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fix(v4-sdk): V4 planner accommodates exactOut + granular take/settles #97

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merged 13 commits into from
Sep 20, 2024
Merged

fix(v4-sdk): V4 planner accommodates exactOut + granular take/settles #97

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2ec2b3c
add exactOut cases to v4Planner
ewilz Sep 12, 2024
9dd3851
Merge remote-tracking branch 'origin/main' into v4_planner
ewilz Sep 12, 2024
7fb74aa
test for 1 swap throw
ewilz Sep 12, 2024
3b74bde
lint
ewilz Sep 12, 2024
f423d7f
Merge branch 'main' into v4_planner_exactOut
ewilz Sep 19, 2024
396ebfd
lint
ewilz Sep 12, 2024
f248edd
use maximumAmountIn function
ewilz Sep 19, 2024
51d8a0d
lint
ewilz Sep 19, 2024
e1c33bd
add more granularity for take/settle, isntead of including it in trade
ewilz Sep 19, 2024
f1eb086
extra code comment + lint
ewilz Sep 19, 2024
8d8d1e0
add code comment
ewilz Sep 19, 2024
66babef
Merge branch 'main' into v4_planner_exactOut
ewilz Sep 19, 2024
4677bb9
remove console.log
ewilz Sep 19, 2024
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171 changes: 116 additions & 55 deletions sdks/v4-sdk/src/utils/v4Planner.test.ts
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Open in desktop
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
import { BigNumber } from 'ethers'
import JSBI from 'jsbi'
import { CurrencyAmount, TradeType, Token, WETH9 } from '@uniswap/sdk-core'
import { CurrencyAmount, Percent, TradeType, Token, WETH9 } from '@uniswap/sdk-core'
import { encodeSqrtRatioX96, nearestUsableTick, TickMath } from '@uniswap/v3-sdk'
import { Pool } from '../entities/pool'
import { Trade } from '../entities/trade'
Expand Down Expand Up @@ -48,6 +48,17 @@ const DAI_USDC = new Pool(
0,
TICKLIST
)
const DAI_WETH = new Pool(
WETH9[1],
DAI,
FEE_AMOUNT_MEDIUM,
TICK_SPACING_TEN,
ADDRESS_ZERO,
encodeSqrtRatioX96(1, 1),
0,
0,
TICKLIST
)

describe('RouterPlanner', () => {
let planner: V4Planner
Expand All @@ -56,61 +67,111 @@ describe('RouterPlanner', () => {
planner = new V4Planner()
})

it('encodes a v4 exactInSingle swap', async () => {
planner.addAction(Actions.SWAP_EXACT_IN_SINGLE, [
{
poolKey: USDC_WETH.poolKey,
zeroForOne: true,
amountIn: ONE_ETHER_BN,
amountOutMinimum: ONE_ETHER_BN.div(2),
sqrtPriceLimitX96: 0,
hookData: '0x',
},
])
planner.addAction(Actions.SETTLE_TAKE_PAIR, [USDC.address, WETH9[1].address])

expect(planner.actions).toEqual('0x0416')
expect(planner.params[0]).toEqual(
'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'
)
expect(planner.params[1]).toEqual(
'0x000000000000000000000000a0b86991c6218b36c1d19d4a2e9eb0ce3606eb48000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'
)
describe('addAction', () => {
it('encodes a v4 exactInSingle swap', async () => {
planner.addAction(Actions.SWAP_EXACT_IN_SINGLE, [
{
poolKey: USDC_WETH.poolKey,
zeroForOne: true,
amountIn: ONE_ETHER_BN,
amountOutMinimum: ONE_ETHER_BN.div(2),
sqrtPriceLimitX96: 0,
hookData: '0x',
},
])
planner.addAction(Actions.SETTLE_TAKE_PAIR, [USDC.address, WETH9[1].address])

expect(planner.actions).toEqual('0x0416')
expect(planner.params[0]).toEqual(
'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'
)
expect(planner.params[1]).toEqual(
'0x000000000000000000000000a0b86991c6218b36c1d19d4a2e9eb0ce3606eb48000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'
)
})
})

it('completes a v4 exactIn 2 hop swap', async () => {
const route = new Route([DAI_USDC, USDC_WETH], DAI, WETH9[1])

// encode with addAction function
planner.addAction(Actions.SWAP_EXACT_IN, [
{
currencyIn: DAI.address,
path: encodeRouteToPath(route),
amountIn: ONE_ETHER_BN.toString(),
amountOutMinimum: 0,
},
])
planner.addAction(Actions.SETTLE_TAKE_PAIR, [DAI.address, WETH9[1].address])

// encode with addTrade function
const tradePlanner = new V4Planner()
const trade = await Trade.fromRoute(
route,
CurrencyAmount.fromRawAmount(DAI, ONE_ETHER.toString()),
TradeType.EXACT_INPUT
)
tradePlanner.addTrade(trade)

expect(planner.actions).toEqual('0x0516')
expect(planner.params[0]).toEqual(
'0x00000000000000000000000000000000000000000000000000000000000000200000000000000000000000006b175474e89094c44da98b954eedeac495271d0f00000000000000000000000000000000000000000000000000000000000000800000000000000000000000000000000000000000000000000de0b6b3a76400000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000200000000000000000000000000000000000000000000000000000000000000400000000000000000000000000000000000000000000000000000000000000100000000000000000000000000a0b86991c6218b36c1d19d4a2e9eb0ce3606eb480000000000000000000000000000000000000000000000000000000000000bb8000000000000000000000000000000000000000000000000000000000000000a000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000a00000000000000000000000000000000000000000000000000000000000000000000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc20000000000000000000000000000000000000000000000000000000000000bb8000000000000000000000000000000000000000000000000000000000000000a000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000a00000000000000000000000000000000000000000000000000000000000000000'
)
expect(planner.params[1]).toEqual(
'0x0000000000000000000000006b175474e89094c44da98b954eedeac495271d0f000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'
)

expect(planner.actions).toEqual(tradePlanner.actions)
expect(planner.params[0]).toEqual(tradePlanner.params[0])
expect(planner.params[1]).toEqual(tradePlanner.params[1])
describe('addTrade', () => {
it('completes a v4 exactIn 2 hop swap with same results as same addAction', async () => {
const route = new Route([DAI_USDC, USDC_WETH], DAI, WETH9[1])

// encode with addAction function
planner.addAction(Actions.SWAP_EXACT_IN, [
{
currencyIn: DAI.address,
path: encodeRouteToPath(route),
amountIn: ONE_ETHER_BN.toString(),
amountOutMinimum: 0,
},
])
planner.addAction(Actions.SETTLE_TAKE_PAIR, [DAI.address, WETH9[1].address])

// encode with addTrade function
const tradePlanner = new V4Planner()
const trade = await Trade.fromRoute(
route,
CurrencyAmount.fromRawAmount(DAI, ONE_ETHER.toString()),
TradeType.EXACT_INPUT
)
tradePlanner.addTrade(trade)

expect(planner.actions).toEqual('0x0516')
expect(planner.params[0]).toEqual(
'0x00000000000000000000000000000000000000000000000000000000000000200000000000000000000000006b175474e89094c44da98b954eedeac495271d0f00000000000000000000000000000000000000000000000000000000000000800000000000000000000000000000000000000000000000000de0b6b3a76400000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000200000000000000000000000000000000000000000000000000000000000000400000000000000000000000000000000000000000000000000000000000000100000000000000000000000000a0b86991c6218b36c1d19d4a2e9eb0ce3606eb480000000000000000000000000000000000000000000000000000000000000bb8000000000000000000000000000000000000000000000000000000000000000a000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000a00000000000000000000000000000000000000000000000000000000000000000000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc20000000000000000000000000000000000000000000000000000000000000bb8000000000000000000000000000000000000000000000000000000000000000a000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000a00000000000000000000000000000000000000000000000000000000000000000'
)
expect(planner.params[1]).toEqual(
'0x0000000000000000000000006b175474e89094c44da98b954eedeac495271d0f000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'
)

expect(planner.actions).toEqual(tradePlanner.actions)
expect(planner.params[0]).toEqual(tradePlanner.params[0])
expect(planner.params[1]).toEqual(tradePlanner.params[1])
})

it('completes a v4 exactOut 2 hop swap', async () => {
const route = new Route([DAI_USDC, USDC_WETH], DAI, WETH9[1])
const slippageTolerance = new Percent('5')
const trade = await Trade.fromRoute(
route,
CurrencyAmount.fromRawAmount(WETH9[1], ONE_ETHER.toString()),
TradeType.EXACT_OUTPUT
)
planner.addTrade(trade, slippageTolerance)

expect(planner.actions).toEqual('0x0716')
expect(planner.params[0]).toEqual(
'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'
)
expect(planner.params[1]).toEqual(
'0x0000000000000000000000006b175474e89094c44da98b954eedeac495271d0f000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'
)
})

it('throws an error if adding exactOut trade without slippage tolerance', async () => {
const route = new Route([DAI_USDC, USDC_WETH], DAI, WETH9[1])
const trade = await Trade.fromRoute(
route,
CurrencyAmount.fromRawAmount(WETH9[1], ONE_ETHER.toString()),
TradeType.EXACT_OUTPUT
)
expect(() => planner.addTrade(trade)).toThrow('ExactOut requires slippageTolerance')
})

it('throws an error if adding exactOut trade without slippage tolerance', async () => {
const slippageTolerance = new Percent('5')
const amount = CurrencyAmount.fromRawAmount(WETH9[1], ONE_ETHER.toString())
const route1 = new Route([DAI_USDC, USDC_WETH], DAI, WETH9[1])
const route2 = new Route([DAI_WETH], DAI, WETH9[1])
const trade = await Trade.fromRoutes(
[
{ route: route1, amount },
{ route: route2, amount },
],
TradeType.EXACT_OUTPUT
)
expect(() => planner.addTrade(trade, slippageTolerance)).toThrow(
'Only accepts Trades with 1 swap (must break swaps into individual trades)'
)
})
})
})
33 changes: 22 additions & 11 deletions sdks/v4-sdk/src/utils/v4Planner.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
import invariant from 'tiny-invariant'
import { defaultAbiCoder } from 'ethers/lib/utils'
import { Currency, Percent, TradeType } from '@uniswap/sdk-core'
import { Trade } from '../entities/trade'
Expand Down Expand Up @@ -117,21 +118,31 @@ export class V4Planner {
}

addTrade(trade: Trade<Currency, Currency, TradeType>, slippageTolerance?: Percent): void {
const actionType = trade.tradeType === TradeType.EXACT_INPUT ? Actions.SWAP_EXACT_IN : Actions.SWAP_EXACT_OUT
const exactOutput = trade.tradeType === TradeType.EXACT_OUTPUT

if (exactOutput) invariant(!!slippageTolerance, 'ExactOut requires slippageTolerance')
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how come we only check this for exactOuput? just curious

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good question I can leave a comment. on exactInput sometimes we do agg slippage checks so we don't need to know slippage, but we enver do that on exactOutput

invariant(trade.swaps.length === 1, 'Only accepts Trades with 1 swap (must break swaps into individual trades)')

const actionType = exactOutput ? Actions.SWAP_EXACT_OUT : Actions.SWAP_EXACT_IN

const currencyIn = currencyAddress(trade.inputAmount.currency)
const currencyOut = currencyAddress(trade.outputAmount.currency)

for (let swap of trade.swaps) {
this.addAction(actionType, [
{
currencyIn,
path: encodeRouteToPath(swap.route),
amountIn: swap.inputAmount.quotient.toString(),
amountOutMinimum: slippageTolerance ? trade.minimumAmountOut(slippageTolerance).quotient.toString() : 0,
},
])
}
this.addAction(actionType, [
exactOutput
? {
currencyOut,
path: encodeRouteToPath(trade.route, exactOutput),
amountInMaximum: trade.minimumAmountOut(slippageTolerance ?? new Percent(0)).quotient.toString(),
amountOut: trade.inputAmount.quotient.toString(),
}
: {
currencyIn,
path: encodeRouteToPath(trade.route, exactOutput),
amountIn: trade.inputAmount.quotient.toString(),
amountOutMinimum: slippageTolerance ? trade.minimumAmountOut(slippageTolerance).quotient.toString() : 0,
},
])

this.addAction(Actions.SETTLE_TAKE_PAIR, [currencyIn, currencyOut])
}
Expand Down
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