feat(x/poolmanager): split routes swap message

go.mod

@@ -19,7 +19,7 @@ require (
 	github.com/ory/dockertest/v3 v3.9.1
 	github.com/osmosis-labs/go-mutesting v0.0.0-20221208041716-b43bcd97b3b3
 	github.com/osmosis-labs/osmosis/osmomath v0.0.3-dev.0.20230328024000-175ec88e4304
-	github.com/osmosis-labs/osmosis/osmoutils v0.0.0-20230405221332-6db5383670e1
+	github.com/osmosis-labs/osmosis/osmoutils v0.0.0-20230411200859-ae3065d0ca05
 	github.com/osmosis-labs/osmosis/x/epochs v0.0.0-20230328024000-175ec88e4304
 	github.com/osmosis-labs/osmosis/x/ibc-hooks v0.0.0-20230331072320-5d6f6cfa2627
 	github.com/pkg/errors v0.9.1

go.sum

@@ -934,8 +934,8 @@ github.com/osmosis-labs/go-mutesting v0.0.0-20221208041716-b43bcd97b3b3 h1:Ylmch
 github.com/osmosis-labs/go-mutesting v0.0.0-20221208041716-b43bcd97b3b3/go.mod h1:lV6KnqXYD/ayTe7310MHtM3I2q8Z6bBfMAi+bhwPYtI=
 github.com/osmosis-labs/osmosis/osmomath v0.0.3-dev.0.20230328024000-175ec88e4304 h1:iSSlHl+SoewNpP/2N8JaUEHhOQRmJAnS8zaJ11yWslY=
 github.com/osmosis-labs/osmosis/osmomath v0.0.3-dev.0.20230328024000-175ec88e4304/go.mod h1:/h3CZIo25kMrM4Ojm7qBgMxKofTVwOycVWSa4rhEsaM=
-github.com/osmosis-labs/osmosis/osmoutils v0.0.0-20230405221332-6db5383670e1 h1:oq28hQA8wHe1uNMHWsoSMJvxMkKQrIeg8PcQD1KkHYg=
-github.com/osmosis-labs/osmosis/osmoutils v0.0.0-20230405221332-6db5383670e1/go.mod h1:zyBrzl2rsZWGbOU+/1hzA+xoQlCshzZuHe/5mzdb/zo=
+github.com/osmosis-labs/osmosis/osmoutils v0.0.0-20230411200859-ae3065d0ca05 h1:fqVGxZPgUWuYWxVcMxHz5vrDV/aoxGJ7Kt0J4Vu/bsY=
+github.com/osmosis-labs/osmosis/osmoutils v0.0.0-20230411200859-ae3065d0ca05/go.mod h1:zyBrzl2rsZWGbOU+/1hzA+xoQlCshzZuHe/5mzdb/zo=
 github.com/osmosis-labs/osmosis/x/epochs v0.0.0-20230328024000-175ec88e4304 h1:RIrWLzIiZN5Xd2JOfSOtGZaf6V3qEQYg6EaDTAkMnCo=
 github.com/osmosis-labs/osmosis/x/epochs v0.0.0-20230328024000-175ec88e4304/go.mod h1:yPWoJTj5RKrXKUChAicp+G/4Ni/uVEpp27mi/FF/L9c=
 github.com/osmosis-labs/osmosis/x/ibc-hooks v0.0.0-20230331072320-5d6f6cfa2627 h1:A0SwZgp4bmJFbivYJc8mmVhMjrr3EdUZluBYFke11+w=

osmoutils/slice_helper.go

@@ -1,6 +1,7 @@
 package osmoutils
 
 import (
+	"reflect"
 	"sort"
 
 	"golang.org/x/exp/constraints"
@@ -50,6 +51,19 @@ func ContainsDuplicate[T any](arr []T) bool {
 	return false
 }
 
+// ContainsDuplicateDeepEqual returns true if there are duplicates
+// in the slice by performing deep comparison. This is useful
+// for comparing matrices or slices of pointers.
+// Returns false if there are no deep equal duplicates.
+func ContainsDuplicateDeepEqual[T any](multihops []T) bool {
+	for i := 0; i < len(multihops)-1; i++ {
+		if reflect.DeepEqual(multihops[i], multihops[i+1]) {
+			return true
+		}
+	}
+	return false
+}
+
 type LessFunc[T any] func(a, b T) bool
 
 // MergeSlices efficiently merges two sorted slices into a single sorted slice.

osmoutils/slice_helper_test.go

@@ -73,3 +73,21 @@ func TestMergeSlices(t *testing.T) {
 		})
 	}
 }
+
+func TestContainsDuplicateDeepEqual(t *testing.T) {
+	tests := []struct {
+		input []interface{}
+		want  bool
+	}{
+		{[]interface{}{[]int{1, 2, 3}, []int{4, 5, 6}}, false},
+		{[]interface{}{[]int{1, 2, 3}, []int{1, 2, 3}}, true},
+		{[]interface{}{[]string{"hello", "world"}, []string{"goodbye", "world"}}, false},
+		{[]interface{}{[]string{"hello", "world"}, []string{"hello", "world"}}, true},
+		{[]interface{}{[][]int{{1, 2}, {3, 4}}, [][]int{{1, 2}, {3, 4}}}, true},
+	}
+
+	for _, tt := range tests {
+		got := osmoutils.ContainsDuplicateDeepEqual(tt.input)
+		require.Equal(t, tt.want, got)
+	}
+}

proto/osmosis/poolmanager/v1beta1/swap_route.proto

@@ -16,3 +16,23 @@ message SwapAmountOutRoute {
   string token_in_denom = 2
       [ (gogoproto.moretags) = "yaml:\"token_in_denom\"" ];
 }
+
+message SwapAmountInSplitRoute {
+  repeated SwapAmountInRoute pools = 1
+      [ (gogoproto.moretags) = "yaml:\"pools\"", (gogoproto.nullable) = false ];
+  string token_in_amount = 2 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.moretags) = "yaml:\"token_in_amount\"",
+    (gogoproto.nullable) = false
+  ];
+}
+
+message SwapAmountOutSplitRoute {
+  repeated SwapAmountOutRoute pools = 1
+      [ (gogoproto.moretags) = "yaml:\"pools\"", (gogoproto.nullable) = false ];
+  string token_out_amount = 2 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.moretags) = "yaml:\"token_out_amount\"",
+    (gogoproto.nullable) = false
+  ];
+}

proto/osmosis/poolmanager/v1beta1/tx.proto

@@ -37,6 +37,27 @@ message MsgSwapExactAmountInResponse {
   ];
 }
 
+// ===================== MsgSplitRouteSwapExactAmountIn
+message MsgSplitRouteSwapExactAmountIn {
+  string sender = 1 [ (gogoproto.moretags) = "yaml:\"sender\"" ];
+  repeated SwapAmountInSplitRoute routes = 2 [ (gogoproto.nullable) = false ];
+  string token_in_denom = 3
+      [ (gogoproto.moretags) = "yaml:\"token_in_denom\"" ];
+  string token_out_min_amount = 4 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.moretags) = "yaml:\"token_out_min_amount\"",
+    (gogoproto.nullable) = false
+  ];
+}
+
+message MsgSplitRouteSwapExactAmountInResponse {
+  string token_out_amount = 1 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.moretags) = "yaml:\"token_out_amount\"",
+    (gogoproto.nullable) = false
+  ];
+}
+
 // ===================== MsgSwapExactAmountOut
 message MsgSwapExactAmountOut {
   string sender = 1 [ (gogoproto.moretags) = "yaml:\"sender\"" ];
@@ -59,3 +80,24 @@ message MsgSwapExactAmountOutResponse {
     (gogoproto.nullable) = false
   ];
 }
+
+// ===================== MsgSplitRouteSwapExactAmountOut
+message MsgSplitRouteSwapExactAmountOut {
+  string sender = 1 [ (gogoproto.moretags) = "yaml:\"sender\"" ];
+  repeated SwapAmountOutSplitRoute routes = 2 [ (gogoproto.nullable) = false ];
+  string token_out_denom = 3
+      [ (gogoproto.moretags) = "yaml:\"token_out_denom\"" ];
+  string token_in_max_amount = 4 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.moretags) = "yaml:\"token_in_max_amount\"",
+    (gogoproto.nullable) = false
+  ];
+}
+
+message MsgSplitRouteSwapExactAmountOutResponse {
+  string token_in_amount = 1 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.moretags) = "yaml:\"token_in_amount\"",
+    (gogoproto.nullable) = false
+  ];
+}

x/poolmanager/export_test.go

@@ -6,6 +6,10 @@ import (
 	"github.com/osmosis-labs/osmosis/v15/x/poolmanager/types"
 )
 
+var (
+	IntMaxValue = intMaxValue
+)
+
 func (k Keeper) GetNextPoolIdAndIncrement(ctx sdk.Context) uint64 {
 	return k.getNextPoolIdAndIncrement(ctx)
 }

x/poolmanager/router.go

@@ -3,6 +3,7 @@ package poolmanager
 import (
 	"errors"
 	"fmt"
+	"math/big"
 
 	sdk "github.com/cosmos/cosmos-sdk/types"
 
@@ -11,6 +12,11 @@ import (
 	"github.com/osmosis-labs/osmosis/v15/x/poolmanager/types"
 )
 
+var (
+	// 1 << 256 - 1 where 256 is the max bit length defined for sdk.Int
+	intMaxValue = sdk.NewIntFromBigInt(new(big.Int).Sub(new(big.Int).Lsh(big.NewInt(1), 256), big.NewInt(1)))
+)
+
 // RouteExactAmountIn defines the input denom and input amount for the first pool,
 // the output of the first pool is chained as the input for the next routed pool
 // transaction succeeds when final amount out is greater than tokenOutMinAmount defined.
@@ -93,6 +99,64 @@ func (k Keeper) RouteExactAmountIn(
 	return tokenOutAmount, nil
 }
 
+// SplitRouteExactAmountIn routes the swap across multiple multihop paths
+// to get the desired token out. This is useful for achieving the most optimal execution. However, note that the responsibility
+// of determining the optimal split is left to the client. This method simply routes the swap across the given routes.
+//
+// It performs the price impact protection check on the combination of tokens out from all multihop paths. The given tokenOutMinAmount
+// is used for comparison.
+//
+// Returns error if:
+//   - routes are empty
+//   - routes contain duplicate multihop paths
+//   - last token out denom is not the same for all multihop paths in route
+//   - one of the multihop swaps fails for internal reasons
+//   - final token out computed is not positive
+//   - final token out computed is smaller than tokenOutMinAmount
+func (k Keeper) SplitRouteExactAmountIn(
+	ctx sdk.Context,
+	sender sdk.AccAddress,
+	routes []types.SwapAmountInSplitRoute,
+	tokenInDenom string,
+	tokenOutMinAmount sdk.Int,
+) (sdk.Int, error) {
+	if err := types.ValidateSwapAmountInSplitRoute(routes); err != nil {
+		return sdk.Int{}, err
+	}
+
+	var (
+		// We start the multihop min amount as zero because we want
+		// to perform a price impact protection check on the combination of tokens out
+		// from all multihop paths.
+		multihopStartTokenOutMinAmount = sdk.ZeroInt()
+		totalOutAmount                 = sdk.ZeroInt()
+	)
+
+	for _, multihopRoute := range routes {
+		tokenOutAmount, err := k.RouteExactAmountIn(
+			ctx,
+			sender,
+			types.SwapAmountInRoutes(multihopRoute.Pools),
+			sdk.NewCoin(tokenInDenom, multihopRoute.TokenInAmount),
+			multihopStartTokenOutMinAmount)
+		if err != nil {
+			return sdk.Int{}, err
+		}
+
+		totalOutAmount = totalOutAmount.Add(tokenOutAmount)
+	}
+
+	if !totalOutAmount.IsPositive() {
+		return sdk.Int{}, types.FinalAmountIsNotPositiveError{IsAmountOut: true, Amount: totalOutAmount}
+	}
+
+	if totalOutAmount.LT(tokenOutMinAmount) {
+		return sdk.Int{}, types.PriceImpactProtectionExactInError{Actual: totalOutAmount, MinAmount: tokenOutMinAmount}
+	}
+
+	return totalOutAmount, nil
+}
+
 // SwapExactAmountIn is an API for swapping an exact amount of tokens
 // as input to a pool to get a minimum amount of the desired token out.
 // The method succeeds when tokenOutAmount is greater than tokenOutMinAmount defined.
@@ -305,6 +369,65 @@ func (k Keeper) RouteExactAmountOut(ctx sdk.Context,
 	return tokenInAmount, nil
 }
 
+// SplitRouteExactAmountOut routes the swap across multiple multihop paths
+// to get the desired token in. This is useful for achieving the most optimal execution. However, note that the responsibility
+// of determining the optimal split is left to the client. This method simply routes the swap across the given routes.
+//
+// It performs the price impact protection check on the combination of tokens in from all multihop paths. The given tokenInMaxAmount
+// is used for comparison.
+//
+// Returns error if:
+//   - routes are empty
+//   - routes contain duplicate multihop paths
+//   - last token out denom is not the same for all multihop paths in route
+//   - one of the multihop swaps fails for internal reasons
+//   - final token out computed is not positive
+//   - final token out computed is smaller than tokenInMaxAmount
+func (k Keeper) SplitRouteExactAmountOut(
+	ctx sdk.Context,
+	sender sdk.AccAddress,
+	routes []types.SwapAmountOutSplitRoute,
+	tokenOutDenom string,
+	tokenInMaxAmount sdk.Int,
+) (sdk.Int, error) {
+	if err := types.ValidateSwapAmountOutSplitRoute(routes); err != nil {
+		return sdk.Int{}, err
+	}
+
+	var (
+		// We start the multihop min amount as int max value
+		// that is defined as one under the max bit length of sdk.Int
+		// which is 256. This is to ensure that we utilize price impact protection
+		// on the total of in amount from all multihop paths.
+		multihopStartTokenInMaxAmount = intMaxValue
+		totalInAmount                 = sdk.ZeroInt()
+	)
+
+	for _, multihopRoute := range routes {
+		tokenOutAmount, err := k.RouteExactAmountOut(
+			ctx,
+			sender,
+			types.SwapAmountOutRoutes(multihopRoute.Pools),
+			multihopStartTokenInMaxAmount,
+			sdk.NewCoin(tokenOutDenom, multihopRoute.TokenOutAmount))
+		if err != nil {
+			return sdk.Int{}, err
+		}
+
+		totalInAmount = totalInAmount.Add(tokenOutAmount)
+	}
+
+	if !totalInAmount.IsPositive() {
+		return sdk.Int{}, types.FinalAmountIsNotPositiveError{IsAmountOut: false, Amount: totalInAmount}
+	}
+
+	if totalInAmount.GT(tokenInMaxAmount) {
+		return sdk.Int{}, types.PriceImpactProtectionExactOutError{Actual: totalInAmount, MaxAmount: tokenInMaxAmount}
+	}
+
+	return totalInAmount, nil
+}
+
 func (k Keeper) RouteGetPoolDenoms(
 	ctx sdk.Context,
 	poolId uint64,