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Implement SmartSwapExactAssetIn queries (#113)
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* implement SimulateSmartSwapExactAssetIn and SimulateSmartSwapExactAssetInWithMetadata for the hallswap and osmosis adapters

* clippy

* implement smart swap in simulations for all adapters
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@thal0x
thal0x authored May 13, 2024
1 parent ce53425 commit 6a58194
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Showing 7 changed files with 557 additions and 31 deletions.
114 changes: 113 additions & 1 deletion contracts/adapters/swap/astroport/src/contract.rs
View file
Original file line number Diff line number Diff line change
Expand Up @@ -16,7 +16,8 @@ use cw_utils::one_coin;
use skip::{
asset::{get_current_asset_available, Asset},
swap::{
execute_transfer_funds_back, Cw20HookMsg, ExecuteMsg, InstantiateMsg, MigrateMsg, QueryMsg,
execute_transfer_funds_back, get_ask_denom_for_routes, Cw20HookMsg, ExecuteMsg,
InstantiateMsg, MigrateMsg, QueryMsg, Route, SimulateSmartSwapExactAssetInResponse,
SimulateSwapExactAssetInResponse, SimulateSwapExactAssetOutResponse, SwapOperation,
},
};
Expand Down Expand Up @@ -277,6 +278,28 @@ pub fn query(deps: Deps, _env: Env, msg: QueryMsg) -> ContractResult<Binary> {
swap_operations,
include_spot_price,
)?),
QueryMsg::SimulateSmartSwapExactAssetIn { routes, .. } => {
let ask_denom = get_ask_denom_for_routes(&routes)?;

to_json_binary(&query_simulate_smart_swap_exact_asset_in(
deps, ask_denom, routes,
)?)
}
QueryMsg::SimulateSmartSwapExactAssetInWithMetadata {
asset_in,
routes,
include_spot_price,
} => {
let ask_denom = get_ask_denom_for_routes(&routes)?;

to_json_binary(&query_simulate_smart_swap_exact_asset_in_with_metadata(
deps,
asset_in,
ask_denom,
routes,
include_spot_price,
)?)
}
}
.map_err(From::from)
}
Expand Down Expand Up @@ -325,6 +348,16 @@ fn query_simulate_swap_exact_asset_out(
Ok(asset_in)
}

fn query_simulate_smart_swap_exact_asset_in(
deps: Deps,
ask_denom: String,
routes: Vec<Route>,
) -> ContractResult<Asset> {
let (asset_out, _) = simulate_smart_swap_exact_asset_in(deps, ask_denom, routes, false)?;

Ok(asset_out)
}

// Queries the astroport pool contracts to simulate a swap exact amount in with metadata
fn query_simulate_swap_exact_asset_in_with_metadata(
deps: Deps,
Expand Down Expand Up @@ -425,6 +458,33 @@ fn query_simulate_swap_exact_asset_out_with_metadata(
Ok(response)
}

fn query_simulate_smart_swap_exact_asset_in_with_metadata(
deps: Deps,
asset_in: Asset,
ask_denom: String,
routes: Vec<Route>,
include_spot_price: bool,
) -> ContractResult<SimulateSmartSwapExactAssetInResponse> {
let (asset_out, simulation_responses) =
simulate_smart_swap_exact_asset_in(deps, ask_denom, routes.clone(), include_spot_price)?;

let mut response = SimulateSmartSwapExactAssetInResponse {
asset_out,
spot_price: None,
};

if include_spot_price {
response.spot_price = Some(calculate_weighted_spot_price_from_simulation_responses(
deps,
asset_in,
routes,
simulation_responses,
)?)
}

Ok(response)
}

fn assert_max_spread(return_amount: Uint128, spread_amount: Uint128) -> ContractResult<()> {
let max_spread = MAX_ALLOWED_SLIPPAGE.parse::<Decimal>()?;
if Decimal::from_ratio(spread_amount, return_amount + spread_amount) > max_spread {
Expand Down Expand Up @@ -515,6 +575,58 @@ fn simulate_swap_exact_asset_out(
Ok((asset_in, responses))
}

fn simulate_smart_swap_exact_asset_in(
deps: Deps,
ask_denom: String,
routes: Vec<Route>,
include_responses: bool,
) -> ContractResult<(Asset, Vec<Vec<SimulationResponse>>)> {
let mut asset_out = Asset::new(deps.api, &ask_denom, Uint128::zero());
let mut simulation_responses = Vec::new();

for route in &routes {
let (route_asset_out, route_simulation_responses) = simulate_swap_exact_asset_in(
deps,
route.offer_asset.clone(),
route.operations.clone(),
include_responses,
)?;

asset_out.add(route_asset_out.amount())?;

if include_responses {
simulation_responses.push(route_simulation_responses);
}
}

Ok((asset_out, simulation_responses))
}

fn calculate_weighted_spot_price_from_simulation_responses(
deps: Deps,
asset_in: Asset,
routes: Vec<Route>,
simulation_responses: Vec<Vec<SimulationResponse>>,
) -> ContractResult<Decimal> {
let spot_price = routes.into_iter().zip(simulation_responses).try_fold(
Decimal::zero(),
|curr_spot_price, (route, res)| -> ContractResult<Decimal> {
let route_spot_price = calculate_spot_price_from_simulation_responses(
deps,
asset_in.clone(),
route.operations,
res,
)?;

let weight = Decimal::from_ratio(route.offer_asset.amount(), asset_in.amount());

Ok(curr_spot_price + (route_spot_price * weight))
},
)?;

Ok(spot_price)
}

// Calculate the spot price using simulation responses
fn calculate_spot_price_from_simulation_responses(
deps: Deps,
Expand Down
97 changes: 94 additions & 3 deletions contracts/adapters/swap/dexter/src/contract.rs
View file
Original file line number Diff line number Diff line change
Expand Up @@ -19,9 +19,10 @@ use dexter::{
use skip::{
asset::Asset,
swap::{
execute_transfer_funds_back, Cw20HookMsg, DexterAdapterInstantiateMsg, ExecuteMsg,
MigrateMsg, QueryMsg, SimulateSwapExactAssetInResponse, SimulateSwapExactAssetOutResponse,
SwapOperation,
execute_transfer_funds_back, get_ask_denom_for_routes, Cw20HookMsg,
DexterAdapterInstantiateMsg, ExecuteMsg, MigrateMsg, QueryMsg, Route,
SimulateSmartSwapExactAssetInResponse, SimulateSwapExactAssetInResponse,
SimulateSwapExactAssetOutResponse, SwapOperation,
},
};

Expand Down Expand Up @@ -265,6 +266,28 @@ pub fn query(deps: Deps, _env: Env, msg: QueryMsg) -> ContractResult<Binary> {
swap_operations,
include_spot_price,
)?),
QueryMsg::SimulateSmartSwapExactAssetIn { routes, .. } => {
let ask_denom = get_ask_denom_for_routes(&routes)?;

to_json_binary(&query_simulate_smart_swap_exact_asset_in(
deps, ask_denom, routes,
)?)
}
QueryMsg::SimulateSmartSwapExactAssetInWithMetadata {
routes,
asset_in,
include_spot_price,
} => {
let ask_denom = get_ask_denom_for_routes(&routes)?;

to_json_binary(&query_simulate_smart_swap_exact_asset_in_with_metadata(
deps,
asset_in,
ask_denom,
routes,
include_spot_price,
)?)
}
}
.map_err(From::from)
}
Expand Down Expand Up @@ -313,6 +336,14 @@ fn query_simulate_swap_exact_asset_out(
Ok(asset_in)
}

fn query_simulate_smart_swap_exact_asset_in(
deps: Deps,
ask_denom: String,
routes: Vec<Route>,
) -> ContractResult<Asset> {
simulate_smart_swap_exact_asset_in(deps, ask_denom, routes)
}

// Queries the dexter pool contracts to simulate a swap exact amount in with metadata
fn query_simulate_swap_exact_asset_in_with_metadata(
deps: Deps,
Expand Down Expand Up @@ -383,6 +414,27 @@ fn query_simulate_swap_exact_asset_out_with_metadata(
Ok(response)
}

fn query_simulate_smart_swap_exact_asset_in_with_metadata(
deps: Deps,
asset_in: Asset,
ask_denom: String,
routes: Vec<Route>,
include_spot_price: bool,
) -> ContractResult<SimulateSmartSwapExactAssetInResponse> {
let asset_out = simulate_smart_swap_exact_asset_in(deps, ask_denom, routes.clone())?;

let mut response = SimulateSmartSwapExactAssetInResponse {
asset_out,
spot_price: None,
};

if include_spot_price {
response.spot_price = Some(calculate_weighted_spot_price(deps, asset_in, routes)?)
}

Ok(response)
}

// Simulates a swap exact amount in request, returning the asset out and optionally the reverse simulation responses
fn simulate_swap_exact_asset_in(
deps: Deps,
Expand Down Expand Up @@ -475,6 +527,26 @@ fn simulate_swap_exact_asset_out(
}
}

fn simulate_smart_swap_exact_asset_in(
deps: Deps,
ask_denom: String,
routes: Vec<Route>,
) -> ContractResult<Asset> {
let mut asset_out = Asset::new(deps.api, &ask_denom, Uint128::zero());

for route in &routes {
let route_asset_out = simulate_swap_exact_asset_in(
deps,
route.offer_asset.clone(),
route.operations.clone(),
)?;

asset_out.add(route_asset_out.amount())?;
}

Ok(asset_out)
}

// find spot prices for all the pools in the swap operations
fn calculate_spot_price(
deps: Deps,
Expand Down Expand Up @@ -508,3 +580,22 @@ fn calculate_spot_price(

Ok(final_price)
}

fn calculate_weighted_spot_price(
deps: Deps,
asset_in: Asset,
routes: Vec<Route>,
) -> ContractResult<Decimal> {
let spot_price = routes.into_iter().try_fold(
Decimal::zero(),
|curr_spot_price, route| -> ContractResult<Decimal> {
let route_spot_price = calculate_spot_price(deps, route.operations)?;

let weight = Decimal::from_ratio(route.offer_asset.amount(), asset_in.amount());

Ok(curr_spot_price + (route_spot_price * weight))
},
)?;

Ok(spot_price)
}
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