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feat: add curve support in pricing module #514

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feat: add curve support in pricing module #514

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1010adigupta
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@1010adigupta 1010adigupta commented Mar 18, 2024 •
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closes #501
This pr adds support for curve protocol in pricing-module

Overview:

Curve consists of a variety of pools such as base-pools, liquidity-pools, meta-pools, plain-pools, tri-crypto pools etc. But at a higher level, all these pools can be classified into two broad groups based on the underlying AMM model used for pool balancing basically into two types that are Stable-Swap pools which use the stable-swap invariant model, and Crypto-Swap pools which use the crypto-swap invariant model.

General-Solution:

  1. To generalize the code for various pools to a maximum extent I have divided price calculation in two different parts:

  • Stable-Swap pools

  • base pools

  • meta pools

  • plain pools

  • other underlying pools

  • Crypto-Swap pools

  • underlying pools

  1. I have successfully constructed pool-state initializers and added code to update the state from underlying logs for both pools.
  2. contract used to retrieve data for crypto pool: crypto_pool_data_batch_request.sol, and a simmilar contract was used for stable_pool as well

@1010adigupta 1010adigupta changed the title Add curve support in pricing module feat: add curve support in pricing module Mar 18, 2024
@1010adigupta 1010adigupta self-assigned this Mar 18, 2024
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cli failing for some other reasons

@Will-Smith11
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cli failing for some other reasons

yeah the user for the server got nuked, needs to be re-created

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Will-Smith11 requested changes Mar 18, 2024
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I didn't bother checking the math, The changes you made though will require db changes on our end, should be no problem though. The tests won't pass but the build, fmt and clippy should.

crates/brontes-database/src/libmdbx/libmdbx_read_write.rs Outdated Show resolved Hide resolved
crates/brontes-pricing/src/protocols/curve/curve_stable_pool/batch_request/mod.rs Outdated Show resolved Hide resolved
crates/brontes-pricing/src/protocols/curve/curve_stable_pool/curve_stable_pool_math/fee_math.rs Outdated Show resolved Hide resolved
...ricing/src/protocols/curve/curve_stable_pool/curve_stable_pool_math/stable_swap_invariant.rs Outdated Show resolved Hide resolved
...ricing/src/protocols/curve/curve_stable_pool/curve_stable_pool_math/stable_swap_invariant.rs Outdated Show resolved Hide resolved
crates/brontes-pricing/src/protocols/curve/curve_stable_pool/mod.rs Outdated Show resolved Hide resolved
crates/brontes-pricing/src/protocols/curve/curve_stable_pool/mod.rs Outdated Show resolved Hide resolved
crates/brontes-types/src/db/address_to_protocol_info.rs Outdated Show resolved Hide resolved
@1010adigupta 1010adigupta marked this pull request as draft March 20, 2024 07:00
@1010adigupta 1010adigupta force-pushed the add-curve-support-in-pricing-module branch from 5d5a6e7 to 7855a3f Compare March 27, 2024 10:28
@1010adigupta 1010adigupta marked this pull request as ready for review March 29, 2024 11:28
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just slot address and bytecode locations of variables used are need to be added

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trait definitions for calculate_price fn will have to be changed to use quote_token along with base_token, since till now all pools consisted only of two assets, but curve pool can contain up to 4 assets per pool

1010adigupta
1010adigupta commented Mar 29, 2024
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crates/brontes-pricing/src/protocols/curve/curve_crypto_pool/mod.rs Outdated
// contract immutable variables
pub price_scale_packed: U256,
pub future_a_gamma_time: U256,
//update this on executions
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few pools in which future_a_gamma_time is specified, d_value needs to be updated due to ramping, on every swap function, will add this code to cover these types of pools as well

1010adigupta
1010adigupta commented Mar 29, 2024
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crates/brontes-pricing/src/protocols/curve/curve_stable_pool/mod.rs Outdated
fee: U256::ZERO,
admin_fee: U256::ZERO,
a_value: U256::ZERO,
rates: RATES.to_vec(),
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@1010adigupta 1010adigupta Mar 29, 2024 •
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majority of pools use these base rates(RATES) only, which are set during contract deployment, and then updated subsequently on various actions, but some TriCrypto use different base rates or do not use them at all(a different rate calculation method), will add code to incorporate those few pools.

1010adigupta
1010adigupta commented Mar 29, 2024
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crates/brontes-pricing/src/protocols/curve/curve_crypto_pool/batch_request/mod.rs Outdated
);

// Positions of crypto pool immutables in the bytecode
const PRICE_SCALE_PACKED_RANGE: std::ops::Range<usize> = "";
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these will be set now

1010adigupta
1010adigupta commented Mar 29, 2024
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crates/brontes-pricing/src/protocols/curve/curve_crypto_pool/batch_request/mod.rs Outdated
) -> Result<(), AmmError> {

// Pool Storage Slots
let d_value_slot: FixedBytes<32> = FixedBytes::new([""]);
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this as well

@Will-Smith11 Will-Smith11 force-pushed the add-curve-support-in-pricing-module branch 2 times, most recently from 93d0120 to c9f43c9 Compare June 29, 2024 23:51
@0xvanbeethoven 0xvanbeethoven force-pushed the add-curve-support-in-pricing-module branch from c9f43c9 to 76e6738 Compare August 10, 2024 21:13
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@Will-Smith11 Will-Smith11 Will-Smith11 requested changes

@0xvanbeethoven 0xvanbeethoven Awaiting requested review from 0xvanbeethoven

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feat: add support for curve in pricing module.
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@1010adigupta @Will-Smith11 @0xvanbeethoven