-
Notifications
You must be signed in to change notification settings - Fork 56
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Merge branch 'main' into feat/BLOCK-305
- Loading branch information
Showing
47 changed files
with
1,224 additions
and
267 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,226 @@ | ||
| package keeper | ||
|
|
||
| import ( | ||
| "fmt" | ||
| "strings" | ||
| "time" | ||
|
|
||
| "cosmossdk.io/math" | ||
| "github.com/cosmos/cosmos-sdk/telemetry" | ||
| sdk "github.com/cosmos/cosmos-sdk/types" | ||
|
|
||
| "github.com/elys-network/elys/x/amm/types" | ||
| ) | ||
|
|
||
| func (k Keeper) GetStackedSlippage(ctx sdk.Context, poolId uint64) sdk.Dec { | ||
| pool, found := k.GetPool(ctx, poolId) | ||
| if !found { | ||
| return sdk.ZeroDec() | ||
| } | ||
| snapshot := k.GetPoolSnapshotOrSet(ctx, pool) | ||
| return pool.StackedRatioFromSnapshot(ctx, k.oracleKeeper, &snapshot) | ||
| } | ||
|
|
||
| func (k Keeper) ApplySwapRequest(ctx sdk.Context, msg sdk.Msg) error { | ||
| switch msg.(type) { | ||
| case *types.MsgSwapExactAmountIn: | ||
| msg := msg.(*types.MsgSwapExactAmountIn) | ||
| sender, err := sdk.AccAddressFromBech32(msg.Sender) | ||
| if err != nil { | ||
| return err | ||
| } | ||
| _, err = k.RouteExactAmountIn(ctx, sender, msg.Routes, msg.TokenIn, math.Int(msg.TokenOutMinAmount)) | ||
| if err != nil { | ||
| return err | ||
| } | ||
| return nil | ||
| case *types.MsgSwapExactAmountOut: | ||
| msg := msg.(*types.MsgSwapExactAmountOut) | ||
| sender, err := sdk.AccAddressFromBech32(msg.Sender) | ||
| if err != nil { | ||
| return err | ||
| } | ||
| _, err = k.RouteExactAmountOut(ctx, sender, msg.Routes, msg.TokenInMaxAmount, msg.TokenOut) | ||
| if err != nil { | ||
| return err | ||
| } | ||
| return nil | ||
| default: | ||
| return fmt.Errorf("unexpected swap message") | ||
| } | ||
| } | ||
|
|
||
| func (k Keeper) DeleteSwapRequest(ctx sdk.Context, msg sdk.Msg, index uint64) { | ||
| switch msg.(type) { | ||
| case *types.MsgSwapExactAmountIn: | ||
| msg := msg.(*types.MsgSwapExactAmountIn) | ||
| k.DeleteSwapExactAmountInRequest(ctx, msg, index) | ||
| case *types.MsgSwapExactAmountOut: | ||
| msg := msg.(*types.MsgSwapExactAmountOut) | ||
| k.DeleteSwapExactAmountOutRequest(ctx, msg, index) | ||
| } | ||
| } | ||
|
|
||
| func (k Keeper) SelectOneSwapRequest(ctx sdk.Context, sprefix []byte) (sdk.Msg, uint64) { | ||
| msg1, index := k.GetFirstSwapExactAmountInRequest(ctx, sprefix) | ||
| if index != 0 { | ||
| return msg1, index | ||
| } | ||
| msg2, index := k.GetFirstSwapExactAmountOutRequest(ctx, sprefix) | ||
| return msg2, index | ||
| } | ||
|
|
||
| func (k Keeper) SelectReverseSwapRequest(ctx sdk.Context, msg sdk.Msg) (sdk.Msg, uint64) { | ||
| sprefix := []byte{} | ||
| switch msg.(type) { | ||
| case *types.MsgSwapExactAmountIn: | ||
| msg := msg.(*types.MsgSwapExactAmountIn) | ||
| sprefix = types.TKeyPrefixSwapExactAmountInPrefix(msg) | ||
| case *types.MsgSwapExactAmountOut: | ||
| msg := msg.(*types.MsgSwapExactAmountOut) | ||
| sprefix = types.TKeyPrefixSwapExactAmountOutPrefix(msg) | ||
| } | ||
|
|
||
| split := strings.Split(string(sprefix), "/") | ||
| for i, j := 0, len(split)-1; i < j; i, j = i+1, j-1 { | ||
| split[i], split[j] = split[j], split[i] | ||
| } | ||
| rprefix := strings.Join(split, "/") | ||
| return k.SelectOneSwapRequest(ctx, []byte(rprefix)) | ||
| } | ||
|
|
||
| func (k Keeper) FirstPoolId(msg sdk.Msg) uint64 { | ||
| switch msg.(type) { | ||
| case *types.MsgSwapExactAmountIn: | ||
| msg := msg.(*types.MsgSwapExactAmountIn) | ||
| return types.FirstPoolIdFromSwapExactAmountIn(msg) | ||
| case *types.MsgSwapExactAmountOut: | ||
| msg := msg.(*types.MsgSwapExactAmountOut) | ||
| return types.FirstPoolIdFromSwapExactAmountOut(msg) | ||
| } | ||
| return 0 | ||
| } | ||
|
|
||
| func (k Keeper) ExecuteSwapRequests(ctx sdk.Context) []sdk.Msg { | ||
| // Algorithm | ||
| // - Select a random swap request | ||
| // - Try execution on cache context, and check stacked slippage | ||
| // - Check if opposite direction request exists (Same pool id with opposite in/out tokens) | ||
| // - If opposite direction request exists, try execution on cache context, and check stacked slippage | ||
| // - Apply the swap request which as lower stacked slippage | ||
| // - If one of the swaps fail, not apply any changes and remove the swap request | ||
| // - Repeat the process until the swap requests run-out | ||
| requests := []sdk.Msg{} | ||
| for { | ||
| var index1, index2 uint64 | ||
| var msg1, msg2 sdk.Msg | ||
| msg1, index1 = k.SelectOneSwapRequest(ctx, []byte{}) | ||
| if index1 == 0 { | ||
| break | ||
| } | ||
|
|
||
| msg2, index2 = k.SelectReverseSwapRequest(ctx, msg1) | ||
| if index2 == 0 { | ||
| cachedCtx, write := ctx.CacheContext() | ||
| err := k.ApplySwapRequest(cachedCtx, msg1) | ||
| if err == nil { | ||
| write() | ||
| } | ||
| // remove msg1 from the store | ||
| k.DeleteSwapRequest(ctx, msg1, index1) | ||
| requests = append(requests, msg1) | ||
| continue | ||
| } | ||
|
|
||
| poolId := k.FirstPoolId(msg1) | ||
| cachedCtx1, write1 := ctx.CacheContext() | ||
| err1 := k.ApplySwapRequest(cachedCtx1, msg1) | ||
| stackedSlippage1 := k.GetStackedSlippage(cachedCtx1, poolId) | ||
|
|
||
| cachedCtx2, write2 := ctx.CacheContext() | ||
| err2 := k.ApplySwapRequest(cachedCtx2, msg2) | ||
| stackedSlippage2 := k.GetStackedSlippage(cachedCtx2, poolId) | ||
|
|
||
| if err1 == nil && err2 == nil { | ||
| if stackedSlippage1.LT(stackedSlippage2) { | ||
| write1() | ||
| // remove msg1 from the store | ||
| k.DeleteSwapRequest(ctx, msg1, index1) | ||
| requests = append(requests, msg1) | ||
| } else { | ||
| write2() | ||
| // remove msg2 from the store | ||
| k.DeleteSwapRequest(ctx, msg2, index2) | ||
| requests = append(requests, msg2) | ||
| } | ||
| } else if err1 == nil { | ||
| // remove msg2 from the store | ||
| k.DeleteSwapRequest(ctx, msg2, index2) | ||
| requests = append(requests, msg2) | ||
| } else if err2 == nil { | ||
| // remove msg1 from the store | ||
| k.DeleteSwapRequest(ctx, msg1, index1) | ||
| requests = append(requests, msg1) | ||
| } else { | ||
| // remove both msg1, msg2 messages | ||
| k.DeleteSwapRequest(ctx, msg1, index1) | ||
| k.DeleteSwapRequest(ctx, msg2, index2) | ||
| requests = append(requests, msg1, msg2) | ||
| } | ||
| } | ||
| return requests | ||
| } | ||
|
|
||
| // EndBlocker of amm module | ||
| func (k Keeper) EndBlocker(ctx sdk.Context) { | ||
| defer telemetry.ModuleMeasureSince(types.ModuleName, time.Now(), telemetry.MetricKeyBeginBlocker) | ||
|
|
||
| k.ExecuteSwapRequests(ctx) | ||
| // swapInRequests := k.GetAllSwapExactAmountInRequests(ctx) | ||
| // for _, msg := range swapInRequests { | ||
| // sender, err := sdk.AccAddressFromBech32(msg.Sender) | ||
| // if err != nil { | ||
| // continue | ||
| // } | ||
|
|
||
| // cacheCtx, write := ctx.CacheContext() | ||
| // _, err = k.RouteExactAmountIn(cacheCtx, sender, msg.Routes, msg.TokenIn, math.Int(msg.TokenOutMinAmount)) | ||
| // if err != nil { | ||
| // continue | ||
| // } | ||
| // write() | ||
|
|
||
| // // Swap event is handled elsewhere | ||
| // ctx.EventManager().EmitEvents(sdk.Events{ | ||
| // sdk.NewEvent( | ||
| // sdk.EventTypeMessage, | ||
| // sdk.NewAttribute(sdk.AttributeKeyModule, types.AttributeValueCategory), | ||
| // sdk.NewAttribute(sdk.AttributeKeySender, msg.Sender), | ||
| // ), | ||
| // }) | ||
|
|
||
| // } | ||
| // swapOutRequests := k.GetAllSwapExactAmountOutRequests(ctx) | ||
| // for _, msg := range swapOutRequests { | ||
| // sender, err := sdk.AccAddressFromBech32(msg.Sender) | ||
| // if err != nil { | ||
| // continue | ||
| // } | ||
|
|
||
| // cacheCtx, write := ctx.CacheContext() | ||
| // _, err = k.RouteExactAmountOut(cacheCtx, sender, msg.Routes, msg.TokenInMaxAmount, msg.TokenOut) | ||
| // if err != nil { | ||
| // continue | ||
| // } | ||
| // write() | ||
|
|
||
| // // Swap event is handled elsewhere | ||
| // ctx.EventManager().EmitEvents(sdk.Events{ | ||
| // sdk.NewEvent( | ||
| // sdk.EventTypeMessage, | ||
| // sdk.NewAttribute(sdk.AttributeKeyModule, types.AttributeValueCategory), | ||
| // sdk.NewAttribute(sdk.AttributeKeySender, msg.Sender), | ||
| // ), | ||
| // }) | ||
| // } | ||
| } |
Oops, something went wrong.