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Feat/enable hooks sor (#896)
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* docs: update test instruction

* feat: add hooks to sor (tests only)

* feat: sor to consider pools with hooks

* refactor: updates to classes & data

* feat: disallow pools with hooks for rout consideration

* chore: add lock file

* test: updates to deploy-8

* chore: enable sor to consider pools with hooks again

* test: update tests

* chore: update sdk version

* test: only hook test

* fix: capitalize to align with Vault requirement

* fix: typo

* chore: bump version

* feat: support for hooks in pools

* feat: consider liquidityManagement in route building

* chore: remove hook from type

* feat: add liquidity management

* test: 11th testnet & hook tests

* chore: update lockfile

* refactor: remove getHookState & typeguard

* refactor: update factories

* chore: cleanup

* test: cleanup

* fix: build issues

* refactor: undo changes

* chore: typing changes

* test: update liquidity management

* docs: remove comments

* chore: typing

* refactor: include null hook

* test: update tests to reflect api/onchain state at given block

* test: undo changes

* Update balancer-sor hardcoded numbers to match updated blockNumber

* refactor: rename fn

* style: remove redundancy

* fix: do math with ethers library

* fix:  process api results based on factory & api

* test: update to deploy 12

* test: update tests

* test: update tests

* add lockfile

* chore: add changeset

* chore: remove yarn lockfile

* docs: update test docs

* refactor: renaming hook to hookState

* fix: build

* fix: add hookState

* test: add givenOut test

* lockfile

* test: test all

* fix: access surge threshold from hook dynamic data

* test: check difference given hookState is passed

* bun install

* fix: Stable surge data fix

* fix: add hookName to poolState

* test: add stable surge test

* test: add poolState tests for routing inside vault

* fix: build ignore name property access

* test: change poolType

* fix: add percentage scaling

* test: liquidity management handling

* fix: 18 decimal scaling

* chore: version bump

* refactor: better hookType handling

* refactor: add hookType to return

* test: update due to maths version bump

* chore: lockfile

* style: format

* refactor: rename vars

---------

Co-authored-by: Bruno Eidam Guerios <[email protected]>
Co-authored-by: franz <[email protected]>
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@mkflow27 @brunoguerios @franzns
3 people authored Jan 15, 2025
1 parent 7126cf3 commit 331cf71
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5 changes: 5 additions & 0 deletions .changeset/funny-hounds-tap.md
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Original file line number Diff line number Diff line change
@@ -0,0 +1,5 @@
---
'backend': minor
---

This pr adds hooks to the SOR (DirectionalFee, StableSurge, ExitFee)
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587 changes: 508 additions & 79 deletions modules/sor/balancer-sor.integration.test.ts
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107 changes: 101 additions & 6 deletions modules/sor/sorV2/lib/poolsV3/stable/stablePool.test.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -6,34 +6,44 @@ import { PrismaPoolAndHookWithDynamic } from '../../../../../../prisma/prisma-ty
import { WAD } from '../../utils/math';
import { StablePool } from './stablePool';

import { Token, TokenAmount } from '@balancer/sdk';

// keep factories imports at the end - moving up will break the test
import {
poolTokenFactory,
prismaPoolDynamicDataFactory,
prismaPoolFactory,
prismaPoolTokenFactory,
hookFactory,
} from '../../../../../../test/factories';
import { createRandomAddress } from '../../../../../../test/utils';

describe('SOR V3 Stable Pool Tests', () => {
let amp: string;
let scalingFactors: bigint[];
let aggregateSwapFee: bigint;
let stablePool: StablePool;
let stablePoolWithHook: StablePool;
let stablePrismaPool: PrismaPoolAndHookWithDynamic;
let stablePrismaPoolWithHook: PrismaPoolAndHookWithDynamic;
let swapFee: string;
let tokenAddresses: string[];
let tokenBalances: string[];
let tokenDecimals: number[];
let tokenRates: string[];
let totalShares: string;
let poolAddress: string;

beforeAll(() => {
swapFee = '0.01';
tokenBalances = ['169', '144'];
swapFee = '0.001';
tokenBalances = ['52110', '51290'];
tokenDecimals = [6, 18];
tokenRates = ['1', '1'];
totalShares = '156';
amp = '10';
scalingFactors = [WAD * 10n ** 12n, WAD];
totalShares = '100000';
amp = '1000';
scalingFactors = [10n ** 12n, 10n ** 0n];
aggregateSwapFee = 0n;
poolAddress = createRandomAddress();

const poolToken1 = prismaPoolTokenFactory.build({
token: poolTokenFactory.build({ decimals: tokenDecimals[0] }),
Expand All @@ -48,29 +58,114 @@ describe('SOR V3 Stable Pool Tests', () => {

tokenAddresses = [poolToken1.address, poolToken2.address];

const hookDynamicData = {
surgeThresholdPercentage: '0.3',
};

const stableSurgeHook = hookFactory.build({
name: 'StableSurge',
dynamicData: hookDynamicData,
enableHookAdjustedAmounts: true,
shouldCallAfterAddLiquidity: true,
shouldCallAfterInitialize: true,
shouldCallAfterRemoveLiquidity: true,
shouldCallAfterSwap: true,
shouldCallBeforeAddLiquidity: true,
shouldCallBeforeInitialize: true,
shouldCallBeforeRemoveLiquidity: true,
shouldCallBeforeSwap: true,
shouldCallComputeDynamicSwapFee: true,
});

stablePrismaPool = prismaPoolFactory.build({
address: poolAddress,
type: 'STABLE',
protocolVersion: 3,
typeData: {
amp,
},
tokens: [poolToken1, poolToken2],
dynamicData: prismaPoolDynamicDataFactory.build({ swapFee, totalShares }),
liquidityManagement: {
disableUnbalancedLiquidity: true,
enableAddLiquidityCustom: false,
enableDonation: false,
enableRemoveLiquidityCustom: false,
},
});
stablePool = StablePool.fromPrismaPool(stablePrismaPool);

stablePrismaPoolWithHook = prismaPoolFactory.build({
address: poolAddress,
hook: stableSurgeHook,
type: 'STABLE',
protocolVersion: 3,
typeData: {
amp,
},
tokens: [poolToken1, poolToken2],
dynamicData: prismaPoolDynamicDataFactory.build({ swapFee, totalShares }),
liquidityManagement: {
disableUnbalancedLiquidity: true,
enableAddLiquidityCustom: false,
enableDonation: false,
enableRemoveLiquidityCustom: false,
},
});
stablePoolWithHook = StablePool.fromPrismaPool(stablePrismaPoolWithHook);
});

test('Get Pool State', () => {
const poolState = {
poolType: 'Stable',
poolType: 'STABLE',
poolAddress: poolAddress,
swapFee: parseEther(swapFee),
balancesLiveScaled18: tokenBalances.map((b) => parseEther(b)),
tokenRates: tokenRates.map((r) => parseEther(r)),
totalSupply: parseEther(totalShares),
amp: parseUnits(amp, 3),
tokens: tokenAddresses,
scalingFactors,
aggregateSwapFee,
supportsUnbalancedLiquidity: false,
};
expect(poolState).toEqual(stablePool.getPoolState());
});
test('Get Pool State with hook', () => {
const poolState = {
poolType: 'STABLE',
hookType: 'StableSurge',
poolAddress: poolAddress,
swapFee: parseEther(swapFee),
balancesLiveScaled18: tokenBalances.map((b) => parseEther(b)),
tokenRates: tokenRates.map((r) => parseEther(r)),
totalSupply: parseEther(totalShares),
amp: parseUnits(amp, 3),
tokens: tokenAddresses,
scalingFactors,
aggregateSwapFee,
supportsUnbalancedLiquidity: false,
};
expect(poolState).toEqual(stablePoolWithHook.getPoolState('StableSurge'));
});
test('results differ when hookState is passed', () => {
const poolToken1 = new Token(1, stablePool.tokens[0].token.address, 18, 'pt1', 'poolToken2');

const poolToken2 = new Token(1, stablePool.tokens[1].token.address, 18, 'pt2', 'poolToken2');

// If given a high enough swap Amount, the pool with hookState should return a lower amount Out
// as it charges the surge Fee.
const tokenAmountOut = stablePool.swapGivenIn(
poolToken1,
poolToken2,
TokenAmount.fromRawAmount(poolToken1, '777700000000'),
);

const tokenAmountOutWithHook = stablePoolWithHook.swapGivenIn(
poolToken1,
poolToken2,
TokenAmount.fromRawAmount(poolToken1, '777700000000'),
);
expect(tokenAmountOut.amount > tokenAmountOutWithHook.amount).toBe(true);
});
});
67 changes: 63 additions & 4 deletions modules/sor/sorV2/lib/poolsV3/stable/stablePool.ts
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
import { Address, Hex, parseEther, parseUnits } from 'viem';

import { MAX_UINT256, PoolType, SwapKind, Token, TokenAmount } from '@balancer/sdk';
import { AddKind, RemoveKind, StableState, Vault } from '@balancer-labs/balancer-maths';
import { AddKind, RemoveKind, StableState, Vault, HookState } from '@balancer-labs/balancer-maths';
import { Chain } from '@prisma/client';

import { PrismaPoolAndHookWithDynamic } from '../../../../../../prisma/prisma-types';
Expand All @@ -14,6 +14,10 @@ import { BasePoolV3 } from '../../poolsV2/basePool';
import { StableBasePoolToken } from './stableBasePoolToken';
import { Erc4626PoolToken } from '../../poolsV2/erc4626PoolToken';

import { getHookState, isLiquidityManagement } from '../../utils/helpers';

import { LiquidityManagement } from '../../../../../sor/types';

type StablePoolToken = StableBasePoolToken | Erc4626PoolToken;

export class StablePool implements BasePoolV3 {
Expand All @@ -27,6 +31,8 @@ export class StablePool implements BasePoolV3 {

public totalShares: bigint;
public tokens: StablePoolToken[];
public readonly hookState: HookState | undefined;
public readonly liquidityManagement: LiquidityManagement;

private readonly tokenMap: Map<string, StablePoolToken>;

Expand Down Expand Up @@ -76,6 +82,14 @@ export class StablePool implements BasePoolV3 {
const totalShares = parseEther(pool.dynamicData.totalShares);
const amp = parseUnits((pool.typeData as StableData).amp, 3);

//transform
const hookState = getHookState(pool);

// typeguard
if (!isLiquidityManagement(pool.liquidityManagement)) {
throw new Error('LiquidityManagement must be of type LiquidityManagement and cannot be null');
}

return new StablePool(
pool.id as Hex,
pool.address,
Expand All @@ -85,6 +99,8 @@ export class StablePool implements BasePoolV3 {
poolTokens,
totalShares,
pool.dynamicData.tokenPairsData as TokenPairData[],
pool.liquidityManagement,
hookState,
);
}

Expand All @@ -97,6 +113,8 @@ export class StablePool implements BasePoolV3 {
tokens: StablePoolToken[],
totalShares: bigint,
tokenPairs: TokenPairData[],
liquidityManagement: LiquidityManagement,
hookState: HookState | undefined = undefined,
) {
this.chain = chain;
this.id = id;
Expand All @@ -108,13 +126,15 @@ export class StablePool implements BasePoolV3 {
this.tokens = tokens.sort((a, b) => a.index - b.index);
this.tokenMap = new Map(this.tokens.map((token) => [token.token.address, token]));
this.tokenPairs = tokenPairs;
this.hookState = hookState;
this.liquidityManagement = liquidityManagement;

// add BPT to tokenMap, so we can handle add/remove liquidity operations
const bpt = new Token(tokens[0].token.chainId, this.id, 18, 'BPT', 'BPT');
this.tokenMap.set(bpt.address, new StableBasePoolToken(bpt, totalShares, -1, WAD));

this.vault = new Vault();
this.poolState = this.getPoolState();
this.poolState = this.getPoolState(hookState?.hookType);
}

public getLimitAmountSwap(tokenIn: Token, tokenOut: Token, swapKind: SwapKind): bigint {
Expand Down Expand Up @@ -157,6 +177,13 @@ export class StablePool implements BasePoolV3 {
let calculatedAmount: bigint;

if (tIn.token.isSameAddress(this.id)) {
// if liquidityManagement.disableUnbalancedLiquidity is true return 0
// as the pool does not allow unbalanced operations. 0 return marks the
// route as truly unfeasible route.
if (this.liquidityManagement.disableUnbalancedLiquidity) {
return TokenAmount.fromRawAmount(tOut.token, 0n);
}

// remove liquidity
const { amountsOutRaw } = this.vault.removeLiquidity(
{
Expand All @@ -166,9 +193,17 @@ export class StablePool implements BasePoolV3 {
kind: RemoveKind.SINGLE_TOKEN_EXACT_IN,
},
this.poolState,
this.hookState,
);
calculatedAmount = amountsOutRaw[tOut.index];
} else if (tOut.token.isSameAddress(this.id)) {
// if liquidityManagement.disableUnbalancedLiquidity is true return 0
// as the pool does not allow unbalanced operations. 0 return marks the
// route as truly unfeasible route.
if (this.liquidityManagement.disableUnbalancedLiquidity) {
return TokenAmount.fromRawAmount(tOut.token, 0n);
}

// add liquidity
const { bptAmountOutRaw } = this.vault.addLiquidity(
{
Expand All @@ -178,6 +213,7 @@ export class StablePool implements BasePoolV3 {
kind: AddKind.UNBALANCED,
},
this.poolState,
this.hookState,
);
calculatedAmount = bptAmountOutRaw;
} else {
Expand All @@ -190,6 +226,7 @@ export class StablePool implements BasePoolV3 {
swapKind: SwapKind.GivenIn,
},
this.poolState,
this.hookState,
);
}
return TokenAmount.fromRawAmount(tOut.token, calculatedAmount);
Expand All @@ -201,6 +238,13 @@ export class StablePool implements BasePoolV3 {
let calculatedAmount: bigint;

if (tIn.token.isSameAddress(this.id)) {
// if liquidityManagement.disableUnbalancedLiquidity is true return 0
// as the pool does not allow unbalanced operations. 0 return marks the
// route as truly unfeasible route.
if (this.liquidityManagement.disableUnbalancedLiquidity) {
return TokenAmount.fromRawAmount(tOut.token, 0n);
}

// remove liquidity
const { bptAmountInRaw } = this.vault.removeLiquidity(
{
Expand All @@ -210,9 +254,17 @@ export class StablePool implements BasePoolV3 {
kind: RemoveKind.SINGLE_TOKEN_EXACT_OUT,
},
this.poolState,
this.hookState,
);
calculatedAmount = bptAmountInRaw;
} else if (tOut.token.isSameAddress(this.id)) {
// if liquidityManagement.disableUnbalancedLiquidity is true return 0
// as the pool does not allow unbalanced operations. 0 return marks the
// route as truly unfeasible route.
if (this.liquidityManagement.disableUnbalancedLiquidity) {
return TokenAmount.fromRawAmount(tOut.token, 0n);
}

// add liquidity
const { amountsInRaw } = this.vault.addLiquidity(
{
Expand All @@ -222,6 +274,7 @@ export class StablePool implements BasePoolV3 {
kind: AddKind.SINGLE_TOKEN_EXACT_OUT,
},
this.poolState,
this.hookState,
);
calculatedAmount = amountsInRaw[tIn.index];
} else {
Expand All @@ -234,6 +287,7 @@ export class StablePool implements BasePoolV3 {
swapKind: SwapKind.GivenOut,
},
this.poolState,
this.hookState,
);
}
return TokenAmount.fromRawAmount(tIn.token, calculatedAmount);
Expand All @@ -254,8 +308,8 @@ export class StablePool implements BasePoolV3 {
return 0n;
}

public getPoolState(): StableState {
return {
public getPoolState(hookName?: string): StableState {
const poolState: StableState = {
poolType: 'STABLE',
poolAddress: this.address,
swapFee: this.swapFee,
Expand All @@ -266,7 +320,12 @@ export class StablePool implements BasePoolV3 {
tokens: this.tokens.map((t) => t.token.address),
scalingFactors: this.tokens.map((t) => t.scalar),
aggregateSwapFee: 0n,
supportsUnbalancedLiquidity: !this.liquidityManagement.disableUnbalancedLiquidity,
};

poolState.hookType = hookName;

return poolState;
}

public getPoolTokens(tokenIn: Token, tokenOut: Token): { tIn: StablePoolToken; tOut: StablePoolToken } {
Expand Down
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