIn *big.Int | ||
| AmountOut *big.Int | ||
| GasUsed int64 | ||
| GasFeePrice float64 | ||
| L1GasFeePrice float64 | ||
| Splits []*HopSplit | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,82 @@ | ||
| package entity | ||
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| import ( | ||
| "math/big" | ||
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| "github.com/KyberNetwork/tradinglib/pkg/finderengine/utils" | ||
| ) | ||
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| type Path struct { | ||
| ID string | ||
| AmountIn *big.Int | ||
| AmountOut *big.Int | ||
| AmountOutPrice float64 | ||
| GasUsed int64 | ||
| GasFeePrice float64 | ||
| L1GasFeePrice float64 | ||
| TokenOrders []string | ||
| HopOrders []*Hop | ||
| } | ||
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| func NewPath(amountIn *big.Int) *Path { | ||
| return &Path{ | ||
| AmountIn: new(big.Int).Set(amountIn), | ||
| TokenOrders: []string{}, | ||
| HopOrders: []*Hop{}, | ||
| } | ||
| } | ||
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| func (p *Path) AddToken(token string) *Path { | ||
| p.TokenOrders = append(p.TokenOrders, token) | ||
| return p | ||
| } | ||
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| func (p *Path) AddHop(hop *Hop) *Path { | ||
| p.HopOrders = append(p.HopOrders, hop) | ||
| return p | ||
| } | ||
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| func (p *Path) SetAmountOutAndPrice( | ||
| amountOut *big.Int, | ||
| decimals uint8, | ||
| price float64, | ||
| ) *Path { | ||
| p.AmountOut.Set(amountOut) | ||
| p.AmountOutPrice = utils.CalcAmountPrice(amountOut, decimals, price) | ||
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| return p | ||
| } | ||
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| func (p *Path) SetGasUsedAndPrice( | ||
| gasUsed int64, | ||
| gasPrice *big.Int, | ||
| gasTokenDecimals uint8, | ||
| gasTokenPrice float64, | ||
| l1GasFeePrice float64, | ||
| ) *Path { | ||
| p.GasUsed = gasUsed | ||
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| var gasFee big.Int | ||
| gasFee.SetInt64(gasUsed) | ||
| gasFee.Mul(&gasFee, gasPrice) | ||
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| p.GasFeePrice = utils.CalcAmountPrice(&gasFee, gasTokenDecimals, gasTokenPrice) | ||
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| p.L1GasFeePrice = l1GasFeePrice | ||
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| return p | ||
| } | ||
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| func (p *Path) Clone() *Path { | ||
| return &Path{ | ||
| ID: p.ID, | ||
| AmountIn: new(big.Int).Set(p.AmountIn), | ||
| AmountOut: new(big.Int).Set(p.AmountOut), | ||
| AmountOutPrice: p.AmountOutPrice, | ||
| GasUsed: p.GasUsed, | ||
| GasFeePrice: p.GasFeePrice, | ||
| L1GasFeePrice: p.L1GasFeePrice, | ||
| HopOrders: append([]*Hop{}, p.HopOrders...), | ||
| TokenOrders: append([]string{}, p.TokenOrders...), | ||
| } | ||
| } |
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