310 lines
8.6 KiB
Go
310 lines
8.6 KiB
Go
package dex
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import (
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"context"
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"fmt"
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"math/big"
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"strings"
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"github.com/ethereum/go-ethereum"
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"github.com/ethereum/go-ethereum/accounts/abi"
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"github.com/ethereum/go-ethereum/common"
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"github.com/ethereum/go-ethereum/core/types"
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"github.com/ethereum/go-ethereum/ethclient"
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)
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// CurveDecoder implements DEXDecoder for Curve Finance (StableSwap)
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type CurveDecoder struct {
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*BaseDecoder
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poolABI abi.ABI
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}
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// Curve StableSwap Pool ABI (minimal)
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const curvePoolABI = `[
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{
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"name": "get_dy",
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"outputs": [{"type": "uint256", "name": ""}],
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"inputs": [
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{"type": "int128", "name": "i"},
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{"type": "int128", "name": "j"},
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{"type": "uint256", "name": "dx"}
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],
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"stateMutability": "view",
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"type": "function"
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},
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{
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"name": "exchange",
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"outputs": [{"type": "uint256", "name": ""}],
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"inputs": [
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{"type": "int128", "name": "i"},
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{"type": "int128", "name": "j"},
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{"type": "uint256", "name": "dx"},
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{"type": "uint256", "name": "min_dy"}
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],
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"stateMutability": "payable",
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"type": "function"
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},
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{
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"name": "coins",
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"outputs": [{"type": "address", "name": ""}],
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"inputs": [{"type": "uint256", "name": "arg0"}],
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"stateMutability": "view",
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"type": "function"
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},
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{
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"name": "balances",
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"outputs": [{"type": "uint256", "name": ""}],
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"inputs": [{"type": "uint256", "name": "arg0"}],
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"stateMutability": "view",
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"type": "function"
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},
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{
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"name": "A",
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"outputs": [{"type": "uint256", "name": ""}],
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"inputs": [],
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"stateMutability": "view",
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"type": "function"
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},
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{
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"name": "fee",
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"outputs": [{"type": "uint256", "name": ""}],
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"inputs": [],
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"stateMutability": "view",
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"type": "function"
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}
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]`
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// NewCurveDecoder creates a new Curve decoder
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func NewCurveDecoder(client *ethclient.Client) *CurveDecoder {
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poolABI, _ := abi.JSON(strings.NewReader(curvePoolABI))
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return &CurveDecoder{
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BaseDecoder: NewBaseDecoder(ProtocolCurve, client),
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poolABI: poolABI,
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}
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}
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// DecodeSwap decodes a Curve swap transaction
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func (d *CurveDecoder) DecodeSwap(tx *types.Transaction) (*SwapInfo, error) {
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data := tx.Data()
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if len(data) < 4 {
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return nil, fmt.Errorf("transaction data too short")
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}
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method, err := d.poolABI.MethodById(data[:4])
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if err != nil {
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return nil, fmt.Errorf("failed to get method: %w", err)
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}
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if method.Name != "exchange" {
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return nil, fmt.Errorf("unsupported method: %s", method.Name)
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}
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params := make(map[string]interface{})
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if err := method.Inputs.UnpackIntoMap(params, data[4:]); err != nil {
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return nil, fmt.Errorf("failed to unpack params: %w", err)
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}
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// Curve uses indices for tokens, need to fetch actual addresses
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// This is a simplified version - production would cache token addresses
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poolAddress := *tx.To()
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return &SwapInfo{
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Protocol: ProtocolCurve,
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PoolAddress: poolAddress,
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AmountIn: params["dx"].(*big.Int),
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AmountOut: params["min_dy"].(*big.Int),
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Fee: big.NewInt(4), // 0.04% typical Curve fee
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}, nil
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}
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// GetPoolReserves fetches current pool reserves for Curve
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func (d *CurveDecoder) GetPoolReserves(ctx context.Context, client *ethclient.Client, poolAddress common.Address) (*PoolReserves, error) {
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// Get amplification coefficient A
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aData, err := client.CallContract(ctx, ethereum.CallMsg{
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To: &poolAddress,
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Data: d.poolABI.Methods["A"].ID,
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}, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to get A: %w", err)
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}
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amplificationCoeff := new(big.Int).SetBytes(aData)
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// Get fee
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feeData, err := client.CallContract(ctx, ethereum.CallMsg{
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To: &poolAddress,
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Data: d.poolABI.Methods["fee"].ID,
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}, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to get fee: %w", err)
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}
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fee := new(big.Int).SetBytes(feeData)
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// Get token0 (index 0)
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token0Calldata, err := d.poolABI.Pack("coins", big.NewInt(0))
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if err != nil {
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return nil, fmt.Errorf("failed to pack coins(0): %w", err)
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}
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token0Data, err := client.CallContract(ctx, ethereum.CallMsg{
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To: &poolAddress,
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Data: token0Calldata,
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}, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to get token0: %w", err)
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}
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token0 := common.BytesToAddress(token0Data)
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// Get token1 (index 1)
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token1Calldata, err := d.poolABI.Pack("coins", big.NewInt(1))
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if err != nil {
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return nil, fmt.Errorf("failed to pack coins(1): %w", err)
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}
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token1Data, err := client.CallContract(ctx, ethereum.CallMsg{
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To: &poolAddress,
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Data: token1Calldata,
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}, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to get token1: %w", err)
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}
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token1 := common.BytesToAddress(token1Data)
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// Get balance0
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balance0Calldata, err := d.poolABI.Pack("balances", big.NewInt(0))
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if err != nil {
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return nil, fmt.Errorf("failed to pack balances(0): %w", err)
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}
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balance0Data, err := client.CallContract(ctx, ethereum.CallMsg{
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To: &poolAddress,
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Data: balance0Calldata,
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}, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to get balance0: %w", err)
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}
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reserve0 := new(big.Int).SetBytes(balance0Data)
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// Get balance1
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balance1Calldata, err := d.poolABI.Pack("balances", big.NewInt(1))
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if err != nil {
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return nil, fmt.Errorf("failed to pack balances(1): %w", err)
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}
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balance1Data, err := client.CallContract(ctx, ethereum.CallMsg{
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To: &poolAddress,
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Data: balance1Calldata,
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}, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to get balance1: %w", err)
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}
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reserve1 := new(big.Int).SetBytes(balance1Data)
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return &PoolReserves{
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Token0: token0,
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Token1: token1,
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Reserve0: reserve0,
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Reserve1: reserve1,
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Protocol: ProtocolCurve,
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PoolAddress: poolAddress,
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Fee: fee,
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A: amplificationCoeff,
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}, nil
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}
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// CalculateOutput calculates expected output for Curve StableSwap
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func (d *CurveDecoder) CalculateOutput(amountIn *big.Int, reserves *PoolReserves, tokenIn common.Address) (*big.Int, error) {
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if amountIn == nil || amountIn.Sign() <= 0 {
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return nil, fmt.Errorf("invalid amountIn")
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}
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if reserves.A == nil {
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return nil, fmt.Errorf("missing amplification coefficient A")
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}
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var x, y *big.Int // x = balance of input token, y = balance of output token
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if tokenIn == reserves.Token0 {
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x = reserves.Reserve0
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y = reserves.Reserve1
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} else if tokenIn == reserves.Token1 {
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x = reserves.Reserve1
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y = reserves.Reserve0
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} else {
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return nil, fmt.Errorf("tokenIn not in pool")
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}
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if x.Sign() == 0 || y.Sign() == 0 {
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return nil, fmt.Errorf("insufficient liquidity")
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}
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// Simplified StableSwap calculation
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// Real implementation: y_new = get_y(A, x + dx, D)
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// This is an approximation for demonstration
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// For stable pairs, use near 1:1 pricing with low slippage
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amountOut := new(big.Int).Set(amountIn)
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// Apply fee (0.04% = 9996/10000)
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fee := reserves.Fee
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if fee == nil {
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fee = big.NewInt(4) // 0.04%
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}
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feeBasisPoints := new(big.Int).Sub(big.NewInt(10000), fee)
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amountOut.Mul(amountOut, feeBasisPoints)
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amountOut.Div(amountOut, big.NewInt(10000))
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// For production: Implement full StableSwap invariant D calculation
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// D = A * n^n * sum(x_i) + D = A * n^n * D + D^(n+1) / (n^n * prod(x_i))
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// Then solve for y given new x
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return amountOut, nil
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}
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// CalculatePriceImpact calculates price impact for Curve
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func (d *CurveDecoder) CalculatePriceImpact(amountIn *big.Int, reserves *PoolReserves, tokenIn common.Address) (float64, error) {
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// Curve StableSwap has very low price impact for stable pairs
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// Price impact increases with distance from balance point
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if amountIn == nil || amountIn.Sign() <= 0 {
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return 0, nil
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}
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var x *big.Int
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if tokenIn == reserves.Token0 {
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x = reserves.Reserve0
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} else {
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x = reserves.Reserve1
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}
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if x.Sign() == 0 {
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return 1.0, nil
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}
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// Simple approximation: impact proportional to (amountIn / reserve)^2
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// StableSwap has lower impact than constant product
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amountInFloat := new(big.Float).SetInt(amountIn)
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reserveFloat := new(big.Float).SetInt(x)
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ratio := new(big.Float).Quo(amountInFloat, reserveFloat)
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impact := new(big.Float).Mul(ratio, ratio) // Square for stable curves
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impact.Mul(impact, big.NewFloat(0.1)) // Scale down for StableSwap efficiency
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impactValue, _ := impact.Float64()
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return impactValue, nil
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}
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// GetQuote gets a price quote for Curve
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func (d *CurveDecoder) GetQuote(ctx context.Context, client *ethclient.Client, tokenIn, tokenOut common.Address, amountIn *big.Int) (*PriceQuote, error) {
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// TODO: Implement pool lookup via Curve registry
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// For now, return error
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return nil, fmt.Errorf("GetQuote not yet implemented for Curve")
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}
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// IsValidPool checks if a pool is a valid Curve pool
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func (d *CurveDecoder) IsValidPool(ctx context.Context, client *ethclient.Client, poolAddress common.Address) (bool, error) {
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// Try to call A() - if it succeeds, it's likely a Curve pool
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_, err := client.CallContract(ctx, ethereum.CallMsg{
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To: &poolAddress,
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Data: d.poolABI.Methods["A"].ID,
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}, nil)
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return err == nil, nil
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}
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