754 lines
28 KiB
Rust
754 lines
28 KiB
Rust
//! Swap calculations and curve implementations
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use solana_program::{
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program_error::ProgramError,
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program_pack::{IsInitialized, Pack, Sealed},
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};
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use arrayref::{array_mut_ref, array_ref, array_refs, mut_array_refs};
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use std::convert::{TryFrom, TryInto};
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use std::fmt::Debug;
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/// Initial amount of pool tokens for swap contract, hard-coded to something
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/// "sensible" given a maximum of u128.
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/// Note that on Ethereum, Uniswap uses the geometric mean of all provided
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/// input amounts, and Balancer uses 100 * 10 ^ 18.
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pub const INITIAL_SWAP_POOL_AMOUNT: u128 = 1_000_000_000;
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/// Curve types supported by the token-swap program.
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#[repr(C)]
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#[derive(Clone, Copy, Debug, PartialEq)]
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pub enum CurveType {
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/// Uniswap-style constant product curve, invariant = token_a_amount * token_b_amount
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ConstantProduct,
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/// Flat line, always providing 1:1 from one token to another
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Flat,
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}
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/// Concrete struct to wrap around the trait object which performs calculation.
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#[repr(C)]
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#[derive(Debug)]
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pub struct SwapCurve {
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/// The type of curve contained in the calculator, helpful for outside
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/// queries
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pub curve_type: CurveType,
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/// The actual calculator, represented as a trait object to allow for many
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/// different types of curves
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pub calculator: Box<dyn CurveCalculator>,
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}
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/// Default implementation for SwapCurve cannot be derived because of
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/// the contained Box.
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impl Default for SwapCurve {
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fn default() -> Self {
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let curve_type: CurveType = Default::default();
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let calculator: ConstantProductCurve = Default::default();
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Self {
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curve_type,
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calculator: Box::new(calculator),
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}
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}
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}
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/// Clone takes advantage of pack / unpack to get around the difficulty of
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/// cloning dynamic objects.
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/// Note that this is only to be used for testing.
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#[cfg(test)]
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impl Clone for SwapCurve {
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fn clone(&self) -> Self {
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let mut packed_self = [0u8; Self::LEN];
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Self::pack_into_slice(self, &mut packed_self);
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Self::unpack_from_slice(&packed_self).unwrap()
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}
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}
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/// Simple implementation for PartialEq which assumes that the output of
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/// `Pack` is enough to guarantee equality
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impl PartialEq for SwapCurve {
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fn eq(&self, other: &Self) -> bool {
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let mut packed_self = [0u8; Self::LEN];
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Self::pack_into_slice(self, &mut packed_self);
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let mut packed_other = [0u8; Self::LEN];
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Self::pack_into_slice(other, &mut packed_other);
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packed_self[..] == packed_other[..]
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}
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}
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impl Sealed for SwapCurve {}
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impl Pack for SwapCurve {
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/// Size of encoding of all curve parameters, which include fees and any other
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/// constants used to calculate swaps, deposits, and withdrawals.
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/// This includes 1 byte for the type, and 64 for the calculator to use as
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/// it needs. Some calculators may be smaller than 64 bytes.
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const LEN: usize = 65;
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/// Unpacks a byte buffer into a SwapCurve
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fn unpack_from_slice(input: &[u8]) -> Result<Self, ProgramError> {
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let input = array_ref![input, 0, 65];
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#[allow(clippy::ptr_offset_with_cast)]
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let (curve_type, calculator) = array_refs![input, 1, 64];
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let curve_type = curve_type[0].try_into()?;
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Ok(Self {
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curve_type,
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calculator: match curve_type {
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CurveType::ConstantProduct => {
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Box::new(ConstantProductCurve::unpack_from_slice(calculator)?)
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}
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CurveType::Flat => Box::new(FlatCurve::unpack_from_slice(calculator)?),
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},
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})
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}
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/// Pack SwapCurve into a byte buffer
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fn pack_into_slice(&self, output: &mut [u8]) {
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let output = array_mut_ref![output, 0, 65];
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let (curve_type, calculator) = mut_array_refs![output, 1, 64];
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curve_type[0] = self.curve_type as u8;
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self.calculator.pack_into_slice(&mut calculator[..]);
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}
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}
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/// Sensible default of CurveType to ConstantProduct, the most popular and
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/// well-known curve type.
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impl Default for CurveType {
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fn default() -> Self {
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CurveType::ConstantProduct
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}
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}
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impl TryFrom<u8> for CurveType {
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type Error = ProgramError;
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fn try_from(curve_type: u8) -> Result<Self, Self::Error> {
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match curve_type {
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0 => Ok(CurveType::ConstantProduct),
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1 => Ok(CurveType::Flat),
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_ => Err(ProgramError::InvalidAccountData),
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}
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}
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}
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/// Trait for packing of trait objects, required because structs that implement
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/// `Pack` cannot be used as trait objects (as `dyn Pack`).
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pub trait DynPack {
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/// Only required function is to pack given a trait object
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fn pack_into_slice(&self, dst: &mut [u8]);
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}
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/// Trait representing operations required on a swap curve
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pub trait CurveCalculator: Debug + DynPack {
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/// Calculate how much destination token will be provided given an amount
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/// of source token.
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fn swap(
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&self,
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source_amount: u128,
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swap_source_amount: u128,
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swap_destination_amount: u128,
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) -> Option<SwapResult>;
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/// Calculate the withdraw fee in pool tokens
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/// Default implementation assumes no fee
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fn owner_withdraw_fee(&self, _pool_tokens: u128) -> Option<u128> {
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Some(0)
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}
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/// Calculate the trading fee in trading tokens
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/// Default implementation assumes no fee
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fn trading_fee(&self, _trading_tokens: u128) -> Option<u128> {
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Some(0)
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}
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/// Calculate the pool token equivalent of the owner fee on trade
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/// See the math at: https://balancer.finance/whitepaper/#single-asset-deposit
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/// For the moment, we do an approximation for the square root. For numbers
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/// just above 1, simply dividing by 2 brings you very close to the correct
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/// value.
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fn owner_fee_to_pool_tokens(
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&self,
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owner_fee: u128,
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trading_token_amount: u128,
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pool_supply: u128,
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tokens_in_pool: u128,
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) -> Option<u128> {
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// Get the trading fee incurred if the owner fee is swapped for the other side
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let trade_fee = self.trading_fee(owner_fee)?;
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let owner_fee = owner_fee.checked_sub(trade_fee)?;
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pool_supply
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.checked_mul(owner_fee)?
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.checked_div(trading_token_amount)?
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.checked_div(tokens_in_pool)
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}
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/// Get the supply for a new pool
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/// The default implementation is a Balancer-style fixed initial supply
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fn new_pool_supply(&self) -> u128 {
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INITIAL_SWAP_POOL_AMOUNT
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}
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/// Get the amount of trading tokens for the given amount of pool tokens,
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/// provided the total trading tokens and supply of pool tokens.
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/// The default implementation is a simple ratio calculation for how many
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/// trading tokens correspond to a certain number of pool tokens
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fn pool_tokens_to_trading_tokens(
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&self,
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pool_tokens: u128,
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pool_token_supply: u128,
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total_trading_tokens: u128,
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) -> Option<u128> {
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pool_tokens
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.checked_mul(total_trading_tokens)?
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.checked_div(pool_token_supply)
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.and_then(map_zero_to_none)
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}
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}
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/// Encodes all results of swapping from a source token to a destination token
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pub struct SwapResult {
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/// New amount of source token
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pub new_source_amount: u128,
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/// New amount of destination token
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pub new_destination_amount: u128,
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/// Amount of destination token swapped
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pub amount_swapped: u128,
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/// Amount of source tokens going to pool holders
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pub trade_fee: u128,
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/// Amount of source tokens going to owner
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pub owner_fee: u128,
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}
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/// Helper function for mapping to SwapError::CalculationFailure
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fn map_zero_to_none(x: u128) -> Option<u128> {
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if x == 0 {
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None
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} else {
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Some(x)
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}
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}
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/// Simple constant 1:1 swap curve, example of different swap curve implementations
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#[derive(Clone, Debug, Default, PartialEq)]
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pub struct FlatCurve {
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/// Fee numerator
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pub trade_fee_numerator: u64,
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/// Fee denominator
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pub trade_fee_denominator: u64,
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/// Owner trade fee numerator
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pub owner_trade_fee_numerator: u64,
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/// Owner trade fee denominator
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pub owner_trade_fee_denominator: u64,
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/// Owner withdraw fee numerator
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pub owner_withdraw_fee_numerator: u64,
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/// Owner withdraw fee denominator
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pub owner_withdraw_fee_denominator: u64,
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}
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fn calculate_fee(token_amount: u128, fee_numerator: u128, fee_denominator: u128) -> Option<u128> {
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if fee_numerator == 0 {
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Some(0)
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} else {
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let fee = token_amount
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.checked_mul(fee_numerator)?
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.checked_div(fee_denominator)?;
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if fee == 0 {
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Some(1) // minimum fee of one token
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} else {
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Some(fee)
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}
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}
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}
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impl CurveCalculator for FlatCurve {
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/// Flat curve swap always returns 1:1 (minus fee)
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fn swap(
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&self,
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source_amount: u128,
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swap_source_amount: u128,
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swap_destination_amount: u128,
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) -> Option<SwapResult> {
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// debit the fee to calculate the amount swapped
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let trade_fee = calculate_fee(
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source_amount,
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u128::try_from(self.trade_fee_numerator).ok()?,
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u128::try_from(self.trade_fee_denominator).ok()?,
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)?;
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let owner_fee = calculate_fee(
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source_amount,
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u128::try_from(self.owner_trade_fee_numerator).ok()?,
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u128::try_from(self.owner_trade_fee_denominator).ok()?,
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)?;
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let amount_swapped = source_amount
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.checked_sub(trade_fee)?
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.checked_sub(owner_fee)?;
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let new_destination_amount = swap_destination_amount.checked_sub(amount_swapped)?;
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// actually add the whole amount coming in
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let new_source_amount = swap_source_amount.checked_add(source_amount)?;
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Some(SwapResult {
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new_source_amount,
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new_destination_amount,
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amount_swapped,
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trade_fee,
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owner_fee,
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})
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}
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/// Calculate the withdraw fee in pool tokens
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fn owner_withdraw_fee(&self, pool_tokens: u128) -> Option<u128> {
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calculate_fee(
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pool_tokens,
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u128::try_from(self.owner_withdraw_fee_numerator).ok()?,
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u128::try_from(self.owner_withdraw_fee_denominator).ok()?,
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)
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}
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}
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/// IsInitialized is required to use `Pack::pack` and `Pack::unpack`
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impl IsInitialized for FlatCurve {
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fn is_initialized(&self) -> bool {
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true
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}
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}
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impl Sealed for FlatCurve {}
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impl Pack for FlatCurve {
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const LEN: usize = 48;
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fn unpack_from_slice(input: &[u8]) -> Result<FlatCurve, ProgramError> {
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let input = array_ref![input, 0, 48];
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#[allow(clippy::ptr_offset_with_cast)]
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let (
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trade_fee_numerator,
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trade_fee_denominator,
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owner_trade_fee_numerator,
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owner_trade_fee_denominator,
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owner_withdraw_fee_numerator,
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owner_withdraw_fee_denominator,
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) = array_refs![input, 8, 8, 8, 8, 8, 8];
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Ok(Self {
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trade_fee_numerator: u64::from_le_bytes(*trade_fee_numerator),
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trade_fee_denominator: u64::from_le_bytes(*trade_fee_denominator),
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owner_trade_fee_numerator: u64::from_le_bytes(*owner_trade_fee_numerator),
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owner_trade_fee_denominator: u64::from_le_bytes(*owner_trade_fee_denominator),
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owner_withdraw_fee_numerator: u64::from_le_bytes(*owner_withdraw_fee_numerator),
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owner_withdraw_fee_denominator: u64::from_le_bytes(*owner_withdraw_fee_denominator),
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})
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}
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fn pack_into_slice(&self, output: &mut [u8]) {
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(self as &dyn DynPack).pack_into_slice(output);
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}
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}
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impl DynPack for FlatCurve {
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fn pack_into_slice(&self, output: &mut [u8]) {
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let output = array_mut_ref![output, 0, 48];
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let (
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trade_fee_numerator,
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trade_fee_denominator,
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owner_trade_fee_numerator,
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owner_trade_fee_denominator,
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owner_withdraw_fee_numerator,
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owner_withdraw_fee_denominator,
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) = mut_array_refs![output, 8, 8, 8, 8, 8, 8];
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*trade_fee_numerator = self.trade_fee_numerator.to_le_bytes();
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*trade_fee_denominator = self.trade_fee_denominator.to_le_bytes();
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*owner_trade_fee_numerator = self.owner_trade_fee_numerator.to_le_bytes();
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*owner_trade_fee_denominator = self.owner_trade_fee_denominator.to_le_bytes();
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*owner_withdraw_fee_numerator = self.owner_withdraw_fee_numerator.to_le_bytes();
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*owner_withdraw_fee_denominator = self.owner_withdraw_fee_denominator.to_le_bytes();
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}
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}
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/// The Uniswap invariant calculator.
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#[derive(Clone, Debug, Default, PartialEq)]
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pub struct ConstantProductCurve {
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/// Trade fee numerator
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pub trade_fee_numerator: u64,
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/// Trade fee denominator
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pub trade_fee_denominator: u64,
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/// Owner trade fee numerator
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pub owner_trade_fee_numerator: u64,
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/// Owner trade fee denominator
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pub owner_trade_fee_denominator: u64,
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/// Owner withdraw fee numerator
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pub owner_withdraw_fee_numerator: u64,
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/// Owner withdraw fee denominator
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pub owner_withdraw_fee_denominator: u64,
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}
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impl CurveCalculator for ConstantProductCurve {
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/// Constant product swap ensures x * y = constant
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fn swap(
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&self,
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source_amount: u128,
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swap_source_amount: u128,
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swap_destination_amount: u128,
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) -> Option<SwapResult> {
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// debit the fee to calculate the amount swapped
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let trade_fee = self.trading_fee(source_amount)?;
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let owner_fee = calculate_fee(
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source_amount,
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u128::try_from(self.owner_trade_fee_numerator).ok()?,
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u128::try_from(self.owner_trade_fee_denominator).ok()?,
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)?;
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let invariant = swap_source_amount.checked_mul(swap_destination_amount)?;
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let new_source_amount_less_fee = swap_source_amount
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.checked_add(source_amount)?
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.checked_sub(trade_fee)?
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.checked_sub(owner_fee)?;
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let new_destination_amount = invariant.checked_div(new_source_amount_less_fee)?;
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let amount_swapped =
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map_zero_to_none(swap_destination_amount.checked_sub(new_destination_amount)?)?;
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// actually add the whole amount coming in
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let new_source_amount = swap_source_amount.checked_add(source_amount)?;
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Some(SwapResult {
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new_source_amount,
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new_destination_amount,
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amount_swapped,
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trade_fee,
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owner_fee,
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})
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}
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/// Calculate the withdraw fee in pool tokens
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fn owner_withdraw_fee(&self, pool_tokens: u128) -> Option<u128> {
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calculate_fee(
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pool_tokens,
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u128::try_from(self.owner_withdraw_fee_numerator).ok()?,
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u128::try_from(self.owner_withdraw_fee_denominator).ok()?,
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)
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}
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/// Calculate the trading fee in trading tokens
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fn trading_fee(&self, trading_tokens: u128) -> Option<u128> {
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calculate_fee(
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trading_tokens,
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u128::try_from(self.trade_fee_numerator).ok()?,
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u128::try_from(self.trade_fee_denominator).ok()?,
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)
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}
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}
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/// IsInitialized is required to use `Pack::pack` and `Pack::unpack`
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impl IsInitialized for ConstantProductCurve {
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fn is_initialized(&self) -> bool {
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true
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}
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}
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impl Sealed for ConstantProductCurve {}
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impl Pack for ConstantProductCurve {
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const LEN: usize = 48;
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fn unpack_from_slice(input: &[u8]) -> Result<ConstantProductCurve, ProgramError> {
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let input = array_ref![input, 0, 48];
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#[allow(clippy::ptr_offset_with_cast)]
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let (
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trade_fee_numerator,
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trade_fee_denominator,
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owner_trade_fee_numerator,
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owner_trade_fee_denominator,
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owner_withdraw_fee_numerator,
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owner_withdraw_fee_denominator,
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) = array_refs![input, 8, 8, 8, 8, 8, 8];
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Ok(Self {
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trade_fee_numerator: u64::from_le_bytes(*trade_fee_numerator),
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trade_fee_denominator: u64::from_le_bytes(*trade_fee_denominator),
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owner_trade_fee_numerator: u64::from_le_bytes(*owner_trade_fee_numerator),
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owner_trade_fee_denominator: u64::from_le_bytes(*owner_trade_fee_denominator),
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owner_withdraw_fee_numerator: u64::from_le_bytes(*owner_withdraw_fee_numerator),
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owner_withdraw_fee_denominator: u64::from_le_bytes(*owner_withdraw_fee_denominator),
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})
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}
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fn pack_into_slice(&self, output: &mut [u8]) {
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(self as &dyn DynPack).pack_into_slice(output);
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}
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}
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impl DynPack for ConstantProductCurve {
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fn pack_into_slice(&self, output: &mut [u8]) {
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let output = array_mut_ref![output, 0, 48];
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let (
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trade_fee_numerator,
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trade_fee_denominator,
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owner_trade_fee_numerator,
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owner_trade_fee_denominator,
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owner_withdraw_fee_numerator,
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owner_withdraw_fee_denominator,
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) = mut_array_refs![output, 8, 8, 8, 8, 8, 8];
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*trade_fee_numerator = self.trade_fee_numerator.to_le_bytes();
|
|
*trade_fee_denominator = self.trade_fee_denominator.to_le_bytes();
|
|
*owner_trade_fee_numerator = self.owner_trade_fee_numerator.to_le_bytes();
|
|
*owner_trade_fee_denominator = self.owner_trade_fee_denominator.to_le_bytes();
|
|
*owner_withdraw_fee_numerator = self.owner_withdraw_fee_numerator.to_le_bytes();
|
|
*owner_withdraw_fee_denominator = self.owner_withdraw_fee_denominator.to_le_bytes();
|
|
}
|
|
}
|
|
|
|
#[cfg(test)]
|
|
mod tests {
|
|
use super::*;
|
|
|
|
#[test]
|
|
fn initial_pool_amount() {
|
|
let trade_fee_numerator = 0;
|
|
let trade_fee_denominator = 1;
|
|
let owner_trade_fee_numerator = 0;
|
|
let owner_trade_fee_denominator = 1;
|
|
let owner_withdraw_fee_numerator = 0;
|
|
let owner_withdraw_fee_denominator = 1;
|
|
let calculator = ConstantProductCurve {
|
|
trade_fee_numerator,
|
|
trade_fee_denominator,
|
|
owner_trade_fee_numerator,
|
|
owner_trade_fee_denominator,
|
|
owner_withdraw_fee_numerator,
|
|
owner_withdraw_fee_denominator,
|
|
};
|
|
assert_eq!(calculator.new_pool_supply(), INITIAL_SWAP_POOL_AMOUNT);
|
|
}
|
|
|
|
fn check_pool_token_rate(token_a: u128, deposit: u128, supply: u128, expected: Option<u128>) {
|
|
let trade_fee_numerator = 0;
|
|
let trade_fee_denominator = 1;
|
|
let owner_trade_fee_numerator = 0;
|
|
let owner_trade_fee_denominator = 1;
|
|
let owner_withdraw_fee_numerator = 0;
|
|
let owner_withdraw_fee_denominator = 1;
|
|
let calculator = ConstantProductCurve {
|
|
trade_fee_numerator,
|
|
trade_fee_denominator,
|
|
owner_trade_fee_numerator,
|
|
owner_trade_fee_denominator,
|
|
owner_withdraw_fee_numerator,
|
|
owner_withdraw_fee_denominator,
|
|
};
|
|
assert_eq!(
|
|
calculator.pool_tokens_to_trading_tokens(deposit, supply, token_a),
|
|
expected
|
|
);
|
|
}
|
|
|
|
#[test]
|
|
fn trading_token_conversion() {
|
|
check_pool_token_rate(2, 5, 10, Some(1));
|
|
check_pool_token_rate(10, 5, 10, Some(5));
|
|
check_pool_token_rate(5, 5, 10, Some(2));
|
|
check_pool_token_rate(5, 5, 10, Some(2));
|
|
check_pool_token_rate(u128::MAX, 5, 10, None);
|
|
}
|
|
|
|
#[test]
|
|
fn constant_product_swap_calculation_trade_fee() {
|
|
// calculation on https://github.com/solana-labs/solana-program-library/issues/341
|
|
let swap_source_amount = 1000;
|
|
let swap_destination_amount = 50000;
|
|
let trade_fee_numerator = 1;
|
|
let trade_fee_denominator = 100;
|
|
let owner_trade_fee_numerator = 0;
|
|
let owner_trade_fee_denominator = 0;
|
|
let owner_withdraw_fee_numerator = 0;
|
|
let owner_withdraw_fee_denominator = 0;
|
|
let source_amount = 100;
|
|
let curve = ConstantProductCurve {
|
|
trade_fee_numerator,
|
|
trade_fee_denominator,
|
|
owner_trade_fee_numerator,
|
|
owner_trade_fee_denominator,
|
|
owner_withdraw_fee_numerator,
|
|
owner_withdraw_fee_denominator,
|
|
};
|
|
let result = curve
|
|
.swap(source_amount, swap_source_amount, swap_destination_amount)
|
|
.unwrap();
|
|
assert_eq!(result.new_source_amount, 1100);
|
|
assert_eq!(result.amount_swapped, 4505);
|
|
assert_eq!(result.new_destination_amount, 45495);
|
|
assert_eq!(result.trade_fee, 1);
|
|
assert_eq!(result.owner_fee, 0);
|
|
}
|
|
|
|
#[test]
|
|
fn constant_product_swap_calculation_owner_fee() {
|
|
// calculation on https://github.com/solana-labs/solana-program-library/issues/341
|
|
let swap_source_amount = 1000;
|
|
let swap_destination_amount = 50000;
|
|
let trade_fee_numerator = 0;
|
|
let trade_fee_denominator = 0;
|
|
let owner_trade_fee_numerator = 1;
|
|
let owner_trade_fee_denominator = 100;
|
|
let owner_withdraw_fee_numerator = 0;
|
|
let owner_withdraw_fee_denominator = 0;
|
|
let source_amount: u128 = 100;
|
|
let curve = ConstantProductCurve {
|
|
trade_fee_numerator,
|
|
trade_fee_denominator,
|
|
owner_trade_fee_numerator,
|
|
owner_trade_fee_denominator,
|
|
owner_withdraw_fee_numerator,
|
|
owner_withdraw_fee_denominator,
|
|
};
|
|
let result = curve
|
|
.swap(source_amount, swap_source_amount, swap_destination_amount)
|
|
.unwrap();
|
|
assert_eq!(result.new_source_amount, 1100);
|
|
assert_eq!(result.amount_swapped, 4505);
|
|
assert_eq!(result.new_destination_amount, 45495);
|
|
assert_eq!(result.trade_fee, 0);
|
|
assert_eq!(result.owner_fee, 1);
|
|
}
|
|
|
|
#[test]
|
|
fn constant_product_swap_no_fee() {
|
|
let swap_source_amount: u128 = 1000;
|
|
let swap_destination_amount: u128 = 50000;
|
|
let source_amount: u128 = 100;
|
|
let curve = ConstantProductCurve::default();
|
|
let result = curve
|
|
.swap(source_amount, swap_source_amount, swap_destination_amount)
|
|
.unwrap();
|
|
assert_eq!(result.new_source_amount, 1100);
|
|
assert_eq!(result.amount_swapped, 4546);
|
|
assert_eq!(result.new_destination_amount, 45454);
|
|
}
|
|
|
|
#[test]
|
|
fn flat_swap_calculation() {
|
|
let swap_source_amount = 1000;
|
|
let swap_destination_amount = 50000;
|
|
let trade_fee_numerator = 1;
|
|
let trade_fee_denominator = 100;
|
|
let owner_trade_fee_numerator = 2;
|
|
let owner_trade_fee_denominator = 100;
|
|
let owner_withdraw_fee_numerator = 2;
|
|
let owner_withdraw_fee_denominator = 100;
|
|
let source_amount: u128 = 100;
|
|
let curve = FlatCurve {
|
|
trade_fee_numerator,
|
|
trade_fee_denominator,
|
|
owner_trade_fee_numerator,
|
|
owner_trade_fee_denominator,
|
|
owner_withdraw_fee_numerator,
|
|
owner_withdraw_fee_denominator,
|
|
};
|
|
let result = curve
|
|
.swap(source_amount, swap_source_amount, swap_destination_amount)
|
|
.unwrap();
|
|
let amount_swapped = 97;
|
|
assert_eq!(result.new_source_amount, 1100);
|
|
assert_eq!(result.amount_swapped, amount_swapped);
|
|
assert_eq!(result.trade_fee, 1);
|
|
assert_eq!(result.owner_fee, 2);
|
|
assert_eq!(
|
|
result.new_destination_amount,
|
|
swap_destination_amount - amount_swapped
|
|
);
|
|
}
|
|
|
|
#[test]
|
|
fn pack_flat_curve() {
|
|
let trade_fee_numerator = 1;
|
|
let trade_fee_denominator = 4;
|
|
let owner_trade_fee_numerator = 2;
|
|
let owner_trade_fee_denominator = 5;
|
|
let owner_withdraw_fee_numerator = 4;
|
|
let owner_withdraw_fee_denominator = 10;
|
|
let curve = FlatCurve {
|
|
trade_fee_numerator,
|
|
trade_fee_denominator,
|
|
owner_trade_fee_numerator,
|
|
owner_trade_fee_denominator,
|
|
owner_withdraw_fee_numerator,
|
|
owner_withdraw_fee_denominator,
|
|
};
|
|
|
|
let mut packed = [0u8; FlatCurve::LEN];
|
|
Pack::pack_into_slice(&curve, &mut packed[..]);
|
|
let unpacked = FlatCurve::unpack(&packed).unwrap();
|
|
assert_eq!(curve, unpacked);
|
|
|
|
let mut packed = vec![];
|
|
packed.extend_from_slice(&trade_fee_numerator.to_le_bytes());
|
|
packed.extend_from_slice(&trade_fee_denominator.to_le_bytes());
|
|
packed.extend_from_slice(&owner_trade_fee_numerator.to_le_bytes());
|
|
packed.extend_from_slice(&owner_trade_fee_denominator.to_le_bytes());
|
|
packed.extend_from_slice(&owner_withdraw_fee_numerator.to_le_bytes());
|
|
packed.extend_from_slice(&owner_withdraw_fee_denominator.to_le_bytes());
|
|
let unpacked = FlatCurve::unpack(&packed).unwrap();
|
|
assert_eq!(curve, unpacked);
|
|
}
|
|
|
|
#[test]
|
|
fn pack_constant_product_curve() {
|
|
let trade_fee_numerator = 1;
|
|
let trade_fee_denominator = 4;
|
|
let owner_trade_fee_numerator = 2;
|
|
let owner_trade_fee_denominator = 5;
|
|
let owner_withdraw_fee_numerator = 4;
|
|
let owner_withdraw_fee_denominator = 10;
|
|
let curve = ConstantProductCurve {
|
|
trade_fee_numerator,
|
|
trade_fee_denominator,
|
|
owner_trade_fee_numerator,
|
|
owner_trade_fee_denominator,
|
|
owner_withdraw_fee_numerator,
|
|
owner_withdraw_fee_denominator,
|
|
};
|
|
|
|
let mut packed = [0u8; ConstantProductCurve::LEN];
|
|
Pack::pack_into_slice(&curve, &mut packed[..]);
|
|
let unpacked = ConstantProductCurve::unpack(&packed).unwrap();
|
|
assert_eq!(curve, unpacked);
|
|
|
|
let mut packed = vec![];
|
|
packed.extend_from_slice(&trade_fee_numerator.to_le_bytes());
|
|
packed.extend_from_slice(&trade_fee_denominator.to_le_bytes());
|
|
packed.extend_from_slice(&owner_trade_fee_numerator.to_le_bytes());
|
|
packed.extend_from_slice(&owner_trade_fee_denominator.to_le_bytes());
|
|
packed.extend_from_slice(&owner_withdraw_fee_numerator.to_le_bytes());
|
|
packed.extend_from_slice(&owner_withdraw_fee_denominator.to_le_bytes());
|
|
let unpacked = ConstantProductCurve::unpack(&packed).unwrap();
|
|
assert_eq!(curve, unpacked);
|
|
}
|
|
|
|
#[test]
|
|
fn pack_swap_curve() {
|
|
let trade_fee_numerator = 1;
|
|
let trade_fee_denominator = 4;
|
|
let owner_trade_fee_numerator = 2;
|
|
let owner_trade_fee_denominator = 5;
|
|
let owner_withdraw_fee_numerator = 4;
|
|
let owner_withdraw_fee_denominator = 10;
|
|
let curve = ConstantProductCurve {
|
|
trade_fee_numerator,
|
|
trade_fee_denominator,
|
|
owner_trade_fee_numerator,
|
|
owner_trade_fee_denominator,
|
|
owner_withdraw_fee_numerator,
|
|
owner_withdraw_fee_denominator,
|
|
};
|
|
let curve_type = CurveType::ConstantProduct;
|
|
let swap_curve = SwapCurve {
|
|
curve_type,
|
|
calculator: Box::new(curve),
|
|
};
|
|
|
|
let mut packed = [0u8; SwapCurve::LEN];
|
|
Pack::pack_into_slice(&swap_curve, &mut packed[..]);
|
|
let unpacked = SwapCurve::unpack_from_slice(&packed).unwrap();
|
|
assert_eq!(swap_curve, unpacked);
|
|
|
|
let mut packed = vec![];
|
|
packed.push(curve_type as u8);
|
|
packed.extend_from_slice(&trade_fee_numerator.to_le_bytes());
|
|
packed.extend_from_slice(&trade_fee_denominator.to_le_bytes());
|
|
packed.extend_from_slice(&owner_trade_fee_numerator.to_le_bytes());
|
|
packed.extend_from_slice(&owner_trade_fee_denominator.to_le_bytes());
|
|
packed.extend_from_slice(&owner_withdraw_fee_numerator.to_le_bytes());
|
|
packed.extend_from_slice(&owner_withdraw_fee_denominator.to_le_bytes());
|
|
packed.extend_from_slice(&[0u8; 16]); // padding
|
|
let unpacked = SwapCurve::unpack_from_slice(&packed).unwrap();
|
|
assert_eq!(swap_curve, unpacked);
|
|
}
|
|
}
|