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feat(v4-sdk): add max hop slippage support for multi-hop swaps #499

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4 changes: 4 additions & 0 deletions sdks/v4-sdk/src/utils/v4BaseActionsParser.test.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -207,6 +207,7 @@ describe('Command Parser', () => {
{
currencyIn: DAI.address,
path: encodeRouteToPath(new Route([DAI_USDC, USDC_WETH], DAI, WETH9[1])),
maxHopSlippage: [],
amountIn: amount,
amountOutMinimum: amount,
},
Expand Down Expand Up @@ -237,6 +238,7 @@ describe('Command Parser', () => {
hookData: '0x',
},
],
maxHopSlippage: [],
amountIn: amount,
amountOutMinimum: amount,
},
Expand All @@ -251,6 +253,7 @@ describe('Command Parser', () => {
{
currencyOut: DAI.address,
path: encodeRouteToPath(new Route([DAI_USDC, USDC_WETH], DAI, WETH9[1])),
maxHopSlippage: [],
amountOut: amount,
amountInMaximum: amount,
},
Expand Down Expand Up @@ -281,6 +284,7 @@ describe('Command Parser', () => {
hookData: '0x',
},
],
maxHopSlippage: [],
amountOut: amount,
amountInMaximum: amount,
},
Expand Down
8 changes: 6 additions & 2 deletions sdks/v4-sdk/src/utils/v4BaseActionsParser.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -29,6 +29,7 @@ export type SwapExactInSingle = {
export type SwapExactIn = {
readonly currencyIn: string
readonly path: readonly PathKey[]
readonly maxHopSlippage: readonly string[]
readonly amountIn: string
readonly amountOutMinimum: string
}
Expand All @@ -44,6 +45,7 @@ export type SwapExactOutSingle = {
export type SwapExactOut = {
readonly currencyOut: string
readonly path: readonly PathKey[]
readonly maxHopSlippage: readonly string[]
readonly amountOut: string
readonly amountInMaximum: string
}
Expand Down Expand Up @@ -162,12 +164,13 @@ function parseV4ExactInSingle(data: any[]): SwapExactInSingle {
}

function parseV4ExactIn(data: any[]): SwapExactIn {
const [currencyIn, path, amountIn, amountOutMinimum] = data
const [currencyIn, path, maxHopSlippage, amountIn, amountOutMinimum] = data
const paths: readonly PathKey[] = path.map((pathKey: string) => parsePathKey(pathKey))

return {
path: paths,
currencyIn,
maxHopSlippage,
amountIn,
amountOutMinimum,
}
Expand All @@ -193,12 +196,13 @@ function parseV4ExactOutSingle(data: any[]): SwapExactOutSingle {
}

function parseV4ExactOut(data: any[]): SwapExactOut {
const [currencyOut, path, amountOut, amountInMaximum] = data
const [currencyOut, path, maxHopSlippage, amountOut, amountInMaximum] = data
const paths: readonly PathKey[] = path.map((pathKey: string) => parsePathKey(pathKey))

return {
path: paths,
currencyOut,
maxHopSlippage,
amountOut,
amountInMaximum,
}
Expand Down
121 changes: 115 additions & 6 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
@@ -1,4 +1,4 @@
import { BigNumber } from 'ethers'
import { BigNumber, utils } from 'ethers'
import JSBI from 'jsbi'
import { CurrencyAmount, Ether, Percent, TradeType, Token, WETH9 } from '@uniswap/sdk-core'
import { encodeSqrtRatioX96, nearestUsableTick, TickMath } from '@uniswap/v3-sdk'
Expand All @@ -8,7 +8,9 @@ import { Route } from '../entities/route'
import { encodeRouteToPath } from './encodeRouteToPath'
import { ADDRESS_ZERO, FEE_AMOUNT_MEDIUM, TICK_SPACING_TEN, ONE_ETHER, NEGATIVE_ONE } from '../internalConstants'

import { Actions, V4Planner } from './v4Planner'
import { Actions, V4Planner, V4_BASE_ACTIONS_ABI_DEFINITION } from './v4Planner'

const { defaultAbiCoder } = utils

const ONE_ETHER_BN = BigNumber.from(1).mul(10).pow(18)
const TICKLIST = [
Expand Down Expand Up @@ -96,6 +98,7 @@ describe('RouterPlanner', () => {
{
currencyIn: DAI.address,
path: encodeRouteToPath(route),
maxHopSlippage: [],
amountIn: ONE_ETHER_BN.toString(),
amountOutMinimum: 0,
},
Expand All @@ -112,7 +115,7 @@ describe('RouterPlanner', () => {

expect(planner.actions).toEqual('0x07')
expect(planner.params[0]).toEqual(
'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'
'0x00000000000000000000000000000000000000000000000000000000000000200000000000000000000000006b175474e89094c44da98b954eedeac495271d0f00000000000000000000000000000000000000000000000000000000000000a000000000000000000000000000000000000000000000000000000000000002800000000000000000000000000000000000000000000000000de0b6b3a76400000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000200000000000000000000000000000000000000000000000000000000000000400000000000000000000000000000000000000000000000000000000000000100000000000000000000000000a0b86991c6218b36c1d19d4a2e9eb0ce3606eb480000000000000000000000000000000000000000000000000000000000000bb8000000000000000000000000000000000000000000000000000000000000000a000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000a00000000000000000000000000000000000000000000000000000000000000000000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc20000000000000000000000000000000000000000000000000000000000000bb8000000000000000000000000000000000000000000000000000000000000000a000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000a000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000'
)

expect(planner.actions).toEqual(tradePlanner.actions)
Expand All @@ -131,7 +134,7 @@ describe('RouterPlanner', () => {

expect(planner.actions).toEqual('0x09')
expect(planner.params[0]).toEqual(
'0x0000000000000000000000000000000000000000000000000000000000000020000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc200000000000000000000000000000000000000000000000000000000000000800000000000000000000000000000000000000000000000000de0b6b3a764000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000002000000000000000000000000000000000000000000000000000000000000004000000000000000000000000000000000000000000000000000000000000001000000000000000000000000006b175474e89094c44da98b954eedeac495271d0f0000000000000000000000000000000000000000000000000000000000000bb8000000000000000000000000000000000000000000000000000000000000000a000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000a00000000000000000000000000000000000000000000000000000000000000000000000000000000000000000a0b86991c6218b36c1d19d4a2e9eb0ce3606eb480000000000000000000000000000000000000000000000000000000000000bb8000000000000000000000000000000000000000000000000000000000000000a000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000a00000000000000000000000000000000000000000000000000000000000000000'
'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'
)
})

Expand All @@ -147,7 +150,7 @@ describe('RouterPlanner', () => {

expect(planner.actions).toEqual('0x09')
expect(planner.params[0]).toEqual(
'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'
'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'
)
})

Expand All @@ -163,7 +166,7 @@ describe('RouterPlanner', () => {

expect(planner.actions).toEqual('0x07')
expect(planner.params[0]).toEqual(
'0x0000000000000000000000000000000000000000000000000000000000000020000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc200000000000000000000000000000000000000000000000000000000000000800000000000000000000000000000000000000000000000000de0b6b3a76400000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000200000000000000000000000000000000000000000000000000000000000000400000000000000000000000000000000000000000000000000000000000000100000000000000000000000000a0b86991c6218b36c1d19d4a2e9eb0ce3606eb480000000000000000000000000000000000000000000000000000000000000bb8000000000000000000000000000000000000000000000000000000000000000a000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000a000000000000000000000000000000000000000000000000000000000000000000000000000000000000000006b175474e89094c44da98b954eedeac495271d0f0000000000000000000000000000000000000000000000000000000000000bb8000000000000000000000000000000000000000000000000000000000000000a000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000a00000000000000000000000000000000000000000000000000000000000000000'
'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'
)
})

Expand Down Expand Up @@ -193,6 +196,112 @@ describe('RouterPlanner', () => {
'Only accepts Trades with 1 swap (must break swaps into individual trades)'
)
})

it('completes a v4 exactIn 2 hop swap with per-hop slippage limits', async () => {
const route = new Route([DAI_USDC, USDC_WETH], DAI, WETH9[1])
const trade = await Trade.fromRoute(
route,
CurrencyAmount.fromRawAmount(DAI, ONE_ETHER.toString()),
TradeType.EXACT_INPUT
)

// Set per-hop slippage limits: 10000 for first hop, 20000 for second hop
const maxHopSlippage = [BigNumber.from('10000'), BigNumber.from('20000')]

planner.addTrade(trade, undefined, maxHopSlippage)

expect(planner.actions).toEqual('0x07')

// Decode the params to verify the maxHopSlippage values
const decoded = defaultAbiCoder.decode(
V4_BASE_ACTIONS_ABI_DEFINITION[Actions.SWAP_EXACT_IN].map((v) => v.type),
planner.params[0]
)

expect(decoded[0].currencyIn).toEqual(DAI.address)
expect(decoded[0].maxHopSlippage).toHaveLength(2)
expect(decoded[0].maxHopSlippage[0].toString()).toEqual('10000')
expect(decoded[0].maxHopSlippage[1].toString()).toEqual('20000')
})

it('completes a v4 exactOut 2 hop swap with per-hop slippage limits', 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
)

// Set per-hop slippage limits: 10000 for first hop, 20000 for second hop
const maxHopSlippage = [BigNumber.from('10000'), BigNumber.from('20000')]

planner.addTrade(trade, slippageTolerance, maxHopSlippage)

expect(planner.actions).toEqual('0x09')

// Decode the params to verify the maxHopSlippage values
const decoded = defaultAbiCoder.decode(
V4_BASE_ACTIONS_ABI_DEFINITION[Actions.SWAP_EXACT_OUT].map((v) => v.type),
planner.params[0]
)

expect(decoded[0].currencyOut).toEqual(WETH9[1].address)
expect(decoded[0].maxHopSlippage).toHaveLength(2)
expect(decoded[0].maxHopSlippage[0].toString()).toEqual('10000')
expect(decoded[0].maxHopSlippage[1].toString()).toEqual('20000')
})

it('completes a v4 exactIn 2 hop swap using addAction with per-hop slippage limits', async () => {
const route = new Route([DAI_USDC, USDC_WETH], DAI, WETH9[1])
const maxHopSlippage = [BigNumber.from('10000').toString(), BigNumber.from('20000').toString()]

planner.addAction(Actions.SWAP_EXACT_IN, [
{
currencyIn: DAI.address,
path: encodeRouteToPath(route),
maxHopSlippage: maxHopSlippage,
amountIn: ONE_ETHER_BN.toString(),
amountOutMinimum: 0,
},
])

expect(planner.actions).toEqual('0x07')

// Decode the params to verify the maxHopSlippage values
const decoded = defaultAbiCoder.decode(
V4_BASE_ACTIONS_ABI_DEFINITION[Actions.SWAP_EXACT_IN].map((v) => v.type),
planner.params[0]
)

expect(decoded[0].currencyIn).toEqual(DAI.address)
expect(decoded[0].maxHopSlippage).toHaveLength(2)
expect(decoded[0].maxHopSlippage[0].toString()).toEqual('10000')
expect(decoded[0].maxHopSlippage[1].toString()).toEqual('20000')
expect(decoded[0].amountIn.toString()).toEqual(ONE_ETHER_BN.toString())
})

it('completes a v4 exactIn swap with empty maxHopSlippage when not provided', async () => {
const route = new Route([DAI_USDC, USDC_WETH], DAI, WETH9[1])
const trade = await Trade.fromRoute(
route,
CurrencyAmount.fromRawAmount(DAI, ONE_ETHER.toString()),
TradeType.EXACT_INPUT
)

planner.addTrade(trade)

expect(planner.actions).toEqual('0x07')

// Decode the params to verify the maxHopSlippage is empty array
const decoded = defaultAbiCoder.decode(
V4_BASE_ACTIONS_ABI_DEFINITION[Actions.SWAP_EXACT_IN].map((v) => v.type),
planner.params[0]
)

expect(decoded[0].currencyIn).toEqual(DAI.address)
expect(decoded[0].maxHopSlippage).toHaveLength(0)
})
})

describe('addSettle', () => {
Expand Down
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