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Merge pull request #478 from balancer/440-v3-price-impact-for-nested-…
…pools V3 price impact for nested pools
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,6 @@ | ||
| --- | ||
| "@balancer/sdk": minor | ||
| --- | ||
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| Tidy nested types. Share common with boosted. | ||
| Support for V3 addLiquidityNested PI (including nested boosted). |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,149 @@ | ||
| import { InputAmount } from '@/types'; | ||
| import { AddLiquidity } from '../addLiquidity'; | ||
| import { AddLiquidityNestedInput } from '../addLiquidityNested/types'; | ||
| import { PriceImpactAmount } from '../priceImpactAmount'; | ||
| import { | ||
| NestedPoolState, | ||
| NestedPoolV2, | ||
| NestedPoolV3, | ||
| PoolState, | ||
| } from '../types'; | ||
| import { isPoolToken } from '../utils/isPoolToken'; | ||
| import { | ||
| AddLiquidityKind, | ||
| AddLiquidityUnbalancedInput, | ||
| } from '../addLiquidity/types'; | ||
| import { PriceImpact } from '.'; | ||
| import { ChainId } from '@/utils'; | ||
| import { TokenAmount } from '../tokenAmount'; | ||
| import { AddLiquidityBoostedUnbalancedInput } from '../addLiquidityBoosted/types'; | ||
| import { AddLiquidityBoostedV3 } from '../addLiquidityBoosted'; | ||
|
|
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| type AddResult = { | ||
| priceImpactAmount: PriceImpactAmount; | ||
| bptOut: TokenAmount; | ||
| }; | ||
|
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| export async function addLiquidityNested( | ||
| input: AddLiquidityNestedInput, | ||
| nestedPoolState: NestedPoolState, | ||
| ): Promise<PriceImpactAmount> { | ||
| const addLiquidity = new AddLiquidity(); | ||
| const addLiquidityBoosted = new AddLiquidityBoostedV3(); | ||
| // sort pools from child to parent | ||
| const sortedPools = nestedPoolState.pools.sort((a, b) => a.level - b.level); | ||
| // Price impact amounts from all add actions | ||
| const priceImpactAmounts: PriceImpactAmount[] = []; | ||
| // BPT out from each child pool add action | ||
| const childrenBptOuts: InputAmount[] = []; | ||
|
|
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| // For each pool (including parent), find PI from the corresponding add operation | ||
| for (const pool of sortedPools) { | ||
| let amountsIn: InputAmount[] = []; | ||
| let isBoostedPool = false; | ||
| if (pool.level === 0) { | ||
| // A lower level pool | ||
| // Find any user input amount related to the current pool & check if pool is boosted | ||
| amountsIn = input.amountsIn.filter((a) => { | ||
| const poolToken = isPoolToken(pool.tokens, a.address); | ||
| if (poolToken.isPoolToken && poolToken.isUnderlyingToken) | ||
| isBoostedPool = true; | ||
| return poolToken.isPoolToken; | ||
| }); | ||
| // skip pool if no relevant amountsIn | ||
| if (amountsIn.length === 0) continue; | ||
| } else { | ||
| // The parent pool | ||
| // Find any user input amount or bpt from child adds related to the current pool & check if pool is boosted | ||
| amountsIn = [...childrenBptOuts, ...input.amountsIn].filter((a) => { | ||
| const poolToken = isPoolToken(pool.tokens, a.address); | ||
| if (poolToken.isPoolToken && poolToken.isUnderlyingToken) | ||
| isBoostedPool = true; | ||
| return poolToken.isPoolToken; | ||
| }); | ||
| } | ||
| let addResult: AddResult; | ||
| if (isBoostedPool) | ||
| addResult = await getAddBoostedUnbalancedResult( | ||
| addLiquidityBoosted, | ||
| input.chainId, | ||
| input.rpcUrl, | ||
| pool as NestedPoolV3, | ||
| amountsIn, | ||
| ); | ||
| else | ||
| addResult = await getAddUnbalancedResult( | ||
| addLiquidity, | ||
| input.chainId, | ||
| input.rpcUrl, | ||
| pool as NestedPoolV2, | ||
| amountsIn, | ||
| nestedPoolState.protocolVersion, | ||
| ); | ||
|
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| priceImpactAmounts.push(addResult.priceImpactAmount); | ||
| childrenBptOuts.push(addResult.bptOut.toInputAmount()); | ||
| } | ||
|
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| const priceImpactSum = priceImpactAmounts.reduce( | ||
| (acc, cur) => acc + cur.amount, | ||
| 0n, | ||
| ); | ||
|
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| return PriceImpactAmount.fromRawAmount(priceImpactSum); | ||
| } | ||
|
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| async function getAddUnbalancedResult( | ||
| addLiquidity: AddLiquidity, | ||
| chainId: ChainId, | ||
| rpcUrl: string, | ||
| pool: NestedPoolV2, | ||
| amountsIn: InputAmount[], | ||
| protocolVersion: 1 | 2 | 3, | ||
| ): Promise<AddResult> { | ||
| const addLiquidityInput: AddLiquidityUnbalancedInput = { | ||
| chainId, | ||
| rpcUrl, | ||
| amountsIn, | ||
| kind: AddLiquidityKind.Unbalanced, | ||
| }; | ||
| const poolState: PoolState = { | ||
| ...pool, | ||
| protocolVersion, | ||
| }; | ||
| const priceImpactAmount = await PriceImpact.addLiquidityUnbalanced( | ||
| addLiquidityInput, | ||
| poolState, | ||
| ); | ||
|
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| const { bptOut } = await addLiquidity.query(addLiquidityInput, poolState); | ||
|
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| return { priceImpactAmount, bptOut }; | ||
| } | ||
|
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| async function getAddBoostedUnbalancedResult( | ||
| addLiquidityBoosted: AddLiquidityBoostedV3, | ||
| chainId: ChainId, | ||
| rpcUrl: string, | ||
| pool: NestedPoolV3, | ||
| amountsIn: InputAmount[], | ||
| ): Promise<AddResult> { | ||
| const addLiquidityInput: AddLiquidityBoostedUnbalancedInput = { | ||
| chainId, | ||
| rpcUrl, | ||
| amountsIn, | ||
| kind: AddLiquidityKind.Unbalanced, | ||
| }; | ||
|
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| const priceImpactAmount = await PriceImpact.addLiquidityUnbalancedBoosted( | ||
| addLiquidityInput, | ||
| { ...pool, protocolVersion: 3 }, | ||
| ); | ||
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| const { bptOut } = await addLiquidityBoosted.query(addLiquidityInput, { | ||
| ...pool, | ||
| protocolVersion: 3, | ||
| }); | ||
|
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| return { priceImpactAmount, bptOut }; | ||
| } |
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