BE-714 | Optimize route finding algorithm (#637)

BE-714 | Optimize route finding algorithm

Author: deividaspetraitis

CHANGELOG.md

@@ -35,6 +35,10 @@ Ref: https://keepachangelog.com/en/1.0.0/
 
 # Changelog
 
+## v28.3.1
+
+- #637 - BE-714 | Optimize route finding algorithm
+
 ## v28.3.0
 
 - Remove dependency on keyring, wire in CosmosSigner and grab private key from SQS_PRIVATE_KEY environment variable.

domain/candidate_routes.go

@@ -1,13 +1,17 @@
 package domain
 
 import (
-	sdk "github.com/cosmos/cosmos-sdk/types"
+	"github.com/osmosis-labs/sqs/domain/osmomath"
 	ingesttypes "github.com/osmosis-labs/sqs/ingest/types"
+
+	osmoingesttypes "github.com/osmosis-labs/osmosis/v28/ingest/types"
+
+	sdk "github.com/cosmos/cosmos-sdk/types"
 )
 
 // CandidateRoutePoolFiltrerCb defines a candidate route pool filter
 // that takes in a pool and returns true if the pool should be skipped.
-type CandidateRoutePoolFiltrerCb func(*ingesttypes.PoolWrapper) bool
+type CandidateRoutePoolFiltrerCb func(CandidatePoolWrapper) bool
 
 // CandidateRouteSearchOptions represents the options for finding candidate routes.
 type CandidateRouteSearchOptions struct {
@@ -30,7 +34,7 @@ type CandidateRouteSearchOptions struct {
 
 // ShouldSkipPool returns true if the candidate route algorithm should skip
 // a given pool by matching at least one of the pool filters
-func (c CandidateRouteSearchOptions) ShouldSkipPool(pool *ingesttypes.PoolWrapper) bool {
+func (c CandidateRouteSearchOptions) ShouldSkipPool(pool CandidatePoolWrapper) bool {
 	for _, filter := range c.PoolFiltersAnyOf {
 		if filter(pool) {
 			return true
@@ -47,19 +51,18 @@ type CandidateRoutePoolIDFilterOptionCb struct {
 }
 
 // ShouldSkipPool returns true of the given pool has ID that is present in c.PoolIDsToSkip
-func (c CandidateRoutePoolIDFilterOptionCb) ShouldSkipPool(pool *ingesttypes.PoolWrapper) bool {
-	poolID := pool.GetId()
+func (c CandidateRoutePoolIDFilterOptionCb) ShouldSkipPool(pool CandidatePoolWrapper) bool {
+	poolID := pool.ID
 	_, ok := c.PoolIDsToSkip[poolID]
 	return ok
 }
 
+// ShouldSkipOrderbookPool skips orderbook pools
+// by returning true if pool.SQSModel.CosmWasmPoolModel is not nil
+// and pool.SQSModel.CosmWasmPoolModel.IsOrderbook() returns true.
 var (
-	// ShouldSkipOrderbookPool skips orderbook pools
-	// by returning true if pool.SQSModel.CosmWasmPoolModel is not nil
-	// and pool.SQSModel.CosmWasmPoolModel.IsOrderbook() returns true.
-	ShouldSkipOrderbookPool CandidateRoutePoolFiltrerCb = func(pool *ingesttypes.PoolWrapper) bool {
-		cosmWasmPoolModel := pool.SQSModel.CosmWasmPoolModel
-		return cosmWasmPoolModel != nil && cosmWasmPoolModel.IsOrderbook()
+	ShouldSkipOrderbookPool CandidateRoutePoolFiltrerCb = func(pool CandidatePoolWrapper) bool {
+		return pool.IsOrderbook
 	}
 )
 
@@ -76,12 +79,33 @@ type CandidateRouteSearcher interface {
 	FindCandidateRoutesInGivenOut(tokenOut sdk.Coin, tokenInDenom string, options CandidateRouteSearchOptions) (ingesttypes.CandidateRoutes, error)
 }
 
-// CandidateRouteDenomData represents the data for a candidate route for a given denom.
+// CandidateRouteDenomData represents data structure that contains pool data
+// required for the candidate route algorithm.
+type CandidatePoolWrapper struct {
+	ID                uint64
+	PoolDenoms        []string
+	PoolLiquidityCap  uint64 // Note: the value is truncated if it is larger than uint64
+	Balances          sdk.Coins
+	IsAlloyTransmuter bool
+	IsOrderbook       bool
+}
+
+func NewCandidatePoolWrapper(id uint64, p osmoingesttypes.SQSPool) CandidatePoolWrapper {
+	return CandidatePoolWrapper{
+		ID:                id,
+		PoolDenoms:        p.PoolDenoms,
+		PoolLiquidityCap:  osmomath.SafeUint64(p.PoolLiquidityCap),
+		Balances:          p.Balances,
+		IsAlloyTransmuter: p.CosmWasmPoolModel != nil && p.CosmWasmPoolModel.IsAlloyTransmuter(),
+		IsOrderbook:       p.CosmWasmPoolModel != nil && p.CosmWasmPoolModel.IsOrderbook(),
+	}
+}
+
 type CandidateRouteDenomData struct {
 	// SortedPools is the sorted list of pools for the denom.
-	SortedPools []ingesttypes.PoolI
+	SortedPools []CandidatePoolWrapper
 	// CanonicalOrderbooks is the map of canonical orderbooks keyed by the pair token.
 	// For example if this is candidate route denom data for OSMO and there is a canonical orderbook with ID 23
 	// for ATOM/OSMO, we would have an entry from ATOM to 23 in this map.
-	CanonicalOrderbooks map[string]ingesttypes.PoolI
+	CanonicalOrderbooks map[string]CandidatePoolWrapper
 }

domain/candidate_routes_test.go

@@ -18,7 +18,6 @@ import (
 // It then validates that if at least one of the filters is matched, ShouldSkipPool()
 // would return true
 func TestCandidateRouteSearchOptions_ShouldSkipPool(t *testing.T) {
-
 	const (
 		defaultPoolID = uint64(1)
 	)
@@ -39,7 +38,6 @@ func TestCandidateRouteSearchOptions_ShouldSkipPool(t *testing.T) {
 						Version:  cosmwasmpool.ORDERBOOK_MIN_CONTRACT_VERSION,
 					},
 					Data: cosmwasmpool.CosmWasmPoolData{
-
 						Orderbook: &cosmwasmpool.OrderbookData{},
 					},
 				},
@@ -110,12 +108,16 @@ func TestCandidateRouteSearchOptions_ShouldSkipPool(t *testing.T) {
 	for _, tc := range tests {
 		tc := tc
 		t.Run(tc.name, func(t *testing.T) {
-
 			// Set up pool ID filter
 			poolIDFilter := domain.CandidateRoutePoolIDFilterOptionCb{
 				PoolIDsToSkip: tc.poolIDsToFilter,
 			}
 
+			pool := domain.NewCandidatePoolWrapper(
+				tc.poolToTest.GetId(),
+				tc.poolToTest.GetSQSPoolModel(),
+			)
+
 			// Initialize options with 2 filters:
 			// 1. By pool ID
 			// 2. All order books.
@@ -127,7 +129,7 @@ func TestCandidateRouteSearchOptions_ShouldSkipPool(t *testing.T) {
 			}
 
 			// System under test.
-			shouldSkip := opts.ShouldSkipPool(&tc.poolToTest)
+			shouldSkip := opts.ShouldSkipPool(pool)
 
 			// Validate result.
 			require.Equal(t, tc.expectedShouldSkip, shouldSkip)

domain/mocks/candidate_route_data_holder_mock.go

@@ -6,26 +6,27 @@ import (
 )
 
 type CandidateRouteSearchDataHolderMock struct {
-	CandidateRouteSearchData map[string]domain.CandidateRouteDenomData
+	CandidateRouteSearchData map[string]*domain.CandidateRouteDenomData
+	Error                    error
 }
 
 var _ mvc.CandidateRouteSearchDataHolder = &CandidateRouteSearchDataHolderMock{}
 
 // GetCandidateRouteSearchData implements mvc.CandidateRouteSearchDataHolder.
-func (c *CandidateRouteSearchDataHolderMock) GetCandidateRouteSearchData() map[string]domain.CandidateRouteDenomData {
-	return c.CandidateRouteSearchData
+func (c *CandidateRouteSearchDataHolderMock) GetCandidateRouteSearchData() (map[string]*domain.CandidateRouteDenomData, error) {
+	return c.CandidateRouteSearchData, c.Error
 }
 
 // SetCandidateRouteSearchData implements mvc.CandidateRouteSearchDataHolder.
-func (c *CandidateRouteSearchDataHolderMock) SetCandidateRouteSearchData(candidateRouteSearchData map[string]domain.CandidateRouteDenomData) {
+func (c *CandidateRouteSearchDataHolderMock) SetCandidateRouteSearchData(candidateRouteSearchData map[string]*domain.CandidateRouteDenomData) {
 	c.CandidateRouteSearchData = candidateRouteSearchData
 }
 
 // GetDenomData implements mvc.CandidateRouteSearchDataHolder.
-func (c *CandidateRouteSearchDataHolderMock) GetDenomData(denom string) (domain.CandidateRouteDenomData, error) {
+func (c *CandidateRouteSearchDataHolderMock) GetDenomData(denom string) (*domain.CandidateRouteDenomData, error) {
 	denomData, ok := c.CandidateRouteSearchData[denom]
 	if !ok {
-		return domain.CandidateRouteDenomData{}, nil
+		return &domain.CandidateRouteDenomData{}, nil
 	}
 	return denomData, nil
 }

domain/mvc/router.go

@@ -14,15 +14,15 @@ import (
 // CandidateRouteSearchDataUpdateListener is the interface for the candidate route search data holder.
 type CandidateRouteSearchDataHolder interface {
 	// SetCandidateRouteSearchData sets the candidate route search data on the holder
-	SetCandidateRouteSearchData(candidateRouteSearchData map[string]domain.CandidateRouteDenomData)
+	SetCandidateRouteSearchData(candidateRouteSearchData map[string]*domain.CandidateRouteDenomData)
 
 	// GetCandidateRouteSearchData gets the candidate route search data from the holder
-	GetCandidateRouteSearchData() map[string]domain.CandidateRouteDenomData
+	GetCandidateRouteSearchData() (map[string]*domain.CandidateRouteDenomData, error)
 
 	// GetDenomData returns the ranked candidate route search pool data for a given denom.
 	// Returns an empty struct if the denom is not found.
 	// Returns error if retrieved pools are not of type ingesttypes.PoolI.
-	GetDenomData(denom string) (domain.CandidateRouteDenomData, error)
+	GetDenomData(denom string) (*domain.CandidateRouteDenomData, error)
 }
 
 // RouterRepository represents the contract for a repository handling tokens information

domain/osmomath/int.go

@@ -0,0 +1,18 @@
+package osmomath
+
+import "github.com/osmosis-labs/osmosis/osmomath"
+
+// SafeUint64 converts an osmomath.Int to a uint64.
+// It returns 0 if the input is nil, zero, or negative.
+// If the input is greater than uint64 max value, it returns max uint64 value.
+func SafeUint64(i osmomath.Int) uint64 {
+	if i.IsNil() || i.IsZero() || i.IsNegative() {
+		return 0
+	}
+
+	if !i.IsUint64() {
+		return ^uint64(0)
+	}
+
+	return i.Uint64()
+}

domain/osmomath/int_test.go

@@ -0,0 +1,56 @@
+package osmomath_test
+
+import (
+	"math/big"
+	"testing"
+
+	"github.com/osmosis-labs/osmosis/osmomath"
+	sqsosmomath "github.com/osmosis-labs/sqs/domain/osmomath"
+	"github.com/stretchr/testify/assert"
+)
+
+func TestSafeUint64(t *testing.T) {
+	tests := []struct {
+		name     string
+		input    osmomath.Int
+		expected uint64
+	}{
+		{
+			name:     "Nil input",
+			input:    osmomath.Int{},
+			expected: 0,
+		},
+		{
+			name:     "Zero input",
+			input:    osmomath.NewInt(0),
+			expected: 0,
+		},
+		{
+			name:     "Negative input",
+			input:    osmomath.NewInt(-5),
+			expected: 0,
+		},
+		{
+			name:     "Positive input within uint64 range",
+			input:    osmomath.NewInt(42),
+			expected: 42,
+		},
+		{
+			name:     "Maximum uint64 value",
+			input:    osmomath.NewIntFromUint64(^uint64(0)),
+			expected: ^uint64(0),
+		},
+		{
+			name:     "Value exceeding uint64 range",
+			input:    osmomath.NewIntFromBigInt(new(big.Int).Add(big.NewInt(0).SetUint64(^uint64(0)), big.NewInt(1))),
+			expected: ^uint64(0),
+		},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			result := sqsosmomath.SafeUint64(tt.input)
+			assert.Equal(t, tt.expected, result)
+		})
+	}
+}

domain/router.go

@@ -141,7 +141,7 @@ type RouterState struct {
 	TakerFees                ingesttypes.TakerFeeMap
 	TickMap                  map[uint64]*ingesttypes.TickModel
 	AlloyedDataMap           map[uint64]*cosmwasmpool.AlloyTransmuterData
-	CandidateRouteSearchData map[string]CandidateRouteDenomData
+	CandidateRouteSearchData map[string]*CandidateRouteDenomData
 }
 
 // RouterOptions defines the options for the router

domain/telemetry.go

@@ -151,6 +151,11 @@ var (
 	// counter that measures the number of pricing coingecko cache misses
 	SQSPricingCoingeckoCacheMissesCounterMetricName = "sqs_pricing_coingecko_cache_misses_total"
 
+	// sqs_pool_liq_pricing_worker_compute_duration
+	//
+	// gauge that tracks duration of candidate routes computation
+	SQSCandidateRoutesComputeDurationMetricName = "sqs_candidate_routes_compute_duration"
+
 	SQSIngestHandlerProcessBlockHeightGauge = prometheus.NewGauge(
 		prometheus.GaugeOpts{
 			Name: SQSIngestUsecaseProcessBlockHeightMetricName,
@@ -305,6 +310,13 @@ var (
 			Help: "Total number of pricing coingecko cache misses",
 		},
 	)
+
+	SQSCandidateRoutesComputeDurationGauge = prometheus.NewGauge(
+		prometheus.GaugeOpts{
+			Name: SQSCandidateRoutesComputeDurationMetricName,
+			Help: "gauge that tracks duration of candidate routes computation",
+		},
+	)
 )
 
 func init() {
@@ -330,4 +342,5 @@ func init() {
 	prometheus.MustRegister(SQSPricingSpotPriceError)
 	prometheus.MustRegister(SQSPricingCoingeckoCacheHitsCounter)
 	prometheus.MustRegister(SQSPricingCoingeckoCacheMissesCounter)
+	prometheus.MustRegister(SQSCandidateRoutesComputeDurationGauge)
 }